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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 Wed October 08, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031008 685.50 689.50 678.00 678.50 -9.25 39,822 132,152 -2,075
Jan04 031008 688.50 692.50 681.50 682.00 -8.75 10,831 44,671 +2,835
Mar04 031008 684.00 687.50 677.50 677.75 -8.25 4,770 29,044 +104
May04 031008 662.50 666.50 656.00 656.50 -8.25 2,473 37,668 +254
Jul04 031008 655.50 660.00 649.25 650.50 -7.25 1,312 12,444 +223
Aug04 031008 643.00 645.50 634.00 634.25 -8.50 28 1,473 +13
Sep04 031008 612.00 613.00 607.00 607.00 -5.25 6 219 +5
Total Volume and Open Interest 59,791 263,408 +1,415
Soybean Meal(CBOT)
Oct03 031008 198.50 200.80 198.50 200.20 -0.90 2,489 6,200 -540
Dec03 031008 201.50 202.80 200.80 201.20 -1.00 11,390 84,035 +183
Jan04 031008 201.80 203.40 201.50 201.70 -0.60 1,545 16,481 +102
Mar04 031008 200.60 201.70 199.90 200.10 -1.00 2,220 18,361 +182
May04 031008 196.00 196.80 195.20 195.20 -1.10 749 20,299 -94
Jul04 031008 194.30 195.00 192.80 193.10 -1.10 1,045 10,696 -53
Aug04 031008 190.20 191.50 188.80 188.80 -1.40 70 2,709 +47
Sep04 031008 183.00 183.00 181.10 181.10 -1.10 98 2,593 +49
Total Volume and Open Interest 20,255 169,171 -42
Soybean Oil(CBOT)
Oct03 031008 25.40 25.63 24.92 24.96 -0.40 599 1,204 -1,057
Dec03 031008 25.33 25.50 24.88 24.89 -0.43 13,939 78,162 -459
Jan04 031008 25.25 25.39 24.82 24.83 -0.43 2,218 16,347 +409
Mar04 031008 25.00 25.10 24.60 24.63 -0.45 1,204 21,098 -307
May04 031008 24.60 24.70 24.20 24.21 -0.50 1,555 18,853 +288
Jul04 031008 24.45 24.50 24.00 24.02 -0.53 706 12,672 +161
Aug04 031008 24.05 24.10 23.60 23.60 -0.57 0 1,305 +0
Sep04 031008 22.88 22.88 22.88 22.88 -0.77 0 743 +0
Total Volume and Open Interest 20,538 153,944 -832
Canola(WCE)
Nov03 031008 368.5 372.7 367.6 367.6 -1.1 5,396 30,241 +28
Jan04 031008 375.0 378.5 373.9 374.2 -0.8 1,205 9,870 +300
Mar04 031008 379.5 380.1 379.0 379.0 -0.5 289 1,512 +220
May04 031008 384.0 384.0 384.0 384.0 +1.9 0 161 +0
Jul04 031008 390.0 390.0 388.0 388.0 unch 0 2,257 -105
Total Volume and Open Interest 6,935 48,450 +250
Corn(CBOT)
Dec03 031008 223.00 223.50 221.00 221.50 -2.00 33,015 226,415 +2,041
Mar04 031008 231.25 231.25 229.00 229.50 -2.00 6,295 90,840 +1,223
May04 031008 235.50 235.75 234.00 234.50 -1.50 2,527 21,092 -920
Jul04 031008 238.75 239.00 237.00 237.50 -1.75 2,064 22,285 -572
Sep04 031008 238.00 238.00 237.00 237.50 -0.75 750 3,931 +741
Dec04 031008 239.25 239.25 238.50 238.75 -0.50 3,552 17,036 +2,076
Total Volume and Open Interest 48,568 382,897 +4,904
Wheat(CBOT)
Dec03 031008 333.50 333.50 325.50 327.75 -4.75 33,654 83,106 +125
Mar04 031008 344.50 344.50 337.00 338.25 -4.75 7,759 21,591 -474
May04 031008 346.00 347.00 340.00 340.50 -5.50 1,156 2,030 -296
Jul04 031008 330.00 330.00 324.00 324.25 -5.00 954 3,879 -92
Sep04 031008 328.50 328.50 328.50 328.50 -5.50 3 110 +0
Total Volume and Open Interest 43,555 110,826 -746
Wheat(KCBT)
Dec03 031008 339.00 339.50 333.00 336.00 -3.75 9,683 44,522 -1,396
Mar04 031008 349.25 349.25 342.50 346.00 -3.75 3,722 14,479 +935
May04 031008 351.50 351.50 342.00 344.75 -7.25 209 1,806 +30
Jul04 031008 332.00 332.00 329.00 329.00 -3.50 409 2,337 -106
Sep04 031008 336.00 336.00 335.00 335.00 -3.50 0 142 +0
Total Volume and Open Interest 14,027 63,308 -537
Wheat(MGE)
Dec03 031008 350.00 350.00 344.00 344.25 -4.25 3,659 18,259 -1,544
Mar04 031008 356.00 356.00 350.50 350.75 -4.25 2,554 8,857 +620
May04 031008 359.00 359.00 357.00 357.00 -2.50 243 864 +129
Jul04 031008 360.00 360.50 360.00 360.25 -0.25 57 316 +50
Sep04 031008 351.50 352.00 351.50 351.50 -0.50 225 232 +110
Total Volume and Open Interest 6,738 28,578 -635
Oats(CBOT)
Dec03 031008 147.25 147.50 142.50 142.75 -4.75 681 5,060 -40
Mar04 031008 151.50 151.50 147.00 147.00 -5.00 52 994 +21
May04 031008 150.00 150.00 150.00 150.00 -5.50 0 65 +0
Jul04 031008 153.25 153.25 153.25 153.25 -2.25 0 29 +0
Total Volume and Open Interest 733 6,150 -19
Rough Rice(CBOT)
Nov03 031008 6.90 7.02 6.84 6.97 +0.03 1,590 4,739 -135
Jan04 031008 7.12 7.24 7.06 7.18 +0.03 362 1,602 +112
Mar04 031008 7.31 7.45 7.28 7.38 +0.04 296 1,074 +151
May04 031008 7.58 7.58 7.58 7.58 +0.03 65 579 +30
Total Volume and Open Interest 2,316 8,361 +161
Live Cattle(CME)
Oct03 031008 94.325 94.325 94.325 94.325 +1.500 4,159 17,196 -1,838
Dec03 031008 90.100 90.725 90.100 90.725 +1.500 8,811 62,622 -420
Feb04 031008 88.100 88.100 87.700 88.100 +1.500 4,170 26,708 +291
Apr04 031008 84.300 84.925 84.000 84.800 +1.375 2,427 17,202 -4
Jun04 031008 77.900 78.750 77.900 78.425 +0.925 1,364 7,325 -375
Aug04 031008 76.000 77.200 76.000 76.000 +0.200 206 1,532 +117
Total Volume and Open Interest 21,348 133,630 -2,203
Feeder Cattle(CME)
Oct03 031008 105.000 105.800 104.800 105.800 +1.500 2,404 5,148 -1,161
Nov03 031008 103.950 103.950 103.750 103.950 +1.500 1,232 7,691 -216
Jan04 031008 97.650 98.075 97.650 98.075 +1.500 1,092 4,988 +330
Mar04 031008 94.000 94.325 94.000 94.325 +1.500 207 984 +12
Apr04 031008 92.000 92.500 91.950 92.500 +1.500 80 478 -7
May04 031008 90.800 91.400 90.800 91.400 +1.500 82 553 -13
Aug04 031008 91.000 91.400 91.000 91.400 +1.500 85 202 +24
Total Volume and Open Interest 5,182 20,046 -1,031
Lean Hogs(CME)
Oct03 031008 54.900 55.350 54.800 55.250 +0.475 2,634 5,632 -466
Dec03 031008 56.075 57.950 56.000 57.950 +2.000 7,607 27,708 -35
Feb04 031008 59.500 61.250 59.300 61.125 +1.675 881 7,574 +182
Apr04 031008 60.100 61.450 60.050 61.350 +1.050 342 3,031 +142
May04 031008 63.000 63.850 63.000 63.850 +0.900 38 524 +17
Jun04 031008 65.950 67.100 65.900 67.000 +0.900 102 1,191 +41
Jul04 031008 62.750 63.600 62.750 63.600 +0.800 25 462 +4
Aug04 031008 60.500 61.350 60.500 61.350 +0.600 19 174 +7
Total Volume and Open Interest 11,664 46,371 -109
Pork Bellies(CME)
Feb04 031008 87.500 89.975 86.750 89.975 +3.000 490 1,826 -24
Mar04 031008 87.150 89.350 87.150 89.350 +3.000 5 31 +0
May04 031008 88.000 88.000 88.000 88.000 +1.550 0 25 +0
Jul04 031008 92.850 92.850 92.850 92.850 +3.000 0 29 +0
Aug04 031008 90.250 90.250 90.250 90.250 +3.000 0 1 +0
Total Volume and Open Interest 495 1,912 -24
BFP Milk Class III(CME)
Oct03 031008 14.19 14.21 14.17 14.21 -0.01 255 5,729 -41
Nov03 031008 12.91 12.95 12.91 12.95 +0.05 267 4,797 +28
Dec03 031008 12.05 12.05 11.95 12.00 unch 116 3,583 +28
Jan04 031008 11.64 11.67 11.62 11.62 -0.02 61 1,406 +12
Feb04 031008 11.30 11.30 11.30 11.30 +0.03 43 1,261 +9
Total Volume and Open Interest 857 22,101 +53
Cocoa(NYBOT)
Dec03 031008 1560 1572 1451 1456 -93 2,056 25,027 +9
Mar04 031008 1548 1552 1440 1444 -89 294 19,874 +163
May04 031008 1548 1555 1450 1451 -86 113 9,128 +513
Jul04 031008 1496 1505 1460 1460 -84 67 4,954 +33
Sep04 031008 1573 1573 1465 1470 -82 0 5,651 +0
Dec04 031008 1574 1574 1478 1478 -82 0 6,514 +0
Mar05 031008 1491 1491 1491 1491 -82 0 2,934 +0
Total Volume and Open Interest 2,530 75,608 +718
Coffee "C"(NYBOT)
Dec03 031008 63.55 63.60 62.30 62.65 -0.65 4,855 48,680 -515
Mar04 031008 66.00 66.10 65.00 65.35 -0.55 892 12,793 +355
May04 031008 67.60 67.70 66.70 67.00 -0.45 333 4,025 +106
Jul04 031008 69.10 69.10 68.40 68.50 -0.40 172 2,423 -11
Sep04 031008 70.65 70.65 69.80 70.00 -0.40 71 3,913 +8
Dec04 031008 72.80 72.80 72.00 72.35 -0.35 13 1,932 -7
Total Volume and Open Interest 6,381 74,876 -63
Orange Juice(NYBOT)
Nov03 031008 74.50 75.25 74.40 74.70 +0.65 1,340 17,411 -294
Jan04 031008 77.25 77.80 76.90 77.20 +0.45 992 7,224 +567
Mar04 031008 79.60 79.80 79.40 79.60 +0.05 162 3,814 +76
May04 031008 81.75 81.75 81.35 81.35 -0.15 25 2,419 +12
Jul04 031008 83.60 83.60 83.10 83.10 -0.50 0 260 -1
Total Volume and Open Interest 2,529 31,256 +370
Sugar #11(NYBOT)
Mar04 031008 6.09 6.15 6.03 6.07 -0.02 21,533 108,708 +857
May04 031008 6.10 6.16 6.06 6.10 -0.01 7,684 19,642 -1,617
Jul04 031008 6.05 6.10 6.02 6.05 unch 2,767 20,188 +566
Oct04 031008 6.20 6.24 6.16 6.19 +0.01 1,619 16,432 +0
Mar05 031008 6.33 6.37 6.30 6.31 +0.01 863 4,530 +511
Total Volume and Open Interest 34,725 173,281 +460
London Cocoa(LCE)
Dec03 031008 962 975 908 912 -52 2,973 60,454 -1,894
Mar04 031008 987 1002 937 940 -48 688 41,315 -136
May04 031008 1006 1015 955 957 -48 74 15,620 +62
Jul04 031008 1021 1032 969 972 -48 58 13,445 -24
Sep04 031008 1036 1049 983 987 -47 264 15,276 +0
Dec04 031008 1057 1057 998 1000 -46 0 9,262 +0
Mar05 031008 1057 1068 1008 1010 -46 10 7,090 +6
Total Volume and Open Interest 4,067 163,170 -1,986
London Coffee(LCE)
Nov03 031008 719.00 723.00 715.00 717.00 -4.00 2,114 35,477 -766
Jan04 031008 732.00 744.00 732.00 738.00 -4.00 1,920 29,468 -84
Mar04 031008 756.00 757.00 753.00 755.00 -3.00 260 12,396 +118
May04 031008 764.00 771.00 764.00 768.00 -2.00 501 10,579 +205
Jul04 031008 784.00 785.00 781.00 781.00 -2.00 0 3,554 +0
Sep04 031008 791.00 795.00 791.00 795.00 -2.00 0 3,379 +0
Total Volume and Open Interest 4,795 96,942 -527
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031008 177.50 180.60 177.50 178.50 -0.30 1,680 19,090 -113
Mar04 031008 183.90 185.10 182.90 183.70 -0.20 457 9,260 +68
May04 031008 187.50 187.50 186.00 186.00 -0.20 355 2,797 -59
Aug04 031008 188.00 188.00 186.50 186.50 -0.50 69 4,339 +69
Total Volume and Open Interest 2,571 38,407 -45
Cotton(NYBOT)
Oct03 031008 67.70 68.70 67.70 68.65 +1.80 20 264 -80
Dec03 031008 68.90 69.60 68.80 69.44 +1.41 6,352 69,128 -169
Mar04 031008 71.40 71.90 71.30 71.81 +1.39 2,078 21,201 +227
May04 031008 72.50 72.90 72.40 72.80 +1.40 183 4,685 -10
Jul04 031008 73.05 73.30 72.85 73.30 +1.40 114 3,271 +54
Oct04 031008 65.20 65.20 65.20 65.20 +0.50 11 190 +5
Total Volume and Open Interest 8,910 99,896 +77
Lumber(CME)
Nov03 031008 302.6 308.1 299.5 306.1 +3.6 454 2,400 +34
Jan04 031008 293.5 299.2 292.6 297.7 +2.5 123 741 +16
Mar04 031008 298.0 298.9 297.7 298.0 +2.2 8 100 -2
May04 031008 297.2 297.2 297.2 297.2 +1.4 1 29 +1
Total Volume and Open Interest 586 3,271 +49
Crude Oil(NYM)
Nov03 031008 30.30 30.36 29.45 29.81 -0.60 74,837 123,471 -9,576
Dec03 031008 30.25 30.35 29.50 29.90 -0.48 73,976 114,342 +8,057
Jan04 031008 29.95 29.98 29.30 29.59 -0.40 17,517 41,584 +1,581
Feb04 031008 29.42 29.42 28.85 29.19 -0.32 5,493 20,286 +1,066
Mar04 031008 29.00 29.00 28.40 28.78 -0.27 2,403 22,641 -278
Apr04 031008 28.10 28.39 28.10 28.39 -0.23 2,657 18,653 -345
May04 031008 27.85 28.03 27.85 28.03 -0.20 830 11,133 +448
Jun04 031008 27.60 27.69 27.45 27.69 -0.19 3,290 18,868 +436
Jul04 031008 27.00 27.38 27.00 27.38 -0.17 548 7,685 +109
Aug04 031008 27.00 27.11 27.00 27.11 -0.14 475 7,810 -375
Sep04 031008 26.85 26.85 26.85 26.85 -0.12 440 13,921 +296
Oct04 031008 26.62 26.62 26.62 26.62 -0.11 180 6,878 +134
Nov04 031008 26.43 26.43 26.43 26.43 -0.09 583 6,872 +135
Dec04 031008 26.00 26.28 26.00 26.25 -0.08 4,185 25,374 +580
Jan05 031008 26.07 26.07 26.07 26.07 -0.07 730 7,324 +174
Feb05 031008 25.91 25.91 25.91 25.91 -0.07 5 2,998 +5
Total Volume and Open Interest 192,394 521,475 +3,368
Heating Oil(NYM)
Nov03 031008 82.00 82.20 80.15 81.20 -0.71 20,543 45,158 -2,129
Dec03 031008 82.90 83.00 81.05 82.12 -0.68 11,152 32,318 +1,694
Jan04 031008 83.20 83.20 81.50 82.67 -0.68 2,915 20,185 -132
Feb04 031008 82.90 82.90 81.40 82.37 -0.58 939 13,541 +155
Mar04 031008 80.50 80.50 79.75 80.27 -0.48 531 15,886 -40
Apr04 031008 77.30 77.70 76.90 77.42 -0.48 589 7,213 +125
May04 031008 74.80 74.80 74.65 74.72 -0.43 54 3,247 +47
Jun04 031008 73.20 73.20 72.50 73.12 -0.38 352 5,368 -101
Jul04 031008 71.60 72.32 71.60 72.32 -0.38 31 2,202 +26
Aug04 031008 72.27 72.27 72.27 72.27 -0.38 33 1,674 +3
Sep04 031008 72.00 72.62 71.80 72.62 -0.38 182 1,379 +100
Oct04 031008 73.12 73.12 73.12 73.12 -0.38 25 968 +0
Total Volume and Open Interest 37,556 152,929 -290
Unleaded Gas(NYM)
Nov03 031008 83.05 84.20 81.70 83.12 -0.49 18,796 42,028 -2,221
Dec03 031008 81.35 82.00 79.70 81.05 -0.76 12,707 21,646 +2,555
Jan04 031008 81.00 81.20 79.40 80.35 -0.78 2,436 8,220 +59
Feb04 031008 80.50 80.50 80.25 80.45 -0.80 517 1,969 -22
Mar04 031008 81.05 81.05 81.05 81.05 -0.80 197 2,243 +57
Apr04 031008 88.20 88.20 87.45 87.45 -0.75 244 3,628 -68
May04 031008 87.05 87.05 87.05 87.05 -0.70 140 2,145 +120
Jun04 031008 86.05 86.05 86.05 86.05 -0.70 110 912 +90
Total Volume and Open Interest 35,147 82,791 +570
Natural Gas(NYM)
Nov03 031008 5.180 5.200 5.050 5.148 +0.008 67,124 52,322 -7,790
Dec03 031008 5.440 5.460 5.330 5.411 +0.006 18,743 39,555 +41
Jan04 031008 5.600 5.620 5.490 5.572 +0.002 10,266 34,114 +280
Feb04 031008 5.540 5.555 5.440 5.504 -0.006 5,112 22,532 +1
Mar04 031008 5.380 5.390 5.270 5.342 -0.019 6,523 23,216 +948
Apr04 031008 4.990 4.990 4.900 4.945 -0.046 3,769 21,335 +60
May04 031008 4.885 4.885 4.800 4.825 -0.056 1,584 14,256 +117
Jun04 031008 4.865 4.870 4.810 4.815 -0.066 1,894 13,165 +670
Jul04 031008 4.865 4.865 4.800 4.815 -0.066 774 10,359 +172
Aug04 031008 4.865 4.865 4.800 4.815 -0.066 665 9,002 -28
Sep04 031008 4.860 4.860 4.790 4.805 -0.066 689 8,591 +361
Oct04 031008 4.860 4.860 4.790 4.802 -0.068 745 8,591 +90
Nov04 031008 5.000 5.000 4.900 4.939 -0.062 821 7,583 +198
Dec04 031008 5.060 5.100 5.060 5.090 -0.058 565 8,640 -35
Jan05 031008 5.160 5.200 5.160 5.178 -0.056 212 6,962 +189
Feb05 031008 5.090 5.140 5.090 5.120 -0.054 264 7,194 +11
Total Volume and Open Interest 120,197 353,832 -4,911
Brent Crude Oil(IPE)
Nov03 031008 28.79 28.99 28.35 28.73 -0.30 28,415 63,812 -961
Dec03 031008 28.34 28.45 27.85 28.17 -0.39 41,372 89,215 -1,464
Jan04 031008 27.96 28.05 27.50 27.84 -0.34 10,923 35,259 +840
Feb04 031008 27.54 27.62 27.18 27.50 -0.29 2,296 11,275 +524
Mar04 031008 27.10 27.18 26.90 27.16 -0.25 2,282 9,610 +116
Apr04 031008 26.82 26.84 26.75 26.84 -0.22 1,201 4,470 -448
May04 031008 26.53 26.53 26.53 26.53 -0.19 0 4,385 +0
Jun04 031008 26.10 26.25 25.90 26.24 -0.15 3,269 20,601 +126
Jul04 031008 25.63 25.97 25.63 25.97 -0.13 25 5,880 +25
Aug04 031008 25.60 25.72 25.60 25.72 -0.12 0 3,143 +0
Sep04 031008 25.35 25.51 25.30 25.51 -0.12 0 3,144 +0
Oct04 031008 25.31 25.31 25.31 25.31 -0.11 0 1,691 +0
Dec04 031008 24.75 24.99 24.65 24.99 -0.10 3,550 29,685 +248
Total Volume and Open Interest 93,733 299,633 -1,069
Gas Oil(IPE)
Oct03 031008 246.50 247.75 242.75 247.25 unch 15,909 19,573 -1,635
Nov03 031008 245.00 245.75 240.75 244.50 -0.50 19,502 41,768 +1,642
Dec03 031008 243.50 244.00 239.50 241.50 -2.00 8,897 34,096 +3,078
Jan04 031008 242.00 242.00 237.75 239.75 -2.00 845 17,263 +211
Feb04 031008 237.75 237.75 236.25 236.25 -2.00 780 7,597 +114
Mar04 031008 233.25 233.50 231.50 231.50 -2.00 650 4,446 -100
Apr04 031008 229.50 229.50 226.75 226.75 -2.00 0 5,246 +0
May04 031008 222.50 222.50 222.50 222.50 -1.75 100 1,918 +100
Jun04 031008 221.50 222.00 220.25 220.25 -1.75 650 10,799 +70
Jul04 031008 220.00 220.00 220.00 220.00 -1.50 0 1,577 +0
Total Volume and Open Interest 47,333 158,371 +3,480
US Dollar Index(NYBOT)
Dec03 031008 92.20 92.21 91.84 92.04 -0.14 1,278 19,019 -295
Mar04 031008 92.29 92.48 92.29 92.45 -0.14 29 2,083 +6
Jun04 031008 92.90 92.90 92.90 92.90 -0.10 2 15 +2
Total Volume and Open Interest 1,309 21,117 -287
Australian Dollar(CME)
Dec03 031008 68.71 68.82 68.37 68.46 -0.13 3,705 49,232 +1,713
Mar04 031008 68.15 68.15 67.81 67.81 -0.13 20 544 -3
Jun04 031008 67.16 67.16 67.16 67.16 -0.13 0 41 +0
Total Volume and Open Interest 3,741 49,919 +1,721
British Pound(CME)
Dec03 031008 165.73 165.79 165.09 165.43 -0.01 4,950 50,905 +820
Mar04 031008 164.30 164.30 164.27 164.27 -0.01 2 225 +0
Jun04 031008 163.11 163.11 163.11 163.11 -0.01 0 1 +0
Total Volume and Open Interest 4,952 51,131 +820
Canadian Dollar(CME)
Dec03 031008 75.05 75.08 74.70 74.79 -0.15 5,859 71,475 +1,515
Mar04 031008 74.76 74.76 74.47 74.54 -0.15 38 2,862 +33
Jun04 031008 74.40 74.40 74.25 74.30 -0.15 8 1,105 -3
Sep04 031008 74.07 74.07 74.07 74.07 -0.15 1 648 +0
Total Volume and Open Interest 5,912 76,303 +1,551
Japanese Yen(CME)
Dec03 031008 91.34 91.64 91.25 91.41 +0.20 13,882 158,713 +6,448
Mar04 031008 91.75 91.83 91.67 91.67 +0.20 17 137 +7
Jun04 031008 91.93 91.93 91.93 91.93 +0.20 10 111 +0
Total Volume and Open Interest 13,909 159,009 +6,455
Swiss Franc(CME)
Dec03 031008 76.25 76.49 76.08 76.25 +0.08 2,308 47,279 +18
Mar04 031008 76.40 76.40 76.40 76.40 +0.08 0 163 +0
Jun04 031008 76.54 76.54 76.54 76.54 +0.08 0 109 +0
Total Volume and Open Interest 2,308 47,583 +18
EuroFX(CME)
Dec03 031008 117.72 118.07 117.55 117.80 +0.30 10,447 95,612 -206
Mar04 031008 117.44 117.76 117.40 117.52 +0.30 133 1,066 +3
Jun04 031008 117.08 117.25 117.08 117.25 +0.29 0 62 +0
Total Volume and Open Interest 10,581 96,823 -208
Mexican Peso(CME)
Dec03 031008 8830.0 8865.0 8740.0 8767.0 -33.0 4,710 35,739 +1,757
Mar04 031008 8690.0 8690.0 8645.0 8647.0 -33.0 173 447 +14
Total Volume and Open Interest 4,956 36,380 +1,840
30-Year T-Bonds(CBOT)
Dec03 031008 108~03 108~21 107~24 108~07 -0~04 226,837 419,164 -4,825
Mar04 031008 106~21 107~05 106~12 106~26 -0~04 171 17,540 +112
Jun04 031008 105~14 105~14 105~14 105~14 -0~04 13 289 -3
Total Volume and Open Interest 227,021 437,189 -4,716
Municipal Bonds(CBOT)
Dec03 031008 99~22 100~02 99~20 99~27 +0~03 347 1,607 +65
Total Volume and Open Interest 347 1,607 +65
10-Year T-Notes(CBOT)
Dec03 031008 112~035 112~200 111~285 112~130 +0~050 608,161 890,839 +27,860
Mar04 031008 110~205 111~050 110~160 110~310 +0~050 7,598 20,570 +5,165
Total Volume and Open Interest 615,759 911,419 +33,025
5-Year T-Notes(CBOT)
Dec03 031008 111~315 112~125 111~300 112~080 +0~050 208,424 0 +0
Mar04 031008 111~010 111~010 111~010 111~010 +0~055 1,740 6,483 +1,740
Total Volume and Open Interest 210,164 6,483 +1,740
2 Year T-Notes(CBOT)
Dec03 031008 107~056 107~068 107~053 107~061 +0~003 4,718 147,130 +507
Total Volume and Open Interest 4,718 147,130 +507
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031008 98.845 98.850 98.840 98.845 unch 40,962 748,863 +5,584
Mar04 031008 98.740 98.765 98.740 98.755 +0.010 65,554 696,628 +4,483
Jun04 031008 98.470 98.520 98.460 98.495 +0.025 78,427 564,416 -453
Sep04 031008 98.090 98.175 98.080 98.140 +0.035 116,403 548,340 -9,011
Dec04 031008 97.680 97.765 97.665 97.725 +0.030 68,654 520,867 +1,659
Mar05 031008 97.280 97.365 97.260 97.320 +0.025 30,625 308,020 +1,529
Jun05 031008 96.895 96.970 96.870 96.935 +0.025 23,083 243,227 +2,728
Sep05 031008 96.565 96.630 96.525 96.590 +0.015 19,918 190,652 +1,375
Dec05 031008 96.235 96.310 96.215 96.280 +0.015 11,945 145,229 +1,113
Mar06 031008 95.995 96.050 95.965 96.020 +0.015 10,501 131,970 +2,231
Jun06 031008 95.720 95.800 95.715 95.770 +0.015 6,377 122,515 -220
Sep06 031008 95.510 95.570 95.480 95.540 +0.010 6,685 105,837 -939
Total Volume and Open Interest 507,680 4,906,283 +13,378
3-Mth Euro-Yen(CME)
Dec03 031008 99.91 99.91 99.91 99.91 unch 450 4,789 +302
Mar04 031008 99.87 99.87 99.87 99.87 unch 0 7,107 -164
Jun04 031008 99.85 99.86 99.85 99.86 +0.01 35 12,075 +86
Sep04 031008 99.80 99.80 99.79 99.79 unch 20 5,047 -441
Dec04 031008 99.72 99.72 99.72 99.72 +0.01 97 1,854 -51
Mar05 031008 99.59 99.59 99.59 99.59 +0.01 13 4,977 -19
Jun05 031008 99.48 99.48 99.48 99.48 +0.01 0 239 +0
Sep05 031008 99.36 99.36 99.36 99.36 +0.02 0 5,055 +77
Dec05 031008 99.28 99.28 99.28 99.28 +0.01 0 35 -5
Mar06 031008 99.11 99.11 99.11 99.11 +0.01 0 205 +0
Total Volume and Open Interest 615 42,240 -205
3-Mth Euro-Yen(SIMEX)
Dec03 031008 99.91 99.91 99.91 99.91 unch 64 38,045 -1,289
Mar04 031008 99.87 99.88 99.87 99.87 unch 1,573 58,101 -613
Jun04 031008 99.85 99.85 99.85 99.85 +0.01 328 60,270 +112
Sep04 031008 99.79 99.80 99.79 99.80 +0.01 52 30,519 +142
Dec04 031008 99.71 99.72 99.71 99.72 +0.01 559 26,280 +163
Mar05 031008 99.59 99.61 99.59 99.60 +0.01 405 16,117 +150
Jun05 031008 99.52 99.52 99.51 99.51 +0.01 10 10,192 -305
Sep05 031008 99.39 99.39 99.39 99.39 +0.02 0 8,794 -301
Total Volume and Open Interest 3,006 259,517 -1,931
German Euro-Bund(EUREX)
Dec03 031008 113.53 113.77 113.08 113.65 +0.06 957,636 792,004 -867
Mar04 031008 113.00 113.13 112.61 113.13 +0.04 1,414 4,377 -46
Jun04 031008 112.65 112.65 112.65 112.65 +0.06 3,320 0 +0
Total Volume and Open Interest 962,370 796,381 -913
German Euro-Bobl(EUREX)
Dec03 031008 110.80 111.02 110.52 110.91 +0.11 689,960 597,280 +671
Mar04 031008 110.22 110.50 110.11 110.45 +0.12 6,329 11,761 +3,135
Jun04 031008 109.91 109.91 109.91 109.91 +0.11 5,091 0 +0
Total Volume and Open Interest 701,380 609,041 +3,806
Long Gilt(LIFFE)
Dec03 031008 116~15 116~22 116~00 116~19 -0~04 27,813 145,126 +4,578
Mar04 031008 108~11 108~11 108~11 108~11 -0~04      
Total Volume and Open Interest 27,813 145,126 +4,578
3-Mth Short Sterling(LIFFE)
Dec03 031008 96.08 96.10 96.06 96.09 +0.01 83,379 0 +0
Mar04 031008 95.79 95.84 95.74 95.80 +0.01 91,283 0 +0
Jun04 031008 95.54 95.58 95.47 95.55 +0.01 63,890 0 +0
Total Volume and Open Interest 333,133    
3-Mth Euribor(LIFFE)
Dec03 031008 97.885 97.900 97.875 97.890 -0.005 86,430 644,533 -6,834
Mar04 031008 97.825 97.850 97.810 97.840 +0.005 111,312 473,205 -4,956
Jun04 031008 97.640 97.690 97.610 97.670 +0.010 117,464 375,757 +4,055
Total Volume and Open Interest 568,450 2,620,785 -7,894
3-Mth Aus T-Bills(SFE)
Dec03 031008 94.91 94.95 94.90 94.95 +0.01 13,561 197,104 +1,193
Mar04 031008 94.77 94.80 94.76 94.80 -0.01 9,507 94,884 -4,747
Jun04 031008 94.63 94.67 94.62 94.67 unch 1,597 40,834 -2,128
Sep04 031008 94.50 94.55 94.50 94.55 -0.01 507 25,774 -32
Dec04 031008 94.42 94.46 94.41 94.46 -0.02 262 16,549 +159
Mar05 031008 94.35 94.38 94.33 94.38 -0.02 256 17,627 +206
Jun05 031008 94.29 94.32 94.28 94.32 -0.03 73 10,401 -23
Sep05 031008 94.23 94.26 94.23 94.26 -0.04 48 3,338 +26
Dec05 031008 94.20 94.22 94.20 94.22 -0.06 10 1,646 +10
Mar06 031008 94.18 94.19 94.18 94.19 -0.06 10 824 +10
Total Volume and Open Interest 25,831 409,347 -5,326
10-Year Aus T-Bonds(SFE)
Dec03 031008 94.39 94.44 94.38 94.42 -0.01 6,394 166,849 +5,800
Mar04 031008 94.40 94.40 94.40 94.40 -0.03      
Total Volume and Open Interest 17,649 161,049 +9,374
3-Year Aus T-Bonds(SFE)
Dec03 031008 94.65 94.69 94.65 94.69 -0.05 31,165 303,802 -12,771
Mar04 031008 94.69 94.69 94.69 94.69 -0.05      
Total Volume and Open Interest 31,165 303,802 -12,771
Gold(CMX)
Oct03 031008 376.7 376.7 375.4 375.4 -1.8 89 1,163 -17
Dec03 031008 377.0 377.2 375.3 376.0 -1.8 42,455 178,964 -5,567
Feb04 031008 377.8 378.0 376.1 376.8 -1.8 876 20,083 +138
Apr04 031008 377.8 377.8 377.5 377.6 -1.8 169 7,315 -17
Jun04 031008 378.5 379.0 378.3 378.3 -1.8 64 11,324 -16
Aug04 031008 380.0 380.0 379.0 379.0 -1.8 877 6,394 +184
Total Volume and Open Interest 45,984 255,935 -4,564
Silver(CMX)
Dec03 031008 488.0 490.0 485.5 487.0 -1.0 11,675 68,076 -4,411
Mar04 031008 490.0 492.0 486.5 488.2 -1.0 1,644 11,764 +149
May04 031008 491.0 492.0 489.2 489.2 -1.0 1 1,106 +0
Jul04 031008 490.0 490.0 490.0 490.0 -1.0 10 2,123 +4
Sep04 031008 491.1 491.1 491.1 491.1 -1.0 102 575 -87
Total Volume and Open Interest 13,910 89,786 -4,392
Platinum(NYM)
Oct03 031008 730.0 731.6 725.0 731.6 +10.2 46 163 -96
Jan04 031008 724.0 727.0 721.5 726.1 +8.7 703 8,410 -224
Apr04 031008 716.1 716.1 716.1 716.1 +8.7 11 27 +3
Total Volume and Open Interest 760 8,600 -317
Palladium(NYME)
Dec03 031008 212.00 215.90 209.50 215.00 +9.45 173 5,410 -15
Mar04 031008 211.00 215.00 211.00 215.00 +9.45 29 73 +16
Jun04 031008 215.50 215.50 215.50 215.50 +9.45 1 37 +1
Total Volume and Open Interest 203 5,520 +2
Copper(CMX)
Dec03 031008 84.90 85.45 84.60 85.45 +0.75 13,092 81,735 +3,013
Mar04 031008 85.40 85.95 85.15 85.95 +0.80 870 6,842 +536
May04 031008 85.95 86.15 85.95 86.15 +0.80 9 3,054 -3
Jul04 031008 86.20 86.25 86.10 86.25 +0.80 8 2,128 +0
Sep04 031008 86.30 86.35 86.30 86.35 +0.75 4 1,162 +2
Total Volume and Open Interest 14,287 101,927 +3,432
DJIA Index(CBOT)
Dec03 031008 9615 9645 9565 9616 -1 11,175 31,980 +333
Mar04 031008 9580 9589 9580 9589 -1 6 1,223 +1
Jun04 031008 9559 9559 9559 9559 -1      
Total Volume and Open Interest 11,181 33,203 +334
S & P 500(CME)
Dec03 031008 1038.30 1038.80 1029.00 1034.90 -2.40 54,780 565,219 +1,355
Mar04 031008 1033.00 1033.30 1028.50 1033.30 -2.30 271 14,181 +84
Jun04 031008 1032.20 1032.20 1032.20 1032.20 -2.30 7 447 +5
Sep04 031008 1031.70 1031.70 1031.70 1031.70 -2.30 0 132 +0
Total Volume and Open Interest 55,058 580,003 +1,444
S & P 500 E-Mini(Globex)
Dec03 031008 1037.75 1039.75 1029.00 1035.00 -2.25 834,746 427,825 +19,982
Mar04 031008 1036.25 1037.75 1028.00 1033.25 -2.25 319 1,133 -32
Total Volume and Open Interest 835,065 428,958 +19,950
NASDAQ 100(CME)
Dec03 031008 1401.00 1401.00 1377.50 1386.00 -9.00 15,720 71,004 +1,093
Mar04 031008 1400.00 1400.00 1389.00 1389.00 -9.00 0 54 +0
Jun04 031008 1392.00 1392.00 1392.00 1392.00 -9.00      
Total Volume and Open Interest 15,720 71,058 +1,093
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031008 1395.0 1403.5 1377.5 1386.0 -9.0 329,339 194,672 +6,985
Mar04 031008 1394.5 1398.5 1381.5 1389.0 -9.0 73 1,270 -17
Total Volume and Open Interest 329,412 195,942 +6,968
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031008 537.00 537.50 533.00 534.25 -0.75 531 13,675 +138
Mar04 031008 534.05 534.05 534.05 534.05 -0.75      
Jun04 031008 534.50 534.50 534.50 534.50 -0.75 0 1 +0
Total Volume and Open Interest 531 13,676 +138
Russell 2000(CME)
Dec03 031008 521.50 522.25 513.25 515.25 -4.25 1,555 21,183 +190
Mar04 031008 515.25 515.25 515.25 515.25 -4.25      
Jun04 031008 515.25 515.25 515.25 515.25 -4.25      
Total Volume and Open Interest 1,555 21,183 +190
Value Line(KCBT)
Dec03 031008 1390.00 1390.00 1390.00 1390.00 -12.00 3 40 +2
Total Volume and Open Interest 3 40 +2
Nikkei 225(CME)
Dec03 031008 10535 10560 10500 10505 -260 3,736 26,881 +274
Mar04 031008 10515 10515 10515 10515 -260 0 5 +0
Total Volume and Open Interest 3,736 26,886 +274
Nikkei 225(SIMEX)
Dec03 031008 10765 10800 10480 10495 -355 19,908 153,953 -392
Mar04 031008 10485 10485 10485 10485 -355 0 535 -5
Jun04 031008 10445 10445 10445 10445 -355      
Total Volume and Open Interest 19,908 154,493 -397
CAC 40(MATIF)
Oct03 031008 3259.5 3297.0 3237.0 3255.0 -1.5 71,719 443,657 +79
Nov03 031008 3289.5 3299.5 3259.5 3259.5 -2.0 42 1,980 +5
Dec03 031008 3300.0 3300.0 3248.0 3265.0 -1.0 974 117,211 +430
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031008 3374.0 3445.5 3356.5 3413.0 +48.5 113,522 248,331 +392
Mar04 031008 3375.0 3461.0 3375.0 3430.5 +49.0 274 10,237 +28
Jun04 031008 3434.5 3464.5 3393.0 3449.0 +49.0 107 790 -3
Total Volume and Open Interest 113,903 259,358 +417
FT-SE 100(LIFFE)
Dec03 031008 4265.00 4329.00 4263.50 4283.50 +8.50 45,954 416,498 +2,209
Mar04 031008 4288.00 4321.50 4268.00 4277.50 +8.50 554 10,176 +175
Jun04 031008 4321.50 4321.50 4290.50 4290.50 +13.50 0 5,895 +0
Total Volume and Open Interest 46,508 432,569 +2,384
SPI 200(SFE)
Dec03 031008 3223.0 3254.0 3222.0 3247.0 +30.0 8,540 148,289 +297
Mar04 031008 3238.0 3257.0 3238.0 3255.0 +30.0 245 3,312 -88
Jun04 031008 3263.0 3263.0 3263.0 3263.0 +31.0 176 2,395 +11
Total Volume and Open Interest 8,961 155,180 +220
GSCI(CME)
Oct03 031008 240.00 240.50 237.20 238.00 -2.00 2,291 9,247 -1,813
Nov03 031008 240.50 240.50 238.85 238.85 -1.75 2,217 2,623 +2,116
Dec03 031008 239.25 239.25 239.25 239.25 -1.25 0 42 +0
Total Volume and Open Interest 4,508 11,912 +303
Reuters CRB Index(NYBOT)
Nov03 031008 244.75 245.25 243.25 243.25 -2.25 49 457 +9
Jan04 031008 244.50 244.50 243.25 243.25 -2.25 4 345 +3
Feb04 031008 243.50 243.75 241.75 241.75 -2.25 1 161 -1
Total Volume and Open Interest 54 968 +11
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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