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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 10, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031010 724.00 736.00 712.00 713.50 +21.00 47,641 128,108 -795
Jan04 031010 726.00 737.00 710.00 713.75 +18.50 18,114 49,819 +3,931
Mar04 031010 725.00 731.00 706.50 707.50 +17.25 5,473 30,755 +1,121
May04 031010 687.00 698.00 674.00 675.00 +10.75 2,946 38,661 +93
Jul04 031010 676.00 684.00 662.00 663.00 +9.00 4,174 12,889 +688
Aug04 031010 648.00 654.00 641.00 642.00 +8.50 132 1,467 +37
Sep04 031010 619.50 619.50 619.50 619.50 +8.50 4 185 +0
Total Volume and Open Interest 79,943 267,625 +4,939
Soybean Meal(CBOT)
Oct03 031010 223.00 223.00 213.80 214.00 +8.40 3,191 2,818 -1,526
Dec03 031010 220.00 220.00 212.50 212.70 +6.50 17,842 85,196 +7
Jan04 031010 219.00 219.70 212.00 212.10 +5.90 4,310 17,650 +664
Mar04 031010 216.50 217.00 208.30 208.40 +4.20 4,966 20,111 +1,396
May04 031010 209.00 209.00 201.00 201.40 +4.00 2,834 21,398 +299
Jul04 031010 206.50 206.50 197.00 197.90 +3.30 3,165 10,608 -533
Aug04 031010 200.50 201.00 191.00 191.50 +0.90 217 2,570 -22
Sep04 031010 195.00 195.00 179.50 179.60 -2.40 359 2,978 +124
Total Volume and Open Interest 37,985 170,751 +400
Soybean Oil(CBOT)
Oct03 031010 26.70 26.70 26.15 26.22 +0.97 605 477 -743
Dec03 031010 26.22 26.55 25.83 25.91 +0.80 14,187 76,830 -360
Jan04 031010 26.15 26.45 25.83 25.84 +0.76 3,124 17,513 +793
Mar04 031010 26.00 26.02 25.55 25.57 +0.70 2,130 21,465 +245
May04 031010 25.65 25.65 25.05 25.05 +0.64 1,622 19,134 +348
Jul04 031010 25.20 25.20 24.76 24.80 +0.60 2,564 14,101 +983
Aug04 031010 25.00 25.00 24.36 24.36 +0.56 474 1,477 +180
Sep04 031010 23.85 23.85 23.50 23.50 +0.35 3 745 +2
Total Volume and Open Interest 25,360 155,629 +1,620
Canola(WCE)
Nov03 031010 373.0 380.0 370.5 373.7 +7.5 3,010 30,385 +103
Jan04 031010 381.0 386.2 376.8 379.7 +7.6 1,105 10,891 +111
Mar04 031010 387.5 387.5 382.0 382.0 +5.0 124 1,485 -7
May04 031010 390.0 392.5 387.5 389.0 +7.0 20 561 +10
Jul04 031010 390.0 393.0 390.0 393.0 +5.5 430 2,448 +384
Total Volume and Open Interest 5,144 50,047 +623
Corn(CBOT)
Dec03 031010 218.25 219.00 215.50 216.25 -5.50 26,374 228,252 +784
Mar04 031010 227.00 227.00 223.50 224.25 -5.00 9,351 94,631 +1,565
May04 031010 231.00 232.00 228.75 229.50 -4.50 1,942 21,620 +300
Jul04 031010 234.25 235.00 232.50 233.00 -3.75 2,078 22,827 +300
Sep04 031010 235.50 235.75 234.25 234.25 -3.25 543 4,270 +317
Dec04 031010 237.50 238.50 237.00 237.25 -1.50 768 17,268 +173
Total Volume and Open Interest 41,086 390,197 +3,468
Wheat(CBOT)
Dec03 031010 328.00 333.75 326.25 326.75 -0.50 15,740 79,166 -3
Mar04 031010 339.50 344.25 337.00 337.50 -0.50 2,670 22,312 -215
May04 031010 341.00 344.50 338.50 338.50 -2.00 280 1,999 +77
Jul04 031010 325.00 326.50 321.50 322.50 -1.00 782 4,233 +238
Sep04 031010 328.00 328.00 326.00 326.50 -0.50 17 119 +9
Total Volume and Open Interest 19,500 107,944 +111
Wheat(KCBT)
Dec03 031010 334.50 339.75 333.00 333.50 -0.50 5,253 44,348 -372
Mar04 031010 345.00 349.00 343.00 343.50 -1.25 1,690 15,286 -14
May04 031010 348.50 349.00 343.00 343.00 -2.25 199 1,865 +73
Jul04 031010 330.50 331.50 328.00 328.00 -1.50 284 2,263 -93
Sep04 031010 334.00 334.00 334.00 334.00 unch 56 231 +56
Total Volume and Open Interest 7,487 64,018 -348
Wheat(MGE)
Dec03 031010 347.00 349.25 343.50 343.50 -1.50 2,233 18,120 -209
Mar04 031010 353.00 355.75 350.25 350.25 -1.50 1,260 9,804 +18
May04 031010 359.50 360.50 356.25 356.50 -2.00 210 1,324 +110
Jul04 031010 361.00 362.50 359.50 359.50 -1.50 0 377 +0
Sep04 031010 352.50 354.00 352.00 352.50 unch 0 291 +0
Total Volume and Open Interest 3,703 29,966 -81
Oats(CBOT)
Dec03 031010 143.50 143.75 140.25 141.25 -2.50 485 4,936 +49
Mar04 031010 148.00 148.00 145.00 146.50 -2.25 44 1,000 +3
May04 031010 150.50 152.00 150.50 150.50 -0.50 0 65 +0
Jul04 031010 153.00 153.00 153.00 153.00 -1.00 0 29 +0
Total Volume and Open Interest 529 6,032 +52
Rough Rice(CBOT)
Nov03 031010 6.98 7.14 6.92 6.97 +0.05 533 4,408 -71
Jan04 031010 7.20 7.35 7.15 7.18 +0.05 134 1,644 -113
Mar04 031010 7.38 7.45 7.37 7.37 +0.05 143 1,021 -72
May04 031010 7.60 7.60 7.56 7.56 +0.05 7 586 +7
Total Volume and Open Interest 817 8,026 -249
Live Cattle(CME)
Oct03 031010 97.325 97.325 97.325 97.325 +1.500 2,442 14,533 -1,583
Dec03 031010 91.800 92.250 89.600 92.250 +1.500 11,816 61,601 -1,305
Feb04 031010 87.200 88.325 85.850 88.175 +1.350 5,660 26,854 -340
Apr04 031010 83.450 84.300 81.800 82.850 -0.450 3,707 18,417 -24
Jun04 031010 76.900 77.800 75.425 76.200 -0.725 2,308 8,215 +19
Aug04 031010 74.500 75.750 73.100 73.725 -0.775 397 1,762 +65
Total Volume and Open Interest 26,590 132,588 -3,053
Feeder Cattle(CME)
Oct03 031010 106.150 107.325 105.100 107.175 +1.350 903 4,321 -214
Nov03 031010 104.000 104.750 102.900 104.075 +0.825 2,553 7,532 -275
Jan04 031010 98.300 99.450 97.300 99.125 +1.175 1,975 5,613 +583
Mar04 031010 93.600 95.200 92.600 94.450 +0.750 486 1,151 +83
Apr04 031010 91.250 92.700 89.700 91.900 +0.700 194 616 +84
May04 031010 90.500 91.700 88.700 90.900 +0.700 199 658 +82
Aug04 031010 90.250 91.750 90.000 90.250 unch 104 299 +93
Total Volume and Open Interest 6,454 20,232 +475
Lean Hogs(CME)
Oct03 031010 55.100 55.100 54.100 54.750 -0.275 1,161 4,459 -696
Dec03 031010 57.200 58.825 56.400 58.300 +1.475 6,440 28,294 +427
Feb04 031010 59.900 61.200 58.300 60.650 +0.750 1,585 9,069 +81
Apr04 031010 59.900 61.000 58.150 60.450 +0.575 478 3,353 +166
May04 031010 62.000 62.800 61.400 62.700 +0.225 36 582 +23
Jun04 031010 65.700 65.950 64.650 65.550 -0.125 84 1,405 +60
Jul04 031010 62.350 62.450 61.600 61.900 -0.225 40 500 +27
Aug04 031010 59.400 60.100 59.000 60.075 -0.125 10 191 +0
Total Volume and Open Interest 9,840 47,957 +85
Pork Bellies(CME)
Feb04 031010 89.000 91.175 88.500 90.600 +2.425 510 1,791 +44
Mar04 031010 88.500 90.600 88.500 90.400 +2.275 9 35 +1
May04 031010 90.000 90.000 90.000 90.000 +1.800 1 25 +0
Jul04 031010 93.700 93.700 93.700 93.700 +0.850 0 29 +0
Aug04 031010 91.300 91.300 91.300 91.300 +1.050 0 1 +0
Total Volume and Open Interest 520 1,881 +45
BFP Milk Class III(CME)
Oct03 031010 14.20 14.24 14.20 14.23 +0.03 132 5,717 +8
Nov03 031010 12.80 12.80 12.45 12.77 -0.01 101 4,826 +9
Dec03 031010 11.81 11.85 11.63 11.85 +0.05 32 3,582 +13
Jan04 031010 11.60 11.60 11.45 11.50 -0.10 1 1,414 -1
Feb04 031010 11.30 11.30 11.27 11.27 -0.02 1 1,263 -1
Total Volume and Open Interest 312 22,208 +33
Cocoa(NYBOT)
Dec03 031010 1475 1490 1445 1460 -6 6,977 23,996 -1,079
Mar04 031010 1470 1475 1436 1443 -10 1,744 20,060 -137
May04 031010 1475 1475 1443 1445 -13 1,546 9,505 +654
Jul04 031010 1492 1492 1455 1455 -13 147 5,218 +42
Sep04 031010 1500 1500 1465 1465 -15 363 5,654 -32
Dec04 031010 1475 1485 1475 1478 -15 195 6,705 +190
Mar05 031010 1491 1491 1491 1491 -15 100 3,129 +100
Total Volume and Open Interest 11,072 75,793 -262
Coffee "C"(NYBOT)
Dec03 031010 62.30 62.45 61.10 61.20 -1.00 12,891 48,898 +34
Mar04 031010 64.90 65.00 64.00 64.00 -0.90 3,358 13,508 +208
May04 031010 66.90 66.90 65.80 65.80 -0.80 827 4,461 +308
Jul04 031010 68.40 68.50 67.35 67.35 -0.80 458 2,343 -75
Sep04 031010 69.90 69.90 69.00 69.05 -0.70 210 4,049 +105
Dec04 031010 72.30 72.30 71.30 71.60 -0.55 45 1,977 +10
Total Volume and Open Interest 17,819 76,339 +583
Orange Juice(NYBOT)
Nov03 031010 68.50 70.75 68.50 70.45 -5.15 1,865 16,934 -230
Jan04 031010 72.75 73.25 72.75 72.90 -4.85 1,069 7,987 +288
Mar04 031010 74.90 75.60 74.90 75.15 -4.75 109 3,874 +36
May04 031010 76.50 77.75 76.50 77.50 -4.00 7 2,447 +2
Jul04 031010 78.10 79.10 78.10 79.10 -4.00 2 261 +1
Total Volume and Open Interest 3,052 31,721 +97
Sugar #11(NYBOT)
Mar04 031010 5.92 6.07 5.92 5.96 -0.05 22,579 110,586 +3,317
May04 031010 6.01 6.14 6.00 6.04 unch 5,288 18,974 -1,152
Jul04 031010 5.99 6.10 5.98 6.02 unch 4,021 21,934 +1,443
Oct04 031010 6.14 6.21 6.13 6.16 +0.01 828 16,342 +85
Mar05 031010 6.27 6.34 6.27 6.31 +0.04 36 4,475 -2
Total Volume and Open Interest 33,020 176,186 +3,771
London Cocoa(LCE)
Dec03 031010 923 936 904 916 -6 5,438 63,184 +1,687
Mar04 031010 950 962 933 944 -5 2,666 42,968 +675
May04 031010 963 980 950 961 -5 1,423 15,689 -274
Jul04 031010 975 989 965 976 -5 540 13,160 -201
Sep04 031010 989 1012 980 991 -5 948 15,665 +18
Dec04 031010 1000 1003 994 1003 -6 92 9,366 +7
Mar05 031010 1012 1014 1010 1013 -6 224 7,260 +145
Total Volume and Open Interest 11,356 168,090 +2,082
London Coffee(LCE)
Nov03 031010 704.00 712.00 700.00 704.00 +2.00 4,516 33,794 -1,203
Jan04 031010 725.00 733.00 720.00 724.00 +1.00 3,250 30,901 +1,460
Mar04 031010 746.00 750.00 739.00 742.00 +2.00 379 13,268 +88
May04 031010 755.00 761.00 751.00 755.00 +2.00 470 10,740 +195
Jul04 031010 773.00 777.00 766.00 769.00 +2.00 250 3,720 +166
Sep04 031010 789.00 789.00 780.00 782.00 +2.00 0 3,766 +0
Total Volume and Open Interest 9,115 98,718 +956
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031010 177.70 179.00 175.40 175.90 -2.10 2,724 19,221 -287
Mar04 031010 183.90 183.90 181.00 181.00 -1.80 1,203 9,828 +446
May04 031010 185.90 186.20 183.00 183.00 -1.80 489 2,812 -16
Aug04 031010 185.00 186.00 184.50 184.50 -1.80 613 4,311 -50
Total Volume and Open Interest 5,211 39,226 +203
Cotton(NYBOT)
Dec03 031010 68.00 71.70 67.90 71.54 +1.74 13,711 71,356 +1,885
Mar04 031010 70.75 74.00 70.75 73.86 +1.80 4,172 22,254 +1,050
May04 031010 72.00 75.00 72.00 75.00 +1.79 591 5,116 +328
Jul04 031010 73.00 75.30 73.00 75.30 +1.50 234 3,384 -61
Oct04 031010 64.85 65.90 64.80 65.90 +0.90 13 235 +13
Dec04 031010 65.00 66.45 64.90 66.45 +1.57 92 1,103 +56
Total Volume and Open Interest 18,858 103,853 +3,287
Lumber(CME)
Nov03 031010 307.5 313.3 307.5 311.8 +4.3 935 2,497 +90
Jan04 031010 300.0 303.3 300.0 301.3 +1.9 154 830 +10
Mar04 031010 300.0 303.9 300.0 303.0 +2.2 0 100 +0
May04 031010 298.1 298.1 298.1 298.1 +0.8 2 28 -1
Total Volume and Open Interest 1,092 3,455 +98
Crude Oil(NYM)
Nov03 031010 31.05 32.60 31.04 31.97 +0.96 92,470 106,410 -9,434
Dec03 031010 31.20 32.50 31.15 31.99 +0.90 90,326 133,552 +9,932
Jan04 031010 30.95 31.95 30.95 31.55 +0.83 19,896 44,092 +667
Feb04 031010 30.40 31.25 30.40 30.98 +0.73 6,052 20,618 +572
Mar04 031010 30.00 30.70 29.95 30.42 +0.64 3,924 23,782 +458
Apr04 031010 29.40 30.02 29.40 29.88 +0.56 2,683 18,500 -32
May04 031010 28.88 29.39 28.88 29.39 +0.51 491 11,028 -63
Jun04 031010 28.45 28.95 28.45 28.93 +0.46 5,295 19,628 +1,206
Jul04 031010 28.10 28.51 28.10 28.51 +0.40 626 7,836 +130
Aug04 031010 28.10 28.15 28.00 28.15 +0.39 972 8,444 +604
Sep04 031010 27.50 27.81 27.50 27.81 +0.36 525 14,173 +204
Oct04 031010 27.15 27.49 27.10 27.49 +0.32 243 7,225 +145
Nov04 031010 27.21 27.21 27.21 27.21 +0.28 0 6,808 +0
Dec04 031010 26.75 27.02 26.60 26.95 +0.25 6,506 25,291 +281
Jan05 031010 26.71 26.71 26.71 26.71 +0.21 470 8,491 +173
Feb05 031010 26.50 26.50 26.50 26.50 +0.17 20 3,018 +20
Total Volume and Open Interest 236,464 532,436 +7,199
Heating Oil(NYM)
Nov03 031010 86.20 89.80 86.20 88.20 +2.78 36,815 40,745 -1,438
Dec03 031010 87.00 90.80 87.00 89.18 +2.84 24,829 35,622 +2,902
Jan04 031010 87.65 90.60 87.50 89.48 +2.74 10,012 20,583 +113
Feb04 031010 87.50 89.50 87.10 88.58 +2.54 2,159 13,758 +201
Mar04 031010 83.90 86.50 83.90 85.58 +2.04 2,082 15,794 -63
Apr04 031010 81.30 82.30 81.30 81.78 +1.54 909 7,361 +147
May04 031010 78.25 78.33 78.25 78.33 +1.14 350 3,330 +77
Jun04 031010 75.50 76.08 75.50 76.08 +0.84 898 5,146 -54
Jul04 031010 74.20 75.70 74.20 74.88 +0.64 65 2,217 +0
Aug04 031010 74.05 74.53 74.05 74.53 +0.49 115 1,658 -16
Sep04 031010 74.73 74.73 74.73 74.73 +0.39 21 1,361 +1
Oct04 031010 75.08 75.08 75.08 75.08 +0.29 115 924 -44
Total Volume and Open Interest 78,565 152,365 +1,893
Unleaded Gas(NYM)
Nov03 031010 88.50 90.45 87.60 89.07 +0.92 23,851 40,005 -488
Dec03 031010 86.50 88.20 85.50 87.10 +1.38 17,069 30,333 +4,686
Jan04 031010 85.40 86.40 84.80 86.05 +1.33 2,532 8,734 +637
Feb04 031010 84.70 86.00 84.70 85.95 +1.28 431 1,875 -10
Mar04 031010 86.35 86.35 86.35 86.35 +1.18 169 2,222 +103
Apr04 031010 91.00 92.15 91.00 92.15 +0.78 183 3,680 +53
May04 031010 90.50 91.50 90.50 91.50 +0.68 65 2,189 +44
Jun04 031010 90.35 90.35 90.35 90.35 +0.63 53 962 +50
Total Volume and Open Interest 44,353 90,000 +5,075
Natural Gas(NYM)
Nov03 031010 5.500 5.800 5.480 5.652 +0.158 62,314 48,938 +405
Dec03 031010 5.790 6.100 5.780 6.052 +0.261 21,525 41,272 +659
Jan04 031010 5.940 6.250 5.940 6.189 +0.263 11,777 34,028 -640
Feb04 031010 5.840 6.110 5.840 6.097 +0.253 6,617 21,858 -150
Mar04 031010 5.650 5.842 5.630 5.842 +0.198 6,107 23,551 -249
Apr04 031010 5.060 5.112 5.030 5.112 +0.008 3,019 22,247 +261
May04 031010 4.920 4.957 4.860 4.957 -0.017 1,562 14,936 +663
Jun04 031010 4.930 4.952 4.860 4.952 -0.012 988 13,413 +228
Jul04 031010 4.880 4.957 4.860 4.957 -0.002 884 10,695 +157
Aug04 031010 4.950 4.962 4.875 4.962 +0.003 553 9,010 -90
Sep04 031010 4.890 4.945 4.860 4.945 -0.004 440 8,611 +184
Oct04 031010 4.910 4.937 4.850 4.937 -0.009 729 8,487 -126
Nov04 031010 5.020 5.087 5.010 5.087 +0.004 157 7,601 +5
Dec04 031010 5.190 5.242 5.150 5.242 +0.008 1,074 9,248 +654
Jan05 031010 5.300 5.332 5.250 5.332 +0.018 25 7,006 -2
Feb05 031010 5.230 5.272 5.170 5.272 +0.018 645 7,859 +582
Total Volume and Open Interest 119,173 355,239 +2,631
Brent Crude Oil(IPE)
Nov03 031010 29.87 31.50 29.70 30.90 +0.76 32,163 58,318 -3,580
Dec03 031010 29.28 30.70 29.25 30.20 +0.70 66,204 90,798 -3,034
Jan04 031010 28.82 30.14 28.79 29.77 +0.70 23,027 41,748 +1,230
Feb04 031010 28.43 29.60 28.35 29.29 +0.66 6,682 12,700 +1,860
Mar04 031010 28.00 29.08 27.96 28.81 +0.61 3,095 10,882 +1,257
Apr04 031010 27.68 28.60 27.57 28.36 +0.57 1,820 5,045 +585
May04 031010 27.60 28.00 27.40 27.94 +0.52 935 4,845 +460
Jun04 031010 26.85 27.75 26.76 27.52 +0.45 3,740 20,358 -779
Jul04 031010 26.60 27.20 26.55 27.16 +0.40 410 5,986 +181
Aug04 031010 26.83 26.83 26.83 26.83 +0.35 500 3,568 +275
Sep04 031010 26.53 26.53 26.53 26.53 +0.33 460 3,329 -400
Oct04 031010 26.23 26.23 26.23 26.23 +0.29 400 1,891 +200
Dec04 031010 25.30 25.90 25.29 25.72 +0.20 6,861 25,572 -1,562
Total Volume and Open Interest 146,872 301,303 -3,499
Gas Oil(IPE)
Oct03 031010 264.00 268.00 261.50 265.50 unch 19,937 9,048 -6,634
Nov03 031010 257.25 275.00 256.75 274.25 +17.25 35,265 47,724 +6,817
Dec03 031010 253.00 269.00 253.00 267.75 +14.75 15,770 36,177 +363
Jan04 031010 251.00 262.75 250.50 262.75 +12.50 4,383 17,005 -59
Feb04 031010 246.00 256.75 246.00 256.75 +11.00 385 7,636 -61
Mar04 031010 246.00 249.75 246.00 249.75 +9.50 1,006 5,015 +569
Apr04 031010 238.50 242.25 238.50 242.25 +7.50 150 5,046 -250
May04 031010 235.75 235.75 235.75 235.75 +6.00 200 2,018 +100
Jun04 031010 227.00 232.75 225.50 232.75 +5.50 1,138 11,024 +372
Jul04 031010 228.75 232.00 228.00 232.00 +4.75 0 1,577 +0
Total Volume and Open Interest 78,668 157,045 +1,369
US Dollar Index(NYBOT)
Dec03 031010 92.32 92.49 91.55 91.79 -0.54 1,956 19,318 +255
Mar04 031010 92.35 92.35 92.00 92.20 -0.54 26 2,087 -1
Jun04 031010 92.65 92.65 92.65 92.65 -0.54 0 15 +0
Total Volume and Open Interest 1,982 21,420 +254
Australian Dollar(CME)
Dec03 031010 68.69 68.96 68.53 68.60 +0.10 3,138 50,122 +1,398
Mar04 031010 68.28 68.28 67.95 67.95 +0.10 22 573 +21
Jun04 031010 67.30 67.30 67.30 67.30 +0.10 0 41 +0
Total Volume and Open Interest 3,163 50,842 +1,422
British Pound(CME)
Dec03 031010 165.75 166.50 165.58 165.72 -0.27 3,369 50,779 -88
Mar04 031010 164.80 164.80 164.56 164.56 -0.27 3 226 +0
Jun04 031010 163.40 163.40 163.40 163.40 -0.27 0 1 +0
Total Volume and Open Interest 3,372 51,006 -88
Canadian Dollar(CME)
Dec03 031010 75.00 75.60 74.95 75.50 +0.98 3,869 71,121 -729
Mar04 031010 74.70 75.30 74.70 75.25 +0.98 70 2,878 +7
Jun04 031010 74.80 75.02 74.75 75.01 +0.98 24 1,101 -1
Sep04 031010 74.78 74.78 74.78 74.78 +0.98 15 654 +6
Total Volume and Open Interest 3,987 75,966 -718
Japanese Yen(CME)
Dec03 031010 92.37 92.49 92.20 92.22 +0.43 10,462 156,601 +823
Mar04 031010 92.67 92.72 92.49 92.49 +0.44 4 141 +1
Jun04 031010 92.90 92.90 92.76 92.76 +0.44 0 111 +0
Total Volume and Open Interest 10,466 156,901 +824
Swiss Franc(CME)
Dec03 031010 76.22 76.68 76.05 76.33 +0.34 5,251 50,798 +3,459
Mar04 031010 76.32 76.74 76.32 76.48 +0.34 2 163 -1
Jun04 031010 76.62 76.62 76.62 76.62 +0.34 0 109 +0
Total Volume and Open Interest 5,253 51,102 +3,458
EuroFX(CME)
Dec03 031010 117.74 118.28 117.45 117.84 +0.65 16,886 101,017 +1,496
Mar04 031010 117.42 117.93 117.42 117.56 +0.65 203 1,193 +94
Jun04 031010 117.29 117.29 117.29 117.29 +0.65 8 62 +0
Total Volume and Open Interest 17,101 102,351 +1,586
Mexican Peso(CME)
Dec03 031010 8817.0 8890.0 8795.0 8867.0 +45.0 5,147 36,003 -1,336
Mar04 031010 8755.0 8755.0 8747.0 8747.0 +45.0 102 505 +33
Total Volume and Open Interest 5,274 36,706 -1,298
30-Year T-Bonds(CBOT)
Dec03 031010 107~18 108~11 107~07 108~04 +0~21 248,791 415,037 -3,918
Mar04 031010 106~07 106~25 106~07 106~23 +0~21 1,490 17,788 +174
Jun04 031010 105~07 105~11 105~07 105~11 +0~21 0 289 +0
Total Volume and Open Interest 250,288 433,385 -3,739
Municipal Bonds(CBOT)
Dec03 031010 99~27 100~06 99~24 100~04 +0~13 132 1,589 -32
Total Volume and Open Interest 132 1,589 -32
10-Year T-Notes(CBOT)
Dec03 031010 112~025 112~180 111~270 112~130 +0~145 617,023 909,795 +13,287
Mar04 031010 110~130 111~025 110~130 110~305 +0~155 7,401 32,189 +3,773
Total Volume and Open Interest 624,424 941,994 +17,060
5-Year T-Notes(CBOT)
Dec03 031010 112~030 112~125 112~010 112~090 +0~090 215,477 0 +0
Mar04 031010 111~015 111~015 111~015 111~015 +0~095 7,006 11,594 +3,011
Total Volume and Open Interest 222,483 11,594 +3,011
2 Year T-Notes(CBOT)
Dec03 031010 107~054 107~065 107~050 107~061 +0~012 9,901 147,256 -1,003
Total Volume and Open Interest 9,901 147,256 -1,003
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031010 98.840 98.845 98.835 98.840 unch 60,208 739,669 -9,236
Mar04 031010 98.740 98.760 98.735 98.755 +0.020 87,755 684,826 -7,438
Jun04 031010 98.475 98.515 98.460 98.500 +0.040 133,356 564,674 +2,062
Sep04 031010 98.110 98.170 98.095 98.145 +0.050 171,259 545,393 -1,794
Dec04 031010 97.705 97.755 97.685 97.745 +0.065 126,435 529,856 +5,581
Mar05 031010 97.305 97.350 97.285 97.345 +0.070 40,094 315,663 +3,597
Jun05 031010 96.910 96.975 96.900 96.965 +0.080 27,402 247,428 +4,144
Sep05 031010 96.565 96.635 96.550 96.625 +0.085 27,578 189,111 -151
Dec05 031010 96.250 96.320 96.250 96.320 +0.085 14,938 140,726 -1,183
Mar06 031010 96.015 96.060 96.005 96.055 +0.080 9,668 130,687 +814
Jun06 031010 95.760 95.805 95.760 95.800 +0.075 9,557 118,496 -310
Sep06 031010 95.500 95.570 95.500 95.570 +0.080 9,291 99,978 -2,152
Total Volume and Open Interest 749,664 4,884,011 -5,281
3-Mth Euro-Yen(CME)
Dec03 031010 99.91 99.92 99.91 99.92 +0.01 10 4,382 -295
Mar04 031010 99.89 99.89 99.89 99.89 +0.01 909 6,677 -326
Jun04 031010 99.87 99.87 99.87 99.87 +0.01 570 12,155 +186
Sep04 031010 99.81 99.81 99.81 99.81 unch 407 5,601 +298
Dec04 031010 99.73 99.73 99.73 99.73 -0.01 203 1,699 -85
Mar05 031010 99.61 99.61 99.61 99.61 -0.01 336 5,257 +291
Jun05 031010 99.52 99.52 99.51 99.51 -0.01 70 338 +99
Sep05 031010 99.35 99.35 99.35 99.35 -0.04 5 5,084 +106
Dec05 031010 99.27 99.27 99.27 99.27 -0.07 0 73 +38
Mar06 031010 99.16 99.16 99.16 99.16 -0.03 0 205 +0
Total Volume and Open Interest 2,510 42,328 +312
3-Mth Euro-Yen(SIMEX)
Dec03 031010 99.91 99.91 99.91 99.91 unch 6,792 43,061 +2,914
Mar04 031010 99.88 99.89 99.88 99.88 unch 4,224 59,359 -617
Jun04 031010 99.86 99.88 99.86 99.87 +0.01 6,911 62,528 +2,461
Sep04 031010 99.81 99.82 99.80 99.81 unch 912 30,726 -980
Dec04 031010 99.74 99.74 99.72 99.72 -0.01 1,034 25,956 -344
Mar05 031010 99.63 99.63 99.60 99.61 -0.02 691 16,331 +184
Jun05 031010 99.53 99.54 99.51 99.53 -0.03 422 10,379 +189
Sep05 031010 99.38 99.42 99.38 99.42 -0.03 236 8,915 +121
Total Volume and Open Interest 21,315 268,647 +4,021
German Euro-Bund(EUREX)
Dec03 031010 113.16 113.69 112.99 113.54 +0.44 1,050,713 813,633 +20,372
Mar04 031010 112.65 113.04 112.65 113.04 +0.46 1,967 4,896 +450
Jun04 031010 112.54 112.54 112.54 112.54 +0.44 2,011 0 +0
Total Volume and Open Interest 1,054,691 818,529 +20,822
German Euro-Bobl(EUREX)
Dec03 031010 110.52 110.87 110.37 110.77 +0.30 738,097 600,775 -10,735
Mar04 031010 110.00 110.30 110.00 110.30 +0.31 7,818 15,151 +1,116
Jun04 031010 109.77 109.77 109.77 109.77 +0.30 693 0 +0
Total Volume and Open Interest 746,608 615,926 -9,619
Long Gilt(LIFFE)
Dec03 031010 116~06 116~25 116~00 116~23 +0~18 40,223 149,526 +3,608
Mar04 031010 108~15 108~15 108~15 108~15 +0~18      
Total Volume and Open Interest 40,223 149,526 +3,608
3-Mth Short Sterling(LIFFE)
Dec03 031010 96.10 96.13 96.09 96.12 +0.02 55,096 0 +0
Mar04 031010 95.79 95.85 95.77 95.84 +0.05 36,141 0 +0
Jun04 031010 95.51 95.58 95.48 95.58 +0.06 42,714 0 +0
Total Volume and Open Interest 183,113    
3-Mth Euribor(LIFFE)
Dec03 031010 97.875 97.885 97.865 97.880 +0.005 85,311 659,860 +12,204
Mar04 031010 97.795 97.840 97.775 97.825 +0.015 121,987 480,144 -3,832
Jun04 031010 97.605 97.665 97.570 97.650 +0.025 131,912 378,581 -15,988
Total Volume and Open Interest 702,348 2,653,413 -21,570
3-Mth Aus T-Bills(SFE)
Dec03 031010 94.91 94.93 94.90 94.91 -0.01 33,898 206,668 +290
Mar04 031010 94.73 94.75 94.73 94.74 -0.01 23,095 96,405 -3,173
Jun04 031010 94.59 94.62 94.59 94.61 -0.01 5,456 42,851 +340
Sep04 031010 94.48 94.49 94.48 94.48 -0.03 2,878 26,998 +135
Dec04 031010 94.38 94.38 94.38 94.38 -0.03 1,478 18,186 +49
Mar05 031010 94.31 94.31 94.30 94.30 -0.04 1,231 18,225 -369
Jun05 031010 94.24 94.24 94.23 94.23 -0.03 1,415 11,039 +363
Sep05 031010 94.18 94.18 94.16 94.16 -0.04 508 3,402 +59
Dec05 031010 94.10 94.10 94.10 94.10 -0.05 135 1,729 +115
Mar06 031010 94.06 94.06 94.06 94.06 -0.05 125 874 +100
Total Volume and Open Interest 70,419 426,963 -1,906
10-Year Aus T-Bonds(SFE)
Dec03 031010 94.35 94.39 94.35 94.35 -0.04 1,096 149,502 -6,306
Mar04 031010 94.35 94.35 94.35 94.35 -0.04      
Total Volume and Open Interest 23,565 155,808 -11,041
3-Year Aus T-Bonds(SFE)
Dec03 031010 94.60 94.64 94.60 94.61 -0.03 118,395 351,328 +3,685
Mar04 031010 94.61 94.61 94.61 94.61 -0.03      
Total Volume and Open Interest 118,395 351,328 +3,685
Gold(CMX)
Oct03 031010 373.6 373.6 373.6 373.6 +4.4 1,556 1,008 +513
Dec03 031010 372.7 374.5 372.0 374.1 +4.3 62,875 176,072 -1,761
Feb04 031010 374.0 375.1 373.0 374.9 +4.3 1,085 20,637 +525
Apr04 031010 375.7 376.0 375.0 375.7 +4.3 918 6,953 -353
Jun04 031010 375.5 376.4 375.0 376.4 +4.3 813 11,608 +299
Aug04 031010 377.1 377.1 377.1 377.1 +4.3 0 6,392 -1
Total Volume and Open Interest 70,650 255,221 +454
Silver(CMX)
Dec03 031010 487.0 492.5 486.5 491.0 +6.8 17,522 65,183 -822
Mar04 031010 489.0 494.5 488.0 492.2 +6.6 622 12,356 +260
May04 031010 493.0 494.0 493.0 493.2 +6.6 0 1,107 +0
Jul04 031010 494.2 494.2 494.2 494.2 +6.6 3 2,176 +2
Sep04 031010 494.9 494.9 494.9 494.9 +6.2 0 575 +0
Total Volume and Open Interest 18,264 87,617 -599
Platinum(NYM)
Oct03 031010 730.0 735.0 730.0 733.1 +7.7 69 104 -44
Jan04 031010 725.0 728.0 724.0 726.1 +7.7 945 8,362 -182
Apr04 031010 716.1 716.1 716.1 716.1 +7.7 8 35 +8
Total Volume and Open Interest 1,022 8,501 -218
Palladium(NYME)
Dec03 031010 210.00 213.50 210.00 210.50 -1.25 224 5,511 +78
Mar04 031010 212.00 212.00 210.50 210.50 -1.25 0 64 +1
Jun04 031010 210.00 211.00 210.00 211.00 -1.25 0 37 +0
Total Volume and Open Interest 224 5,612 +79
Copper(CMX)
Dec03 031010 85.45 86.45 85.45 86.35 +1.00 10,208 85,305 +1,557
Mar04 031010 86.05 86.85 86.05 86.80 +0.95 236 6,979 +65
May04 031010 86.25 86.85 86.25 86.80 +0.85 6 3,057 +1
Jul04 031010 86.80 86.80 86.80 86.80 +0.80 4 2,125 -4
Sep04 031010 86.90 86.90 86.80 86.80 +0.75 27 1,181 +18
Total Volume and Open Interest 10,689 105,554 +1,541
DJIA Index(CBOT)
Dec03 031010 9695 9700 9625 9674 +12 12,663 32,168 +227
Mar04 031010 9650 9650 9647 9647 +12 15 1,223 +1
Jun04 031010 9590 9617 9590 9617 +12      
Total Volume and Open Interest 12,678 33,391 +228
S & P 500(CME)
Dec03 031010 1037.80 1041.00 1034.10 1040.50 +2.10 51,104 567,140 +2,876
Mar04 031010 1037.00 1038.90 1036.90 1038.90 +2.10 453 15,314 +294
Jun04 031010 1037.80 1037.80 1037.80 1037.80 +2.10 47 499 -18
Sep04 031010 1037.30 1037.30 1037.30 1037.30 +2.10 0 132 +0
Total Volume and Open Interest 51,604 583,109 +3,152
S & P 500 E-Mini(Globex)
Dec03 031010 1037.75 1042.50 1034.00 1040.50 +2.00 771,552 451,005 +26,434
Mar04 031010 1038.25 1039.00 1032.75 1039.00 +2.25 259 1,145 +6
Total Volume and Open Interest 771,811 452,150 +26,440
NASDAQ 100(CME)
Dec03 031010 1399.50 1410.00 1394.50 1409.50 +12.00 15,344 73,494 +528
Mar04 031010 1412.50 1412.50 1412.50 1412.50 +12.00 1 54 +0
Jun04 031010 1415.50 1415.50 1415.50 1415.50 +12.00      
Total Volume and Open Interest 15,345 73,548 +528
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031010 1397.0 1410.0 1394.5 1409.5 +12.0 401,034 203,496 +4,659
Mar04 031010 1402.0 1412.5 1399.0 1412.5 +12.0 168 1,250 +32
Total Volume and Open Interest 401,202 204,746 +4,691
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031010 536.75 539.25 535.75 538.25 +1.50 884 13,740 -39
Mar04 031010 538.05 538.05 538.05 538.05 +1.50      
Jun04 031010 538.50 538.50 538.50 538.50 +1.50 0 1 +0
Total Volume and Open Interest 884 13,741 -39
Russell 2000(CME)
Dec03 031010 519.50 522.00 514.25 520.75 +0.50 2,040 21,192 +105
Mar04 031010 520.75 520.75 520.75 520.75 +0.50      
Jun04 031010 520.75 520.75 520.75 520.75 +0.50      
Total Volume and Open Interest 2,040 21,192 +105
Value Line(KCBT)
Dec03 031010 1403.50 1403.50 1403.50 1403.50 -1.50 2 40 +0
Total Volume and Open Interest 2 40 +0
Nikkei 225(CME)
Dec03 031010 10700 10760 10700 10750 +150 4,148 27,561 +331
Mar04 031010 10760 10760 10760 10760 +150 0 5 +0
Total Volume and Open Interest 4,148 27,566 +331
Nikkei 225(SIMEX)
Dec03 031010 10630 10860 10565 10770 +250 23,485 150,788 -2,278
Mar04 031010 10765 10765 10765 10765 +255 1,550 1,585 +1,050
Jun04 031010 10720 10720 10720 10720 +250      
Total Volume and Open Interest 25,095 152,373 -1,243
CAC 40(MATIF)
Oct03 031010 3315.0 3349.0 3297.5 3311.5 -17.0 76,371 449,814 +16,501
Nov03 031010 3322.5 3347.0 3307.0 3316.5 -17.0 69 3,152 +1,132
Dec03 031010 3328.5 3350.5 3313.0 3321.5 -17.5 2,065 117,654 +59
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031010 3483.0 3527.0 3468.5 3488.5 -7.0 116,328 249,694 +1,522
Mar04 031010 3495.0 3540.0 3491.0 3507.0 -6.5 664 10,261 +90
Jun04 031010 3512.0 3556.5 3512.0 3526.0 -6.5 252 1,002 +138
Total Volume and Open Interest 117,244 260,957 +1,750
FT-SE 100(LIFFE)
Dec03 031010 4303.50 4339.00 4296.00 4322.50 +4.00 51,316 416,286 -6,360
Mar04 031010 4332.00 4332.00 4308.00 4316.50 +3.50 85 10,185 -1
Jun04 031010 4338.50 4338.50 4328.50 4328.50 +3.00 0 5,895 +0
Total Volume and Open Interest 51,401 432,366 -6,361
SPI 200(SFE)
Dec03 031010 3265.0 3275.0 3262.0 3273.0 +16.0 9,291 150,905 +1,486
Mar04 031010 3279.0 3283.0 3275.0 3281.0 +15.0 240 3,485 +135
Jun04 031010 3293.0 3293.0 3290.0 3290.0 +15.0 230 2,424 +29
Total Volume and Open Interest 9,845 158,082 +1,734
GSCI(CME)
Oct03 031010 246.80 253.60 246.80 252.05 +6.35 2,461 5,371 -2,002
Nov03 031010 247.30 253.90 247.30 253.00 +6.65 2,381 7,142 +2,248
Dec03 031010 252.00 252.00 252.00 252.00 +5.50 42 7 -35
Total Volume and Open Interest 4,884 12,520 +211
Reuters CRB Index(NYBOT)
Nov03 031010 246.50 247.25 246.50 246.75 +1.00 69 451 +8
Jan04 031010 246.00 246.25 245.50 246.25 +0.75 22 355 +9
Feb04 031010 244.25 244.25 244.25 244.25 +0.50 0 168 +0
Total Volume and Open Interest 91 979 +17
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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