MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Thu July 01, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul04 040701 910.00 937.00 900.00 933.50 +40.50 17,550 17,465 -4,901
Aug04 040701 791.00 809.00 786.50 803.75 +21.25 26,151 46,189 -1,229
Sep04 040701 700.00 700.00 687.00 696.75 -0.25 4,013 12,618 +376
Nov04 040701 674.00 675.00 656.50 667.50 -1.50 43,805 89,110 +2,402
Jan05 040701 675.00 675.00 660.00 669.00 unch 715 4,949 +66
Mar05 040701 672.00 673.00 661.00 669.00 -2.50 611 3,856 +5
May05 040701 665.00 665.00 654.50 664.00 unch 247 3,401 -352
Total Volume and Open Interest 93,237 179,616 -3,652
Soybean Meal(CBOT)
Jul04 040701 301.00 310.50 300.00 309.50 +12.00 9,561 14,095 -1,819
Aug04 040701 274.50 280.30 273.50 279.70 +7.90 22,146 37,169 -604
Sep04 040701 243.00 246.00 239.00 244.20 +2.70 4,665 19,884 +1,002
Oct04 040701 212.50 215.00 209.50 213.70 +3.40 1,531 14,892 +299
Dec04 040701 209.00 209.50 204.00 208.20 +2.90 11,406 40,010 +1,553
Jan05 040701 208.00 208.00 204.00 207.50 +1.50 748 4,859 +359
Mar05 040701 206.00 207.50 203.50 207.00 +2.20 271 4,317 +23
May05 040701 205.00 206.00 201.50 205.00 +1.50 606 4,550 +112
Total Volume and Open Interest 51,606 145,246 +1,193
Soybean Oil(CBOT)
Jul04 040701 28.40 28.50 28.15 28.31 +0.13 5,874 9,127 -1,719
Aug04 040701 27.47 27.56 27.22 27.54 +0.35 15,062 31,719 -67
Sep04 040701 26.50 26.74 26.40 26.64 +0.29 2,643 18,603 +445
Oct04 040701 25.60 25.75 25.25 25.45 +0.11 632 11,247 +138
Dec04 040701 24.66 24.75 24.25 24.45 -0.01 6,033 45,209 +1,188
Jan05 040701 24.70 24.70 24.25 24.42 +0.05 415 6,756 +85
Mar05 040701 24.35 24.39 24.23 24.39 +0.05 179 4,820 +41
May05 040701 24.50 24.50 24.06 24.31 +0.06 386 2,306 +103
Total Volume and Open Interest 31,533 134,254 +348
Canola(WCE)
Jul04 040630 378.0 382.0 375.1 380.2 -1.8 2,060 4,519 -1,578
Sep04 040630 365.5 365.5 365.5 365.5 -0.1 0 50 +0
Nov04 040630 365.0 365.2 361.0 361.2 -6.6 2,381 47,175 -191
Jan05 040630 366.8 366.8 366.8 366.8 -6.0 0 1,704 +0
Mar05 040630 371.0 371.0 371.0 371.0 -5.1 10 600 +0
Total Volume and Open Interest 4,451 55,208 -1,769
Corn(CBOT)
Jul04 040701 255.00 258.25 252.50 257.50 unch 25,818 18,164 -11,086
Sep04 040701 260.50 263.50 258.00 263.00 +0.50 38,019 165,843 +4,283
Dec04 040701 265.50 268.25 262.50 267.25 +0.25 83,486 313,813 -5,718
Mar05 040701 272.50 274.75 270.25 274.25 +0.50 10,945 37,438 +3,370
May05 040701 278.00 280.00 275.50 279.75 unch 2,665 11,651 +993
Jul05 040701 281.00 283.00 279.00 282.50 +1.00 3,294 10,524 +485
Total Volume and Open Interest 165,636 569,918 -7,295
Wheat(CBOT)
Jul04 040701 335.00 337.50 330.00 330.50 -8.50 7,022 2,991 -4,632
Sep04 040701 344.50 347.00 338.00 338.50 -7.00 26,085 89,562 +4,645
Dec04 040701 356.50 359.00 350.00 351.00 -6.25 10,117 43,922 +2,491
Mar05 040701 368.00 368.00 360.50 360.75 -6.25 719 8,683 +214
May05 040701 366.50 368.00 364.00 364.00 -6.00 16 290 -5
Total Volume and Open Interest 44,051 147,103 +2,695
Wheat(KCBT)
Jul04 040701 357.00 361.00 355.00 356.00 -2.50 3,657 2,000 -2,499
Sep04 040701 365.50 367.00 361.00 362.25 -3.25 12,390 35,793 +2,479
Dec04 040701 376.00 378.00 372.25 372.50 -4.00 4,098 17,682 +1,213
Mar05 040701 385.00 385.00 380.00 380.00 -4.50 782 2,960 +452
May05 040701 384.00 384.00 384.00 384.00 -2.75 9 81 +9
Total Volume and Open Interest 20,940 59,046 +1,652
Wheat(MGE)
Jul04 040701 381.00 382.00 381.00 381.00 unch 971 497 -583
Sep04 040701 389.00 390.50 385.00 386.75 -1.75 7,424 13,155 +362
Dec04 040701 397.00 398.00 393.00 394.75 -2.25 5,006 11,515 +457
Mar05 040701 402.00 402.50 400.00 400.75 -1.25 1,329 1,588 +736
May05 040701 401.00 401.00 401.00 401.00 -2.00 340 209 +39
Total Volume and Open Interest 15,080 27,036 +1,021
Oats(CBOT)
Jul04 040701 132.00 135.00 131.50 133.00 +0.25 644 481 -228
Sep04 040701 140.25 141.50 136.50 138.75 -0.25 840 3,451 +39
Dec04 040701 149.75 149.75 144.50 144.75 -2.25 2,281 6,489 +603
Mar05 040701 152.50 152.50 152.50 152.50 -1.00 19 152 +19
Total Volume and Open Interest 3,869 10,673 +499
Rough Rice(CBOT)
Jul04 040701 10.00 10.47 9.90 9.93 -0.14 117 186 -423
Sep04 040701 8.33 8.35 8.06 8.08 -0.22 96 897 +32
Nov04 040701 8.28 8.30 8.02 8.05 -0.23 145 1,804 +54
Jan05 040701 8.30 8.30 8.15 8.20 -0.25 0 261 +0
Total Volume and Open Interest 358 3,263 -337
Live Cattle(CME)
Aug04 040701 84.950 86.200 84.750 85.275 -0.475 11,226 66,776 -633
Oct04 040701 85.800 87.000 85.650 86.725 +0.425 3,786 29,260 -261
Dec04 040701 86.900 87.500 86.425 87.025 -0.025 3,010 14,312 +969
Feb05 040701 87.700 87.900 86.900 87.525 -0.250 834 6,582 +349
Apr05 040701 85.500 85.500 84.750 85.000 -0.350 364 2,010 -66
Jun05 040701 80.800 80.900 80.200 80.550 -0.200 87 772 +62
Total Volume and Open Interest 19,560 119,723 -19
Feeder Cattle(CME)
Aug04 040701 109.400 110.800 107.500 108.400 -1.000 2,714 10,784 -481
Sep04 040701 108.450 109.750 106.400 107.800 -0.650 511 1,537 +35
Oct04 040701 106.600 107.800 104.650 105.800 -0.900 424 2,411 -28
Nov04 040701 105.950 106.400 104.000 104.550 -0.850 220 1,104 +37
Jan05 040701 101.400 102.000 100.100 100.600 -0.200 130 634 +25
Mar05 040701 97.500 97.500 97.000 97.000 +0.300 16 146 +8
Apr05 040701 96.500 96.500 96.200 96.200 +0.450 1 79 -1
Total Volume and Open Interest 4,016 16,703 -405
Lean Hogs(CME)
Jul04 040701 78.900 79.750 78.600 78.750 -0.200 4,148 9,659 -441
Aug04 040701 76.200 78.250 76.100 76.375 -0.325 4,953 46,180 +1,056
Oct04 040701 66.000 67.250 65.725 66.225 +0.125 2,088 14,713 +501
Dec04 040701 60.700 61.950 60.500 61.225 +0.400 1,541 9,841 +331
Feb05 040701 60.200 60.750 60.200 60.575 +0.125 130 1,468 +83
Apr05 040701 60.500 60.850 60.500 60.750 +0.100 41 589 +24
May05 040701 62.000 62.300 62.000 62.275 +0.125 22 112 +11
Jun05 040701 64.900 65.200 64.800 65.150 +0.250 16 124 +11
Total Volume and Open Interest 12,943 82,699 +1,578
Pork Bellies(CME)
Jul04 040701 116.500 117.000 113.275 113.475 -2.800 474 1,522 -254
Aug04 040701 112.850 113.300 110.500 110.600 -2.250 416 1,448 +74
Feb05 040701 96.050 96.500 96.050 96.500 unch 2 111 +0
Mar05 040701 95.100 95.100 95.100 95.100 unch 0 2 +0
Total Volume and Open Interest 892 3,083 -180
Class III Milk(CME)
Jul04 040701 14.74 14.96 14.65 14.89 +0.15 255 5,796 -57
Aug04 040701 13.85 13.85 13.50 13.64 -0.26 228 5,189 -18
Sep04 040701 13.95 14.00 13.85 13.86 -0.20 459 4,912 +98
Oct04 040701 13.50 13.50 13.20 13.40 unch 75 3,152 -12
Nov04 040701 12.60 12.65 12.60 12.60 -0.05 46 1,964 +5
Total Volume and Open Interest 1,245 25,294 -6,250
Cocoa(NYBOT)
Jul04 040701 1329 1331 1328 1328 -8 3 251 -8
Sep04 040701 1351 1354 1325 1333 -8 7,824 42,630 +616
Dec04 040701 1360 1360 1342 1346 -6 832 15,611 +221
Mar05 040701 1376 1377 1367 1367 -6 250 10,093 +97
May05 040701 1386 1386 1380 1381 -5 0 11,203 +0
Jul05 040701 1400 1402 1390 1395 -4 0 11,131 +0
Sep05 040701 1405 1410 1405 1410 -3 0 4,640 +0
Total Volume and Open Interest 8,909 98,006 +926
Coffee "C"(NYBOT)
Jul04 040701 72.90 73.20 72.20 72.75 -0.35 43 279 -14
Sep04 040701 75.00 75.25 73.95 74.90 -0.40 10,664 65,245 +702
Dec04 040701 78.20 78.20 77.25 78.00 -0.40 1,883 13,050 +235
Mar05 040701 81.00 81.00 80.15 80.80 -0.40 421 6,153 -4
May05 040701 82.00 82.45 82.00 82.45 -0.40 26 1,561 +25
Jul05 040701 84.00 84.40 83.40 84.00 -0.40 148 1,060 -10
Total Volume and Open Interest 13,282 88,174 +1,017
Orange Juice(NYBOT)
Jul04 040701 61.30 64.60 61.30 64.50 +2.75 1,749 2,741 -1,094
Sep04 040701 62.80 65.45 62.50 65.20 +2.65 3,696 23,320 +12
Nov04 040701 64.80 67.45 64.50 66.90 +2.30 312 8,552 +16
Jan05 040701 67.15 69.00 67.15 68.95 +2.05 79 1,829 +17
Mar05 040701 69.50 71.05 69.00 71.05 +1.30 67 3,117 +7
Total Volume and Open Interest 5,908 42,649 -1,037
Sugar #11(NYBOT)
Oct04 040701 7.62 7.78 7.58 7.77 +0.08 22,037 177,351 -115
Mar05 040701 8.05 8.16 7.99 8.15 +0.06 4,156 46,130 +515
May05 040701 8.02 8.08 7.96 8.08 +0.04 819 17,066 -24
Jul05 040701 7.85 7.90 7.82 7.90 +0.04 265 11,577 +98
Oct05 040701 7.74 7.80 7.72 7.78 +0.02 212 10,403 +27
Total Volume and Open Interest 35,486 267,901 -3,777
London Cocoa(LCE)
Jul04 040701 761 770 756 758 -3 2,918 29,465 -469
Sep04 040701 780 787 775 780 unch 8,609 39,463 -323
Dec04 040701 802 811 800 804 +1 3,716 48,256 +314
Mar05 040701 823 828 821 824 +2 1,393 29,629 +7
May05 040701 835 840 834 837 +3 688 11,800 +180
Jul05 040701 852 852 846 849 +3 912 11,251 +467
Sep05 040701 862 864 860 861 +4 127 7,515 +69
Total Volume and Open Interest 18,388 186,571 +226
London Coffee(LCE)
Jul04 040701 778.00 778.00 762.00 763.00 -8.00 29,294 11,954 -24,973
Sep04 040701 789.00 794.00 776.00 779.00 -9.00 18,529 82,020 +12,982
Nov04 040701 784.00 786.00 772.00 774.00 -10.00 2,334 28,301 +209
Jan05 040701 784.00 785.00 772.00 772.00 -9.00 1,801 21,913 +900
Mar05 040701 791.00 791.00 780.00 782.00 -9.00 322 12,431 +80
May05 040701 795.00 795.00 792.00 792.00 -8.00 400 7,651 +194
Total Volume and Open Interest 52,693 165,326 -10,608
London Sugar(LCE)
Aug04 040701 222.10 225.00 221.80 224.20 +1.20 2,860 18,628 -247
Oct04 040701 227.00 229.50 226.80 229.00 +1.20 1,242 13,372 +306
Dec04 040701 234.40 236.50 234.10 236.00 +1.20 186 5,055 +21
Mar05 040701 241.90 243.00 241.10 243.00 +1.20 99 9,328 +14
May05 040701 241.50 242.00 241.50 241.60 +0.40 201 3,694 -90
Total Volume and Open Interest 4,772 56,493 +153
Cotton(NYBOT)
Jul04 040701 49.30 49.30 46.65 46.65 -1.60 47 117 -40
Oct04 040701 52.25 52.40 50.05 50.07 -1.13 667 3,766 +141
Dec04 040701 52.10 52.30 50.11 50.24 -1.12 9,829 52,968 +1,006
Mar05 040701 53.80 54.00 51.90 52.14 -1.13 1,140 10,910 +219
May05 040701 54.90 54.90 53.00 53.00 -1.20 304 2,173 +118
Jul05 040701 55.15 55.15 54.02 54.02 -1.08 292 1,314 +69
Total Volume and Open Interest 12,323 72,507 +1,532
Lumber(CME)
Jul04 040701 380.0 382.8 375.6 378.0 +1.5 674 1,885 -310
Sep04 040701 361.0 365.0 359.1 364.9 +5.1 521 2,007 +193
Nov04 040701 332.0 339.5 332.0 335.0 +3.0 47 547 +19
Jan05 040701 334.0 338.7 334.0 338.7 +4.6 2 100 +0
Total Volume and Open Interest 1,244 4,544 -98
Crude Oil(NYM)
Aug04 040701 36.78 39.10 36.69 38.74 +1.69 108,614 186,951 -1,270
Sep04 040701 36.85 39.15 36.81 38.83 +1.69 41,431 110,250 +2,281
Oct04 040701 36.70 38.95 36.65 38.60 +1.61 11,450 45,849 +532
Nov04 040701 36.60 38.60 36.50 38.34 +1.50 4,897 28,454 +662
Dec04 040701 36.41 38.25 36.33 38.06 +1.40 13,849 59,633 -203
Jan05 040701 36.20 37.67 36.20 37.67 +1.28 2,690 24,051 -117
Feb05 040701 37.25 37.32 37.25 37.32 +1.20 1,698 13,219 -267
Mar05 040701 37.00 37.00 37.00 37.00 +1.12 2,998 12,211 -65
Apr05 040701 35.50 36.69 35.50 36.69 +1.04 1,961 10,289 +173
May05 040701 36.41 36.41 36.41 36.41 +0.98 700 7,062 -110
Jun05 040701 34.90 36.16 34.90 36.16 +0.93 8,953 20,427 +1,042
Jul05 040701 35.45 35.93 35.45 35.93 +0.88 794 5,830 +377
Aug05 040701 35.30 35.71 35.25 35.71 +0.83 200 5,277 -120
Sep05 040701 34.40 35.50 34.40 35.50 +0.79 200 7,329 -50
Oct05 040701 34.25 35.30 34.25 35.30 +0.75 0 3,555 +0
Nov05 040701 35.10 35.10 35.10 35.10 +0.70 250 3,185 -30
Total Volume and Open Interest 210,759 698,380 +3,557
Heating Oil(NYM)
Aug04 040701 101.50 108.80 101.20 108.03 +5.95 37,444 61,215 +5,121
Sep04 040701 102.30 109.50 102.00 108.90 +6.02 6,006 20,409 +1,075
Oct04 040701 103.20 109.80 102.80 109.40 +5.87 1,440 14,564 -63
Nov04 040701 104.70 109.90 104.70 109.90 +5.77 1,192 10,437 +177
Dec04 040701 104.50 110.50 104.50 110.30 +5.67 5,849 23,031 -466
Jan05 040701 105.85 110.70 105.85 110.40 +5.52 597 9,813 +187
Feb05 040701 104.45 109.10 104.45 108.75 +5.07 970 10,224 -211
Mar05 040701 102.80 105.65 102.80 105.65 +4.57 1,082 9,376 +77
Apr05 040701 99.30 101.55 99.30 101.55 +4.07 231 1,881 +68
May05 040701 94.95 97.70 94.95 97.70 +3.67 7 1,757 +5
Jun05 040701 95.20 95.20 95.20 95.20 +3.42 762 4,102 +343
Jul05 040701 94.35 94.35 94.35 94.35 +3.12 434 5,348 +14
Total Volume and Open Interest 66,720 181,680 +2,462
Unleaded Gas(NYM)
Aug04 040701 115.80 123.80 115.40 122.56 +5.85 36,534 57,872 +3,553
Sep04 040701 113.20 121.00 113.10 120.03 +5.57 6,277 21,880 +1,054
Oct04 040701 108.20 114.08 108.20 114.08 +4.92 1,260 9,723 +359
Nov04 040701 106.85 110.48 106.85 110.48 +4.42 441 5,565 +137
Dec04 040701 103.50 108.75 103.50 108.13 +4.07 1,175 11,466 +122
Jan05 040701 103.70 107.43 103.70 107.43 +3.92 711 2,825 +248
Feb05 040701 103.70 107.43 103.70 107.43 +3.82 56 3,528 -3
Mar05 040701 105.00 107.93 105.00 107.93 +3.72 1 1,365 +1
Apr05 040701 112.00 114.43 112.00 114.43 +3.62 50 6,152 +0
May05 040701 114.18 114.18 114.18 114.18 +3.52 113 6,308 +8
Jun05 040701 113.08 113.08 113.08 113.08 +3.42 438 2,841 +335
Jul05 040701 111.28 111.28 111.28 111.28        
Natural Gas(NYM)
Aug04 040701 6.070 6.270 6.045 6.217 +0.062 35,505 66,136 +2,357
Sep04 040701 6.075 6.290 6.060 6.250 +0.076 14,595 37,324 +2,829
Oct04 040701 6.125 6.320 6.115 6.282 +0.068 5,196 35,165 +210
Nov04 040701 6.360 6.545 6.360 6.516 +0.063 3,829 19,532 +593
Dec04 040701 6.595 6.780 6.595 6.744 +0.062 3,811 21,832 +662
Jan05 040701 6.735 6.900 6.730 6.877 +0.064 1,665 20,222 -199
Feb05 040701 6.695 6.860 6.690 6.825 +0.062 1,387 13,064 +403
Mar05 040701 6.550 6.700 6.530 6.666 +0.058 2,845 16,747 +960
Apr05 040701 5.900 6.050 5.900 6.016 +0.048 2,342 12,696 +781
May05 040701 5.790 5.890 5.780 5.869 +0.048 514 10,336 +27
Jun05 040701 5.820 5.920 5.810 5.884 +0.048 335 7,561 +90
Jul05 040701 5.850 5.960 5.840 5.922 +0.046 267 11,211 +27
Aug05 040701 5.880 5.965 5.875 5.935 +0.044 117 7,764 +64
Sep05 040701 5.910 5.930 5.910 5.918 +0.044 95 8,066 +69
Oct05 040701 5.880 5.970 5.850 5.938 +0.044 96 6,322 +49
Nov05 040701 6.000 6.098 6.000 6.098 +0.044 41 5,863 -19
Total Volume and Open Interest 75,587 363,947 +10,982
Brent Crude Oil(IPE)
Aug04 040701 34.25 36.45 34.23 36.07 +1.57 47,403 62,853 +367
Sep04 040701 34.38 36.50 34.35 36.19 +1.53 32,965 81,875 +4,641
Oct04 040701 34.36 36.45 34.34 36.15 +1.51 6,669 28,413 +3,366
Nov04 040701 34.16 36.10 34.16 35.90 +1.45 1,843 16,215 +1,196
Dec04 040701 34.00 35.90 34.00 35.59 +1.34 4,431 33,494 -1,321
Jan05 040701 33.77 35.52 33.77 35.25 +1.26 1,014 12,855 -329
Feb05 040701 33.52 35.20 33.52 34.93 +1.17 560 7,499 +537
Mar05 040701 33.33 34.65 33.30 34.63 +1.07 750 10,476 +1,250
Apr05 040701 33.08 34.34 33.08 34.34 +0.98 980 6,775 +170
May05 040701 34.07 34.07 34.07 34.07 +0.89 300 1,423 -300
Jun05 040701 33.84 33.84 33.84 33.84 +0.82 1,442 14,437 +1,231
Jul05 040701 33.57 33.57 33.57 33.57 +0.75 150 1,515 +150
Total Volume and Open Interest 102,614 332,007 +10,687
Gas Oil(IPE)
Jul04 040701 323.25 338.50 320.50 338.25 +16.50 13,652 32,746 -2,062
Aug04 040701 319.50 335.00 317.25 333.00 +11.25 15,658 39,332 +1,872
Sep04 040701 317.75 331.00 315.50 330.25 +15.25 5,829 18,291 +377
Oct04 040701 313.75 326.50 313.25 326.50 +14.50 2,025 11,106 -207
Nov04 040701 309.50 322.50 309.50 322.50 +13.50 2,028 7,270 +1,094
Dec04 040701 305.75 318.00 305.00 318.00 +14.00 3,324 23,427 +210
Jan05 040701 302.50 314.25 302.50 314.25 +13.50 1,235 6,320 -726
Feb05 040701 309.25 309.25 309.25 309.25 +13.00 3 2,273 +3
Mar05 040701 303.00 303.00 303.00 303.00 +12.50 0 2,513 +0
Apr05 040701 297.00 297.00 297.00 297.00 +12.00 0 900 +0
Total Volume and Open Interest 44,361 167,645 +764
US Dollar Index(NYBOT)
Sep04 040701 89.07 89.27 88.86 89.08 +0.08 2,711 10,750 +893
Dec04 040701 89.30 89.32 89.30 89.32 +0.06 1 2,056 +0
Mar05 040701 89.56 89.56 89.56 89.56 +0.04 0 11 +0
Total Volume and Open Interest 2,712 12,817 +893
Australian Dollar(CME)
Sep04 040701 69.85 70.17 69.55 70.03 +0.93 2,714 25,328 -623
Dec04 040701 69.40 69.40 69.40 69.40 +0.88 0 256 -13
Mar05 040701 68.87 68.87 68.87 68.87 +0.83 0 30 +0
Total Volume and Open Interest 2,714 25,676 -636
British Pound(CME)
Sep04 040701 180.41 181.00 180.25 180.89 +0.32 3,109 47,500 -1,811
Dec04 040701 179.28 179.49 179.28 179.49 +0.32 0 396 +0
Mar05 040701 178.23 178.23 178.23 178.23 +0.32 0 6 +0
Total Volume and Open Interest 3,109 47,902 -1,811
Canadian Dollar(CME)
Sep04 040701 75.14 75.20 74.85 75.06 +0.12 9,735 54,392 +759
Dec04 040701 75.10 75.10 74.80 75.02 +0.12 57 4,514 +25
Mar05 040701 74.90 74.99 74.90 74.99 +0.12 1 668 +0
Jun05 040701 74.97 74.97 74.97 74.97 +0.12 0 201 +8
Total Volume and Open Interest 9,793 59,808 +792
Japanese Yen(CME)
Sep04 040701 92.72 92.95 92.58 92.68 +0.48 9,424 87,963 -586
Dec04 040701 93.27 93.27 93.16 93.16 +0.48 2,097 12,298 +1,949
Mar05 040701 93.73 93.73 93.73 93.73 +0.48 0 3 +0
Total Volume and Open Interest 11,521 100,267 +1,363
Swiss Franc(CME)
Sep04 040701 80.10 80.34 79.89 80.30 +0.13 6,082 38,630 -290
Dec04 040701 80.55 80.55 80.55 80.55 +0.13 0 132 +0
Mar05 040701 80.82 80.82 80.82 80.82 +0.13 0 7 +0
Total Volume and Open Interest 6,082 38,826 -290
EuroFX(CME)
Sep04 040701 121.58 121.67 121.29 121.58 -0.20 13,746 106,052 +545
Dec04 040701 121.49 121.54 121.49 121.54 -0.20 19 832 +4
Mar05 040701 121.58 121.58 121.58 121.58 -0.20 30 189 -30
Total Volume and Open Interest 13,795 107,101 +519
Mexican Peso(CME)
Sep04 040701 8585.0 8640.0 8545.0 8572.0 -25.0 11,895 42,181 +2,324
Dec04 040701 8430.0 8442.0 8430.0 8442.0 -25.0 25 1,602 +0
Total Volume and Open Interest 12,040 45,079 +2,424
30-Year T-Bonds(CBOT)
Sep04 040701 106~22 106~30 106~04 106~26 +0~14 302,965 503,515 +20,874
Dec04 040701 105~10 105~21 105~02 105~20 +0~13 1,659 14,886 +952
Mar05 040701 104~17 104~17 104~17 104~17 +0~13 0 194 +0
Total Volume and Open Interest 304,624 518,602 +21,826
Municipal Bonds(CBOT)
Sep04 040701 100~08 100~12 100~03 100~08 +0~03 214 2,320 +49
Total Volume and Open Interest 214 2,320 +49
10-Year T-Notes(CBOT)
Sep04 040701 109~180 109~230 109~055 109~215 +0~110 892,601 1,274,935 +51,070
Dec04 040701 108~140 108~140 107~315 108~135 +0~110 3,558 22,450 +133
Total Volume and Open Interest 896,159 1,297,395 +51,203
5-Year T-Notes(CBOT)
Sep04 040701 108~230 109~015 108~210 109~010 +0~110 481,762 0 +0
Dec04 040701 107~245 108~015 107~245 108~015 +0~110 1,002 23,224 +23,224
Total Volume and Open Interest 482,764 23,224 +23,224
2 Year T-Notes(CBOT)
Sep04 040701 105~036 105~056 105~032 105~056 +0~022 5,806 197,166 +886
Total Volume and Open Interest 6,014 204,269 +886
Eurodollars(CME)
Sep04 040701 97.975 98.010 97.965 98.005 +0.025 122,171 1,013,395 -3,618
Dec04 040701 97.485 97.550 97.475 97.545 +0.060 110,245 939,248 +8,685
Mar05 040701 97.035 97.130 97.020 97.125 +0.095 87,192 816,860 +24,158
Jun05 040701 96.635 96.755 96.625 96.750 +0.120 109,882 617,642 -13,708
Sep05 040701 96.305 96.415 96.285 96.410 +0.110 64,652 534,031 -4,506
Dec05 040701 96.020 96.125 96.000 96.120 +0.110 50,652 435,032 +3,810
Mar06 040701 95.800 95.905 95.795 95.900 +0.105 33,400 346,497 -84
Jun06 040701 95.620 95.715 95.605 95.710 +0.100 23,527 205,964 +1,822
Sep06 040701 95.450 95.530 95.440 95.530 +0.090 16,526 192,868 -1,366
Dec06 040701 95.285 95.365 95.275 95.365 +0.090 15,102 141,892 -1,604
Mar07 040701 95.135 95.220 95.135 95.220 +0.085 20,465 136,379 -5,639
Jun07 040701 95.005 95.075 95.000 95.075 +0.080 12,526 109,786 -173
Total Volume and Open Interest 713,648 6,123,051 +10,801
3-Mth Euro-Yen(CME)
Sep04 040701 99.91 99.91 99.91 99.91 unch 500 6,649 +8
Dec04 040701 99.88 99.88 99.88 99.88 +0.01 11 8,202 +225
Mar05 040701 99.81 99.81 99.81 99.81 unch 348 7,965 +216
Jun05 040701 99.70 99.71 99.70 99.71 unch 447 6,634 -1,183
Sep05 040701 99.58 99.58 99.58 99.58 unch 276 4,937 -125
Dec05 040701 99.43 99.43 99.43 99.43 -0.01 0 2,147 +1
Mar06 040701 99.29 99.29 99.29 99.29 unch 0 2,277 -200
Jun06 040701 99.16 99.16 99.16 99.16 unch 0 708 +0
Sep06 040701 99.02 99.02 99.02 99.02 -0.03 0 824 +0
Dec06 040701 98.90 98.90 98.90 98.90 -0.03 4 655 +2
Total Volume and Open Interest 1,586 42,016 -956
3-Mth Euro-Yen(SIMEX)
Sep04 040701 99.91 99.91 99.91 99.91 unch 380 45,074 -267
Dec04 040701 99.88 99.88 99.87 99.88 +0.01 2,341 65,735 +1,135
Mar05 040701 99.81 99.82 99.78 99.81 +0.01 2,896 58,569 +169
Jun05 040701 99.72 99.72 99.67 99.71 unch 3,660 56,563 +447
Sep05 040701 99.56 99.59 99.54 99.58 unch 1,219 48,607 -46
Dec05 040701 99.42 99.44 99.40 99.44 unch 3,139 34,111 +474
Mar06 040701 99.26 99.30 99.25 99.30 +0.01 902 24,392 -1,823
Jun06 040701 99.13 99.16 99.12 99.16 -0.01 997 11,841 -6
Total Volume and Open Interest 15,724 360,737 +273
German Euro-Bund(EUREX)
Sep04 040701 113.27 113.28 112.93 113.20 +0.05 738,100 957,551 +21,100
Dec04 040701 112.11 112.28 112.03 112.25 +0.03 8,556 12,695 +8,544
Mar05 040701 111.65 111.65 111.65 111.65 +0.05 818 0 +0
Total Volume and Open Interest 747,474 970,246 +29,644
German Euro-Bobl(EUREX)
Sep04 040701 110.39 110.40 110.19 110.34 +0.04 535,417 730,095 -5,398
Dec04 040701 109.34 109.44 109.34 109.44 +0.02 1,189 568 +206
Mar05 040701 108.94 108.94 108.94 108.94 +0.02      
Total Volume and Open Interest 536,606 730,663 -5,192
Long Gilt(LIFFE)
Sep04 040701 105~23 105~31 105~21 105~28 +0~02 47,764 211,351 +983
Dec04 040701 105~22 105~22 105~22 105~22 +0~02      
Total Volume and Open Interest 47,764 211,351 +983
3-Mth Short Sterling(LIFFE)
Sep04 040701 94.95 94.97 94.93 94.95 unch 37,702 204,013 +2,457
Dec04 040701 94.82 94.83 94.76 94.78 -0.01 73,098 232,353 +3,151
Mar05 040701 94.72 94.73 94.65 94.67 -0.02 51,442 184,359 -290
Total Volume and Open Interest 287,539 1,171,273 +10,548
3-Mth Euribor(LIFFE)
Sep04 040701 97.835 97.860 97.820 97.830 +0.010 65,500 547,961 +5,637
Dec04 040701 97.650 97.675 97.605 97.630 +0.025 93,314 541,139 -3,867
Mar05 040701 97.400 97.445 97.355 97.390 +0.030 109,589 389,869 -12,308
Total Volume and Open Interest 509,495 2,717,147 +8,651
3-Mth Aus T-Bills(SFE)
Sep04 040701 94.45 94.47 94.42 94.43 -0.02 40,538 160,529 +12,150
Dec04 040701 94.36 94.38 94.30 94.31 -0.04 35,776 114,257 +15,843
Mar05 040701 94.30 94.32 94.24 94.25 -0.04 9,142 55,450 +885
Jun05 040701 94.27 94.28 94.21 94.21 -0.04 3,576 27,012 +533
Sep05 040701 94.23 94.24 94.16 94.17 -0.03 1,102 17,318 +590
Dec05 040701 94.18 94.18 94.11 94.12 -0.02 1,087 13,267 -175
Mar06 040701 94.08 94.08 94.05 94.06 -0.02 420 10,520 +153
Jun06 040701 94.00 94.00 93.98 93.99 -0.01 869 5,358 +149
Sep06 040701 93.95 93.95 93.91 93.91 -0.02 265 2,644 +51
Dec06 040701 93.89 93.89 93.83 93.83 -0.02 255 1,452 +175
Total Volume and Open Interest 93,232 409,925 +30,556
10-Year Aus T-Bonds(SFE)
Sep04 040701 94.15 94.21 94.11 94.12 +0.01 20,313 198,190 +15,493
Dec04 040701 94.12 94.12 94.12 94.12 +0.01      
Total Volume and Open Interest 150,169 354,790 +58,672
3-Year Aus T-Bonds(SFE)
Sep04 040701 94.46 94.48 94.39 94.40 -0.01 103,711 354,790 +58,672
Dec04 040701 94.40 94.40 94.40 94.40 -0.01      
Total Volume and Open Interest 103,711 354,790 +58,672
Gold(CMX)
Aug04 040701 395.4 396.6 393.7 396.4 +3.4 37,992 129,298 -3,114
Oct04 040701 396.2 398.0 395.0 397.7 +3.5 698 10,000 +3
Dec04 040701 398.5 399.5 396.0 399.0 +3.4 2,920 38,699 +403
Feb05 040701 399.2 400.6 399.2 400.6 +3.4 169 3,554 +128
Apr05 040701 402.3 402.3 402.3 402.3 +3.4 2 4,678 -11
Jun05 040701 402.5 404.1 402.5 404.1 +3.4 58 13,741 +1
Aug05 040701 406.1 406.1 406.1 406.1 +3.3 0 2,223 +0
Oct05 040701 408.2 408.2 408.2 408.2 +3.2 0 281 +0
Dec05 040701 410.5 410.5 410.4 410.4 +3.2 0 6,341 +0
Feb06 040701 412.8 412.8 412.8 412.8 +3.2 0 843 +0
Apr06 040701 415.2 415.2 415.2 415.2 +3.1 0 435 +0
Jun06 040701 417.7 417.7 417.7 417.7 +3.0 0 7,533 +0
Total Volume and Open Interest 41,985 224,251 -2,522
Silver(CMX)
Jul04 040701 586.0 595.5 583.0 593.5 +15.9 2,277 8,215 -2,247
Sep04 040701 588.5 597.5 585.0 595.3 +15.8 17,618 49,414 +877
Dec04 040701 590.0 600.0 589.0 598.4 +15.8 854 18,883 +200
Mar05 040701 601.6 601.6 601.6 601.6 +15.8 50 4,873 +0
May05 040701 603.8 603.8 603.8 603.8 +15.8 0 995 +0
Jul05 040701 605.8 605.8 605.8 605.8 +15.8 61 2,054 +76
Sep05 040701 607.9 607.9 607.9 607.9 +15.8 1 97 +1
Total Volume and Open Interest 20,869 89,133 -1,088
Platinum(NYM)
Jul04 040701 785.0 788.0 785.0 786.6 -4.9 444 830 -161
Oct04 040701 777.0 779.0 772.0 777.6 -4.4 811 4,803 +278
Jan05 040701 772.6 772.6 772.6 772.6 -4.4 0 11 +0
Total Volume and Open Interest 1,255 5,644 +117
Palladium(NYME)
Sep04 040701 216.00 216.00 212.00 215.00 +0.05 486 7,282 -88
Dec04 040701 214.00 217.00 214.00 216.50 +0.05 8 512 +7
Mar05 040701 219.00 219.00 219.00 219.00 +0.05 0 1 +0
Total Volume and Open Interest 494 7,795 -81
Copper(CMX)
Jul04 040701 120.75 123.00 120.75 122.20 +1.70 1,544 5,014 -2,019
Sep04 040701 121.00 123.40 120.60 122.20 +1.40 8,890 32,729 +1,361
Dec04 040701 118.20 119.90 117.70 118.80 +1.25 367 8,873 +71
Mar05 040701 115.50 115.50 115.50 115.50 +1.00 36 1,586 +0
May05 040701 113.10 113.10 113.10 113.10 +0.80 4 385 +0
Total Volume and Open Interest 11,131 57,420 -453
DJIA Index(CBOT)
Sep04 040701 10420 10435 10262 10300 -130 6,760 41,835 +106
Dec04 040701 10275 10315 10275 10300 -130 6 50 +4
Total Volume and Open Interest 6,766 41,885 +110
S & P 500(CME)
Sep04 040701 1139.20 1140.40 1122.50 1126.20 -14.20 43,486 571,295 -2,072
Dec04 040701 1130.00 1130.00 1126.70 1126.70 -14.30 385 6,291 +66
Mar05 040701 1128.50 1128.50 1128.50 1128.50 -14.50 31 356 +11
Jun05 040701 1132.50 1132.50 1132.50 1132.50 -14.50 1 190 +0
Total Volume and Open Interest 43,903 578,172 -1,995
S & P 500 E-Mini(Globex)
Sep04 040701 1141.50 1143.75 1122.25 1126.25 -14.25 708,253 595,602 +5,630
Dec04 040701 1143.00 1143.25 1123.75 1126.75 -14.25 125 484 +34
Total Volume and Open Interest 708,378 596,086 +5,664
NASDAQ 100(CME)
Sep04 040701 1519.00 1519.00 1483.00 1494.00 -27.00 9,488 67,000 +105
Dec04 040701 1499.50 1499.50 1499.50 1499.50 -27.00 1 103 +1
Mar05 040701 1505.00 1505.00 1505.00 1505.00 -27.00      
Total Volume and Open Interest 9,489 67,103 +106
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040701 1521.5 1525.5 1483.0 1494.0 -27.0 287,221 185,377 +9,340
Dec04 040701 1524.0 1524.0 1488.5 1499.5 -27.0 75 750 +15
Total Volume and Open Interest 287,296 186,127 +9,355
S & P Midcap 400(CME)
Sep04 040701 607.00 608.25 598.50 598.50 -9.75 1,267 14,724 -179
Dec04 040701 598.25 598.25 598.25 598.25 -9.75      
Mar05 040701 598.25 598.25 598.25 598.25 -9.75      
Total Volume and Open Interest 1,267 14,724 -179
Russell 2000(CME)
Sep04 040701 591.00 593.00 581.50 581.65 -10.70 1,902 23,267 -860
Dec04 040701 581.65 581.65 581.65 581.65 -10.70      
Mar05 040701 581.65 581.65 581.65 581.65 -10.70      
Total Volume and Open Interest 1,902 23,267 -860
Value Line(KCBT)
Sep04 040701 1630.00 1630.00 1609.00 1609.00 -23.00 25 62 -1
Total Volume and Open Interest 25 62 -1
Nikkei 225(CME)
Sep04 040701 11880 11885 11710 11740 -240 3,520 31,101 +402
Dec04 040701 11740 11740 11740 11740 -240 0 15 +0
Total Volume and Open Interest 3,520 31,197 +402
Nikkei 225(SIMEX)
Sep04 040701 11950 11985 11855 11870 -45 12,915 142,864 +621
Dec04 040701 11840 11840 11840 11840 -45      
Mar05 040701 11840 11840 11840 11840 -45      
Total Volume and Open Interest 12,915 142,864 +621
CAC 40(MATIF)
Jul04 040701 3766.0 3781.0 3712.0 3725.0 -16.5 70,204 267,347 +99,472
Aug04 040701 3776.5 3784.0 3731.0 3731.0 -16.0 2 9 +0
Sep04 040701 3780.0 3790.0 3729.5 3737.0 -17.0 5,983 91,748 +17,836
Total Volume and Open Interest 313,552 851,618 +83,400
DAX Index(EUREX)
Sep04 040701 4108.0 4121.0 4035.0 4040.0 -47.0 63,408 142,654 -122
Dec04 040701 4128.0 4142.0 4059.5 4062.5 -47.0 99 4,666 -37
Mar05 040701 4159.0 4167.0 4086.5 4086.5 -47.5 59 263 +52
Total Volume and Open Interest 63,566 147,583 -107
FT-SE 100(LIFFE)
Sep04 040701 4492.00 4494.00 4412.50 4442.50 -28.50 60,363 412,557 +1,765
Dec04 040701 4477.50 4477.50 4474.50 4474.50 -27.50 55 26,430 -10
Mar05 040701 4496.00 4496.00 4484.50 4484.50 -31.00 0 3,350 +0
Total Volume and Open Interest 60,418 442,337 +1,755
SPI 200(SFE)
Sep04 040701 3538.0 3555.0 3530.0 3555.0 +19.0 11,304 157,506 +4,865
Dec04 040701 3548.0 3568.0 3548.0 3568.0 +19.0 1 4,397 +1
Mar05 040701 3560.0 3579.0 3560.0 3579.0 +18.0 0 1,294 +0
Total Volume and Open Interest 11,308 164,856 +4,869
GSCI(CME)
Jul04 040701 285.00 295.00 284.40 293.90 +7.50 339 16,015 -251
Aug04 040701 293.75 293.80 293.75 293.80 +8.30 264 267 +264
Sep04 040701 292.75 292.75 292.75 292.75 +9.75      
Total Volume and Open Interest 603 16,282 +13
Reuters CRB Index(NYBOT)
Aug04 040701 265.00 267.75 264.50 267.00 +3.00 65 216 +6
Nov04 040701 268.00 268.00 268.00 268.00 +3.00 0 95 +0
Jan05 040701 267.00 267.00 267.00 267.00 +3.00 0 38 +0
Total Volume and Open Interest 65 349 +6
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com