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MRCI's End of Day Prices
Daily Futures Price Listing Mon September 06, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep04 040903 623.00 623.00 613.50 614.75 -13.00 863 2,842 -354
Nov04 040903 623.00 623.00 608.00 612.25 -16.50 33,942 127,299 -609
Jan05 040903 631.00 631.00 615.50 618.50 -17.25 4,003 16,537 +1,039
Mar05 040903 635.00 636.00 623.00 626.50 -15.75 1,332 11,049 +132
May05 040903 635.00 636.00 624.50 628.00 -14.00 1,180 9,702 -213
Jul05 040903 638.00 639.00 630.00 634.00 -10.50 750 4,893 +53
Aug05 040903 636.00 636.00 631.00 631.00 -14.00 19 159 +1
Total Volume and Open Interest 42,634 175,860 +134
Soybean Meal(CBOT)
Sep04 040903 176.80 176.80 174.10 174.30 -3.40 1,528 5,378 -553
Oct04 040903 175.00 175.00 171.20 171.50 -4.50 3,546 20,282 +146
Dec04 040903 175.50 175.70 172.00 172.30 -5.50 7,739 53,601 +17
Jan05 040903 177.20 177.50 174.50 174.80 -5.00 836 11,207 -112
Mar05 040903 181.20 181.50 178.30 178.80 -5.00 1,013 8,819 -2
May05 040903 184.00 184.50 181.40 181.70 -4.90 1,536 11,675 -111
Jul05 040903 187.00 187.50 184.50 185.00 -4.50 424 9,799 +47
Aug05 040903 187.00 187.00 184.50 184.50 -4.00 174 3,576 +24
Total Volume and Open Interest 17,058 129,671 -422
Soybean Oil(CBOT)
Sep04 040903 26.45 26.45 25.90 26.23 -0.34 1,939 6,415 -228
Oct04 040903 26.00 26.03 25.56 25.87 -0.33 4,059 21,838 +243
Dec04 040903 25.55 25.66 25.17 25.43 -0.35 14,053 62,632 +1,510
Jan05 040903 25.43 25.53 25.14 25.29 -0.26 1,366 11,452 -401
Mar05 040903 25.29 25.30 24.99 25.25 -0.23 1,948 11,846 -219
May05 040903 25.00 25.20 24.85 25.05 -0.18 1,490 7,205 +195
Jul05 040903 24.89 25.05 24.65 24.90 -0.23 310 7,124 +93
Aug05 040903 24.59 24.65 24.49 24.58 -0.15 41 2,540 +1
Total Volume and Open Interest 25,225 135,602 +1,195
Canola(WCE)
Sep04 040903 381.5 381.5 381.5 381.5 -3.6 0 363 +0
Nov04 040903 369.0 371.7 367.3 369.7 -3.3 4,904 39,126 -1,696
Jan05 040903 371.0 373.5 371.0 372.7 -4.5 630 4,557 +210
Mar05 040903 378.0 378.0 375.7 375.7 -5.8 6 3,610 -25
May05 040903 380.5 380.5 380.5 380.5 -4.0 0 318 +0
Total Volume and Open Interest 5,625 49,606 -1,426
Corn(CBOT)
Sep04 040903 224.00 225.00 222.50 223.50 -4.25 6,504 11,258 -2,044
Dec04 040903 231.00 233.50 230.50 231.00 -5.25 47,528 362,226 +191
Mar05 040903 241.00 241.50 239.00 239.25 -5.25 6,759 79,797 +114
May05 040903 245.50 247.50 245.00 245.25 -5.00 1,535 27,928 +477
Jul05 040903 251.00 252.25 249.75 250.00 -5.00 1,175 29,996 +33
Sep05 040903 254.00 255.00 252.50 252.50 -4.50 117 6,840 +64
Total Volume and Open Interest 64,014 535,647 -899
Wheat(CBOT)
Sep04 040903 308.00 309.50 306.75 308.00 -3.25 2,873 4,812 -1,969
Dec04 040903 320.00 321.25 317.25 319.00 -3.50 22,461 129,478 +1,952
Mar05 040903 331.00 332.00 328.25 329.00 -4.25 1,069 19,581 +260
May05 040903 336.50 336.50 333.00 334.00 -3.00 109 2,957 +14
Jul05 040903 338.75 339.50 337.00 338.00 -0.75 160 5,010 +41
Total Volume and Open Interest 26,679 162,026 +295
Wheat(KCBT)
Sep04 040903 329.00 329.50 327.50 327.50 -1.50 163 343 -338
Dec04 040903 341.00 341.00 337.25 337.75 -4.25 4,026 53,628 -626
Mar05 040903 349.00 349.00 346.25 347.50 -2.50 592 9,894 +81
May05 040903 353.00 353.50 352.50 352.50 -4.50 302 2,560 +108
Jul05 040903 355.00 355.00 353.00 353.00 -3.00 18 2,309 +2
Total Volume and Open Interest 5,101 68,782 -773
Wheat(MGE)
Sep04 040903 350.50 352.50 350.25 352.50 unch 433 328 -338
Dec04 040903 363.00 364.00 361.25 362.25 -2.25 3,037 23,643 +202
Mar05 040903 373.00 373.25 371.50 372.25 -3.25 244 5,516 -32
May05 040903 378.00 378.00 377.00 377.75 -2.25 1 1,765 +0
Jul05 040903 382.50 382.50 381.25 381.25 -5.25 0 516 +0
Total Volume and Open Interest 3,716 31,876 -168
Oats(CBOT)
Sep04 040903 140.00 143.50 140.00 143.50 -1.00 18 71 -28
Dec04 040903 148.50 149.50 146.50 149.25 -1.25 1,409 6,181 +78
Mar05 040903 156.25 156.50 154.25 156.50 -1.50 59 1,122 +5
May05 040903 162.00 162.00 161.00 161.00 -1.00 0 83 +0
Total Volume and Open Interest 1,486 7,477 +55
Rough Rice(CBOT)
Sep04 040903 7.72 7.72 7.58 7.58 -0.14 9 130 -8
Nov04 040903 7.73 7.75 7.50 7.59 -0.13 185 2,585 +19
Jan05 040903 7.75 7.77 7.75 7.77 -0.13 1 628 +1
Mar05 040903 8.13 8.13 7.95 7.96 -0.13 0 387 +0
Total Volume and Open Interest 195 3,746 +12
Live Cattle(CME)
Oct04 040903 82.600 83.200 82.500 82.725 -0.050 7,588 56,615 -823
Dec04 040903 86.275 86.500 85.750 86.050 -0.225 3,774 24,200 +1,268
Feb05 040903 86.850 87.150 86.500 86.875 -0.050 989 12,861 +97
Apr05 040903 85.250 85.475 84.600 84.700 -0.475 442 5,034 +91
Jun05 040903 81.850 81.850 81.250 81.575 -0.275 229 3,198 +57
Aug05 040903 81.600 81.650 81.475 81.525 -0.200 125 1,385 +61
Total Volume and Open Interest 13,147 103,293 +751
Feeder Cattle(CME)
Sep04 040903 109.500 110.100 109.100 109.400 -0.225 805 2,898 -167
Oct04 040903 106.500 107.200 106.150 106.250 -0.450 1,722 7,558 +50
Nov04 040903 105.900 106.400 105.400 105.775 -0.300 592 2,970 +96
Jan05 040903 102.250 102.650 102.000 102.500 unch 244 1,801 +41
Mar05 040903 99.100 99.200 98.400 98.700 -0.500 33 517 +11
Apr05 040903 98.300 98.325 98.125 98.125 +0.025 17 154 +9
May05 040903 97.925 97.925 97.825 97.900 +0.100 30 108 +10
Total Volume and Open Interest 3,443 16,006 +50
Lean Hogs(CME)
Oct04 040903 65.650 66.100 65.025 65.400 +0.075 7,001 42,285 -931
Dec04 040903 63.400 63.700 62.600 63.300 +0.050 4,276 26,347 +182
Feb05 040903 62.500 62.800 61.800 62.200 -0.250 924 7,926 +350
Apr05 040903 61.550 61.800 61.000 61.300 -0.350 257 2,842 +77
May05 040903 62.000 62.200 61.300 62.200 -0.125 6 565 +3
Jun05 040903 65.100 65.300 64.600 64.900 -0.425 24 1,141 +6
Jul05 040903 61.700 61.725 61.600 61.725 -0.225 14 292 +7
Aug05 040903 58.550 58.550 58.550 58.550 +0.075 4 54 +3
Total Volume and Open Interest 12,519 81,475 -292
Pork Bellies(CME)
Feb05 040903 95.000 97.750 94.400 96.700 +1.675 347 1,302 +1
Mar05 040903 96.000 96.650 96.000 96.650 +1.600 0 11 +0
May05 040903 93.900 93.900 93.900 93.900 +0.350 0 2 +0
Jul05 040903 94.300 94.300 94.300 94.300 +0.050 0 1 +0
Total Volume and Open Interest 347 1,316 +1
Class III Milk(CME)
Sep04 040903 14.40 14.54 14.38 14.50 +0.05 218 4,980 +114
Oct04 040903 13.30 13.40 13.05 13.40 +0.05 233 4,196 -44
Nov04 040903 12.40 12.50 12.35 12.50 unch 56 2,934 +23
Dec04 040903 12.10 12.15 12.10 12.15 unch 17 2,203 +2
Jan05 040903 11.85 11.85 11.85 11.85 unch 16 866 +6
Total Volume and Open Interest 659 19,690 +143
Cocoa(NYBOT)
Sep04 040903 1580 1580 1555 1567 -17 4 162 -69
Dec04 040903 1585 1588 1552 1571 -17 4,750 51,911 -942
Mar05 040903 1603 1608 1576 1594 -17 345 15,682 +72
May05 040903 1596 1606 1596 1606 -18 80 10,861 +9
Jul05 040903 1617 1617 1617 1617 -18 25 11,701 +0
Sep05 040903 1630 1630 1630 1630 -18 16 5,449 +0
Dec05 040903 1646 1646 1646 1646 -18 0 6,861 +0
Total Volume and Open Interest 5,220 106,965 -930
Coffee "C"(NYBOT)
Sep04 040903 70.25 70.95 68.30 68.30 -2.25 96 193 -68
Dec04 040903 75.00 75.05 71.50 72.20 -2.05 7,286 64,512 -319
Mar05 040903 77.70 77.80 75.00 75.25 -2.05 707 10,702 +263
May05 040903 79.50 79.50 77.00 77.05 -2.05 31 2,468 -6
Jul05 040903 81.25 81.40 78.65 78.70 -2.05 80 1,639 +2
Sep05 040903 80.15 80.15 80.15 80.15 -2.05 96 502 -50
Total Volume and Open Interest 8,298 80,288 -178
Orange Juice(NYBOT)
Sep04 040903 77.00 77.00 74.00 74.35 -5.05 157 771 -7
Nov04 040903 79.50 79.50 75.00 76.35 -4.05 4,334 21,819 +850
Jan05 040903 80.50 81.00 77.50 78.25 -4.25 1,604 6,324 +445
Mar05 040903 83.00 83.00 79.50 80.35 -3.80 519 7,586 +39
May05 040903 84.50 84.50 83.00 83.35 -4.65 492 4,156 +158
Total Volume and Open Interest 7,111 41,128 +1,490
Sugar #11(NYBOT)
Oct04 040903 8.20 8.21 8.10 8.13 -0.07 21,569 155,744 +1,622
Mar05 040903 8.78 8.79 8.69 8.72 -0.07 9,631 75,790 +57
May05 040903 8.68 8.70 8.61 8.65 -0.07 1,203 23,868 -814
Jul05 040903 8.45 8.48 8.41 8.43 -0.04 1,233 15,456 +363
Oct05 040903 8.26 8.30 8.25 8.27 unch 1,967 17,501 +690
Total Volume and Open Interest 35,886 296,714 +2,118
London Cocoa(LCE)
Sep04 040906 894 900 894 896 -5 462 10,140 -661
Dec04 040906 922 928 920 923 -5 3,530 82,964 +474
Mar05 040906 950 952 944 947 -5 458 30,953 +67
May05 040906 962 962 962 962 -5 57 16,778 +9
Jul05 040906 977 978 977 978 -5 26 13,314 +7
Sep05 040906 993 996 993 995 -5 20 19,272 +0
Dec05 040906 1004 1004 1004 1004 -5 0 8,919 +0
Total Volume and Open Interest 4,553 185,217 -104
London Coffee(LCE)
Sep04 040906 630.00 632.00 626.00 628.00 +4.00 158 4,688 -26
Nov04 040906 653.00 658.00 651.00 654.00 +2.00 4,638 81,011 +155
Jan05 040906 668.00 675.00 668.00 670.00 +2.00 1,660 32,769 +180
Mar05 040906 685.00 687.00 683.00 685.00 +2.00 366 18,396 +137
May05 040906 702.00 702.00 700.00 700.00 +2.00 17 13,710 +17
Jul05 040906 716.00 718.00 715.00 715.00 +2.00 34 3,795 +13
Total Volume and Open Interest 6,928 156,184 +530
London Sugar(LCE)
Oct04 040906 243.50 244.20 242.50 243.00 -1.50 2,435 12,078 -291
Dec04 040906 252.50 253.30 252.00 252.50 -0.40 1,170 11,104 +296
Mar05 040906 257.50 259.00 257.00 258.00 -0.40 674 13,080 +255
May05 040906 262.00 262.00 261.00 261.00 -0.40 275 7,494 +140
Aug05 040906 254.50 254.50 254.50 254.50 -0.90 0 4,382 +0
Total Volume and Open Interest 4,560 52,960 +406
Cotton(NYBOT)
Oct04 040903 53.00 53.00 51.00 51.00 -3.00 810 2,346 -215
Dec04 040903 53.60 53.70 51.58 51.58 -3.00 9,264 43,043 +985
Mar05 040903 54.20 54.35 52.76 52.78 -2.98 2,143 14,340 -165
May05 040903 55.40 55.40 53.65 53.65 -2.95 90 3,376 -70
Jul05 040903 56.50 56.50 54.50 54.50 -3.00 48 4,387 -52
Oct05 040903 56.00 56.00 56.00 56.00 -2.00 0 32 +0
Total Volume and Open Interest 12,521 69,394 +383
Lumber(CME)
Sep04 040903 452.0 452.5 445.5 447.5 -8.0 912 1,454 -432
Nov04 040903 405.0 405.0 397.4 397.5 -9.9 1,168 3,428 +392
Jan05 040903 374.3 374.3 370.4 372.3 -3.7 192 762 +49
Mar05 040903 366.1 367.3 364.0 365.2 -3.4 22 152 +11
Total Volume and Open Interest 2,295 5,812 +21
Crude Oil(NYM)
Oct04 040903 43.85 44.45 43.60 43.99 -0.07 101,453 197,531 -7,205
Nov04 040903 43.90 44.40 43.60 43.96 -0.05 43,623 93,044 +2,606
Dec04 040903 43.45 44.00 43.25 43.63 -0.05 22,727 82,384 +100
Jan05 040903 43.00 43.50 42.95 43.23 -0.05 7,134 33,440 -101
Feb05 040903 42.65 43.20 42.65 42.83 -0.05 3,629 21,791 +664
Mar05 040903 42.25 42.48 42.25 42.43 -0.05 5,985 20,901 +566
Apr05 040903 42.03 42.03 42.03 42.03 -0.05 3,850 13,780 -51
May05 040903 41.63 41.63 41.63 41.63 -0.05 2,394 14,281 +255
Jun05 040903 41.20 41.25 41.00 41.23 -0.05 3,587 25,726 -309
Jul05 040903 40.83 40.83 40.83 40.83 -0.05 1,075 9,968 +537
Aug05 040903 40.48 40.48 40.48 40.48 -0.05 541 6,713 +28
Sep05 040903 40.19 40.19 40.19 40.19 -0.05 133 10,390 -19
Oct05 040903 39.91 39.91 39.91 39.91 -0.05 20 4,547 +10
Nov05 040903 39.63 39.63 39.63 39.63 -0.05 175 5,550 -48
Dec05 040903 39.20 39.37 39.20 39.37 -0.05 6,858 41,294 +690
Jan06 040903 39.04 39.04 39.04 39.04 -0.05 0 5,761 +0
Total Volume and Open Interest 209,142 694,876 -216
Heating Oil(NYM)
Oct04 040903 118.30 119.10 117.10 117.69 -0.70 26,098 61,981 -1,976
Nov04 040903 119.10 120.20 118.30 118.84 -0.68 8,191 29,444 +2,084
Dec04 040903 120.00 121.00 119.10 119.64 -0.68 4,083 30,193 -557
Jan05 040903 120.50 121.20 120.04 120.04 -0.68 1,009 15,652 +262
Feb05 040903 119.50 120.10 118.90 119.24 -0.68 823 15,766 +207
Mar05 040903 116.50 117.50 116.39 116.39 -0.63 652 13,980 +6
Apr05 040903 112.50 113.40 112.44 112.44 -0.53 112 3,221 +105
May05 040903 109.60 109.60 108.69 108.69 -0.43 653 2,959 +274
Jun05 040903 107.20 107.20 106.34 106.34 -0.38 846 5,158 +329
Jul05 040903 105.59 105.59 105.59 105.59 -0.38 672 5,718 +24
Aug05 040903 105.69 105.69 105.69 105.69 -0.38 263 642 -263
Sep05 040903 106.19 106.19 106.19 106.19 -0.43 27 1,387 -3
Total Volume and Open Interest 43,890 196,785 +303
Unleaded Gas(NYM)
Oct04 040903 119.05 121.40 118.50 120.65 +1.33 35,141 55,141 -788
Nov04 040903 118.10 120.00 117.50 119.41 +0.92 13,030 24,479 +2,076
Dec04 040903 117.10 118.25 117.00 118.21 +0.72 5,286 17,872 +917
Jan05 040903 117.60 118.21 117.60 118.21 +0.72 1,561 8,547 +198
Feb05 040903 117.70 118.66 117.70 118.66 +0.67 634 7,123 +7
Mar05 040903 118.85 119.21 118.85 119.21 +0.62 17 2,730 -4
Apr05 040903 125.35 125.76 125.35 125.76 +0.67 37 8,988 +2
May05 040903 125.46 125.46 125.46 125.46 +0.62 426 8,223 -296
Jun05 040903 124.56 124.56 124.56 124.56 +0.62 0 2,968 +0
Jul05 040903 122.66 122.66 122.66 122.66 +0.62 0 2,008 +0
Aug05 040903 120.01 120.01 120.01 120.01 +0.62 50 1,085 +25
Sep05 040903 117.01 117.01 117.01 117.01 +0.62 50 50 +50
Total Volume and Open Interest 56,232 139,214 +2,187
Natural Gas(NYM)
Oct04 040903 4.680 4.840 4.620 4.675 -0.092 48,175 72,234 +1,204
Nov04 040903 5.440 5.610 5.420 5.500 +0.005 17,724 36,924 +279
Dec04 040903 6.090 6.210 6.050 6.155 +0.025 9,686 33,237 +2,270
Jan05 040903 6.455 6.570 6.440 6.515 unch 8,832 32,124 +1,497
Feb05 040903 6.490 6.620 6.490 6.550 unch 2,561 20,181 +302
Mar05 040903 6.400 6.510 6.390 6.455 unch 5,130 22,900 +842
Apr05 040903 5.950 6.020 5.950 5.989 +0.004 3,526 15,044 +464
May05 040903 5.890 5.900 5.850 5.879 -0.001 1,076 11,434 -135
Jun05 040903 5.910 5.920 5.890 5.900 -0.001 254 9,952 +76
Jul05 040903 5.950 5.960 5.910 5.930 -0.006 234 12,594 +114
Aug05 040903 5.950 5.980 5.940 5.955 -0.006 195 9,289 +116
Sep05 040903 5.970 5.975 5.940 5.950 -0.003 279 9,454 +85
Oct05 040903 5.990 6.010 5.985 5.985 +0.002 261 11,528 +0
Nov05 040903 6.230 6.240 6.200 6.225 +0.007 497 7,846 +240
Dec05 040903 6.430 6.450 6.410 6.438 +0.007 317 8,616 +35
Jan06 040903 6.580 6.590 6.550 6.578 +0.005 435 9,136 +75
Total Volume and Open Interest 100,470 393,974 +8,053
Brent Crude Oil(IPE)
Oct04 040906 41.30 41.32 40.54 40.62 -0.61 32,480 65,542 -9,464
Nov04 040906 41.24 41.25 40.49 40.55 -0.56 22,400 70,322 -3,494
Dec04 040906 40.95 40.95 40.23 40.30 -0.56 10,865 50,479 +427
Jan05 040906 40.55 40.55 39.95 39.95 -0.54 1,539 16,933 +672
Feb05 040906 40.20 40.20 39.60 39.60 -0.51 670 8,967 -114
Mar05 040906 39.25 39.25 39.25 39.25 -0.48 2,385 15,815 +56
Apr05 040906 38.95 38.95 38.90 38.90 -0.45 169 11,262 -169
May05 040906 39.00 39.00 38.55 38.55 -0.42 300 2,093 -275
Jun05 040906 38.25 38.25 38.20 38.20 -0.38 250 22,358 +100
Jul05 040906 37.87 37.87 37.87 37.87 -0.36 0 2,176 +0
Aug05 040906 37.56 37.56 37.56 37.56 -0.35 0 1,907 +0
Sep05 040906 37.25 37.25 37.25 37.25 -0.34 0 3,222 +0
Total Volume and Open Interest 72,508 344,581 -12,261
Gas Oil(IPE)
Sep04 040906 372.50 375.50 371.50 374.00 -1.00 8,897 25,173 -4,920
Oct04 040906 370.75 372.75 369.25 371.50 -0.50 9,044 48,507 -1,149
Nov04 040906 369.00 369.00 365.75 367.75 -0.50 959 19,525 +344
Dec04 040906 362.75 363.00 361.50 363.00 -0.75 2,230 27,506 -634
Jan05 040906 358.50 358.50 358.50 358.50 -0.75 607 9,849 -609
Feb05 040906 352.50 353.50 352.50 353.50 -0.75 0 3,203 -200
Mar05 040906 348.00 348.00 348.00 348.00 -0.75 1,340 4,425 +319
Apr05 040906 342.00 342.00 342.00 342.00 -0.75 0 1,940 +0
May05 040906 336.75 336.75 336.75 336.75 -0.75 0 1,350 +0
Jun05 040906 333.25 333.25 333.25 333.25 -1.00 625 8,603 -584
Total Volume and Open Interest 24,572 168,738 -6,931
US Dollar Index(NYBOT)
Sep04 040903 88.91 89.80 88.80 89.66 +0.64 1,050 11,737 -390
Dec04 040903 89.16 90.05 89.00 89.93 +0.63 43 2,484 +2
Mar05 040903 90.17 90.17 90.17 90.17 +0.62 251 257 +245
Total Volume and Open Interest 1,345 14,490 -142
Australian Dollar(CME)
Sep04 040903 69.65 69.72 68.82 68.85 -0.59 3,723 31,335 +1,531
Dec04 040903 69.05 69.05 68.20 68.24 -0.58 126 1,784 +261
Mar05 040903 68.15 68.15 67.69 67.69 -0.58 1 37 +0
Total Volume and Open Interest 3,850 33,224 +1,792
British Pound(CME)
Sep04 040903 178.83 178.92 177.38 177.53 -1.23 1,415 76,695 +699
Dec04 040903 177.56 177.60 176.05 176.19 -1.22 206 3,360 +450
Mar05 040903 174.89 174.89 174.89 174.89 -1.22 0 6 +0
Total Volume and Open Interest 1,621 80,062 +1,149
Canadian Dollar(CME)
Sep04 040903 76.99 77.14 76.70 76.92 -0.01 5,606 76,833 -872
Dec04 040903 76.93 77.00 76.65 76.81 -0.01 3,177 10,683 +2,007
Mar05 040903 76.62 76.74 76.62 76.72 -0.01 42 925 +4
Jun05 040903 76.63 76.63 76.63 76.63 -0.01 0 566 +0
Total Volume and Open Interest 8,830 89,081 +1,142
Japanese Yen(CME)
Sep04 040903 91.62 91.68 90.38 90.44 -0.92 2,543 94,349 +160
Dec04 040903 92.05 92.10 90.82 90.87 -0.92 610 12,773 +235
Mar05 040903 91.38 91.38 91.38 91.38 -0.92 86 75 +65
Total Volume and Open Interest 3,239 107,199 +460
Swiss Franc(CME)
Sep04 040903 79.38 79.56 78.61 78.83 -0.42 1,668 37,803 -447
Dec04 040903 79.64 79.70 78.87 79.06 -0.42 578 1,400 +202
Mar05 040903 79.32 79.32 79.32 79.32 -0.42 0 9 +0
Total Volume and Open Interest 2,246 39,272 -245
EuroFX(CME)
Sep04 040903 121.70 121.95 120.39 120.66 -0.91 5,846 158,109 -862
Dec04 040903 121.60 121.85 120.31 120.58 -0.91 1,199 7,698 +120
Mar05 040903 121.25 121.25 120.37 120.57 -0.90 66 398 +15
Total Volume and Open Interest 7,153 166,354 -707
Mexican Peso(CME)
Sep04 040903 8653.0 8685.0 8620.0 8673.0 +1.0 14,680 61,846 -4,474
Dec04 040903 8500.0 8555.0 8500.0 8543.0 unch 2,728 10,090 +2,419
Total Volume and Open Interest 17,409 72,511 -2,054
30-Year T-Bonds(CBOT)
Sep04 040903 111~22 112~28 110~20 110~26 -1~02 43,734 192,463 -27,682
Dec04 040903 110~14 112~02 109~05 109~20 -1~01 268,170 417,529 +5,121
Mar05 040903 108~26 109~04 108~17 108~17 -1~00 33 256 -2
Total Volume and Open Interest 311,937 610,335 -22,563
Municipal Bonds(CBOT)
Sep04 040903 103~10 103~10 102~09 102~14 -0~25 162 2,346 -5
Dec04 040903 102~08 102~08 101~13 101~14 -0~23 138 677 +71
Total Volume and Open Interest 300 3,023 +66
10-Year T-Notes(CBOT)
Sep04 040903 113~040 114~105 112~090 112~150 -0~225 132,374 330,155 -60,678
Dec04 040903 111~275 113~035 111~025 111~090 -0~230 763,184 1,127,713 +24,421
Total Volume and Open Interest 895,562 1,459,427 -36,257
5-Year T-Notes(CBOT)
Sep04 040903 111~145 111~155 110~240 110~250 -0~175 94,229 0 +0
Dec04 040903 110~185 110~310 109~250 109~295 -0~175 399,353 0 +0
Mar05 040903 108~215 108~215 108~215 108~215 -0~175 1 1 +1
Total Volume and Open Interest 493,583 1 +1
2 Year T-Notes(CBOT)
Sep04 040903 106~040 106~040 105~122 105~125 -0~035 4,005 84,880 -8,592
Dec04 040903 105~106 105~112 105~052 105~062 -0~038 5,071 150,472 +1,978
Total Volume and Open Interest 9,076 235,352 -6,614
Eurodollars(CME)
Sep04 040903 98.130 98.132 98.082 98.088 -0.042 70,671 840,618 -6,994
Dec04 040903 97.800 97.815 97.680 97.685 -0.115 66,122 885,706 -19,467
Mar05 040903 97.555 97.645 97.380 97.385 -0.165 45,796 863,378 -4,839
Jun05 040903 97.325 97.400 97.100 97.105 -0.200 53,941 858,255 -4,071
Sep05 040903 97.075 97.200 96.830 96.835 -0.210 43,162 647,634 -5,112
Dec05 040903 96.800 96.840 96.560 96.570 -0.205 33,863 453,424 -5,897
Mar06 040903 96.575 96.575 96.345 96.355 -0.195 24,829 393,941 +10,658
Jun06 040903 96.355 96.365 96.150 96.160 -0.180 24,602 246,189 +8,525
Sep06 040903 96.180 96.180 95.980 96.000 -0.170 16,086 224,152 +2,663
Dec06 040903 96.000 96.005 95.815 95.825 -0.165 8,514 165,256 -680
Mar07 040903 95.850 95.855 95.670 95.680 -0.160 8,521 149,989 -596
Jun07 040903 95.705 95.710 95.530 95.540 -0.155 10,583 121,649 +360
Total Volume and Open Interest 450,910 6,421,879 -19,459
3-Mth Euro-Yen(CME)
Sep04 040903 99.92 99.92 99.92 99.92 unch 2 6,213 +0
Dec04 040903 99.91 99.91 99.91 99.91 unch 10 7,048 +10
Mar05 040903 99.87 99.87 99.87 99.87 -0.01 56 7,160 +32
Jun05 040903 99.81 99.81 99.81 99.81 -0.02 50 10,569 +339
Sep05 040903 99.73 99.73 99.73 99.73 -0.03 297 6,820 -822
Dec05 040903 99.65 99.65 99.64 99.64 -0.04 35 4,497 -31
Mar06 040903 99.53 99.53 99.53 99.53 -0.02 0 7,401 +0
Jun06 040903 99.43 99.43 99.43 99.43 -0.02 15 2,295 +15
Sep06 040903 99.31 99.31 99.31 99.31 -0.02 0 1,704 +0
Dec06 040903 99.20 99.20 99.20 99.20 -0.01 0 657 +0
Total Volume and Open Interest 465 55,306 -457
3-Mth Euro-Yen(SIMEX)
Sep04 040906 99.92 99.92 99.92 99.92 unch 320 44,818 +223
Dec04 040906 99.91 99.91 99.90 99.91 +0.01 1,096 61,039 +94
Mar05 040906 99.87 99.87 99.86 99.87 -0.01 1,625 67,686 -280
Jun05 040906 99.81 99.82 99.81 99.81 -0.01 1,251 64,164 -522
Sep05 040906 99.73 99.73 99.72 99.73 -0.02 1,706 42,518 -407
Dec05 040906 99.64 99.64 99.63 99.64 -0.01 1,476 30,733 -478
Mar06 040906 99.52 99.53 99.51 99.53 -0.01 698 33,904 +469
Jun06 040906 99.40 99.40 99.39 99.40 -0.03 535 16,289 +201
Total Volume and Open Interest 8,707 378,897 -700
German Euro-Bund(EUREX)
Sep04 040906 114.92 115.21 114.91 115.13 +0.10 1,510,288 0 -810,118
Dec04 040906 113.95 114.25 113.93 114.17 +0.09 487,604 0 -326,632
Mar05 040906 113.40 113.40 113.40 113.40 +0.12 3,514 0 -12
Total Volume and Open Interest 2,001,406    
German Euro-Bobl(EUREX)
Sep04 040906 111.43 111.56 111.41 111.49 +0.02 886,962 0 -508,949
Dec04 040906 110.50 110.66 110.50 110.60 +0.03 218,035 0 -262,529
Mar05 040906 110.14 110.14 110.14 110.14 +0.07 1,210 0 -4
Total Volume and Open Interest 1,106,207    
Long Gilt(LIFFE)
Sep04 040906 106~17 106~31 106~13 106~29 +0~12 12,527 0 -43,131
Dec04 040906 106~07 106~23 106~04 106~20 +0~12 65,567 0 -187,256
Total Volume and Open Interest 78,094    
3-Mth Short Sterling(LIFFE)
Sep04 040906 95.04 95.06 95.04 95.06 +0.01 42,083 0 -183,669
Dec04 040906 94.90 94.95 94.90 94.94 +0.04 66,439 0 -263,868
Mar05 040906 94.83 94.90 94.82 94.88 +0.05 63,572 0 -199,020
Total Volume and Open Interest 266,412    
3-Mth Euribor(LIFFE)
Sep04 040906 97.870 97.880 97.870 97.875 unch 123,154 0 -445,721
Dec04 040906 97.700 97.740 97.695 97.730 +0.010 245,074 0 -586,434
Mar05 040906 97.525 97.570 97.520 97.555 +0.010 281,907 0 -541,240
Total Volume and Open Interest 1,349,125    
3-Mth Aus T-Bills(SFE)
Sep04 040906 94.55 94.55 94.53 94.54 -0.03 5,446 76,492 +2,178
Dec04 040906 94.49 94.50 94.45 94.47 -0.08 36,388 220,045 +9,764
Mar05 040906 94.44 94.45 94.40 94.42 -0.09 14,392 97,751 +6,576
Jun05 040906 94.40 94.41 94.36 94.37 -0.11 2,433 40,348 -19
Sep05 040906 94.38 94.38 94.32 94.33 -0.12 1,579 24,932 +695
Dec05 040906 94.33 94.33 94.27 94.27 -0.14 2,340 16,793 +2,036
Mar06 040906 94.28 94.28 94.20 94.21 -0.15 315 10,762 +30
Jun06 040906 94.23 94.23 94.15 94.15 -0.16 650 6,952 +173
Sep06 040906 94.12 94.12 94.11 94.11 -0.16 10 2,829 +0
Dec06 040906 94.08 94.08 94.05 94.05 -0.17 110 2,294 -138
Total Volume and Open Interest 64,113 502,932 +21,685
10-Year Aus T-Bonds(SFE)
Sep04 040906 94.46 94.47 94.39 94.42 -0.14 19,854 218,511 +6,948
Dec04 040906 94.38 94.38 94.34 94.36 -0.15 567 808 +654
Total Volume and Open Interest 20,421 219,319 -196,927
3-Year Aus T-Bonds(SFE)
Sep04 040906 94.63 94.64 94.56 94.58 -0.15 57,299 416,576 +12,482
Dec04 040906 94.59 94.59 94.51 94.54 -0.16 0 12,202 +50
Total Volume and Open Interest 57,299 428,778 +12,532
Gold(CMX)
Oct04 040903 406.5 407.0 399.5 401.0 -5.5 525 21,404 -124
Dec04 040903 408.3 408.6 401.0 402.5 -5.5 23,674 194,443 +854
Feb05 040903 409.2 409.2 403.8 404.1 -5.5 230 9,318 +167
Apr05 040903 410.5 410.5 405.0 405.6 -5.5 0 4,742 +0
Jun05 040903 409.0 409.0 407.3 407.3 -5.5 477 12,209 -184
Aug05 040903 409.1 409.1 409.1 409.1 -5.5 102 6,758 +68
Oct05 040903 411.0 411.0 411.0 411.0 -5.4 0 677 +0
Dec05 040903 414.0 415.0 412.5 412.9 -5.4 2 7,142 +4
Feb06 040903 415.0 415.1 415.0 415.1 -5.4 0 843 +0
Apr06 040903 418.0 418.0 417.2 417.2 -5.4 0 485 +0
Jun06 040903 419.4 419.4 419.4 419.4 -5.4 418 8,023 -42
Total Volume and Open Interest 25,471 273,047 +767
Silver(CMX)
Sep04 040903 670.0 673.0 650.0 655.3 -21.5 703 1,636 -18
Dec04 040903 679.5 679.5 650.0 659.0 -22.0 6,712 77,994 +226
Mar05 040903 679.0 682.0 657.0 662.5 -21.9 12 7,120 +0
May05 040903 667.0 667.0 664.8 664.8 -22.0 0 1,475 +0
Jul05 040903 667.4 667.4 667.4 667.4 -22.0 0 1,744 +0
Sep05 040903 669.7 669.7 669.7 669.7 -22.0 0 518 +26
Dec05 040903 678.0 680.0 665.0 672.7 -22.0 1 2,928 +1
Total Volume and Open Interest 7,428 94,962 +235
Platinum(NYM)
Oct04 040903 865.0 865.0 858.0 859.4 -10.6 336 6,347 +58
Jan05 040903 855.4 855.4 851.4 851.4 -10.6 5 162 +3
Total Volume and Open Interest 341 6,509 +61
Palladium(NYME)
Sep04 040903 210.50 213.50 210.40 210.40 -1.60 75 423 -186
Dec04 040903 217.00 217.00 212.00 212.30 -1.70 169 8,402 +39
Mar05 040903 214.30 214.30 214.30 214.30 -1.70 1 31 +1
Total Volume and Open Interest 245 8,856 -146
Copper(CMX)
Sep04 040903 124.10 124.50 122.30 124.05 -0.70 799 5,264 -565
Dec04 040903 124.10 124.70 122.00 123.95 -0.85 12,030 49,214 -1,919
Mar05 040903 120.00 120.50 119.00 120.15 -0.60 168 4,199 -77
May05 040903 117.70 117.70 116.00 117.45 -0.30 4 610 +4
Jul05 040903 114.75 114.75 114.75 114.75 unch 16 1,071 +15
Total Volume and Open Interest 13,199 71,891 -2,466
DJIA Index(CBOT)
Sep04 040903 10270 10320 10261 10271 -28 6,947 39,793 +1,178
Dec04 040903 10265 10314 10260 10265 -28 285 2,062 +149
Mar05 040903 10275 10275 10264 10264 -31 0 1 +0
Total Volume and Open Interest 7,232 41,857 +1,327
S & P 500(CME)
Sep04 040903 1116.50 1121.30 1113.50 1114.40 -5.20 58,225 501,928 -17,580
Dec04 040903 1117.20 1121.20 1114.30 1114.90 -5.10 20,987 104,205 +14,482
Mar05 040903 1116.00 1116.00 1116.00 1116.00 -4.80 7,147 9,287 +6,541
Jun05 040903 1118.50 1118.50 1118.50 1118.50 -4.20 260 518 +150
Total Volume and Open Interest 86,619 616,000 +3,593
S & P 500 E-Mini(Globex)
Sep04 040903 1116.25 1121.25 1112.75 1114.50 -5.00 512,030 689,731 -3,382
Dec04 040903 1115.50 1121.25 1113.50 1115.00 -5.00 4,832 75,073 +3,763
Total Volume and Open Interest 516,862 764,804 +381
NASDAQ 100(CME)
Sep04 040903 1385.50 1394.00 1369.00 1375.00 -23.00 10,060 73,424 -1,508
Dec04 040903 1390.00 1396.00 1376.00 1380.00 -23.00 817 4,268 +619
Mar05 040903 1385.00 1385.00 1385.00 1385.00 -23.00 4 3 +0
Total Volume and Open Interest 10,881 77,695 -889
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040903 1387.0 1394.0 1369.5 1375.0 -23.0 205,485 279,969 -5,057
Dec04 040903 1396.0 1399.5 1375.0 1380.0 -23.0 462 7,166 +93
Total Volume and Open Interest 205,947 287,135 -4,964
S & P Midcap 400(CME)
Sep04 040903 585.00 587.00 581.00 584.25 -4.25 379 14,204 +70
Dec04 040903 585.00 585.15 585.00 585.15 -4.25 7 271 +0
Mar05 040903 585.15 585.15 585.15 585.15 -4.25      
Total Volume and Open Interest 386 14,475 +70
Russell 2000(CME)
Sep04 040903 558.75 562.00 553.00 556.25 -5.25 1,144 35,809 +1
Dec04 040903 558.00 558.00 555.60 555.60 -5.30 59 552 +95
Mar05 040903 556.05 556.05 556.05 556.05 -5.25      
Total Volume and Open Interest 1,203 36,361 +96
Value Line(KCBT)
Sep04 040903 1551.00 1551.00 1545.00 1545.00 -10.00 0 59 +0
Total Volume and Open Interest 0 60 +0
Nikkei 225(CME)
Sep04 040903 11080 11115 11020 11060 -185 3,192 27,762 -745
Dec04 040903 11080 11085 11035 11035 -190 485 1,191 +456
Total Volume and Open Interest 3,679 28,956 -287
Nikkei 225(SIMEX)
Sep04 040906 11080 11280 11055 11275 +265 27,885 140,279 +608
Dec04 040906 11045 11250 11030 11240 +265 3,685 5,462 +3,554
Mar05 040906 11240 11240 11240 11240 +265 0 2 +0
Total Volume and Open Interest 31,570 145,744 +4,162
CAC 40(MATIF)
Sep04 040903 3655.5 3681.0 3623.0 3668.5 +30.5 49,127 406,129 +13,662
Oct04 040903 3668.5 3678.0 3668.5 3671.5 +30.5 1,530 1,777 +1,503
Nov04 040903 3678.5 3678.5 3678.5 3678.5 +30.5      
Total Volume and Open Interest 50,659 428,788 +15,166
DAX Index(EUREX)
Sep04 040906 3879.5 3904.0 3873.5 3899.0 +22.0 84,211 145,834 +0
Dec04 040906 3899.5 3923.0 3898.0 3919.5 +22.0 538 7,143 +0
Mar05 040906 3929.0 3945.0 3924.5 3941.5 +22.0 153 7,619 +0
Total Volume and Open Interest 84,902 160,596 +0
FT-SE 100(LIFFE)
Sep04 040906 4557.50 4574.00 4553.00 4566.00 +14.00 64,286 465,886 +2,270
Dec04 040906 4590.00 4606.00 4586.00 4599.00 +14.50 5,502 45,467 +2,271
Mar05 040906 4605.00 4605.00 4605.00 4605.00 +14.50 1,501 10,485 +1,500
Total Volume and Open Interest 71,289 528,098 +6,041
SPI 200(SFE)
Sep04 040906 3580.0 3584.0 3574.0 3576.0 -2.0 14,518 150,660 -6,852
Dec04 040906 3589.0 3590.0 3582.0 3583.0 -3.0 1,306 9,771 +843
Mar05 040906 3593.0 3593.0 3592.0 3592.0 -1.0 6 2,481 +0
Total Volume and Open Interest 15,831 167,326 -6,030
GSCI(CME)
Sep04 040903 300.20 302.45 299.50 299.50 -3.35 170 18,803 -34
Oct04 040903 304.30 305.10 303.90 303.90 -2.10 14 292 +16
Nov04 040903 306.75 306.75 306.75 306.75 -1.25      
Total Volume and Open Interest 184 19,095 -18
Reuters CRB Index(NYBOT)
Nov04 040903 277.75 277.90 275.25 275.25 -3.75 23 217 +6
Jan05 040903 275.25 275.25 275.25 275.25 -3.75 0 206 +0
Feb05 040903 274.00 274.00 273.25 273.25 -3.75 0 3 +0
Total Volume and Open Interest 23 526 +6
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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