MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Wed September 01, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep04 040901 633.00 648.50 624.00 636.50 +9.25 3,527 3,725 -1,574
Nov04 040901 637.00 652.00 623.00 637.25 +10.00 37,676 128,184 -992
Jan05 040901 644.00 656.00 631.00 644.25 +11.25 1,847 14,790 +256
Mar05 040901 650.00 662.00 636.00 649.75 +11.25 1,564 10,478 +709
May05 040901 656.00 658.00 636.00 648.00 +8.25 1,523 9,223 +499
Jul05 040901 655.00 659.00 642.00 651.00 +7.00 597 4,758 -111
Aug05 040901 650.00 650.00 640.00 647.00 +7.00 14 158 +0
Total Volume and Open Interest 47,216 174,195 -1,028
Soybean Meal(CBOT)
Sep04 040901 180.80 190.50 177.00 181.10 +0.30 5,111 6,240 -1,200
Oct04 040901 181.50 189.00 176.20 179.90 -0.10 4,877 20,143 -154
Dec04 040901 183.00 190.00 178.00 181.90 +0.70 13,548 53,286 +2,386
Jan05 040901 188.00 191.00 180.50 183.50 +0.70 2,028 11,158 +151
Mar05 040901 189.00 192.50 183.50 186.70 +0.80 1,698 8,998 +235
May05 040901 191.50 194.00 185.00 190.00 +2.70 1,116 11,247 +419
Jul05 040901 197.50 197.50 189.50 193.00 +2.00 899 9,613 +142
Aug05 040901 196.00 196.00 190.50 192.20 +2.50 32 3,520 +15
Total Volume and Open Interest 29,383 129,057 +2,065
Soybean Oil(CBOT)
Sep04 040901 26.20 26.82 26.10 26.70 +0.60 2,323 7,171 -810
Oct04 040901 25.75 26.25 25.75 26.23 +0.75 4,830 21,370 +334
Dec04 040901 25.60 26.10 25.40 25.97 +0.77 13,746 61,547 +373
Jan05 040901 25.65 25.85 25.25 25.75 +0.72 612 12,059 -4
Mar05 040901 25.50 25.60 25.20 25.60 +0.73 1,143 11,899 +338
May05 040901 25.40 25.40 25.00 25.32 +0.57 1,032 7,177 +113
Jul05 040901 25.20 25.20 24.85 25.15 +0.60 619 7,342 +78
Aug05 040901 24.90 24.90 24.65 24.85 +0.60 306 2,488 -36
Total Volume and Open Interest 24,622 135,601 +386
Canola(WCE)
Sep04 040901 385.1 385.1 385.1 385.1 +14.1 140 363 +0
Nov04 040901 374.0 384.5 373.5 378.9 +4.7 6,519 40,655 +1,489
Jan05 040901 378.5 387.0 378.0 383.0 +4.1 1,366 3,769 +436
Mar05 040901 385.0 387.3 385.0 387.0 +4.2 331 3,583 +45
May05 040901 387.7 387.7 387.7 387.7 +0.7 0 316 +0
Total Volume and Open Interest 8,496 50,224 +2,095
Corn(CBOT)
Sep04 040901 230.50 234.00 228.50 233.50 +5.75 15,382 16,153 -6,011
Dec04 040901 241.50 245.00 237.75 242.75 +5.00 50,180 355,153 +936
Mar05 040901 249.00 251.50 245.75 251.00 +5.75 7,551 77,577 +314
May05 040901 254.50 256.75 251.75 256.50 +4.75 1,761 27,178 +760
Jul05 040901 260.50 262.00 256.00 260.75 +4.25 1,674 29,110 +305
Sep05 040901 264.50 265.00 258.00 261.50 +2.00 194 6,785 +161
Total Volume and Open Interest 77,226 529,003 -3,224
Wheat(CBOT)
Sep04 040901 310.50 318.50 310.00 317.50 +7.75 5,865 8,348 -1,272
Dec04 040901 325.00 331.00 323.00 330.25 +7.50 22,783 128,441 +2,321
Mar05 040901 336.50 342.00 333.50 341.25 +8.25 4,301 19,601 +57
May05 040901 342.00 344.50 338.00 344.50 +7.25 239 2,849 +61
Jul05 040901 342.00 347.50 341.00 346.50 +7.00 637 5,075 +312
Total Volume and Open Interest 33,826 164,488 +1,479
Wheat(KCBT)
Sep04 040901 329.00 339.50 328.00 337.00 +7.25 3,121 935 -1,441
Dec04 040901 342.50 351.00 342.25 348.75 +6.25 8,024 54,164 +777
Mar05 040901 350.50 359.00 350.50 357.50 +7.00 579 9,680 +91
May05 040901 358.50 364.00 357.50 363.50 +8.50 225 2,359 +53
Jul05 040901 360.00 364.00 360.00 363.00 +5.50 122 2,300 +49
Total Volume and Open Interest 12,071 69,482 -471
Wheat(MGE)
Sep04 040901 348.00 358.00 348.00 355.50 +7.25 1,910 877 -516
Dec04 040901 362.50 372.00 362.50 369.50 +7.00 5,067 22,586 +98
Mar05 040901 372.50 379.00 372.50 378.00 +5.50 263 5,199 +33
May05 040901 382.00 385.00 379.50 383.50 +5.50 14 1,758 +0
Jul05 040901 382.00 386.50 382.00 386.50 +5.50 1 516 +0
Total Volume and Open Interest 7,262 31,005 -380
Oats(CBOT)
Sep04 040901 143.00 147.50 143.00 146.50 +2.75 324 117 -139
Dec04 040901 151.25 155.50 151.25 153.25 +1.25 1,211 6,125 -282
Mar05 040901 161.00 161.00 159.50 160.00 +1.00 44 1,122 +17
May05 040901 163.50 163.50 163.50 163.50 +1.00 0 83 +0
Total Volume and Open Interest 1,579 7,467 -404
Rough Rice(CBOT)
Sep04 040901 7.75 7.82 7.75 7.82 -0.11 49 203 -23
Nov04 040901 7.83 7.97 7.80 7.80 -0.14 297 2,590 -11
Jan05 040901 8.05 8.05 7.96 7.96 -0.16 1 626 -1
Mar05 040901 8.25 8.31 8.15 8.15 -0.16 30 385 +0
Total Volume and Open Interest 347 3,820 -35
Live Cattle(CME)
Oct04 040901 83.800 83.900 82.450 83.075 -1.575 8,801 59,887 -337
Dec04 040901 86.700 86.900 85.400 86.400 -1.050 3,220 22,282 +1,062
Feb05 040901 87.500 87.550 86.300 87.075 -1.075 705 12,712 +143
Apr05 040901 86.100 86.100 85.000 85.450 -1.150 294 4,903 +23
Jun05 040901 82.125 82.125 81.300 81.875 -0.775 219 3,055 +153
Aug05 040901 82.225 82.225 81.550 81.975 -0.675 27 1,264 +27
Total Volume and Open Interest 14,176 104,103 +211
Feeder Cattle(CME)
Sep04 040901 111.500 111.600 109.800 110.150 -2.250 1,118 3,299 -272
Oct04 040901 108.800 108.800 106.800 107.000 -2.425 1,548 7,971 -250
Nov04 040901 107.500 107.750 105.900 106.325 -2.100 510 2,801 +70
Jan05 040901 103.900 103.900 102.000 102.650 -1.800 228 1,703 +74
Mar05 040901 99.200 99.950 98.500 99.650 -0.300 65 484 +3
Apr05 040901 98.600 98.600 98.050 98.200 -0.850 7 150 +6
May05 040901 98.000 98.100 98.000 98.100 -0.500 7 103 +6
Total Volume and Open Interest 3,483 16,511 -363
Lean Hogs(CME)
Oct04 040901 65.850 67.400 65.450 66.800 +0.825 6,897 43,684 +52
Dec04 040901 63.725 64.400 62.850 64.375 +0.650 4,205 25,106 +1,280
Feb05 040901 62.400 63.500 62.100 63.400 +0.900 1,242 7,294 +380
Apr05 040901 61.650 62.350 61.350 62.200 +0.700 260 2,743 +56
May05 040901 62.050 62.500 62.000 62.000 +0.300 3 502 +3
Jun05 040901 65.350 65.950 65.250 65.850 +0.400 46 1,106 +21
Jul05 040901 62.100 62.325 62.100 62.325 +0.175 6 282 +5
Aug05 040901 58.575 58.600 58.500 58.600 +0.025 13 30 +3
Total Volume and Open Interest 12,674 80,757 +1,801
Pork Bellies(CME)
Feb05 040901 92.425 95.300 92.200 95.150 +2.725 234 1,256 -13
Mar05 040901 93.600 95.050 93.600 95.050 +2.100 5 10 -3
May05 040901 93.550 93.550 93.550 93.550 unch 0 2 +0
Jul05 040901 94.250 94.250 94.250 94.250 unch 0 1 +0
Total Volume and Open Interest 239 1,269 -16
Class III Milk(CME)
Sep04 040901 14.34 14.49 14.30 14.45 +0.11 756 4,833 -66
Oct04 040901 13.00 13.55 13.00 13.49 +0.57 319 4,015 +150
Nov04 040901 12.30 12.70 12.30 12.60 +0.35 270 2,907 +10
Dec04 040901 12.14 12.20 12.10 12.20 +0.15 118 2,205 +57
Jan05 040901 11.90 11.90 11.90 11.90 +0.01 6 860 +5
Total Volume and Open Interest 1,534 19,261 -4,888
Cocoa(NYBOT)
Sep04 040901 1640 1640 1590 1591 -91 26 385 -12
Dec04 040901 1625 1639 1587 1595 -91 5,474 54,246 +328
Mar05 040901 1660 1670 1613 1619 -89 361 15,411 +71
May05 040901 1658 1660 1632 1632 -88 202 10,860 -44
Jul05 040901 1642 1642 1642 1642 -88 56 11,701 +44
Sep05 040901 1655 1655 1655 1655 -89 61 5,407 +11
Dec05 040901 1671 1671 1671 1671 -89 2 6,861 +0
Total Volume and Open Interest 6,230 109,161 +448
Coffee "C"(NYBOT)
Sep04 040901 70.00 70.70 69.80 70.45 +1.15 57 237 -17
Dec04 040901 72.40 74.65 72.35 73.95 +1.35 5,691 65,445 +130
Mar05 040901 75.75 77.45 75.40 77.00 +1.30 388 10,342 +42
May05 040901 79.00 79.00 78.80 78.80 +1.30 99 2,599 +35
Jul05 040901 80.45 80.45 80.45 80.45 +1.30 50 1,636 +6
Sep05 040901 81.90 81.90 81.90 81.90 +1.35 11 552 +0
Total Volume and Open Interest 6,285 81,082 +196
Orange Juice(NYBOT)
Sep04 040901 74.75 77.30 74.75 77.30 +3.80 1,003 1,066 -689
Nov04 040901 77.00 79.20 76.15 78.80 +4.30 2,268 20,002 +581
Jan05 040901 79.50 81.50 79.00 81.00 +4.00 487 5,779 +401
Mar05 040901 81.00 83.70 81.00 83.25 +3.95 60 7,165 +20
May05 040901 84.00 85.50 84.00 85.50 +3.00 59 3,597 +41
Total Volume and Open Interest 3,927 37,908 +404
Sugar #11(NYBOT)
Oct04 040901 8.15 8.20 8.08 8.17 +0.18 39,429 160,228 +2,134
Mar05 040901 8.69 8.77 8.67 8.76 +0.19 19,589 74,163 +3,996
May05 040901 8.62 8.68 8.62 8.68 +0.18 1,393 24,852 -249
Jul05 040901 8.38 8.44 8.37 8.43 +0.17 793 14,943 -79
Oct05 040901 8.20 8.24 8.17 8.22 +0.17 444 16,819 +77
Total Volume and Open Interest 61,736 298,811 +5,958
London Cocoa(LCE)
Sep04 040901 952 952 902 911 -48 1,127 11,530 +11,530
Dec04 040901 980 980 930 938 -50 6,318 84,382 +84,382
Mar05 040901 1009 1009 954 962 -50 853 30,909 +30,909
May05 040901 1006 1006 973 977 -50 600 16,828 +16,828
Jul05 040901 1022 1022 989 993 -50 1,180 12,702 +12,702
Sep05 040901 1039 1039 1008 1010 -50 992 19,151 +19,151
Dec05 040901 1042 1045 1017 1018 -49 97 8,747 +8,747
Total Volume and Open Interest 11,249 187,082 +187,082
London Coffee(LCE)
Sep04 040901 640.00 652.00 633.00 650.00 +8.00 10,228 8,096 +8,096
Nov04 040901 674.00 681.00 659.00 677.00 +6.00 10,884 81,028 +81,028
Jan05 040901 686.00 695.00 675.00 692.00 +6.00 1,289 32,069 +32,069
Mar05 040901 693.00 708.00 690.00 707.00 +6.00 483 18,431 +18,431
May05 040901 715.00 722.00 713.00 722.00 +6.00 212 13,591 +13,591
Jul05 040901 737.00 737.00 737.00 737.00 +6.00 3 3,784 +3,784
Total Volume and Open Interest 23,234 158,760 +158,760
London Sugar(LCE)
Oct04 040901 246.50 248.70 246.50 247.00 +1.00 5,239 17,008 +17,008
Dec04 040901 252.00 256.20 252.00 254.50 +2.00 1,051 7,951 +7,951
Mar05 040901 260.00 261.70 260.00 260.00 +0.50 504 12,418 +12,418
May05 040901 262.50 264.40 262.50 263.00 +1.00 357 7,312 +7,312
Aug05 040901 257.00 258.00 256.50 256.50 +1.00 223 4,355 +4,355
Total Volume and Open Interest 7,374 53,864 +53,864
Cotton(NYBOT)
Oct04 040901 54.75 55.20 53.05 53.40 -0.40 570 2,668 -127
Dec04 040901 56.00 56.00 53.40 53.91 -0.45 15,043 42,815 -911
Mar05 040901 56.50 56.50 54.80 54.99 -0.51 2,311 13,812 +210
May05 040901 56.60 57.20 55.80 56.01 -0.42 443 3,506 -5
Jul05 040901 57.10 57.80 56.75 56.75 -0.55 129 4,555 -4
Oct05 040901 57.75 57.75 57.75 57.75 -0.50 0 32 +0
Total Volume and Open Interest 18,578 69,292 -843
Lumber(CME)
Sep04 040901 439.0 446.4 438.0 446.3 +5.8 641 2,230 -637
Nov04 040901 395.0 403.9 393.8 403.2 +5.8 658 2,606 +124
Jan05 040901 370.0 374.1 368.0 373.5 +2.5 146 677 +39
Mar05 040901 364.9 366.1 362.3 365.2 +1.7 17 139 +7
Total Volume and Open Interest 1,464 5,665 -465
Crude Oil(NYM)
Oct04 040901 42.45 44.40 42.35 44.00 +1.88 87,970 202,070 -2,256
Nov04 040901 42.35 44.30 42.30 43.96 +1.92 43,137 85,964 +5,114
Dec04 040901 42.10 44.00 42.00 43.65 +1.90 28,639 82,637 +1,030
Jan05 040901 41.65 43.50 41.65 43.23 +1.86 10,665 34,468 +1,094
Feb05 040901 41.50 43.05 41.50 42.83 +1.80 3,842 20,119 -126
Mar05 040901 41.05 42.70 41.05 42.43 +1.74 7,439 20,027 +133
Apr05 040901 40.70 42.04 40.70 42.04 +1.69 1,565 13,904 -436
May05 040901 41.40 41.65 41.40 41.65 +1.64 286 14,059 +66
Jun05 040901 40.25 41.26 40.25 41.26 +1.59 4,407 25,436 -97
Jul05 040901 40.42 40.86 40.42 40.86 +1.54 2,238 9,559 +2,112
Aug05 040901 40.51 40.51 40.51 40.51 +1.49 127 6,610 +72
Sep05 040901 39.90 40.22 39.90 40.22 +1.44 175 10,073 +7
Oct05 040901 39.94 39.94 39.94 39.94 +1.39 260 4,526 +0
Nov05 040901 39.66 39.66 39.66 39.66 +1.34 425 5,465 -138
Dec05 040901 38.30 39.40 38.30 39.40 +1.29 8,131 41,985 -423
Jan06 040901 39.08 39.08 39.08 39.08 +1.26 25 5,761 +25
Total Volume and Open Interest 204,765 688,882 +6,856
Heating Oil(NYM)
Oct04 040901 113.50 119.00 113.30 118.25 +5.95 27,250 63,320 -2,394
Nov04 040901 114.60 119.90 114.60 119.25 +5.80 4,913 24,544 +73
Dec04 040901 115.60 120.80 115.30 120.05 +5.65 7,057 30,506 -220
Jan05 040901 116.10 121.40 116.05 120.45 +5.50 2,482 15,539 +732
Feb05 040901 115.60 120.50 115.60 119.70 +5.30 1,633 14,891 -33
Mar05 040901 113.30 118.20 113.30 116.85 +4.95 1,195 13,681 +26
Apr05 040901 109.50 114.60 109.50 112.85 +4.75 516 3,102 +258
May05 040901 106.10 109.40 106.10 109.05 +4.65 241 2,573 +136
Jun05 040901 104.00 107.50 104.00 106.65 +4.60 523 5,108 +92
Jul05 040901 104.25 105.90 104.25 105.90 +4.55 702 5,930 +121
Aug05 040901 104.50 106.00 104.50 106.00 +4.45 1 822 +0
Sep05 040901 105.10 106.55 105.10 106.55 +4.35 40 1,489 +0
Total Volume and Open Interest 58,188 194,578 -5,721
Unleaded Gas(NYM)
Oct04 040901 114.50 120.00 114.20 118.90 +5.05 29,179 56,965 +2,429
Nov04 040901 113.80 119.40 113.70 118.56 +5.02 6,363 20,745 +839
Dec04 040901 113.00 118.40 113.00 117.46 +4.87 3,778 18,077 +764
Jan05 040901 115.70 117.90 115.70 117.46 +4.67 2,159 8,244 +11
Feb05 040901 118.01 118.01 118.01 118.01 +4.57 190 7,224 +99
Mar05 040901 118.66 118.66 118.66 118.66 +4.47 163 2,829 +9
Apr05 040901 123.70 125.21 123.70 125.21 +4.32 1,158 8,702 +42
May05 040901 124.96 124.96 124.96 124.96 +4.27 50 8,569 +15
Jun05 040901 124.06 124.06 124.06 124.06 +4.22 75 2,968 -75
Jul05 040901 122.16 122.16 122.16 122.16 +4.17 450 2,008 +315
Aug05 040901 119.51 119.51 119.51 119.51 +4.12 0 1,060 +0
Sep05 040901 116.56 116.56 116.56 116.56        
Natural Gas(NYM)
Oct04 040901 5.160 5.180 4.955 4.965 -0.109 31,308 70,447 +1,855
Nov04 040901 5.740 5.780 5.550 5.566 -0.151 13,808 31,687 +1,705
Dec04 040901 6.320 6.380 6.180 6.201 -0.101 8,232 29,388 -159
Jan05 040901 6.650 6.710 6.570 6.581 -0.056 8,824 30,722 +301
Feb05 040901 6.700 6.750 6.600 6.631 -0.056 4,809 20,141 +593
Mar05 040901 6.600 6.630 6.510 6.536 -0.036 2,863 21,276 +190
Apr05 040901 6.025 6.050 6.000 6.006 +0.004 1,605 13,931 +88
May05 040901 5.910 5.940 5.870 5.896 +0.006 938 11,463 +20
Jun05 040901 5.940 5.960 5.917 5.917 +0.007 195 9,923 +26
Jul05 040901 5.990 6.010 5.952 5.952 +0.010 226 12,439 +45
Aug05 040901 5.990 6.020 5.977 5.977 +0.018 310 9,132 -43
Sep05 040901 5.990 6.000 5.969 5.969 +0.018 186 9,428 +58
Oct05 040901 5.995 6.030 5.990 6.001 +0.024 1,069 11,632 -53
Nov05 040901 6.240 6.255 6.220 6.236 +0.029 138 7,730 +54
Dec05 040901 6.460 6.480 6.430 6.451 +0.029 354 8,338 -196
Jan06 040901 6.600 6.600 6.570 6.596 +0.024 561 8,685 +118
Total Volume and Open Interest 77,303 375,995 +5,479
Brent Crude Oil(IPE)
Oct04 040901 39.95 41.85 39.93 41.47 +1.86 47,941 77,235 +77,235
Nov04 040901 39.98 41.77 39.95 41.40 +1.70 27,403 67,052 +67,052
Dec04 040901 39.75 41.48 39.73 41.12 +1.64 16,914 45,308 +45,308
Jan05 040901 39.44 40.73 39.40 40.73 +1.58 4,507 16,856 +16,856
Feb05 040901 39.10 40.70 39.09 40.34 +1.53 1,995 9,315 +9,315
Mar05 040901 38.90 39.94 38.75 39.94 +1.47 4,151 17,401 +17,401
Apr05 040901 38.40 39.54 38.40 39.54 +1.41 1,134 11,860 +11,860
May05 040901 39.14 39.14 39.14 39.14 +1.35 0 2,100 +2,100
Jun05 040901 37.63 38.90 37.58 38.74 +1.29 933 22,196 +22,196
Jul05 040901 38.39 38.39 38.39 38.39 +1.25 0 2,176 +2,176
Aug05 040901 38.06 38.06 38.06 38.06 +1.21 0 1,907 +1,907
Sep05 040901 37.73 37.73 37.73 37.73 +1.17 0 3,222 +3,222
Total Volume and Open Interest 109,288 350,958 +350,958
Gas Oil(IPE)
Sep04 040901 354.00 370.50 354.00 370.25 +17.75 14,422 31,480 +31,480
Oct04 040901 353.00 368.50 353.00 368.25 +16.75 14,174 45,243 +45,243
Nov04 040901 353.50 365.50 352.75 365.50 +16.00 3,877 16,523 +16,523
Dec04 040901 348.75 361.00 348.75 361.00 +15.25 3,185 28,206 +28,206
Jan05 040901 345.00 356.75 345.00 356.75 +15.00 686 9,721 +9,721
Feb05 040901 342.50 352.00 342.50 352.00 +14.50 0 3,403 +3,403
Mar05 040901 346.25 346.25 346.25 346.25 +14.00 25 4,081 +4,081
Apr05 040901 340.25 340.25 340.25 340.25 +13.00 100 1,740 +1,740
May05 040901 335.75 335.75 335.75 335.75 +12.75 200 1,350 +1,350
Jun05 040901 322.75 333.00 322.75 333.00 +12.50 450 8,089 +8,089
Total Volume and Open Interest 37,219 168,026 +168,026
US Dollar Index(NYBOT)
Sep04 040901 88.97 89.18 88.72 88.92 -0.04 2,552 12,103 +407
Dec04 040901 89.25 89.47 89.02 89.20 -0.02 263 2,456 +34
Mar05 040901 89.45 89.45 89.45 89.45 -0.02 0 12 +0
Total Volume and Open Interest 2,815 14,591 +441
Australian Dollar(CME)
Sep04 040901 70.18 70.44 70.04 70.28 +0.01 3,820 31,070 -1,524
Dec04 040901 69.58 69.78 69.40 69.65 +0.01 603 1,487 +506
Mar05 040901 69.09 69.09 69.09 69.09 +0.01 0 37 +0
Total Volume and Open Interest 4,425 32,662 -1,016
British Pound(CME)
Sep04 040901 179.27 179.40 178.73 179.07 -0.76 6,557 72,280 +230
Dec04 040901 177.90 178.10 177.52 177.71 -0.75 606 2,538 +1,383
Mar05 040901 177.00 177.00 176.41 176.41 -0.75 0 6 +0
Total Volume and Open Interest 7,163 74,825 +1,613
Canadian Dollar(CME)
Sep04 040901 76.24 76.59 76.08 76.56 +0.37 9,900 77,139 -2,953
Dec04 040901 76.12 76.48 76.00 76.46 +0.36 1,643 7,467 +1,043
Mar05 040901 76.25 76.38 76.25 76.38 +0.35 102 941 +80
Jun05 040901 76.30 76.30 76.30 76.30 +0.34 29 566 +3
Total Volume and Open Interest 11,677 86,184 -1,825
Japanese Yen(CME)
Sep04 040901 91.46 91.61 91.17 91.44 -0.12 12,566 96,714 +2,939
Dec04 040901 91.91 92.02 91.70 91.87 -0.12 2,673 12,471 +1,343
Mar05 040901 92.38 92.38 92.38 92.38 -0.12 0 10 +0
Total Volume and Open Interest 15,239 109,198 +4,282
Swiss Franc(CME)
Sep04 040901 79.15 79.68 79.00 79.40 +0.49 8,753 40,366 -1,623
Dec04 040901 79.39 79.93 79.27 79.63 +0.48 610 1,224 +217
Mar05 040901 79.88 79.89 79.88 79.89 +0.48 2 8 +2
Total Volume and Open Interest 9,365 41,657 -1,404
EuroFX(CME)
Sep04 040901 121.68 122.19 121.44 121.86 +0.17 17,912 165,754 +2,231
Dec04 040901 121.61 122.12 121.38 121.78 +0.17 828 5,036 +1,700
Mar05 040901 121.76 121.76 121.76 121.76 +0.16 107 406 -10
Total Volume and Open Interest 18,872 171,325 +3,935
Mexican Peso(CME)
Sep04 040901 8768.0 8773.0 8713.0 8735.0 -33.0 11,196 68,658 -4,647
Dec04 040901 8635.0 8640.0 8590.0 8605.0 -33.0 6,022 7,285 +4,775
Total Volume and Open Interest 17,218 76,517 +128
30-Year T-Bonds(CBOT)
Sep04 040901 112~20 113~03 112~05 112~20 +0~03 90,224 251,613 -49,868
Dec04 040901 111~14 111~28 110~31 111~13 +0~03 353,918 384,454 +58,688
Mar05 040901 109~25 110~14 109~25 110~09 +0~04 38 255 +19
Total Volume and Open Interest 444,180 636,409 +8,839
Municipal Bonds(CBOT)
Sep04 040901 103~29 103~29 103~20 103~20 -0~03 390 2,413 -22
Dec04 040901 102~31 102~31 102~19 102~19 -0~04 201 557 +120
Total Volume and Open Interest 591 2,970 +98
10-Year T-Notes(CBOT)
Sep04 040901 113~185 113~280 113~100 113~195 +0~045 426,273 477,042 -127,326
Dec04 040901 112~140 112~225 112~040 112~140 +0~040 1,095,105 991,980 +179,211
Total Volume and Open Interest 1,521,389 1,470,340 +51,890
5-Year T-Notes(CBOT)
Sep04 040901 111~225 111~240 111~130 111~190 +0~025 169,262 503,558 +503,558
Dec04 040901 110~285 110~295 110~170 110~240 +0~025 498,370 713,993 +713,993
Mar05 040901 109~240 109~240 109~240 109~240 +0~025 2 0 +0
Total Volume and Open Interest 667,632 1,217,551 +1,217,551
2 Year T-Notes(CBOT)
Sep04 040901 106~048 106~050 106~035 106~045 +0~005 26,609 99,753 -26,368
Dec04 040901 105~118 105~120 105~102 105~114 +0~007 32,391 131,087 +24,471
Total Volume and Open Interest 59,000 230,840 -1,897
Eurodollars(CME)
Sep04 040901 98.150 98.152 98.130 98.147 +0.015 40,175 836,879 -397
Dec04 040901 97.850 97.860 97.805 97.845 +0.020 67,919 910,662 -6,078
Mar05 040901 97.615 97.625 97.555 97.605 +0.025 69,983 858,883 +8,725
Jun05 040901 97.380 97.395 97.305 97.365 +0.025 52,633 850,341 +13,027
Sep05 040901 97.130 97.150 97.050 97.110 +0.025 46,559 646,624 +28,847
Dec05 040901 96.865 96.870 96.780 96.835 +0.025 42,256 454,376 +11,421
Mar06 040901 96.640 96.650 96.555 96.610 +0.030 36,898 376,283 +5,387
Jun06 040901 96.440 96.450 96.360 96.410 +0.030 20,561 236,341 +2,550
Sep06 040901 96.260 96.270 96.200 96.240 +0.030 9,698 218,491 +2,183
Dec06 040901 96.105 96.110 96.025 96.070 +0.025 14,350 165,623 +1,587
Mar07 040901 95.955 95.965 95.880 95.920 +0.020 12,265 151,115 +3,209
Jun07 040901 95.805 95.815 95.725 95.775 +0.020 10,293 121,180 +2,564
Total Volume and Open Interest 460,841 6,384,664 +82,934
3-Mth Euro-Yen(CME)
Sep04 040901 99.92 99.92 99.92 99.92 unch 0 6,218 +0
Dec04 040901 99.91 99.91 99.91 99.91 +0.01 0 7,034 +20
Mar05 040901 99.88 99.88 99.88 99.88 unch 183 7,241 +84
Jun05 040901 99.82 99.82 99.82 99.82 -0.01 400 10,458 +250
Sep05 040901 99.76 99.76 99.75 99.75 unch 4,120 10,472 +3,908
Dec05 040901 99.67 99.67 99.66 99.66 +0.01 100 4,408 -350
Mar06 040901 99.53 99.53 99.53 99.53 unch 0 6,254 +3,030
Jun06 040901 99.41 99.41 99.41 99.41 unch 3 2,280 +12
Sep06 040901 99.32 99.32 99.32 99.32 +0.03 0 1,704 +0
Dec06 040901 99.20 99.20 99.20 99.20 +0.02 0 657 +0
Total Volume and Open Interest 4,809 57,668 +6,957
3-Mth Euro-Yen(SIMEX)
Sep04 040901 99.92 99.92 99.92 99.92 unch 1,923 46,008 +1,144
Dec04 040901 99.91 99.92 99.90 99.92 +0.01 3,157 61,421 -549
Mar05 040901 99.88 99.88 99.88 99.88 unch 2,234 67,348 +724
Jun05 040901 99.83 99.83 99.82 99.82 unch 1,998 64,591 +315
Sep05 040901 99.75 99.76 99.75 99.76 +0.01 5,696 50,033 +2,375
Dec05 040901 99.64 99.67 99.64 99.67 +0.02 4,094 36,129 +2,037
Mar06 040901 99.54 99.56 99.54 99.56 +0.03 4,332 34,967 +3,340
Jun06 040901 99.45 99.45 99.44 99.44 +0.02 435 16,085 -210
Total Volume and Open Interest 23,869 394,325 +9,176
German Euro-Bund(EUREX)
Sep04 040901 116.09 116.23 115.94 116.03 -0.15 849,642 1,018,006 -71,825
Dec04 040901 115.14 115.26 114.99 115.07 -0.16 77,812 129,460 +38,362
Mar05 040901 114.52 114.52 114.36 114.37 -0.15 2,639 10 +3
Total Volume and Open Interest 930,093 1,147,476 -33,460
German Euro-Bobl(EUREX)
Sep04 040901 112.23 112.31 112.13 112.17 -0.10 538,846 655,678 -40,206
Dec04 040901 111.31 111.40 111.25 111.26 -0.11 61,160 111,599 +27,211
Mar05 040901 110.72 110.72 110.72 110.72 -0.26 497 0 +0
Total Volume and Open Interest 600,503 767,277 -12,995
Long Gilt(LIFFE)
Sep04 040901 107~10 107~15 107~04 107~07 -0~02 102,167 56,575 +56,575
Dec04 040901 107~04 107~05 106~26 106~30 -0~03 80,482 177,142 +177,142
Total Volume and Open Interest 182,649 233,717 +233,717
3-Mth Short Sterling(LIFFE)
Sep04 040901 95.05 95.06 95.04 95.06 +0.02 31,644 190,498 +190,498
Dec04 040901 94.94 95.00 94.93 94.96 +0.03 55,758 264,138 +264,138
Mar05 040901 94.89 94.94 94.88 94.91 +0.03 57,771 198,885 +198,885
Total Volume and Open Interest 215,127 1,268,347 +1,268,347
3-Mth Euribor(LIFFE)
Sep04 040901 97.880 97.885 97.875 97.880 unch 64,330 451,397 -19,666
Dec04 040901 97.820 97.825 97.800 97.810 -0.010 65,492 580,851 +589
Mar05 040901 97.715 97.725 97.690 97.700 -0.015 101,279 519,654 +7,560
Total Volume and Open Interest 482,078 2,997,375 +6,672
3-Mth Aus T-Bills(SFE)
Sep04 040901 94.57 94.57 94.56 94.57 +0.01 3,944 78,718 -6,449
Dec04 040901 94.52 94.55 94.52 94.54 +0.04 17,541 189,632 +4,468
Mar05 040901 94.48 94.50 94.46 94.50 +0.04 10,110 74,446 +395
Jun05 040901 94.45 94.47 94.43 94.46 +0.05 2,894 39,425 +952
Sep05 040901 94.41 94.43 94.40 94.43 +0.06 845 23,413 +163
Dec05 040901 94.37 94.38 94.35 94.38 +0.05 468 14,957 +17
Mar06 040901 94.31 94.34 94.31 94.34 +0.07 620 10,530 +25
Jun06 040901 94.30 94.30 94.30 94.30 +0.07 20 7,122 +70
Sep06 040901 94.21 94.25 94.21 94.25 +0.07 58 2,763 +18
Dec06 040901 94.16 94.19 94.16 94.19 +0.06 338 2,185 +243
Total Volume and Open Interest 37,184 446,498 +148
10-Year Aus T-Bonds(SFE)
Sep04 040901 94.65 94.74 94.64 94.73 +0.08 68,010 384,162 +183,527
Dec04 040901 94.70 94.70 94.70 94.70 +0.09 200 650 +599
Total Volume and Open Interest 68,210 384,812 +184,126
3-Year Aus T-Bonds(SFE)
Sep04 040901 94.70 94.74 94.67 94.73 +0.08 45,866 384,162 -3,571
Dec04 040901 94.70 94.70 94.70 94.70 +0.09 200 650 +200
Total Volume and Open Interest 46,066 384,812 -3,371
Gold(CMX)
Oct04 040901 409.5 411.0 407.3 409.3 -1.6 2,452 21,622 -125
Dec04 040901 411.5 412.2 409.1 410.8 -1.6 44,740 190,993 +588
Feb05 040901 412.5 412.5 411.5 412.4 -1.6 445 9,264 +86
Apr05 040901 415.0 415.0 413.9 413.9 -1.6 236 4,725 -105
Jun05 040901 416.5 416.5 415.6 415.6 -1.6 909 12,310 +5
Aug05 040901 417.4 417.4 417.4 417.4 -1.7 0 6,429 +0
Oct05 040901 419.3 419.3 419.3 419.3 -1.7 400 677 +387
Dec05 040901 421.7 421.7 421.2 421.2 -1.8 178 7,122 +64
Feb06 040901 423.4 423.4 423.4 423.4 -1.8 0 843 +0
Apr06 040901 425.5 425.5 425.5 425.5 -1.8 0 485 +0
Jun06 040901 427.7 427.7 427.7 427.7 -1.8 658 8,077 +320
Total Volume and Open Interest 50,219 269,575 +1,394
Silver(CMX)
Sep04 040901 677.0 682.0 670.0 679.3 +2.2 2,588 3,046 -1,533
Dec04 040901 679.0 685.0 674.0 683.0 +1.8 10,627 77,152 +320
Mar05 040901 684.0 686.4 682.0 686.4 +1.8 37 6,839 +29
May05 040901 684.0 688.8 684.0 688.8 +1.8 0 1,472 +0
Jul05 040901 691.4 691.4 691.4 691.4 +1.8 3 1,746 +0
Sep05 040901 698.0 698.0 693.7 693.7 +1.8 2 472 +0
Dec05 040901 694.0 696.7 692.0 696.7 +1.8 131 2,916 -25
Total Volume and Open Interest 13,255 95,230 -1,169
Platinum(NYM)
Oct04 040901 866.5 874.8 866.1 873.9 +5.8 279 6,303 +19
Jan05 040901 862.0 866.0 860.0 865.9 +5.8 8 152 +1
Total Volume and Open Interest 287 6,455 +20
Palladium(NYME)
Sep04 040901 212.50 214.50 212.00 213.10 -1.20 1,002 1,388 -852
Dec04 040901 216.00 217.00 213.50 215.10 -1.40 1,087 8,013 +766
Mar05 040901 217.10 217.10 217.10 217.10 -1.40 4 30 +4
Total Volume and Open Interest 2,093 9,431 -82
Copper(CMX)
Sep04 040901 126.80 127.50 126.70 127.50 -0.60 1,391 6,455 -831
Dec04 040901 126.80 127.80 126.60 127.70 -0.40 8,499 50,628 +2,521
Mar05 040901 122.80 123.70 122.80 123.60 -0.10 959 4,114 +771
May05 040901 120.50 121.00 120.50 120.60 -0.10 2 594 +2
Jul05 040901 117.50 118.30 117.50 117.60 -0.10 158 864 -3
Total Volume and Open Interest 11,830 73,755 +2,919
DJIA Index(CBOT)
Sep04 040901 10165 10210 10105 10171 -2 5,764 38,603 +172
Dec04 040901 10165 10205 10100 10166 -3 133 1,536 +70
Mar05 040901 10168 10168 10168 10168 -3 0 1 +0
Total Volume and Open Interest 5,897 40,141 +242
S & P 500(CME)
Sep04 040901 1103.20 1109.50 1098.50 1106.70 +2.60 71,201 528,472 -8,313
Dec04 040901 1103.00 1108.80 1103.00 1107.00 +2.60 18,985 81,468 +16,047
Mar05 040901 1107.70 1107.70 1107.70 1107.70 +2.60 1,510 2,746 +1,144
Jun05 040901 1109.70 1109.70 1109.70 1109.70 +2.60 0 368 +0
Total Volume and Open Interest 91,696 613,115 +8,878
S & P 500 E-Mini(Globex)
Sep04 040901 1104.25 1109.75 1098.00 1106.75 +2.75 623,724 679,653 +2,327
Dec04 040901 1104.50 1110.00 1098.50 1107.00 +2.50 5,594 67,820 +3,765
Total Volume and Open Interest 629,318 747,473 +6,092
NASDAQ 100(CME)
Sep04 040901 1364.50 1385.50 1360.00 1378.00 +8.00 11,033 75,194 +1,512
Dec04 040901 1372.00 1389.00 1370.50 1383.00 +8.00 59 2,750 +54
Mar05 040901 1388.00 1388.00 1388.00 1388.00 +8.00 0 3 +0
Total Volume and Open Interest 11,092 77,947 +1,566
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040901 1369.5 1386.0 1360.0 1378.0 +8.0 238,090 285,624 +13,597
Dec04 040901 1374.0 1390.5 1365.0 1383.0 +8.0 616 6,856 +388
Total Volume and Open Interest 238,706 292,480 +13,985
S & P Midcap 400(CME)
Sep04 040901 575.50 582.00 575.50 581.75 +4.90 662 13,993 +254
Dec04 040901 582.70 582.70 582.70 582.70 +4.90 9 271 +33
Mar05 040901 582.70 582.70 582.70 582.70 +4.90      
Total Volume and Open Interest 671 14,264 +287
Russell 2000(CME)
Sep04 040901 546.50 555.95 546.50 552.50 +4.40 2,485 35,544 +1,024
Dec04 040901 551.80 551.80 551.80 551.80 +4.05 29 355 +28
Mar05 040901 552.20 552.20 552.20 552.20 +4.05      
Total Volume and Open Interest 2,514 35,899 +1,052
Value Line(KCBT)
Sep04 040901 1540.00 1540.00 1526.00 1535.00 +10.00 1 58 -1
Total Volume and Open Interest 2 59 +0
Nikkei 225(CME)
Sep04 040901 11155 11190 11115 11155 +60 2,953 28,828 -308
Dec04 040901 11150 11160 11135 11135 +60 116 243 +111
Total Volume and Open Interest 3,069 29,072 -197
Nikkei 225(SIMEX)
Sep04 040901 11100 11170 11100 11150 +55 19,922 139,908 +2,012
Dec04 040901 11075 11120 11065 11115 +55 301 1,500 +363
Mar05 040901 11115 11115 11115 11115 +55 0 2 +0
Total Volume and Open Interest 20,223 141,411 +2,375
CAC 40(MATIF)
Sep04 040901 3620.0 3630.5 3606.0 3617.5 +10.0 85,603 348,412 +66,690
Oct04 040901 3621.0 3632.0 3620.5 3620.5 +10.0 0 3 +0
Nov04 040901 3627.5 3627.5 3627.5 3627.5        
DAX Index(EUREX)
Sep04 040901 3825.0 3834.0 3796.0 3816.0 +21.0 96,163 149,340 +1,812
Dec04 040901 3837.0 3853.5 3822.5 3836.5 +22.0 629 6,996 +3
Mar05 040901 3855.5 3872.5 3843.5 3857.5 +22.0 125 7,685 +10
Total Volume and Open Interest 96,917 164,021 +1,825
FT-SE 100(LIFFE)
Sep04 040901 4490.50 4508.00 4480.00 4502.50 +28.50 58,401 458,679 +458,679
Dec04 040901 4518.50 4539.50 4518.50 4534.50 +28.50 6,998 42,948 +42,948
Mar05 040901 4539.50 4539.50 4539.50 4539.50 +29.00 0 8,985 +8,985
Total Volume and Open Interest 65,399 516,872 +516,872
SPI 200(SFE)
Sep04 040901 3560.0 3589.0 3557.0 3589.0 +43.0 12,636 156,643 +2,758
Dec04 040901 3566.0 3598.0 3566.0 3598.0 +44.0 578 8,301 +393
Mar05 040901 3579.0 3605.0 3579.0 3605.0 +42.0 2 2,530 +0
Total Volume and Open Interest 13,272 171,733 +3,144
GSCI(CME)
Sep04 040901 297.90 305.75 296.80 304.50 +8.70 512 18,146 -372
Oct04 040901 301.10 307.50 300.60 307.50 +8.25 290 288 +288
Nov04 040901 309.50 309.50 309.50 309.50 +9.50      
Total Volume and Open Interest 802 18,434 -84
Reuters CRB Index(NYBOT)
Nov04 040901 280.00 282.50 279.00 282.50 +4.50 11 213 +1
Jan05 040901 278.75 282.50 278.75 282.50 +4.50 0 205 +0
Feb05 040901 280.50 280.50 280.50 280.50 +3.50 0 2 +0
Total Volume and Open Interest 11 520 +1
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