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MRCI's End of Day Prices
Daily Futures Price Listing Tue March 16, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May04 040316 978.00 996.75 975.50 989.00 +10.75 38,871 147,860 +3,340
Jul04 040316 968.00 986.00 966.00 978.75 +12.50 12,460 54,973 +744
Aug04 040316 920.00 936.75 918.00 931.00 +12.00 1,461 10,753 +6
Sep04 040316 830.50 845.00 830.50 841.00 +10.50 903 7,082 +44
Nov04 040316 749.00 759.75 749.00 756.75 +4.75 7,679 38,035 +1,193
Jan05 040316 750.00 758.00 750.00 756.00 +6.00 220 1,514 +25
Mar05 040316 742.00 750.00 742.00 747.50 +3.00 155 1,137 -34
Total Volume and Open Interest 61,765 261,965 +5,080
Soybean Meal(CBOT)
May04 040316 298.50 305.80 297.50 302.10 +4.30 13,634 85,215 +1,010
Jul04 040316 294.80 303.20 294.00 299.80 +5.70 5,213 41,866 +414
Aug04 040316 282.00 289.80 281.50 287.20 +6.20 1,644 14,336 +155
Sep04 040316 262.00 270.00 262.00 267.80 +6.30 1,341 12,619 +329
Oct04 040316 229.00 235.00 228.50 234.00 +5.50 789 8,854 -218
Dec04 040316 224.00 229.50 224.00 228.30 +5.10 2,132 20,712 +385
Jan05 040316 226.00 228.50 226.00 227.00 +4.50 175 2,307 -17
Mar05 040316 222.00 227.50 222.00 226.00 +4.50 179 1,339 +4
Total Volume and Open Interest 25,169 188,732 +1,944
Soybean Oil(CBOT)
May04 040316 33.70 33.95 33.50 33.57 -0.18 9,963 90,994 -271
Jul04 040316 33.40 33.77 33.35 33.50 -0.07 5,433 46,489 -326
Aug04 040316 32.65 33.00 32.65 32.75 -0.10 356 7,993 +49
Sep04 040316 31.50 31.80 31.40 31.46 -0.16 679 9,641 -42
Oct04 040316 29.90 29.95 29.65 29.75 -0.25 230 7,606 +68
Dec04 040316 28.60 28.60 28.30 28.50 -0.15 1,889 16,472 +583
Jan05 040316 28.28 28.28 28.28 28.28 -0.14 0 865 +0
Mar05 040316 28.00 28.00 28.00 28.00 -0.20 66 608 +25
Total Volume and Open Interest 18,616 181,347 +22
Canola(WCE)
Mar04 040312 412.0 412.0 412.0 412.0 +1.0      
May04 040316 422.0 426.5 421.0 425.2 +4.0 2,094 32,063 +438
Jul04 040316 425.0 430.0 424.8 429.0 +4.3 2,097 16,486 +942
Sep04 040316 375.0 375.0 375.0 375.0 +1.5      
Nov04 040316 378.0 380.0 377.1 378.5 +0.3 1,964 21,495 +1,070
Total Volume and Open Interest 6,178 70,344 +2,473
Corn(CBOT)
May04 040316 307.00 308.75 304.25 305.25 -2.25 41,000 332,917 +4,382
Jul04 040316 311.00 312.50 308.50 309.50 -1.75 9,684 121,224 +2,559
Sep04 040316 303.25 304.50 301.25 302.00 -1.25 1,604 21,153 +137
Dec04 040316 298.50 300.50 297.50 298.50 -1.50 19,244 174,384 +4,260
Mar05 040316 299.00 300.25 297.75 298.50 -1.50 1,521 13,594 +862
May05 040316 300.25 300.50 299.00 299.75 -1.50 33 865 +29
Total Volume and Open Interest 73,824 669,367 +11,959
Wheat(CBOT)
May04 040316 374.00 377.00 371.50 372.00 -1.00 17,701 85,892 +997
Jul04 040316 377.50 380.00 375.00 375.50 -1.00 5,716 31,878 +1,056
Sep04 040316 380.00 383.75 380.00 380.25 +0.75 510 5,919 +6
Dec04 040316 389.00 391.00 388.00 389.00 +0.50 946 6,891 +484
Mar05 040316 390.00 393.25 390.00 391.50 +1.00 8 318 +7
Total Volume and Open Interest 24,901 131,119 +2,387
Wheat(KCBT)
Mar04 040316 382.50 382.50 379.00 379.00 +8.00 1 8 -3
May04 040316 383.00 386.00 382.00 382.25 +1.50 3,620 35,470 -232
Jul04 040316 383.00 385.50 381.25 381.25 -0.75 1,280 18,857 -54
Sep04 040316 388.00 389.50 382.50 383.00 -3.00 111 2,789 -49
Dec04 040316 395.00 397.75 393.00 393.00 -1.50 112 3,269 +42
Total Volume and Open Interest 5,124 60,439 -296
Wheat(MGE)
Mar04 040316 403.00 403.00 403.00 403.00 unch      
May04 040316 416.25 419.50 413.50 414.00 -1.25 1,285 20,044 +72
Jul04 040316 414.50 417.50 412.00 413.50 unch 467 7,210 -73
Sep04 040316 414.50 417.50 412.00 412.75 -0.25 199 6,088 +7
Dec04 040316 415.50 420.00 414.00 414.50 -0.75 188 3,058 -34
Total Volume and Open Interest 2,139 36,491 -28
Oats(CBOT)
May04 040316 164.00 164.50 161.50 162.00 -1.75 913 5,659 +155
Jul04 040316 168.75 169.25 166.00 166.00 -1.75 672 1,537 +256
Sep04 040316 172.00 172.00 168.50 168.50 -2.50 119 411 +59
Dec04 040316 168.00 169.00 167.25 167.50 -0.25 417 1,329 +154
Total Volume and Open Interest 2,121 8,945 +620
Rough Rice(CBOT)
Mar04 040316 10.10 10.10 10.08 10.08 +0.12 0 1 -10
May04 040316 10.18 10.32 10.14 10.27 +0.12 220 4,731 -16
Jul04 040316 10.34 10.40 10.30 10.38 +0.12 69 871 +55
Sep04 040316 9.35 9.35 9.30 9.34 +0.09 1 267 +1
Total Volume and Open Interest 389 6,527 +75
Live Cattle(CME)
Apr04 040316 81.300 82.700 81.200 82.625 +1.775 7,625 31,203 -717
Jun04 040316 76.150 77.450 76.150 77.350 +1.375 7,058 46,159 +2,118
Aug04 040316 74.425 75.150 74.425 75.100 +0.675 1,498 14,512 +205
Oct04 040316 76.550 77.200 76.550 77.200 +0.750 737 13,169 +181
Dec04 040316 77.675 78.300 77.675 78.275 +0.625 387 4,688 +171
Feb05 040316 79.350 79.800 79.250 79.750 +0.525 15 2,126 +9
Total Volume and Open Interest 17,330 111,959 +1,969
Feeder Cattle(CME)
Mar04 040316 90.000 90.500 89.900 90.500 +0.650 261 1,678 -16
Apr04 040316 88.300 89.550 88.300 89.325 +1.375 733 2,851 -132
May04 040316 86.950 88.200 86.950 88.100 +1.300 535 5,823 +9
Aug04 040316 88.150 89.000 88.150 88.950 +0.875 261 3,336 +81
Sep04 040316 88.100 88.500 88.100 88.500 +0.500 19 308 -1
Oct04 040316 88.150 88.700 88.150 88.675 +0.725 24 605 +9
Nov04 040316 88.700 88.700 88.500 88.525 +0.175 3 114 +2
Total Volume and Open Interest 1,836 14,717 -48
Lean Hogs(CME)
Apr04 040316 64.600 65.350 64.325 65.300 +1.175 4,179 16,750 -556
May04 040316 63.600 65.400 63.600 65.275 +1.775 173 2,823 +10
Jun04 040316 69.400 70.600 69.250 70.450 +1.125 2,893 28,553 +841
Jul04 040316 65.850 66.475 65.500 66.475 +0.650 360 6,698 +47
Aug04 040316 62.750 63.200 62.400 62.975 +0.200 263 2,595 +82
Oct04 040316 54.300 55.000 54.300 54.875 +0.575 70 1,117 -9
Dec04 040316 54.050 54.250 53.950 54.100 +0.375 90 992 +26
Feb05 040316 57.000 57.425 56.800 57.425 +0.700 8 171 +2
Total Volume and Open Interest 8,041 59,733 +447
Pork Bellies(CME)
Mar04 040316 96.500 98.600 96.500 98.600 +1.900 97 231 -82
May04 040316 96.200 98.100 95.900 97.650 +1.200 413 2,386 -49
Jul04 040316 96.500 98.250 96.250 98.250 +1.275 39 606 +9
Aug04 040316 93.800 93.800 93.800 93.800 unch 11 37 +0
Feb05 040316 85.775 85.775 85.775 85.775 +0.025 0 2 +0
Total Volume and Open Interest 560 3,263 -122
BFP Milk Class III(CME)
Mar04 040316 13.88 13.95 13.88 13.90 +0.02 113 2,849 +41
Apr04 040316 16.97 17.37 16.97 17.34 +0.42 611 3,839 +49
May04 040316 16.70 17.05 16.65 16.85 +0.20 675 3,908 +293
Jun04 040316 16.01 16.25 15.90 16.00 +0.04 402 3,641 +57
Jul04 040316 15.62 15.65 15.37 15.44 -0.19 336 3,242 +9
Total Volume and Open Interest 3,037 29,563 +510
Cocoa(NYBOT)
Mar04 040316 1444 1444 1444 1444 +16 11 5 -7
May04 040316 1441 1484 1434 1474 +31 2,998 37,959 +139
Jul04 040316 1450 1487 1442 1481 +30 381 16,423 +37
Sep04 040316 1462 1495 1458 1492 +30 453 12,408 +61
Dec04 040316 1475 1509 1475 1504 +29 143 9,935 +83
Mar05 040316 1478 1514 1478 1514 +29 0 7,933 +0
May05 040316 1524 1524 1524 1524 +29 0 9,860 +0
Total Volume and Open Interest 4,237 104,354 +338
Coffee "C"(NYBOT)
Mar04 040316 76.75 77.80 75.25 76.55 +0.55 81 441 -53
May04 040316 77.00 79.50 76.30 77.90 +0.45 8,973 68,522 +1,770
Jul04 040316 78.75 81.40 78.30 79.80 +0.45 2,092 14,926 +378
Sep04 040316 80.50 83.30 80.35 81.70 +0.45 857 9,218 +195
Dec04 040316 82.90 86.10 82.80 84.15 +0.50 353 5,590 +78
Mar05 040316 85.40 87.25 85.40 86.60 +0.50 197 3,785 +111
Total Volume and Open Interest 12,706 103,641 +2,508
Orange Juice(NYBOT)
May04 040316 62.10 62.80 61.70 62.35 +0.25 737 23,687 +161
Jul04 040316 64.35 64.95 64.00 64.55 +0.10 163 4,931 +68
Sep04 040316 66.75 66.90 66.75 66.85 +0.10 31 1,366 +30
Nov04 040316 69.40 69.40 69.20 69.20 +0.10 11 1,118 +1
Jan05 040316 71.00 72.00 71.00 71.45 unch 6 308 +0
Total Volume and Open Interest 948 32,614 +260
Sugar #11(NYBOT)
May04 040316 6.74 6.82 6.67 6.80 +0.06 26,890 142,872 +2,469
Jul04 040316 6.51 6.63 6.50 6.63 +0.12 7,815 45,552 +2,107
Oct04 040316 6.43 6.55 6.43 6.55 +0.12 1,509 35,727 +396
Mar05 040316 6.54 6.58 6.52 6.58 +0.06 862 18,804 +433
May05 040316 6.45 6.47 6.43 6.47 +0.03 858 8,530 +526
Total Volume and Open Interest 38,941 258,980 +6,050
London Cocoa(LCE)
Mar04 040316 835 837 826 826 -8 5,517 7,666 -494
May04 040316 839 850 823 847 +10 3,180 46,852 -327
Jul04 040316 858 865 843 864 +9 563 20,874 -103
Sep04 040316 874 881 861 879 +7 243 24,175 -8
Dec04 040316 890 900 882 898 +8 5,520 41,846 +4,594
Mar05 040316 905 914 905 914 +8 42 23,654 +10
May05 040316 924 924 924 924 +8 0 5,928 +0
Total Volume and Open Interest 15,065 187,091 +3,672
London Coffee(LCE)
Mar04 040316 710.00 720.00 710.00 720.00 +23.00 39 165 +0
May04 040316 742.00 760.00 733.00 755.00 +18.00 5,100 58,429 -239
Jul04 040316 762.00 779.00 756.00 775.00 +17.00 2,759 44,240 +1,677
Sep04 040316 776.00 791.00 775.00 791.00 +15.00 344 22,331 +178
Nov04 040316 791.00 807.00 791.00 807.00 +14.00 46 15,141 +17
Jan05 040316 810.00 823.00 806.00 823.00 +15.00 4 9,655 +4
Total Volume and Open Interest 8,453 154,251 +1,677
London Sugar(LCE)
Mar04 040216 196.50 197.60 195.20 197.40 +10.00 2,901 3,046 +572
May04 040316 217.80 217.80 213.20 215.50 -0.50 1,452 26,121 -853
Aug04 040316 212.80 212.80 208.50 210.00 -1.90 732 17,067 +309
Oct04 040316 206.70 207.00 204.00 204.50 -1.40 119 8,243 +5
Dec04 040316 205.50 205.50 204.00 204.00 -0.90 144 3,502 -2
Total Volume and Open Interest 2,658 60,637 -380
Cotton(NYBOT)
May04 040316 65.90 66.30 65.15 65.79 +0.36 11,276 52,407 +685
Jul04 040316 67.20 67.55 66.75 66.90 +0.14 5,361 18,633 +981
Oct04 040316 65.50 65.50 65.28 65.28 +0.03 69 880 +28
Dec04 040316 66.20 66.30 65.70 65.90 -0.20 2,578 11,396 +528
Mar05 040316 67.95 67.95 67.95 67.95 -0.30 0 2,462 +0
May05 040316 68.55 68.55 68.55 68.55 -0.40 10 383 -10
Total Volume and Open Interest 19,324 86,949 +2,222
Lumber(CME)
May04 040316 355.0 357.8 351.6 357.4 -1.1 627 2,709 +90
Jul04 040316 346.0 348.5 343.9 347.2 -2.1 132 615 -7
Sep04 040316 340.0 341.0 339.5 341.0 -1.8 13 211 +2
Nov04 040316 329.1 329.1 329.1 329.1 -2.0 12 27 +6
Total Volume and Open Interest 1,048 3,690 -29
Crude Oil(NYM)
Apr04 040316 37.25 37.80 37.02 37.48 +0.04 92,394 92,757 -8,044
May04 040316 36.50 36.95 36.30 36.68 -0.02 83,506 178,382 +16,396
Jun04 040316 35.70 36.00 35.50 35.80 -0.04 17,233 67,198 +1,240
Jul04 040316 34.95 35.25 34.75 35.09 -0.05 6,059 35,465 -128
Aug04 040316 34.28 34.55 34.28 34.51 -0.05 2,820 26,506 +224
Sep04 040316 33.90 34.10 33.88 34.03 -0.05 3,235 30,910 +433
Oct04 040316 33.50 33.64 33.50 33.64 -0.05 1,029 25,607 +180
Nov04 040316 33.29 33.29 33.29 33.29 -0.05 331 18,511 +178
Dec04 040316 32.90 33.05 32.78 32.95 -0.05 5,503 52,778 +611
Jan05 040316 32.48 32.60 32.45 32.59 -0.05 889 16,889 +776
Feb05 040316 32.30 32.30 32.30 32.30 -0.05 259 7,139 -8
Mar05 040316 32.00 32.02 32.00 32.02 -0.05 295 7,075 +96
Apr05 040316 31.74 31.74 31.74 31.74 -0.05 200 5,484 +0
May05 040316 31.49 31.49 31.49 31.49 -0.05 50 2,484 +19
Jun05 040316 31.20 31.24 31.10 31.24 -0.05 1,234 13,228 -623
Jul05 040316 31.01 31.01 31.01 31.01 -0.05 0 3,933 +0
Total Volume and Open Interest 219,591 686,907 +12,136
Heating Oil(NYM)
Apr04 040316 91.00 92.05 90.00 91.48 -0.21 29,685 32,760 -3,294
May04 040316 90.50 91.20 89.50 90.53 -0.62 16,762 43,905 +4,800
Jun04 040316 89.60 90.00 89.00 89.53 -0.52 5,223 17,413 -353
Jul04 040316 88.70 89.30 88.40 88.78 -0.52 1,457 15,528 +20
Aug04 040316 88.50 89.00 88.50 88.53 -0.52 1,283 10,884 +162
Sep04 040316 89.25 89.25 88.83 88.83 -0.52 252 4,342 -116
Oct04 040316 90.00 90.00 89.28 89.28 -0.47 15 3,531 +0
Nov04 040316 89.83 89.83 89.83 89.83 -0.47 25 3,539 +0
Dec04 040316 90.38 90.38 90.38 90.38 -0.47 1,156 17,445 +485
Jan05 040316 90.63 90.63 90.63 90.63 -0.47 24 4,024 +4
Feb05 040316 90.18 90.18 90.18 90.18 -0.47 83 2,438 +37
Mar05 040316 87.40 87.40 87.38 87.38 -0.47 235 4,987 +229
Total Volume and Open Interest 56,200 161,650 +1,974
Unleaded Gas(NYM)
Apr04 040316 111.60 113.20 111.10 112.64 -0.55 23,715 46,899 -1,509
May04 040316 110.80 112.60 110.80 112.02 -0.20 16,667 48,329 +2,148
Jun04 040316 109.00 110.50 109.00 110.20 -0.17 3,011 16,785 +226
Jul04 040316 106.90 108.10 106.90 107.68 -0.14 638 9,634 -46
Aug04 040316 104.00 104.88 104.00 104.88 -0.09 863 7,615 -208
Sep04 040316 101.30 101.30 101.08 101.08 -0.09 1,758 11,762 +69
Oct04 040316 96.28 96.28 96.28 96.28 -0.19 230 3,339 -79
Nov04 040316 93.68 93.68 93.68 93.68 -0.19 113 864 -26
Dec04 040316 91.98 91.98 91.98 91.98 -0.19 8 2,844 +1
Jan05 040316 91.08 91.08 91.08 91.08 -0.19 7 1,921 -7
Feb05 040316 90.93 90.93 90.93 90.93 -0.19 0 1,507 +0
Mar05 040316 91.38 91.38 91.38 91.38 -0.19 0 67 +0
Total Volume and Open Interest 47,010 151,566 +569
Natural Gas(NYM)
Apr04 040316 5.670 5.730 5.620 5.688 -0.030 25,247 33,678 -1,064
May04 040316 5.760 5.800 5.700 5.771 -0.026 12,421 48,882 +3,232
Jun04 040316 5.800 5.820 5.760 5.808 -0.019 3,304 22,500 -345
Jul04 040316 5.800 5.860 5.785 5.835 -0.015 1,669 19,838 -155
Aug04 040316 5.830 5.870 5.790 5.850 -0.015 1,995 17,372 +427
Sep04 040316 5.785 5.840 5.775 5.817 -0.015 1,961 17,521 +174
Oct04 040316 5.810 5.835 5.780 5.827 -0.015 1,409 17,492 +585
Nov04 040316 5.960 5.990 5.950 5.985 -0.015 1,092 11,594 +208
Dec04 040316 6.120 6.145 6.115 6.140 -0.015 759 15,303 -76
Jan05 040316 6.235 6.270 6.235 6.265 -0.020 932 13,913 +144
Feb05 040316 6.190 6.210 6.170 6.200 -0.020 1,017 10,157 -225
Mar05 040316 5.940 5.990 5.940 5.975 -0.015 1,307 10,490 +243
Apr05 040316 5.315 5.320 5.295 5.315 -0.010 723 10,234 +35
May05 040316 5.180 5.180 5.170 5.170 -0.010 250 5,586 +196
Jun05 040316 5.185 5.185 5.175 5.175 -0.010 29 5,220 +26
Jul05 040316 5.210 5.210 5.200 5.200 -0.010 304 11,063 +3
Total Volume and Open Interest 55,184 325,721 +3,744
Brent Crude Oil(IPE)
Apr04 040316 33.25 33.55 33.20 33.45 -0.35 38,771 19,715 -19,985
May04 040316 32.50 32.85 32.39 32.68 -0.13 70,341 112,427 +13,988
Jun04 040316 32.15 32.45 32.06 32.30 -0.13 19,023 69,027 +589
Jul04 040316 31.80 32.07 31.78 31.96 -0.12 3,131 19,195 +417
Aug04 040316 31.63 31.75 31.47 31.66 -0.12 934 9,548 -96
Sep04 040316 31.50 31.50 31.36 31.36 -0.13 1,314 14,822 +1,078
Oct04 040316 31.00 31.08 30.96 31.08 -0.12 15 7,840 +0
Nov04 040316 30.80 30.80 30.80 30.80 -0.13 15 6,752 +15
Dec04 040316 30.43 30.64 30.40 30.53 -0.13 2,696 24,402 -357
Jan05 040316 30.23 30.23 30.23 30.23 -0.13 18 4,569 +1
Feb05 040316 29.95 29.95 29.95 29.95 -0.13 0 3,125 +0
Mar05 040316 29.69 29.69 29.69 29.69 -0.11 0 3,121 +0
Total Volume and Open Interest 137,573 343,607 -4,850
Gas Oil(IPE)
Apr04 040316 279.50 281.50 276.50 279.75 -2.00 19,630 53,470 +2,276
May04 040316 273.25 275.00 271.00 273.25 -2.25 9,532 23,759 +2,349
Jun04 040316 270.00 271.00 268.25 269.75 -2.25 2,837 19,897 +618
Jul04 040316 268.00 268.00 267.75 267.75 -2.25 362 8,355 +200
Aug04 040316 267.00 267.25 267.00 267.25 -2.00 22 4,576 -22
Sep04 040316 267.25 268.75 267.25 267.50 -1.75 0 7,096 +0
Oct04 040316 266.75 267.50 266.75 267.50 -1.75 0 4,162 -4
Nov04 040316 267.25 267.25 267.25 267.25 -1.75 0 4,515 +0
Dec04 040316 266.75 266.75 265.50 266.25 -2.25 568 13,185 +132
Jan05 040316 263.75 263.75 263.75 263.75 -3.00 0 2,630 +0
Total Volume and Open Interest 32,951 155,548 +5,549
US Dollar Index(NYBOT)
Jun04 040316 89.18 89.32 88.54 89.02 -0.21 944 8,645 -80
Sep04 040316 89.16 89.47 89.13 89.47 -0.21 2 2,020 +2
Dec04 040316 89.92 89.92 89.92 89.92 -0.21 0 15 +0
Total Volume and Open Interest 1,026 14,515 -90
Australian Dollar(CME)
Jun04 040316 73.13 73.60 73.09 73.33 +0.53 2,374 29,957 -570
Sep04 040316 72.55 72.55 72.55 72.55 +0.53 0 836 +1
Dec04 040316 71.58 71.77 71.58 71.77 +0.53 2 117 -2
Total Volume and Open Interest 3,063 52,834 -1,057
British Pound(CME)
Jun04 040316 180.30 180.50 179.32 179.86 +1.01 3,845 36,675 -1,113
Sep04 040316 178.50 178.50 178.39 178.39 +0.99 6 33 +2
Dec04 040316 176.92 176.92 176.92 176.92 +0.97 0 358 +0
Total Volume and Open Interest 4,858 63,307 -1,839
Canadian Dollar(CME)
Jun04 040316 74.92 75.29 74.70 74.72 -0.20 5,203 43,156 +2,731
Sep04 040316 75.10 75.10 74.59 74.59 -0.20 228 2,617 +207
Dec04 040316 74.63 75.00 74.48 74.48 -0.20 155 1,773 +98
Mar05 040316 74.40 74.40 74.37 74.37 -0.20 13 201 -10
Total Volume and Open Interest 8,988 71,966 +2,131
Japanese Yen(CME)
Jun04 040316 91.67 92.32 91.55 92.22 +1.31 10,965 90,763 -410
Sep04 040316 91.99 92.49 91.99 92.49 +1.31 0 151 +3
Dec04 040316 92.90 92.90 92.82 92.82 +1.31 0 50 +0
Total Volume and Open Interest 12,376 150,827 -2,899
Swiss Franc(CME)
Jun04 040316 78.79 78.94 78.10 78.44 -0.10 4,858 36,471 +1,595
Sep04 040316 78.60 78.60 78.60 78.60 -0.10 0 20 +0
Dec04 040316 78.88 78.88 78.78 78.78 -0.10 0 102 +0
Total Volume and Open Interest 5,806 53,119 -855
EuroFX(CME)
Jun04 040316 123.04 123.30 122.10 122.37 +0.05 7,983 79,751 -1,498
Sep04 040316 122.93 122.97 122.05 122.11 +0.05 50 759 +18
Dec04 040316 121.84 121.89 121.84 121.89 +0.05 0 438 +0
Total Volume and Open Interest 9,423 139,957 -4,688
Mexican Peso(CME)
Mar04 040315 9122.0 9122.0 9122.0 9122.0 +7.0 6,317 19,855 -3,174
Jun04 040316 8982.0 8985.0 8905.0 8935.0 -25.0 10,437 36,954 -760
Total Volume and Open Interest 11,241 57,300 -1,270
30-Year T-Bonds(CBOT)
Mar04 040316 116~21 117~15 116~02 117~13 +1~00 8,121 37,120 -5,875
Jun04 040316 115~00 116~00 114~18 115~30 +1~00 229,464 511,210 +8,147
Sep04 040316 113~15 114~23 113~05 114~17 +1~00 174 11,532 +55
Total Volume and Open Interest 237,759 560,233 +2,327
Municipal Bonds(CBOT)
Mar04 040316 107~06 107~18 106~31 107~18 +0~14 147 1,315 -83
Jun04 040316 106~03 106~15 105~23 106~15 +0~15 196 1,712 -40
Total Volume and Open Interest 343 3,027 -123
10-Year T-Notes(CBOT)
Mar04 040316 117~075 117~250 116~270 117~235 +0~185 22,560 63,699 -7,079
Jun04 040316 115~230 116~115 115~115 116~100 +0~195 682,660 1,242,085 +2,047
Total Volume and Open Interest 705,526 1,317,338 -4,988
5-Year T-Notes(CBOT)
Mar04 040316 114~235 115~060 114~180 115~060 +0~135 5,759 0 +0
Jun04 040316 113~190 114~000 113~100 113~315 +0~135 301,887 0 +0
Sep04 040316 112~295 112~295 112~295 112~295 +0~135 2 55 +0
Total Volume and Open Interest 307,648 55 +0
2 Year T-Notes(CBOT)
Mar04 040316 107~126 108~013 107~120 108~013 +0~012 1,080 29,082 -4,518
Jun04 040316 107~073 107~090 107~062 107~089 +0~015 5,698 150,563 -104
Total Volume and Open Interest 6,778 179,645 -4,622
Eurodollars(CME)
Jun04 040316 98.815 98.840 98.795 98.835 +0.020 93,314 880,795 +1,740
Sep04 040316 98.670 98.720 98.650 98.715 +0.040 142,660 888,615 -2,211
Dec04 040316 98.425 98.505 98.395 98.495 +0.060 166,968 734,461 +2,649
Mar05 040316 98.130 98.225 98.085 98.215 +0.080 131,172 536,834 +33,698
Jun05 040316 97.790 97.895 97.745 97.890 +0.095 62,149 398,917 +4,349
Sep05 040316 97.470 97.570 97.410 97.565 +0.095 31,635 328,621 -2,410
Dec05 040316 97.170 97.280 97.120 97.275 +0.100 31,619 228,191 -4,652
Mar06 040316 96.920 97.030 96.875 97.025 +0.100 21,847 209,669 -641
Jun06 040316 96.690 96.815 96.645 96.805 +0.110 10,553 144,841 -1,539
Sep06 040316 96.470 96.600 96.440 96.600 +0.120 10,140 144,150 -252
Dec06 040316 96.270 96.400 96.245 96.395 +0.115 12,442 122,858 -2,349
Mar07 040316 96.095 96.225 96.070 96.225 +0.120 20,697 96,634 +2,779
Total Volume and Open Interest 794,581 5,258,475 -644,427
3-Mth Euro-Yen(CME)
Mar04 040315 99.92 99.92 99.91 99.92 unch 82 7,197 +0
Jun04 040316 99.92 99.92 99.92 99.92 unch 149 10,380 -442
Sep04 040316 99.90 99.90 99.90 99.90 unch 0 8,818 +135
Dec04 040316 99.87 99.87 99.87 99.87 unch 151 7,955 +149
Mar05 040316 99.80 99.81 99.80 99.81 +0.01 141 4,342 +7
Jun05 040316 99.76 99.76 99.76 99.76 -0.01 0 1,405 -358
Sep05 040316 99.67 99.67 99.67 99.67 -0.01 0 1,619 +0
Dec05 040316 99.58 99.58 99.58 99.58 unch 0 623 -406
Mar06 040316 99.49 99.49 99.49 99.49 unch 0 294 +0
Jun06 040316 99.39 99.39 99.39 99.39 -0.02 0 72 +0
Total Volume and Open Interest 441 36,804 -8,112
3-Mth Euro-Yen(SIMEX)
Jun04 040316 99.92 99.92 99.92 99.92 unch 2,849 71,592 +639
Sep04 040316 99.90 99.90 99.89 99.89 -0.01 339 40,573 -239
Dec04 040316 99.87 99.88 99.87 99.87 unch 394 59,421 -18
Mar05 040316 99.80 99.81 99.80 99.81 unch 380 30,715 +467
Jun05 040316 99.76 99.76 99.76 99.76 -0.01 265 40,856 -20
Sep05 040316 99.66 99.67 99.66 99.67 -0.01 0 22,973 -100
Dec05 040316 99.57 99.57 99.57 99.57 -0.02 0 6,434 +222
Mar06 040316 99.47 99.47 99.47 99.47 -0.02 0 5,278 +0
Total Volume and Open Interest 4,331 289,119 -57,749
German Euro-Bund(EUREX)
Jun04 040316 116.14 116.30 115.69 115.86 -0.27 837,488 1,038,959 +5,419
Sep04 040316 115.88 115.92 115.50 115.51 -0.28 665 746 +450
Dec04 040316 114.75 114.75 114.75 114.75 -0.27      
Total Volume and Open Interest 838,153 1,039,705 +5,869
German Euro-Bobl(EUREX)
Jun04 040316 112.72 112.83 112.43 112.57 -0.14 508,210 725,878 -15,508
Sep04 040316 112.31 112.31 112.07 112.07 -0.12 1,166 3,235 +0
Dec04 040316 111.16 111.16 111.16 111.16 -0.14      
Total Volume and Open Interest 509,376 729,113 -15,508
Long Gilt(LIFFE)
Mar04 040316 110~06 110~08 109~23 109~24 -0~12 163 16,921 -163
Jun04 040316 109~25 109~28 109~07 109~10 -0~12 30,720 170,564 -639
Total Volume and Open Interest 30,883 187,485 -802
3-Mth Short Sterling(LIFFE)
Mar04 040316 95.73 95.74 95.72 95.72 -0.01 13,490 173,001 -2,958
Jun04 040316 95.58 95.61 95.54 95.55 -0.03 50,140 243,126 +3,902
Sep04 040316 95.47 95.51 95.43 95.44 -0.03 35,555 172,238 +2,348
Total Volume and Open Interest 175,805 1,235,048 +11,065
3-Mth Euribor(LIFFE)
Jun04 040316 98.015 98.025 98.000 98.005 -0.010 114,563 605,456 +1,707
Sep04 040316 98.000 98.015 97.970 97.980 -0.020 93,336 481,044 -833
Dec04 040316 97.890 97.915 97.845 97.865 -0.035 100,094 477,660 +4,151
Total Volume and Open Interest 510,293 2,684,415 -497,690
3-Mth Aus T-Bills(SFE)
Mar04 040311 94.46 94.46 94.43 94.45 -0.01 14,988 63,866 -21,391
Jun04 040316 94.60 94.61 94.58 94.60 unch 21,980 249,198 -8,656
Sep04 040316 94.63 94.63 94.60 94.62 -0.01 21,785 120,365 -5,290
Dec04 040316 94.61 94.61 94.58 94.61 +0.01 2,934 50,890 -479
Mar05 040316 94.55 94.57 94.54 94.57 +0.01 1,582 22,453 +987
Jun05 040316 94.51 94.53 94.51 94.53 +0.01 313 14,589 -5
Sep05 040316 94.48 94.50 94.48 94.50 +0.01 466 9,008 +87
Dec05 040316 94.44 94.47 94.44 94.47 +0.02 837 5,627 +627
Mar06 040316 94.42 94.44 94.42 94.44 +0.01 101 1,408 +101
Jun06 040316 94.40 94.41 94.40 94.41 +0.01 300 1,163 -205
Total Volume and Open Interest 50,898 475,792 -12,732
10-Year Aus T-Bonds(SFE)
Jun04 040316 94.61 94.64 94.61 94.64 0.00 41,943 187,121 -1,359
Sep04 040316 94.64 94.64 94.64 94.64        
3-Year Aus T-Bonds(SFE)
Jun04 040316 94.78 94.80 94.77 94.80 +0.01 119,768 387,621 +71,133
Sep04 040316 94.80 94.80 94.80 94.80        
Gold(CMX)
Apr04 040316 400.5 404.7 399.9 402.6 +3.0 36,827 124,780 -339
Jun04 040316 401.4 405.4 401.0 403.6 +3.0 8,972 49,723 +3,330
Aug04 040316 405.3 405.3 404.5 404.5 +3.0 192 8,295 -11
Oct04 040316 405.4 405.4 405.4 405.4 +3.1 191 2,519 +76
Dec04 040316 404.4 408.0 404.0 406.2 +3.1 248 24,035 -50
Feb05 040316 406.6 407.3 406.6 407.1 +3.1 32 2,793 -3
Total Volume and Open Interest 46,746 240,482 +2,971
Silver(CMX)
Mar04 040316 716.5 716.5 715.0 715.5 +2.7 8 429 -21
May04 040316 718.0 721.0 712.5 716.7 +2.7 8,695 85,095 -566
Jul04 040316 720.0 722.0 714.0 717.6 +2.7 675 9,144 -57
Sep04 040316 717.0 722.0 716.0 718.4 +2.6 317 2,132 -76
Dec04 040316 724.0 725.0 716.0 719.3 +2.5 673 14,977 +154
Total Volume and Open Interest 10,439 118,191 -661
Platinum(NYM)
Apr04 040316 902.0 906.0 900.0 902.4 -11.6 441 7,541 -293
Jul04 040316 895.0 898.0 891.0 893.9 -10.6 171 1,130 +114
Oct04 040316 882.9 882.9 882.9 882.9 -10.6 11 224 +7
Total Volume and Open Interest 623 8,895 -172
Palladium(NYME)
Mar04 040316 279.00 279.60 279.00 279.30 +1.55 3 250 -46
Jun04 040316 281.00 284.80 278.50 281.60 +1.85 709 11,014 -142
Sep04 040316 283.50 283.50 282.60 282.60 +1.85 0 55 +0
Total Volume and Open Interest 765 11,467 -224
Copper(CMX)
Mar04 040316 135.30 136.60 135.30 136.40 +1.70 413 1,655 -141
May04 040316 135.50 137.30 134.20 136.60 +1.70 7,886 47,536 -227
Jul04 040316 134.40 136.00 134.00 135.30 +1.55 1,564 7,771 +101
Sep04 040316 131.90 133.00 131.90 132.20 +0.60 773 3,931 +343
Dec04 040316 129.00 129.80 128.70 128.70 +0.20 1,523 7,865 +866
Total Volume and Open Interest 12,715 76,897 +1,262
DJIA Index(CBOT)
Mar04 040316 10175 10205 10115 10185 +64 10,085 33,891 -2,210
Jun04 040316 10150 10190 10075 10162 +65 18,166 33,107 +4,312
Sep04 040316 10130 10140 10130 10140 +65 0 245 +0
Dec04 040316 10122 10122 10122 10122 +65 1 4 +0
Total Volume and Open Interest 28,252 67,247 +2,102
S & P 500(CME)
Mar04 040316 1111.50 1114.00 1102.80 1111.50 +5.20 93,907 197,829 -47,222
Jun04 040316 1110.50 1113.00 1101.00 1110.30 +5.30 126,369 469,938 +62,557
Sep04 040316 1108.30 1109.10 1101.50 1109.00 +5.30 1,719 12,241 +993
Dec04 040316 1107.70 1107.70 1107.70 1107.70 +5.30 44 708 +19
Total Volume and Open Interest 222,049 680,923 +16,365
S & P 500 E-Mini(Globex)
Mar04 040316 1106.50 1114.25 1102.50 1111.50 +5.25 67,433 509,695 -30,373
Jun04 040316 1105.00 1113.00 1101.00 1110.25 +5.25 1,037,954 354,220 +33,329
Total Volume and Open Interest 1,105,387 863,915 +2,956
NASDAQ 100(CME)
Mar04 040316 1411.50 1417.00 1393.50 1405.50 +0.50 15,398 54,472 -5,560
Jun04 040316 1414.50 1421.00 1396.00 1408.00 +0.50 26,890 61,304 +8,655
Sep04 040316 1410.50 1410.50 1410.50 1410.50 +0.50 1 12 +1
Total Volume and Open Interest 42,289 115,788 +3,096
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040316 1403.5 1418.5 1393.0 1405.5 +0.5 27,787 237,967 -4,549
Jun04 040316 1408.0 1421.0 1395.5 1408.0 +0.5 383,335 117,437 +7,508
Total Volume and Open Interest 411,122 355,404 +2,959
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040316 590.00 592.00 588.25 588.25 +0.30 2,443 8,782 -852
Jun04 040316 590.50 593.50 585.20 588.10 +0.10 2,944 11,614 +2,076
Sep04 040316 588.80 588.80 588.80 588.80 +0.10      
Total Volume and Open Interest 5,387 20,396 +1,224
Russell 2000(CME)
Mar04 040316 571.50 571.50 567.00 568.00 +0.80 4,763 12,020 -3,087
Jun04 040316 571.00 573.00 560.50 566.50 +0.25 5,510 18,748 +3,458
Sep04 040316 567.00 567.00 567.00 567.00 +0.25 0 1 +0
Total Volume and Open Interest 10,273 30,769 +371
Value Line(KCBT)
Mar04 040316 1561.00 1561.00 1561.00 1561.00 +2.00 10 34 -11
Total Volume and Open Interest 20 48 -2
Nikkei 225(CME)
Jun04 040316 11210 11245 11150 11220 +10 3,812 32,449 +1,138
Sep04 040316 11220 11220 11220 11220 +10 0 17 +0
Total Volume and Open Interest 3,812 32,469 +1,138
Nikkei 225(SIMEX)
Jun04 040316 11180 11270 11180 11190 -75 22,903 172,763 -3,530
Sep04 040316 11185 11185 11185 11185 -75      
Dec04 040316 11160 11160 11160 11160 -75      
Total Volume and Open Interest 22,903 177,763 -3,530
CAC 40(MATIF)
Mar04 040316 3562.0 3604.0 3547.0 3591.5 +11.5 103,694 569,679 -10,619
Apr04 040316 3577.0 3601.0 3547.5 3591.0 +12.0 1,362 15,480 +317
May04 040316 3542.5 3542.5 3542.5 3542.5 +11.5 0 750 +750
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040316 3823.5 3853.0 3776.0 3810.0 unch 200,974 260,659 -11,110
Jun04 040316 3832.0 3872.0 3797.0 3830.0 -0.5 32,330 75,323 +19,243
Sep04 040316 3875.5 3891.5 3816.0 3849.5 +1.0 5,673 5,033 +129
Total Volume and Open Interest 238,977 341,015 +8,262
FT-SE 100(LIFFE)
Mar04 040316 4413.00 4430.00 4381.50 4415.00 -3.00 154,325 221,549 -52,110
Jun04 040316 4408.50 4438.00 4390.00 4423.50 -3.50 84,318 218,288 +50,915
Sep04 040316 4433.00 4433.00 4433.00 4433.00 -3.00 0 14,825 +0
Total Volume and Open Interest 238,643 473,635 -1,195
SPI 200(SFE)
Mar04 040316 3406.0 3423.0 3399.0 3420.0 -5.0 38,532 171,201 +160
Jun04 040316 3416.0 3430.0 3405.0 3427.0 -5.0 32,239 75,009 +28,507
Sep04 040316 3424.0 3437.0 3416.0 3437.0 -4.0 18 2,696 +7
Total Volume and Open Interest 70,813 251,365 +28,610
GSCI(CME)
Apr04 040316 280.00 282.80 279.60 282.25 +1.55 81 16,163 +55
May04 040316 279.25 279.25 279.25 279.25 +0.75 0 138 +0
Jun04 040316 275.50 276.50 275.50 276.50 +0.50      
Total Volume and Open Interest 116 16,563  
Reuters CRB Index(NYBOT)
Apr04 040316 275.50 277.50 275.50 277.45 +1.45 68 796 -10
Jun04 040316 276.75 277.00 276.50 276.95 +1.45 13 138 +5
Aug04 040316 275.20 275.20 275.20 275.20 +1.20 0 4 +0
Total Volume and Open Interest 81 938 -5
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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