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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Wed March 04, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200304 898.50 900.75 897.25 898.75 +5.75 4,084 2,695 -283
May20 200304 904.25 911.00 903.50 907.25 +3.75 118,049 339,136 -3,792
Jul20 200304 913.50 919.25 913.00 915.25 +1.75 50,091 173,758 +845
Aug20 200304 918.50 920.75 915.00 916.50 +0.50 5,843 14,931 -787
Sep20 200304 915.25 920.00 913.50 915.00 -0.50 3,559 17,962 +145
Nov20 200304 919.00 923.75 916.00 917.50 -1.75 25,412 108,935 +2,152
Jan21 200304 921.00 925.75 917.25 918.75 -3.00 7,944 29,732 +198
Mar21 200304 913.00 917.75 907.25 909.25 -5.00 8,468 59,938 +1,860
May21 200304 914.00 917.25 906.00 908.00 -6.00 2,484 12,229 +445
Jul21 200304 919.75 921.75 910.25 912.50 -6.00 1,981 10,270 +928
Aug21 200304 915.25 915.50 911.25 911.25 -6.75 35 454 +33
Sep21 200304 910.00 910.75 906.00 906.00 -6.50 1 171 +0
Nov21 200304 911.75 914.00 903.25 904.75 -6.75 399 7,460 -17
Jan22 200304 912.25 912.25 912.25 912.25 -6.75 0 30 +0
Total Volume and Open Interest 228,350 777,814 +1,727
Soybean Meal(CBOT)
Mar20 200304 304.60 306.10 303.40 305.20 +1.40 2,319 2,549 +205
May20 200304 310.20 310.90 308.20 308.90 -1.20 82,903 201,779 -9,624
Jul20 200304 314.00 314.30 312.00 312.80 -1.30 44,563 99,153 -1,497
Aug20 200304 314.10 314.60 311.90 312.60 -2.00 8,873 17,529 +120
Sep20 200304 314.00 314.50 311.20 312.20 -2.30 5,423 17,214 +1,078
Oct20 200304 314.10 314.60 311.30 311.90 -2.80 2,182 15,187 +372
Dec20 200304 316.90 317.40 314.20 314.80 -2.70 12,861 59,529 +2,671
Jan21 200304 315.60 315.90 313.20 313.60 -3.10 550 6,415 +145
Mar21 200304 312.30 312.30 308.70 309.20 -4.00 1,086 15,292 +332
May21 200304 310.90 310.90 306.70 307.30 -4.50 806 7,046 +370
Total Volume and Open Interest 161,802 448,594 -5,762
Soybean Oil(CBOT)
Mar20 200304 29.05 29.51 29.05 29.44 +0.60 1,462 1,720 -1,023
May20 200304 29.21 29.92 29.19 29.74 +0.58 69,701 189,600 -2,043
Jul20 200304 29.53 30.23 29.53 30.05 +0.55 31,899 113,121 -3,050
Aug20 200304 29.73 30.35 29.68 30.15 +0.51 6,723 33,020 -30
Sep20 200304 29.99 30.49 29.86 30.28 +0.47 5,095 19,999 -85
Oct20 200304 29.95 30.61 29.95 30.40 +0.43 1,641 12,914 -10
Dec20 200304 30.39 30.96 30.34 30.75 +0.45 8,962 57,125 +288
Jan21 200304 30.66 31.13 30.65 30.94 +0.45 764 7,783 +52
Mar21 200304 30.84 31.24 30.84 31.06 +0.39 1,387 13,596 +454
May21 200304 31.04 31.35 31.04 31.16 +0.34 543 6,623 +201
Total Volume and Open Interest 128,397 460,208 -5,228
Canola(WCE)
Mar20 200304 466.6 471.9 466.6 471.9 +8.1 1 378 -1
May20 200304 464.7 469.0 463.8 466.9 +0.3 11,341 101,636 -1,821
Jul20 200304 472.4 476.6 471.3 475.0 +1.0 3,828 32,355 +740
Nov20 200304 481.5 485.9 480.6 483.9 +1.1 2,566 40,026 -105
Jan21 200304 488.5 492.4 488.5 490.3 +1.0 216 2,817 +95
Total Volume and Open Interest 18,048 178,262 -1,065
Corn(CBOT)
Mar20 200304 382.00 388.50 380.00 387.00 +5.25 6,092 8,517 -3,530
May20 200304 380.75 386.75 379.00 385.00 +3.75 147,782 615,834 -10,115
Jul20 200304 383.25 387.75 381.25 386.25 +2.50 64,508 364,276 -2,195
Sep20 200304 380.25 383.25 378.25 382.00 +1.25 27,412 169,876 +3,838
Dec20 200304 384.00 386.75 382.25 385.50 +1.00 41,539 261,036 +3,803
Mar21 200304 393.75 396.25 392.25 395.50 +1.00 5,822 22,227 -75
May21 200304 398.25 400.50 396.75 400.00 +0.75 1,087 5,121 +13
Jul21 200304 400.50 403.00 399.25 402.00 +0.25 2,754 20,797 +1,439
Sep21 200304 392.75 394.75 392.75 394.00 -0.50 171 2,458 +130
Dec21 200304 395.50 397.00 394.75 396.25 -0.50 1,182 20,239 +98
Total Volume and Open Interest 298,383 1,491,581 -6,573
Wheat(CBOT)
Mar20 200304 528.00 528.00 521.25 521.50 -7.25 672 659 -437
May20 200304 525.25 526.25 516.75 518.25 -9.00 77,386 197,121 -5,961
Jul20 200304 525.50 526.75 518.00 519.50 -8.00 39,245 113,004 -1,938
Sep20 200304 532.25 532.50 525.00 526.50 -7.25 19,785 55,383 -388
Dec20 200304 543.00 543.50 536.75 538.00 -6.50 11,723 49,988 -450
Mar21 200304 552.25 552.75 546.75 548.25 -5.75 1,524 11,939 +191
Total Volume and Open Interest 150,692 434,481 -8,945
Wheat(KCBT)
Mar20 200304 448.25 449.50 445.00 446.25 -5.75 220 68 -175
May20 200304 458.25 458.75 450.25 453.25 -5.00 31,991 130,882 -1,871
Jul20 200304 465.00 465.25 457.25 460.00 -5.00 18,228 65,685 -2,483
Sep20 200304 473.75 474.00 466.25 469.00 -4.50 4,807 19,207 +856
Dec20 200304 484.75 485.50 479.50 482.25 -4.25 2,272 30,775 +370
Mar21 200304 495.75 496.50 491.50 494.50 -3.75 261 4,651 +63
May21 200304 500.25 502.75 498.75 501.75 -3.00 43 531 +8
Total Volume and Open Interest 57,823 252,095 -3,231
Wheat(MGE)
Mar20 200304 516.00 516.00 515.00 516.00 -3.75 8 40 -186
May20 200304 534.25 534.75 528.00 529.25 -4.75 4,184 38,255 -270
Jul20 200304 543.50 543.50 537.50 538.75 -4.50 2,010 13,902 -211
Sep20 200304 552.75 555.00 546.75 548.00 -4.50 787 8,145 +185
Dec20 200304 566.25 567.25 561.00 562.00 -4.25 321 4,919 +174
Mar21 200304 579.25 579.25 574.25 574.75 -4.75 20 1,544 +0
Total Volume and Open Interest 7,330 66,921 -308
Oats(CBOT)
Mar20 200304 264.25 264.25 264.25 264.25 +6.25 1 7 -1
May20 200304 263.00 272.00 262.75 270.75 +6.25 980 3,299 -34
Jul20 200304 265.75 272.75 265.75 271.25 +4.75 365 904 +98
Sep20 200304 263.75 263.75 263.75 263.75 +3.75 58 131 -10
Total Volume and Open Interest 1,551 4,754 +81
Rough Rice(CBOT)
Mar20 200304 13.45 13.46 13.40 13.40 -0.05 24 99 -86
May20 200304 13.49 13.52 13.45 13.48 -0.05 474 10,956 +90
Jul20 200304 13.40 13.46 13.38 13.42 unch 71 781 +8
Sep20 200304 12.01 12.01 11.97 11.97 -0.05 107 1,523 +66
Total Volume and Open Interest 679 13,393 +81
Live Cattle(CME)
Apr20 200304 111.150 112.450 110.250 111.285 +1.185 35,051 130,943 -1,883
Jun20 200304 104.285 105.700 103.480 104.535 +1.150 26,796 102,580 +1,691
Aug20 200304 104.650 105.800 103.900 104.550 +1.000 14,102 53,596 +179
Oct20 200304 109.080 110.550 108.785 109.480 +1.230 8,818 37,710 +120
Dec20 200304 113.330 114.430 113.080 113.400 +0.800 3,307 19,038 +506
Feb21 200304 116.400 117.135 116.200 116.300 +0.550 563 4,162 +68
Total Volume and Open Interest 88,803 349,819 +685
Feeder Cattle(CME)
Mar20 200304 134.630 135.500 134.000 134.850 +1.315 2,337 6,602 -521
Apr20 200304 135.400 136.325 134.250 135.550 +1.765 5,588 17,482 -467
May20 200304 135.750 137.035 134.785 136.435 +2.385 4,307 13,170 +377
Aug20 200304 143.035 144.150 142.250 143.750 +2.065 2,083 9,155 -88
Sep20 200304 144.330 145.400 143.735 145.035 +1.905 916 3,073 +1
Oct20 200304 145.500 146.100 144.550 145.685 +1.700 743 1,438 +122
Nov20 200304 146.035 146.435 145.100 146.100 +1.500 210 503 -45
Total Volume and Open Interest 16,262 51,526 -585
Lean Hogs(CME)
Apr20 200304 64.000 64.785 63.300 64.300 +0.750 19,144 107,966 -1,246
May20 200304 70.050 70.850 69.730 70.600 +0.965 160 1,947 -28
Jun20 200304 78.600 79.250 77.980 78.830 +0.750 12,209 58,869 +1,557
Jul20 200304 79.885 80.800 79.200 80.150 +0.670 5,312 27,498 -553
Aug20 200304 79.650 80.680 79.050 80.135 +0.805 4,248 33,416 +524
Oct20 200304 68.930 69.700 68.480 69.150 +0.400 3,993 36,250 -161
Dec20 200304 64.900 65.635 64.580 65.150 +0.220 1,880 18,063 +499
Feb21 200304 68.450 69.150 68.430 68.830 +0.130 288 3,833 -130
Total Volume and Open Interest 47,259 289,246 +453
Class III Milk(CME)
Mar20 200304 16.34 16.39 16.26 16.32 -0.02 288 2,967 -117
Apr20 200304 16.07 16.16 15.92 16.01 -0.07 339 2,629 +82
May20 200304 16.21 16.38 16.17 16.26 -0.02 156 2,068 +5
Jun20 200304 16.45 16.58 16.37 16.45 -0.04 109 2,217 +22
Jul20 200304 16.78 16.84 16.65 16.71 -0.03 55 1,094 +3
Aug20 200304 16.92 16.95 16.83 16.85 -0.07 22 966 +2
Sep20 200304 17.00 17.06 17.00 17.02 -0.12 7 1,086 -1
Oct20 200304 17.16 17.16 17.08 17.08 -0.04 13 767 +0
Nov20 200304 17.06 17.06 17.06 17.06 -0.09 18 803 -4
Dec20 200304 16.90 16.90 16.84 16.90 -0.02 2 748 +2
Jan21 200304 16.60 16.60 16.60 16.60 unch 4 339 +4
Feb21 200304 16.56 16.56 16.56 16.56 unch 4 252 +4
Mar21 200304 16.56 16.64 16.56 16.56 unch 4 249 +4
Total Volume and Open Interest 1,060 19,248 +8
Cocoa(ICE)
Mar20 200304 2713 2713 2713 2713 -27 0 680 +0
May20 200304 2646 2661 2620 2626 -27 27,937 124,582 -2,692
Jul20 200304 2656 2668 2629 2634 -27 13,883 72,826 -255
Sep20 200304 2651 2662 2627 2633 -22 5,470 53,317 -374
Dec20 200304 2577 2585 2555 2559 -22 3,044 50,262 -37
Mar21 200304 2516 2523 2494 2498 -23 1,153 21,142 -109
May21 200304 2494 2494 2469 2472 -23 199 6,781 -85
Total Volume and Open Interest 51,802 333,890 -3,563
Coffee "C"(ICE)
Mar20 200304 118.85 118.85 117.15 117.15 -3.90 17 1,034 -11
May20 200304 119.75 122.20 116.90 118.40 -3.80 50,693 106,904 -1,597
Jul20 200304 121.75 124.15 118.95 120.40 -3.80 20,179 63,499 -1,623
Sep20 200304 123.60 126.00 120.85 122.35 -3.70 11,356 35,875 -470
Dec20 200304 126.05 128.20 123.05 124.60 -3.70 4,908 30,423 -45
Mar21 200304 127.55 130.00 125.10 126.70 -3.70 1,769 14,778 -37
Total Volume and Open Interest 92,175 276,422 -3,750
Orange Juice(ICE)
Mar20 200304 104.85 104.85 104.85 104.85 +0.05 4 301 -4
May20 200304 98.50 99.00 98.00 98.40 +0.05 2,218 13,965 -403
Jul20 200304 101.20 101.60 100.75 101.05 +0.10 222 1,809 +11
Sep20 200304 104.40 104.40 103.70 104.05 +0.10 95 689 +27
Nov20 200304 106.90 106.90 106.90 106.90 unch 13 349 +0
Jan21 200304 109.75 109.75 109.75 109.75 -0.10 10 317 +0
Total Volume and Open Interest 2,572 17,599 -359
Sugar #11(ICE)
May20 200304 13.70 13.79 13.43 13.47 -0.29 99,732 461,482 -3,759
Jul20 200304 13.67 13.75 13.43 13.47 -0.27 53,285 263,680 +168
Oct20 200304 13.86 13.88 13.60 13.63 -0.27 26,250 203,053 -111
Mar21 200304 14.29 14.29 14.04 14.07 -0.27 14,614 104,506 +1,037
May21 200304 13.95 13.95 13.68 13.71 -0.28 4,862 32,443 +490
Jul21 200304 13.61 13.61 13.40 13.43 -0.26 4,174 37,670 +755
Oct21 200304 13.60 13.60 13.41 13.45 -0.23 2,532 36,001 +1,370
Mar22 200304 13.82 13.82 13.62 13.67 -0.22 729 14,583 +31
Total Volume and Open Interest 207,107 1,160,984 +158
London Cocoa(LCE)
Mar20 200304 1907 1915 1889 1892 -14 3,990 25,288 -3,974
May20 200304 1953 1956 1928 1930 -19 11,736 68,452 -3,779
Jul20 200304 1939 1941 1918 1920 -17 7,274 48,780 -1,512
Sep20 200304 1907 1908 1887 1889 -17 3,656 41,855 -772
Dec20 200304 1809 1817 1799 1802 -14 3,958 61,683 +1,267
Mar21 200304 1767 1773 1758 1759 -14 2,236 31,478 +484
May21 200304 1753 1755 1740 1742 -16 551 7,460 +146
Total Volume and Open Interest 33,927 293,497 -7,780
London Sugar(LCE)
May20 200304 388.70 389.60 384.10 384.70 -4.50 6,518 59,044 -496
Aug20 200304 384.00 386.00 379.00 379.90 -5.30 2,418 43,845 +189
Oct20 200304 380.10 381.60 374.80 375.70 -5.80 1,185 12,949 +272
Dec20 200304 379.10 380.60 374.90 375.40 -5.30 321 8,556 -33
Mar21 200304 379.40 380.10 376.00 376.40 -4.90 170 4,177 -23
Total Volume and Open Interest 10,696 130,434 -69
Cotton(ICE)
Mar20 200304 62.96 62.96 62.96 62.96 +0.21 1 30 -39
May20 200304 62.96 64.05 62.87 62.98 +0.21 31,985 105,960 -769
Jul20 200304 63.86 64.79 63.58 63.67 +0.11 16,928 44,738 -366
Oct20 200304 64.36 64.37 63.97 63.97 +0.44 19 63 -20
Dec20 200304 64.10 64.96 63.90 63.96 +0.13 9,419 40,279 +2,626
Mar21 200304 65.75 65.78 64.83 64.86 +0.11 1,229 7,546 +603
Total Volume and Open Interest 60,633 202,008 +2,269
Lumber(CME)
Mar20 200304 403.1 413.5 398.5 410.2 +6.1 109 352 -49
May20 200304 408.3 412.5 399.5 410.8 +4.5 618 2,153 -74
Jul20 200304 408.5 413.5 402.0 413.1 +4.1 201 576 -20
Sep20 200304 400.8 405.0 398.9 405.0 +1.3 57 381 -9
Nov20 200304 392.8 392.8 392.8 392.8 +1.3 13 123 +0
Jan21 200304 391.1 391.1 391.1 391.1 +1.3 0 1 +0
Mar21 200304 389.6 389.6 389.6 389.6 +1.3      
Total Volume and Open Interest 998 3,586 -152
Crude Oil(NYM)
Apr20 200304 46.94 48.41 46.65 46.78 -0.40 949,471 418,911 -12,048
May20 200304 47.10 48.56 46.82 46.95 -0.38 190,390 237,570 +13,287
Jun20 200304 47.21 48.69 46.99 47.11 -0.34 131,091 242,891 -415
Jul20 200304 47.26 48.78 47.14 47.22 -0.30 44,646 149,910 +3,668
Aug20 200304 47.85 48.77 47.23 47.31 -0.25 25,728 89,798 -866
Sep20 200304 47.48 48.83 47.27 47.36 -0.21 43,111 112,425 -828
Oct20 200304 47.52 48.81 47.34 47.41 -0.18 23,881 93,438 +3,771
Nov20 200304 48.55 48.80 47.43 47.49 -0.16 12,303 75,311 +316
Dec20 200304 47.53 48.98 47.51 47.59 -0.13 79,964 250,930 -6,532
Jan21 200304 47.96 48.86 47.64 47.64 -0.12 5,007 51,959 -915
Feb21 200304 48.40 48.79 47.66 47.69 -0.10 3,752 28,804 +39
Mar21 200304 48.12 48.96 47.67 47.74 -0.09 7,753 35,028 -575
Apr21 200304 47.90 49.01 47.76 47.80 -0.09 3,172 19,503 +539
May21 200304 48.95 49.06 47.83 47.87 -0.09 1,290 17,405 +81
Jun21 200304 47.92 49.20 47.87 47.94 -0.09 17,229 71,398 +335
Jul21 200304 48.30 49.14 47.95 47.98 -0.09 804 17,221 +43
Total Volume and Open Interest 1,580,631 2,205,214 -3,979
e-miNY Crude Oil(NYM)
Apr20 200304 47.025 48.425 46.650 46.775 -0.400 45,477 3,333 -645
May20 200304 47.175 48.550 46.850 46.950 -0.375 1,443 1,028 +33
Jun20 200304 47.450 48.575 47.050 47.100 -0.350 304 539 -32
Jul20 200304 47.875 48.625 47.225 47.225 -0.300 91 46 +2
Aug20 200304 48.275 48.800 47.300 47.300 -0.250 30 74 +2
Sep20 200304 48.225 48.700 47.350 47.350 -0.225 3 63 +1
Oct20 200304 48.025 48.350 47.400 47.400 -0.200 7 33 -2
Nov20 200304 48.600 48.600 47.500 47.500 -0.150 26 45 +3
Dec20 200304 47.775 48.950 47.550 47.600 -0.125 78 196 +1
Jan21 200304 48.000 48.600 47.650 47.650 -0.100 3 10 +1
Total Volume and Open Interest 47,469 5,465 -635
NY Harbor ULSD(NYM)
Apr20 200304 153.30 156.33 152.25 153.32 +0.02 89,474 123,691 -4,987
May20 200304 152.43 155.66 151.65 152.73 +0.15 48,875 61,960 +4,085
Jun20 200304 152.43 155.58 151.61 152.76 +0.25 36,252 55,654 +1,731
Jul20 200304 152.59 156.14 152.16 153.37 +0.33 12,653 31,776 +807
Aug20 200304 153.75 157.13 153.21 154.42 +0.37 8,268 17,856 +189
Sep20 200304 156.60 158.37 154.57 155.70 +0.39 6,289 16,972 +441
Oct20 200304 158.04 159.60 156.14 156.96 +0.41 3,662 12,906 +464
Nov20 200304 159.44 160.70 157.31 158.08 +0.45 2,117 9,400 +271
Dec20 200304 159.86 161.64 158.08 158.98 +0.50 10,312 31,703 +106
Jan21 200304 160.91 162.27 159.42 159.89 +0.53 1,182 13,020 +5
Feb21 200304 161.37 163.14 160.06 160.44 +0.56 953 6,059 -97
Mar21 200304 162.87 163.37 160.62 160.66 +0.60 1,073 4,551 +161
Apr21 200304 163.69 163.69 160.37 160.37 +0.62 510 2,085 +141
May21 200304 163.00 163.00 160.62 160.62 +0.64 193 1,040 +5
Total Volume and Open Interest 224,585 410,197 +3,582
RBOB Gasoline(NYM)
Apr20 200304 153.23 157.25 152.68 155.55 +2.42 88,399 136,907 -4,129
May20 200304 151.79 155.84 151.75 153.92 +1.66 61,984 78,609 +1,895
Jun20 200304 150.80 154.73 150.80 152.67 +1.24 35,789 41,405 -285
Jul20 200304 151.28 153.42 149.72 151.38 +1.05 15,319 32,048 -559
Aug20 200304 149.83 151.78 148.34 149.82 +0.98 10,782 13,151 +986
Sep20 200304 148.25 149.67 146.33 147.78 +0.93 10,956 21,864 +1,631
Oct20 200304 134.70 137.58 134.30 135.73 +0.87 3,810 11,445 +305
Nov20 200304 133.83 135.19 132.62 133.52 +0.86 3,404 10,145 +987
Dec20 200304 133.20 134.01 130.70 132.02 +0.87 4,249 24,372 +331
Jan21 200304 132.85 133.08 130.92 131.83 +0.91 630 3,247 -128
Total Volume and Open Interest 236,440 378,396 +1,430
e-miNY RBOB Gasoline(NYM)
Apr20 200304 155.55 155.55 155.55 155.55 +2.42 1 1 +1
May20 200304 153.92 153.92 153.92 153.92 +1.66      
Jun20 200304 152.67 152.67 152.67 152.67 +1.24      
Jul20 200304 151.38 151.38 151.38 151.38 +1.05      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Apr20 200304 1.805 1.845 1.785 1.827 +0.027 197,987 452,600 -10,297
May20 200304 1.839 1.881 1.822 1.865 +0.027 94,822 232,755 +3,659
Jun20 200304 1.898 1.940 1.882 1.925 +0.028 38,322 81,469 +840
Jul20 200304 1.974 2.017 1.959 2.003 +0.029 39,732 112,615 +850
Aug20 200304 2.005 2.051 1.994 2.038 +0.030 25,016 42,993 +113
Sep20 200304 2.017 2.058 2.000 2.045 +0.031 22,272 102,857 +1,685
Oct20 200304 2.058 2.104 2.048 2.089 +0.028 33,637 113,655 +3,579
Nov20 200304 2.185 2.231 2.175 2.218 +0.029 7,305 31,415 +599
Dec20 200304 2.394 2.437 2.390 2.429 +0.023 5,686 35,010 +1,079
Jan21 200304 2.525 2.545 2.502 2.539 +0.022 13,903 62,831 +2,052
Feb21 200304 2.491 2.509 2.467 2.503 +0.021 2,417 22,383 +321
Mar21 200304 2.378 2.410 2.374 2.404 +0.016 7,540 34,291 -222
Apr21 200304 2.147 2.173 2.146 2.165 +0.006 7,005 37,887 +668
May21 200304 2.137 2.155 2.133 2.146 +0.004 1,430 14,304 +184
Jun21 200304 2.184 2.198 2.181 2.192 +0.005 1,009 8,952 -467
Jul21 200304 2.237 2.248 2.230 2.242 +0.005 297 6,990 +114
Total Volume and Open Interest 502,133 1,458,284 +6,851
Brent Crude Oil(ICE)
May20 200304 52.11 53.03 51.04 51.13 -0.73 417,555 494,581 -15,714
Jun20 200304 52.14 52.94 51.14 51.25 -0.52 256,945 341,893 -1,293
Jul20 200304 51.70 52.85 51.19 51.29 -0.38 120,053 206,982 +517
Aug20 200304 52.05 52.87 51.30 51.38 -0.30 68,599 152,612 +3,675
Sep20 200304 52.15 52.91 51.44 51.51 -0.25 55,919 137,376 +2,138
Oct20 200304 52.31 52.98 51.54 51.61 -0.21 26,721 93,006 +687
Nov20 200304 52.41 53.07 51.68 51.75 -0.17 16,467 70,745 +1,498
Dec20 200304 52.39 53.19 51.78 51.85 -0.14 117,595 263,505 -4,553
Jan21 200304 52.82 53.21 51.91 51.96 -0.11 11,038 69,176 -1,328
Feb21 200304 53.27 53.27 52.08 52.08 -0.10 6,973 51,303 +743
Mar21 200304 53.24 53.24 52.21 52.21 -0.08 5,572 42,809 +477
Apr21 200304 52.96 53.48 52.34 52.34 -0.07 4,706 27,215 +679
May21 200304 53.21 53.34 52.45 52.45 -0.05 1,452 22,524 +466
Jun21 200304 53.14 53.76 52.48 52.53 -0.05 17,922 87,506 -1,698
Total Volume and Open Interest 1,176,830 2,493,641 -12,878
Gas Oil(ICE)
Mar20 200304 464.00 471.50 457.75 462.25 +2.00 61,517 112,575 -9,617
Apr20 200304 463.50 470.00 456.25 460.75 +2.25 126,693 165,468 +2,283
May20 200304 463.75 470.25 457.00 461.75 +2.75 77,584 114,231 +1,024
Jun20 200304 463.00 471.00 457.75 463.00 +3.50 66,836 93,281 -3,223
Jul20 200304 465.50 472.50 459.50 464.75 +3.75 17,271 48,590 -218
Aug20 200304 469.00 475.00 462.50 467.75 +4.25 10,776 36,417 +470
Sep20 200304 472.00 478.50 466.25 470.75 +4.25 10,823 37,793 -611
Oct20 200304 475.75 481.75 470.00 474.25 +4.25 6,512 35,076 +703
Nov20 200304 477.00 482.75 471.25 475.50 +4.25 3,967 20,615 +138
Dec20 200304 477.25 483.50 472.00 476.50 +4.50 29,288 80,559 -1,109
Total Volume and Open Interest 425,437 889,297 -10,381
Ethanol(CBOT)
Apr20 200304 1.281 1.292 1.265 1.284 -0.007 51 348 -10
May20 200304 1.308 1.308 1.288 1.303 -0.007 13 77 +8
Jun20 200304 1.303 1.303 1.303 1.303 -0.007 12 12 +12
Jul20 200304 1.303 1.303 1.303 1.303 -0.007      
Aug20 200304 1.303 1.303 1.303 1.303 -0.007      
Sep20 200304 1.303 1.303 1.303 1.303 -0.007      
Oct20 200304 1.303 1.303 1.303 1.303 -0.007      
Nov20 200304 1.303 1.303 1.303 1.303 -0.007      
Total Volume and Open Interest 76 466 +10
WTI Crude Oil(ICE)
Apr20 200304 47.52 48.42 46.62 46.78 -0.40 48,310 61,461 -4,094
May20 200304 47.69 48.57 46.83 46.95 -0.38 65,309 77,782 +747
Jun20 200304 47.82 48.70 47.01 47.11 -0.34 46,885 91,904 -2,141
Jul20 200304 48.15 48.78 47.10 47.22 -0.30 17,320 37,095 +19
Aug20 200304 48.17 48.83 47.25 47.31 -0.25 5,998 16,045 +364
Sep20 200304 48.20 48.72 47.31 47.36 -0.21 7,014 32,136 -99
Oct20 200304 48.18 48.68 47.41 47.41 -0.18 2,475 16,046 +184
Nov20 200304 48.14 48.81 47.49 47.49 -0.16 1,156 13,700 +45
Dec20 200304 48.16 48.90 47.54 47.59 -0.13 19,328 93,639 -1,854
Jan21 200304 47.64 47.64 47.64 47.64 -0.12 120 6,965 +34
Feb21 200304 47.69 47.69 47.69 47.69 -0.10 318 4,371 +129
Mar21 200304 47.74 47.74 47.74 47.74 -0.09 475 6,117 +50
Apr21 200304 47.80 47.80 47.80 47.80 -0.09 157 4,046 +22
May21 200304 47.87 47.87 47.87 47.87 -0.09 170 3,589 -24
Jun21 200304 47.94 47.94 47.94 47.94 -0.09 4,454 26,705 -513
Jul21 200304 47.98 47.98 47.98 47.98 -0.09 293 5,041 +7
Total Volume and Open Interest 226,769 618,410 -6,133
US Dollar Index(ICE)
Mar20 200304 97.145 97.565 97.070 97.308 +0.185 45,678 37,670 -5,229
Jun20 200304 96.955 97.330 96.900 97.100 +0.198 1,294 1,865 +301
Sep20 200304 96.760 96.915 96.760 96.915 +0.198 15 159 +8
Total Volume and Open Interest 46,996 39,823 -4,917
Australian Dollar(CME)
Mar20 200304 65.90 66.29 65.79 66.15 +0.17 221,050 198,584 -720
Jun20 200304 65.95 66.34 65.87 66.20 +0.15 16,312 10,494 +618
Sep20 200304 66.15 66.34 65.98 66.23 +0.16 53 96 -28
Total Volume and Open Interest 244,307 213,236 +1,418
British Pound(CME)
Mar20 200304 128.19 128.76 127.74 128.70 +0.55 171,264 197,930 -10,852
Jun20 200304 128.50 128.93 127.92 128.87 +0.54 20,251 14,347 +5,794
Sep20 200304 128.49 128.97 128.12 128.97 +0.53 344 1,436 +227
Total Volume and Open Interest 196,485 217,504 -3,856
Canadian Dollar(CME)
Mar20 200304 74.72 75.03 74.46 74.62 -0.15 149,291 145,624 -14,951
Jun20 200304 74.67 74.97 74.43 74.59 -0.14 20,471 11,307 +711
Sep20 200304 74.72 74.93 74.42 74.56 -0.13 305 1,417 +26
Dec20 200304 74.79 74.80 74.45 74.51 -0.13 20 1,586 +0
Total Volume and Open Interest 174,396 162,514 -12,885
Japanese Yen(CME)
Mar20 200304 93.39 93.66 92.90 93.23 -0.08 342,303 185,818 -15,685
Jun20 200304 93.71 93.99 93.23 93.56 -0.08 12,818 4,920 +279
Sep20 200304 93.78 94.22 93.59 93.85 -0.09 63 296 -1
Total Volume and Open Interest 359,632 193,159 -14,530
Swiss Franc(CME)
Mar20 200304 104.75 104.97 104.26 104.67 +0.10 76,410 51,591 +1,042
Jun20 200304 105.21 105.48 104.78 105.19 +0.09 4,911 3,988 +3,006
Sep20 200304 105.64 105.80 105.46 105.64 +0.06 0 53 +0
Total Volume and Open Interest 81,329 55,638 +4,052
EuroFX(CME)
Mar20 200304 111.83 111.95 111.03 111.46 -0.41 440,293 581,944 -3,590
Jun20 200304 112.26 112.38 111.48 111.91 -0.40 56,328 42,830 +15,187
Sep20 200304 112.43 112.43 111.90 112.29 -0.44 612 2,489 +325
Total Volume and Open Interest 502,393 632,495 +12,269
Mexican Peso(CME)
Mar20 200304 513.38 520.13 508.63 510.38 -3.88 152,644 237,093 -10,075
Apr20 200304 514.63 517.38 507.00 508.13 -3.88 85 76 +32
Total Volume and Open Interest 155,564 241,098 -9,524
Brazilian Real(CME)
Apr20 200304 220.80 223.50 217.60 218.35 -3.00 9,820 51,338 -404
May20 200304 222.20 222.65 217.30 218.05 -3.05 82 83 +30
Jun20 200304 222.05 222.20 217.00 217.70 -3.05 321 2,864 -16
Jul20 200304 217.35 217.35 216.90 217.35 -3.00      
Total Volume and Open Interest 10,223 54,405 -390
30-Year T-Bonds(CBOT)
Mar20 200304 173~190 174~240 171~260 173~130 +0~030 33,842 30,310 -21,332
Jun20 200304 172~090 173~160 170~180 172~040 +0~030 714,152 1,204,307 +10,984
Sep20 200304 172~050 172~070 169~010 170~310 -1~120 234 181 +173
Total Volume and Open Interest 748,228 1,234,798 -10,175
10-Year T-Notes(CBOT)
Mar20 200304 136~045 136~210 135~215 136~080 +0~080 85,076 59,240 -22,029
Jun20 200304 135~290 136~135 135~135 136~000 +0~080 3,398,686 3,887,139 +8,542
Sep20 200304 135~185 135~185 135~185 135~185 +0~080 0 2 +0
Total Volume and Open Interest 3,483,762 3,946,381 -13,487
5-Year T-Notes(CBOT)
Mar20 200304 123~032 123~124 122~274 123~052 +0~062 97,791 95,266 -43,822
Jun20 200304 123~172 123~270 123~082 123~192 +0~056 2,207,663 4,463,417 +16,715
Sep20 200304 123~192 123~192 123~192 123~192 +0~056      
Total Volume and Open Interest 2,305,454 4,558,683 -27,107
2 Year T-Notes(CBOT)
Mar20 200304 109~103 109~135 109~080 109~116 +0~042 49,751 90,258 -14,950
Jun20 200304 109~141 109~193 109~132 109~171 +0~045 1,380,592 3,278,885 -9,719
Sep20 200304 109~150 109~171 109~150 109~171 +0~045 0 1 +0
Total Volume and Open Interest 1,430,343 3,369,144 -24,669
Eurodollars(CME)
Mar20 200304 99.015 99.075 98.973 99.015 +0.037 1,308,828 1,596,452 +63,642
Jun20 200304 99.240 99.345 99.220 99.290 +0.075 1,439,288 1,528,830 -44,403
Sep20 200304 99.330 99.425 99.305 99.380 +0.080 912,780 1,252,046 -23,280
Dec20 200304 99.315 99.410 99.290 99.345 +0.060 965,927 1,231,117 -51,273
Mar21 200304 99.365 99.450 99.335 99.395 +0.065 828,354 1,017,588 -12,126
Jun21 200304 99.350 99.430 99.310 99.375 +0.060 682,172 962,857 -8,185
Sep21 200304 99.345 99.410 99.300 99.360 +0.055 522,086 786,434 +3,026
Dec21 200304 99.305 99.380 99.260 99.325 +0.055 612,324 758,934 +14,406
Mar22 200304 99.290 99.345 99.235 99.300 +0.045 346,212 509,403 -11,041
Jun22 200304 99.260 99.310 99.200 99.260 +0.040 287,695 360,106 -5,656
Sep22 200304 99.230 99.280 99.165 99.225 +0.030 244,012 290,675 +2,888
Dec22 200304 99.190 99.235 99.115 99.180 +0.025 232,315 282,041 -14,238
Mar23 200304 99.170 99.220 99.095 99.160 +0.020 177,752 344,013 +12,551
Jun23 200304 99.175 99.190 99.070 99.130 +0.015 123,766 137,147 -2,755
Sep23 200304 99.120 99.165 99.040 99.100 +0.010 96,696 120,989 +1,362
Dec23 200304 99.095 99.135 99.000 99.065 +0.010 94,472 100,421 -3,059
Mar24 200304 99.090 99.115 98.985 99.045 +0.005 59,593 108,918 -1,030
Jun24 200304 99.055 99.090 98.955 99.020 +0.010 56,872 64,817 -1,744
Total Volume and Open Interest 9,195,928 11,782,002 -56,630
Ultra T-Bond(CBOT)
Mar20 200304 208~23 210~15 204~19 207~14 -0~18 13,041 21,656 -4,476
Jun20 200304 208~26 211~04 205~08 208~08 -0~18 346,975 1,160,101 +1,971
Sep20 200304 208~08 208~08 208~08 208~08 -0~18      
Total Volume and Open Interest 360,016 1,181,757 -2,505
Ultra 10-Yr T-Note(CBOT)
Mar20 200304 153~020 153~035 151~160 152~130 +0~110 13,427 8,555 -8,439
Jun20 200304 151~285 152~250 151~025 152~005 +0~090 471,795 882,301 -7,569
Sep20 200304 152~005 152~005 152~005 152~005 +0~090      
Total Volume and Open Interest 485,222 890,856 -16,008
30 Day Federal Funds(CBOT)
Mar20 200304 99.000 99.010 98.938 98.973 -0.012 231,158 258,251 +19,824
Apr20 200304 99.225 99.290 99.185 99.220 +0.010 337,212 333,984 -53,607
May20 200304 99.340 99.430 99.320 99.375 +0.050 216,416 254,430 -16,211
Jun20 200304 99.390 99.505 99.385 99.450 +0.090 78,655 146,970 +10,697
Jul20 200304 99.455 99.570 99.440 99.510 +0.105 149,247 185,229 +42,197
Aug20 200304 99.510 99.605 99.485 99.555 +0.110 65,459 116,476 +10,103
Total Volume and Open Interest 1,287,493 1,723,673 +25,586
Japanese Govt Bonds(SGX)
Mar20 200304 153.68 154.44 153.60 154.05 +0.31 2,119 16,244 +142
Jun20 200304 153.69 154.44 153.69 154.07 +0.31 16 370 +5
Sep20 200304 154.07 154.07 154.07 154.07 +0.31      
Total Volume and Open Interest 2,135 16,614 +147
Euro-Buxl(EUREX)
Mar20 200304 221.60 222.28 218.84 220.34 +0.02 176,691 291,232 +15,068
Jun20 200304 220.24 220.50 217.14 218.68 unch 84,787 111,911 +56,146
Sep20 200304 223.34 223.34 223.34 223.34 +0.02 0 3 +0
Total Volume and Open Interest 261,478 403,146 +71,214
Euro-Bund(EUREX)
Mar20 200304 178.23 178.36 177.46 177.90 +0.16 1,984,519 1,819,040 +116,249
Jun20 200304 175.44 175.53 174.63 175.08 +0.16 1,123,887 982,846 +471,393
Sep20 200304 178.10 178.10 176.92 177.88 +0.08 17 118 +17
Total Volume and Open Interest 3,108,423 2,802,004 +587,659
Euro-Bobl(EUREX)
Mar20 200304 136.05 136.10 135.78 135.98 +0.13 948,959 1,297,181 +62,311
Jun20 200304 136.36 136.41 136.09 136.29 +0.12 471,732 467,030 +222,317
Sep20 200304 135.87 135.87 135.87 135.87 +0.13 0 324 +0
Total Volume and Open Interest 1,420,691 1,764,535 +284,628
Euro-Schatz(EUREX)
Mar20 200304 112.41 112.43 112.35 112.42 +0.04 924,705 1,461,534 +1,359
Jun20 200304 112.47 112.47 112.39 112.46 +0.05 584,885 771,289 +325,558
Sep20 200304 112.42 112.42 112.42 112.42 +0.04      
Total Volume and Open Interest 1,509,590 2,232,823 +326,917
3-Mth Euribor(EUREX)
Mar20 200304 100.510 100.510 100.510 100.510 unch 0 1,479 +0
Jun20 200304 100.550 100.550 100.550 100.550 -0.005 150 872 +30
Sep20 200304 100.560 100.575 100.560 100.575 unch 60 729 +60
Total Volume and Open Interest 280 5,466 +100
Long Gilt(LIFFE)
Mar20 200304 137~10 137~13 136~27 137~02 +0~10 24,358 13,044 -21,064
Jun20 200304 136~05 136~19 135~28 136~05 +0~07 344,362 604,480 -14,409
Total Volume and Open Interest 368,720 617,524 -35,473
3-Mth Short Sterling(LIFFE)
Mar20 200304 99.54 99.57 99.47 99.53 +0.03 260,680 728,066 +9,774
Jun20 200304 99.61 99.64 99.57 99.63 +0.04 215,041 766,370 +35,004
Sep20 200304 99.67 99.68 99.60 99.65 +0.03 130,323 588,233 +12,867
Dec20 200304 99.66 99.67 99.59 99.64 +0.01 103,201 654,890 +3,895
Mar21 200304 99.66 99.68 99.60 99.64 +0.01 80,063 424,500 -3,862
Jun21 200304 99.65 99.67 99.59 99.64 +0.02 92,756 336,660 +9,210
Total Volume and Open Interest 1,355,800 4,720,338 +77,695
3-Mth Euribor(LIFFE)
Mar20 200304 100.515 100.520 100.490 100.510 unch 160,272 560,932 +3,217
Jun20 200304 100.555 100.565 100.525 100.545 -0.010 202,952 398,393 +12,426
Sep20 200304 100.580 100.595 100.555 100.575 unch 129,323 477,577 +15,373
Total Volume and Open Interest 1,501,778 4,148,224 +56,362
3-Mth Aus T-Bills(SFE)
Mar20 200304 99.40 99.47 99.38 99.44 +0.05 65,506 100,824 -14,238
Jun20 200304 99.49 99.58 99.48 99.56 +0.07 85,060 209,895 +14,234
Sep20 200304 99.55 99.64 99.53 99.60 +0.05 83,892 212,742 +7,392
Dec20 200304 99.55 99.63 99.53 99.60 +0.05 54,988 167,303 +5,433
Mar21 200304 99.56 99.63 99.53 99.61 +0.05 28,978 148,291 +10,211
Jun21 200304 99.54 99.63 99.52 99.59 +0.05 19,305 88,571 +2,770
Sep21 200304 99.53 99.61 99.52 99.58 +0.05 25,274 72,447 +5,495
Dec21 200304 99.51 99.55 99.49 99.55 +0.04 27,052 53,347 +10,955
Mar22 200304 99.47 99.53 99.47 99.52 +0.04 1,647 3,748 +1,109
Jun22 200304 99.48 99.49 99.48 99.49 +0.04 65 1,821 +5
Total Volume and Open Interest 391,899 1,060,375 +43,408
10-Year Aus T-Bonds(SFE)
Mar20 200304 99.22 99.31 99.18 99.29 +0.08 361,488 1,356,681 +37,679
Jun20 200304 99.22 99.30 99.19 99.29 +0.08 14,885 14,335 +9,856
Total Volume and Open Interest 376,373 1,371,016 +47,535
3-Year Aus T-Bonds(SFE)
Mar20 200304 99.54 99.63 99.52 99.61 +0.07 530,748 1,314,835 +58,148
Jun20 200304 99.57 99.64 99.57 99.64 +0.07 462 4,378 +452
Total Volume and Open Interest 531,210 1,319,213 +58,600
Gold(CMX)
Apr20 200304 1640.1 1654.3 1632.6 1643.0 -1.4 443,528 466,779 -13,616
Jun20 200304 1643.0 1658.6 1637.4 1647.2 -1.7 23,694 123,291 +227
Aug20 200304 1650.0 1655.8 1641.0 1650.8 -1.9 2,132 34,138 +488
Oct20 200304 1655.0 1657.1 1648.2 1653.6 -2.1 693 10,913 +88
Dec20 200304 1660.1 1661.1 1647.3 1656.5 -2.3 2,370 33,074 +567
Feb21 200304 1660.0 1664.6 1655.0 1659.4 -2.4 935 11,627 +46
Apr21 200304 1664.2 1664.5 1661.4 1661.4 -2.7 247 1,888 +13
Jun21 200304 1666.9 1668.1 1656.9 1663.0 -3.1 204 2,395 +47
Aug21 200304 1666.9 1666.9 1666.9 1666.9 -3.1 0 49 +0
Oct21 200304 1670.8 1670.8 1670.8 1670.8 -3.1 0 1 +0
Dec21 200304 1672.5 1672.5 1672.5 1672.5 -3.1 60 1,615 +32
Total Volume and Open Interest 474,456 686,014 -12,189
Silver(CMX)
Mar20 200304 1719.0 1724.5 1705.0 1718.7 +5.8 518 1,061 -43
May20 200304 1720.5 1733.5 1707.5 1724.6 +5.8 104,980 142,378 -5,850
Jul20 200304 1729.5 1739.5 1714.0 1730.5 +5.5 3,496 29,573 +282
Sep20 200304 1736.5 1740.5 1720.0 1735.3 +4.9 1,086 9,280 +163
Dec20 200304 1737.5 1746.5 1725.0 1741.0 +4.0 954 11,655 -124
Mar21 200304 1747.4 1747.4 1747.4 1747.4 +3.5 467 527 +176
May21 200304 1753.2 1753.2 1743.0 1753.2 +3.5 0 37 +0
Total Volume and Open Interest 113,250 195,388 -5,495
Platinum(NYMEX)
Apr20 200304 878.0 889.4 866.6 875.2 +5.9 33,047 65,514 -4,040
Jul20 200304 884.0 893.0 870.8 879.2 +6.3 2,151 16,317 +1,060
Oct20 200304 894.2 896.6 876.0 883.4 +6.1 62 1,058 +31
Jan21 200304 887.5 887.5 887.5 887.5 +6.3 7 111 -2
Total Volume and Open Interest 35,272 83,004 -2,948
Palladium(NYMEX)
Mar20 200304 2400.40 2440.00 2399.80 2402.70 -2.50 9 34 -9
Jun20 200304 2399.90 2472.00 2322.10 2385.00 -2.50 4,158 11,649 -655
Sep20 200304 2390.00 2457.90 2314.20 2373.20 -2.90 249 1,233 -97
Total Volume and Open Interest 4,422 13,349 -761
Copper(CMX)
Mar20 200304 258.50 260.20 257.70 259.30 +1.35 1,295 4,100 -329
May20 200304 258.70 260.00 257.00 258.60 +1.30 106,887 143,104 -2,482
Jul20 200304 258.15 260.25 257.40 258.80 +1.20 10,880 42,098 -531
Sep20 200304 259.45 260.80 258.05 259.40 +1.20 3,504 24,428 +120
Dec20 200304 260.00 261.60 259.00 260.35 +1.25 2,115 18,208 +301
Total Volume and Open Interest 125,356 244,200 -2,905
E-mini DJIA Index(CBOT)
Mar20 200304 25809 27075 25688 26965 +1085 637,915 94,888 +3,298
Jun20 200304 25665 26967 25600 26860 +1088 1,952 1,519 +98
Sep20 200304 26420 26847 25582 26770 +1083 39 50 +11
Dec20 200304 26102 26714 26102 26617 +1102 0 4 +0
Total Volume and Open Interest 639,906 96,461 +3,407
S & P 500(CME)
Mar20 200304 2990.00 3129.00 2977.25 3114.75 +117.75 15,573 70,042 +8,261
Jun20 200304 3050.00 3116.00 3050.00 3107.00 +117.50 15 176 +13
Sep20 200304 3098.50 3098.50 3098.50 3098.50 +117.00      
Dec20 200304 3093.00 3093.00 3093.00 3093.00 +115.50      
Total Volume and Open Interest 15,588 70,292 +8,274
S & P 500 E-Mini(CME)
Mar20 200304 2988.25 3129.50 2976.50 3114.75 +117.75 3,689,149 2,964,776 -48,539
Jun20 200304 2981.50 3121.50 2969.25 3107.00 +117.50 75,289 114,024 +18,087
Sep20 200304 2976.75 3111.50 2962.00 3098.50 +117.00 2,332 3,189 +650
Dec20 200304 3038.00 3093.00 2971.00 3093.00 +115.50 6 2,270 -2
Total Volume and Open Interest 3,766,779 3,084,286 -29,804
NASDAQ 100 E-Mini(CME)
Mar20 200304 8557.50 8950.00 8508.25 8896.50 +314.00 1,373,357 208,033 -11,095
Jun20 200304 8560.00 8948.25 8511.75 8895.25 +312.50 9,235 7,760 +3,582
Sep20 200304 8624.00 8930.75 8527.75 8892.75 +304.75 165 152 -31
Total Volume and Open Interest 1,382,757 215,952 -7,544
S&P Midcap 400(CME) e-Mini
Mar20 200304 1827.10 1900.80 1817.80 1899.20 +67.20 44,571 73,574 -685
Jun20 200304 1898.00 1898.00 1820.80 1898.00 +64.00 0 65 +0
Sep20 200304 1908.30 1908.30 1908.30 1908.30 +66.30      
Total Volume and Open Interest 44,571 73,639 -685
Volatility Index(CBOE)
Mar20 200304 29.30 29.70 26.60 27.43 -1.75 231,453 171,998 -30,796
Apr20 200304 25.55 25.82 24.00 24.63 -0.90 140,204 122,974 +10,099
May20 200304 22.85 23.07 21.75 22.38 -0.45 55,437 46,619 -2,136
Jun20 200304 21.60 21.82 20.87 21.38 -0.20 22,521 26,556 +323
Total Volume and Open Interest 478,572 429,349 -22,293
S & P 600(CME)
Mar20 200304 916.00 916.00 916.00 916.00 +27.40      
Jun20 200304 916.60 916.60 916.60 916.60 +27.40      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200304 1475.20 1530.20 1470.20 1522.30 +42.70 363,288 468,999 -13,365
Jun20 200304 1473.80 1527.70 1469.00 1520.00 +42.50 1,477 3,131 +941
Sep20 200304 1528.30 1528.30 1528.30 1528.30 +42.70 11 11 +11
Total Volume and Open Interest 364,776 472,141 -12,413
Nikkei 225(CME)
Mar20 200304 20875 21445 20800 21395 +505 43,336 16,431 -211
Jun20 200304 20820 21315 20680 21270 +510 803 953 -225
Total Volume and Open Interest 44,139 17,384 -436
Nikkei 225(SGX)
Mar20 200304 21060 21505 20675 21105 +40 344,380 202,021 -4,146
Jun20 200304 20935 21295 20455 20910 +20 450 6,944 +242
Sep20 200304 20850 20890 20850 20890 +40 0 10 +0
Total Volume and Open Interest 345,431 243,917 -3,304
Nikkei 225 Mini(JPX)
Mar20 200304 21120 21510 20675 21130 +150 4,390,662 594,687 +73,019
Jun20 200304 20935 21305 20480 20950 +150 358,472 42,518 +2,972
Sep20 200304 20860 21240 20430 20880 +150 2,957 2,894 +507
Total Volume and Open Interest 4,887,294 710,475 +79,497
Nikkei 225(JPX)
Mar20 200304 21120 21500 20680 21130 +150 315,530 295,284 +2,578
Jun20 200304 20920 21300 20490 20950 +150 12,354 47,494 +4,954
Sep20 200304 21120 21240 20520 20880 +150 58 3,226 -6
Total Volume and Open Interest 328,925 435,093 +6,688
Nikkei 225(CME) Yen
Mar20 200304 20860 21435 20785 21390 +510 156,726 51,951 -2,408
Jun20 200304 20870 21230 20605 21200 +515 429 1,198 +10
Sep20 200304 21165 21165 21165 21165 +525      
Total Volume and Open Interest 157,155 53,149 -2,398
Nikkei 225(CME) e-Mini Yen
Mar20 200304 21390 21390 21390 21390 +510 0 3 +0
Jun20 200304 21200 21200 21200 21200 +510      
Sep20 200304 21170 21170 21170 21170 +530      
Total Volume and Open Interest 0 3 +0
CAC 40(EURONEXT)
Mar20 200304 5382.5 5537.0 5353.0 5462.0 +72.0 274,723 393,235 -13,112
Apr20 200304 5363.5 5464.0 5335.0 5449.0 +72.0 118 15,668 -74
May20 200304 5374.5 5374.5 5374.5 5374.5 +71.0      
Jun20 200304 5316.5 5316.5 5316.5 5316.5 +71.5 2 3,009 +2
Total Volume and Open Interest 274,843 478,919 -13,184
Hang Seng Index(HKFE)
Mar20 200304 26337 26611 25971 26152 -159 247,763 109,568 -748
Apr20 200304 26400 26640 26003 26180 -164 1,125 557 +196
Total Volume and Open Interest 250,354 120,052 -512
DAX(EUREX)
Mar20 200304 11841.5 12275.5 11841.5 12085.0 +161.0 208,929 133,352 -6,311
Jun20 200304 11960.5 12285.0 11950.5 12098.0 +160.0 841 3,073 +47
Sep20 200304 12037.5 12250.0 12037.5 12075.5 +158.0 54 221 -34
Total Volume and Open Interest 209,824 136,646 -6,298
Mini-DAX(EUREX)
Mar20 200304 11852.0 12275.0 11850.0 12085.0 +161.0 349,611 24,645 -2,020
Jun20 200304 11928.0 12284.0 11922.0 12098.0 +160.0 797 875 -142
Sep20 200304 12088.0 12261.0 12040.0 12075.5 +158.0 38 212 -27
Total Volume and Open Interest 350,446 25,732 -2,189
DJ EuroSTOXX 50(EUREX)
Mar20 200304 3329 3467 3329 3411 +57 3,055,826 4,671,479 -141,161
Jun20 200304 3240 3383 3240 3329 +57 74,727 559,562 +46,197
Sep20 200304 3281 3347 3281 3313 +54 402 16,457 +398
Total Volume and Open Interest 3,130,955 5,334,540 -94,566
Swiss Market Index(EUREX)
Mar20 200304 10038 10359 10027 10174 +85 151,279 247,721 +6,303
Jun20 200304 9923 10171 9886 9990 +85 3,192 32,280 +1,386
Sep20 200304 9948 10036 9923 9955 +81 28 225 +1
Total Volume and Open Interest 154,499 280,226 +7,690
FT-SE 100(EURONEXT)
Mar20 200304 6665.00 6871.50 6653.00 6782.50 +97.50 294,378 734,359 +1,234
Jun20 200304 6600.00 6771.50 6600.00 6693.00 +94.00 613 1,199 +510
Sep20 200304 6617.00 6617.00 6617.00 6617.00 +93.50 0 28 +0
Total Volume and Open Interest 294,991 735,636 +1,744
SPI 200(SFE)
Mar20 200304 6358.0 6449.0 6220.0 6323.0 -45.0 153,890 435,399 +4,970
Jun20 200304 6330.0 6383.0 6256.0 6296.0 -45.0 2,230 12,067 +1,895
Sep20 200304 6198.0 6213.0 6193.0 6213.0 -46.0 2 30 +1
Total Volume and Open Interest 156,177 447,924 +6,911
FTSE MIB(ISE)
Mar20 200304 21675.00 22225.00 21485.00 21897.00 +201.00 79,447 136,588 -3,447
Jun20 200304 21590.00 21620.00 20915.00 21292.00 +196.00 465 4,608 +208
Sep20 200304 21132.00 21132.00 21132.00 21132.00 +196.00 7 54 +5
Total Volume and Open Interest 79,919 141,250 -3,234
KOSPI 200(KFE)
Mar20 200304 270.00 278.75 269.70 278.25 +5.95 537,500 331,980 -3,433
Jun20 200304 270.00 278.80 269.85 278.45 +6.05 6,205 37,426 +4,297
Sep20 200304 276.00 278.00 276.00 278.00 +4.00 26 2,124 -14
Total Volume and Open Interest 543,747 412,625 +1,139
GSCI(CME)
Mar20 200304 374.45 375.45 369.55 370.80 +1.10 281 8,848 -124
Apr20 200304 371.85 375.95 371.85 371.85 +2.60      
May20 200304 375.15 375.15 375.15 375.15 +2.60      
Total Volume and Open Interest 281 8,848 -124
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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