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MRCI's End of Day Prices
Daily Futures Price Listing Wed September 22, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov04 040922 545.00 545.00 535.75 538.25 -4.00 26,272 131,971 +1,008
Jan05 040922 552.00 552.50 543.50 546.25 -3.25 3,774 22,065 +549
Mar05 040922 559.50 559.50 551.00 554.00 -3.25 2,627 17,354 +632
May05 040922 565.50 566.00 558.50 561.00 -3.25 1,680 11,802 +256
Jul05 040922 571.00 571.50 564.50 566.50 -4.00 1,464 7,144 +313
Aug05 040922 571.00 571.00 566.50 566.50 -3.50 4 221 +2
Sep05 040922 567.00 567.00 567.00 567.00 -1.00 4 62 +3
Total Volume and Open Interest 36,452 194,709 +2,821
Soybean Meal(CBOT)
Oct04 040922 160.10 160.50 158.40 159.40 -0.50 5,978 18,387 -691
Dec04 040922 162.50 162.80 160.30 161.70 -0.60 10,824 55,797 +2,063
Jan05 040922 163.90 164.40 161.80 163.70 -0.20 1,442 13,430 -45
Mar05 040922 167.40 167.70 165.00 166.90 -0.50 2,410 11,114 +289
May05 040922 170.50 171.00 168.30 170.00 -0.50 2,438 12,725 -73
Jul05 040922 173.80 174.50 171.50 174.00 unch 2,066 11,457 +381
Aug05 040922 175.70 175.70 172.70 174.40 +0.30 665 4,069 +135
Sep05 040922 176.70 176.70 173.30 174.10 -0.30 309 2,986 +105
Total Volume and Open Interest 26,945 133,666 +2,341
Soybean Oil(CBOT)
Oct04 040922 22.03 22.05 21.60 21.78 -0.09 4,576 16,439 -1,855
Dec04 040922 21.85 21.92 21.50 21.71 unch 10,182 59,761 +1,132
Jan05 040922 21.78 21.82 21.45 21.63 -0.03 1,081 14,248 +185
Mar05 040922 21.70 21.80 21.40 21.58 +0.01 1,621 14,504 +937
May05 040922 21.60 21.65 21.32 21.48 -0.07 1,099 8,733 -1
Jul05 040922 21.55 21.60 21.31 21.38 -0.12 1,180 8,532 +227
Aug05 040922 21.50 21.50 21.30 21.35 -0.09 222 3,672 +59
Sep05 040922 21.34 21.50 21.20 21.30 -0.04 200 1,778 -15
Total Volume and Open Interest 20,483 131,368 +759
Canola(WCE)
Sep04 040914 355.0 355.0 340.0 341.0 -8.2 0 388 +0
Nov04 040922 318.5 319.5 313.1 313.5 -4.9 4,403 37,262 -1,738
Jan05 040922 324.5 324.5 318.1 318.1 -5.8 1,164 5,927 -18
Mar05 040922 329.0 330.0 323.0 323.0 -6.0 170 4,275 +31
May05 040922 330.0 330.0 327.5 327.5 -6.0 0 321 +0
Total Volume and Open Interest 6,197 50,146 -1,637
Corn(CBOT)
Dec04 040922 212.75 213.25 210.00 210.25 -2.50 36,398 352,793 -2,793
Mar05 040922 222.75 223.25 220.00 220.50 -2.25 11,166 104,523 +3,476
May05 040922 229.50 229.75 227.00 227.00 -2.25 1,610 33,222 +876
Jul05 040922 234.75 235.00 232.75 233.00 -1.75 1,718 37,621 +458
Sep05 040922 240.25 240.25 238.25 238.50 -1.75 252 8,111 +31
Dec05 040922 247.00 247.00 244.50 244.75 -2.25 797 18,290 +524
Total Volume and Open Interest 51,988 556,034 +2,582
Wheat(CBOT)
Dec04 040922 334.50 335.50 325.00 325.75 -9.00 18,047 120,114 -817
Mar05 040922 344.50 345.25 336.00 337.00 -8.25 1,892 19,681 -229
May05 040922 349.00 349.00 340.50 341.50 -7.25 171 3,839 +67
Jul05 040922 350.00 351.00 344.00 345.00 -5.50 1,034 5,941 +204
Sep05 040922 350.50 350.50 350.50 350.50 -4.50 5 142 +1
Total Volume and Open Interest 21,153 149,843 -778
Wheat(KCBT)
Dec04 040922 364.00 364.00 354.00 355.00 -8.25 7,134 52,175 +1,461
Mar05 040922 371.50 371.50 362.25 363.00 -7.50 930 11,333 +59
May05 040922 368.50 368.50 362.00 362.00 -7.00 321 2,864 -99
Jul05 040922 369.00 369.00 362.50 362.50 -4.50 511 3,158 +107
Sep05 040922 374.00 374.00 374.00 374.00 unch 0 49 +0
Total Volume and Open Interest 8,896 69,591 +1,528
Wheat(MGE)
Sep04 040921 370.00 370.00 370.00 370.00 unch      
Dec04 040922 379.50 379.50 372.50 374.00 -5.00 3,754 24,909 +698
Mar05 040922 387.50 387.50 383.50 384.50 -3.50 601 6,676 +140
May05 040922 394.00 394.00 389.50 391.25 -1.75 712 3,036 +275
Jul05 040922 391.00 392.00 389.50 392.00 -1.00 838 2,002 +438
Total Volume and Open Interest 5,924 36,852 +1,568
Oats(CBOT)
Dec04 040922 170.25 170.25 164.50 166.00 -4.50 1,335 4,872 -105
Mar05 040922 173.50 173.75 170.00 170.00 -4.25 82 1,288 +36
May05 040922 175.00 175.00 175.00 175.00 -3.50 1 95 +0
Jul05 040922 177.00 177.00 177.00 177.00 -2.00 0 31 +0
Total Volume and Open Interest 1,418 6,286 -69
Rough Rice(CBOT)
Nov04 040922 7.16 7.16 7.06 7.06 -0.12 348 2,861 +34
Jan05 040922 7.36 7.36 7.29 7.29 -0.11 0 750 +0
Mar05 040922 7.54 7.59 7.51 7.51 -0.11 29 586 -10
May05 040922 7.71 7.71 7.71 7.71 -0.11 0 23 +0
Total Volume and Open Interest 389 4,282 +24
Live Cattle(CME)
Oct04 040922 85.550 86.500 84.500 84.850 -0.800 5,464 25,805 -1,213
Dec04 040922 88.300 89.050 87.250 87.600 -0.775 5,513 54,984 +937
Feb05 040922 89.850 90.175 88.750 89.050 -0.800 1,491 14,726 +343
Apr05 040922 87.400 88.000 86.750 87.150 -0.450 334 5,790 +94
Jun05 040922 83.550 83.950 82.950 83.325 -0.400 109 3,568 +62
Aug05 040922 82.950 83.100 82.500 82.750 -0.275 22 1,981 +9
Total Volume and Open Interest 12,933 107,009 +227
Feeder Cattle(CME)
Sep04 040922 114.700 115.100 114.400 114.700 unch 148 1,729 -58
Oct04 040922 112.300 113.400 111.700 112.450 -0.075 712 6,629 -39
Nov04 040922 111.450 112.400 110.850 111.300 -0.100 478 6,184 +106
Jan05 040922 106.450 107.200 105.850 106.600 +0.175 237 2,424 +51
Mar05 040922 102.300 103.250 102.100 102.400 -0.300 28 728 +13
Apr05 040922 102.000 102.000 101.500 101.500 -0.400 1 202 +1
May05 040922 101.100 101.700 101.100 101.300 +0.100 11 211 +6
Total Volume and Open Interest 1,615 18,107 +80
Lean Hogs(CME)
Oct04 040922 74.350 74.550 73.400 74.150 -0.300 8,902 18,640 -2,049
Dec04 040922 69.300 69.650 68.700 69.425 -0.150 8,201 50,136 +426
Feb05 040922 67.500 67.800 66.950 67.650 -0.400 790 13,175 +337
Apr05 040922 65.400 65.700 65.075 65.575 -0.300 658 4,247 +232
May05 040922 64.750 64.900 64.500 64.900 -0.200 102 837 +39
Jun05 040922 68.825 69.100 68.600 69.050 -0.300 172 2,113 +117
Jul05 040922 64.900 65.150 64.650 65.150 -0.125 36 496 +14
Aug05 040922 61.200 61.350 61.200 61.350 -0.200 24 260 +7
Total Volume and Open Interest 18,890 89,962 -877
Pork Bellies(CME)
Feb05 040922 100.700 101.300 99.900 100.375 -0.850 420 1,448 +49
Mar05 040922 101.250 101.250 101.250 101.250 -0.300 7 14 +2
May05 040922 99.525 99.525 99.525 99.525 +0.025 0 4 +0
Jul05 040922 97.900 98.000 97.900 98.000 +0.500 0 2 +0
Total Volume and Open Interest 427 1,468 +51
Class III Milk(CME)
Sep04 040922 14.67 14.67 14.64 14.65 -0.02 26 5,568 +11
Oct04 040922 13.71 13.83 13.65 13.75 +0.05 72 4,727 -4
Nov04 040922 12.73 12.78 12.60 12.75 +0.05 39 3,073 +7
Dec04 040922 12.20 12.24 12.07 12.24 +0.06 12 2,261 +5
Jan05 040922 12.01 12.01 11.94 12.00 -0.01 30 1,193 +11
Total Volume and Open Interest 296 23,443 +97
Cocoa(NYBOT)
Dec04 040922 1526 1543 1511 1526 +34 3,584 44,296 +461
Mar05 040922 1550 1560 1525 1542 +33 895 16,380 -68
May05 040922 1568 1568 1552 1552 +33 75 10,663 +6
Jul05 040922 1576 1576 1562 1562 +31 10 10,900 -35
Sep05 040922 1574 1574 1574 1574 +30 11 5,767 +5
Dec05 040922 1590 1590 1590 1590 +30 0 7,194 +0
Mar06 040922 1601 1601 1601 1601 +29 0 3,529 +0
Total Volume and Open Interest 4,575 100,321 +369
Coffee "C"(NYBOT)
Dec04 040922 81.75 84.00 81.15 83.55 +1.90 14,703 63,518 -996
Mar05 040922 84.50 86.60 83.90 86.40 +1.95 2,837 11,830 +195
May05 040922 86.20 88.30 85.90 88.25 +1.95 909 3,698 +126
Jul05 040922 87.90 90.00 87.80 89.95 +1.95 188 1,704 +28
Sep05 040922 89.30 91.45 89.00 91.45 +2.00 110 550 +30
Dec05 040922 91.70 93.90 91.40 93.90 +2.00 58 294 +12
Total Volume and Open Interest 18,819 81,731 -619
Orange Juice(NYBOT)
Nov04 040922 77.55 79.00 77.50 78.90 +0.40 753 19,100 -105
Jan05 040922 79.90 80.85 79.90 80.80 +0.15 90 6,431 -38
Mar05 040922 81.75 82.70 81.75 82.65 unch 16 8,151 -4
May05 040922 84.50 86.00 84.50 86.00 +1.35 76 4,092 +10
Jul05 040922 87.50 87.75 87.50 87.75 +1.25 12 498 +10
Total Volume and Open Interest 947 38,424 -127
Sugar #11(NYBOT)
Oct04 040922 7.61 7.76 7.61 7.76 +0.17 18,580 42,203 -7,530
Mar05 040922 8.50 8.56 8.38 8.54 +0.12 29,071 161,113 +4,124
May05 040922 8.50 8.55 8.42 8.55 +0.10 7,060 33,575 +1,191
Jul05 040922 8.30 8.31 8.24 8.31 +0.06 2,712 18,542 +60
Oct05 040922 8.25 8.26 8.20 8.25 +0.06 1,850 21,342 +172
Total Volume and Open Interest 60,333 286,124 -1,756
London Cocoa(LCE)
Sep04 040915 841 850 837 842 +7 666 3,324 -605
Dec04 040922 875 896 873 882 +17 2,537 82,402 +22
Mar05 040922 899 919 898 905 +17 939 33,956 +296
May05 040922 915 933 912 920 +17 277 16,781 -34
Jul05 040922 927 945 927 935 +17 367 13,153 +56
Sep05 040922 946 963 946 951 +16 1,007 22,277 +303
Dec05 040922 966 969 955 960 +16 1 9,660 +0
Total Volume and Open Interest 5,428 181,411 +943
London Coffee(LCE)
Sep04 040922 670.00 671.00 663.00 671.00 +4.00 306 3,484 -65
Nov04 040922 692.00 695.00 683.00 692.00 -1.00 11,725 71,672 -1,280
Jan05 040922 706.00 711.00 698.00 707.00 -1.00 4,411 33,974 +42
Mar05 040922 721.00 726.00 715.00 724.00 unch 1,063 20,537 +77
May05 040922 734.00 740.00 732.00 738.00 -1.00 363 14,296 -70
Jul05 040922 747.00 752.00 744.00 752.00 -1.00 410 4,381 +315
Total Volume and Open Interest 18,328 150,473 -933
London Sugar(LCE)
Oct04 040915 230.50 230.50 220.00 226.80 -3.70 3,846 2,040 -2,500
Dec04 040922 233.50 236.50 233.10 236.10 +3.10 3,817 13,330 +1,213
Mar05 040922 249.60 251.00 248.50 250.60 +1.60 1,856 17,105 +801
May05 040922 256.70 257.50 254.40 257.10 +1.10 139 8,003 -6
Aug05 040922 253.00 253.00 252.30 252.30 +0.20 71 4,469 +50
Total Volume and Open Interest 5,927 48,145 +2,063
Cotton(NYBOT)
Oct04 040922 50.60 51.60 50.50 51.40 +1.20 145 1,797 -114
Dec04 040922 48.50 49.60 48.20 49.09 +0.96 4,630 42,850 +180
Mar05 040922 50.20 51.25 50.00 50.89 +1.05 498 15,421 -96
May05 040922 51.45 52.30 51.30 51.85 +0.96 189 3,594 +53
Jul05 040922 52.40 53.10 52.30 52.80 +0.97 195 4,931 -81
Oct05 040922 54.05 54.05 54.05 54.05 +0.80 0 31 +0
Total Volume and Open Interest 5,658 70,745 -58
Lumber(CME)
Nov04 040922 347.8 353.2 344.8 353.0 +5.2 704 3,156 -143
Jan05 040922 343.3 347.5 339.6 346.9 +3.5 119 836 -1
Mar05 040922 348.0 350.5 345.1 345.1 unch 9 180 +4
May05 040922 343.0 352.9 342.5 345.1 -0.1 6 46 +4
Total Volume and Open Interest 838 4,218 -136
Crude Oil(NYM)
Nov04 040922 46.85 48.65 46.42 48.35 +1.59 107,154 221,829 +11,724
Dec04 040922 46.30 47.80 45.89 47.58 +1.42 39,747 97,024 +3,469
Jan05 040922 45.70 47.00 45.53 46.89 +1.37 8,955 41,010 +918
Feb05 040922 45.05 46.30 45.05 46.25 +1.33 5,119 25,859 +931
Mar05 040922 44.50 45.62 44.42 45.62 +1.29 3,783 24,669 +213
Apr05 040922 44.90 45.10 44.70 45.00 +1.25 1,810 14,110 +514
May05 040922 43.35 44.39 43.35 44.39 +1.21 785 13,895 -3
Jun05 040922 42.70 43.80 42.50 43.79 +1.17 5,635 20,231 -1,402
Jul05 040922 42.13 43.23 42.13 43.23 +1.12 1,001 11,686 +362
Aug05 040922 42.10 42.73 42.10 42.73 +1.07 133 6,955 +48
Sep05 040922 41.30 42.27 41.30 42.27 +1.02 915 10,240 +349
Oct05 040922 40.90 41.84 40.90 41.84 +0.97 342 5,160 +150
Nov05 040922 40.52 41.41 40.52 41.41 +0.92 140 6,052 -140
Dec05 040922 40.15 41.00 40.15 40.99 +0.87 10,682 43,773 -1,036
Jan06 040922 39.90 40.58 39.90 40.58 +0.85 115 5,083 +100
Feb06 040922 40.17 40.17 40.17 40.17 +0.83 0 2,495 +0
Total Volume and Open Interest 250,121 671,660 -689
Heating Oil(NYM)
Oct04 040922 130.50 135.20 129.00 134.44 +4.15 20,882 29,682 -2,452
Nov04 040922 131.30 135.70 129.80 134.81 +3.76 17,875 61,118 +5,182
Dec04 040922 131.20 136.00 130.30 134.96 +3.66 5,478 30,697 +852
Jan05 040922 130.90 135.25 130.70 134.76 +3.51 2,730 16,558 +774
Feb05 040922 129.55 132.91 129.00 132.91 +3.46 1,346 16,012 +205
Mar05 040922 125.40 128.51 124.50 128.51 +3.31 1,036 14,869 +498
Apr05 040922 120.40 123.01 120.40 123.01 +3.06 710 4,263 -354
May05 040922 115.10 117.91 115.10 117.91 +2.81 329 4,128 +252
Jun05 040922 114.51 114.51 114.51 114.51 +2.56 562 5,603 +350
Jul05 040922 112.86 112.86 112.86 112.86 +2.26 539 4,453 -287
Aug05 040922 110.45 112.66 110.45 112.66 +2.21 75 616 +0
Sep05 040922 110.50 113.01 110.50 113.01 +2.21 200 1,914 +100
Total Volume and Open Interest 52,539 200,671 +5,386
Unleaded Gas(NYM)
Oct04 040922 129.25 135.50 127.00 134.30 +5.34 22,449 26,522 -862
Nov04 040922 128.30 133.70 126.00 132.24 +4.76 16,532 53,408 +1,925
Dec04 040922 125.25 129.20 124.30 128.64 +3.86 2,380 20,175 -38
Jan05 040922 124.10 128.50 123.80 127.59 +3.51 940 10,684 -77
Feb05 040922 123.00 128.30 123.00 127.74 +3.36 665 6,736 -105
Mar05 040922 126.50 128.04 126.50 128.04 +3.26 419 3,228 -95
Apr05 040922 131.00 135.00 131.00 134.29 +3.16 141 9,708 -45
May05 040922 133.80 133.80 133.74 133.74 +3.01 310 9,165 +50
Jun05 040922 133.00 133.00 132.19 132.19 +2.76 210 3,372 +200
Jul05 040922 129.79 129.79 129.79 129.79 +2.61 0 1,813 +0
Aug05 040922 126.79 126.79 126.79 126.79 +2.51 0 1,614 +0
Sep05 040922 123.04 123.04 123.04 123.04 +2.01 0 443 +0
Total Volume and Open Interest 44,046 146,868 +953
Natural Gas(NYM)
Oct04 040922 5.530 5.700 5.510 5.629 +0.021 41,844 35,095 -3,058
Nov04 040922 6.140 6.415 6.100 6.242 +0.060 32,291 64,285 -191
Dec04 040922 6.710 7.040 6.670 6.782 +0.060 9,036 34,911 -1,845
Jan05 040922 6.980 7.150 6.950 7.032 +0.040 7,727 31,425 -408
Feb05 040922 7.010 7.100 6.900 6.992 +0.035 1,965 20,393 +44
Mar05 040922 6.820 6.920 6.770 6.842 +0.020 6,089 20,984 -1,028
Apr05 040922 6.160 6.250 6.120 6.162 -0.035 5,438 16,394 -977
May05 040922 6.050 6.080 6.010 6.027 -0.035 1,415 13,098 +366
Jun05 040922 6.090 6.100 6.040 6.057 -0.037 474 10,484 +72
Jul05 040922 6.130 6.130 6.070 6.087 -0.040 184 12,839 -84
Aug05 040922 6.100 6.150 6.100 6.112 -0.040 124 10,150 -6
Sep05 040922 6.140 6.140 6.080 6.092 -0.050 514 10,005 -27
Oct05 040922 6.120 6.130 6.110 6.117 -0.050 1,239 13,673 +430
Nov05 040922 6.350 6.365 6.330 6.347 -0.050 220 7,422 +172
Dec05 040922 6.570 6.600 6.550 6.557 -0.050 504 8,854 -217
Jan06 040922 6.750 6.750 6.670 6.697 -0.050 403 9,426 -46
Total Volume and Open Interest 112,465 395,960 -6,274
Brent Crude Oil(IPE)
Nov04 040922 43.40 45.15 43.20 44.93 +1.54 36,910 68,535 +800
Dec04 040922 42.80 44.42 42.66 44.24 +1.42 20,753 86,504 +3,562
Jan05 040922 42.17 43.77 42.12 43.59 +1.34 3,087 25,297 -336
Feb05 040922 41.69 42.99 41.54 42.99 +1.28 1,294 11,180 +763
Mar05 040922 41.10 42.50 41.10 42.40 +1.22 1,431 13,193 -365
Apr05 040922 40.60 42.10 40.44 41.87 +1.20 2,151 13,365 -430
May05 040922 41.36 41.36 41.36 41.36 +1.14 50 2,970 +50
Jun05 040922 39.71 41.00 39.71 40.89 +1.09 2,550 19,428 -17
Jul05 040922 40.35 40.43 39.38 40.43 +1.05 1,200 2,619 +793
Aug05 040922 39.97 39.97 39.97 39.97 +1.01 0 2,007 +0
Sep05 040922 38.80 39.54 38.57 39.54 +0.97 212 4,234 +112
Oct05 040922 39.14 39.14 39.14 39.14 +0.94      
Total Volume and Open Interest 80,233 328,503 +7,033
Gas Oil(IPE)
Oct04 040922 409.50 423.00 407.00 422.50 +13.00 14,616 52,971 -903
Nov04 040922 402.75 414.50 399.50 414.50 +12.25 8,143 33,447 +552
Dec04 040922 394.00 406.50 392.25 406.50 +12.00 3,615 23,784 -678
Jan05 040922 386.50 398.75 386.50 398.75 +11.75 1,518 11,588 +68
Feb05 040922 379.75 390.50 379.75 390.50 +11.75 315 3,075 -15
Mar05 040922 370.00 381.25 370.00 381.25 +11.50 475 4,428 +250
Apr05 040922 365.75 371.75 365.75 371.75 +11.25 0 1,990 +0
May05 040922 361.00 363.75 361.00 363.75 +10.50 0 1,750 +0
Jun05 040922 347.25 358.50 347.25 358.50 +10.25 0 8,944 -5
Jul05 040922 356.00 356.00 356.00 356.00 +10.25 0 825 +0
Total Volume and Open Interest 29,716 164,186 +49
US Dollar Index(NYBOT)
Dec04 040922 88.30 88.90 88.24 88.68 +0.37 5,026 14,666 +3,957
Mar05 040922 88.95 88.99 88.87 88.87 +0.37 1 2,262 +0
Jun05 040922 89.06 89.06 89.06 89.06 +0.37 0 12 +0
Total Volume and Open Interest 5,027 16,940 +3,957
Australian Dollar(CME)
Dec04 040922 69.86 70.26 69.81 70.07 +0.29 873 22,054 +1,023
Mar05 040922 69.37 69.52 69.37 69.52 +0.29 0 60 +0
Jun05 040922 69.02 69.02 69.02 69.02 +0.29 2 64 +2
Total Volume and Open Interest 883 22,195 +1,033
British Pound(CME)
Dec04 040922 177.92 178.32 177.70 178.09 -0.59 2,748 46,686 -825
Mar05 040922 176.89 176.89 176.89 176.89 -0.59 0 14 +0
Jun05 040922 175.79 175.79 175.79 175.79 -0.59      
Total Volume and Open Interest 2,748 46,702 -825
Canadian Dollar(CME)
Dec04 040922 77.58 77.95 77.54 77.76 +0.23 4,775 86,462 +4,470
Mar05 040922 77.60 77.81 77.58 77.66 +0.23 30 1,442 +11
Jun05 040922 77.55 77.60 77.50 77.57 +0.23 0 851 +0
Sep05 040922 77.48 77.48 77.48 77.48 +0.23 0 270 +0
Total Volume and Open Interest 4,806 89,047 +4,482
Japanese Yen(CME)
Dec04 040922 90.81 90.97 90.65 90.86 -0.65 5,714 81,614 +1,352
Mar05 040922 91.21 91.45 91.21 91.37 -0.65 0 426 +0
Jun05 040922 91.97 91.97 91.97 91.97 -0.65 0 4 +0
Total Volume and Open Interest 5,714 82,044 +1,352
Swiss Franc(CME)
Dec04 040922 79.30 79.60 79.23 79.55 -0.37 14,871 28,810 -3,648
Mar05 040922 79.75 79.81 79.75 79.81 -0.37 1 13 -9
Jun05 040922 80.11 80.11 80.11 80.11 -0.37 0 60 +0
Total Volume and Open Interest 14,872 28,883 -3,657
EuroFX(CME)
Dec04 040922 122.34 122.60 122.20 122.53 -0.59 14,974 90,539 +6,527
Mar05 040922 122.37 122.57 122.24 122.51 -0.59 138 744 -11
Jun05 040922 122.52 122.52 122.52 122.52 -0.59 0 130 +0
Total Volume and Open Interest 15,112 91,424 +6,516
Mexican Peso(CME)
Sep04 040913 8635.0 8640.0 8635.0 8640.0 +45.0 4,059 23,626 -5,632
Dec04 040922 8652.0 8670.0 8645.0 8660.0 +13.0 11,221 42,071 +7,985
Total Volume and Open Interest 11,223 42,797 +7,985
30-Year T-Bonds(CBOT)
Dec04 040922 113~00 114~01 112~24 113~26 +0~25 266,717 562,469 +12,430
Mar05 040922 112~00 112~24 111~27 112~24 +0~26 161 8,746 -54
Jun05 040922 110~00 111~23 110~00 111~23 +0~26 2 89 +2
Total Volume and Open Interest 280,251 582,774 +1,715
Municipal Bonds(CBOT)
Dec04 040922 103~22 103~26 103~13 103~25 +0~06 187 1,532 +132
Total Volume and Open Interest 229 3,403 +100
10-Year T-Notes(CBOT)
Dec04 040922 113~095 113~235 113~030 113~190 +0~095 739,175 1,503,550 +31,041
Mar05 040922 112~240 112~305 112~155 112~295 +0~115 1,121 20,478 +534
Total Volume and Open Interest 756,913 1,558,902 +21,880
5-Year T-Notes(CBOT)
Dec04 040922 111~060 111~100 111~000 111~085 +0~035 384,792 0 +0
Mar05 040922 110~070 110~130 110~070 110~130 +0~040 4,381 17,524 +1,943
Total Volume and Open Interest 394,871 17,524 +1,943
2 Year T-Notes(CBOT)
Dec04 040922 105~105 105~108 105~094 105~105 -0~001 1,701 194,478 +1,625
Total Volume and Open Interest 1,749 218,427 +1,457
Eurodollars(CME)
Dec04 040922 97.770 97.770 97.740 97.755 -0.010 58,814 891,320 -4,197
Mar05 040922 97.565 97.575 97.525 97.555 -0.010 65,275 834,702 +2,810
Jun05 040922 97.375 97.385 97.325 97.370 unch 62,699 893,303 -9,906
Sep05 040922 97.135 97.155 97.080 97.130 +0.005 40,395 657,724 +1,993
Dec05 040922 96.865 96.885 96.810 96.870 +0.020 45,079 515,163 -1,836
Mar06 040922 96.640 96.660 96.580 96.650 +0.025 39,521 393,854 -1,305
Jun06 040922 96.445 96.470 96.395 96.465 +0.035 32,931 258,002 +1,396
Sep06 040922 96.300 96.320 96.250 96.320 +0.040 30,029 195,278 -5,040
Dec06 040922 96.155 96.185 96.115 96.185 +0.040 14,783 162,456 +621
Mar07 040922 96.040 96.080 96.005 96.075 +0.045 12,772 147,383 -2,910
Jun07 040922 95.925 95.965 95.890 95.965 +0.050 14,523 117,014 +1,712
Sep07 040922 95.815 95.865 95.780 95.865 +0.060 12,375 92,542 -3,124
Total Volume and Open Interest 481,874 5,742,955 -21,811
3-Mth Euro-Yen(CME)
Sep04 040913 99.92 99.92 99.92 99.92 unch 30 6,271 +121
Dec04 040922 99.92 99.92 99.92 99.92 unch 170 9,571 -5
Mar05 040922 99.89 99.89 99.89 99.89 unch 194 21,733 -356
Jun05 040922 99.85 99.85 99.85 99.85 unch 419 11,151 +800
Sep05 040922 99.79 99.79 99.79 99.79 unch 14 8,499 +0
Dec05 040922 99.70 99.70 99.70 99.70 -0.01 4 4,797 +587
Mar06 040922 99.60 99.60 99.60 99.60 -0.01 14 10,403 +301
Jun06 040922 99.50 99.50 99.50 99.50 unch 0 2,246 +0
Sep06 040922 99.38 99.38 99.38 99.38 unch 0 1,654 +0
Dec06 040922 99.27 99.27 99.27 99.27 -0.01 0 657 +0
Total Volume and Open Interest 818 71,656 +1,330
3-Mth Euro-Yen(SIMEX)
Dec04 040922 99.92 99.92 99.92 99.92 unch 826 57,353 +28
Mar05 040922 99.89 99.89 99.88 99.89 unch 4,804 77,367 -344
Jun05 040922 99.85 99.85 99.84 99.85 unch 1,831 68,212 +519
Sep05 040922 99.79 99.79 99.78 99.78 unch 607 39,916 -277
Dec05 040922 99.71 99.71 99.70 99.70 unch 939 33,957 +162
Mar06 040922 99.61 99.61 99.59 99.59 -0.01 3,011 33,065 +320
Jun06 040922 99.49 99.50 99.49 99.49 unch 9 16,076 +0
Sep06 040922 99.39 99.39 99.38 99.38 -0.01 0 5,439 +0
Total Volume and Open Interest 12,027 344,132 +408
German Euro-Bund(EUREX)
Dec04 040922 115.50 115.86 115.41 115.86 +0.47 672,592 1,202,717 +37,592
Mar05 040922 114.87 115.15 114.77 115.15 +0.49 4,144 4,168 +392
Jun05 040922 114.35 114.35 114.35 114.35 +0.47 258 240 +238
Total Volume and Open Interest 676,994 1,207,125 +38,222
German Euro-Bobl(EUREX)
Dec04 040922 111.31 111.50 111.22 111.50 +0.26 405,049 767,934 +3,891
Mar05 040922 111.16 111.16 111.16 111.16 +0.25 842 410 +402
Jun05 040922 110.50 110.50 110.50 110.50 +0.26 505 400 +400
Total Volume and Open Interest 406,396 768,744 +4,693
Long Gilt(LIFFE)
Sep04 040922 107~28 107~30 107~25 107~30 +0~12 306 16,379 -296
Dec04 040922 107~13 107~27 107~11 107~21 +0~12 33,823 215,524 +992
Total Volume and Open Interest 34,129 231,903 +696
3-Mth Short Sterling(LIFFE)
Dec04 040922 94.93 95.00 94.93 94.98 +0.04 29,629 263,042 -4,692
Mar05 040922 94.88 94.95 94.87 94.93 +0.05 27,435 223,306 -4,749
Jun05 040922 94.87 94.95 94.86 94.92 +0.05 19,789 178,176 +246
Total Volume and Open Interest 112,623 1,122,638 -10,610
3-Mth Euribor(LIFFE)
Dec04 040922 97.755 97.775 97.745 97.755 unch 90,450 606,324 +12,449
Mar05 040922 97.575 97.610 97.570 97.590 +0.010 103,307 533,089 -2,123
Jun05 040922 97.400 97.440 97.390 97.420 +0.020 127,003 449,314 +3,618
Total Volume and Open Interest 567,474 2,810,926 +5,504
3-Mth Aus T-Bills(SFE)
Dec04 040922 94.59 94.61 94.59 94.60 -0.01 4,812 217,657 -3,413
Mar05 040922 94.56 94.58 94.55 94.57 -0.01 5,675 112,483 -8,287
Jun05 040922 94.54 94.55 94.52 94.55 unch 1,380 46,978 -482
Sep05 040922 94.52 94.52 94.52 94.52 -0.01 510 27,326 +300
Dec05 040922 94.48 94.49 94.48 94.48 -0.02 378 18,022 -245
Mar06 040922 94.45 94.45 94.44 94.44 -0.02 222 10,833 -245
Jun06 040922 94.41 94.41 94.41 94.41 -0.03 50 8,464 -35
Sep06 040922 94.37 94.38 94.37 94.38 -0.03 493 4,050 +479
Dec06 040922 94.33 94.33 94.33 94.33 -0.04 0 2,936 +0
Mar07 040922 94.29 94.29 94.29 94.29 -0.05 0 1,960 -34
Total Volume and Open Interest 13,520 453,555 -11,962
10-Year Aus T-Bonds(SFE)
Dec04 040922 94.62 94.63 94.60 94.62 -0.01 11,991 215,796 +4,833
Mar05 040922 94.62 94.62 94.62 94.62 -0.01      
Total Volume and Open Interest 43,602 361,203 -40,293
3-Year Aus T-Bonds(SFE)
Dec04 040922 94.81 94.83 94.80 94.82 -0.02 24,782 361,203 -40,293
Mar05 040922 94.82 94.82 94.82 94.82 -0.02      
Total Volume and Open Interest 24,782 361,203 -40,293
Gold(CMX)
Oct04 040922 406.0 407.5 404.6 407.4 -1.1 1,669 20,145 -787
Dec04 040922 407.4 409.2 405.8 409.0 -1.1 40,189 176,476 +4,528
Feb05 040922 408.8 410.7 408.1 410.5 -1.1 686 10,865 +217
Apr05 040922 411.0 412.1 409.5 412.1 -1.1 499 4,463 -162
Jun05 040922 411.9 413.8 411.0 413.8 -1.1 98 12,210 +47
Aug05 040922 415.6 415.6 415.6 415.6 -1.1 0 6,997 +0
Oct05 040922 417.5 417.5 417.5 417.5 -1.0 0 677 +0
Dec05 040922 416.8 419.4 416.5 419.4 -1.0 16 7,219 +1
Feb06 040922 421.5 421.5 421.5 421.5 -1.0 0 844 +0
Apr06 040922 423.6 423.6 423.6 423.6 -1.0 0 485 +0
Jun06 040922 425.8 425.8 425.8 425.8 -1.0 0 8,626 +0
Total Volume and Open Interest 43,157 256,086 +3,844
Silver(CMX)
Sep04 040922 635.1 635.1 635.1 635.1 +0.5 32 84 -3
Dec04 040922 632.5 639.0 627.5 637.5 +0.2 9,430 66,376 +142
Mar05 040922 636.0 643.0 633.0 641.1 +0.3 167 7,264 +58
May05 040922 638.0 643.5 638.0 643.5 +0.3 6 1,724 +6
Jul05 040922 646.2 646.2 646.2 646.2 +0.3 3 1,752 +1
Sep05 040922 648.8 648.8 648.8 648.8 +0.3 0 508 +0
Dec05 040922 646.0 653.0 646.0 652.2 +0.3 10 2,978 +2
Total Volume and Open Interest 9,653 82,327 +208
Platinum(NYM)
Oct04 040922 847.0 848.0 845.0 847.5 -4.5 919 4,489 -247
Jan05 040922 837.5 843.0 837.0 841.3 -3.7 702 1,470 +362
Total Volume and Open Interest 1,621 5,959 +115
Palladium(NYME)
Sep04 040922 208.70 208.70 208.70 208.70 -0.70 0 16 -45
Dec04 040922 209.00 210.30 207.00 209.70 -0.85 167 8,720 +43
Mar05 040922 210.50 211.45 210.50 211.45 -0.85 0 37 +0
Total Volume and Open Interest 167 8,773 -2
Copper(CMX)
Sep04 040922 134.15 138.00 133.70 138.00 +3.85 480 1,831 -87
Dec04 040922 134.10 137.20 133.40 136.95 +2.80 11,631 64,245 +2,761
Mar05 040922 129.10 132.05 129.00 132.05 +2.55 997 6,370 +329
May05 040922 126.00 127.50 126.00 127.50 +1.50 98 877 +13
Jul05 040922 123.00 124.00 122.50 124.00 +1.30 4 1,380 +1
Total Volume and Open Interest 14,803 85,631 +3,089
DJIA Index(CBOT)
Sep04 040916 10240 10283 10235 10253 +18 5,556 17,761 -2,948
Dec04 040922 10195 10195 10085 10092 -130 4,666 43,657 -387
Mar05 040922 10087 10087 10087 10087 -130 0 11 +0
Jun05 040922 10087 10087 10087 10087 -130      
Total Volume and Open Interest 4,666 43,669  
S & P 500(CME)
Dec04 040922 1122.30 1122.50 1112.40 1112.90 -14.40 28,731 598,457 +230
Mar05 040922 1117.00 1117.00 1113.80 1113.80 -14.50 229 10,433 +20
Jun05 040922 1116.40 1116.40 1116.00 1116.00 -14.60 0 554 +0
Sep05 040922 1118.30 1118.30 1118.30 1118.30 -15.00 0 35 +0
Total Volume and Open Interest 28,960 609,565 +250
S & P 500 E-Mini(Globex)
Dec04 040922 1127.00 1127.50 1112.00 1113.00 -14.25 543,857 560,261 +16,554
Mar05 040922 1126.75 1127.25 1113.50 1113.75 -14.50 125 1,987 -2
Total Volume and Open Interest 543,982 562,248 +16,552
NASDAQ 100(CME)
Dec04 040922 1431.00 1431.00 1407.00 1411.00 -24.50 8,274 72,420 -635
Mar05 040922 1417.00 1418.00 1417.00 1418.00 -24.50 0 9 +0
Jun05 040922 1424.00 1424.00 1424.00 1424.00 -24.50      
Total Volume and Open Interest 8,274 72,429 -635
NASDAQ 100 E-Mini(GLOBEX)
Dec04 040922 1435.0 1436.5 1407.0 1411.0 -24.5 275,855 231,240 +7,542
Mar05 040922 1433.5 1434.0 1417.5 1418.0 -24.5 260 482 +139
Total Volume and Open Interest 276,115 231,722 +7,681
S & P Midcap 400(CME)
Dec04 040922 591.00 591.75 586.00 586.00 -7.00 348 12,117 +47
Mar05 040922 587.25 587.25 587.25 587.25 -7.50 0 1 +0
Jun05 040922 587.25 587.25 587.25 587.25 -6.00      
Total Volume and Open Interest 348 12,118 +47
Russell 2000(CME)
Dec04 040922 571.00 572.00 565.00 565.00 -10.10 1,181 26,153 -54
Mar05 040922 565.00 565.00 565.00 565.00 -10.10      
Jun05 040922 565.00 565.00 565.00 565.00 -10.10      
Total Volume and Open Interest 1,181 26,153 -54
Value Line(KCBT)
Dec04 040922 1570.00 1570.00 1566.00 1566.00 -26.00 11 13 -5
Total Volume and Open Interest 11 13 -5
Nikkei 225(CME)
Dec04 040922 10990 10995 10910 10920 -210 2,210 23,321 +344
Mar05 040922 10930 10930 10930 10930 -210 0 14 +0
Total Volume and Open Interest 2,210 23,336 +344
Nikkei 225(SIMEX)
Dec04 040922 11110 11115 10920 10980 -75 13,108 136,928 +136,928
Mar05 040922 10975 10975 10975 10975 -75 0 4 +4
Jun05 040922 10930 10930 10930 10930 -75 0 3 +3
Total Volume and Open Interest 13,108 136,935 +136,935
CAC 40(MATIF)
Sep04 040922 3721.0 3743.0 3690.5 3694.5 -40.5 48,092 460,419 +8,657
Oct04 040922 3727.0 3744.0 3696.0 3697.5 -40.5 269 3,526 +190
Nov04 040922 3724.0 3724.0 3703.5 3703.5 -40.5 0 22 +0
Total Volume and Open Interest 50,283 493,364 +10,289
DAX Index(EUREX)
Dec04 040922 4009.0 4021.5 3952.5 3953.0 -64.0 80,386 147,160 +967
Mar05 040922 4026.5 4042.0 3975.5 3975.5 -64.0 218 9,329 +15
Jun05 040922 4046.0 4055.0 4000.0 4000.0 -64.0 5 5 +2
Total Volume and Open Interest 80,609 156,494 +984
FT-SE 100(LIFFE)
Dec04 040922 4633.00 4660.50 4618.50 4625.00 -15.00 48,368 442,109 +2,456
Mar05 040922 4650.00 4650.00 4630.50 4633.00 -15.00 0 10,485 +0
Jun05 040922 4652.00 4652.00 4652.00 4652.00 -15.00 0 6,258 +0
Total Volume and Open Interest 48,368 458,852 +2,456
SPI 200(SFE)
Sep04 040916 3615.0 3616.0 3591.0 3597.0 -30.0 29,884 91,598 -42,587
Dec04 040922 3647.0 3656.0 3645.0 3652.0 +10.0 9,485 147,764 +2,084
Mar05 040922 3657.0 3661.0 3657.0 3660.0 +10.0 270 2,377 -49
Total Volume and Open Interest 9,884 155,005 +2,109
GSCI(CME)
Oct04 040922 323.10 330.10 322.10 330.05 +8.05 449 17,734 -332
Nov04 040922 326.00 329.50 326.00 329.50 +7.00 1 4 +1
Dec04 040922 329.00 329.00 329.00 329.00 +6.00      
Total Volume and Open Interest 450 17,738 -331
Reuters CRB Index(NYBOT)
Nov04 040922 277.75 280.50 276.50 279.50 +1.55 18 228 +7
Jan05 040922 277.75 279.00 277.75 279.00 +1.50 1 205 +0
Feb05 040922 277.00 277.00 277.00 277.00 +1.50 0 4 +0
Total Volume and Open Interest 19 537 +7
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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