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MRCI's End of Day Prices
Daily Futures Price Listing Tue January 27, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar04 040127 843.50 845.75 833.00 835.50 -12.00 38,897 129,723 -251
May04 040127 844.00 845.50 833.50 835.50 -12.50 12,211 73,508 +2,312
Jul04 040127 834.00 834.50 823.50 826.00 -10.75 6,251 36,360 +366
Aug04 040127 796.50 799.00 788.50 790.00 -10.25 785 7,896 -53
Sep04 040127 741.00 742.00 735.50 737.00 -7.75 290 3,752 +29
Nov04 040127 674.50 675.00 670.75 672.50 -4.00 2,194 20,530 +427
Jan05 040127 674.00 675.00 672.00 672.25 -3.75 20 388 +4
Total Volume and Open Interest 60,709 272,483 +2,846
Soybean Meal(CBOT)
Mar04 040127 265.00 265.50 260.00 260.70 -6.80 10,994 61,708 -1,160
May04 040127 263.50 264.80 259.90 260.50 -6.10 7,190 57,190 -175
Jul04 040127 259.40 260.00 256.50 256.90 -4.90 3,463 31,063 -143
Aug04 040127 247.50 248.00 245.50 245.90 -4.10 702 11,249 +114
Sep04 040127 232.00 232.50 230.00 230.30 -2.70 675 8,546 +491
Oct04 040127 204.50 204.50 201.00 202.00 -3.20 135 6,207 -32
Dec04 040127 200.00 200.80 198.00 199.00 -2.50 732 14,147 +296
Jan05 040127 200.00 200.00 198.50 199.00 -2.50 9 809 +4
Total Volume and Open Interest 23,900 191,104 -605
Soybean Oil(CBOT)
Mar04 040127 29.80 29.80 29.50 29.52 -0.34 7,267 81,592 +593
May04 040127 29.65 29.67 29.37 29.38 -0.33 4,080 55,129 +1,529
Jul04 040127 29.35 29.40 29.10 29.13 -0.32 2,254 39,880 +386
Aug04 040127 28.80 28.80 28.62 28.62 -0.23 382 4,795 +63
Sep04 040127 28.00 28.09 27.85 27.85 -0.27 551 5,886 +204
Oct04 040127 26.82 27.10 26.82 26.88 -0.17 194 5,005 -30
Dec04 040127 26.00 26.30 26.00 26.10 -0.05 591 10,769 -28
Jan05 040127 26.05 26.10 26.05 26.05 unch 0 375 +0
Total Volume and Open Interest 15,343 203,858 +2,737
Canola(WCE)
Mar04 040127 378.0 379.0 376.5 377.0 -2.2 3,770 27,492 -617
May04 040127 383.8 384.5 382.0 383.0 -1.4 952 14,584 +217
Jul04 040127 387.5 388.5 386.5 387.0 -1.5 480 6,383 +22
Sep04 040127 352.5 352.5 352.5 352.5 unch      
Nov04 040127 356.9 357.0 355.9 355.9 -1.6 0 8,736 -11
Total Volume and Open Interest 5,202 57,220 -389
Corn(CBOT)
Mar04 040127 279.25 280.50 275.25 276.25 -5.00 46,172 322,047 +4,012
May04 040127 283.50 284.75 280.00 280.75 -4.50 13,882 107,555 +1,053
Jul04 040127 286.00 287.25 282.50 284.25 -3.75 12,670 76,008 +1,750
Sep04 040127 280.00 281.50 277.50 277.75 -4.50 1,301 12,272 +92
Dec04 040127 275.50 278.75 274.00 274.25 -3.50 11,860 91,765 +3,136
Mar05 040127 279.00 281.50 277.00 277.25 -3.50 793 6,808 +516
Total Volume and Open Interest 86,859 619,084 +10,644
Wheat(CBOT)
Mar04 040127 380.00 384.25 379.00 380.00 -1.25 20,523 88,949 +20
May04 040127 384.50 389.00 384.00 385.25 -1.50 3,239 19,164 +309
Jul04 040127 379.00 382.25 379.00 381.50 unch 4,447 24,634 -428
Sep04 040127 382.00 385.00 382.00 384.50 unch 87 1,439 +77
Dec04 040127 389.50 392.50 389.50 391.75 -1.75 189 2,878 -14
Total Volume and Open Interest 28,490 137,225 -35
Wheat(KCBT)
Mar04 040127 389.00 393.00 388.50 390.50 -0.75 4,645 40,759 -1,736
May04 040127 388.50 391.50 387.50 390.00 -1.00 1,118 11,544 +503
Jul04 040127 384.50 386.50 383.00 383.25 -2.50 1,551 10,339 -325
Sep04 040127 389.00 390.00 387.50 388.00 -3.00 348 1,681 +179
Dec04 040127 396.50 397.00 395.00 395.50 -1.00 340 1,102 +41
Total Volume and Open Interest 8,002 65,433 -1,338
Wheat(MGE)
Mar04 040127 400.00 403.50 400.00 401.00 -1.00 1,702 16,817 -769
May04 040127 397.00 399.75 397.00 397.75 -1.25 549 5,402 -74
Jul04 040127 393.00 396.00 393.00 393.50 -1.50 159 2,200 +101
Sep04 040127 388.00 393.00 388.00 391.00 +1.00 119 2,577 +89
Dec04 040127 395.00 398.50 395.00 398.00 +1.00 57 823 -41
Total Volume and Open Interest 2,586 27,827 -694
Oats(CBOT)
Mar04 040127 159.75 160.50 158.25 158.75 -2.00 1,190 4,923 +77
May04 040127 162.00 163.00 161.00 161.25 -1.25 240 1,177 +48
Jul04 040127 163.00 163.00 163.00 163.00 unch 64 300 +43
Sep04 040127 156.50 156.50 156.50 156.50 unch 0 30 +0
Total Volume and Open Interest 1,494 6,775 +168
Rough Rice(CBOT)
Mar04 040127 8.38 8.39 8.10 8.19 -0.24 508 6,184 +33
May04 040127 8.56 8.56 8.33 8.35 -0.23 60 878 +2
Jul04 040127 8.67 8.67 8.45 8.48 -0.23 46 536 -37
Sep04 040127 7.81 7.86 7.81 7.86 +0.06 0 66 +0
Total Volume and Open Interest 614 7,705 -2
Live Cattle(CME)
Feb04 040127 78.750 79.250 78.650 79.000 +0.325 5,236 24,746 -611
Apr04 040127 74.150 74.950 74.050 74.575 +0.525 6,068 40,660 +476
Jun04 040127 70.800 71.125 70.700 70.800 +0.125 2,347 13,922 +114
Aug04 040127 72.700 73.150 72.700 72.850 +0.225 1,042 7,476 -15
Oct04 040127 75.900 76.125 75.500 75.925 +0.325 830 9,492 +482
Dec04 040127 77.050 77.400 76.900 77.025 +0.125 103 3,092 +49
Total Volume and Open Interest 15,760 100,370 +522
Feeder Cattle(CME)
Jan04 040127 89.500 89.500 89.100 89.250 +0.050 273 1,509 -27
Mar04 040127 84.200 84.550 83.500 84.100 +0.525 995 5,359 -131
Apr04 040127 85.000 85.450 84.825 85.175 +0.450 281 1,736 +3
May04 040127 85.150 85.900 85.150 85.400 +0.350 433 3,329 +17
Aug04 040127 87.400 88.100 87.400 88.050 +0.550 156 1,838 +55
Sep04 040127 87.500 88.000 87.500 88.000 +0.500 10 277 +2
Oct04 040127 87.700 88.200 87.700 88.200 +0.500 3 276 +1
Total Volume and Open Interest 2,154 14,394 -78
Lean Hogs(CME)
Feb04 040127 55.650 56.350 55.350 55.925 +0.100 3,132 8,917 -935
Apr04 040127 56.400 57.700 56.350 57.000 +0.650 3,472 25,633 +28
May04 040127 58.950 59.400 58.650 59.350 +0.375 38 1,442 +2
Jun04 040127 62.650 63.400 62.500 62.850 +0.300 418 6,306 -34
Jul04 040127 60.000 60.450 59.900 60.150 +0.250 52 1,626 +14
Aug04 040127 58.050 58.250 58.050 58.200 +0.600 49 1,168 +41
Oct04 040127 52.500 53.100 52.500 53.000 +0.450 57 1,069 +32
Dec04 040127 52.575 53.000 52.575 52.975 +0.425 91 411 +11
Total Volume and Open Interest 7,313 46,599 -838
Pork Bellies(CME)
Feb04 040127 83.600 84.650 83.600 83.850 +0.350 417 1,400 -96
Mar04 040127 83.900 85.150 83.900 84.200 +0.075 187 658 +9
May04 040127 85.500 86.300 85.500 85.500 +0.300 15 340 +6
Jul04 040127 86.300 86.700 86.300 86.700 +0.300 26 127 +1
Aug04 040127 86.250 86.250 85.850 85.850 +0.350 2 11 +0
Total Volume and Open Interest 647 2,536 -80
BFP Milk Class III(CME)
Jan04 040127 11.61 11.63 11.61 11.63 +0.01 14 3,226 -1
Feb04 040127 11.65 11.68 11.65 11.65 -0.04 182 2,475 +142
Mar04 040127 11.77 11.82 11.77 11.80 +0.03 129 2,192 -27
Apr04 040127 12.05 12.11 12.05 12.11 +0.06 63 1,783 +17
May04 040127 12.25 12.35 12.25 12.35 +0.13 55 1,701 -1
Total Volume and Open Interest 1,090 20,055 +165
Cocoa(NYBOT)
Mar04 040127 1585 1603 1575 1589 -15 4,295 25,679 -402
May04 040127 1572 1591 1566 1578 -16 1,293 12,663 +512
Jul04 040127 1566 1590 1566 1576 -17 306 12,250 -22
Sep04 040127 1574 1587 1574 1574 -17 78 7,891 -4
Dec04 040127 1577 1577 1566 1571 -18 160 8,048 +38
Mar05 040127 1570 1571 1570 1571 -17 312 5,499 +297
May05 040127 1568 1568 1568 1568 -17 75 8,157 +50
Total Volume and Open Interest 6,519 87,025 +469
Coffee "C"(NYBOT)
Mar04 040127 76.75 79.20 75.90 78.65 +1.30 16,036 67,174 +3,072
May04 040127 78.40 80.60 77.75 80.30 +1.45 6,281 16,530 +881
Jul04 040127 79.40 82.30 79.20 81.80 +1.55 2,260 6,481 -358
Sep04 040127 81.00 83.45 80.80 83.25 +1.55 1,027 7,390 +381
Dec04 040127 83.35 85.95 83.10 85.75 +1.55 670 4,361 +139
Mar05 040127 85.50 88.20 85.25 88.20 +1.50 87 2,591 +65
Total Volume and Open Interest 26,388 105,094 +4,190
Orange Juice(NYBOT)
Mar04 040127 60.80 62.30 60.60 62.20 +1.10 1,120 26,298 -434
May04 040127 63.80 65.20 63.65 65.20 +1.00 484 7,237 +70
Jul04 040127 66.60 67.80 66.50 67.80 +0.90 83 1,374 +10
Sep04 040127 69.40 70.30 69.40 70.30 +0.90 22 729 +22
Nov04 040127 71.90 72.80 71.90 72.80 +0.90 8 456 +3
Total Volume and Open Interest 1,786 36,252 -269
Sugar #11(NYBOT)
Mar04 040127 5.77 5.77 5.58 5.75 -0.02 15,247 141,290 -1,501
May04 040127 5.98 6.00 5.80 5.96 -0.03 3,050 38,111 +156
Jul04 040127 6.01 6.04 5.89 6.03 +0.01 1,460 35,768 +345
Oct04 040127 6.14 6.14 6.03 6.14 +0.01 754 23,027 +263
Mar05 040127 6.37 6.38 6.30 6.37 unch 164 10,568 +44
Total Volume and Open Interest 20,774 258,054 -623
London Cocoa(LCE)
Mar04 040127 934 939 921 923 -11 2,804 56,200 +415
May04 040127 920 923 904 906 -15 2,831 19,516 -291
Jul04 040127 928 928 913 913 -15 647 21,890 -62
Sep04 040127 936 936 921 923 -13 1,067 21,933 -378
Dec04 040127 933 933 924 925 -14 1,258 38,421 -60
Mar05 040127 943 943 935 936 -12 741 22,408 +26
May05 040127 951 952 945 945 -11 280 3,333 +225
Total Volume and Open Interest 9,647 185,515 -125
London Coffee(LCE)
Jan04 040127 846.00 847.00 835.00 839.00 -17.00 134 4,315 -778
Mar04 040127 827.00 827.00 805.00 810.00 -20.00 5,172 66,573 -33
May04 040127 840.00 840.00 819.00 824.00 -20.00 2,672 34,767 +1,028
Jul04 040127 849.00 852.00 834.00 837.00 -21.00 395 14,572 +277
Sep04 040127 866.00 866.00 848.00 850.00 -21.00 9 15,087 -4
Nov04 040127 861.00 867.00 861.00 863.00 -20.00 1 9,264 +1
Total Volume and Open Interest 8,383 146,992 +491
London Sugar(LCE)
Mar04 040127 189.30 192.10 187.70 191.10 +2.20 2,118 15,921 +93
May04 040127 189.30 192.00 188.10 191.50 +2.40 1,720 14,538 +728
Aug04 040127 186.70 188.00 185.00 187.60 +1.10 541 8,596 +244
Oct04 040127 185.50 186.30 184.50 186.30 +0.80 20 4,608 +1
Dec04 040127 189.00 189.00 188.80 188.80 +0.80 0 1,998 +0
Total Volume and Open Interest 4,399 47,583 +1,066
Cotton(NYBOT)
Mar04 040127 75.22 75.25 73.41 73.76 -1.88 6,559 64,880 +658
May04 040127 76.40 76.40 74.60 75.06 -1.74 1,965 20,302 +508
Jul04 040127 76.90 77.15 75.85 75.90 -1.80 133 7,607 +13
Oct04 040127 68.25 68.25 68.25 68.25 -0.60 0 419 +0
Dec04 040127 69.50 69.50 68.80 69.05 -0.60 235 5,847 +34
Mar05 040127 71.05 71.05 71.05 71.05 -0.60 1 824 +1
Total Volume and Open Interest 8,893 100,416 +1,214
Lumber(CME)
Mar04 040127 343.2 344.6 335.0 335.2 -7.4 500 2,503 -21
May04 040127 342.0 342.0 335.0 336.0 -3.5 122 664 -25
Jul04 040127 338.5 340.7 338.5 339.0 -1.5 4 169 -2
Sep04 040127 340.5 347.0 339.7 347.0 -2.7 2 27 -1
Total Volume and Open Interest 629 3,364 -48
Crude Oil(NYM)
Mar04 040127 34.58 34.98 33.90 34.12 -0.35 75,617 220,841 -3,645
Apr04 040127 33.85 34.05 33.10 33.26 -0.38 36,673 74,457 +4,274
May04 040127 33.20 33.30 32.50 32.61 -0.38 9,563 38,522 +785
Jun04 040127 32.50 32.73 31.85 32.03 -0.38 6,188 40,291 -119
Jul04 040127 31.95 32.20 31.51 31.51 -0.38 2,792 29,928 -604
Aug04 040127 31.00 31.10 31.00 31.06 -0.36 2,780 17,178 +304
Sep04 040127 31.15 31.20 30.60 30.68 -0.33 1,343 26,289 +174
Oct04 040127 30.80 30.80 30.40 30.40 -0.29 1,069 18,420 -185
Nov04 040127 30.51 30.57 30.15 30.15 -0.26 1,069 13,498 +235
Dec04 040127 30.32 30.40 29.90 29.97 -0.25 4,781 50,964 -292
Jan05 040127 30.00 30.00 29.70 29.73 -0.24 498 14,935 -90
Feb05 040127 29.77 29.77 29.52 29.52 -0.23 151 4,945 +78
Mar05 040127 29.45 29.45 29.32 29.32 -0.22 50 5,111 -50
Apr05 040127 29.13 29.13 29.13 29.13 -0.21 0 2,616 +0
May05 040127 28.95 28.95 28.95 28.95 -0.20 0 2,353 +0
Jun05 040127 29.05 29.05 28.75 28.77 -0.19 430 9,421 +130
Total Volume and Open Interest 146,190 658,698 +2,374
Heating Oil(NYM)
Feb04 040127 100.10 100.80 97.75 99.24 -0.08 26,821 28,366 -4,355
Mar04 040127 98.20 98.65 95.90 97.09 -0.21 30,913 64,648 +414
Apr04 040127 92.20 92.50 90.25 90.84 -0.41 9,359 17,627 +636
May04 040127 87.10 87.40 85.35 85.99 -0.51 2,434 9,062 +88
Jun04 040127 84.45 84.45 83.24 83.24 -0.51 857 10,036 +243
Jul04 040127 82.90 82.90 81.74 81.74 -0.46 660 6,012 -260
Aug04 040127 82.50 82.50 81.49 81.49 -0.46 200 4,883 +108
Sep04 040127 82.70 83.10 81.84 81.84 -0.46 11 2,268 +1
Oct04 040127 82.44 82.44 82.44 82.44 -0.46 2 1,376 +0
Nov04 040127 83.04 83.04 83.04 83.04 -0.46 1 1,466 +0
Dec04 040127 84.05 84.05 83.64 83.64 -0.41 385 10,657 -67
Jan05 040127 84.75 84.75 84.09 84.09 -0.41 1 2,235 +0
Total Volume and Open Interest 71,644 160,808 -3,192
Unleaded Gas(NYM)
Feb04 040127 101.00 101.50 97.50 98.84 -1.41 21,870 18,004 -3,930
Mar04 040127 100.30 100.50 97.50 98.32 -0.80 22,383 63,016 +314
Apr04 040127 105.20 105.40 102.80 103.57 -0.65 8,775 21,184 +737
May04 040127 103.90 103.90 102.60 102.62 -0.50 1,988 11,721 +681
Jun04 040127 101.80 101.80 100.40 100.52 -0.40 391 5,310 +23
Jul04 040127 99.40 99.40 98.02 98.02 -0.30 312 2,639 +43
Aug04 040127 96.20 96.20 95.27 95.27 -0.15 129 1,702 -71
Sep04 040127 92.80 93.00 91.67 91.67 +0.05 79 4,830 +50
Oct04 040127 86.92 86.92 86.92 86.92 +0.15 0 1,685 +0
Nov04 040127 84.47 84.47 84.47 84.47 +0.25 0 769 +0
Dec04 040127 83.22 83.22 83.22 83.22 +0.35 12 1,481 +0
Jan05 040127 82.72 82.72 82.72 82.72 +0.40 12 313 +0
Total Volume and Open Interest 55,951 132,654 -2,153
Natural Gas(NYM)
Feb04 040127 5.880 5.880 5.680 5.716 -0.011 29,815 26,632 -1,115
Mar04 040127 5.840 5.850 5.640 5.656 -0.055 19,509 52,690 +1,298
Apr04 040127 5.370 5.390 5.260 5.266 -0.055 5,813 22,141 +28
May04 040127 5.270 5.280 5.191 5.191 -0.040 3,123 23,603 -97
Jun04 040127 5.260 5.270 5.188 5.188 -0.043 3,840 18,393 -204
Jul04 040127 5.280 5.280 5.208 5.208 -0.045 2,823 17,420 +2,069
Aug04 040127 5.300 5.300 5.218 5.218 -0.047 537 13,875 +35
Sep04 040127 5.260 5.260 5.193 5.193 -0.047 284 12,862 +60
Oct04 040127 5.265 5.265 5.203 5.203 -0.047 877 14,343 +223
Nov04 040127 5.475 5.475 5.403 5.403 -0.052 300 10,655 +96
Dec04 040127 5.670 5.670 5.588 5.588 -0.052 187 12,327 +21
Jan05 040127 5.800 5.800 5.728 5.728 -0.052 856 9,628 -26
Feb05 040127 5.740 5.740 5.688 5.688 -0.052 693 9,256 +589
Mar05 040127 5.560 5.560 5.513 5.513 -0.052 227 8,930 -1
Apr05 040127 5.020 5.030 4.973 4.973 -0.047 564 9,125 +159
May05 040127 4.900 4.910 4.873 4.873 -0.042 58 4,107 -28
Total Volume and Open Interest 69,834 329,339 +3,062
Brent Crude Oil(IPE)
Mar04 040127 30.35 30.83 30.05 30.23 -0.22 35,674 102,763 +1,392
Apr04 040127 30.07 30.58 29.85 30.03 -0.16 13,634 65,794 +2,907
May04 040127 29.87 30.29 29.63 29.80 -0.16 2,230 17,352 +387
Jun04 040127 29.68 30.00 29.40 29.58 -0.16 5,105 26,759 +644
Jul04 040127 29.38 29.70 29.26 29.36 -0.15 1,473 10,705 +627
Aug04 040127 29.40 29.40 29.00 29.14 -0.15 16 9,745 +0
Sep04 040127 29.15 29.15 28.92 28.92 -0.15 16 11,229 -5
Oct04 040127 28.91 28.91 28.70 28.70 -0.14 0 5,391 +0
Nov04 040127 28.49 28.49 28.49 28.49 -0.14 100 5,350 +0
Dec04 040127 28.30 28.60 28.10 28.30 -0.14 4,074 26,252 -920
Jan05 040127 28.08 28.08 28.08 28.08 -0.14 200 2,511 +200
Feb05 040127 27.88 27.88 27.88 27.88 -0.14 450 450 +450
Mar05 040127 27.71 27.71 27.71 27.71 -0.14 250 3,450 -215
Total Volume and Open Interest 64,472 320,829 +6,192
Gas Oil(IPE)
Feb04 040127 273.25 275.00 270.00 273.00 +0.50 15,521 45,596 -3,436
Mar04 040127 269.25 271.00 266.75 269.00 +0.50 12,322 33,575 -2,961
Apr04 040127 261.25 263.50 259.75 262.00 +0.50 5,096 12,090 +88
May04 040127 254.25 256.50 253.00 255.25 +1.00 1,918 11,095 +202
Jun04 040127 249.50 252.25 249.00 251.25 +1.25 2,572 12,907 -298
Jul04 040127 250.50 250.50 250.50 250.50 +1.50 0 5,467 +107
Aug04 040127 250.00 250.00 250.00 250.00 +1.75 0 2,733 +0
Sep04 040127 249.50 249.50 249.50 249.50 +1.75 0 4,097 +0
Oct04 040127 247.75 249.00 247.75 249.00 +1.75 300 3,503 +0
Nov04 040127 248.25 248.25 248.25 248.25 +1.75 0 2,683 +0
Total Volume and Open Interest 38,429 157,599 -6,450
US Dollar Index(NYBOT)
Mar04 040127 87.39 87.56 86.38 86.54 -0.97 1,745 15,588 -118
Jun04 040127 87.97 87.97 86.77 86.95 -0.97 18 2,086 +11
Sep04 040127 87.39 87.39 87.39 87.39 -0.97 0 11 +0
Total Volume and Open Interest 1,763 17,687 -107
Australian Dollar(CME)
Mar04 040127 76.87 77.69 76.85 77.50 +0.95 1,871 57,799 -433
Jun04 040127 76.22 76.69 76.22 76.66 +0.94 2 803 -1
Sep04 040127 75.82 75.82 75.82 75.82 +0.93 0 189 +0
Total Volume and Open Interest 1,873 58,897 -434
British Pound(CME)
Mar04 040127 180.61 182.22 180.49 181.94 +1.51 3,568 61,708 +1,148
Jun04 040127 179.90 180.90 179.90 180.54 +1.51 22 117 +18
Sep04 040127 179.14 179.14 179.14 179.14 +1.51 0 11 +0
Total Volume and Open Interest 3,591 62,190 +1,167
Canadian Dollar(CME)
Mar04 040127 76.14 76.55 75.98 76.46 +0.48 3,190 58,647 -1,217
Jun04 040127 75.85 76.26 75.85 76.26 +0.48 65 3,398 +108
Sep04 040127 75.90 76.10 75.90 76.10 +0.48 11 1,556 +1
Dec04 040127 75.94 75.94 75.94 75.94 +0.48 25 756 -13
Total Volume and Open Interest 3,291 64,537 -1,121
Japanese Yen(CME)
Mar04 040127 94.69 94.97 94.52 94.86 +0.67 5,514 149,231 +600
Jun04 040127 95.00 95.17 95.00 95.14 +0.67 68 7,745 +11
Sep04 040127 95.44 95.44 95.44 95.44 +0.67 0 55 +2
Total Volume and Open Interest 5,598 157,046 +616
Swiss Franc(CME)
Mar04 040127 79.94 80.87 79.89 80.66 +1.04 4,395 40,352 -669
Jun04 040127 81.00 81.00 80.82 80.82 +1.04 4 188 -3
Sep04 040127 80.99 80.99 80.99 80.99 +1.04 0 3 +1
Total Volume and Open Interest 4,401 40,644 -671
EuroFX(CME)
Mar04 040127 125.07 126.37 124.98 126.13 +1.60 15,071 124,167 +467
Jun04 040127 124.77 125.99 124.77 125.84 +1.60 90 1,052 +30
Sep04 040127 125.58 125.58 125.58 125.58 +1.60 3 298 -1
Total Volume and Open Interest 15,173 125,760 +489
Mexican Peso(CME)
Mar04 040127 9122.0 9160.0 9095.0 9110.0 -10.0 5,698 40,564 -2,542
Jun04 040127 9040.0 9040.0 9005.0 9005.0 -10.0 96 543 -7
Total Volume and Open Interest 5,809 41,626 -2,549
30-Year T-Bonds(CBOT)
Mar04 040127 111~08 111~29 111~01 111~22 +0~20 217,282 487,815 -8,203
Jun04 040127 109~25 110~14 109~23 110~08 +0~20 1,300 24,600 +464
Sep04 040127 108~27 108~27 108~27 108~27 +0~19 2 206 -2
Total Volume and Open Interest 218,584 512,814 -7,741
Municipal Bonds(CBOT)
Mar04 040127 103~22 103~29 103~19 103~27 +0~11 439 2,452 +1
Total Volume and Open Interest 439 2,452 +1
10-Year T-Notes(CBOT)
Mar04 040127 113~205 114~035 113~165 114~000 +0~150 649,177 1,143,602 +27,735
Jun04 040127 112~005 112~160 111~310 112~135 +0~155 15,461 109,585 +7,760
Total Volume and Open Interest 664,638 1,253,187 +35,495
5-Year T-Notes(CBOT)
Mar04 040127 112~215 112~275 112~170 112~260 +0~095 213,171 0 +0
Jun04 040127 111~100 111~135 111~100 111~135 +0~095 8,337 41,933 +41,933
Total Volume and Open Interest 221,508 41,933 +41,933
2 Year T-Notes(CBOT)
Mar04 040127 107~056 107~064 107~052 107~064 +0~012 3,147 166,520 +193
Jun04 040127 106~120 106~120 106~117 106~117        
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 040127 98.845 98.845 98.840 98.840 unch 56,665 826,668 -14,671
Jun04 040127 98.715 98.725 98.705 98.720 +0.010 94,584 818,275 +4,106
Sep04 040127 98.455 98.490 98.445 98.485 +0.045 136,744 765,609 +9,015
Dec04 040127 98.085 98.145 98.065 98.135 +0.070 149,055 629,352 -11,644
Mar05 040127 97.680 97.740 97.650 97.730 +0.080 93,520 399,038 +2,580
Jun05 040127 97.265 97.330 97.240 97.320 +0.085 43,673 323,524 +3,245
Sep05 040127 96.890 96.955 96.875 96.950 +0.085 40,114 246,465 +4,608
Dec05 040127 96.590 96.645 96.570 96.635 +0.080 27,516 178,767 -967
Mar06 040127 96.355 96.400 96.320 96.390 +0.080 22,123 166,242 +1,168
Jun06 040127 96.135 96.165 96.095 96.160 +0.075 11,890 125,437 -460
Sep06 040127 95.920 95.950 95.880 95.940 +0.070 16,958 118,140 -3,340
Dec06 040127 95.705 95.735 95.685 95.725 +0.065 10,840 101,854 -1,695
Total Volume and Open Interest 750,836 5,276,597 -4,472
3-Mth Euro-Yen(CME)
Mar04 040127 99.92 99.92 99.92 99.92 unch 0 10,668 -18
Jun04 040127 99.92 99.92 99.92 99.92 unch 0 9,164 -328
Sep04 040127 99.90 99.90 99.90 99.90 unch 100 12,273 +90
Dec04 040127 99.88 99.88 99.88 99.88 unch 1 4,526 +212
Mar05 040127 99.81 99.81 99.81 99.81 unch 16 3,635 -94
Jun05 040127 99.76 99.76 99.76 99.76 unch 0 894 -20
Sep05 040127 99.67 99.67 99.67 99.67 +0.01 322 1,918 -86
Dec05 040127 99.56 99.56 99.56 99.56 -0.04 1 127 +18
Mar06 040127 99.42 99.42 99.42 99.42 +0.03 0 295 +0
Jun06 040127 99.28 99.28 99.28 99.28 +0.10 10 562 +10
Total Volume and Open Interest 450 45,035 -216
3-Mth Euro-Yen(SIMEX)
Mar04 040127 99.92 99.92 99.91 99.92 unch 92 60,667 +325
Jun04 040127 99.92 99.92 99.92 99.92 unch 852 67,412 +573
Sep04 040127 99.90 99.90 99.90 99.90 unch 759 44,888 -1,578
Dec04 040127 99.87 99.88 99.87 99.88 unch 1,151 41,659 -815
Mar05 040127 99.80 99.81 99.80 99.81 unch 755 21,315 +4
Jun05 040127 99.76 99.76 99.76 99.76 unch 1 17,026 +51
Sep05 040127 99.68 99.68 99.67 99.67 +0.01 54 13,516 +37
Dec05 040127 99.58 99.58 99.58 99.58 +0.01 2 3,638 +30
Total Volume and Open Interest 3,672 283,220 -1,369
German Euro-Bund(EUREX)
Mar04 040127 114.29 114.63 114.20 114.52 +0.06 917,962 968,816 -3,520
Jun04 040127 113.28 113.60 113.28 113.53 +0.06 207 25,034 -89
Sep04 040127 113.32 113.32 113.32 113.32 +0.08 2,986 0 +0
Total Volume and Open Interest 921,155 993,850 -3,609
German Euro-Bobl(EUREX)
Mar04 040127 111.54 111.77 111.45 111.70 +0.05 559,421 741,868 -22,614
Jun04 040127 110.75 110.89 110.75 110.89 +0.06 435 5,194 +119
Sep04 040127 110.49 110.49 110.49 110.49 +0.05 2,233 0 +0
Total Volume and Open Interest 562,089 747,062 -22,495
Long Gilt(LIFFE)
Mar04 040127 108~10 108~20 108~09 108~18 +0~08 39,661 157,872 +1,870
Jun04 040127 108~05 108~05 108~05 108~05 +0~08 0 1 +0
Total Volume and Open Interest 39,661 157,873 +1,870
3-Mth Short Sterling(LIFFE)
Mar04 040127 95.74 95.78 95.73 95.76 +0.01 34,122 190,758 -2,515
Jun04 040127 95.52 95.57 95.51 95.55 +0.02 53,749 197,708 -2,852
Sep04 040127 95.31 95.38 95.30 95.36 +0.03 70,835 153,282 -3,440
Total Volume and Open Interest 244,854 1,012,675 +1,093
3-Mth Euribor(LIFFE)
Mar04 040127 97.940 97.955 97.935 97.955 +0.010 68,599 564,687 -9,088
Jun04 040127 97.900 97.935 97.885 97.930 +0.020 93,593 519,194 +8,350
Sep04 040127 97.765 97.800 97.735 97.790 +0.020 94,618 454,206 -1,853
Total Volume and Open Interest 490,953 2,762,449 +864
3-Mth Aus T-Bills(SFE)
Mar04 040127 94.43 94.44 94.40 94.41 -0.08 19,366 0 -231,550
Jun04 040127 94.35 94.36 94.31 94.33 -0.10 18,324 0 -119,215
Sep04 040127 94.29 94.30 94.24 94.26 -0.12 2,278 0 -47,430
Dec04 040127 94.22 94.22 94.17 94.19 -0.13 287 0 -26,205
Mar05 040127 94.16 94.17 94.12 94.12 -0.16 375 0 -19,274
Jun05 040127 94.11 94.13 94.06 94.07 -0.16 101 0 -13,141
Sep05 040127 94.09 94.09 94.02 94.02 -0.18      
Dec05 040127 94.06 94.06 93.97 93.98 -0.19 25 0 -2,820
Mar06 040127 93.94 93.94 93.93 93.93 -0.20      
Jun06 040127 93.94 93.94 93.88 93.88 -0.22      
Total Volume and Open Interest 40,756    
10-Year Aus T-Bonds(SFE)
Mar04 040127 94.25 94.25 94.18 94.18 -0.03 12,519 192,728 +192,728
Jun04 040127 94.18 94.18 94.18 94.18 -0.22      
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Mar04 040127 94.39 94.40 94.35 94.36 -0.16 64,541 0 -405,252
Jun04 040127 94.36 94.36 94.36 94.36 -0.16      
Total Volume and Open Interest 64,541    
Gold(CMX)
Feb04 040127 404.4 412.4 404.1 410.1 +3.4 54,960 109,025 -18,787
Apr04 040127 406.0 413.3 405.0 411.2 +3.3 25,132 85,153 +14,834
Jun04 040127 406.5 414.0 406.0 412.2 +3.3 1,150 26,319 +589
Aug04 040127 408.0 414.8 408.0 413.1 +3.3 101 7,567 -74
Oct04 040127 413.9 413.9 413.9 413.9 +3.3 2 1,014 +0
Dec04 040127 410.0 416.2 409.2 414.8 +3.3 489 20,900 +51
Total Volume and Open Interest 82,115 275,814 -3,344
Silver(CMX)
Mar04 040127 626.0 657.0 626.0 655.5 +24.3 8,039 86,762 +714
May04 040127 630.0 658.0 628.0 656.7 +24.4 179 5,529 +12
Jul04 040127 627.5 660.0 627.5 657.7 +24.3 41 3,626 -23
Sep04 040127 655.0 658.3 648.0 658.3 +24.1 0 816 +0
Dec04 040127 632.0 659.1 632.0 659.1 +24.1 71 11,689 -20
Total Volume and Open Interest 8,370 111,349 +531
Platinum(NYM)
Jan04 040127 869.1 869.1 869.1 869.1 +8.8 22 13 -22
Apr04 040127 847.0 855.4 847.0 854.1 +3.8 426 7,849 -81
Jul04 040127 845.0 845.0 844.1 844.1 +3.8 0 246 +0
Oct04 040127 825.0 839.6 825.0 839.6 +3.8 5 10 +5
Total Volume and Open Interest 453 8,118 -98
Palladium(NYME)
Mar04 040127 235.00 247.00 231.50 244.00 +4.00 667 9,241 +203
Jun04 040127 238.00 249.00 235.00 245.25 +4.00 22 1,101 +3
Total Volume and Open Interest 692 10,393 +209
Copper(CMX)
Mar04 040127 112.10 112.40 111.10 111.40 -0.25 4,496 69,729 -99
May04 040127 111.50 111.60 110.70 110.85 -0.20 757 7,701 +405
Jul04 040127 110.55 110.80 109.95 109.95 -0.20 96 4,358 -4
Sep04 040127 109.60 109.60 108.95 108.95 -0.20 40 1,961 -12
Dec04 040127 107.60 107.60 107.55 107.55 -0.20 110 3,245 +12
Total Volume and Open Interest 6,127 92,581 +319
DJIA Index(CBOT)
Mar04 040127 10670 10684 10586 10588 -96 12,659 35,770 +570
Jun04 040127 10655 10663 10567 10567 -96 14 490 +0
Sep04 040127 10547 10547 10547 10547 -96 0 2 +0
Dec04 040127 10575 10575 10527 10527 -96 0 5 +0
Total Volume and Open Interest 12,673 36,267 +570
S & P 500(CME)
Mar04 040127 1153.40 1154.00 1142.20 1142.60 -11.70 43,620 594,781 +1,740
Jun04 040127 1151.70 1151.70 1141.70 1141.70 -11.70 64 19,620 -14
Sep04 040127 1140.90 1140.90 1140.90 1140.90 -11.70 11 3,446 +4
Dec04 040127 1140.40 1140.40 1140.40 1140.40 -11.70 8 73 -2
Total Volume and Open Interest 43,704 618,132 +1,728
S & P 500 E-Mini(Globex)
Mar04 040127 1154.25 1154.75 1142.00 1142.50 -11.75 588,066 591,271 +33,620
Jun04 040127 1152.00 1153.00 1141.25 1141.75 -11.75 311 10,423 +107
Total Volume and Open Interest 588,377 601,694 +33,727
NASDAQ 100(CME)
Mar04 040127 1551.50 1555.00 1519.50 1520.00 -34.50 12,257 74,302 +990
Jun04 040127 1522.50 1522.50 1522.50 1522.50 -34.50 0 57 +0
Sep04 040127 1525.00 1525.00 1525.00 1525.00 -34.50      
Total Volume and Open Interest 12,257 74,359 +990
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040127 1554.0 1557.0 1519.5 1520.0 -34.5 261,568 231,527 +6,365
Jun04 040127 1552.5 1558.0 1522.5 1522.5 -34.5 140 1,139 +4
Total Volume and Open Interest 261,708 232,666 +6,369
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040127 603.25 603.25 597.00 597.25 -6.00 591 15,926 +34
Jun04 040127 597.25 597.25 597.25 597.25 -6.20 0 1 +0
Sep04 040127 597.25 597.25 597.25 597.25 -6.20      
Total Volume and Open Interest 591 15,927 +34
Russell 2000(CME)
Mar04 040127 602.00 602.00 593.50 593.50 -8.80 1,659 23,019 +352
Jun04 040127 593.60 593.60 593.60 593.60 -8.80      
Sep04 040127 593.60 593.60 593.60 593.60 -8.80      
Total Volume and Open Interest 1,659 23,019 +352
Value Line(KCBT)
Mar04 040127 1625.00 1626.50 1610.00 1612.50 -13.50 2 44 +0
Total Volume and Open Interest 2 44 +0
Nikkei 225(CME)
Mar04 040127 10960 10965 10850 10860 -225 3,454 32,587 +333
Jun04 040127 10850 10850 10850 10850 -225 0 107 +0
Total Volume and Open Interest 3,454 32,705 +333
Nikkei 225(SIMEX)
Mar04 040127 11080 11100 10915 10940 -40 20,654 152,090 +551
Jun04 040127 10895 10895 10895 10895 -45 0 303 +0
Sep04 040127 10890 10890 10890 10890 -45      
Total Volume and Open Interest 20,654 152,393 +551
CAC 40(MATIF)
Jan04 040127 3706.5 3725.5 3687.0 3697.5 +20.5 65,819 464,204 +2,532
Feb04 040127 3711.0 3729.5 3693.0 3703.0 +20.5 25,535 1,202 +7
Mar04 040127 3721.0 3734.5 3708.5 3709.0 +20.5 655 120,197 +250
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040127 4178.5 4190.0 4134.5 4148.0 -8.0 89,571 282,931 +160
Jun04 040127 4201.5 4210.0 4157.0 4169.5 -7.5 1,031 8,799 -262
Sep04 040127 4217.5 4231.0 4185.0 4191.0 -8.0 463 2,149 +149
Total Volume and Open Interest 91,065 293,879 +47
FT-SE 100(LIFFE)
Mar04 040127 4440.00 4459.00 4424.00 4425.50 unch 74,938 419,593 +2,147
Jun04 040127 4458.00 4466.00 4434.50 4434.50 unch 87 12,023 +6
Sep04 040127 4477.50 4477.50 4444.50 4444.50 +2.00 35 8,140 +0
Total Volume and Open Interest 75,060 440,781 +2,153
SPI 200(SFE)
Mar04 040127 3342.0 3345.0 3300.0 3302.0 -33.0 10,411 0 -161,465
Jun04 040127 3348.0 3350.0 3315.0 3315.0 -32.0 53 0 -3,358
Sep04 040127 3361.0 3361.0 3325.0 3325.0 -32.0 950 0 -1,578
Total Volume and Open Interest 11,414    
GSCI(CME)
Feb04 040127 269.25 270.90 265.30 266.30 -1.10 155 14,346 -69
Mar04 040127 262.25 262.25 262.25 262.25 -1.75 0 23 +0
Apr04 040127 259.00 259.00 259.00 259.00 -2.00      
Total Volume and Open Interest 155 14,369 -69
Reuters CRB Index(NYBOT)
Feb04 040127 266.75 267.90 266.75 266.75 +0.75 8 114 +2
Apr04 040127 267.00 268.00 266.75 266.75 +0.75 12 725 +6
Jun04 040127 267.00 267.00 267.00 267.00 +0.75 13 24 +8
Total Volume and Open Interest 33 863 +16
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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