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MRCI's End of Day Prices
Daily Futures Price Listing Tue April 20, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May04 040420 965.00 973.00 951.00 952.75 -16.25 13,451 69,954 -2,804
Jul04 040420 961.00 968.00 947.00 949.00 -16.50 37,606 100,631 +165
Aug04 040420 904.25 909.00 891.00 893.00 -15.50 2,481 18,267 +22
Sep04 040420 794.00 801.00 787.00 789.50 -4.75 807 11,350 +188
Nov04 040420 732.00 744.00 731.00 734.75 -0.50 5,383 51,997 -409
Jan05 040420 735.00 745.00 733.00 734.00 -3.00 100 3,665 +8
Mar05 040420 726.00 736.00 726.00 729.00 -1.00 141 2,477 +97
Total Volume and Open Interest 60,054 260,208 -2,723
Soybean Meal(CBOT)
May04 040420 303.00 304.00 296.80 297.30 -6.70 7,552 39,146 -1,921
Jul04 040420 301.50 302.50 295.50 295.70 -6.60 9,503 54,012 +529
Aug04 040420 289.50 290.50 284.10 284.30 -6.40 2,990 20,285 +350
Sep04 040420 267.00 269.00 265.00 265.30 -2.90 258 14,735 -30
Oct04 040420 232.70 236.00 232.00 234.50 +0.80 316 11,274 -568
Dec04 040420 225.50 229.00 224.90 227.50 +1.10 1,177 22,076 +198
Jan05 040420 224.00 228.00 223.50 226.10 +1.10 86 3,133 +3
Mar05 040420 222.20 226.50 222.20 224.50 +1.30 301 2,602 -208
Total Volume and Open Interest 22,286 170,499 -1,622
Soybean Oil(CBOT)
May04 040420 32.30 32.78 32.25 32.28 -0.09 5,093 31,679 -706
Jul04 040420 32.17 32.60 31.90 31.98 -0.24 9,684 64,218 +928
Aug04 040420 31.35 31.55 31.05 31.08 -0.27 2,186 13,548 -254
Sep04 040420 30.20 30.35 29.85 29.98 -0.22 700 11,970 -411
Oct04 040420 28.35 28.45 28.05 28.15 -0.20 513 7,386 -101
Dec04 040420 27.44 27.55 27.15 27.20 -0.25 837 21,552 +414
Jan05 040420 27.10 27.10 26.90 26.95 -0.15 81 2,251 +18
Mar05 040420 26.90 26.90 26.80 26.83 -0.17 63 1,552 +16
Total Volume and Open Interest 19,180 155,447 -87
Canola(WCE)
May04 040420 401.5 403.3 400.0 400.6 -1.7 207 9,849 -1,213
Jul04 040420 406.0 408.5 404.7 406.5 -0.5 1,395 30,631 +65
Sep04 040420 385.0 385.0 385.0 385.0 +0.5 0 5 +0
Nov04 040420 388.3 392.0 388.3 391.0 +2.7 254 32,037 +35
Jan05 040420 394.8 394.8 394.8 394.8 +1.8 22 1,203 +22
Total Volume and Open Interest 1,878 74,129 -1,091
Corn(CBOT)
May04 040420 309.00 310.75 307.75 309.25 -2.00 17,112 97,350 -7,126
Jul04 040420 315.50 317.00 313.75 315.00 -2.75 23,702 235,083 +1,935
Sep04 040420 311.75 313.00 309.50 311.00 -2.50 2,479 37,056 -144
Dec04 040420 308.00 310.00 306.25 307.50 -2.75 31,678 289,058 +2,463
Mar05 040420 310.75 312.75 309.75 311.00 -2.00 422 20,515 -133
May05 040420 312.50 314.75 311.75 312.50 -2.50 86 4,218 +50
Total Volume and Open Interest 75,748 698,653 -2,855
Wheat(CBOT)
May04 040420 390.00 398.50 389.00 397.00 +3.00 7,899 28,002 -3,966
Jul04 040420 400.00 408.00 397.50 406.00 +3.75 18,460 95,608 +3,775
Sep04 040420 403.50 412.00 403.25 411.50 +5.25 328 10,093 -18
Dec04 040420 413.50 420.50 411.50 420.00 +4.00 1,368 15,180 -265
Mar05 040420 415.00 424.50 415.00 424.50 +3.50 194 1,516 +29
Total Volume and Open Interest 28,261 151,096 -439
Wheat(KCBT)
May04 040420 401.00 406.50 399.00 406.00 +2.75 2,898 13,682 -1,333
Jul04 040420 408.00 414.00 405.00 412.75 +3.00 4,055 39,095 -420
Sep04 040420 412.00 418.00 411.00 417.50 +4.50 229 4,922 +22
Dec04 040420 417.50 425.00 417.50 424.75 +3.25 991 6,608 -65
Mar05 040420 425.00 425.00 425.00 425.00 -1.00 2 91 +0
Total Volume and Open Interest 8,185 64,537 -1,789
Wheat(MGE)
May04 040420 422.00 431.00 420.50 428.75 +5.75 829 13,387 -368
Jul04 040420 425.00 433.00 422.50 430.75 +4.75 1,311 11,006 +202
Sep04 040420 426.00 433.00 425.50 429.25 +2.00 119 7,201 -6
Dec04 040420 430.50 437.00 430.00 435.50 +3.00 381 7,942 +119
Mar05 040420 435.00 435.00 435.00 435.00 unch 0 101 +0
Total Volume and Open Interest 2,640 39,686 -53
Oats(CBOT)
May04 040420 163.00 164.50 160.00 163.25 +0.25 444 3,711 -147
Jul04 040420 169.00 170.50 166.00 169.75 +1.25 284 4,589 +36
Sep04 040420 174.00 175.50 171.00 175.25 +1.00 26 918 -4
Dec04 040420 181.25 184.00 178.00 183.00 +1.00 206 3,130 +29
Total Volume and Open Interest 960 12,396 -86
Rough Rice(CBOT)
May04 040420 10.08 10.17 10.05 10.11 +0.03 223 3,230 -460
Jul04 040420 10.35 10.40 10.27 10.34 +0.03 285 2,031 +123
Sep04 040420 9.00 9.00 9.00 9.00 unch 14 285 +5
Nov04 040420 8.93 8.93 8.90 8.90 +0.03 51 933 -20
Total Volume and Open Interest 573 6,567 -352
Live Cattle(CME)
Apr04 040420 82.200 83.250 82.125 83.175 +0.975 1,875 5,850 -389
Jun04 040420 76.350 78.150 76.350 77.925 +1.700 7,780 70,407 -430
Aug04 040420 78.200 79.400 78.150 79.125 +1.050 2,730 22,691 +671
Oct04 040420 79.550 80.175 79.450 80.025 +0.500 1,717 17,003 +235
Dec04 040420 80.250 80.800 80.200 80.750 +0.475 588 6,389 +165
Feb05 040420 81.125 81.750 81.125 81.725 +0.575 267 3,735 +115
Total Volume and Open Interest 14,981 126,389 +373
Feeder Cattle(CME)
Apr04 040420 93.900 94.750 93.900 94.325 +0.500 173 1,159 -53
May04 040420 91.700 93.200 91.700 92.725 +1.300 1,285 5,104 -116
Aug04 040420 92.800 94.250 92.800 94.225 +1.900 1,427 6,816 +638
Sep04 040420 91.200 92.925 91.200 92.900 +1.700 58 652 +9
Oct04 040420 91.200 92.900 91.200 92.900 +1.900 82 710 -9
Nov04 040420 91.300 92.500 91.300 92.500 +1.350 14 196 +13
Jan05 040420 89.000 90.000 89.000 89.800 +1.000 1 8 +1
Total Volume and Open Interest 3,040 14,646 +483
Lean Hogs(CME)
May04 040420 69.500 69.950 68.400 68.650 -0.250 630 3,263 -71
Jun04 040420 71.800 72.250 70.450 70.600 -0.075 7,517 45,995 -2,191
Jul04 040420 70.400 71.050 69.600 70.100 +0.300 1,477 12,272 +18
Aug04 040420 68.900 69.300 67.850 68.225 -0.025 743 6,534 +240
Oct04 040420 58.800 59.000 57.600 57.850 -0.525 436 3,235 +48
Dec04 040420 55.100 55.500 54.850 54.925 +0.075 213 2,305 +61
Feb05 040420 57.400 57.575 57.200 57.575 +0.325 39 594 +5
Apr05 040420 57.875 57.875 57.875 57.875 +0.150 11 300 +8
Total Volume and Open Interest 11,068 74,500 -1,880
Pork Bellies(CME)
May04 040420 106.000 107.400 105.800 105.950 +1.325 415 2,197 -77
Jul04 040420 105.900 107.200 105.700 106.625 +1.625 374 1,361 +48
Aug04 040420 101.750 102.100 101.400 101.400 +2.300 2 202 +0
Feb05 040420 87.500 87.500 87.500 87.500 unch 0 4 +0
Mar05 040420 86.350 86.350 86.350 86.350 unch 0 2 +0
Total Volume and Open Interest 791 3,766 -29
BFP Milk Class III(CME)
Apr04 040420 19.63 19.65 19.61 19.63 +0.02 278 6,588 +2
May04 040420 19.91 20.05 19.70 19.90 +0.03 387 6,616 +19
Jun04 040420 18.86 18.98 18.57 18.75 -0.05 676 4,626 -77
Jul04 040420 17.60 17.74 17.25 17.53 +0.08 453 3,695 +37
Aug04 040420 17.10 17.25 16.82 16.93 -0.02 420 3,621 +33
Total Volume and Open Interest 2,946 36,659 +107
Cocoa(NYBOT)
May04 040420 1355 1363 1330 1332 -44 966 1,121 -664
Jul04 040420 1355 1366 1334 1337 -42 6,318 45,175 -804
Sep04 040420 1374 1375 1348 1351 -39 1,680 13,262 -169
Dec04 040420 1390 1393 1363 1366 -38 109 9,893 +67
Mar05 040420 1400 1400 1381 1381 -34 140 8,110 +65
May05 040420 1420 1420 1392 1392 -33 3 10,674 +0
Jul05 040420 1435 1435 1405 1410 -32 1,250 9,380 +1,072
Total Volume and Open Interest 11,716 101,097 +653
Coffee "C"(NYBOT)
May04 040420 70.25 71.70 69.50 69.65 -0.75 8,356 15,276 -4,623
Jul04 040420 72.25 73.80 71.75 71.85 -0.55 9,927 58,454 +3,734
Sep04 040420 74.50 75.70 73.90 73.90 -0.60 1,226 12,916 +394
Dec04 040420 77.80 78.50 76.65 76.65 -0.60 640 6,894 +74
Mar05 040420 80.00 80.50 79.25 79.25 -0.60 245 4,124 +107
May05 040420 82.00 82.00 80.80 80.80 -0.55 7 471 +0
Total Volume and Open Interest 20,475 99,005 -253
Orange Juice(NYBOT)
May04 040420 60.05 60.30 59.90 60.30 +0.25 1,040 15,915 -273
Jul04 040420 62.05 62.30 61.75 62.30 +0.25 1,042 12,684 +508
Sep04 040420 64.30 64.50 64.05 64.40 +0.35 28 2,140 +19
Nov04 040420 66.40 66.40 66.40 66.40 +0.25 75 1,886 +34
Jan05 040420 68.25 68.50 68.05 68.50 +0.25 86 812 +41
Total Volume and Open Interest 2,387 36,296 +408
Sugar #11(NYBOT)
May04 040420 6.54 6.68 6.51 6.60 +0.02 9,349 44,380 -3,090
Jul04 040420 6.78 6.97 6.77 6.88 +0.04 18,303 137,264 +7,035
Oct04 040420 7.00 7.12 6.97 7.06 +0.05 4,326 46,449 +779
Mar05 040420 7.09 7.22 7.09 7.14 +0.04 2,392 26,445 +315
May05 040420 7.00 7.02 6.97 7.00 +0.03 357 11,076 -103
Total Volume and Open Interest 35,638 282,128 +5,207
London Cocoa(LCE)
May04 040420 800 800 777 781 -16 1,605 36,682 -907
Jul04 040420 807 807 787 793 -12 2,271 36,657 -489
Sep04 040420 822 822 806 810 -12 441 22,509 +144
Dec04 040420 840 842 828 832 -12 1,019 43,306 +371
Mar05 040420 857 857 850 851 -12 257 23,107 +48
May05 040420 869 869 863 863 -12 35 7,341 +32
Jul05 040420 883 885 874 874 -12 45 8,236 +0
Total Volume and Open Interest 5,773 188,852 -801
London Coffee(LCE)
May04 040420 707.00 708.00 703.00 704.00 +1.00 2,741 33,337 -853
Jul04 040420 727.00 731.00 726.00 727.00 +1.00 2,186 71,965 -240
Sep04 040420 741.00 748.00 741.00 744.00 +2.00 1,229 26,767 +106
Nov04 040420 761.00 763.00 759.00 759.00 +1.00 343 17,113 -2
Jan05 040420 774.00 780.00 774.00 776.00 +1.00 461 11,256 +381
Mar05 040420 790.00 790.00 790.00 790.00 +3.00 152 5,777 +152
Total Volume and Open Interest 7,112 167,000 -456
London Sugar(LCE)
May04 040415 229.70 233.00 228.50 230.50 +0.80 2,920 4,852 -431
Aug04 040420 227.20 231.80 224.60 228.50 +2.30 3,322 32,722 -602
Oct04 040420 224.00 230.80 224.00 227.50 +2.30 1,233 9,323 +156
Dec04 040420 225.30 229.30 225.20 228.50 +3.30 239 3,954 +202
Mar05 040420 225.00 229.20 225.00 229.20 +3.00 326 6,320 +260
Total Volume and Open Interest 5,161 57,873 +46
Cotton(NYBOT)
May04 040420 61.75 61.85 61.10 61.50 -0.71 5,976 14,385 -4,147
Jul04 040420 62.10 62.35 61.65 61.84 -0.87 7,058 46,678 +1,904
Oct04 040420 63.45 63.45 63.05 63.05 -0.65 27 1,083 +1
Dec04 040420 64.12 64.25 63.65 63.80 -0.70 1,484 18,861 +659
Mar05 040420 65.80 65.80 65.80 65.80 -0.70 72 3,947 +17
May05 040420 66.50 66.60 66.50 66.60 -0.50 3 559 +2
Total Volume and Open Interest 14,620 86,609 -1,564
Lumber(CME)
May04 040420 411.0 414.5 404.8 406.9 -5.1 326 3,134 -49
Jul04 040420 397.9 399.9 392.2 395.3 -2.0 184 1,717 -7
Sep04 040420 373.4 374.4 370.0 374.4 -0.5 25 493 -1
Nov04 040420 348.0 349.9 348.0 349.9 unch 8 130 +2
Total Volume and Open Interest 543 5,488 -55
Crude Oil(NYM)
May04 040420 37.05 37.75 37.05 37.60 +0.18 79,571 30,598 -17,237
Jun04 040420 36.30 36.75 36.20 36.50 -0.25 94,146 227,746 +7,851
Jul04 040420 36.10 36.25 35.89 36.06 -0.34 14,386 73,403 +1,039
Aug04 040420 35.60 35.70 35.50 35.60 -0.32 4,401 38,309 +631
Sep04 040420 35.25 35.30 35.00 35.15 -0.31 2,259 32,602 +156
Oct04 040420 34.65 34.72 34.63 34.72 -0.30 1,106 28,856 +267
Nov04 040420 34.30 34.48 34.22 34.36 -0.31 294 19,923 -28
Dec04 040420 34.05 34.15 33.85 34.02 -0.31 6,685 68,999 +13
Jan05 040420 33.80 33.80 33.59 33.59 -0.31 338 17,106 +108
Feb05 040420 33.21 33.21 33.21 33.21 -0.31 27 9,312 +0
Mar05 040420 32.85 32.87 32.85 32.87 -0.31 228 10,735 +3
Apr05 040420 32.55 32.55 32.54 32.54 -0.31 72 5,858 +25
May05 040420 32.10 32.21 32.10 32.21 -0.31 25 3,162 +25
Jun05 040420 32.00 32.05 31.82 31.90 -0.31 949 20,861 -337
Jul05 040420 31.64 31.64 31.64 31.64 -0.31 30 4,776 +20
Aug05 040420 31.41 31.41 31.41 31.41 -0.31 70 2,645 +60
Total Volume and Open Interest 209,188 707,408 -7,265
Heating Oil(NYM)
May04 040420 93.50 94.00 92.75 93.11 -1.16 17,864 33,246 -2,412
Jun04 040420 93.00 93.20 91.90 92.31 -0.87 12,818 60,255 +2,488
Jul04 040420 92.00 92.30 91.60 91.76 -0.72 2,032 21,396 +260
Aug04 040420 91.90 91.90 91.51 91.51 -0.67 1,716 12,418 +288
Sep04 040420 92.00 92.00 91.91 91.91 -0.62 274 7,818 +442
Oct04 040420 92.80 92.80 92.46 92.46 -0.62 80 4,347 +59
Nov04 040420 93.35 93.35 93.06 93.06 -0.57 195 4,725 -71
Dec04 040420 94.20 94.20 93.50 93.61 -0.57 1,762 26,854 +382
Jan05 040420 94.00 94.00 93.80 93.81 -0.57 226 5,755 -12
Feb05 040420 93.50 93.60 93.26 93.26 -0.52 12 2,824 +7
Mar05 040420 91.00 91.00 90.41 90.41 -0.37 129 6,878 -85
Apr05 040420 87.50 87.50 87.26 87.26 -0.22 13 849 -7
Total Volume and Open Interest 37,187 188,397 +1,400
Unleaded Gas(NYM)
May04 040420 116.00 116.50 114.30 115.84 -0.66 21,337 37,082 -4,730
Jun04 040420 115.50 115.90 114.20 115.16 -0.86 17,498 55,413 +2,375
Jul04 040420 113.90 113.90 112.40 113.41 -0.81 2,902 14,919 +353
Aug04 040420 109.40 110.26 109.40 110.26 -0.76 1,094 9,110 +335
Sep04 040420 105.20 105.90 105.20 105.76 -0.71 1,005 15,583 +63
Oct04 040420 100.16 100.16 100.16 100.16 -0.76 500 6,382 -25
Nov04 040420 96.91 96.91 96.91 96.91 -0.76 200 2,040 +70
Dec04 040420 94.71 94.71 94.71 94.71 -0.76 528 3,719 +381
Jan05 040420 93.41 93.41 93.41 93.41 -0.76 1 2,054 +1
Feb05 040420 93.06 93.06 93.06 93.06 -0.76 101 1,730 +0
Mar05 040420 93.46 93.46 93.46 93.46 -0.71 0 835 +0
Apr05 040420 99.86 99.86 99.86 99.86 -0.71 0 982 +0
Total Volume and Open Interest 45,065 149,849 -1,177
Natural Gas(NYM)
May04 040420 5.505 5.585 5.485 5.553 +0.044 43,398 33,879 -7,684
Jun04 040420 5.600 5.660 5.570 5.642 +0.045 20,292 47,335 +3,256
Jul04 040420 5.670 5.730 5.640 5.714 +0.042 5,173 26,920 +436
Aug04 040420 5.730 5.770 5.710 5.754 +0.039 2,905 22,486 +125
Sep04 040420 5.700 5.745 5.700 5.730 +0.038 2,186 20,753 -167
Oct04 040420 5.710 5.760 5.710 5.750 +0.035 2,539 22,867 +791
Nov04 040420 5.900 5.935 5.900 5.927 +0.035 707 13,093 -28
Dec04 040420 6.080 6.120 6.075 6.102 +0.035 1,474 16,721 -593
Jan05 040420 6.195 6.250 6.195 6.230 +0.035 2,037 15,745 +557
Feb05 040420 6.150 6.190 6.150 6.180 +0.035 1,271 11,697 +369
Mar05 040420 5.960 6.010 5.960 5.985 +0.035 1,588 11,935 -6
Apr05 040420 5.340 5.380 5.340 5.365 +0.035 688 11,175 +221
May05 040420 5.220 5.260 5.220 5.236 +0.035 160 7,179 -1
Jun05 040420 5.220 5.251 5.220 5.251 +0.035 105 5,973 +33
Jul05 040420 5.280 5.280 5.277 5.277 +0.035 172 11,523 +16
Aug05 040420 5.282 5.282 5.282 5.282 +0.035 127 5,368 +20
Total Volume and Open Interest 85,318 337,906 -2,490
Brent Crude Oil(IPE)
Jun04 040420 33.40 33.42 32.90 33.11 -0.35 42,171 95,485 +1,727
Jul04 040420 33.18 33.23 32.76 32.94 -0.36 15,728 77,188 +3,529
Aug04 040420 32.93 32.95 32.61 32.69 -0.35 2,546 21,222 -671
Sep04 040420 32.62 32.63 32.30 32.36 -0.33 1,055 16,368 +344
Oct04 040420 32.24 32.24 31.95 32.01 -0.33 293 8,175 +42
Nov04 040420 31.82 31.82 31.62 31.66 -0.33 496 8,028 +288
Dec04 040420 31.50 31.60 31.24 31.31 -0.33 4,501 28,911 -1,207
Jan05 040420 30.92 30.92 30.92 30.92 -0.34 925 9,664 +903
Feb05 040420 30.57 30.57 30.57 30.57 -0.34 0 3,464 +0
Mar05 040420 30.30 30.30 30.24 30.24 -0.36 300 5,887 -65
Apr05 040420 30.01 30.01 29.94 29.94 -0.35 300 4,070 +300
May05 040420 29.80 29.80 29.67 29.67 -0.35      
Jun05 040420 29.50 29.50 29.40 29.40 -0.35 0 15,304 +0
Total Volume and Open Interest 70,175 324,106 +5,225
Gas Oil(IPE)
May04 040420 295.00 296.00 289.50 292.75 -7.75 10,948 56,716 +464
Jun04 040420 287.25 287.75 282.25 284.75 -2.75 5,871 37,541 +1,475
Jul04 040420 283.25 283.50 279.00 281.00 -6.75 1,319 14,350 -79
Aug04 040420 280.00 280.00 279.75 279.75 -6.25 3 7,649 -157
Sep04 040420 280.75 280.75 279.25 279.25 -6.50 411 7,638 -289
Oct04 040420 280.75 280.75 279.00 279.00 -6.50 434 7,269 +434
Nov04 040420 278.50 278.50 278.50 278.50 -6.50 0 4,321 +0
Dec04 040420 278.50 278.50 275.00 276.75 -6.00 1,844 18,068 +663
Jan05 040420 273.50 273.50 273.50 273.50 -5.25 0 3,130 +0
Feb05 040420 269.00 269.00 269.00 269.00 -4.75 0 303 +0
Total Volume and Open Interest 20,830 172,960 +2,211
US Dollar Index(NYBOT)
Jun04 040420 90.16 90.91 90.16 90.75 +0.64 1,283 10,778 -680
Sep04 040420 91.00 91.18 91.00 91.16 +0.64 1 2,059 -1
Dec04 040420 91.56 91.56 91.56 91.56 +0.64 0 27 +0
Total Volume and Open Interest 1,284 12,864 -681
Australian Dollar(CME)
Jun04 040420 73.43 73.46 73.03 73.06 -0.96 410 30,115 -521
Sep04 040420 72.45 72.45 72.28 72.28 -0.96 2 779 +0
Dec04 040420 71.80 71.80 71.50 71.50 -0.96 1 131 +0
Total Volume and Open Interest 413 31,114 -521
British Pound(CME)
Jun04 040420 178.62 178.93 177.65 178.39 -1.58 2,121 40,774 -1,151
Sep04 040420 176.70 177.00 176.41 176.82 -1.58 3 78 +1
Dec04 040420 175.25 175.25 175.25 175.25 -1.58 0 361 +0
Total Volume and Open Interest 2,121 41,215 -1,150
Canadian Dollar(CME)
Jun04 040420 73.77 73.90 73.51 73.73 -0.50 3,022 58,175 -401
Sep04 040420 73.62 73.72 73.40 73.59 -0.50 26 3,366 +14
Dec04 040420 73.50 73.58 73.35 73.47 -0.50 42 2,440 +4
Mar05 040420 73.40 73.40 73.20 73.36 -0.50 1 280 +0
Total Volume and Open Interest 3,091 64,440 -383
Japanese Yen(CME)
Jun04 040420 92.84 92.85 92.30 92.43 +0.10 8,978 102,248 -2,708
Sep04 040420 93.02 93.02 92.73 92.73 +0.10 4 590 +1
Dec04 040420 93.11 93.11 93.11 93.11 +0.10 0 69 +0
Total Volume and Open Interest 8,982 102,909 -2,707
Swiss Franc(CME)
Jun04 040420 76.78 76.81 76.33 76.57 -0.95 2,182 36,237 -1,290
Sep04 040420 76.93 76.93 76.67 76.73 -0.95 0 48 +0
Dec04 040420 76.91 76.91 76.91 76.91 -0.95 0 106 +0
Total Volume and Open Interest 2,182 36,448 -1,290
EuroFX(CME)
Jun04 040420 119.06 119.21 118.62 118.89 -1.08 3,819 106,481 -989
Sep04 040420 118.80 118.80 118.46 118.66 -1.08 11 856 +0
Dec04 040420 118.45 118.49 118.45 118.49 -1.08 7 424 +7
Total Volume and Open Interest 3,837 107,911 -982
Mexican Peso(CME)
Jun04 040420 8812.0 8815.0 8750.0 8772.0 -46.0 2,532 36,069 -444
Sep04 040420 8680.0 8680.0 8660.0 8662.0 -46.0 35 691 +25
Total Volume and Open Interest 2,594 38,062 -424
30-Year T-Bonds(CBOT)
Jun04 040420 107~28 108~04 107~00 107~20 -0~13 167,254 464,930 +3,074
Sep04 040420 106~20 106~21 105~19 106~07 -0~13 1,533 19,827 +74
Dec04 040420 104~28 105~08 104~28 104~28 -0~13 6 214 +5
Total Volume and Open Interest 168,793 485,153 +3,153
Municipal Bonds(CBOT)
Jun04 040420 101~01 101~07 100~29 100~31 -0~08 31 2,242 +13
Total Volume and Open Interest 31 2,242 +13
10-Year T-Notes(CBOT)
Jun04 040420 111~110 111~155 110~180 111~030 -0~105 408,268 1,283,814 -19,530
Sep04 040420 109~240 109~315 109~045 109~205 -0~105 4,451 105,699 +476
Total Volume and Open Interest 412,719 1,389,532 -19,054
5-Year T-Notes(CBOT)
Jun04 040420 110~235 110~260 110~170 110~180 -0~075 188,845 965,595 +965,595
Sep04 040420 109~155 109~155 109~100 109~100 -0~080 4,753 68,155 +3,699
Dec04 040420 107~280 107~280 107~280 107~280 -0~080 4 4 +0
Total Volume and Open Interest 193,598 68,155 +3,695
2 Year T-Notes(CBOT)
Jun04 040420 106~080 106~084 106~072 106~072 -0~014 786 169,827 -3,093
Sep04 040420 105~120 105~120 105~110 105~110 -0~014 700 600 +0
Total Volume and Open Interest 786 170,427 -3,093
Eurodollars(CME)
Jun04 040420 98.730 98.735 98.720 98.725 -0.005 49,494 814,093 +1,018
Sep04 040420 98.415 98.435 98.390 98.395 -0.025 72,156 876,014 -6,719
Dec04 040420 98.015 98.045 97.985 97.990 -0.035 80,226 722,145 -10,065
Mar05 040420 97.595 97.630 97.545 97.550 -0.055 70,902 526,530 -1,986
Jun05 040420 97.155 97.195 97.110 97.115 -0.060 61,835 537,962 +29,760
Sep05 040420 96.770 96.805 96.720 96.725 -0.060 29,552 371,744 +860
Dec05 040420 96.430 96.460 96.365 96.375 -0.075 27,655 294,557 -2,900
Mar06 040420 96.145 96.170 96.080 96.080 -0.085 17,507 238,726 +935
Jun06 040420 95.885 95.905 95.830 95.830 -0.080 14,397 164,941 +2,673
Sep06 040420 95.670 95.670 95.610 95.610 -0.070 15,375 166,654 +12
Dec06 040420 95.450 95.465 95.395 95.395 -0.075 17,143 121,212 -1,843
Mar07 040420 95.275 95.285 95.225 95.225 -0.070 13,687 115,366 +104
Total Volume and Open Interest 531,342 5,629,363 +19,917
3-Mth Euro-Yen(CME)
Jun04 040420 99.92 99.92 99.92 99.92 unch 0 10,742 +0
Sep04 040420 99.89 99.89 99.89 99.89 -0.01 200 7,363 +0
Dec04 040420 99.87 99.87 99.86 99.86 -0.01 29 9,182 +67
Mar05 040420 99.80 99.80 99.80 99.80 unch 0 4,839 -79
Jun05 040420 99.71 99.71 99.71 99.71 -0.01 0 5,328 +0
Sep05 040420 99.60 99.60 99.60 99.60 -0.01 0 1,899 -200
Dec05 040420 99.49 99.49 99.49 99.49 unch 0 897 +0
Mar06 040420 99.38 99.38 99.38 99.38 -0.01 0 304 +0
Jun06 040420 99.31 99.31 99.31 99.31 -0.01 0 97 +25
Sep06 040420 99.22 99.22 99.22 99.22 -0.02 0 39 +0
Total Volume and Open Interest 229 41,953 -187
3-Mth Euro-Yen(SIMEX)
Jun04 040420 99.92 99.92 99.92 99.92 unch 5 71,385 -3
Sep04 040420 99.90 99.90 99.90 99.90 +0.01 1,012 39,558 -476
Dec04 040420 99.87 99.87 99.87 99.87 unch 1,776 61,657 +325
Mar05 040420 99.81 99.81 99.80 99.80 -0.01 1,804 38,999 -76
Jun05 040420 99.72 99.72 99.71 99.72 unch 1,397 43,645 -387
Sep05 040420 99.62 99.62 99.61 99.61 unch 359 37,866 -366
Dec05 040420 99.50 99.51 99.50 99.50 -0.01 554 14,468 +61
Mar06 040420 99.39 99.39 99.38 99.38 -0.01 25 9,162 +0
Total Volume and Open Interest 6,957 328,467 -897
German Euro-Bund(EUREX)
Jun04 040420 114.34 114.35 114.04 114.29 -0.16 541,609 1,023,033 +5,416
Sep04 040420 113.85 113.87 113.70 113.87 -0.16 2,810 23,526 +57
Dec04 040420 112.89 112.89 112.89 112.89 -0.16 230 1 +0
Total Volume and Open Interest 544,649 1,046,560 +5,473
German Euro-Bobl(EUREX)
Jun04 040420 111.64 111.64 111.48 111.64 -0.06 352,472 679,941 -4,837
Sep04 040420 111.03 111.04 110.90 111.04 -0.05 12,504 14,314 +6,500
Dec04 040420 110.22 110.22 110.22 110.22 -0.06 0 1 +0
Total Volume and Open Interest 364,976 694,256 +1,663
Long Gilt(LIFFE)
Jun04 040420 107~00 107~05 106~28 107~00 -0~06 23,105 176,689 +4,311
Sep04 040420 106~19 106~19 106~19 106~19 -0~07 0 3 +0
Total Volume and Open Interest 23,105 176,692 +4,311
3-Mth Short Sterling(LIFFE)
Jun04 040420 95.45 95.50 95.45 95.48 +0.02 14,700 200,876 -4,708
Sep04 040420 95.19 95.25 95.18 95.23 +0.03 17,443 190,218 -3,644
Dec04 040420 95.01 95.08 95.00 95.05 +0.03 28,125 217,898 -3,817
Total Volume and Open Interest 85,353 1,113,362 -14,577
3-Mth Euribor(LIFFE)
Jun04 040420 97.970 97.980 97.965 97.970 -0.010 110,726 727,160 +29,785
Sep04 040420 97.905 97.920 97.885 97.900 -0.020 70,000 465,361 +1,030
Dec04 040420 97.745 97.750 97.710 97.730 -0.035 74,246 527,271 +6,330
Total Volume and Open Interest 392,238 2,898,199 +56,759
3-Mth Aus T-Bills(SFE)
Jun04 040420 94.48 94.49 94.47 94.49 -0.01 9,213 127,741 -9,561
Sep04 040420 94.43 94.44 94.42 94.43 -0.02 6,349 90,864 -3,457
Dec04 040420 94.38 94.39 94.37 94.39 -0.02 2,988 65,765 +293
Mar05 040420 94.31 94.33 94.31 94.32 -0.03 1,034 33,879 -399
Jun05 040420 94.22 94.23 94.22 94.23 -0.03 111 16,055 -307
Sep05 040420 94.13 94.16 94.13 94.14 -0.04 33 12,978 -251
Dec05 040420 94.06 94.07 94.05 94.06 -0.03 1 9,927 -1
Mar06 040420 93.96 93.99 93.96 93.99 -0.03 81 4,014 -81
Jun06 040420 93.92 93.93 93.90 93.93 -0.02 104 1,893 +5
Sep06 040420 93.83 93.87 93.83 93.87 -0.02 4 1,374 +1
Total Volume and Open Interest 19,918 365,980 -13,758
10-Year Aus T-Bonds(SFE)
Jun04 040420 94.10 94.11 94.09 94.11 unch 2,578 224,944 -4,823
Sep04 040420 94.11 94.11 94.11 94.11 -0.04      
Total Volume and Open Interest 35,519 358,451 -26,904
3-Year Aus T-Bonds(SFE)
Jun04 040420 94.40 94.42 94.39 94.42 -0.03 25,560 358,451 -26,904
Sep04 040420 94.42 94.42 94.42 94.42 -0.03      
Total Volume and Open Interest 25,560 358,451 -26,904
Gold(CMX)
Apr04 040420 397.2 398.7 396.8 397.7 -2.9 76 252 -22
Jun04 040420 398.8 399.6 396.3 398.3 -2.9 33,547 178,623 -6,108
Aug04 040420 400.3 400.4 398.5 399.3 -2.9 336 10,720 +54
Oct04 040420 399.5 400.4 399.5 400.4 -2.9 165 6,355 +37
Dec04 040420 402.5 402.5 399.4 401.6 -2.9 756 29,980 +111
Feb05 040420 403.3 403.3 402.9 402.9 -3.0 0 3,442 +0
Total Volume and Open Interest 34,926 260,421 -5,931
Silver(CMX)
May04 040420 699.0 706.5 689.5 694.5 -26.5 10,200 63,270 -1,309
Jul04 040420 700.0 708.5 691.5 696.3 -26.5 2,810 19,572 +888
Sep04 040420 703.0 706.0 696.0 698.0 -26.5 275 3,838 +60
Dec04 040420 704.5 711.0 695.0 698.8 -26.5 282 15,865 +216
Mar05 040420 695.0 699.6 695.0 699.6 -26.3 3 2,951 -2
Total Volume and Open Interest 13,583 111,205 -138
Platinum(NYM)
Apr04 040420 936.0 936.0 930.0 930.7 -19.6 9 83 -16
Jul04 040420 923.5 923.5 909.0 915.7 -19.6 490 8,082 +142
Oct04 040420 905.7 905.7 905.7 905.7 -19.6 0 221 +0
Jan05 040420 905.7 905.7 905.7 905.7 -19.6 2 7 +0
Total Volume and Open Interest 501 8,393 +126
Palladium(NYME)
Jun04 040420 322.00 322.00 310.00 316.35 -9.95 696 11,234 -89
Sep04 040420 317.00 318.50 312.00 317.60 -9.95 4 278 -4
Dec04 040420 327.00 327.00 313.00 318.60 -9.95 2 198 +2
Total Volume and Open Interest 702 11,710 -91
Copper(CMX)
May04 040420 133.10 133.40 130.30 131.00 -4.90 8,323 32,162 +1,027
Jul04 040420 132.50 133.00 130.10 130.80 -4.70 4,801 22,523 +1,673
Sep04 040420 129.75 129.75 127.50 127.90 -4.35 210 3,829 -44
Dec04 040420 125.50 125.50 122.80 122.80 -4.00 197 9,783 +110
Mar05 040420 120.80 120.80 117.80 117.80 -4.00 83 835 +29
Total Volume and Open Interest 14,031 74,811 +2,784
DJIA Index(CBOT)
Jun04 040420 10450 10463 10250 10268 -144 5,024 44,184 -420
Sep04 040420 10362 10362 10249 10249 -144 1 295 +1
Dec04 040420 10385 10385 10236 10236 -144 0 10 +0
Total Volume and Open Interest 5,025 44,489 -419
S & P 500(CME)
Jun04 040420 1136.30 1138.40 1113.50 1114.50 -19.20 25,834 579,402 -781
Sep04 040420 1134.00 1134.00 1113.50 1113.50 -19.20 131 19,053 -14
Dec04 040420 1113.00 1113.00 1113.00 1113.00 -19.00 1 1,794 +1
Mar05 040420 1113.70 1113.70 1113.70 1113.70 -19.00 1 121 +3
Total Volume and Open Interest 25,966 600,515 -791
S & P 500 E-Mini(Globex)
Jun04 040420 1133.50 1138.50 1113.25 1114.50 -19.25 507,413 556,393 -13,063
Sep04 040420 1132.25 1137.00 1113.00 1113.50 -19.25 513 1,083 +40
Total Volume and Open Interest 507,926 557,476 -13,023
NASDAQ 100(CME)
Jun04 040420 1475.00 1482.00 1435.50 1437.50 -33.50 10,412 81,486 -1,111
Sep04 040420 1440.00 1440.00 1440.00 1440.00 -33.50 0 12 +0
Dec04 040420 1442.50 1442.50 1442.50 1442.50 -33.50 0 4 +0
Total Volume and Open Interest 10,412 81,502 -1,111
NASDAQ 100 E-Mini(GLOBEX)
Jun04 040420 1470.5 1482.0 1435.0 1437.5 -33.5 222,671 260,473 +5,522
Sep04 040420 1479.5 1483.0 1440.0 1440.0 -33.5 19 333 +3
Total Volume and Open Interest 222,690 260,806 +5,525
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Jun04 040420 604.50 605.25 592.75 593.00 -9.25 403 16,038 -24
Sep04 040420 593.00 593.00 593.00 593.00 -9.25      
Dec04 040420 593.00 593.00 593.00 593.00 -9.25      
Total Volume and Open Interest 403 16,038 -24
Russell 2000(CME)
Jun04 040420 588.50 591.75 572.50 573.25 -13.25 986 27,811 +56
Sep04 040420 573.25 573.25 573.25 573.25 -13.25 0 1 +0
Dec04 040420 573.25 573.25 573.25 573.25 -13.25      
Total Volume and Open Interest 986 27,812 +56
Value Line(KCBT)
Jun04 040420 1622.00 1629.00 1587.00 1590.00 -27.00 8 47 +6
Total Volume and Open Interest 8 47 +6
Nikkei 225(CME)
Jun04 040420 12030 12040 11850 11870 +100 2,951 43,136 +210
Sep04 040420 11870 11870 11870 11870 +100 0 18 +0
Total Volume and Open Interest 2,951 43,157 +210
Nikkei 225(SIMEX)
Jun04 040420 11770 12035 11770 11965 +230 26,977 180,642 -723
Sep04 040420 11830 11960 11830 11960 +230      
Dec04 040420 11935 11935 11935 11935 +230      
Total Volume and Open Interest 26,977 180,642 -724
CAC 40(MATIF)
Apr04 040420 3754.5 3789.5 3754.5 3770.0 +31.0 42,761 376,453 +372
May04 040420 3706.0 3733.5 3706.0 3716.0 +31.5 730 7,660 +144
Jun04 040420 3698.0 3723.5 3698.0 3705.5 +32.5 1,557 159,723 -173
Total Volume and Open Interest 64,217 560,789 +343
DAX Index(EUREX)
Jun04 040420 4061.0 4097.5 4061.0 4078.0 +33.0 94,063 182,149 -1,077
Sep04 040420 4085.0 4115.5 4085.0 4098.5 +33.5 396 8,852 -7
Dec04 040420 4115.0 4137.5 4114.5 4120.5 +34.5 125 1,800 +41
Total Volume and Open Interest 94,584 192,801 -1,043
FT-SE 100(LIFFE)
Jun04 040420 4562.00 4593.50 4558.50 4565.00 +19.00 42,059 386,211 +521
Sep04 040420 4576.00 4576.00 4576.00 4576.00 +20.00 0 16,781 +0
Dec04 040420 4607.00 4607.50 4607.00 4607.50 +20.50 0 16,573 +0
Total Volume and Open Interest 42,059 420,065 +521
SPI 200(SFE)
Jun04 040420 3443.0 3467.0 3441.0 3467.0 +24.0 5,677 149,872 -3,260
Sep04 040420 3452.0 3475.0 3452.0 3475.0 +24.0 273 3,248 +5
Dec04 040420 3488.0 3488.0 3488.0 3488.0 +22.0 217 2,465 +195
Total Volume and Open Interest 6,168 156,711 -3,060
GSCI(CME)
May04 040420 283.00 284.40 282.60 283.80 -1.70 59 16,167 +12
Jun04 040420 282.75 282.75 282.75 282.75 -1.50 35 169 -35
Jul04 040420 279.00 279.00 279.00 279.00 -1.75 50 50 +50
Total Volume and Open Interest 144 16,386 -778
Reuters CRB Index(NYBOT)
Jun04 040420 275.50 276.50 274.75 275.25 -2.00 67 658 -52
Aug04 040420 274.00 274.00 273.75 273.75 -1.50 3 82 +2
Nov04 040420 274.00 274.75 274.00 274.75 -1.50 0 1 +0
Total Volume and Open Interest 70 741 -50
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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