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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 Tue October 07, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031007 684.50 690.50 684.00 687.75 +3.75 49,083 134,227 +1,627
Jan04 031007 686.50 693.50 686.00 690.75 +5.00 10,822 41,836 +1,951
Mar04 031007 680.50 688.00 680.50 686.00 +5.75 4,502 28,940 +949
May04 031007 660.50 666.25 660.00 664.75 +5.75 2,108 37,414 +194
Jul04 031007 653.00 659.00 652.00 657.75 +5.25 1,202 12,221 +228
Aug04 031007 641.00 645.00 641.00 642.75 +5.75 357 1,460 +131
Sep04 031007 611.00 612.25 611.00 612.25 +5.25 45 214 -6
Total Volume and Open Interest 68,617 261,993 +5,128
Soybean Meal(CBOT)
Oct03 031007 200.80 202.50 200.30 201.10 +1.10 3,552 6,740 -1,006
Dec03 031007 201.40 203.70 201.20 202.20 +1.10 13,749 83,852 +523
Jan04 031007 201.30 203.90 201.30 202.30 +1.40 2,006 16,379 +92
Mar04 031007 199.80 202.00 199.70 201.10 +1.90 2,394 18,179 +897
May04 031007 195.00 196.90 194.80 196.30 +2.00 1,628 20,393 -118
Jul04 031007 193.00 194.70 193.00 194.20 +1.70 591 10,749 +211
Aug04 031007 190.50 190.80 189.50 190.20 +1.70 115 2,662 +57
Sep04 031007 182.00 182.80 181.70 182.20 +1.70 17 2,544 +16
Total Volume and Open Interest 24,279 169,213 +616
Soybean Oil(CBOT)
Oct03 031007 25.15 25.40 25.07 25.36 +0.26 1,251 2,261 -751
Dec03 031007 25.01 25.36 24.89 25.32 +0.38 10,788 78,621 +816
Jan04 031007 24.90 25.29 24.83 25.26 +0.45 1,495 15,938 +171
Mar04 031007 24.65 25.10 24.65 25.08 +0.38 1,529 21,405 +630
May04 031007 24.35 24.75 24.35 24.71 +0.34 704 18,565 -33
Jul04 031007 24.20 24.55 24.20 24.55 +0.32 796 12,511 +343
Aug04 031007 24.17 24.17 24.17 24.17 +0.37 69 1,305 +44
Sep04 031007 23.65 23.65 23.65 23.65 +0.60 101 743 +5
Total Volume and Open Interest 16,834 154,776 +1,269
Canola(WCE)
Nov03 031007 365.0 369.0 364.2 368.7 +4.7 4,781 30,213 -1,310
Jan04 031007 370.7 375.2 370.2 375.0 +4.6 1,692 9,570 +622
Mar04 031007 375.0 379.5 375.0 379.5 +4.9 148 1,292 +77
May04 031007 382.1 382.1 382.1 382.1 +2.4 5 161 +5
Jul04 031007 388.0 388.0 388.0 388.0 +4.2 400 2,362 +271
Total Volume and Open Interest 7,576 48,200 +111
Corn(CBOT)
Dec03 031007 221.25 224.75 220.75 223.50 +2.25 28,530 224,374 -1,835
Mar04 031007 229.00 232.50 228.50 231.50 +2.25 6,231 89,617 +1,214
May04 031007 234.25 237.25 233.75 236.00 +1.75 810 22,012 -13
Jul04 031007 237.00 240.50 237.00 239.25 +2.00 1,889 22,857 +234
Sep04 031007 237.00 239.50 236.50 238.25 +2.00 101 3,190 +19
Dec04 031007 238.00 240.00 238.00 239.25 +2.00 1,169 14,960 +574
Total Volume and Open Interest 38,732 377,993 +193
Wheat(CBOT)
Dec03 031007 332.00 335.00 329.00 332.50 -8.50 32,128 82,981 -1,985
Mar04 031007 344.00 346.00 342.00 343.00 -9.50 6,375 22,065 -23
May04 031007 347.00 348.50 345.25 346.00 -7.50 698 2,326 +44
Jul04 031007 330.00 330.50 326.00 329.25 -2.25 537 3,971 +32
Sep04 031007 332.00 334.00 331.50 334.00 -1.50 0 110 +0
Total Volume and Open Interest 39,740 111,572 -1,932
Wheat(KCBT)
Dec03 031007 333.00 340.00 333.00 339.75 -4.50 7,991 45,918 -488
Mar04 031007 350.00 350.00 345.00 349.75 -4.25 2,328 13,544 +856
May04 031007 350.00 352.00 347.50 352.00 -2.50 104 1,776 +52
Jul04 031007 331.00 333.00 329.25 332.50 -1.50 164 2,443 +14
Sep04 031007 338.50 338.50 338.50 338.50 -0.50 0 142 +0
Total Volume and Open Interest 10,590 63,845 +434
Wheat(MGE)
Dec03 031007 350.00 350.00 345.75 348.50 -4.00 2,635 19,803 -203
Mar04 031007 358.00 358.00 353.00 355.00 -4.50 1,231 8,237 +495
May04 031007 360.00 361.00 358.00 359.50 -4.00 23 735 -7
Jul04 031007 360.00 360.50 360.00 360.50 -2.50 9 266 +4
Sep04 031007 350.50 352.00 350.00 352.00 -6.00 21 122 -10
Total Volume and Open Interest 3,919 29,213 +275
Oats(CBOT)
Dec03 031007 147.50 149.25 146.75 147.50 -0.50 563 5,100 -6
Mar04 031007 151.75 152.75 151.75 152.00 -0.50 10 973 -4
May04 031007 155.50 155.50 155.50 155.50 unch 0 65 +0
Jul04 031007 155.50 155.50 155.50 155.50 unch 0 29 +0
Total Volume and Open Interest 573 6,169 -10
Rough Rice(CBOT)
Nov03 031007 7.09 7.09 6.86 6.94 -0.19 233 4,874 +0
Jan04 031007 7.29 7.29 7.10 7.15 -0.18 82 1,490 +8
Mar04 031007 7.46 7.46 7.32 7.34 -0.16 76 923 +18
May04 031007 7.55 7.55 7.55 7.55 -0.14 0 549 +0
Total Volume and Open Interest 391 8,200 +26
Live Cattle(CME)
Oct03 031007 91.350 92.825 91.350 92.825 +1.500 4,805 19,034 -503
Dec03 031007 87.650 89.225 87.400 89.225 +1.500 7,531 63,042 +224
Feb04 031007 84.950 86.600 84.700 86.600 +1.500 3,662 26,417 +673
Apr04 031007 81.800 83.425 81.750 83.425 +1.500 2,171 17,206 -369
Jun04 031007 76.000 77.500 75.950 77.500 +1.500 1,310 7,700 +42
Aug04 031007 74.950 76.325 74.950 75.800 +0.975 89 1,415 +1
Total Volume and Open Interest 19,733 135,833 +141
Feeder Cattle(CME)
Oct03 031007 102.700 104.325 102.350 104.300 +1.475 1,531 6,309 -393
Nov03 031007 101.000 102.450 100.900 102.450 +1.500 1,349 7,907 +14
Jan04 031007 94.900 96.575 94.900 96.575 +1.500 990 4,658 +46
Mar04 031007 91.150 92.825 91.150 92.825 +1.500 185 972 +100
Apr04 031007 89.700 91.000 89.700 91.000 +1.500 123 485 +35
May04 031007 88.500 89.900 88.500 89.900 +1.500 67 566 +31
Aug04 031007 88.500 89.900 88.500 89.900 +1.500 32 178 +13
Total Volume and Open Interest 4,280 21,077 -153
Lean Hogs(CME)
Oct03 031007 54.550 54.925 54.500 54.775 -0.075 2,557 6,098 -949
Dec03 031007 54.400 56.400 54.300 55.950 +0.850 4,188 27,743 +101
Feb04 031007 58.000 59.600 57.700 59.450 +1.200 496 7,392 +82
Apr04 031007 59.000 60.350 58.750 60.300 +1.200 134 2,889 +43
May04 031007 61.900 62.950 61.900 62.950 +0.950 6 507 +1
Jun04 031007 65.200 66.100 65.000 66.100 +0.850 30 1,150 +7
Jul04 031007 61.700 62.900 61.700 62.800 +1.000 4 458 +1
Aug04 031007 59.900 60.750 59.900 60.750 +0.750 2 167 +0
Total Volume and Open Interest 7,422 46,480 -713
Pork Bellies(CME)
Feb04 031007 85.300 88.000 84.500 86.975 +1.325 338 1,850 -6
Mar04 031007 86.500 87.100 86.350 86.350 +1.250 4 31 +1
May04 031007 86.450 86.450 86.450 86.450 unch 0 25 +0
Jul04 031007 89.850 89.850 89.850 89.850 +1.050 0 29 +0
Aug04 031007 87.250 87.250 87.250 87.250 +0.050 0 1 +0
Total Volume and Open Interest 342 1,936 -5
BFP Milk Class III(CME)
Oct03 031007 14.12 14.24 14.10 14.22 +0.10 141 5,770 -3
Nov03 031007 12.65 12.91 12.65 12.90 +0.25 134 4,769 +16
Dec03 031007 11.75 12.00 11.75 12.00 +0.25 135 3,555 +68
Jan04 031007 11.57 11.68 11.57 11.64 +0.07 11 1,394 +4
Feb04 031007 11.27 11.27 11.27 11.27 +0.04 5 1,252 +1
Total Volume and Open Interest 485 22,048 +110
Cocoa(NYBOT)
Dec03 031007 1540 1574 1533 1549 +3 2,933 25,018 -109
Mar04 031007 1527 1554 1520 1533 +3 529 19,711 -59
May04 031007 1530 1543 1530 1537 +3 154 8,615 +88
Jul04 031007 1544 1544 1544 1544 +3 0 4,921 +0
Sep04 031007 1552 1552 1552 1552 +2 0 5,651 +0
Dec04 031007 1560 1560 1560 1560 +2 0 6,514 +0
Mar05 031007 1573 1573 1573 1573 +2 10 2,934 +0
Total Volume and Open Interest 3,626 74,890 -80
Coffee "C"(NYBOT)
Dec03 031007 63.30 63.70 63.00 63.30 +0.10 7,060 49,195 +500
Mar04 031007 65.80 66.25 65.70 65.90 +0.10 1,469 12,438 +137
May04 031007 67.60 67.90 67.30 67.45 +0.15 213 3,919 +69
Jul04 031007 69.00 69.10 68.80 68.90 +0.20 162 2,434 -14
Sep04 031007 70.75 70.75 70.25 70.40 +0.20 136 3,905 +41
Dec04 031007 72.55 72.70 72.55 72.70 +0.25 109 1,939 -4
Total Volume and Open Interest 9,161 74,939 +740
Orange Juice(NYBOT)
Nov03 031007 73.10 74.35 73.10 74.05 +0.85 1,610 17,705 +9
Jan04 031007 76.00 77.20 76.00 76.75 +0.85 1,171 6,657 +191
Mar04 031007 78.80 79.60 78.60 79.55 +0.75 393 3,738 +151
May04 031007 81.50 81.85 81.50 81.50 +0.65 43 2,407 +4
Jul04 031007 83.60 83.60 83.60 83.60 +0.25 43 261 +32
Total Volume and Open Interest 3,313 30,886 +439
Sugar #11(NYBOT)
Mar04 031007 6.21 6.21 6.01 6.09 -0.14 23,561 107,851 +403
May04 031007 6.19 6.19 6.05 6.11 -0.15 3,675 21,259 +933
Jul04 031007 6.04 6.08 6.00 6.05 -0.08 1,721 19,622 +204
Oct04 031007 6.18 6.20 6.13 6.18 -0.05 1,031 16,432 +109
Mar05 031007 6.29 6.30 6.27 6.30 -0.04 438 4,019 -9
Total Volume and Open Interest 30,646 172,821 +1,780
London Cocoa(LCE)
Dec03 031007 955 972 948 964 +6 1,249 62,348 -84
Mar04 031007 984 995 970 988 +6 1,026 41,451 +386
May04 031007 990 1007 990 1005 +6 193 15,558 +30
Jul04 031007 1006 1023 1004 1020 +6 31 13,469 -12
Sep04 031007 1026 1037 1023 1034 +6 63 15,276 +29
Dec04 031007 1046 1046 1046 1046 +6 0 9,262 +0
Mar05 031007 1040 1056 1040 1056 +7 0 7,084 +0
Total Volume and Open Interest 2,562 165,156 +349
London Coffee(LCE)
Nov03 031007 722.00 723.00 712.00 721.00 unch 2,636 36,243 -35
Jan04 031007 745.00 745.00 733.00 742.00 +1.00 1,778 29,552 +383
Mar04 031007 757.00 760.00 748.00 758.00 +2.00 78 12,278 +66
May04 031007 772.00 772.00 761.00 770.00 +1.00 116 10,374 +26
Jul04 031007 783.00 783.00 783.00 783.00 +1.00 0 3,554 +0
Sep04 031007 797.00 797.00 797.00 797.00 +1.00 0 3,379 +0
Total Volume and Open Interest 4,616 97,469 +448
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031007 181.00 181.00 177.50 178.80 -2.70 2,770 19,203 +167
Mar04 031007 186.00 186.00 182.70 183.90 -2.40 746 9,192 +341
May04 031007 188.00 188.00 185.50 186.20 -3.00 126 2,856 +4
Aug04 031007 187.20 187.50 187.00 187.00 -2.70 224 4,270 +74
Total Volume and Open Interest 3,975 38,452 +611
Cotton(NYBOT)
Oct03 031007 67.60 67.85 66.85 66.85 -0.55 23 344 -1
Dec03 031007 69.00 69.00 67.95 68.03 -0.46 6,484 69,297 -45
Mar04 031007 71.10 71.20 70.35 70.42 -0.54 3,069 20,974 +563
May04 031007 72.00 72.05 71.40 71.40 -0.53 208 4,695 +54
Jul04 031007 72.40 72.40 71.90 71.90 -0.55 232 3,217 +115
Oct04 031007 65.55 65.55 64.70 64.70 -0.80 0 185 +0
Total Volume and Open Interest 10,023 99,819 +685
Lumber(CME)
Nov03 031007 300.2 303.0 295.0 302.5 +1.2 371 2,366 -53
Jan04 031007 293.5 295.2 291.2 295.2 -0.3 132 725 -12
Mar04 031007 295.0 295.8 293.1 295.8 -0.5 15 102 -4
May04 031007 295.2 295.8 295.2 295.8 -0.5 0 28 +0
Total Volume and Open Interest 518 3,222 -69
Crude Oil(NYM)
Nov03 031007 30.35 30.58 30.15 30.41 -0.06 63,038 133,047 +2,625
Dec03 031007 30.20 30.45 30.00 30.38 +0.07 44,746 106,285 +5,199
Jan04 031007 29.75 30.05 29.68 29.99 +0.15 9,558 40,003 +1,039
Feb04 031007 29.25 29.51 29.15 29.51 +0.17 3,729 19,220 +953
Mar04 031007 28.80 29.05 28.75 29.05 +0.19 1,686 22,919 -68
Apr04 031007 28.38 28.62 28.30 28.62 +0.20 1,649 18,998 +112
May04 031007 27.95 28.23 27.95 28.23 +0.21 778 10,685 -120
Jun04 031007 27.65 27.88 27.60 27.88 +0.22 1,678 18,432 +136
Jul04 031007 27.55 27.55 27.55 27.55 +0.22 321 7,576 +15
Aug04 031007 27.25 27.25 27.25 27.25 +0.22 625 8,185 -396
Sep04 031007 26.97 26.97 26.97 26.97 +0.22 154 13,625 +51
Oct04 031007 26.51 26.73 26.51 26.73 +0.22 860 6,744 +548
Nov04 031007 26.30 26.52 26.30 26.52 +0.22 223 6,737 +177
Dec04 031007 26.15 26.33 26.15 26.33 +0.22 2,534 24,794 +483
Jan05 031007 26.14 26.14 26.14 26.14 +0.22 150 7,150 -6
Feb05 031007 25.98 25.98 25.98 25.98 +0.22 0 2,993 +0
Total Volume and Open Interest 132,719 518,107 +11,016
Heating Oil(NYM)
Nov03 031007 81.10 82.00 80.80 81.91 +0.67 18,133 47,287 -1,213
Dec03 031007 82.10 82.90 81.65 82.80 +0.59 8,853 30,624 -613
Jan04 031007 82.55 83.40 82.20 83.35 +0.64 2,153 20,317 -188
Feb04 031007 82.50 83.10 82.00 82.95 +0.69 1,132 13,386 -89
Mar04 031007 80.20 81.00 79.50 80.75 +0.74 942 15,926 +146
Apr04 031007 77.50 77.90 77.50 77.90 +0.74 288 7,088 +4
May04 031007 74.50 75.15 74.50 75.15 +0.69 202 3,200 +11
Jun04 031007 72.90 73.50 72.90 73.50 +0.64 57 5,469 +27
Jul04 031007 72.10 72.70 72.10 72.70 +0.54 87 2,176 +44
Aug04 031007 72.00 72.65 72.00 72.65 +0.44 32 1,671 +27
Sep04 031007 72.60 73.00 72.60 73.00 +0.34 31 1,279 +31
Oct04 031007 73.50 73.50 73.50 73.50 +0.29 31 968 +27
Total Volume and Open Interest 32,251 153,219 -1,813
Unleaded Gas(NYM)
Nov03 031007 84.00 84.30 82.55 83.61 -0.66 19,299 44,249 -867
Dec03 031007 81.40 82.00 80.40 81.81 +0.41 4,544 19,091 +1,284
Jan04 031007 80.40 81.13 79.95 81.13 +0.58 738 8,161 +161
Feb04 031007 80.00 81.25 80.00 81.25 +0.65 93 1,991 -30
Mar04 031007 80.40 81.85 80.40 81.85 +0.70 341 2,186 -67
Apr04 031007 87.70 88.20 87.70 88.20 +0.85 194 3,696 +49
May04 031007 87.75 87.75 87.75 87.75 +0.80 48 2,025 +38
Jun04 031007 86.75 86.75 86.75 86.75 +0.75 26 822 +25
Total Volume and Open Interest 25,283 82,221 +593
Natural Gas(NYM)
Nov03 031007 4.930 5.210 4.930 5.140 +0.236 28,525 60,112 -2,714
Dec03 031007 5.220 5.470 5.210 5.405 +0.222 8,597 39,514 +633
Jan04 031007 5.390 5.640 5.380 5.570 +0.213 3,466 33,834 +386
Feb04 031007 5.340 5.560 5.320 5.510 +0.198 1,101 22,531 +283
Mar04 031007 5.220 5.390 5.220 5.361 +0.165 1,297 22,268 +229
Apr04 031007 4.885 4.991 4.885 4.991 +0.105 1,669 21,275 -200
May04 031007 4.810 4.890 4.810 4.881 +0.089 480 14,139 +127
Jun04 031007 4.830 4.890 4.820 4.881 +0.082 178 12,495 +0
Jul04 031007 4.830 4.881 4.830 4.881 +0.072 163 10,187 -10
Aug04 031007 4.850 4.881 4.830 4.881 +0.067 129 9,030 +13
Sep04 031007 4.840 4.871 4.840 4.871 +0.067 356 8,230 +204
Oct04 031007 4.850 4.870 4.850 4.870 +0.066 178 8,501 +41
Nov04 031007 4.950 5.020 4.950 5.001 +0.067 169 7,385 +90
Dec04 031007 5.080 5.160 5.080 5.148 +0.069 157 8,675 -37
Jan05 031007 5.245 5.245 5.205 5.234 +0.069 289 6,773 +77
Feb05 031007 5.185 5.185 5.130 5.174 +0.069 432 7,183 +35
Total Volume and Open Interest 47,523 358,743 -677
Brent Crude Oil(IPE)
Nov03 031007 28.80 29.13 28.50 29.03 +0.14 26,205 64,773 -1,905
Dec03 031007 28.30 28.60 28.00 28.56 +0.16 28,468 90,679 +2,529
Jan04 031007 27.87 28.19 27.65 28.18 +0.20 7,899 34,419 +406
Feb04 031007 27.44 27.79 27.28 27.79 +0.22 461 10,751 -201
Mar04 031007 27.07 27.41 26.86 27.41 +0.24 1,906 9,494 +141
Apr04 031007 26.55 27.06 26.55 27.06 +0.27 416 4,918 -254
May04 031007 26.72 26.72 26.72 26.72 +0.28 46 4,385 -17
Jun04 031007 26.00 26.39 25.90 26.39 +0.27 3,045 20,475 +255
Jul04 031007 25.78 26.10 25.78 26.10 +0.27 900 5,855 +900
Aug04 031007 25.84 25.84 25.84 25.84 +0.27 0 3,143 +0
Sep04 031007 25.63 25.63 25.63 25.63 +0.27 125 3,144 +0
Oct04 031007 25.42 25.42 25.42 25.42 +0.27 25 1,691 +25
Dec04 031007 24.76 25.09 24.72 25.09 +0.27 2,208 29,437 +800
Total Volume and Open Interest 72,354 300,702 +3,279
Gas Oil(IPE)
Oct03 031007 245.00 247.50 244.00 247.25 unch 13,844 21,208 -3,962
Nov03 031007 243.50 245.25 242.25 245.00 unch 11,955 40,126 +949
Dec03 031007 242.00 243.50 240.50 243.50 +0.25 5,950 31,018 +650
Jan04 031007 240.50 241.75 239.75 241.75 +0.25 1,840 17,052 +13
Feb04 031007 238.00 238.25 237.25 238.25 +0.50 263 7,483 +100
Mar04 031007 233.25 233.50 232.50 233.50 +1.00 400 4,546 +92
Apr04 031007 228.75 228.75 228.75 228.75 +1.25 100 5,246 +0
May04 031007 223.75 224.25 223.75 224.25 +1.25 500 1,818 -150
Jun04 031007 219.50 222.00 219.50 222.00 +1.50 2,806 10,729 -320
Jul04 031007 221.50 221.50 221.50 221.50 +1.00 100 1,577 +100
Total Volume and Open Interest 38,808 154,891 -2,530
US Dollar Index(NYBOT)
Dec03 031007 92.63 92.71 91.90 92.18 -0.62 1,274 19,314 +129
Mar04 031007 92.94 92.94 92.50 92.59 -0.62 3 2,077 +0
Jun04 031007 92.95 94.11 92.95 93.00 -0.66 0 13 +0
Total Volume and Open Interest 1,277 21,404 +129
Australian Dollar(CME)
Dec03 031007 68.43 68.68 68.35 68.59 +0.67 2,704 47,519 +926
Mar04 031007 67.94 67.94 67.94 67.94 +0.66 4 547 +1
Jun04 031007 67.29 67.29 67.29 67.29 +0.65 1 41 +1
Total Volume and Open Interest 2,709 48,198 +928
British Pound(CME)
Dec03 031007 166.27 166.64 165.30 165.44 -0.63 1,763 50,085 +711
Mar04 031007 165.15 165.15 164.28 164.28 -0.63 7 225 +12
Jun04 031007 163.12 163.12 163.12 163.12 -0.63 0 1 +0
Total Volume and Open Interest 1,770 50,311 +723
Canadian Dollar(CME)
Dec03 031007 74.60 75.12 74.56 74.94 +0.65 3,044 69,960 -1,269
Mar04 031007 74.35 74.76 74.35 74.69 +0.65 24 2,829 -2
Jun04 031007 74.20 74.59 74.20 74.45 +0.65 0 1,108 +0
Sep04 031007 74.24 74.24 74.22 74.22 +0.65 2 648 -2
Total Volume and Open Interest 3,071 74,752 -1,274
Japanese Yen(CME)
Dec03 031007 90.81 91.65 90.79 91.21 +0.95 4,979 152,265 -690
Mar04 031007 91.57 91.75 91.47 91.47 +0.95 2 130 +1
Jun04 031007 91.73 91.73 91.73 91.73 +0.95 0 111 +0
Total Volume and Open Interest 4,981 152,554 -689
Swiss Franc(CME)
Dec03 031007 76.09 76.38 76.01 76.17 +0.30 4,623 47,261 +1,372
Mar04 031007 76.42 76.42 76.32 76.32 +0.30 0 163 +0
Jun04 031007 76.46 76.46 76.46 76.46 +0.30 0 109 +0
Total Volume and Open Interest 4,623 47,565 +1,372
EuroFX(CME)
Dec03 031007 117.44 117.89 117.24 117.50 +0.73 11,925 95,818 +3,689
Mar04 031007 117.20 117.41 116.98 117.22 +0.73 85 1,063 +73
Jun04 031007 116.96 116.96 116.96 116.96 +0.73 0 62 +0
Total Volume and Open Interest 12,015 97,031 +3,762
Mexican Peso(CME)
Dec03 031007 8775.0 8825.0 8720.0 8800.0 +33.0 5,060 33,982 -875
Mar04 031007 8645.0 8690.0 8615.0 8680.0 +30.0 62 433 -18
Total Volume and Open Interest 5,122 34,540 -893
30-Year T-Bonds(CBOT)
Dec03 031007 109~10 109~19 108~03 108~11 -1~07 156,772 423,989 -5,258
Mar04 031007 107~09 107~09 106~29 106~30 -1~07 39 17,428 -27
Jun04 031007 105~20 105~20 105~18 105~18 -1~07 0 292 +0
Total Volume and Open Interest 156,811 441,905 -5,287
Municipal Bonds(CBOT)
Dec03 031007 100~08 100~12 99~23 99~24 -0~23 144 1,542 -26
Total Volume and Open Interest 144 1,542 -26
10-Year T-Notes(CBOT)
Dec03 031007 112~230 112~310 112~020 112~080 -0~230 403,286 862,979 -13,393
Mar04 031007 111~130 111~130 110~255 110~260 -0~240 7,623 15,405 +5,707
Total Volume and Open Interest 410,909 878,394 -7,686
5-Year T-Notes(CBOT)
Dec03 031007 112~150 112~170 112~015 112~030 -0~125 154,980 0 +0
Mar04 031007 110~275 110~275 110~275 110~275 -0~135 412 4,743 +386
Total Volume and Open Interest 155,392 4,743 +386
2 Year T-Notes(CBOT)
Dec03 031007 107~072 107~073 107~058 107~058 -0~015 2,885 146,623 +585
Total Volume and Open Interest 2,885 146,623 +585
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031007 98.850 98.850 98.835 98.845 unch 38,135 743,279 +326
Mar04 031007 98.770 98.775 98.740 98.745 -0.010 55,560 692,145 -837
Jun04 031007 98.505 98.520 98.465 98.470 -0.035 76,863 564,869 +928
Sep04 031007 98.165 98.180 98.095 98.105 -0.060 92,422 557,351 -13,420
Dec04 031007 97.755 97.770 97.685 97.695 -0.060 81,415 519,208 -2,976
Mar05 031007 97.350 97.375 97.290 97.295 -0.060 31,679 306,491 -5,115
Jun05 031007 96.985 97.000 96.910 96.910 -0.070 22,169 240,499 -3,846
Sep05 031007 96.650 96.665 96.565 96.575 -0.070 20,216 189,277 -1,842
Dec05 031007 96.345 96.360 96.255 96.265 -0.075 11,536 144,116 -437
Mar06 031007 96.085 96.100 95.995 96.005 -0.075 6,376 129,739 -2,051
Jun06 031007 95.850 95.850 95.745 95.755 -0.075 5,112 122,735 -364
Sep06 031007 95.620 95.630 95.530 95.530 -0.080 5,451 106,776 -1,828
Total Volume and Open Interest 472,549 4,892,905 -32,964
3-Mth Euro-Yen(CME)
Dec03 031007 99.91 99.91 99.91 99.91 unch 22 4,487 -44
Mar04 031007 99.87 99.87 99.87 99.87 unch 85 7,271 -42
Jun04 031007 99.85 99.85 99.85 99.85 unch 275 11,989 +1,055
Sep04 031007 99.79 99.79 99.79 99.79 +0.01 461 5,488 +1,069
Dec04 031007 99.70 99.71 99.70 99.71 +0.01 574 1,905 +379
Mar05 031007 99.58 99.58 99.58 99.58 +0.03 0 4,996 +0
Jun05 031007 99.47 99.47 99.47 99.47 unch 28 239 +1
Sep05 031007 99.34 99.34 99.34 99.34 unch 77 4,978 +26
Dec05 031007 99.27 99.27 99.27 99.27 +0.02 0 40 +0
Mar06 031007 99.10 99.10 99.10 99.10 +0.02 0 205 +0
Total Volume and Open Interest 1,522 42,445 +2,444
3-Mth Euro-Yen(SIMEX)
Dec03 031007 99.91 99.91 99.91 99.91 unch 100 39,334 -322
Mar04 031007 99.87 99.87 99.87 99.87 unch 2,122 58,714 +757
Jun04 031007 99.85 99.85 99.84 99.84 unch 323 60,158 +187
Sep04 031007 99.79 99.79 99.79 99.79 +0.01 1,493 30,377 +380
Dec04 031007 99.70 99.71 99.70 99.71 +0.02 1,012 26,117 +307
Mar05 031007 99.57 99.59 99.57 99.59 +0.02 393 15,967 -1,257
Jun05 031007 99.50 99.50 99.50 99.50 +0.02 628 10,497 +139
Sep05 031007 99.37 99.37 99.37 99.37 +0.01 480 9,095 -8
Total Volume and Open Interest 6,551 261,448 +183
German Euro-Bund(EUREX)
Dec03 031007 113.76 113.84 113.43 113.59 -0.17 735,980 792,871 +422
Mar04 031007 113.31 113.31 113.03 113.09 -0.17 2,370 4,423 +184
Jun04 031007 112.59 112.59 112.59 112.59 -0.17 2,957 0 -2
Total Volume and Open Interest 741,307 797,294 +604
German Euro-Bobl(EUREX)
Dec03 031007 110.86 110.99 110.71 110.80 -0.07 544,997 596,609 -13,711
Mar04 031007 110.48 110.48 110.33 110.33 -0.08 1,974 8,626 +0
Jun04 031007 109.80 109.80 109.80 109.80 -0.07      
Total Volume and Open Interest 546,971 605,235 -13,711
Long Gilt(LIFFE)
Dec03 031007 116~25 116~29 116~17 116~22 -0~07 29,089 140,548 +2,119
Mar04 031007 108~14 108~14 108~14 108~14 -0~07      
Total Volume and Open Interest 29,089 140,548 +2,119
3-Mth Short Sterling(LIFFE)
Dec03 031007 96.08 96.12 96.05 96.08 +0.01 34,021 0 +0
Mar04 031007 95.81 95.89 95.77 95.79 -0.01 43,069 0 +0
Jun04 031007 95.56 95.65 95.52 95.54 -0.02 54,874 0 +0
Total Volume and Open Interest 208,366    
3-Mth Euribor(LIFFE)
Dec03 031007 97.895 97.905 97.885 97.895 +0.010 98,253 651,367 +2,826
Mar04 031007 97.835 97.860 97.820 97.835 +0.010 113,214 478,161 -5,393
Jun04 031007 97.665 97.695 97.640 97.660 +0.005 133,748 371,702 -9,094
Total Volume and Open Interest 561,338 2,628,679 +9,712
3-Mth Aus T-Bills(SFE)
Dec03 031007 94.94 94.95 94.93 94.94 +0.02 43,820 195,911 +29,290
Mar04 031007 94.83 94.83 94.79 94.81 +0.02 15,072 99,631 +3,917
Jun04 031007 94.68 94.68 94.66 94.67 +0.02 2,230 42,962 +476
Sep04 031007 94.55 94.56 94.54 94.56 +0.03 336 25,806 -59
Dec04 031007 94.45 94.48 94.45 94.48 +0.04 100 16,390 -120
Mar05 031007 94.38 94.40 94.38 94.40 +0.04 10 17,421 -19
Jun05 031007 94.33 94.35 94.33 94.35 +0.04 50 10,424 +18
Sep05 031007 94.29 94.30 94.29 94.30 +0.04 10 3,312 -5
Dec05 031007 94.27 94.28 94.27 94.28 +0.05 0 1,636 +0
Mar06 031007 94.25 94.25 94.25 94.25 +0.02 0 814 +0
Total Volume and Open Interest 61,628 414,673 +33,498
10-Year Aus T-Bonds(SFE)
Dec03 031007 94.43 94.44 94.41 94.43 +0.02 8,130 161,049 +9,374
Mar04 031007 94.43 94.43 94.43 94.43 +0.02      
Total Volume and Open Interest 21,610 151,675 +4,317
3-Year Aus T-Bonds(SFE)
Dec03 031007 94.75 94.75 94.71 94.74 +0.02 39,208 316,573 +34,021
Mar04 031007 94.74 94.74 94.74 94.74 +0.02      
Total Volume and Open Interest 39,208 316,573 +34,021
Gold(CMX)
Oct03 031007 374.6 377.2 374.6 377.2 +4.5 93 1,180 -643
Dec03 031007 375.7 378.0 375.1 377.8 +4.5 41,343 184,531 -12,338
Feb04 031007 376.2 378.7 376.2 378.6 +4.5 946 19,945 +35
Apr04 031007 378.5 379.4 378.5 379.4 +4.5 488 7,332 -73
Jun04 031007 379.6 380.1 378.0 380.1 +4.5 183 11,340 -45
Aug04 031007 380.0 380.8 380.0 380.8 +4.4 17 6,210 -14
Total Volume and Open Interest 43,471 260,499 -13,020
Silver(CMX)
Dec03 031007 485.5 489.0 484.0 488.0 +6.5 31,544 72,487 -7,087
Mar04 031007 487.0 490.0 486.5 489.2 +6.4 720 11,615 +240
May04 031007 491.0 491.0 490.2 490.2 +6.4 6 1,106 +0
Jul04 031007 492.5 492.5 491.0 491.0 +6.2 40 2,119 +1
Sep04 031007 487.0 492.1 487.0 492.1 +6.2 1 662 +0
Total Volume and Open Interest 32,476 94,178 -6,822
Platinum(NYM)
Oct03 031007 725.0 725.0 719.0 721.4 +8.8 66 259 -47
Jan04 031007 717.0 719.5 713.5 717.4 +9.8 997 8,634 +44
Apr04 031007 704.0 707.4 704.0 707.4 +8.8 2 24 +2
Total Volume and Open Interest 1,065 8,917 -1
Palladium(NYME)
Dec03 031007 210.00 210.00 205.00 205.55 -5.20 177 5,425 +40
Mar04 031007 205.00 205.55 205.00 205.55 -5.20 0 57 +0
Jun04 031007 212.00 212.00 206.05 206.05 -5.20 0 36 +0
Total Volume and Open Interest 177 5,518 +40
Copper(CMX)
Dec03 031007 84.35 84.80 84.10 84.70 +0.95 5,764 78,722 +1,532
Mar04 031007 84.70 85.30 84.65 85.15 +0.95 309 6,306 +161
May04 031007 85.35 85.35 85.35 85.35 +0.95 54 3,057 +0
Jul04 031007 85.25 85.45 85.25 85.45 +0.95 12 2,128 -5
Sep04 031007 85.60 85.60 85.60 85.60 +0.95 10 1,160 +0
Total Volume and Open Interest 6,538 98,495 +1,668
DJIA Index(CBOT)
Dec03 031007 9530 9623 9505 9617 +46 5,292 31,647 -372
Mar04 031007 9485 9600 9485 9590 +46 1,222 1,222 +1
Jun04 031007 9560 9560 9560 9560 +46      
Total Volume and Open Interest 6,514 32,869 -371
S & P 500(CME)
Dec03 031007 1028.00 1038.50 1024.20 1037.30 +3.90 30,996 563,864 -1,639
Mar04 031007 1027.50 1036.00 1026.00 1035.60 +3.90 158 14,097 +0
Jun04 031007 1034.50 1034.50 1034.50 1034.50 +3.80 93 442 +15
Sep04 031007 1034.00 1034.00 1034.00 1034.00 +3.80 0 132 +5
Total Volume and Open Interest 31,248 578,559 -1,618
S & P 500 E-Mini(Globex)
Dec03 031007 1033.50 1038.25 1024.25 1037.25 +3.75 332,455 407,843 -5,926
Mar04 031007 1026.50 1036.00 1024.00 1035.50 +3.75 167 1,165 +61
Total Volume and Open Interest 332,622 409,008 -5,865
NASDAQ 100(CME)
Dec03 031007 1375.50 1396.00 1369.00 1395.00 +8.50 8,386 69,911 +83
Mar04 031007 1398.00 1398.00 1398.00 1398.00 +8.50 0 54 +0
Jun04 031007 1401.00 1401.00 1401.00 1401.00 +8.50      
Total Volume and Open Interest 8,386 69,965 +83
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031007 1385.5 1395.5 1369.0 1395.0 +8.5 157,458 187,687 -12,447
Mar04 031007 1376.0 1398.0 1375.5 1398.0 +8.5 91 1,287 -6
Total Volume and Open Interest 157,549 188,974 -12,453
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031007 531.75 536.50 529.50 535.00 +1.10 202 13,537 +58
Mar04 031007 534.80 534.80 534.80 534.80 +1.10      
Jun04 031007 535.25 535.25 535.25 535.25 +1.10 0 1 +0
Total Volume and Open Interest 202 13,538 +58
Russell 2000(CME)
Dec03 031007 515.00 520.50 512.25 519.50 +3.15 1,521 20,993 +644
Mar04 031007 519.50 519.50 519.50 519.50 +3.15      
Jun04 031007 519.50 519.50 519.50 519.50 +3.15      
Total Volume and Open Interest 1,521 20,993 +644
Value Line(KCBT)
Dec03 031007 1385.00 1402.00 1385.00 1402.00 +9.00 2 38 +0
Total Volume and Open Interest 2 38 +0
Nikkei 225(CME)
Dec03 031007 10750 10820 10690 10765 -80 1,598 26,607 -371
Mar04 031007 10775 10775 10775 10775 -80 0 5 +0
Total Volume and Open Interest 1,598 26,612 -371
Nikkei 225(SIMEX)
Dec03 031007 10825 10880 10690 10850 +75 21,165 154,345 +1,299
Mar04 031007 10840 10840 10840 10840 +75 0 540 +0
Jun04 031007 10800 10800 10800 10800 +75      
Total Volume and Open Interest 21,165 154,890 +1,299
CAC 40(MATIF)
Oct03 031007 3291.0 3300.0 3233.0 3256.5 -41.5 45,628 443,578 +4,294
Nov03 031007 3300.0 3301.0 3245.0 3261.5 -32.0 3 1,975 +50
Dec03 031007 3305.0 3310.0 3243.0 3266.0 -32.5 714 116,781 +516
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031007 3428.0 3429.0 3345.5 3364.5 -56.5 78,428 247,939 +1,091
Mar04 031007 3430.5 3430.5 3365.5 3381.5 -57.0 180 10,209 +109
Jun04 031007 3422.0 3424.5 3384.0 3400.0 -57.5 6 793 +3
Total Volume and Open Interest 78,614 258,941 +1,203
FT-SE 100(LIFFE)
Dec03 031007 4269.00 4288.00 4252.50 4275.00 -4.50 35,396 414,289 +3,844
Mar04 031007 4261.00 4270.00 4254.50 4269.00 -4.50 763 10,001 -747
Jun04 031007 4277.00 4277.00 4277.00 4277.00 -4.50 0 5,895 +0
Total Volume and Open Interest 36,159 430,185 +3,097
SPI 200(SFE)
Dec03 031007 3220.0 3234.0 3215.0 3217.0 -3.0 8,056 147,992 -263
Mar04 031007 3230.0 3230.0 3225.0 3225.0 -2.0 0 3,400 +0
Jun04 031007 3244.0 3244.0 3232.0 3232.0 -2.0 0 2,384 +0
Total Volume and Open Interest 8,056 154,960 -263
GSCI(CME)
Oct03 031007 238.20 240.40 237.75 240.00 +2.00 60 11,060 +8
Nov03 031007 240.00 240.90 240.00 240.60 +2.30 2 507 +0
Dec03 031007 240.50 240.50 240.50 240.50 +2.40 42 42 +42
Total Volume and Open Interest 104 11,609 +50
Reuters CRB Index(NYBOT)
Nov03 031007 243.00 245.50 243.00 245.50 +2.75 38 448 -26
Jan04 031007 242.75 245.50 242.75 245.50 +2.75 2 342 -1
Feb04 031007 242.00 244.00 242.00 244.00 +2.75 4 162 +2
Total Volume and Open Interest 44 957 -25
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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