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MRCI's End of Day Prices
Daily Futures Price Listing Fri April 02, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May04 040402 1037.00 1046.00 1025.50 1045.50 +16.00 46,837 128,265 -1,615
Jul04 040402 1038.00 1045.00 1023.00 1043.75 +16.50 26,502 64,930 +2,411
Aug04 040402 985.00 993.00 974.50 991.50 +17.00 5,091 15,885 +525
Sep04 040402 864.00 875.00 859.00 869.00 +13.00 1,804 9,570 +417
Nov04 040402 777.00 786.00 768.50 784.50 +18.50 11,749 49,545 +2,061
Jan05 040402 772.00 786.00 770.00 785.50 +19.50 381 3,033 +126
Mar05 040402 761.00 776.00 760.00 776.00 +18.00 311 1,608 +39
Total Volume and Open Interest 92,707 274,278 +3,969
Soybean Meal(CBOT)
May04 040402 330.50 337.00 327.50 336.00 +6.60 11,532 70,457 +34
Jul04 040402 329.50 335.00 326.00 334.50 +8.00 11,671 50,012 +2,056
Aug04 040402 315.00 320.00 312.50 319.70 +7.20 3,343 18,397 +727
Sep04 040402 289.00 293.50 288.00 293.10 +5.90 1,117 14,808 +49
Oct04 040402 248.00 253.00 247.50 253.00 +7.00 1,316 9,432 +2
Dec04 040402 238.00 243.00 237.00 242.50 +6.50 3,330 21,261 +671
Jan05 040402 236.50 241.50 235.00 241.00 +7.80 284 2,667 +83
Mar05 040402 233.00 239.00 233.00 238.00 +7.30 118 1,824 +52
Total Volume and Open Interest 32,716 191,365 +3,675
Soybean Oil(CBOT)
May04 040402 32.90 32.95 32.18 32.64 -0.13 11,456 65,347 -408
Jul04 040402 32.80 32.85 32.06 32.65 -0.05 12,753 48,385 -678
Aug04 040402 32.45 32.45 31.67 32.30 -0.05 3,621 12,533 -144
Sep04 040402 31.60 31.70 31.00 31.69 +0.09 1,723 11,587 +390
Oct04 040402 29.95 29.95 29.30 29.78 -0.02 738 8,118 -50
Dec04 040402 28.85 28.85 28.25 28.65 -0.12 3,164 20,024 +797
Jan05 040402 28.40 28.40 28.30 28.40 -0.15 290 1,284 -110
Mar05 040402 28.20 28.20 27.80 28.05 -0.15 289 979 -120
Total Volume and Open Interest 34,034 169,097 -323
Canola(WCE)
May04 040402 439.0 442.0 435.5 437.8 +3.8 4,237 30,019 -1,036
Jul04 040402 442.0 447.0 440.1 442.3 +3.7 7,330 22,994 +3,031
Sep04 040402 388.5 388.5 388.5 388.5 +2.3 0 10 +0
Nov04 040402 390.0 391.5 386.5 390.0 +2.0 2,992 28,762 +1,608
Jan05 040402 394.0 394.0 390.0 393.0 +3.0 16 941 -1
Total Volume and Open Interest 14,585 82,808 +3,602
Corn(CBOT)
May04 040402 327.50 331.25 325.50 330.50 +4.75 59,878 278,934 -4,312
Jul04 040402 334.75 337.50 331.50 337.00 +5.00 30,065 160,891 +2,082
Sep04 040402 330.50 336.00 329.00 335.25 +6.25 3,864 30,389 +190
Dec04 040402 329.00 335.50 326.50 334.25 +7.75 48,033 234,017 +12,010
Mar05 040402 330.50 336.50 328.00 334.50 +7.25 2,266 17,303 +917
May05 040402 329.50 336.50 329.00 335.75 +7.50 273 1,929 +237
Total Volume and Open Interest 146,551 734,013 +12,231
Wheat(CBOT)
May04 040402 412.50 418.50 406.50 416.25 +5.75 17,955 87,849 -502
Jul04 040402 418.00 424.50 413.00 423.75 +7.00 12,519 54,712 +1,190
Sep04 040402 423.00 427.50 417.50 426.25 +5.25 1,367 7,505 -319
Dec04 040402 429.00 435.00 424.00 434.75 +5.75 2,251 15,266 +893
Mar05 040402 432.00 436.00 427.00 436.00 +3.00 60 805 -11
Total Volume and Open Interest 34,211 166,629 +1,281
Wheat(KCBT)
May04 040402 417.50 425.00 413.00 424.25 +8.00 8,298 32,862 +491
Jul04 040402 422.50 428.00 418.00 427.75 +7.75 9,363 27,837 +3,268
Sep04 040402 425.00 431.50 422.50 431.25 +8.25 1,540 4,481 +239
Dec04 040402 433.00 438.00 430.00 437.00 +7.25 322 4,942 -132
Mar05 040402 441.00 441.00 439.50 439.50 +2.50 1 46 -1
Total Volume and Open Interest 19,532 70,227 +3,873
Wheat(MGE)
May04 040402 442.00 446.00 437.50 445.50 +4.25 1,572 17,355 -168
Jul04 040402 445.00 447.50 439.50 447.50 +4.50 1,225 9,142 +571
Sep04 040402 445.00 448.75 440.50 448.50 +4.75 643 6,766 -25
Dec04 040402 449.00 453.00 444.50 452.75 +7.25 736 5,746 +216
Mar05 040402 452.00 453.00 452.00 453.00 +13.00 0 59 +0
Total Volume and Open Interest 4,176 39,114 +594
Oats(CBOT)
May04 040402 178.75 179.00 175.00 177.75 -1.00 844 5,749 +66
Jul04 040402 184.00 184.75 181.00 183.75 +0.25 650 3,690 +120
Sep04 040402 186.25 189.00 185.00 188.25 +1.75 85 988 -1
Dec04 040402 188.75 191.00 187.00 191.00 +2.00 349 2,962 +117
Total Volume and Open Interest 1,973 13,438 +307
Rough Rice(CBOT)
May04 040402 9.95 10.26 9.80 10.26 +0.31 550 4,250 -157
Jul04 040402 10.15 10.50 10.00 10.50 +0.36 318 758 -33
Sep04 040402 9.30 9.41 9.19 9.41 +0.19 23 285 +0
Nov04 040402 9.10 9.22 8.98 9.22 +0.17 44 843 -2
Total Volume and Open Interest 935 6,211 -192
Live Cattle(CME)
Apr04 040402 79.100 80.000 79.100 79.950 +0.850 5,184 21,219 -382
Jun04 040402 75.500 76.400 75.325 75.725 +0.075 8,056 62,551 +1,759
Aug04 040402 75.200 75.850 74.800 75.350 +0.200 1,654 16,824 +422
Oct04 040402 76.925 77.375 76.650 77.000 +0.100 818 14,973 +52
Dec04 040402 78.100 78.450 77.725 77.850 -0.175 380 5,808 +116
Feb05 040402 79.425 79.500 78.900 79.450 unch 146 3,090 +77
Total Volume and Open Interest 16,240 124,576 +2,045
Feeder Cattle(CME)
Apr04 040402 89.450 89.650 88.950 89.400 +0.075 452 2,043 -50
May04 040402 86.425 86.950 86.100 86.200 -0.225 1,044 5,720 -109
Aug04 040402 86.600 87.000 86.300 86.950 +0.475 600 4,275 +91
Sep04 040402 86.650 86.700 86.500 86.550 +0.050 25 539 +4
Oct04 040402 86.550 86.750 86.550 86.550 +0.100 44 709 +15
Nov04 040402 86.600 86.600 86.600 86.600 +0.100 4 125 -2
Jan05 040402 85.500 85.500 85.500 85.500 unch 1 5 +1
Total Volume and Open Interest 2,171 13,417 -49
Lean Hogs(CME)
Apr04 040402 64.800 64.950 63.900 64.175 -1.125 3,426 8,131 -872
May04 040402 66.700 67.150 66.100 66.875 -0.825 499 3,233 -49
Jun04 040402 73.900 73.950 72.700 72.800 -1.600 6,492 47,310 +1,864
Jul04 040402 70.300 70.700 69.800 70.650 -0.275 1,933 10,953 +536
Aug04 040402 68.100 68.600 67.400 68.225 -0.175 849 4,378 +493
Oct04 040402 57.800 58.400 57.400 58.300 +0.200 435 2,250 +233
Dec04 040402 56.550 56.750 56.150 56.700 +0.075 248 1,707 +84
Feb05 040402 58.500 58.700 58.350 58.700 -0.075 157 463 +128
Total Volume and Open Interest 14,177 78,652 +2,545
Pork Bellies(CME)
May04 040402 108.200 108.600 107.350 108.150 +0.050 781 2,833 +199
Jul04 040402 107.500 108.225 106.400 108.200 -0.025 154 906 +33
Aug04 040402 103.550 103.550 103.000 103.500 -0.225 3 68 +1
Feb05 040402 87.000 87.000 87.000 87.000 +0.700 0 2 +0
Mar05 040402 86.300 86.300 86.300 86.300 unch 0 2 +0
Total Volume and Open Interest 938 3,811 +233
BFP Milk Class III(CME)
Mar04 040402 14.32 14.40 14.32 14.40 unch      
Apr04 040402 18.95 19.05 18.95 19.04 +0.13 239 6,168 +34
May04 040402 18.89 19.05 18.85 18.97 +0.09 399 5,746 +116
Jun04 040402 17.81 17.95 17.76 17.80 -0.01 233 4,440 +61
Jul04 040402 17.00 17.15 16.85 16.95 -0.07 273 3,285 +16
Total Volume and Open Interest 2,083 33,169 +343
Cocoa(NYBOT)
May04 040402 1508 1514 1405 1418 -99 12,367 28,781 -2,977
Jul04 040402 1512 1517 1420 1428 -96 4,718 17,858 +7
Sep04 040402 1525 1525 1433 1433 -97 511 13,054 -90
Dec04 040402 1513 1520 1440 1443 -94 480 9,667 -9
Mar05 040402 1490 1490 1455 1455 -92 5 7,995 -5
May05 040402 1460 1463 1460 1463 -92 20 10,732 +0
Jul05 040402 1473 1473 1473 1473 -92 10 8,029 -2
Total Volume and Open Interest 18,111 98,382 -3,076
Coffee "C"(NYBOT)
May04 040402 74.20 74.20 72.60 73.40 -0.70 13,590 57,328 -2,111
Jul04 040402 76.25 76.45 74.90 75.70 -0.65 6,264 25,146 +2,720
Sep04 040402 78.40 78.50 77.30 77.80 -0.60 554 9,804 +37
Dec04 040402 81.00 81.10 80.00 80.45 -0.65 265 6,088 +5
Mar05 040402 83.60 83.60 82.70 82.95 -0.75 27 3,763 +12
May05 040402 84.30 84.35 84.30 84.35 -0.80 34 434 +23
Total Volume and Open Interest 20,760 103,339 +691
Orange Juice(NYBOT)
May04 040402 59.15 59.60 59.00 59.20 +0.15 2,646 22,388 +229
Jul04 040402 61.50 61.70 61.25 61.35 unch 739 6,220 +132
Sep04 040402 63.75 64.05 63.60 63.60 -0.05 18 1,617 +5
Nov04 040402 65.40 65.70 65.25 65.35 -0.10 167 1,695 +147
Jan05 040402 67.35 67.70 67.10 67.10 -0.10 23 618 +16
Total Volume and Open Interest 3,718 35,020 +644
Sugar #11(NYBOT)
May04 040402 6.15 6.38 6.05 6.36 +0.11 14,721 121,517 -2,676
Jul04 040402 6.33 6.59 6.32 6.59 +0.11 10,512 62,873 +1,007
Oct04 040402 6.43 6.65 6.43 6.65 +0.12 4,007 40,367 +214
Mar05 040402 6.54 6.74 6.54 6.73 +0.11 3,464 24,509 +469
May05 040402 6.57 6.72 6.57 6.72 +0.11 662 10,275 +220
Total Volume and Open Interest 34,961 272,180 -96
London Cocoa(LCE)
May04 040402 858 867 808 811 -56 2,707 42,458 -95
Jul04 040402 850 870 820 823 -46 2,609 27,666 -117
Sep04 040402 870 879 834 837 -46 564 23,920 +42
Dec04 040402 888 895 853 855 -45 1,289 42,716 +290
Mar05 040402 900 912 872 873 -42 2,079 22,304 -785
May05 040402 910 920 883 885 -41 202 6,609 +88
Jul05 040402 923 923 896 897 -40 160 7,375 +100
Total Volume and Open Interest 9,781 183,545 -347
London Coffee(LCE)
May04 040402 737.00 748.00 735.00 741.00 +4.00 8,562 51,409 +750
Jul04 040402 753.00 765.00 753.00 757.00 +2.00 9,524 62,022 +6,439
Sep04 040402 775.00 779.00 770.00 770.00 +1.00 421 23,821 +338
Nov04 040402 789.00 794.00 782.00 785.00 +1.00 370 16,148 +141
Jan05 040402 808.00 808.00 800.00 800.00 +1.00 33 10,085 +23
Mar05 040402 817.00 817.00 814.00 814.00 unch 0 4,280 +0
Total Volume and Open Interest 18,910 168,153 +7,691
London Sugar(LCE)
May04 040402 215.70 217.00 212.50 216.50 +1.40 2,302 17,197 -93
Aug04 040402 214.00 215.60 211.20 215.00 +2.00 1,906 25,040 +1,032
Oct04 040402 211.50 213.60 210.00 213.40 +1.40 377 8,457 +16
Dec04 040402 212.10 214.20 212.10 214.20 +1.00 818 3,608 -235
Mar05 040402 212.50 214.00 212.00 214.00 +0.70 539 5,213 +458
Total Volume and Open Interest 6,448 63,596 +1,485
Cotton(NYBOT)
May04 040402 61.90 63.15 61.72 62.62 +1.09 15,199 46,931 -360
Jul04 040402 63.85 65.00 63.80 64.63 +1.28 9,056 24,019 +344
Oct04 040402 65.50 66.55 65.50 66.55 +1.60 151 897 -54
Dec04 040402 66.40 67.60 66.35 67.46 +1.48 4,455 15,620 +1,210
Mar05 040402 68.70 69.60 68.70 69.60 +1.50 107 3,587 +13
May05 040402 69.30 70.20 69.30 70.20 +1.55 15 533 +10
Total Volume and Open Interest 29,085 92,609 +1,172
Lumber(CME)
May04 040402 396.0 396.8 391.1 396.3 +5.2 825 3,074 +127
Jul04 040402 383.7 385.0 380.0 384.9 +6.1 407 1,017 +126
Sep04 040402 365.0 368.1 365.0 367.2 +2.3 84 301 +34
Nov04 040402 345.0 348.7 345.0 348.7 +3.8 33 72 +15
Total Volume and Open Interest 1,357 4,476 +307
Crude Oil(NYM)
May04 040402 33.75 34.55 33.30 34.39 +0.12 120,025 185,097 -2,717
Jun04 040402 33.00 33.94 32.75 33.87 +0.12 60,981 98,339 +4,299
Jul04 040402 32.35 33.50 32.35 33.44 +0.15 14,716 48,758 +409
Aug04 040402 32.10 33.02 32.00 33.02 +0.17 6,320 31,615 +2,742
Sep04 040402 31.80 32.67 31.80 32.67 +0.19 3,657 29,448 +367
Oct04 040402 31.80 32.37 31.80 32.37 +0.21 421 26,297 +130
Nov04 040402 31.80 32.10 31.75 32.10 +0.22 354 19,076 +50
Dec04 040402 31.20 31.84 31.00 31.84 +0.23 10,010 63,822 +1,181
Jan05 040402 31.15 31.52 31.10 31.52 +0.22 472 16,895 -11
Feb05 040402 31.25 31.25 31.25 31.25 +0.21 11 8,638 +11
Mar05 040402 30.70 31.02 30.70 31.02 +0.21 95 8,193 +17
Apr05 040402 30.81 30.81 30.81 30.81 +0.23 0 5,528 +0
May05 040402 30.61 30.61 30.61 30.61 +0.25 75 2,809 +50
Jun05 040402 30.00 30.41 30.00 30.41 +0.25 1,108 19,994 +199
Jul05 040402 30.24 30.24 30.24 30.24 +0.26 0 4,702 +0
Aug05 040402 30.10 30.10 30.10 30.10 +0.27 0 2,435 +0
Total Volume and Open Interest 222,089 678,603 +7,223
Heating Oil(NYM)
May04 040402 82.00 85.70 81.50 85.53 +0.81 33,033 60,304 +1,051
Jun04 040402 81.20 85.30 81.00 85.15 +0.99 11,012 21,472 -81
Jul04 040402 82.50 84.90 82.50 84.85 +1.19 3,942 16,440 -255
Aug04 040402 83.00 84.90 82.50 84.90 +1.34 1,303 11,027 +547
Sep04 040402 83.00 85.45 83.00 85.45 +1.39 475 5,210 +384
Oct04 040402 83.75 86.15 83.75 86.15 +1.39 632 3,973 +87
Nov04 040402 84.50 86.90 84.50 86.90 +1.44 211 3,873 +8
Dec04 040402 85.25 87.60 85.25 87.60 +1.44 2,221 20,886 +99
Jan05 040402 85.75 88.00 85.75 88.00 +1.44 631 3,723 -383
Feb05 040402 85.50 87.85 85.50 87.85 +1.54 12 2,372 +3
Mar05 040402 83.50 85.50 83.50 85.50 +1.69 53 6,091 +47
Apr05 040402 81.00 83.00 81.00 83.00 +1.79 2 726 -1
Total Volume and Open Interest 53,529 156,609 +6
Unleaded Gas(NYM)
May04 040402 105.00 107.50 103.80 107.22 -0.37 42,467 73,360 -2,580
Jun04 040402 104.00 106.80 103.00 106.39 -0.35 12,076 21,980 +1,328
Jul04 040402 102.50 104.40 101.50 104.19 -0.31 1,916 10,454 +179
Aug04 040402 100.00 101.90 99.50 101.54 -0.31 1,271 7,533 +96
Sep04 040402 97.40 98.30 97.00 97.99 -0.36 934 12,862 +272
Oct04 040402 92.00 93.80 92.00 93.34 -0.41 184 3,687 +108
Nov04 040402 90.35 91.50 90.35 90.94 -0.41 110 1,015 +90
Dec04 040402 88.75 89.75 88.50 89.34 -0.41 305 3,209 -75
Jan05 040402 88.44 88.44 88.44 88.44 -0.31 0 2,009 +0
Feb05 040402 88.44 88.44 88.44 88.44 -0.26 200 1,579 +5
Mar05 040402 88.94 88.94 88.94 88.94 -0.21 200 290 +199
Apr05 040402 95.44 95.44 95.44 95.44 -0.21      
Total Volume and Open Interest 59,663 137,978  
Natural Gas(NYM)
May04 040402 5.760 5.920 5.710 5.812 +0.047 44,864 68,055 +3,311
Jun04 040402 5.830 5.980 5.780 5.880 +0.052 9,772 25,447 +1,522
Jul04 040402 5.865 6.010 5.855 5.923 +0.050 5,265 18,461 +73
Aug04 040402 5.885 6.020 5.860 5.945 +0.047 3,928 18,573 -100
Sep04 040402 5.860 5.980 5.835 5.913 +0.045 5,695 18,194 -1,655
Oct04 040402 5.880 5.990 5.850 5.928 +0.045 6,706 20,447 +1,595
Nov04 040402 6.040 6.120 6.020 6.086 +0.043 2,323 12,790 +493
Dec04 040402 6.190 6.310 6.170 6.243 +0.040 1,685 15,621 -259
Jan05 040402 6.320 6.390 6.310 6.368 +0.040 1,498 14,988 +209
Feb05 040402 6.270 6.335 6.260 6.315 +0.037 602 11,187 +127
Mar05 040402 6.040 6.115 6.040 6.085 +0.042 2,648 10,665 -106
Apr05 040402 5.365 5.410 5.365 5.390 +0.022 794 10,353 +109
May05 040402 5.250 5.260 5.240 5.240 +0.017 554 7,663 +347
Jun05 040402 5.250 5.250 5.250 5.250 +0.015 379 5,645 +264
Jul05 040402 5.280 5.290 5.278 5.278 +0.010 81 11,159 +64
Aug05 040402 5.300 5.300 5.283 5.283 +0.015 468 5,038 -185
Total Volume and Open Interest 88,136 325,403 +6,277
Brent Crude Oil(IPE)
May04 040402 31.05 31.15 29.95 30.21 -1.34 43,203 82,968 -3,927
Jun04 040402 30.83 30.94 29.82 30.02 -1.31 33,225 77,447 +3,347
Jul04 040402 30.64 30.70 29.64 29.84 -1.27 6,667 27,052 -864
Aug04 040402 30.31 30.31 29.63 29.63 -1.22 1,487 13,891 +495
Sep04 040402 29.85 29.87 29.41 29.41 -1.18 745 14,437 -498
Oct04 040402 29.66 29.66 29.19 29.19 -1.14 137 6,882 -145
Nov04 040402 28.97 28.97 28.97 28.97 -1.10 0 6,743 +0
Dec04 040402 29.45 29.50 28.55 28.76 -1.05 2,872 28,213 +515
Jan05 040402 28.53 28.53 28.51 28.51 -1.02 423 5,299 -200
Feb05 040402 28.29 28.29 28.29 28.29 -0.97 600 3,405 -10
Mar05 040402 28.11 28.11 28.11 28.11 -0.91 400 3,821 +0
Apr05 040402 27.95 27.95 27.95 27.95 -0.87 0 620 +0
Total Volume and Open Interest 90,284 328,306 -1,162
Gas Oil(IPE)
Apr04 040402 272.25 273.25 264.00 268.75 -9.50 14,656 32,556 -3,322
May04 040402 264.50 264.50 255.50 258.25 -10.75 13,547 39,301 +1,131
Jun04 040402 260.25 260.25 251.75 254.50 -11.00 5,471 24,090 +727
Jul04 040402 258.00 258.00 252.00 253.25 -10.50 560 8,883 -202
Aug04 040402 257.50 257.50 253.00 253.25 -10.50 100 7,378 -53
Sep04 040402 257.50 257.50 253.00 253.75 -10.50 450 7,111 +50
Oct04 040402 258.00 258.00 254.00 254.00 -10.25 20 5,971 +20
Nov04 040402 257.50 257.50 254.00 254.00 -10.25 0 4,315 +0
Dec04 040402 259.25 259.25 253.25 253.25 -10.00 1,517 15,502 -538
Jan05 040402 256.25 256.25 251.25 251.25 -10.00 0 2,380 +0
Total Volume and Open Interest 36,321 161,640 -2,187
US Dollar Index(NYBOT)
Jun04 040402 87.56 89.05 87.47 88.85 +1.32 6,536 16,012 +2,398
Sep04 040402 88.90 89.26 88.90 89.26 +1.32 14 2,039 +3
Dec04 040402 89.66 89.66 89.66 89.66 +1.32 0 37 +0
Total Volume and Open Interest 6,550 18,088 +2,401
Australian Dollar(CME)
Jun04 040402 75.93 76.10 74.94 75.12 -1.16 5,948 33,502 +3,496
Sep04 040402 75.40 75.40 74.34 74.34 -1.16 125 763 -55
Dec04 040402 73.56 73.56 73.56 73.56 -1.16 0 134 +9
Total Volume and Open Interest 6,073 34,484 +3,450
British Pound(CME)
Jun04 040402 183.49 183.74 181.00 182.05 -2.27 7,147 46,521 +5,842
Sep04 040402 182.00 182.00 180.48 180.48 -2.27 51 92 +54
Dec04 040402 178.91 178.91 178.91 178.91 -2.27 0 360 +0
Total Volume and Open Interest 7,198 46,974 +5,896
Canadian Dollar(CME)
Jun04 040402 76.29 76.35 75.63 75.96 -0.40 5,975 77,173 +3,326
Sep04 040402 75.80 76.00 75.57 75.83 -0.39 69 2,953 +20
Dec04 040402 76.00 76.00 75.50 75.71 -0.38 46 2,204 +21
Mar05 040402 75.40 75.66 75.40 75.61 -0.37 0 218 +0
Total Volume and Open Interest 6,090 82,713 +3,367
Japanese Yen(CME)
Jun04 040402 96.35 96.43 95.63 95.91 -0.67 9,042 135,606 +6,136
Sep04 040402 96.52 96.52 95.90 96.20 -0.65 10 379 +1
Dec04 040402 96.55 96.55 96.55 96.55 -0.63 3 57 +1
Total Volume and Open Interest 9,055 136,043 +6,138
Swiss Franc(CME)
Jun04 040402 78.94 78.96 77.41 77.62 -1.58 5,276 34,878 +2,532
Sep04 040402 77.90 77.90 77.78 77.78 -1.58 0 36 +3
Dec04 040402 77.96 77.96 77.96 77.96 -1.58 0 104 +0
Total Volume and Open Interest 5,276 35,075 +2,535
EuroFX(CME)
Jun04 040402 122.94 123.05 120.78 121.11 -2.16 15,483 103,222 +1,961
Sep04 040402 122.78 122.78 120.60 120.87 -2.17 37 867 -6
Dec04 040402 120.90 120.90 120.68 120.68 -2.17 2 450 +1
Total Volume and Open Interest 15,522 104,676 +1,956
Mexican Peso(CME)
Jun04 040402 8845.0 8872.0 8825.0 8857.0 +5.0 8,066 32,367 +1,439
Sep04 040402 8742.0 8742.0 8742.0 8742.0 +5.0 0 641 +0
Total Volume and Open Interest 8,066 34,320 +1,439
30-Year T-Bonds(CBOT)
Jun04 040402 113~20 113~22 108~16 110~30 -2~17 289,885 482,491 -6,131
Sep04 040402 112~04 112~04 108~00 109~18 -2~17 5,804 17,660 +4,183
Dec04 040402 108~12 108~12 107~29 108~06 -2~16 45 196 +12
Total Volume and Open Interest 295,734 500,566 -1,936
Municipal Bonds(CBOT)
Jun04 040402 103~18 103~18 101~20 102~05 -1~19 235 2,063 -54
Total Volume and Open Interest 235 2,063 -54
10-Year T-Notes(CBOT)
Jun04 040402 114~300 115~010 112~050 112~300 -1~300 868,553 1,234,796 -28,492
Sep04 040402 112~065 113~190 111~145 111~190 -2~015 15,687 48,914 +8,074
Total Volume and Open Interest 884,240 1,283,714 -20,418
5-Year T-Notes(CBOT)
Jun04 040402 113~055 113~055 111~050 111~290 -1~095 320,069 0 +0
Sep04 040402 110~260 110~260 110~240 110~240 -1~115 734 0 -17,819
Total Volume and Open Interest 320,803    
2 Year T-Notes(CBOT)
Jun04 040402 107~056 107~056 106~084 106~126 -0~059 9,994 160,128 +2,123
Total Volume and Open Interest 9,994 160,128 +2,123
Eurodollars(CME)
Jun04 040402 98.805 98.815 98.680 98.750 -0.070 70,137 816,047 +4,802
Sep04 040402 98.625 98.630 98.380 98.485 -0.155 108,038 852,624 -665
Dec04 040402 98.350 98.360 97.950 98.130 -0.245 186,405 721,461 +20,851
Mar05 040402 98.040 98.040 97.650 97.745 -0.315 155,294 510,204 -6,117
Jun05 040402 97.695 97.700 97.300 97.380 -0.340 87,033 455,223 +11,023
Sep05 040402 97.365 97.365 96.950 97.055 -0.340 49,630 348,395 +7,037
Dec05 040402 97.065 97.065 96.680 96.750 -0.340 34,359 251,952 +1,010
Mar06 040402 96.810 96.810 96.400 96.505 -0.330 27,524 215,808 +767
Jun06 040402 96.575 96.575 96.220 96.265 -0.330 16,558 153,353 +1,737
Sep06 040402 96.350 96.350 95.970 96.040 -0.330 13,051 162,831 -405
Dec06 040402 96.140 96.140 95.760 95.830 -0.330 16,647 117,241 -1,006
Mar07 040402 95.950 95.955 95.575 95.645 -0.330 14,918 107,100 +3,325
Total Volume and Open Interest 849,169 5,346,337 +54,487
3-Mth Euro-Yen(CME)
Jun04 040402 99.92 99.92 99.91 99.91 -0.01 330 12,317 +900
Sep04 040402 99.89 99.89 99.88 99.88 -0.01 222 8,142 +64
Dec04 040402 99.86 99.86 99.83 99.84 -0.01 65 7,609 +85
Mar05 040402 99.79 99.79 99.74 99.75 -0.03 108 6,033 +980
Jun05 040402 99.72 99.72 99.67 99.67 -0.05 290 3,787 +717
Sep05 040402 99.59 99.59 99.59 99.59 -0.02 8 1,997 -100
Dec05 040402 99.47 99.47 99.47 99.47 -0.01 8 783 +10
Mar06 040402 99.36 99.36 99.36 99.36 +0.01 0 294 +0
Jun06 040402 99.28 99.28 99.28 99.28 -0.05 0 72 +0
Sep06 040402 99.20 99.20 99.20 99.20 -0.05 0 39 +0
Total Volume and Open Interest 1,031 42,335 +2,656
3-Mth Euro-Yen(SIMEX)
Jun04 040402 99.92 99.92 99.92 99.92 unch 930 70,191 -2,710
Sep04 040402 99.89 99.89 99.89 99.89 unch 700 39,892 +224
Dec04 040402 99.85 99.86 99.85 99.86 unch 2,295 60,006 +499
Mar05 040402 99.78 99.79 99.78 99.79 unch 1,403 34,738 +1,005
Jun05 040402 99.72 99.73 99.72 99.73 unch 4,265 41,624 -102
Sep05 040402 99.61 99.63 99.61 99.62 unch 754 35,459 +343
Dec05 040402 99.53 99.53 99.52 99.52 unch 3,592 13,881 +2,699
Mar06 040402 99.41 99.41 99.41 99.41 unch 133 8,080 +45
Total Volume and Open Interest 14,177 315,259 +2,108
German Euro-Bund(EUREX)
Jun04 040402 115.87 115.88 114.10 114.60 -1.29 1,265,911 1,122,617 +101,083
Sep04 040402 115.30 115.30 114.18 114.18 -1.29 2,209 5,445 +10
Dec04 040402 113.17 113.17 113.17 113.17 -1.29 0 1 +0
Total Volume and Open Interest 1,268,120 1,128,063 +101,093
German Euro-Bobl(EUREX)
Jun04 040402 112.65 112.67 111.30 111.65 -1.03 955,521 777,637 +100,261
Sep04 040402 111.06 111.06 111.06 111.06 -1.06 1,234 5,373 +2
Dec04 040402 110.14 110.14 110.14 110.14 -1.03 0 1 +0
Total Volume and Open Interest 956,755 783,011 +100,263
Long Gilt(LIFFE)
Jun04 040402 108~22 108~26 107~08 107~22 -0~29 50,341 146,008 +1,526
Sep04 040402 107~12 107~12 107~12 107~12 -0~29      
Total Volume and Open Interest 50,341 146,008 +1,526
3-Mth Short Sterling(LIFFE)
Jun04 040402 95.43 95.44 95.34 95.36 -0.07 35,342 216,270 -1,363
Sep04 040402 95.23 95.27 95.09 95.14 -0.11 28,185 196,830 +4,817
Dec04 040402 95.11 95.15 94.94 95.00 -0.12 40,006 207,301 +28
Total Volume and Open Interest 137,198 1,116,660 +3,828
3-Mth Euribor(LIFFE)
Jun04 040402 98.005 98.030 97.900 97.950 -0.080 522,555 679,419 +17,911
Sep04 040402 98.000 98.015 97.785 97.875 -0.140 350,828 471,975 -14,040
Dec04 040402 97.890 97.905 97.630 97.715 -0.185 346,916 523,855 -20,493
Total Volume and Open Interest 1,744,754 2,878,069 -43,372
3-Mth Aus T-Bills(SFE)
Jun04 040402 94.53 94.55 94.53 94.54 -0.02 6,336 174,941 -10,888
Sep04 040402 94.55 94.56 94.55 94.56 -0.02 8,149 115,297 +2,706
Dec04 040402 94.55 94.57 94.54 94.55 -0.03 1,776 69,963 +2,031
Mar05 040402 94.53 94.53 94.51 94.51 -0.04 722 34,302 +455
Jun05 040402 94.49 94.49 94.46 94.46 -0.05 375 17,931 +9
Sep05 040402 94.45 94.45 94.41 94.42 -0.05 254 11,964 +253
Dec05 040402 94.41 94.41 94.36 94.37 -0.05 1 8,838 +1
Mar06 040402 94.33 94.33 94.32 94.32 -0.06 15 3,275 +15
Jun06 040402 94.29 94.29 94.27 94.27 -0.07 5 1,735 +5
Sep06 040402 94.25 94.26 94.23 94.24 -0.06 38 1,003 +38
Total Volume and Open Interest 17,671 440,178 -5,375
10-Year Aus T-Bonds(SFE)
Jun04 040402 94.50 94.52 94.47 94.49 -0.07 15,636 214,677 +2,388
Sep04 040402 94.49 94.49 94.49 94.49 -0.07      
Total Volume and Open Interest 55,951 469,623 +257,334
3-Year Aus T-Bonds(SFE)
Jun04 040402 94.73 94.74 94.70 94.71 -0.06 40,436 469,623 -30,685
Sep04 040402 94.71 94.71 94.71 94.71 -0.06      
Total Volume and Open Interest 40,436 469,623 -30,685
Gold(CMX)
Apr04 040402 428.5 429.0 417.5 421.6 -6.2 1,561 2,519 -3,178
Jun04 040402 430.5 430.5 418.5 422.5 -6.3 53,591 229,707 +7,942
Aug04 040402 430.8 430.8 420.0 423.6 -6.2 532 8,965 +86
Oct04 040402 422.0 424.7 420.5 424.7 -6.1 503 4,724 +104
Dec04 040402 433.8 433.8 421.5 425.8 -6.0 1,609 28,082 +235
Feb05 040402 430.0 430.0 425.5 427.1 -5.8 225 3,283 +19
Total Volume and Open Interest 58,243 307,277 +5,237
Silver(CMX)
May04 040402 830.5 831.0 793.5 815.5 +0.7 21,492 80,558 -1,744
Jul04 040402 835.0 836.0 795.0 816.7 +0.8 1,550 12,883 +434
Sep04 040402 825.0 830.0 803.0 817.7 +0.9 131 2,740 +51
Dec04 040402 835.0 835.0 798.0 818.5 +1.2 1,925 15,430 +1
Mar05 040402 828.0 828.0 817.0 818.7 +1.4 157 2,585 +100
Total Volume and Open Interest 25,385 119,201 -1,127
Platinum(NYM)
Apr04 040402 900.0 912.0 890.0 905.8 -13.5 202 359 -179
Jul04 040402 892.0 903.0 883.0 896.8 -13.5 1,213 7,854 +162
Oct04 040402 886.8 886.8 886.8 886.8 -13.5 0 203 +0
Jan05 040402 886.8 886.8 886.8 886.8 -13.5 0 2 +0
Total Volume and Open Interest 1,415 8,418 -17
Palladium(NYME)
Jun04 040402 314.00 314.00 296.00 305.95 +4.75 1,494 11,354 +470
Sep04 040402 311.00 315.00 299.00 307.45 +4.75 5 116 -2
Dec04 040402 315.00 315.00 308.45 308.45 +4.75 5 158 -5
Total Volume and Open Interest 1,504 11,628 +463
Copper(CMX)
May04 040402 137.30 137.70 133.10 134.70 -2.40 8,716 48,048 +1,954
Jul04 040402 137.20 137.60 133.50 134.60 -2.25 3,025 8,049 -18
Sep04 040402 134.70 134.70 131.95 131.95 -2.00 534 3,817 +246
Dec04 040402 130.10 130.10 126.50 127.65 -2.00 542 9,517 +345
Mar05 040402 123.70 123.70 123.70 123.70 -2.00 17 736 +0
Total Volume and Open Interest 13,321 76,626 +2,158
DJIA Index(CBOT)
Jun04 040402 10370 10485 10370 10457 +88 7,738 43,443 +563
Sep04 040402 10400 10460 10400 10433 +88 11 287 +3
Dec04 040402 10400 10415 10400 10415 +88 0 10 +0
Total Volume and Open Interest 7,749 43,740 +566
S & P 500(CME)
Jun04 040402 1144.00 1144.00 1135.00 1142.10 +8.50 40,119 568,407 +3,024
Sep04 040402 1140.00 1141.00 1137.00 1141.00 +8.70 379 18,442 +37
Dec04 040402 1140.30 1140.30 1140.30 1140.30 +9.30 185 1,220 +110
Mar05 040402 1140.10 1140.10 1140.10 1140.10 +9.50 10 94 +0
Total Volume and Open Interest 40,694 588,297 +3,172
S & P 500 E-Mini(Globex)
Jun04 040402 1133.25 1145.00 1132.00 1142.00 +8.50 640,574 493,415 +8,867
Sep04 040402 1131.75 1142.50 1131.75 1141.00 +8.75 73 495 -30
Total Volume and Open Interest 640,647 493,910 +8,837
NASDAQ 100(CME)
Jun04 040402 1487.00 1496.50 1472.00 1495.00 +36.50 12,634 76,779 +88
Sep04 040402 1497.50 1497.50 1497.50 1497.50 +36.50 0 12 +0
Dec04 040402 1500.00 1500.00 1500.00 1500.00 +36.50 0 4 +0
Total Volume and Open Interest 12,634 76,795 +88
NASDAQ 100 E-Mini(GLOBEX)
Jun04 040402 1458.5 1496.5 1454.5 1495.0 +36.5 260,272 182,413 +7,290
Sep04 040402 1464.5 1500.0 1464.5 1497.5 +36.5 4 172 -3
Total Volume and Open Interest 260,276 182,585 +7,287
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Jun04 040402 615.00 616.00 609.75 612.75 +2.75 756 15,071 +199
Sep04 040402 612.75 612.75 612.75 612.75 +2.75      
Dec04 040402 612.75 612.75 612.75 612.75 +2.75      
Total Volume and Open Interest 756 15,071 +199
Russell 2000(CME)
Jun04 040402 604.10 605.50 599.00 602.75 +7.50 1,322 26,335 +158
Sep04 040402 602.75 602.75 602.75 602.75 +7.50 0 1 +0
Dec04 040402 602.75 602.75 602.75 602.75 +7.50      
Total Volume and Open Interest 1,322 26,336 +158
Value Line(KCBT)
Jun04 040402 1639.00 1644.00 1634.00 1642.00 +18.00 9 48 +5
Total Volume and Open Interest 9 48 +5
Nikkei 225(CME)
Jun04 040402 11940 12060 11935 12035 +265 2,478 40,058 +32
Sep04 040402 12035 12035 12035 12035 +265 0 17 +0
Total Volume and Open Interest 2,478 40,078 +32
Nikkei 225(SIMEX)
Jun04 040402 11775 11860 11710 11855 +165 23,591 182,973 +557
Sep04 040402 11850 11850 11850 11850 +165      
Dec04 040402 11825 11825 11825 11825 +165      
Total Volume and Open Interest 23,591 188,013 +557
CAC 40(MATIF)
Apr04 040402 3673.0 3757.0 3668.5 3742.5 +70.0 67,015 254,749 +59,627
May04 040402 3627.0 3703.5 3627.0 3692.5 +71.0 889 1,395 +79
Jun04 040402 3609.0 3690.0 3604.0 3679.5 +71.5 1,558 157,412 +8,117
Total Volume and Open Interest 99,505 430,268 +430,268
DAX Index(EUREX)
Jun04 040402 3948.0 4043.5 3937.5 4040.0 +100.0 122,407 180,121 +6,552
Sep04 040402 3966.0 4061.5 3958.0 4059.5 +101.5 1,830 8,320 +928
Dec04 040402 3990.5 4083.0 3979.0 4081.0 +102.0 1,144 1,537 +736
Total Volume and Open Interest 125,381 189,978 +8,216
FT-SE 100(LIFFE)
Jun04 040402 4417.50 4485.00 4415.00 4477.00 +56.50 55,673 386,210 +3,243
Sep04 040402 4486.00 4488.00 4486.00 4486.50 +56.50 56 16,353 +1
Dec04 040402 4470.00 4516.00 4461.50 4516.00 +57.50 1,000 17,473 -1,000
Total Volume and Open Interest 56,729 420,036 +2,244
SPI 200(SFE)
Jun04 040402 3467.0 3467.0 3446.0 3450.0 -9.0 16,482 158,799 +2,254
Sep04 040402 3464.0 3464.0 3455.0 3457.0 -9.0 128 3,038 +73
Dec04 040402 3473.0 3473.0 3469.0 3470.0 -9.0 136 1,955 +135
Total Volume and Open Interest 16,750 164,728 +2,466
GSCI(CME)
Apr04 040402 272.20 276.70 271.10 276.70 +1.70 105 15,957 -125
May04 040402 276.50 276.70 276.50 276.60 +1.60 94 510 +74
Jun04 040402 274.50 274.50 274.50 274.50 +1.50 1 24 +0
Total Volume and Open Interest 200 16,491 -51
Reuters CRB Index(NYBOT)
Apr04 040402 280.00 280.75 279.75 280.00 -1.55 26 331 -48
Jun04 040402 281.00 281.50 279.50 281.25 -1.45 29 508 +17
Aug04 040402 279.50 279.50 279.50 279.50 -1.45 0 61 +0
Total Volume and Open Interest 55 901 -31
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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