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MRCI's End of Day Prices
Daily Futures Price Listing Thu January 15, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar04 040115 836.50 841.50 830.50 835.00 -6.50 63,902 131,443 +301
May04 040115 837.00 842.75 832.50 837.00 -5.75 16,982 63,478 +1,074
Jul04 040115 826.00 835.00 826.00 833.00 unch 10,125 32,364 +628
Aug04 040115 793.00 799.00 793.00 798.50 +2.75 1,135 7,708 +78
Sep04 040115 740.00 744.00 737.00 740.25 +0.75 1,348 3,520 +614
Nov04 040115 666.50 675.00 666.00 671.75 +3.25 4,046 19,402 -255
Jan05 040115 669.00 674.00 668.00 672.50 +4.50 45 260 +10
Total Volume and Open Interest 98,780 258,615 +1,398
Soybean Meal(CBOT)
Mar04 040115 258.50 258.70 254.80 257.10 -2.40 21,641 66,225 +1,048
May04 040115 257.50 258.30 255.50 257.70 -1.10 9,142 56,009 +2,091
Jul04 040115 253.00 254.40 251.90 254.00 -0.60 4,759 30,364 +181
Aug04 040115 243.00 244.00 242.00 243.30 -0.70 1,089 9,171 +63
Sep04 040115 227.80 228.80 225.80 227.20 -1.40 1,174 6,929 +254
Oct04 040115 201.50 202.50 200.00 201.00 -1.00 745 5,729 +110
Dec04 040115 199.00 200.50 197.80 198.80 -0.80 1,409 12,248 -277
Jan05 040115 200.00 200.00 198.00 198.80 -0.80 0 774 +0
Total Volume and Open Interest 40,606 187,689 +3,056
Soybean Oil(CBOT)
Mar04 040115 29.80 30.17 29.68 29.87 +0.03 16,488 86,652 -262
May04 040115 29.60 30.05 29.58 29.74 +0.08 7,123 50,662 +598
Jul04 040115 29.30 29.80 29.20 29.53 +0.14 4,169 36,999 -370
Aug04 040115 29.15 29.15 28.80 28.93 +0.13 465 3,953 +24
Sep04 040115 28.00 28.35 27.98 28.20 +0.17 730 4,575 +608
Oct04 040115 26.75 26.95 26.75 26.95 +0.25 595 4,266 +175
Dec04 040115 25.95 26.15 25.95 26.12 +0.31 781 10,522 -122
Jan05 040115 26.00 26.00 26.00 26.00 +0.28 0 375 +0
Total Volume and Open Interest 30,567 198,760 +413
Canola(WCE)
Jan04 040114 372.9 372.9 372.9 372.9 -0.1 10 20 +0
Mar04 040115 374.7 377.8 374.2 376.6 +1.4 4,810 28,509 -210
May04 040115 381.5 382.9 380.7 382.0 +1.7 977 12,290 +344
Jul04 040115 383.5 387.0 383.5 385.8 +1.8 502 4,930 +298
Sep04 040115 347.0 347.0 347.0 347.0 +4.0      
Total Volume and Open Interest 6,466 53,964 +419
Corn(CBOT)
Mar04 040115 270.00 271.50 266.50 268.75 unch 56,861 297,396 -1,337
May04 040115 273.00 275.00 271.00 272.50 unch 18,414 84,142 +2,113
Jul04 040115 275.50 278.25 274.00 276.00 +0.25 15,455 59,958 +4,196
Sep04 040115 271.00 272.50 269.50 270.50 +0.50 853 9,905 +401
Dec04 040115 268.50 270.00 267.50 268.75 +1.00 17,102 67,408 +5,683
Mar05 040115 271.00 272.50 270.00 270.75 +0.25 812 4,453 +405
Total Volume and Open Interest 109,862 525,352 +11,624
Wheat(CBOT)
Mar04 040115 394.50 397.00 385.00 386.25 -9.00 21,638 91,651 -652
May04 040115 399.75 400.50 389.50 390.75 -9.00 2,872 14,827 -194
Jul04 040115 393.00 394.00 385.00 386.75 -6.75 4,303 24,567 +778
Sep04 040115 391.50 392.50 388.00 390.50 -5.00 202 1,227 +77
Dec04 040115 401.50 401.50 395.00 397.50 -4.75 560 2,953 +370
Total Volume and Open Interest 29,576 135,365 +380
Wheat(KCBT)
Mar04 040115 401.50 402.50 395.00 396.75 -7.00 7,028 43,996 -1,096
May04 040115 402.00 402.00 395.50 397.25 -6.75 2,137 9,905 +320
Jul04 040115 396.00 397.00 389.50 390.25 -7.75 1,739 9,863 +138
Sep04 040115 395.00 396.00 392.00 393.50 -5.00 300 1,317 +201
Dec04 040115 405.00 405.00 400.00 400.00 -5.50 370 1,024 +209
Total Volume and Open Interest 11,574 66,112 -228
Wheat(MGE)
Mar04 040115 409.25 410.00 402.00 404.25 -5.00 3,442 19,968 -1,461
May04 040115 406.00 406.25 401.00 402.00 -4.50 2,636 5,186 +547
Jul04 040115 404.50 404.50 399.75 399.75 -4.25 2,173 2,004 +840
Sep04 040115 394.00 396.25 393.00 393.50 -3.25 41 1,301 +11
Dec04 040115 401.00 401.00 398.00 398.75 -3.25 69 642 +41
Total Volume and Open Interest 8,361 29,104 -22
Oats(CBOT)
Mar04 040115 162.25 162.50 156.50 156.75 -4.75 1,104 5,425 +320
May04 040115 162.50 162.50 157.00 157.50 -4.00 171 1,003 +35
Jul04 040115 158.75 159.00 158.25 158.25 -2.50 73 226 +27
Sep04 040115 154.00 154.00 154.00 154.00 unch 15 15 +14
Total Volume and Open Interest 1,443 6,929 +451
Rough Rice(CBOT)
Jan04 040115 8.42 8.44 8.34 8.34 -0.08 43 178 -85
Mar04 040115 8.61 8.61 8.40 8.52 -0.09 418 6,135 -16
May04 040115 8.77 8.77 8.58 8.64 -0.10 65 881 -1
Jul04 040115 8.62 8.76 8.62 8.76 -0.08 78 551 -45
Total Volume and Open Interest 604 7,844 -147
Live Cattle(CME)
Feb04 040115 77.850 77.850 77.850 77.850 +1.500 4,039 34,145 -984
Apr04 040115 76.350 76.475 75.275 75.450 -0.525 9,078 33,317 +2,445
Jun04 040115 72.250 72.300 71.200 71.500 -0.550 2,732 14,096 +587
Aug04 040115 74.000 74.000 73.050 73.325 -0.325 761 6,962 -163
Oct04 040115 76.900 76.950 75.950 76.375 -0.325 689 7,566 -56
Dec04 040115 78.050 78.200 77.350 77.450 -0.300 195 2,749 +46
Total Volume and Open Interest 17,742 100,029 +1,856
Feeder Cattle(CME)
Jan04 040115 89.000 89.500 88.900 89.200 +0.525 430 2,327 -62
Mar04 040115 84.850 85.100 84.025 84.075 +0.125 892 4,891 +73
Apr04 040115 86.250 86.250 85.100 85.200 -0.100 199 1,425 +4
May04 040115 86.650 86.900 85.850 85.875 -0.300 482 2,963 -4
Aug04 040115 88.900 89.000 88.100 88.400 -0.250 299 1,548 +18
Sep04 040115 89.000 89.000 88.100 88.300 -0.200 78 259 -4
Oct04 040115 88.500 88.500 88.300 88.400 -0.150 35 265 +19
Total Volume and Open Interest 2,417 13,735 +45
Lean Hogs(CME)
Feb04 040115 53.900 53.975 53.300 53.800 +0.600 6,428 17,753 -1,884
Apr04 040115 57.250 57.400 56.350 57.050 +0.300 6,244 18,970 +2,672
May04 040115 58.800 58.975 58.300 58.800 -0.100 71 1,223 +21
Jun04 040115 63.200 63.450 62.550 62.725 -0.450 743 5,288 +152
Jul04 040115 60.750 60.900 60.100 60.400 -0.425 120 1,257 +13
Aug04 040115 58.800 58.800 58.200 58.450 -0.350 89 903 +48
Oct04 040115 52.075 52.100 51.950 52.050 -0.025 60 828 +26
Dec04 040115 52.700 52.700 52.000 52.100 -0.400 46 314 +8
Total Volume and Open Interest 13,801 46,554 +1,056
Pork Bellies(CME)
Feb04 040115 84.450 84.700 83.100 83.150 -1.250 517 1,619 +41
Mar04 040115 84.500 84.600 84.000 84.000 -0.600 89 508 +22
May04 040115 86.500 86.500 85.525 85.525 -0.375 87 273 +31
Jul04 040115 87.300 87.300 87.050 87.200 -0.800 20 101 +12
Aug04 040115 87.800 87.800 87.800 87.800 unch 0 12 +0
Total Volume and Open Interest 713 2,513 +106
BFP Milk Class III(CME)
Jan04 040115 11.59 11.61 11.59 11.61 +0.02 54 3,205 -28
Feb04 040115 11.54 11.54 11.54 11.54 +0.02 7 2,167 -6
Mar04 040115 11.52 11.59 11.52 11.59 +0.07 1 1,967 +0
Apr04 040115 11.60 11.64 11.58 11.64 +0.05 2 1,493 +1
May04 040115 11.75 11.82 11.75 11.82 +0.07 8 1,578 +5
Total Volume and Open Interest 113 17,976 -16
Cocoa(NYBOT)
Mar04 040115 1600 1629 1595 1605 -3 4,121 29,163 +461
May04 040115 1608 1625 1596 1609 -1 796 13,412 +247
Jul04 040115 1610 1629 1600 1609 -4 242 15,190 +73
Sep04 040115 1619 1619 1607 1610 -5 431 7,401 +188
Dec04 040115 1613 1615 1611 1611 -7 214 8,127 +78
Mar05 040115 1617 1625 1606 1613 -8 178 4,141 -58
May05 040115 1611 1611 1611 1611 -12 125 8,662 +125
Total Volume and Open Interest 6,107 93,765 +1,114
Coffee "C"(NYBOT)
Mar04 040115 69.70 69.70 68.00 69.55 +0.20 9,553 53,557 -886
May04 040115 71.40 71.45 69.80 71.20 +0.15 1,664 11,702 -31
Jul04 040115 73.00 73.00 71.40 72.85 +0.10 819 5,976 -9
Sep04 040115 74.50 74.60 73.50 74.50 +0.10 200 6,622 +79
Dec04 040115 77.00 77.10 76.30 77.10 +0.05 328 4,129 -54
Mar05 040115 79.45 79.80 79.00 79.80 unch 118 2,444 -50
Total Volume and Open Interest 12,739 84,883 -894
Orange Juice(NYBOT)
Mar04 040115 65.75 66.00 65.50 65.65 +0.30 3,015 26,486 -505
May04 040115 68.70 68.90 68.40 68.60 +0.30 497 6,418 +38
Jul04 040115 71.25 71.50 70.95 71.50 +0.70 104 1,071 +50
Sep04 040115 74.00 74.00 73.80 73.95 +0.65 92 566 +27
Nov04 040115 76.50 76.50 76.45 76.45 +0.65 25 405 +15
Total Volume and Open Interest 3,733 35,035 -375
Sugar #11(NYBOT)
Mar04 040115 5.80 5.85 5.68 5.73 -0.12 14,954 137,287 +2,987
May04 040115 5.99 6.07 5.90 5.95 -0.09 3,093 35,380 +961
Jul04 040115 6.03 6.05 5.95 6.00 -0.06 2,760 35,067 +920
Oct04 040115 6.12 6.17 6.11 6.15 unch 485 21,229 +125
Mar05 040115 6.35 6.38 6.34 6.38 +0.03 202 9,077 -25
Total Volume and Open Interest 21,618 246,683 +5,071
London Cocoa(LCE)
Mar04 040115 907 927 901 907 +1 3,614 57,360 +110
May04 040115 924 940 916 919 -2 1,242 18,400 +499
Jul04 040115 939 953 931 931 -5 1,103 23,776 +27
Sep04 040115 950 961 942 942 -6 1,109 21,281 -327
Dec04 040115 951 960 942 942 -6 950 38,540 -78
Mar05 040115 959 966 949 949 -6 454 21,787 +86
May05 040115 959 973 956 956 -6 99 2,857 +63
Total Volume and Open Interest 8,591 185,769 +400
London Coffee(LCE)
Jan04 040115 817.00 820.00 803.00 810.00 +6.00 462 7,285 -1,121
Mar04 040115 768.00 789.00 768.00 780.00 +8.00 5,689 60,037 -334
May04 040115 779.00 799.00 779.00 790.00 +8.00 1,318 29,456 +314
Jul04 040115 789.00 807.00 789.00 802.00 +9.00 365 13,988 +77
Sep04 040115 800.00 819.00 800.00 813.00 +9.00 230 14,509 +103
Nov04 040115 828.00 828.00 824.00 824.00 +9.00 277 8,885 +231
Total Volume and Open Interest 8,482 136,489 -714
London Sugar(LCE)
Mar04 040115 186.00 186.50 183.30 183.60 -2.40 3,766 19,099 -405
May04 040115 187.00 187.20 184.50 184.60 -2.40 1,264 11,105 +644
Aug04 040115 184.00 185.00 183.60 183.60 -0.90 295 8,054 +98
Oct04 040115 183.70 183.80 183.70 183.80 -0.70 50 4,547 +0
Dec04 040115 186.30 186.30 186.30 186.30 -0.70 31 1,966 +30
Total Volume and Open Interest 5,407 46,467 +368
Cotton(NYBOT)
Mar04 040115 73.00 75.10 72.30 74.49 +0.92 4,871 62,612 +157
May04 040115 74.25 76.10 73.80 75.70 +0.86 1,452 15,959 +451
Jul04 040115 75.10 76.80 74.70 76.48 +0.68 312 6,654 -6
Oct04 040115 68.00 68.70 68.00 68.70 +0.55 28 438 +23
Dec04 040115 68.65 69.50 68.30 69.45 +0.57 223 5,301 +13
Mar05 040115 70.80 71.45 70.80 71.45 +0.65 17 793 +3
Total Volume and Open Interest 6,915 92,295 +650
Lumber(CME)
Jan04 040115 328.3 336.5 326.6 327.3 +0.8 123 139 -151
Mar04 040115 334.5 342.2 334.5 342.2 +10.0 636 1,896 +101
May04 040115 343.0 347.6 341.0 343.1 +3.5 169 403 +58
Jul04 040115 345.0 348.1 344.9 347.8 +2.9 29 143 +23
Total Volume and Open Interest 961 2,607 +31
Crude Oil(NYM)
Feb04 040115 35.10 35.20 33.27 33.44 -1.06 126,272 71,104 -24,516
Mar04 040115 34.35 34.40 32.35 32.53 -1.26 119,995 203,677 +32,193
Apr04 040115 33.75 33.80 32.10 32.11 -1.20 19,201 53,119 +1,877
May04 040115 33.15 33.20 31.66 31.66 -1.11 4,168 31,057 +89
Jun04 040115 32.45 32.65 31.19 31.19 -1.03 8,994 39,171 -299
Jul04 040115 31.95 32.10 30.60 30.73 -0.95 2,974 28,990 +1,275
Aug04 040115 30.80 30.92 30.31 30.31 -0.89 1,370 15,610 +457
Sep04 040115 30.35 30.52 29.94 29.94 -0.83 1,096 25,578 +95
Oct04 040115 30.00 30.00 29.64 29.64 -0.78 559 18,076 -118
Nov04 040115 29.90 29.90 29.39 29.39 -0.75 567 12,564 -221
Dec04 040115 30.00 30.10 29.19 29.19 -0.72 3,892 48,613 +1,006
Jan05 040115 29.85 29.85 28.96 28.96 -0.69 109 14,725 -12
Feb05 040115 28.76 28.76 28.76 28.76 -0.66 140 4,870 -29
Mar05 040115 28.56 28.56 28.56 28.56 -0.63 485 4,994 -5
Apr05 040115 28.39 28.39 28.39 28.39 -0.60 0 2,596 +0
May05 040115 28.23 28.23 28.23 28.23 -0.57 0 2,333 +0
Total Volume and Open Interest 296,549 671,603 +15,383
Heating Oil(NYM)
Feb04 040115 99.50 99.90 92.50 92.99 -3.75 38,692 48,573 -3,941
Mar04 040115 97.50 97.80 91.20 91.65 -3.55 26,110 49,372 +3,391
Apr04 040115 91.90 91.90 86.40 86.90 -3.25 5,510 13,857 +803
May04 040115 87.25 87.25 82.80 83.00 -2.90 2,195 7,710 +319
Jun04 040115 84.25 84.25 80.60 80.60 -2.55 1,153 8,870 +408
Jul04 040115 79.25 79.25 79.25 79.25 -2.40 1,530 6,250 +740
Aug04 040115 81.50 81.50 79.00 79.00 -2.35 680 4,183 +631
Sep04 040115 79.35 79.35 79.35 79.35 -2.30 227 2,381 +185
Oct04 040115 80.15 80.15 79.90 79.90 -2.25 5 1,140 +0
Nov04 040115 82.65 82.65 80.45 80.45 -2.20 55 1,416 +0
Dec04 040115 82.60 82.60 81.00 81.00 -2.15 651 8,500 +390
Jan05 040115 82.00 82.00 81.45 81.45 -2.10 50 2,112 +50
Total Volume and Open Interest 76,858 156,423 +2,976
Unleaded Gas(NYM)
Feb04 040115 101.30 101.40 92.90 93.29 -5.80 26,257 43,463 -3,069
Mar04 040115 101.10 101.30 93.50 93.93 -5.30 17,722 43,670 +6,027
Apr04 040115 106.00 106.00 99.00 99.43 -4.70 3,788 15,776 +69
May04 040115 103.75 103.75 98.73 98.73 -4.45 774 9,409 +404
Jun04 040115 103.00 103.00 96.93 96.93 -4.20 1,208 4,900 +66
Jul04 040115 94.53 94.53 94.53 94.53 -3.97 794 2,016 +531
Aug04 040115 91.63 91.63 91.63 91.63 -3.77 0 1,376 +0
Sep04 040115 90.75 90.75 88.13 88.13 -3.57 260 2,856 +93
Oct04 040115 83.28 83.28 83.28 83.28 -3.42 0 1,491 +0
Nov04 040115 80.83 80.83 80.83 80.83 -3.32 0 760 +0
Dec04 040115 81.75 81.75 79.38 79.38 -3.27 0 745 +0
Jan05 040115 81.00 81.00 78.78 78.78 -3.22 0 205 +0
Total Volume and Open Interest 50,803 126,667 +4,121
Natural Gas(NYM)
Feb04 040115 6.500 6.530 5.800 5.845 -0.542 30,981 38,294 -4,408
Mar04 040115 6.580 6.600 5.910 5.955 -0.537 17,198 48,637 +4,080
Apr04 040115 5.710 5.740 5.400 5.435 -0.257 5,436 21,920 +292
May04 040115 5.480 5.480 5.270 5.295 -0.157 3,597 24,124 -264
Jun04 040115 5.465 5.470 5.280 5.297 -0.143 2,063 16,198 +702
Jul04 040115 5.460 5.490 5.300 5.322 -0.135 722 14,635 +55
Aug04 040115 5.480 5.495 5.340 5.342 -0.135 509 13,367 +42
Sep04 040115 5.470 5.480 5.300 5.320 -0.135 631 12,514 +196
Oct04 040115 5.475 5.485 5.320 5.334 -0.138 824 14,352 +399
Nov04 040115 5.650 5.675 5.510 5.539 -0.123 384 10,010 +73
Dec04 040115 5.830 5.835 5.700 5.727 -0.110 2,970 12,313 -555
Jan05 040115 5.960 5.970 5.840 5.857 -0.110 2,739 9,530 -1,462
Feb05 040115 5.925 5.925 5.800 5.827 -0.100 420 8,238 +294
Mar05 040115 5.720 5.720 5.600 5.632 -0.090 347 8,579 +69
Apr05 040115 5.120 5.120 5.052 5.052 -0.070 55 8,698 +5
May05 040115 5.000 5.000 4.942 4.942 -0.060 415 4,176 +27
Total Volume and Open Interest 70,004 328,132 -196
Brent Crude Oil(IPE)
Mar04 040115 31.11 31.25 29.30 29.34 -1.23 73,838 113,956 +13,094
Apr04 040115 30.85 30.90 29.02 29.08 -1.23 12,785 51,287 +4,806
May04 040115 30.36 30.58 28.75 28.83 -1.20 1,664 15,803 +33
Jun04 040115 30.10 30.25 28.55 28.60 -1.18 2,362 25,973 +27
Jul04 040115 29.77 29.89 28.37 28.37 -1.14 3,675 9,187 -475
Aug04 040115 29.50 29.50 28.14 28.14 -1.07 670 10,050 +400
Sep04 040115 27.92 27.92 27.92 27.92 -0.99 759 9,812 +146
Oct04 040115 28.25 28.25 27.71 27.71 -0.92 277 5,291 +155
Nov04 040115 28.44 28.44 27.51 27.51 -0.88 600 5,375 -100
Dec04 040115 28.40 28.50 27.35 27.35 -0.85 1,580 28,587 +218
Jan05 040115 28.15 28.15 27.13 27.13 -0.82 0 1,870 +0
Mar05 040115 26.80 26.80 26.80 26.80 -0.67 200 3,565 +0
Total Volume and Open Interest 141,037 322,770 -6,285
Gas Oil(IPE)
Feb04 040115 275.50 281.75 265.50 271.75 -0.75 656 50,771 -3,798
Mar04 040115 270.50 275.50 260.00 267.25 -1.75 265 27,504 +3,165
Apr04 040115 266.00 267.50 257.50 260.00 -2.25 3,788 9,682 +696
May04 040115 258.50 260.00 251.00 253.00 -2.50 3,052 9,895 +465
Jun04 040115 254.25 254.75 246.00 248.75 -2.75 3,062 11,900 -622
Jul04 040115 251.00 251.00 247.75 247.75 -2.50 400 4,378 +125
Aug04 040115 250.50 250.50 246.75 246.75 -2.75 0 2,505 +0
Sep04 040115 246.00 246.00 246.00 246.00 -2.75 723 4,097 +0
Oct04 040115 245.25 245.25 245.25 245.25 -2.75 0 3,493 +0
Nov04 040115 244.50 244.50 244.50 244.50 -2.75 0 2,683 +0
Total Volume and Open Interest 13,332 148,928 +701
US Dollar Index(NYBOT)
Mar04 040115 86.39 86.93 86.34 86.87 +0.55 1,941 20,369 -176
Jun04 040115 86.88 87.31 86.88 87.28 +0.55 7 2,050 +2
Sep04 040115 87.72 87.72 87.72 87.72 +0.55 1 5 +1
Total Volume and Open Interest 1,949 22,424 -173
Australian Dollar(CME)
Mar04 040115 76.76 76.77 76.32 76.52 -0.50 4,097 63,807 +2,193
Jun04 040115 75.85 75.85 75.55 75.68 -0.50 88 700 +57
Sep04 040115 74.84 74.84 74.84 74.84 -0.50 0 103 +0
Total Volume and Open Interest 4,186 64,654 +2,250
British Pound(CME)
Mar04 040115 181.90 181.91 180.99 181.34 -1.18 3,667 60,517 -873
Jun04 040115 180.30 180.30 179.70 179.96 -1.18 17 77 +1
Sep04 040115 178.58 178.58 178.58 178.58 -1.18 0 11 +0
Total Volume and Open Interest 3,690 60,957 -872
Canadian Dollar(CME)
Mar04 040115 77.27 77.39 76.76 77.05 -0.38 7,896 82,201 -2,800
Jun04 040115 77.06 77.06 76.50 76.82 -0.38 327 3,114 +367
Sep04 040115 76.55 76.63 76.50 76.63 -0.38 364 1,551 +139
Dec04 040115 76.55 76.55 76.30 76.44 -0.38 67 710 +33
Total Volume and Open Interest 8,664 87,645 -2,260
Japanese Yen(CME)
Mar04 040115 94.39 94.52 94.22 94.24 -0.21 3,735 150,641 -976
Jun04 040115 94.70 94.78 94.50 94.52 -0.21 28 7,559 +7
Sep04 040115 94.82 94.82 94.82 94.82 -0.21 0 53 +0
Total Volume and Open Interest 3,763 158,264 -969
Swiss Franc(CME)
Mar04 040115 80.99 81.01 80.26 80.38 -0.86 4,291 47,454 -832
Jun04 040115 80.80 80.95 80.54 80.54 -0.86 0 189 -9
Sep04 040115 80.71 80.71 80.71 80.71 -0.86 0 2 +0
Total Volume and Open Interest 4,291 47,747 -841
EuroFX(CME)
Mar04 040115 126.19 126.25 125.50 125.58 -0.88 17,041 127,738 -1,450
Jun04 040115 125.87 125.93 125.25 125.29 -0.88 165 1,041 +107
Sep04 040115 125.40 125.40 124.95 125.02 -0.88 1 196 +1
Total Volume and Open Interest 17,225 129,173 -1,337
Mexican Peso(CME)
Mar04 040115 9165.0 9180.0 9130.0 9155.0 -15.0 7,858 45,253 +2,959
Jun04 040115 9055.0 9055.0 9030.0 9050.0 -15.0 213 527 +86
Total Volume and Open Interest 8,163 46,240 +3,125
30-Year T-Bonds(CBOT)
Mar04 040115 112~08 112~29 112~03 112~27 +0~11 281,294 484,548 +4,212
Jun04 040115 110~25 111~14 110~21 111~13 +0~11 3,536 17,178 +1,030
Sep04 040115 109~31 110~01 109~31 110~01 +0~11 0 209 +0
Total Volume and Open Interest 284,832 502,123 +5,243
Municipal Bonds(CBOT)
Mar04 040115 104~25 104~28 104~19 104~26 +0~02 191 2,434 -1
Total Volume and Open Interest 191 2,434 -1
10-Year T-Notes(CBOT)
Mar04 040115 114~175 114~300 114~080 114~205 -0~010 834,968 1,090,384 +11,425
Jun04 040115 113~040 113~050 112~235 113~020 -0~010 8,928 45,916 +6,072
Total Volume and Open Interest 843,896 1,136,300 +17,497
5-Year T-Notes(CBOT)
Mar04 040115 113~065 113~085 112~260 113~025 -0~035 324,081 0 +0
Jun04 040115 111~270 111~270 111~230 111~230 -0~030 8 0 -17,745
Total Volume and Open Interest 324,089    
2 Year T-Notes(CBOT)
Mar04 040115 107~065 107~065 107~049 107~060 -0~008 4,539 159,084 -2,325
Total Volume and Open Interest 4,539 159,084 -2,325
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 040115 98.845 98.845 98.830 98.840 unch 55,090 816,783 +7,594
Jun04 040115 98.735 98.740 98.705 98.720 -0.020 98,157 778,181 +2,686
Sep04 040115 98.495 98.495 98.440 98.470 -0.030 155,002 699,425 -7,414
Dec04 040115 98.150 98.150 98.050 98.110 -0.045 185,663 594,703 -11,494
Mar05 040115 97.765 97.765 97.660 97.715 -0.060 122,118 398,793 +6,408
Jun05 040115 97.375 97.375 97.265 97.315 -0.065 49,040 304,758 +2,126
Sep05 040115 97.030 97.030 96.925 96.975 -0.060 40,293 239,541 +2,482
Dec05 040115 96.735 96.735 96.630 96.690 -0.050 37,405 175,919 +1,283
Mar06 040115 96.515 96.515 96.390 96.465 -0.040 16,530 149,915 +260
Jun06 040115 96.285 96.285 96.185 96.255 -0.030 9,878 125,749 -1,198
Sep06 040115 96.050 96.060 95.980 96.060 -0.020 13,718 112,197 -242
Dec06 040115 95.870 95.870 95.790 95.860 -0.010 12,413 99,096 +75
Total Volume and Open Interest 846,389 5,137,277 +5,507
3-Mth Euro-Yen(CME)
Mar04 040115 99.92 99.92 99.92 99.92 +0.01 9 9,322 +33
Jun04 040115 99.91 99.91 99.91 99.91 unch 220 9,454 +113
Sep04 040115 99.88 99.88 99.88 99.88 unch 2 11,872 -92
Dec04 040115 99.85 99.85 99.85 99.85 +0.01 0 4,028 -65
Mar05 040115 99.76 99.76 99.76 99.76 +0.01 0 3,442 -530
Jun05 040115 99.68 99.68 99.68 99.68 +0.01 10 932 +5
Sep05 040115 99.58 99.58 99.58 99.58 +0.02 0 2,120 +0
Dec05 040115 99.46 99.46 99.46 99.46 unch 0 98 +0
Mar06 040115 99.25 99.25 99.25 99.25 unch 0 289 +0
Jun06 040115 99.00 99.00 99.00 99.00 unch 0 472 +0
Total Volume and Open Interest 241 42,903 -536
3-Mth Euro-Yen(SIMEX)
Mar04 040115 99.92 99.92 99.92 99.92 +0.01 336 60,266 -179
Jun04 040115 99.91 99.92 99.91 99.92 +0.01 525 66,719 -264
Sep04 040115 99.88 99.88 99.88 99.88 unch 538 45,006 -151
Dec04 040115 99.84 99.85 99.84 99.85 +0.01 813 39,649 +178
Mar05 040115 99.74 99.76 99.74 99.76 +0.02 1,056 20,854 +332
Jun05 040115 99.68 99.68 99.68 99.68 +0.02 0 16,512 +0
Sep05 040115 99.58 99.58 99.58 99.58 +0.02 3 13,604 +0
Dec05 040115 99.48 99.48 99.48 99.48 +0.02 0 3,244 +0
Total Volume and Open Interest 3,272 278,776 -83
German Euro-Bund(EUREX)
Mar04 040115 114.58 114.69 114.33 114.47 -0.12 1,249,054 930,966 -20,139
Jun04 040115 113.61 113.67 113.38 113.49 -0.10 578 5,968 +459
Sep04 040115 112.97 112.97 112.97 112.97 -0.42      
Total Volume and Open Interest 1,249,632 936,934 -19,680
German Euro-Bobl(EUREX)
Mar04 040115 111.54 111.65 111.38 111.48 -0.08 973,576 736,051 +60
Jun04 040115 110.74 110.74 110.68 110.68 -0.10 1,464 2,536 +1,404
Sep04 040115 110.28 110.28 110.28 110.28 -0.08 173 173 +173
Total Volume and Open Interest 975,213 738,760 +1,637
Long Gilt(LIFFE)
Mar04 040115 109~17 109~18 109~01 109~08 -0~04 49,066 159,415 -1,572
Jun04 040115 108~27 108~27 108~27 108~27 -0~04 10 1 +0
Total Volume and Open Interest 49,076 159,416 -1,572
3-Mth Short Sterling(LIFFE)
Mar04 040115 95.84 95.84 95.80 95.82 -0.01 38,647 197,477 +2,929
Jun04 040115 95.69 95.71 95.63 95.66 -0.03 40,891 208,441 +1,385
Sep04 040115 95.56 95.58 95.47 95.51 -0.04 35,604 166,983 -2,734
Total Volume and Open Interest 159,003 991,125 +5,396
3-Mth Euribor(LIFFE)
Mar04 040115 97.920 97.930 97.915 97.920 +0.005 82,127 494,284 -1,316
Jun04 040115 97.875 97.890 97.850 97.870 +0.005 126,387 442,694 -5,433
Sep04 040115 97.735 97.755 97.705 97.730 +0.010 148,534 439,707 +10,828
Total Volume and Open Interest 753,569 2,515,433 +30,997
3-Mth Aus T-Bills(SFE)
Mar04 040115 94.46 94.47 94.43 94.45 -0.03 32,043 227,979 -3,948
Jun04 040115 94.39 94.41 94.36 94.39 -0.03 16,844 111,598 +3,433
Sep04 040115 94.32 94.35 94.29 94.33 -0.02 3,075 42,781 +1,183
Dec04 040115 94.25 94.29 94.25 94.27 -0.02 688 26,203 -409
Mar05 040115 94.23 94.24 94.22 94.22 -0.03 1,134 19,764 +73
Jun05 040115 94.19 94.20 94.18 94.18 -0.02 492 12,190 +54
Sep05 040115 94.14 94.15 94.14 94.15 -0.01 992 5,935 +152
Dec05 040115 94.12 94.12 94.12 94.12 -0.01 325 2,570 -83
Mar06 040115 94.09 94.09 94.09 94.09 -0.01 125 839 +58
Jun06 040115 94.05 94.05 94.05 94.05 -0.02 137 761 +137
Total Volume and Open Interest 56,017 451,053 +691
10-Year Aus T-Bonds(SFE)
Mar04 040115 94.42 94.43 94.39 94.43 0.00 36,365 178,051 +18,203
Jun04 040115 94.43 94.43 94.43 94.43 0.00      
Total Volume and Open Interest 36,365 178,051 +18,203
3-Year Aus T-Bonds(SFE)
Mar04 040115 94.49 94.52 94.47 94.50 -0.02 96,697 378,506 +54,759
Jun04 040115 94.50 94.50 94.50 94.50 -0.02      
Total Volume and Open Interest 96,697 378,506 +54,759
Gold(CMX)
Feb04 040115 415.7 416.8 408.0 408.7 -13.3 56,769 193,109 -2,071
Apr04 040115 416.0 418.0 409.1 409.7 -13.3 5,583 33,848 +1,944
Jun04 040115 417.3 418.8 410.0 410.6 -13.3 1,294 21,538 +287
Aug04 040115 419.0 419.0 411.0 411.5 -13.3 173 6,906 +30
Oct04 040115 412.3 412.3 412.3 412.3 -13.3 4 1,014 +1
Dec04 040115 420.0 422.0 413.0 413.1 -13.3 348 20,519 +33
Total Volume and Open Interest 64,273 300,561 +288
Silver(CMX)
Mar04 040115 632.0 635.5 619.0 621.3 -21.7 24,914 85,603 -319
May04 040115 637.0 637.0 620.0 622.4 -21.7 1,225 4,707 +231
Jul04 040115 633.0 637.0 621.0 623.7 -21.6 273 3,657 +44
Sep04 040115 639.0 639.0 624.3 624.3 -21.6 11 818 -3
Dec04 040115 639.0 642.0 624.0 625.0 -21.4 660 11,187 -103
Total Volume and Open Interest 27,270 108,690 -34
Platinum(NYM)
Jan04 040115 858.0 862.0 857.9 857.9 -5.5 55 156 -32
Apr04 040115 854.0 855.0 846.5 848.9 -5.5 750 8,087 +22
Jul04 040115 841.9 841.9 841.9 841.9 -5.5 0 160 +0
Oct04 040115 837.4 837.4 837.4 837.4 -5.5 0 4 +0
Total Volume and Open Interest 805 8,407 -10
Palladium(NYME)
Mar04 040115 217.00 217.50 212.30 215.65 -5.55 937 8,153 +338
Jun04 040115 220.00 220.00 216.15 216.15 -5.55 7 562 -3
Total Volume and Open Interest 944 8,750 +335
Copper(CMX)
Mar04 040115 109.25 109.65 106.70 108.40 -1.00 7,885 70,579 -915
May04 040115 109.00 109.00 107.00 108.00 -1.00 808 5,815 +297
Jul04 040115 107.60 107.60 105.90 107.35 -0.95 337 3,940 +46
Sep04 040115 107.20 107.20 105.60 106.60 -0.85 15 1,662 +12
Dec04 040115 106.40 106.40 104.85 105.50 -0.80 304 2,932 +222
Total Volume and Open Interest 9,773 90,272 -1,170
DJIA Index(CBOT)
Mar04 040115 10527 10576 10457 10552 +25 11,473 34,932 +874
Jun04 040115 10530 10530 10530 10530 +25 29 458 +9
Sep04 040115 10510 10510 10510 10510 +25 0 2 +0
Dec04 040115 10490 10490 10490 10490 +25 0 4 +0
Total Volume and Open Interest 11,502 35,396 +883
S & P 500(CME)
Mar04 040115 1131.80 1136.30 1123.00 1133.20 +1.90 34,330 594,885 +1,391
Jun04 040115 1131.30 1134.00 1128.00 1132.30 +1.90 80 17,942 +3
Sep04 040115 1131.50 1131.50 1131.50 1131.50 +2.00 2 2,264 -1
Dec04 040115 1130.50 1130.80 1130.50 1130.80 +2.00 5 78 -2
Total Volume and Open Interest 34,417 615,317 +1,391
S & P 500 E-Mini(Globex)
Mar04 040115 1129.75 1136.50 1123.00 1133.25 +2.00 530,133 511,077 +17,379
Jun04 040115 1126.00 1135.50 1124.75 1132.25 +1.75 244 4,192 +105
Total Volume and Open Interest 530,377 515,269 +17,484
NASDAQ 100(CME)
Mar04 040115 1528.00 1548.50 1516.00 1537.50 unch 7,685 72,162 -873
Jun04 040115 1540.00 1540.00 1540.00 1540.00 unch 0 53 +0
Sep04 040115 1542.50 1542.50 1542.50 1542.50 unch      
Total Volume and Open Interest 7,685 72,215 -873
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040115 1532.0 1548.5 1516.0 1537.5 unch 254,375 190,463 -961
Jun04 040115 1527.5 1548.0 1521.0 1540.0 unch 70 641 +37
Total Volume and Open Interest 254,445 191,104 -924
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040115 589.00 591.50 584.00 591.00 +2.50 649 15,860 +74
Jun04 040115 591.20 591.20 591.20 591.20 +2.50 1 1 +0
Sep04 040115 591.20 591.20 591.20 591.20 +2.50      
Total Volume and Open Interest 650 15,861 +74
Russell 2000(CME)
Mar04 040115 586.00 588.00 578.50 587.00 +1.75 1,139 22,894 +254
Jun04 040115 587.10 587.10 587.10 587.10 +1.75      
Sep04 040115 587.10 587.10 587.10 587.10 +1.75      
Total Volume and Open Interest 1,139 22,894 +254
Value Line(KCBT)
Mar04 040115 1588.00 1591.50 1585.00 1591.50 +2.75 3 43 -1
Total Volume and Open Interest 3 43 -1
Nikkei 225(CME)
Mar04 040115 10710 10770 10670 10690 -230 2,270 28,482 +43
Jun04 040115 10680 10680 10680 10680 -230 0 65 +0
Total Volume and Open Interest 2,272 28,558 +45
Nikkei 225(SIMEX)
Mar04 040115 10880 10890 10635 10655 -190 22,432 143,656 +2,594
Jun04 040115 10615 10615 10615 10615 -190 0 303 +0
Sep04 040115 10610 10610 10610 10610 -190      
Total Volume and Open Interest 22,432 143,959 +2,594
CAC 40(MATIF)
Jan04 040115 3609.0 3649.0 3596.0 3628.0 +6.0 7 208 +40
Feb04 040115 3609.0 3633.0 3607.0 3633.0 +5.5 298 119,172 +275
Mar04 040115 3616.0 3646.5 3613.0 3639.0 +70.5 0 8,275 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040115 4049.0 4109.0 4041.0 4104.5 +39.5 110,195 281,128 +7,583
Jun04 040115 4070.5 4126.0 4065.0 4125.5 +40.0 622 8,148 +81
Sep04 040115 4100.0 4148.0 4096.5 4147.5 +40.5 443 1,302 +138
Total Volume and Open Interest 111,260 290,578 +7,802
FT-SE 100(LIFFE)
Mar04 040115 4440.00 4458.50 4426.50 4436.50 -6.50 69,975 405,434 -6,811
Jun04 040115 4439.50 4462.50 4439.00 4445.00 -7.00 1,540 11,737 +325
Sep04 040115 4453.50 4453.50 4453.50 4453.50 -6.50 2,500 8,140 +1,291
Total Volume and Open Interest 74,015 426,336 -5,195
SPI 200(SFE)
Mar04 040115 3320.0 3321.0 3302.0 3306.0 -11.0 9,708 151,222 -1,476
Jun04 040115 3323.0 3328.0 3317.0 3317.0 -12.0 273 3,240 +245
Sep04 040115 3326.0 3326.0 3326.0 3326.0 -12.0 0 1,433 +0
Total Volume and Open Interest 10,006 156,385 -1,206
GSCI(CME)
Feb04 040115 274.00 274.00 261.00 261.35 -9.10 3,161 14,076 +2,891
Mar04 040115 257.80 257.80 257.80 257.80 -7.20 0 23 +0
Total Volume and Open Interest 6,017 15,583 +834
Reuters CRB Index(NYBOT)
Feb04 040115 266.50 266.50 263.00 263.45 -4.30 34 113 -3
Apr04 040115 266.00 266.00 263.00 263.25 -3.50 70 731 +14
Jun04 040115 262.25 262.25 262.25 262.25 -3.50 0 7 +0
Total Volume and Open Interest 104 851 +11
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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