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MRCI's End of Day Prices
Daily Futures Price Listing Tue July 20, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug04 040720 712.00 731.00 708.00 725.00 +17.50 17,864 33,777 -3,865
Sep04 040720 660.50 665.00 644.00 660.00 +2.00 4,417 14,265 -635
Nov04 040720 649.00 651.00 627.00 647.00 -0.75 36,313 101,055 +10
Jan05 040720 655.00 656.00 634.00 653.00 +0.25 777 7,291 +335
Mar05 040720 652.00 657.00 637.00 657.00 -0.50 586 3,737 -41
May05 040720 655.00 656.00 638.50 654.50 -1.25 326 4,370 +89
Jul05 040720 654.00 654.00 640.00 653.00 -4.00 97 1,911 +83
Total Volume and Open Interest 60,403 167,667 -4,024
Soybean Meal(CBOT)
Aug04 040720 243.50 249.00 241.30 244.50 +2.50 8,930 30,475 -2,659
Sep04 040720 223.50 227.50 219.00 223.50 +1.10 3,903 18,767 -315
Oct04 040720 204.50 205.50 198.00 204.00 -0.10 2,055 16,570 -36
Dec04 040720 202.00 202.80 194.00 201.80 -0.20 10,605 42,664 -45
Jan05 040720 202.00 202.10 195.00 202.00 -0.50 1,187 5,984 +499
Mar05 040720 203.00 204.00 196.80 203.70 +0.20 554 5,306 +77
May05 040720 203.00 204.00 197.50 204.00 +0.50 457 4,810 +2
Jul05 040720 203.50 206.00 199.00 205.00 +1.50 154 3,975 +89
Total Volume and Open Interest 28,071 132,378 -2,184
Soybean Oil(CBOT)
Aug04 040720 26.45 26.53 25.92 26.09 -0.19 5,471 23,529 -135
Sep04 040720 25.75 25.83 25.08 25.29 -0.36 3,149 17,447 +373
Oct04 040720 24.90 24.90 24.05 24.35 -0.37 1,473 13,009 +192
Dec04 040720 24.05 24.10 23.10 23.61 -0.24 8,610 54,978 +848
Jan05 040720 23.90 23.90 23.00 23.40 -0.25 722 7,793 +340
Mar05 040720 23.80 23.80 22.97 23.35 -0.20 554 5,498 -45
May05 040720 23.54 23.54 22.90 23.30 -0.11 1,038 4,724 +447
Jul05 040720 23.03 23.25 22.94 23.25 -0.20 0 3,161 +0
Total Volume and Open Interest 21,017 133,109 +2,020
Canola(WCE)
Jul04 040714 354.5 354.5 354.5 354.5 unch 2 46 +0
Sep04 040720 337.5 337.5 337.5 337.5 -2.6 0 200 +0
Nov04 040720 341.8 342.5 337.0 339.7 -1.6 1,872 44,782 +430
Jan05 040720 344.0 345.2 342.0 345.2 -0.3 10 1,946 -10
Mar05 040720 350.0 350.0 348.0 349.5 -1.0 0 2,052 +0
Total Volume and Open Interest 1,882 50,344 +420
Corn(CBOT)
Sep04 040720 237.00 237.50 232.75 234.00 -3.00 16,327 162,000 +7
Dec04 040720 245.25 246.00 240.75 242.00 -3.00 42,496 307,442 -1,595
Mar05 040720 253.50 254.00 248.75 250.25 -2.50 3,178 52,447 +1,562
May05 040720 259.75 259.75 255.00 256.00 -3.00 1,444 16,608 +487
Jul05 040720 263.00 263.25 259.00 260.00 -2.50 1,316 13,717 +441
Sep05 040720 262.50 263.00 260.00 260.25 -2.75 373 3,058 +252
Total Volume and Open Interest 66,478 566,664 +1,488
Wheat(CBOT)
Sep04 040720 336.00 336.50 329.50 331.25 -4.25 11,304 91,035 -720
Dec04 040720 349.00 349.50 342.50 344.50 -3.50 5,911 50,549 -1,202
Mar05 040720 360.00 360.00 353.50 355.75 -2.75 888 10,003 -130
May05 040720 360.00 362.00 359.00 359.00 -2.50 85 679 +1
Jul05 040720 360.00 362.25 358.00 359.75 -0.75 181 2,009 +64
Total Volume and Open Interest 18,382 154,325 -1,976
Wheat(KCBT)
Jul04 040720 364.75 364.75 361.50 361.50 -4.50 21 15 -4
Sep04 040720 365.50 365.50 360.00 363.25 -1.75 3,066 36,605 -201
Dec04 040720 376.00 376.00 371.00 374.25 -1.25 1,770 24,485 +114
Mar05 040720 384.00 384.00 377.75 380.75 -2.25 90 4,471 +18
May05 040720 382.75 382.75 382.00 382.00 -1.50 0 156 +0
Total Volume and Open Interest 4,962 66,291 -72
Wheat(MGE)
Jul04 040720 380.00 380.00 380.00 380.00 unch 2 0 -2
Sep04 040720 382.00 382.50 377.50 379.50 -2.50 1,869 13,730 -255
Dec04 040720 389.00 389.00 385.00 386.50 -3.25 962 13,098 +246
Mar05 040720 395.50 395.50 392.50 393.75 -2.00 336 2,597 +119
May05 040720 396.00 396.00 395.00 395.75 -1.75 70 359 +50
Total Volume and Open Interest 3,239 29,857 +158
Oats(CBOT)
Sep04 040720 134.75 135.00 131.50 132.25 -2.00 162 3,356 -27
Dec04 040720 141.50 141.50 138.50 138.75 -2.00 648 6,236 +84
Mar05 040720 149.00 149.00 146.25 146.25 -2.75 154 323 +84
May05 040720 151.00 151.00 151.00 151.00 -3.00 0 81 +0
Total Volume and Open Interest 964 10,016 +141
Rough Rice(CBOT)
Jul04 040720 9.45 9.45 9.45 9.45 -0.05 1 84 +0
Sep04 040720 7.44 7.50 7.42 7.47 +0.01 213 1,035 +14
Nov04 040720 7.31 7.40 7.31 7.36 +0.01 196 1,774 -51
Jan05 040720 7.56 7.56 7.56 7.56 unch 10 484 -3
Total Volume and Open Interest 420 3,640 -40
Live Cattle(CME)
Aug04 040720 82.800 83.300 82.450 83.125 +0.025 6,798 33,272 -2,378
Oct04 040720 85.350 85.850 85.250 85.550 -0.300 6,041 49,768 +2,195
Dec04 040720 85.700 86.250 85.550 86.050 -0.025 873 15,022 +85
Feb05 040720 87.050 87.700 87.000 87.700 +0.225 313 8,077 +64
Apr05 040720 85.600 85.850 85.250 85.850 +0.150 187 2,624 +33
Jun05 040720 81.250 81.300 80.800 81.150 -0.050 39 1,113 +19
Total Volume and Open Interest 14,263 109,905 +30
Feeder Cattle(CME)
Aug04 040720 108.450 109.250 108.450 109.150 +0.075 1,129 8,379 -84
Sep04 040720 107.500 108.450 107.400 108.275 +0.075 595 3,865 +94
Oct04 040720 106.000 106.800 105.800 106.550 -0.075 397 3,149 +78
Nov04 040720 104.000 104.375 103.400 104.375 -0.100 80 1,471 -7
Jan05 040720 101.500 101.600 101.400 101.600 -0.150 15 825 -6
Mar05 040720 97.150 97.400 97.000 97.400 +0.225 5 214 +2
Apr05 040720 96.750 97.000 96.750 97.000 +0.500 0 86 +0
Total Volume and Open Interest 2,221 18,012 +77
Lean Hogs(CME)
Aug04 040720 74.050 74.550 73.800 74.425 +0.200 8,220 24,068 -997
Oct04 040720 65.000 65.350 64.900 65.225 -0.050 6,610 36,711 +2,761
Dec04 040720 61.150 61.250 60.900 61.225 unch 1,164 12,431 -138
Feb05 040720 60.500 60.850 60.500 60.850 +0.175 307 2,148 +78
Apr05 040720 60.650 60.950 60.600 60.950 +0.325 44 894 +15
May05 040720 62.200 62.200 62.150 62.150 unch 14 153 +9
Jun05 040720 64.700 64.850 64.550 64.850 +0.200 0 219 +0
Jul05 040720 62.675 62.675 62.675 62.675 +0.025 0 54 +0
Total Volume and Open Interest 16,361 76,680 +1,730
Pork Bellies(CME)
Jul04 040720 112.250 113.825 111.550 113.825 +1.475 53 302 -63
Aug04 040720 107.200 108.250 106.300 107.975 +0.750 861 2,131 -182
Feb05 040720 93.775 94.700 93.600 93.950 +0.150 36 177 +12
Mar05 040720 93.000 93.000 93.000 93.000 +0.100 1 3 +1
May05 040720 94.750 94.750 94.750 94.750 unch 0 1 +0
Total Volume and Open Interest 951 2,614 -232
Class III Milk(CME)
Jul04 040720 14.67 14.69 14.66 14.67 unch 16 5,670 -97
Aug04 040720 13.95 14.25 13.95 14.15 +0.20 301 5,287 +90
Sep04 040720 14.90 15.15 14.90 15.02 +0.12 345 5,173 -26
Oct04 040720 13.95 14.00 13.95 14.00 +0.07 114 3,178 +55
Nov04 040720 12.92 12.93 12.91 12.91 unch 113 2,060 +9
Total Volume and Open Interest 1,099 26,111 +156
Cocoa(NYBOT)
Sep04 040720 1560 1570 1546 1550 -16 7,493 38,595 -294
Dec04 040720 1574 1578 1560 1565 -15 1,368 17,116 +602
Mar05 040720 1593 1593 1587 1587 -15 94 11,109 -17
May05 040720 1604 1612 1599 1599 -15 20 11,607 +12
Jul05 040720 1610 1612 1610 1612 -14 22 11,382 -5
Sep05 040720 1625 1625 1625 1625 -14 102 4,791 +32
Dec05 040720 1640 1640 1640 1640 -13 0 3,423 +0
Total Volume and Open Interest 9,099 101,691 +330
Coffee "C"(NYBOT)
Jul04 040720 71.40 71.85 71.40 71.85 +1.65 41 70 -3
Sep04 040720 72.20 73.85 72.00 73.55 +1.60 5,994 61,490 +534
Dec04 040720 75.25 76.95 75.25 76.65 +1.55 2,432 19,150 +844
Mar05 040720 78.15 79.60 78.00 79.60 +1.55 123 6,322 -92
May05 040720 80.25 81.35 80.25 81.15 +1.55 11 1,694 +11
Jul05 040720 81.25 82.60 81.25 82.60 +1.55 0 1,183 +0
Total Volume and Open Interest 8,601 90,469 +1,294
Orange Juice(NYBOT)
Sep04 040720 69.80 70.30 69.00 69.40 -0.80 2,302 20,160 -734
Nov04 040720 70.65 71.40 70.00 70.55 -0.75 1,235 10,499 +209
Jan05 040720 72.50 72.80 71.60 72.15 -0.70 135 2,154 -45
Mar05 040720 74.00 74.60 73.65 73.65 -0.65 125 4,092 +19
May05 040720 76.00 76.20 76.00 76.20 -0.75 124 3,127 -2
Total Volume and Open Interest 3,927 40,166 -551
Sugar #11(NYBOT)
Oct04 040720 8.27 8.30 8.21 8.22 -0.06 7,642 211,201 +212
Mar05 040720 8.71 8.73 8.66 8.66 -0.07 2,010 49,209 -29
May05 040720 8.61 8.62 8.55 8.55 -0.07 206 18,044 +14
Jul05 040720 8.43 8.43 8.39 8.39 -0.05 332 12,386 +34
Oct05 040720 8.30 8.30 8.25 8.26 -0.02 66 12,667 -22
Total Volume and Open Interest 10,284 308,856 +228
London Cocoa(LCE)
Jul04 040715 817 821 813 819 +2 402 112 -283
Sep04 040720 875 883 869 871 -8 3,154 48,747 -1,278
Dec04 040720 902 905 892 894 -8 2,189 50,523 -1,203
Mar05 040720 925 925 915 915 -8 777 29,594 +57
May05 040720 928 938 928 928 -8 155 13,464 +150
Jul05 040720 941 941 941 941 -8 0 11,817 +0
Sep05 040720 956 956 954 955 -8 0 7,886 +0
Total Volume and Open Interest 6,275 171,486 -2,274
London Coffee(LCE)
Jul04 040720 685.00 704.00 685.00 704.00 +16.00 798 2,244 -580
Sep04 040720 700.00 736.00 700.00 721.00 +18.00 2,864 67,495 -726
Nov04 040720 720.00 749.00 717.00 732.00 +17.00 371 34,343 -33
Jan05 040720 726.00 757.00 726.00 741.00 +15.00 125 26,020 +61
Mar05 040720 737.00 751.00 737.00 751.00 +14.00 165 14,720 -43
May05 040720 764.00 764.00 764.00 764.00 +13.00 111 11,985 +1
Total Volume and Open Interest 4,584 159,695 -1,170
London Sugar(LCE)
Aug04 040716 244.50 248.90 244.00 248.90 +4.90 896 2,854 -394
Oct04 040720 244.90 246.90 244.50 244.70 -0.80 634 25,304 +84
Dec04 040720 251.40 251.40 250.00 250.00 -1.30 21 5,598 -1
Mar05 040720 256.20 257.00 255.20 255.50 -1.50 715 9,107 -67
May05 040720 253.00 253.50 253.00 253.50 -0.50 10 4,468 +0
Total Volume and Open Interest 1,871 52,158 -3,460
Cotton(NYBOT)
Oct04 040720 47.70 48.75 47.70 48.68 +1.18 194 3,836 +56
Dec04 040720 48.25 49.20 48.20 49.11 +1.27 3,420 55,641 -25
Mar05 040720 50.10 50.95 50.10 50.95 +1.35 516 12,058 +45
May05 040720 51.70 52.00 51.40 51.95 +1.32 98 2,492 +6
Jul05 040720 52.10 52.90 52.10 52.84 +1.21 252 1,694 +25
Oct05 040720 53.00 53.00 53.00 53.00 +0.95 0 25 +0
Total Volume and Open Interest 4,523 77,294 +98
Lumber(CME)
Sep04 040720 405.0 412.4 402.2 409.0 -2.4 491 3,491 +31
Nov04 040720 374.0 376.8 370.5 373.8 -4.9 392 1,162 +82
Jan05 040720 365.0 366.0 361.0 366.0 -2.6 88 254 +36
Mar05 040720 362.9 363.0 362.9 363.0 +0.1 9 31 +4
Total Volume and Open Interest 980 4,938 +153
Crude Oil(NYM)
Aug04 040720 41.70 42.30 40.50 40.86 -0.78 82,225 29,478 -17,764
Sep04 040720 41.35 41.75 40.31 40.44 -1.00 110,782 236,034 +16,581
Oct04 040720 40.90 41.05 39.80 39.88 -1.00 31,879 68,764 -821
Nov04 040720 40.33 40.40 39.45 39.45 -0.93 6,343 35,763 +673
Dec04 040720 39.90 40.10 39.00 39.04 -0.89 6,987 60,672 -818
Jan05 040720 39.35 39.50 38.55 38.55 -0.86 2,013 23,149 +387
Feb05 040720 38.75 39.05 38.13 38.13 -0.83 639 13,656 +214
Mar05 040720 38.50 38.50 37.74 37.74 -0.80 2,002 14,312 -295
Apr05 040720 38.05 38.20 37.37 37.37 -0.78 163 10,589 -114
May05 040720 37.02 37.02 37.02 37.02 -0.75 44 6,573 +44
Jun05 040720 37.30 37.45 36.60 36.68 -0.73 1,913 22,138 +97
Jul05 040720 36.41 36.41 36.41 36.41 -0.71 96 6,021 -20
Aug05 040720 36.17 36.17 36.17 36.17 -0.69 125 6,352 +100
Sep05 040720 36.65 36.65 35.96 35.96 -0.67 825 8,357 +567
Oct05 040720 35.78 35.78 35.78 35.78 -0.65 0 3,563 +0
Nov05 040720 35.60 35.60 35.60 35.60 -0.63 0 3,315 +0
Total Volume and Open Interest 248,398 708,255 -1,567
Heating Oil(NYM)
Aug04 040720 110.30 111.20 107.40 107.71 -2.84 19,156 33,556 -2,677
Sep04 040720 111.40 112.20 108.30 108.73 -2.82 12,700 52,098 +4,257
Oct04 040720 112.40 112.70 109.40 109.58 -2.77 1,104 17,437 +97
Nov04 040720 112.70 113.50 110.28 110.28 -2.72 435 12,102 -193
Dec04 040720 113.20 114.00 110.93 110.93 -2.62 1,496 23,558 +188
Jan05 040720 114.00 114.50 111.38 111.38 -2.57 796 9,898 -69
Feb05 040720 112.60 113.10 110.18 110.18 -2.27 502 10,987 +168
Mar05 040720 109.60 110.10 107.28 107.28 -2.17 77 9,385 -12
Apr05 040720 105.30 105.75 103.08 103.08 -2.07 12 2,421 +5
May05 040720 100.50 101.00 99.13 99.13 -1.97 4 1,965 +3
Jun05 040720 98.15 98.60 96.68 96.68 -1.87 155 3,989 +50
Jul05 040720 95.93 95.93 95.93 95.93 -1.77 153 5,623 -52
Total Volume and Open Interest 36,698 192,967 +1,721
Unleaded Gas(NYM)
Aug04 040720 128.25 128.25 124.20 124.62 -4.55 23,432 42,023 -264
Sep04 040720 126.20 126.50 122.90 123.28 -3.90 15,471 46,194 +1,562
Oct04 040720 118.90 119.30 116.80 117.08 -2.60 1,453 10,833 +154
Nov04 040720 115.50 115.50 112.88 112.88 -2.10 859 6,636 -30
Dec04 040720 111.35 111.35 110.08 110.08 -1.80 1,302 12,083 +51
Jan05 040720 110.90 110.90 109.58 109.58 -1.70 538 4,458 +396
Feb05 040720 109.78 109.78 109.78 109.78 -1.65 11 3,999 -10
Mar05 040720 112.00 112.00 110.38 110.38 -1.60 0 1,446 +0
Apr05 040720 116.93 116.93 116.93 116.93 -1.60 160 7,568 +100
May05 040720 116.58 116.58 116.58 116.58 -1.55 60 7,213 +60
Jun05 040720 115.28 115.28 115.28 115.28 -1.50 10 1,973 -45
Jul05 040720 112.93 112.93 112.93 112.93 -1.55 100 2,070 +100
Total Volume and Open Interest 43,396 146,496 +2,074
Natural Gas(NYM)
Aug04 040720 5.865 5.960 5.805 5.837 +0.019 25,046 40,430 -1,570
Sep04 040720 5.905 5.990 5.835 5.877 +0.013 13,345 60,098 +2,395
Oct04 040720 5.970 6.040 5.900 5.934 +0.015 6,109 40,028 +1,233
Nov04 040720 6.300 6.360 6.245 6.274 +0.016 5,129 19,225 +513
Dec04 040720 6.590 6.660 6.530 6.584 +0.016 2,035 25,005 +412
Jan05 040720 6.780 6.835 6.730 6.757 +0.016 3,248 21,758 +770
Feb05 040720 6.750 6.800 6.705 6.722 +0.017 676 15,510 +149
Mar05 040720 6.620 6.650 6.560 6.592 +0.018 1,396 17,636 -46
Apr05 040720 6.000 6.010 5.975 5.987 +0.013 871 13,388 -385
May05 040720 5.890 5.900 5.870 5.874 +0.017 662 11,510 +5
Jun05 040720 5.900 5.910 5.890 5.890 +0.017 87 8,340 +5
Jul05 040720 5.960 5.960 5.927 5.927 +0.017 92 11,657 +30
Aug05 040720 5.960 5.960 5.937 5.937 +0.008 574 8,036 -347
Sep05 040720 5.927 5.927 5.927 5.927 +0.008 313 7,845 -286
Oct05 040720 5.990 5.990 5.952 5.952 +0.008 461 6,627 -125
Nov05 040720 6.150 6.160 6.124 6.124 unch 524 6,770 +417
Total Volume and Open Interest 61,746 380,824 +3,187
Brent Crude Oil(IPE)
Sep04 040720 37.90 38.15 36.96 37.01 -0.89 35,397 82,302 -586
Oct04 040720 37.46 37.64 36.65 36.67 -0.83 11,677 80,873 +3,414
Nov04 040720 37.13 37.22 36.36 36.36 -0.77 3,749 13,042 -917
Dec04 040720 36.75 36.84 36.00 36.00 -0.73 3,780 29,960 -365
Jan05 040720 36.30 36.40 35.64 35.64 -0.68 780 12,361 +338
Feb05 040720 35.80 35.80 35.30 35.30 -0.66 50 6,943 -50
Mar05 040720 35.55 35.65 34.98 34.98 -0.64 0 9,472 +0
Apr05 040720 35.29 35.29 34.68 34.68 -0.62 650 6,081 -349
May05 040720 34.41 34.41 34.41 34.41 -0.59 0 1,423 +0
Jun05 040720 34.65 34.75 34.17 34.17 -0.55 200 13,969 +90
Jul05 040720 33.96 33.96 33.96 33.96 -0.53 0 1,715 +0
Aug05 040720 34.20 34.26 33.77 33.77 -0.51      
Sep05 040720 33.58 33.58 33.58 33.58 -0.50 0 3,340 -50
Total Volume and Open Interest 57,837 314,543 +878
Gas Oil(IPE)
Aug04 040720 352.00 354.00 349.25 350.00 -1.75 8,943 56,083 -1,077
Sep04 040720 349.75 351.50 348.00 348.25 -2.25 3,008 34,860 +216
Oct04 040720 344.50 346.75 343.50 343.50 -2.25 1,315 16,337 -34
Nov04 040720 339.50 342.00 338.75 338.75 -2.25 0 7,640 +0
Dec04 040720 335.75 337.00 333.25 333.50 -2.25 810 25,405 -15
Jan05 040720 331.00 331.00 328.75 328.75 -2.25 150 5,663 -50
Feb05 040720 324.00 324.00 323.00 323.00 -2.25 0 2,473 +0
Mar05 040720 317.25 318.50 316.00 316.00 -2.50 250 2,535 +222
Apr05 040720 308.00 308.00 308.00 308.00 -2.50 0 900 +0
May05 040720 303.00 303.00 303.00 303.00 -2.50 0 850 +0
Total Volume and Open Interest 14,676 175,947 -804
US Dollar Index(NYBOT)
Sep04 040720 87.30 88.10 87.30 87.96 +0.61 1,304 16,376 +395
Dec04 040720 87.55 88.20 87.55 88.19 +0.61 2 2,107 +1
Mar05 040720 88.42 88.42 88.42 88.42 +0.61 1 12 +1
Total Volume and Open Interest 1,307 18,496 +397
Australian Dollar(CME)
Sep04 040720 72.49 72.80 72.25 72.43 -0.32 4,177 36,589 +587
Dec04 040720 71.90 71.90 71.78 71.78 -0.32 6 258 +1
Mar05 040720 71.21 71.21 71.21 71.21 -0.32 0 30 +0
Total Volume and Open Interest 4,183 36,937 +588
British Pound(CME)
Sep04 040720 184.83 184.86 184.14 184.37 -1.55 5,870 79,979 -1,151
Dec04 040720 183.40 183.40 182.95 182.95 -1.55 7 415 +3
Mar05 040720 181.65 181.65 181.65 181.65 -1.55 0 6 +0
Total Volume and Open Interest 5,877 80,400 -1,148
Canadian Dollar(CME)
Sep04 040720 76.21 76.38 75.83 76.08 -0.26 6,827 77,458 +1,360
Dec04 040720 76.12 76.24 75.80 76.00 -0.26 289 4,531 -131
Mar05 040720 76.10 76.19 75.93 75.93 -0.26 20 737 -20
Jun05 040720 76.00 76.00 75.68 75.86 -0.26 150 522 +0
Total Volume and Open Interest 7,286 83,285 +1,209
Japanese Yen(CME)
Sep04 040720 92.42 92.72 92.20 92.34 -0.30 6,014 97,165 +1,149
Dec04 040720 93.08 93.08 92.79 92.79 -0.30 27 10,385 +15
Mar05 040720 93.33 93.33 93.33 93.33 -0.30 0 5 +0
Total Volume and Open Interest 6,041 107,558 +1,164
Swiss Franc(CME)
Sep04 040720 80.95 81.00 80.46 80.55 -0.96 2,919 58,413 -903
Dec04 040720 81.02 81.02 80.80 80.80 -0.96 2 131 +1
Mar05 040720 81.07 81.07 81.07 81.07 -0.96 0 7 +0
Total Volume and Open Interest 2,922 58,609 -901
EuroFX(CME)
Sep04 040720 123.72 123.77 123.06 123.21 -1.02 6,950 145,614 -2,868
Dec04 040720 123.66 123.66 123.14 123.14 -1.02 17 1,226 +1
Mar05 040720 123.45 123.45 123.14 123.14 -1.02 10 213 +0
Total Volume and Open Interest 6,978 147,083 -2,866
Mexican Peso(CME)
Sep04 040720 8715.0 8715.0 8670.0 8690.0 -27.0 11,221 43,128 +221
Dec04 040720 8560.0 8560.0 8560.0 8560.0 -27.0 6 1,354 +1
Total Volume and Open Interest 11,232 45,629 +222
30-Year T-Bonds(CBOT)
Sep04 040720 109~13 109~14 108~07 108~11 -1~00 117,704 504,177 -11,285
Dec04 040720 107~28 107~31 107~01 107~04 -1~00 425 18,209 +174
Mar05 040720 106~01 106~01 106~01 106~01 -1~00 80 151 -44
Total Volume and Open Interest 118,289 522,624 -11,075
Municipal Bonds(CBOT)
Sep04 040720 101~22 101~22 101~07 101~07 -0~22 93 2,548 -64
Total Volume and Open Interest 93 2,548 -64
10-Year T-Notes(CBOT)
Sep04 040720 111~115 111~125 110~160 110~185 -0~240 344,710 1,333,368 -19,621
Dec04 040720 109~300 110~000 109~095 109~100 -0~240 13,938 35,374 +2,049
Total Volume and Open Interest 358,648 1,368,752 -17,572
5-Year T-Notes(CBOT)
Sep04 040720 109~285 109~300 109~145 109~150 -0~170 135,860 0 +0
Dec04 040720 108~295 108~315 108~165 108~165 -0~175 1,554 72,812 -27
Total Volume and Open Interest 137,414 72,812 -27
2 Year T-Notes(CBOT)
Sep04 040720 105~088 105~092 105~066 105~068 -0~026 2,024 187,818 -1,093
Dec04 040720 105~020 105~020 104~120 104~120        
Eurodollars(CME)
Sep04 040720 98.090 98.105 98.055 98.060 -0.040 63,398 864,712 +25,781
Dec04 040720 97.670 97.700 97.605 97.610 -0.085 46,067 877,744 -16,392
Mar05 040720 97.280 97.315 97.180 97.190 -0.120 28,850 822,610 -2,254
Jun05 040720 96.915 96.945 96.790 96.800 -0.145 44,750 660,733 -3,827
Sep05 040720 96.585 96.615 96.460 96.465 -0.150 45,017 549,699 +13,484
Dec05 040720 96.285 96.310 96.165 96.170 -0.150 30,689 456,330 -10,388
Mar06 040720 96.065 96.080 95.935 95.950 -0.145 18,235 346,961 -531
Jun06 040720 95.890 95.895 95.775 95.780 -0.135 14,699 211,752 -3,571
Sep06 040720 95.730 95.740 95.620 95.630 -0.130 10,566 191,822 +872
Dec06 040720 95.570 95.590 95.465 95.480 -0.125 7,406 144,923 -2,797
Mar07 040720 95.440 95.455 95.355 95.355 -0.120 6,603 147,495 +1,096
Jun07 040720 95.310 95.325 95.230 95.230 -0.115 6,970 112,960 -2,114
Total Volume and Open Interest 349,315 6,035,024 -1,501
3-Mth Euro-Yen(CME)
Sep04 040720 99.91 99.91 99.91 99.91 unch 0 5,852 +13
Dec04 040720 99.89 99.89 99.89 99.89 unch 25 6,907 +25
Mar05 040720 99.83 99.83 99.83 99.83 unch 6 8,494 +114
Jun05 040720 99.74 99.74 99.74 99.74 unch 40 8,269 -150
Sep05 040720 99.62 99.62 99.62 99.62 unch 0 5,319 +0
Dec05 040720 99.50 99.50 99.50 99.50 unch 0 3,015 -75
Mar06 040720 99.36 99.36 99.36 99.36 unch 0 2,108 +43
Jun06 040720 99.22 99.22 99.22 99.22 unch 0 1,218 +0
Sep06 040720 99.11 99.11 99.11 99.11 unch 0 1,079 +0
Dec06 040720 98.99 98.99 98.99 98.99 unch 0 655 +0
Total Volume and Open Interest 71 43,934 -30
3-Mth Euro-Yen(SIMEX)
Sep04 040720 99.91 99.91 99.91 99.91 unch 150 42,611 +23
Dec04 040720 99.89 99.89 99.89 99.89 unch 9 66,753 -202
Mar05 040720 99.84 99.84 99.83 99.83 unch 242 57,075 +123
Jun05 040720 99.74 99.74 99.74 99.74 +0.01 278 58,780 +103
Sep05 040720 99.63 99.63 99.62 99.62 unch 135 45,975 +58
Dec05 040720 99.50 99.51 99.50 99.50 unch 278 36,267 +118
Mar06 040720 99.37 99.38 99.37 99.37 +0.01 37 27,315 +10
Jun06 040720 99.24 99.24 99.24 99.24 +0.01 250 13,072 +0
Total Volume and Open Interest 1,379 364,134 +233
German Euro-Bund(EUREX)
Sep04 040720 114.41 114.42 114.08 114.21 -0.15 396,577 1,071,517 -25,607
Dec04 040720 113.41 113.42 113.20 113.27 -0.14 1,401 18,761 +1,109
Mar05 040720 112.71 112.71 112.71 112.71 -0.15 245 0 +0
Total Volume and Open Interest 398,223 1,090,278 -24,498
German Euro-Bobl(EUREX)
Sep04 040720 111.17 111.18 110.97 111.08 -0.07 281,198 736,611 +2,054
Dec04 040720 110.20 110.20 110.11 110.18 -0.05 427 4,482 +309
Mar05 040720 109.69 109.69 109.69 109.69 -0.07      
Total Volume and Open Interest 281,625 741,093 +2,363
Long Gilt(LIFFE)
Sep04 040720 106~17 106~17 106~07 106~12 -0~01 25,638 203,843 -3,384
Dec04 040720 106~05 106~05 106~05 106~05 -0~01      
Total Volume and Open Interest 25,638 203,843 -3,384
3-Mth Short Sterling(LIFFE)
Sep04 040720 95.06 95.07 95.04 95.05 +0.01 20,311 199,585 +266
Dec04 040720 94.93 94.95 94.89 94.91 +0.01 48,721 245,872 +4,908
Mar05 040720 94.82 94.84 94.77 94.80 +0.01 26,423 201,080 +1,598
Total Volume and Open Interest 135,938 1,181,110 +8,487
3-Mth Euribor(LIFFE)
Sep04 040720 97.845 97.850 97.840 97.845 unch 40,255 520,189 +4,714
Dec04 040720 97.725 97.730 97.710 97.720 -0.010 67,723 529,902 -12,486
Mar05 040720 97.560 97.570 97.530 97.545 -0.015 54,822 419,277 -1,492
Total Volume and Open Interest 319,231 2,838,260 -2,045
3-Mth Aus T-Bills(SFE)
Sep04 040720 94.53 94.53 94.52 94.53 unch 8,362 147,554 -31,390
Dec04 040720 94.43 94.45 94.43 94.44 unch 14,441 118,938 -15,805
Mar05 040720 94.37 94.40 94.37 94.39 unch 4,477 55,554 +3,335
Jun05 040720 94.35 94.36 94.35 94.36 +0.01 1,319 28,577 -847
Sep05 040720 94.32 94.33 94.31 94.33 +0.01 1,132 19,338 +94
Dec05 040720 94.27 94.29 94.27 94.29 +0.02 1,118 14,292 +884
Mar06 040720 94.22 94.24 94.22 94.24 +0.01 133 9,573 -83
Jun06 040720 94.17 94.18 94.17 94.18 unch 50 5,986 -50
Sep06 040720 94.12 94.13 94.12 94.13 +0.01 401 2,755 +1
Dec06 040720 94.07 94.07 94.07 94.07 -0.01 1 1,696 +1
Total Volume and Open Interest 31,834 407,241 -43,860
10-Year Aus T-Bonds(SFE)
Sep04 040720 94.38 94.39 94.36 94.38 +0.00 10,196 184,175 -4,616
Dec04 040720 94.38 94.38 94.38 94.38 +0.00      
Total Volume and Open Interest 56,446 381,863 -5,203
3-Year Aus T-Bonds(SFE)
Sep04 040720 94.61 94.61 94.59 94.61 unch 28,569 381,863 -5,203
Dec04 040720 94.61 94.61 94.61 94.61 unch      
Total Volume and Open Interest 28,569 381,863 -5,203
Gold(CMX)
Aug04 040720 404.2 404.2 399.7 402.1 -3.7 27,721 139,287 -2,494
Oct04 040720 404.5 405.5 401.2 403.4 -3.7 1,299 11,310 +565
Dec04 040720 407.0 407.0 402.0 404.8 -3.7 2,061 62,036 +401
Feb05 040720 408.5 408.5 405.0 406.4 -3.7 93 6,614 +1
Apr05 040720 408.0 408.0 408.0 408.0 -3.7 30 4,882 +0
Jun05 040720 409.8 409.8 409.8 409.8 -3.7 21 13,565 +7
Aug05 040720 411.0 411.8 411.0 411.8 -3.7 0 2,290 +0
Oct05 040720 413.8 413.8 413.8 413.8 -3.7 0 281 +0
Dec05 040720 415.9 415.9 415.9 415.9 -3.7 0 6,387 -2
Feb06 040720 418.3 418.3 418.3 418.3 -3.7 0 843 +0
Apr06 040720 420.7 420.7 420.7 420.7 -3.7 0 485 +0
Jun06 040720 423.1 423.1 423.1 423.1 -3.7 0 7,535 +0
Total Volume and Open Interest 31,225 262,052 -1,522
Silver(CMX)
Jul04 040720 655.0 659.9 649.0 659.9 +1.2 10 85 -14
Sep04 040720 658.5 662.0 644.5 661.2 +1.2 9,668 58,538 -218
Dec04 040720 662.0 666.0 646.0 664.4 +1.2 629 20,519 +4
Mar05 040720 657.0 667.4 655.0 667.4 +1.3 36 5,068 +17
May05 040720 654.0 669.1 654.0 669.1 +1.3 0 1,110 +0
Jul05 040720 660.0 670.8 660.0 670.8 +1.3 3 2,031 +14
Sep05 040720 672.5 672.5 672.5 672.5 +1.3 0 98 +0
Total Volume and Open Interest 10,379 92,061 -176
Platinum(NYM)
Jul04 040720 838.3 838.3 838.3 838.3 +9.8 17 272 +0
Oct04 040720 832.0 834.8 824.5 833.3 +9.3 795 4,829 +28
Jan05 040720 827.3 827.3 827.3 827.3 +9.3 0 18 +0
Total Volume and Open Interest 812 5,119 +28
Palladium(NYME)
Sep04 040720 230.00 232.40 228.00 231.85 +4.85 290 7,429 -3
Dec04 040720 229.00 233.60 229.00 233.60 +4.85 24 680 +5
Mar05 040720 235.85 235.85 235.85 235.85 +4.85 0 1 +0
Total Volume and Open Interest 314 8,110 +2
Copper(CMX)
Jul04 040720 129.70 129.70 128.20 128.80 -2.05 350 1,931 -203
Sep04 040720 130.00 130.20 127.10 128.55 -1.95 4,497 46,164 +1,064
Dec04 040720 126.10 126.10 123.60 124.90 -1.55 513 10,757 +213
Mar05 040720 121.00 121.70 121.00 121.35 -1.10 11 1,600 -2
May05 040720 118.65 118.65 118.65 118.65 -1.10 0 392 +0
Total Volume and Open Interest 5,558 69,628 +793
DJIA Index(CBOT)
Sep04 040720 10088 10175 10057 10168 +96 9,165 41,725 -166
Dec04 040720 10162 10162 10162 10162 +96 16 169 +26
Mar05 040720 10167 10167 10167 10167 +96      
Total Volume and Open Interest 9,181 41,894 -140
S & P 500(CME)
Sep04 040720 1100.50 1114.20 1098.40 1112.00 +13.30 36,186 580,177 +472
Dec04 040720 1109.30 1112.00 1109.30 1112.00 +13.30 82 7,031 -61
Mar05 040720 1113.40 1113.40 1113.40 1113.40 +13.50 0 465 +0
Jun05 040720 1116.50 1116.50 1116.50 1116.50 +13.50 0 268 +0
Total Volume and Open Interest 36,268 587,985 +411
S & P 500 E-Mini(Globex)
Sep04 040720 1098.75 1114.75 1095.75 1112.00 +13.25 687,796 599,088 -1,177
Dec04 040720 1097.50 1114.75 1097.00 1112.00 +13.25 463 8,657 +72
Total Volume and Open Interest 688,259 607,745 -1,105
NASDAQ 100(CME)
Sep04 040720 1400.50 1435.00 1399.00 1427.50 +32.50 10,850 67,147 -1,456
Dec04 040720 1417.50 1432.50 1417.50 1432.50 +33.00 22 999 +0
Mar05 040720 1437.50 1437.50 1437.50 1437.50 +33.50 2 3 +2
Total Volume and Open Interest 10,874 68,149 -1,454
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040720 1396.0 1434.5 1391.0 1427.5 +32.5 314,285 209,821 -2,483
Dec04 040720 1401.0 1434.5 1401.0 1432.5 +33.0 47 1,333 +8
Total Volume and Open Interest 314,332 211,154 -2,475
S & P Midcap 400(CME)
Sep04 040720 584.00 592.50 583.40 592.50 +8.75 355 13,953 -164
Dec04 040720 592.25 592.25 592.25 592.25 +8.75      
Mar05 040720 592.25 592.25 592.25 592.25 +8.75      
Total Volume and Open Interest 355 13,953 -164
Russell 2000(CME)
Sep04 040720 554.75 566.50 553.75 565.00 +10.90 1,632 25,807 +703
Dec04 040720 565.00 565.00 565.00 565.00 +10.90      
Mar05 040720 565.00 565.00 565.00 565.00 +10.90      
Total Volume and Open Interest 1,632 25,807 +703
Value Line(KCBT)
Sep04 040720 1551.75 1567.00 1551.75 1567.00 +20.50 3 63 +0
Total Volume and Open Interest 3 63 +0
Nikkei 225(CME)
Sep04 040720 11290 11370 11250 11365 +55 2,663 31,205 -134
Dec04 040720 11365 11365 11365 11365 +55 0 16 +0
Total Volume and Open Interest 2,663 31,302 -134
Nikkei 225(SIMEX)
Sep04 040720 11275 11290 11185 11225 -185 24,796 0 -142,671
Dec04 040720 11190 11190 11190 11190 -185      
Mar05 040720 11185 11185 11185 11185 -185      
Total Volume and Open Interest 24,796    
CAC 40(MATIF)
Jul04 040720 3584.0 3618.5 3567.5 3608.5 +11.5 40,451 343,497 +4,435
Aug04 040720 3590.5 3620.0 3583.0 3614.5 +12.0 508 2,223 +516
Sep04 040720 3597.0 3624.0 3586.5 3620.0 +11.5 195 93,552 -54
Total Volume and Open Interest 41,155 451,566 +4,896
DAX Index(EUREX)
Sep04 040720 3809.0 3858.5 3798.0 3858.0 +44.0 83,551 152,423 +1,582
Dec04 040720 3831.0 3879.0 3823.0 3879.0 +44.0 195 4,784 +18
Mar05 040720 3855.0 3900.5 3842.0 3900.5 +44.0 37 910 +28
Total Volume and Open Interest 83,783 158,117 +1,628
FT-SE 100(LIFFE)
Sep04 040720 4310.50 4346.50 4290.50 4338.50 +17.50 36,122 433,451 -974
Dec04 040720 4337.50 4368.50 4337.00 4368.50 +17.50 2 30,843 +1
Mar05 040720 4374.50 4374.50 4374.50 4374.50 +17.50 0 4,059 +0
Total Volume and Open Interest 36,124 469,603 -973
SPI 200(SFE)
Sep04 040720 3527.0 3527.0 3493.0 3497.0 -34.0 5,931 149,626 -2,765
Dec04 040720 3531.0 3535.0 3505.0 3508.0 -35.0 287 4,756 -1
Mar05 040720 3518.0 3518.0 3518.0 3518.0 -35.0 6 1,641 -6
Total Volume and Open Interest 6,224 157,916 -2,772
GSCI(CME)
Aug04 040720 299.50 300.60 294.80 295.40 -4.90 19 16,002 +3
Sep04 040720 293.50 293.50 293.50 293.50 -4.60      
Oct04 040720 293.25 293.25 293.25 293.25 -3.75      
Total Volume and Open Interest 19 16,002 -1,170
Reuters CRB Index(NYBOT)
Aug04 040720 271.00 271.70 270.30 271.25 -1.50 32 248 +2
Nov04 040720 272.75 272.75 271.75 272.75 -1.50 6 117 +0
Jan05 040720 272.25 272.25 272.25 272.25 -1.50 0 51 +0
Total Volume and Open Interest 38 416 +2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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