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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 Mon October 06, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031006 671.00 687.50 669.00 684.00 +6.00 55,436 132,600 -6,611
Jan04 031006 672.00 689.50 671.00 685.75 +5.00 9,537 39,885 +1,082
Mar04 031006 668.00 683.50 666.50 680.25 +5.50 5,028 27,991 +785
May04 031006 646.50 663.00 646.50 659.00 +4.50 3,962 37,220 -418
Jul04 031006 639.00 655.00 639.00 652.50 +5.25 2,153 11,993 +135
Aug04 031006 628.00 640.00 628.00 637.00 +5.00 75 1,329 +19
Sep04 031006 601.00 607.00 601.00 607.00 +0.50 17 220 +16
Total Volume and Open Interest 77,367 256,865 -5,328
Soybean Meal(CBOT)
Oct03 031006 196.80 200.70 195.60 200.00 +2.30 2,334 7,746 -793
Dec03 031006 197.00 202.40 196.70 201.10 +2.10 14,356 83,329 -899
Jan04 031006 197.20 202.50 197.20 200.90 +1.50 2,575 16,287 +712
Mar04 031006 196.50 200.40 196.20 199.20 +1.50 2,767 17,282 +906
May04 031006 192.30 195.30 191.80 194.30 +1.00 3,072 20,511 +189
Jul04 031006 190.80 193.50 190.30 192.50 +0.70 1,546 10,538 -271
Aug04 031006 186.50 190.00 186.50 188.50 +0.80 452 2,605 +263
Sep04 031006 180.50 181.00 180.50 180.50 +1.30 252 2,528 +156
Total Volume and Open Interest 27,962 168,597 +450
Soybean Oil(CBOT)
Oct03 031006 24.90 25.10 24.58 25.10 +0.10 2,598 3,012 -354
Dec03 031006 24.60 25.05 24.47 24.94 +0.14 18,753 77,805 -1,230
Jan04 031006 24.47 24.92 24.40 24.81 +0.08 4,033 15,767 +887
Mar04 031006 24.15 24.75 24.15 24.70 +0.10 3,117 20,775 +1,298
May04 031006 23.75 24.40 23.75 24.37 +0.24 2,843 18,598 +436
Jul04 031006 23.50 24.23 23.50 24.23 +0.27 2,218 12,168 +544
Aug04 031006 23.60 23.95 23.60 23.80 +0.20 186 1,261 +95
Sep04 031006 22.80 23.10 22.80 23.05 +0.05 269 738 -86
Total Volume and Open Interest 34,198 153,507 +1,566
Canola(WCE)
Nov03 031006 363.5 366.0 361.8 364.0 -1.2 5,656 31,523 +986
Jan04 031006 369.0 372.2 367.8 370.4 -1.6 1,658 8,948 +943
Mar04 031006 374.0 374.6 373.0 374.6 -1.4 597 1,215 -24
May04 031006 379.7 379.7 379.7 379.7 -1.3 108 156 +102
Jul04 031006 383.8 383.8 383.8 383.8 -1.7 101 2,091 +34
Total Volume and Open Interest 8,214 48,089 +1,898
Corn(CBOT)
Dec03 031006 221.50 222.75 220.50 221.25 -1.75 40,707 226,209 -1,916
Mar04 031006 229.00 230.75 228.50 229.25 -1.75 11,003 88,403 +1,305
May04 031006 234.00 235.50 233.25 234.25 -1.75 2,063 22,025 -583
Jul04 031006 237.00 238.50 236.25 237.25 -1.75 2,739 22,623 +116
Sep04 031006 236.00 237.00 235.50 236.25 -1.25 244 3,171 +42
Dec04 031006 237.00 238.50 236.75 237.25 -1.00 1,248 14,386 +689
Total Volume and Open Interest 58,004 377,800 -347
Wheat(CBOT)
Dec03 031006 346.50 347.00 340.50 341.00 -11.25 17,646 84,966 -1,372
Mar04 031006 356.00 356.00 351.00 352.50 -10.50 3,699 22,088 -706
May04 031006 355.00 357.00 352.50 353.50 -10.75 328 2,282 +80
Jul04 031006 331.50 333.00 329.00 331.50 -4.00 434 3,939 +168
Sep04 031006 335.50 335.50 335.50 335.50 -4.00 1 110 +0
Total Volume and Open Interest 22,113 113,504 -1,830
Wheat(KCBT)
Dec03 031006 349.00 349.00 343.00 344.25 -10.25 4,350 46,406 -1,043
Mar04 031006 356.00 357.00 352.00 354.00 -9.00 1,431 12,688 -120
May04 031006 356.00 357.00 354.00 354.50 -6.50 370 1,724 -13
Jul04 031006 335.00 335.00 331.00 334.00 -4.50 157 2,429 +21
Sep04 031006 339.00 339.00 339.00 339.00 -5.00 27 142 +2
Total Volume and Open Interest 6,339 63,411 -1,149
Wheat(MGE)
Dec03 031006 357.00 357.50 351.50 352.50 -9.00 2,448 20,006 -141
Mar04 031006 365.00 365.00 358.50 359.50 -9.00 847 7,742 +49
May04 031006 367.00 367.00 363.00 363.50 -6.50 46 742 +24
Jul04 031006 363.00 363.00 363.00 363.00 -3.00 0 262 +0
Sep04 031006 355.00 358.00 355.00 358.00 +1.00 22 132 +17
Total Volume and Open Interest 3,382 28,938 -35
Oats(CBOT)
Dec03 031006 145.50 148.00 145.00 148.00 +0.75 738 5,106 +60
Mar04 031006 151.00 152.50 151.00 152.50 unch 33 977 +8
May04 031006 155.50 155.50 155.50 155.50 unch 4 65 +2
Jul04 031006 155.50 155.50 155.50 155.50 unch 0 29 +0
Total Volume and Open Interest 775 6,179 +70
Rough Rice(CBOT)
Nov03 031006 7.28 7.30 7.12 7.13 -0.17 519 4,874 -128
Jan04 031006 7.50 7.50 7.32 7.33 -0.18 225 1,482 +177
Mar04 031006 7.69 7.69 7.50 7.50 -0.21 28 905 +25
May04 031006 7.69 7.69 7.69 7.69 -0.21 0 549 +0
Total Volume and Open Interest 772 8,174 +74
Live Cattle(CME)
Oct03 031006 89.700 91.325 89.600 91.325 +1.500 6,786 19,537 -2,724
Dec03 031006 86.050 87.825 86.000 87.725 +1.400 9,089 62,818 -344
Feb04 031006 83.700 85.325 83.650 85.100 +1.275 2,705 25,744 -235
Apr04 031006 80.500 82.075 80.450 81.925 +1.350 2,658 17,575 +566
Jun04 031006 74.750 76.225 74.700 76.000 +1.250 837 7,658 +176
Aug04 031006 74.000 75.025 73.950 74.825 +1.300 77 1,414 +24
Total Volume and Open Interest 22,322 135,692 -2,519
Feeder Cattle(CME)
Oct03 031006 102.000 103.000 101.950 102.825 +0.875 1,424 6,702 +303
Nov03 031006 99.300 100.950 99.250 100.950 +1.500 1,708 7,893 -8
Jan04 031006 93.400 95.075 93.350 95.075 +1.500 1,163 4,612 +433
Mar04 031006 89.875 91.350 89.875 91.325 +1.450 134 872 +39
Apr04 031006 88.050 89.600 88.050 89.500 +1.275 90 450 +33
May04 031006 87.500 88.400 87.500 88.400 +1.000 106 535 +55
Aug04 031006 87.500 88.400 87.500 88.400 +1.400 64 165 +31
Total Volume and Open Interest 4,689 21,230 +886
Lean Hogs(CME)
Oct03 031006 54.600 55.500 54.550 54.850 +0.200 4,080 7,047 -1,883
Dec03 031006 54.200 55.750 54.200 55.100 +0.775 4,895 27,642 +364
Feb04 031006 57.500 58.450 57.400 58.250 +0.800 822 7,310 +293
Apr04 031006 58.900 59.200 58.400 59.100 +0.300 125 2,846 +21
May04 031006 61.900 62.000 61.900 62.000 unch 7 506 +5
Jun04 031006 64.750 65.300 64.750 65.250 +0.250 39 1,143 +9
Jul04 031006 61.500 61.800 61.500 61.800 +0.400 6 457 -1
Aug04 031006 60.000 60.000 60.000 60.000 unch 0 167 -1
Total Volume and Open Interest 9,979 47,193 -1,189
Pork Bellies(CME)
Feb04 031006 85.000 85.900 84.150 85.650 +0.575 226 1,856 +58
Mar04 031006 84.500 85.300 84.250 85.100 +0.100 2 30 -1
May04 031006 86.450 86.450 86.450 86.450 unch 0 25 +0
Jul04 031006 88.800 88.800 88.800 88.800 +0.100 0 29 +0
Aug04 031006 87.200 87.200 87.200 87.200 +0.100 0 1 +0
Total Volume and Open Interest 228 1,941 +57
BFP Milk Class III(CME)
Sep03 030930 14.26 14.28 14.26 14.27 +0.01 754 5,895 -7
Oct03 031006 14.00 14.15 13.95 14.12 +0.08 165 5,773 -26
Nov03 031006 12.55 12.70 12.50 12.65 +0.01 94 4,753 +24
Dec03 031006 11.65 11.78 11.60 11.75 unch 83 3,487 +38
Jan04 031006 11.50 11.57 11.50 11.57 -0.06 42 1,390 +8
Total Volume and Open Interest 707 21,938 +202
Cocoa(NYBOT)
Dec03 031006 1550 1572 1520 1546 -14 1,934 25,127 -109
Mar04 031006 1523 1550 1515 1530 -14 455 19,770 +106
May04 031006 1519 1535 1519 1534 -15 47 8,527 -18
Jul04 031006 1541 1541 1541 1541 -13 50 4,921 -2
Sep04 031006 1550 1550 1550 1550 -14 1 5,651 +1
Dec04 031006 1558 1558 1558 1558 -14 10 6,514 +0
Mar05 031006 1571 1571 1571 1571 -14 0 2,934 +0
Total Volume and Open Interest 2,497 74,970 -22
Coffee "C"(NYBOT)
Dec03 031006 63.00 63.75 62.80 63.20 -1.90 5,943 48,695 -41
Mar04 031006 65.70 66.25 65.50 65.80 -1.75 1,240 12,301 +365
May04 031006 67.10 67.90 67.10 67.30 -1.65 114 3,850 +20
Jul04 031006 68.60 69.50 68.50 68.70 -1.65 25 2,448 +4
Sep04 031006 70.15 70.50 70.05 70.20 -1.65 127 3,864 +122
Dec04 031006 72.50 72.50 72.25 72.45 -1.70 147 1,943 +100
Total Volume and Open Interest 7,600 74,199 +568
Orange Juice(NYBOT)
Nov03 031006 75.50 75.60 73.00 73.20 -2.85 1,079 17,696 -231
Jan04 031006 78.35 78.35 75.80 75.90 -2.80 793 6,466 +105
Mar04 031006 80.75 80.75 78.50 78.80 -2.40 339 3,587 +246
May04 031006 82.00 82.00 80.85 80.85 -2.35 0 2,403 +0
Jul04 031006 84.60 84.60 83.35 83.35 -1.85 2 229 +0
Total Volume and Open Interest 2,213 30,447 +120
Sugar #11(NYBOT)
Mar04 031006 6.43 6.45 6.15 6.23 -0.24 10,218 107,448 -129
May04 031006 6.46 6.46 6.19 6.26 -0.22 1,719 20,326 +70
Jul04 031006 6.31 6.31 6.07 6.13 -0.20 1,177 19,418 +94
Oct04 031006 6.40 6.40 6.20 6.23 -0.19 1,008 16,323 +320
Mar05 031006 6.37 6.37 6.34 6.34 -0.16 510 4,028 +133
Total Volume and Open Interest 14,923 171,041 +745
London Cocoa(LCE)
Dec03 031006 959 975 948 958 -5 11,813 62,432 -7,339
Mar04 031006 990 1000 974 982 -6 10,618 41,065 +9,719
May04 031006 1003 1015 990 999 -5 5,455 15,528 -4,636
Jul04 031006 1010 1020 1006 1014 -5 318 13,481 +49
Sep04 031006 1039 1039 1019 1028 -6 4,767 15,247 +4,351
Dec04 031006 1040 1040 1040 1040 -6 516 9,262 +158
Mar05 031006 1049 1049 1049 1049 -6 256 7,084 +0
Total Volume and Open Interest 33,852 164,807 +2,411
London Coffee(LCE)
Nov03 031006 742.00 742.00 714.00 721.00 -17.00 2,867 36,278 -978
Jan04 031006 760.00 763.00 735.00 741.00 -17.00 1,648 29,169 +689
Mar04 031006 779.00 779.00 752.00 756.00 -18.00 132 12,212 +70
May04 031006 791.00 791.00 763.00 769.00 -17.00 58 10,348 +7
Jul04 031006 782.00 782.00 782.00 782.00 -17.00 0 3,554 +0
Sep04 031006 796.00 796.00 796.00 796.00 -17.00 0 3,379 +0
Total Volume and Open Interest 4,705 97,021 -212
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031006 186.50 186.50 179.00 181.50 -5.00 991 19,036 -1
Mar04 031006 190.00 190.00 184.00 186.30 -4.30 117 8,851 -34
May04 031006 189.00 189.20 187.00 189.20 -4.30 20 2,852 +20
Aug04 031006 192.00 192.00 187.50 189.70 -3.80 41 4,196 +31
Total Volume and Open Interest 1,219 37,841 +66
Cotton(NYBOT)
Oct03 031006 67.25 67.40 67.25 67.40 +1.00 0 345 +0
Dec03 031006 67.60 68.50 67.40 68.49 +1.16 10,199 69,342 -1,613
Mar04 031006 70.30 71.00 69.94 70.96 +1.02 2,543 20,411 -29
May04 031006 71.10 71.93 71.10 71.93 +1.08 210 4,641 +3
Jul04 031006 71.50 72.45 71.40 72.45 +1.05 122 3,102 -6
Oct04 031006 65.50 65.50 65.50 65.50 +0.53 0 185 +0
Total Volume and Open Interest 13,081 99,134 -1,647
Lumber(CME)
Nov03 031006 299.8 302.4 296.8 301.3 +1.5 898 2,419 +41
Jan04 031006 295.1 295.5 291.1 295.5 +1.5 206 737 +36
Mar04 031006 295.1 296.3 293.2 296.3 +1.3 8 106 +6
May04 031006 296.3 296.3 296.3 296.3 +0.1 0 28 +0
Total Volume and Open Interest 1,112 3,291 +83
Crude Oil(NYM)
Nov03 031006 30.60 30.76 30.32 30.47 +0.07 82,090 130,422 -2,129
Dec03 031006 30.35 30.54 30.13 30.31 +0.21 53,713 101,086 +4,906
Jan04 031006 29.90 30.00 29.69 29.84 +0.21 14,174 38,964 +1,039
Feb04 031006 29.45 29.45 29.23 29.34 +0.18 4,628 18,267 +55
Mar04 031006 28.95 28.95 28.70 28.86 +0.15 2,828 22,987 -66
Apr04 031006 28.35 28.45 28.35 28.42 +0.12 1,380 18,886 +481
May04 031006 28.00 28.02 27.95 28.02 +0.09 774 10,805 +215
Jun04 031006 27.68 27.68 27.65 27.66 +0.06 4,587 18,296 +379
Jul04 031006 27.33 27.33 27.33 27.33 +0.02 396 7,561 +62
Aug04 031006 27.02 27.03 27.02 27.03 -0.02 524 8,581 +45
Sep04 031006 26.90 26.90 26.73 26.75 -0.05 1,448 13,574 -245
Oct04 031006 26.51 26.51 26.51 26.51 -0.07 100 6,196 -40
Nov04 031006 26.30 26.30 26.30 26.30 -0.08 50 6,560 +40
Dec04 031006 26.20 26.20 26.11 26.11 -0.08 2,741 24,311 -370
Jan05 031006 25.92 25.92 25.92 25.92 -0.11 504 7,156 +60
Feb05 031006 25.76 25.76 25.76 25.76 -0.12 112 2,993 +112
Total Volume and Open Interest 172,674 507,091 +4,711
Heating Oil(NYM)
Nov03 031006 82.30 82.70 81.10 81.24 -0.55 20,729 48,500 +490
Dec03 031006 83.10 83.25 82.10 82.21 -0.15 11,950 31,237 +733
Jan04 031006 83.50 83.75 82.70 82.71 -0.10 2,421 20,505 +675
Feb04 031006 82.60 83.20 82.26 82.26 -0.05 425 13,475 -33
Mar04 031006 80.40 80.60 80.00 80.01 unch 1,406 15,780 +54
Apr04 031006 77.70 78.30 77.16 77.16 +0.05 480 7,084 +59
May04 031006 75.00 75.30 74.46 74.46 +0.10 65 3,189 +56
Jun04 031006 73.00 73.00 72.86 72.86 +0.10 910 5,442 +142
Jul04 031006 72.16 72.16 72.16 72.16 +0.10 31 2,132 +26
Aug04 031006 72.21 72.21 72.21 72.21 +0.10 9 1,644 +7
Sep04 031006 72.66 72.66 72.66 72.66 +0.10 7 1,248 +3
Oct04 031006 73.21 73.21 73.21 73.21 +0.10 4 941 +2
Total Volume and Open Interest 38,508 155,032 +2,230
Unleaded Gas(NYM)
Nov03 031006 85.50 85.50 83.20 84.27 -0.84 29,980 45,116 +2,090
Dec03 031006 81.30 82.00 80.60 81.40 +0.05 13,162 17,807 +438
Jan04 031006 80.50 81.00 80.40 80.55 +0.15 3,375 8,000 +410
Feb04 031006 80.60 80.60 80.60 80.60 +0.15 215 2,021 +14
Mar04 031006 80.50 81.15 80.50 81.15 +0.15 68 2,253 -30
Apr04 031006 86.60 87.35 86.60 87.35 +0.15 50 3,647 +25
May04 031006 86.95 86.95 86.95 86.95 +0.15 0 1,987 +0
Jun04 031006 86.00 86.00 86.00 86.00 +0.15 0 797 +0
Total Volume and Open Interest 46,850 81,628 +2,947
Natural Gas(NYM)
Nov03 031006 4.710 4.910 4.690 4.904 +0.137 35,120 62,826 -707
Dec03 031006 4.980 5.195 4.970 5.183 +0.149 8,698 38,881 +525
Jan04 031006 5.165 5.360 5.165 5.357 +0.131 4,155 33,448 +345
Feb04 031006 5.140 5.320 5.135 5.312 +0.127 2,059 22,248 +378
Mar04 031006 5.040 5.196 5.040 5.196 +0.112 2,990 22,039 +130
Apr04 031006 4.770 4.890 4.760 4.886 +0.082 2,925 21,475 +811
May04 031006 4.710 4.792 4.680 4.792 +0.083 573 14,012 -54
Jun04 031006 4.720 4.799 4.700 4.799 +0.075 486 12,495 -75
Jul04 031006 4.730 4.809 4.720 4.809 +0.075 455 10,197 +88
Aug04 031006 4.730 4.814 4.720 4.814 +0.079 238 9,017 -43
Sep04 031006 4.725 4.804 4.710 4.804 +0.074 323 8,026 +148
Oct04 031006 4.725 4.804 4.720 4.804 +0.069 460 8,460 +213
Nov04 031006 4.870 4.935 4.870 4.934 +0.062 92 7,295 +36
Dec04 031006 5.020 5.079 5.020 5.079 +0.062 461 8,712 +56
Jan05 031006 5.100 5.165 5.100 5.165 +0.066 9 6,696 +7
Feb05 031006 5.105 5.105 5.105 5.105 +0.062 490 7,148 +411
Total Volume and Open Interest 59,567 359,420 +2,269
Brent Crude Oil(IPE)
Nov03 031006 29.05 29.27 28.77 28.89 +0.18 29,760 66,678 -5,109
Dec03 031006 28.61 28.82 28.26 28.40 +0.19 32,546 88,150 -34
Jan04 031006 28.23 28.40 27.83 27.98 +0.20 8,429 34,013 +2,424
Feb04 031006 27.76 27.76 27.53 27.57 +0.22 1,213 10,952 -266
Mar04 031006 27.32 27.33 27.03 27.17 +0.23 626 9,353 +46
Apr04 031006 26.85 26.85 26.79 26.79 +0.21 173 5,172 -30
May04 031006 26.53 26.53 26.44 26.44 +0.20 520 4,402 +280
Jun04 031006 26.16 26.29 26.06 26.12 +0.21 2,100 20,220 -130
Jul04 031006 25.90 25.96 25.83 25.83 +0.17 0 4,955 +0
Aug04 031006 25.57 25.57 25.57 25.57 +0.18 0 3,143 +0
Sep04 031006 25.40 25.40 25.36 25.36 +0.15 200 3,144 +200
Oct04 031006 25.18 25.18 25.15 25.15 +0.12 0 1,666 +0
Dec04 031006 24.90 25.05 24.75 24.82 +0.07 3,387 28,637 +331
Total Volume and Open Interest 79,054 297,423 -2,288
Gas Oil(IPE)
Oct03 031006 248.25 250.50 246.75 247.25 +1.50 9,573 25,170 -598
Nov03 031006 246.25 248.50 244.75 245.00 +1.50 15,456 39,177 +642
Dec03 031006 244.75 246.50 243.25 243.25 +1.50 8,523 30,368 -164
Jan04 031006 243.50 243.50 241.50 241.50 +2.00 2,819 17,039 -107
Feb04 031006 239.50 239.50 237.75 237.75 +2.00 1,124 7,383 +340
Mar04 031006 233.50 234.50 232.50 232.50 +1.50 225 4,454 +0
Apr04 031006 228.00 228.00 227.50 227.50 +1.25 1,000 5,246 -100
May04 031006 224.50 224.50 223.00 223.00 +1.00 1,700 1,968 +794
Jun04 031006 221.50 222.00 220.50 220.50 +1.25 1,342 11,049 +481
Jul04 031006 222.00 222.00 220.50 220.50 +1.50 0 1,477 +0
Total Volume and Open Interest 42,362 157,421 +1,738
US Dollar Index(NYBOT)
Dec03 031006 93.51 93.61 92.53 92.80 -0.73 2,462 19,185 -66
Mar04 031006 93.80 93.80 93.01 93.21 -0.73 3 2,077 +1
Jun04 031006 93.66 93.66 93.66 93.66 -0.73 0 13 +0
Total Volume and Open Interest 2,465 21,275 -65
Australian Dollar(CME)
Dec03 031006 67.61 68.09 67.55 67.92 +0.61 3,828 46,593 -1,525
Mar04 031006 67.15 67.41 67.15 67.28 +0.61 7 546 +7
Jun04 031006 66.43 66.64 66.43 66.64 +0.61 30 40 +30
Total Volume and Open Interest 3,869 47,270 -1,484
British Pound(CME)
Dec03 031006 165.83 166.80 165.82 166.07 +0.67 2,964 49,374 +726
Mar04 031006 164.91 164.91 164.91 164.91 +0.63 0 213 +0
Jun04 031006 163.75 163.75 163.75 163.75 +0.59 0 1 +0
Total Volume and Open Interest 2,964 49,588 +726
Canadian Dollar(CME)
Dec03 031006 74.07 74.47 74.03 74.29 +0.20 7,164 71,229 +1,834
Mar04 031006 73.90 74.17 73.90 74.04 +0.20 48 2,831 +23
Jun04 031006 73.80 73.80 73.80 73.80 +0.20 20 1,108 +7
Sep04 031006 73.57 73.57 73.57 73.57 +0.20 0 650 +2
Total Volume and Open Interest 7,232 76,026 +1,866
Japanese Yen(CME)
Dec03 031006 90.16 90.45 90.05 90.26 -0.06 8,432 152,955 +3,396
Mar04 031006 90.40 90.52 90.40 90.52 -0.06 3 129 +2
Jun04 031006 90.78 90.78 90.78 90.78 -0.06 46 111 +32
Total Volume and Open Interest 8,488 153,243 +3,430
Swiss Franc(CME)
Dec03 031006 75.04 76.02 75.04 75.87 +0.99 6,714 45,889 +1,223
Mar04 031006 76.02 76.02 76.02 76.02 +0.99 0 163 +0
Jun04 031006 76.16 76.16 76.16 76.16 +0.99 0 109 +0
Total Volume and Open Interest 6,714 46,193 +1,223
EuroFX(CME)
Dec03 031006 115.64 117.00 115.61 116.77 +1.40 16,794 92,129 -1,523
Mar04 031006 115.99 116.51 115.99 116.49 +1.40 257 990 +18
Jun04 031006 116.23 116.23 116.23 116.23 +1.40 0 62 +0
Total Volume and Open Interest 17,060 93,269 -1,501
Mexican Peso(CME)
Dec03 031006 8800.0 8860.0 8760.0 8767.0 -43.0 6,620 34,857 +2,172
Mar04 031006 8720.0 8720.0 8650.0 8650.0 -47.0 26 451 +2
Total Volume and Open Interest 6,646 35,433 +2,174
30-Year T-Bonds(CBOT)
Dec03 031006 108~31 109~21 108~19 109~18 +0~22 324,026 429,247 -7,203
Mar04 031006 107~21 108~05 107~07 108~05 +0~22 3,484 17,455 +38
Jun04 031006 106~25 106~25 106~25 106~25 +0~22 174 292 +99
Total Volume and Open Interest 327,686 447,192 -7,064
Municipal Bonds(CBOT)
Dec03 031006 100~08 100~15 99~28 100~15 +0~06 528 1,568 -83
Total Volume and Open Interest 528 1,568 -83
10-Year T-Notes(CBOT)
Dec03 031006 112~150 112~315 112~075 112~310 +0~155 850,369 876,372 +40,417
Mar04 031006 111~030 111~185 110~285 111~180 +0~170 740 9,698 -122
Total Volume and Open Interest 851,109 886,080 +40,295
5-Year T-Notes(CBOT)
Dec03 031006 112~050 112~160 111~310 112~155 +0~110 310,137 0 +0
Mar04 031006 111~090 111~090 111~090 111~090 +0~105 80 4,357 +80
Total Volume and Open Interest 310,217 4,357 +80
2 Year T-Notes(CBOT)
Dec03 031006 107~058 107~074 107~056 107~073 +0~017 12,898 146,038 -2,779
Total Volume and Open Interest 12,898 146,038 -2,779
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031006 98.845 98.850 98.840 98.845 +0.005 148,234 742,953 +4,349
Mar04 031006 98.740 98.760 98.740 98.755 +0.020 233,969 692,982 -11,507
Jun04 031006 98.465 98.510 98.455 98.505 +0.055 299,624 563,941 -1,581
Sep04 031006 98.095 98.170 98.080 98.165 +0.090 373,684 570,771 -8,900
Dec04 031006 97.680 97.760 97.660 97.755 +0.095 212,632 522,184 +8,688
Mar05 031006 97.270 97.365 97.260 97.355 +0.095 74,196 311,606 +5,404
Jun05 031006 96.895 96.990 96.890 96.980 +0.095 60,430 244,345 +2,416
Sep05 031006 96.570 96.650 96.545 96.645 +0.095 46,698 191,119 +2,991
Dec05 031006 96.265 96.345 96.240 96.340 +0.085 21,516 144,553 +3,537
Mar06 031006 96.000 96.080 95.980 96.080 +0.080 16,383 131,790 +3,236
Jun06 031006 95.750 95.830 95.720 95.830 +0.075 14,979 123,099 +1,608
Sep06 031006 95.540 95.610 95.500 95.610 +0.070 13,734 108,604 +1,373
Total Volume and Open Interest 1,559,946 4,925,869 +12,171
3-Mth Euro-Yen(CME)
Dec03 031006 99.91 99.91 99.91 99.91 unch 25 4,531 -813
Mar04 031006 99.87 99.87 99.87 99.87 unch 796 7,313 -100
Jun04 031006 99.85 99.85 99.85 99.85 +0.02 125 10,934 -22
Sep04 031006 99.78 99.79 99.78 99.78 +0.01 257 4,419 -168
Dec04 031006 99.69 99.70 99.69 99.70 +0.02 325 1,526 +279
Mar05 031006 99.55 99.55 99.55 99.55 +0.01 7 4,996 -5
Jun05 031006 99.48 99.48 99.47 99.47 +0.03 24 238 +0
Sep05 031006 99.36 99.36 99.34 99.34 +0.03 21 4,952 +60
Dec05 031006 99.25 99.25 99.25 99.25 +0.04 5 40 +5
Mar06 031006 99.08 99.08 99.08 99.08 +0.04 0 205 +0
Total Volume and Open Interest 1,585 40,001 -764
3-Mth Euro-Yen(SIMEX)
Dec03 031006 99.91 99.91 99.91 99.91 unch 3,729 39,656 +208
Mar04 031006 99.87 99.87 99.87 99.87 unch 1,290 57,957 -743
Jun04 031006 99.84 99.84 99.84 99.84 -0.01 628 59,971 -136
Sep04 031006 99.78 99.78 99.78 99.78 -0.01 487 29,997 +64
Dec04 031006 99.68 99.70 99.68 99.69 -0.01 993 25,810 +224
Mar05 031006 99.56 99.58 99.56 99.57 -0.01 1,857 17,224 +1,083
Jun05 031006 99.47 99.49 99.47 99.48 -0.01 924 10,358 +639
Sep05 031006 99.36 99.36 99.36 99.36 +0.01 2 9,103 +50
Total Volume and Open Interest 9,910 261,265 +1,389
German Euro-Bund(EUREX)
Dec03 031006 113.31 113.88 113.25 113.76 +0.45 1,060,831 792,449 +2,386
Mar04 031006 113.18 113.26 113.18 113.26 +0.46 4,077 4,239 -1
Jun04 031006 112.76 112.76 112.76 112.76 +0.45 7,384 2 +2
Total Volume and Open Interest 1,072,292 796,690 +2,387
German Euro-Bobl(EUREX)
Dec03 031006 110.51 110.95 110.47 110.87 +0.39 658,460 610,320 -120
Mar04 031006 110.36 110.41 110.31 110.41 +0.38 2,165 8,626 +695
Jun04 031006 109.87 109.87 109.87 109.87 +0.39 4,390 0 +0
Total Volume and Open Interest 665,015 618,946 +575
Long Gilt(LIFFE)
Dec03 031006 116~23 117~00 116~11 116~29 +0~08 41,562 138,429 +3,225
Mar04 031006 108~21 108~21 108~21 108~21 +0~08      
Total Volume and Open Interest 41,562 138,429 +3,225
3-Mth Short Sterling(LIFFE)
Dec03 031006 96.05 96.09 96.05 96.07 unch 61,830 0 +0
Mar04 031006 95.79 95.82 95.76 95.80 -0.01 79,066 0 +0
Jun04 031006 95.57 95.58 95.51 95.56 -0.01 91,496 0 +0
Total Volume and Open Interest 322,488    
3-Mth Euribor(LIFFE)
Dec03 031006 97.855 97.900 97.855 97.885 +0.020 174,003 648,541 -5,396
Mar04 031006 97.755 97.840 97.755 97.825 +0.050 235,300 483,554 -29,607
Jun04 031006 97.555 97.670 97.550 97.655 +0.070 270,594 380,796 -30,013
Total Volume and Open Interest 1,123,785 2,618,967 -79,843
3-Mth Aus T-Bills(SFE)
Dec03 031006 95.00 95.00 94.91 94.92 -0.16 10,387 166,621 -8,733
Mar04 031006 94.85 94.86 94.78 94.79 -0.20 5,749 95,714 -1,358
Jun04 031006 94.74 94.74 94.65 94.65 -0.22 1,570 42,486 +84
Sep04 031006 94.60 94.60 94.53 94.53 -0.23 454 25,865 -165
Dec04 031006 94.44 94.45 94.44 94.44 -0.24 469 16,510 +204
Mar05 031006 94.36 94.36 94.36 94.36 -0.25 552 17,440 -258
Jun05 031006 94.31 94.31 94.31 94.31 -0.24 55 10,406 -56
Sep05 031006 94.26 94.26 94.26 94.26 -0.25 180 3,317 +100
Dec05 031006 94.23 94.23 94.23 94.23 -0.25 0 1,636 +0
Mar06 031006 94.23 94.23 94.23 94.23 -0.23 0 814 +0
Total Volume and Open Interest 19,416 381,175 -10,182
10-Year Aus T-Bonds(SFE)
Dec03 031006 94.48 94.49 94.38 94.41 -0.24 5,463 151,675 +4,317
Mar04 031006 94.41 94.41 94.41 94.41 -0.24      
Total Volume and Open Interest 10,773 147,358 -4,536
3-Year Aus T-Bonds(SFE)
Dec03 031006 94.77 94.79 94.70 94.72 -0.22 25,670 282,552 -14,010
Mar04 031006 94.72 94.72 94.72 94.72 -0.22      
Total Volume and Open Interest 25,670 282,552 -14,010
Gold(CMX)
Oct03 031006 372.5 372.9 370.7 372.7 +3.3 708 1,823 +16
Dec03 031006 372.0 374.3 370.5 373.3 +3.3 111,839 196,869 -4,345
Feb04 031006 373.5 374.9 371.5 374.1 +3.3 1,054 19,910 -251
Apr04 031006 374.5 376.0 373.0 374.9 +3.3 576 7,405 +221
Jun04 031006 373.1 376.0 373.1 375.6 +3.3 428 11,385 -35
Aug04 031006 376.0 376.4 375.5 376.4 +3.3 321 6,224 -172
Total Volume and Open Interest 115,634 273,519 -4,886
Silver(CMX)
Dec03 031006 484.0 484.5 474.5 481.5 -2.0 47,185 79,574 -2,633
Mar04 031006 489.0 489.0 475.0 482.8 -1.8 930 11,375 +217
May04 031006 485.0 485.0 476.0 483.8 -1.8 2 1,106 +0
Jul04 031006 485.0 487.0 476.0 484.8 -1.7 140 2,118 +23
Sep04 031006 485.9 485.9 485.9 485.9 -1.5 17 662 +0
Total Volume and Open Interest 48,636 101,000 -2,265
Platinum(NYM)
Oct03 031006 710.0 712.6 708.0 712.6 -4.9 425 306 -5
Jan04 031006 710.0 710.0 703.0 707.6 -5.9 2,596 8,590 +719
Apr04 031006 704.0 704.0 698.6 698.6 -5.9 5 22 -1
Total Volume and Open Interest 3,026 8,918 +713
Palladium(NYME)
Dec03 031006 213.00 214.00 209.50 210.75 +0.55 191 5,385 +10
Mar04 031006 210.75 210.75 210.75 210.75 +0.55 1 57 +1
Jun04 031006 211.25 211.25 211.25 211.25 +0.55 1 36 +1
Total Volume and Open Interest 193 5,478 +12
Copper(CMX)
Dec03 031006 83.75 83.80 83.25 83.75 +0.05 6,869 77,190 +779
Mar04 031006 84.20 84.20 83.85 84.20 +0.05 238 6,145 +80
May04 031006 84.25 84.40 84.25 84.40 +0.05 0 3,057 +0
Jul04 031006 84.50 84.50 84.50 84.50 +0.05 0 2,133 +0
Sep04 031006 84.65 84.65 84.65 84.65 +0.05 8 1,160 +4
Total Volume and Open Interest 7,374 96,827 +804
DJIA Index(CBOT)
Dec03 031006 9555 9594 9530 9571 +29 15,580 32,019 +185
Mar04 031006 9544 9544 9544 9544 +29 8 1,221 -4
Jun04 031006 9514 9514 9514 9514 +29      
Total Volume and Open Interest 15,588 33,240 +181
S & P 500(CME)
Dec03 031006 1029.50 1034.80 1027.20 1033.40 +4.90 57,401 565,503 -1,974
Mar04 031006 1026.50 1031.70 1026.50 1031.70 +4.90 120 14,097 +21
Jun04 031006 1030.70 1030.70 1030.70 1030.70 +4.90 116 427 +67
Sep04 031006 1030.20 1030.20 1030.20 1030.20 +4.90 0 127 +0
Total Volume and Open Interest 57,637 580,177 -1,886
S & P 500 E-Mini(Globex)
Dec03 031006 1027.00 1035.00 1026.25 1033.50 +1.50 831,490 413,769 +8,942
Mar04 031006 1028.75 1032.25 1026.50 1031.75 +3.25 716 1,104 +381
Total Volume and Open Interest 832,206 414,873 +9,323
NASDAQ 100(CME)
Dec03 031006 1380.00 1387.00 1371.00 1386.50 +10.00 15,841 69,828 -1,059
Mar04 031006 1389.50 1389.50 1389.50 1389.50 +10.00 0 54 +0
Jun04 031006 1392.50 1392.50 1392.50 1392.50 +10.00      
Total Volume and Open Interest 15,841 69,882 -1,059
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031006 1382.5 1388.5 1370.5 1386.5 +9.0 383,170 200,134 +14,868
Mar04 031006 1383.0 1389.5 1378.0 1389.5 +11.0 74 1,293 -29
Total Volume and Open Interest 383,244 201,427 +14,839
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031006 532.00 533.90 529.25 533.90 +2.65 663 13,479 +183
Mar04 031006 533.70 533.70 533.70 533.70 +2.65      
Jun04 031006 534.15 534.15 534.15 534.15 +2.65 0 1 +0
Total Volume and Open Interest 663 13,480 +183
Russell 2000(CME)
Dec03 031006 513.50 517.00 510.00 516.35 +3.35 2,179 20,349 +290
Mar04 031006 516.35 516.35 516.35 516.35 +3.35      
Jun04 031006 516.35 516.35 516.35 516.35 +3.35      
Total Volume and Open Interest 2,179 20,349 +290
Value Line(KCBT)
Dec03 031006 1386.00 1393.00 1386.00 1393.00 +10.00 2 38 +0
Total Volume and Open Interest 2 38 +0
Nikkei 225(CME)
Dec03 031006 10785 10860 10780 10845 -85 4,822 26,978 +204
Mar04 031006 10855 10855 10855 10855 -85 0 5 +0
Total Volume and Open Interest 4,822 26,983 +204
Nikkei 225(SIMEX)
Dec03 031006 10890 10920 10720 10775 +70 21,251 153,046 +1,846
Mar04 031006 10765 10765 10765 10765 +70 5 540 +0
Jun04 031006 10725 10725 10725 10725 +70      
Total Volume and Open Interest 21,256 153,591 +1,846
CAC 40(MATIF)
Oct03 031006 3292.0 3305.5 3276.0 3298.0 -2.0 96,845 439,284 +19,935
Nov03 031006 3286.5 3293.5 3286.5 3293.5 -11.5 52 1,925 -325
Dec03 031006 3306.0 3306.0 3291.0 3298.5 -11.0 1,187 116,265 -1,334
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031006 3411.5 3431.5 3393.0 3421.0 -9.5 130,802 246,848 +5,069
Mar04 031006 3435.0 3446.5 3414.0 3438.5 -9.5 293 10,100 +186
Jun04 031006 3454.0 3457.5 3454.0 3457.5 -9.0 110 790 +64
Total Volume and Open Interest 131,205 257,738 +5,319
FT-SE 100(LIFFE)
Dec03 031006 4274.00 4298.50 4271.00 4279.50 -11.50 73,827 410,445 +432
Mar04 031006 4280.00 4280.00 4268.00 4273.50 -11.50 3,021 10,748 +1,190
Jun04 031006 4281.50 4281.50 4281.50 4281.50 -11.50 0 5,895 +0
Total Volume and Open Interest 76,848 427,088 +1,622
SPI 200(SFE)
Dec03 031006 3219.0 3228.0 3214.0 3220.0 +14.0 10,250 148,255 -4,457
Mar04 031006 3227.0 3227.0 3227.0 3227.0 +14.0 101 3,400 +35
Jun04 031006 3234.0 3234.0 3234.0 3234.0 +14.0 24 2,384 +24
Total Volume and Open Interest 10,409 155,223 -4,398
GSCI(CME)
Oct03 031006 238.70 238.70 237.80 238.00 unch 108 11,052 +15
Nov03 031006 238.80 238.80 238.30 238.30 +0.30 0 507 +0
Dec03 031006 237.20 238.10 237.20 238.10 +0.10      
Total Volume and Open Interest 108 11,559 +15
Reuters CRB Index(NYBOT)
Nov03 031006 242.75 243.00 241.50 242.75 +0.20 145 474 -47
Jan04 031006 241.75 242.75 241.75 242.75 +0.20 9 343 +5
Feb04 031006 240.25 241.25 240.00 241.25 +0.20 2 160 +0
Total Volume and Open Interest 157 982 -41
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 © 2002-03 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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