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MRCI's End of Day Prices
Daily Futures Price Listing Tue July 27, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug04 040727 676.00 686.00 660.00 665.50 -3.50 14,467 19,524 -3,142
Sep04 040727 616.00 621.00 598.00 609.00 -1.75 5,283 13,862 +241
Nov04 040727 600.00 607.00 586.00 597.00 unch 35,898 107,181 +356
Jan05 040727 606.00 612.00 594.00 603.00 -1.00 1,741 10,295 +435
Mar05 040727 612.00 619.00 601.00 611.00 -1.00 895 5,933 +204
May05 040727 620.00 620.00 607.00 613.50 +0.50 310 5,438 +10
Jul05 040727 622.00 622.00 608.00 614.00 -1.00 88 2,059 +20
Total Volume and Open Interest 58,822 165,724 -1,819
Soybean Meal(CBOT)
Aug04 040727 214.50 221.00 205.00 212.70 +0.90 9,184 15,596 -1,555
Sep04 040727 202.00 208.00 195.00 200.00 +0.70 8,330 20,295 +593
Oct04 040727 189.00 191.00 183.00 186.20 +0.10 3,145 18,968 +405
Dec04 040727 188.00 190.00 180.50 184.80 -0.70 12,051 46,653 +998
Jan05 040727 188.50 190.00 181.50 185.30 -1.00 1,059 8,184 +250
Mar05 040727 190.00 192.50 184.00 188.50 +0.50 1,457 7,007 +202
May05 040727 192.50 195.00 186.00 188.80 -1.50 1,219 6,238 +310
Jul05 040727 195.50 196.50 190.00 192.50 -1.00 505 4,794 +268
Total Volume and Open Interest 37,384 132,205 +1,632
Soybean Oil(CBOT)
Aug04 040727 24.65 24.75 24.15 24.24 -0.25 5,433 15,151 +433
Sep04 040727 23.80 23.86 23.46 23.58 -0.10 5,173 16,816 +443
Oct04 040727 23.12 23.12 22.70 22.89 -0.09 1,963 14,915 +336
Dec04 040727 22.40 22.40 22.00 22.17 -0.09 8,526 60,281 +1,532
Jan05 040727 22.25 22.25 21.98 22.11 -0.01 1,264 9,453 +740
Mar05 040727 22.15 22.23 21.98 22.10 -0.05 1,255 7,873 +411
May05 040727 22.15 22.19 22.00 22.10 -0.05 344 5,834 +57
Jul05 040727 22.06 22.15 22.00 22.03 -0.03 280 4,143 +78
Total Volume and Open Interest 24,682 138,401 +4,313
Canola(WCE)
Sep04 040727 333.5 333.5 333.5 333.5 +10.0 0 313 -16
Nov04 040727 329.7 337.5 329.5 337.4 +8.4 2,888 43,890 -612
Jan05 040727 342.3 342.3 342.3 342.3 +8.3 126 2,391 +56
Mar05 040727 342.0 347.0 342.0 347.0 +8.0 941 3,319 +661
May05 040727 350.5 350.5 350.5 350.5 +8.5 0 325 +0
Total Volume and Open Interest 3,955 51,226 +89
Corn(CBOT)
Sep04 040727 223.00 224.00 220.75 222.25 -1.00 16,324 150,598 -832
Dec04 040727 231.50 232.25 229.00 230.75 -1.00 40,137 308,037 +1,285
Mar05 040727 239.25 240.75 237.75 239.25 -0.50 3,832 59,058 +359
May05 040727 247.00 247.00 244.25 245.25 -1.00 707 21,607 +196
Jul05 040727 252.00 252.00 248.75 250.00 -1.25 1,376 18,295 +200
Sep05 040727 252.00 252.00 250.25 251.00 -0.75 414 4,293 +316
Total Volume and Open Interest 63,434 574,387 +1,525
Wheat(CBOT)
Sep04 040727 322.50 324.00 319.50 321.25 -2.50 12,884 88,274 -1,471
Dec04 040727 337.00 337.50 333.50 335.00 -2.50 6,907 51,611 +1,172
Mar05 040727 346.50 347.50 345.00 346.50 -2.75 937 11,649 +156
May05 040727 353.00 353.00 350.00 351.00 -1.00 12 717 -2
Jul05 040727 353.50 354.00 351.00 353.00 -1.00 152 2,379 +24
Total Volume and Open Interest 20,902 154,678 -125
Wheat(KCBT)
Sep04 040727 350.50 352.50 349.50 350.25 -2.25 5,884 36,262 -328
Dec04 040727 362.50 364.00 360.75 361.00 -3.50 4,335 27,734 +291
Mar05 040727 372.50 372.50 370.00 370.75 -2.75 1,020 6,870 +730
May05 040727 373.00 373.00 373.00 373.00 -2.00 233 1,010 +230
Jul05 040727 371.00 372.50 371.00 372.00 -2.00 72 548 +3
Total Volume and Open Interest 11,545 72,440 +927
Wheat(MGE)
Sep04 040727 372.00 373.00 369.75 370.00 -2.75 1,941 13,516 -46
Dec04 040727 378.50 380.25 376.50 377.00 -3.00 1,512 13,838 +214
Mar05 040727 386.50 386.50 384.00 384.25 -2.75 183 3,084 +94
May05 040727 388.00 388.00 388.00 388.00 -2.50 96 609 +50
Jul05 040727 390.00 390.00 388.00 388.00 -3.00 0 58 +0
Total Volume and Open Interest 3,732 31,120 +312
Oats(CBOT)
Sep04 040727 129.25 129.25 127.00 127.75 -0.50 377 2,656 -120
Dec04 040727 136.75 137.00 134.00 135.75 -0.50 893 6,725 +91
Mar05 040727 143.00 143.00 143.00 143.00 -1.75 0 697 +0
May05 040727 148.50 148.50 148.50 148.50 -1.00 0 82 +0
Total Volume and Open Interest 1,270 10,180 -29
Rough Rice(CBOT)
Sep04 040727 7.22 7.32 7.15 7.18 +0.03 259 1,114 +31
Nov04 040727 7.18 7.32 7.16 7.17 +0.02 182 1,790 +15
Jan05 040727 7.40 7.40 7.40 7.40 +0.02 22 526 +16
Mar05 040727 7.59 7.59 7.59 7.59 unch 39 287 +11
Total Volume and Open Interest 502 3,729 +72
Live Cattle(CME)
Aug04 040727 87.700 88.700 87.200 88.475 +0.800 4,704 23,993 -1,045
Oct04 040727 90.675 91.725 90.075 90.950 +0.225 8,188 63,571 +2,416
Dec04 040727 90.850 91.950 90.500 91.450 +0.600 2,380 15,146 -45
Feb05 040727 91.325 91.850 90.850 91.500 +0.175 842 10,277 +54
Apr05 040727 88.800 89.150 88.250 88.600 -0.200 310 3,485 -9
Jun05 040727 83.450 83.900 83.150 83.300 -0.100 59 1,124 +6
Total Volume and Open Interest 16,493 117,690 +1,377
Feeder Cattle(CME)
Aug04 040727 115.200 115.900 114.525 115.425 +0.125 1,244 7,023 -195
Sep04 040727 114.900 115.500 114.300 115.325 +0.425 728 5,394 -37
Oct04 040727 113.600 114.450 113.250 114.275 +0.475 604 4,569 +67
Nov04 040727 109.800 110.850 109.750 110.675 +0.550 214 1,693 -6
Jan05 040727 106.000 106.850 105.750 106.000 +0.050 92 920 +37
Mar05 040727 101.750 101.900 101.500 101.800 +0.300 26 247 +17
Apr05 040727 100.800 100.800 100.800 100.800 +0.400 6 92 +2
Total Volume and Open Interest 2,921 19,961 -115
Lean Hogs(CME)
Aug04 040727 76.450 76.850 76.025 76.800 +0.275 5,891 17,031 -1,614
Oct04 040727 67.550 69.475 67.350 69.275 +1.800 6,573 44,199 +2,302
Dec04 040727 62.700 64.100 62.700 64.025 +1.275 2,190 14,482 +702
Feb05 040727 61.400 61.750 61.200 61.725 +0.150 301 2,656 +161
Apr05 040727 61.250 61.400 60.800 61.225 +0.025 76 1,068 +31
May05 040727 62.325 62.475 62.200 62.475 unch 11 194 +8
Jun05 040727 65.075 65.200 64.900 64.900 -0.150 35 263 +13
Jul05 040727 62.200 62.250 62.100 62.100 -0.050 12 70 +7
Total Volume and Open Interest 15,092 79,970 +1,613
Pork Bellies(CME)
Aug04 040727 108.250 108.250 106.200 106.325 -2.500 670 1,730 -143
Feb05 040727 93.750 93.900 93.250 93.300 -1.350 35 218 +2
Mar05 040727 92.500 92.500 92.500 92.500 -0.550 2 3 +0
May05 040727 94.250 94.250 94.250 94.250 -0.500 0 1 +0
Total Volume and Open Interest 852 2,013 -233
Class III Milk(CME)
Jul04 040727 14.84 14.85 14.82 14.84 unch 48 5,522 +0
Aug04 040727 14.35 14.36 14.00 14.20 -0.15 144 5,284 -6
Sep04 040727 15.60 15.90 15.40 15.56 -0.04 261 5,232 +64
Oct04 040727 14.40 14.65 14.25 14.41 +0.06 70 3,234 -29
Nov04 040727 13.09 13.25 12.90 13.11 +0.02 52 2,240 +33
Total Volume and Open Interest 646 26,384 +72
Cocoa(NYBOT)
Sep04 040727 1606 1616 1580 1604 +10 3,639 37,217 +137
Dec04 040727 1620 1630 1597 1618 +9 1,693 19,051 +101
Mar05 040727 1639 1647 1628 1640 +9 198 11,154 +67
May05 040727 1660 1660 1652 1652 +9 154 11,567 +7
Jul05 040727 1655 1667 1651 1667 +9 15 11,339 -49
Sep05 040727 1682 1682 1682 1682 +9 16 4,811 +16
Dec05 040727 1693 1693 1693 1693 +9 519 3,903 +368
Total Volume and Open Interest 6,264 102,906 +677
Coffee "C"(NYBOT)
Sep04 040727 68.40 68.40 67.80 67.95 -0.70 9,728 57,904 -510
Dec04 040727 71.60 71.70 71.20 71.25 -0.75 3,683 21,732 +597
Mar05 040727 74.75 74.80 74.20 74.35 -0.70 739 6,639 +45
May05 040727 76.10 76.25 76.00 76.00 -0.70 51 1,738 +21
Jul05 040727 77.90 77.95 77.50 77.55 -0.70 62 1,203 +27
Sep05 040727 78.95 78.95 78.95 78.95 -0.70 3 355 +3
Total Volume and Open Interest 14,281 89,818 +184
Orange Juice(NYBOT)
Sep04 040727 66.25 67.25 61.00 61.15 -4.85 7,578 18,121 -1,531
Nov04 040727 66.50 67.10 61.50 61.60 -4.80 3,704 10,852 -550
Jan05 040727 68.70 69.25 64.00 64.30 -3.95 421 1,997 +59
Mar05 040727 70.65 71.25 66.20 66.20 -4.80 480 4,610 +211
May05 040727 73.45 73.45 69.10 69.95 -4.05 60 2,994 +22
Total Volume and Open Interest 12,252 38,717 -1,780
Sugar #11(NYBOT)
Oct04 040727 8.24 8.26 8.15 8.20 +0.01 24,356 206,159 +163
Mar05 040727 8.71 8.75 8.65 8.70 +0.01 9,052 49,276 +1,014
May05 040727 8.57 8.61 8.52 8.55 -0.02 3,323 18,691 +250
Jul05 040727 8.35 8.40 8.31 8.32 -0.05 1,752 12,922 +542
Oct05 040727 8.23 8.27 8.18 8.19 -0.06 786 12,858 +282
Total Volume and Open Interest 39,750 305,504 +2,363
London Cocoa(LCE)
Jul04 040715 817 821 813 819 +2 402 112 -283
Sep04 040727 905 925 904 913 +6 1,196 49,183 -166
Dec04 040727 925 949 925 936 +6 1,576 50,727 +5
Mar05 040727 946 970 946 957 +6 482 28,196 +26
May05 040727 961 973 961 970 +5 30 14,226 +1
Jul05 040727 977 990 977 984 +5 36 12,078 +9
Sep05 040727 996 1007 989 998 +5 232 10,289 +173
Total Volume and Open Interest 3,623 174,330 +106
London Coffee(LCE)
Jul04 040727 664.00 665.00 657.00 665.00 +1.00 193 1,571 +1
Sep04 040727 675.00 680.00 664.00 672.00 -7.00 3,514 65,670 -94
Nov04 040727 694.00 695.00 680.00 688.00 -6.00 2,260 35,885 +411
Jan05 040727 707.00 707.00 695.00 702.00 -7.00 1,599 27,346 -65
Mar05 040727 709.00 718.00 709.00 717.00 -7.00 200 15,018 -18
May05 040727 731.00 733.00 731.00 732.00 -7.00 1,237 13,147 +478
Total Volume and Open Interest 10,455 163,005 +2,087
London Sugar(LCE)
Aug04 040716 244.50 248.90 244.00 248.90 +4.90 896 2,854 -394
Oct04 040727 248.40 249.50 247.20 248.00 unch 1,941 24,866 +23
Dec04 040727 252.00 253.00 251.50 251.90 +0.90 218 5,905 +86
Mar05 040727 259.00 259.50 258.00 258.30 +0.30 162 9,679 -16
May05 040727 257.70 258.50 256.80 257.50 +0.70 306 4,574 -47
Total Volume and Open Interest 3,191 53,126 +65
Cotton(NYBOT)
Oct04 040727 44.50 44.50 43.50 43.94 -0.37 587 3,611 -25
Dec04 040727 45.50 45.50 44.40 44.52 -0.52 6,949 55,895 +283
Mar05 040727 47.00 47.00 45.85 45.99 -0.81 1,141 12,912 +146
May05 040727 48.00 48.00 47.05 47.05 -0.85 393 2,721 +188
Jul05 040727 49.08 49.08 48.05 48.10 -0.90 493 2,048 +161
Oct05 040727 50.60 50.60 50.60 50.60 unch 0 25 +0
Total Volume and Open Interest 9,711 78,902 +849
Lumber(CME)
Sep04 040727 422.0 426.0 417.0 423.6 +4.7 528 4,191 +150
Nov04 040727 378.7 381.5 373.0 377.2 -0.7 204 1,379 +49
Jan05 040727 366.4 367.4 361.9 365.5 -0.5 11 291 +6
Mar05 040727 370.7 370.7 370.7 370.7 -0.2 3 41 +1
Total Volume and Open Interest 746 5,902 +206
Crude Oil(NYM)
Sep04 040727 41.67 42.22 41.65 41.84 +0.40 59,193 228,299 -4,158
Oct04 040727 41.20 41.60 41.15 41.26 +0.29 19,935 68,940 +1,584
Nov04 040727 40.90 41.20 40.84 40.84 +0.26 4,943 37,388 -184
Dec04 040727 40.40 40.70 40.35 40.41 +0.24 7,875 64,459 -38
Jan05 040727 40.00 40.10 39.91 39.91 +0.23 1,859 24,225 +198
Feb05 040727 39.80 39.80 39.48 39.48 +0.23 471 15,844 -37
Mar05 040727 39.20 39.20 39.08 39.08 +0.23 533 16,311 -31
Apr05 040727 38.85 38.90 38.71 38.71 +0.23 216 12,359 +14
May05 040727 38.50 38.51 38.35 38.35 +0.23 108 6,710 +100
Jun05 040727 38.20 38.20 38.02 38.02 +0.24 1,056 22,566 -52
Jul05 040727 37.73 37.73 37.73 37.73 +0.24 44 6,355 -32
Aug05 040727 37.48 37.48 37.48 37.48 +0.24 44 6,290 +0
Sep05 040727 37.26 37.26 37.26 37.26 +0.24 55 9,201 +0
Oct05 040727 37.07 37.07 37.07 37.07 +0.24 0 3,773 +0
Nov05 040727 36.88 36.88 36.88 36.88 +0.24 0 4,439 +0
Dec05 040727 36.80 36.90 36.71 36.71 +0.24 3,790 45,789 -708
Total Volume and Open Interest 102,430 680,186 -3,313
Heating Oil(NYM)
Aug04 040727 112.20 113.30 112.00 112.24 +0.91 18,380 17,745 -4,579
Sep04 040727 113.20 114.30 113.00 113.26 +0.93 20,608 66,875 +3,963
Oct04 040727 114.20 114.80 114.00 114.16 +0.93 3,450 18,758 +727
Nov04 040727 115.20 115.60 114.96 114.96 +0.98 925 12,997 +282
Dec04 040727 116.00 116.20 115.40 115.66 +0.98 2,198 25,040 -59
Jan05 040727 116.40 116.90 115.90 116.11 +0.98 1,196 11,357 +501
Feb05 040727 115.20 115.70 114.90 114.91 +0.98 211 11,167 +42
Mar05 040727 113.50 113.50 111.76 111.76 +0.98 753 10,289 +265
Apr05 040727 107.40 107.90 107.26 107.26 +0.98 232 2,703 +65
May05 040727 103.60 103.60 103.16 103.16 +0.98 2 2,156 +2
Jun05 040727 101.00 101.00 100.61 100.61 +0.98 505 4,607 +254
Jul05 040727 99.76 99.76 99.76 99.76 +0.98 0 5,524 +0
Total Volume and Open Interest 49,261 200,842 +1,257
Unleaded Gas(NYM)
Aug04 040727 125.00 125.90 124.25 124.43 -0.24 21,092 21,598 -4,120
Sep04 040727 125.00 125.70 124.20 124.39 -0.04 19,957 58,866 +2,767
Oct04 040727 120.20 120.40 119.30 119.57 +0.09 5,340 11,353 +1,002
Nov04 040727 116.50 116.70 116.07 116.07 +0.22 1,059 6,455 +94
Dec04 040727 113.50 114.10 113.42 113.42 +0.32 621 13,076 +232
Jan05 040727 112.87 112.87 112.87 112.87 +0.32 27 5,203 +29
Feb05 040727 113.05 113.70 113.05 113.22 +0.37 25 4,315 +0
Mar05 040727 113.82 113.82 113.82 113.82 +0.37 0 1,646 +0
Apr05 040727 121.05 121.05 120.47 120.47 +0.42 280 7,728 +30
May05 040727 120.17 120.17 120.17 120.17 +0.42 0 7,493 +0
Jun05 040727 118.87 118.87 118.87 118.87 +0.42 80 2,058 +75
Jul05 040727 116.57 116.57 116.57 116.57 +0.42 0 2,095 +0
Total Volume and Open Interest 48,481 141,886 +109
Natural Gas(NYM)
Aug04 040727 5.990 6.025 5.965 5.989 +0.032 33,476 21,356 -4,914
Sep04 040727 6.040 6.060 6.010 6.022 +0.026 20,881 66,564 +861
Oct04 040727 6.085 6.120 6.065 6.072 +0.021 5,685 40,457 +877
Nov04 040727 6.390 6.410 6.380 6.387 +0.021 1,753 20,335 -179
Dec04 040727 6.675 6.700 6.655 6.673 +0.019 2,324 25,553 +1
Jan05 040727 6.850 6.870 6.840 6.847 +0.018 2,997 23,214 +224
Feb05 040727 6.815 6.840 6.808 6.808 +0.021 617 16,282 +84
Mar05 040727 6.680 6.695 6.665 6.669 +0.018 2,269 17,517 +26
Apr05 040727 6.035 6.035 6.019 6.019 +0.014 1,315 13,780 +379
May05 040727 5.910 5.920 5.909 5.909 +0.014 741 11,724 -80
Jun05 040727 5.940 5.940 5.924 5.924 +0.017 209 8,401 -2
Jul05 040727 5.955 5.960 5.953 5.953 +0.018 160 11,679 +12
Aug05 040727 5.960 5.965 5.960 5.965 +0.020 179 8,396 -30
Sep05 040727 5.970 5.970 5.960 5.960 +0.020 212 7,988 -13
Oct05 040727 6.000 6.000 5.979 5.979 +0.009 326 7,338 +57
Nov05 040727 6.180 6.180 6.159 6.159 +0.009 17 7,020 +4
Total Volume and Open Interest 76,882 379,624 -930
Brent Crude Oil(IPE)
Sep04 040727 38.15 38.73 38.15 38.54 +0.43 33,164 84,457 -2,198
Oct04 040727 37.74 38.20 37.70 37.99 +0.35 10,584 83,837 +724
Nov04 040727 37.47 37.85 37.42 37.68 +0.32 2,397 13,532 +408
Dec04 040727 37.13 37.46 37.08 37.30 +0.30 2,058 30,250 -504
Jan05 040727 36.75 36.99 36.70 36.91 +0.30 1,345 12,753 +309
Feb05 040727 36.45 36.55 36.45 36.55 +0.30 197 7,314 +115
Mar05 040727 36.10 36.34 36.05 36.22 +0.31 100 11,079 +100
Apr05 040727 35.92 35.92 35.92 35.92 +0.31 0 6,306 +0
May05 040727 35.46 35.65 35.46 35.65 +0.31 0 1,573 +0
Jun05 040727 35.10 35.48 35.10 35.39 +0.32 125 13,919 +100
Jul05 040727 35.16 35.16 35.16 35.16 +0.30 0 1,715 +0
Aug05 040727 34.97 34.97 34.97 34.97 +0.29 0 100 +0
Sep05 040727 34.78 34.78 34.78 34.78 +0.28 0 3,340 +0
Total Volume and Open Interest 51,983 326,479 -46
Gas Oil(IPE)
Aug04 040727 357.00 362.00 356.50 361.00 +3.00 10,022 48,433 -1,560
Sep04 040727 355.25 359.75 354.75 358.50 +1.75 7,540 38,743 +196
Oct04 040727 351.75 355.00 350.50 354.00 +2.00 2,314 18,556 -596
Nov04 040727 346.00 349.50 345.00 348.50 +1.50 1,429 9,152 +862
Dec04 040727 341.00 344.00 340.00 343.00 +1.50 1,565 24,935 -500
Jan05 040727 338.00 338.00 338.00 338.00 +1.50 150 6,260 +30
Feb05 040727 332.75 332.75 332.75 332.75 +1.50 275 2,653 +175
Mar05 040727 323.25 325.50 323.25 325.50 +1.75 0 2,735 +0
Apr05 040727 317.25 317.25 317.25 317.25 +1.75 0 900 +0
May05 040727 312.25 312.25 312.25 312.25 +1.75 0 850 +0
Total Volume and Open Interest 24,053 180,466 -835
US Dollar Index(NYBOT)
Sep04 040727 89.25 90.06 88.92 89.98 +0.76 1,390 14,295 +240
Dec04 040727 89.23 90.21 89.23 90.21 +0.76 6 2,119 +1
Mar05 040727 90.44 90.44 90.44 90.44 +0.76 0 12 +0
Total Volume and Open Interest 1,396 16,427 +241
Australian Dollar(CME)
Sep04 040727 70.91 70.93 69.36 69.51 -1.06 1,314 32,763 +702
Dec04 040727 70.22 70.22 68.90 68.90 -1.04 1 278 +20
Mar05 040727 68.35 68.35 68.35 68.35 -1.04 0 31 +0
Total Volume and Open Interest 1,315 33,132 +722
British Pound(CME)
Sep04 040727 183.28 183.28 181.20 181.37 -2.00 2,938 69,686 -188
Dec04 040727 181.90 181.90 179.93 179.93 -2.00 4 426 +1
Mar05 040727 178.63 178.63 178.63 178.63 -2.00 0 6 +0
Total Volume and Open Interest 2,942 70,119 -187
Canadian Dollar(CME)
Sep04 040727 75.20 75.24 74.65 74.94 -0.13 10,737 70,262 -3,418
Dec04 040727 75.12 75.12 74.60 74.87 -0.12 130 4,556 +17
Mar05 040727 75.05 75.05 74.70 74.82 -0.10 25 783 +25
Jun05 040727 74.40 74.77 74.40 74.77 -0.08 6 562 +1
Total Volume and Open Interest 10,901 76,213 -3,373
Japanese Yen(CME)
Sep04 040727 91.22 91.23 90.11 90.23 -0.94 6,599 96,880 +443
Dec04 040727 91.35 91.35 90.68 90.68 -0.94 68 10,399 -18
Mar05 040727 91.22 91.22 91.22 91.22 -0.94 0 5 +0
Total Volume and Open Interest 6,667 107,287 +425
Swiss Franc(CME)
Sep04 040727 79.25 79.26 78.37 78.45 -0.78 5,718 39,478 -1,526
Dec04 040727 79.48 79.48 78.66 78.70 -0.78 2 139 +2
Mar05 040727 78.97 78.97 78.97 78.97 -0.78 0 6 +0
Total Volume and Open Interest 5,720 39,681 -1,524
EuroFX(CME)
Sep04 040727 121.54 121.56 120.26 120.33 -0.98 11,991 135,942 -6,059
Dec04 040727 121.37 121.37 120.26 120.26 -0.98 44 1,289 +27
Mar05 040727 120.70 120.70 120.23 120.26 -0.98 37 211 +1
Total Volume and Open Interest 12,072 137,533 -6,031
Mexican Peso(CME)
Sep04 040727 8645.0 8650.0 8605.0 8632.0 -5.0 14,827 41,673 +1,269
Dec04 040727 8485.0 8502.0 8485.0 8502.0 -5.0 4 1,350 -4
Total Volume and Open Interest 14,856 43,970 +1,240
30-Year T-Bonds(CBOT)
Sep04 040727 108~01 108~03 106~17 106~23 -1~15 124,880 507,329 +9,428
Dec04 040727 106~24 106~24 105~14 105~17 -1~15 796 17,910 -52
Mar05 040727 105~18 105~19 104~14 104~14 -1~15 0 151 +0
Total Volume and Open Interest 125,676 525,477 +9,376
Municipal Bonds(CBOT)
Sep04 040727 101~11 101~11 100~20 100~23 -0~25 68 2,552 +18
Total Volume and Open Interest 68 2,552 +18
10-Year T-Notes(CBOT)
Sep04 040727 110~115 110~130 109~175 109~210 -0~265 367,891 1,331,851 +40,877
Dec04 040727 109~030 109~045 108~120 108~140 -0~265 8,651 45,877 +3,116
Total Volume and Open Interest 376,587 1,377,799 +43,949
5-Year T-Notes(CBOT)
Sep04 040727 109~050 109~080 108~250 108~260 -0~160 168,544 0 +0
Dec04 040727 108~075 108~075 107~270 107~270 -0~170 1,096 94,224 +1,772
Total Volume and Open Interest 169,640 94,224 +1,772
2 Year T-Notes(CBOT)
Sep04 040727 105~048 105~052 105~032 105~036 -0~018 4,250 191,428 +364
Dec04 040727 104~085 104~085 104~085 104~085 -0~021 0 400 +0
Total Volume and Open Interest 4,250 191,828 +364
Eurodollars(CME)
Sep04 040727 98.025 98.040 98.010 98.015 -0.025 35,841 922,839 -368
Dec04 040727 97.530 97.550 97.500 97.510 -0.050 39,007 866,988 +15,528
Mar05 040727 97.080 97.100 97.040 97.050 -0.070 62,687 817,352 +16,311
Jun05 040727 96.680 96.705 96.625 96.640 -0.085 59,802 609,401 +11,334
Sep05 040727 96.350 96.370 96.280 96.290 -0.100 26,796 548,359 +5,892
Dec05 040727 96.060 96.080 95.990 96.000 -0.100 25,217 462,700 -1,366
Mar06 040727 95.860 95.875 95.780 95.790 -0.105 12,746 373,697 +3,642
Jun06 040727 95.690 95.710 95.605 95.610 -0.115 13,641 228,961 +3,875
Sep06 040727 95.550 95.560 95.450 95.460 -0.120 9,433 197,333 +2,429
Dec06 040727 95.390 95.410 95.300 95.305 -0.125 9,952 149,051 +1,152
Mar07 040727 95.265 95.285 95.175 95.175 -0.130 5,480 154,235 +205
Jun07 040727 95.145 95.160 95.045 95.055 -0.130 8,051 114,659 +885
Total Volume and Open Interest 325,545 6,033,134 +63,795
3-Mth Euro-Yen(CME)
Sep04 040727 99.91 99.91 99.91 99.91 unch 0 6,697 -300
Dec04 040727 99.88 99.88 99.88 99.88 unch 66 6,996 +0
Mar05 040727 99.80 99.80 99.79 99.79 -0.01 9 8,003 -1
Jun05 040727 99.69 99.69 99.68 99.68 -0.01 396 8,272 +22
Sep05 040727 99.55 99.55 99.54 99.54 -0.02 184 4,985 -462
Dec05 040727 99.43 99.43 99.41 99.41 -0.03 80 2,902 -113
Mar06 040727 99.27 99.27 99.27 99.27 -0.02 1 1,880 -205
Jun06 040727 99.12 99.12 99.12 99.12 -0.02 0 1,218 +0
Sep06 040727 99.02 99.02 99.02 99.02 unch 0 1,079 +0
Dec06 040727 98.87 98.87 98.87 98.87 -0.03 0 655 +0
Total Volume and Open Interest 1,236 43,703 -1,061
3-Mth Euro-Yen(SIMEX)
Sep04 040727 99.91 99.91 99.91 99.91 unch 220 43,255 +129
Dec04 040727 99.88 99.88 99.87 99.87 -0.01 755 66,829 -303
Mar05 040727 99.80 99.80 99.80 99.80 unch 847 60,671 +241
Jun05 040727 99.69 99.70 99.68 99.69 unch 987 58,286 -668
Sep05 040727 99.56 99.56 99.56 99.56 unch 201 46,265 -147
Dec05 040727 99.43 99.43 99.43 99.43 -0.01 235 37,992 -216
Mar06 040727 99.28 99.30 99.28 99.29 unch 167 27,862 -40
Jun06 040727 99.14 99.16 99.14 99.15 unch 50 13,034 -8
Total Volume and Open Interest 3,462 370,633 -1,012
German Euro-Bund(EUREX)
Sep04 040727 113.72 113.77 113.48 113.52 -0.21 469,584 1,045,892 -16,746
Dec04 040727 112.75 112.78 112.55 112.56 -0.23 1,051 18,813 +430
Mar05 040727 111.97 111.97 111.97 111.97 -0.26 1,000 0 +0
Total Volume and Open Interest 471,635 1,064,705 -16,316
German Euro-Bobl(EUREX)
Sep04 040727 110.57 110.62 110.44 110.47 -0.11 317,959 700,967 -12,509
Dec04 040727 109.63 109.69 109.56 109.56 -0.11 521 5,519 +73
Mar05 040727 109.08 109.08 109.08 109.08 -0.11      
Total Volume and Open Interest 318,480 706,486 -12,436
Long Gilt(LIFFE)
Sep04 040727 105~13 105~20 105~08 105~13 -0~05 35,668 201,904 +35
Dec04 040727 105~07 105~07 105~07 105~07 -0~05      
Total Volume and Open Interest 35,668 201,904 +35
3-Mth Short Sterling(LIFFE)
Sep04 040727 94.92 94.93 94.91 94.92 -0.01 14,566 202,394 +612
Dec04 040727 94.74 94.77 94.72 94.73 -0.02 30,109 226,282 -3,203
Mar05 040727 94.60 94.63 94.58 94.59 -0.03 25,300 199,111 +352
Total Volume and Open Interest 102,942 1,176,653 +1,820
3-Mth Euribor(LIFFE)
Sep04 040727 97.835 97.835 97.825 97.830 unch 50,323 504,964 -3,275
Dec04 040727 97.650 97.660 97.630 97.640 -0.010 72,826 531,138 +7,201
Mar05 040727 97.425 97.440 97.395 97.410 -0.025 65,832 412,728 -6,095
Total Volume and Open Interest 315,904 2,767,424 +1,936
3-Mth Aus T-Bills(SFE)
Sep04 040727 94.50 94.51 94.49 94.50 unch 10,363 135,396 +3,866
Dec04 040727 94.39 94.40 94.39 94.40 unch 15,036 118,338 +2,653
Mar05 040727 94.32 94.34 94.32 94.33 -0.01 5,320 59,558 +2,454
Jun05 040727 94.29 94.30 94.29 94.30 -0.01 1,576 30,317 +430
Sep05 040727 94.26 94.27 94.26 94.27 -0.01 630 20,360 +266
Dec05 040727 94.22 94.23 94.22 94.23 -0.01 310 14,871 +101
Mar06 040727 94.18 94.18 94.18 94.18 -0.01 209 10,918 -91
Jun06 040727 94.12 94.13 94.12 94.13 -0.01 147 6,378 +55
Sep06 040727 94.06 94.08 94.06 94.08 -0.02 225 2,895 +0
Dec06 040727 94.01 94.01 94.00 94.01 -0.05 76 1,860 +76
Total Volume and Open Interest 33,977 404,264 +9,895
10-Year Aus T-Bonds(SFE)
Sep04 040727 94.25 94.26 94.24 94.25 -0.04 11,222 187,270 -3,449
Dec04 040727 94.25 94.25 94.25 94.25 -0.04      
Total Volume and Open Interest 51,986 377,845 +9,039
3-Year Aus T-Bonds(SFE)
Sep04 040727 94.51 94.53 94.50 94.52 -0.02 37,687 377,845 +9,039
Dec04 040727 94.52 94.52 94.52 94.52 -0.02      
Total Volume and Open Interest 37,687 377,845 +9,039
Gold(CMX)
Aug04 040727 392.2 392.3 385.8 387.0 -3.3 66,050 82,151 -27,225
Oct04 040727 393.5 393.5 387.4 388.4 -3.2 2,500 13,851 +21
Dec04 040727 395.0 395.0 388.5 389.8 -3.2 40,433 82,561 +17,778
Feb05 040727 395.5 396.3 391.0 391.3 -3.2 1,394 7,123 -97
Apr05 040727 393.0 393.0 393.0 393.0 -3.1 2 4,844 -26
Jun05 040727 397.0 397.0 394.0 394.8 -3.1 48 13,751 +9
Aug05 040727 396.0 396.8 396.0 396.8 -3.1 6 2,803 +0
Oct05 040727 398.9 398.9 398.9 398.9 -3.0 0 281 +0
Dec05 040727 400.0 401.0 400.0 401.0 -3.0 11 6,305 +4
Feb06 040727 403.3 403.3 403.3 403.3 -3.0 0 843 +0
Apr06 040727 405.7 405.7 405.7 405.7 -3.0 0 485 +0
Jun06 040727 411.0 411.0 408.1 408.1 -3.0 0 7,538 +0
Total Volume and Open Interest 110,449 229,139 -9,537
Silver(CMX)
Jul04 040727 625.5 625.5 623.7 623.7 +0.3 52 39 -31
Sep04 040727 626.0 629.0 616.0 624.7 +0.2 12,540 57,322 -1,023
Dec04 040727 628.0 632.5 619.0 627.8 +0.1 1,289 20,327 -392
Mar05 040727 623.0 631.1 611.1 631.1 +0.1 221 5,188 +41
May05 040727 633.3 633.3 633.3 633.3 +0.1 52 1,113 +0
Jul05 040727 635.4 635.4 635.4 635.4 +0.4 200 1,979 -58
Sep05 040727 637.4 637.4 637.4 637.4 +0.1 0 98 +0
Total Volume and Open Interest 14,454 90,674 -1,491
Platinum(NYM)
Jul04 040727 818.0 818.0 813.2 813.2 -2.2 4 62 -2
Oct04 040727 808.0 809.0 802.5 803.2 -8.2 257 5,449 +9
Jan05 040727 797.2 797.2 797.2 797.2 -8.2 0 11 +0
Total Volume and Open Interest 261 5,522 +7
Palladium(NYME)
Sep04 040727 220.00 223.50 219.20 219.40 -0.60 216 7,361 +9
Dec04 040727 220.75 221.00 220.00 220.90 -0.60 6 696 -4
Mar05 040727 223.15 223.15 223.15 223.15 -0.60 7 8 +7
Total Volume and Open Interest 229 8,065 +12
Copper(CMX)
Jul04 040727 124.80 124.80 121.90 122.00 -2.95 258 734 -107
Sep04 040727 124.90 125.30 121.65 122.10 -2.90 4,546 41,729 -717
Dec04 040727 121.70 121.70 118.50 119.00 -2.75 1,067 12,246 +439
Mar05 040727 117.50 117.50 115.90 115.90 -2.60 65 2,226 +20
May05 040727 114.70 114.70 113.40 113.40 -2.40 4 395 -1
Total Volume and Open Interest 6,603 66,495 -98
DJIA Index(CBOT)
Sep04 040727 9971 10085 9965 10062 +113 8,291 40,620 +130
Dec04 040727 10021 10072 10021 10059 +116 7 349 +2
Mar05 040727 10064 10064 10064 10064 +116      
Total Volume and Open Interest 8,298 40,969 +132
S & P 500(CME)
Sep04 040727 1085.30 1096.00 1084.50 1092.50 +9.60 35,791 575,947 -1,490
Dec04 040727 1093.50 1093.50 1092.90 1092.90 +9.70 33 12,717 +14
Mar05 040727 1094.40 1094.40 1094.40 1094.40 +9.90 5 507 +1
Jun05 040727 1097.50 1097.50 1097.50 1097.50 +9.90 1 268 +0
Total Volume and Open Interest 35,843 589,488 -1,470
S & P 500 E-Mini(Globex)
Sep04 040727 1083.00 1096.00 1082.75 1092.50 +9.50 728,731 596,759 +95
Dec04 040727 1086.00 1096.00 1085.25 1093.00 +9.75 1,175 45,357 +239
Total Volume and Open Interest 729,906 642,116 +334
NASDAQ 100(CME)
Sep04 040727 1378.00 1398.00 1372.50 1390.50 +17.50 11,458 70,024 -20
Dec04 040727 1395.50 1395.50 1395.50 1395.50 +17.50 3 2,292 +0
Mar05 040727 1400.50 1400.50 1400.50 1400.50 +17.50 0 3 +0
Total Volume and Open Interest 11,461 72,319 -20
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040727 1373.5 1398.0 1372.5 1390.5 +17.5 383,690 225,193 +4,823
Dec04 040727 1383.0 1401.0 1380.0 1395.5 +17.5 350 4,819 +278
Total Volume and Open Interest 384,040 230,012 +5,101
S & P Midcap 400(CME)
Sep04 040727 567.00 575.00 567.00 573.40 +7.15 700 13,640 +49
Dec04 040727 573.15 573.15 573.15 573.15 +7.15      
Mar05 040727 573.15 573.15 573.15 573.15 +7.15      
Total Volume and Open Interest 700 13,640 +49
Russell 2000(CME)
Sep04 040727 534.00 544.50 533.75 542.25 +10.50 853 27,605 -28
Dec04 040727 542.25 542.25 542.25 542.25 +10.50      
Mar05 040727 542.25 542.25 542.25 542.25 +10.50      
Total Volume and Open Interest 853 27,605 -28
Value Line(KCBT)
Sep04 040727 1521.00 1521.00 1521.00 1521.00 +22.00 1 61 +0
Total Volume and Open Interest 1 61 +0
Nikkei 225(CME)
Sep04 040727 11080 11220 11080 11200 +110 2,340 31,494 +339
Dec04 040727 11200 11200 11200 11200 +110 1 21 +0
Total Volume and Open Interest 2,340 31,515 +339
Nikkei 225(SIMEX)
Sep04 040727 11080 11185 11025 11070 -80 18,493 140,792 +1,370
Dec04 040727 11035 11035 11035 11035 -80      
Mar05 040727 11030 11030 11030 11030 -80 0 1 +0
Total Volume and Open Interest 18,493 140,794 +1,370
CAC 40(MATIF)
Jul04 040727 3539.5 3580.0 3535.5 3565.5 +31.5 39,334 376,402 +3,933
Aug04 040727 3543.0 3586.0 3543.0 3571.0 +31.5 2,428 5,472 +2,462
Sep04 040727 3552.0 3585.5 3549.0 3577.0 +31.5 306 95,078 +287
Total Volume and Open Interest 42,069 489,345 +6,682
DAX Index(EUREX)
Sep04 040727 3779.5 3840.5 3774.5 3834.0 +67.0 99,541 153,036 -2,196
Dec04 040727 3799.0 3860.0 3799.0 3855.0 +67.0 120 5,290 -58
Mar05 040727 3830.0 3877.5 3827.0 3877.5 +67.5 29 1,188 +8
Total Volume and Open Interest 99,690 159,514 -2,246
FT-SE 100(LIFFE)
Sep04 040727 4293.00 4329.50 4283.00 4312.00 +33.00 40,263 437,067 +1,149
Dec04 040727 4315.50 4343.00 4315.50 4343.00 +32.50 0 30,726 +0
Mar05 040727 4349.50 4349.50 4349.50 4349.50 +33.00 55 4,059 +0
Total Volume and Open Interest 40,321 473,102 +1,149
SPI 200(SFE)
Sep04 040727 3488.0 3501.0 3479.0 3487.0 -5.0 10,663 150,769 +510
Dec04 040727 3498.0 3498.0 3498.0 3498.0 -5.0 251 5,396 +214
Mar05 040727 3509.0 3509.0 3509.0 3509.0 -5.0 6 1,774 -2
Total Volume and Open Interest 10,920 159,898 +722
GSCI(CME)
Aug04 040727 299.45 301.00 299.45 300.40 +2.05 85 16,474 +6
Sep04 040727 299.00 299.00 299.00 299.00 +1.50      
Oct04 040727 298.00 298.00 298.00 298.00 +1.00      
Total Volume and Open Interest 85 16,474 +6
Reuters CRB Index(NYBOT)
Aug04 040727 266.00 266.50 264.00 264.25 -2.00 23 249 -2
Nov04 040727 267.25 267.25 266.75 266.75 -1.50 9 124 +1
Jan05 040727 266.75 266.75 266.75 266.75 -1.50 0 51 +0
Total Volume and Open Interest 32 424 -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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