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MRCI's End of Day Prices
Daily Futures Price Listing Fri February 27, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar04 040227 921.00 946.00 918.00 942.50 +14.50 13,262 19,306 -10,827
May04 040227 917.00 941.00 914.00 937.50 +12.50 59,330 143,076 +3,852
Jul04 040227 899.00 924.00 898.50 920.00 +11.50 14,305 52,180 +451
Aug04 040227 861.00 880.00 860.00 878.50 +11.00 1,651 9,292 -198
Sep04 040227 798.00 814.00 796.50 808.00 +4.50 262 5,891 +46
Nov04 040227 723.00 740.00 723.00 736.00 +1.25 8,305 29,472 -199
Jan05 040227 728.00 739.00 727.00 735.50 +2.00 119 684 +21
Total Volume and Open Interest 97,362 260,896 -6,825
Soybean Meal(CBOT)
Mar04 040227 274.50 280.80 274.00 279.90 +3.40 10,012 14,317 -3,741
May04 040227 276.00 282.50 275.50 281.40 +3.20 20,608 78,774 -1,077
Jul04 040227 272.50 278.30 272.00 276.60 +2.10 7,654 38,604 -197
Aug04 040227 263.50 267.50 262.00 265.40 +0.40 1,564 12,753 +344
Sep04 040227 248.50 252.00 248.00 250.20 +0.10 972 10,722 -391
Oct04 040227 220.00 223.00 219.50 222.00 +1.00 461 8,909 -45
Dec04 040227 215.50 218.00 215.00 217.00 unch 2,572 18,827 -74
Jan05 040227 215.50 217.50 215.50 216.80 unch 58 1,654 +11
Total Volume and Open Interest 43,982 186,384 -5,178
Soybean Oil(CBOT)
Mar04 040227 33.68 34.40 33.56 34.19 +0.14 8,286 11,823 -4,320
May04 040227 33.41 34.18 33.33 34.03 +0.37 22,203 115,306 +1,507
Jul04 040227 33.00 33.83 32.90 33.75 +0.43 7,901 48,080 -426
Aug04 040227 32.00 32.85 32.00 32.80 +0.47 1,835 7,013 +268
Sep04 040227 31.00 31.70 31.00 31.55 +0.13 833 8,670 -293
Oct04 040227 29.80 30.20 29.80 30.10 +0.10 317 6,322 -12
Dec04 040227 28.25 28.80 28.10 28.38 -0.12 1,990 13,062 +388
Jan05 040227 28.00 28.00 28.00 28.00 -0.25 5 592 +5
Total Volume and Open Interest 43,473 212,034 -2,802
Canola(WCE)
Mar04 040227 407.3 412.0 407.3 411.5 +0.5 935 2,097 -144
May04 040227 413.5 416.0 411.8 414.5 -1.5 6,264 33,111 -1,531
Jul04 040227 415.0 417.0 413.0 416.0 -2.0 1,913 11,474 -181
Sep04 040227 367.0 367.0 367.0 367.0 +1.0      
Nov04 040227 370.0 372.5 370.0 372.3 unch 581 15,765 +490
Total Volume and Open Interest 9,693 62,519 -1,366
Corn(CBOT)
Mar04 040227 294.00 297.75 294.00 296.25 +0.25 34,357 35,422 -16,538
May04 040227 301.00 304.75 300.75 303.00 +1.00 55,701 331,524 +12,862
Jul04 040227 303.50 307.50 303.50 305.75 +2.00 12,441 105,536 +794
Sep04 040227 296.50 300.50 296.50 299.00 +2.25 1,228 16,927 -52
Dec04 040227 293.00 297.25 292.75 295.50 +1.00 16,700 147,341 +4,818
Mar05 040227 295.00 297.50 294.25 296.75 +1.00 752 10,954 +397
Total Volume and Open Interest 121,658 652,240 +2,427
Wheat(CBOT)
Mar04 040227 385.00 385.50 379.00 380.75 -6.75 7,498 5,956 -5,287
May04 040227 394.50 395.00 388.00 390.75 -5.50 18,044 86,008 +1,850
Jul04 040227 395.00 395.00 389.00 392.25 -3.75 7,515 32,276 +98
Sep04 040227 396.00 397.50 393.00 394.75 -3.75 402 3,903 +80
Dec04 040227 403.00 403.50 399.00 402.75 -3.25 1,732 5,620 +484
Total Volume and Open Interest 35,309 134,203 -2,663
Wheat(KCBT)
Mar04 040227 386.00 387.00 382.00 384.25 -8.75 3,793 2,930 -1,762
May04 040227 394.50 394.50 388.50 391.25 -6.25 5,597 35,816 +621
Jul04 040227 392.00 393.50 388.50 390.50 -5.75 2,252 15,991 +511
Sep04 040227 396.00 396.00 393.00 394.25 -5.75 401 2,182 +68
Dec04 040227 403.00 405.00 401.50 401.50 -5.50 440 3,136 +141
Total Volume and Open Interest 12,483 60,063 -421
Wheat(MGE)
Mar04 040227 447.50 447.50 437.50 439.50 -8.00 2,508 914 -1,327
May04 040227 431.00 431.50 426.50 427.25 -5.75 4,012 23,399 +1,370
Jul04 040227 424.00 424.50 420.00 422.75 -4.25 765 6,830 +159
Sep04 040227 416.00 419.25 415.50 417.00 -2.00 1,806 5,641 +680
Dec04 040227 419.00 422.00 418.00 420.00 -2.00 1,381 2,877 -112
Total Volume and Open Interest 10,523 39,816 +786
Oats(CBOT)
Mar04 040227 152.50 156.00 151.50 156.00 +4.25 684 604 -284
May04 040227 157.75 162.50 157.75 162.25 +4.75 730 4,329 +184
Jul04 040227 162.00 165.00 161.50 165.00 +3.50 84 661 +33
Sep04 040227 164.00 167.00 164.00 167.00 +5.25 49 111 +20
Total Volume and Open Interest 1,653 6,332 -19
Rough Rice(CBOT)
Mar04 040227 8.71 9.02 8.66 8.96 +0.26 1,501 682 -771
May04 040227 8.97 9.30 8.89 9.18 +0.23 1,497 4,192 +220
Jul04 040227 9.17 9.48 9.08 9.36 +0.21 372 667 +32
Sep04 040227 8.11 8.38 8.11 8.25 +0.24 35 152 -4
Total Volume and Open Interest 3,436 5,844 -509
Live Cattle(CME)
Feb04 040227 82.000 82.500 81.500 81.500 -0.150 750 242 -488
Apr04 040227 77.100 77.450 76.650 76.850 -0.200 7,423 46,854 -157
Jun04 040227 72.825 73.150 72.625 72.925 +0.050 2,611 18,139 -114
Aug04 040227 73.750 73.900 73.400 73.725 +0.025 761 13,180 +50
Oct04 040227 76.600 76.900 76.250 76.625 +0.025 996 12,870 -178
Dec04 040227 77.950 78.200 77.600 78.000 unch 352 4,235 +87
Total Volume and Open Interest 12,985 97,386 -770
Feeder Cattle(CME)
Mar04 040227 86.800 87.050 86.150 86.500 -0.225 1,032 3,103 -152
Apr04 040227 85.750 86.200 85.300 85.500 -0.050 683 4,627 +209
May04 040227 86.850 87.100 86.200 86.575 -0.150 929 3,921 +180
Aug04 040227 88.500 88.500 87.850 88.150 -0.325 288 2,828 +2
Sep04 040227 88.050 88.200 87.900 88.200 -0.250 15 295 -9
Oct04 040227 88.250 88.250 88.050 88.150 -0.250 7 525 +0
Nov04 040227 88.400 88.400 88.400 88.400 -0.200 2 101 -2
Total Volume and Open Interest 2,956 15,400 +228
Lean Hogs(CME)
Apr04 040227 61.900 62.275 61.700 62.025 +0.375 4,424 35,487 -319
May04 040227 61.475 61.600 61.000 61.600 +0.250 194 2,481 +72
Jun04 040227 66.150 66.650 66.000 66.600 +0.650 2,812 15,539 +1,176
Jul04 040227 62.400 62.750 62.150 62.725 +0.350 454 3,939 +216
Aug04 040227 58.750 59.800 58.750 59.625 +0.650 108 1,812 +74
Oct04 040227 52.400 52.750 52.400 52.750 +0.475 117 930 +25
Dec04 040227 52.475 52.750 52.475 52.750 +0.325 116 744 -28
Feb05 040227 55.900 56.100 55.750 56.100 +0.450 13 87 +8
Total Volume and Open Interest 8,239 61,024 +1,224
Pork Bellies(CME)
Mar04 040227 96.400 96.400 94.650 95.950 -0.250 237 1,862 -65
May04 040227 98.450 98.450 96.600 97.850 -0.600 237 1,046 +37
Jul04 040227 98.750 98.975 98.000 98.975 unch 12 501 +8
Aug04 040227 96.000 96.500 96.000 96.500 -0.250 0 34 +0
Feb05 040227 85.800 85.800 85.800 85.800 +0.050 0 1 +0
Total Volume and Open Interest 486 3,445 -20
BFP Milk Class III(CME)
Feb04 040227 11.83 11.86 11.83 11.85 -0.01 2 2,111 +15
Mar04 040227 13.45 13.50 13.43 13.47 +0.02 55 2,629 +33
Apr04 040227 13.92 14.10 13.91 14.10 +0.22 391 2,648 +202
May04 040227 14.10 14.40 14.10 14.40 +0.22 468 2,318 -84
Jun04 040227 14.32 14.55 14.30 14.51 +0.19 151 2,249 +16
Total Volume and Open Interest 1,686 23,394 +329
Cocoa(NYBOT)
Mar04 040227 1580 1585 1560 1570 -6 20 195 -9
May04 040227 1580 1596 1560 1570 -11 10,234 30,752 -1,919
Jul04 040227 1565 1592 1563 1570 -7 1,611 13,844 -96
Sep04 040227 1568 1595 1568 1575 -7 617 10,628 +441
Dec04 040227 1573 1598 1573 1582 -6 109 9,174 -6
Mar05 040227 1586 1588 1586 1588 -5 65 7,285 -253
May05 040227 1595 1598 1588 1592 -5 446 7,957 +114
Total Volume and Open Interest 13,152 86,874 -1,693
Coffee "C"(NYBOT)
Mar04 040227 75.25 75.25 74.50 75.05 +0.45 346 1,596 -146
May04 040227 77.00 77.20 75.70 76.75 +0.45 13,640 64,503 +1,427
Jul04 040227 78.45 78.90 77.80 78.70 +0.45 2,099 12,211 +104
Sep04 040227 80.40 80.75 80.00 80.60 +0.45 1,096 8,608 +139
Dec04 040227 83.00 83.30 82.30 83.15 +0.45 529 5,381 +322
Mar05 040227 85.55 85.80 85.20 85.80 +0.45 207 3,487 +84
Total Volume and Open Interest 17,983 96,503 +1,882
Orange Juice(NYBOT)
Mar04 040227 59.15 59.25 58.75 58.80 -0.15 4,847 5,667 -2,004
May04 040227 62.10 62.25 61.80 61.90 unch 4,615 19,737 +1,826
Jul04 040227 64.80 64.95 64.60 64.75 +0.15 435 3,232 +253
Sep04 040227 67.30 67.50 67.20 67.25 +0.15 175 1,188 +82
Nov04 040227 69.80 70.00 69.60 69.60 unch 79 1,062 +39
Total Volume and Open Interest 10,174 31,291 +217
Sugar #11(NYBOT)
Mar04 040227 5.99 6.10 5.95 6.03 +0.01 18,368 11,382 -8,344
May04 040227 6.20 6.25 6.07 6.12 -0.10 27,987 148,895 +2,704
Jul04 040227 6.05 6.11 6.01 6.03 -0.06 7,231 39,484 -26
Oct04 040227 6.11 6.14 6.10 6.10 -0.02 2,273 29,528 +1,001
Mar05 040227 6.30 6.32 6.28 6.28 -0.02 314 13,684 +238
Total Volume and Open Interest 56,893 254,463 -4,136
London Cocoa(LCE)
Mar04 040227 914 951 898 903 -11 4,075 40,968 -803
May04 040227 885 916 873 886 unch 7,161 33,087 +476
Jul04 040227 894 920 888 898 unch 1,320 20,652 -216
Sep04 040227 896 930 896 910 unch 611 22,374 +86
Dec04 040227 923 941 911 921 -1 229 35,806 -28
Mar05 040227 950 950 921 933 +1 167 21,723 -62
May05 040227 936 959 930 942 +2 26 5,463 +16
Total Volume and Open Interest 13,593 185,289 -528
London Coffee(LCE)
Mar04 040227 714.00 733.00 714.00 725.00 +12.00 4,125 18,377 -714
May04 040227 741.00 752.00 741.00 750.00 +9.00 6,618 63,583 +712
Jul04 040227 760.00 770.00 760.00 767.00 +8.00 3,842 28,384 +1,624
Sep04 040227 777.00 785.00 777.00 783.00 +8.00 1,353 20,173 +683
Nov04 040227 790.00 797.00 790.00 795.00 +8.00 356 13,381 +332
Jan05 040227 810.00 810.00 809.00 809.00 +8.00 677 7,333 +505
Total Volume and Open Interest 16,992 154,114 +3,142
London Sugar(LCE)
Mar04 040216 196.50 197.60 195.20 197.40 +10.00 2,901 3,046 +572
May04 040227 205.40 205.40 202.40 203.00 -1.70 1,271 25,610 -123
Aug04 040227 199.10 199.10 198.00 198.00 -1.60 1,070 15,254 +402
Oct04 040227 193.50 193.50 192.90 192.90 -0.50 239 6,591 -16
Dec04 040227 193.40 193.50 193.00 193.10 -0.30 27 2,580 +5
Total Volume and Open Interest 2,632 53,937 +289
Cotton(NYBOT)
Mar04 040227 72.00 73.05 71.90 72.10 +0.60 55 255 -49
May04 040227 73.10 74.48 72.90 73.77 +0.61 15,843 52,593 -936
Jul04 040227 74.20 75.50 74.20 74.60 +0.15 2,359 15,105 +228
Oct04 040227 67.70 68.50 67.70 67.90 +0.05 61 635 +39
Dec04 040227 68.30 69.10 68.30 68.64 +0.19 2,016 8,458 +495
Mar05 040227 70.60 71.00 70.60 70.65 +0.17 462 1,551 +360
Total Volume and Open Interest 20,965 79,678 +286
Lumber(CME)
Mar04 040227 381.0 385.0 381.0 385.0 +10.0 422 1,898 -97
May04 040227 367.0 376.2 367.0 376.2 +10.0 364 1,629 +5
Jul04 040227 364.9 368.0 362.0 368.0 +7.1 34 384 +13
Sep04 040227 355.8 358.9 355.6 358.9 +3.1 105 144 +35
Total Volume and Open Interest 927 4,067 -43
Crude Oil(NYM)
Apr04 040227 35.63 36.23 35.50 36.16 +0.65 78,746 208,583 -7,478
May04 040227 34.60 35.35 34.55 35.24 +0.69 46,855 80,904 +2,256
Jun04 040227 33.85 34.50 33.85 34.42 +0.64 14,585 54,611 +2,016
Jul04 040227 33.20 33.80 33.20 33.80 +0.59 6,124 34,035 -115
Aug04 040227 32.70 33.25 32.70 33.25 +0.56 3,163 22,179 +124
Sep04 040227 32.40 32.78 32.40 32.78 +0.55 2,002 28,550 +339
Oct04 040227 31.85 32.40 31.85 32.40 +0.54 2,871 19,674 +419
Nov04 040227 31.50 32.06 31.50 32.06 +0.53 620 15,054 +124
Dec04 040227 31.15 31.75 31.15 31.74 +0.51 5,893 53,830 -672
Jan05 040227 30.85 31.41 30.85 31.41 +0.50 418 15,590 -117
Feb05 040227 30.65 31.13 30.65 31.13 +0.48 483 6,794 -53
Mar05 040227 30.50 30.86 30.50 30.86 +0.46 1,068 6,180 +350
Apr05 040227 30.59 30.59 30.59 30.59 +0.44 636 5,194 +40
May05 040227 30.33 30.33 30.33 30.33 +0.42 535 2,467 -41
Jun05 040227 30.08 30.08 30.08 30.08 +0.40 1,136 11,784 -221
Jul05 040227 29.83 29.83 29.83 29.83 +0.36 0 3,818 +0
Total Volume and Open Interest 167,146 670,465 -2,827
Heating Oil(NYM)
Mar04 040227 94.50 96.50 93.80 96.09 +1.77 23,157 10,299 -4,692
Apr04 040227 92.20 94.70 92.15 94.19 +1.88 30,891 56,167 +468
May04 040227 89.10 91.20 88.80 90.84 +1.88 8,083 20,572 +2,671
Jun04 040227 86.50 88.50 86.50 88.14 +1.68 3,243 16,731 +689
Jul04 040227 86.25 87.10 86.25 86.94 +1.53 3,278 12,023 -86
Aug04 040227 85.70 86.54 85.40 86.54 +1.48 2,173 7,245 +653
Sep04 040227 85.80 86.74 85.80 86.74 +1.43 444 3,473 -218
Oct04 040227 87.19 87.19 87.19 87.19 +1.43 720 2,667 +344
Nov04 040227 87.40 87.74 87.40 87.74 +1.43 102 1,939 +0
Dec04 040227 87.70 88.29 87.70 88.29 +1.43 924 12,765 -18
Jan05 040227 88.54 88.54 88.54 88.54 +1.38 149 3,248 +120
Feb05 040227 88.00 88.19 88.00 88.19 +1.33 102 1,118 +77
Total Volume and Open Interest 74,001 151,583 +643
Unleaded Gas(NYM)
Mar04 040227 106.80 110.80 105.00 109.50 +1.77 20,774 7,663 -5,416
Apr04 040227 111.00 113.20 110.50 112.54 +1.24 23,361 74,294 +1,547
May04 040227 109.30 111.50 108.50 111.11 +1.54 5,839 25,217 +1,006
Jun04 040227 107.40 108.80 106.60 108.46 +1.52 2,048 10,825 +477
Jul04 040227 104.30 106.00 104.00 105.66 +1.45 1,408 5,969 +361
Aug04 040227 101.20 102.70 101.20 102.61 +1.40 720 6,116 +48
Sep04 040227 97.70 98.86 97.70 98.86 +1.35 232 7,297 +12
Oct04 040227 94.06 94.06 94.06 94.06 +1.30 29 3,432 +79
Nov04 040227 91.26 91.26 91.26 91.26 +1.25 4 774 +0
Dec04 040227 88.70 89.50 88.70 89.50 +1.14 29 2,006 +1
Jan05 040227 88.60 88.60 88.60 88.60 +0.94 0 395 +0
Feb05 040227 88.40 88.40 88.40 88.40 +0.79 0 3 +0
Total Volume and Open Interest 54,444 143,991 -1,885
Natural Gas(NYM)
Apr04 040227 5.370 5.480 5.365 5.416 +0.025 30,315 48,438 +1,565
May04 040227 5.400 5.500 5.400 5.461 +0.050 7,353 28,972 +351
Jun04 040227 5.410 5.520 5.410 5.486 +0.053 5,792 20,272 +707
Jul04 040227 5.458 5.530 5.458 5.511 +0.053 1,943 18,909 +36
Aug04 040227 5.460 5.545 5.460 5.526 +0.053 2,244 15,632 +162
Sep04 040227 5.430 5.505 5.430 5.488 +0.053 1,219 14,832 +144
Oct04 040227 5.445 5.525 5.445 5.499 +0.053 3,227 16,492 +116
Nov04 040227 5.600 5.665 5.600 5.656 +0.050 1,515 10,654 +59
Dec04 040227 5.810 5.830 5.770 5.819 +0.048 1,604 13,123 +63
Jan05 040227 5.930 5.950 5.895 5.944 +0.048 2,395 12,850 +580
Feb05 040227 5.870 5.895 5.850 5.879 +0.038 609 10,064 +14
Mar05 040227 5.650 5.710 5.650 5.687 +0.023 981 9,445 -298
Apr05 040227 5.180 5.180 5.150 5.154 unch 1,226 9,306 +17
May05 040227 5.044 5.070 5.020 5.040 -0.004 724 4,765 +309
Jun05 040227 5.070 5.070 5.040 5.065 -0.004 130 5,015 +9
Jul05 040227 5.080 5.104 5.080 5.100 -0.004 127 11,002 +29
Total Volume and Open Interest 63,728 300,572 -339
Brent Crude Oil(IPE)
Apr04 040227 31.60 32.35 31.44 32.23 +0.66 41,136 102,493 -1,564
May04 040227 31.20 31.92 31.10 31.88 +0.72 25,884 66,115 -951
Jun04 040227 30.81 31.59 30.75 31.56 +0.73 8,548 32,901 -106
Jul04 040227 30.56 31.26 30.50 31.26 +0.72 2,160 15,820 +894
Aug04 040227 30.24 30.97 30.24 30.97 +0.71 1,270 8,729 -752
Sep04 040227 29.98 30.67 29.98 30.67 +0.69 1,578 11,277 +315
Oct04 040227 30.36 30.36 30.36 30.36 +0.66 206 6,582 +75
Nov04 040227 30.05 30.05 30.05 30.05 +0.63 0 6,416 +0
Dec04 040227 29.16 29.77 29.10 29.77 +0.61 3,107 23,257 -1,595
Jan05 040227 28.86 29.45 28.86 29.45 +0.59 0 4,414 +0
Feb05 040227 28.58 29.16 28.58 29.16 +0.58 0 1,743 +0
Mar05 040227 28.89 28.89 28.89 28.89 +0.56 0 3,272 +0
Total Volume and Open Interest 85,789 324,573 -3,318
Gas Oil(IPE)
Mar04 040227 272.25 277.00 271.00 275.25 +4.50 15,613 43,408 -1,542
Apr04 040227 267.00 271.25 266.25 270.00 +3.75 14,284 34,605 +3,430
May04 040227 264.00 267.00 262.25 266.25 +3.75 4,387 10,868 +806
Jun04 040227 259.50 263.00 259.25 263.00 +3.50 3,832 17,528 +705
Jul04 040227 259.00 261.25 259.00 261.25 +3.25 200 6,926 +200
Aug04 040227 259.75 260.75 259.75 260.75 +3.25 750 3,816 +614
Sep04 040227 257.50 260.50 257.50 260.50 +3.00 500 4,981 +196
Oct04 040227 258.75 260.50 258.75 260.50 +3.25 1,051 3,861 +149
Nov04 040227 257.50 260.25 257.50 260.25 +3.50 100 3,831 +0
Dec04 040227 256.00 259.00 255.25 259.00 +3.25 2,326 12,310 +440
Total Volume and Open Interest 43,143 157,992 +5,098
US Dollar Index(NYBOT)
Mar04 040227 87.98 88.00 87.28 87.42 -0.37 5,808 14,872 -685
Jun04 040227 88.35 88.35 87.67 87.81 -0.37 393 2,478 +78
Sep04 040227 88.56 88.56 88.25 88.25 -0.37 3 13 +2
Total Volume and Open Interest 6,204 17,371 -605
Australian Dollar(CME)
Mar04 040227 76.73 77.35 76.56 77.22 +0.27 1,870 54,679 -803
Jun04 040227 75.82 76.48 75.75 76.37 +0.28 481 1,810 +259
Sep04 040227 75.65 75.65 75.52 75.52 +0.29 4 818 +0
Total Volume and Open Interest 2,355 57,465 -544
British Pound(CME)
Mar04 040227 185.10 186.64 184.83 186.46 +0.60 3,355 66,716 -248
Jun04 040227 183.90 185.20 183.40 185.02 +0.61 199 948 +88
Sep04 040227 183.57 183.57 183.57 183.57 +0.61 0 12 +0
Total Volume and Open Interest 3,554 68,035 -160
Canadian Dollar(CME)
Mar04 040227 74.16 74.85 74.01 74.76 +0.32 4,957 54,833 +674
Jun04 040227 73.95 74.64 73.82 74.57 +0.32 515 5,847 +228
Sep04 040227 73.83 74.45 73.75 74.44 +0.32 15 1,747 +14
Dec04 040227 73.65 74.39 73.65 74.31 +0.32 86 1,274 +10
Total Volume and Open Interest 5,573 63,901 +926
Japanese Yen(CME)
Mar04 040227 91.59 91.78 91.48 91.62 +0.39 12,350 132,418 +1,217
Jun04 040227 91.82 92.02 91.77 91.89 +0.40 5,967 15,374 +5,653
Sep04 040227 92.17 92.17 92.17 92.17 +0.40 8 58 -2
Total Volume and Open Interest 18,325 147,868 +6,868
Swiss Franc(CME)
Mar04 040227 78.77 79.38 78.59 79.28 +0.37 13,098 39,347 -1,351
Jun04 040227 78.97 79.51 78.79 79.45 +0.37 57 507 +21
Sep04 040227 79.00 79.62 79.00 79.62 +0.37 1 5 +1
Total Volume and Open Interest 13,156 39,957 -1,329
EuroFX(CME)
Mar04 040227 124.26 125.00 123.98 124.89 +0.57 15,274 127,296 -3,306
Jun04 040227 123.96 124.66 123.84 124.60 +0.58 517 2,899 +41
Sep04 040227 123.60 124.35 123.60 124.35 +0.59 26 247 +14
Total Volume and Open Interest 15,820 130,814 -3,244
Mexican Peso(CME)
Mar04 040227 9015.0 9035.0 9005.0 9020.0 unch 2,323 34,056 -1,349
Jun04 040227 8905.0 8920.0 8905.0 8905.0 unch 73 3,838 -39
Total Volume and Open Interest 2,456 38,535 -1,383
30-Year T-Bonds(CBOT)
Mar04 040227 112~31 114~02 112~29 113~28 +1~01 346,079 283,127 -69,441
Jun04 040227 111~18 112~20 111~15 112~14 +1~00 135,282 326,131 +70,368
Sep04 040227 111~23 111~23 110~13 111~01 +0~31 147 636 +128
Total Volume and Open Interest 481,515 610,188 +657
Municipal Bonds(CBOT)
Mar04 040227 105~24 106~02 105~24 105~31 +0~13 375 2,740 +15
Jun04 040227 104~20 104~31 104~19 104~26 +0~14 69 148 +55
Total Volume and Open Interest 444 2,888 +70
10-Year T-Notes(CBOT)
Mar04 040227 115~005 115~155 114~310 115~120 +0~140 866,817 648,466 -121,410
Jun04 040227 113~160 113~315 113~150 113~280 +0~140 388,753 732,868 +138,399
Total Volume and Open Interest 1,260,422 1,385,646 +21,240
5-Year T-Notes(CBOT)
Mar04 040227 113~215 113~245 113~180 113~245 +0~100 283,910 0 +0
Jun04 040227 112~095 112~135 112~055 112~130 +0~100 91,230 0 +0
Sep04 040227 111~080 111~080 111~080 111~080 +0~100      
Total Volume and Open Interest 375,140    
2 Year T-Notes(CBOT)
Mar04 040227 107~104 107~105 107~098 107~105 +0~011 29,548 100,155 -20,806
Jun04 040227 107~032 107~035 107~026 107~034 +0~012 26,258 138,372 +24,158
Total Volume and Open Interest 55,806 238,527 +3,352
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 040227 98.868 98.870 98.865 98.868 unch 35,875 765,262 -6,545
Jun04 040227 98.780 98.790 98.770 98.770 unch 66,266 902,179 -11,941
Sep04 040227 98.585 98.595 98.565 98.575 +0.010 117,733 910,379 -9,146
Dec04 040227 98.285 98.285 98.250 98.270 +0.025 169,726 662,783 -2,113
Mar05 040227 97.925 97.930 97.895 97.920 +0.040 96,928 522,785 -814
Jun05 040227 97.540 97.545 97.510 97.535 +0.045 38,474 386,432 +414
Sep05 040227 97.155 97.175 97.130 97.165 +0.050 27,450 306,455 +254
Dec05 040227 96.825 96.845 96.800 96.840 +0.055 31,619 226,915 -2,466
Mar06 040227 96.560 96.590 96.555 96.580 +0.055 12,819 189,112 +1,439
Jun06 040227 96.320 96.350 96.320 96.345 +0.060 9,500 135,723 -169
Sep06 040227 96.110 96.130 96.110 96.130 +0.060 7,273 135,277 -1,182
Dec06 040227 95.895 95.920 95.890 95.915 +0.065 9,108 110,278 -154
Total Volume and Open Interest 650,988 5,843,002 -29,213
3-Mth Euro-Yen(CME)
Mar04 040227 99.91 99.91 99.91 99.91 -0.01 65 9,492 +28
Jun04 040227 99.92 99.92 99.92 99.92 unch 72 9,330 +50
Sep04 040227 99.90 99.90 99.90 99.90 unch 90 8,989 -29
Dec04 040227 99.88 99.88 99.88 99.88 +0.01 91 6,978 -10
Mar05 040227 99.82 99.82 99.82 99.82 -0.01 0 3,734 +0
Jun05 040227 99.79 99.79 99.79 99.79 unch 0 909 -1
Sep05 040227 99.71 99.71 99.71 99.71 -0.01 0 1,114 +0
Dec05 040227 99.63 99.63 99.63 99.63 unch 0 64 +0
Mar06 040227 99.54 99.54 99.54 99.54 unch 0 294 +0
Jun06 040227 99.46 99.46 99.46 99.46 unch 0 47 +0
Total Volume and Open Interest 318 42,246 +38
3-Mth Euro-Yen(SIMEX)
Mar04 040227 99.92 99.92 99.92 99.92 +0.01 25 58,340 -22
Jun04 040227 99.92 99.93 99.92 99.93 +0.01 38 66,028 -38
Sep04 040227 99.90 99.90 99.90 99.90 unch 269 41,430 -225
Dec04 040227 99.88 99.88 99.88 99.88 unch 692 54,357 +9
Mar05 040227 99.82 99.83 99.82 99.83 unch 2,387 30,710 +142
Jun05 040227 99.79 99.79 99.79 99.79 unch 2,125 41,784 -105
Sep05 040227 99.72 99.72 99.71 99.72 unch 0 17,160 -1
Dec05 040227 99.64 99.64 99.64 99.64 unch 450 3,719 +15
Total Volume and Open Interest 7,526 327,402 -400
German Euro-Bund(EUREX)
Mar04 040227 115.46 115.84 115.44 115.80 +0.36 955,016 850,526 -81,166
Jun04 040227 114.50 114.86 114.48 114.84 +0.37 71,953 174,584 +33,721
Sep04 040227 114.20 114.20 114.20 114.20 +0.36 1,028 3 +0
Total Volume and Open Interest 1,027,997 1,025,113 -47,445
German Euro-Bobl(EUREX)
Mar04 040227 112.58 112.81 112.57 112.77 +0.20 652,749 639,799 -59,810
Jun04 040227 111.80 111.97 111.77 111.94 +0.18 80,164 235,253 +44,826
Sep04 040227 111.28 111.43 111.28 111.37 +0.10 242 1 +0
Total Volume and Open Interest 733,155 875,053 -14,984
Long Gilt(LIFFE)
Mar04 040227 108~27 109~03 108~27 108~32 +0~10 76,802 56,689 -17,312
Jun04 040227 108~12 108~21 108~12 108~17 +0~10 44,327 124,562 +26,354
Total Volume and Open Interest 121,129 181,251 +9,042
3-Mth Short Sterling(LIFFE)
Mar04 040227 95.76 95.77 95.75 95.76 unch 17,862 198,880 +3,282
Jun04 040227 95.59 95.62 95.58 95.59 unch 33,962 213,728 +1,491
Sep04 040227 95.44 95.46 95.42 95.43 unch 36,252 152,503 +3,244
Total Volume and Open Interest 184,943 1,114,482 +2,484
3-Mth Euribor(LIFFE)
Mar04 040227 97.960 97.990 97.955 97.975 +0.015 144,664 570,053 -12,060
Jun04 040227 98.005 98.050 97.995 98.035 +0.030 177,413 648,054 -11,879
Sep04 040227 97.935 97.995 97.930 97.975 +0.035 180,669 502,574 +2,627
Total Volume and Open Interest 850,820 3,216,987 -14,928
3-Mth Aus T-Bills(SFE)
Mar04 040227 94.43 94.43 94.39 94.41 -0.01 10,313 135,213 -20,842
Jun04 040227 94.33 94.34 94.29 94.33 unch 26,379 178,417 -34,980
Sep04 040227 94.25 94.28 94.23 94.27 +0.01 4,295 62,258 -5,367
Dec04 040227 94.25 94.25 94.21 94.24 +0.01 2,443 29,515 -954
Mar05 040227 94.22 94.22 94.20 94.20 +0.01 512 18,438 -1,612
Jun05 040227 94.16 94.16 94.16 94.16 +0.01 235 13,072 -238
Sep05 040227 94.13 94.13 94.12 94.12 unch 13 6,789 +13
Dec05 040227 94.08 94.09 94.08 94.09 +0.01 0 3,208 +0
Mar06 040227 94.05 94.05 94.05 94.05 +0.01 0 893 +0
Jun06 040227 94.01 94.01 94.01 94.01 unch 0 1,343 +0
Total Volume and Open Interest 44,190 450,075 -63,980
10-Year Aus T-Bonds(SFE)
Mar04 040227 94.44 94.49 94.43 94.49 +0.08 12,657 231,090 -34,562
Jun04 040227 94.43 94.43 94.43 94.43 +0.05 0 224 +0
Total Volume and Open Interest 12,657 231,314 -34,562
3-Year Aus T-Bonds(SFE)
Mar04 040227 94.53 94.55 94.50 94.55 +0.03 63,336 529,834 +13,611
Jun04 040227 94.41 94.45 94.41 94.45 +0.04      
Total Volume and Open Interest 63,336 529,834 +13,611
Gold(CMX)
Apr04 040227 393.5 398.4 392.5 396.8 +1.3 59,323 139,505 -5,068
Jun04 040227 395.0 399.5 394.1 397.8 +1.3 13,614 33,712 +375
Aug04 040227 395.8 399.0 395.8 398.7 +1.3 1,473 8,094 -800
Oct04 040227 399.5 399.5 399.5 399.5 +1.2 112 1,919 +63
Dec04 040227 398.0 402.0 396.7 400.4 +1.2 806 22,546 -3
Feb05 040227 401.3 401.3 401.3 401.3 +1.2 102 3,039 +97
Total Volume and Open Interest 75,548 233,858 -5,408
Silver(CMX)
Mar04 040227 658.0 678.0 658.0 669.6 -1.2 15,921 7,747 -8,873
May04 040227 663.0 679.0 661.5 671.5 -1.5 35,285 75,034 +7,444
Jul04 040227 664.0 680.0 664.0 672.8 -1.4 963 7,767 +448
Sep04 040227 663.0 678.0 663.0 674.2 -1.4 12 1,735 +7
Dec04 040227 670.0 682.0 668.0 675.9 -1.4 702 15,362 +163
Total Volume and Open Interest 52,993 112,418 -913
Platinum(NYM)
Apr04 040227 874.0 888.0 874.0 887.4 +20.0 1,851 7,435 +579
Jul04 040227 867.5 880.0 867.5 877.4 +20.0 31 510 +17
Oct04 040227 872.9 872.9 872.9 872.9 +20.0 2 24 +2
Total Volume and Open Interest 1,884 7,969 +598
Palladium(NYME)
Mar04 040227 228.00 229.50 226.00 229.15 +3.00 2,143 2,786 -627
Jun04 040227 233.00 236.00 229.00 232.65 +3.25 1,906 9,218 +770
Sep04 040227 233.65 233.65 233.65 233.65 +3.25 2 52 +1
Total Volume and Open Interest 4,071 12,226 +152
Copper(CMX)
Mar04 040227 133.10 134.30 132.50 134.30 -0.50 7,580 14,837 -2,386
May04 040227 133.50 135.05 133.10 134.60 -0.80 15,991 55,136 +4,168
Jul04 040227 132.10 133.00 131.50 133.00 -0.65 646 6,750 +16
Sep04 040227 130.30 131.70 130.30 131.50 -0.35 182 3,059 +97
Dec04 040227 127.00 128.20 126.60 128.00 -0.40 33 6,505 -3
Total Volume and Open Interest 24,772 93,018 +1,136
DJIA Index(CBOT)
Mar04 040227 10598 10645 10555 10582 +9 8,815 47,579 +922
Jun04 040227 10575 10620 10545 10558 +9 33 1,083 +9
Sep04 040227 10543 10543 10543 10543 +9 0 238 +0
Dec04 040227 10528 10528 10528 10528 +9 0 4 +0
Total Volume and Open Interest 8,848 48,904 +931
S & P 500(CME)
Mar04 040227 1146.30 1151.70 1140.50 1144.60 +1.40 33,725 565,839 -1,731
Jun04 040227 1145.00 1149.20 1141.50 1143.60 +1.40 1,444 46,577 +1,249
Sep04 040227 1142.50 1142.50 1142.50 1142.50 +1.40 2 3,593 -1
Dec04 040227 1141.60 1141.60 1141.60 1141.60 +1.30 0 308 +0
Total Volume and Open Interest 35,171 616,479 -483
S & P 500 E-Mini(Globex)
Mar04 040227 1143.75 1152.00 1140.50 1144.50 +1.25 528,708 586,282 +1,065
Jun04 040227 1144.25 1150.50 1140.00 1143.50 +1.25 897 23,857 +682
Total Volume and Open Interest 529,605 610,139 +1,747
NASDAQ 100(CME)
Mar04 040227 1479.00 1486.00 1459.50 1471.50 -4.00 10,915 75,482 +25
Jun04 040227 1475.00 1475.00 1475.00 1475.00 -4.00 421 2,633 +409
Sep04 040227 1478.50 1478.50 1478.50 1478.50 -4.00 0 7 +0
Total Volume and Open Interest 11,336 78,122 +434
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040227 1475.5 1486.5 1459.5 1471.5 -4.0 285,379 243,895 +990
Jun04 040227 1481.0 1488.5 1467.0 1475.0 -4.0 214 1,850 +3
Total Volume and Open Interest 285,593 245,745 +993
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040227 599.00 603.00 598.00 601.50 +3.50 463 16,072 -42
Jun04 040227 601.50 601.50 601.50 601.50 +3.50 0 1 +0
Sep04 040227 601.50 601.50 601.50 601.50 +3.50      
Total Volume and Open Interest 463 16,073 -42
Russell 2000(CME)
Mar04 040227 583.00 586.70 581.25 585.60 +4.10 1,193 26,007 -40
Jun04 040227 585.20 585.20 585.20 585.20 +4.10 0 217 +0
Sep04 040227 585.80 585.80 585.80 585.80 +4.10      
Total Volume and Open Interest 1,193 26,224 -40
Value Line(KCBT)
Mar04 040227 1612.00 1613.00 1609.50 1613.00 +6.00 15 78 +10
Total Volume and Open Interest 15 78 +10
Nikkei 225(CME)
Mar04 040227 11025 11090 11025 11075 +210 3,270 34,898 +383
Jun04 040227 10975 11060 10975 11055 +210 164 544 +105
Total Volume and Open Interest 3,434 35,454 +488
Nikkei 225(SIMEX)
Mar04 040227 10860 11080 10840 11050 +235 22,547 159,667 +251
Jun04 040227 10830 11020 10830 11005 +235 62 992 +54
Sep04 040227 10990 10990 10990 10990 +235      
Total Volume and Open Interest 22,609 160,659 +305
CAC 40(MATIF)
Feb04 040227 3728.0 3760.0 3725.5 3749.0 +34.5 138,543 474,807 +5,246
Mar04 040227 3737.0 3766.0 3719.0 3731.5 +11.0 98,820 244,086 +62,569
Apr04 040227 3733.0 3763.0 3722.5 3730.0 +11.5 336 52 +2
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040227 4029.5 4057.5 4007.5 4026.5 +10.5 109,536 295,931 -2,233
Jun04 040227 4058.0 4076.0 4030.0 4046.5 +10.5 655 11,980 +90
Sep04 040227 4085.5 4094.0 4066.0 4066.0 +10.5 235 4,342 +70
Total Volume and Open Interest 110,426 312,253 -2,073
FT-SE 100(LIFFE)
Mar04 040227 4517.50 4541.50 4467.50 4478.00 -19.00 53,204 413,597 +1,965
Jun04 040227 4527.00 4545.50 4477.00 4486.00 -19.50 140 22,812 +51
Sep04 040227 4494.50 4494.50 4494.50 4494.50 -19.00 1,000 12,275 +0
Total Volume and Open Interest 56,094 462,675 +3,766
SPI 200(SFE)
Mar04 040227 3342.0 3362.0 3341.0 3362.0 +23.0 7,547 159,727 -6,065
Jun04 040227 3352.0 3373.0 3352.0 3373.0 +24.0 809 5,610 +797
Sep04 040227 3376.0 3384.0 3374.0 3384.0 +23.0 1 1,946 +1
Total Volume and Open Interest 8,358 169,479 -5,329
GSCI(CME)
Mar04 040227 275.65 279.10 275.65 278.10 +1.85 130 15,162 +78
Apr04 040227 275.30 275.30 275.30 275.30 +2.80 50 142 +50
May04 040227 272.00 272.00 272.00 272.00 +2.75 0 82 +0
Total Volume and Open Interest 180 15,386 +128
Reuters CRB Index(NYBOT)
Apr04 040227 273.00 274.25 272.75 273.90 +1.40 89 840 -22
Jun04 040227 272.00 272.90 272.00 272.90 +1.40 27 54 -9
Aug04 040227 271.65 271.65 271.65 271.65 +1.65 2 2 +0
Total Volume and Open Interest 118 896 -31
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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