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MRCI's End of Day Prices
Daily Futures Price Listing Fri June 25, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul04 040625 922.00 925.50 915.00 920.50 -1.00 27,282 49,501 -3,441
Aug04 040625 852.00 853.00 843.00 846.75 -1.25 17,665 40,552 +2,422
Sep04 040625 745.00 754.00 737.00 748.50 +8.00 2,590 12,168 +112
Nov04 040625 702.00 714.00 699.00 709.50 +10.50 35,737 85,472 +1,557
Jan05 040625 704.00 715.00 702.00 711.00 +10.50 182 4,912 +45
Mar05 040625 702.00 713.00 702.00 709.00 +9.00 561 3,970 -108
May05 040625 690.00 703.00 690.00 698.50 +11.50 54 3,177 +36
Total Volume and Open Interest 84,117 201,830 +612
Soybean Meal(CBOT)
Jul04 040625 305.50 310.00 304.70 308.00 +2.00 14,425 31,004 -2,794
Aug04 040625 289.50 293.00 287.60 288.30 -1.70 17,974 33,107 +3,738
Sep04 040625 260.50 262.50 258.00 258.80 -1.40 3,827 18,370 +618
Oct04 040625 230.50 235.00 229.00 231.70 +1.70 1,157 14,258 +188
Dec04 040625 226.00 230.00 224.50 227.70 +4.10 9,071 37,383 +62
Jan05 040625 224.50 228.00 223.50 226.50 +4.50 713 4,438 -284
Mar05 040625 222.50 225.50 220.00 224.50 +4.50 539 4,275 -32
May05 040625 219.00 223.00 219.00 222.00 +4.00 333 4,317 +114
Total Volume and Open Interest 48,137 152,301 +1,549
Soybean Oil(CBOT)
Jul04 040625 29.35 29.45 29.12 29.24 -0.16 9,899 24,515 -1,773
Aug04 040625 28.42 28.53 28.26 28.31 -0.21 15,075 28,694 +3,104
Sep04 040625 27.39 27.50 27.31 27.32 -0.15 3,146 17,036 +23
Oct04 040625 25.80 25.96 25.68 25.80 -0.01 1,253 10,944 +96
Dec04 040625 24.72 24.93 24.56 24.66 -0.02 5,555 42,640 +137
Jan05 040625 24.55 24.65 24.45 24.47 +0.03 87 6,539 -5
Mar05 040625 24.45 24.65 24.40 24.45 +0.08 214 4,969 +160
May05 040625 24.60 24.60 24.35 24.35 +0.10 151 1,956 -1
Total Volume and Open Interest 35,561 141,467 +1,784
Canola(WCE)
Jul04 040625 391.0 394.0 389.5 390.7 -1.8 5,329 7,458 -408
Sep04 040625 365.6 365.6 365.6 365.6 +0.6 0 50 +0
Nov04 040625 370.0 373.5 370.0 371.0 -0.7 3,045 46,054 +1,370
Jan05 040625 376.0 377.0 376.0 376.8 -0.2 269 1,697 +113
Mar05 040625 380.1 380.1 380.1 380.1 +0.9 162 600 +98
Total Volume and Open Interest 8,808 56,943 +1,173
Corn(CBOT)
Jul04 040625 274.00 276.75 273.50 276.25 +3.00 20,455 89,289 -5,245
Sep04 040625 277.75 281.00 277.75 280.50 +2.75 20,271 142,395 +4,156
Dec04 040625 282.50 286.00 282.25 285.50 +3.00 42,737 316,417 +3,173
Mar05 040625 288.50 291.50 288.25 291.00 +3.00 1,287 31,696 +227
May05 040625 293.25 297.00 293.00 296.25 +3.50 316 9,405 +33
Jul05 040625 295.00 297.25 294.00 296.75 +3.25 638 9,150 +186
Total Volume and Open Interest 85,934 610,333 +2,545
Wheat(CBOT)
Jul04 040625 338.00 344.00 337.50 341.25 +1.75 7,993 22,206 -4,264
Sep04 040625 346.50 353.00 346.00 350.00 +1.75 18,936 78,993 +3,642
Dec04 040625 358.50 364.00 358.00 361.75 +2.75 6,025 36,088 +1,116
Mar05 040625 368.00 372.50 368.00 370.00 +1.25 1,176 7,860 +705
May05 040625 371.50 371.50 371.50 371.50 +1.00 3 212 +1
Total Volume and Open Interest 34,275 146,965 +1,179
Wheat(KCBT)
Jul04 040625 364.50 368.00 364.50 366.00 +0.50 4,525 13,609 -2,173
Sep04 040625 372.50 375.00 372.25 373.25 +0.25 8,949 30,885 +1,523
Dec04 040625 382.50 385.00 382.50 383.00 -0.25 4,451 14,086 +1,275
Mar05 040625 391.00 392.00 391.00 391.00 unch 525 1,884 -11
May05 040625 392.00 392.00 392.00 392.00 unch 25 45 +25
Total Volume and Open Interest 18,476 61,016 +638
Wheat(MGE)
Jul04 040625 398.50 402.00 397.50 398.00 -1.00 2,900 3,825 -2,076
Sep04 040625 398.75 401.50 398.25 398.75 unch 3,286 12,755 +819
Dec04 040625 403.50 406.50 403.50 404.25 -0.25 1,557 10,276 +396
Mar05 040625 408.75 409.50 408.00 408.00 +0.50 159 650 +25
May05 040625 407.00 407.00 407.00 407.00 +0.50 50 165 +5
Total Volume and Open Interest 7,958 27,729 -826
Oats(CBOT)
Jul04 040625 145.25 146.50 144.50 145.75 +0.50 559 2,555 -288
Sep04 040625 151.00 152.50 150.25 151.75 +1.25 265 2,703 +117
Dec04 040625 157.25 160.00 156.50 158.50 +2.00 374 5,450 +57
Mar05 040625 163.00 163.00 163.00 163.00 +2.50 3 133 +1
Total Volume and Open Interest 1,201 10,875 -113
Rough Rice(CBOT)
Jul04 040625 9.41 9.44 9.30 9.33 -0.04 464 1,751 -375
Sep04 040625 8.46 8.62 8.38 8.54 +0.08 237 845 +64
Nov04 040625 8.38 8.55 8.38 8.50 +0.08 224 1,538 +59
Jan05 040625 8.64 8.64 8.64 8.64 +0.08 67 263 +6
Total Volume and Open Interest 1,012 4,512 -246
Live Cattle(CME)
Jun04 040625 89.800 90.000 89.050 89.600 -0.400 2,813 2,386 -1,582
Aug04 040625 89.400 90.000 88.750 89.350 -0.475 7,407 70,771 -518
Oct04 040625 89.400 90.000 88.900 89.375 -0.275 2,513 29,861 +342
Dec04 040625 89.100 89.550 88.500 89.275 +0.075 865 11,924 +10
Feb05 040625 89.275 90.000 89.150 89.650 +0.025 505 6,311 +157
Apr05 040625 86.600 87.250 86.400 86.975 +0.200 207 2,110 +48
Total Volume and Open Interest 14,418 124,058 -1,490
Feeder Cattle(CME)
Aug04 040625 113.300 114.250 113.150 114.150 +0.425 1,381 11,677 +42
Sep04 040625 111.750 112.400 111.000 112.350 +0.475 425 1,492 +108
Oct04 040625 109.700 110.350 109.050 110.150 +0.200 477 2,336 +70
Nov04 040625 107.525 108.000 107.325 107.800 -0.100 155 1,022 +49
Jan05 040625 103.400 103.850 103.300 103.825 +0.375 101 557 +50
Mar05 040625 99.300 99.750 99.300 99.750 +0.250 22 130 +14
Apr05 040625 98.300 98.500 98.300 98.500 +0.200 9 76 +7
Total Volume and Open Interest 2,571 17,299 +341
Lean Hogs(CME)
Jul04 040625 76.700 77.150 76.250 76.950 +0.350 3,677 12,677 -1,408
Aug04 040625 74.800 75.500 74.250 75.350 +0.475 5,362 43,911 -929
Oct04 040625 64.200 65.000 63.650 64.850 +0.500 1,424 13,231 +210
Dec04 040625 59.550 60.300 59.100 60.150 +0.400 721 8,858 +171
Feb05 040625 59.800 60.000 59.550 59.950 -0.200 159 1,248 +107
Apr05 040625 60.400 60.700 60.250 60.500 -0.800 28 518 +24
May05 040625 62.500 62.500 62.100 62.300 -0.300 16 90 +8
Jun05 040625 64.500 64.600 64.250 64.600 -0.300 39 91 +21
Total Volume and Open Interest 11,429 80,631 -1,793
Pork Bellies(CME)
Jul04 040625 115.700 116.750 114.950 116.275 +0.325 522 1,988 -73
Aug04 040625 112.900 113.850 111.750 113.675 +0.775 360 1,030 +30
Feb05 040625 96.200 97.200 96.200 97.200 +0.200 18 110 +6
Mar05 040625 95.100 95.100 95.100 95.100 unch 0 2 +0
Total Volume and Open Interest 900 3,130 -37
Class III Milk(CME)
Jun04 040625 17.66 17.69 17.66 17.69 +0.01 155 6,290 -43
Jul04 040625 15.20 15.20 14.53 14.53 -0.75 987 5,825 +329
Aug04 040625 13.70 13.75 13.10 13.10 -0.65 751 5,364 +205
Sep04 040625 13.71 13.80 13.35 13.35 -0.36 696 4,941 +195
Oct04 040625 13.15 13.15 12.71 12.81 -0.39 526 3,140 +1
Total Volume and Open Interest 3,295 31,554 +760
Cocoa(NYBOT)
Jul04 040625 1325 1365 1325 1360 +31 17 444 -15
Sep04 040625 1341 1368 1340 1362 +25 2,626 43,289 +415
Dec04 040625 1365 1373 1358 1373 +22 760 15,154 +236
Mar05 040625 1375 1391 1374 1391 +19 290 9,637 +5
May05 040625 1393 1402 1393 1402 +17 330 11,324 +138
Jul05 040625 1412 1412 1412 1412 +14 96 10,958 +36
Sep05 040625 1429 1429 1429 1429 +17 125 4,751 +70
Total Volume and Open Interest 4,244 97,404 +885
Coffee "C"(NYBOT)
Jul04 040625 74.25 74.75 71.50 71.60 -2.45 482 886 -264
Sep04 040625 76.05 76.90 73.55 73.75 -2.50 5,708 66,163 -385
Dec04 040625 79.40 79.80 76.80 76.90 -2.50 1,066 12,706 -211
Mar05 040625 82.20 82.40 79.70 79.70 -2.50 126 6,851 +8
May05 040625 84.00 84.00 81.05 81.35 -2.50 20 1,258 +6
Jul05 040625 85.40 85.40 82.90 82.90 -2.50 77 1,099 +13
Total Volume and Open Interest 7,499 89,705 -813
Orange Juice(NYBOT)
Jul04 040625 60.10 61.40 59.00 61.20 +1.00 4,010 9,660 -2,202
Sep04 040625 62.40 62.50 61.25 61.90 -0.40 6,367 20,483 +2,281
Nov04 040625 64.75 64.90 63.50 64.80 -0.20 752 7,417 +147
Jan05 040625 67.00 67.00 66.50 66.95 -0.05 66 1,785 +17
Mar05 040625 69.25 69.50 69.25 69.30 +0.10 315 3,107 +68
Total Volume and Open Interest 11,773 45,528 +430
Sugar #11(NYBOT)
Jul04 040625 7.25 7.28 7.18 7.28 +0.07 10,074 26,234 -7,084
Oct04 040625 7.72 7.74 7.64 7.72 +0.01 18,132 165,734 +3,907
Mar05 040625 8.07 8.07 7.99 8.05 -0.02 4,886 44,805 +1,406
May05 040625 8.02 8.03 7.97 8.02 -0.01 1,195 16,296 +122
Jul05 040625 7.81 7.83 7.80 7.81 +0.01 435 11,193 +25
Total Volume and Open Interest 35,024 278,579 -2,755
London Cocoa(LCE)
Jul04 040625 765 773 761 773 +9 1,084 35,744 -116
Sep04 040625 782 790 780 790 +8 1,888 37,007 +59
Dec04 040625 808 816 805 816 +8 650 47,574 +181
Mar05 040625 832 837 828 837 +8 660 29,629 -39
May05 040625 846 851 840 851 +8 969 11,313 +130
Jul05 040625 857 864 857 864 +8 229 10,425 +150
Sep05 040625 876 876 876 876 +8 55 7,437 +5
Total Volume and Open Interest 6,159 187,967 +951
London Coffee(LCE)
Jul04 040625 785.00 790.00 775.00 780.00 -9.00 6,462 42,758 -3,031
Sep04 040625 790.00 790.00 771.00 776.00 -11.00 4,969 69,361 +1,703
Nov04 040625 780.00 780.00 765.00 768.00 -11.00 2,148 27,336 +1,546
Jan05 040625 775.00 775.00 760.00 762.00 -12.00 365 19,991 -169
Mar05 040625 780.00 780.00 770.00 770.00 -13.00 100 11,935 +42
May05 040625 779.00 781.00 779.00 780.00 -12.00 232 6,961 +232
Total Volume and Open Interest 14,276 179,207 +323
London Sugar(LCE)
Aug04 040625 218.50 224.00 218.50 223.20 +4.70 2,077 19,257 +450
Oct04 040625 225.00 229.00 225.00 228.30 +3.30 1,081 12,342 +96
Dec04 040625 233.00 235.50 233.00 235.30 +2.80 229 5,212 -57
Mar05 040625 240.00 242.40 240.00 242.30 +2.30 408 9,221 +60
May05 040625 240.50 242.40 240.50 241.50 +1.30 489 3,734 +49
Total Volume and Open Interest 4,339 55,975 +633
Cotton(NYBOT)
Jul04 040625 51.00 51.30 50.00 50.00 +0.70 670 489 -821
Oct04 040625 53.80 54.50 53.70 53.95 +0.95 679 3,562 +56
Dec04 040625 54.85 55.80 54.85 55.00 +0.55 12,820 52,510 -1,009
Mar05 040625 57.10 57.75 56.95 56.95 +0.50 632 9,522 +35
May05 040625 58.25 58.25 57.75 57.75 +0.50 44 1,824 -21
Jul05 040625 59.00 59.50 58.65 58.65 +0.50 127 1,179 +43
Total Volume and Open Interest 14,984 70,185 -1,705
Lumber(CME)
Jul04 040625 379.2 384.9 378.3 383.4 +2.8 307 2,921 -97
Sep04 040625 352.8 358.0 352.0 357.9 +4.5 147 1,298 -9
Nov04 040625 323.1 328.5 323.0 327.6 +3.5 30 503 +6
Jan05 040625 327.9 328.0 326.9 326.9 +2.0 5 56 -1
Total Volume and Open Interest 489 4,783 -101
Crude Oil(NYM)
Aug04 040625 37.40 37.67 37.10 37.55 -0.38 69,806 203,274 -1,126
Sep04 040625 37.48 37.72 37.20 37.60 -0.42 28,267 100,777 +1,768
Oct04 040625 37.20 37.50 37.15 37.39 -0.40 8,475 43,419 -250
Nov04 040625 37.05 37.22 36.98 37.16 -0.37 3,755 28,260 +340
Dec04 040625 36.75 36.92 36.67 36.89 -0.33 9,516 60,948 -368
Jan05 040625 36.54 36.54 36.54 36.54 -0.31 2,182 24,140 -226
Feb05 040625 36.40 36.40 36.20 36.21 -0.29 718 12,505 -220
Mar05 040625 35.91 35.91 35.91 35.91 -0.27 1,695 12,182 -976
Apr05 040625 35.50 35.62 35.50 35.62 -0.26 1,040 9,297 -500
May05 040625 35.33 35.33 35.33 35.33 -0.25 850 7,427 -270
Jun05 040625 35.15 35.15 35.00 35.08 -0.24 4,852 18,956 -688
Jul05 040625 34.85 34.85 34.85 34.85 -0.23 287 5,219 +185
Aug05 040625 34.64 34.64 34.64 34.64 -0.22 241 5,200 +80
Sep05 040625 34.48 34.48 34.44 34.44 -0.21 130 7,322 +28
Oct05 040625 34.25 34.25 34.25 34.25 -0.20 0 3,555 +0
Nov05 040625 34.07 34.07 34.07 34.07 -0.19 0 3,165 +0
Total Volume and Open Interest 138,039 695,498 -2,413
Heating Oil(NYM)
Jul04 040625 100.50 101.60 100.30 101.07 -1.20 13,288 15,347 -5,450
Aug04 040625 102.00 102.60 101.25 101.97 -1.06 20,383 57,482 +2,790
Sep04 040625 102.80 103.00 102.25 102.72 -1.06 3,735 17,246 +459
Oct04 040625 103.50 104.00 103.32 103.32 -1.06 3,484 12,325 +1,301
Nov04 040625 104.00 104.45 103.50 103.87 -1.06 992 9,683 -26
Dec04 040625 104.50 104.70 104.00 104.32 -1.01 3,872 22,905 -935
Jan05 040625 104.80 105.00 104.20 104.52 -0.96 2,717 9,248 -301
Feb05 040625 103.80 103.90 103.20 103.32 -0.91 2,280 9,357 +721
Mar05 040625 100.80 100.80 100.40 100.52 -0.76 1,295 8,398 -341
Apr05 040625 97.30 97.50 96.92 96.92 -0.61 5 1,731 +2
May05 040625 93.75 93.75 93.52 93.52 -0.46 1 1,537 -3
Jun05 040625 91.25 91.50 91.17 91.17 -0.31 265 3,343 -117
Total Volume and Open Interest 52,617 177,780 -1,883
Unleaded Gas(NYM)
Jul04 040625 120.25 122.00 120.00 120.57 -1.62 25,007 25,456 -1,931
Aug04 040625 119.30 121.20 119.25 119.87 -1.44 22,538 54,613 +2,553
Sep04 040625 116.50 117.30 116.00 116.55 -1.25 5,554 20,224 -495
Oct04 040625 110.50 110.90 110.50 110.50 -1.10 2,367 9,107 -662
Nov04 040625 107.40 107.40 106.95 106.95 -1.00 889 5,303 -242
Dec04 040625 104.00 105.00 104.00 104.60 -0.90 658 10,534 +287
Jan05 040625 103.00 103.85 103.00 103.85 -0.80 84 2,621 +25
Feb05 040625 103.80 103.80 103.80 103.80 -0.80 1,139 3,436 +259
Mar05 040625 104.35 104.35 104.35 104.35 -0.75 4 1,163 +4
Apr05 040625 110.75 110.75 110.75 110.75 -0.70 439 5,342 +210
May05 040625 110.50 110.50 110.50 110.50 -0.70 0 5,400 +0
Jun05 040625 109.25 109.25 109.25 109.25 -0.75 0 1,806 +0
Total Volume and Open Interest 58,679 145,005 +8
Natural Gas(NYM)
Jul04 040625 6.375 6.380 6.280 6.353 -0.132 34,373 22,094 -2,695
Aug04 040625 6.425 6.445 6.320 6.392 -0.146 20,349 70,614 +5,160
Sep04 040625 6.440 6.460 6.350 6.417 -0.136 5,815 34,072 +37
Oct04 040625 6.460 6.475 6.380 6.444 -0.127 4,382 33,974 +540
Nov04 040625 6.680 6.700 6.600 6.667 -0.121 2,427 18,977 -411
Dec04 040625 6.920 6.920 6.830 6.884 -0.116 1,797 21,028 +615
Jan05 040625 7.030 7.030 6.960 7.012 -0.113 1,869 20,469 -361
Feb05 040625 6.965 6.980 6.900 6.957 -0.108 1,095 12,377 +207
Mar05 040625 6.810 6.820 6.750 6.800 -0.100 2,071 16,045 +307
Apr05 040625 6.115 6.120 6.080 6.120 -0.025 922 11,385 -99
May05 040625 5.945 5.980 5.945 5.960 -0.015 433 10,809 +336
Jun05 040625 5.950 5.980 5.945 5.970 -0.010 156 7,360 +74
Jul05 040625 5.980 6.005 5.980 6.005 -0.010 243 10,984 -11
Aug05 040625 5.990 6.020 5.990 6.015 -0.010 242 6,649 -117
Sep05 040625 6.000 6.000 5.980 6.000 -0.003 166 7,818 +20
Oct05 040625 6.010 6.025 5.990 6.025 unch 214 6,206 +91
Total Volume and Open Interest 77,019 373,628 +3,810
Brent Crude Oil(IPE)
Aug04 040625 35.20 35.20 34.60 34.97 -0.33 44,969 76,236 -3,889
Sep04 040625 35.09 35.15 34.65 35.04 -0.26 22,158 73,931 +2,273
Oct04 040625 34.96 35.08 34.66 34.93 -0.22 4,655 25,171 +1,324
Nov04 040625 34.70 34.79 34.39 34.73 -0.18 4,527 10,854 -91
Dec04 040625 34.50 34.53 34.15 34.47 -0.14 5,184 33,731 -1,024
Jan05 040625 34.04 34.20 33.95 34.16 -0.11 2,251 14,352 +1,090
Feb05 040625 33.75 33.92 33.75 33.88 -0.07 200 6,649 -244
Mar05 040625 33.48 33.66 33.48 33.62 -0.04 775 8,075 -325
Apr05 040625 33.25 33.39 33.22 33.39 unch 1,150 7,280 -200
May05 040625 33.17 33.17 33.17 33.17 +0.03 565 1,723 +180
Jun05 040625 32.85 32.96 32.62 32.96 +0.05 3,605 15,118 -1,356
Jul05 040625 32.76 32.76 32.76 32.76 +0.07 565 1,115 +565
Total Volume and Open Interest 94,109 327,994 -1,797
Gas Oil(IPE)
Jul04 040625 318.00 319.50 316.00 317.00 -2.25 12,306 41,013 +2,061
Aug04 040625 315.00 317.00 314.00 315.25 -1.25 8,337 35,215 +1,901
Sep04 040625 314.50 315.00 312.25 313.25 -1.25 1,985 17,484 +175
Oct04 040625 310.75 311.75 310.25 310.25 -1.50 1,512 11,127 +492
Nov04 040625 307.50 308.50 307.00 307.00 -1.50 416 6,187 -268
Dec04 040625 304.50 305.25 303.50 303.50 -1.50 1,442 23,289 +58
Jan05 040625 300.00 300.00 300.00 300.00 -1.25 310 5,498 -40
Feb05 040625 295.50 295.50 295.50 295.50 -1.25 0 2,270 +0
Mar05 040625 290.25 290.25 290.25 290.25 -1.00 0 2,513 +0
Apr05 040625 284.50 284.50 284.50 284.50 -0.75 25 325 +25
Total Volume and Open Interest 26,858 165,690 +4,404
US Dollar Index(NYBOT)
Sep04 040625 89.09 89.41 89.03 89.22 +0.19 1,767 8,870 +325
Dec04 040625 89.57 89.57 89.48 89.48 +0.19 1 2,046 +0
Mar05 040625 89.74 89.74 89.74 89.74 +0.19 0 11 +0
Total Volume and Open Interest 1,768 10,927 +325
Australian Dollar(CME)
Sep04 040625 69.23 69.46 69.15 69.41 -0.01 2,602 24,959 +384
Dec04 040625 68.83 68.83 68.83 68.83 -0.01 0 264 +2
Mar05 040625 68.35 68.35 68.35 68.35 -0.01 0 30 +0
Total Volume and Open Interest 2,602 25,315 +386
British Pound(CME)
Sep04 040625 180.78 181.30 180.57 181.29 +0.04 8,238 49,690 +3,963
Dec04 040625 179.89 179.89 179.89 179.89 +0.04 0 388 +0
Mar05 040625 178.61 178.61 178.61 178.61 +0.02 0 4 +0
Total Volume and Open Interest 8,238 50,082 +3,963
Canadian Dollar(CME)
Sep04 040625 74.16 74.18 73.93 74.01 -0.25 8,417 55,187 +621
Dec04 040625 74.10 74.10 73.92 73.96 -0.24 65 4,429 +28
Mar05 040625 73.92 73.92 73.92 73.92 -0.23 16 685 +0
Jun05 040625 73.89 73.89 73.89 73.89 -0.22 2 193 +0
Total Volume and Open Interest 8,500 60,532 +649
Japanese Yen(CME)
Sep04 040625 93.08 93.35 92.98 93.17 -0.39 11,902 89,577 +6,726
Dec04 040625 93.60 93.64 93.60 93.64 -0.39 22 10,351 +5
Mar05 040625 94.20 94.20 94.20 94.20 -0.39 0 3 +0
Total Volume and Open Interest 11,924 99,934 +6,731
Swiss Franc(CME)
Sep04 040625 80.26 80.49 79.98 80.17 -0.36 10,073 48,433 +7,715
Dec04 040625 80.42 80.42 80.42 80.42 -0.36 0 131 +2
Mar05 040625 80.69 80.69 80.69 80.69 -0.36 0 7 +0
Total Volume and Open Interest 10,073 48,628 +7,717
EuroFX(CME)
Sep04 040625 121.20 121.60 121.12 121.41 -0.09 14,097 108,482 +6,982
Dec04 040625 121.18 121.37 121.18 121.37 -0.09 22 799 +1
Mar05 040625 121.41 121.41 121.41 121.41 -0.09 15 213 +15
Total Volume and Open Interest 14,134 109,522 +6,998
Mexican Peso(CME)
Jun04 040614 8780.0 8783.0 8750.0 8755.0 -45.0 4,318 21,915 -3,370
Sep04 040625 8722.0 8745.0 8702.0 8707.0 -5.0 5,976 47,487 +1,357
Total Volume and Open Interest 6,011 50,362 +1,377
30-Year T-Bonds(CBOT)
Sep04 040625 105~30 106~07 105~20 105~31 unch 239,921 503,280 +6,489
Dec04 040625 104~23 104~26 104~21 104~26 unch 1,620 11,203 +249
Mar05 040625 103~23 103~23 103~23 103~23 unch 1 194 +1
Total Volume and Open Interest 241,542 514,683 +6,739
Municipal Bonds(CBOT)
Sep04 040625 100~03 100~03 99~28 99~31 +0~01 160 2,154 +31
Total Volume and Open Interest 160 2,154 +31
10-Year T-Notes(CBOT)
Sep04 040625 108~310 109~050 108~250 108~315 +0~005 729,455 1,243,144 +27,206
Dec04 040625 107~295 107~295 107~190 107~235 +0~005 1,270 22,388 +359
Total Volume and Open Interest 730,725 1,265,542 +27,565
5-Year T-Notes(CBOT)
Sep04 040625 108~155 108~170 108~115 108~155 +0~020 410,051 0 +0
Dec04 040625 107~155 107~155 107~155 107~155 +0~020 1,527 13,020 +6,756
Total Volume and Open Interest 411,578 13,020 +6,756
2 Year T-Notes(CBOT)
Sep04 040625 105~024 105~028 105~016 105~021 +0~001 2,666 196,967 +4,114
Total Volume and Open Interest 2,782 206,784 +3,890
Eurodollars(CME)
Sep04 040625 97.960 97.965 97.935 97.940 -0.005 102,493 996,893 +1,207
Dec04 040625 97.455 97.465 97.420 97.435 unch 116,722 938,291 +12,592
Mar05 040625 97.005 97.020 96.965 96.985 +0.005 110,095 791,312 +9,360
Jun05 040625 96.610 96.630 96.570 96.590 +0.005 113,757 618,389 +2,464
Sep05 040625 96.275 96.290 96.230 96.255 +0.005 52,711 528,353 +9,658
Dec05 040625 95.980 95.980 95.930 95.955 unch 43,407 413,227 +10,320
Mar06 040625 95.740 95.745 95.700 95.720 +0.005 31,000 336,788 +2,613
Jun06 040625 95.550 95.550 95.495 95.525 +0.005 27,650 200,829 +472
Sep06 040625 95.390 95.390 95.340 95.360 unch 17,397 195,362 +5,542
Dec06 040625 95.225 95.225 95.180 95.200 +0.005 17,633 147,209 +2,868
Mar07 040625 95.070 95.070 95.040 95.060 unch 14,754 143,010 +2,801
Jun07 040625 94.935 94.935 94.905 94.925 unch 10,258 108,737 +2,586
Total Volume and Open Interest 699,428 6,028,484 +66,004
3-Mth Euro-Yen(CME)
Jun04 040614 99.92 99.92 99.92 99.92 -0.01 120 11,888 -79
Sep04 040625 99.90 99.90 99.90 99.90 unch 0 6,859 +4
Dec04 040625 99.87 99.87 99.87 99.87 +0.02 6 8,486 +202
Mar05 040625 99.80 99.80 99.80 99.80 +0.04 146 7,640 +147
Jun05 040625 99.70 99.71 99.70 99.70 +0.04 1 7,319 +29
Sep05 040625 99.58 99.58 99.58 99.58 +0.06 20 4,627 +198
Dec05 040625 99.43 99.43 99.43 99.43 +0.05 0 2,194 +355
Mar06 040625 99.28 99.28 99.28 99.28 +0.06 0 2,154 -1
Jun06 040625 99.15 99.15 99.15 99.15 +0.06 0 831 +0
Sep06 040625 99.02 99.02 99.02 99.02 +0.05 0 824 +0
Total Volume and Open Interest 258 42,375 +1,019
3-Mth Euro-Yen(SIMEX)
Sep04 040625 99.90 99.90 99.90 99.90 unch 23 45,186 -49
Dec04 040625 99.85 99.87 99.85 99.87 +0.02 1,808 65,549 +847
Mar05 040625 99.76 99.80 99.76 99.80 +0.04 778 57,864 +253
Jun05 040625 99.66 99.71 99.66 99.71 +0.05 1,316 56,588 +433
Sep05 040625 99.55 99.58 99.54 99.58 +0.05 1,348 45,683 -1,142
Dec05 040625 99.40 99.44 99.40 99.44 +0.06 1,303 32,232 +549
Mar06 040625 99.26 99.29 99.25 99.29 +0.07 612 21,681 -427
Jun06 040625 99.14 99.16 99.14 99.16 +0.07 624 10,084 -79
Total Volume and Open Interest 7,912 350,522 +443
German Euro-Bund(EUREX)
Sep04 040625 113.17 113.32 112.95 112.96 -0.24 1,062,909 946,447 +20,959
Dec04 040625 112.31 112.32 112.03 112.03 -0.23 1,696 3,914 +1,048
Mar05 040625 111.28 111.28 111.28 111.28 -0.22      
Total Volume and Open Interest 1,064,605 950,361 +21,599
German Euro-Bobl(EUREX)
Sep04 040625 110.30 110.45 110.20 110.23 -0.11 872,827 729,827 -51,476
Dec04 040625 109.33 109.33 109.33 109.33 -0.09 828 297 -303
Mar05 040625 108.85 108.85 108.85 108.85 -0.11      
Total Volume and Open Interest 873,655 730,124 -51,779
Long Gilt(LIFFE)
Jun04 040625 106~03 106~04 105~28 105~30 -0~06 54 22,740 -54
Sep04 040625 105~26 105~29 105~16 105~21 -0~06 55,720 211,813 -735
Total Volume and Open Interest 55,774 234,553 -789
3-Mth Short Sterling(LIFFE)
Sep04 040625 94.92 94.94 94.91 94.92 -0.01 54,288 196,108 -4,661
Dec04 040625 94.73 94.76 94.71 94.73 -0.02 82,782 237,667 -3,507
Mar05 040625 94.62 94.64 94.59 94.61 -0.01 75,099 190,228 -2,396
Total Volume and Open Interest 313,385 1,144,778 -10,360
3-Mth Euribor(LIFFE)
Sep04 040625 97.805 97.820 97.800 97.805 unch 166,145 557,329 -16,428
Dec04 040625 97.595 97.620 97.585 97.595 -0.010 187,383 562,276 -18,060
Mar05 040625 97.355 97.390 97.335 97.355 -0.015 195,737 407,548 +1,944
Total Volume and Open Interest 942,805 2,753,025 -38,783
3-Mth Aus T-Bills(SFE)
Sep04 040625 94.51 94.52 94.50 94.52 +0.02 14,101 147,455 +653
Dec04 040625 94.45 94.45 94.43 94.44 +0.01 9,977 97,253 +4,886
Mar05 040625 94.41 94.41 94.39 94.40 +0.01 4,019 54,629 +1,080
Jun05 040625 94.38 94.38 94.34 94.35 unch 617 25,229 -484
Sep05 040625 94.33 94.33 94.30 94.30 unch 423 16,915 +17
Dec05 040625 94.29 94.29 94.26 94.26 +0.01 185 13,862 -110
Mar06 040625 94.23 94.23 94.21 94.21 +0.02 140 10,234 +0
Jun06 040625 94.14 94.15 94.14 94.15 +0.02 37 5,241 +0
Sep06 040625 94.08 94.08 94.08 94.08 unch 0 2,543 +0
Dec06 040625 94.01 94.01 94.01 94.01 unch 0 1,250 +0
Total Volume and Open Interest 29,499 376,526 +6,042
10-Year Aus T-Bonds(SFE)
Sep04 040625 94.19 94.21 94.16 94.17 +0.01 12,173 187,188 -2,683
Dec04 040625 94.17 94.17 94.17 94.17 +0.01      
Total Volume and Open Interest 51,770 298,240 +1,658
3-Year Aus T-Bonds(SFE)
Sep04 040625 94.58 94.59 94.53 94.55 +0.01 22,415 298,240 +1,658
Dec04 040625 94.55 94.55 94.55 94.55 +0.01      
Total Volume and Open Interest 22,415 298,240 +1,658
Gold(CMX)
Jun04 040625 401.3 403.6 401.3 402.9 -0.2 148 491 -19
Aug04 040625 403.0 403.9 401.5 403.2 -0.3 60,614 138,314 +11,277
Oct04 040625 404.5 404.5 402.5 404.4 -0.3 440 10,004 +21
Dec04 040625 405.8 406.5 404.0 405.8 -0.3 1,523 37,541 +182
Feb05 040625 407.4 407.4 407.4 407.4 -0.3 881 3,295 +158
Apr05 040625 409.6 409.6 409.2 409.2 -0.3 779 4,117 +450
Jun05 040625 410.7 411.1 410.7 411.1 -0.3 116 13,730 -74
Aug05 040625 413.1 413.1 413.1 413.1 -0.3 0 2,193 +0
Oct05 040625 415.2 415.2 415.2 415.2 -0.3 4 280 +4
Dec05 040625 418.0 418.0 416.8 417.4 -0.3 12 6,336 +10
Feb06 040625 419.8 419.8 419.8 419.8 -0.3 0 843 +0
Apr06 040625 422.3 422.3 422.3 422.3 -0.3 0 435 +0
Total Volume and Open Interest 64,518 231,669 +12,009
Silver(CMX)
Jul04 040625 613.5 615.5 609.0 612.7 -4.8 26,302 34,126 -1,501
Sep04 040625 618.0 618.0 611.0 614.9 -4.7 7,982 27,479 +3,780
Dec04 040625 617.0 621.5 614.0 618.0 -4.7 1,336 17,016 +388
Mar05 040625 621.0 621.0 621.0 621.0 -4.7 104 4,753 +60
May05 040625 623.2 623.2 623.2 623.2 -4.7 10 994 +0
Jul05 040625 625.2 625.2 625.2 625.2 -4.7 45 1,794 +5
Sep05 040625 627.3 627.3 627.3 627.3 -4.7 15 91 +5
Total Volume and Open Interest 35,799 90,857 +2,732
Platinum(NYM)
Jul04 040625 808.5 815.0 805.0 806.5 -6.5 1,003 2,933 -506
Oct04 040625 803.0 805.0 795.5 795.5 -10.0 824 2,442 +235
Jan05 040625 799.0 799.0 790.5 790.5 -10.0 1 9 +1
Total Volume and Open Interest 1,828 5,384 -270
Palladium(NYME)
Jun04 040625 226.20 226.20 226.20 226.20 -2.70 2 53 +1
Sep04 040625 231.00 231.00 224.20 227.20 -2.70 240 7,225 +46
Dec04 040625 229.00 230.00 228.70 228.70 -2.70 10 492 +4
Total Volume and Open Interest 252 7,771 +51
Copper(CMX)
Jul04 040625 122.00 122.00 119.35 120.95 -1.40 10,709 14,844 -2,645
Sep04 040625 122.00 122.00 119.40 121.00 -1.40 14,462 30,057 +2,480
Dec04 040625 118.20 118.40 116.70 117.60 -1.20 554 9,965 +49
Mar05 040625 114.60 114.60 114.60 114.60 -1.10 157 1,640 +154
May05 040625 112.50 112.50 112.50 112.50 -1.00 0 389 +0
Total Volume and Open Interest 27,347 65,180 +723
DJIA Index(CBOT)
Jun04 040617 10377 10390 10340 10379 +3 10,860 27,862 -240
Sep04 040625 10440 10474 10365 10380 -58 4,221 41,394 +46
Dec04 040625 10439 10439 10378 10378 -58 9 46 +4
Total Volume and Open Interest 4,230 41,440 +50
S & P 500(CME)
Sep04 040625 1140.70 1145.90 1133.80 1135.20 -6.10 26,518 577,798 +3,971
Dec04 040625 1144.50 1144.50 1135.90 1135.90 -6.10 41 5,233 -40
Mar05 040625 1138.20 1138.20 1138.20 1138.20 -6.20 40 343 +0
Jun05 040625 1142.60 1142.60 1142.60 1142.60 -6.20 0 190 +0
Total Volume and Open Interest 26,599 583,596 +3,931
S & P 500 E-Mini(Globex)
Sep04 040625 1141.50 1146.00 1133.50 1135.25 -6.00 477,243 582,861 +5,277
Dec04 040625 1142.50 1146.75 1135.00 1136.00 -6.00 65 140 +18
Total Volume and Open Interest 477,308 583,001 +5,295
NASDAQ 100(CME)
Sep04 040625 1492.50 1508.50 1492.00 1505.50 +12.00 11,710 66,588 +1,172
Dec04 040625 1511.00 1511.00 1511.00 1511.00 +12.00 2 100 +1
Mar05 040625 1516.50 1516.50 1516.50 1516.50 +12.00      
Total Volume and Open Interest 11,712 66,688 +1,173
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040625 1494.0 1508.5 1491.0 1505.5 +12.0 265,668 152,573 +14,150
Dec04 040625 1511.0 1511.0 1499.0 1511.0 +12.0 131 713 +157
Total Volume and Open Interest 265,799 153,286 +14,307
S & P Midcap 400(CME)
Sep04 040625 600.00 606.00 600.00 605.25 +4.25 581 15,314 +71
Dec04 040625 605.00 605.00 605.00 605.00 +4.00      
Mar05 040625 605.00 605.00 605.00 605.00 +4.00      
Total Volume and Open Interest 581 15,314 +71
Russell 2000(CME)
Sep04 040625 576.50 586.50 576.50 585.25 +7.00 913 24,007 +129
Dec04 040625 585.25 585.25 585.25 585.25 +7.00      
Mar05 040625 585.25 585.25 585.25 585.25 +7.00      
Total Volume and Open Interest 913 24,007 +129
Value Line(KCBT)
Sep04 040625 1613.00 1620.00 1612.25 1620.00 +9.00 1 64 +1
Total Volume and Open Interest 1 64 +1
Nikkei 225(CME)
Sep04 040625 11800 11820 11750 11775 +20 2,767 31,683 +168
Dec04 040625 11775 11775 11775 11775 +20 0 15 +0
Total Volume and Open Interest 2,767 31,779 +249
Nikkei 225(SIMEX)
Sep04 040625 11770 11805 11655 11795 +75 21,644 133,902 +2,272
Dec04 040625 11765 11765 11765 11765 +75 1 1 +1
Mar05 040625 11765 11765 11765 11765 +75      
Total Volume and Open Interest 21,645 133,903 +2,273
CAC 40(MATIF)
Jun04 040625 3748.0 3759.5 3730.5 3744.0 -14.5 93,130 560,962 +5,820
Jul04 040625 3758.0 3763.5 3739.0 3750.0 -14.5 29,431 7,880 +4,039
Aug04 040625 3755.5 3756.0 3756.0 3756.0 -14.5 0 8 +0
Total Volume and Open Interest 57,716 600,541 +17,015
DAX Index(EUREX)
Sep04 040625 4024.0 4041.0 4006.0 4024.0 +2.5 89,748 136,275 -1,853
Dec04 040625 4056.0 4061.0 4028.5 4046.5 +2.5 162 5,242 +68
Mar05 040625 4071.5 4071.5 4071.5 4071.5 +2.5 75 125 +55
Total Volume and Open Interest 89,985 141,642 -1,730
FT-SE 100(LIFFE)
Sep04 040625 4499.00 4525.00 4492.50 4502.00 -7.00 57,413 403,977 +10,515
Dec04 040625 4534.00 4534.00 4534.00 4534.00 -7.00 0 26,722 +0
Mar05 040625 4546.50 4546.50 4546.50 4546.50 -7.00 0 3,350 +0
Total Volume and Open Interest 57,413 434,049 +10,515
SPI 200(SFE)
Jun04 040617 3496.0 3501.0 3488.0 3495.0 unch 50,374 120,653 -12,701
Sep04 040625 3549.0 3552.0 3531.0 3533.0 -20.0 9,429 155,467 -424
Dec04 040625 3560.0 3560.0 3546.0 3546.0 -20.0 145 4,401 -74
Total Volume and Open Interest 10,335 162,023 -404
GSCI(CME)
Jul04 040625 290.90 292.00 289.80 292.00 -2.25 81 15,978 +36
Aug04 040625 290.25 290.25 290.25 290.25 -1.25 0 3 +0
Sep04 040625 289.00 289.00 289.00 289.00 -0.70      
Total Volume and Open Interest 81 15,981 +36
Reuters CRB Index(NYBOT)
Aug04 040625 270.95 271.00 269.00 270.75 +0.25 63 211 -6
Nov04 040625 271.75 271.75 271.75 271.75 +0.25 28 86 +26
Jan05 040625 270.75 270.75 270.75 270.75 +0.25 0 28 +0
Total Volume and Open Interest 91 325 +20
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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