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MRCI's End of Day Prices
Daily Futures Price Listing Wed July 28, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug04 040728 658.00 658.00 625.00 627.00 -38.50 13,321 18,325 -1,199
Sep04 040728 598.00 599.00 580.50 582.50 -26.50 6,007 14,248 +386
Nov04 040728 588.00 593.00 575.00 575.75 -21.25 45,460 108,095 +914
Jan05 040728 591.00 598.50 583.00 583.50 -19.50 1,602 10,530 +235
Mar05 040728 599.00 605.00 590.00 590.75 -20.25 1,204 6,066 +133
May05 040728 608.00 609.00 594.50 595.25 -18.25 1,191 5,450 +12
Jul05 040728 608.00 611.00 598.00 598.00 -16.00 71 2,075 +16
Total Volume and Open Interest 68,981 166,302 +578
Soybean Meal(CBOT)
Aug04 040728 210.80 211.00 197.50 198.80 -13.90 10,103 14,606 -990
Sep04 040728 197.50 198.00 188.00 188.80 -11.20 6,971 21,656 +1,361
Oct04 040728 182.10 184.00 178.00 178.80 -7.40 2,809 19,269 +301
Dec04 040728 182.00 183.50 177.00 177.90 -6.90 12,782 46,336 -317
Jan05 040728 183.00 184.00 177.50 178.50 -6.80 1,017 8,139 -45
Mar05 040728 185.50 186.10 180.00 181.80 -6.70 912 6,889 -118
May05 040728 187.00 188.50 182.50 182.80 -6.00 854 6,439 +201
Jul05 040728 191.00 191.50 186.00 188.00 -4.50 787 5,080 +286
Total Volume and Open Interest 36,445 133,006 +801
Soybean Oil(CBOT)
Aug04 040728 24.10 24.15 23.23 23.25 -0.99 7,695 12,275 -2,876
Sep04 040728 23.40 23.47 22.60 22.64 -0.94 6,290 17,592 +776
Oct04 040728 22.71 22.76 22.00 22.03 -0.86 3,430 15,727 +812
Dec04 040728 21.97 22.14 21.40 21.49 -0.68 9,553 60,429 +148
Jan05 040728 22.00 22.05 21.48 21.50 -0.61 1,117 9,814 +361
Mar05 040728 21.95 22.05 21.50 21.58 -0.52 838 8,057 +184
May05 040728 22.02 22.03 21.55 21.80 -0.30 571 5,897 +63
Jul05 040728 22.00 22.04 21.60 21.73 -0.30 411 4,233 +90
Total Volume and Open Interest 30,244 138,162 -239
Canola(WCE)
Sep04 040728 326.1 326.1 326.1 326.1 -7.4 0 306 -7
Nov04 040728 336.0 336.0 328.5 330.1 -7.3 3,602 43,154 -736
Jan05 040728 339.0 339.0 335.0 335.0 -7.3 4 2,393 +2
Mar05 040728 339.0 339.0 339.0 339.0 -8.0 25 3,344 +25
May05 040728 344.8 344.8 344.8 344.8 -5.7 0 325 +0
Total Volume and Open Interest 3,706 50,550 -676
Corn(CBOT)
Sep04 040728 222.00 222.50 217.50 218.50 -3.75 13,868 148,945 -1,653
Dec04 040728 229.75 230.75 225.50 226.75 -4.00 37,643 310,364 +2,327
Mar05 040728 238.50 239.00 234.25 235.50 -3.75 5,637 59,766 +708
May05 040728 244.25 245.25 240.50 241.50 -3.75 1,229 22,039 +432
Jul05 040728 249.00 249.50 245.00 246.25 -3.75 1,178 18,805 +510
Sep05 040728 251.00 251.00 248.00 248.00 -3.00 68 4,329 +36
Total Volume and Open Interest 60,225 576,695 +2,308
Wheat(CBOT)
Sep04 040728 321.50 322.00 314.00 314.75 -6.50 9,399 87,664 -610
Dec04 040728 336.00 336.00 327.00 327.50 -7.50 4,656 51,445 -166
Mar05 040728 347.50 347.50 339.00 339.25 -7.25 735 11,840 +191
May05 040728 350.50 351.00 344.50 345.25 -5.75 27 724 +7
Jul05 040728 353.00 353.00 350.00 350.00 -3.00 285 2,552 +173
Total Volume and Open Interest 15,110 154,277 -401
Wheat(KCBT)
Sep04 040728 349.50 350.50 342.50 343.00 -7.25 4,387 35,749 -513
Dec04 040728 361.00 361.50 354.00 354.50 -6.50 2,164 28,384 +650
Mar05 040728 371.00 371.00 363.50 364.00 -6.75 352 6,991 +121
May05 040728 373.00 373.00 368.50 368.50 -4.50 0 1,010 +0
Jul05 040728 370.00 370.00 367.50 368.50 -3.50 14 554 +6
Total Volume and Open Interest 6,917 72,704 +264
Wheat(MGE)
Sep04 040728 370.00 370.25 361.00 361.00 -9.00 2,457 13,794 +278
Dec04 040728 376.50 377.25 370.00 370.00 -7.00 1,553 14,122 +284
Mar05 040728 383.75 383.75 378.00 378.00 -6.25 468 3,312 +228
May05 040728 384.00 385.00 384.00 384.50 -3.50 25 634 +25
Jul05 040728 386.00 386.00 384.50 384.50 -3.50 5 63 +5
Total Volume and Open Interest 4,508 31,940 +820
Oats(CBOT)
Sep04 040728 127.25 127.50 125.25 125.75 -2.00 82 2,633 -23
Dec04 040728 135.00 135.25 133.25 133.25 -2.50 376 6,483 -242
Mar05 040728 140.50 140.50 139.75 140.25 -2.75 0 697 +0
May05 040728 145.50 145.50 145.50 145.50 -3.00 0 82 +0
Total Volume and Open Interest 458 9,915 -265
Rough Rice(CBOT)
Sep04 040728 7.20 7.40 7.13 7.13 -0.05 101 1,099 -15
Nov04 040728 7.25 7.38 7.08 7.08 -0.09 90 1,816 +26
Jan05 040728 7.30 7.30 7.28 7.28 -0.12 30 556 +30
Mar05 040728 7.55 7.55 7.49 7.49 -0.10 0 287 +0
Total Volume and Open Interest 221 3,770 +41
Live Cattle(CME)
Aug04 040728 88.200 88.225 87.525 87.775 -0.700 5,814 23,254 -739
Oct04 040728 90.900 90.975 90.100 90.350 -0.600 7,028 65,092 +1,521
Dec04 040728 91.350 91.600 90.800 90.850 -0.600 4,089 16,114 +968
Feb05 040728 91.400 91.400 90.750 90.775 -0.725 1,074 10,611 +334
Apr05 040728 88.400 88.600 88.000 88.225 -0.375 300 3,617 +132
Jun05 040728 83.250 83.350 83.000 83.000 -0.300 109 1,188 +64
Total Volume and Open Interest 18,434 119,971 +2,281
Feeder Cattle(CME)
Aug04 040728 115.500 116.100 115.100 115.825 +0.400 1,215 6,936 -87
Sep04 040728 115.500 115.500 114.600 114.975 -0.350 746 5,546 +152
Oct04 040728 114.275 114.450 113.350 114.000 -0.275 668 4,933 +364
Nov04 040728 110.500 111.150 110.200 110.400 -0.275 249 1,781 +88
Jan05 040728 106.000 106.750 105.700 106.000 unch 109 948 +28
Mar05 040728 101.700 102.000 101.250 101.350 -0.450 12 248 +1
Apr05 040728 100.700 101.000 100.500 101.000 +0.200 4 95 +3
Total Volume and Open Interest 3,003 20,510 +549
Lean Hogs(CME)
Aug04 040728 76.950 77.350 76.500 76.925 +0.125 5,920 14,252 -2,779
Oct04 040728 69.200 69.450 68.500 68.650 -0.625 12,279 48,621 +4,422
Dec04 040728 63.900 64.250 63.700 63.950 -0.075 2,976 15,630 +1,148
Feb05 040728 61.550 61.800 61.125 61.275 -0.450 1,128 3,103 +447
Apr05 040728 61.050 61.250 61.000 61.000 -0.225 274 1,243 +175
May05 040728 62.475 62.800 62.475 62.650 +0.175 5 194 +0
Jun05 040728 64.550 65.100 64.550 65.050 +0.150 45 285 +22
Jul05 040728 62.200 62.250 62.000 62.125 +0.025 5 71 +1
Total Volume and Open Interest 22,633 83,406 +3,436
Pork Bellies(CME)
Aug04 040728 106.000 106.000 103.325 104.000 -2.325 428 1,690 -40
Feb05 040728 93.250 93.250 91.500 92.500 -0.800 7 220 +2
Mar05 040728 91.750 91.750 91.750 91.750 -0.750 0 3 +0
May05 040728 94.250 94.250 93.750 93.750 -0.500 0 1 +0
Total Volume and Open Interest 479 1,945 -68
Class III Milk(CME)
Jul04 040728 14.82 14.84 14.82 14.84 unch 52 5,663 +141
Aug04 040728 14.15 14.30 14.00 14.30 +0.10 255 5,277 -7
Sep04 040728 15.56 15.75 15.40 15.70 +0.14 339 5,335 +103
Oct04 040728 14.35 14.65 14.25 14.59 +0.18 211 3,263 +29
Nov04 040728 13.02 13.29 13.00 13.25 +0.14 37 2,243 +3
Total Volume and Open Interest 949 26,674 +290
Cocoa(NYBOT)
Sep04 040728 1625 1662 1625 1658 +54 4,606 37,233 +16
Dec04 040728 1643 1675 1643 1671 +53 3,010 20,362 +1,311
Mar05 040728 1665 1695 1664 1692 +52 435 11,234 +80
May05 040728 1694 1707 1687 1705 +53 70 11,560 -7
Jul05 040728 1720 1720 1720 1720 +53 125 11,335 -4
Sep05 040728 1735 1735 1735 1735 +53 15 4,826 +15
Dec05 040728 1743 1743 1743 1743 +50 658 4,355 +452
Total Volume and Open Interest 8,922 104,772 +1,866
Coffee "C"(NYBOT)
Sep04 040728 68.10 68.90 67.90 67.95 unch 7,209 57,134 -770
Dec04 040728 71.60 72.25 71.25 71.35 +0.10 2,394 21,843 +111
Mar05 040728 74.60 75.20 74.30 74.45 +0.10 601 6,855 +216
May05 040728 76.15 76.80 75.90 76.10 +0.10 34 1,748 +10
Jul05 040728 78.10 78.10 77.35 77.55 unch 60 1,206 +3
Sep05 040728 78.95 78.95 78.95 78.95 unch 0 355 +0
Total Volume and Open Interest 10,300 89,390 -428
Orange Juice(NYBOT)
Sep04 040728 60.55 62.50 59.90 62.30 +1.15 5,360 16,083 -2,038
Nov04 040728 61.00 63.00 60.40 62.95 +1.35 2,035 10,860 +8
Jan05 040728 63.50 65.60 63.45 65.30 +1.00 867 2,213 +216
Mar05 040728 66.00 67.45 65.50 67.20 +1.00 295 4,814 +204
May05 040728 68.75 70.75 68.75 70.75 +0.80 164 3,051 +57
Total Volume and Open Interest 8,736 37,173 -1,544
Sugar #11(NYBOT)
Oct04 040728 8.10 8.24 8.05 8.23 +0.03 10,828 204,080 -2,079
Mar05 040728 8.61 8.70 8.56 8.70 unch 5,163 50,583 +1,307
May05 040728 8.45 8.54 8.43 8.53 -0.02 969 18,733 +42
Jul05 040728 8.24 8.28 8.21 8.28 -0.04 826 12,758 -164
Oct05 040728 8.14 8.15 8.08 8.15 -0.04 415 12,921 +63
Total Volume and Open Interest 18,272 304,640 -864
London Cocoa(LCE)
Jul04 040715 817 821 813 819 +2 402 112 -283
Sep04 040728 914 949 914 947 +34 1,895 48,538 -645
Dec04 040728 938 973 938 972 +36 1,294 50,471 -256
Mar05 040728 960 991 960 990 +33 755 27,975 -221
May05 040728 984 1006 984 1004 +34 108 14,225 -1
Jul05 040728 1003 1019 1003 1018 +34 54 12,028 -50
Sep05 040728 1009 1032 1007 1031 +33 194 10,339 +50
Total Volume and Open Interest 4,319 173,209 -1,121
London Coffee(LCE)
Jul04 040728 661.00 676.00 660.00 676.00 +11.00 218 1,334 -237
Sep04 040728 665.00 685.00 665.00 684.00 +12.00 6,126 64,712 -958
Nov04 040728 682.00 701.00 681.00 700.00 +12.00 2,685 36,753 +868
Jan05 040728 699.00 715.00 695.00 714.00 +12.00 1,437 27,788 +442
Mar05 040728 715.00 728.00 707.00 728.00 +11.00 235 15,193 +175
May05 040728 730.00 743.00 730.00 743.00 +11.00 196 13,166 +19
Total Volume and Open Interest 10,928 163,283 +278
London Sugar(LCE)
Aug04 040716 244.50 248.90 244.00 248.90 +4.90 896 2,854 -394
Oct04 040728 247.10 247.50 245.00 246.90 -1.10 586 24,911 +45
Dec04 040728 249.00 251.00 249.00 250.40 -1.50 496 6,034 +129
Mar05 040728 257.00 257.50 256.00 257.40 -0.90 488 9,723 +44
May05 040728 256.10 257.60 255.10 256.60 -0.90 738 4,611 +37
Total Volume and Open Interest 2,953 53,632 +506
Cotton(NYBOT)
Oct04 040728 43.94 44.80 43.60 44.45 +0.51 496 3,453 -158
Dec04 040728 44.70 45.15 44.15 44.81 +0.29 5,178 55,796 -99
Mar05 040728 46.20 46.50 45.60 46.18 +0.19 1,146 13,071 +159
May05 040728 47.05 47.13 46.90 47.13 +0.08 150 2,756 +35
Jul05 040728 47.98 48.20 47.80 48.10 unch 387 2,221 +173
Oct05 040728 50.30 50.30 50.30 50.30 -0.30 0 25 +0
Total Volume and Open Interest 7,399 79,015 +113
Lumber(CME)
Sep04 040728 428.0 432.4 423.0 432.2 +8.6 638 4,254 +63
Nov04 040728 379.6 380.7 376.0 379.5 +2.3 216 1,375 -4
Jan05 040728 363.0 367.0 363.0 365.8 +0.3 65 312 +21
Mar05 040728 371.6 371.6 365.0 366.9 -3.8 0 41 +0
Total Volume and Open Interest 919 5,982 +80
Crude Oil(NYM)
Sep04 040728 42.28 43.05 42.10 42.90 +1.06 70,722 227,481 -818
Oct04 040728 41.60 42.40 41.40 42.28 +1.02 32,766 68,335 -605
Nov04 040728 41.20 41.90 41.05 41.81 +0.97 8,927 37,042 -346
Dec04 040728 40.75 41.40 40.63 41.34 +0.93 6,815 65,623 +1,164
Jan05 040728 40.20 41.00 40.20 40.83 +0.92 549 24,135 -90
Feb05 040728 39.85 40.60 39.70 40.39 +0.91 662 15,866 +22
Mar05 040728 39.80 39.98 39.60 39.98 +0.90 1,056 16,868 +557
Apr05 040728 39.00 39.60 39.00 39.60 +0.89 464 12,440 +81
May05 040728 39.23 39.23 39.23 39.23 +0.88 767 7,060 +350
Jun05 040728 38.40 38.88 38.35 38.88 +0.86 2,253 22,872 +306
Jul05 040728 38.55 38.59 38.55 38.59 +0.86 425 6,555 +200
Aug05 040728 38.34 38.34 38.34 38.34 +0.86 0 6,290 +0
Sep05 040728 37.70 38.12 37.70 38.12 +0.86 100 9,226 +25
Oct05 040728 37.93 37.93 37.93 37.93 +0.86 0 3,773 +0
Nov05 040728 37.74 37.74 37.74 37.74 +0.86 0 4,439 +0
Dec05 040728 37.00 37.60 37.00 37.57 +0.86 7,145 42,823 -2,966
Total Volume and Open Interest 143,932 676,035 -4,151
Heating Oil(NYM)
Aug04 040728 112.80 114.70 111.85 114.42 +2.18 15,924 13,838 -3,907
Sep04 040728 114.20 115.80 113.00 115.46 +2.20 17,365 69,589 +2,714
Oct04 040728 115.20 116.60 114.20 116.36 +2.20 4,608 19,620 +862
Nov04 040728 115.95 117.50 115.25 117.21 +2.25 2,457 13,898 +901
Dec04 040728 116.50 118.25 115.80 117.96 +2.30 3,226 25,465 +425
Jan05 040728 117.05 118.60 116.50 118.41 +2.30 905 11,195 -162
Feb05 040728 115.85 117.50 115.85 117.16 +2.25 1,502 11,405 +238
Mar05 040728 112.70 114.50 112.70 113.96 +2.20 781 10,304 +15
Apr05 040728 108.20 110.00 108.20 109.36 +2.10 445 2,946 +243
May05 040728 104.00 105.16 104.00 105.16 +2.00 234 2,311 +155
Jun05 040728 101.00 102.56 101.00 102.56 +1.95 561 4,968 +361
Jul05 040728 101.71 101.71 101.71 101.71 +1.95 1 5,525 +1
Total Volume and Open Interest 48,010 202,689 +1,847
Unleaded Gas(NYM)
Aug04 040728 124.80 129.80 124.00 129.54 +5.11 22,561 15,900 -5,698
Sep04 040728 125.00 129.50 124.40 129.18 +4.79 18,509 61,729 +2,863
Oct04 040728 120.20 123.80 120.10 123.78 +4.21 3,740 11,472 +119
Nov04 040728 118.00 119.68 118.00 119.68 +3.61 1,506 6,936 +481
Dec04 040728 114.00 116.68 113.60 116.68 +3.26 2,058 12,926 -150
Jan05 040728 115.40 115.93 115.00 115.93 +3.06 461 5,346 +143
Feb05 040728 116.23 116.23 116.23 116.23 +3.01 2,155 5,328 +1,013
Mar05 040728 116.78 116.78 116.78 116.78 +2.96 316 1,910 +264
Apr05 040728 123.38 123.38 123.38 123.38 +2.91 1,016 7,663 -65
May05 040728 123.03 123.03 123.03 123.03 +2.86 100 7,593 +100
Jun05 040728 121.68 121.68 121.68 121.68 +2.81 25 2,088 +30
Jul05 040728 119.33 119.33 119.33 119.33 +2.76 0 2,095 +0
Total Volume and Open Interest 52,447 140,986 -900
Natural Gas(NYM)
Aug04 040728 5.890 6.110 5.880 6.048 +0.059 30,291 16,731 -4,625
Sep04 040728 5.930 6.220 5.925 6.142 +0.120 13,915 68,741 +2,177
Oct04 040728 5.995 6.250 5.990 6.197 +0.125 5,053 40,391 -66
Nov04 040728 6.320 6.565 6.320 6.501 +0.114 1,251 20,601 +266
Dec04 040728 6.630 6.820 6.610 6.774 +0.101 2,214 25,937 +384
Jan05 040728 6.795 7.000 6.795 6.943 +0.096 1,886 23,301 +87
Feb05 040728 6.760 6.960 6.755 6.901 +0.093 824 16,323 +41
Mar05 040728 6.630 6.800 6.620 6.758 +0.089 1,679 17,260 -257
Apr05 040728 6.030 6.135 6.000 6.093 +0.074 929 13,931 +151
May05 040728 5.910 5.985 5.885 5.973 +0.064 616 11,956 +232
Jun05 040728 5.915 6.010 5.910 5.986 +0.062 354 8,409 +8
Jul05 040728 5.955 6.055 5.950 6.014 +0.061 172 11,767 +88
Aug05 040728 5.970 6.055 5.970 6.025 +0.060 43 8,388 -8
Sep05 040728 5.960 6.040 5.960 6.025 +0.065 787 7,937 -51
Oct05 040728 5.985 6.075 5.985 6.043 +0.064 592 7,120 -218
Nov05 040728 6.165 6.240 6.165 6.218 +0.059 5 7,021 +1
Total Volume and Open Interest 61,515 377,255 -2,369
Brent Crude Oil(IPE)
Sep04 040728 38.50 39.68 38.48 39.53 +0.99 35,892 81,150 -3,307
Oct04 040728 37.96 39.02 37.96 38.92 +0.93 22,423 83,747 -90
Nov04 040728 37.68 38.60 37.59 38.56 +0.88 6,752 15,044 +1,512
Dec04 040728 37.20 38.18 37.20 38.15 +0.85 4,101 30,731 +481
Jan05 040728 36.95 37.74 36.95 37.74 +0.83 1,020 13,063 +310
Feb05 040728 36.65 37.38 36.62 37.38 +0.83 205 7,314 +0
Mar05 040728 36.39 37.05 36.36 37.05 +0.83 518 11,397 +318
Apr05 040728 36.75 36.75 36.75 36.75 +0.83 0 6,306 +0
May05 040728 36.48 36.48 36.48 36.48 +0.83 150 1,593 +20
Jun05 040728 35.55 36.21 35.55 36.21 +0.82 900 14,507 +588
Jul05 040728 35.98 35.98 35.98 35.98 +0.82 0 1,715 +0
Aug05 040728 35.79 35.79 35.79 35.79 +0.82 0 100 +0
Sep05 040728 34.90 35.60 34.90 35.60 +0.82 0 3,340 +0
Total Volume and Open Interest 83,111 329,686 +3,207
Gas Oil(IPE)
Aug04 040728 358.50 368.25 356.75 367.75 +6.75 9,855 46,835 -1,598
Sep04 040728 357.00 365.75 355.75 365.50 +7.00 6,961 40,208 +1,465
Oct04 040728 352.00 361.00 351.50 361.00 +7.00 3,768 19,434 +878
Nov04 040728 347.00 355.25 347.00 355.25 +6.75 1,909 10,498 +1,346
Dec04 040728 341.00 349.50 341.00 349.50 +6.50 3,193 25,299 +364
Jan05 040728 338.50 344.50 338.50 344.50 +6.50 0 6,260 +0
Feb05 040728 333.00 339.25 333.00 339.25 +6.50 0 2,653 +0
Mar05 040728 332.25 332.25 332.25 332.25 +6.75 50 2,785 +50
Apr05 040728 324.00 324.00 324.00 324.00 +6.75 0 900 +0
May05 040728 319.00 319.00 319.00 319.00 +6.75 0 850 +0
Total Volume and Open Interest 27,786 182,726 +2,260
US Dollar Index(NYBOT)
Sep04 040728 89.88 90.31 89.78 89.94 -0.04 5,867 12,949 -1,346
Dec04 040728 90.35 90.46 90.12 90.17 -0.04 7 2,119 +0
Mar05 040728 90.40 90.40 90.40 90.40 -0.04 0 12 +0
Total Volume and Open Interest 5,874 15,081 -1,346
Australian Dollar(CME)
Sep04 040728 69.26 69.61 69.19 69.60 +0.09 6,798 28,008 -4,755
Dec04 040728 68.88 68.99 68.70 68.99 +0.09 6 278 +0
Mar05 040728 68.44 68.44 68.44 68.44 +0.09 0 31 +0
Total Volume and Open Interest 6,804 28,377 -4,755
British Pound(CME)
Sep04 040728 181.03 181.82 180.87 181.53 +0.16 8,749 66,824 -2,862
Dec04 040728 179.40 180.40 179.40 180.09 +0.16 5 428 +2
Mar05 040728 178.79 178.79 178.79 178.79 +0.16 0 6 +0
Total Volume and Open Interest 8,754 67,259 -2,860
Canadian Dollar(CME)
Sep04 040728 74.73 75.36 74.66 75.22 +0.28 4,212 69,921 -341
Dec04 040728 74.66 75.24 74.62 75.15 +0.28 57 4,585 +29
Mar05 040728 75.10 75.10 75.10 75.10 +0.28 8 785 +2
Jun05 040728 75.15 75.15 75.05 75.05 +0.28 1 562 +0
Total Volume and Open Interest 4,280 75,905 -308
Japanese Yen(CME)
Sep04 040728 89.84 90.13 89.52 89.68 -0.55 9,793 96,721 -159
Dec04 040728 90.22 90.40 90.10 90.13 -0.55 32 10,441 +42
Mar05 040728 90.60 90.67 90.60 90.67 -0.55 0 5 +0
Total Volume and Open Interest 9,825 107,170 -117
Swiss Franc(CME)
Sep04 040728 78.38 78.73 78.22 78.47 +0.02 9,317 39,908 +430
Dec04 040728 78.72 78.72 78.72 78.72 +0.02 4 138 -1
Mar05 040728 78.99 78.99 78.99 78.99 +0.02 0 6 +0
Total Volume and Open Interest 9,322 40,111 +430
EuroFX(CME)
Sep04 040728 120.16 120.67 119.90 120.50 +0.17 17,018 136,451 +509
Dec04 040728 120.02 120.54 120.02 120.43 +0.17 109 1,217 -72
Mar05 040728 120.28 120.50 120.00 120.43 +0.17 80 214 +3
Total Volume and Open Interest 17,207 137,974 +441
Mexican Peso(CME)
Sep04 040728 8647.0 8685.0 8630.0 8682.0 +50.0 12,359 38,161 -3,512
Dec04 040728 8505.0 8552.0 8505.0 8552.0 +50.0 30 1,350 +0
Total Volume and Open Interest 12,501 40,408 -3,562
30-Year T-Bonds(CBOT)
Sep04 040728 106~16 106~28 106~05 106~26 +0~03 334,489 517,124 +9,795
Dec04 040728 105~13 105~20 105~00 105~20 +0~03 901 18,169 +259
Mar05 040728 104~17 104~17 104~17 104~17 +0~03 6 153 +2
Total Volume and Open Interest 335,396 535,533 +10,056
Municipal Bonds(CBOT)
Sep04 040728 100~14 100~28 100~14 100~25 +0~02 536 2,483 -69
Total Volume and Open Interest 536 2,483 -69
10-Year T-Notes(CBOT)
Sep04 040728 109~170 109~275 109~115 109~265 +0~055 802,471 1,392,182 +60,331
Dec04 040728 108~115 108~195 108~070 108~195 +0~055 12,279 50,328 +4,451
Total Volume and Open Interest 814,870 1,442,701 +64,902
5-Year T-Notes(CBOT)
Sep04 040728 108~230 108~315 108~200 108~305 +0~045 353,310 0 +0
Dec04 040728 107~250 107~310 107~250 107~310 +0~040 1,344 0 -94,224
Total Volume and Open Interest 354,654    
2 Year T-Notes(CBOT)
Sep04 040728 105~032 105~046 105~028 105~045 +0~009 4,500 191,177 -251
Dec04 040728 104~096 104~096 104~096 104~096 +0~011 0 400 +0
Total Volume and Open Interest 4,500 191,577 -251
Eurodollars(CME)
Sep04 040728 98.005 98.030 98.005 98.020 +0.005 70,240 924,695 +1,856
Dec04 040728 97.505 97.540 97.495 97.535 +0.025 103,706 866,437 -551
Mar05 040728 97.040 97.100 97.025 97.095 +0.045 82,086 839,898 +22,546
Jun05 040728 96.630 96.700 96.615 96.695 +0.055 83,290 630,714 +21,313
Sep05 040728 96.285 96.355 96.265 96.350 +0.060 56,974 558,716 +10,357
Dec05 040728 95.990 96.060 95.970 96.055 +0.055 54,509 460,498 -2,202
Mar06 040728 95.785 95.845 95.760 95.840 +0.050 30,290 377,297 +3,600
Jun06 040728 95.600 95.655 95.565 95.650 +0.040 26,250 228,601 -360
Sep06 040728 95.450 95.490 95.410 95.490 +0.030 11,528 198,337 +1,004
Dec06 040728 95.295 95.330 95.255 95.330 +0.025 8,514 148,381 -670
Mar07 040728 95.165 95.195 95.135 95.195 +0.020 7,857 153,545 -690
Jun07 040728 95.045 95.065 95.015 95.065 +0.010 8,198 113,908 -751
Total Volume and Open Interest 583,601 6,089,637 +56,503
3-Mth Euro-Yen(CME)
Sep04 040728 99.91 99.91 99.91 99.91 unch 383 7,079 +382
Dec04 040728 99.88 99.88 99.88 99.88 unch 0 6,993 -3
Mar05 040728 99.80 99.80 99.80 99.80 +0.01 411 7,969 -34
Jun05 040728 99.70 99.70 99.69 99.69 +0.01 1,339 9,027 +755
Sep05 040728 99.56 99.56 99.56 99.56 +0.02 259 5,217 +232
Dec05 040728 99.43 99.43 99.43 99.43 +0.02 151 2,952 +50
Mar06 040728 99.28 99.28 99.28 99.28 +0.01 80 1,930 +50
Jun06 040728 99.14 99.14 99.14 99.14 +0.02 77 1,248 +30
Sep06 040728 99.02 99.02 99.02 99.02 unch 0 1,079 +0
Dec06 040728 98.90 98.90 98.90 98.90 +0.03 0 655 +0
Total Volume and Open Interest 2,700 45,165 +1,462
3-Mth Euro-Yen(SIMEX)
Sep04 040728 99.91 99.91 99.91 99.91 unch 3,397 46,391 +3,136
Dec04 040728 99.87 99.88 99.87 99.88 +0.01 1,003 66,168 -661
Mar05 040728 99.79 99.81 99.79 99.81 +0.01 3,543 60,964 +293
Jun05 040728 99.68 99.70 99.68 99.70 +0.01 2,367 59,086 +800
Sep05 040728 99.55 99.57 99.55 99.57 +0.01 2,006 45,747 -518
Dec05 040728 99.42 99.43 99.42 99.43 unch 1,722 38,786 +794
Mar06 040728 99.27 99.29 99.27 99.29 unch 1,452 27,804 -58
Jun06 040728 99.13 99.15 99.13 99.15 unch 696 13,098 +64
Total Volume and Open Interest 16,186 374,483 +3,850
German Euro-Bund(EUREX)
Sep04 040728 113.36 113.61 113.30 113.58 +0.06 722,329 1,014,083 -31,809
Dec04 040728 112.44 112.63 112.38 112.63 +0.07 1,751 19,694 +881
Mar05 040728 111.98 111.98 111.98 111.98 +0.01 634 0 +0
Total Volume and Open Interest 724,714 1,033,777 -30,928
German Euro-Bobl(EUREX)
Sep04 040728 110.37 110.56 110.34 110.53 +0.06 541,260 692,909 -8,058
Dec04 040728 109.48 109.63 109.45 109.63 +0.07 1,383 6,034 +515
Mar05 040728 109.14 109.14 109.14 109.14 +0.06      
Total Volume and Open Interest 542,643 698,943 -7,543
Long Gilt(LIFFE)
Sep04 040728 105~08 105~13 105~05 105~09 -0~04 56,910 205,327 +3,423
Dec04 040728 105~02 105~02 105~02 105~02 -0~04      
Total Volume and Open Interest 56,910 205,327 +3,423
3-Mth Short Sterling(LIFFE)
Sep04 040728 94.91 94.95 94.91 94.93 +0.01 20,377 203,839 +1,445
Dec04 040728 94.72 94.77 94.71 94.74 +0.01 25,409 225,675 -607
Mar05 040728 94.58 94.63 94.56 94.60 +0.01 23,207 201,763 +2,652
Total Volume and Open Interest 110,174 1,179,217 +2,564
3-Mth Euribor(LIFFE)
Sep04 040728 97.825 97.840 97.820 97.830 unch 44,210 503,168 -1,796
Dec04 040728 97.630 97.660 97.620 97.640 unch 110,046 538,075 +6,937
Mar05 040728 97.385 97.430 97.380 97.410 unch 109,178 408,189 -4,539
Total Volume and Open Interest 506,326 2,750,865 -16,559
3-Mth Aus T-Bills(SFE)
Sep04 040728 94.49 94.50 94.47 94.50 unch 7,536 132,549 -2,847
Dec04 040728 94.36 94.39 94.35 94.38 -0.02 9,244 118,848 +510
Mar05 040728 94.29 94.30 94.26 94.30 -0.03 2,776 61,262 +1,704
Jun05 040728 94.25 94.26 94.23 94.25 -0.05 1,018 31,077 +760
Sep05 040728 94.21 94.22 94.18 94.21 -0.06 406 19,932 -428
Dec05 040728 94.16 94.16 94.13 94.16 -0.07 200 15,071 +200
Mar06 040728 94.10 94.10 94.08 94.10 -0.08 0 10,918 +0
Jun06 040728 94.04 94.05 94.01 94.05 -0.08 20 6,398 +20
Sep06 040728 93.97 94.00 93.94 94.00 -0.08 25 2,896 +1
Dec06 040728 93.94 93.94 93.92 93.93 -0.08 31 1,860 +0
Total Volume and Open Interest 21,266 404,194 -70
10-Year Aus T-Bonds(SFE)
Sep04 040728 94.13 94.16 94.10 94.15 -0.10 14,673 190,573 +3,303
Dec04 040728 94.15 94.15 94.15 94.15 -0.10      
Total Volume and Open Interest 45,309 374,558 -3,287
3-Year Aus T-Bonds(SFE)
Sep04 040728 94.41 94.45 94.38 94.44 -0.08 28,178 374,558 -3,287
Dec04 040728 94.44 94.44 94.44 94.44 -0.08      
Total Volume and Open Interest 28,178 374,558 -3,287
Gold(CMX)
Aug04 040728 386.5 390.3 385.8 389.0 +2.0 78,207 69,438 -12,713
Oct04 040728 388.5 391.5 387.0 390.4 +2.0 6,292 16,431 +2,580
Dec04 040728 389.5 393.0 388.6 391.8 +2.0 27,202 94,500 +11,939
Feb05 040728 392.0 393.9 392.0 393.3 +2.0 2,006 7,824 +701
Apr05 040728 395.0 395.0 395.0 395.0 +2.0 0 4,844 +0
Jun05 040728 394.5 397.3 394.5 396.8 +2.0 211 13,860 +109
Aug05 040728 398.9 398.9 398.9 398.9 +2.1 10 2,802 -1
Oct05 040728 401.0 401.0 401.0 401.0 +2.1 0 281 +0
Dec05 040728 401.5 403.1 401.0 403.1 +2.1 3 6,303 -2
Feb06 040728 405.5 405.5 405.5 405.5 +2.2 0 843 +0
Apr06 040728 407.9 407.9 407.9 407.9 +2.2 0 485 +0
Jun06 040728 410.4 410.4 410.4 410.4 +2.3 1 7,544 +6
Total Volume and Open Interest 114,194 232,007 +2,868
Silver(CMX)
Jul04 040728 630.0 636.3 630.0 636.3 +12.6 29 53 +14
Sep04 040728 623.0 638.5 611.0 637.3 +12.6 11,348 58,425 +1,103
Dec04 040728 626.0 642.0 615.0 640.4 +12.6 996 20,534 +207
Mar05 040728 632.0 644.0 632.0 643.7 +12.6 9 5,187 -1
May05 040728 645.9 645.9 645.9 645.9 +12.6 0 1,113 +0
Jul05 040728 648.0 648.0 648.0 648.0 +12.6 7 1,972 -7
Sep05 040728 650.0 650.0 650.0 650.0 +12.6 0 98 +0
Total Volume and Open Interest 12,392 91,991 +1,317
Platinum(NYM)
Oct04 040728 798.0 800.0 791.0 798.8 -4.4 760 5,555 +106
Jan05 040728 792.8 792.8 792.8 792.8 -4.4 0 11 +0
Total Volume and Open Interest 775 5,616 +94
Palladium(NYME)
Sep04 040728 218.00 218.25 213.00 213.75 -5.65 259 7,503 +142
Dec04 040728 220.00 220.00 215.25 215.25 -5.65 44 715 +19
Mar05 040728 225.00 225.00 217.50 217.50 -5.65 0 8 +0
Total Volume and Open Interest 303 8,226 +161
Copper(CMX)
Jul04 040728 124.20 126.90 124.10 126.80 +4.80 193 560 -174
Sep04 040728 124.00 128.00 123.80 127.10 +5.00 8,617 40,810 -919
Dec04 040728 121.00 124.30 120.70 123.70 +4.70 1,013 12,349 +103
Mar05 040728 119.50 120.30 119.50 120.30 +4.40 108 2,263 +37
May05 040728 117.10 117.70 117.10 117.70 +4.30 26 408 +13
Total Volume and Open Interest 10,189 65,605 -890
DJIA Index(CBOT)
Sep04 040728 10050 10133 9975 10110 +48 7,665 40,437 -183
Dec04 040728 10060 10112 10020 10107 +48 12 371 +22
Mar05 040728 10112 10112 10112 10112 +48      
Total Volume and Open Interest 7,677 40,808 -161
S & P 500(CME)
Sep04 040728 1090.70 1098.40 1081.00 1095.50 +3.00 37,426 576,363 +416
Dec04 040728 1086.00 1095.90 1086.00 1095.90 +3.00 186 13,757 +1,040
Mar05 040728 1097.30 1097.30 1097.30 1097.30 +2.90 3 504 -3
Jun05 040728 1100.40 1100.40 1100.40 1100.40 +2.90 0 268 +0
Total Volume and Open Interest 37,620 590,945 +1,457
S & P 500 E-Mini(Globex)
Sep04 040728 1092.50 1098.50 1080.75 1095.50 +3.00 744,885 584,465 -12,294
Dec04 040728 1093.75 1097.25 1082.50 1096.00 +3.00 3,233 47,543 +2,186
Total Volume and Open Interest 748,118 632,008 -10,108
NASDAQ 100(CME)
Sep04 040728 1386.00 1395.00 1361.50 1385.00 -5.50 11,859 70,777 +753
Dec04 040728 1390.00 1390.00 1390.00 1390.00 -5.50 0 2,292 +0
Mar05 040728 1395.00 1395.00 1395.00 1395.00 -5.50 0 3 +0
Total Volume and Open Interest 11,859 73,072 +753
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040728 1391.0 1395.0 1361.5 1385.0 -5.5 349,128 228,151 +2,958
Dec04 040728 1389.0 1399.5 1370.5 1390.0 -5.5 120 4,862 +43
Total Volume and Open Interest 349,248 233,013 +3,001
S & P Midcap 400(CME)
Sep04 040728 572.50 572.50 564.75 571.25 -2.15 407 13,543 -97
Dec04 040728 571.00 571.00 571.00 571.00 -2.15      
Mar05 040728 571.00 571.00 571.00 571.00 -2.15      
Total Volume and Open Interest 407 13,543 -97
Russell 2000(CME)
Sep04 040728 540.25 544.25 533.00 541.00 -1.25 1,741 28,097 +492
Dec04 040728 541.00 541.00 541.00 541.00 -1.25      
Mar05 040728 541.00 541.00 541.00 541.00 -1.25      
Total Volume and Open Interest 1,741 28,097 +492
Value Line(KCBT)
Sep04 040728 1514.00 1518.00 1497.50 1518.00 -3.00 0 61 +0
Total Volume and Open Interest 0 61 +0
Nikkei 225(CME)
Sep04 040728 11210 11270 11130 11250 +50 4,281 31,592 +98
Dec04 040728 11250 11250 11250 11250 +50 0 21 +0
Total Volume and Open Interest 4,281 31,613 +98
Nikkei 225(SIMEX)
Sep04 040728 11190 11245 11145 11220 +150 20,772 142,172 +1,380
Dec04 040728 11185 11185 11185 11185 +150      
Mar05 040728 11180 11180 11180 11180 +150 0 1 +0
Total Volume and Open Interest 20,772 142,174 +1,380
CAC 40(MATIF)
Jul04 040728 3582.0 3603.5 3565.0 3576.5 +11.0 76,591 387,161 +10,759
Aug04 040728 3592.0 3608.0 3572.0 3582.5 +11.5 34,067 12,239 +6,767
Sep04 040728 3598.0 3611.5 3578.5 3588.0 +11.0 6,172 95,565 +487
Total Volume and Open Interest 60,705 507,383 +18,038
DAX Index(EUREX)
Sep04 040728 3849.0 3868.0 3805.5 3813.0 -21.0 92,356 150,276 -2,760
Dec04 040728 3869.0 3888.5 3830.0 3834.0 -21.0 101 5,343 +53
Mar05 040728 3908.0 3911.0 3854.0 3856.0 -21.5 149 1,304 +116
Total Volume and Open Interest 92,606 156,923 -2,591
FT-SE 100(LIFFE)
Sep04 040728 4330.00 4362.50 4330.00 4347.50 +35.50 49,452 437,495 +428
Dec04 040728 4390.50 4390.50 4373.50 4378.50 +35.50 89 30,780 +54
Mar05 040728 4392.50 4392.50 4385.00 4385.00 +35.50 0 4,059 +0
Total Volume and Open Interest 50,402 474,434 +1,332
SPI 200(SFE)
Sep04 040728 3502.0 3505.0 3483.0 3490.0 +3.0 10,866 150,610 -159
Dec04 040728 3504.0 3506.0 3500.0 3502.0 +4.0 156 5,324 -72
Mar05 040728 3514.0 3514.0 3513.0 3514.0 +5.0 0 1,770 -4
Total Volume and Open Interest 11,459 160,014 +116
GSCI(CME)
Aug04 040728 301.40 305.90 300.30 304.40 +4.00 47 16,480 +6
Sep04 040728 303.25 303.25 303.25 303.25 +4.25      
Oct04 040728 302.50 302.50 302.50 302.50 +4.50      
Total Volume and Open Interest 47 16,480 +6
Reuters CRB Index(NYBOT)
Aug04 040728 265.00 268.10 264.50 267.50 +3.25 32 254 +5
Nov04 040728 270.00 270.00 270.00 270.00 +3.25 4 123 -1
Jan05 040728 267.50 270.50 267.50 270.50 +3.75 0 51 +0
Total Volume and Open Interest 36 428 +4
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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