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MRCI's End of Day Prices
Daily Futures Price Listing Tue July 06, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul04 040706 944.00 984.00 944.00 979.50 +40.00 6,187 12,577 -1,805
Aug04 040706 812.00 829.50 809.00 819.50 +10.25 14,253 45,352 -842
Sep04 040706 683.00 687.00 679.00 684.00 -4.75 2,860 12,935 +509
Nov04 040706 646.00 653.00 642.50 652.00 -0.25 30,054 87,991 -1,312
Jan05 040706 648.00 655.00 647.00 653.50 -4.00 1,271 4,702 -258
Mar05 040706 649.00 657.00 648.00 657.00 -0.50 667 3,802 -29
May05 040706 644.00 652.00 644.00 651.00 -1.50 481 3,855 +139
Total Volume and Open Interest 55,875 173,406 -3,548
Soybean Meal(CBOT)
Jul04 040706 317.50 345.00 316.60 344.70 +30.50 4,673 9,123 -1,875
Aug04 040706 284.00 295.50 282.00 294.70 +14.60 10,420 38,352 -887
Sep04 040706 241.50 250.00 239.50 249.70 +8.40 2,595 20,412 +380
Oct04 040706 210.50 213.00 208.00 213.00 +2.50 1,310 15,225 +283
Dec04 040706 203.00 205.00 200.60 204.70 +0.90 6,447 39,882 -79
Jan05 040706 201.50 204.30 200.50 204.00 +0.50 577 4,913 -13
Mar05 040706 201.50 204.00 200.00 203.60 +1.60 393 4,314 -19
May05 040706 200.00 203.00 199.50 202.70 +1.40 1,126 4,438 +207
Total Volume and Open Interest 28,162 142,929 -1,565
Soybean Oil(CBOT)
Jul04 040706 28.80 29.10 28.55 29.05 +0.25 3,570 5,940 -1,193
Aug04 040706 27.75 28.28 27.67 28.20 +0.30 9,847 30,383 -756
Sep04 040706 26.78 27.05 26.56 26.99 +0.16 1,724 18,518 -417
Oct04 040706 25.10 25.35 25.05 25.33 +0.03 1,052 11,155 +46
Dec04 040706 23.95 24.20 23.80 24.11 -0.13 8,483 45,405 +457
Jan05 040706 23.80 24.15 23.80 24.04 -0.19 654 6,919 +112
Mar05 040706 23.85 24.10 23.75 24.00 -0.20 777 4,970 +157
May05 040706 23.85 24.00 23.75 23.95 -0.20 691 2,767 +323
Total Volume and Open Interest 27,140 130,883 -956
Canola(WCE)
Jul04 040706 373.0 373.0 370.5 370.5 -2.5 1,546 1,440 +0
Sep04 040706 365.0 365.0 365.0 365.0 unch 0 50 +0
Nov04 040706 356.0 356.0 351.3 351.7 -4.6 2,046 45,841 +0
Jan05 040706 360.1 360.5 356.5 356.5 -6.0 5 1,698 +0
Mar05 040706 363.5 363.5 361.1 361.1 -4.9 0 600 +0
Total Volume and Open Interest 3,598 50,790 +0
Corn(CBOT)
Jul04 040706 252.50 253.00 249.00 249.50 -5.75 6,712 9,922 -2,384
Sep04 040706 253.50 257.00 252.50 254.00 -5.25 19,664 165,324 -2,479
Dec04 040706 258.00 261.50 256.75 258.50 -4.50 36,881 305,668 -6,715
Mar05 040706 265.50 268.50 264.50 266.00 -4.00 4,616 40,091 +1,003
May05 040706 271.00 273.50 270.00 271.50 -3.75 1,018 12,605 +134
Jul05 040706 275.00 276.75 273.50 274.25 -4.25 995 10,776 -173
Total Volume and Open Interest 70,405 557,088 -10,559
Wheat(CBOT)
Jul04 040706 333.00 340.00 331.00 338.50 +3.50 1,217 1,107 -701
Sep04 040706 339.50 345.50 338.50 344.75 +3.25 12,757 91,702 +462
Dec04 040706 353.00 357.75 351.50 357.25 +3.25 6,381 45,564 +494
Mar05 040706 362.50 368.25 362.00 368.00 +5.50 829 8,961 -46
May05 040706 367.00 372.50 367.00 371.50 +6.00 7 285 +4
Total Volume and Open Interest 21,252 149,307 +217
Wheat(KCBT)
Jul04 040706 357.00 363.00 356.00 363.00 +4.00 424 927 -37
Sep04 040706 362.00 370.50 361.50 369.50 +5.25 5,744 36,031 -814
Dec04 040706 372.50 381.00 372.25 380.50 +7.00 3,240 17,917 +503
Mar05 040706 381.50 388.50 381.50 388.25 +5.75 490 3,036 +112
May05 040706 392.00 392.00 392.00 392.00 +7.00 16 90 +9
Total Volume and Open Interest 9,934 58,562 -217
Wheat(MGE)
Jul04 040706 380.00 384.25 380.00 384.25 +4.25 111 108 -79
Sep04 040706 385.00 391.50 384.50 390.50 +2.50 1,834 13,548 +29
Dec04 040706 393.00 399.00 392.00 398.00 +3.00 1,684 12,032 +466
Mar05 040706 397.50 404.00 397.50 404.00 +3.00 177 1,717 +127
May05 040706 405.00 405.00 404.00 404.00 +2.50 0 234 +0
Total Volume and Open Interest 3,806 27,711 +543
Oats(CBOT)
Jul04 040706 133.00 136.00 132.00 134.00 +2.75 81 95 -245
Sep04 040706 135.50 140.50 135.25 138.50 +3.25 259 3,464 -11
Dec04 040706 141.25 148.00 141.00 145.50 +4.00 1,148 6,814 +14
Mar05 040706 155.50 155.50 153.50 153.50 +4.50 22 179 +17
Total Volume and Open Interest 1,521 10,654 -223
Rough Rice(CBOT)
Jul04 040706 9.50 9.50 9.50 9.50 -0.10 25 97 -52
Sep04 040706 7.75 7.75 7.55 7.73 -0.24 70 915 +16
Nov04 040706 7.60 7.74 7.60 7.70 -0.24 151 1,864 -31
Jan05 040706 7.85 7.85 7.77 7.83 -0.27 8 270 +2
Total Volume and Open Interest 254 3,261 -65
Live Cattle(CME)
Aug04 040706 87.100 88.250 86.950 87.625 +2.300 4,308 64,690 -747
Oct04 040706 88.200 89.100 88.200 88.875 +2.475 1,933 29,654 +165
Dec04 040706 88.200 89.000 88.200 88.775 +2.025 508 14,317 -67
Feb05 040706 88.600 90.000 88.600 89.225 +2.000 208 6,706 +10
Apr05 040706 85.900 87.650 85.900 86.425 +1.775 57 2,081 +37
Jun05 040706 82.000 82.250 81.650 81.725 +1.575 84 840 +40
Total Volume and Open Interest 7,098 118,297 -562
Feeder Cattle(CME)
Aug04 040706 111.400 111.400 111.400 111.400 +3.000 1,292 10,123 -382
Sep04 040706 110.800 110.800 110.500 110.800 +3.000 201 1,658 +45
Oct04 040706 108.975 108.975 108.700 108.975 +3.000 396 2,396 -23
Nov04 040706 107.500 107.500 107.200 107.500 +3.000 143 1,155 +24
Jan05 040706 103.000 103.600 103.000 103.500 +2.900 75 697 +31
Mar05 040706 98.350 100.100 98.350 100.100 +3.000 2 147 +1
Apr05 040706 97.900 99.250 97.900 99.250 +3.000 0 79 +0
Total Volume and Open Interest 2,109 16,263 -304
Lean Hogs(CME)
Jul04 040706 79.250 79.475 78.750 79.375 +0.250 1,506 8,301 -614
Aug04 040706 76.925 77.250 76.425 76.650 -0.275 4,148 45,916 -334
Oct04 040706 67.000 67.200 66.600 66.950 -0.200 2,257 16,051 +827
Dec04 040706 61.900 62.150 61.650 61.900 -0.050 544 10,271 +135
Feb05 040706 60.750 60.950 60.300 60.650 unch 177 1,687 +141
Apr05 040706 60.400 60.600 60.400 60.600 +0.100 53 672 +34
May05 040706 62.000 62.000 61.900 61.900 unch 10 129 +5
Jun05 040706 64.600 64.850 64.600 64.850 -0.050 11 134 +5
Total Volume and Open Interest 8,707 83,175 +199
Pork Bellies(CME)
Jul04 040706 113.000 114.400 112.300 114.200 +1.750 773 1,037 -248
Aug04 040706 110.300 112.000 110.200 111.600 +1.425 847 2,050 +439
Feb05 040706 96.500 97.400 96.500 96.900 +0.650 17 115 +1
Mar05 040706 95.100 95.100 95.100 95.100 unch 0 2 +0
Total Volume and Open Interest 1,637 3,204 +192
Class III Milk(CME)
Jul04 040706 14.85 14.88 14.60 14.82 -0.08 167 5,927 +65
Aug04 040706 13.65 13.75 13.45 13.68 +0.03 302 5,159 -71
Sep04 040706 13.85 13.95 13.70 13.95 +0.12 265 5,023 +17
Oct04 040706 13.42 13.50 13.42 13.50 unch 120 3,113 -39
Nov04 040706 12.80 13.05 12.80 12.90 +0.10 81 2,030 +51
Total Volume and Open Interest 1,025 25,566 +68
Cocoa(NYBOT)
Jul04 040706 1340 1340 1338 1338 +26 13 238 -12
Sep04 040706 1303 1341 1301 1338 +21 7,864 45,257 +2,265
Dec04 040706 1325 1358 1317 1353 +22 2,564 17,891 +2,072
Mar05 040706 1348 1374 1344 1374 +22 65 10,125 +47
May05 040706 1365 1387 1358 1387 +22 567 11,280 -242
Jul05 040706 1403 1403 1403 1403 +22 83 11,537 +80
Sep05 040706 1390 1418 1385 1418 +21 145 4,820 +143
Total Volume and Open Interest 13,051 105,344 +6,102
Coffee "C"(NYBOT)
Jul04 040706 69.90 70.00 68.50 68.70 -1.35 80 214 -60
Sep04 040706 71.50 71.50 70.40 70.80 -1.45 10,938 65,931 +1,160
Dec04 040706 74.50 74.65 73.70 74.05 -1.40 3,607 15,410 +2,273
Mar05 040706 77.30 77.40 76.75 77.00 -1.30 154 6,147 -43
May05 040706 79.10 79.15 78.30 78.65 -1.30 25 1,673 +109
Jul05 040706 80.50 80.50 79.50 80.20 -1.30 10 1,115 +54
Total Volume and Open Interest 14,814 91,300 +3,493
Orange Juice(NYBOT)
Jul04 040706 64.00 67.00 64.00 67.00 +1.70 765 1,566 -998
Sep04 040706 66.00 67.80 65.50 67.75 +2.10 6,194 23,187 -272
Nov04 040706 67.20 68.70 67.00 68.65 +1.60 971 8,836 -39
Jan05 040706 68.80 70.30 68.75 70.25 +1.05 383 2,251 +308
Mar05 040706 70.50 71.55 70.50 71.55 +0.35 301 3,201 -5
Total Volume and Open Interest 8,669 42,204 -939
Sugar #11(NYBOT)
Oct04 040706 8.20 8.20 8.04 8.13 +0.17 20,840 186,613 +8,242
Mar05 040706 8.42 8.50 8.40 8.47 +0.15 8,483 45,861 -305
May05 040706 8.30 8.35 8.25 8.32 +0.10 1,048 17,171 +33
Jul05 040706 8.10 8.15 8.09 8.12 +0.09 743 11,898 +306
Oct05 040706 7.99 8.04 7.96 8.01 +0.10 273 10,388 -49
Total Volume and Open Interest 31,839 276,323 +8,400
London Cocoa(LCE)
Jul04 040706 748 758 733 758 +11 451 0 -9,358
Sep04 040706 770 780 755 780 +11 847 0 -58,329
Dec04 040706 793 805 780 804 +11 579 0 -51,099
Mar05 040706 814 826 802 826 +12 601 0 -30,104
May05 040706 830 840 817 840 +12 152 0 -12,327
Jul05 040706 833 853 830 853 +13 123 0 -11,691
Sep05 040706 856 866 842 866 +13 72 0 -7,811
Total Volume and Open Interest 2,839    
London Coffee(LCE)
Jul04 040706 690.00 699.00 685.00 686.00 -9.00 505 0 -7,435
Sep04 040706 690.00 716.00 690.00 697.00 -8.00 19,599 0 -85,712
Nov04 040706 713.00 728.00 707.00 711.00 -8.00 6,555 0 -28,695
Jan05 040706 723.00 744.00 722.00 723.00 -6.00 2,144 0 -23,093
Mar05 040706 733.00 745.00 732.00 738.00 -3.00 1,240 0 -12,575
May05 040706 747.00 764.00 747.00 752.00 -3.00 2,204 0 -9,106
Total Volume and Open Interest 32,981    
London Sugar(LCE)
Aug04 040706 233.60 237.60 232.50 236.40 +2.60 2,574 0 -16,429
Oct04 040706 237.40 241.00 237.00 240.00 +1.50 1,844 0 -15,926
Dec04 040706 243.60 246.00 243.60 246.00 +1.10 201 0 -5,047
Mar05 040706 248.60 251.50 248.60 251.50 +1.10 166 0 -9,199
May05 040706 248.00 249.50 247.90 249.50 unch 111 0 -3,704
Total Volume and Open Interest 5,074    
Cotton(NYBOT)
Jul04 040706 47.50 47.50 46.50 46.50 -0.75 23 105 -30
Oct04 040706 49.10 49.50 48.60 49.49 +0.02 649 3,793 -22
Dec04 040706 49.20 49.80 48.65 49.65 +0.09 7,121 53,791 +598
Mar05 040706 50.90 51.30 50.58 51.30 -0.10 678 11,174 +62
May05 040706 52.00 52.30 51.55 52.30 -0.10 77 2,286 +43
Jul05 040706 52.78 53.30 52.65 53.30 -0.10 173 1,391 +37
Total Volume and Open Interest 8,734 73,808 +696
Lumber(CME)
Jul04 040706 380.8 383.8 375.5 383.8 +5.5 317 1,489 -236
Sep04 040706 366.8 366.9 359.2 366.3 +2.5 395 2,407 +198
Nov04 040706 338.9 339.0 333.8 338.3 +1.3 66 592 +24
Jan05 040706 338.9 339.0 337.0 337.4 -1.1 2 108 +0
Total Volume and Open Interest 780 4,603 -14
Crude Oil(NYM)
Aug04 040706 39.10 39.70 38.90 39.65 +1.26 71,639 178,056 -4,385
Sep04 040706 39.05 39.75 38.95 39.72 +1.26 46,144 112,548 +168
Oct04 040706 38.85 39.50 38.70 39.46 +1.22 9,856 44,645 +993
Nov04 040706 38.50 39.25 38.50 39.18 +1.20 2,024 28,593 -223
Dec04 040706 38.30 38.90 38.10 38.86 +1.16 7,463 60,925 +285
Jan05 040706 37.95 38.41 37.95 38.41 +1.10 595 24,000 +17
Feb05 040706 37.99 37.99 37.99 37.99 +1.03 816 13,431 -67
Mar05 040706 37.50 37.63 37.50 37.63 +0.99 861 12,075 +25
Apr05 040706 37.15 37.27 37.15 37.27 +0.94 122 10,494 -77
May05 040706 36.94 36.94 36.94 36.94 +0.90 856 6,886 -143
Jun05 040706 35.85 36.63 35.85 36.63 +0.85 1,945 20,726 -1,027
Jul05 040706 36.05 36.37 36.05 36.37 +0.82 52 6,127 +2
Aug05 040706 36.14 36.14 36.14 36.14 +0.81 226 5,296 -66
Sep05 040706 35.58 35.91 35.58 35.91 +0.79 0 7,633 +0
Oct05 040706 35.70 35.70 35.70 35.70 +0.78 25 3,594 +0
Nov05 040706 35.49 35.49 35.49 35.49 +0.77 0 3,185 +0
Total Volume and Open Interest 149,678 693,649 -4,514
Heating Oil(NYM)
Aug04 040706 108.90 110.60 108.60 109.31 +2.04 17,762 64,728 -391
Sep04 040706 109.40 111.30 109.30 110.17 +2.09 3,909 22,938 +820
Oct04 040706 110.10 111.50 110.10 110.72 +2.14 1,482 14,884 +297
Nov04 040706 110.60 111.80 110.50 111.22 +2.19 1,022 11,210 -147
Dec04 040706 111.20 112.30 111.00 111.57 +2.19 2,051 23,721 +270
Jan05 040706 111.30 112.60 111.30 111.67 +2.19 1,140 10,125 -17
Feb05 040706 109.70 111.00 109.70 109.92 +2.09 473 10,064 +180
Mar05 040706 106.70 108.00 106.70 106.72 +1.99 93 9,204 +33
Apr05 040706 102.65 104.00 102.47 102.47 +1.84 28 1,866 +10
May05 040706 98.80 98.80 98.47 98.47 +1.69 1 1,768 +0
Jun05 040706 95.15 96.10 95.15 95.87 +1.59 25 3,862 +0
Jul05 040706 95.50 95.50 94.92 94.92 +1.49 0 5,087 -25
Total Volume and Open Interest 28,113 188,196 +1,045
Unleaded Gas(NYM)
Aug04 040706 126.50 128.15 125.20 127.21 +2.77 20,017 59,995 +997
Sep04 040706 123.00 124.80 122.30 124.26 +2.72 6,248 24,153 +836
Oct04 040706 116.00 117.50 115.80 117.31 +2.17 1,438 9,783 -3
Nov04 040706 112.10 114.11 111.70 113.11 +1.87 566 5,820 +179
Dec04 040706 109.00 111.21 109.00 110.21 +1.57 590 11,678 +18
Jan05 040706 108.10 110.21 108.10 109.21 +1.37 112 2,565 +76
Feb05 040706 108.10 110.06 108.10 109.06 +1.32 181 3,587 +36
Mar05 040706 108.25 110.41 108.25 109.41 +1.22 1 1,379 +1
Apr05 040706 115.71 115.71 115.71 115.71 +1.12 288 6,345 +170
May05 040706 115.36 115.36 115.36 115.36 +1.07 0 6,318 +0
Jun05 040706 113.70 115.11 113.70 114.11 +1.02 773 2,146 -728
Jul05 040706 111.66 111.66 111.66 111.66 +0.97 750 750 +750
Total Volume and Open Interest 30,964 134,519 +2,332
Natural Gas(NYM)
Aug04 040706 6.250 6.460 6.230 6.424 +0.276 17,744 65,523 -2,535
Sep04 040706 6.270 6.500 6.260 6.462 +0.281 4,236 37,142 +226
Oct04 040706 6.300 6.500 6.290 6.490 +0.272 2,512 36,280 +271
Nov04 040706 6.530 6.740 6.530 6.721 +0.263 1,167 19,918 -123
Dec04 040706 6.770 6.950 6.770 6.947 +0.254 1,229 21,919 +125
Jan05 040706 6.900 7.100 6.900 7.080 +0.257 645 20,541 +91
Feb05 040706 6.840 7.020 6.840 7.020 +0.245 463 13,052 +71
Mar05 040706 6.730 6.880 6.730 6.860 +0.232 1,457 16,714 +224
Apr05 040706 6.070 6.180 6.070 6.150 +0.149 777 13,314 -75
May05 040706 5.930 6.020 5.930 5.998 +0.137 150 10,681 +35
Jun05 040706 5.970 6.030 5.950 6.003 +0.123 227 7,604 +25
Jul05 040706 6.000 6.070 5.960 6.028 +0.110 67 11,178 -33
Aug05 040706 6.000 6.080 6.000 6.033 +0.102 491 8,039 +275
Sep05 040706 6.020 6.070 6.010 6.010 +0.099 241 8,130 +53
Oct05 040706 5.990 6.080 5.990 6.030 +0.099 518 6,454 +0
Nov05 040706 6.220 6.240 6.193 6.193 +0.097 136 6,018 +35
Total Volume and Open Interest 34,866 367,002 -502
Brent Crude Oil(IPE)
Aug04 040706 36.70 37.30 36.65 37.18 +0.88 21,221 0 -64,772
Sep04 040706 36.78 37.20 36.58 37.10 +0.77 13,396 0 -82,652
Oct04 040706 36.68 37.02 36.44 36.96 +0.71 5,374 0 -31,222
Nov04 040706 36.42 36.72 36.20 36.67 +0.69 457 0 -15,436
Dec04 040706 36.05 36.33 35.90 36.33 +0.67 2,210 0 -33,289
Jan05 040706 35.58 35.92 35.54 35.92 +0.64 255 0 -11,246
Feb05 040706 35.22 35.55 35.20 35.55 +0.62      
Mar05 040706 35.00 35.21 35.00 35.21 +0.60      
Apr05 040706 34.85 34.88 34.85 34.88 +0.57 175 0 -6,475
May05 040706 34.57 34.57 34.57 34.57 +0.54      
Jun05 040706 34.00 34.27 34.00 34.27 +0.51      
Jul05 040706 33.75 33.95 33.75 33.95 +0.48      
Total Volume and Open Interest 44,463    
Gas Oil(IPE)
Jul04 040706 347.50 351.50 346.00 351.00 +7.75 8,571 0 -29,754
Aug04 040706 342.50 346.00 341.50 345.75 +7.50 7,076 0 -47,095
Sep04 040706 339.00 341.50 337.75 341.50 +6.75 1,312 0 -19,406
Oct04 040706 336.50 336.75 334.00 336.75 +7.00 1,389 0 -12,185
Nov04 040706 330.00 332.25 330.00 332.25 +7.00 163 0 -7,164
Dec04 040706 327.25 327.75 325.00 327.50 +6.75 1,169 0 -23,276
Jan05 040706 322.00 323.25 322.00 323.25 +7.00 1,150 0 -6,058
Feb05 040706 317.50 317.50 317.50 317.50 +6.75      
Mar05 040706 310.25 310.25 310.25 310.25 +6.00 500 0 -2,313
Apr05 040706 303.00 303.00 303.00 303.00 +5.25      
Total Volume and Open Interest 21,930    
US Dollar Index(NYBOT)
Sep04 040706 88.27 88.56 88.18 88.35 +0.17 691 13,202 +1,753
Dec04 040706 88.50 88.79 88.50 88.58 +0.17 43 2,095 +20
Mar05 040706 88.81 88.81 88.81 88.81 +0.17 0 11 +0
Total Volume and Open Interest 691 15,308 +1,773
Australian Dollar(CME)
Sep04 040706 71.20 71.39 70.80 70.91 +0.08 5,147 24,100 +114
Dec04 040706 70.55 70.55 70.28 70.28 +0.08 3 254 -3
Mar05 040706 69.73 69.73 69.73 69.73 +0.06 0 30 +0
Total Volume and Open Interest 5,150 24,446 +111
British Pound(CME)
Sep04 040706 183.14 183.30 182.74 183.14 +1.00 4,355 49,146 +1,609
Dec04 040706 181.45 181.70 181.45 181.70 +1.00 2 398 +0
Mar05 040706 180.40 180.40 180.40 180.40 +1.00 0 6 +0
Total Volume and Open Interest 4,357 49,550 +1,609
Canadian Dollar(CME)
Sep04 040706 75.69 75.69 75.18 75.37 -0.11 6,466 54,914 +1,774
Dec04 040706 75.65 75.65 75.10 75.33 -0.10 66 4,521 +1
Mar05 040706 75.61 75.61 75.29 75.29 -0.09 1 669 +1
Jun05 040706 75.21 75.25 75.21 75.25 -0.08 1 201 +0
Total Volume and Open Interest 6,534 60,348 +1,786
Japanese Yen(CME)
Sep04 040706 91.89 92.10 91.58 91.64 -0.92 5,852 89,128 -541
Dec04 040706 92.29 92.29 92.11 92.11 -0.92 6 12,297 +0
Mar05 040706 92.67 92.67 92.67 92.67 -0.92 0 3 +0
Total Volume and Open Interest 5,858 101,431 -541
Swiss Franc(CME)
Sep04 040706 81.29 81.40 80.97 81.17 -0.20 15,005 51,289 +8,154
Dec04 040706 81.42 81.42 81.42 81.42 -0.20 28 120 -12
Mar05 040706 81.69 81.69 81.69 81.69 -0.20 0 7 +0
Total Volume and Open Interest 15,033 51,473 +8,142
EuroFX(CME)
Sep04 040706 123.09 123.16 122.50 122.92 -0.17 14,040 117,318 +9,070
Dec04 040706 122.87 122.87 122.87 122.87 -0.17 26 851 +11
Mar05 040706 123.09 123.09 122.89 122.89 -0.18 52 184 -5
Total Volume and Open Interest 14,118 118,381 +9,076
Mexican Peso(CME)
Sep04 040706 8635.0 8640.0 8595.0 8618.0 -29.0 6,203 45,077 +2,323
Dec04 040706 8480.0 8488.0 8480.0 8488.0 -29.0 20 1,622 +20
Total Volume and Open Interest 6,223 47,995 +2,343
30-Year T-Bonds(CBOT)
Sep04 040706 108~01 108~12 107~23 107~26 -0~07 274,731 505,281 -1,550
Dec04 040706 107~01 107~02 106~20 106~20 -0~07 216 16,932 -411
Mar05 040706 105~17 105~17 105~17 105~17 -0~07 0 194 +0
Total Volume and Open Interest 274,947 522,414 -1,961
Municipal Bonds(CBOT)
Sep04 040706 101~04 101~11 100~29 100~31 -0~01 340 2,502 +147
Total Volume and Open Interest 340 2,502 +147
10-Year T-Notes(CBOT)
Sep04 040706 110~145 110~230 110~105 110~125 -0~035 844,645 1,265,063 -4,159
Dec04 040706 109~110 109~125 109~010 109~050 -0~025 1,947 22,353 -440
Total Volume and Open Interest 846,592 1,287,426 -4,599
5-Year T-Notes(CBOT)
Sep04 040706 109~205 109~225 109~150 109~170 -0~020 425,027 0 +0
Dec04 040706 108~180 108~180 108~180 108~180 -0~020 32 24,887 -28
Total Volume and Open Interest 425,059 24,887 -28
2 Year T-Notes(CBOT)
Sep04 040706 105~084 105~084 105~074 105~079 -0~001 3,877 193,389 -2,859
Total Volume and Open Interest 3,877 193,389 -2,859
Eurodollars(CME)
Sep04 040706 98.060 98.070 98.045 98.060 +0.005 196,066 922,468 -60,458
Dec04 040706 97.665 97.675 97.625 97.655 -0.005 146,518 931,262 +10,541
Mar05 040706 97.275 97.290 97.230 97.260 -0.015 151,586 773,025 -19,086
Jun05 040706 96.925 96.940 96.875 96.900 -0.020 158,510 616,075 +18,677
Sep05 040706 96.595 96.610 96.545 96.565 -0.025 125,268 553,553 +341
Dec05 040706 96.300 96.310 96.250 96.260 -0.035 93,060 440,459 -6,787
Mar06 040706 96.060 96.070 96.015 96.025 -0.035 53,752 336,821 -6,287
Jun06 040706 95.860 95.870 95.810 95.825 -0.030 47,941 206,217 +326
Sep06 040706 95.680 95.690 95.640 95.640 -0.030 29,405 190,251 -6,540
Dec06 040706 95.500 95.515 95.465 95.475 -0.020 18,420 145,174 -413
Mar07 040706 95.350 95.375 95.320 95.330 -0.015 15,456 142,689 +2,812
Jun07 040706 95.200 95.220 95.175 95.185 -0.010 20,307 111,548 -1,519
Total Volume and Open Interest 1,131,661 6,009,471 -61,083
3-Mth Euro-Yen(CME)
Sep04 040706 99.91 99.91 99.90 99.90 -0.01 251 5,780 +103
Dec04 040706 99.89 99.89 99.89 99.89 unch 589 7,832 -34
Mar05 040706 99.84 99.84 99.84 99.84 unch 766 8,623 +598
Jun05 040706 99.75 99.75 99.75 99.75 +0.01 1,173 8,241 +1,005
Sep05 040706 99.64 99.64 99.64 99.64 +0.01 301 5,546 +151
Dec05 040706 99.51 99.51 99.51 99.51 +0.01 134 3,046 +169
Mar06 040706 99.35 99.35 99.35 99.35 +0.01 0 2,021 -198
Jun06 040706 99.21 99.21 99.21 99.21 +0.02 0 1,218 +510
Sep06 040706 99.09 99.09 99.09 99.09 +0.03 0 1,079 +255
Dec06 040706 98.97 98.97 98.97 98.97 +0.03 0 655 +0
Total Volume and Open Interest 3,214 45,059 +2,559
3-Mth Euro-Yen(SIMEX)
Sep04 040706 99.91 99.91 99.90 99.90 -0.01 100 0 -43,839
Dec04 040706 99.89 99.89 99.89 99.89 unch 5,968 0 -65,321
Mar05 040706 99.83 99.85 99.83 99.83 -0.01 7,407 0 -58,951
Jun05 040706 99.75 99.75 99.74 99.75 unch 6,338 0 -56,881
Sep05 040706 99.63 99.64 99.62 99.64 +0.01 1,184 0 -45,957
Dec05 040706 99.50 99.51 99.50 99.51 +0.01 553 0 -34,479
Mar06 040706 99.37 99.37 99.35 99.35 +0.01 615 0 -27,208
Jun06 040706 99.23 99.23 99.22 99.22 +0.02 20 0 -12,864
Total Volume and Open Interest 22,205    
German Euro-Bund(EUREX)
Sep04 040706 113.70 113.86 113.58 113.67 +0.01 201,568 0 -1,052,269
Dec04 040706 112.73 112.85 112.73 112.73 +0.03 140 0 -17,506
Mar05 040706 112.12 112.12 112.12 112.12 +0.01      
Total Volume and Open Interest 201,708    
German Euro-Bobl(EUREX)
Sep04 040706 110.73 110.88 110.66 110.72 +0.02 191,270 0 -767,044
Dec04 040706 109.82 109.82 109.82 109.82 +0.04 151 0 -573
Mar05 040706 109.32 109.32 109.32 109.32 +0.02      
Total Volume and Open Interest 191,421    
Long Gilt(LIFFE)
Sep04 040706 106~08 106~11 106~03 106~05 0~00 19,509 0 -212,467
Dec04 040706 105~31 105~31 105~31 105~31 0~00      
Total Volume and Open Interest 19,509    
3-Mth Short Sterling(LIFFE)
Sep04 040706 94.96 94.98 94.94 94.95 -0.01 15,825 0 -204,093
Dec04 040706 94.81 94.82 94.77 94.79 -0.01 27,745 0 -226,281
Mar05 040706 94.68 94.71 94.65 94.67 -0.02 25,057 0 -172,209
Total Volume and Open Interest 111,768    
3-Mth Euribor(LIFFE)
Sep04 040706 97.850 97.855 97.840 97.845 -0.005 31,227 0 -531,771
Dec04 040706 97.700 97.705 97.675 97.680 -0.010 52,320 0 -554,486
Mar05 040706 97.490 97.505 97.460 97.470 -0.005 33,853 0 -388,170
Total Volume and Open Interest 219,871    
3-Mth Aus T-Bills(SFE)
Sep04 040706 94.45 94.46 94.44 94.46 unch 9,765 0 -147,634
Dec04 040706 94.36 94.38 94.35 94.38 +0.01 10,734 0 -121,739
Mar05 040706 94.30 94.32 94.30 94.32 +0.01 2,613 0 -51,466
Jun05 040706 94.25 94.28 94.25 94.28 +0.02 940 0 -26,937
Sep05 040706 94.22 94.24 94.22 94.24 +0.02 500 0 -16,752
Dec05 040706 94.16 94.20 94.16 94.20 +0.03 146 0 -12,873
Mar06 040706 94.12 94.14 94.12 94.14 +0.02 57 0 -10,498
Jun06 040706 94.05 94.08 94.05 94.08 +0.03 10 0 -5,155
Sep06 040706 94.00 94.01 94.00 94.01 +0.04      
Dec06 040706 93.91 93.95 93.91 93.94 +0.04 50 0 -1,203
Total Volume and Open Interest 24,815    
10-Year Aus T-Bonds(SFE)
Sep04 040706 94.44 94.47 94.43 94.47 +0.28 8,104 0 -186,026
Dec04 040706 94.47 94.47 94.47 94.47 +0.28      
Total Volume and Open Interest 8,104    
3-Year Aus T-Bonds(SFE)
Sep04 040706 94.44 94.47 94.43 94.47 +0.02 26,287 0 -280,843
Dec04 040706 94.47 94.47 94.47 94.47 +0.02      
Total Volume and Open Interest 26,287    
Gold(CMX)
Aug04 040706 399.5 399.8 389.0 393.0 -5.7 34,495 132,316 +2,597
Oct04 040706 401.0 401.0 391.0 394.2 -5.7 122 10,384 +15
Dec04 040706 401.5 402.8 391.0 395.6 -5.7 1,115 38,700 +33
Feb05 040706 400.0 400.0 397.1 397.1 -5.7 91 3,629 +15
Apr05 040706 398.7 398.7 398.7 398.7 -5.7 0 4,678 +0
Jun05 040706 400.4 400.4 400.4 400.4 -5.7 5 13,691 +0
Aug05 040706 402.3 402.3 402.3 402.3 -5.7 10 2,223 +0
Oct05 040706 404.3 404.3 404.3 404.3 -5.7 0 281 +0
Dec05 040706 412.5 412.5 406.4 406.4 -5.7 0 6,387 +0
Feb06 040706 408.7 408.7 408.7 408.7 -5.7 0 843 +0
Apr06 040706 411.0 411.0 411.0 411.0 -5.7 0 435 +0
Jun06 040706 413.3 413.3 413.3 413.3 -5.7 0 7,533 +0
Total Volume and Open Interest 35,858 227,732 +2,668
Silver(CMX)
Jul04 040706 604.0 606.5 590.0 596.4 -3.4 466 1,083 -963
Sep04 040706 606.5 608.0 589.0 598.0 -3.5 11,353 49,993 +215
Dec04 040706 609.0 611.0 592.0 601.1 -3.5 1,010 19,301 +349
Mar05 040706 612.0 612.0 600.0 604.2 -3.5 4 4,896 -2
May05 040706 606.2 606.2 606.2 606.2 -3.5 0 995 +0
Jul05 040706 608.2 608.2 608.2 608.2 -3.5 0 2,058 +0
Sep05 040706 610.2 610.2 610.2 610.2 -3.5 0 97 +0
Total Volume and Open Interest 12,839 83,030 -400
Platinum(NYM)
Jul04 040706 775.0 779.4 775.0 779.4 -2.1 96 634 -58
Oct04 040706 772.0 774.5 766.5 770.9 -2.1 694 4,877 +124
Jan05 040706 759.0 765.9 759.0 765.9 -2.1 0 11 +0
Total Volume and Open Interest 790 5,522 +66
Palladium(NYME)
Sep04 040706 217.00 223.50 217.00 221.05 +4.05 679 7,297 +20
Dec04 040706 220.10 223.00 220.10 222.55 +4.05 25 524 +14
Mar05 040706 225.05 225.05 225.05 225.05 +4.05 0 1 +0
Total Volume and Open Interest 704 7,822 +34
Copper(CMX)
Jul04 040706 123.30 123.75 121.05 122.00 unch 524 3,958 -258
Sep04 040706 123.40 124.10 119.50 121.80 -0.20 4,160 32,952 +326
Dec04 040706 120.10 121.00 117.30 119.00 +0.10 459 8,911 +130
Mar05 040706 116.00 116.00 116.00 116.00 +0.30 109 1,607 +29
May05 040706 113.65 113.65 113.65 113.65 +0.35 0 385 +0
Total Volume and Open Interest 5,332 56,714 +170
DJIA Index(CBOT)
Sep04 040706 10225 10255 10175 10203 -71 5,695 42,220 -747
Dec04 040706 10225 10225 10203 10203 -71 0 50 +0
Mar05 040706 10217 10218 10208 10208        
S & P 500(CME)
Sep04 040706 1120.30 1120.80 1112.50 1115.00 -10.80 26,832 573,458 +1,506
Dec04 040706 1115.30 1115.30 1115.30 1115.30 -10.80 85 6,336 +40
Mar05 040706 1116.70 1116.70 1116.70 1116.70 -10.60 0 356 +0
Jun05 040706 1120.20 1120.20 1120.20 1120.20 -10.60 39 246 -1
Total Volume and Open Interest 26,956 580,436 +1,545
S & P 500 E-Mini(Globex)
Sep04 040706 1123.75 1129.00 1112.50 1115.00 -10.75 457,987 556,835 -15,964
Dec04 040706 1126.75 1128.50 1114.00 1115.25 -11.50 732 8,399 +312
Total Volume and Open Interest 458,719 565,234 -15,652
NASDAQ 100(CME)
Sep04 040706 1475.50 1476.00 1445.50 1453.50 -34.50 11,065 68,679 +1,458
Dec04 040706 1460.00 1460.00 1459.00 1459.00 -34.50 0 103 +0
Mar05 040706 1464.50 1464.50 1464.50 1464.50 -34.50      
Total Volume and Open Interest 11,065 68,782 +1,458
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040706 1487.5 1493.0 1445.0 1453.5 -34.5 240,753 184,179 +7,451
Dec04 040706 1473.0 1473.0 1456.5 1459.0 -40.5 18 744 -6
Total Volume and Open Interest 240,771 184,923 +7,445
S & P Midcap 400(CME)
Sep04 040706 597.75 598.00 590.50 591.50 -8.10 550 14,385 -96
Dec04 040706 591.25 591.25 591.25 591.25 -8.10      
Mar05 040706 591.25 591.25 591.25 591.25 -8.10      
Total Volume and Open Interest 550 14,385 -96
Russell 2000(CME)
Sep04 040706 579.50 580.00 570.50 573.00 -9.80 1,111 22,714 +72
Dec04 040706 573.00 573.00 573.00 573.00 -9.80      
Mar05 040706 573.00 573.00 573.00 573.00 -9.80      
Total Volume and Open Interest 1,111 22,714 +72
Value Line(KCBT)
Sep04 040706 1595.00 1595.00 1580.00 1581.50 -23.50 3 59 -1
Total Volume and Open Interest 3 59 -1
Nikkei 225(CME)
Sep04 040706 11410 11440 11350 11365 -275 3,046 31,218 -790
Dec04 040706 11400 11400 11365 11365 -275 0 15 +0
Total Volume and Open Interest 3,046 31,314 -790
Nikkei 225(SIMEX)
Sep04 040706 11530 11605 11465 11495 -40 26,506 0 -144,518
Dec04 040706 11465 11465 11465 11465 -40      
Mar05 040706 11465 11465 11465 11465 -40 1 0 +0
Total Volume and Open Interest 26,507    
CAC 40(MATIF)
Jul04 040706 3699.0 3704.5 3655.0 3666.5 -25.0 17,802 339,198 +19,392
Aug04 040706 3680.0 3680.0 3663.5 3672.0 -25.5 10 183 +50
Sep04 040706 3704.0 3704.0 3667.5 3677.0 -25.5 197 92,564 +211
Total Volume and Open Interest 57,784 444,240 +19,653
DAX Index(EUREX)
Sep04 040706 4024.5 4026.5 3952.5 3959.0 -61.5 89,000 150,290 +0
Dec04 040706 4039.0 4039.0 3975.0 3980.0 -62.5 241 4,661 +0
Mar05 040706 4055.0 4055.0 4003.0 4003.0 -62.5 79 448 +0
Total Volume and Open Interest 89,320 155,399 +0
FT-SE 100(LIFFE)
Sep04 040706 4418.00 4418.00 4359.50 4373.00 -34.00 31,745 0 -416,588
Dec04 040706 4404.00 4404.00 4404.00 4404.00 -34.00 1,081 0 -26,430
Mar05 040706 4412.50 4412.50 4412.50 4412.50 -34.00 1,000 0 -3,350
Total Volume and Open Interest 33,826    
SPI 200(SFE)
Sep04 040706 3551.0 3576.0 3551.0 3572.0 +17.0 10,268 0 -153,651
Dec04 040706 3578.0 3585.0 3578.0 3584.0 +17.0 55 0 -4,343
Mar05 040706 3596.0 3596.0 3596.0 3596.0 +17.0      
Total Volume and Open Interest 10,323    
GSCI(CME)
Jul04 040706 296.50 300.50 296.50 300.50 +7.00 112 15,836 +26
Aug04 040706 297.60 299.50 296.20 299.45 +7.15 42 311 +29
Sep04 040706 297.00 297.00 297.00 297.00 +5.25      
Total Volume and Open Interest 154 16,147 +55
Reuters CRB Index(NYBOT)
Aug04 040706 265.50 268.50 265.50 268.00 +2.50 22 217 -2
Nov04 040706 266.50 269.00 266.50 269.00 +2.50 1 95 +0
Jan05 040706 265.50 268.00 265.50 268.00 +2.50 0 38 +0
Total Volume and Open Interest 23 350 -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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