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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri October 03, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031003 693.00 694.50 677.00 678.00 -19.00 51,755 139,211 -343
Jan04 031003 694.00 696.50 679.50 680.75 -18.50 11,920 38,803 +1,786
Mar04 031003 688.50 690.50 673.00 674.75 -18.25 4,412 27,206 +213
May04 031003 668.50 669.50 653.00 654.50 -17.50 6,076 37,638 +289
Jul04 031003 661.00 662.00 645.00 647.25 -17.00 4,585 11,858 +587
Aug04 031003 650.00 650.00 632.00 632.00 -17.00 83 1,310 +54
Sep04 031003 616.00 616.00 606.50 606.50 -11.25 28 204 +16
Total Volume and Open Interest 81,643 262,193 +2,723
Soybean Meal(CBOT)
Oct03 031003 201.50 201.90 197.50 197.70 -4.50 3,092 8,539 -613
Dec03 031003 203.10 203.50 198.80 199.00 -5.30 15,874 84,228 -365
Jan04 031003 203.20 203.90 199.10 199.40 -5.30 4,142 15,575 +432
Mar04 031003 202.00 202.20 197.60 197.70 -5.40 3,027 16,376 +635
May04 031003 196.50 197.50 193.00 193.30 -4.60 1,894 20,322 +277
Jul04 031003 195.30 195.30 191.60 191.80 -4.00 1,744 10,809 +298
Aug04 031003 190.30 190.90 187.60 187.70 -4.30 253 2,342 +58
Sep04 031003 181.80 182.00 179.00 179.20 -3.80 709 2,372 +276
Total Volume and Open Interest 32,238 168,147 +1,303
Soybean Oil(CBOT)
Oct03 031003 25.44 25.45 25.00 25.00 -0.48 2,105 3,366 -665
Dec03 031003 25.37 25.38 24.73 24.80 -0.62 15,243 79,035 -681
Jan04 031003 25.25 25.25 24.66 24.73 -0.63 2,087 14,880 +89
Mar04 031003 25.10 25.10 24.50 24.60 -0.65 1,512 19,477 +759
May04 031003 24.83 24.85 24.12 24.13 -0.83 1,442 18,162 +277
Jul04 031003 24.63 24.63 23.95 23.96 -0.83 1,455 11,624 +510
Aug04 031003 24.25 24.25 23.60 23.60 -0.80 211 1,166 +0
Sep04 031003 23.82 23.82 23.00 23.00 -0.82 0 824 +0
Total Volume and Open Interest 25,096 151,941 +392
Canola(WCE)
Nov03 031003 370.1 370.1 365.0 365.2 -6.2 5,899 30,537 -461
Jan04 031003 376.0 376.0 371.6 372.0 -5.2 3,602 8,005 +981
Mar04 031003 378.0 379.0 376.0 376.0 -4.1 230 1,239 +30
May04 031003 381.0 381.0 381.0 381.0 -4.3 5 54 +0
Jul04 031003 385.5 385.5 385.5 385.5 -4.4 6 2,057 +6
Total Volume and Open Interest 9,950 46,191 +654
Corn(CBOT)
Dec03 031003 220.25 224.50 220.00 223.00 +2.75 38,041 228,125 +1,157
Mar04 031003 228.75 232.00 228.25 231.00 +2.50 9,296 87,098 +2,286
May04 031003 234.00 236.50 233.25 236.00 +2.25 1,389 22,608 +142
Jul04 031003 237.25 239.75 237.00 239.00 +2.00 2,480 22,507 +298
Sep04 031003 236.75 238.75 236.75 237.50 +1.50 80 3,129 +39
Dec04 031003 237.00 239.00 237.00 238.25 +1.25 925 13,697 +85
Total Volume and Open Interest 52,211 378,147 +4,007
Wheat(CBOT)
Dec03 031003 359.00 360.75 351.50 352.25 -6.75 23,689 86,338 -1,576
Mar04 031003 369.00 370.50 361.50 363.00 -6.50 3,688 22,794 +449
May04 031003 365.50 367.50 362.00 364.25 -1.50 224 2,202 +88
Jul04 031003 338.00 339.50 334.00 335.50 -4.25 281 3,771 -10
Sep04 031003 342.00 342.00 339.50 339.50 -3.50 21 110 +20
Total Volume and Open Interest 27,945 115,334 -1,040
Wheat(KCBT)
Dec03 031003 359.50 360.50 352.50 354.50 -6.00 7,828 47,449 +586
Mar04 031003 367.00 367.50 360.75 363.00 -5.00 2,499 12,808 +400
May04 031003 362.00 364.50 361.00 361.00 -2.50 203 1,737 +15
Jul04 031003 341.00 342.50 338.00 338.50 -5.50 297 2,408 -115
Sep04 031003 347.00 347.00 344.00 344.00 -3.00 0 140 +0
Total Volume and Open Interest 10,828 64,560 +886
Wheat(MGE)
Dec03 031003 365.50 366.75 360.00 361.50 -5.50 3,164 20,147 -577
Mar04 031003 373.00 373.00 367.50 368.50 -5.00 1,082 7,693 +128
May04 031003 375.00 376.25 370.00 370.00 -7.00 36 718 +21
Jul04 031003 366.00 366.00 366.00 366.00 -5.00 0 262 +0
Sep04 031003 359.00 359.00 357.00 357.00 +1.00 2 115 +0
Total Volume and Open Interest 4,284 28,973 -428
Oats(CBOT)
Dec03 031003 144.75 148.00 144.75 147.25 +2.50 612 5,046 -149
Mar04 031003 150.00 152.50 150.00 152.50 +2.50 71 969 +14
May04 031003 154.50 155.50 154.50 155.50 +1.50 7 63 +5
Jul04 031003 155.50 155.50 155.50 155.50 +1.00 0 29 +0
Total Volume and Open Interest 690 6,109 -130
Rough Rice(CBOT)
Nov03 031003 7.30 7.32 7.18 7.30 +0.00 471 5,002 -88
Jan04 031003 7.48 7.52 7.37 7.51 +0.05 78 1,305 -5
Mar04 031003 7.68 7.73 7.56 7.71 +0.04 94 880 +32
May04 031003 7.90 7.90 7.90 7.90 +0.07 24 549 +24
Total Volume and Open Interest 669 8,100 -39
Live Cattle(CME)
Oct03 031003 89.650 90.300 89.250 89.825 +0.325 9,439 22,261 -1,772
Dec03 031003 86.100 86.900 85.825 86.325 +0.125 12,591 63,162 -411
Feb04 031003 83.400 84.200 83.225 83.825 +0.325 3,241 25,979 +597
Apr04 031003 80.100 80.925 80.000 80.575 +0.350 1,973 17,009 +624
Jun04 031003 74.200 74.875 74.050 74.750 +0.550 555 7,482 +13
Aug04 031003 73.600 73.950 73.500 73.525 +0.200 59 1,390 +6
Total Volume and Open Interest 28,087 138,211 -860
Feeder Cattle(CME)
Oct03 031003 101.250 102.050 101.100 101.950 +0.375 1,633 6,399 -367
Nov03 031003 98.550 99.900 98.450 99.450 +0.800 1,593 7,901 -204
Jan04 031003 92.850 94.100 92.725 93.575 +0.625 1,254 4,179 +111
Mar04 031003 89.100 89.975 88.900 89.875 +0.475 141 833 +61
Apr04 031003 88.100 88.250 87.750 88.225 +0.225 61 417 +24
May04 031003 86.900 87.400 86.700 87.400 +0.450 102 480 +2
Aug04 031003 87.000 87.200 87.000 87.000 unch 64 134 +24
Total Volume and Open Interest 4,849 20,344 -348
Lean Hogs(CME)
Oct03 031003 55.250 55.450 54.425 54.650 -0.425 4,556 8,930 -1,287
Dec03 031003 54.600 55.450 54.050 54.325 -0.375 5,964 27,278 +688
Feb04 031003 57.600 58.450 57.350 57.450 -0.375 992 7,017 +277
Apr04 031003 59.050 59.300 58.650 58.800 -0.250 307 2,825 +127
May04 031003 61.900 62.000 61.900 62.000 -0.150 104 501 +33
Jun04 031003 65.000 65.050 64.650 65.000 +0.075 101 1,134 +18
Jul04 031003 61.450 61.750 61.400 61.400 -0.100 17 458 +8
Aug04 031003 60.000 60.000 60.000 60.000 -0.125 18 168 +9
Total Volume and Open Interest 12,065 48,382 -124
Pork Bellies(CME)
Feb04 031003 86.400 87.000 85.050 85.075 -1.450 216 1,798 +25
Mar04 031003 86.400 86.400 85.000 85.000 -0.700 2 31 +1
May04 031003 86.450 86.450 86.450 86.450 -0.150 0 25 +0
Jul04 031003 88.700 88.700 88.700 88.700 +0.200 1 29 +0
Aug04 031003 87.100 87.100 87.100 87.100 +0.100 1 1 +1
Total Volume and Open Interest 220 1,884 -106
Class III Milk(CME)
Oct03 031003 14.15 14.20 13.95 14.04 -0.08 159 5,799 +39
Nov03 031003 12.67 12.67 12.48 12.64 -0.03 46 4,729 -4
Dec03 031003 11.93 11.93 11.70 11.75 -0.18 16 3,449 +10
Jan04 031003 11.63 11.63 11.50 11.63 unch 6 1,382 -1
Feb04 031003 11.27 11.27 11.27 11.27 -0.06 83 1,240 +74
Total Volume and Open Interest 701 21,736 +334
Cocoa(NYBOT)
Dec03 031003 1565 1575 1547 1560 +6 4,634 25,236 +191
Mar04 031003 1555 1555 1533 1544 +5 1,168 19,664 -278
May04 031003 1556 1556 1540 1549 +5 363 8,545 +137
Jul04 031003 1564 1564 1551 1554 +4 28 4,923 +19
Sep04 031003 1555 1564 1555 1564 +6 105 5,650 -18
Dec04 031003 1572 1572 1572 1572 +6 127 6,514 +1
Mar05 031003 1585 1585 1585 1585 +6 100 2,934 +55
Total Volume and Open Interest 6,525 74,992 +107
Coffee "C"(NYBOT)
Dec03 031003 65.20 65.90 64.55 65.10 +0.60 13,990 48,736 -724
Mar04 031003 67.60 68.35 67.10 67.55 +0.60 1,658 11,936 -61
May04 031003 69.10 69.45 68.75 68.95 +0.60 257 3,830 +10
Jul04 031003 70.50 70.60 70.25 70.35 +0.60 41 2,444 +1
Sep04 031003 71.80 71.85 71.50 71.85 +0.70 54 3,742 +11
Dec04 031003 74.00 74.40 73.90 74.15 +0.70 68 1,843 +10
Total Volume and Open Interest 16,068 73,631 -753
Orange Juice(NYBOT)
Nov03 031003 75.60 76.10 75.60 76.05 +0.75 814 17,927 -251
Jan04 031003 78.40 78.70 78.10 78.70 +0.60 797 6,361 +430
Mar04 031003 80.90 81.20 80.90 81.20 +0.50 141 3,341 -26
May04 031003 83.20 83.20 83.20 83.20 +0.40 2 2,403 +2
Jul04 031003 85.20 85.20 85.20 85.20 +0.25 60 229 +16
Total Volume and Open Interest 1,857 30,327 +209
Sugar #11(NYBOT)
Mar04 031003 6.39 6.48 6.36 6.47 +0.09 6,889 107,577 +779
May04 031003 6.42 6.50 6.42 6.48 +0.06 384 20,256 -149
Jul04 031003 6.28 6.33 6.27 6.33 +0.06 270 19,324 -106
Oct04 031003 6.38 6.42 6.36 6.42 +0.05 415 16,003 -216
Mar05 031003 6.46 6.50 6.46 6.50 +0.05 385 3,895 +113
Total Volume and Open Interest 8,502 170,296 +450
Sugar #14(NYBOT)
Nov03 031003 21.45 21.47 21.45 21.46 -0.19 152 1,502 +42
Jan04 031003 21.25 21.25 21.25 21.25 -0.12 10 2,802 -300
Mar04 031003 21.35 21.45 21.35 21.42 +0.01 159 2,658 +7
May04 031003 21.35 21.35 21.33 21.33 -0.02 90 2,394 +5
Jul04 031003 21.35 21.35 21.35 21.35 -0.03 101 1,622 +0
Total Volume and Open Interest 707 12,971 -411
London Cocoa(LCE)
Dec03 031003 953 968 952 963 +6 2,314 69,771 +116
Mar04 031003 977 994 977 988 +6 1,373 31,346 +523
May04 031003 993 1011 993 1004 +6 254 20,164 +11
Jul04 031003 1022 1025 1015 1019 +6 189 13,432 +30
Sep04 031003 1028 1038 1027 1034 +7 363 10,896 -116
Dec04 031003 1046 1046 1039 1046 +9 2 9,104 +1
Mar05 031003 1054 1056 1052 1055 +7 35 7,084 +35
Total Volume and Open Interest 4,630 162,396 +550
London Coffee(LCE)
Nov03 031003 737.00 749.00 731.00 738.00 +1.00 4,944 37,256 -1,777
Jan04 031003 746.00 769.00 746.00 758.00 unch 2,472 28,480 +942
Mar04 031003 776.00 785.00 774.00 774.00 +1.00 1,171 12,142 +31
May04 031003 784.00 796.00 782.00 786.00 unch 20 10,341 +5
Jul04 031003 799.00 799.00 799.00 799.00 +1.00 261 3,554 -161
Sep04 031003 813.00 813.00 813.00 813.00 +1.00 100 3,379 +100
Total Volume and Open Interest 9,141 97,233 -689
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031003 184.20 186.50 184.00 186.50 +2.50 988 19,037 +380
Mar04 031003 188.70 190.60 188.50 190.60 +2.10 328 8,885 +66
May04 031003 191.70 193.50 191.70 193.50 +2.00 0 2,832 +0
Aug04 031003 192.90 193.50 192.90 193.50 +1.50 144 4,165 -30
Total Volume and Open Interest 1,508 37,775 +384
Cotton(NYBOT)
Oct03 031003 66.40 66.40 66.40 66.40 -0.70 1 345 -4
Dec03 031003 68.20 68.80 66.40 67.33 -0.97 4,926 70,955 +404
Mar04 031003 70.45 70.95 68.75 69.94 -0.48 1,628 20,440 +86
May04 031003 71.60 71.60 70.20 70.85 -0.25 54 4,638 +18
Jul04 031003 71.90 71.90 70.60 71.40 -0.15 43 3,108 +1
Oct04 031003 64.97 64.97 64.97 64.97 -0.58 0 185 +0
Total Volume and Open Interest 6,681 100,781 +515
Lumber(CME)
Nov03 031003 300.0 308.7 296.5 299.8 -2.7 527 2,378 -10
Jan04 031003 300.9 303.4 293.7 294.0 -5.7 107 701 +0
Mar04 031003 303.0 304.0 295.0 295.0 -9.0 4 100 +1
May04 031003 296.2 296.2 296.2 296.2 +1.2 1 28 +0
Total Volume and Open Interest 639 3,208 -9
Crude Oil(NYM)
Nov03 031003 29.65 30.44 29.60 30.40 +0.56 69,885 132,551 -2,460
Dec03 031003 29.40 30.14 29.40 30.10 +0.53 56,945 96,180 +3,618
Jan04 031003 29.00 29.63 28.95 29.63 +0.53 15,573 37,925 +412
Feb04 031003 28.50 29.16 28.50 29.16 +0.51 3,241 18,212 +512
Mar04 031003 28.15 28.71 28.15 28.71 +0.47 2,277 23,053 -25
Apr04 031003 27.82 28.30 27.82 28.30 +0.43 1,867 18,405 +468
May04 031003 27.50 27.93 27.50 27.93 +0.39 1,298 10,590 +498
Jun04 031003 27.10 27.60 27.10 27.60 +0.35 4,339 17,917 -823
Jul04 031003 26.90 27.31 26.90 27.31 +0.33 1,427 7,499 +265
Aug04 031003 26.72 27.05 26.72 27.05 +0.30 150 8,536 +90
Sep04 031003 26.48 26.80 26.48 26.80 +0.26 495 13,819 +279
Oct04 031003 26.36 26.58 26.36 26.58 +0.22 97 6,236 +21
Nov04 031003 26.17 26.38 26.16 26.38 +0.20 274 6,520 +82
Dec04 031003 25.90 26.19 25.90 26.19 +0.18 6,332 24,681 -64
Jan05 031003 25.83 26.03 25.83 26.03 +0.17 595 7,096 +137
Feb05 031003 25.88 25.88 25.88 25.88 +0.15 78 2,881 +26
Total Volume and Open Interest 171,098 502,380 +2,273
Heating Oil(NYM)
Nov03 031003 80.50 81.90 80.35 81.79 +0.96 27,021 48,010 -2,658
Dec03 031003 81.25 82.40 81.00 82.36 +0.85 12,377 30,504 -575
Jan04 031003 81.80 82.81 81.40 82.81 +0.85 3,174 19,830 -775
Feb04 031003 81.05 82.31 81.05 82.31 +0.85 2,077 13,508 -379
Mar04 031003 79.10 80.01 78.80 80.01 +0.80 2,436 15,726 +334
Apr04 031003 77.00 77.20 76.80 77.11 +0.75 1,466 7,025 +549
May04 031003 73.75 74.60 73.75 74.36 +0.70 392 3,133 +311
Jun04 031003 72.80 73.00 72.60 72.76 +0.65 1,015 5,300 -202
Jul04 031003 72.20 72.40 72.06 72.06 +0.55 135 2,106 +24
Aug04 031003 72.10 72.60 72.10 72.11 +0.50 231 1,637 +22
Sep04 031003 72.45 72.95 72.45 72.56 +0.50 52 1,245 +50
Oct04 031003 72.95 73.40 72.95 73.11 +0.50 50 939 +25
Total Volume and Open Interest 50,606 152,802 -3,222
Unleaded Gas(NYM)
Nov03 031003 82.50 85.25 82.30 85.11 +3.06 27,881 43,026 +1,637
Dec03 031003 80.00 81.55 79.90 81.35 +1.71 10,393 17,369 +883
Jan04 031003 79.30 80.50 79.10 80.40 +1.60 2,379 7,590 +1,032
Feb04 031003 80.40 80.45 80.00 80.45 +1.50 512 2,007 -112
Mar04 031003 81.00 81.00 81.00 81.00 +1.45 230 2,283 -77
Total Volume and Open Interest 41,896 78,681 +3,371
RBOB Gasoline(NYMEX)
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Nov03 031003 4.635 4.845 4.630 4.767 +0.081 34,176 63,533 -2,652
Dec03 031003 4.920 5.100 4.920 5.034 +0.070 9,126 38,356 +1,237
Jan04 031003 5.150 5.280 5.140 5.226 +0.062 5,491 33,103 +1,610
Feb04 031003 5.100 5.240 5.100 5.185 +0.059 4,150 21,870 +383
Mar04 031003 5.010 5.120 5.000 5.084 +0.053 4,131 21,909 +266
Apr04 031003 4.750 4.825 4.745 4.804 +0.038 2,514 20,664 +254
May04 031003 4.670 4.740 4.670 4.709 +0.033 1,037 14,066 +117
Jun04 031003 4.690 4.740 4.690 4.724 +0.028 685 12,570 +82
Jul04 031003 4.700 4.750 4.700 4.734 +0.033 613 10,109 +314
Aug04 031003 4.705 4.760 4.705 4.735 +0.029 426 9,060 +67
Sep04 031003 4.695 4.740 4.695 4.730 +0.029 310 7,878 +85
Oct04 031003 4.700 4.749 4.695 4.735 +0.026 577 8,247 -17
Nov04 031003 4.840 4.888 4.840 4.872 +0.023 187 7,259 +38
Dec04 031003 4.990 5.039 4.990 5.017 +0.018 86 8,656 +11
Jan05 031003 5.120 5.120 5.099 5.099 +0.013 101 6,689 +30
Feb05 031003 5.025 5.050 5.025 5.043 +0.012 184 6,737 -138
Total Volume and Open Interest 64,372 357,151 +1,846
Brent Crude Oil(ICE)
Nov03 031003 28.25 28.77 27.90 28.71 +0.44 44,256 71,787 -6,023
Dec03 031003 27.84 28.25 27.50 28.21 +0.40 43,569 88,184 +6,058
Jan04 031003 27.48 27.80 27.14 27.78 +0.36 14,004 31,589 +1,427
Feb04 031003 27.01 27.37 26.80 27.35 +0.32 2,382 11,218 +105
Mar04 031003 26.62 26.95 26.44 26.94 +0.29 3,205 9,307 +307
Apr04 031003 26.32 26.58 25.45 26.58 +0.27 724 5,202 +468
May04 031003 26.00 26.24 26.00 26.24 +0.26 573 4,122 -308
Jun04 031003 25.76 26.00 25.60 25.91 +0.22 2,136 20,350 +127
Jul04 031003 25.66 25.66 25.66 25.66 +0.23 700 4,955 +200
Aug04 031003 25.39 25.39 25.39 25.39 +0.16 0 3,143 +0
Sep04 031003 25.28 25.29 25.21 25.21 +0.15 0 2,944 +0
Oct04 031003 25.03 25.03 25.03 25.03 +0.14 100 1,666 +100
Dec04 031003 24.63 24.80 24.60 24.75 +0.13 6,074 28,306 -349
Total Volume and Open Interest 117,773 299,711 +1,662
Gas Oil(ICE)
Oct03 031003 244.75 246.00 240.25 245.75 +1.00 13,090 25,768 -3,285
Nov03 031003 242.75 244.00 238.00 243.50 +1.75 16,610 38,535 -1,754
Dec03 031003 240.50 241.75 237.00 241.75 +1.75 8,586 30,532 -793
Jan04 031003 238.00 239.75 235.50 239.50 +1.75 5,744 17,146 +83
Feb04 031003 233.75 236.00 232.00 235.75 +2.00 463 7,043 -322
Mar04 031003 231.00 231.00 231.00 231.00 +2.25 66 4,454 -128
Apr04 031003 223.00 226.25 223.00 226.25 +2.25 0 5,346 +0
May04 031003 219.75 222.00 219.00 222.00 +2.25 600 1,174 -54
Jun04 031003 217.50 219.50 216.50 219.25 +1.75 2,990 10,568 +510
Jul04 031003 219.00 219.00 219.00 219.00 +1.75 1,137 1,477 +537
Total Volume and Open Interest 51,060 155,683 -4,638
US Dollar Index(NYBOT)
Dec03 031003 92.80 93.62 92.64 93.53 +0.80 1,644 19,251 +123
Mar04 031003 93.69 93.97 93.48 93.94 +0.80 0 2,076 +0
Jun04 031003 94.39 94.39 94.39 94.39 +0.80 0 13 +0
Total Volume and Open Interest 1,644 21,340 +123
Australian Dollar(CME)
Dec03 031003 67.90 68.00 67.15 67.31 -0.79 2,651 48,118 +1,083
Mar04 031003 67.20 67.20 66.66 66.67 -0.79 7 539 -1
Jun04 031003 66.03 66.03 66.03 66.03 -0.79 0 10 +0
Total Volume and Open Interest 2,658 48,754 +1,082
British Pound(CME)
Dec03 031003 166.06 166.18 165.00 165.40 -0.76 3,392 48,648 +726
Mar04 031003 164.28 164.28 164.28 164.28 -0.76 61 213 -53
Jun04 031003 163.16 163.16 163.16 163.16 -0.76 0 1 +0
Total Volume and Open Interest 3,453 48,862 +673
Canadian Dollar(CME)
Dec03 031003 74.37 74.38 73.94 74.09 -0.26 5,348 69,395 +3,715
Mar04 031003 73.90 74.10 73.70 73.84 -0.26 47 2,808 +11
Jun04 031003 73.70 73.90 73.55 73.60 -0.26 15 1,101 +9
Sep04 031003 73.45 73.45 73.37 73.37 -0.26 5 648 +5
Total Volume and Open Interest 5,441 74,160 +3,743
Japanese Yen(CME)
Dec03 031003 90.58 90.75 90.26 90.32 -0.20 2,469 149,559 +305
Mar04 031003 90.62 90.62 90.58 90.58 -0.19 30 127 +14
Jun04 031003 90.84 90.84 90.84 90.84 -0.18 0 79 +0
Total Volume and Open Interest 2,508 149,813 +324
Swiss Franc(CME)
Dec03 031003 75.86 76.00 74.80 74.88 -1.17 3,060 44,666 +114
Mar04 031003 75.03 75.03 75.03 75.03 -1.17 35 163 -35
Jun04 031003 75.17 75.17 75.17 75.17 -1.17 0 109 +0
Total Volume and Open Interest 3,095 44,970 +79
EuroFX(CME)
Dec03 031003 116.67 116.80 115.28 115.37 -1.30 10,057 93,652 +4,274
Mar04 031003 116.53 116.53 115.05 115.09 -1.31 82 972 +11
Jun04 031003 114.83 114.83 114.83 114.83 -1.32 0 62 +0
Total Volume and Open Interest 10,139 94,770 +4,284
Mexican Peso(CME)
Oct03 031003 8885.0 8960.0 8885.0 8885.0 -75.0 0 50 +0
Nov03 031003 8850.0 8925.0 8850.0 8850.0 -75.0 0 67 +0
Total Volume and Open Interest 14,063 33,259 +4,249
30-Year T-Bonds(CBOT)
Dec03 031003 111~10 111~11 108~20 108~28 -2~14 283,372 436,450 +271
Mar04 031003 109~13 109~18 107~08 107~15 -2~14 1,744 17,417 -505
Jun04 031003 106~16 106~16 106~03 106~03 -2~14 2 193 +1
Total Volume and Open Interest 285,118 454,256 -233
10-Year T-Notes(CBOT)
Dec03 031003 114~000 114~010 112~080 112~155 -1~170 740,516 835,955 +15,616
Mar04 031003 111~180 112~000 110~245 111~010 -1~205 3,231 9,820 +1,959
Total Volume and Open Interest 743,759 845,785 +17,585
5-Year T-Notes(CBOT)
Dec03 031003 112~315 113~000 112~005 112~045 -0~310 338,149 0 +0
Mar04 031003 110~305 110~305 110~305 110~305 -1~010 4,356 4,277 +4,230
Total Volume and Open Interest 342,505 4,277 +4,230
2 Year T-Notes(CBOT)
Dec03 031003 107~094 107~096 107~050 107~056 -0~044 19,556 148,817 +7,525
Total Volume and Open Interest 19,556 148,817 +7,525
Eurodollars(CME)
Dec03 031003 98.865 98.865 98.835 98.840 -0.030 72,407 738,604 -12,939
Mar04 031003 98.810 98.815 98.710 98.735 -0.090 110,337 704,489 +4,742
Jun04 031003 98.600 98.605 98.410 98.450 -0.175 146,674 565,522 -994
Sep04 031003 98.285 98.295 98.035 98.075 -0.235 177,216 579,671 +7,768
Dec04 031003 97.880 97.900 97.620 97.660 -0.265 115,022 513,496 +180
Mar05 031003 97.485 97.505 97.225 97.260 -0.270 45,998 306,202 -5,787
Jun05 031003 97.100 97.130 96.850 96.885 -0.260 40,584 241,929 +4,768
Sep05 031003 96.760 96.780 96.500 96.550 -0.255 31,594 188,128 +4,380
Dec05 031003 96.465 96.485 96.210 96.255 -0.255 11,198 141,016 +1,493
Mar06 031003 96.210 96.235 95.975 96.000 -0.255 9,418 128,554 -101
Jun06 031003 95.980 95.985 95.710 95.755 -0.255 10,665 121,491 +2,203
Sep06 031003 95.760 95.765 95.500 95.535 -0.255 8,658 107,231 +1,615
Dec06 031003 95.545 95.550 95.295 95.320 -0.255 3,719 86,568 -279
Mar07 031003 95.360 95.365 95.110 95.135 -0.255 3,142 75,569 -147
Jun07 031003 95.185 95.185 94.940 94.950 -0.260 3,170 68,885 +98
Sep07 031003 95.010 95.010 94.780 94.785 -0.260 3,332 51,356 -147
Dec07 031003 94.865 94.865 94.625 94.635 -0.260 1,654 41,474 +201
Mar08 031003 94.730 94.730 94.490 94.500 -0.260 2,188 37,651 +82
Total Volume and Open Interest 810,289 4,913,698 +4,252
3-Mth Euro-Yen(CME)
Dec03 031003 99.91 99.91 99.91 99.91 unch 3,106 5,344 +141
Mar04 031003 99.87 99.87 99.87 99.87 unch 400 7,413 +197
Jun04 031003 99.84 99.84 99.83 99.83 -0.01 216 10,956 +175
Sep04 031003 99.78 99.78 99.77 99.77 -0.01 315 4,587 +149
Dec04 031003 99.69 99.69 99.68 99.68 -0.02 48 1,247 -61
Mar05 031003 99.55 99.55 99.54 99.54 -0.02 0 5,001 +0
Jun05 031003 99.45 99.46 99.44 99.44 -0.02 0 238 -50
Sep05 031003 99.31 99.31 99.31 99.31 unch 115 4,892 +50
Dec05 031003 99.21 99.21 99.21 99.21 -0.01 0 35 +0
Mar06 031003 99.04 99.04 99.04 99.04 -0.01 0 205 +0
Total Volume and Open Interest 4,200 40,765 +601
3-Mth Euro-Yen(SIMEX)
Dec03 031003 99.91 99.91 99.90 99.91 unch 1,444 39,448 -1,037
Mar04 031003 99.87 99.87 99.87 99.87 unch 4,478 58,700 -4,571
Jun04 031003 99.85 99.85 99.84 99.85 unch 1,085 60,107 -570
Sep04 031003 99.78 99.79 99.78 99.79 +0.01 746 29,933 +165
Dec04 031003 99.70 99.70 99.69 99.70 +0.01 1,463 25,586 +362
Mar05 031003 99.57 99.59 99.57 99.58 +0.01 1,421 16,141 +1,142
Jun05 031003 99.46 99.50 99.46 99.49 +0.01 1,946 9,719 +990
Sep05 031003 99.35 99.35 99.34 99.35 +0.02 70 9,053 +147
Total Volume and Open Interest 12,653 259,876 -3,372
German Euro-Bund(EUREX)
Dec03 031003 114.34 114.44 113.30 113.31 -1.00 1,060,831 790,063 -12,815
Mar04 031003 113.80 113.80 112.80 112.80 -1.04 4,077 4,240 -35
Jun04 031003 112.31 112.31 112.31 112.31 -1.00 7,384 0 +0
Total Volume and Open Interest 1,072,292 794,303 -12,850
German Euro-Bobl(EUREX)
Dec03 031003 111.42 111.44 110.41 110.48 -0.90 658,460 610,440 -8,829
Mar04 031003 110.03 110.03 110.03 110.03 -0.92 2,165 7,931 -166
Jun04 031003 109.48 109.48 109.48 109.48 -0.90 4,390 0 +0
Total Volume and Open Interest 665,015 618,371 -8,995
Long Gilt(LIFFE)
Dec03 031003 117~14 117~14 116~15 116~21 -0~25 49,089 135,204 +1,038
Mar04 031003 108~13 108~13 108~13 108~13 -0~25      
Total Volume and Open Interest 49,089 135,204 +1,038
3-Mth Short Sterling(LIFFE)
Dec03 031003 96.16 96.16 96.05 96.07 -0.07 48,855 209,212 -1,005
Mar04 031003 95.96 95.97 95.78 95.81 -0.14 60,105 174,729 -1,781
Jun04 031003 95.76 95.76 95.53 95.57 -0.19 68,349 128,885 -6,665
Total Volume and Open Interest 269,166 941,723 -18,190
3-Mth Euribor(LIFFE)
Dec03 031003 97.900 97.915 97.830 97.865 -0.045 178,598 653,937 +10,000
Mar04 031003 97.900 97.910 97.690 97.775 -0.130 221,702 513,161 -19,419
Jun04 031003 97.770 97.780 97.455 97.585 -0.190 261,515 410,809 -438
Total Volume and Open Interest 1,179,190 2,698,810 -38,371
3-Mth Aus T-Bills(SFE)
Dec03 031003 95.06 95.08 95.05 95.08 -0.01 4,795 175,354 -16,287
Mar04 031003 94.97 94.99 94.97 94.99 -0.02 9,004 97,072 -226
Jun04 031003 94.85 94.88 94.85 94.87 -0.04 2,670 42,402 -183
Sep04 031003 94.77 94.77 94.75 94.76 -0.04 607 26,030 +911
Dec04 031003 94.69 94.69 94.68 94.68 -0.04 518 16,306 +386
Mar05 031003 94.61 94.61 94.60 94.61 -0.04 153 17,698 -315
Jun05 031003 94.56 94.56 94.55 94.55 -0.04 453 10,462 +150
Sep05 031003 94.51 94.51 94.51 94.51 -0.04 220 3,217 +70
Dec05 031003 94.48 94.48 94.48 94.48 -0.05 20 1,636 +0
Mar06 031003 94.46 94.46 94.46 94.46 -0.05 20 814 +0
Total Volume and Open Interest 18,500 391,357 -15,484
10-Year Aus T-Bonds(SFE)
Dec03 031003 94.64 94.66 94.64 94.65 -0.05 4,997 147,358 -4,536
Mar04 031003 94.65 94.65 94.65 94.65 -0.05      
Total Volume and Open Interest 14,879 151,894 -12,225
3-Year Aus T-Bonds(SFE)
Dec03 031003 94.93 94.94 94.91 94.94 -0.03 32,218 296,562 -42,610
Mar04 031003 94.94 94.94 94.94 94.94 -0.03      
Total Volume and Open Interest 32,218 296,562 -42,610
Gold(CMX)
Oct03 031003 383.0 384.5 368.0 369.4 -13.7 146 1,807 -40
Dec03 031003 385.5 387.0 367.0 370.0 -13.7 34,443 201,214 +568
Feb04 031003 387.4 387.4 369.0 370.8 -13.7 1,151 20,161 +259
Apr04 031003 388.0 388.0 371.6 371.6 -13.7 174 7,184 +68
Jun04 031003 386.0 386.0 370.0 372.3 -13.7 494 11,420 +105
Aug04 031003 373.1 373.1 373.1 373.1 -13.6 1,021 6,396 +54
Oct04 031003 373.8 373.8 373.8 373.8 -13.5 0 147 +0
Dec04 031003 389.5 389.5 372.0 374.5 -13.5 251 15,079 +68
Feb05 031003 388.7 388.7 375.4 375.4 -13.3 79 1,676 +34
Apr05 031003 376.3 376.3 376.3 376.3 -13.2 0 100 +0
Jun05 031003 377.4 377.4 377.4 377.4 -13.1 269 7,562 +168
Aug05 031003 378.5 378.5 378.5 378.5 -13.0      
Total Volume and Open Interest 38,145 278,405 +1,321
Silver(CMX)
Dec03 031003 511.5 514.0 482.0 483.5 -26.5 7,600 82,207 -922
Mar04 031003 513.0 513.5 483.0 484.6 -26.3 228 11,158 +148
May04 031003 505.0 507.0 485.6 485.6 -26.1 4 1,106 -1
Jul04 031003 512.0 512.0 484.0 486.5 -26.0 1 2,095 -11
Sep04 031003 487.4 487.4 487.4 487.4 -25.9 5 662 +0
Dec04 031003 517.0 517.0 487.0 488.3 -25.8 86 4,288 -47
Mar05 031003 485.0 489.5 485.0 489.5 -25.8 5 207 +5
Total Volume and Open Interest 7,949 103,265 -813
Platinum(NYM)
Oct03 031003 717.0 725.0 717.0 717.5 +6.5 89 311 -109
Jan04 031003 714.0 723.0 711.0 713.5 +9.0 301 7,871 +46
Apr04 031003 704.5 704.5 704.5 704.5 +9.0 20 23 +17
Total Volume and Open Interest 410 8,205 -46
Palladium(NYME)
Dec03 031003 213.00 213.50 210.00 210.20 -1.90 82 5,375 +3
Mar04 031003 212.00 212.00 210.20 210.20 -1.90 0 56 +0
Jun04 031003 212.00 212.00 210.70 210.70 -1.90 0 35 +0
Total Volume and Open Interest 82 5,466 +3
Copper(CMX)
Dec03 031003 83.70 83.95 83.30 83.70 +0.35 12,245 76,411 +3,801
Mar04 031003 84.15 84.25 84.00 84.15 +0.40 575 6,065 +333
May04 031003 84.35 84.35 84.35 84.35 +0.35 52 3,057 +41
Jul04 031003 84.45 84.45 84.45 84.45 +0.35 0 2,133 +0
Sep04 031003 84.60 84.65 84.60 84.60 +0.35 0 1,156 +0
Total Volume and Open Interest 13,120 96,023 +4,091
Aluminum(CMX)
Oct03 031003 67.65 67.65 67.65 67.65 +0.35 0 129 -100
Nov03 031003 67.80 67.85 67.80 67.85 +0.35 3 1,688 +3
Dec03 031003 68.30 68.30 68.00 68.00 +0.35 3 1,501 +2
Jan04 031003 67.75 68.05 67.75 68.05 +0.35 0 628 +0
Feb04 031003 68.15 68.15 68.15 68.15 +0.35 0 787 +0
Mar04 031003 68.60 68.60 68.25 68.25 +0.35 4 191 +2
Total Volume and Open Interest 60 7,114 -93
DJIA Index(CBOT)
Dec03 031003 9497 9635 9480 9542 +75 10,357 31,834 -114
Mar04 031003 9560 9605 9515 9515 +75 42 1,225 -20
Jun04 031003 9485 9485 9485 9485 +75      
Total Volume and Open Interest 10,399 33,059 -134
S & P 500(CME)
Dec03 031003 1032.00 1037.80 1028.50 1028.50 +8.90 46,725 567,477 +414
Mar04 031003 1031.00 1033.00 1026.50 1026.80 +8.90 7 14,076 -1,908
Jun04 031003 1025.80 1025.80 1025.80 1025.80 +9.20 26 360 -8
Sep04 031003 1025.30 1025.30 1025.30 1025.30 +9.20 0 127 +0
Total Volume and Open Interest 46,758 582,063 -1,502
S & P 500 E-Mini(Globex)
Dec03 031003 1019.50 1038.00 1018.00 1032.00 +12.50 727,229 404,827 +10,462
Mar04 031003 1022.00 1036.00 1022.00 1028.50 +10.50 61 723 +7
Total Volume and Open Interest 727,290 405,550 +10,469
NASDAQ 100(CME)
Dec03 031003 1364.00 1388.00 1363.00 1376.50 +38.00 13,840 70,887 +1,763
Mar04 031003 1379.50 1379.50 1379.50 1379.50 +38.00 1 54 +0
Jun04 031003 1382.50 1382.50 1382.50 1382.50 +38.00      
Total Volume and Open Interest 13,841 70,941 +1,763
NASDAQ 100 E-Mini(Globex)
Dec03 031003 1337.50 1388.00 1336.00 1377.50 +39.00 291,848 185,266 -2,650
Mar04 031003 1367.50 1390.50 1367.50 1378.50 +37.00 69 1,322 -39
Total Volume and Open Interest 291,917 186,588 -2,689
S & P Midcap 400(CME)
Dec03 031003 530.00 533.00 528.75 531.25 +6.75 867 13,296 +495
Mar04 031003 531.05 531.05 531.05 531.05 +6.75      
Jun04 031003 531.50 531.50 531.50 531.50 +6.75 0 1 +0
Total Volume and Open Interest 867 13,297 +495
Russell 2000(CME)
Dec03 031003 509.00 513.90 508.75 513.00 +8.50 1,893 20,059 +5
Mar04 031003 513.00 513.00 513.00 513.00 +8.50      
Jun04 031003 513.00 513.00 513.00 513.00 +8.50      
Total Volume and Open Interest 1,893 20,059 +5
Russell 2000 E-Mini(Globex)
Dec03 031003 504.00 513.90 502.80 511.50 +7.00 21,890 17,941 -801
Mar04 031003 504.00 513.90 502.80 513.00 +8.50      
Total Volume and Open Interest 21,890 17,941 -801
Value Line(KCBT)
Dec03 031003 1381.50 1383.00 1381.50 1383.00 +22.00 1 38 +0
Total Volume and Open Interest 1 38 +0
Nikkei 225(CME)
Dec03 031003 10670 10735 10580 10705 +45 21,251 151,200 +3,254
Mar04 031003 10695 10695 10695 10695 +45 5 540 +0
Total Volume and Open Interest 21,256 151,745 +3,259
Nikkei 225(SGX)
Dec03 031003 10670 10735 10580 10705 +45 21,251 151,200 +3,254
Mar04 031003 10695 10695 10695 10695 +45 5 540 +0
Jun04 031003 10655 10655 10655 10655 +45      
Total Volume and Open Interest 21,256 151,745 +3,259
CAC 40(EURONEXT)
Oct03 031003 3199.0 3307.0 3199.0 3300.0 +100.0 76,596 439,284 +19,935
Nov03 031003 3241.0 3307.0 3241.0 3305.0 +100.0 2 1,925 -325
Dec03 031003 3217.0 3316.5 3211.0 3309.5 +100.0 624 116,265 -1,334
Total Volume and Open Interest 77,222 571,172 +18,276
Hang Seng Index(HKFE)
Oct03 031003 11595 11674 11577 11647 +67 18,741 83,358 +4,278
Nov03 031003 11560 11620 11550 11600 +59 283 363 +363
Dec03 031003 11565 11620 11554 11601 +61 42 984 -40
Total Volume and Open Interest 19,089 84,830 +4,427
DAX(EUREX)
Dec03 031003 3328.0 3457.5 3305.5 3430.5 +131.5 130,802 241,779 -1,831
Mar04 031003 3341.5 3454.0 3323.0 3448.0 +132.5 293 9,914 -37
Jun04 031003 3350.5 3466.5 3350.5 3466.5 +133.0 110 726 +74
Total Volume and Open Interest 131,205 252,419 -1,794
FT-SE 100(EURONEXT)
Dec03 031003 4224.00 4300.00 4214.50 4291.00 +82.00 63,189 410,013 -5,960
Mar04 031003 4221.00 4290.00 4221.00 4285.00 +83.00 2,355 9,558 -549
Jun04 031003 4293.00 4293.00 4293.00 4293.00 +82.00 0 5,895 +0
Total Volume and Open Interest 65,544 425,466 -6,509
SPI 200(SFE)
Dec03 031003 3195.0 3209.0 3195.0 3206.0 unch 18,387 152,712 +415
Mar04 031003 3207.0 3213.0 3207.0 3213.0 +1.0 130 3,365 +29
Jun04 031003 3220.0 3220.0 3220.0 3220.0 +1.0 133 2,360 +133
Total Volume and Open Interest 18,664 159,621 +525
GSCI(CME)
Oct03 031003 234.60 238.00 234.60 238.00 +2.80 158 11,037 -159
Nov03 031003 238.00 238.00 238.00 238.00 +2.60 353 507 +316
Dec03 031003 238.00 238.00 238.00 238.00 +2.25      
Total Volume and Open Interest 511 11,544 +157
Reuters CRB Index(NYBOT)
Nov03 031003 245.75 246.50 242.25 242.55 -2.95 41 521 +5
Jan04 031003 245.50 245.50 242.50 242.55 -2.70 1 338 +1
Feb04 031003 244.00 244.00 241.05 241.05 -2.45 1 160 +0
Total Volume and Open Interest 44 1,023 +7
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!