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MRCI's End of Day Prices
Daily Futures Price Listing Fri January 30, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar04 040130 807.00 821.00 805.50 819.50 +10.50 41,268 120,846 -1,172
May04 040130 808.50 825.00 806.00 822.75 +13.25 13,554 76,622 +888
Jul04 040130 800.00 814.00 795.50 813.00 +13.25 8,038 37,556 -324
Aug04 040130 769.00 784.00 766.00 782.00 +13.50 725 8,348 +153
Sep04 040130 716.00 732.00 715.00 731.00 +16.75 388 3,886 -60
Nov04 040130 653.00 665.00 650.00 662.50 +12.25 3,266 22,024 +547
Jan05 040130 654.00 668.00 652.00 666.00 +13.00 46 406 +33
Total Volume and Open Interest 67,312 270,049 +70
Soybean Meal(CBOT)
Mar04 040130 251.00 256.00 250.50 255.60 +3.50 12,393 55,190 -2,546
May04 040130 251.00 257.00 250.70 256.50 +4.70 6,584 56,861 -1,106
Jul04 040130 248.00 253.00 248.00 252.70 +4.00 5,223 31,539 -208
Aug04 040130 239.00 243.00 238.50 242.50 +3.80 1,323 11,915 +142
Sep04 040130 224.00 229.00 223.60 228.50 +4.90 983 9,042 +189
Oct04 040130 197.50 200.00 197.00 200.00 +2.90 196 6,340 +45
Dec04 040130 193.70 197.00 193.50 196.50 +2.80 1,442 14,919 +469
Jan05 040130 195.00 196.00 194.30 196.00 +2.30 67 825 -9
Total Volume and Open Interest 28,333 186,968 -2,903
Soybean Oil(CBOT)
Mar04 040130 29.00 29.43 28.93 29.27 +0.20 9,681 74,431 -1,910
May04 040130 28.95 29.45 28.85 29.36 +0.39 5,201 58,240 +983
Jul04 040130 28.80 29.40 28.70 29.37 +0.58 3,943 41,031 +127
Aug04 040130 28.35 28.90 28.25 28.85 +0.54 516 4,655 -111
Sep04 040130 27.60 28.15 27.55 28.10 +0.55 889 6,317 +323
Oct04 040130 26.60 27.10 26.50 27.10 +0.50 207 5,059 +8
Dec04 040130 25.65 26.15 25.60 26.10 +0.45 1,242 10,994 +143
Jan05 040130 25.55 25.95 25.55 25.95 +0.42 27 383 +8
Total Volume and Open Interest 21,835 201,611 -368
Canola(WCE)
Mar04 040130 368.0 378.3 367.3 377.9 +12.3 11,489 28,865 +559
May04 040130 372.5 384.5 372.5 383.2 +11.7 3,764 16,044 +759
Jul04 040130 378.0 389.5 377.5 385.5 +9.9 1,555 7,713 +1,055
Sep04 040130 351.5 351.5 351.5 351.5 +4.5      
Nov04 040130 352.5 360.0 352.0 357.5 +7.0 1,172 9,557 +79
Total Volume and Open Interest 17,980 62,204 +2,452
Corn(CBOT)
Mar04 040130 271.50 277.00 270.75 276.25 +6.25 42,348 311,750 -6,425
May04 040130 276.50 282.25 275.00 281.50 +7.25 11,804 113,513 +2,455
Jul04 040130 280.00 284.50 278.00 283.75 +6.25 7,878 74,821 -1,632
Sep04 040130 274.50 279.00 274.00 278.50 +6.50 1,016 13,432 +463
Dec04 040130 269.00 275.00 268.75 274.00 +6.50 10,185 102,054 +3,030
Mar05 040130 273.00 277.75 272.25 277.50 +7.00 487 7,430 +189
Total Volume and Open Interest 73,847 625,805 -1,834
Wheat(CBOT)
Mar04 040130 383.25 389.50 383.00 389.00 +8.75 16,210 83,151 -3,280
May04 040130 389.00 396.00 388.00 395.00 +9.75 4,430 20,851 +568
Jul04 040130 384.00 390.00 383.50 388.75 +7.75 4,908 24,606 +546
Sep04 040130 387.00 392.50 387.00 392.50 +8.00 61 1,528 +2
Dec04 040130 394.00 401.50 394.00 401.25 +9.25 97 2,783 -19
Total Volume and Open Interest 25,713 133,089 -2,183
Wheat(KCBT)
Mar04 040130 393.00 398.00 392.50 396.50 +6.00 5,497 39,067 +392
May04 040130 393.00 397.00 392.50 395.50 +5.00 2,140 11,970 +238
Jul04 040130 390.00 393.00 389.00 392.50 +5.50 1,447 10,428 +101
Sep04 040130 392.00 395.50 392.00 395.00 +5.50 78 1,717 +17
Dec04 040130 400.00 402.50 399.00 400.75 +4.75 33 1,097 -3
Total Volume and Open Interest 9,195 64,287 +745
Wheat(MGE)
Mar04 040130 405.50 416.00 405.00 414.00 +10.00 2,051 15,117 -486
May04 040130 403.00 409.25 403.00 408.25 +6.25 1,364 6,298 +289
Jul04 040130 398.00 404.25 398.00 403.50 +6.50 1,673 3,577 +712
Sep04 040130 397.50 400.00 396.50 399.00 +5.00 1,964 4,101 +1,056
Dec04 040130 402.50 405.00 402.00 405.00 +5.00 15 907 -3
Total Volume and Open Interest 7,067 30,008 +1,568
Oats(CBOT)
Mar04 040130 153.50 156.75 151.25 156.75 +4.00 799 4,344 -206
May04 040130 156.50 159.00 155.00 159.00 +3.00 195 1,211 -7
Jul04 040130 157.50 159.00 157.00 159.00 +2.00 15 299 +2
Sep04 040130 156.00 156.00 156.00 156.00 unch 4 33 +3
Total Volume and Open Interest 1,016 6,261 -206
Rough Rice(CBOT)
Mar04 040130 7.98 8.10 7.95 8.06 +0.08 556 5,600 -188
May04 040130 8.16 8.25 8.14 8.25 +0.09 97 959 +48
Jul04 040130 8.30 8.37 8.30 8.37 +0.07 18 545 +11
Sep04 040130 7.90 7.90 7.90 7.90 +0.10 15 84 +15
Total Volume and Open Interest 691 7,229 -114
Live Cattle(CME)
Feb04 040130 75.800 76.750 75.550 76.700 +0.675 6,235 21,923 -1,399
Apr04 040130 72.500 73.450 72.500 73.425 +0.775 6,968 41,124 -810
Jun04 040130 69.900 70.700 69.850 70.600 +0.700 2,235 15,097 +260
Aug04 040130 72.100 73.000 72.100 72.800 +0.675 986 7,900 +60
Oct04 040130 75.325 76.100 75.275 76.100 +0.750 1,419 10,023 +18
Dec04 040130 76.650 77.300 76.650 77.250 +0.775 176 3,303 +71
Total Volume and Open Interest 18,097 100,300 -1,805
Feeder Cattle(CME)
Mar04 040130 82.900 83.775 82.850 83.675 +0.775 1,343 5,411 -36
Apr04 040130 84.000 85.550 83.925 85.400 +1.025 347 1,935 +41
May04 040130 84.575 85.900 84.500 85.875 +1.025 441 3,540 +46
Aug04 040130 87.250 88.300 87.250 88.250 +0.775 160 2,121 +66
Sep04 040130 87.700 88.250 87.600 88.250 +0.550 31 299 +24
Oct04 040130 87.900 88.250 87.900 88.250 +0.400 41 293 +16
Nov04 040130 88.000 88.250 88.000 88.250 +0.600 5 76 +5
Total Volume and Open Interest 2,636 14,746 -87
Lean Hogs(CME)
Feb04 040130 56.550 57.600 56.550 57.350 +1.275 2,380 7,803 -5
Apr04 040130 58.250 59.400 58.150 59.200 +1.350 3,407 26,836 -289
May04 040130 59.100 60.450 59.100 60.250 +0.850 40 1,443 +0
Jun04 040130 63.300 64.200 63.300 64.200 +0.925 576 6,961 +138
Jul04 040130 60.250 61.000 60.250 61.000 +0.825 195 1,829 +61
Aug04 040130 58.700 59.100 58.500 59.025 +0.675 102 1,278 +48
Oct04 040130 52.400 52.900 52.400 52.750 +0.725 10 1,105 +1
Dec04 040130 52.250 53.000 52.250 53.000 +0.750 7 431 +5
Total Volume and Open Interest 6,717 47,710 -41
Pork Bellies(CME)
Feb04 040130 84.000 85.300 84.000 84.925 +1.400 416 1,115 -130
Mar04 040130 84.850 86.050 84.850 85.900 +1.525 215 827 +80
May04 040130 86.000 87.100 86.000 87.100 +1.350 65 352 +7
Jul04 040130 86.850 88.350 86.850 88.200 +1.350 6 141 +4
Aug04 040130 86.250 86.250 85.750 85.950 +1.650 4 21 +3
Total Volume and Open Interest 706 2,456 -36
BFP Milk Class III(CME)
Jan04 040130 11.61 11.61 11.61 11.61 -0.01 22 3,217 +2
Feb04 040130 11.70 11.70 11.66 11.67 unch 110 2,521 +34
Mar04 040130 12.02 12.12 11.99 12.09 +0.12 113 2,281 +70
Apr04 040130 12.35 12.50 12.35 12.48 +0.18 129 1,898 +43
May04 040130 12.56 12.70 12.55 12.70 +0.20 103 1,833 +61
Total Volume and Open Interest 1,193 21,604 +456
Cocoa(NYBOT)
Mar04 040130 1535 1560 1515 1520 -17 3,593 23,307 -643
May04 040130 1528 1546 1508 1515 -15 2,463 12,852 +144
Jul04 040130 1529 1541 1510 1513 -17 1,080 12,846 +354
Sep04 040130 1538 1540 1513 1513 -17 739 8,635 +529
Dec04 040130 1532 1532 1513 1513 -17 216 8,344 +54
Mar05 040130 1532 1532 1515 1515 -17 10 5,825 +0
May05 040130 1515 1515 1515 1515 -17 265 8,257 +100
Total Volume and Open Interest 8,366 86,954 +538
Coffee "C"(NYBOT)
Mar04 040130 75.25 76.00 72.10 75.50 +0.30 8,818 66,197 -455
May04 040130 77.25 78.00 74.10 77.40 +0.30 3,851 19,824 +743
Jul04 040130 78.70 80.00 75.80 79.10 +0.35 690 7,022 +188
Sep04 040130 80.25 80.75 77.00 80.75 +0.35 495 7,626 -61
Dec04 040130 82.70 84.00 79.50 83.35 +0.45 104 4,370 +38
Mar05 040130 85.20 85.85 82.90 85.85 +0.35 89 2,852 +35
Total Volume and Open Interest 14,112 108,434 +448
Orange Juice(NYBOT)
Mar04 040130 60.80 62.35 60.70 61.60 +0.35 789 25,848 -158
May04 040130 64.10 65.00 63.50 64.60 +0.25 184 7,421 +19
Jul04 040130 66.80 67.20 66.40 67.20 +0.15 42 1,461 +33
Sep04 040130 69.25 69.70 69.25 69.70 +0.05 12 752 +11
Nov04 040130 72.00 72.25 72.00 72.25 +0.10 2 462 +2
Total Volume and Open Interest 1,031 36,104 -91
Sugar #11(NYBOT)
Mar04 040130 5.87 5.88 5.77 5.86 -0.01 16,401 137,833 -2,871
May04 040130 6.03 6.05 5.99 6.02 -0.03 3,947 39,405 +408
Jul04 040130 6.04 6.07 6.01 6.06 -0.01 2,487 36,621 +164
Oct04 040130 6.10 6.13 6.10 6.13 unch 1,850 25,036 +730
Mar05 040130 6.32 6.35 6.30 6.33 -0.01 451 10,890 +207
Total Volume and Open Interest 25,263 259,002 -1,416
London Cocoa(LCE)
Mar04 040130 915 921 893 905 -2 3,385 56,704 +148
May04 040130 895 902 879 893 +2 6,200 19,762 +86
Jul04 040130 903 908 890 900 unch 1,053 21,232 -449
Sep04 040130 914 917 900 910 unch 447 21,999 +64
Dec04 040130 920 922 903 915 unch 2,168 38,233 -629
Mar05 040130 933 933 919 927 unch 733 22,726 +118
May05 040130 942 942 926 935 -2 362 3,889 +220
Total Volume and Open Interest 14,670 186,356 -458
London Coffee(LCE)
Jan04 040130 794.00 797.00 791.00 793.00 -10.00 171 322 -68
Mar04 040130 786.00 786.00 754.00 759.00 -24.00 5,224 64,870 -472
May04 040130 795.00 797.00 770.00 776.00 -22.00 2,509 36,297 +870
Jul04 040130 807.00 810.00 784.00 790.00 -22.00 424 14,488 +307
Sep04 040130 823.00 825.00 798.00 804.00 -22.00 120 15,327 +4
Nov04 040130 835.00 836.00 813.00 819.00 -20.00 52 9,671 +48
Total Volume and Open Interest 8,516 143,399 +688
London Sugar(LCE)
Mar04 040130 196.40 196.40 194.60 195.90 -0.70 3,754 12,628 -1,467
May04 040130 198.00 198.00 195.70 197.00 -0.90 2,819 15,723 -47
Aug04 040130 191.50 192.40 191.10 192.00 -0.10 1,510 9,423 +325
Oct04 040130 187.80 187.80 187.00 187.80 unch 444 4,564 +92
Dec04 040130 188.00 188.30 188.00 188.30 +0.30 120 2,291 +120
Total Volume and Open Interest 8,838 47,064 -791
Cotton(NYBOT)
Mar04 040130 70.00 71.60 69.80 70.73 +2.07 28,471 50,517 -8,084
May04 040130 71.50 73.37 71.50 72.59 +2.08 11,725 23,608 +1,237
Jul04 040130 72.50 74.20 72.50 73.56 +2.06 3,693 8,177 +527
Oct04 040130 67.25 67.55 67.10 67.55 +1.00 91 456 +38
Dec04 040130 68.00 68.70 67.40 68.10 +0.80 1,941 6,036 +143
Mar05 040130 70.15 70.15 70.15 70.15 +0.85 40 896 +40
Total Volume and Open Interest 45,965 90,231 -6,097
Lumber(CME)
Mar04 040130 333.3 337.4 331.6 333.0 -1.5 367 2,442 -25
May04 040130 336.2 340.0 335.5 337.9 +0.5 60 656 -19
Jul04 040130 342.0 342.2 338.1 338.1 -2.5 20 187 +8
Sep04 040130 341.8 341.8 341.8 341.8 +1.0 5 34 +4
Total Volume and Open Interest 453 3,321 -34
Crude Oil(NYM)
Mar04 040130 33.19 33.35 32.71 33.05 +0.24 112,227 207,127 -8,871
Apr04 040130 32.45 32.50 31.85 32.10 -0.02 55,926 79,713 +305
May04 040130 31.75 31.85 31.25 31.49 -0.03 11,493 40,092 -356
Jun04 040130 31.30 31.30 30.80 30.98 -0.03 9,686 39,914 +267
Jul04 040130 30.80 30.80 30.45 30.51 -0.03 2,765 29,883 +144
Aug04 040130 29.95 30.15 29.95 30.08 -0.03 2,935 17,416 +421
Sep04 040130 29.90 29.90 29.74 29.74 -0.03 896 26,390 -151
Oct04 040130 29.55 29.55 29.50 29.50 -0.03 725 17,980 -339
Nov04 040130 29.30 29.30 29.30 29.30 -0.01 1,265 13,618 +202
Dec04 040130 29.25 29.25 29.00 29.13 -0.01 5,992 51,124 -893
Jan05 040130 29.05 29.05 28.70 28.88 -0.03 590 15,250 +5
Feb05 040130 28.73 28.73 28.60 28.70 -0.03 12 4,967 +6
Mar05 040130 28.53 28.53 28.53 28.53 -0.03 684 4,871 -225
Apr05 040130 28.37 28.37 28.37 28.37 -0.03 440 2,911 +340
May05 040130 28.21 28.21 28.21 28.21 -0.03 0 2,408 +0
Jun05 040130 28.10 28.10 28.05 28.05 -0.03 1,340 9,844 +410
Total Volume and Open Interest 213,683 653,662 -9,162
Heating Oil(NYM)
Feb04 040130 95.20 96.10 92.50 93.14 -1.30 23,566 12,465 -6,581
Mar04 040130 93.00 93.70 90.60 91.56 -0.80 35,824 66,351 -2,116
Apr04 040130 87.10 87.80 85.70 86.51 -0.15 7,424 19,174 -9
May04 040130 82.80 83.40 82.30 82.61 +0.15 3,392 8,670 -254
Jun04 040130 80.40 81.40 80.00 80.46 +0.40 3,596 9,336 -315
Jul04 040130 79.50 79.50 78.90 79.26 +0.45 215 6,487 +34
Aug04 040130 79.20 79.20 79.11 79.11 +0.45 343 5,390 +22
Sep04 040130 79.40 79.56 78.40 79.56 +0.45 92 2,463 +6
Oct04 040130 79.90 80.60 79.60 80.21 +0.45 39 1,379 +3
Nov04 040130 80.81 80.81 80.81 80.81 +0.40 159 1,472 +6
Dec04 040130 81.41 81.41 81.41 81.41 +0.40 1,269 10,109 -449
Jan05 040130 81.91 81.91 81.91 81.91 +0.40 164 2,200 -22
Total Volume and Open Interest 76,112 147,672 -9,662
Unleaded Gas(NYM)
Feb04 040130 100.00 100.20 97.50 98.04 -1.10 14,434 5,343 -2,415
Mar04 040130 98.10 98.50 96.00 96.69 -0.61 28,684 65,686 -471
Apr04 040130 103.00 103.20 101.20 101.68 -0.52 6,381 22,787 -107
May04 040130 102.30 102.30 100.53 100.53 -0.47 1,776 12,363 +455
Jun04 040130 99.50 99.60 98.00 98.23 -0.47 496 5,326 +92
Jul04 040130 95.53 95.53 95.53 95.53 -0.52 190 2,858 +100
Aug04 040130 93.50 93.50 92.68 92.68 -0.52 208 2,427 +207
Sep04 040130 90.10 90.10 88.98 88.98 -0.52 501 5,173 +177
Oct04 040130 85.40 85.40 84.18 84.18 -0.52 232 1,853 +103
Nov04 040130 83.00 83.00 81.68 81.68 -0.52 0 764 +0
Dec04 040130 81.90 81.90 80.38 80.38 -0.52 201 1,689 +191
Jan05 040130 81.50 81.50 79.83 79.83 -0.52 0 303 +0
Total Volume and Open Interest 53,103 126,572 -1,668
Natural Gas(NYM)
Mar04 040130 5.690 5.710 5.350 5.397 -0.262 21,525 52,733 -61
Apr04 040130 5.280 5.310 5.080 5.113 -0.144 6,527 22,633 -33
May04 040130 5.230 5.230 4.990 5.033 -0.139 2,804 24,272 +310
Jun04 040130 5.210 5.210 5.000 5.038 -0.134 2,374 18,497 +67
Jul04 040130 5.240 5.250 5.040 5.063 -0.129 2,388 17,457 +166
Aug04 040130 5.250 5.250 5.050 5.078 -0.124 560 13,488 -67
Sep04 040130 5.200 5.200 5.020 5.048 -0.129 203 12,858 -10
Oct04 040130 5.180 5.180 5.050 5.060 -0.122 320 14,400 +86
Nov04 040130 5.380 5.380 5.268 5.268 -0.119 355 10,416 -73
Dec04 040130 5.620 5.620 5.453 5.453 -0.119 251 12,853 +20
Jan05 040130 5.680 5.700 5.590 5.590 -0.119 283 9,932 +5
Feb05 040130 5.670 5.670 5.550 5.550 -0.119 170 9,157 -21
Mar05 040130 5.500 5.500 5.375 5.375 -0.119 122 8,886 -12
Apr05 040130 4.950 4.950 4.848 4.848 -0.109 42 9,202 +38
May05 040130 4.860 4.860 4.758 4.758 -0.109 52 4,114 -10
Jun05 040130 4.902 4.902 4.794 4.794 -0.103 60 4,401 +13
Total Volume and Open Interest 38,370 304,416 -1,568
Brent Crude Oil(IPE)
Mar04 040130 29.25 29.55 28.95 29.18 +0.05 63,761 96,806 -8,855
Apr04 040130 29.02 29.34 28.77 29.01 +0.06 30,704 73,944 +3,376
May04 040130 28.88 29.11 28.70 28.84 +0.07 8,658 18,680 +1,021
Jun04 040130 28.72 28.90 28.52 28.62 +0.05 4,902 28,080 +1,014
Jul04 040130 28.55 28.64 28.40 28.40 +0.04 630 11,115 +226
Aug04 040130 28.36 28.36 28.19 28.19 +0.03 825 9,417 -225
Sep04 040130 28.13 28.15 27.98 27.98 +0.02 0 11,279 +0
Oct04 040130 27.94 27.94 27.76 27.76 -0.01 0 5,591 +0
Nov04 040130 27.60 27.60 27.58 27.58 unch 300 5,350 +0
Dec04 040130 27.50 27.60 27.27 27.42 +0.01 2,694 24,436 -705
Jan05 040130 27.36 27.36 27.21 27.21 -0.01 354 2,811 +300
Feb05 040130 27.03 27.03 27.03 27.03 -0.02 100 550 +100
Mar05 040130 26.88 26.88 26.88 26.88 -0.02 0 3,250 +0
Total Volume and Open Interest 113,978 325,922 -2,898
Gas Oil(IPE)
Feb04 040130 258.50 260.75 253.00 258.50 +2.50 16,795 35,772 -3,700
Mar04 040130 255.50 257.75 251.00 254.25 +1.50 15,826 38,028 +1,315
Apr04 040130 249.75 251.50 245.50 249.25 +2.00 5,290 13,810 +258
May04 040130 244.75 246.50 240.75 244.50 +2.25 1,867 11,484 +161
Jun04 040130 242.00 243.25 239.50 242.00 +2.75 2,815 16,959 +869
Jul04 040130 240.25 241.50 240.25 241.50 +2.75 257 5,967 +245
Aug04 040130 241.50 241.50 241.50 241.50 +3.00 50 2,733 +0
Sep04 040130 241.50 241.50 241.50 241.50 +3.00 0 4,097 +0
Oct04 040130 240.00 241.50 240.00 241.50 +3.00 250 3,953 +200
Nov04 040130 238.25 241.25 238.25 241.25 +3.25 0 2,987 +0
Total Volume and Open Interest 45,960 161,645 -771
US Dollar Index(NYBOT)
Mar04 040130 87.88 88.01 87.25 87.42 -0.40 3,138 15,804 +435
Jun04 040130 88.35 88.40 87.82 87.83 -0.40 83 2,127 +28
Sep04 040130 88.27 88.27 88.27 88.27 -0.40 0 11 +0
Total Volume and Open Interest 3,223 17,944 +463
Australian Dollar(CME)
Mar04 040130 75.08 76.00 75.06 75.97 +0.25 8,546 56,483 -3,877
Jun04 040130 74.75 75.13 74.35 75.13 +0.25 53 809 -5
Sep04 040130 74.25 74.29 74.25 74.29 +0.25 0 421 +0
Total Volume and Open Interest 8,599 57,819 -3,881
British Pound(CME)
Mar04 040130 180.43 182.00 180.35 181.79 +0.95 3,635 62,007 -1,011
Jun04 040130 179.28 180.66 179.20 180.39 +0.95 1 126 +1
Sep04 040130 178.99 178.99 178.99 178.99 +0.95 0 11 +0
Total Volume and Open Interest 3,636 62,498 -1,010
Canadian Dollar(CME)
Mar04 040130 74.84 75.46 74.73 75.33 +0.38 8,609 56,967 -5,853
Jun04 040130 74.62 75.20 74.59 75.13 +0.38 176 3,438 -87
Sep04 040130 74.40 74.97 74.40 74.97 +0.38 18 1,641 -12
Dec04 040130 74.80 74.90 74.80 74.81 +0.38 22 762 +3
Total Volume and Open Interest 8,833 63,014 -5,946
Japanese Yen(CME)
Mar04 040130 94.57 94.82 94.47 94.68 +0.14 7,673 153,484 +810
Jun04 040130 94.80 95.03 94.80 94.97 +0.14 58 7,920 +31
Sep04 040130 95.28 95.28 95.28 95.28 +0.14 1 55 +0
Total Volume and Open Interest 7,732 161,474 +841
Swiss Franc(CME)
Mar04 040130 79.31 80.02 79.05 79.55 +0.09 3,918 41,427 -766
Jun04 040130 79.45 79.76 79.25 79.72 +0.10 5 189 +1
Sep04 040130 79.89 79.89 79.89 79.89 +0.10 0 3 +0
Total Volume and Open Interest 3,924 41,720 -765
EuroFX(CME)
Mar04 040130 123.69 124.78 123.48 124.48 +0.61 20,222 122,769 -8,835
Jun04 040130 123.39 124.30 123.35 124.19 +0.61 320 1,199 +22
Sep04 040130 123.65 124.00 123.10 123.94 +0.61 202 320 +9
Total Volume and Open Interest 20,745 124,533 -8,804
Mexican Peso(CME)
Mar04 040130 8933.0 9060.0 8930.0 8998.0 +53.0 16,145 37,393 -4,701
Jun04 040130 8870.0 8933.0 8870.0 8893.0 +53.0 61 589 +42
Total Volume and Open Interest 16,326 38,561 -4,649
30-Year T-Bonds(CBOT)
Mar04 040130 110~24 111~16 110~19 111~11 +0~24 298,952 466,100 -14,673
Jun04 040130 109~22 110~00 109~07 109~29 +0~24 5,831 28,399 +1,953
Sep04 040130 108~17 108~17 108~17 108~17 +0~24 207 485 +194
Total Volume and Open Interest 304,998 495,199 -12,529
Municipal Bonds(CBOT)
Mar04 040130 102~26 103~09 102~25 103~05 +0~13 417 2,209 -123
Total Volume and Open Interest 417 2,209 -123
10-Year T-Notes(CBOT)
Mar04 040130 113~035 113~165 113~000 113~140 +0~140 884,162 1,140,030 +3,822
Jun04 040130 111~125 111~285 111~125 111~270 +0~145 25,550 126,735 +9,351
Total Volume and Open Interest 909,712 1,266,765 +13,173
5-Year T-Notes(CBOT)
Mar04 040130 112~055 112~150 112~040 112~105 +0~085 410,127 0 +0
Jun04 040130 110~250 110~305 110~240 110~300 +0~090 52 0 +0
Total Volume and Open Interest 410,179    
2 Year T-Notes(CBOT)
Mar04 040130 107~027 107~044 107~026 107~032 +0~011 8,213 163,212 -2,887
Jun04 040130 106~076 106~076 106~071 106~076 unch      
Total Volume and Open Interest 8,213 163,212 -2,887
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 040130 98.815 98.825 98.805 98.820 +0.005 142,392 820,124 -6,796
Jun04 040130 98.620 98.655 98.615 98.640 +0.020 223,308 855,133 -10,822
Sep04 040130 98.315 98.380 98.305 98.350 +0.045 276,714 766,763 -24,738
Dec04 040130 97.905 97.960 97.890 97.950 +0.055 394,642 617,610 -39,483
Mar05 040130 97.485 97.550 97.480 97.525 +0.050 207,007 407,219 +5,139
Jun05 040130 97.080 97.150 97.070 97.115 +0.045 89,453 325,394 -1,048
Sep05 040130 96.710 96.785 96.710 96.755 +0.050 81,527 250,797 -6,194
Dec05 040130 96.405 96.480 96.405 96.445 +0.055 59,177 184,752 +6,534
Mar06 040130 96.180 96.250 96.180 96.215 +0.055 24,508 168,942 +3,933
Jun06 040130 95.975 96.035 95.975 96.005 +0.060 19,828 127,219 -1,561
Sep06 040130 95.790 95.830 95.790 95.810 +0.060 16,568 120,464 +248
Dec06 040130 95.590 95.640 95.590 95.610 +0.060 15,972 102,831 +74
Total Volume and Open Interest 1,615,793 5,336,413 -72,406
3-Mth Euro-Yen(CME)
Mar04 040130 99.91 99.92 99.91 99.91 unch 20 10,636 -10
Jun04 040130 99.92 99.92 99.91 99.91 -0.01 249 9,021 -24
Sep04 040130 99.89 99.89 99.89 99.89 unch 1 12,304 +101
Dec04 040130 99.87 99.88 99.87 99.87 +0.01 2 5,116 +101
Mar05 040130 99.81 99.82 99.81 99.82 +0.02 0 4,634 +0
Jun05 040130 99.76 99.76 99.76 99.76 +0.01 0 1,092 +0
Sep05 040130 99.68 99.68 99.68 99.68 +0.03 3 1,226 +51
Dec05 040130 99.57 99.57 99.57 99.57 +0.04 0 126 +0
Mar06 040130 99.48 99.48 99.48 99.48 +0.07 0 297 +0
Jun06 040130 99.29 99.29 99.29 99.29 +0.03 0 563 +0
Total Volume and Open Interest 275 46,193 +219
3-Mth Euro-Yen(SIMEX)
Mar04 040130 99.92 99.92 99.91 99.91 unch 2,344 61,872 +1,546
Jun04 040130 99.92 99.92 99.92 99.92 unch 4,277 72,562 +1,684
Sep04 040130 99.89 99.89 99.89 99.89 -0.01 430 43,355 -1,537
Dec04 040130 99.87 99.88 99.86 99.87 unch 645 42,207 -287
Mar05 040130 99.79 99.82 99.79 99.81 +0.01 455 22,798 -238
Jun05 040130 99.76 99.78 99.76 99.78 +0.02 695 17,910 +580
Sep05 040130 99.69 99.69 99.69 99.69 +0.02 50 13,252 -330
Dec05 040130 99.57 99.60 99.57 99.60 +0.02 0 3,635 +0
Total Volume and Open Interest 8,896 290,891 +1,418
German Euro-Bund(EUREX)
Mar04 040130 113.70 113.97 113.60 113.85 +0.32 1,637,025 999,335 +33,636
Jun04 040130 112.69 112.98 112.69 112.86 +0.32 4,491 25,755 +887
Sep04 040130 112.37 112.45 112.37 112.45 +0.13 7,989 1 +1
Total Volume and Open Interest 1,649,505 1,025,091 +34,524
German Euro-Bobl(EUREX)
Mar04 040130 111.14 111.27 111.05 111.19 +0.18 969,973 756,713 +22,487
Jun04 040130 110.28 110.42 110.28 110.38 +0.17 131 5,322 +125
Sep04 040130 109.99 109.99 109.99 109.99 +0.18 720 0 +0
Total Volume and Open Interest 970,824 762,035 +22,612
Long Gilt(LIFFE)
Mar04 040130 107~24 107~30 107~19 107~27 +0~07 60,976 160,820 -551
Jun04 040130 107~13 107~13 107~13 107~13 +0~07 0 1 +0
Total Volume and Open Interest 60,976 160,821 -551
3-Mth Short Sterling(LIFFE)
Mar04 040130 95.74 95.77 95.74 95.75 +0.01 31,394 187,617 +2,559
Jun04 040130 95.50 95.54 95.49 95.52 +0.02 51,479 200,015 +1,665
Sep04 040130 95.27 95.33 95.26 95.30 +0.03 73,845 157,816 +3,314
Total Volume and Open Interest 249,618 1,031,913 +18,113
3-Mth Euribor(LIFFE)
Mar04 040130 97.900 97.915 97.890 97.910 +0.010 149,715 558,348 -5,477
Jun04 040130 97.825 97.860 97.820 97.840 +0.015 252,881 503,620 -13,754
Sep04 040130 97.650 97.695 97.635 97.660 +0.010 287,533 440,825 -17,829
Total Volume and Open Interest 1,226,782 2,750,244 -16,748
3-Mth Aus T-Bills(SFE)
Mar04 040130 94.41 94.41 94.35 94.37 -0.03 27,364 255,091 +12,591
Jun04 040130 94.32 94.33 94.28 94.29 -0.03 15,000 129,367 +4,881
Sep04 040130 94.25 94.25 94.21 94.22 -0.02 4,160 49,992 +157
Dec04 040130 94.18 94.18 94.14 94.14 -0.02 2,749 27,770 +1,124
Mar05 040130 94.11 94.11 94.07 94.07 -0.01 2,040 20,725 +1,225
Jun05 040130 94.00 94.01 94.00 94.00 -0.01 172 13,211 -72
Sep05 040130 93.95 93.95 93.94 93.94 -0.02 176 6,486 +156
Dec05 040130 93.88 93.88 93.88 93.88 -0.02 172 2,769 -47
Mar06 040130 93.82 93.83 93.82 93.83 -0.01 3 932 +1
Jun06 040130 93.78 93.78 93.78 93.78 -0.01 105 1,125 +105
Total Volume and Open Interest 51,992 508,118 +20,172
10-Year Aus T-Bonds(SFE)
Mar04 040130 94.15 94.21 94.14 94.21 +0.06 19,909 208,676 -4,961
Jun04 040130 94.15 94.15 94.15 94.15 unch      
Total Volume and Open Interest 19,909 208,676 -4,961
3-Year Aus T-Bonds(SFE)
Mar04 040130 94.31 94.33 94.27 94.28 -0.01 75,883 492,958 +22,618
Jun04 040130 94.28 94.28 94.28 94.28 -0.01      
Total Volume and Open Interest 75,883 492,958 +22,618
Gold(CMX)
Feb04 040130 398.5 402.3 398.2 402.2 +3.7 42,434 24,935 -22,695
Apr04 040130 400.0 403.5 399.4 402.9 +3.5 116,451 151,263 +7,152
Jun04 040130 401.5 404.6 400.3 403.9 +3.5 4,309 29,638 +762
Aug04 040130 402.5 405.2 402.5 404.9 +3.5 1,629 8,674 +1,016
Oct04 040130 405.5 405.8 405.5 405.8 +3.5 1 1,028 +0
Dec04 040130 402.5 408.0 402.0 406.8 +3.5 1,562 21,512 +560
Total Volume and Open Interest 166,706 262,978 -13,103
Silver(CMX)
Mar04 040130 623.0 629.5 621.5 625.0 +2.0 31,381 85,617 -2,930
May04 040130 625.0 630.5 623.0 626.2 +2.0 1,401 5,944 +1
Jul04 040130 626.0 633.0 622.5 627.5 +2.3 510 3,944 +122
Sep04 040130 631.0 631.0 628.4 628.4 +2.5 44 884 +23
Dec04 040130 629.5 634.0 627.0 629.4 +2.4 1,388 12,100 +200
Total Volume and Open Interest 34,812 111,417 -2,539
Platinum(NYM)
Apr04 040130 822.0 834.0 822.0 830.3 +9.0 3,012 7,046 -747
Jul04 040130 828.0 828.0 816.0 820.3 +9.0 4 249 +1
Oct04 040130 815.8 815.8 815.8 815.8 +9.0 5 18 +5
Total Volume and Open Interest 3,021 7,313 -741
Palladium(NYME)
Mar04 040130 232.00 235.00 230.00 231.55 +3.50 1,072 9,580 -124
Jun04 040130 230.00 237.50 230.00 232.80 +3.75 107 1,152 -1
Total Volume and Open Interest 1,187 10,812 -117
Copper(CMX)
Mar04 040130 112.75 114.70 112.70 114.55 +2.35 6,993 68,429 -650
May04 040130 112.25 113.85 112.10 113.80 +2.20 1,239 7,231 -854
Jul04 040130 111.40 112.75 111.40 112.75 +2.15 193 4,949 +71
Sep04 040130 110.20 111.55 110.20 111.55 +2.10 414 2,246 +255
Dec04 040130 108.60 110.05 108.60 109.90 +2.00 791 3,921 +453
Total Volume and Open Interest 10,116 92,945 -1,222
DJIA Index(CBOT)
Mar04 040130 10472 10485 10415 10468 -2 14,243 35,486 +68
Jun04 040130 10450 10465 10420 10447 -2 37 532 +2
Sep04 040130 10400 10433 10400 10433 +3 2 2 +0
Dec04 040130 10418 10418 10418 10418 +8 1 4 -1
Total Volume and Open Interest 14,283 36,024 +69
S & P 500(CME)
Mar04 040130 1130.30 1132.30 1126.00 1129.90 -0.30 51,139 595,897 -860
Jun04 040130 1126.50 1129.00 1126.50 1129.00 -0.30 26 19,582 +19
Sep04 040130 1128.30 1128.30 1128.30 1128.30 -0.30 0 3,445 +0
Dec04 040130 1128.10 1128.10 1128.10 1128.10 -0.30 0 96 +0
Total Volume and Open Interest 51,165 619,235 -847
S & P 500 E-Mini(Globex)
Mar04 040130 1131.00 1132.25 1126.00 1130.00 -0.25 886,218 579,668 +15,436
Jun04 040130 1131.25 1131.25 1126.00 1129.00 -0.25 243 10,451 -68
Total Volume and Open Interest 886,461 590,119 +15,368
NASDAQ 100(CME)
Mar04 040130 1497.00 1507.00 1488.00 1495.00 -4.50 20,808 74,027 -1,273
Jun04 040130 1498.00 1498.00 1498.00 1498.00 -4.50 0 57 +0
Sep04 040130 1501.00 1501.00 1501.00 1501.00 -4.50      
Total Volume and Open Interest 20,808 74,084 -1,273
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040130 1501.0 1507.0 1488.5 1495.0 -4.5 419,545 241,976 +8,561
Jun04 040130 1500.0 1509.0 1493.0 1498.0 -4.5 209 1,457 +176
Total Volume and Open Interest 419,754 243,433 +8,737
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040130 587.00 588.75 582.90 587.95 +1.95 898 16,023 -212
Jun04 040130 587.95 587.95 587.95 587.95 +1.95 0 1 +0
Sep04 040130 587.95 587.95 587.95 587.95 +1.95      
Total Volume and Open Interest 898 16,024 -212
Russell 2000(CME)
Mar04 040130 580.50 583.75 576.25 580.90 +0.75 2,105 23,207 -114
Jun04 040130 581.00 581.00 581.00 581.00 +0.75      
Sep04 040130 581.00 581.00 581.00 581.00 +0.75      
Total Volume and Open Interest 2,105 23,207 -114
Value Line(KCBT)
Mar04 040130 1579.00 1583.50 1577.00 1583.50 +1.50 22 50 +3
Total Volume and Open Interest 22 50 +3
Nikkei 225(CME)
Mar04 040130 10765 10840 10715 10760 -20 2,831 30,140 -202
Jun04 040130 10760 10760 10760 10760 -20 4 114 +4
Total Volume and Open Interest 2,835 30,265 -198
Nikkei 225(SIMEX)
Mar04 040130 10765 10845 10730 10785 -20 22,667 148,649 -1,823
Jun04 040130 10740 10740 10740 10740 -20 0 603 +0
Sep04 040130 10735 10735 10735 10735 -20      
Total Volume and Open Interest 22,667 149,252 -1,823
CAC 40(MATIF)
Jan04 040130 3669.5 3690.5 3650.0 3659.0 -5.5 198,353 518,200 +10,644
Feb04 040130 3678.5 3697.0 3644.0 3645.0 -24.5 116,282 135,427 +60,099
Mar04 040130 3683.0 3700.0 3650.0 3650.5 -25.0 14,848 121,481 +87
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040130 4121.0 4128.0 4058.5 4079.0 -22.0 129,595 290,553 +3,291
Jun04 040130 4140.5 4148.0 4084.0 4100.5 -22.0 1,498 9,231 +542
Sep04 040130 4162.5 4170.5 4110.5 4123.0 -22.5 871 2,616 +308
Total Volume and Open Interest 131,964 302,400 +4,141
FT-SE 100(LIFFE)
Mar04 040130 4402.00 4414.50 4362.50 4375.00 -17.00 66,650 434,331 +3,166
Jun04 040130 4400.50 4413.50 4383.50 4383.50 -17.50 4,352 17,501 +1,879
Sep04 040130 4394.50 4394.50 4394.50 4394.50 -17.00 1,750 10,192 +0
Total Volume and Open Interest 74,929 468,362 +5,677
SPI 200(SFE)
Mar04 040130 3252.0 3279.0 3252.0 3264.0 +15.0 16,916 160,306 -11,678
Jun04 040130 3272.0 3290.0 3272.0 3277.0 +15.0 272 3,925 +215
Sep04 040130 3287.0 3287.0 3287.0 3287.0 +15.0 12 1,957 +0
Total Volume and Open Interest 17,200 167,313 -11,463
GSCI(CME)
Feb04 040130 260.80 261.50 259.00 260.30 +1.40 137 14,417 -67
Mar04 040130 257.20 257.50 256.60 257.50 +1.25 0 24 +0
Apr04 040130 253.40 253.40 253.40 253.40 +0.40      
Total Volume and Open Interest 137 14,441 -67
Reuters CRB Index(NYBOT)
Feb04 040130 260.00 262.10 260.00 262.10 +3.00 27 99 -31
Apr04 040130 259.75 262.50 259.50 262.10 +3.35 288 700 -33
Jun04 040130 260.50 262.40 260.00 262.40 +3.35 3 28 +2
Total Volume and Open Interest 318 827 -62
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 1989-2004 Moore Research Center, Inc. All Rights Reserved.
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