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MRCI's End of Day Prices
Daily Futures Price Listing Thu May 06, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May04 040506 1033.00 1033.00 1016.00 1018.00 -16.50 4,382 10,023 -1,874
Jul04 040506 1016.00 1018.00 999.00 1000.50 -19.50 38,060 134,208 -976
Aug04 040506 955.00 957.50 940.50 941.00 -18.00 2,474 19,927 -72
Sep04 040506 845.00 845.00 825.00 825.00 -20.50 2,150 11,787 -207
Nov04 040506 777.00 784.00 766.00 767.50 -19.00 15,005 54,914 +416
Jan05 040506 778.00 782.00 767.50 768.25 -15.25 380 4,099 -22
Mar05 040506 765.00 770.00 758.00 759.00 -14.00 421 2,881 +108
Total Volume and Open Interest 63,234 240,166 -2,400
Soybean Meal(CBOT)
May04 040506 325.20 326.00 321.30 321.80 -4.40 3,549 8,363 -783
Jul04 040506 323.00 324.20 318.50 319.00 -5.40 16,250 72,670 +1,791
Aug04 040506 310.00 310.50 304.50 304.80 -6.20 4,438 21,868 +679
Sep04 040506 287.50 288.00 281.00 281.30 -7.20 1,326 15,706 +246
Oct04 040506 255.50 256.50 248.00 248.30 -8.40 909 12,272 +232
Dec04 040506 249.00 250.50 242.70 242.70 -8.90 4,405 24,632 +583
Jan05 040506 247.00 248.00 240.50 240.50 -9.00 252 3,053 +0
Mar05 040506 242.50 245.00 238.00 238.00 -7.50 454 2,973 -36
Total Volume and Open Interest 31,701 165,089 +2,742
Soybean Oil(CBOT)
May04 040506 33.75 33.75 33.06 33.07 -0.82 2,689 4,892 -1,391
Jul04 040506 32.95 33.10 32.58 32.62 -0.63 13,370 81,579 -562
Aug04 040506 31.60 31.70 31.28 31.34 -0.45 2,286 15,146 +163
Sep04 040506 30.00 30.15 29.85 29.85 -0.30 466 12,128 +117
Oct04 040506 28.05 28.10 27.90 28.07 -0.16 1,281 7,916 -1,383
Dec04 040506 27.20 27.35 26.80 27.15 -0.13 3,315 23,474 -597
Jan05 040506 26.95 27.05 26.90 26.98 -0.12 5 2,591 +0
Mar05 040506 26.60 26.70 26.50 26.70 -0.15 86 2,046 +34
Total Volume and Open Interest 23,603 151,634 -3,569
Canola(WCE)
May04 040506 413.5 414.0 413.5 414.0 +0.5 7 85 -7
Jul04 040506 418.0 420.0 416.0 417.6 -0.4 1,769 34,039 -870
Sep04 040506 400.0 400.0 400.0 400.0 +1.5      
Nov04 040506 402.5 404.0 401.6 401.9 -2.0 1,046 35,471 +118
Jan05 040506 407.5 408.0 406.5 406.5 -2.3 32 1,348 +14
Total Volume and Open Interest 2,867 71,598 -732
Corn(CBOT)
May04 040506 313.00 313.00 305.25 305.75 -8.50 3,994 8,486 -1,399
Jul04 040506 317.00 317.00 310.00 310.25 -9.50 22,702 261,528 -1,425
Sep04 040506 313.25 313.25 306.00 306.75 -10.00 3,231 38,892 +1,295
Dec04 040506 312.00 312.00 303.00 303.75 -11.50 48,846 306,745 +4,716
Mar05 040506 314.50 314.75 307.25 307.75 -11.50 667 21,551 +113
May05 040506 315.50 316.00 309.50 310.25 -10.00 110 5,196 +82
Total Volume and Open Interest 80,021 659,772 +3,446
Wheat(CBOT)
May04 040506 398.00 402.50 394.00 394.50 -4.50 607 460 -172
Jul04 040506 407.00 411.00 401.00 403.25 -4.75 19,278 104,131 -610
Sep04 040506 412.00 416.50 407.50 409.25 -4.25 2,287 10,147 +121
Dec04 040506 423.00 426.00 416.50 418.75 -4.50 3,932 16,040 +1,028
Mar05 040506 426.00 429.00 421.50 424.00 -4.00 390 1,784 -17
Total Volume and Open Interest 26,572 133,651 +356
Wheat(KCBT)
May04 040506 411.00 419.00 411.00 416.00 +3.00 251 241 -285
Jul04 040506 423.50 426.00 418.00 421.25 -0.75 9,787 43,442 +962
Sep04 040506 428.00 432.00 423.50 425.00 -2.00 984 6,783 +471
Dec04 040506 438.00 439.50 431.00 435.00 -2.00 1,670 7,929 +40
Mar05 040506 433.50 438.00 433.50 438.00 -4.00 43 431 +40
Total Volume and Open Interest 12,735 58,999 +1,228
Wheat(MGE)
May04 040506 436.00 436.00 430.00 430.75 -3.25 217 880 -15
Jul04 040506 437.00 439.00 431.00 432.25 -5.00 2,484 17,232 -450
Sep04 040506 437.75 441.00 432.00 432.50 -5.75 579 7,540 +161
Dec04 040506 442.50 445.00 437.00 437.50 -5.50 2,150 10,824 +995
Mar05 040506 440.00 441.00 439.75 439.75 -5.25 113 188 +95
Total Volume and Open Interest 5,548 36,717 +789
Oats(CBOT)
May04 040506 168.00 168.00 168.00 168.00 -5.50 222 90 -41
Jul04 040506 178.00 178.25 172.25 172.75 -6.00 1,301 7,510 -97
Sep04 040506 180.00 180.00 178.00 178.00 -6.00 169 1,164 +65
Dec04 040506 187.50 187.50 183.00 183.75 -5.00 230 4,159 +73
Total Volume and Open Interest 1,922 13,024 +0
Rough Rice(CBOT)
May04 040506 10.80 11.00 10.80 11.00 +0.30 104 253 -92
Jul04 040506 11.02 11.22 11.00 11.11 +0.16 232 4,324 -188
Sep04 040506 9.22 9.22 9.22 9.22 +0.12 74 421 +65
Nov04 040506 9.04 9.21 9.04 9.10 +0.10 8 931 +5
Total Volume and Open Interest 418 6,151 -210
Live Cattle(CME)
Jun04 040506 86.300 87.550 84.250 85.175 -0.275 13,256 65,829 -2,008
Aug04 040506 85.800 86.950 84.150 85.750 +0.325 8,339 34,197 +2,643
Oct04 040506 84.700 85.750 83.100 84.550 unch 2,125 19,401 +611
Dec04 040506 83.600 84.400 82.200 82.900 -0.700 694 8,319 +271
Feb05 040506 84.850 85.350 83.250 84.250 -0.600 253 4,136 -118
Apr05 040506 83.600 83.700 82.500 82.650 -0.650 24 948 +17
Total Volume and Open Interest 24,700 132,869 +1,414
Feeder Cattle(CME)
May04 040506 101.000 102.800 100.550 101.825 +1.375 872 2,462 -128
Aug04 040506 99.400 100.900 97.800 98.625 -0.650 1,155 10,689 +136
Sep04 040506 98.250 99.500 96.600 97.500 -0.450 171 879 +56
Oct04 040506 97.500 99.100 96.400 97.025 -0.375 88 1,470 +32
Nov04 040506 97.100 98.200 96.000 96.800 -0.550 27 356 +12
Jan05 040506 94.700 95.000 94.000 94.000 -0.300 7 64 -5
Mar05 040506 91.800 91.800 91.500 91.500 unch 1 12 +0
Total Volume and Open Interest 2,321 15,933 +103
Lean Hogs(CME)
May04 040506 76.250 76.900 75.700 76.350 +0.900 1,099 2,521 -176
Jun04 040506 74.900 75.300 73.500 73.525 -0.825 5,505 44,182 -753
Jul04 040506 75.900 76.300 74.700 74.800 -0.975 3,770 15,026 +818
Aug04 040506 72.900 73.150 71.750 71.775 -1.050 707 8,597 +282
Oct04 040506 61.175 61.475 60.350 60.525 -0.650 550 5,674 +357
Dec04 040506 57.600 57.700 56.950 57.075 -0.275 625 3,775 +342
Feb05 040506 58.925 58.950 58.850 58.850 -0.100 22 656 +13
Apr05 040506 59.500 59.500 59.300 59.300 -0.150 8 319 +2
Total Volume and Open Interest 12,286 80,767 +885
Pork Bellies(CME)
May04 040506 120.500 120.700 118.500 119.275 -0.575 396 850 -191
Jul04 040506 114.750 115.100 112.400 112.750 -2.050 1,016 2,947 +165
Aug04 040506 108.600 110.250 106.500 106.500 -1.750 9 426 +4
Feb05 040506 94.000 94.000 94.000 94.000 +0.700 3 5 +1
Mar05 040506 87.000 87.000 87.000 87.000 unch 0 2 +0
Total Volume and Open Interest 1,424 4,230 -21
Class III Milk(CME)
Apr04 040430 19.61 19.61 19.57 19.61 unch 42 6,592 +0
May04 040506 19.95 20.20 19.85 20.20 +0.12 608 7,988 +63
Jun04 040506 16.65 16.75 16.20 16.60 -0.21 545 5,207 +325
Jul04 040506 15.45 15.46 15.10 15.40 -0.26 187 4,072 +11
Aug04 040506 15.50 15.60 15.30 15.45 -0.35 155 3,946 +47
Total Volume and Open Interest 1,720 32,994 +489
Cocoa(NYBOT)
May04 040506 1360 1360 1357 1357 +3 0 232 -2
Jul04 040506 1372 1388 1358 1361 -1 6,570 45,738 +1,646
Sep04 040506 1384 1391 1365 1367 -2 821 14,327 +330
Dec04 040506 1400 1400 1380 1380 -3 511 11,806 +301
Mar05 040506 1415 1415 1394 1394 -2 366 9,275 +234
May05 040506 1409 1409 1409 1409 +2 109 11,330 +0
Jul05 040506 1431 1431 1425 1425 +2 101 9,382 -14
Total Volume and Open Interest 8,504 106,349 +2,521
Coffee "C"(NYBOT)
May04 040506 70.75 70.75 68.90 69.15 -1.05 105 286 +54
Jul04 040506 72.20 72.60 70.70 71.15 -1.05 8,411 64,317 -185
Sep04 040506 74.20 74.70 73.00 73.30 -1.10 883 17,395 +29
Dec04 040506 76.95 77.50 75.90 76.10 -1.05 214 8,125 +72
Mar05 040506 79.50 79.75 78.80 78.80 -0.95 89 4,533 +67
May05 040506 80.75 80.75 80.25 80.25 -0.90 0 665 +0
Total Volume and Open Interest 9,765 96,573 +87
Orange Juice(NYBOT)
May04 040506 58.15 58.15 56.80 56.80 -1.55 208 1,924 -125
Jul04 040506 60.70 60.75 58.90 59.40 -1.60 1,903 22,259 +75
Sep04 040506 62.60 62.60 61.00 61.30 -1.70 66 3,073 +10
Nov04 040506 64.70 64.70 62.60 63.10 -1.90 97 2,548 +17
Jan05 040506 66.70 66.70 65.00 65.10 -1.90 16 952 +13
Total Volume and Open Interest 2,312 33,815 +8
Sugar #11(NYBOT)
Jul04 040506 6.63 6.80 6.63 6.78 +0.15 31,825 153,598 -3,903
Oct04 040506 6.96 7.09 6.94 7.08 +0.16 8,858 57,205 +1,417
Mar05 040506 7.30 7.37 7.29 7.37 +0.10 6,382 35,478 +1,755
May05 040506 7.16 7.23 7.15 7.23 +0.10 961 12,724 -11
Jul05 040506 6.99 7.06 6.98 7.06 +0.10 654 8,248 -36
Total Volume and Open Interest 48,966 275,924 -808
London Cocoa(LCE)
May04 040506 784 795 781 788 -2 5,186 25,773 -2,820
Jul04 040506 801 810 792 802 unch 7,148 38,640 +2,888
Sep04 040506 815 822 810 815 -2 1,045 23,348 +308
Dec04 040506 831 842 829 835 -2 348 41,144 +85
Mar05 040506 851 861 847 854 -2 471 24,130 +244
May05 040506 860 866 860 866 -2 65 9,055 +50
Jul05 040506 874 877 874 877 -2 248 8,938 +88
Total Volume and Open Interest 14,611 183,568 +843
London Coffee(LCE)
May04 040506 691.00 694.00 690.00 694.00 +1.00 226 1,367 -117
Jul04 040506 726.00 727.00 720.00 722.00 -6.00 3,153 90,435 +490
Sep04 040506 742.00 743.00 738.00 738.00 -7.00 574 33,625 -197
Nov04 040506 759.00 759.00 753.00 754.00 -7.00 181 19,099 +95
Jan05 040506 771.00 772.00 769.00 769.00 -8.00 0 13,149 +0
Mar05 040506 791.00 791.00 785.00 785.00 -7.00 0 6,843 +0
Total Volume and Open Interest 4,134 166,888 +271
London Sugar(LCE)
May04 040415 229.70 233.00 228.50 230.50 +0.80 2,920 4,852 -431
Aug04 040506 221.50 224.00 221.00 224.00 +2.20 2,583 30,405 +58
Oct04 040506 225.80 228.00 225.80 227.80 +2.00 71 10,796 -4
Dec04 040506 230.00 232.10 229.70 232.10 +1.80 20 4,784 -20
Mar05 040506 232.00 234.50 232.00 233.60 +1.30 6 7,337 -1
Total Volume and Open Interest 2,747 60,725 +97
Cotton(NYBOT)
May04 040506 61.93 63.75 61.93 63.75 +1.82 8 296 -9
Jul04 040506 60.80 61.80 60.55 61.75 +1.21 3,338 51,320 -13
Oct04 040506 62.35 62.70 62.29 62.43 +0.53 82 1,586 -52
Dec04 040506 62.95 63.05 62.61 62.90 +0.27 783 24,709 +58
Mar05 040506 64.95 65.05 64.95 64.95 +0.22 29 4,817 +0
May05 040506 65.60 65.60 65.60 65.60 +0.15 0 836 +0
Total Volume and Open Interest 4,240 84,848 -16
Lumber(CME)
May04 040506 445.5 448.4 440.6 446.9 +3.7 479 1,353 -362
Jul04 040506 425.5 429.5 423.7 425.5 +0.2 527 3,398 +109
Sep04 040506 396.9 397.1 391.9 395.5 -0.5 161 776 +79
Nov04 040506 359.5 363.1 359.5 363.0 +3.2 54 270 +39
Total Volume and Open Interest 1,226 5,827 -134
Crude Oil(NYM)
Jun04 040506 39.85 39.88 39.15 39.37 -0.20 105,651 211,285 -2,423
Jul04 040506 39.55 39.70 38.90 39.17 -0.19 65,739 108,296 +10,332
Aug04 040506 39.00 39.00 38.40 38.62 -0.17 15,967 50,900 +719
Sep04 040506 38.30 38.30 37.85 37.96 -0.17 10,170 37,015 -354
Oct04 040506 37.40 37.55 37.39 37.39 -0.17 3,506 29,361 +822
Nov04 040506 37.10 37.10 36.85 36.87 -0.17 1,616 21,524 +534
Dec04 040506 36.78 36.78 36.25 36.42 -0.17 10,092 65,299 -529
Jan05 040506 36.10 36.13 35.70 35.89 -0.17 1,519 18,648 +265
Feb05 040506 35.45 35.45 35.42 35.42 -0.16 317 9,736 +86
Mar05 040506 35.30 35.30 34.99 34.99 -0.15 46 10,751 +25
Apr05 040506 34.56 34.56 34.56 34.56 -0.14 350 6,193 +6
May05 040506 34.15 34.15 34.14 34.14 -0.13 3 3,281 -3
Jun05 040506 34.00 34.00 33.70 33.75 -0.12 1,228 21,546 -2
Jul05 040506 33.47 33.47 33.47 33.47 -0.11 0 4,856 +0
Aug05 040506 33.20 33.20 33.20 33.20 -0.10 50 2,835 +0
Sep05 040506 33.24 33.24 32.96 32.96 -0.09 951 5,672 +465
Total Volume and Open Interest 221,878 735,988 +9,429
Heating Oil(NYM)
Jun04 040506 100.00 101.80 99.60 100.45 +0.67 30,483 65,823 -3,144
Jul04 040506 100.30 100.70 99.20 99.91 +0.40 15,496 30,331 +3,824
Aug04 040506 100.00 100.40 99.50 99.71 +0.25 3,270 15,323 -160
Sep04 040506 100.00 100.40 99.90 100.01 +0.25 2,512 10,187 +1,048
Oct04 040506 100.75 100.80 100.20 100.46 +0.25 312 6,882 +121
Nov04 040506 101.30 101.30 100.75 100.91 +0.20 383 5,853 +105
Dec04 040506 101.90 102.00 101.20 101.41 +0.20 2,634 25,717 -59
Jan05 040506 102.10 102.10 101.45 101.51 +0.20 444 8,017 +81
Feb05 040506 101.30 101.55 100.61 100.61 +0.10 399 3,308 +259
Mar05 040506 97.90 97.90 97.26 97.26 +0.10 187 7,304 -122
Apr05 040506 94.20 94.40 93.46 93.46 +0.05 1 785 +0
May05 040506 91.20 91.20 90.21 90.21 unch 2 228 -1
Total Volume and Open Interest 56,126 180,934 +1,955
Unleaded Gas(NYM)
Jun04 040506 131.90 132.90 130.50 131.20 -0.05 34,363 75,017 -1,818
Jul04 040506 127.50 128.20 125.80 126.67 -0.48 13,930 26,163 +1,521
Aug04 040506 122.80 122.80 121.50 121.87 -0.45 2,820 13,022 +400
Sep04 040506 117.20 117.20 116.00 116.22 -0.35 1,275 15,375 +253
Oct04 040506 109.75 110.30 109.39 109.39 -0.25 132 6,387 +63
Nov04 040506 105.00 105.24 105.00 105.24 -0.25 90 2,554 +30
Dec04 040506 101.70 102.29 101.70 102.29 -0.25 308 5,470 +68
Jan05 040506 101.40 101.40 100.50 100.94 -0.20 106 2,365 +93
Feb05 040506 100.80 100.80 100.44 100.44 -0.15 0 1,732 +0
Mar05 040506 101.50 101.50 100.89 100.89 -0.10 0 1,045 +0
Apr05 040506 108.00 108.00 106.99 106.99 -0.05 0 942 +0
May05 040506 106.79 106.79 106.79 106.79 -0.05 0 450 +0
Total Volume and Open Interest 53,024 150,522 +610
Natural Gas(NYM)
Jun04 040506 6.290 6.360 6.190 6.219 -0.091 34,937 70,565 +3,202
Jul04 040506 6.380 6.430 6.300 6.316 -0.075 10,198 42,858 +1,620
Aug04 040506 6.415 6.470 6.340 6.356 -0.075 4,682 25,834 +229
Sep04 040506 6.370 6.420 6.300 6.327 -0.071 3,852 24,261 +921
Oct04 040506 6.390 6.410 6.320 6.340 -0.069 2,873 23,134 +217
Nov04 040506 6.535 6.535 6.470 6.495 -0.067 1,278 16,758 +191
Dec04 040506 6.670 6.670 6.640 6.658 -0.062 1,582 19,482 -75
Jan05 040506 6.800 6.840 6.740 6.778 -0.059 1,561 17,468 +284
Feb05 040506 6.750 6.800 6.690 6.718 -0.059 1,514 12,036 -418
Mar05 040506 6.515 6.520 6.450 6.498 -0.054 1,440 14,054 -107
Apr05 040506 5.620 5.620 5.580 5.598 -0.024 1,335 10,775 -276
May05 040506 5.410 5.420 5.390 5.408 -0.024 1,205 8,414 +384
Jun05 040506 5.440 5.440 5.421 5.421 -0.022 523 6,316 +32
Jul05 040506 5.460 5.460 5.430 5.441 -0.019 1,310 11,995 +58
Aug05 040506 5.448 5.448 5.448 5.448 -0.019 439 6,758 +58
Sep05 040506 5.400 5.408 5.400 5.408 -0.019 300 7,012 +72
Total Volume and Open Interest 71,320 372,124 +7,471
Brent Crude Oil(IPE)
Jun04 040506 37.00 37.20 36.42 36.53 -0.19 54,001 83,799 -5,251
Jul04 040506 36.45 36.68 36.02 36.06 -0.29 45,977 92,840 +3,965
Aug04 040506 36.00 36.13 35.60 35.66 -0.24 13,894 31,261 +7,451
Sep04 040506 35.50 35.60 35.10 35.17 -0.23 3,968 17,042 +503
Oct04 040506 34.98 35.07 34.60 34.67 -0.23 2,015 10,628 +357
Nov04 040506 34.50 34.60 34.16 34.16 -0.24 610 8,049 +14
Dec04 040506 33.97 34.05 33.60 33.65 -0.25 5,914 36,096 +196
Jan05 040506 33.55 33.55 33.16 33.16 -0.24 1,100 12,753 +865
Feb05 040506 32.90 32.90 32.70 32.70 -0.22 160 4,069 -40
Mar05 040506 32.60 32.60 32.28 32.28 -0.20 500 6,361 +350
Apr05 040506 31.92 31.92 31.92 31.92 -0.18 0 5,145 +0
May05 040506 31.58 31.58 31.58 31.58 -0.16 0 610 +0
Jun05 040506 31.15 31.26 31.15 31.26 -0.14 550 17,798 -80
Total Volume and Open Interest 131,744 371,468 +8,295
Gas Oil(IPE)
May04 040506 325.00 332.50 325.00 328.25 +6.50 15,254 33,715 -3,166
Jun04 040506 316.00 323.25 315.50 317.50 +5.75 16,396 52,220 +2,279
Jul04 040506 309.50 316.00 309.50 312.25 +6.25 5,015 19,955 +1,231
Aug04 040506 306.00 311.00 306.00 308.50 +5.50 954 9,432 +461
Sep04 040506 306.00 309.50 306.00 306.75 +5.00 313 10,162 -162
Oct04 040506 303.50 308.50 303.50 305.50 +4.75 544 7,993 -32
Nov04 040506 303.00 303.00 303.00 303.00 +4.00 0 4,716 +0
Dec04 040506 300.50 302.00 299.50 299.50 +4.00 1,254 21,394 +483
Jan05 040506 295.25 295.25 295.25 295.25 +3.75 0 3,180 +0
Feb05 040506 293.50 293.50 289.00 290.50 +3.50 0 600 +0
Total Volume and Open Interest 39,730 179,192 +1,094
US Dollar Index(NYBOT)
Jun04 040506 89.58 90.18 89.57 90.09 +0.59 4,061 8,968 +57
Sep04 040506 89.99 90.52 89.99 90.49 +0.58 31 2,122 +8
Dec04 040506 90.89 90.89 90.89 90.89 +0.58 0 31 +0
Total Volume and Open Interest 4,093 11,122 +66
Australian Dollar(CME)
Jun04 040506 72.73 72.76 71.75 71.90 -1.06 1,113 34,615 +41
Sep04 040506 71.59 71.59 71.14 71.14 -1.06 17 931 +9
Dec04 040506 71.00 71.00 70.38 70.38 -1.06 0 137 +0
Total Volume and Open Interest 1,132 35,770 +48
British Pound(CME)
Jun04 040506 179.02 179.26 178.50 178.92 +0.25 2,637 46,194 +300
Sep04 040506 177.50 177.60 177.50 177.51 +0.27 11 86 +0
Dec04 040506 176.19 176.19 176.19 176.19 +0.38 0 359 +0
Total Volume and Open Interest 2,648 46,641 +300
Canadian Dollar(CME)
Jun04 040506 72.52 72.69 72.33 72.50 -0.16 5,929 74,705 +660
Sep04 040506 72.38 72.50 72.23 72.39 -0.16 178 3,994 +37
Dec04 040506 72.34 72.44 72.17 72.32 -0.16 145 3,285 +50
Mar05 040506 72.26 72.26 72.26 72.26 -0.16 30 382 +30
Total Volume and Open Interest 6,282 82,544 +777
Japanese Yen(CME)
Jun04 040506 91.43 91.49 91.11 91.18 -0.97 6,393 103,351 +352
Sep04 040506 91.72 91.76 91.46 91.48 -0.97 61 803 +14
Dec04 040506 91.88 91.88 91.88 91.88 -0.97 8 67 -2
Total Volume and Open Interest 6,462 104,225 +364
Swiss Franc(CME)
Jun04 040506 78.23 78.32 77.80 77.97 -0.59 4,201 36,583 -88
Sep04 040506 78.19 78.19 78.14 78.14 -0.59 5 63 +3
Dec04 040506 78.33 78.33 78.33 78.33 -0.59 1 114 +1
Total Volume and Open Interest 4,207 36,817 -84
EuroFX(CME)
Jun04 040506 121.03 121.15 120.50 120.66 -0.90 12,791 123,763 +1,156
Sep04 040506 120.82 120.85 120.37 120.43 -0.90 82 996 -11
Dec04 040506 120.30 120.30 120.30 120.30 -0.90 1 403 +0
Total Volume and Open Interest 12,875 125,315 +1,145
Mexican Peso(CME)
Jun04 040506 8715.0 8717.0 8665.0 8690.0 -22.0 5,926 52,751 +1,767
Sep04 040506 8560.0 8570.0 8560.0 8570.0 -25.0 120 1,052 +5
Total Volume and Open Interest 6,061 55,776 +1,787
30-Year T-Bonds(CBOT)
Jun04 040506 106~05 106~15 105~24 105~31 -0~13 305,310 484,357 +9,650
Sep04 040506 105~02 105~02 104~16 104~20 -0~13 11,451 43,332 +3,100
Dec04 040506 103~18 103~18 103~12 103~12 -0~13 4 1,264 +1
Total Volume and Open Interest 316,765 529,135 +12,751
Municipal Bonds(CBOT)
Jun04 040506 100~03 100~06 99~25 99~29 -0~11 399 2,229 -96
Total Volume and Open Interest 399 2,229 -96
10-Year T-Notes(CBOT)
Jun04 040506 110~000 110~045 109~230 109~265 -0~075 807,369 1,253,658 -18,991
Sep04 040506 108~165 108~195 108~080 108~115 -0~080 18,770 172,653 +3,632
Total Volume and Open Interest 827,739 1,429,488 -14,551
5-Year T-Notes(CBOT)
Jun04 040506 109~215 109~220 109~155 109~170 -0~055 376,638 0 +0
Sep04 040506 108~110 108~110 108~075 108~075 -0~055 3,152 0 +0
Dec04 040506 107~000 107~000 107~000 107~000 -0~050 2 0 +0
Total Volume and Open Interest 379,792    
2 Year T-Notes(CBOT)
Jun04 040506 106~030 106~030 106~018 106~020 -0~013 4,760 182,714 +949
Sep04 040506 105~064 105~064 105~050 105~050 -0~015 1,318 1,976 +665
Total Volume and Open Interest 6,078 184,690 +1,614
Eurodollars(CME)
Jun04 040506 98.655 98.660 98.620 98.635 -0.020 85,253 842,240 +18,756
Sep04 040506 98.245 98.245 98.195 98.200 -0.050 102,876 912,482 +10,973
Dec04 040506 97.785 97.785 97.715 97.720 -0.075 112,599 796,300 +11,888
Mar05 040506 97.310 97.310 97.240 97.250 -0.070 125,180 595,820 +1,456
Jun05 040506 96.855 96.855 96.795 96.800 -0.060 82,106 574,883 -2,483
Sep05 040506 96.455 96.455 96.400 96.410 -0.050 81,910 392,584 -8,690
Dec05 040506 96.105 96.105 96.050 96.060 -0.050 43,322 314,652 +477
Mar06 040506 95.800 95.805 95.765 95.780 -0.040 45,283 260,203 -3,677
Jun06 040506 95.540 95.545 95.510 95.525 -0.035 14,997 180,166 +1,088
Sep06 040506 95.310 95.320 95.280 95.300 -0.040 16,650 168,651 -669
Dec06 040506 95.100 95.110 95.060 95.085 -0.035 12,784 132,209 +119
Mar07 040506 94.925 94.935 94.895 94.910 -0.035 13,417 111,565 +631
Total Volume and Open Interest 790,007 5,912,192 +42,051
3-Mth Euro-Yen(CME)
Jun04 040506 99.92 99.92 99.92 99.92 unch 0 13,073 +1
Sep04 040506 99.90 99.90 99.90 99.90 unch 3 6,987 +5
Dec04 040506 99.87 99.87 99.87 99.87 unch 0 9,030 -40
Mar05 040506 99.81 99.81 99.81 99.81 unch 64 5,006 -1
Jun05 040506 99.73 99.73 99.73 99.73 +0.01 0 4,471 +31
Sep05 040506 99.62 99.62 99.62 99.62 +0.02 0 3,061 +510
Dec05 040506 99.53 99.53 99.52 99.53 +0.02 0 889 +0
Mar06 040506 99.40 99.40 99.40 99.40 +0.01 0 294 +0
Jun06 040506 99.31 99.31 99.31 99.31 +0.02 0 77 +0
Sep06 040506 99.22 99.22 99.22 99.22 +0.02 0 114 +0
Total Volume and Open Interest 67 44,267 +506
3-Mth Euro-Yen(SIMEX)
Jun04 040506 99.92 99.92 99.92 99.92 unch 445 72,462 +202
Sep04 040506 99.90 99.90 99.90 99.90 unch 556 39,128 -40
Dec04 040506 99.87 99.88 99.87 99.87 unch 118 62,730 +62
Mar05 040506 99.80 99.82 99.80 99.81 unch 121 43,450 +4
Jun05 040506 99.72 99.74 99.72 99.73 +0.01 5 44,650 +57
Sep05 040506 99.60 99.62 99.60 99.62 +0.02 20 42,480 +496
Dec05 040506 99.50 99.52 99.50 99.52 +0.02 0 16,531 +0
Mar06 040506 99.38 99.40 99.38 99.40 +0.02 0 9,849 +0
Total Volume and Open Interest 1,265 345,203 +781
German Euro-Bund(EUREX)
Jun04 040506 113.97 114.03 113.55 113.62 -0.42 817,346 1,024,101 +5,371
Sep04 040506 113.58 113.60 113.13 113.18 -0.44 3,907 65,599 +2,200
Dec04 040506 112.22 112.22 112.22 112.22 -0.42 430 1 +0
Total Volume and Open Interest 821,683 1,089,701 +7,571
German Euro-Bobl(EUREX)
Jun04 040506 111.45 111.50 111.13 111.19 -0.28 677,028 707,841 +23,542
Sep04 040506 110.86 110.86 110.56 110.56 -0.31 5,293 93,709 +1,559
Dec04 040506 109.79 109.79 109.79 109.79 -0.28 0 1 +0
Total Volume and Open Interest 682,321 801,551 +25,101
Long Gilt(LIFFE)
Jun04 040506 107~02 107~04 106~17 106~21 -0~17 42,622 189,466 -3,320
Sep04 040506 106~24 106~24 106~10 106~10 -0~16 2 15 +2
Total Volume and Open Interest 42,624 189,481 -3,318
3-Mth Short Sterling(LIFFE)
Jun04 040506 95.47 95.50 95.44 95.47 unch 31,600 225,600 +1,384
Sep04 040506 95.24 95.26 95.18 95.21 -0.03 34,054 186,849 -5,965
Dec04 040506 95.09 95.11 95.00 95.02 -0.06 61,107 186,389 -20,198
Total Volume and Open Interest 181,795 1,105,457 -38,834
3-Mth Euribor(LIFFE)
Jun04 040506 97.925 97.940 97.915 97.925 -0.010 79,024 681,335 -4,796
Sep04 040506 97.850 97.870 97.815 97.830 -0.035 161,378 470,043 -16,938
Dec04 040506 97.695 97.710 97.630 97.655 -0.055 232,794 530,893 -3,265
Total Volume and Open Interest 848,787 2,871,542 -18,497
3-Mth Aus T-Bills(SFE)
Jun04 040506 94.38 94.39 94.37 94.39 -0.01 18,816 166,496 +3,273
Sep04 040506 94.28 94.29 94.27 94.29 -0.02 13,860 120,320 +1,993
Dec04 040506 94.21 94.23 94.20 94.22 -0.02 2,334 70,154 -2,274
Mar05 040506 94.15 94.17 94.15 94.16 -0.03 936 32,830 -855
Jun05 040506 94.09 94.10 94.09 94.09 -0.03 5 18,333 -391
Sep05 040506 94.03 94.03 94.03 94.03 -0.02 150 13,826 -472
Dec05 040506 93.96 93.96 93.96 93.96 -0.03 210 11,365 -1,505
Mar06 040506 93.88 93.88 93.88 93.88 -0.03 21 6,164 +0
Jun06 040506 93.82 93.82 93.82 93.82 -0.02 1 1,966 +0
Sep06 040506 93.76 93.77 93.76 93.77 -0.01 162 1,480 -293
Total Volume and Open Interest 36,551 445,508 -711
10-Year Aus T-Bonds(SFE)
Jun04 040506 94.05 94.06 94.00 94.00 -0.07 9,277 265,132 -5,655
Sep04 040506 94.04 94.04 94.04 94.04 -0.03      
Total Volume and Open Interest 82,828 406,461 -7,252
3-Year Aus T-Bonds(SFE)
Jun04 040506 94.28 94.31 94.28 94.30 -0.03 44,017 406,461 -7,252
Sep04 040506 94.30 94.30 94.30 94.30 -0.03      
Total Volume and Open Interest 44,017 406,461 -7,252
Gold(CMX)
Jun04 040506 391.0 391.6 387.0 388.4 -5.4 39,429 159,250 +1,026
Aug04 040506 392.5 392.5 388.1 389.4 -5.4 629 14,649 +103
Oct04 040506 391.8 391.8 389.8 390.5 -5.4 130 6,718 +68
Dec04 040506 395.0 395.0 390.2 391.7 -5.3 1,272 29,384 +31
Feb05 040506 396.0 396.0 393.1 393.1 -5.3 217 3,195 -125
Apr05 040506 394.6 394.6 394.6 394.6 -5.3 0 2,081 +0
Total Volume and Open Interest 42,145 248,305 +1,442
Silver(CMX)
May04 040506 599.0 602.0 578.0 581.9 -28.5 111 697 -261
Jul04 040506 601.0 602.0 577.0 583.0 -28.5 9,644 64,576 +1,059
Sep04 040506 603.0 603.0 577.0 584.4 -28.4 52 4,799 +10
Dec04 040506 609.0 609.0 580.0 586.0 -28.2 234 14,344 +80
Mar05 040506 599.0 601.0 587.3 587.3 -28.2 9 3,267 +2
Total Volume and Open Interest 10,075 94,059 +893
Platinum(NYM)
Jul04 040506 798.0 799.5 792.0 793.9 -11.6 652 5,696 -143
Oct04 040506 783.9 783.9 783.9 783.9 -11.6 3 236 +0
Jan05 040506 778.9 778.9 778.9 778.9 -11.6 0 8 +0
Total Volume and Open Interest 655 5,940 -143
Palladium(NYME)
Jun04 040506 253.00 255.00 251.00 254.05 unch 850 8,254 -43
Sep04 040506 256.00 256.05 256.00 256.05 unch 64 397 +21
Dec04 040506 258.05 258.05 258.05 258.05 unch 3 252 +3
Total Volume and Open Interest 917 8,903 -19
Copper(CMX)
May04 040506 125.10 125.50 123.00 123.85 -0.80 319 4,323 -636
Jul04 040506 125.10 125.20 122.60 123.70 -0.50 6,264 37,977 +216
Sep04 040506 122.20 122.20 120.00 121.05 -0.15 705 5,610 +220
Dec04 040506 118.20 118.20 115.60 117.20 +0.20 238 9,997 -59
Mar05 040506 113.00 113.00 113.00 113.00 +0.25 39 1,015 +9
Total Volume and Open Interest 7,893 65,282 -156
DJIA Index(CBOT)
Jun04 040506 10254 10276 10155 10222 -83 6,572 43,061 -394
Sep04 040506 10245 10245 10145 10203 -83 33 696 +27
Dec04 040506 10193 10193 10193 10193 -83 0 12 +0
Total Volume and Open Interest 6,605 43,769 -367
S & P 500(CME)
Jun04 040506 1114.70 1118.50 1104.80 1113.00 -9.00 32,673 558,056 -3,958
Sep04 040506 1113.50 1113.50 1111.20 1112.10 -9.00 1,670 23,487 +1,498
Dec04 040506 1112.50 1112.50 1111.80 1111.80 -9.00 0 2,738 +0
Mar05 040506 1112.90 1112.90 1112.90 1112.90 -9.00 0 200 +0
Total Volume and Open Interest 34,351 584,654 -2,460
S & P 500 E-Mini(Globex)
Jun04 040506 1122.00 1122.25 1104.75 1113.00 -9.00 665,017 559,833 +8,839
Sep04 040506 1116.75 1116.75 1105.00 1112.00 -9.00 83 1,344 -16
Total Volume and Open Interest 665,100 561,177 +8,823
NASDAQ 100(CME)
Jun04 040506 1418.00 1426.00 1403.50 1419.00 -13.00 11,066 80,375 -82
Sep04 040506 1422.50 1422.50 1422.50 1422.50 -12.00 0 15 -12
Dec04 040506 1426.00 1426.00 1426.00 1426.00 -11.00 0 4 +0
Total Volume and Open Interest 11,066 80,394 -94
NASDAQ 100 E-Mini(GLOBEX)
Jun04 040506 1432.5 1433.5 1403.5 1419.0 -13.0 308,423 280,968 -11,242
Sep04 040506 1424.5 1429.0 1409.0 1422.5 -12.0 412 874 +192
Total Volume and Open Interest 308,835 281,842 -11,050
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Jun04 040506 590.50 590.50 581.25 585.15 -8.70 429 15,239 -28
Sep04 040506 585.15 585.15 585.15 585.15 -8.70      
Dec04 040506 585.15 585.15 585.15 585.15 -8.70      
Total Volume and Open Interest 429 15,239 -28
Russell 2000(CME)
Jun04 040506 565.75 565.75 553.75 560.00 -9.25 725 28,015 +2
Sep04 040506 560.00 560.00 560.00 560.00 -9.25 0 1 +0
Dec04 040506 560.00 560.00 560.00 560.00 -9.25      
Total Volume and Open Interest 725 28,016 +2
Value Line(KCBT)
Jun04 040506 1554.00 1557.00 1546.00 1557.00 -19.00 4 50 +3
Total Volume and Open Interest 5 51 +4
Nikkei 225(CME)
Jun04 040506 11510 11540 11430 11520 -250 3,603 41,539 -145
Sep04 040506 11505 11520 11450 11520 -250 0 78 +0
Total Volume and Open Interest 3,603 41,620 -145
Nikkei 225(SIMEX)
Jun04 040506 11740 11790 11525 11530 -155 29,149 0 +0
Sep04 040506 11525 11525 11525 11525 -155      
Dec04 040506 11500 11500 11500 11500 -155      
Total Volume and Open Interest 29,149    
CAC 40(MATIF)
May04 040506 3679.0 3683.5 3590.0 3612.5 -76.5 63,149 300,831 +21,008
Jun04 040506 3663.0 3663.0 3580.0 3600.0 -77.0 2,880 171,530 -695
Jul04 040506 3605.5 3605.5 3605.5 3605.5 -77.0      
Total Volume and Open Interest 61,120 490,335 +20,313
DAX Index(EUREX)
Jun04 040506 4008.5 4023.5 3888.5 3892.0 -144.0 115,541 201,657 +1,316
Sep04 040506 4032.0 4035.5 3910.0 3912.5 -144.0 179 8,847 +119
Dec04 040506 4062.0 4062.0 3934.0 3934.0 -145.0 116 1,783 +79
Total Volume and Open Interest 115,836 212,287 +1,514
FT-SE 100(LIFFE)
Jun04 040506 4555.50 4570.00 4513.50 4519.50 -51.50 74,017 409,554 -8,476
Sep04 040506 4567.00 4567.00 4525.50 4529.50 -51.50 5 19,128 +0
Dec04 040506 4564.00 4564.00 4560.00 4560.00 -51.50 0 20,123 +0
Total Volume and Open Interest 74,022 449,305 -8,476
SPI 200(SFE)
Jun04 040506 3406.0 3410.0 3382.0 3398.0 -7.0 12,883 156,799 +1,907
Sep04 040506 3405.0 3406.0 3394.0 3406.0 -7.0 59 3,658 +19
Dec04 040506 3421.0 3421.0 3421.0 3421.0 -7.0 18 2,491 -18
Total Volume and Open Interest 13,053 164,317 +1,839
GSCI(CME)
May04 040506 304.45 304.70 300.85 300.85 -2.35 126 16,050 +4
Jun04 040506 302.10 302.10 300.20 300.20 -1.80 43 448 +25
Jul04 040506 296.50 296.50 296.50 296.50 -1.00 25 75 +25
Total Volume and Open Interest 194 16,573 +54
Reuters CRB Index(NYBOT)
Jun04 040506 276.75 276.75 271.50 271.75 -4.50 32 375 +4
Aug04 040506 271.50 271.50 269.25 269.25 -4.50 8 71 -2
Nov04 040506 270.50 270.50 270.50 270.50 -4.50 0 4 +0
Total Volume and Open Interest 40 451 +2
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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