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MRCI's End of Day Prices
Daily Futures Price Listing Thu May 27, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul04 040527 858.00 863.00 822.00 822.00 -50.00 43,458 105,583 -1,690
Aug04 040527 813.00 818.50 776.50 779.50 -44.00 10,231 21,689 +1,029
Sep04 040527 740.00 743.00 706.00 707.00 -42.00 559 9,426 +20
Nov04 040527 701.00 705.00 672.00 673.00 -36.00 11,468 55,257 -214
Jan05 040527 704.00 707.00 675.00 675.50 -35.00 97 4,394 +13
Mar05 040527 702.00 702.25 673.00 675.50 -33.75 109 3,418 +86
May05 040527 697.00 697.00 670.00 671.00 -32.50 376 2,332 -6
Total Volume and Open Interest 66,340 203,687 -740
Soybean Meal(CBOT)
Jul04 040527 273.50 273.50 257.30 257.30 -20.00 19,963 58,304 -2,409
Aug04 040527 260.50 265.00 247.50 248.50 -18.00 10,265 24,331 -254
Sep04 040527 247.50 249.50 235.10 235.60 -16.40 2,210 15,722 -71
Oct04 040527 227.00 228.00 217.00 217.00 -14.30 1,038 13,264 +289
Dec04 040527 224.50 226.00 213.50 213.80 -13.40 5,633 31,453 +334
Jan05 040527 223.50 223.50 212.50 212.50 -13.30 128 3,772 +30
Mar05 040527 222.00 222.00 210.50 212.00 -11.50 128 4,307 -18
May05 040527 219.50 221.00 210.00 212.50 -9.80 151 1,867 +73
Total Volume and Open Interest 39,617 156,435 -1,955
Soybean Oil(CBOT)
Jul04 040527 28.58 28.65 27.48 27.58 -1.28 12,034 56,969 -709
Aug04 040527 28.00 28.05 27.10 27.18 -1.06 4,539 18,317 -448
Sep04 040527 27.20 27.28 26.50 26.50 -0.87 1,287 15,823 -328
Oct04 040527 25.55 25.60 25.06 25.10 -0.58 903 9,997 -69
Dec04 040527 24.80 24.90 24.20 24.25 -0.63 3,254 23,907 -54
Jan05 040527 24.75 24.75 24.20 24.24 -0.59 250 4,900 -29
Mar05 040527 24.70 24.73 24.20 24.28 -0.47 512 3,575 +262
May05 040527 24.70 24.70 24.24 24.24 -0.54 162 1,058 +28
Total Volume and Open Interest 23,056 137,242 -1,232
Canola(WCE)
Jul04 040527 373.0 373.0 361.6 363.8 -12.1 2,499 26,380 -1,034
Sep04 040527 363.0 363.0 363.0 363.0 -10.5 0 50 +0
Nov04 040527 371.0 371.0 362.2 364.3 -9.9 1,879 37,322 +525
Jan05 040527 368.5 368.5 366.5 367.0 -12.0 0 1,230 +0
Mar05 040527 369.0 369.0 369.0 369.0 -12.8 0 460 +0
Total Volume and Open Interest 4,378 65,750 -509
Corn(CBOT)
Jul04 040527 303.00 304.25 297.00 298.75 -2.00 15,187 220,295 -3,815
Sep04 040527 298.00 300.00 293.00 294.50 -1.75 4,245 52,308 +1,357
Dec04 040527 296.00 298.00 289.50 291.25 -2.25 33,293 308,825 +833
Mar05 040527 300.00 301.75 294.00 295.75 -2.25 610 25,030 +295
May05 040527 303.50 304.75 298.50 299.75 -2.00 386 6,750 +6
Jul05 040527 302.75 305.00 298.00 299.25 -1.75 181 7,675 +67
Total Volume and Open Interest 54,576 632,838 -1,513
Wheat(CBOT)
Jul04 040527 380.50 381.75 369.00 369.25 -12.25 17,039 88,210 -392
Sep04 040527 388.00 389.00 377.50 378.25 -12.25 4,510 15,818 +1,451
Dec04 040527 400.00 400.00 388.50 389.00 -12.00 6,202 16,804 +433
Mar05 040527 401.00 403.00 396.00 396.25 -11.25 206 3,120 +53
May05 040527 404.00 404.00 398.00 399.00 -9.00 6 82 +6
Total Volume and Open Interest 27,994 125,391 +1,554
Wheat(KCBT)
Jul04 040527 394.00 396.00 385.50 386.25 -11.00 5,274 35,589 -589
Sep04 040527 401.00 401.50 391.50 393.25 -10.25 1,887 10,926 +151
Dec04 040527 409.00 410.50 400.00 400.50 -10.50 1,658 9,214 -213
Mar05 040527 410.00 413.00 407.00 407.00 -9.50 58 618 +58
May05 040527 410.00 410.00 410.00 410.00 unch 0 10 +0
Total Volume and Open Interest 8,890 56,751 -598
Wheat(MGE)
Jul04 040527 418.00 418.75 407.50 407.75 -10.75 1,459 15,024 +3
Sep04 040527 420.00 420.00 409.00 409.25 -11.75 812 8,184 +14
Dec04 040527 424.25 425.00 414.75 415.25 -11.00 1,857 10,351 +357
Mar05 040527 422.50 422.50 417.75 417.75 -11.25 23 431 +11
May05 040527 416.00 416.00 416.00 416.00 -13.25 85 123 +85
Total Volume and Open Interest 4,237 34,164 +471
Oats(CBOT)
Jul04 040527 152.25 155.50 146.25 147.50 -5.75 334 5,477 +14
Sep04 040527 159.00 160.50 152.25 152.50 -6.75 39 1,497 -56
Dec04 040527 166.00 168.00 160.00 161.00 -5.75 96 4,329 -13
Mar05 040527 166.00 166.00 166.00 166.00 -4.00 0 93 +0
Total Volume and Open Interest 469 11,426 -55
Rough Rice(CBOT)
Jul04 040527 10.48 10.48 10.35 10.35 -0.13 416 3,729 +29
Sep04 040527 9.22 9.22 9.00 9.05 -0.23 41 464 +4
Nov04 040527 9.08 9.08 8.90 8.95 -0.23 44 1,101 -16
Jan05 040527 9.15 9.15 9.15 9.15 -0.19 7 182 +6
Total Volume and Open Interest 510 5,547 +25
Live Cattle(CME)
Jun04 040527 83.500 85.675 83.500 85.675 +3.000 5,359 26,047 -813
Aug04 040527 86.400 88.675 86.400 87.975 +2.300 4,567 61,515 +965
Oct04 040527 87.075 88.900 87.000 88.350 +1.675 2,410 21,714 +557
Dec04 040527 86.450 88.250 86.400 87.925 +1.600 784 9,902 +164
Feb05 040527 86.350 88.000 86.350 87.675 +1.450 156 4,957 -53
Apr05 040527 84.200 85.600 84.200 85.350 +1.175 39 1,442 +11
Total Volume and Open Interest 13,327 125,848 +836
Feeder Cattle(CME)
May04 040527 106.050 106.050 106.000 106.050 -0.050 142 1,065 -71
Aug04 040527 104.700 107.400 104.650 106.950 +2.500 1,094 10,885 +47
Sep04 040527 103.700 106.000 103.700 105.625 +2.325 104 1,007 -12
Oct04 040527 102.800 105.375 102.800 104.900 +2.525 85 1,581 +9
Nov04 040527 102.000 103.800 102.000 103.700 +1.950 17 571 +13
Jan05 040527 97.550 98.950 97.550 98.750 +1.300 52 220 +4
Mar05 040527 94.900 94.900 94.900 94.900 +1.750 7 23 +3
Total Volume and Open Interest 1,515 15,367 +5
Lean Hogs(CME)
Jun04 040527 74.350 75.950 74.275 74.475 +0.200 4,204 19,232 -409
Jul04 040527 72.900 74.725 72.750 74.300 +1.575 5,803 34,911 -99
Aug04 040527 71.600 73.600 71.450 72.900 +1.200 1,385 11,897 +92
Oct04 040527 60.500 61.600 60.400 61.500 +0.750 711 8,254 +58
Dec04 040527 56.250 57.125 56.150 56.975 +0.500 543 5,448 +101
Feb05 040527 57.950 58.700 57.950 58.700 +0.700 14 767 +7
Apr05 040527 59.500 59.500 59.500 59.500 +1.000 5 383 +3
May05 040527 61.750 62.000 61.750 62.000 +0.475 0 45 +0
Total Volume and Open Interest 12,668 80,959 -245
Pork Bellies(CME)
Jul04 040527 113.250 114.750 112.400 113.125 -0.600 347 2,842 +44
Aug04 040527 110.000 111.000 108.825 108.825 -0.575 44 592 +12
Feb05 040527 98.000 98.000 98.000 98.000 -0.500 0 14 +0
Mar05 040527 94.000 94.000 94.000 94.000 +0.975 0 2 +0
Total Volume and Open Interest 391 3,450 +37
Class III Milk(CME)
May04 040527 20.55 20.55 20.50 20.55 +0.01 1 8,199 +0
Jun04 040527 16.36 16.60 16.20 16.32 -0.08 317 6,016 -93
Jul04 040527 14.33 14.65 14.16 14.40 +0.05 126 4,825 +13
Aug04 040527 14.25 14.65 14.20 14.25 -0.09 105 4,550 +11
Sep04 040527 14.05 14.65 14.00 14.27 +0.16 145 4,034 +5
Total Volume and Open Interest 946 36,043 -32
Cocoa(NYBOT)
Jul04 040527 1390 1439 1390 1437 +54 5,210 42,013 +15
Sep04 040527 1398 1445 1398 1443 +54 908 18,032 +345
Dec04 040527 1408 1456 1408 1455 +53 250 13,162 +111
Mar05 040527 1475 1475 1473 1473 +54 57 9,468 +0
May05 040527 1483 1486 1483 1486 +54 41 11,366 +0
Jul05 040527 1501 1501 1501 1501 +53 150 9,863 +0
Sep05 040527 1512 1512 1512 1512 +55 10 4,599 +10
Total Volume and Open Interest 6,627 108,606 +482
Coffee "C"(NYBOT)
Jul04 040527 80.00 80.00 78.70 79.95 -0.20 27,393 62,134 +3,937
Sep04 040527 81.40 82.20 80.75 82.15 -0.10 8,469 21,074 +1,482
Dec04 040527 83.75 85.00 83.50 84.90 -0.05 2,367 8,124 +292
Mar05 040527 86.25 87.55 86.25 87.55 -0.05 864 4,921 +134
May05 040527 88.25 89.05 87.75 89.05 -0.05 164 909 +63
Jul05 040527 89.25 90.45 89.00 90.45 -0.05 92 935 +20
Total Volume and Open Interest 39,351 98,474 +5,927
Orange Juice(NYBOT)
Jul04 040527 55.30 56.25 55.25 56.25 +1.30 732 21,624 -53
Sep04 040527 57.50 58.60 57.40 58.20 +1.20 357 4,546 +211
Nov04 040527 59.40 60.40 59.40 60.35 +1.35 125 3,402 +49
Jan05 040527 61.75 62.75 61.75 62.65 +1.35 41 1,093 +11
Mar05 040527 63.70 65.25 63.70 65.05 +1.35 24 2,748 +11
Total Volume and Open Interest 1,285 36,303 +230
Sugar #11(NYBOT)
Jul04 040527 6.90 7.02 6.87 6.89 -0.02 45,369 132,245 -1,631
Oct04 040527 7.17 7.26 7.16 7.17 -0.02 17,942 63,713 +791
Mar05 040527 7.43 7.52 7.42 7.43 -0.02 5,542 37,867 +258
May05 040527 7.31 7.40 7.31 7.31 -0.02 822 13,304 +328
Jul05 040527 7.15 7.22 7.14 7.14 -0.01 778 9,140 +178
Total Volume and Open Interest 71,343 265,785 +396
London Cocoa(LCE)
May04 040513 787 787 772 775 -6 1,328 292 -571
Jul04 040527 808 823 795 822 +12 2,201 44,541 -68
Sep04 040527 817 833 808 832 +10 907 26,015 +172
Dec04 040527 840 854 830 854 +11 341 43,491 -14
Mar05 040527 861 873 848 872 +11 93 25,634 -4
May05 040527 872 884 872 884 +11 25 9,616 +13
Jul05 040527 884 898 884 898 +12 67 9,274 +3
Total Volume and Open Interest 3,654 171,614 +102
London Coffee(LCE)
May04 040527 742.00 742.00 735.00 735.00 -15.00 487 313 -155
Jul04 040527 774.00 775.00 756.00 763.00 -15.00 30,793 70,503 -10,931
Sep04 040527 756.00 760.00 745.00 757.00 -6.00 12,231 46,346 +2,073
Nov04 040527 768.00 770.00 759.00 766.00 -8.00 4,401 21,660 +2,000
Jan05 040527 773.00 780.00 771.00 780.00 -8.00 1,254 14,659 +554
Mar05 040527 793.00 794.00 792.00 792.00 -10.00 1,117 9,416 +614
Total Volume and Open Interest 51,133 167,442 -5,125
London Sugar(LCE)
May04 040415 229.70 233.00 228.50 230.50 +0.80 2,920 4,852 -431
Aug04 040527 216.50 218.50 215.50 216.30 +0.70 2,740 22,839 +769
Oct04 040527 221.50 222.70 220.90 221.30 -0.30 637 11,271 +107
Dec04 040527 227.70 229.00 226.70 226.70 -1.30 251 4,990 +29
Mar05 040527 232.00 232.50 231.00 231.50 +0.50 510 8,948 +274
Total Volume and Open Interest 4,448 56,944 +1,319
Cotton(NYBOT)
Jul04 040527 61.60 61.85 59.35 61.15 -1.20 7,821 43,613 -161
Oct04 040527 59.50 60.50 58.00 59.60 -0.60 72 1,414 -43
Dec04 040527 59.00 59.80 58.00 59.02 -0.50 2,303 27,633 -149
Mar05 040527 60.80 61.25 60.28 61.15 -0.45 116 5,720 +37
May05 040527 61.50 61.95 61.08 61.95 -0.35 36 1,035 +5
Jul05 040527 62.70 62.90 62.05 62.90 -0.35 30 738 -5
Total Volume and Open Interest 10,378 80,683 -316
Lumber(CME)
Jul04 040527 399.0 399.0 393.0 397.5 +0.5 632 3,661 +43
Sep04 040527 368.0 368.0 364.0 366.5 -0.3 182 968 +42
Nov04 040527 339.2 342.3 338.0 340.0 -1.1 39 442 +17
Jan05 040527 337.0 339.9 336.5 339.9 +0.9 17 45 +5
Total Volume and Open Interest 870 5,117 +107
Crude Oil(NYM)
Jul04 040527 39.90 39.99 39.00 39.44 -1.26 109,886 238,462 -1,471
Aug04 040527 39.60 39.65 38.80 39.28 -1.10 44,758 70,264 +3,316
Sep04 040527 39.15 39.20 38.45 38.91 -0.98 15,527 56,522 +3,649
Oct04 040527 38.70 38.70 38.10 38.40 -0.93 6,394 31,938 -304
Nov04 040527 37.80 38.00 37.60 37.88 -0.89 2,026 21,820 -356
Dec04 040527 37.68 37.68 37.05 37.36 -0.86 11,828 65,333 +2,476
Jan05 040527 37.20 37.20 36.30 36.79 -0.82 3,431 19,162 +351
Feb05 040527 36.00 36.60 36.00 36.28 -0.77 836 12,555 +426
Mar05 040527 36.00 36.10 35.80 35.86 -0.73 1,396 11,806 +804
Apr05 040527 35.65 35.65 35.50 35.50 -0.69 125 7,703 +75
May05 040527 35.15 35.16 35.15 35.16 -0.65 617 4,007 -53
Jun05 040527 35.30 35.30 34.70 34.85 -0.61 1,562 20,487 -603
Jul05 040527 34.60 34.60 34.60 34.60 -0.59 855 5,643 +79
Aug05 040527 34.36 34.36 34.36 34.36 -0.56 46 3,462 -1
Sep05 040527 34.10 34.13 34.10 34.13 -0.53 45 6,481 -69
Oct05 040527 33.93 33.93 33.93 33.93 -0.49 0 3,189 +0
Total Volume and Open Interest 207,169 724,013 +10,219
Heating Oil(NYM)
Jun04 040527 100.00 100.50 97.40 98.78 -3.18 14,404 9,191 -4,611
Jul04 040527 100.25 100.80 97.80 99.30 -2.96 20,297 69,167 +173
Aug04 040527 100.40 100.75 98.20 99.70 -2.86 5,166 17,104 +961
Sep04 040527 100.50 101.20 99.00 100.20 -2.81 880 11,491 +58
Oct04 040527 101.70 102.00 99.75 100.75 -2.76 316 8,126 -37
Nov04 040527 102.10 102.10 100.20 101.30 -2.66 366 7,707 +190
Dec04 040527 102.70 102.70 100.90 101.80 -2.61 2,488 24,824 -128
Jan05 040527 102.25 103.25 101.10 102.05 -2.51 279 8,803 -107
Feb05 040527 102.20 102.75 100.95 101.45 -2.31 56 4,530 -2
Mar05 040527 99.00 100.65 98.25 98.90 -2.06 23 6,876 +4
Apr05 040527 96.00 96.00 95.50 95.55 -1.81 94 1,094 +86
May05 040527 92.60 92.60 92.20 92.30 -1.66 8 1,075 +2
Total Volume and Open Interest 44,432 171,731 -3,378
Unleaded Gas(NYM)
Jun04 040527 137.90 140.80 134.80 138.52 -3.40 27,188 15,407 -6,297
Jul04 040527 129.00 130.00 125.50 128.06 -4.67 29,561 69,204 +907
Aug04 040527 124.00 124.00 120.70 122.86 -4.17 5,942 21,141 +1,182
Sep04 040527 118.20 118.60 116.05 117.51 -3.62 1,377 16,359 +731
Oct04 040527 112.00 112.10 109.75 110.76 -3.12 285 7,207 -108
Nov04 040527 106.50 108.20 106.00 106.56 -2.92 32 3,382 +5
Dec04 040527 103.00 105.25 103.00 103.71 -2.82 46 7,430 +16
Jan05 040527 104.00 104.00 102.31 102.31 -2.72 46 2,793 +25
Feb05 040527 101.96 101.96 101.96 101.96 -2.72 1 1,791 +0
Mar05 040527 102.61 102.61 102.61 102.61 -2.67 3 1,138 +2
Apr05 040527 109.06 109.06 109.06 109.06 -2.62 1,771 3,921 +1,716
May05 040527 108.00 108.86 108.00 108.86 -2.62 1,826 3,985 +1,709
Total Volume and Open Interest 68,078 153,758 -112
Natural Gas(NYM)
Jun04 040526 6.690 6.730 6.580 6.680 -0.004 41,808 16,934 -6,707
Jul04 040527 6.610 6.640 6.465 6.573 -0.159 30,278 95,706 +2,298
Aug04 040527 6.640 6.670 6.520 6.615 -0.144 5,805 30,803 +1,083
Sep04 040527 6.605 6.620 6.500 6.585 -0.139 3,028 27,593 +631
Oct04 040527 6.605 6.625 6.500 6.598 -0.136 2,960 27,133 +498
Nov04 040527 6.780 6.790 6.680 6.763 -0.123 1,331 19,105 +478
Dec04 040527 6.960 6.980 6.870 6.948 -0.118 1,173 20,459 +376
Jan05 040527 7.070 7.090 6.970 7.078 -0.113 1,529 20,146 +395
Feb05 040527 7.010 7.050 6.940 7.018 -0.111 496 13,015 +58
Mar05 040527 6.860 6.860 6.770 6.826 -0.105 983 15,144 -84
Apr05 040527 6.090 6.110 6.060 6.081 -0.055 717 11,460 +136
May05 040527 5.930 5.940 5.890 5.909 -0.047 261 9,781 -84
Jun05 040527 5.910 5.940 5.909 5.917 -0.047 93 6,609 +74
Jul05 040527 5.955 5.960 5.930 5.942 -0.044 260 10,971 +59
Aug05 040527 5.965 5.980 5.930 5.955 -0.043 361 6,116 -45
Sep05 040527 5.910 5.950 5.907 5.915 -0.043 9 6,627 +3
Total Volume and Open Interest 88,586 385,112 -7,588
Brent Crude Oil(IPE)
Jul04 040527 36.99 37.00 35.95 36.25 -0.83 48,110 93,364 +570
Aug04 040527 36.59 36.60 35.65 35.89 -0.82 17,776 79,446 -1,559
Sep04 040527 36.06 36.06 35.30 35.49 -0.81 3,876 23,901 +1,116
Oct04 040527 35.55 35.60 34.97 35.09 -0.78 2,719 13,514 +236
Nov04 040527 34.78 34.78 34.60 34.67 -0.77 434 9,556 +132
Dec04 040527 34.80 34.80 34.07 34.24 -0.77 5,773 34,955 +1,208
Jan05 040527 34.10 34.15 33.79 33.79 -0.73 1,330 13,960 +290
Feb05 040527 33.36 33.36 33.36 33.36 -0.71 637 6,511 +472
Mar05 040527 33.26 33.26 32.96 32.96 -0.69 150 7,047 +50
Apr05 040527 33.15 33.15 32.59 32.59 -0.69 0 6,995 +0
May05 040527 32.27 32.27 32.27 32.27 -0.68 50 1,568 +0
Jun05 040527 32.50 32.50 32.01 32.01 -0.67 250 16,884 -250
Total Volume and Open Interest 82,957 354,007 +2,463
Gas Oil(IPE)
Jun04 040527 320.00 320.00 309.00 314.50 -11.25 10,991 47,970 +1,563
Jul04 040527 313.50 314.00 304.00 308.50 -10.00 7,624 41,225 +1,138
Aug04 040527 312.00 312.00 304.00 307.25 -9.25 1,227 15,519 +471
Sep04 040527 309.50 311.25 303.25 306.75 -9.00 1,206 13,782 +244
Oct04 040527 307.00 308.00 304.00 305.50 -8.50 306 8,713 +35
Nov04 040527 305.00 305.00 302.00 303.50 -8.25 0 5,047 +0
Dec04 040527 303.50 303.50 298.00 300.75 -8.00 2,441 23,017 -745
Jan05 040527 298.50 298.50 297.25 297.25 -7.75 900 4,835 +0
Feb05 040527 292.75 292.75 292.75 292.75 -7.25 0 1,950 +0
Mar05 040527 288.00 288.00 286.75 286.75 -6.75 0 2,393 +0
Total Volume and Open Interest 24,895 179,808 +2,706
US Dollar Index(NYBOT)
Jun04 040527 89.91 89.98 88.63 88.71 -1.10 1,081 8,895 +329
Sep04 040527 90.41 90.41 89.01 89.06 -1.09 61 2,212 -3
Dec04 040527 90.10 90.10 89.39 89.39 -1.11 1 30 +1
Total Volume and Open Interest 1,143 11,145 +327
Australian Dollar(CME)
Jun04 040527 71.19 71.78 71.13 71.67 +1.12 1,301 37,200 -4
Sep04 040527 70.70 71.12 70.60 70.95 +1.10 14 1,184 +1
Dec04 040527 70.05 70.30 70.00 70.30 +1.10 52 193 +50
Total Volume and Open Interest 1,367 38,665 +47
British Pound(CME)
Jun04 040527 182.36 183.53 182.30 183.41 +2.13 6,183 46,099 +1,640
Sep04 040527 180.95 182.15 180.95 181.93 +2.11 127 621 +90
Dec04 040527 180.53 180.53 180.53 180.53 +2.09 0 362 +0
Total Volume and Open Interest 6,311 47,085 +1,730
Canadian Dollar(CME)
Jun04 040527 73.10 73.74 73.05 73.59 +0.64 6,726 72,004 -311
Sep04 040527 72.95 73.60 72.95 73.46 +0.63 218 5,666 +67
Dec04 040527 73.25 73.50 73.25 73.39 +0.62 56 3,721 +16
Mar05 040527 73.45 73.45 73.33 73.33 +0.61 1 460 +1
Total Volume and Open Interest 7,001 82,042 -227
Japanese Yen(CME)
Jun04 040527 89.78 90.43 89.72 90.20 +0.67 11,822 113,706 +7,418
Sep04 040527 90.07 90.69 90.07 90.52 +0.67 165 1,220 +40
Dec04 040527 90.94 90.94 90.94 90.94 +0.67 22 135 +11
Total Volume and Open Interest 12,009 115,066 +7,469
Swiss Franc(CME)
Jun04 040527 79.30 80.45 79.28 80.41 +1.69 2,297 37,128 +1,238
Sep04 040527 79.54 80.67 79.54 80.62 +1.69 120 571 +113
Dec04 040527 80.74 80.87 80.74 80.87 +1.69 0 124 +0
Total Volume and Open Interest 2,417 37,880 +1,351
EuroFX(CME)
Jun04 040527 121.64 122.83 121.60 122.68 +1.61 5,027 148,128 +2,012
Sep04 040527 121.46 122.56 121.45 122.46 +1.60 556 2,217 +341
Dec04 040527 122.38 122.38 122.35 122.37 +1.60 5 439 -3
Total Volume and Open Interest 5,588 150,971 +2,350
Mexican Peso(CME)
Jun04 040527 8702.0 8732.0 8690.0 8727.0 +25.0 6,142 60,692 -3,031
Sep04 040527 8590.0 8605.0 8585.0 8605.0 +25.0 25 4,453 +1
Total Volume and Open Interest 6,195 67,448 -3,003
30-Year T-Bonds(CBOT)
Jun04 040527 106~09 107~05 106~00 107~05 +1~00 322,065 320,950 -76,411
Sep04 040527 104~27 105~27 104~22 105~26 +1~00 127,937 238,189 +53,964
Dec04 040527 103~28 104~18 103~23 104~18 +1~00 1,049 2,271 +755
Total Volume and Open Interest 451,052 561,605 -21,691
Municipal Bonds(CBOT)
Jun04 040527 100~04 100~29 100~02 100~27 +0~23 255 2,110 -6
Sep04 040527 99~02 99~29 99~02 99~29 +0~23 89 256 +69
Total Volume and Open Interest 344 2,366 +63
10-Year T-Notes(CBOT)
Jun04 040527 109~275 110~130 109~210 110~125 +0~195 925,459 716,512 -156,558
Sep04 040527 108~080 108~300 108~060 108~295 +0~195 430,175 684,453 +203,832
Total Volume and Open Interest 1,355,673 1,415,654 +47,110
5-Year T-Notes(CBOT)
Jun04 040527 109~145 109~295 109~145 109~285 +0~125 452,728 0 +0
Sep04 040527 108~030 108~175 108~025 108~170 +0~125 159,609 0 +0
Dec04 040527 107~050 107~115 107~050 107~115 +0~130 1 1 -1
Total Volume and Open Interest 612,338 1 -1
2 Year T-Notes(CBOT)
Jun04 040527 106~012 106~032 106~012 106~030 +0~018 43,915 118,126 -32,783
Sep04 040527 105~037 105~060 105~037 105~060 +0~022 39,919 84,678 +32,541
Total Volume and Open Interest 83,834 202,804 -242
Eurodollars(CME)
Jun04 040527 98.575 98.590 98.573 98.588 +0.015 69,095 840,800 -8,426
Sep04 040527 98.075 98.145 98.075 98.140 +0.050 71,444 846,950 -9,155
Dec04 040527 97.595 97.690 97.590 97.685 +0.070 82,121 870,072 -20,354
Mar05 040527 97.140 97.260 97.135 97.255 +0.095 97,103 651,223 +5,051
Jun05 040527 96.710 96.850 96.710 96.840 +0.110 84,492 561,336 -2,665
Sep05 040527 96.335 96.480 96.330 96.475 +0.125 47,171 442,805 +731
Dec05 040527 95.990 96.140 95.985 96.135 +0.135 57,460 370,800 +189
Mar06 040527 95.705 95.860 95.705 95.855 +0.135 32,268 275,944 +314
Jun06 040527 95.465 95.620 95.460 95.615 +0.135 16,241 184,917 -120
Sep06 040527 95.290 95.410 95.290 95.400 +0.130 8,543 184,247 -2,939
Dec06 040527 95.040 95.200 95.040 95.195 +0.135 9,348 140,043 -4,455
Mar07 040527 94.880 95.035 94.880 95.035 +0.135 10,132 114,812 -1,061
Total Volume and Open Interest 626,399 6,102,511 -45,088
3-Mth Euro-Yen(CME)
Jun04 040527 99.92 99.93 99.92 99.93 unch 4 12,440 -8
Sep04 040527 99.91 99.91 99.91 99.91 unch 1 6,165 -7
Dec04 040527 99.89 99.89 99.89 99.89 unch 0 9,186 +862
Mar05 040527 99.84 99.84 99.84 99.84 unch 1,556 6,626 +862
Jun05 040527 99.76 99.76 99.75 99.75 -0.02 300 5,028 +218
Sep05 040527 99.64 99.64 99.64 99.64 -0.02 0 2,993 +36
Dec05 040527 99.53 99.53 99.53 99.53 -0.03 300 1,243 +300
Mar06 040527 99.42 99.42 99.40 99.40 -0.06 0 696 -74
Jun06 040527 99.33 99.33 99.32 99.32 -0.06 0 702 +50
Sep06 040527 99.23 99.23 99.23 99.23 -0.06 0 789 +50
Total Volume and Open Interest 2,161 47,137 +2,289
3-Mth Euro-Yen(SIMEX)
Jun04 040527 99.93 99.93 99.93 99.93 unch 0 71,545 -27
Sep04 040527 99.91 99.91 99.91 99.91 unch 15 37,912 +2
Dec04 040527 99.89 99.89 99.89 99.89 unch 444 68,602 +309
Mar05 040527 99.84 99.84 99.84 99.84 -0.01 358 45,463 +110
Jun05 040527 99.77 99.77 99.76 99.76 -0.01 89 44,002 -10
Sep05 040527 99.66 99.66 99.65 99.65 -0.01 330 42,775 +92
Dec05 040527 99.56 99.57 99.54 99.54 -0.03 109 18,377 +41
Mar06 040527 99.45 99.45 99.42 99.43 -0.04 46 11,699 -414
Total Volume and Open Interest 1,491 360,048 +153
German Euro-Bund(EUREX)
Jun04 040527 113.41 113.73 113.34 113.70 +0.36 997,785 1,006,509 -15,257
Sep04 040527 112.94 113.26 112.85 113.22 +0.36 60,717 234,441 +29,189
Dec04 040527 112.14 112.30 112.14 112.30 +0.38 101 2 +1
Total Volume and Open Interest 1,058,603 1,240,952 +13,933
German Euro-Bobl(EUREX)
Jun04 040527 111.01 111.29 111.01 111.27 +0.29 690,357 659,619 +14,495
Sep04 040527 110.41 110.66 110.38 110.65 +0.31 48,767 280,405 +1,680
Dec04 040527 109.82 109.82 109.82 109.82 +0.24 900 1 +0
Total Volume and Open Interest 740,024 940,025 +16,175
Long Gilt(LIFFE)
Jun04 040527 106~02 106~07 105~25 106~04 +0~04 191,025 65,424 -73,005
Sep04 040527 105~23 105~28 105~14 105~25 +0~04 127,133 162,227 +77,211
Total Volume and Open Interest 318,158 227,651 +4,206
3-Mth Short Sterling(LIFFE)
Jun04 040527 95.33 95.33 95.30 95.31 -0.01 30,694 212,909 -654
Sep04 040527 94.99 94.99 94.94 94.96 -0.01 24,745 204,520 -417
Dec04 040527 94.74 94.75 94.69 94.71 -0.01 30,091 250,032 -4,716
Total Volume and Open Interest 143,806 1,300,304 -3,968
3-Mth Euribor(LIFFE)
Jun04 040527 97.900 97.910 97.900 97.905 +0.005 39,519 603,397 -10,146
Sep04 040527 97.820 97.850 97.815 97.840 +0.030 74,812 523,880 +2,121
Dec04 040527 97.645 97.695 97.640 97.680 +0.055 101,535 558,160 -3,300
Total Volume and Open Interest 434,506 3,056,808 -9,228
3-Mth Aus T-Bills(SFE)
Jun04 040527 94.51 94.52 94.51 94.52 unch 16,227 96,796 -27,011
Sep04 040527 94.43 94.45 94.42 94.45 +0.04 16,760 166,793 -20,790
Dec04 040527 94.35 94.40 94.35 94.39 +0.07 4,993 72,672 -1,916
Mar05 040527 94.30 94.34 94.30 94.33 +0.08 4,135 45,989 +844
Jun05 040527 94.24 94.27 94.23 94.26 +0.08 1,545 20,664 -247
Sep05 040527 94.16 94.19 94.16 94.18 +0.07 215 14,592 +92
Dec05 040527 94.09 94.12 94.09 94.12 +0.09 100 11,932 +70
Mar06 040527 94.03 94.05 94.03 94.05 +0.09 120 6,874 +45
Jun06 040527 93.96 93.99 93.96 93.99 +0.09 100 2,289 +100
Sep06 040527 93.89 93.92 93.89 93.92 +0.07 0 1,915 +0
Total Volume and Open Interest 44,195 443,847 -48,813
10-Year Aus T-Bonds(SFE)
Jun04 040527 94.14 94.17 94.13 94.15 +0.08 16,906 245,162 -2,451
Sep04 040527 94.11 94.11 94.11 94.11 +0.08      
Total Volume and Open Interest 51,579 413,629 -87,839
3-Year Aus T-Bonds(SFE)
Jun04 040527 94.47 94.50 94.46 94.49 +0.07 30,495 410,129 -88,339
Sep04 040527 94.42 94.42 94.42 94.42 +0.09 500 3,500 +500
Total Volume and Open Interest 30,995 413,629 -87,839
Gold(CMX)
Jun04 040527 392.0 395.9 391.8 394.9 +6.6 81,917 45,018 -41,029
Aug04 040527 393.0 396.9 393.0 396.1 +6.7 54,038 112,293 +30,624
Oct04 040527 395.0 397.8 395.0 397.4 +6.7 798 8,493 +455
Dec04 040527 394.8 399.5 394.8 398.7 +6.7 2,863 36,518 +1,285
Feb05 040527 399.0 400.2 399.0 400.2 +6.7 0 2,963 +0
Apr05 040527 401.8 401.8 401.7 401.7 +6.6 268 3,589 +83
Total Volume and Open Interest 139,904 244,100 -8,565
Silver(CMX)
May04 040526 615.0 615.0 604.8 604.8 -3.0 11 53 -76
Jul04 040527 610.0 622.0 608.5 619.5 +14.0 10,471 54,041 -2,467
Sep04 040527 616.0 622.0 612.5 621.1 +14.0 579 6,495 -106
Dec04 040527 615.0 626.0 613.0 623.2 +13.9 384 14,449 -55
Mar05 040527 629.5 629.5 625.2 625.2 +13.9 5 3,826 +0
Total Volume and Open Interest 11,492 85,630 -2,700
Platinum(NYM)
Jul04 040527 845.0 846.0 841.0 844.4 +8.0 690 4,954 -31
Oct04 040527 837.0 840.0 835.0 837.4 +8.0 169 434 +7
Jan05 040527 832.4 832.4 832.4 832.4 +8.0 0 8 +0
Total Volume and Open Interest 859 5,396 -24
Palladium(NYME)
Jun04 040527 250.00 254.00 250.00 253.30 +2.55 2,029 4,253 -961
Sep04 040527 257.00 257.00 253.00 255.30 +2.25 1,990 4,185 +857
Dec04 040527 260.00 260.00 256.80 256.80 +2.25 44 365 +25
Total Volume and Open Interest 4,063 8,803 -79
Copper(CMX)
May04 040527 124.80 124.80 124.80 124.80 +1.55 1,117 943 +242
Jul04 040527 125.00 128.20 124.90 127.30 +4.15 6,885 39,662 +76
Sep04 040527 123.50 126.10 123.50 125.60 +4.00 1,702 7,891 +142
Dec04 040527 119.30 122.00 119.30 121.70 +3.70 102 10,635 +29
Mar05 040527 116.50 118.30 116.50 118.30 +3.30 471 1,395 -38
Total Volume and Open Interest 11,640 68,850 +479
DJIA Index(CBOT)
Jun04 040527 10144 10220 10140 10217 +97 6,616 44,895 -986
Sep04 040527 10125 10201 10125 10201 +98 36 1,576 -95
Dec04 040527 10190 10192 10190 10192 +98 1 15 -1
Total Volume and Open Interest 6,653 46,486 -1,082
S & P 500(CME)
Jun04 040527 1119.20 1124.20 1114.50 1122.70 +6.70 34,051 544,157 -1,881
Sep04 040527 1118.00 1123.00 1115.00 1122.00 +6.70 2,041 41,285 +1,610
Dec04 040527 1122.20 1122.20 1122.20 1122.20 +6.70 0 2,982 +0
Mar05 040527 1123.50 1123.50 1123.50 1123.50 +6.50 0 237 +0
Total Volume and Open Interest 36,092 588,870 -271
S & P 500 E-Mini(Globex)
Jun04 040527 1116.00 1124.50 1114.50 1122.75 +6.75 605,407 553,297 -20,864
Sep04 040527 1115.25 1123.50 1114.50 1122.00 +6.75 5,437 12,987 +4,735
Total Volume and Open Interest 610,844 566,284 -16,129
NASDAQ 100(CME)
Jun04 040527 1460.50 1468.50 1450.00 1467.00 +11.50 11,137 79,672 -1,424
Sep04 040527 1464.00 1471.00 1456.00 1471.00 +11.50 8 1,452 +6
Dec04 040527 1475.00 1475.00 1475.00 1475.00 +11.50 1 6 +1
Total Volume and Open Interest 11,146 81,130 -1,417
NASDAQ 100 E-Mini(GLOBEX)
Jun04 040527 1455.0 1468.5 1450.5 1467.0 +11.5 262,489 311,922 -10,259
Sep04 040527 1461.5 1472.0 1455.5 1471.0 +11.5 137 1,635 +23
Total Volume and Open Interest 262,626 313,557 -10,236
S & P Midcap 400(CME)
Jun04 040527 590.50 593.25 586.25 592.10 +3.60 518 16,339 +13
Sep04 040527 592.10 592.10 592.10 592.10 +3.60      
Dec04 040527 592.10 592.10 592.10 592.10 +3.60      
Total Volume and Open Interest 518 16,339 +13
Russell 2000(CME)
Jun04 040527 568.00 572.00 562.50 567.25 +1.25 1,256 32,330 -16
Sep04 040527 569.00 569.00 566.50 566.50 +1.25 76 198 +82
Dec04 040527 566.50 566.50 566.50 566.50 +1.25      
Total Volume and Open Interest 1,332 32,528 +66
Value Line(KCBT)
Jun04 040527 1573.00 1576.00 1568.00 1576.00 +6.50 1 39 +1
Total Volume and Open Interest 1 41 +1
Nikkei 225(CME)
Jun04 040527 11230 11285 11180 11275 +115 3,085 37,979 -143
Sep04 040527 11225 11285 11225 11285 +115 12 195 +7
Total Volume and Open Interest 3,097 38,177 -136
Nikkei 225(SIMEX)
Jun04 040527 11175 11230 11120 11160 unch 28,929 158,183 -2,283
Sep04 040527 11155 11155 11155 11155 unch 240 3,783 +219
Dec04 040527 11125 11125 11125 11125 unch      
Total Volume and Open Interest 29,169 161,966 -2,064
CAC 40(MATIF)
May04 040527 3667.5 3691.5 3662.5 3679.0 +20.0 91,633 454,090 -17,154
Jun04 040527 3653.0 3677.0 3648.5 3665.0 +20.5 44,592 230,059 +19,458
Jul04 040527 3670.0 3670.0 3670.0 3670.0 +20.0 10 310 +10
Total Volume and Open Interest 136,346 705,713 +2,425
DAX Index(EUREX)
Jun04 040527 3891.0 3932.5 3885.5 3912.5 +29.5 99,703 202,012 -790
Sep04 040527 3908.0 3950.0 3908.0 3932.5 +29.5 750 8,274 -431
Dec04 040527 3929.5 3972.0 3928.5 3954.5 +29.5 858 3,192 +642
Total Volume and Open Interest 101,311 213,478 -579
FT-SE 100(LIFFE)
Jun04 040527 4459.00 4476.00 4442.50 4459.00 +16.00 72,294 398,214 +1,274
Sep04 040527 4464.00 4482.50 4454.00 4469.00 +16.00 1,073 36,595 +1,029
Dec04 040527 4501.00 4501.00 4501.00 4501.00 +17.00 1 21,622 -1
Total Volume and Open Interest 73,368 457,582 +2,302
SPI 200(SFE)
Jun04 040527 3432.0 3449.0 3425.0 3447.0 +21.0 11,511 158,867 -2,788
Sep04 040527 3433.0 3454.0 3433.0 3454.0 +22.0 121 5,102 +13
Dec04 040527 3467.0 3467.0 3467.0 3467.0 +21.0 108 2,526 -28
Total Volume and Open Interest 11,750 168,093 -2,803
GSCI(CME)
Jun04 040527 302.90 302.90 298.05 299.70 -6.50 362 15,896 -93
Jul04 040527 298.00 298.00 297.70 297.70 -5.30 0 75 +0
Aug04 040527 295.00 295.00 295.00 295.00 -4.00      
Total Volume and Open Interest 362 15,971 -93
Reuters CRB Index(NYBOT)
Jun04 040527 275.90 276.00 274.50 275.00 unch 48 247 -10
Aug04 040527 274.00 274.00 272.75 273.50 +0.25 9 77 +6
Nov04 040527 274.00 274.00 274.00 274.00 +0.25 1 3 +1
Total Volume and Open Interest 64 332 +1
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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