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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 20, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov04 041020 528.50 534.00 525.00 532.50 +4.75 54,057 115,172 -3,338
Jan05 041020 533.00 536.50 528.50 534.75 +2.50 22,697 74,302 +6,780
Mar05 041020 538.50 541.50 534.00 538.75 +1.00 6,569 33,122 +1,617
May05 041020 543.00 546.50 540.00 544.25 +1.00 2,672 19,545 +1,048
Jul05 041020 550.00 552.00 546.00 549.50 +0.50 3,303 16,406 +719
Aug05 041020 550.00 550.00 550.00 550.00 -0.50 0 574 +0
Sep05 041020 552.00 552.00 552.00 552.00 +6.00 2 190 +2
Total Volume and Open Interest 90,020 264,885 +6,719
Soybean Meal(CBOT)
Dec04 041020 157.20 158.50 156.50 158.40 +1.60 12,621 53,535 -670
Jan05 041020 158.50 159.80 157.80 159.80 +1.70 2,058 16,710 +51
Mar05 041020 160.80 161.50 159.90 161.40 +1.10 2,200 18,370 +500
May05 041020 162.80 163.30 161.90 163.00 +0.50 2,185 14,039 +58
Jul05 041020 165.20 166.00 164.40 165.50 +0.70 2,910 19,300 +290
Aug05 041020 167.50 167.50 165.80 166.30 +0.30 124 6,527 +57
Sep05 041020 168.50 169.00 166.80 167.20 +0.20 64 4,353 +33
Oct05 041020 169.50 169.50 167.00 167.70 +0.20 64 2,328 +26
Total Volume and Open Interest 22,530 138,682 +443
Soybean Oil(CBOT)
Dec04 041020 20.82 20.92 20.49 20.63 -0.04 13,871 62,145 -266
Jan05 041020 20.92 21.10 20.66 20.76 -0.07 3,430 28,456 -364
Mar05 041020 21.00 21.08 20.75 20.88 -0.03 1,227 20,585 +43
May05 041020 21.10 21.12 20.81 20.98 -0.03 2,440 15,224 +11
Jul05 041020 21.18 21.25 20.90 21.08 -0.04 3,069 12,827 -281
Aug05 041020 21.05 21.15 21.05 21.05 -0.07 87 4,935 -10
Sep05 041020 21.05 21.05 21.00 21.00 unch 33 2,877 +3
Oct05 041020 21.05 21.05 20.93 20.93 -0.04 111 1,946 +6
Total Volume and Open Interest 24,753 153,561 -728
Canola(WCE)
Nov04 041020 297.5 302.5 297.0 301.6 +4.1 5,315 24,152 -855
Jan05 041020 303.2 307.5 302.6 307.5 +4.3 2,986 19,329 +1,603
Mar05 041020 309.2 312.5 309.2 312.5 +3.3 130 5,574 +57
May05 041020 316.3 316.3 316.3 316.3 +3.8 1 381 +0
Jul05 041020 320.3 320.3 320.3 320.3 +4.3 100 289 +84
Total Volume and Open Interest 8,853 54,285 +1,195
Corn(CBOT)
Dec04 041020 207.25 209.50 205.50 206.00 -1.00 50,155 337,899 -246
Mar05 041020 217.00 219.00 215.50 216.50 -0.50 12,594 134,503 +1,439
May05 041020 224.00 226.00 222.75 223.25 -0.75 2,368 43,016 +772
Jul05 041020 230.25 232.00 228.75 229.50 -0.75 3,175 52,089 +1,152
Sep05 041020 238.00 238.75 235.75 235.75 -1.00 320 12,580 +66
Dec05 041020 245.00 247.00 244.50 244.75 -0.50 1,075 25,917 +100
Total Volume and Open Interest 69,770 607,943 +3,307
Wheat(CBOT)
Dec04 041020 319.25 321.25 313.00 313.50 -5.75 19,469 116,910 -2,612
Mar05 041020 329.75 332.00 324.00 325.00 -4.75 3,546 25,002 +962
May05 041020 334.50 335.50 329.50 329.75 -4.25 282 4,986 +68
Jul05 041020 337.00 338.50 332.00 332.25 -5.50 420 7,084 -148
Sep05 041020 338.00 338.00 338.00 338.00 -5.25 40 185 +32
Total Volume and Open Interest 23,768 154,353 -1,703
Wheat(KCBT)
Dec04 041020 347.00 348.00 340.25 340.75 -5.50 4,091 49,440 +177
Mar05 041020 352.50 353.00 346.00 346.25 -5.75 1,444 13,177 +580
May05 041020 353.00 353.00 349.50 349.50 -4.50 64 3,386 -89
Jul05 041020 350.00 350.00 345.50 345.50 -4.00 406 4,925 +169
Sep05 041020 352.00 352.00 350.00 350.00 -3.00 101 386 +0
Total Volume and Open Interest 6,008 71,368 +840
Wheat(MGE)
Dec04 041020 368.50 370.50 365.00 365.75 -3.25 2,230 18,248 -299
Mar05 041020 378.50 380.00 374.50 374.50 -3.50 930 10,819 +78
May05 041020 385.00 385.00 380.50 380.50 -3.50 100 3,639 +47
Jul05 041020 385.00 385.00 381.00 381.00 -4.00 30 2,073 +9
Sep05 041020 378.00 378.50 375.00 375.00 -4.00 10 694 +10
Total Volume and Open Interest 3,300 35,541 -155
Oats(CBOT)
Dec04 041020 147.00 147.75 146.00 146.00 +0.50 1,123 5,315 -24
Mar05 041020 153.50 154.50 153.25 153.25 +0.75 156 1,695 +5
May05 041020 157.75 157.75 157.75 157.75 +1.25 0 107 +0
Jul05 041020 161.50 161.50 161.50 161.50 +1.00 4 33 +0
Total Volume and Open Interest 1,279 7,150 -19
Rough Rice(CBOT)
Nov04 041020 7.00 7.03 6.93 6.95 -0.01 539 2,756 -182
Jan05 041020 7.17 7.20 7.12 7.12 +0.01 288 1,873 +31
Mar05 041020 7.40 7.40 7.35 7.35 +0.02 63 809 +0
May05 041020 7.56 7.56 7.48 7.49 -0.03 1 165 +0
Total Volume and Open Interest 828 5,607 -151
Live Cattle(CME)
Oct04 041020 87.650 87.650 86.400 86.500 -1.350 1,635 5,584 -733
Dec04 041020 88.850 88.900 86.700 87.000 -2.050 3,857 66,065 +160
Feb05 041020 90.300 90.300 88.750 89.025 -1.550 1,466 20,399 -228
Apr05 041020 87.450 87.500 86.600 86.825 -1.000 498 9,174 +64
Jun05 041020 83.900 83.900 83.300 83.375 -0.775 314 6,474 +108
Aug05 041020 83.000 83.450 82.750 82.950 -0.725 125 2,771 +82
Total Volume and Open Interest 7,996 110,869 -510
Feeder Cattle(CME)
Oct04 041020 113.000 113.025 112.150 112.250 -1.150 755 3,034 -230
Nov04 041020 112.100 112.200 110.550 110.600 -1.700 1,678 7,119 -247
Jan05 041020 109.600 109.600 108.200 108.200 -1.500 1,026 6,497 +233
Mar05 041020 104.500 104.500 103.750 103.800 -1.100 64 1,189 +27
Apr05 041020 103.750 103.750 102.750 102.750 -1.150 44 436 +13
May05 041020 103.350 103.350 102.850 102.850 -1.050 66 375 +16
Aug05 041020 102.500 102.500 102.500 102.500 -0.500 4 4 +3
Total Volume and Open Interest 3,637 18,654 -185
Lean Hogs(CME)
Dec04 041020 66.750 66.800 65.800 65.900 -0.600 6,027 51,237 +285
Feb05 041020 67.100 67.100 65.800 66.000 -0.900 2,221 17,988 +336
Apr05 041020 64.800 64.800 63.900 64.175 -0.475 950 6,197 +35
May05 041020 64.700 65.000 64.100 64.950 -0.200 138 1,346 +38
Jun05 041020 69.550 69.550 68.900 69.175 -0.625 433 3,411 +73
Jul05 041020 65.750 65.800 65.400 65.500 -0.550 56 929 +4
Aug05 041020 61.250 61.350 61.000 61.350 -0.100 24 548 +8
Oct05 041020 53.500 53.500 53.200 53.200 -0.400 128 150 +46
Total Volume and Open Interest 9,979 81,808 +827
Pork Bellies(CME)
Feb05 041020 94.200 94.200 92.750 92.800 -1.725 513 1,117 -12
Mar05 041020 93.150 93.200 92.800 92.800 -1.200 7 23 +4
May05 041020 94.250 94.250 94.250 94.250 -1.550 0 32 +0
Jul05 041020 97.200 97.200 97.200 97.200 -0.700 1 8 +1
Aug05 041020 94.850 94.850 94.850 94.850 -0.050      
Total Volume and Open Interest 521 1,180 -7
Class III Milk(CME)
Oct04 041020 14.19 14.19 14.17 14.19 +0.01 35 4,362 -72
Nov04 041020 13.35 13.65 13.35 13.62 +0.32 331 3,543 +7
Dec04 041020 12.60 12.64 12.50 12.64 +0.10 172 2,624 +31
Jan05 041020 12.25 12.25 12.20 12.25 +0.05 15 1,681 +8
Feb05 041020 12.15 12.17 12.15 12.17 unch 72 1,749 +54
Total Volume and Open Interest 720 21,948 +75
Cocoa(NYBOT)
Dec04 041020 1432 1442 1424 1427 -13 5,101 44,917 +244
Mar05 041020 1450 1455 1440 1443 -13 723 20,992 +276
May05 041020 1461 1468 1455 1455 -12 95 11,703 +5
Jul05 041020 1475 1481 1466 1466 -12 177 10,532 +25
Sep05 041020 1485 1485 1477 1477 -12 5 7,333 +0
Dec05 041020 1501 1501 1493 1495 -8 102 7,382 -77
Mar06 041020 1506 1506 1506 1506 -9 0 9,838 +0
Total Volume and Open Interest 6,203 121,105 +473
Coffee "C"(NYBOT)
Dec04 041020 72.50 75.75 71.90 74.65 +1.70 5,655 53,836 -433
Mar05 041020 75.75 78.20 75.10 77.65 +1.50 1,385 16,522 +676
May05 041020 77.60 79.85 77.10 79.45 +1.35 335 4,101 +46
Jul05 041020 79.60 81.15 79.10 81.15 +1.15 150 1,606 +58
Sep05 041020 81.50 82.85 81.00 82.85 +1.05 24 658 +15
Dec05 041020 85.50 85.50 85.25 85.45 +0.95 13 633 +2
Total Volume and Open Interest 7,562 77,479 +364
Orange Juice(NYBOT)
Nov04 041020 84.75 85.10 84.60 85.00 +0.25 1,297 13,321 -705
Jan05 041020 87.00 87.50 87.00 87.45 +0.45 1,193 9,652 -243
Mar05 041020 89.30 89.50 89.20 89.40 +0.30 260 9,319 +104
May05 041020 91.70 92.10 91.70 92.00 +0.20 7 4,628 -19
Jul05 041020 93.00 93.40 93.00 93.15 unch 20 549 -20
Total Volume and Open Interest 2,777 38,053 -883
Sugar #11(NYBOT)
Mar05 041020 9.00 9.07 8.98 9.04 +0.11 24,249 238,264 -2,071
May05 041020 9.15 9.17 9.10 9.15 +0.09 6,547 41,812 -52
Jul05 041020 8.92 8.96 8.91 8.94 +0.06 1,953 24,072 -64
Oct05 041020 8.86 8.92 8.85 8.88 +0.05 1,243 21,676 -267
Mar06 041020 8.72 8.75 8.72 8.75 +0.04 199 7,461 +4
Total Volume and Open Interest 34,353 336,318 -2,297
London Cocoa(LCE)
Dec04 041020 821 824 812 814 -16 2,519 82,481 -114
Mar05 041020 845 846 835 837 -15 2,001 36,151 -83
May05 041020 858 862 851 853 -14 661 17,408 -151
Jul05 041020 875 877 869 869 -14 206 14,953 -160
Sep05 041020 895 895 885 886 -14 418 26,496 +85
Dec05 041020 898 898 890 891 -15 161 10,906 -91
Mar06 041020 897 897 897 897 -16 0 3,199 +0
Total Volume and Open Interest 5,966 192,062 -514
London Coffee(LCE)
Nov04 041020 580.00 580.00 560.00 562.00 -21.00 2,803 45,402 -334
Jan05 041020 602.00 603.00 585.00 586.00 -19.00 2,365 44,536 +607
Mar05 041020 622.00 624.00 605.00 606.00 -18.00 393 26,063 +191
May05 041020 642.00 642.00 625.00 627.00 -17.00 431 22,025 +266
Jul05 041020 650.00 656.00 642.00 642.00 -18.00 51 6,032 +7
Sep05 041020 675.00 675.00 658.00 658.00 -19.00 0 4,349 +0
Total Volume and Open Interest 6,043 149,685 +737
London Sugar(LCE)
Oct04 040915 230.50 230.50 220.00 226.80 -3.70 3,846 2,040 -2,500
Dec04 041020 240.30 244.50 240.30 243.00 +3.00 2,236 14,179 -746
Mar05 041020 253.80 254.50 252.00 253.60 +3.00 1,721 22,479 +532
May05 041020 259.30 261.70 259.30 259.70 +2.10 361 9,932 +247
Aug05 041020 258.20 259.50 257.90 258.50 +1.90 211 4,790 -28
Total Volume and Open Interest 4,543 56,758 +3
Cotton(NYBOT)
Dec04 041020 48.40 48.90 47.10 47.99 +0.45 10,116 43,399 -1,079
Mar05 041020 47.35 47.85 46.40 47.05 +0.05 5,456 20,796 +641
May05 041020 48.50 48.90 47.70 48.20 +0.20 815 5,156 +300
Jul05 041020 48.50 49.50 48.50 49.30 +0.35 571 6,082 +48
Oct05 041020 51.10 51.10 51.10 51.10 unch 0 34 +0
Dec05 041020 51.75 51.95 51.65 51.65 unch 333 2,576 -2
Total Volume and Open Interest 17,291 78,191 -92
Lumber(CME)
Nov04 041020 291.8 304.3 289.6 304.3 +10.0 482 2,365 +43
Jan05 041020 304.1 316.0 302.0 316.0 +10.0 203 1,242 +65
Mar05 041020 316.1 326.0 314.8 325.1 +9.1 36 203 +9
May05 041020 328.0 328.0 328.0 328.0 +5.4 4 63 +0
Total Volume and Open Interest 725 3,879 +117
Crude Oil(NYM)
Nov04 041020 53.70 55.20 53.40 54.92 +1.63 76,473 29,303 -24,657
Dec04 041020 52.95 54.58 52.70 54.41 +1.77 131,845 242,730 +10,788
Jan05 041020 52.40 54.05 52.25 53.93 +1.79 25,323 69,091 +2,095
Feb05 041020 51.80 53.35 51.70 53.31 +1.75 6,771 36,327 +219
Mar05 041020 51.65 52.60 51.62 52.60 +1.68 3,418 28,868 +649
Apr05 041020 50.40 51.90 50.30 51.90 +1.62 2,930 18,344 +121
May05 041020 50.40 51.20 50.40 51.20 +1.56 876 13,877 +321
Jun05 041020 49.85 50.51 49.85 50.51 +1.50 4,957 28,839 +918
Jul05 041020 49.60 49.85 49.50 49.85 +1.45 217 10,762 +29
Aug05 041020 49.00 49.23 49.00 49.23 +1.41 892 9,369 -246
Sep05 041020 47.80 48.67 47.80 48.67 +1.37 1,126 12,462 +394
Oct05 041020 47.90 48.17 47.65 48.17 +1.32 1,491 5,938 +435
Nov05 041020 47.73 47.73 47.73 47.73 +1.28 100 7,520 -10
Dec05 041020 46.30 47.33 46.15 47.33 +1.25 7,802 49,656 -941
Jan06 041020 46.35 46.93 46.35 46.93 +1.23 33 7,412 +0
Feb06 041020 46.57 46.57 46.57 46.57 +1.22 178 2,567 +0
Total Volume and Open Interest 270,650 708,959 -7,250
Heating Oil(NYM)
Nov04 041020 151.65 156.50 150.70 156.04 +5.19 19,011 35,127 -2,085
Dec04 041020 151.80 157.00 150.90 156.13 +5.10 17,598 65,179 +1,030
Jan05 041020 151.40 155.90 150.50 155.43 +4.95 3,656 27,581 +577
Feb05 041020 148.60 152.40 148.30 152.08 +4.70 1,186 16,986 +313
Mar05 041020 143.20 146.88 143.20 146.88 +4.55 1,628 15,290 -454
Apr05 041020 137.20 140.63 137.20 140.63 +4.45 657 5,384 -25
May05 041020 135.00 135.08 135.00 135.08 +4.35 183 4,169 -56
Jun05 041020 128.00 131.28 128.00 131.28 +4.25 360 5,430 +104
Jul05 041020 127.40 129.13 127.40 129.13 +4.15 268 4,235 +100
Aug05 041020 127.05 128.88 127.05 128.88 +4.10 53 675 -24
Sep05 041020 129.28 129.28 129.28 129.28 +4.05 106 3,349 +40
Oct05 041020 128.75 129.83 128.75 129.83 +4.00 8 218 +3
Total Volume and Open Interest 45,070 193,121 -318
Unleaded Gas(NYM)
Nov04 041020 136.00 141.25 135.70 140.32 +4.59 23,772 29,422 -7,328
Dec04 041020 136.60 141.55 136.40 140.68 +4.49 14,457 53,077 +1,025
Jan05 041020 137.50 141.75 137.20 141.23 +4.39 3,380 21,119 +1,052
Feb05 041020 138.00 141.77 138.00 141.63 +4.29 1,484 7,958 -606
Mar05 041020 138.60 142.08 138.50 142.08 +4.14 696 5,619 -26
Apr05 041020 145.25 148.53 145.25 148.53 +3.89 2,227 9,306 -180
May05 041020 144.50 147.83 144.50 147.83 +3.74 825 8,282 -97
Jun05 041020 143.00 146.25 143.00 146.18 +3.59 110 3,220 +5
Jul05 041020 140.75 143.73 140.75 143.73 +3.49 27 2,733 +13
Aug05 041020 139.00 140.68 139.00 140.68 +3.39 110 1,486 +0
Sep05 041020 136.93 136.93 136.93 136.93 +3.24 905 4,393 -621
Oct05 041020 132.33 132.33 132.33 132.33 +3.14 440 1,315 +180
Total Volume and Open Interest 47,993 147,930 -6,583
Natural Gas(NYM)
Nov04 041020 7.440 7.750 7.320 7.623 +0.500 32,523 38,381 -6,508
Dec04 041020 8.500 8.610 8.380 8.540 +0.225 15,538 58,626 +1,882
Jan05 041020 8.900 9.050 8.800 8.993 +0.235 6,495 44,507 +452
Feb05 041020 8.900 9.040 8.800 8.983 +0.220 1,696 23,574 +57
Mar05 041020 8.500 8.600 8.400 8.568 +0.215 3,002 23,408 +501
Apr05 041020 7.080 7.230 7.080 7.208 +0.175 1,296 18,501 +277
May05 041020 6.800 6.950 6.800 6.928 +0.165 443 16,131 +155
Jun05 041020 6.820 6.948 6.820 6.948 +0.165 181 11,231 -50
Jul05 041020 6.880 6.968 6.860 6.968 +0.160 491 14,083 +61
Aug05 041020 6.930 6.988 6.880 6.988 +0.155 247 11,222 +77
Sep05 041020 6.910 6.945 6.860 6.945 +0.150 107 10,315 -33
Oct05 041020 6.870 6.990 6.840 6.968 +0.150 1,140 16,017 +85
Nov05 041020 7.250 7.273 7.180 7.273 +0.155 975 8,102 +100
Dec05 041020 7.420 7.553 7.420 7.553 +0.155 1,977 10,062 +802
Jan06 041020 7.620 7.760 7.620 7.748 +0.155 773 11,059 +76
Feb06 041020 7.700 7.708 7.700 7.708 +0.155 126 7,797 +98
Total Volume and Open Interest 69,348 399,103 -1,269
US Dollar Index(NYBOT)
Dec04 041020 86.55 86.57 86.25 86.45 -0.48 1,049 22,152 +376
Mar05 041020 86.70 86.70 86.43 86.62 -0.48 30 2,578 +27
Jun05 041020 86.80 86.80 86.80 86.80 -0.48 0 13 +0
Total Volume and Open Interest 1,079 24,744 +403
Australian Dollar(CME)
Dec04 041020 73.10 73.37 73.00 73.06 +0.73 1,598 53,252 -849
Mar05 041020 72.72 72.78 72.51 72.51 +0.73 2 295 +13
Jun05 041020 72.08 72.08 72.01 72.01 +0.73 0 81 +0
Total Volume and Open Interest 1,600 53,667 -836
British Pound(CME)
Dec04 041020 180.03 181.14 180.03 181.04 +1.49 1,695 66,730 +1,014
Mar05 041020 179.89 179.89 179.89 179.89 +1.49 2 30 -3
Jun05 041020 178.89 178.89 178.89 178.89 +1.49 0 1 +0
Total Volume and Open Interest 1,697 66,763 +1,011
Canadian Dollar(CME)
Dec04 041020 80.03 80.47 80.00 80.23 +0.77 5,585 112,187 +292
Mar05 041020 79.94 80.33 79.94 80.13 +0.77 48 2,062 +46
Jun05 041020 79.95 80.05 79.95 80.05 +0.77 88 1,065 +21
Sep05 041020 79.90 79.97 79.90 79.97 +0.77 85 485 +31
Total Volume and Open Interest 5,806 116,035 +390
Japanese Yen(CME)
Dec04 041020 92.61 92.78 92.52 92.67 +0.16 14,971 130,435 +7,247
Mar05 041020 93.20 93.30 93.18 93.18 +0.16 4 482 +3
Jun05 041020 93.78 93.78 93.78 93.78 +0.16 0 4 +0
Total Volume and Open Interest 14,975 130,921 +7,250
Swiss Franc(CME)
Dec04 041020 82.05 82.34 81.97 82.03 +0.46 2,537 49,606 +1,127
Mar05 041020 82.34 82.34 82.29 82.31 +0.46 0 28 +0
Jun05 041020 82.72 82.72 82.62 82.62 +0.46 0 60 +0
Total Volume and Open Interest 2,537 49,694 +1,127
EuroFX(CME)
Dec04 041020 125.86 126.28 125.81 125.84 +0.68 8,123 128,153 +1,323
Mar05 041020 126.02 126.04 125.86 125.86 +0.68 52 2,081 +5
Jun05 041020 125.90 125.90 125.90 125.90 +0.68 2 137 +2
Total Volume and Open Interest 8,177 130,386 +1,331
Mexican Peso(CME)
Dec04 041020 8660.0 8670.0 8605.0 8608.0 -55.0 5,569 69,029 -322
Mar05 041020 8510.0 8510.0 8478.0 8478.0 -55.0 1 508 -1
Total Volume and Open Interest 5,595 69,840 -303
30-Year T-Bonds(CBOT)
Dec04 041020 113~15 114~05 113~14 113~31 +0~19 292,027 573,543 +6,851
Mar05 041020 112~18 113~02 112~18 112~29 +0~19 977 20,759 +103
Jun05 041020 112~00 112~00 111~28 111~28 +0~19 0 116 +0
Total Volume and Open Interest 293,004 594,418 +6,954
Municipal Bonds(CBOT)
Dec04 041020 104~07 104~09 104~03 104~07 +0~15 71 1,659 +24
Total Volume and Open Interest 71 1,659 +24
10-Year T-Notes(CBOT)
Dec04 041020 113~105 113~235 113~100 113~200 +0~110 840,823 1,558,070 +29,952
Mar05 041020 112~210 113~030 112~210 113~005 +0~120 10,152 86,647 +4,596
Total Volume and Open Interest 850,976 1,646,083 +34,548
5-Year T-Notes(CBOT)
Dec04 041020 111~130 111~165 111~105 111~145 +0~075 372,301 1,044,669 +1,044,669
Mar05 041020 110~180 110~190 110~180 110~190 +0~080 937 59,198 +59,198
Jun05 041020 109~285 109~285 109~285 109~285 +0~095 0 10 +0
Total Volume and Open Interest 373,238 10 +0
2 Year T-Notes(CBOT)
Dec04 041020 105~113 105~119 105~111 105~117 +0~009 403 210,653 +2,342
Total Volume and Open Interest 403 210,653 +2,342
Eurodollars(CME)
Dec04 041020 97.745 97.755 97.740 97.745 +0.005 32,402 971,738 -6,832
Mar05 041020 97.570 97.590 97.565 97.580 +0.020 47,774 877,504 +8,780
Jun05 041020 97.385 97.405 97.375 97.400 +0.035 48,065 818,207 -1,922
Sep05 041020 97.170 97.205 97.160 97.190 +0.045 83,421 720,509 +7,687
Dec05 041020 96.930 96.950 96.915 96.945 +0.050 42,878 501,948 +543
Mar06 041020 96.715 96.740 96.700 96.735 +0.055 30,942 403,995 +941
Jun06 041020 96.525 96.555 96.515 96.550 +0.060 13,027 284,283 +1,500
Sep06 041020 96.360 96.420 96.360 96.400 +0.060 26,540 237,040 +9,041
Dec06 041020 96.230 96.270 96.230 96.260 +0.065 4,952 179,172 +185
Mar07 041020 96.105 96.140 96.100 96.135 +0.065 6,883 160,084 +2,428
Jun07 041020 95.985 96.020 95.985 96.015 +0.065 5,445 145,813 +602
Sep07 041020 95.870 95.910 95.870 95.900 +0.065 6,196 107,047 +604
Total Volume and Open Interest 380,483 5,984,630 -40,916
3-Mth Euro-Yen(CME)
Dec04 041020 99.92 99.92 99.92 99.92 unch 2 10,497 -50
Mar05 041020 99.89 99.89 99.89 99.89 unch 0 35,383 +0
Jun05 041020 99.86 99.86 99.86 99.86 unch 36 21,558 -14
Sep05 041020 99.81 99.82 99.81 99.82 +0.01 0 7,992 -10
Dec05 041020 99.75 99.75 99.75 99.75 +0.02 10 6,540 +271
Mar06 041020 99.67 99.67 99.67 99.67 +0.02 200 11,580 +375
Jun06 041020 99.57 99.57 99.57 99.57 +0.01 0 2,741 +0
Sep06 041020 99.46 99.46 99.46 99.46 +0.01 0 2,174 +0
Dec06 041020 99.35 99.35 99.35 99.35 +0.02 0 411 +0
Mar07 041020 99.24 99.24 99.24 99.24 +0.02 0 6 +0
Total Volume and Open Interest 248 99,819 +572
3-Mth Euro-Yen(SIMEX)
Dec04 041020 99.92 99.92 99.92 99.92 unch 1,533 59,152 +555
Mar05 041020 99.89 99.89 99.89 99.89 unch 133 86,006 +11
Jun05 041020 99.86 99.86 99.86 99.86 unch 3,027 78,458 +950
Sep05 041020 99.80 99.82 99.80 99.81 unch 114 42,505 +50
Dec05 041020 99.74 99.75 99.74 99.75 +0.01 377 35,009 +569
Mar06 041020 99.65 99.67 99.65 99.67 +0.02 247 33,620 +210
Jun06 041020 99.54 99.57 99.54 99.57 +0.01 605 14,768 -502
Sep06 041020 99.46 99.47 99.46 99.47 +0.01 5 5,958 +5
Total Volume and Open Interest 6,041 368,837 +1,848
German Euro-Bund(EUREX)
Dec04 041020 116.64 116.98 116.61 116.83 +0.30 1,043,638 1,295,542 -50,801
Mar05 041020 115.99 116.22 115.99 116.11 +0.31 1,508 18,734 +450
Jun05 041020 115.33 115.33 115.33 115.33 +0.30 913 240 +0
Total Volume and Open Interest 1,046,059 1,314,516 -50,351
German Euro-Bobl(EUREX)
Dec04 041020 112.27 112.45 112.24 112.37 +0.16 665,659 851,785 +11,413
Mar05 041020 112.05 112.05 112.00 112.05 +0.17 585 7,729 +551
Jun05 041020 111.25 111.25 111.25 111.25 +0.16 1,600 800 +0
Total Volume and Open Interest 667,844 860,314 +11,964
Long Gilt(LIFFE)
Dec04 041020 108~17 108~25 108~14 108~24 +0~16 46,542 209,626 -1,196
Mar05 041020 110~07 110~07 110~07 110~07 +0~16      
Total Volume and Open Interest 46,542 209,626 -1,196
3-Mth Short Sterling(LIFFE)
Dec04 041020 95.07 95.11 95.06 95.10 +0.03 23,317 236,901 -4,057
Mar05 041020 95.05 95.11 95.04 95.10 +0.05 26,076 249,712 +1,882
Jun05 041020 95.08 95.15 95.07 95.14 +0.07 22,909 214,494 +59
Total Volume and Open Interest 140,257 1,259,790 -2,397
3-Mth Euribor(LIFFE)
Dec04 041020 97.835 97.840 97.830 97.835 unch 67,051 635,660 +6,006
Mar05 041020 97.760 97.780 97.760 97.775 +0.020 97,319 558,480 +6,005
Jun05 041020 97.655 97.690 97.655 97.680 +0.040 108,065 527,924 +1,718
Total Volume and Open Interest 516,013 3,107,849 +26,591
3-Mth Aus T-Bills(SFE)
Dec04 041020 94.61 94.62 94.61 94.62 unch 7,389 223,684 +758
Mar05 041020 94.59 94.60 94.59 94.60 unch 10,532 153,737 +4,893
Jun05 041020 94.57 94.58 94.56 94.58 +0.01 2,600 57,897 +143
Sep05 041020 94.55 94.56 94.55 94.56 +0.01 1,231 34,604 -736
Dec05 041020 94.53 94.53 94.53 94.53 +0.01 1,418 17,928 -124
Mar06 041020 94.50 94.50 94.50 94.50 +0.01 1,095 10,120 -160
Jun06 041020 94.47 94.47 94.47 94.47 +0.01 451 8,227 -424
Sep06 041020 94.42 94.43 94.42 94.43 unch 111 4,337 -6
Dec06 041020 94.39 94.39 94.39 94.39 unch 0 3,124 -76
Mar07 041020 94.35 94.35 94.35 94.35 unch 0 2,002 +0
Total Volume and Open Interest 24,827 518,705 +4,268
10-Year Aus T-Bonds(SFE)
Dec04 041020 94.86 94.89 94.82 94.89 +0.02 41,359 391,580 +144,432
Mar05 041020 94.89 94.89 94.89 94.89 +0.02      
Total Volume and Open Interest 41,359 391,580 -11,937
3-Year Aus T-Bonds(SFE)
Dec04 041020 94.88 94.89 94.87 94.89 +0.02 22,402 391,580 -11,937
Mar05 041020 94.89 94.89 94.89 94.89 +0.02      
Total Volume and Open Interest 22,402 391,580 -11,937
Gold(CMX)
Oct04 041020 423.5 425.1 423.5 423.5 +3.2 3 299 -4
Dec04 041020 424.5 427.3 424.0 424.8 +3.2 43,790 240,741 +3,173
Feb05 041020 425.5 429.0 425.5 426.4 +3.2 606 12,233 -304
Apr05 041020 428.0 430.8 427.5 428.0 +3.2 27 4,513 +11
Jun05 041020 429.9 432.8 429.3 429.8 +3.2 283 12,748 +75
Aug05 041020 431.7 431.7 431.7 431.7 +3.1 125 6,937 -40
Oct05 041020 435.0 435.0 433.6 433.6 +3.0 104 1,848 +0
Dec05 041020 436.5 438.4 435.5 435.6 +3.0 146 8,801 -64
Feb06 041020 440.0 440.0 437.7 437.7 +2.9 0 844 +0
Apr06 041020 439.8 439.8 439.8 439.8 +2.8 0 486 +0
Jun06 041020 442.5 442.5 442.0 442.0 +2.7 25 8,331 +7
Aug06 041020 444.3 444.3 444.3 444.3 +2.6 0 200 +0
Total Volume and Open Interest 45,130 305,225 +2,979
Silver(CMX)
Dec04 041020 723.0 738.5 716.5 735.2 +15.7 13,238 87,745 +1,129
Mar05 041020 728.0 743.0 723.0 738.9 +15.7 774 13,659 -3
May05 041020 740.0 741.2 740.0 741.2 +15.6 201 2,196 +94
Jul05 041020 743.5 743.5 743.5 743.5 +15.4 68 1,979 +13
Sep05 041020 745.6 745.6 745.6 745.6 +15.2 5 504 -7
Dec05 041020 740.5 752.0 733.0 748.9 +14.9 43 3,321 +15
Mar06 041020 751.5 751.5 751.5 751.5 +14.9      
Total Volume and Open Interest 14,764 111,307 +1,479
Platinum(NYM)
Oct04 041020 855.0 855.0 851.1 851.1 +9.2 26 66 +0
Jan05 041020 846.5 852.0 845.1 848.1 +9.2 561 5,590 -357
Apr05 041020 842.1 842.1 842.1 842.1 +9.2 0 2 +0
Total Volume and Open Interest 561 5,658 -357
Palladium(NYME)
Dec04 041020 219.00 220.00 215.00 215.65 -1.00 311 9,777 +65
Mar05 041020 219.00 219.00 217.65 217.65 -1.00 1 96 +0
Jun05 041020 220.65 220.65 220.65 220.65 -1.00 5 5 +0
Total Volume and Open Interest 312 9,878 +65
Copper(CMX)
Dec04 041020 129.80 130.70 126.50 130.15 +0.45 5,937 49,397 -811
Mar05 041020 126.50 126.90 123.60 126.75 +0.25 569 8,425 +64
May05 041020 122.30 122.80 120.80 122.55 +0.45 82 2,696 -18
Jul05 041020 118.60 118.60 117.50 118.55 +0.45 4 1,609 +4
Sep05 041020 115.40 115.60 114.50 115.55 +0.45 10 1,524 +9
Total Volume and Open Interest 7,171 74,501 -1,182
DJIA Index(CBOT)
Dec04 041020 9855 9885 9795 9865 -22 9,176 41,192 +1,439
Mar05 041020 9800 9863 9800 9861 -123 2 35 +0
Jun05 041020 9870 9870 9870 9870 -124      
Total Volume and Open Interest 9,178 41,228 +1,439
S & P 500(CME)
Dec04 041020 1100.30 1104.20 1093.80 1101.80 -1.70 40,020 630,559 +4,183
Mar05 041020 1098.50 1104.80 1095.00 1102.80 -1.80 136 13,236 +84
Jun05 041020 1104.80 1104.80 1104.80 1104.80 -1.80 575 1,426 +522
Sep05 041020 1106.80 1106.80 1106.80 1106.80 -1.80 30 66 +16
Total Volume and Open Interest 40,761 645,423 +4,805
S & P 500 E-Mini(Globex)
Dec04 041020 1103.50 1104.25 1093.75 1101.75 -1.75 854,833 730,439 -10,463
Mar05 041020 1103.00 1104.75 1095.00 1102.75 -1.75 1,592 3,253 +489
Total Volume and Open Interest 856,425 733,692 -9,974
NASDAQ 100(CME)
Dec04 041020 1444.00 1460.00 1437.00 1452.50 +6.50 12,888 73,458 -523
Mar05 041020 1460.00 1460.00 1460.00 1460.00 +6.50 0 41 +0
Jun05 041020 1467.00 1467.00 1467.00 1467.00 +6.50      
Total Volume and Open Interest 12,888 73,499 -523
NASDAQ 100 E-Mini(GLOBEX)
Dec04 041020 1445.0 1460.0 1436.5 1452.5 +6.5 449,980 271,160 -10,604
Mar05 041020 1454.0 1460.0 1449.5 1460.0 +6.5 234 1,708 +86
Total Volume and Open Interest 450,214 272,868 -10,518
S & P Midcap 400(CME)
Dec04 041020 583.50 588.60 580.90 586.25 +1.55 241 13,399 -34
Mar05 041020 586.75 586.75 586.75 586.75 +1.55 0 1 +0
Jun05 041020 586.75 586.75 586.75 586.75 +1.55      
Total Volume and Open Interest 241 13,400 -34
Russell 2000(CME)
Dec04 041020 564.40 571.50 562.00 569.60 +3.60 463 26,955 -60
Mar05 041020 569.60 569.60 569.60 569.60 +3.60      
Jun05 041020 569.60 569.60 569.60 569.60 +3.60      
Total Volume and Open Interest 463 26,955 -60
Value Line(KCBT)
Dec04 041020 1556.00 1568.00 1556.00 1568.00 +8.00 4 14 +2
Total Volume and Open Interest 4 14 +2
Nikkei 225(CME)
Dec04 041020 10875 10900 10810 10880 -105 4,259 26,401 +364
Mar05 041020 10890 10890 10890 10890 -105 0 20 +0
Total Volume and Open Interest 4,259 26,423 +364
Nikkei 225(SIMEX)
Dec04 041020 10950 10980 10850 10870 -170 21,114 154,350 -1,021
Mar05 041020 10870 10870 10870 10870 -170 0 4 +0
Jun05 041020 10825 10825 10825 10825 -170 0 3 +0
Total Volume and Open Interest 21,114 154,357 -1,021
CAC 40(MATIF)
Oct04 041015 3649.0 3663.0 3638.0 3657.5 -6.5 111,793 397,005 -38,856
Nov04 041020 3677.5 3682.0 3656.5 3672.5 -33.5 46,693 288,570 +7,144
Dec04 041020 3669.5 3679.0 3654.5 3670.0 -34.0 536 134,006 -219
Total Volume and Open Interest 47,229 431,602 +6,925
DAX Index(EUREX)
Dec04 041020 3916.0 3955.5 3903.0 3933.0 -32.0 119,550 163,324 -1,532
Mar05 041020 3940.0 3972.0 3927.5 3954.5 -32.0 137 9,477 +52
Jun05 041020 3965.0 3998.0 3946.5 3977.0 -32.0 114 1,148 +6
Total Volume and Open Interest 119,801 173,949 -1,474
FT-SE 100(LIFFE)
Dec04 041020 4635.50 4645.00 4614.00 4631.00 -38.00 59,323 452,072 +3,136
Mar05 041020 4638.00 4639.50 4629.00 4636.00 -38.50 50 12,996 +0
Jun05 041020 4649.00 4652.00 4649.00 4652.00 -40.00 50 11,810 -25
Total Volume and Open Interest 59,423 476,878 +3,111
SPI 200(SFE)
Dec04 041020 3717.0 3722.0 3699.0 3701.0 -23.0 8,494 164,062 -4,213
Mar05 041020 3720.0 3720.0 3709.0 3710.0 -23.0 30 2,622 -19
Jun05 041020 3730.0 3730.0 3720.0 3720.0 -22.0 31 3,078 +10
Total Volume and Open Interest 8,723 172,889 -4,088
GSCI(CME)
Nov04 041020 359.15 366.00 358.70 364.55 +7.95 109 16,777 -42
Dec04 041020 366.50 366.50 366.50 366.50 +9.00      
Jan05 041020 363.50 363.50 363.50 363.50 +8.00      
Total Volume and Open Interest 109 16,777 -42
Reuters CRB Index(NYBOT)
Nov04 041020 286.00 288.50 286.00 287.75 +2.00 10 255 +0
Jan05 041020 286.00 287.05 286.00 287.05 +2.00 7 212 +2
Feb05 041020 285.55 285.55 285.55 285.55 +2.00 0 34 +0
Total Volume and Open Interest 17 602 +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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