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MRCI's End of Day Prices
Daily Futures Price Listing Fri February 20, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar04 040220 890.00 898.00 882.00 893.00 +13.00 22,462 65,084 -2,509
May04 040220 885.00 892.00 876.00 883.50 +7.00 57,485 122,678 +9,946
Jul04 040220 868.00 871.00 856.00 862.75 +6.75 18,208 49,774 +3,652
Aug04 040220 826.00 829.00 818.00 822.50 +6.00 1,841 8,246 -23
Sep04 040220 750.00 754.00 744.00 748.00 +3.00 1,405 5,427 +640
Nov04 040220 672.00 677.50 669.00 671.75 +3.75 5,992 25,125 +856
Jan05 040220 674.00 677.00 671.00 672.00 +4.00 33 538 +15
Total Volume and Open Interest 107,435 277,414 +12,576
Soybean Meal(CBOT)
Mar04 040220 271.00 272.00 268.50 270.20 +2.50 10,188 27,662 -756
May04 040220 270.00 272.00 268.00 269.90 +2.80 15,527 67,133 +3,536
Jul04 040220 263.00 264.70 261.50 262.90 +2.20 8,819 37,404 -69
Aug04 040220 250.00 252.30 250.00 251.00 +2.30 1,434 12,680 -429
Sep04 040220 235.00 236.00 233.30 233.60 +0.10 2,183 11,552 +481
Oct04 040220 203.00 203.00 199.50 200.00 -0.50 645 8,469 -39
Dec04 040220 197.00 198.00 195.00 195.90 +0.70 1,812 18,339 +276
Jan05 040220 196.00 196.80 195.50 195.50 +0.30 74 1,451 +18
Total Volume and Open Interest 40,693 186,233 +3,029
Soybean Oil(CBOT)
Mar04 040220 32.90 33.07 32.30 32.93 +0.46 10,709 29,695 -456
May04 040220 32.65 32.87 32.10 32.58 +0.14 18,813 106,666 +6,787
Jul04 040220 32.20 32.40 31.70 32.07 +0.16 6,654 47,780 +1,267
Aug04 040220 31.18 31.25 30.90 30.95 +0.11 964 7,137 +5
Sep04 040220 30.00 30.05 29.60 29.74 +0.12 1,089 8,397 +333
Oct04 040220 28.30 28.35 27.95 28.20 +0.15 108 6,000 -24
Dec04 040220 27.00 27.20 26.75 26.90 +0.18 582 11,303 -84
Jan05 040220 26.72 26.72 26.72 26.72 +0.15 100 451 +7
Total Volume and Open Interest 39,140 218,374 +7,935
Canola(WCE)
Mar04 040220 399.0 400.0 397.5 399.0 +3.8 3,362 6,923 -1,612
May04 040220 402.5 405.5 401.8 405.1 +6.4 5,618 21,604 +732
Jul04 040220 405.5 407.0 404.0 404.5 +2.5 1,651 9,410 +613
Sep04 040220 358.5 358.5 358.5 358.5 +4.0      
Nov04 040220 360.0 364.0 360.0 363.0 +4.0 222 13,068 +155
Total Volume and Open Interest 10,874 51,051 -96
Corn(CBOT)
Mar04 040220 287.00 288.00 282.50 284.75 unch 48,275 136,046 -9,377
May04 040220 294.00 294.50 288.75 291.00 -0.25 28,596 251,514 +9,831
Jul04 040220 296.50 296.50 291.25 293.50 -0.25 14,644 96,899 +3,563
Sep04 040220 288.50 289.00 285.50 288.00 +0.75 908 15,900 +60
Dec04 040220 285.00 285.75 282.00 284.75 +1.25 10,417 125,831 +1,405
Mar05 040220 287.00 287.50 284.75 287.25 +1.00 295 9,437 +134
Total Volume and Open Interest 103,340 639,351 +5,640
Wheat(CBOT)
Mar04 040220 372.50 376.75 365.00 371.50 -1.25 14,923 32,348 -5,614
May04 040220 380.00 384.00 372.50 379.00 -0.50 22,928 72,400 +4,927
Jul04 040220 377.00 380.00 371.50 376.50 +1.00 6,498 29,724 +1,566
Sep04 040220 380.50 383.00 376.00 380.25 +1.25 143 2,587 +4
Dec04 040220 387.00 389.00 383.00 387.50 +2.25 384 4,320 -10
Total Volume and Open Interest 44,882 141,577 +877
Wheat(KCBT)
Mar04 040220 383.50 386.00 377.50 382.25 +0.25 4,450 15,032 -4,791
May04 040220 385.00 388.00 379.00 384.00 -0.50 4,208 29,975 +110
Jul04 040220 381.50 385.00 377.00 381.75 +1.75 1,913 13,191 +532
Sep04 040220 384.00 386.00 382.00 384.50 +0.75 51 1,822 +10
Dec04 040220 392.50 393.00 388.00 392.75 +1.25 266 2,306 +16
Total Volume and Open Interest 10,888 62,334 -4,123
Wheat(MGE)
Mar04 040220 425.00 427.00 417.00 423.00 -0.75 1,783 7,622 -1,758
May04 040220 411.00 416.00 407.00 411.75 unch 5,097 15,961 +1,491
Jul04 040220 405.00 408.00 403.00 405.50 +1.00 467 5,197 -161
Sep04 040220 399.00 402.00 396.00 398.00 +1.00 867 5,367 -292
Dec04 040220 402.00 405.00 399.50 402.00 +1.00 123 2,269 -14
Total Volume and Open Interest 8,339 36,512 -734
Oats(CBOT)
Mar04 040220 148.50 150.00 147.00 149.75 +1.25 1,368 2,396 -173
May04 040220 154.50 155.25 152.50 153.75 +0.25 834 2,862 +195
Jul04 040220 157.00 158.00 157.00 157.50 +0.50 69 416 +17
Sep04 040220 153.00 153.00 153.00 153.00 unch 1 44 +1
Total Volume and Open Interest 2,274 6,102 +41
Rough Rice(CBOT)
Mar04 040220 8.28 8.35 8.15 8.28 -0.03 463 2,852 -514
May04 040220 8.52 8.55 8.35 8.49 -0.03 609 2,446 +100
Jul04 040220 8.69 8.69 8.57 8.66 -0.03 41 541 +18
Sep04 040220 7.49 7.50 7.49 7.50 -0.02 0 135 +0
Total Volume and Open Interest 1,113 6,064 -396
Live Cattle(CME)
Feb04 040220 78.000 78.175 77.200 77.850 +0.200 2,152 5,820 -923
Apr04 040220 72.950 73.250 72.450 72.825 +0.025 5,947 46,856 -353
Jun04 040220 70.050 70.225 69.500 70.025 -0.075 2,197 17,132 +324
Aug04 040220 72.150 72.300 71.625 71.850 -0.325 1,198 11,802 +139
Oct04 040220 75.475 75.650 75.100 75.425 -0.050 736 12,409 +150
Dec04 040220 77.100 77.500 76.925 77.375 +0.200 194 3,979 +26
Total Volume and Open Interest 12,453 99,456 -645
Feeder Cattle(CME)
Mar04 040220 84.750 85.000 84.050 84.175 -0.400 995 4,070 -104
Apr04 040220 84.700 84.750 83.925 84.050 -0.525 674 4,190 +96
May04 040220 85.400 85.500 84.800 84.950 -0.525 477 3,769 -196
Aug04 040220 88.150 88.150 87.550 87.900 -0.350 92 2,892 +25
Sep04 040220 88.000 88.200 87.950 88.075 -0.325 5 325 -5
Oct04 040220 87.800 88.100 87.750 88.050 -0.500 12 486 +1
Nov04 040220 88.150 88.150 88.150 88.150 -0.400 1 96 +0
Total Volume and Open Interest 2,256 15,828 -183
Lean Hogs(CME)
Apr04 040220 60.300 60.700 59.750 60.100 +0.400 3,746 33,136 +434
May04 040220 61.000 61.000 60.600 60.950 +0.350 93 1,930 +31
Jun04 040220 65.175 65.250 64.650 64.875 -0.025 1,633 11,134 +205
Jul04 040220 61.300 61.450 60.800 61.375 +0.175 169 3,267 +40
Aug04 040220 58.350 58.350 57.700 58.100 +0.125 37 1,579 +1
Oct04 040220 51.100 51.400 51.100 51.350 +0.400 43 840 +18
Dec04 040220 51.200 51.450 51.200 51.400 +0.500 65 701 +18
Feb05 040220 54.000 54.300 53.900 54.300 +0.400 9 70 +2
Total Volume and Open Interest 5,797 52,659 +750
Pork Bellies(CME)
Feb04 040220 97.200 98.000 97.000 97.525 +1.625 89 113 -69
Mar04 040220 96.500 97.500 96.500 97.250 +1.575 271 2,131 +34
May04 040220 97.675 98.750 97.650 98.600 +0.925 175 780 +6
Jul04 040220 97.500 98.600 97.500 98.475 +0.825 63 426 +53
Aug04 040220 94.950 95.500 94.600 95.500 +0.550 7 31 +6
Total Volume and Open Interest 605 3,481 +30
BFP Milk Class III(CME)
Feb04 040220 11.84 11.85 11.81 11.82 -0.02 6 2,220 -3
Mar04 040220 13.48 13.57 13.35 13.40 -0.03 96 2,489 +15
Apr04 040220 13.95 14.15 13.80 13.90 unch 246 2,206 +81
May04 040220 14.09 14.20 13.75 13.93 -0.12 195 2,331 +59
Jun04 040220 14.35 14.40 14.10 14.15 -0.15 351 2,043 +43
Total Volume and Open Interest 1,789 21,887 +510
Cocoa(NYBOT)
Mar04 040220 1458 1470 1444 1450 -16 197 367 -236
May04 040220 1457 1482 1445 1456 -10 9,490 29,865 +2,862
Jul04 040220 1463 1478 1450 1459 -8 1,625 12,979 +286
Sep04 040220 1480 1483 1459 1467 -10 649 9,957 +506
Dec04 040220 1488 1489 1468 1475 -9 369 8,663 +33
Mar05 040220 1493 1500 1475 1481 -10 866 6,975 +650
May05 040220 1504 1504 1486 1489 -10 112 7,673 +104
Total Volume and Open Interest 13,308 83,440 +4,205
Coffee "C"(NYBOT)
Mar04 040220 70.50 71.20 69.80 70.30 -0.35 1,648 4,097 -2,755
May04 040220 72.75 73.10 71.50 71.95 -0.55 11,465 67,558 -1,298
Jul04 040220 74.90 74.90 73.40 73.85 -0.55 2,007 11,045 +70
Sep04 040220 76.70 76.70 75.10 75.65 -0.45 1,047 8,508 -191
Dec04 040220 79.25 79.25 77.80 78.25 -0.45 356 4,563 -24
Mar05 040220 81.80 81.80 80.50 80.85 -0.40 323 3,295 +149
Total Volume and Open Interest 16,859 99,651 -4,052
Orange Juice(NYBOT)
Mar04 040220 60.70 61.15 60.70 60.95 -0.20 1,573 20,012 -877
May04 040220 63.25 63.90 63.25 63.80 +0.15 1,329 13,064 +665
Jul04 040220 66.20 66.80 66.20 66.65 +0.25 94 2,051 +14
Sep04 040220 68.85 69.50 68.85 69.25 +0.40 16 1,056 +3
Nov04 040220 71.75 71.85 71.75 71.85 +0.50 11 801 +0
Total Volume and Open Interest 3,033 37,325 -185
Sugar #11(NYBOT)
Mar04 040220 5.55 5.64 5.55 5.64 +0.12 20,819 58,604 -7,351
May04 040220 5.82 5.89 5.81 5.88 +0.10 23,310 135,701 +7,485
Jul04 040220 5.87 5.93 5.87 5.92 +0.09 5,240 37,428 +900
Oct04 040220 6.03 6.05 6.02 6.04 +0.07 779 28,159 -198
Mar05 040220 6.25 6.28 6.25 6.26 +0.03 198 12,108 -24
Total Volume and Open Interest 50,716 282,930 +864
London Cocoa(LCE)
Mar04 040220 840 841 821 831 -13 1,658 42,833 -147
May04 040220 817 823 809 820 unch 5,997 29,455 +1,756
Jul04 040220 833 838 825 835 unch 1,953 20,522 +174
Sep04 040220 847 851 840 850 unch 879 22,158 -33
Dec04 040220 859 865 855 862 +1 890 35,939 +309
Mar05 040220 871 879 865 874 +1 514 22,655 +12
May05 040220 878 881 878 881 unch 404 5,405 +104
Total Volume and Open Interest 13,841 183,994 +3,492
London Coffee(LCE)
Mar04 040220 713.00 725.00 713.00 724.00 +10.00 7,349 26,870 -4,392
May04 040220 733.00 749.00 733.00 747.00 +12.00 11,415 53,125 +3,471
Jul04 040220 750.00 764.00 750.00 764.00 +12.00 3,135 23,488 +1,241
Sep04 040220 768.00 781.00 768.00 779.00 +12.00 623 19,226 +138
Nov04 040220 783.00 791.00 779.00 791.00 +12.00 252 12,681 +218
Jan05 040220 793.00 804.00 792.00 804.00 +13.00 1,974 6,357 +1,668
Total Volume and Open Interest 25,798 144,032 +3,244
London Sugar(LCE)
Mar04 040216 196.50 197.60 195.20 197.40 +10.00 2,901 3,046 +572
May04 040220 197.40 200.50 197.40 199.50 +2.10 2,391 26,191 +670
Aug04 040220 196.00 196.30 195.20 196.00 +2.00 250 14,267 +68
Oct04 040220 190.50 191.90 190.50 191.50 +1.40 114 6,412 -57
Dec04 040220 191.50 192.30 191.20 191.50 +0.50 175 2,161 -35
Total Volume and Open Interest 3,055 52,405 +606
Cotton(NYBOT)
Mar04 040220 68.14 68.80 67.25 67.69 -0.20 5,734 5,386 -3,606
May04 040220 70.10 70.75 69.55 70.26 +0.48 11,962 52,347 +1,961
Jul04 040220 71.50 72.00 71.00 71.70 +0.61 4,017 12,893 +1,098
Oct04 040220 66.50 66.50 65.80 65.80 -0.30 15 588 +0
Dec04 040220 66.99 67.15 66.10 66.60 -0.28 1,382 7,260 +494
Mar05 040220 69.05 69.05 68.70 68.70 -0.30 54 1,097 +21
Total Volume and Open Interest 23,205 80,483 +0
Lumber(CME)
Mar04 040220 380.5 390.5 380.0 390.5 +10.0 515 2,495 -138
May04 040220 371.1 379.8 370.6 379.6 +7.2 313 1,391 +81
Jul04 040220 360.5 367.5 360.5 367.5 +4.6 81 341 +40
Sep04 040220 352.1 356.7 352.0 356.7 +3.8 14 94 +10
Total Volume and Open Interest 924 4,328 -6
Crude Oil(NYM)
Mar04 040220 36.00 36.10 35.05 35.60 -0.40 50,134 31,397 -19,101
Apr04 040220 34.65 34.75 33.46 34.26 -0.38 69,099 199,625 +2,906
May04 040220 33.95 34.00 32.80 33.60 -0.46 13,638 64,194 +3,122
Jun04 040220 33.45 33.45 32.35 33.04 -0.41 7,491 46,938 +482
Jul04 040220 32.70 32.70 31.90 32.51 -0.36 2,022 33,325 +399
Aug04 040220 32.09 32.15 31.45 32.01 -0.33 656 20,291 -200
Sep04 040220 31.50 31.57 30.95 31.57 -0.30 387 28,206 -43
Oct04 040220 30.62 31.22 30.62 31.22 -0.28 241 18,150 +125
Nov04 040220 30.80 30.91 30.50 30.91 -0.27 89 14,610 +186
Dec04 040220 30.65 30.75 30.00 30.64 -0.26 2,502 54,114 +1,159
Jan05 040220 30.33 30.33 30.33 30.33 -0.24 0 15,500 +0
Feb05 040220 30.07 30.07 30.07 30.07 -0.22 0 6,158 +0
Mar05 040220 29.75 29.83 29.75 29.83 -0.21 20 5,329 +20
Apr05 040220 29.59 29.59 29.59 29.59 -0.20 0 4,516 +0
May05 040220 29.36 29.36 29.36 29.36 -0.19 0 2,612 +104
Jun05 040220 29.06 29.14 28.75 29.14 -0.18 189 12,161 -29
Total Volume and Open Interest 147,797 662,141 -9,481
Heating Oil(NYM)
Mar04 040220 92.50 92.70 87.80 88.66 -3.78 14,912 35,804 +867
Apr04 040220 90.10 90.30 86.30 87.51 -2.62 12,946 47,040 +1,087
May04 040220 87.00 87.00 84.20 85.41 -1.67 3,758 14,960 +239
Jun04 040220 84.20 84.25 82.30 83.56 -1.37 1,609 14,479 +352
Jul04 040220 82.40 82.56 81.30 82.56 -1.22 412 10,405 +175
Aug04 040220 83.00 83.00 82.40 82.41 -1.12 103 6,089 +69
Sep04 040220 83.00 83.00 82.65 82.81 -1.07 0 2,796 +0
Oct04 040220 83.80 83.80 83.31 83.31 -1.02 0 1,688 +0
Nov04 040220 84.30 84.30 83.86 83.86 -0.97 0 1,831 +0
Dec04 040220 85.00 85.00 84.46 84.46 -0.92 855 11,570 +348
Jan05 040220 85.00 85.00 84.20 84.76 -0.92 0 2,613 +0
Feb05 040220 84.75 84.75 84.51 84.51 -0.82 0 1,034 +0
Total Volume and Open Interest 34,595 152,584 +3,137
Unleaded Gas(NYM)
Mar04 040220 105.50 105.70 101.20 103.06 -2.63 10,990 32,968 +119
Apr04 040220 110.00 110.30 106.10 107.62 -2.32 8,067 65,740 +667
May04 040220 108.50 108.50 105.00 106.22 -1.92 2,285 18,637 +46
Jun04 040220 105.30 105.80 102.50 103.72 -1.57 567 10,623 -55
Jul04 040220 102.60 102.60 100.40 101.12 -1.32 56 5,153 -29
Aug04 040220 99.44 99.44 98.27 98.27 -1.17 300 4,973 -139
Sep04 040220 95.64 95.64 94.67 94.67 -0.97 65 6,002 +65
Oct04 040220 90.84 90.84 90.07 90.07 -0.77 10 2,657 +0
Nov04 040220 88.09 88.09 87.42 87.42 -0.67 0 843 +0
Dec04 040220 86.44 86.44 85.87 85.87 -0.57 0 2,031 +0
Jan05 040220 85.74 85.74 85.27 85.27 -0.47 0 393 +0
Feb05 040220 85.84 85.84 85.42 85.42 -0.42 0 2 +0
Total Volume and Open Interest 22,340 150,022 +674
Natural Gas(NYM)
Mar04 040220 5.270 5.270 5.120 5.193 -0.042 21,266 40,464 +592
Apr04 040220 5.245 5.245 5.110 5.176 -0.049 8,950 39,639 +1,146
May04 040220 5.220 5.220 5.125 5.172 -0.036 4,031 28,227 -100
Jun04 040220 5.220 5.240 5.130 5.182 -0.033 1,914 18,943 +248
Jul04 040220 5.250 5.260 5.180 5.209 -0.031 944 18,853 +132
Aug04 040220 5.265 5.265 5.180 5.227 -0.033 863 15,330 +161
Sep04 040220 5.230 5.230 5.180 5.194 -0.026 489 14,263 +48
Oct04 040220 5.240 5.240 5.180 5.209 -0.026 1,204 15,460 +188
Nov04 040220 5.390 5.390 5.350 5.374 -0.026 401 10,524 -241
Dec04 040220 5.585 5.585 5.525 5.539 -0.026 222 12,819 +21
Jan05 040220 5.680 5.680 5.640 5.659 -0.026 439 11,662 -20
Feb05 040220 5.630 5.630 5.600 5.614 -0.018 386 10,059 +60
Mar05 040220 5.460 5.460 5.420 5.449 -0.013 335 8,989 -108
Apr05 040220 4.930 4.942 4.925 4.939 -0.003 61 9,332 +13
May05 040220 4.827 4.829 4.820 4.829 +0.002 93 4,459 -32
Jun05 040220 4.840 4.850 4.840 4.844 +0.002 53 5,057 +6
Total Volume and Open Interest 41,791 324,592 +2,140
Brent Crude Oil(IPE)
Apr04 040220 31.12 31.20 30.00 30.69 -0.13 32,105 107,821 +3,642
May04 040220 30.80 30.85 29.75 30.40 -0.13 13,929 64,428 +1,680
Jun04 040220 30.50 30.52 29.50 30.12 -0.11 5,797 34,042 +1,497
Jul04 040220 30.19 30.20 29.40 29.84 -0.08 1,381 13,584 +28
Aug04 040220 29.90 29.90 29.53 29.57 -0.05 649 8,981 +334
Sep04 040220 28.45 29.31 28.45 29.31 -0.02 497 10,782 -20
Oct04 040220 28.15 29.05 28.15 29.05 -0.01 301 6,286 +6
Nov04 040220 28.87 28.87 28.62 28.79 unch 273 5,783 +1
Dec04 040220 28.75 28.80 28.00 28.56 +0.03 1,257 24,124 +308
Jan05 040220 28.02 28.29 28.02 28.29 +0.05 4 4,050 +1
Feb05 040220 28.04 28.04 28.04 28.04 +0.08 3 1,743 +2
Mar05 040220 27.85 27.85 27.79 27.79 +0.10 2 3,251 +1
Total Volume and Open Interest 56,498 324,133 +7,880
Gas Oil(IPE)
Mar04 040220 262.25 262.50 252.00 252.25 -8.25 14,946 47,910 -1,391
Apr04 040220 259.50 260.00 250.50 250.50 -8.00 7,571 26,825 -2,314
May04 040220 257.25 257.25 248.50 248.50 -8.00 2,769 10,692 +694
Jun04 040220 255.00 255.50 246.75 246.75 -7.75 806 15,608 +321
Jul04 040220 246.00 246.00 246.00 246.00 -7.50 70 6,329 -42
Aug04 040220 246.00 246.00 246.00 246.00 -7.50 10 3,192 +8
Sep04 040220 246.00 246.00 246.00 246.00 -7.50 9 4,735 +4
Oct04 040220 246.00 246.00 246.00 246.00 -7.50 10 3,712 +10
Nov04 040220 245.75 245.75 245.75 245.75 -7.25 12 3,555 +7
Dec04 040220 252.50 252.50 245.25 245.25 -7.00 311 12,709 -149
Total Volume and Open Interest 26,530 151,225 -2,846
US Dollar Index(NYBOT)
Mar04 040220 85.69 87.53 85.69 87.40 +1.36 2,046 21,583 -530
Jun04 040220 86.92 87.93 86.75 87.80 +1.36 73 2,235 +13
Sep04 040220 88.23 88.23 88.23 88.23 +1.35 0 11 +0
Total Volume and Open Interest 2,119 23,831 -517
Australian Dollar(CME)
Mar04 040220 78.36 78.36 76.10 76.54 -2.35 2,333 67,165 +285
Jun04 040220 77.40 77.40 75.68 75.68 -2.35 155 1,302 +22
Sep04 040220 75.60 75.60 74.60 74.82 -2.35 70 548 +71
Total Volume and Open Interest 2,559 69,145 +379
British Pound(CME)
Mar04 040220 187.65 187.90 185.30 185.60 -3.51 1,982 69,287 +37
Jun04 040220 186.30 186.30 183.90 184.15 -3.51 31 569 +16
Sep04 040220 182.70 182.70 182.70 182.70 -3.51 0 21 +0
Total Volume and Open Interest 2,013 70,234 +53
Canadian Dollar(CME)
Mar04 040220 74.85 74.85 73.90 74.69 -0.53 7,042 58,325 -548
Jun04 040220 74.60 74.60 73.75 74.48 -0.53 294 4,924 +52
Sep04 040220 74.35 74.35 73.70 74.33 -0.53 48 1,688 +5
Dec04 040220 74.32 74.32 73.75 74.18 -0.53 118 1,122 +62
Total Volume and Open Interest 7,520 66,312 -418
Japanese Yen(CME)
Mar04 040220 92.75 92.85 91.53 91.62 -1.68 14,788 140,658 -6,088
Jun04 040220 93.00 93.11 91.75 91.89 -1.68 101 9,163 +53
Sep04 040220 92.18 92.18 92.18 92.18 -1.68 1 56 +1
Total Volume and Open Interest 14,894 149,894 -6,033
Swiss Franc(CME)
Mar04 040220 80.38 80.40 79.08 79.27 -1.29 5,326 46,143 -450
Jun04 040220 80.37 80.58 79.40 79.44 -1.30 22 444 +11
Sep04 040220 79.61 79.61 79.61 79.61 -1.30 0 4 +0
Total Volume and Open Interest 5,349 46,691 -438
EuroFX(CME)
Mar04 040220 126.51 126.61 124.85 125.07 -1.85 14,277 142,298 -2,231
Jun04 040220 126.20 126.20 124.65 124.77 -1.85 302 2,062 +82
Sep04 040220 126.00 126.00 124.50 124.50 -1.85 2 224 -11
Total Volume and Open Interest 14,625 144,909 -2,161
Mexican Peso(CME)
Mar04 040220 9072.0 9130.0 9030.0 9110.0 +8.0 5,660 38,026 -497
Jun04 040220 8950.0 9020.0 8950.0 9002.0 +7.0 2 609 +1
Total Volume and Open Interest 5,672 39,255 -495
30-Year T-Bonds(CBOT)
Mar04 040220 113~02 113~03 112~02 112~08 -0~21 240,102 486,484 -6,372
Jun04 040220 111~20 111~20 110~21 110~27 -0~20 25,485 120,537 +8,509
Sep04 040220 110~02 110~02 109~15 109~15 -0~20 2 482 +0
Total Volume and Open Interest 265,589 607,792 +2,137
Municipal Bonds(CBOT)
Mar04 040220 105~15 105~15 104~27 105~02 -0~11 123 2,734 +16
Jun04 040220 103~28 103~28 103~26 103~28 -0~11 19 71 -1
Total Volume and Open Interest 142 2,805 +15
10-Year T-Notes(CBOT)
Mar04 040220 114~300 114~300 114~105 114~150 -0~110 590,579 1,097,876 -6,465
Jun04 040220 113~120 113~120 112~260 112~290 -0~125 47,856 235,320 +9,521
Total Volume and Open Interest 638,435 1,333,202 +3,056
5-Year T-Notes(CBOT)
Mar04 040220 113~120 113~140 113~000 113~030 -0~080 211,919 0 +0
Jun04 040220 112~005 112~005 111~225 111~225 -0~080 15,978 0 +0
Sep04 040220 110~180 110~180 110~180 110~180 -0~080      
Total Volume and Open Interest 227,897    
2 Year T-Notes(CBOT)
Mar04 040220 107~080 107~082 107~068 107~072 -0~009 26,160 152,146 -11,783
Jun04 040220 107~001 107~005 106~121 106~124 -0~012 20,605 63,007 +20,404
Total Volume and Open Interest 46,765 215,153 +8,621
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 040220 98.865 98.868 98.860 98.863 -0.002 65,159 793,112 -8,456
Jun04 040220 98.765 98.765 98.735 98.740 -0.025 80,684 871,631 +826
Sep04 040220 98.545 98.550 98.490 98.505 -0.045 120,996 877,262 +17,011
Dec04 040220 98.220 98.220 98.140 98.155 -0.065 164,343 643,569 +10,831
Mar05 040220 97.845 97.850 97.760 97.780 -0.065 96,437 496,352 +1,144
Jun05 040220 97.450 97.450 97.360 97.380 -0.065 42,616 365,283 +695
Sep05 040220 97.080 97.085 96.995 97.005 -0.070 33,880 293,252 +2,270
Dec05 040220 96.760 96.765 96.675 96.690 -0.065 36,799 215,651 +883
Mar06 040220 96.515 96.520 96.420 96.440 -0.060 11,061 174,276 +781
Jun06 040220 96.265 96.265 96.185 96.205 -0.060 9,518 131,797 +252
Sep06 040220 96.060 96.060 95.980 95.990 -0.060 8,220 132,335 +317
Dec06 040220 95.840 95.840 95.770 95.780 -0.060 7,334 107,349 +1,461
Total Volume and Open Interest 709,431 5,678,809 +34,749
3-Mth Euro-Yen(CME)
Mar04 040220 99.92 99.92 99.92 99.92 unch 3 10,574 +29
Jun04 040220 99.92 99.92 99.92 99.92 unch 74 9,027 -146
Sep04 040220 99.90 99.90 99.90 99.90 unch 124 9,148 +52
Dec04 040220 99.87 99.87 99.87 99.87 unch 264 6,959 +259
Mar05 040220 99.82 99.82 99.82 99.82 +0.01 150 4,084 +150
Jun05 040220 99.79 99.79 99.78 99.78 unch 140 1,258 +115
Sep05 040220 99.73 99.73 99.72 99.72 +0.01 0 1,161 +0
Dec05 040220 99.62 99.62 99.62 99.62 unch 0 73 +7
Mar06 040220 99.53 99.53 99.53 99.53 +0.02 0 294 -7
Jun06 040220 99.45 99.45 99.45 99.45 +0.02 0 47 +0
Total Volume and Open Interest 755 43,870 +459
3-Mth Euro-Yen(SIMEX)
Mar04 040220 99.92 99.92 99.91 99.92 unch 51 58,626 -172
Jun04 040220 99.92 99.92 99.92 99.92 unch 2,836 69,995 -536
Sep04 040220 99.90 99.90 99.90 99.90 unch 1,616 43,422 +508
Dec04 040220 99.88 99.88 99.87 99.88 +0.01 312 48,348 +70
Mar05 040220 99.82 99.83 99.82 99.83 +0.02 14 29,794 -56
Jun05 040220 99.78 99.79 99.78 99.79 +0.01 321 39,312 +96
Sep05 040220 99.71 99.72 99.71 99.72 +0.01 877 14,346 +416
Dec05 040220 99.62 99.64 99.62 99.63 +0.02 52 4,056 +17
Total Volume and Open Interest 6,268 321,596 +513
German Euro-Bund(EUREX)
Mar04 040220 115.21 115.23 114.85 114.90 -0.32 1,044,405 999,778 +42,654
Jun04 040220 114.15 114.16 113.89 113.91 -0.32 12,222 72,139 +6,620
Sep04 040220 113.30 113.30 113.30 113.30 -0.32 5,420 2 +0
Total Volume and Open Interest 1,062,047 1,071,919 +49,274
German Euro-Bobl(EUREX)
Mar04 040220 112.31 112.31 112.02 112.04 -0.27 813,511 765,251 +28,403
Jun04 040220 111.42 111.42 111.19 111.19 -0.28 48,187 72,357 +23,970
Sep04 040220 110.67 110.67 110.67 110.67 -0.27 977 1 +0
Total Volume and Open Interest 862,675 837,609 +52,373
Long Gilt(LIFFE)
Mar04 040220 108~10 108~20 108~07 108~12 +0~02 58,149 159,650 -4,878
Jun04 040220 108~00 108~02 107~29 107~30 +0~02 28 611 +22
Total Volume and Open Interest 58,177 160,261 -4,856
3-Mth Short Sterling(LIFFE)
Mar04 040220 95.79 95.79 95.76 95.77 -0.01 32,418 189,105 -1,055
Jun04 040220 95.61 95.62 95.55 95.57 -0.03 73,096 203,548 +1,433
Sep04 040220 95.44 95.45 95.37 95.39 -0.04 96,962 165,741 -13,751
Total Volume and Open Interest 314,382 1,091,639 -9,561
3-Mth Euribor(LIFFE)
Mar04 040220 97.945 97.955 97.930 97.940 -0.010 65,395 561,791 -1,993
Jun04 040220 97.965 97.975 97.915 97.935 -0.020 120,156 610,503 -1,153
Sep04 040220 97.875 97.880 97.805 97.825 -0.030 124,128 482,016 +5,148
Total Volume and Open Interest 607,098 3,081,335 +10,181
3-Mth Aus T-Bills(SFE)
Mar04 040220 94.43 94.45 94.43 94.44 +0.01 7,051 157,864 +149
Jun04 040220 94.31 94.33 94.30 94.32 unch 20,443 180,463 +6,239
Sep04 040220 94.24 94.27 94.24 94.26 unch 4,813 60,151 +814
Dec04 040220 94.22 94.23 94.21 94.22 unch 1,328 27,403 +796
Mar05 040220 94.18 94.19 94.18 94.18 unch 954 19,791 +168
Jun05 040220 94.14 94.14 94.14 94.14 unch 29 12,969 +0
Sep05 040220 94.10 94.10 94.10 94.10 +0.01 100 6,705 +100
Dec05 040220 94.06 94.07 94.06 94.07 +0.01 218 3,469 -50
Mar06 040220 94.03 94.03 94.03 94.03 unch 0 824 +0
Jun06 040220 94.01 94.01 94.01 94.01 unch 356 1,412 +158
Total Volume and Open Interest 35,542 471,880 +8,599
10-Year Aus T-Bonds(SFE)
Mar04 040220 94.43 94.44 94.40 94.40 -0.01 17,444 258,854 +6,587
Jun04 040220 94.40 94.40 94.40 94.40 0.00      
Total Volume and Open Interest 17,444 258,854 +6,587
3-Year Aus T-Bonds(SFE)
Mar04 040220 94.51 94.53 94.51 94.52 +0.01 63,296 488,458 +19,634
Jun04 040220 94.43 94.43 94.43 94.43 +0.01      
Total Volume and Open Interest 63,296 488,458 +19,634
Gold(CMX)
Feb04 040220 404.0 404.0 395.0 397.5 -12.3 63 160 -140
Apr04 040220 408.3 409.0 394.5 398.0 -12.3 38,636 154,081 +99
Jun04 040220 409.8 409.8 396.0 399.0 -12.3 717 31,309 +80
Aug04 040220 407.5 408.5 397.0 400.0 -12.3 846 9,196 +2
Oct04 040220 407.0 407.0 400.0 400.9 -12.3 0 1,513 +0
Dec04 040220 412.0 412.5 399.0 401.8 -12.3 981 23,148 +117
Total Volume and Open Interest 41,251 247,162 +112
Silver(CMX)
Mar04 040220 661.0 667.0 646.0 653.3 -12.5 25,885 61,084 -6,093
May04 040220 664.5 669.0 648.0 655.2 -12.5 12,111 31,547 +6,714
Jul04 040220 664.5 672.0 650.0 656.4 -12.7 329 6,419 +53
Sep04 040220 665.5 668.5 655.0 657.8 -12.7 8 1,505 -12
Dec04 040220 671.0 671.0 654.0 659.6 -12.7 915 13,886 +114
Total Volume and Open Interest 39,632 119,223 +889
Platinum(NYM)
Apr04 040220 854.0 856.0 838.0 839.2 -14.1 578 7,272 -46
Jul04 040220 838.0 840.0 830.7 830.7 -13.6 23 338 +11
Oct04 040220 826.2 826.2 826.2 826.2 -13.6 0 22 +0
Total Volume and Open Interest 601 7,632 -35
Palladium(NYME)
Mar04 040220 242.30 242.30 230.00 233.00 -10.25 725 6,373 -673
Jun04 040220 246.00 246.00 233.00 235.60 -10.25 615 5,641 +180
Sep04 040220 235.00 236.60 235.00 236.60 -10.25 1 52 +1
Total Volume and Open Interest 1,342 12,213 -491
Copper(CMX)
Mar04 040220 131.30 132.10 129.70 130.85 -2.10 10,220 41,049 -1,754
May04 040220 130.00 131.50 129.10 130.25 -1.75 5,600 24,560 +299
Jul04 040220 128.70 129.20 127.00 128.05 -1.80 1,471 6,669 -74
Sep04 040220 125.70 126.20 125.30 125.95 -1.75 196 2,377 +42
Dec04 040220 122.50 123.00 121.40 122.35 -1.55 67 6,194 +9
Total Volume and Open Interest 17,977 85,857 -1,353
DJIA Index(CBOT)
Mar04 040220 10680 10685 10578 10623 -40 8,632 43,933 +9
Jun04 040220 10660 10660 10555 10600 -40 53 997 -9
Sep04 040220 10585 10585 10585 10585 -40 0 238 +0
Dec04 040220 10550 10570 10550 10570 -40 0 4 +0
Total Volume and Open Interest 8,685 45,172 +0
S & P 500(CME)
Mar04 040220 1149.30 1149.60 1137.50 1143.70 -3.60 46,306 576,235 -6,512
Jun04 040220 1148.50 1148.50 1137.00 1142.70 -3.60 7,685 36,871 +7,218
Sep04 040220 1141.70 1141.70 1141.70 1141.70 -3.60 111 3,552 +90
Dec04 040220 1141.10 1141.10 1141.10 1141.10 -3.60 10 190 -1
Total Volume and Open Interest 54,112 617,010 +795
S & P 500 E-Mini(Globex)
Mar04 040220 1146.75 1151.00 1137.75 1143.75 -3.50 645,777 565,766 +5,650
Jun04 040220 1145.50 1150.25 1137.25 1142.75 -3.50 235 15,749 -10
Total Volume and Open Interest 646,012 581,515 +5,640
NASDAQ 100(CME)
Mar04 040220 1489.00 1495.00 1470.00 1483.50 -5.00 12,858 74,513 +319
Jun04 040220 1483.50 1487.00 1483.50 1487.00 -5.00 451 1,570 +451
Sep04 040220 1490.00 1490.00 1490.00 1490.00 -5.00 0 7 +0
Total Volume and Open Interest 13,309 76,090 +770
NASDAQ 100 E-Mini(GLOBEX)
Mar04 040220 1488.0 1495.0 1470.5 1483.5 -5.0 344,319 255,857 +3,725
Jun04 040220 1492.0 1498.5 1475.0 1487.0 -5.0 161 1,673 +69
Total Volume and Open Interest 344,480 257,530 +3,794
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 040220 601.50 602.00 593.00 595.25 -4.75 471 15,871 -103
Jun04 040220 595.25 595.25 595.25 595.25 -4.75 0 1 +0
Sep04 040220 595.25 595.25 595.25 595.25 -4.75      
Total Volume and Open Interest 471 15,872 -103
Russell 2000(CME)
Mar04 040220 582.90 584.00 574.25 579.40 -1.35 1,996 25,193 +139
Jun04 040220 579.00 579.00 579.00 579.00 -1.35 0 211 +0
Sep04 040220 579.60 579.60 579.60 579.60 -1.35      
Total Volume and Open Interest 1,996 25,404 +139
Value Line(KCBT)
Mar04 040220 1602.00 1602.00 1600.50 1600.50 -9.00 5 66 +0
Total Volume and Open Interest 5 66 +0
Nikkei 225(CME)
Mar04 040220 10760 10810 10680 10790 +65 1,849 34,513 -94
Jun04 040220 10730 10770 10730 10770 +65 7 336 +6
Total Volume and Open Interest 1,856 34,861 -88
Nikkei 225(SIMEX)
Mar04 040220 10735 10770 10680 10730 -35 21,786 159,390 +1,162
Jun04 040220 10700 10715 10650 10685 -35 8 814 +41
Sep04 040220 10670 10670 10670 10670 -35      
Total Volume and Open Interest 21,794 160,204 +1,203
CAC 40(MATIF)
Feb04 040220 3754.5 3766.0 3724.0 3735.5 -26.5 67,776 425,473 +4,346
Mar04 040220 3754.0 3770.0 3730.0 3741.5 -26.0 4,061 132,023 -164
Apr04 040220 3763.0 3763.0 3740.5 3740.5 -26.0 7 13 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 040220 4127.0 4143.0 4058.5 4077.5 -68.5 91,879 295,411 +4,660
Jun04 040220 4147.5 4162.0 4084.0 4098.0 -68.5 339 12,216 -8
Sep04 040220 4170.0 4183.5 4107.0 4119.5 -68.5 446 3,501 -28
Total Volume and Open Interest 92,664 311,128 +4,624
FT-SE 100(LIFFE)
Mar04 040220 4485.50 4532.50 4475.00 4495.00 -1.00 77,421 419,041 +5,880
Jun04 040220 4487.00 4540.00 4487.00 4503.00 -1.00 752 21,495 -514
Sep04 040220 4512.50 4512.50 4512.50 4512.50 -1.00 0 12,275 +0
Total Volume and Open Interest 78,173 461,902 +5,378
SPI 200(SFE)
Mar04 040220 3337.0 3355.0 3336.0 3341.0 unch 7,725 161,617 +2,935
Jun04 040220 3349.0 3356.0 3349.0 3351.0 -1.0 208 4,125 +68
Sep04 040220 3362.0 3362.0 3362.0 3362.0 unch 238 1,960 +8
Total Volume and Open Interest 8,260 169,950 +3,082
GSCI(CME)
Mar04 040220 269.50 269.50 264.50 265.55 -2.95 262 15,233 +147
Apr04 040220 263.80 263.80 263.80 263.80 -2.70      
May04 040220 262.20 262.20 262.20 262.20 -1.30      
Total Volume and Open Interest 262 15,233 +147
Reuters CRB Index(NYBOT)
Apr04 040220 266.50 266.50 263.55 264.50 -1.75 50 853 +21
Jun04 040220 266.00 266.00 263.25 264.25 -2.00 1 65 +0
Aug04 040220 263.00 263.00 262.75 262.75 -2.00 1 1 +0
Total Volume and Open Interest 52 919 +21
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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