MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Mon April 05, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May04 040405 1052.00 1064.00 1022.00 1024.50 -21.00 48,142 121,861 -6,404
Jul04 040405 1052.00 1064.00 1021.00 1023.00 -20.75 23,911 69,463 +4,533
Aug04 040405 1003.00 1014.00 973.00 974.00 -17.50 2,910 16,263 +378
Sep04 040405 875.00 885.00 864.00 865.00 -4.00 769 9,603 +33
Nov04 040405 793.00 799.00 778.50 782.50 -2.00 8,612 50,598 +1,053
Jan05 040405 795.00 799.00 779.00 781.50 -4.00 501 3,186 +153
Mar05 040405 782.00 785.00 772.00 776.00 unch 364 1,634 +26
Total Volume and Open Interest 85,251 274,069 -209
Soybean Meal(CBOT)
May04 040405 337.00 342.00 325.10 326.50 -9.50 12,944 67,560 -2,897
Jul04 040405 335.50 339.50 323.00 324.50 -10.00 12,605 50,654 +642
Aug04 040405 321.00 326.00 312.00 312.00 -7.70 3,503 18,705 +308
Sep04 040405 296.00 299.50 289.00 289.40 -3.70 1,097 14,800 -8
Oct04 040405 254.00 257.00 249.00 250.50 -2.50 1,065 10,106 +674
Dec04 040405 244.00 247.00 239.00 239.80 -2.70 2,349 20,897 -364
Jan05 040405 244.00 245.00 237.50 237.50 -3.50 578 2,732 +65
Mar05 040405 242.00 242.00 235.50 235.50 -2.50 284 1,837 +13
Total Volume and Open Interest 34,525 189,853 -1,512
Soybean Oil(CBOT)
May04 040405 32.85 33.45 32.65 32.74 +0.10 12,414 63,022 -2,325
Jul04 040405 32.75 33.35 32.58 32.68 +0.03 11,954 50,990 +2,605
Aug04 040405 32.35 32.95 32.25 32.30 unch 1,925 12,599 +66
Sep04 040405 31.95 32.10 31.50 31.50 -0.19 1,072 11,471 -116
Oct04 040405 29.85 30.15 29.75 29.78 unch 463 8,047 -71
Dec04 040405 28.75 29.30 28.70 28.80 +0.15 2,212 20,077 +53
Jan05 040405 28.62 28.62 28.62 28.62 +0.22 173 1,365 +81
Mar05 040405 28.20 28.30 28.15 28.30 +0.25 145 1,054 +75
Total Volume and Open Interest 30,375 169,465 +368
Canola(WCE)
May04 040405 441.0 444.0 432.5 432.8 -5.0 3,388 29,215 -804
Jul04 040405 446.5 448.3 436.0 437.1 -5.2 4,676 23,192 +198
Sep04 040405 387.5 387.5 387.5 387.5 -1.0 0 10 +0
Nov04 040405 392.0 395.0 387.5 387.7 -2.3 1,758 28,783 +21
Jan05 040405 395.0 395.0 390.5 390.5 -2.5 33 969 +28
Total Volume and Open Interest 9,855 82,251 -557
Corn(CBOT)
May04 040405 331.00 335.25 326.50 329.50 -1.00 51,060 274,418 -4,516
Jul04 040405 340.00 342.00 333.50 336.25 -0.75 34,587 168,018 +7,127
Sep04 040405 338.00 340.50 335.00 335.50 +0.25 3,146 31,255 +866
Dec04 040405 336.50 340.00 334.00 335.25 +1.00 40,310 245,391 +11,374
Mar05 040405 340.00 340.75 335.50 336.50 +2.00 1,763 18,041 +738
May05 040405 340.50 340.50 337.25 338.00 +2.25 328 2,131 +202
Total Volume and Open Interest 132,388 750,413 +16,400
Wheat(CBOT)
May04 040405 419.50 424.00 409.00 414.00 -2.25 14,483 85,403 -2,446
Jul04 040405 427.00 430.50 416.00 421.00 -2.75 10,867 55,976 +1,264
Sep04 040405 430.50 432.50 420.00 423.25 -3.00 805 7,500 -5
Dec04 040405 438.00 440.00 427.50 432.75 -2.00 2,242 15,093 -173
Mar05 040405 440.00 441.50 431.00 434.50 -1.50 229 837 +32
Total Volume and Open Interest 28,663 165,306 -1,323
Wheat(KCBT)
May04 040405 428.00 430.00 414.00 417.75 -6.50 4,609 31,179 -1,683
Jul04 040405 431.00 434.75 421.00 424.50 -3.25 4,078 28,538 +701
Sep04 040405 436.00 437.50 424.50 427.50 -3.75 287 4,461 -20
Dec04 040405 438.00 443.00 432.00 434.25 -2.75 187 4,998 +56
Mar05 040405 436.00 436.00 436.00 436.00 -3.50 2 48 +2
Total Volume and Open Interest 9,226 69,341 -886
Wheat(MGE)
May04 040405 447.00 449.50 438.00 441.00 -4.50 1,897 17,184 -171
Jul04 040405 449.50 451.50 440.50 443.50 -4.00 1,407 9,428 +286
Sep04 040405 450.00 453.00 443.50 445.50 -3.00 906 7,244 +478
Dec04 040405 454.00 457.00 448.00 449.50 -3.25 679 5,833 +87
Mar05 040405 452.00 452.00 452.00 452.00 -1.00 2 57 -2
Total Volume and Open Interest 4,891 39,792 +678
Oats(CBOT)
May04 040405 178.00 181.25 172.25 173.75 -4.00 572 5,619 -130
Jul04 040405 183.75 187.00 178.50 179.75 -4.00 525 3,864 +174
Sep04 040405 187.50 190.00 184.00 185.50 -2.75 151 999 +11
Dec04 040405 189.00 193.00 187.00 189.00 -2.00 237 3,058 +96
Total Volume and Open Interest 1,490 13,589 +151
Rough Rice(CBOT)
May04 040405 10.24 10.24 10.01 10.10 -0.16 515 4,159 -91
Jul04 040405 10.42 10.44 10.25 10.30 -0.20 388 978 +220
Sep04 040405 9.30 9.30 9.30 9.30 -0.11 26 302 +17
Nov04 040405 9.18 9.18 9.10 9.11 -0.11 24 851 +8
Total Volume and Open Interest 958 6,370 +159
Live Cattle(CME)
Apr04 040405 80.100 80.850 79.700 80.825 +0.875 5,800 14,983 -6,236
Jun04 040405 75.750 76.250 74.950 76.200 +0.475 8,118 63,902 +1,351
Aug04 040405 75.350 75.600 74.800 75.525 +0.175 1,952 17,011 +187
Oct04 040405 77.050 77.100 76.725 77.025 +0.025 783 15,037 +64
Dec04 040405 78.100 78.200 77.825 78.100 +0.250 451 5,902 +94
Feb05 040405 79.450 79.575 79.250 79.550 +0.100 97 3,117 +27
Total Volume and Open Interest 17,222 120,082 -4,494
Feeder Cattle(CME)
Apr04 040405 89.500 90.000 88.900 89.975 +0.575 300 2,007 -36
May04 040405 86.350 87.000 85.725 86.825 +0.625 593 5,676 -44
Aug04 040405 86.650 87.700 86.175 87.600 +0.650 468 4,363 +88
Sep04 040405 86.650 87.200 86.200 87.200 +0.650 28 543 +4
Oct04 040405 86.600 87.200 86.150 87.175 +0.625 14 710 +1
Nov04 040405 87.200 87.200 87.200 87.200 +0.600 4 129 +4
Jan05 040405 85.700 85.700 85.700 85.700 +0.200 0 5 +0
Total Volume and Open Interest 1,407 13,434 +17
Lean Hogs(CME)
Apr04 040405 63.800 64.000 63.275 63.400 -0.775 2,424 7,976 -155
May04 040405 66.600 66.900 66.000 66.800 -0.075 401 3,226 -7
Jun04 040405 72.800 73.000 71.975 72.875 +0.075 5,240 47,791 +481
Jul04 040405 70.550 70.700 69.750 70.550 -0.100 1,171 11,007 +54
Aug04 040405 68.100 68.500 67.725 68.225 unch 699 4,519 +141
Oct04 040405 58.200 58.500 57.700 57.700 -0.600 284 2,310 +60
Dec04 040405 56.650 56.950 56.200 56.500 -0.200 134 1,716 +9
Feb05 040405 59.000 59.000 58.500 58.675 -0.025 26 468 +5
Total Volume and Open Interest 10,389 79,245 +593
Pork Bellies(CME)
May04 040405 107.950 109.400 107.050 107.100 -1.050 386 2,813 -20
Jul04 040405 107.875 109.200 107.000 107.800 -0.400 172 926 +20
Aug04 040405 103.150 103.200 102.150 102.150 -1.350 12 73 +5
Feb05 040405 88.800 88.800 88.800 88.800 +1.800 0 2 +0
Mar05 040405 86.325 86.325 86.325 86.325 +0.025 0 2 +0
Total Volume and Open Interest 570 3,816 +5
BFP Milk Class III(CME)
Mar04 040402 14.32 14.40 14.32 14.40 unch      
Apr04 040405 19.00 19.04 18.95 19.04 unch 181 6,281 +113
May04 040405 18.95 18.95 18.80 18.95 -0.02 343 5,838 +92
Jun04 040405 17.77 17.77 17.55 17.60 -0.20 211 4,525 +85
Jul04 040405 16.95 16.95 16.65 16.70 -0.25 219 3,293 +8
Total Volume and Open Interest 1,568 33,590 +421
Cocoa(NYBOT)
May04 040405 1416 1440 1413 1436 +18 14,951 26,051 -2,730
Jul04 040405 1425 1446 1417 1442 +14 6,463 18,464 +606
Sep04 040405 1430 1450 1427 1450 +17 567 12,929 -125
Dec04 040405 1438 1460 1438 1458 +15 1,104 9,751 +84
Mar05 040405 1464 1468 1464 1468 +13 89 8,059 +64
May05 040405 1476 1476 1476 1476 +13 2 10,734 +2
Jul05 040405 1486 1486 1486 1486 +13 0 8,029 +0
Total Volume and Open Interest 23,176 96,283 -2,099
Coffee "C"(NYBOT)
May04 040405 73.00 73.20 71.90 71.95 -1.45 8,063 56,067 -1,261
Jul04 040405 75.20 75.50 74.25 74.25 -1.45 2,283 25,814 +668
Sep04 040405 77.50 77.50 76.40 76.40 -1.40 267 9,815 +11
Dec04 040405 80.10 80.25 79.00 79.05 -1.40 384 6,338 +250
Mar05 040405 82.50 82.50 81.50 81.55 -1.40 250 3,925 +162
May05 040405 83.00 83.00 82.75 82.95 -1.40 13 441 +7
Total Volume and Open Interest 11,261 103,175 -164
Orange Juice(NYBOT)
May04 040405 59.45 59.80 59.00 59.55 +0.35 1,686 22,105 -283
Jul04 040405 61.70 61.75 61.15 61.75 +0.40 1,097 6,769 +549
Sep04 040405 63.50 64.00 63.50 63.95 +0.35 129 1,679 +62
Nov04 040405 65.50 65.70 65.50 65.65 +0.30 13 1,695 +0
Jan05 040405 67.30 67.35 67.30 67.35 +0.25 27 645 +27
Total Volume and Open Interest 2,954 35,375 +355
Sugar #11(NYBOT)
May04 040405 6.30 6.38 6.22 6.31 -0.05 22,508 117,058 -4,459
Jul04 040405 6.57 6.62 6.46 6.58 -0.01 12,996 65,714 +2,841
Oct04 040405 6.65 6.68 6.55 6.64 -0.01 3,261 39,959 -408
Mar05 040405 6.73 6.75 6.68 6.73 unch 1,761 25,234 +725
May05 040405 6.72 6.73 6.70 6.72 unch 261 10,330 +55
Total Volume and Open Interest 41,112 271,097 -1,083
London Cocoa(LCE)
May04 040405 810 833 797 832 +21 5,219 43,475 +1,017
Jul04 040405 825 840 810 839 +16 4,138 28,286 +620
Sep04 040405 835 853 825 853 +16 1,640 23,887 -33
Dec04 040405 852 871 844 871 +16 1,513 43,175 +459
Mar05 040405 870 888 865 888 +15 490 22,440 +136
May05 040405 881 900 880 900 +15 541 6,999 +390
Jul05 040405 905 911 900 911 +14 290 7,545 +170
Total Volume and Open Interest 13,911 186,315 +2,770
London Coffee(LCE)
May04 040405 740.00 743.00 730.00 731.00 -10.00 6,007 50,244 -1,165
Jul04 040405 757.00 758.00 746.00 748.00 -9.00 7,340 62,973 +951
Sep04 040405 771.00 773.00 760.00 762.00 -8.00 1,048 23,959 +138
Nov04 040405 786.00 786.00 775.00 775.00 -10.00 434 16,095 -53
Jan05 040405 803.00 803.00 789.00 789.00 -11.00 67 10,038 -47
Mar05 040405 805.00 805.00 804.00 804.00 -10.00 11 4,280 +0
Total Volume and Open Interest 14,907 167,977 -176
London Sugar(LCE)
May04 040405 216.00 217.00 215.00 216.50 unch 3,358 15,446 -1,751
Aug04 040405 215.90 216.00 214.00 215.10 +0.10 3,180 27,220 +2,180
Oct04 040405 214.00 214.00 212.50 213.40 unch 168 8,502 +45
Dec04 040405 214.30 214.50 213.50 214.50 +0.30 5 3,603 -5
Mar05 040405 214.00 214.50 214.00 214.50 +0.50 30 5,191 -22
Total Volume and Open Interest 6,789 64,072 +476
Cotton(NYBOT)
May04 040405 62.80 62.82 61.15 62.18 -0.44 6,937 45,852 -1,079
Jul04 040405 64.50 64.55 63.05 64.11 -0.52 3,131 24,170 +151
Oct04 040405 66.00 66.00 65.50 65.66 -0.89 40 892 -5
Dec04 040405 67.30 67.40 66.01 67.10 -0.36 1,931 15,853 +233
Mar05 040405 69.10 69.10 69.10 69.10 -0.50 81 3,649 +62
May05 040405 69.70 69.70 69.70 69.70 -0.50 20 543 +10
Total Volume and Open Interest 12,140 91,981 -628
Lumber(CME)
May04 040405 396.3 400.0 391.6 392.7 -3.6 805 3,166 +92
Jul04 040405 383.9 385.8 380.0 381.1 -3.8 373 1,135 +118
Sep04 040405 367.1 367.1 364.2 364.2 -3.0 81 338 +37
Nov04 040405 346.0 348.7 344.0 348.0 -0.7 27 90 +18
Total Volume and Open Interest 1,286 4,741 +265
Crude Oil(NYM)
May04 040405 34.40 34.55 34.00 34.38 -0.01 111,674 169,961 -15,136
Jun04 040405 33.90 34.00 33.45 33.86 -0.01 59,691 96,989 -1,350
Jul04 040405 33.40 33.50 33.10 33.44 unch 12,633 48,080 -678
Aug04 040405 32.90 33.03 32.75 33.03 +0.01 6,295 32,641 +1,026
Sep04 040405 32.55 32.69 32.40 32.69 +0.02 5,740 29,142 -306
Oct04 040405 32.15 32.39 32.15 32.39 +0.02 770 26,047 -250
Nov04 040405 31.93 32.12 31.93 32.12 +0.02 629 19,146 +70
Dec04 040405 31.85 31.86 31.55 31.86 +0.02 17,026 65,657 +1,835
Jan05 040405 31.35 31.54 31.15 31.54 +0.02 2,453 17,147 +252
Feb05 040405 31.27 31.27 31.27 31.27 +0.02 810 9,003 +365
Mar05 040405 30.85 31.04 30.85 31.04 +0.02 57 8,199 +6
Apr05 040405 30.83 30.83 30.83 30.83 +0.02 0 5,528 +0
May05 040405 30.63 30.63 30.63 30.63 +0.02 30 2,816 +7
Jun05 040405 30.30 30.43 30.20 30.43 +0.02 1,063 20,386 +392
Jul05 040405 30.26 30.26 30.26 30.26 +0.02 0 4,702 +0
Aug05 040405 30.12 30.12 30.12 30.12 +0.02 0 2,435 +0
Total Volume and Open Interest 225,599 665,016 -13,587
Heating Oil(NYM)
May04 040405 85.50 85.75 84.50 85.38 -0.15 30,287 57,571 -2,733
Jun04 040405 84.70 85.20 84.20 85.03 -0.12 13,570 22,485 +1,013
Jul04 040405 84.40 84.88 84.00 84.88 +0.03 3,279 15,980 -460
Aug04 040405 84.60 84.88 84.10 84.88 -0.02 1,317 10,382 -645
Sep04 040405 85.15 85.38 84.90 85.38 -0.07 934 5,736 +526
Oct04 040405 85.85 86.08 85.60 86.08 -0.07 832 4,082 +109
Nov04 040405 86.90 86.90 86.35 86.78 -0.12 214 4,041 +168
Dec04 040405 87.60 87.60 86.70 87.43 -0.17 4,991 20,414 -472
Jan05 040405 88.00 88.00 87.45 87.83 -0.17 752 3,950 +227
Feb05 040405 87.85 87.85 87.30 87.68 -0.17 244 2,485 +113
Mar05 040405 85.50 85.50 85.00 85.33 -0.17 380 6,315 +224
Apr05 040405 82.45 82.90 82.45 82.88 -0.12 143 828 +102
Total Volume and Open Interest 56,950 154,782 -1,827
Unleaded Gas(NYM)
May04 040405 106.80 107.20 104.80 105.85 -1.37 33,898 67,564 -5,796
Jun04 040405 105.80 106.30 104.30 105.24 -1.15 14,603 22,865 +885
Jul04 040405 104.00 104.20 102.60 103.34 -0.85 5,543 11,123 +669
Aug04 040405 101.40 101.40 100.00 100.84 -0.70 1,780 7,968 +435
Sep04 040405 97.90 97.90 96.70 97.44 -0.55 2,537 13,648 +786
Oct04 040405 92.30 92.84 92.30 92.84 -0.50 115 3,733 +46
Nov04 040405 90.00 90.49 90.00 90.49 -0.45 3 1,015 +0
Dec04 040405 88.94 88.94 88.94 88.94 -0.40 80 3,159 -50
Jan05 040405 88.09 88.09 88.09 88.09 -0.35 176 2,160 +151
Feb05 040405 88.14 88.14 88.14 88.14 -0.30 151 1,729 +150
Mar05 040405 88.64 88.64 88.64 88.64 -0.30 801 834 +544
Apr05 040405 94.75 95.19 94.75 95.19 -0.25 825 825 +825
Total Volume and Open Interest 60,512 136,623 -1,355
Natural Gas(NYM)
May04 040405 5.895 5.905 5.780 5.804 -0.008 29,086 70,414 +2,359
Jun04 040405 5.970 5.980 5.870 5.883 +0.003 6,150 26,091 +644
Jul04 040405 6.005 6.015 5.930 5.937 +0.014 3,063 19,324 +863
Aug04 040405 6.040 6.040 5.945 5.959 +0.014 1,665 18,830 +257
Sep04 040405 5.990 5.990 5.920 5.927 +0.014 1,336 17,913 -281
Oct04 040405 6.015 6.015 5.930 5.942 +0.014 2,994 20,021 -426
Nov04 040405 6.140 6.140 6.100 6.100 +0.014 882 12,778 -12
Dec04 040405 6.325 6.325 6.250 6.257 +0.014 2,010 16,561 +940
Jan05 040405 6.430 6.430 6.370 6.377 +0.009 1,497 15,287 +299
Feb05 040405 6.370 6.370 6.320 6.322 +0.007 557 11,328 +141
Mar05 040405 6.130 6.140 6.092 6.092 +0.007 1,045 10,562 -103
Apr05 040405 5.440 5.440 5.382 5.382 -0.008 720 10,343 -10
May05 040405 5.229 5.229 5.229 5.229 -0.011 80 7,624 -39
Jun05 040405 5.237 5.237 5.237 5.237 -0.013 52 5,644 -1
Jul05 040405 5.290 5.290 5.265 5.265 -0.013 171 11,158 -1
Aug05 040405 5.310 5.310 5.270 5.270 -0.013 524 5,339 +301
Total Volume and Open Interest 52,458 330,368 +4,965
Brent Crude Oil(IPE)
May04 040405 30.30 30.92 30.15 30.69 +0.48 54,579 75,326 -7,642
Jun04 040405 30.06 30.65 30.04 30.50 +0.48 38,346 78,553 +1,106
Jul04 040405 29.90 30.45 29.87 30.32 +0.48 8,323 28,339 +1,287
Aug04 040405 29.66 30.20 29.66 30.11 +0.48 887 14,458 +567
Sep04 040405 29.75 29.89 29.70 29.89 +0.48 202 14,437 +0
Oct04 040405 29.20 29.78 29.20 29.67 +0.48 168 6,782 -100
Nov04 040405 29.40 29.45 29.40 29.45 +0.48 0 6,743 +0
Dec04 040405 28.82 29.25 28.80 29.23 +0.47 10,190 29,136 +923
Jan05 040405 28.96 28.96 28.96 28.96 +0.45 100 5,399 +100
Feb05 040405 28.45 28.72 28.45 28.72 +0.43 0 3,405 +0
Mar05 040405 28.30 28.51 28.30 28.51 +0.40 0 3,821 +0
Apr05 040405 28.10 28.35 28.07 28.35 +0.40 0 620 +0
Total Volume and Open Interest 117,575 322,382 -5,924
Gas Oil(IPE)
Apr04 040405 268.25 271.50 265.50 268.25 -0.50 18,923 27,367 -5,189
May04 040405 258.75 262.75 257.50 260.50 +2.25 17,983 40,697 +1,396
Jun04 040405 255.00 262.25 253.75 256.75 +2.25 7,227 23,973 -117
Jul04 040405 254.00 256.00 253.50 255.75 +2.50 1,334 9,641 +758
Aug04 040405 254.00 255.75 254.00 255.75 +2.50 425 7,398 +20
Sep04 040405 254.50 256.25 254.50 256.25 +2.50 80 7,173 +62
Oct04 040405 255.00 256.75 255.00 256.75 +2.75 956 6,471 +500
Nov04 040405 257.00 257.00 257.00 257.00 +3.00 6 4,321 +6
Dec04 040405 254.00 257.25 253.50 256.00 +2.75 801 15,822 +320
Jan05 040405 254.00 254.00 254.00 254.00 +2.75 350 2,730 +350
Total Volume and Open Interest 48,485 159,896 -1,744
US Dollar Index(NYBOT)
Jun04 040405 88.94 89.80 88.88 89.58 +0.73 5,664 15,464 -548
Sep04 040405 89.85 90.00 89.85 89.99 +0.73 9 2,039 +0
Dec04 040405 90.47 90.47 90.39 90.39 +0.73 0 37 +0
Total Volume and Open Interest 5,673 17,540 -548
Australian Dollar(CME)
Jun04 040405 74.76 74.80 74.50 74.59 -0.53 3,972 34,842 +1,340
Sep04 040405 73.95 73.95 73.70 73.81 -0.53 4 771 +8
Dec04 040405 73.00 73.03 73.00 73.03 -0.53 0 124 -10
Total Volume and Open Interest 3,976 35,822 +1,338
British Pound(CME)
Jun04 040405 180.67 180.72 179.95 180.59 -1.46 6,700 45,541 -980
Sep04 040405 179.50 179.50 178.50 179.02 -1.46 2 90 -2
Dec04 040405 177.45 177.45 177.45 177.45 -1.46 0 360 +0
Total Volume and Open Interest 6,704 45,993 -981
Canadian Dollar(CME)
Jun04 040405 75.95 76.17 75.78 76.02 +0.06 4,665 77,075 -98
Sep04 040405 75.82 76.02 75.75 75.87 +0.04 90 2,992 +39
Dec04 040405 75.73 75.85 75.57 75.75 +0.04 223 2,261 +57
Mar05 040405 75.65 75.65 75.65 75.65 +0.04 22 223 +5
Total Volume and Open Interest 5,015 82,711 -2
Japanese Yen(CME)
Jun04 040405 95.68 95.68 95.03 95.43 -0.48 8,159 140,366 +4,760
Sep04 040405 95.51 95.72 95.51 95.72 -0.48 23 382 +3
Dec04 040405 96.07 96.07 96.07 96.07 -0.48 0 57 +0
Total Volume and Open Interest 8,183 140,807 +4,764
Swiss Franc(CME)
Jun04 040405 77.08 77.08 76.56 76.74 -0.88 10,312 39,590 +4,712
Sep04 040405 76.90 76.90 76.90 76.90 -0.88 6 33 -3
Dec04 040405 77.08 77.08 77.08 77.08 -0.88 0 104 +0
Total Volume and Open Interest 10,318 39,784 +4,709
EuroFX(CME)
Jun04 040405 120.37 120.40 119.62 119.89 -1.22 18,840 106,985 +3,763
Sep04 040405 119.62 119.68 119.58 119.65 -1.22 64 913 +46
Dec04 040405 119.46 119.46 119.46 119.46 -1.22 136 475 +25
Total Volume and Open Interest 19,040 108,511 +3,835
Mexican Peso(CME)
Jun04 040405 8867.0 8895.0 8850.0 8877.0 +20.0 4,131 31,482 -885
Sep04 040405 8762.0 8762.0 8762.0 8762.0 +20.0 0 641 +0
Total Volume and Open Interest 4,131 33,435 -885
30-Year T-Bonds(CBOT)
Jun04 040405 110~25 110~28 109~27 109~31 -0~31 385,749 467,986 -14,505
Sep04 040405 109~02 109~10 108~16 108~19 -0~31 6,291 18,873 +1,213
Dec04 040405 107~22 107~22 107~07 107~07 -0~31 15 198 +2
Total Volume and Open Interest 392,055 487,239 -13,327
Municipal Bonds(CBOT)
Jun04 040405 101~29 101~30 101~14 101~20 -0~17 491 1,949 -114
Total Volume and Open Interest 491 1,949 -114
10-Year T-Notes(CBOT)
Jun04 040405 112~260 112~305 112~085 112~130 -0~170 1,150,243 1,241,916 +7,120
Sep04 040405 111~050 111~160 110~315 111~005 -0~185 12,045 55,337 +6,423
Total Volume and Open Interest 1,162,310 1,297,279 +13,565
5-Year T-Notes(CBOT)
Jun04 040405 111~265 111~265 111~135 111~180 -0~110 467,972 0 +0
Sep04 040405 110~205 110~205 110~125 110~125 -0~115 921 0 +0
Total Volume and Open Interest 468,893    
2 Year T-Notes(CBOT)
Jun04 040405 106~121 106~121 106~110 106~116 -0~010 18,112 157,231 -2,897
Total Volume and Open Interest 18,112 157,231 -2,897
Eurodollars(CME)
Jun04 040405 98.740 98.745 98.735 98.745 -0.005 239,649 800,518 -15,529
Sep04 040405 98.470 98.480 98.450 98.480 -0.005 281,579 835,428 -17,196
Dec04 040405 98.120 98.125 98.085 98.125 -0.005 383,852 728,520 +7,059
Mar05 040405 97.740 97.740 97.690 97.730 -0.015 365,397 492,427 -17,777
Jun05 040405 97.350 97.355 97.300 97.340 -0.040 221,607 473,518 +18,295
Sep05 040405 97.020 97.020 96.960 96.985 -0.070 95,311 355,667 +7,272
Dec05 040405 96.710 96.710 96.640 96.675 -0.075 79,239 264,978 +13,026
Mar06 040405 96.470 96.470 96.395 96.405 -0.100 67,885 233,574 +17,766
Jun06 040405 96.230 96.235 96.140 96.150 -0.115 29,485 156,613 +3,260
Sep06 040405 96.010 96.020 95.900 95.920 -0.120 17,242 162,890 +59
Dec06 040405 95.800 95.800 95.690 95.695 -0.135 12,095 118,250 +1,009
Mar07 040405 95.615 95.615 95.500 95.505 -0.140 17,921 113,418 +6,318
Total Volume and Open Interest 1,932,314 5,401,970 +55,633
3-Mth Euro-Yen(CME)
Jun04 040405 99.92 99.92 99.92 99.92 +0.01 807 11,471 -846
Sep04 040405 99.88 99.88 99.88 99.88 unch 936 8,174 +32
Dec04 040405 99.85 99.85 99.84 99.84 unch 786 8,363 +754
Mar05 040405 99.76 99.76 99.76 99.76 +0.01 734 5,287 -746
Jun05 040405 99.68 99.68 99.68 99.68 +0.01 1,351 4,770 +983
Sep05 040405 99.58 99.58 99.58 99.58 -0.01 0 1,994 -3
Dec05 040405 99.48 99.48 99.48 99.48 +0.01 0 783 +0
Mar06 040405 99.36 99.36 99.36 99.36 unch 0 294 +0
Jun06 040405 99.29 99.29 99.29 99.29 +0.01 0 72 +0
Sep06 040405 99.21 99.21 99.21 99.21 +0.01 0 39 +0
Total Volume and Open Interest 4,614 42,505 +170
3-Mth Euro-Yen(SIMEX)
Jun04 040405 99.92 99.92 99.92 99.92 unch 628 70,744 +553
Sep04 040405 99.88 99.89 99.88 99.89 unch 341 39,187 -705
Dec04 040405 99.84 99.85 99.84 99.85 -0.01 1,498 60,439 +433
Mar05 040405 99.76 99.77 99.76 99.76 -0.03 3,265 36,561 +1,823
Jun05 040405 99.70 99.70 99.68 99.69 -0.04 2,079 42,243 +619
Sep05 040405 99.58 99.59 99.58 99.58 -0.04 359 35,343 -116
Dec05 040405 99.48 99.48 99.47 99.48 -0.04 116 13,780 -101
Mar06 040405 99.36 99.36 99.36 99.36 -0.05 1,627 8,080 +0
Total Volume and Open Interest 9,926 317,774 +2,515
German Euro-Bund(EUREX)
Jun04 040405 114.47 114.78 114.33 114.46 -0.14 1,091,329 1,056,263 -66,354
Sep04 040405 114.10 114.36 113.95 114.02 -0.16 2,523 5,741 +296
Dec04 040405 113.03 113.03 113.03 113.03 -0.14 0 1 +0
Total Volume and Open Interest 1,093,852 1,062,005 -66,058
German Euro-Bobl(EUREX)
Jun04 040405 111.52 111.89 111.52 111.67 +0.02 761,017 731,129 -46,508
Sep04 040405 111.08 111.08 111.08 111.08 +0.02 886 5,770 +397
Dec04 040405 110.16 110.16 110.16 110.16 +0.02 137 1 +0
Total Volume and Open Interest 762,040 736,900 -46,111
Long Gilt(LIFFE)
Jun04 040405 107~17 107~18 107~05 107~11 -0~11 64,885 154,852 +8,844
Sep04 040405 107~01 107~01 107~01 107~01 -0~11      
Total Volume and Open Interest 64,885 154,852 +8,844
3-Mth Short Sterling(LIFFE)
Jun04 040405 95.36 95.40 95.36 95.39 +0.03 69,707 226,844 +10,574
Sep04 040405 95.12 95.17 95.11 95.16 +0.02 122,015 211,765 +14,935
Dec04 040405 94.97 95.01 94.96 95.00 unch 142,787 224,468 +17,167
Total Volume and Open Interest 484,144 1,177,032 +60,372
3-Mth Euribor(LIFFE)
Jun04 040405 97.955 97.990 97.940 97.975 +0.025 350,280 680,448 +1,029
Sep04 040405 97.855 97.935 97.840 97.905 +0.030 312,353 464,120 -7,855
Dec04 040405 97.690 97.780 97.680 97.750 +0.035 357,159 487,381 -36,474
Total Volume and Open Interest 1,627,646 2,780,472 -97,597
3-Mth Aus T-Bills(SFE)
Jun04 040405 94.43 94.48 94.43 94.47 -0.07 7,834 150,813 -24,128
Sep04 040405 94.38 94.44 94.37 94.44 -0.12 6,356 94,643 -20,654
Dec04 040405 94.36 94.43 94.34 94.41 -0.14 2,714 61,463 -8,500
Mar05 040405 94.32 94.37 94.30 94.36 -0.15 1,410 28,193 -6,109
Jun05 040405 94.27 94.29 94.27 94.29 -0.17 687 15,106 -2,825
Sep05 040405 94.19 94.22 94.19 94.21 -0.21 1,280 11,081 -883
Dec05 040405 94.13 94.14 94.12 94.14 -0.23 689 7,404 -1,434
Mar06 040405 94.05 94.07 94.05 94.07 -0.25 50 2,521 -754
Jun06 040405 94.01 94.01 94.01 94.01 -0.26 54 1,531 -204
Sep06 040405 93.92 93.96 93.92 93.96 -0.28 77 1,016 +13
Total Volume and Open Interest 21,153 374,667 -65,511
10-Year Aus T-Bonds(SFE)
Jun04 040405 94.22 94.23 94.17 94.21 -0.28 19,292 201,188 -13,489
Sep04 040405 94.21 94.21 94.21 94.21 -0.28      
Total Volume and Open Interest 80,074 441,479 -28,144
3-Year Aus T-Bonds(SFE)
Jun04 040405 94.46 94.52 94.44 94.51 -0.20 63,836 441,479 -28,144
Sep04 040405 94.51 94.51 94.51 94.51 -0.20      
Total Volume and Open Interest 63,836 441,479 -28,144
Gold(CMX)
Apr04 040405 420.3 421.5 414.0 415.4 -6.2 1,455 1,441 -1,078
Jun04 040405 421.5 422.2 414.5 416.3 -6.2 71,520 227,138 -2,569
Aug04 040405 423.0 423.4 416.3 417.4 -6.2 1,141 8,967 +2
Oct04 040405 421.8 421.8 418.5 418.5 -6.2 927 5,462 +738
Dec04 040405 425.0 425.5 418.0 419.6 -6.2 1,531 28,170 +88
Feb05 040405 423.0 423.0 420.9 420.9 -6.2 35 3,283 +0
Total Volume and Open Interest 76,883 304,544 -2,733
Silver(CMX)
May04 040405 820.0 820.0 802.0 811.7 -3.8 27,570 79,750 -808
Jul04 040405 822.0 822.0 803.0 813.1 -3.6 2,782 13,221 +338
Sep04 040405 823.0 823.0 808.0 814.3 -3.4 390 3,011 +271
Dec04 040405 825.5 825.5 806.0 815.3 -3.2 978 15,629 +199
Mar05 040405 817.0 817.0 810.0 815.9 -2.8 8 2,585 +0
Total Volume and Open Interest 31,801 119,239 +38
Platinum(NYM)
Apr04 040405 895.0 900.1 894.0 894.0 -11.8 113 329 -30
Jul04 040405 892.0 893.0 882.0 884.0 -12.8 1,431 8,099 +245
Oct04 040405 874.0 874.0 874.0 874.0 -12.8 0 203 +0
Jan05 040405 875.0 875.0 874.0 874.0 -12.8 0 2 +0
Total Volume and Open Interest 1,544 8,633 +215
Palladium(NYME)
Jun04 040405 310.00 315.50 305.00 309.95 +4.00 1,809 11,441 +87
Sep04 040405 312.00 318.00 311.45 311.45 +4.00 16 113 -3
Dec04 040405 310.50 319.00 310.50 312.45 +4.00 2 160 +2
Total Volume and Open Interest 1,827 11,714 +86
Copper(CMX)
May04 040405 134.00 134.00 128.80 130.95 -3.75 15,824 46,240 -1,808
Jul04 040405 133.80 133.90 128.80 130.85 -3.75 4,300 11,434 +3,385
Sep04 040405 131.40 131.40 127.70 128.30 -3.65 36 3,829 +12
Dec04 040405 125.60 126.00 122.80 124.50 -3.15 40 9,522 +5
Mar05 040405 122.50 122.50 120.00 120.55 -3.15 0 736 +0
Total Volume and Open Interest 20,651 78,071 +1,445
DJIA Index(CBOT)
Jun04 040405 10465 10540 10442 10530 +73 9,474 42,052 -1,391
Sep04 040405 10509 10509 10509 10509 +76 6 290 +3
Dec04 040405 10492 10492 10492 10492 +77 2 11 +1
Total Volume and Open Interest 9,482 42,353 -1,387
S & P 500(CME)
Jun04 040405 1140.50 1149.50 1140.30 1148.20 +6.10 43,741 564,365 -4,042
Sep04 040405 1141.00 1147.10 1141.00 1147.10 +6.10 218 18,447 +5
Dec04 040405 1146.40 1146.40 1146.40 1146.40 +6.10 590 1,803 +583
Mar05 040405 1146.60 1146.60 1146.60 1146.60 +6.50 0 94 +0
Total Volume and Open Interest 44,549 584,843 -3,454
S & P 500 E-Mini(Globex)
Jun04 040405 1141.50 1149.50 1138.00 1148.25 +6.25 773,288 482,974 -10,441
Sep04 040405 1139.25 1148.00 1138.25 1147.00 +6.00 582 785 +290
Total Volume and Open Interest 773,870 483,759 -10,151
NASDAQ 100(CME)
Jun04 040405 1491.50 1511.00 1490.50 1509.00 +14.00 20,762 77,522 +743
Sep04 040405 1496.00 1511.50 1496.00 1511.50 +14.00 0 12 +0
Dec04 040405 1514.00 1514.00 1514.00 1514.00 +14.00 0 4 +0
Total Volume and Open Interest 20,762 77,538 +743
NASDAQ 100 E-Mini(GLOBEX)
Jun04 040405 1493.5 1511.0 1487.5 1509.0 +14.0 398,772 223,981 +41,568
Sep04 040405 1500.0 1512.5 1500.0 1511.5 +14.0 18 176 +4
Total Volume and Open Interest 398,790 224,157 +41,572
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Jun04 040405 612.50 617.25 612.00 616.50 +3.75 713 14,645 -426
Sep04 040405 616.50 616.50 616.50 616.50 +3.75      
Dec04 040405 616.50 616.50 616.50 616.50 +3.75      
Total Volume and Open Interest 713 14,645 -426
Russell 2000(CME)
Jun04 040405 603.50 605.75 600.50 605.35 +2.60 1,714 26,303 -32
Sep04 040405 605.35 605.35 605.35 605.35 +2.60 0 1 +0
Dec04 040405 605.35 605.35 605.35 605.35 +2.60      
Total Volume and Open Interest 1,714 26,304 -32
Value Line(KCBT)
Jun04 040405 1650.00 1658.00 1650.00 1658.00 +16.00 32 53 +5
Total Volume and Open Interest 32 53 +5
Nikkei 225(CME)
Jun04 040405 11980 12090 11955 12080 +45 6,739 41,841 +1,783
Sep04 040405 12080 12080 12080 12080 +45 0 17 +0
Total Volume and Open Interest 6,739 41,861 +1,783
Nikkei 225(SIMEX)
Jun04 040405 11990 12010 11940 11970 +115 17,840 183,541 +568
Sep04 040405 11965 11965 11965 11965 +115      
Dec04 040405 11940 11940 11940 11940 +115      
Total Volume and Open Interest 17,840 188,581 +568
CAC 40(MATIF)
Apr04 040405 3757.5 3796.5 3748.5 3784.5 +42.0 65,590 273,930 +19,181
May04 040405 3706.0 3742.0 3704.5 3734.0 +41.5 889 1,907 +512
Jun04 040405 3691.5 3731.0 3691.0 3722.0 +42.5 1,545 156,204 -1,208
Total Volume and Open Interest 68,024 448,753 +18,485
DAX Index(EUREX)
Jun04 040405 4037.0 4078.0 4022.0 4072.5 +32.5 121,355 171,716 -8,405
Sep04 040405 4058.0 4094.0 4045.0 4093.0 +33.5 583 8,369 +49
Dec04 040405 4073.0 4115.5 4066.5 4114.5 +33.5 466 1,612 +75
Total Volume and Open Interest 122,404 181,697 -8,281
FT-SE 100(LIFFE)
Jun04 040405 4477.00 4498.50 4459.00 4487.00 +10.00 71,470 387,184 +974
Sep04 040405 4482.00 4497.00 4482.00 4497.00 +10.50 2 16,353 +0
Dec04 040405 4529.00 4529.00 4529.00 4529.00 +13.00 1,400 16,923 -550
Total Volume and Open Interest 73,372 420,960 +924
SPI 200(SFE)
Jun04 040405 3463.0 3478.0 3450.0 3477.0 +27.0 8,121 149,052 -9,747
Sep04 040405 3459.0 3484.0 3459.0 3484.0 +27.0 40 2,893 -145
Dec04 040405 3473.0 3498.0 3473.0 3498.0 +28.0 115 2,017 +62
Total Volume and Open Interest 8,355 154,939 -9,789
GSCI(CME)
Apr04 040405 277.00 277.00 273.70 274.40 -2.30 280 15,813 -144
May04 040405 275.40 275.40 274.50 274.50 -2.10 33 540 +30
Jun04 040405 274.50 274.50 273.00 273.00 -1.50 0 24 +0
Total Volume and Open Interest 313 16,377 -114
Reuters CRB Index(NYBOT)
Jun04 040405 281.75 282.25 279.75 280.00 -1.25 81 537 +29
Aug04 040405 280.00 280.00 278.25 278.25 -1.25 0 61 +0
Nov04 040405 279.00 279.00 279.00 279.00 -1.25 0 1 +0
Total Volume and Open Interest 144 916 +15
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.
Some data provided by Prophetfinance.com