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MRCI's End of Day Prices
Daily Futures Price Listing Wed March 31, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May04 040331 990.00 1015.00 981.00 995.00 -21.25 28,053 131,137 -1,332
Jul04 040331 981.00 1007.00 977.00 995.00 -13.00 13,737 61,489 +1,468
Aug04 040331 938.75 957.00 933.00 940.00 -22.00 3,687 15,077 +553
Sep04 040331 825.00 842.00 822.00 835.00 -15.50 1,268 9,199 +14
Nov04 040331 730.00 754.00 730.00 747.00 -10.50 8,059 47,297 +839
Jan05 040331 737.00 751.00 737.00 749.50 -5.50 743 2,890 +328
Mar05 040331 734.00 740.00 728.00 740.00 -9.00 325 1,441 +19
Total Volume and Open Interest 55,889 269,823 +1,896
Soybean Meal(CBOT)
May04 040331 307.00 318.00 307.00 314.30 -2.20 7,790 70,726 -579
Jul04 040331 304.50 317.00 304.00 310.50 -3.10 6,367 44,818 -303
Aug04 040331 294.00 305.00 294.00 299.30 -4.40 2,045 16,786 +208
Sep04 040331 272.00 281.00 272.00 276.80 -4.20 899 14,868 +28
Oct04 040331 234.00 237.00 232.00 236.00 -2.30 813 9,331 +255
Dec04 040331 222.50 229.00 222.50 226.80 -1.50 2,051 21,842 +80
Jan05 040331 223.00 227.00 222.50 224.50 -2.00 164 2,597 -11
Mar05 040331 221.00 225.00 221.00 223.00 -2.80 199 1,661 +31
Total Volume and Open Interest 20,386 185,132 -284
Soybean Oil(CBOT)
May04 040331 32.40 32.76 32.05 32.23 -0.88 9,899 72,158 -3,964
Jul04 040331 31.95 32.60 31.95 32.06 -0.95 8,016 46,594 -1,658
Aug04 040331 32.00 32.35 31.70 31.70 -1.05 1,925 12,187 -52
Sep04 040331 31.25 31.65 31.20 31.23 -0.87 1,514 10,888 -129
Oct04 040331 29.40 29.70 29.30 29.40 -0.73 1,037 8,238 -55
Dec04 040331 28.10 28.45 28.00 28.18 -0.50 2,029 20,423 +408
Jan05 040331 28.00 28.00 27.88 27.95 -0.45 168 1,286 +39
Mar05 040331 27.20 27.60 27.20 27.55 -0.45 99 982 +99
Total Volume and Open Interest 24,702 173,596 -5,304
Canola(WCE)
May04 040331 428.0 428.0 420.6 423.5 -8.3 2,538 30,786 -338
Jul04 040331 430.0 430.5 425.4 427.0 -9.0 1,292 19,329 +178
Sep04 040331 379.9 379.9 379.9 379.9 -0.9 0 10 +0
Nov04 040331 378.0 380.0 377.0 379.3 -2.7 1,505 27,232 +1,135
Jan05 040331 381.5 381.5 381.5 381.5 -3.6 150 967 +145
Total Volume and Open Interest 5,485 78,406 +1,120
Corn(CBOT)
May04 040331 317.00 321.75 312.25 320.00 +7.75 44,877 295,680 -3,314
Jul04 040331 322.00 327.50 318.00 325.50 +8.25 26,936 148,407 +5,431
Sep04 040331 320.00 322.75 313.00 320.25 +9.00 2,803 29,058 -280
Dec04 040331 317.00 322.00 311.50 317.75 +11.00 20,949 208,657 +1,849
Mar05 040331 319.00 321.00 313.25 318.75 +10.00 1,131 16,035 -130
May05 040331 318.00 321.00 315.00 320.25 +10.75 67 1,651 +54
Total Volume and Open Interest 97,274 707,933 +3,806
Wheat(CBOT)
May04 040331 415.00 418.00 395.00 408.00 -7.25 15,398 93,698 -12
Jul04 040331 416.50 422.50 401.50 415.75 -4.50 10,350 50,592 +366
Sep04 040331 421.50 424.50 406.50 420.50 -2.00 666 7,692 +111
Dec04 040331 429.00 432.50 414.00 428.25 -3.00 2,064 14,328 +877
Mar05 040331 432.50 432.50 417.00 431.00 -0.50 57 806 +16
Total Volume and Open Interest 28,610 167,543 +1,405
Wheat(KCBT)
May04 040331 417.00 418.50 399.00 412.50 -6.00 4,405 32,992 +89
Jul04 040331 419.00 423.00 404.00 417.50 -2.50 3,380 23,605 +185
Sep04 040331 427.00 427.00 411.50 417.00 -9.00 256 4,453 +57
Dec04 040331 433.00 434.00 419.00 424.25 -7.75 443 5,068 +178
Mar05 040331 430.00 430.00 422.00 422.00 -13.00 2 48 +1
Total Volume and Open Interest 8,488 66,212 +512
Wheat(MGE)
May04 040331 444.00 445.50 426.00 436.75 -7.75 2,516 17,939 -191
Jul04 040331 444.00 447.00 428.50 438.00 -7.00 1,797 7,945 -31
Sep04 040331 446.00 448.00 431.00 435.75 -10.50 744 6,730 +65
Dec04 040331 446.00 452.00 436.75 440.25 -7.25 555 5,430 +93
Mar05 040331 440.00 440.00 440.00 440.00 -5.00 0 59 +0
Total Volume and Open Interest 5,612 38,149 -64
Oats(CBOT)
May04 040331 171.50 176.00 170.75 174.00 +2.00 808 5,647 -79
Jul04 040331 176.75 180.50 175.50 178.50 +1.50 763 3,370 +143
Sep04 040331 180.00 184.75 179.00 180.50 +1.50 90 945 +27
Dec04 040331 180.00 184.75 178.50 183.00 +3.75 223 2,756 +78
Total Volume and Open Interest 1,907 12,753 +190
Rough Rice(CBOT)
May04 040331 9.45 9.50 9.39 9.45 -0.05 157 4,422 -63
Jul04 040331 9.61 9.67 9.59 9.64 -0.04 82 793 +22
Sep04 040331 8.70 8.72 8.65 8.72 -0.03 2 281 +0
Nov04 040331 8.50 8.55 8.49 8.55 -0.02 8 813 -1
Total Volume and Open Interest 249 6,377 -42
Live Cattle(CME)
Apr04 040331 80.050 80.050 79.200 79.825 unch 7,375 21,821 +489
Jun04 040331 76.200 76.350 75.250 76.225 +0.075 11,445 59,536 +2,725
Aug04 040331 74.950 75.200 74.050 75.100 +0.200 2,910 16,542 +406
Oct04 040331 76.850 76.850 76.150 76.675 unch 2,035 14,846 +382
Dec04 040331 78.250 78.250 77.650 77.950 -0.250 339 5,679 +65
Feb05 040331 79.450 79.450 79.050 79.350 -0.250 170 3,008 +25
Total Volume and Open Interest 24,285 121,547 +4,091
Feeder Cattle(CME)
Apr04 040331 89.675 89.750 89.000 89.500 -0.225 657 2,242 -74
May04 040331 87.250 87.300 86.400 87.150 -0.325 873 5,849 +40
Aug04 040331 87.600 87.900 86.800 87.575 -0.525 557 4,159 +102
Sep04 040331 87.400 87.400 87.400 87.400 -0.450 47 535 +19
Oct04 040331 87.350 87.350 86.850 87.200 -0.650 55 683 +17
Nov04 040331 87.100 87.150 87.000 87.150 -0.750 29 117 +4
Jan05 040331 86.300 86.300 86.300 86.300 -0.800 0 4 +0
Total Volume and Open Interest 2,218 13,589 +108
Lean Hogs(CME)
Apr04 040331 67.500 67.800 66.300 66.650 -1.150 4,144 9,625 -796
May04 040331 68.500 68.800 67.550 68.600 +0.025 372 3,278 -2
Jun04 040331 75.000 75.000 73.550 74.650 unch 7,579 41,467 +3,492
Jul04 040331 70.200 70.750 69.550 70.625 +0.425 1,355 9,946 +693
Aug04 040331 66.900 67.400 66.400 67.400 +0.450 320 3,850 +60
Oct04 040331 56.950 57.025 56.500 56.900 -0.125 278 1,941 +98
Dec04 040331 55.500 56.000 55.250 55.650 -0.025 159 1,622 +52
Feb05 040331 58.650 58.650 58.500 58.500 -0.250 48 335 +16
Total Volume and Open Interest 14,282 72,159 +3,623
Pork Bellies(CME)
May04 040331 109.000 109.000 107.200 107.375 -0.825 517 2,682 +111
Jul04 040331 108.000 108.300 106.800 107.500 -0.550 149 889 +63
Aug04 040331 103.300 103.300 102.500 103.100 -0.200 12 66 +6
Feb05 040331 86.300 86.300 86.300 86.300 +0.100 0 2 +0
Mar05 040331 86.300 86.300 86.300 86.300 unch 0 2 +0
Total Volume and Open Interest 678 3,641 +180
BFP Milk Class III(CME)
Mar04 040331 14.35 14.40 14.35 14.40 unch 6 2,905 +2
Apr04 040331 18.60 18.80 18.59 18.78 +0.16 390 5,956 +104
May04 040331 18.45 18.70 18.35 18.55 +0.08 431 5,459 +202
Jun04 040331 17.50 17.70 17.50 17.65 +0.15 233 4,265 +74
Jul04 040331 16.56 16.81 16.56 16.79 +0.25 355 3,261 -69
Total Volume and Open Interest 2,764 35,083 +541
Cocoa(NYBOT)
May04 040331 1510 1555 1506 1549 +53 3,287 34,832 -580
Jul04 040331 1508 1553 1508 1549 +51 861 17,213 -288
Sep04 040331 1517 1554 1517 1554 +50 96 12,674 +20
Dec04 040331 1523 1564 1523 1562 +49 136 10,131 -50
Mar05 040331 1571 1571 1571 1571 +49 10 8,000 +0
May05 040331 1555 1579 1555 1579 +48 117 10,707 +52
Jul05 040331 1590 1590 1590 1590 +49 0 8,031 +0
Total Volume and Open Interest 4,507 103,854 -846
Coffee "C"(NYBOT)
May04 040331 73.70 74.15 73.30 73.75 +0.45 7,805 60,055 +110
Jul04 040331 75.70 76.25 75.50 76.00 +0.50 2,159 21,326 +323
Sep04 040331 77.80 78.35 77.70 78.05 +0.45 618 9,740 +67
Dec04 040331 80.40 80.80 80.30 80.65 +0.45 153 6,049 +82
Mar05 040331 82.90 83.25 82.90 83.15 +0.45 43 3,765 -11
May05 040331 84.50 84.50 84.50 84.50 +0.45 28 411 +1
Total Volume and Open Interest 10,809 102,117 +575
Orange Juice(NYBOT)
May04 040331 60.55 60.70 60.10 60.30 -0.40 482 22,326 +4
Jul04 040331 62.90 63.00 62.40 62.65 -0.25 386 6,059 +60
Sep04 040331 65.20 65.20 64.85 64.90 -0.30 128 1,602 +36
Nov04 040331 66.95 66.95 66.45 66.45 -0.50 40 1,496 +18
Jan05 040331 68.70 68.70 68.15 68.15 -0.55 87 591 +16
Total Volume and Open Interest 1,292 34,316 +193
Sugar #11(NYBOT)
May04 040331 6.36 6.49 6.28 6.40 +0.08 24,380 131,445 -5,212
Jul04 040331 6.60 6.64 6.44 6.58 +0.11 14,863 58,889 +701
Oct04 040331 6.60 6.67 6.54 6.62 +0.10 5,395 40,994 +777
Mar05 040331 6.65 6.69 6.63 6.69 +0.12 5,443 23,972 +1,280
May05 040331 6.65 6.66 6.63 6.66 +0.11 269 10,121 -92
Total Volume and Open Interest 51,673 277,005 -2,308
London Cocoa(LCE)
Mar04 040316 835 837 826 826 -8 5,517 7,666 -494
May04 040331 870 895 869 880 +13 3,172 43,679 -929
Jul04 040331 867 893 867 879 +14 972 28,428 -314
Sep04 040331 889 900 883 892 +15 208 24,038 +89
Dec04 040331 900 918 898 907 +14 849 42,287 -672
Mar05 040331 911 925 911 922 +13 254 23,387 -199
May05 040331 927 934 927 933 +13 32 6,521 +5
Total Volume and Open Interest 5,491 185,937 -2,020
London Coffee(LCE)
Mar04 040331 683.00 688.00 683.00 688.00 unch 141 77 -45
May04 040331 727.00 732.00 717.00 729.00 +8.00 3,369 52,077 -639
Jul04 040331 745.00 752.00 735.00 749.00 +7.00 1,913 54,972 -202
Sep04 040331 763.00 767.00 754.00 765.00 +7.00 135 23,358 +58
Nov04 040331 773.00 780.00 772.00 780.00 +7.00 63 15,906 +56
Jan05 040331 786.00 795.00 786.00 795.00 +6.00 3 10,058 +0
Total Volume and Open Interest 5,624 161,116 -772
London Sugar(LCE)
Mar04 040216 196.50 197.60 195.20 197.40 +10.00 2,901 3,046 +572
May04 040331 215.00 220.00 215.00 216.50 unch 3,715 18,343 -2,028
Aug04 040331 215.00 215.90 213.10 213.60 +0.40 2,840 22,602 +1,172
Oct04 040331 213.00 213.80 212.00 212.00 +0.40 570 8,200 +0
Dec04 040331 213.50 213.50 211.90 211.90 +0.10 120 4,043 +10
Total Volume and Open Interest 8,017 61,205 -427
Cotton(NYBOT)
May04 040331 63.55 64.45 62.10 62.10 -3.00 4,874 48,511 +86
Jul04 040331 65.15 66.25 63.90 63.90 -3.00 2,298 21,965 +377
Oct04 040331 65.00 67.00 65.00 65.40 -2.05 71 922 -8
Dec04 040331 66.00 67.70 65.80 66.41 -1.95 1,727 13,515 +273
Mar05 040331 68.40 69.25 68.30 68.60 -1.80 279 3,515 +157
May05 040331 69.00 69.20 69.00 69.20 -1.65 0 399 +0
Total Volume and Open Interest 9,274 89,832 +905
Lumber(CME)
May04 040331 385.5 387.6 380.0 381.1 -3.4 547 2,862 +124
Jul04 040331 371.8 372.4 368.2 369.2 -1.8 147 842 +28
Sep04 040331 359.0 359.0 357.1 357.1 -1.1 6 255 +1
Nov04 040331 338.9 339.7 337.8 339.7 +0.8 5 49 +2
Total Volume and Open Interest 705 4,015 +155
Crude Oil(NYM)
May04 040331 36.00 36.00 34.85 35.76 -0.49 86,099 196,311 +7,784
Jun04 040331 35.22 35.35 34.25 35.08 -0.42 47,603 87,643 +6,842
Jul04 040331 34.75 34.75 33.75 34.55 -0.36 10,945 47,214 +231
Aug04 040331 34.20 34.25 33.44 34.07 -0.33 5,372 28,465 +202
Sep04 040331 33.80 33.80 33.00 33.65 -0.30 5,179 28,841 -1,947
Oct04 040331 32.90 33.29 32.80 33.29 -0.28 1,859 26,180 +585
Nov04 040331 32.90 32.97 32.90 32.97 -0.25 249 18,864 +137
Dec04 040331 32.80 32.80 32.05 32.66 -0.23 9,822 61,429 +1,010
Jan05 040331 32.20 32.32 32.00 32.32 -0.22 502 17,600 -92
Feb05 040331 31.95 32.04 31.95 32.04 -0.21 1,509 8,637 +911
Mar05 040331 31.25 31.79 31.25 31.79 -0.20 155 8,127 +10
Apr05 040331 31.55 31.55 31.55 31.55 -0.19 170 5,518 +50
May05 040331 31.31 31.31 31.31 31.31 -0.19 400 2,764 +155
Jun05 040331 30.85 31.09 30.70 31.09 -0.19 2,420 18,705 -27
Jul05 040331 30.89 30.89 30.89 30.89 -0.18 200 4,083 +200
Aug05 040331 30.72 30.72 30.72 30.72 -0.17 0 2,435 +0
Total Volume and Open Interest 177,346 668,133 +17,346
Heating Oil(NYM)
Apr04 040331 90.55 90.55 86.90 88.64 -2.07 16,475 7,514 -2,934
May04 040331 89.60 90.00 86.50 89.56 -0.68 25,609 58,971 +2,170
Jun04 040331 88.80 89.10 86.20 88.76 -0.48 6,201 21,051 +505
Jul04 040331 86.40 88.21 86.05 88.21 -0.38 2,317 16,325 +21
Aug04 040331 88.00 88.50 86.10 88.06 -0.33 610 10,106 +297
Sep04 040331 86.80 88.51 86.30 88.51 -0.28 264 4,954 +87
Oct04 040331 89.00 89.16 87.00 89.16 -0.23 11 3,906 -1
Nov04 040331 88.00 89.81 87.60 89.81 -0.18 14 3,874 +4
Dec04 040331 88.50 90.46 88.30 90.46 -0.13 840 21,072 +517
Jan05 040331 89.00 90.81 88.80 90.81 -0.08 4 4,123 +4
Feb05 040331 89.00 90.46 88.60 90.46 -0.03 113 2,345 -9
Mar05 040331 86.50 87.81 86.20 87.81 +0.02 189 5,704 +6
Total Volume and Open Interest 52,753 161,100 +738
Unleaded Gas(NYM)
Apr04 040331 115.50 115.50 110.90 112.44 -3.18 20,087 7,930 -5,500
May04 040331 115.00 115.00 110.20 113.50 -1.50 33,615 75,865 +4,355
Jun04 040331 112.80 112.80 109.00 111.65 -1.35 6,116 20,563 +1,358
Jul04 040331 109.20 109.20 106.00 108.80 -1.00 1,253 10,139 +217
Aug04 040331 106.00 106.00 103.50 105.65 -0.80 483 7,505 -89
Sep04 040331 102.00 102.00 100.50 101.80 -0.60 641 12,442 +141
Oct04 040331 96.20 96.75 95.70 96.75 -0.55 91 3,578 +10
Nov04 040331 92.90 94.00 92.90 94.00 -0.50 130 870 +1
Dec04 040331 92.20 92.20 92.20 92.20 -0.40 345 3,334 +132
Jan05 040331 91.05 91.05 91.05 91.05 -0.40 0 2,009 +0
Feb05 040331 90.90 90.90 90.90 90.90 -0.40 0 1,574 +0
Mar05 040331 90.25 91.30 90.25 91.30 -0.40 0 90 +0
Total Volume and Open Interest 62,761 145,899 +625
Natural Gas(NYM)
May04 040331 5.750 5.950 5.690 5.933 +0.187 56,349 59,428 +2,834
Jun04 040331 5.810 6.000 5.770 5.983 +0.175 7,790 23,680 -415
Jul04 040331 5.860 6.030 5.810 6.019 +0.163 4,988 19,134 -2,564
Aug04 040331 5.890 6.050 5.840 6.038 +0.160 2,404 18,801 -251
Sep04 040331 5.850 6.003 5.810 6.003 +0.159 2,539 19,657 +38
Oct04 040331 5.880 6.018 5.830 6.018 +0.158 3,391 19,150 +523
Nov04 040331 6.025 6.168 5.990 6.168 +0.148 1,178 12,072 +152
Dec04 040331 6.185 6.318 6.150 6.318 +0.139 1,853 15,758 +154
Jan05 040331 6.320 6.438 6.260 6.438 +0.135 2,304 14,111 +347
Feb05 040331 6.260 6.378 6.210 6.378 +0.130 677 10,974 +18
Mar05 040331 6.040 6.133 6.000 6.133 +0.105 847 10,838 -1
Apr05 040331 5.400 5.433 5.365 5.433 +0.055 696 9,963 -71
May05 040331 5.283 5.283 5.283 5.283 +0.035 1,949 7,560 +1,609
Jun05 040331 5.270 5.295 5.270 5.295 +0.034 40 5,400 -5
Jul05 040331 5.300 5.328 5.285 5.328 +0.037 101 11,071 +1
Aug05 040331 5.290 5.328 5.290 5.328 +0.034 1,779 5,132 -655
Total Volume and Open Interest 89,513 313,128 -735
Brent Crude Oil(IPE)
May04 040331 32.62 32.87 31.15 31.51 -0.94 35,818 92,449 -5,726
Jun04 040331 32.30 32.57 30.95 31.38 -0.77 26,334 70,912 -3,165
Jul04 040331 32.04 32.25 30.70 31.13 -0.72 4,813 26,324 +528
Aug04 040331 31.77 31.93 30.45 30.88 -0.67 672 13,120 -320
Sep04 040331 31.40 31.40 30.30 30.63 -0.63 225 15,192 -103
Oct04 040331 31.20 31.20 30.38 30.38 -0.60 222 6,984 -107
Nov04 040331 30.87 30.87 30.13 30.13 -0.56 10 6,730 +10
Dec04 040331 30.60 30.75 29.52 29.88 -0.52 9,102 27,998 +2,659
Jan05 040331 30.30 30.30 29.60 29.60 -0.49 0 5,399 +0
Feb05 040331 30.00 30.00 29.34 29.34 -0.46 0 3,129 +0
Mar05 040331 29.11 29.11 29.11 29.11 -0.43 0 3,821 +0
Apr05 040331 28.91 28.91 28.91 28.91 -0.39 0 620 +0
Total Volume and Open Interest 80,546 328,601 -4,804
Gas Oil(IPE)
Apr04 040331 287.50 288.25 276.00 281.00 -5.75 13,569 39,348 -4,028
May04 040331 277.00 278.25 265.50 271.00 -3.50 10,752 35,481 +1,039
Jun04 040331 273.00 273.00 262.50 266.50 -3.00 5,241 24,697 +2,039
Jul04 040331 270.00 270.00 263.75 264.75 -3.00 433 9,074 +365
Aug04 040331 269.75 269.75 264.75 264.75 -2.75 800 7,928 +800
Sep04 040331 265.00 265.00 265.00 265.00 -3.00 100 7,061 +100
Oct04 040331 262.00 268.50 262.00 265.25 -3.25 0 5,751 +0
Nov04 040331 265.00 265.00 265.00 265.00 -3.25 0 4,315 +0
Dec04 040331 269.75 269.75 260.75 264.00 -3.25 600 16,090 +300
Jan05 040331 267.00 267.00 262.00 262.00 -2.50 0 2,480 +0
Total Volume and Open Interest 31,495 166,178 +515
US Dollar Index(NYBOT)
Jun04 040331 88.81 88.81 87.78 87.95 -0.83 1,197 8,808 -30
Sep04 040331 88.35 88.38 88.35 88.35 -0.83 2 2,037 +0
Dec04 040331 88.95 88.95 88.76 88.76 -0.83 0 38 +0
Total Volume and Open Interest 1,199 10,883 -30
Australian Dollar(CME)
Jun04 040331 75.43 75.94 75.38 75.89 +1.21 2,747 29,339 +17
Sep04 040331 74.95 75.11 74.95 75.11 +1.21 1 816 +0
Dec04 040331 74.25 74.33 74.25 74.33 +1.21 0 128 +0
Total Volume and Open Interest 2,748 30,367 +17
British Pound(CME)
Jun04 040331 182.17 183.20 182.12 183.16 +1.79 2,447 39,014 -37
Sep04 040331 181.61 181.61 181.61 181.61 +1.76 0 38 +0
Dec04 040331 180.06 180.06 180.06 180.06 +1.73 0 360 +0
Total Volume and Open Interest 2,447 39,413 -37
Canadian Dollar(CME)
Jun04 040331 76.35 76.40 75.82 76.11 -0.19 16,254 70,778 +12,313
Sep04 040331 76.20 76.20 75.71 75.96 -0.18 29 2,880 +21
Dec04 040331 76.06 76.06 75.52 75.83 -0.17 33 2,080 +11
Mar05 040331 75.72 75.72 75.72 75.72 -0.16 1 218 -1
Total Volume and Open Interest 16,357 76,113 +12,384
Japanese Yen(CME)
Jun04 040331 96.36 96.55 96.00 96.04 +1.14 6,006 106,583 +2,182
Sep04 040331 96.69 96.69 96.30 96.31 +1.14 2 376 +4
Dec04 040331 97.20 97.20 96.64 96.64 +1.14 27 57 +2
Total Volume and Open Interest 6,035 107,017 +2,188
Swiss Franc(CME)
Jun04 040331 78.51 79.34 78.48 79.08 +0.92 1,934 34,514 -1,352
Sep04 040331 78.71 79.24 78.71 79.24 +0.92 0 26 +0
Dec04 040331 79.42 79.42 79.42 79.42 +0.92 0 104 +0
Total Volume and Open Interest 1,934 34,701 -1,352
EuroFX(CME)
Jun04 040331 121.99 123.00 121.97 122.80 +1.30 7,893 99,412 -339
Sep04 040331 122.03 122.62 122.02 122.57 +1.30 6 897 +7
Dec04 040331 122.40 122.40 122.35 122.38 +1.30 12 444 +2
Total Volume and Open Interest 7,911 100,890 -330
Mexican Peso(CME)
Mar04 040315 9122.0 9122.0 9122.0 9122.0 +7.0 6,317 19,855 -3,174
Jun04 040331 8837.0 8910.0 8835.0 8895.0 +55.0 7,861 31,353 +2,147
Total Volume and Open Interest 7,877 33,302 +2,158
30-Year T-Bonds(CBOT)
Jun04 040331 113~13 114~05 113~12 114~02 +0~22 166,519 494,303 -10,730
Sep04 040331 112~11 112~22 112~04 112~21 +0~22 225 13,474 +40
Dec04 040331 111~08 111~08 111~08 111~08 +0~22 1 186 -1
Total Volume and Open Interest 166,745 508,182 -10,691
Municipal Bonds(CBOT)
Jun04 040331 103~28 104~10 103~27 104~10 +0~16 130 2,065 +4
Total Volume and Open Interest 130 2,065 +4
10-Year T-Notes(CBOT)
Jun04 040331 114~280 115~140 114~270 115~130 +0~180 519,609 1,273,007 -2,913
Sep04 040331 113~250 114~070 113~245 114~065 +0~185 11,963 34,486 +12,717
Total Volume and Open Interest 531,572 1,307,495 +9,804
5-Year T-Notes(CBOT)
Jun04 040331 113~070 113~190 113~070 113~180 +0~125 197,800 0 +0
Sep04 040331 112~110 112~150 112~105 112~150 +0~130 8,669 12,204 +9,052
Total Volume and Open Interest 206,469 12,204 +9,052
2 Year T-Notes(CBOT)
Jun04 040331 107~064 107~076 107~061 107~074 +0~014 6,251 154,404 +934
Total Volume and Open Interest 6,251 154,404 -9,812
Eurodollars(CME)
Jun04 040331 98.830 98.835 98.820 98.830 unch 56,034 816,062 -10,030
Sep04 040331 98.655 98.685 98.650 98.675 +0.020 66,949 852,506 -1,169
Dec04 040331 98.390 98.435 98.380 98.430 +0.055 104,089 701,496 -6,900
Mar05 040331 98.080 98.140 98.070 98.135 +0.070 103,077 514,381 -8,797
Jun05 040331 97.740 97.800 97.725 97.795 +0.075 63,867 444,238 -188
Sep05 040331 97.415 97.470 97.405 97.465 +0.070 29,553 349,400 -1,868
Dec05 040331 97.115 97.185 97.110 97.180 +0.085 25,965 249,554 -731
Mar06 040331 96.845 96.925 96.845 96.920 +0.085 24,479 216,967 +1,444
Jun06 040331 96.625 96.690 96.615 96.680 +0.085 11,066 149,126 -327
Sep06 040331 96.400 96.470 96.390 96.460 +0.090 7,865 161,670 -221
Dec06 040331 96.180 96.245 96.175 96.240 +0.085 8,970 118,755 -802
Mar07 040331 95.980 96.055 95.980 96.055 +0.090 7,673 102,286 +255
Total Volume and Open Interest 535,612 5,299,293 -25,636
3-Mth Euro-Yen(CME)
Mar04 040315 99.92 99.92 99.91 99.92 unch 82 7,197 +0
Jun04 040331 99.92 99.92 99.92 99.92 unch 346 10,777 +124
Sep04 040331 99.89 99.89 99.89 99.89 unch 0 8,164 -400
Dec04 040331 99.85 99.85 99.85 99.85 -0.01 29 7,444 +21
Mar05 040331 99.78 99.78 99.78 99.78 unch 10 5,053 +45
Jun05 040331 99.70 99.70 99.70 99.70 unch 0 3,257 +0
Sep05 040331 99.60 99.60 99.60 99.60 +0.01 0 2,097 -123
Dec05 040331 99.48 99.48 99.48 99.48 -0.01 8 533 +0
Mar06 040331 99.35 99.35 99.35 99.35 unch 0 294 +0
Jun06 040331 99.29 99.29 99.29 99.29 unch 0 72 +0
Total Volume and Open Interest 393 38,992 -333
3-Mth Euro-Yen(SIMEX)
Jun04 040331 99.92 99.92 99.92 99.92 unch 1,236 69,517 +79
Sep04 040331 99.89 99.89 99.89 99.89 unch 1,673 40,180 +647
Dec04 040331 99.86 99.86 99.85 99.86 unch 1,902 59,193 +141
Mar05 040331 99.78 99.79 99.77 99.77 -0.01 2,055 32,841 +1,209
Jun05 040331 99.71 99.72 99.70 99.70 -0.01 1,663 40,291 +679
Sep05 040331 99.60 99.60 99.59 99.59 -0.01 107 35,089 +85
Dec05 040331 99.49 99.50 99.48 99.48 unch 600 10,039 +120
Mar06 040331 99.37 99.37 99.37 99.37 unch 1 7,985 +0
Total Volume and Open Interest 9,237 306,418 +2,960
German Euro-Bund(EUREX)
Jun04 040330 115.89 115.94 115.75 115.87 +0.08 1,150,394 1,039,363 +7,350
Sep04 040330 115.48 115.52 115.34 115.47 +0.10 3,072 4,942 +56
Dec04 040330 114.47 114.47 114.47 114.47 +0.08 490 1 +0
Total Volume and Open Interest 1,153,956 1,044,306 +7,406
German Euro-Bobl(EUREX)
Jun04 040330 112.77 112.86 112.68 112.76 +0.04 674,928 692,354 -17,494
Sep04 040330 112.17 112.17 112.17 112.17 +0.03 1,841 5,324 +42
Dec04 040330 111.26 111.26 111.26 111.26 +0.04 167 0 +0
Total Volume and Open Interest 676,936 697,678 -17,452
Long Gilt(LIFFE)
Jun04 040330 108~24 108~24 108~13 108~17 -0~01 59,319 150,994 -11,874
Sep04 040330 108~07 108~07 108~07 108~07 -0~01      
Total Volume and Open Interest 59,468 162,822 -11,917
3-Mth Short Sterling(LIFFE)
Jun04 040330 95.43 95.46 95.43 95.45 +0.02 75,203 228,495 -6,201
Sep04 040330 95.28 95.31 95.26 95.28 +0.01 59,871 193,731 +5,302
Dec04 040330 95.15 95.18 95.13 95.15 unch 87,798 194,123 +8,347
Total Volume and Open Interest 302,825 1,109,516 +3,978
3-Mth Euribor(LIFFE)
Jun04 040330 98.125 98.155 98.125 98.145 +0.025 195,290 694,404 +2,313
Sep04 040330 98.105 98.135 98.105 98.125 +0.030 136,742 494,205 -19,412
Dec04 040330 97.985 98.015 97.985 98.000 +0.030 212,277 535,296 -1,434
Total Volume and Open Interest 884,860 2,934,475 -37,402
3-Mth Aus T-Bills(SFE)
Jun04 040331 94.52 94.53 94.50 94.53 unch 17,162 182,199 +4,428
Sep04 040331 94.53 94.55 94.51 94.54 +0.01 11,551 113,589 +943
Dec04 040331 94.52 94.54 94.51 94.54 +0.01 2,528 68,414 +1,677
Mar05 040331 94.48 94.50 94.47 94.50 unch 909 32,816 +288
Jun05 040331 94.45 94.46 94.43 94.46 -0.01 477 17,761 -239
Sep05 040331 94.38 94.41 94.38 94.41 -0.01 57 11,263 -314
Dec05 040331 94.34 94.37 94.34 94.37 unch 621 8,731 +250
Mar06 040331 94.30 94.32 94.29 94.32 -0.01 382 3,199 +76
Jun06 040331 94.28 94.28 94.28 94.28 -0.01 111 1,705 +101
Sep06 040331 94.25 94.25 94.25 94.25 unch 11 965 +1
Total Volume and Open Interest 33,861 441,566 +7,262
10-Year Aus T-Bonds(SFE)
Jun04 040331 94.48 94.51 94.46 94.50 -0.01 14,741 201,833 -55
Sep04 040331 94.50 94.50 94.50 94.50 -0.01      
Total Volume and Open Interest 14,741 201,833 -55
3-Year Aus T-Bonds(SFE)
Jun04 040331 94.69 94.73 94.67 94.71 unch 50,461 466,064 -3,700
Sep04 040331 94.71 94.71 94.71 94.71 unch      
Total Volume and Open Interest 50,461 466,064 -3,700
Gold(CMX)
Apr04 040331 424.0 428.0 423.5 427.3 +5.6 36,663 14,885 -20,996
Jun04 040331 425.5 428.5 424.4 428.3 +5.5 65,189 206,788 +21,655
Aug04 040331 426.0 429.5 425.9 429.3 +5.5 324 8,664 +47
Oct04 040331 427.0 430.5 427.0 430.3 +5.6 315 4,521 -44
Dec04 040331 428.8 431.4 427.4 431.2 +5.6 1,140 27,497 +355
Feb05 040331 428.8 432.2 428.8 432.2 +5.6 455 2,828 -55
Total Volume and Open Interest 104,095 295,044 +970
Silver(CMX)
May04 040331 787.0 795.0 784.5 794.5 +17.0 11,140 82,317 +721
Jul04 040331 790.0 797.0 786.0 795.6 +17.0 848 12,103 +26
Sep04 040331 788.0 796.5 788.0 796.5 +16.9 18 2,400 -36
Dec04 040331 792.0 797.5 787.0 797.1 +16.9 391 15,402 +47
Mar05 040331 797.2 797.2 797.2 797.2 +16.6 27 2,194 +21
Total Volume and Open Interest 12,482 119,147 +721
Platinum(NYM)
Apr04 040331 903.0 908.7 901.0 908.7 +11.8 492 789 -203
Jul04 040331 892.0 900.5 892.0 900.2 +11.8 773 7,496 +178
Oct04 040331 890.2 890.2 890.2 890.2 +11.8 0 203 +0
Jan05 040331 890.2 890.2 890.2 890.2 +11.8 0 2 +0
Total Volume and Open Interest 1,265 8,490 -25
Palladium(NYME)
Jun04 040331 291.00 291.00 286.00 289.95 +0.85 585 11,053 +230
Sep04 040331 291.00 291.45 291.00 291.45 +1.35 1 63 +2
Dec04 040331 291.00 292.45 291.00 292.45 +1.85 3 162 +1
Total Volume and Open Interest 589 11,278 +233
Copper(CMX)
May04 040331 135.20 136.20 133.30 136.00 +1.80 9,264 53,089 +6,564
Jul04 040331 134.00 135.70 132.50 135.50 +2.10 1,309 7,985 +494
Sep04 040331 131.80 133.30 131.50 133.00 +1.90 23 3,563 +13
Dec04 040331 128.50 129.30 128.50 129.30 +1.50 180 9,141 +22
Mar05 040331 124.20 125.60 124.20 125.50 +1.40 54 698 +20
Total Volume and Open Interest 11,509 82,822 +5,423
DJIA Index(CBOT)
Mar04 040318 10270 10325 10219 10308 +7 6,265 29,820 -1,052
Jun04 040331 10380 10385 10290 10350 -7 6,726 42,840 +172
Sep04 040331 10300 10335 10300 10325 -7 8 285 +3
Dec04 040331 10307 10307 10307 10307 -7 0 10 +0
Total Volume and Open Interest 6,734 43,135 +175
S & P 500(CME)
Jun04 040331 1125.50 1129.60 1120.00 1124.90 -1.20 32,610 564,055 +1,046
Sep04 040331 1125.00 1127.00 1123.50 1123.50 -1.30 0 18,388 +0
Dec04 040331 1122.20 1122.20 1122.20 1122.20 -1.20 263 1,134 +242
Mar05 040331 1121.60 1121.60 1121.60 1121.60 -1.20 10 94 -10
Total Volume and Open Interest 32,883 583,803 +1,278
S & P 500 E-Mini(Globex)
Jun04 040331 1126.00 1129.75 1119.75 1125.00 -1.00 562,087 465,641 +4,168
Sep04 040331 1124.50 1128.00 1119.00 1123.50 -1.25 284 449 +106
Total Volume and Open Interest 562,371 466,090 +4,274
NASDAQ 100(CME)
Jun04 040331 1447.50 1450.50 1434.00 1441.50 -5.50 12,228 76,882 -755
Sep04 040331 1444.00 1444.00 1444.00 1444.00 -5.50 0 12 +0
Dec04 040331 1440.00 1446.50 1440.00 1446.50 -5.50 0 1 +0
Total Volume and Open Interest 12,228 76,895 -755
NASDAQ 100 E-Mini(GLOBEX)
Jun04 040330 1443.5 1448.0 1430.5 1447.0 +3.5 273,802 174,962 +4,437
Sep04 040330 1442.5 1449.5 1436.0 1449.5 +3.5 20 173 +0
Total Volume and Open Interest 273,822 175,135 +4,437
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Jun04 040331 601.50 604.50 598.00 603.50 +2.75 407 14,830 +27
Sep04 040331 603.50 603.50 603.50 603.50 +2.75      
Dec04 040331 603.50 603.50 603.50 603.50 +2.75      
Total Volume and Open Interest 407 14,830 +27
Russell 2000(CME)
Jun04 040330 580.00 588.50 580.00 587.60 +4.35 1,146 26,115 +172
Sep04 040330 587.60 587.60 587.60 587.60 +4.35 0 1 +0
Dec04 040330 587.60 587.60 587.60 587.60 +4.35      
Total Volume and Open Interest 1,146 26,116 +172
Value Line(KCBT)
Jun04 040331 1604.00 1612.00 1604.00 1612.00 +4.00 2 42 +0
Total Volume and Open Interest 2 42 +0
Nikkei 225(CME)
Jun04 040331 11790 11805 11720 11760 -10 3,869 0 -39,590
Sep04 040331 11760 11760 11750 11760 -10      
Total Volume and Open Interest 3,869    
Nikkei 225(SIMEX)
Jun04 040331 11730 11790 11590 11765 +30 17,226 181,912 +1,304
Sep04 040331 11760 11760 11760 11760 +30      
Dec04 040331 11735 11735 11735 11735 +30      
Total Volume and Open Interest 17,226 186,912 +1,304
CAC 40(MATIF)
Mar04 040330 3640.5 3650.0 3602.5 3620.0 -25.5 158,365 620,314 -60,301
Apr04 040330 3643.0 3647.0 3604.0 3620.0 -28.0 54,734 97,528 +10,717
May04 040330 3579.5 3579.5 3554.5 3569.0 -22.0 413 1,148 -4
Total Volume and Open Interest      
DAX Index(EUREX)
Jun04 040331 3895.0 3920.0 3855.5 3877.5 -6.5 90,564 171,269 -4,440
Sep04 040331 3920.0 3936.0 3877.0 3895.5 -6.5 349 7,169 +205
Dec04 040331 3934.5 3954.5 3895.5 3914.0 -7.0 181 772 -19
Total Volume and Open Interest 91,094 179,210 -4,254
FT-SE 100(LIFFE)
Jun04 040331 4425.00 4440.00 4392.00 4397.00 -18.00 47,774 388,346 +277
Sep04 040331 4428.50 4428.50 4406.50 4406.50 -18.00 0 16,352 +0
Dec04 040331 4465.00 4465.00 4434.00 4434.00 -15.50 0 19,473 +0
Total Volume and Open Interest 47,774 424,171 +277
SPI 200(SFE)
Mar04 040318 3446.0 3460.0 3444.0 3460.0 +22.0 39,419 186,548 -16,303
Jun04 040331 3432.0 3436.0 3417.0 3420.0 -6.0 7,552 152,438 -2,766
Sep04 040331 3432.0 3432.0 3428.0 3428.0 -5.0 129 2,969 +26
Total Volume and Open Interest 7,941 158,159 -2,537
GSCI(CME)
Apr04 040331 282.60 282.60 277.90 281.75 -2.10 107 16,174 +21
May04 040331 276.80 281.90 276.80 281.85 -0.25 44 211 +26
Jun04 040331 278.30 278.30 278.00 278.00 -1.70 1 25 +0
Total Volume and Open Interest 152 16,410 +47
Reuters CRB Index(NYBOT)
Apr04 040331 283.00 283.00 280.25 281.50 +0.25 87 412 -41
Jun04 040331 283.25 284.00 280.50 282.50 +0.50 74 471 +26
Aug04 040331 280.75 280.75 280.75 280.75 +0.50 10 59 +7
Total Volume and Open Interest 171 943 -8
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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