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MRCI's End of Day Prices
Daily Futures Price Listing Wed April 28, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May04 040428 995.00 1005.00 987.00 996.50 -6.50 16,082 40,133 -6,128
Jul04 040428 986.00 993.00 971.00 980.00 -14.50 63,441 123,539 +6,322
Aug04 040428 930.00 936.00 916.00 918.00 -18.25 4,295 18,706 +861
Sep04 040428 803.00 809.00 792.00 793.00 -20.50 1,972 10,888 -110
Nov04 040428 746.00 747.00 728.00 732.50 -19.00 10,529 53,516 +965
Jan05 040428 744.00 749.00 729.00 730.50 -21.00 142 3,938 +65
Mar05 040428 737.00 737.00 725.00 726.00 -17.75 136 2,820 +12
Total Volume and Open Interest 96,772 255,611 +1,984
Soybean Meal(CBOT)
May04 040428 304.50 309.00 304.00 306.50 -1.70 9,665 17,581 -4,964
Jul04 040428 305.00 307.80 302.50 305.50 -1.50 22,281 64,055 +3,089
Aug04 040428 290.50 293.00 288.50 291.30 -1.40 4,657 22,272 -587
Sep04 040428 271.00 271.00 266.50 268.30 -2.80 1,081 15,393 +10
Oct04 040428 236.00 236.00 230.50 232.80 -4.40 1,160 11,317 +277
Dec04 040428 230.00 230.00 224.00 226.30 -4.70 4,094 23,223 -563
Jan05 040428 226.00 226.00 223.00 223.50 -5.00 193 3,162 +53
Mar05 040428 224.00 224.00 220.50 221.50 -4.50 258 2,712 +15
Total Volume and Open Interest 43,397 163,098 -2,668
Soybean Oil(CBOT)
May04 040428 34.25 34.30 33.50 33.58 -0.68 8,788 16,374 -3,253
Jul04 040428 33.90 33.95 33.03 33.09 -0.86 26,071 78,123 +5,231
Aug04 040428 32.58 32.70 31.85 31.88 -0.84 2,868 14,904 +150
Sep04 040428 31.05 31.05 30.20 30.23 -0.92 1,386 12,155 +586
Oct04 040428 28.80 28.90 27.95 27.95 -0.89 1,214 7,952 +33
Dec04 040428 28.00 28.08 27.10 27.14 -1.01 5,317 23,562 +989
Jan05 040428 27.55 27.55 26.95 26.95 -0.95 181 2,531 +92
Mar05 040428 27.60 27.60 26.60 26.68 -0.99 166 1,855 +111
Total Volume and Open Interest 46,002 159,218 +3,950
Canola(WCE)
May04 040428 410.0 410.0 408.1 409.6 -5.2 1,493 3,067 -479
Jul04 040428 418.0 418.5 413.2 414.7 -4.5 3,727 35,327 +596
Sep04 040428 393.0 393.0 393.0 393.0 unch 0 5 +0
Nov04 040428 397.0 398.0 395.0 396.2 -2.7 2,197 33,183 +1,031
Jan05 040428 401.5 401.5 400.0 400.0 -3.0 122 1,351 -46
Total Volume and Open Interest 7,642 73,475 +1,183
Corn(CBOT)
May04 040428 307.50 309.25 304.75 308.25 -1.00 22,441 37,891 -12,319
Jul04 040428 313.50 315.50 310.50 314.25 -1.25 44,724 253,048 +6,712
Sep04 040428 311.50 312.25 307.75 311.25 -2.75 4,480 36,236 -754
Dec04 040428 309.50 311.00 306.00 310.00 -2.00 58,187 295,690 +4,105
Mar05 040428 312.50 314.25 309.75 313.50 -1.75 423 20,544 +158
May05 040428 314.00 315.00 312.25 315.00 -2.00 205 5,061 +60
Total Volume and Open Interest 131,387 664,944 -10,236
Wheat(CBOT)
May04 040428 376.50 378.50 370.00 372.50 -5.75 4,381 10,166 -3,481
Jul04 040428 386.00 387.50 379.00 382.50 -6.00 21,650 102,866 +2,818
Sep04 040428 391.00 393.00 385.75 388.50 -5.25 1,356 10,522 +7
Dec04 040428 401.50 403.50 395.00 398.50 -5.75 2,870 15,021 +561
Mar05 040428 404.50 404.50 404.50 404.50 -4.50 145 1,872 +52
Total Volume and Open Interest 30,413 141,146 -704
Wheat(KCBT)
May04 040428 388.50 390.00 382.00 385.00 -3.50 3,466 4,828 -1,700
Jul04 040428 396.50 397.00 388.00 391.50 -5.75 6,788 41,763 +1,142
Sep04 040428 400.50 400.50 395.00 398.00 -4.50 885 6,038 +410
Dec04 040428 412.00 412.50 404.00 406.50 -5.50 1,749 6,740 +295
Mar05 040428 414.00 414.00 411.00 412.00 -5.00 78 269 +27
Total Volume and Open Interest 12,980 59,790 +180
Wheat(MGE)
May04 040428 415.00 415.00 406.00 407.00 -8.50 2,252 3,860 -2,872
Jul04 040428 420.00 420.00 412.00 413.50 -7.25 2,759 14,825 +622
Sep04 040428 424.00 424.00 416.50 417.00 -6.50 543 7,319 -14
Dec04 040428 427.50 427.50 421.00 421.00 -6.00 777 8,713 +62
Mar05 040428 427.00 427.00 424.00 424.00 -5.00 3 92 +3
Total Volume and Open Interest 6,334 34,858 -2,199
Oats(CBOT)
May04 040428 171.75 172.50 169.50 171.75 -0.50 962 1,793 -431
Jul04 040428 178.75 179.00 176.00 179.00 -0.50 1,769 6,704 +681
Sep04 040428 183.50 183.50 181.50 182.75 -0.75 53 1,001 -7
Dec04 040428 188.50 189.50 187.00 189.00 -0.50 631 3,730 +214
Total Volume and Open Interest 3,415 13,329 +457
Rough Rice(CBOT)
May04 040428 10.72 10.72 10.58 10.61 -0.06 549 1,467 -282
Jul04 040428 10.98 10.98 10.81 10.83 -0.07 656 4,303 +280
Sep04 040428 9.35 9.40 9.35 9.38 +0.03 29 320 +22
Nov04 040428 9.30 9.30 9.27 9.27 +0.01 65 978 -6
Total Volume and Open Interest 1,335 7,218 +17
Live Cattle(CME)
Apr04 040428 84.175 86.900 84.100 86.825 +2.650 1,558 1,887 -1,023
Jun04 040428 77.900 80.800 77.700 80.450 +2.625 7,422 70,183 +462
Aug04 040428 79.750 82.350 79.650 82.175 +2.225 3,153 25,049 +344
Oct04 040428 80.800 83.100 80.800 83.050 +2.225 1,027 18,119 +199
Dec04 040428 81.750 83.900 81.750 83.800 +2.100 363 7,255 +241
Feb05 040428 83.000 85.700 83.000 85.475 +2.475 199 3,856 +79
Total Volume and Open Interest 13,745 126,737 +309
Feeder Cattle(CME)
Apr04 040428 95.625 95.775 95.600 95.775 +0.200 176 676 -86
May04 040428 94.750 97.350 94.750 97.075 +2.275 847 3,678 -311
Aug04 040428 95.500 98.250 95.450 98.125 +2.625 1,326 9,019 -69
Sep04 040428 94.250 96.900 94.250 96.900 +2.850 57 767 +6
Oct04 040428 94.000 96.875 94.000 96.875 +3.000 235 1,017 +193
Nov04 040428 93.975 96.750 93.975 96.750 +3.000 34 239 +12
Jan05 040428 90.800 93.700 90.800 93.700 +3.000 3 30 +2
Total Volume and Open Interest 2,678 15,431 -253
Lean Hogs(CME)
May04 040428 72.300 73.125 72.100 73.075 +1.675 512 2,946 -148
Jun04 040428 72.000 72.700 71.900 72.650 +1.375 6,386 45,243 -333
Jul04 040428 72.900 73.750 72.750 73.625 +1.175 1,764 12,972 +132
Aug04 040428 70.500 71.400 70.500 71.250 +1.050 446 6,830 +47
Oct04 040428 59.100 59.700 59.100 59.550 +0.450 268 3,820 +75
Dec04 040428 56.300 56.650 56.300 56.425 +0.575 147 2,676 +83
Feb05 040428 57.900 58.125 57.700 58.125 +0.350 33 627 +2
Apr05 040428 58.600 58.700 58.500 58.600 +0.275 6 309 +4
Total Volume and Open Interest 9,572 75,440 -132
Pork Bellies(CME)
May04 040428 107.700 109.900 106.900 109.650 +1.850 557 1,925 -157
Jul04 040428 106.850 108.600 106.500 108.550 +1.250 806 2,173 +220
Aug04 040428 103.000 103.050 102.900 103.000 +0.100 19 251 +12
Feb05 040428 89.000 89.000 89.000 89.000 +0.300 0 4 +0
Mar05 040428 86.350 86.350 86.350 86.350 unch 0 2 +0
Total Volume and Open Interest 1,382 4,355 +75
Class III Milk(CME)
Apr04 040428 19.59 19.59 19.59 19.59 unch 8 6,605 -7
May04 040428 19.64 19.74 19.55 19.60 -0.04 439 7,314 +71
Jun04 040428 16.95 17.04 16.20 16.28 -0.62 704 4,904 +49
Jul04 040428 15.99 16.14 15.25 15.40 -0.59 539 3,887 +5
Aug04 040428 15.77 16.15 15.35 15.35 -0.40 314 3,871 -2
Total Volume and Open Interest 2,740 38,270 +126
Cocoa(NYBOT)
May04 040428 1390 1400 1390 1400 +22 2 491 -30
Jul04 040428 1383 1408 1381 1405 +27 2,632 46,423 -43
Sep04 040428 1387 1410 1387 1409 +25 261 14,069 -60
Dec04 040428 1398 1421 1398 1421 +26 117 11,180 -70
Mar05 040428 1434 1434 1434 1434 +24 28 8,908 -9
May05 040428 1445 1445 1445 1445 +24 10 10,810 +0
Jul05 040428 1465 1465 1465 1465 +26 50 9,276 +0
Total Volume and Open Interest 3,090 105,091 -212
Coffee "C"(NYBOT)
May04 040428 69.25 69.90 68.30 69.00 -0.20 125 542 -146
Jul04 040428 71.50 72.10 70.25 71.05 -0.55 13,655 63,834 -1,086
Sep04 040428 73.75 74.10 72.50 73.25 -0.50 3,202 14,885 +369
Dec04 040428 76.50 76.50 75.20 75.95 -0.55 690 7,395 -36
Mar05 040428 79.20 79.20 78.55 78.55 -0.60 140 4,389 +67
May05 040428 80.25 80.25 79.95 79.95 -0.70 10 556 +7
Total Volume and Open Interest 17,873 92,635 -785
Orange Juice(NYBOT)
May04 040428 58.10 58.30 57.60 57.70 -0.30 2,329 9,621 -917
Jul04 040428 60.20 60.30 59.55 59.90 -0.25 2,099 18,212 +670
Sep04 040428 62.70 62.70 61.60 61.80 -0.70 159 2,606 +52
Nov04 040428 64.60 64.60 63.60 63.80 -0.70 108 2,102 +51
Jan05 040428 67.25 67.25 66.00 66.05 -0.70 20 891 +12
Total Volume and Open Interest 4,811 36,486 -94
Sugar #11(NYBOT)
May04 040428 6.69 6.87 6.40 6.40 -0.24 11,032 12,844 -4,339
Jul04 040428 7.21 7.30 6.70 6.73 -0.38 29,666 153,447 +4,755
Oct04 040428 7.31 7.41 6.93 6.96 -0.30 5,527 49,988 +1,534
Mar05 040428 7.47 7.56 7.22 7.23 -0.20 4,644 30,580 +1,468
May05 040428 7.27 7.30 7.06 7.06 -0.14 513 11,900 +40
Total Volume and Open Interest 52,116 275,343 +3,590
London Cocoa(LCE)
May04 040428 803 825 802 824 +20 1,122 33,462 -610
Jul04 040428 812 833 812 832 +17 1,933 34,856 -60
Sep04 040428 829 846 829 846 +16 896 21,996 -7
Dec04 040428 848 865 848 865 +14 656 41,598 -243
Mar05 040428 871 882 871 882 +12 242 23,863 +4
May05 040428 881 894 881 894 +13 185 8,797 +59
Jul05 040428 897 904 896 904 +12 79 8,620 +28
Total Volume and Open Interest 5,113 185,339 -829
London Coffee(LCE)
May04 040428 700.00 702.00 696.00 697.00 +3.00 3,414 16,951 -1,760
Jul04 040428 726.00 730.00 724.00 725.00 +5.00 3,283 84,913 +742
Sep04 040428 744.00 746.00 740.00 741.00 +5.00 1,708 31,777 +933
Nov04 040428 757.00 757.00 757.00 757.00 +5.00 240 18,654 +118
Jan05 040428 778.00 778.00 771.00 772.00 +5.00 60 13,190 +0
Mar05 040428 791.00 791.00 786.00 787.00 +5.00 156 6,854 +132
Total Volume and Open Interest 8,925 174,519 +173
London Sugar(LCE)
May04 040415 229.70 233.00 228.50 230.50 +0.80 2,920 4,852 -431
Aug04 040428 234.00 235.20 216.10 224.20 -8.00 1,740 32,296 -12
Oct04 040428 232.50 233.80 215.40 224.00 -7.20 375 9,644 -86
Dec04 040428 233.00 233.60 216.10 227.50 -4.80 336 4,617 +80
Mar05 040428 235.00 236.50 217.70 231.00 -3.50 177 6,911 -59
Total Volume and Open Interest 2,714 59,308 -48
Cotton(NYBOT)
May04 040428 65.50 65.50 57.00 60.00 -4.85 332 2,531 -553
Jul04 040428 62.80 62.95 59.63 59.63 -3.00 5,224 52,215 -320
Oct04 040428 64.20 64.20 60.90 60.90 -2.75 40 1,094 -27
Dec04 040428 64.80 64.90 61.46 61.46 -3.00 2,264 21,670 +728
Mar05 040428 66.60 66.60 63.55 63.55 -3.00 58 4,364 -5
May05 040428 64.25 64.25 64.25 64.25 -2.90 0 585 +0
Total Volume and Open Interest 7,918 83,546 -177
Lumber(CME)
May04 040428 423.0 424.5 422.5 424.5 +10.0 625 2,535 -112
Jul04 040428 412.0 415.3 411.5 413.5 +8.2 680 2,381 +178
Sep04 040428 381.0 387.5 381.0 386.1 +5.4 137 581 +54
Nov04 040428 354.8 357.2 353.0 355.0 +1.1 22 191 +9
Total Volume and Open Interest 1,470 5,710 +133
Crude Oil(NYM)
Jun04 040428 37.00 38.18 36.80 37.46 -0.07 93,210 227,571 +5,469
Jul04 040428 36.90 37.90 36.70 37.17 -0.06 46,657 81,009 +3,118
Aug04 040428 36.50 37.40 36.30 36.72 -0.10 13,772 40,820 -355
Sep04 040428 35.92 36.68 35.85 36.22 -0.13 4,494 32,584 +481
Oct04 040428 35.95 36.25 35.77 35.77 -0.14 3,837 28,929 +68
Nov04 040428 35.40 35.90 35.35 35.35 -0.15 1,531 20,167 +286
Dec04 040428 34.80 35.60 34.70 34.95 -0.16 9,215 63,273 +337
Jan05 040428 34.55 34.95 34.48 34.48 -0.17 513 17,317 +250
Feb05 040428 34.55 34.55 34.05 34.05 -0.18 100 9,549 +0
Mar05 040428 33.65 33.66 33.60 33.66 -0.19 102 10,494 -998
Apr05 040428 33.27 33.27 33.27 33.27 -0.20 100 6,109 +26
May05 040428 33.10 33.10 32.88 32.88 -0.21 100 3,138 -125
Jun05 040428 33.00 33.02 32.54 32.54 -0.22 1,425 22,274 +1,100
Jul05 040428 32.29 32.29 32.29 32.29 -0.22 50 4,761 +0
Aug05 040428 32.07 32.07 32.07 32.07 -0.22 250 2,810 +150
Sep05 040428 31.85 31.85 31.85 31.85 -0.22 135 5,158 +275
Total Volume and Open Interest 187,869 697,318 +9,760
Heating Oil(NYM)
May04 040428 93.50 96.00 92.50 94.33 +0.12 14,351 15,178 -3,938
Jun04 040428 93.50 96.00 92.60 94.07 -0.14 19,330 65,400 +1,215
Jul04 040428 93.40 95.80 92.70 93.87 -0.14 4,881 24,538 +1,143
Aug04 040428 93.30 95.15 93.25 93.77 -0.09 1,232 14,571 +120
Sep04 040428 93.30 95.70 93.30 94.12 -0.09 145 7,426 +0
Oct04 040428 94.60 95.80 94.60 94.67 -0.09 108 5,184 +76
Nov04 040428 96.00 96.40 95.27 95.27 -0.09 934 5,594 +636
Dec04 040428 95.10 96.90 94.80 95.87 -0.09 3,240 25,929 +197
Jan05 040428 97.20 97.20 96.02 96.02 -0.09 1,395 6,696 +1,033
Feb05 040428 96.50 96.50 95.47 95.47 -0.09 39 2,801 -4
Mar05 040428 92.32 92.32 92.32 92.32 -0.14 81 7,276 +60
Apr05 040428 88.97 88.97 88.97 88.97 -0.19 5 772 +2
Total Volume and Open Interest 45,744 182,552 +541
Unleaded Gas(NYM)
May04 040428 119.60 124.20 119.20 122.68 +2.01 23,146 18,030 -3,923
Jun04 040428 119.20 123.80 118.70 122.12 +1.95 24,307 71,247 +3,797
Jul04 040428 117.60 121.60 117.20 120.12 +1.85 5,177 19,935 +416
Aug04 040428 113.75 117.70 113.70 116.47 +1.65 1,821 9,630 +269
Sep04 040428 109.50 112.50 109.00 111.27 +1.40 1,659 15,777 -75
Oct04 040428 103.40 105.90 103.30 104.97 +1.05 245 6,444 -28
Nov04 040428 101.37 101.37 101.37 101.37 +0.85 34 2,416 +17
Dec04 040428 98.00 98.77 97.90 98.77 +0.60 20 4,239 -6
Jan05 040428 97.37 97.37 97.37 97.37 +0.50 11 2,245 +10
Feb05 040428 96.97 96.97 96.97 96.97 +0.40 0 1,732 +0
Mar05 040428 97.32 97.32 97.32 97.32 +0.40 200 1,045 +200
Apr05 040428 103.52 103.52 103.52 103.52 +0.30 0 942 +0
Total Volume and Open Interest 56,620 153,682 +677
Natural Gas(NYM)
May04 040428 5.810 5.970 5.780 5.935 +0.061 36,812 14,804 -6,851
Jun04 040428 5.900 6.010 5.870 5.966 -0.004 32,180 59,983 +3,786
Jul04 040428 5.950 6.070 5.940 6.033 -0.004 6,097 32,911 +894
Aug04 040428 5.980 6.100 5.980 6.072 -0.002 3,953 24,620 +664
Sep04 040428 5.980 6.080 5.960 6.052 -0.002 4,511 22,511 +153
Oct04 040428 5.980 6.090 5.975 6.066 +0.001 4,855 23,086 -196
Nov04 040428 6.140 6.250 6.140 6.229 +0.001 2,151 14,059 +74
Dec04 040428 6.300 6.410 6.300 6.395 +0.001 2,335 17,252 -138
Jan05 040428 6.440 6.530 6.440 6.509 +0.001 1,207 15,961 +646
Feb05 040428 6.380 6.470 6.380 6.454 +0.001 459 11,946 +4
Mar05 040428 6.180 6.260 6.180 6.244 +0.006 1,544 12,443 -177
Apr05 040428 5.455 5.485 5.450 5.484 -0.014 875 10,465 -114
May05 040428 5.315 5.330 5.315 5.329 -0.019 644 7,483 +12
Jun05 040428 5.340 5.340 5.339 5.339 -0.019 57 6,268 +7
Jul05 040428 5.350 5.370 5.350 5.359 -0.019 72 12,190 +42
Aug05 040428 5.370 5.370 5.369 5.369 -0.012 217 5,473 +22
Total Volume and Open Interest 99,794 348,152 -851
Brent Crude Oil(IPE)
Jun04 040428 34.22 34.90 33.60 34.31 +0.03 55,910 98,282 +2,380
Jul04 040428 34.01 34.65 33.60 34.09 +0.01 30,737 83,340 +5,785
Aug04 040428 33.74 34.30 33.38 33.77 -0.02 5,755 22,744 -87
Sep04 040428 33.36 33.90 33.06 33.38 -0.06 951 17,058 -495
Oct04 040428 32.90 33.50 32.78 32.98 -0.07 2,217 9,747 +1,764
Nov04 040428 32.61 32.92 32.32 32.56 -0.09 921 8,230 -18
Dec04 040428 32.20 32.70 31.85 32.14 -0.11 6,513 34,759 +1,688
Jan05 040428 31.80 31.80 31.50 31.72 -0.12 700 11,339 +700
Feb05 040428 31.20 31.90 31.14 31.34 -0.13 660 4,074 +0
Mar05 040428 31.40 31.50 30.99 30.99 -0.13 240 5,872 +0
Apr05 040428 30.68 30.68 30.68 30.68 -0.13 0 4,945 +0
May05 040428 30.38 30.38 30.38 30.38 -0.13 0 610 +0
Jun05 040428 30.10 30.40 30.05 30.08 -0.13 848 19,129 +500
Total Volume and Open Interest 108,800 363,190 +12,692
Gas Oil(IPE)
May04 040428 299.75 304.00 295.50 302.75 +1.75 12,644 51,491 -29
Jun04 040428 290.50 295.50 287.50 294.75 +3.50 10,885 39,195 +2,093
Jul04 040428 286.75 291.00 283.50 290.50 +3.50 2,172 18,024 +295
Aug04 040428 284.50 288.75 282.25 288.75 +3.50 634 7,863 -103
Sep04 040428 284.00 288.50 282.00 288.50 +3.25 875 9,688 +140
Oct04 040428 288.00 288.00 288.00 288.00 +3.00 0 7,669 +0
Nov04 040428 287.00 287.00 287.00 287.00 +3.00 450 4,171 -150
Dec04 040428 280.75 284.75 279.00 284.25 +2.50 2,669 19,995 -136
Jan05 040428 278.00 280.75 278.00 280.75 +2.25 0 3,330 +0
Feb05 040428 276.25 276.25 276.25 276.25 +2.00 100 403 +100
Total Volume and Open Interest 31,279 177,654 +2,010
US Dollar Index(NYBOT)
Jun04 040428 90.81 91.55 90.80 91.43 +0.80 1,330 10,148 -266
Sep04 040428 91.72 91.84 91.72 91.84 +0.80 30 2,085 +13
Dec04 040428 92.15 92.24 92.15 92.24 +0.80 0 28 +0
Total Volume and Open Interest 1,360 12,261 -253
Australian Dollar(CME)
Jun04 040428 72.61 72.64 71.74 71.83 -1.21 444 31,791 +168
Sep04 040428 71.49 71.49 71.00 71.07 -1.21 1 808 +1
Dec04 040428 71.11 71.11 70.31 70.31 -1.21 0 134 +0
Total Volume and Open Interest 445 32,822 +169
British Pound(CME)
Jun04 040428 177.82 177.87 176.35 176.43 -1.88 1,854 42,047 +59
Sep04 040428 174.94 174.94 174.94 174.94 -1.88 0 84 +0
Dec04 040428 173.45 173.45 173.45 173.45 -1.88 4 359 +0
Total Volume and Open Interest 1,854 42,492 +59
Canadian Dollar(CME)
Jun04 040428 73.57 73.61 72.81 72.93 -0.95 2,599 63,788 +381
Sep04 040428 73.48 73.48 72.70 72.80 -0.95 36 3,593 -2
Dec04 040428 73.24 73.24 72.70 72.70 -0.94 53 3,126 +2
Mar05 040428 72.61 72.61 72.61 72.61 -0.93 0 314 +0
Total Volume and Open Interest 2,688 70,976 +381
Japanese Yen(CME)
Jun04 040428 91.53 91.66 90.80 91.04 -0.46 9,157 104,235 +743
Sep04 040428 91.55 91.55 91.34 91.34 -0.46 32 672 +31
Dec04 040428 91.72 91.72 91.72 91.72 -0.46 0 69 +0
Total Volume and Open Interest 9,189 104,978 +774
Swiss Franc(CME)
Jun04 040428 76.94 76.96 76.40 76.62 -0.57 3,752 37,675 -1,076
Sep04 040428 77.16 77.16 76.71 76.78 -0.57 7 47 -1
Dec04 040428 77.05 77.05 76.96 76.96 -0.57 0 110 +0
Total Volume and Open Interest 3,759 37,889 -1,077
EuroFX(CME)
Jun04 040428 118.90 118.93 118.05 118.25 -0.94 10,860 118,216 +1,745
Sep04 040428 118.09 118.16 117.91 118.02 -0.94 31 937 -6
Dec04 040428 117.88 117.88 117.88 117.88 -0.94 39 403 -33
Total Volume and Open Interest 10,930 119,710 +1,706
Mexican Peso(CME)
Jun04 040428 8780.0 8795.0 8700.0 8720.0 -90.0 8,558 35,301 +1,027
Sep04 040428 8613.0 8613.0 8613.0 8613.0 -90.0 204 722 +0
Total Volume and Open Interest 8,763 37,863 +1,028
30-Year T-Bonds(CBOT)
Jun04 040428 108~08 108~10 107~00 107~11 -0~25 213,403 472,410 +4,295
Sep04 040428 106~25 106~25 105~22 105~31 -0~25 5,878 31,485 +3,694
Dec04 040428 105~14 105~14 104~22 104~22 -0~25 8 1,292 -3
Total Volume and Open Interest 219,289 505,369 +7,986
Municipal Bonds(CBOT)
Jun04 040428 101~14 101~14 100~24 100~29 -0~17 204 2,441 +204
Total Volume and Open Interest 204 2,441 +204
10-Year T-Notes(CBOT)
Jun04 040428 111~070 111~075 110~115 110~190 -0~160 657,848 1,267,974 +17,208
Sep04 040428 109~205 109~215 109~060 109~070 -0~165 33,264 150,946 +13,259
Total Volume and Open Interest 694,527 1,421,334 +32,862
5-Year T-Notes(CBOT)
Jun04 040428 110~095 110~105 109~300 109~315 -0~120 328,312 1,061,290 +1,061,290
Sep04 040428 109~015 109~020 108~240 108~240 -0~120 3,759 83,182 +83,182
Dec04 040428 107~170 107~170 107~170 107~170 -0~120 0 4 +0
Total Volume and Open Interest 332,071 83,186 +83,182
2 Year T-Notes(CBOT)
Jun04 040428 106~052 106~052 106~035 106~037 -0~018 2,334 184,623 +218
Sep04 040428 105~088 105~088 105~068 105~069 -0~020 1 1,011 +0
Total Volume and Open Interest 2,334 185,634 +218
Eurodollars(CME)
Jun04 040428 98.675 98.680 98.670 98.675 -0.005 66,212 838,970 +534
Sep04 040428 98.290 98.300 98.265 98.270 -0.040 80,572 881,763 -7,316
Dec04 040428 97.845 97.860 97.800 97.810 -0.060 101,261 761,202 -1,105
Mar05 040428 97.400 97.415 97.330 97.340 -0.090 118,865 580,916 -4,779
Jun05 040428 96.965 96.975 96.890 96.895 -0.100 72,832 551,693 -7,838
Sep05 040428 96.590 96.595 96.505 96.505 -0.115 44,139 391,188 -2,653
Dec05 040428 96.260 96.265 96.165 96.170 -0.115 32,662 307,984 -2,412
Mar06 040428 96.000 96.010 95.915 95.915 -0.110 29,747 252,921 -1,298
Jun06 040428 95.775 95.775 95.685 95.685 -0.110 13,514 175,469 +3,012
Sep06 040428 95.560 95.570 95.480 95.480 -0.100 20,754 174,656 +3,850
Dec06 040428 95.370 95.375 95.265 95.285 -0.100 12,269 127,253 +308
Mar07 040428 95.215 95.215 95.120 95.120 -0.100 12,022 115,297 +557
Total Volume and Open Interest 660,063 5,761,788 -10,887
3-Mth Euro-Yen(CME)
Jun04 040428 99.92 99.92 99.92 99.92 unch 3,222 12,835 +2,283
Sep04 040428 99.89 99.89 99.89 99.89 unch 0 6,932 -68
Dec04 040428 99.87 99.87 99.87 99.87 unch 0 9,316 +58
Mar05 040428 99.82 99.82 99.81 99.81 -0.01 210 5,181 +123
Jun05 040428 99.72 99.72 99.72 99.72 unch 250 4,623 -1,202
Sep05 040428 99.61 99.61 99.61 99.61 unch 0 1,996 -125
Dec05 040428 99.51 99.51 99.51 99.51 +0.01 0 897 -25
Mar06 040428 99.39 99.39 99.39 99.39 +0.01 0 294 -35
Jun06 040428 99.30 99.30 99.30 99.30 +0.01 0 47 +0
Sep06 040428 99.21 99.21 99.21 99.21 -0.01 0 39 +0
Total Volume and Open Interest 3,682 43,423 +1,009
3-Mth Euro-Yen(SIMEX)
Jun04 040428 99.92 99.92 99.92 99.92 unch 15 71,674 -3
Sep04 040428 99.89 99.90 99.89 99.89 -0.01 295 38,803 -62
Dec04 040428 99.88 99.88 99.87 99.87 -0.01 1,435 61,776 -577
Mar05 040428 99.82 99.82 99.81 99.81 -0.01 2,294 43,754 +1,007
Jun05 040428 99.72 99.72 99.72 99.72 -0.01 1,121 44,047 -711
Sep05 040428 99.61 99.61 99.60 99.61 unch 1,476 40,034 +815
Dec05 040428 99.51 99.51 99.50 99.51 +0.01 665 15,879 +291
Mar06 040428 99.39 99.39 99.39 99.39 unch 375 10,045 +153
Total Volume and Open Interest 8,346 339,705 +1,491
German Euro-Bund(EUREX)
Jun04 040428 113.98 114.05 113.75 113.78 -0.10 814,362 1,006,004 -3,959
Sep04 040428 113.59 113.60 113.36 113.36 -0.11 9,476 58,002 +6,099
Dec04 040428 112.38 112.38 112.38 112.38 -0.10 2,281 1 +0
Total Volume and Open Interest 826,119 1,064,007 +2,140
German Euro-Bobl(EUREX)
Jun04 040428 111.35 111.42 111.21 111.22 -0.08 631,999 685,823 +1,948
Sep04 040428 110.79 110.79 110.62 110.62 -0.08 20,500 57,150 +16,483
Dec04 040428 109.82 109.82 109.82 109.82 unch 124 1 +0
Total Volume and Open Interest 652,623 742,974 +18,431
Long Gilt(LIFFE)
Jun04 040428 106~30 107~01 106~20 106~24 -0~04 36,609 188,170 +3,349
Sep04 040428 106~13 106~13 106~13 106~13 -0~02 0 3 +0
Total Volume and Open Interest 36,609 188,173 +3,349
3-Mth Short Sterling(LIFFE)
Jun04 040428 95.47 95.48 95.45 95.46 unch 26,493 206,013 +2,737
Sep04 040428 95.21 95.21 95.18 95.20 unch 39,729 179,919 +4,292
Dec04 040428 95.01 95.03 94.99 95.01 unch 37,042 206,649 +5,604
Total Volume and Open Interest 169,268 1,088,009 +19,512
3-Mth Euribor(LIFFE)
Jun04 040428 97.940 97.945 97.930 97.935 -0.005 83,109 699,264 +1,460
Sep04 040428 97.870 97.875 97.845 97.855 -0.005 113,256 450,709 -3,367
Dec04 040428 97.695 97.705 97.665 97.675 -0.005 171,878 531,907 -20,029
Total Volume and Open Interest 629,703 2,877,901 -22,507
3-Mth Aus T-Bills(SFE)
Jun04 040428 94.44 94.44 94.39 94.41 -0.04 29,407 144,412 +144,412
Sep04 040428 94.37 94.37 94.31 94.33 -0.03 36,136 111,918 +111,918
Dec04 040428 94.32 94.32 94.27 94.28 -0.03 7,360 66,467 +66,467
Mar05 040428 94.27 94.27 94.24 94.24 -0.02 2,752 33,062 +33,062
Jun05 040428 94.22 94.22 94.19 94.19 -0.02 1,616 17,634 +17,634
Sep05 040428 94.17 94.17 94.13 94.14 -0.03 788 13,120 +13,120
Dec05 040428 94.10 94.10 94.08 94.09 -0.02 1,353 10,481 +10,481
Mar06 040428 94.04 94.06 94.04 94.04 -0.02 1,045 5,338 +5,338
Jun06 040428 94.00 94.00 94.00 94.00 -0.03 128 2,020 +2,020
Sep06 040428 93.95 93.95 93.95 93.95 -0.02 75 1,552 +1,552
Total Volume and Open Interest 81,065 408,130 +408,130
10-Year Aus T-Bonds(SFE)
Jun04 040428 94.40 94.43 94.36 94.39 +0.21 6,268 246,670 -121,887
Sep04 040428 94.39 94.39 94.39 94.39 +0.24      
Total Volume and Open Interest 15,506 246,670 -121,887
3-Year Aus T-Bonds(SFE)
Jun04 040428 94.42 94.43 94.36 94.39 -0.02 55,556 395,179 +395,179
Sep04 040428 94.39 94.39 94.39 94.39 -0.02      
Total Volume and Open Interest 55,556 395,179 +395,179
Gold(CMX)
Apr04 040428 396.0 396.0 384.1 385.4 -13.2 61 132 -3
Jun04 040428 396.0 396.0 384.0 385.9 -13.2 32,300 163,237 -4,039
Aug04 040428 396.5 397.5 386.0 386.9 -13.2 501 11,496 +126
Oct04 040428 398.0 398.0 387.2 387.9 -13.2 466 6,842 +94
Dec04 040428 399.5 399.5 386.5 389.0 -13.2 549 27,581 +15
Feb05 040428 396.5 396.5 390.0 390.3 -13.3 5 3,401 -5
Total Volume and Open Interest 34,474 246,504 -3,519
Silver(CMX)
May04 040428 617.0 617.0 582.5 586.7 -36.8 25,134 28,643 -10,726
Jul04 040428 619.0 619.0 584.0 588.5 -36.9 16,656 48,659 +8,906
Sep04 040428 600.0 606.0 585.0 589.8 -37.0 358 4,674 +101
Dec04 040428 624.0 624.0 587.0 591.0 -37.0 670 15,121 +269
Mar05 040428 620.0 620.0 590.0 592.3 -36.9 56 3,208 -22
Total Volume and Open Interest 42,915 106,516 -1,492
Platinum(NYM)
Jul04 040428 826.2 826.2 791.0 796.5 -37.0 1,149 6,181 -105
Oct04 040428 810.0 810.0 786.5 786.5 -37.0 10 232 +0
Jan05 040428 781.5 781.5 781.5 781.5 -42.0 1 8 +0
Total Volume and Open Interest 1,156 6,469 -113
Palladium(NYME)
Jun04 040428 275.00 275.00 245.00 253.60 -24.35 960 8,865 -261
Sep04 040428 276.00 276.00 248.00 255.10 -24.35 16 299 -6
Dec04 040428 280.00 280.00 245.00 256.60 -24.35 3 177 +2
Total Volume and Open Interest 979 9,341 -265
Copper(CMX)
May04 040428 119.20 119.20 116.30 117.75 -5.75 6,839 15,148 -1,874
Jul04 040428 119.40 119.40 116.10 117.65 -6.15 10,454 32,573 +1,483
Sep04 040428 117.50 117.50 114.50 115.35 -5.85 665 4,813 +295
Dec04 040428 114.50 114.50 111.00 111.95 -5.45 85 9,802 +33
Mar05 040428 109.40 109.40 107.15 107.15 -5.15 91 895 -36
Total Volume and Open Interest 18,666 69,318 +182
DJIA Index(CBOT)
Jun04 040428 10440 10445 10314 10343 -124 8,472 44,128 -356
Sep04 040428 10415 10415 10325 10325 -124 4 294 +1
Dec04 040428 10313 10313 10313 10313 -124 0 14 +0
Total Volume and Open Interest 8,476 44,436 -355
S & P 500(CME)
Jun04 040428 1133.70 1134.20 1120.00 1123.40 -14.50 32,604 570,744 -1,346
Sep04 040428 1129.80 1129.80 1122.40 1122.40 -14.50 46 21,147 -14
Dec04 040428 1122.10 1122.10 1122.10 1122.10 -14.60 175 2,654 +154
Mar05 040428 1123.10 1123.10 1123.10 1123.10 -14.70 45 161 +28
Total Volume and Open Interest 32,870 594,891 -1,178
S & P 500 E-Mini(Globex)
Jun04 040428 1138.00 1138.25 1120.00 1123.50 -14.50 743,858 566,483 +6,420
Sep04 040428 1136.75 1136.75 1119.75 1122.50 -14.50 267 1,334 +19
Total Volume and Open Interest 744,125 567,817 +6,439
NASDAQ 100(CME)
Jun04 040428 1478.50 1479.00 1450.00 1458.00 -26.50 10,622 82,239 -1,040
Sep04 040428 1460.50 1460.50 1460.50 1460.50 -26.50 0 12 +0
Dec04 040428 1463.00 1463.00 1463.00 1463.00 -26.50 0 4 +0
Total Volume and Open Interest 10,622 82,255 -1,040
NASDAQ 100 E-Mini(GLOBEX)
Jun04 040428 1484.5 1485.0 1450.0 1458.0 -26.5 293,249 285,898 +6,640
Sep04 040428 1483.5 1483.5 1455.0 1460.5 -26.5 10 586 +8
Total Volume and Open Interest 293,259 286,484 +6,648
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Jun04 040428 605.00 605.00 594.50 598.00 -7.75 342 16,488 -86
Sep04 040428 598.00 598.00 598.00 598.00 -7.75      
Dec04 040428 598.00 598.00 598.00 598.00 -7.75      
Total Volume and Open Interest 342 16,488 -86
Russell 2000(CME)
Jun04 040428 587.00 587.00 574.00 577.00 -12.00 765 28,210 -440
Sep04 040428 577.00 577.00 577.00 577.00 -12.00 0 1 +0
Dec04 040428 577.00 577.00 577.00 577.00 -12.00      
Total Volume and Open Interest 765 28,211 -440
Value Line(KCBT)
Jun04 040428 1617.00 1617.00 1592.00 1595.00 -26.00 0 38 +0
Total Volume and Open Interest 0 38 +0
Nikkei 225(CME)
Jun04 040428 11965 11965 11730 11735 -330 5,453 41,636 -1,118
Sep04 040428 11880 11880 11735 11735 -330 0 20 +0
Total Volume and Open Interest 5,453 41,659 -1,118
Nikkei 225(SIMEX)
Jun04 040428 12060 12090 11965 11980 -90 16,233 181,868 -1,100
Sep04 040428 11975 11975 11975 11975 -90 0 1 +0
Dec04 040428 11950 11950 11950 11950 -90      
Total Volume and Open Interest 16,233 181,869 -1,100
CAC 40(MATIF)
Apr04 040428 3771.0 3778.5 3717.5 3720.5 -66.5 96,596 424,468 -3,831
May04 040428 3721.0 3728.0 3668.0 3670.5 -62.5 50,459 14,993 +4,839
Jun04 040428 3706.0 3713.0 3655.5 3657.5 -60.5 3,338 161,000 +85
Total Volume and Open Interest 92,273 618,430 +998
DAX Index(EUREX)
Jun04 040428 4133.0 4144.0 4074.0 4085.0 -78.5 86,252 184,315 +1,166
Sep04 040428 4149.0 4162.0 4097.0 4106.0 -79.0 351 8,894 +125
Dec04 040428 4174.0 4180.5 4119.0 4128.0 -79.5 230 1,821 +87
Total Volume and Open Interest 86,833 195,030 +1,378
FT-SE 100(LIFFE)
Jun04 040428 4575.00 4578.00 4531.00 4540.00 -43.50 45,549 404,523 +91
Sep04 040428 4584.00 4584.00 4548.50 4551.00 -43.50 204 18,298 +18
Dec04 040428 4582.00 4582.00 4582.00 4582.00 -43.50 0 16,573 +0
Total Volume and Open Interest 45,753 439,894 +109
SPI 200(SFE)
Jun04 040428 3456.0 3463.0 3445.0 3446.0 -11.0 6,201 140,898 -1,200
Sep04 040428 3454.0 3454.0 3454.0 3454.0 -11.0 18 3,331 -18
Dec04 040428 3469.0 3469.0 3469.0 3469.0 -10.0 0 2,490 +0
Total Volume and Open Interest 6,219 147,847 -370
GSCI(CME)
May04 040428 285.50 290.85 285.50 288.60 -0.90 147 16,259 +98
Jun04 040428 287.80 287.80 287.80 287.80 -0.20 1 200 +0
Jul04 040428 283.80 283.80 283.80 283.80 -0.20 0 50 +0
Total Volume and Open Interest 148 16,509 +98
Reuters CRB Index(NYBOT)
Jun04 040428 269.00 270.00 266.00 267.50 -5.50 94 436 -16
Aug04 040428 269.00 269.00 264.50 265.50 -5.50 4 72 +2
Nov04 040428 265.00 265.50 265.00 265.50 -5.50 0 2 +0
Total Volume and Open Interest 98 511 -14
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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