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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri August 06, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug04 040806 614.00 619.00 600.00 606.75 -2.75 2,932 3,843 -908
Sep04 040806 582.00 583.00 566.00 569.25 -12.25 4,371 16,045 -363
Nov04 040806 570.00 573.00 558.00 561.75 -9.50 32,122 119,347 +2,326
Jan05 040806 577.50 579.00 565.00 567.50 -10.75 1,348 11,180 +384
Mar05 040806 584.00 586.00 572.00 574.75 -8.75 1,257 7,495 +47
May05 040806 590.00 590.50 577.00 579.00 -9.50 697 6,570 +80
Jul05 040806 593.00 593.00 581.50 582.50 -9.00 564 2,694 -31
Total Volume and Open Interest 43,418 169,036 +1,491
Soybean Meal(CBOT)
Aug04 040806 186.50 189.00 185.50 188.70 +1.90 2,559 3,792 -376
Sep04 040806 182.00 183.70 180.70 181.20 -1.50 6,109 24,231 +664
Oct04 040806 176.00 177.50 172.10 173.50 -2.70 1,861 21,121 -128
Dec04 040806 174.70 176.70 171.00 172.70 -2.50 9,270 47,611 +301
Jan05 040806 177.00 178.00 172.80 173.50 -2.50 1,285 8,783 -40
Mar05 040806 181.00 181.00 176.00 177.00 -2.60 978 6,352 -196
May05 040806 183.50 183.50 179.00 179.00 -3.00 959 8,498 -41
Jul05 040806 186.50 186.50 181.50 182.50 -2.70 999 6,942 +216
Total Volume and Open Interest 24,493 133,436 +760
Soybean Oil(CBOT)
Aug04 040806 22.65 23.15 22.47 23.10 +0.43 1,555 1,736 -808
Sep04 040806 22.33 22.50 21.90 22.47 +0.15 5,947 19,168 +406
Oct04 040806 21.92 21.98 21.48 21.85 -0.12 3,136 18,223 +895
Dec04 040806 21.50 21.50 20.84 21.14 -0.31 10,686 64,566 -514
Jan05 040806 21.40 21.40 20.80 20.99 -0.41 1,039 11,749 -89
Mar05 040806 21.42 21.42 20.75 20.95 -0.45 812 10,297 -2
May05 040806 21.10 21.10 20.80 20.95 -0.45 944 6,395 +208
Jul05 040806 21.08 21.10 20.92 21.03 -0.42 694 5,480 -194
Total Volume and Open Interest 25,333 143,572 -119
Canola(WCE)
Sep04 040806 320.5 320.5 320.5 320.5 +0.5 0 306 +0
Nov04 040806 326.0 327.5 324.5 326.9 +0.6 3,638 43,938 +1,073
Jan05 040806 329.1 332.0 329.1 332.0 +0.7 75 2,434 -10
Mar05 040806 336.0 336.0 336.0 336.0 +1.0 5 3,406 +5
May05 040806 340.5 340.5 340.5 340.5 +0.5 0 343 +0
Total Volume and Open Interest 3,718 51,425 +1,068
Corn(CBOT)
Sep04 040806 226.00 227.00 223.50 225.75 +1.75 18,573 132,068 -1,634
Dec04 040806 236.75 237.00 234.00 236.75 +2.00 48,232 318,587 +4,196
Mar05 040806 246.00 246.00 242.50 245.25 +1.50 5,758 65,123 -585
May05 040806 251.50 251.50 248.50 251.50 +2.00 3,470 23,416 +223
Jul05 040806 256.00 256.50 253.25 256.50 +2.25 3,964 21,440 +318
Sep05 040806 257.50 258.50 256.25 258.00 +2.25 57 4,715 +22
Total Volume and Open Interest 80,517 579,276 +2,502
Wheat(CBOT)
Sep04 040806 321.50 324.00 315.00 315.75 -5.75 14,578 77,527 -3,033
Dec04 040806 335.50 337.75 330.50 332.00 -4.00 14,362 70,607 +4,379
Mar05 040806 349.50 349.50 342.50 344.00 -4.00 1,170 14,099 +114
May05 040806 353.00 353.00 348.00 348.00 -4.50 207 880 +9
Jul05 040806 355.00 356.50 349.50 350.50 -4.00 219 3,033 -41
Total Volume and Open Interest 30,581 166,205 +1,440
Wheat(KCBT)
Sep04 040806 344.00 346.50 339.00 339.75 -3.25 6,404 33,884 +136
Dec04 040806 357.00 358.00 351.00 352.00 -5.00 5,695 33,847 +2,512
Mar05 040806 367.00 367.00 360.50 360.50 -6.50 280 8,014 +133
May05 040806 371.00 371.00 364.50 364.50 -4.50 31 1,252 -3
Jul05 040806 370.00 370.00 361.00 361.00 -9.00 59 824 +10
Total Volume and Open Interest 12,469 77,849 +2,788
Wheat(MGE)
Sep04 040806 356.00 358.00 352.50 353.50 -3.50 2,651 13,893 +588
Dec04 040806 365.50 365.75 361.00 361.75 -3.75 1,301 14,717 +282
Mar05 040806 375.50 375.50 371.50 371.50 -4.00 80 4,202 +0
May05 040806 380.00 380.00 377.00 378.25 -2.25 0 1,209 +0
Jul05 040806 378.75 378.75 378.75 378.75 -3.25 0 85 +0
Total Volume and Open Interest 4,032 34,121 +870
Oats(CBOT)
Sep04 040806 132.75 135.00 132.00 132.00 unch 183 2,123 -36
Dec04 040806 140.75 143.25 140.25 140.25 +0.25 970 6,564 -145
Mar05 040806 148.00 149.00 147.00 147.00 unch 16 802 +0
May05 040806 150.00 150.00 150.00 150.00 unch 0 84 +0
Total Volume and Open Interest 1,169 9,593 -181
Rough Rice(CBOT)
Sep04 040806 7.30 7.32 7.25 7.28 -0.05 270 981 -111
Nov04 040806 7.31 7.33 7.26 7.30 -0.04 278 2,177 +169
Jan05 040806 7.50 7.50 7.50 7.50 -0.01 4 589 -3
Mar05 040806 7.69 7.69 7.69 7.69 -0.01 0 315 +0
Total Volume and Open Interest 552 4,077 +55
Live Cattle(CME)
Aug04 040806 84.200 84.725 83.950 84.550 unch 4,468 15,478 -465
Oct04 040806 87.000 87.800 86.975 87.600 +0.200 8,030 64,513 -353
Dec04 040806 88.700 89.200 88.475 89.025 +0.025 1,957 16,963 +128
Feb05 040806 89.200 89.650 88.950 89.550 +0.200 792 10,553 -166
Apr05 040806 87.100 87.350 86.900 87.300 +0.150 359 3,850 -79
Jun05 040806 82.150 82.250 81.950 82.225 +0.075 67 1,338 +15
Total Volume and Open Interest 15,724 113,004 -905
Feeder Cattle(CME)
Aug04 040806 113.975 114.150 113.400 114.050 +0.075 853 5,943 -85
Sep04 040806 112.200 112.800 111.700 112.450 +0.025 703 5,100 -100
Oct04 040806 111.950 112.300 111.050 112.125 +0.175 891 6,021 +38
Nov04 040806 109.825 109.900 109.100 109.775 -0.025 212 1,890 +63
Jan05 040806 105.300 105.500 105.150 105.475 -0.025 152 1,171 -8
Mar05 040806 101.200 101.350 101.200 101.350 +0.075 30 351 -5
Apr05 040806 100.300 100.300 100.100 100.300 unch 13 95 +3
Total Volume and Open Interest 2,861 20,599 -89
Lean Hogs(CME)
Aug04 040806 78.950 79.325 78.625 79.250 +0.625 2,432 9,220 -262
Oct04 040806 70.100 70.900 69.900 70.750 +0.600 4,641 55,298 +576
Dec04 040806 65.000 66.000 64.800 65.800 +0.375 2,405 19,020 +338
Feb05 040806 63.050 63.500 63.050 63.450 -0.100 484 4,188 +179
Apr05 040806 60.600 61.250 60.600 61.250 +0.150 84 1,955 +34
May05 040806 61.925 62.375 61.925 62.375 +0.450 4 239 +2
Jun05 040806 64.850 65.250 64.850 65.250 +0.575 302 750 +292
Jul05 040806 61.875 62.250 61.875 62.250 +0.600 36 252 +17
Total Volume and Open Interest 10,393 90,935 +1,181
Pork Bellies(CME)
Aug04 040806 99.900 101.500 99.450 100.200 -1.775 447 639 -181
Feb05 040806 97.300 98.250 96.350 96.450 -0.550 428 874 +17
Mar05 040806 97.850 97.850 96.250 96.250 +1.350 1 6 +1
May05 040806 95.975 95.975 95.975 95.975 -0.025 0 2 +0
Total Volume and Open Interest 876 1,521 -163
Class III Milk(CME)
Aug04 040806 14.10 14.10 13.97 14.00 -0.09 42 5,154 -1
Sep04 040806 15.25 15.25 14.60 14.66 -0.57 705 5,822 +96
Oct04 040806 14.56 14.60 14.25 14.25 -0.34 118 3,374 +10
Nov04 040806 13.10 13.20 13.10 13.10 unch 59 2,395 +11
Dec04 040806 12.50 12.50 12.40 12.40 -0.05 32 1,983 +6
Total Volume and Open Interest 1,166 21,915 +233
Cocoa(NYBOT)
Sep04 040806 1635 1648 1595 1610 -93 5,348 41,496 -106
Dec04 040806 1658 1668 1620 1632 -90 3,726 27,907 +1,143
Mar05 040806 1675 1688 1648 1652 -90 573 12,387 +137
May05 040806 1696 1696 1664 1664 -90 357 11,520 -97
Jul05 040806 1700 1700 1677 1677 -90 205 11,255 -55
Sep05 040806 1715 1720 1691 1691 -89 0 4,846 +0
Dec05 040806 1701 1701 1701 1701 -89 15 6,401 +0
Total Volume and Open Interest 10,224 120,039 +1,022
Coffee "C"(NYBOT)
Sep04 040806 65.75 67.70 65.75 67.05 +1.15 7,269 54,521 -1,021
Dec04 040806 69.80 71.00 69.80 70.55 +1.15 4,126 28,095 +968
Mar05 040806 73.00 74.10 73.00 73.70 +1.15 655 7,565 +129
May05 040806 75.20 75.95 75.20 75.40 +1.10 231 2,295 +62
Jul05 040806 76.80 77.50 76.80 77.00 +1.05 75 1,261 +55
Sep05 040806 79.00 79.20 78.45 78.45 +0.95 25 480 +21
Total Volume and Open Interest 12,382 94,472 +215
Orange Juice(NYBOT)
Sep04 040806 58.50 60.20 57.85 60.05 +1.35 2,026 13,946 -252
Nov04 040806 59.80 61.70 59.50 61.65 +1.55 1,120 11,916 +177
Jan05 040806 62.00 64.00 62.00 64.00 +1.75 348 2,854 +82
Mar05 040806 64.10 66.50 64.00 66.25 +1.50 277 5,435 -225
May05 040806 67.25 69.25 67.25 69.25 +1.50 224 2,952 -150
Total Volume and Open Interest 4,000 37,256 -368
Sugar #11(NYBOT)
Oct04 040806 8.13 8.23 8.11 8.17 +0.04 22,364 212,761 -1,591
Mar05 040806 8.64 8.68 8.61 8.66 +0.03 5,852 58,291 +752
May05 040806 8.52 8.56 8.51 8.54 +0.03 1,799 19,659 +1,062
Jul05 040806 8.28 8.30 8.26 8.28 +0.02 2,171 15,068 +605
Oct05 040806 8.06 8.08 8.04 8.07 +0.02 823 13,616 +162
Total Volume and Open Interest 33,400 326,080 +1,222
London Cocoa(LCE)
Sep04 040806 966 968 901 911 -59 3,530 42,158 -2,014
Dec04 040806 997 997 928 938 -60 3,896 60,311 +1,900
Mar05 040806 1015 1015 948 956 -60 676 28,073 -3
May05 040806 1000 1000 963 969 -60 39 14,348 +25
Jul05 040806 987 987 983 983 -59 11 12,256 +4
Sep05 040806 1009 1009 991 996 -59 5 14,859 +2
Dec05 040806 1018 1018 1000 1007 -59 11 7,263 +7
Total Volume and Open Interest 8,175 181,738 -74
London Coffee(LCE)
Sep04 040806 628.00 640.00 623.00 631.00 +12.00 10,513 55,743 -2,985
Nov04 040806 646.00 659.00 642.00 651.00 +12.00 9,887 47,412 +4,528
Jan05 040806 665.00 675.00 660.00 667.00 +12.00 3,208 29,841 +795
Mar05 040806 679.00 689.00 675.00 682.00 +11.00 1,940 17,208 +1,225
May05 040806 695.00 707.00 695.00 698.00 +12.00 531 13,355 +130
Jul05 040806 710.00 722.00 710.00 713.00 +10.00 428 3,907 +338
Total Volume and Open Interest 26,528 168,718 +4,052
London Sugar(LCE)
Aug04 040716 244.50 248.90 244.00 248.90 +4.90 896 2,854 -394
Oct04 040806 249.20 252.20 248.10 249.70 +0.70 1,371 26,024 +413
Dec04 040806 254.00 256.00 253.10 254.20 +0.90 160 5,843 -5
Mar05 040806 259.50 262.00 258.60 260.10 +0.90 159 9,998 +95
May05 040806 259.50 260.20 258.90 259.50 +0.90 101 6,466 +68
Total Volume and Open Interest 1,836 56,975 +590
Cotton(NYBOT)
Oct04 040806 45.65 45.95 44.60 44.90 -0.83 289 2,868 -16
Dec04 040806 46.43 46.78 45.50 45.60 -0.82 5,489 53,614 -1,322
Mar05 040806 47.70 47.85 46.75 46.75 -0.95 457 12,880 -69
May05 040806 48.40 48.65 47.80 47.88 -0.67 43 3,104 +14
Jul05 040806 49.35 49.40 48.95 48.95 -0.40 74 3,365 +33
Oct05 040806 50.75 50.75 50.75 50.75 -0.50 0 25 +0
Total Volume and Open Interest 6,353 77,681 -1,360
Lumber(CME)
Sep04 040806 433.0 433.2 425.0 428.0 -3.3 511 4,426 +52
Nov04 040806 379.0 379.0 372.9 375.0 -2.9 174 1,595 +22
Jan05 040806 363.9 363.9 362.3 362.3 -1.6 34 354 +7
Mar05 040806 362.0 362.5 362.0 362.5 -2.4 4 47 +3
Total Volume and Open Interest 723 6,422 +84
Crude Oil(NYM)
Sep04 040806 44.28 44.60 43.75 43.95 -0.46 118,579 217,042 -271
Oct04 040806 43.70 44.10 43.15 43.52 -0.28 59,550 98,039 +2,813
Nov04 040806 43.20 43.50 42.75 43.00 -0.22 15,296 51,954 +1,694
Dec04 040806 42.55 42.95 42.20 42.45 -0.20 24,831 70,514 +2,692
Jan05 040806 41.85 42.20 41.72 41.88 -0.21 2,402 26,355 +101
Feb05 040806 41.50 41.70 41.24 41.41 -0.22 764 16,143 +270
Mar05 040806 41.10 41.10 40.80 40.97 -0.23 527 18,311 -47
Apr05 040806 40.75 40.75 40.37 40.55 -0.24 90 13,816 +6
May05 040806 40.00 40.25 40.00 40.14 -0.25 144 6,605 +45
Jun05 040806 39.90 40.00 39.60 39.78 -0.25 2,176 23,341 +459
Jul05 040806 39.47 39.47 39.47 39.47 -0.25 210 7,087 +123
Aug05 040806 39.22 39.22 39.22 39.22 -0.25 0 5,959 +0
Sep05 040806 39.05 39.05 39.02 39.02 -0.24 768 9,602 +323
Oct05 040806 38.83 38.83 38.83 38.83 -0.23 192 4,217 -190
Nov05 040806 38.64 38.64 38.64 38.64 -0.22 0 4,423 +0
Dec05 040806 38.40 38.55 38.40 38.46 -0.22 12,619 45,714 +499
Total Volume and Open Interest 252,286 726,188 +5,503
Heating Oil(NYM)
Sep04 040806 117.90 118.80 116.60 117.46 -1.84 24,118 77,895 -905
Oct04 040806 119.10 119.90 117.60 118.48 -1.89 9,212 25,118 +1,268
Nov04 040806 119.80 120.90 118.80 119.38 -1.74 2,482 16,240 +884
Dec04 040806 121.00 121.20 119.50 120.03 -1.64 3,861 27,317 +326
Jan05 040806 121.15 121.55 120.05 120.28 -1.54 1,704 12,409 -183
Feb05 040806 120.00 120.20 118.50 118.88 -1.44 364 13,060 +24
Mar05 040806 116.70 117.00 115.40 115.58 -1.34 241 11,155 +2
Apr05 040806 112.10 112.10 110.93 110.93 -1.24 296 3,018 +14
May05 040806 107.60 107.80 106.73 106.73 -1.14 697 2,224 -516
Jun05 040806 104.45 104.45 104.18 104.18 -1.04 1,393 5,004 -202
Jul05 040806 103.55 103.55 103.38 103.38 -0.99 453 5,953 -18
Aug05 040806 103.63 103.63 103.63 103.63 -0.94 17 411 +1
Total Volume and Open Interest 45,415 210,975 +551
Unleaded Gas(NYM)
Sep04 040806 124.00 126.50 122.60 123.47 -0.97 29,363 57,345 -2,761
Oct04 040806 122.00 123.70 120.70 121.67 -0.68 14,753 20,120 +2,447
Nov04 040806 120.80 120.80 119.00 119.97 -0.78 3,394 10,771 +1,004
Dec04 040806 118.30 118.90 116.50 117.82 -0.88 2,120 14,783 -136
Jan05 040806 116.70 117.02 116.70 117.02 -0.78 523 6,248 +202
Feb05 040806 116.50 117.42 116.00 117.42 -0.78 141 6,242 +121
Mar05 040806 117.50 118.02 117.50 118.02 -0.78 94 2,245 -50
Apr05 040806 124.20 124.67 124.20 124.67 -0.78 265 8,167 -306
May05 040806 124.47 124.47 124.47 124.47 -0.78 100 8,161 -100
Jun05 040806 123.37 123.37 123.37 123.37 -0.78 107 2,326 +38
Jul05 040806 121.22 121.22 121.22 121.22 -0.78 100 1,545 -100
Aug05 040806 118.52 118.52 118.52 118.52 -0.78 0 525 +0
Total Volume and Open Interest 50,960 138,478 +359
Natural Gas(NYM)
Sep04 040806 5.600 5.665 5.570 5.588 -0.124 27,010 68,769 +457
Oct04 040806 5.750 5.790 5.720 5.728 -0.109 11,620 44,116 +555
Nov04 040806 6.230 6.260 6.210 6.218 -0.089 5,807 22,458 +1,305
Dec04 040806 6.680 6.700 6.640 6.665 -0.069 4,104 29,053 -89
Jan05 040806 6.930 6.960 6.890 6.905 -0.049 4,049 25,741 -152
Feb05 040806 6.910 6.910 6.860 6.877 -0.049 1,366 17,898 +108
Mar05 040806 6.800 6.810 6.760 6.760 -0.049 1,989 18,940 +111
Apr05 040806 6.210 6.225 6.190 6.200 -0.025 2,481 15,397 +788
May05 040806 6.090 6.150 6.080 6.085 -0.025 1,774 11,963 -124
Jun05 040806 6.120 6.120 6.098 6.098 -0.022 613 9,028 +345
Jul05 040806 6.150 6.160 6.134 6.134 -0.016 477 11,997 +51
Aug05 040806 6.170 6.170 6.150 6.150 -0.010 419 8,554 +116
Sep05 040806 6.160 6.165 6.150 6.150 -0.005 208 8,417 +6
Oct05 040806 6.180 6.185 6.180 6.180 unch 761 7,621 -113
Nov05 040806 6.390 6.390 6.370 6.380 +0.003 334 7,364 +4
Dec05 040806 6.580 6.580 6.570 6.575 +0.005 849 7,053 +149
Total Volume and Open Interest 64,683 382,467 +3,837
Brent Crude Oil(IPE)
Sep04 040806 41.20 41.39 40.46 40.63 -0.49 35,808 70,637 -1,898
Oct04 040806 40.45 40.55 39.75 39.94 -0.33 38,067 92,745 +986
Nov04 040806 40.07 40.08 39.40 39.63 -0.19 7,757 23,664 +917
Dec04 040806 39.50 39.60 38.90 39.15 -0.12 9,221 29,787 -1,398
Jan05 040806 39.01 39.03 38.69 38.69 -0.10 1,610 14,170 -217
Feb05 040806 38.57 38.57 38.20 38.28 -0.10 1,051 8,922 +323
Mar05 040806 38.21 38.32 37.83 37.92 -0.10 1,186 12,620 +80
Apr05 040806 37.62 37.62 37.61 37.61 -0.09 0 6,444 +0
May05 040806 37.70 37.70 37.34 37.34 -0.09 0 1,593 +0
Jun05 040806 37.25 37.25 37.00 37.07 -0.09 600 14,911 +100
Jul05 040806 36.90 36.90 36.70 36.82 -0.09 0 2,034 +0
Aug05 040806 36.90 36.90 36.58 36.58 -0.09 0 111 +0
Sep05 040806 36.33 36.33 36.33 36.33 -0.10 0 3,215 +0
Total Volume and Open Interest 98,166 347,302 -7
Gas Oil(IPE)
Aug04 040806 382.50 384.25 373.50 378.50 -3.50 11,300 30,800 -4,938
Sep04 040806 380.50 382.50 372.25 375.75 -6.25 15,444 53,650 +3,220
Oct04 040806 377.00 378.50 369.00 374.50 -3.50 5,709 24,693 +1,916
Nov04 040806 371.00 371.00 364.00 368.50 -2.50 866 10,579 -135
Dec04 040806 363.50 364.25 357.25 362.25 -2.00 2,008 24,618 +44
Jan05 040806 358.75 358.75 357.00 357.00 -1.75 217 8,135 +200
Feb05 040806 351.50 351.50 351.50 351.50 -1.25 150 3,453 -22
Mar05 040806 344.75 344.75 344.75 344.75 -1.00 0 2,785 +0
Apr05 040806 336.75 336.75 336.75 336.75 -0.50 0 1,250 +0
May05 040806 331.50 331.50 331.50 331.50 -0.50 0 850 +0
Total Volume and Open Interest 36,994 188,667 +985
US Dollar Index(NYBOT)
Sep04 040806 89.88 89.89 88.37 88.46 -1.32 595 12,153 +25
Dec04 040806 90.08 90.08 88.62 88.69 -1.32 1 2,125 +1
Mar05 040806 88.92 88.92 88.92 88.92 -1.32 0 12 +0
Total Volume and Open Interest 596 14,302 +26
Australian Dollar(CME)
Sep04 040806 69.99 71.34 69.99 71.10 +0.94 576 29,721 -205
Dec04 040806 69.35 70.55 69.35 70.46 +0.92 3 278 -1
Mar05 040806 69.89 69.89 69.89 69.89 +0.91 0 31 +0
Total Volume and Open Interest 579 30,093 -206
British Pound(CME)
Sep04 040806 181.60 184.30 181.56 183.51 +1.62 1,519 70,600 +314
Dec04 040806 181.90 183.00 181.90 182.03 +1.60 5 497 +23
Mar05 040806 180.73 180.73 180.73 180.73 +1.60 0 6 +0
Total Volume and Open Interest 1,524 71,104 +337
Canadian Dollar(CME)
Sep04 040806 75.74 76.45 75.70 76.16 +0.31 1,344 69,357 -912
Dec04 040806 76.25 76.35 76.08 76.09 +0.31 33 4,779 +17
Mar05 040806 76.18 76.18 76.04 76.04 +0.31 7 782 +7
Jun05 040806 75.90 75.99 75.90 75.99 +0.31 5 567 +0
Total Volume and Open Interest 1,390 75,538 -888
Japanese Yen(CME)
Sep04 040806 89.72 91.25 89.67 90.68 +1.00 2,725 101,905 -1,984
Dec04 040806 91.00 91.45 91.00 91.10 +0.98 5 10,577 +2
Mar05 040806 91.61 91.61 91.61 91.61 +0.96 0 10 +0
Total Volume and Open Interest 2,730 112,495 -1,982
Swiss Franc(CME)
Sep04 040806 78.46 80.14 78.45 80.00 +1.50 1,466 40,907 +284
Dec04 040806 78.74 80.33 78.74 80.25 +1.50 2 152 -40
Mar05 040806 80.52 80.52 80.52 80.52 +1.50 0 6 +0
Total Volume and Open Interest 1,468 41,126 +244
EuroFX(CME)
Sep04 040806 120.51 122.77 120.47 122.69 +2.13 8,119 157,453 -269
Dec04 040806 121.80 122.60 121.80 122.60 +2.11 14 1,243 +8
Mar05 040806 122.40 122.58 122.25 122.58 +2.09 231 263 +0
Total Volume and Open Interest 8,364 159,051 -261
Mexican Peso(CME)
Sep04 040806 8695.0 8750.0 8695.0 8722.0 +20.0 6,453 49,214 +2,503
Dec04 040806 8592.0 8592.0 8592.0 8592.0 +20.0 0 1,365 +0
Total Volume and Open Interest 6,453 51,547 +2,503
30-Year T-Bonds(CBOT)
Sep04 040806 109~01 112~00 109~01 110~27 +1~27 197,175 527,621 +6,559
Dec04 040806 107~28 110~26 107~28 109~19 +1~26 2,017 21,946 -370
Mar05 040806 106~27 108~14 106~27 108~14 +1~24 3 163 +1
Total Volume and Open Interest 199,195 549,817 +6,190
Municipal Bonds(CBOT)
Sep04 040806 102~03 103~30 102~02 103~04 +1~06 121 2,791 +33
Total Volume and Open Interest 121 2,791 +33
10-Year T-Notes(CBOT)
Sep04 040806 111~085 113~105 111~085 112~230 +1~155 529,821 1,349,809 -8,743
Dec04 040806 110~030 112~040 110~030 111~165 +1~155 21,738 90,114 +5,748
Total Volume and Open Interest 551,560 1,440,216 -2,994
5-Year T-Notes(CBOT)
Sep04 040806 110~005 111~120 109~280 110~315 +1~040 271,051 0 +0
Dec04 040806 109~040 110~050 109~040 110~030 +1~050 1,734 0 +0
Total Volume and Open Interest 272,785    
2 Year T-Notes(CBOT)
Sep04 040806 105~092 106~040 105~092 106~024 +0~066 964 189,189 +630
Dec04 040806 105~080 105~080 105~080 105~080 +0~067 137 562 +137
Total Volume and Open Interest 1,101 189,751 +767
Eurodollars(CME)
Sep04 040806 98.110 98.225 98.090 98.175 +0.085 52,063 901,719 -7,961
Dec04 040806 97.720 97.950 97.700 97.890 +0.190 63,904 933,239 +5,212
Mar05 040806 97.335 97.650 97.325 97.580 +0.275 51,762 856,441 -5,334
Jun05 040806 96.970 97.350 96.960 97.260 +0.320 41,397 640,812 -16,610
Sep05 040806 96.640 97.005 96.635 96.950 +0.345 37,577 552,054 -5,449
Dec05 040806 96.335 96.710 96.335 96.660 +0.360 24,385 462,189 -3,649
Mar06 040806 96.110 96.490 96.105 96.425 +0.355 19,141 380,259 -3,384
Jun06 040806 95.915 96.275 95.915 96.205 +0.325 13,937 221,143 -6,283
Sep06 040806 95.760 96.070 95.750 96.020 +0.300 9,702 202,773 +973
Dec06 040806 95.605 95.910 95.600 95.845 +0.285 9,950 152,470 -1,511
Mar07 040806 95.475 95.780 95.475 95.700 +0.270 14,759 155,941 +1,603
Jun07 040806 95.335 95.655 95.335 95.560 +0.255 7,849 112,925 -351
Total Volume and Open Interest 364,106 6,196,973 -38,169
3-Mth Euro-Yen(CME)
Sep04 040806 99.91 99.91 99.91 99.91 unch 0 7,126 +40
Dec04 040806 99.89 99.90 99.89 99.90 +0.01 0 6,930 -2
Mar05 040806 99.84 99.85 99.84 99.85 +0.02 13 7,528 +56
Jun05 040806 99.76 99.77 99.76 99.77 +0.04 250 8,516 -35
Sep05 040806 99.62 99.65 99.62 99.65 +0.04 100 4,563 +20
Dec05 040806 99.52 99.52 99.52 99.52 +0.03 136 3,033 -1,007
Mar06 040806 99.39 99.39 99.39 99.39 +0.04 0 1,890 +0
Jun06 040806 99.24 99.24 99.24 99.24 +0.03 0 1,218 +0
Sep06 040806 99.11 99.11 99.11 99.11 +0.02 0 1,079 +0
Dec06 040806 98.97 98.97 98.97 98.97 +0.02 0 655 +0
Total Volume and Open Interest 499 43,687 -888
3-Mth Euro-Yen(SIMEX)
Sep04 040806 99.91 99.92 99.91 99.91 unch 565 46,443 +24
Dec04 040806 99.89 99.90 99.89 99.90 +0.01 4,102 60,697 -2,541
Mar05 040806 99.83 99.84 99.83 99.84 +0.01 4,407 63,261 +440
Jun05 040806 99.73 99.74 99.73 99.74 +0.01 1,015 61,671 -600
Sep05 040806 99.62 99.62 99.61 99.62 +0.01 809 44,651 -173
Dec05 040806 99.49 99.50 99.49 99.49 +0.01 1,495 39,906 -298
Mar06 040806 99.37 99.37 99.36 99.36 +0.02 229 28,365 -5
Jun06 040806 99.24 99.24 99.24 99.24 +0.02 585 14,925 +310
Total Volume and Open Interest 13,467 376,967 -2,675
German Euro-Bund(EUREX)
Sep04 040806 114.90 115.78 114.80 115.58 +0.72 786,400 1,139,381 +12,158
Dec04 040806 113.91 114.78 113.89 114.61 +0.72 1,262 21,964 +608
Mar05 040806 113.88 113.88 113.88 113.88 +0.72 908 7 +0
Total Volume and Open Interest 788,570 1,161,352 +12,766
German Euro-Bobl(EUREX)
Sep04 040806 111.47 112.08 111.37 111.90 +0.47 505,685 725,438 +19,101
Dec04 040806 110.55 111.08 110.50 110.98 +0.47 860 8,296 +434
Mar05 040806 110.50 110.50 110.50 110.50 +0.45 3,731 0 +0
Total Volume and Open Interest 510,276 733,734 +19,535
Long Gilt(LIFFE)
Sep04 040806 106~24 107~17 106~18 107~06 +0~18 73,215 219,951 +20,148
Dec04 040806 106~30 106~30 106~30 106~30 +0~18      
Total Volume and Open Interest 73,215 219,951 +20,148
3-Mth Short Sterling(LIFFE)
Sep04 040806 94.96 95.01 94.95 94.99 +0.03 64,799 215,535 +5,306
Dec04 040806 94.82 94.93 94.80 94.90 +0.09 116,371 279,567 +4,207
Mar05 040806 94.73 94.86 94.69 94.83 +0.12 76,979 214,264 +12,826
Total Volume and Open Interest 409,736 1,296,354 +46,517
3-Mth Euribor(LIFFE)
Sep04 040806 97.870 97.925 97.860 97.880 +0.015 82,841 533,757 +9,513
Dec04 040806 97.770 97.865 97.755 97.820 +0.055 142,422 574,960 +7,571
Mar05 040806 97.610 97.730 97.590 97.680 +0.080 163,781 454,798 +1,485
Total Volume and Open Interest 694,954 2,951,891 +44,236
3-Mth Aus T-Bills(SFE)
Sep04 040806 94.52 94.54 94.52 94.54 +0.02 1,278 95,805 -7,054
Dec04 040806 94.44 94.46 94.44 94.45 +0.01 13,938 113,171 +1,661
Mar05 040806 94.37 94.38 94.36 94.38 +0.02 2,517 52,387 -3,307
Jun05 040806 94.33 94.34 94.33 94.34 +0.02 613 34,619 +765
Sep05 040806 94.30 94.31 94.30 94.30 +0.02 467 18,621 +6
Dec05 040806 94.24 94.26 94.24 94.26 +0.02 180 14,934 -115
Mar06 040806 94.22 94.22 94.22 94.22 +0.03 0 11,208 +0
Jun06 040806 94.15 94.17 94.15 94.17 +0.03 270 6,952 +0
Sep06 040806 94.12 94.12 94.12 94.12 +0.04 2 2,917 +0
Dec06 040806 94.07 94.07 94.07 94.07 +0.04 1 1,813 +0
Total Volume and Open Interest 19,269 355,860 -8,042
10-Year Aus T-Bonds(SFE)
Sep04 040806 94.35 94.50 94.33 94.47 +0.15 3,094 189,754 -27,653
Dec04 040806 94.35 94.35 94.35 94.35 +0.03      
Total Volume and Open Interest 49,575 339,021 -24,837
3-Year Aus T-Bonds(SFE)
Sep04 040806 94.55 94.59 94.54 94.58 +0.03 28,186 339,021 -24,837
Dec04 040806 94.58 94.58 94.58 94.58 +0.03      
Total Volume and Open Interest 28,186 339,021 -24,837
Gold(CMX)
Aug04 040806 391.5 401.5 391.0 399.8 +7.5 108 1,010 -178
Oct04 040806 393.2 403.2 392.8 400.8 +7.3 996 19,671 -464
Dec04 040806 394.7 404.0 394.1 402.1 +7.3 16,798 143,347 -2,127
Feb05 040806 397.3 404.5 397.3 403.6 +7.2 405 8,909 +97
Apr05 040806 404.8 407.0 404.5 405.1 +7.1 47 4,579 +44
Jun05 040806 406.0 407.5 405.7 406.8 +7.0 41 14,166 -28
Aug05 040806 408.6 408.6 408.6 408.6 +6.9 438 3,096 +116
Oct05 040806 410.5 410.5 410.5 410.5 +6.8 0 281 +0
Dec05 040806 411.0 412.4 411.0 412.4 +6.6 538 6,563 +500
Feb06 040806 414.5 414.5 414.5 414.5 +6.4 0 853 +0
Apr06 040806 416.6 416.6 416.6 416.6 +6.2 0 485 +0
Jun06 040806 418.8 418.8 418.8 418.8 +6.0 0 7,769 +0
Total Volume and Open Interest 19,373 217,582 -2,039
Silver(CMX)
Sep04 040806 674.0 690.0 670.0 677.5 +2.5 10,277 61,420 +747
Dec04 040806 678.0 694.5 674.0 680.9 +2.5 2,900 23,604 +500
Mar05 040806 692.0 692.0 684.2 684.2 +2.3 203 5,487 +173
May05 040806 690.0 690.0 686.2 686.2 +2.1 0 1,118 +0
Jul05 040806 699.0 699.0 688.4 688.4 +2.1 0 1,971 +0
Sep05 040806 689.9 689.9 689.9 689.9 +1.7 0 98 +0
Dec05 040806 718.0 718.0 692.2 692.2 +1.2 258 3,004 -85
Total Volume and Open Interest 13,638 98,184 +1,335
Platinum(NYM)
Oct04 040806 827.0 832.0 825.0 832.0 +4.7 392 5,477 -14
Jan05 040806 822.0 826.0 822.0 826.0 +4.7 0 11 +0
Total Volume and Open Interest 392 5,488 -14
Palladium(NYME)
Sep04 040806 212.00 216.00 211.50 214.00 +0.60 720 7,343 -71
Dec04 040806 212.00 218.00 212.00 215.75 +0.60 322 1,098 +178
Mar05 040806 217.75 217.75 217.75 217.75 +0.60 0 12 +0
Total Volume and Open Interest 1,042 8,453 +107
Copper(CMX)
Sep04 040806 128.20 129.20 127.30 127.80 -0.20 8,107 41,236 -905
Dec04 040806 125.75 126.80 125.40 126.10 +0.55 2,109 17,373 +1,134
Mar05 040806 121.80 122.70 121.80 122.20 +0.80 32 2,679 +11
May05 040806 119.70 119.70 119.60 119.60 +0.90 0 449 +0
Jul05 040806 117.30 117.30 117.00 117.00 +1.00 1 826 +0
Total Volume and Open Interest 10,714 70,960 +431
DJIA Index(CBOT)
Sep04 040806 9960 9965 9776 9800 -133 8,710 41,581 -562
Dec04 040806 9928 9928 9777 9793 -135 143 901 +306
Mar05 040806 9798 9798 9798 9798 -135 0 1 +0
Total Volume and Open Interest 8,853 42,483 -256
S & P 500(CME)
Sep04 040806 1070.50 1074.00 1061.00 1063.60 -14.90 37,904 560,582 -5,177
Dec04 040806 1070.00 1072.50 1062.00 1063.50 -15.20 6,409 27,110 +6,128
Mar05 040806 1063.90 1063.90 1063.90 1063.90 -15.80 60 587 +60
Jun05 040806 1066.60 1066.60 1066.60 1066.60 -16.10 0 269 +0
Total Volume and Open Interest 44,373 588,609 +1,011
S & P 500 E-Mini(Globex)
Sep04 040806 1078.75 1083.00 1060.75 1063.50 -15.00 657,904 609,096 +14,555
Dec04 040806 1080.00 1082.75 1061.50 1063.50 -15.25 570 48,079 +202
Total Volume and Open Interest 658,474 657,175 +14,757
NASDAQ 100(CME)
Sep04 040806 1345.00 1345.00 1315.00 1317.50 -36.50 9,976 66,442 +442
Dec04 040806 1322.50 1322.50 1322.50 1322.50 -36.50 6 2,322 +4
Mar05 040806 1327.50 1327.50 1327.50 1327.50 -36.50 0 3 +0
Total Volume and Open Interest 9,982 68,767 +446
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040806 1353.0 1360.5 1315.5 1317.5 -36.5 301,061 228,039 +7,962
Dec04 040806 1358.0 1358.0 1322.5 1322.5 -36.5 96 4,844 -45
Total Volume and Open Interest 301,157 232,883 +7,917
S & P Midcap 400(CME)
Sep04 040806 556.50 557.50 550.50 551.50 -8.50 826 13,614 +204
Dec04 040806 551.25 551.25 551.25 551.25 -8.50      
Mar05 040806 551.25 551.25 551.25 551.25 -8.50      
Total Volume and Open Interest 826 13,614 +204
Russell 2000(CME)
Sep04 040806 525.00 526.00 517.50 519.50 -10.65 2,003 30,056 +838
Dec04 040806 519.50 519.50 519.50 519.50 -10.65      
Mar05 040806 519.50 519.50 519.50 519.50 -10.65      
Total Volume and Open Interest 2,003 30,056 +838
Value Line(KCBT)
Sep04 040806 1469.00 1469.00 1459.50 1459.50 -32.50 0 55 +0
Total Volume and Open Interest 0 55 +0
Nikkei 225(CME)
Sep04 040806 10870 10900 10720 10740 -190 3,668 31,964 -231
Dec04 040806 10780 10840 10740 10740 -190 5 35 +2
Total Volume and Open Interest 3,673 31,999 -229
Nikkei 225(SIMEX)
Sep04 040806 10920 11015 10885 11010 -65 17,852 144,018 -2,480
Dec04 040806 10975 10975 10975 10975 -65      
Mar05 040806 10970 10970 10970 10970 -65 0 1 +0
Total Volume and Open Interest 17,852 144,020 -2,480
CAC 40(MATIF)
Aug04 040806 3594.5 3599.5 3517.5 3534.5 -95.0 49,786 305,806 +7,996
Sep04 040806 3595.5 3606.0 3531.5 3541.0 -95.5 1,020 148,575 +568
Oct04 040806 3543.5 3543.5 3543.5 3543.5 -95.5      
Total Volume and Open Interest 58,360 466,799 +8,564
DAX Index(EUREX)
Sep04 040806 3780.0 3796.0 3720.0 3724.0 -95.0 86,154 154,531 +497
Dec04 040806 3808.0 3814.5 3744.0 3744.0 -96.0 231 5,347 -127
Mar05 040806 3822.5 3829.0 3764.5 3764.5 -97.5 105 6,551 -78
Total Volume and Open Interest 86,490 166,429 +292
FT-SE 100(LIFFE)
Sep04 040806 4372.50 4394.50 4329.50 4337.00 -71.00 42,117 453,433 -207
Dec04 040806 4399.50 4416.00 4365.00 4368.50 -72.00 397 32,203 +390
Mar05 040806 4372.00 4372.00 4372.00 4372.00 -74.50 0 5,684 +0
Total Volume and Open Interest 42,514 496,820 +183
SPI 200(SFE)
Sep04 040806 3512.0 3520.0 3506.0 3514.0 -24.0 13,399 155,074 +1,178
Dec04 040806 3525.0 3531.0 3525.0 3526.0 -23.0 62 5,578 -271
Mar05 040806 3537.0 3537.0 3537.0 3537.0 -23.0 60 2,183 +60
Total Volume and Open Interest 13,659 166,012 +1,103
GSCI(CME)
Aug04 040806 306.50 306.50 304.25 304.40 -3.00 472 16,928 +29
Sep04 040806 306.00 306.85 304.60 304.90 -2.50 15 346 +8
Oct04 040806 305.00 305.00 305.00 305.00 -2.40      
Total Volume and Open Interest 487 17,274 +37
Reuters CRB Index(NYBOT)
Nov04 040806 270.50 271.25 270.50 271.25 -0.50 13 130 +3
Jan05 040806 271.75 271.75 271.75 271.75 -0.50 25 102 +25
Feb05 040806 270.75 270.75 270.75 270.75 -0.50 0 1 +0
Total Volume and Open Interest 82 441 +12
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

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