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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 13, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031013 726.00 740.00 725.50 731.50 +18.00 88,343 126,269 -1,839
Jan04 031013 727.00 741.00 727.00 733.75 +20.00 30,916 55,265 +5,446
Mar04 031013 722.00 728.50 712.00 713.25 +5.75 10,841 31,956 +1,201
May04 031013 686.00 693.00 679.00 681.00 +6.00 11,416 39,857 +1,196
Jul04 031013 675.00 680.00 666.00 666.75 +3.75 6,930 13,566 +677
Aug04 031013 653.00 657.00 641.50 641.75 -0.25 270 1,579 +112
Sep04 031013 625.00 626.00 619.50 619.50 unch 0 185 +0
Total Volume and Open Interest 151,841 275,248 +7,623
Soybean Meal(CBOT)
Oct03 031013 218.00 220.60 216.50 219.70 +5.70 1,701 2,049 -769
Dec03 031013 217.00 220.70 216.00 217.10 +4.40 24,981 82,977 -2,219
Jan04 031013 216.80 218.80 215.00 215.70 +3.60 6,711 17,720 +70
Mar04 031013 212.00 214.00 209.00 209.90 +1.50 4,000 18,971 -1,140
May04 031013 203.50 204.50 199.50 199.80 -1.60 7,254 22,889 +1,491
Jul04 031013 201.00 201.00 195.70 195.80 -2.10 5,652 12,311 +1,703
Aug04 031013 193.00 193.50 189.50 189.70 -1.80 1,559 2,842 +272
Sep04 031013 182.00 183.00 178.50 178.50 -1.10 387 2,980 +2
Total Volume and Open Interest 55,090 170,771 +20
Soybean Oil(CBOT)
Oct03 031013 26.75 27.35 26.75 27.35 +1.13 650 659 +182
Dec03 031013 26.41 27.01 26.33 26.71 +0.80 22,005 75,627 -1,203
Jan04 031013 26.30 26.90 26.23 26.61 +0.77 5,728 19,174 +1,661
Mar04 031013 26.00 26.47 26.00 26.16 +0.59 2,479 21,659 +194
May04 031013 25.55 25.89 25.45 25.55 +0.50 4,683 19,785 +651
Jul04 031013 25.25 25.55 25.22 25.25 +0.45 3,172 15,542 +1,441
Aug04 031013 24.85 24.90 24.70 24.70 +0.34 264 1,548 +71
Sep04 031013 24.00 24.50 24.00 24.15 +0.65 100 805 +60
Total Volume and Open Interest 41,128 159,101 +3,472
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 031013 215.75 218.25 215.50 217.50 +1.25 81,784 237,961 +9,709
Mar04 031013 223.75 226.00 223.50 224.75 +0.50 18,374 98,560 +3,929
May04 031013 229.50 231.00 228.75 230.00 +0.50 3,244 22,047 +427
Jul04 031013 232.75 234.25 232.25 233.25 +0.25 7,479 24,783 +1,956
Sep04 031013 235.25 235.25 234.00 234.00 -0.25 465 4,717 +447
Dec04 031013 236.75 237.25 236.50 237.00 -0.25 2,308 17,519 +251
Total Volume and Open Interest 113,681 406,900 +16,703
Wheat(CBOT)
Dec03 031013 326.50 334.75 325.50 334.00 +7.25 20,984 78,475 -691
Mar04 031013 338.50 344.50 336.50 343.75 +6.25 5,892 22,169 -143
May04 031013 338.50 344.00 338.50 342.00 +3.50 591 2,201 +202
Jul04 031013 322.00 323.50 321.00 322.50 unch 708 4,332 +99
Sep04 031013 325.50 325.50 325.50 325.50 -1.00 3 119 +0
Total Volume and Open Interest 28,203 107,408 -536
Wheat(KCBT)
Dec03 031013 333.50 337.75 333.00 336.50 +3.00 5,862 43,723 -625
Mar04 031013 344.00 346.75 343.50 346.50 +3.00 1,884 15,689 +403
May04 031013 344.00 346.50 344.00 346.00 +3.00 110 1,812 -53
Jul04 031013 330.00 331.00 329.00 330.50 +2.50 217 2,290 +27
Sep04 031013 334.00 334.00 334.00 334.00 unch 0 231 +0
Total Volume and Open Interest 8,076 63,770 -248
Wheat(MGE)
Dec03 031013 345.00 348.00 344.00 347.75 +4.25 2,073 18,173 +53
Mar04 031013 352.00 354.50 351.25 354.25 +4.00 914 9,913 +109
May04 031013 358.00 360.50 358.00 358.50 +2.00 181 1,327 +3
Jul04 031013 361.00 362.00 361.00 362.00 +2.50 67 439 +62
Sep04 031013 354.00 355.00 354.00 355.00 +2.50 38 287 -4
Total Volume and Open Interest 3,273 30,189 +223
Oats(CBOT)
Dec03 031013 139.50 143.75 139.50 143.25 +2.00 1,096 4,936 +0
Mar04 031013 145.50 148.00 145.50 147.50 +1.00 42 1,001 +1
May04 031013 151.00 151.00 151.00 151.00 +0.50 9 69 +4
Jul04 031013 153.00 153.00 153.00 153.00 unch 0 29 +0
Total Volume and Open Interest 1,147 6,037 +5
Rough Rice(CBOT)
Nov03 031013 7.00 7.07 6.99 7.07 +0.10 445 4,441 +33
Jan04 031013 7.21 7.27 7.21 7.27 +0.09 170 1,726 +82
Mar04 031013 7.44 7.45 7.44 7.45 +0.08 28 1,019 -2
May04 031013 7.64 7.64 7.64 7.64 +0.08 5 590 +4
Total Volume and Open Interest 648 8,143 +117
Live Cattle(CME)
Oct03 031013 98.825 98.825 98.825 98.825 +1.500 1,846 12,921 -1,612
Dec03 031013 93.750 93.750 93.750 93.750 +1.500 12,742 62,231 +630
Feb04 031013 89.675 89.675 89.175 89.675 +1.500 7,516 27,824 +970
Apr04 031013 84.200 84.300 83.400 84.225 +1.375 4,579 18,665 +248
Jun04 031013 77.300 77.500 76.450 77.475 +1.275 1,776 8,875 +660
Aug04 031013 74.025 75.225 74.025 75.150 +1.425 972 2,397 +635
Total Volume and Open Interest 29,633 134,144 +1,556
Feeder Cattle(CME)
Oct03 031013 107.750 108.675 107.750 108.675 +1.500 1,138 4,268 -53
Nov03 031013 105.450 105.575 105.250 105.575 +1.500 1,987 7,288 -244
Jan04 031013 100.300 100.625 100.250 100.625 +1.500 1,564 5,919 +306
Mar04 031013 95.125 95.950 95.125 95.950 +1.500 676 1,383 +232
Apr04 031013 92.600 93.400 92.600 93.400 +1.500 225 650 +34
May04 031013 91.800 92.400 91.800 92.400 +1.500 300 697 +39
Aug04 031013 90.750 91.750 90.750 91.750 +1.500 110 345 +46
Total Volume and Open Interest 6,026 20,618 +386
Lean Hogs(CME)
Oct03 031013 54.600 54.600 54.000 54.150 -0.600 1,316 3,864 -595
Dec03 031013 58.300 60.300 58.100 60.300 +2.000 8,599 29,215 +921
Feb04 031013 60.650 62.050 60.100 61.925 +1.275 3,083 9,421 +352
Apr04 031013 60.000 61.650 59.600 61.600 +1.150 1,116 3,542 +189
May04 031013 62.900 63.650 62.800 63.650 +0.950 25 601 +19
Jun04 031013 65.500 66.200 65.100 66.100 +0.550 99 1,430 +25
Jul04 031013 61.850 62.300 61.850 62.200 +0.300 18 508 +8
Aug04 031013 60.150 60.350 60.050 60.350 +0.275 11 201 +10
Total Volume and Open Interest 14,269 48,887 +930
Pork Bellies(CME)
Feb04 031013 90.800 92.500 90.800 92.175 +1.575 512 1,912 +121
Mar04 031013 90.700 92.400 90.700 92.200 +1.800 3 36 +1
May04 031013 92.400 93.000 92.400 93.000 +3.000 0 25 +0
Jul04 031013 94.900 94.900 94.900 94.900 +1.200 0 29 +0
Aug04 031013 93.000 93.000 93.000 93.000 +1.700 1 2 +1
Total Volume and Open Interest 516 2,004 +123
BFP Milk Class III(CME)
Oct03 031013 14.24 14.25 14.24 14.25 +0.02 97 5,650 -67
Nov03 031013 12.75 12.75 12.60 12.65 -0.12 269 4,948 +122
Dec03 031013 11.80 11.80 11.73 11.75 -0.10 182 3,636 +54
Jan04 031013 11.50 11.50 11.40 11.40 -0.10 57 1,435 +21
Feb04 031013 11.25 11.25 11.25 11.25 -0.02 45 1,272 +9
Total Volume and Open Interest 778 22,368 +160
Cocoa(NYBOT)
Dec03 031013 1430 1519 1428 1490 +30 4,510 24,971 +975
Mar04 031013 1418 1490 1418 1464 +21 2,621 19,695 -365
May04 031013 1424 1487 1424 1464 +19 716 9,875 +370
Jul04 031013 1435 1473 1435 1473 +18 34 5,241 +23
Sep04 031013 1450 1485 1450 1483 +18 742 6,106 +452
Dec04 031013 1460 1493 1460 1493 +15 210 6,806 +101
Mar05 031013 1505 1505 1505 1505 +14 11 3,129 +0
Total Volume and Open Interest 8,844 77,349 +1,556
Coffee "C"(NYBOT)
Dec03 031013 60.50 60.90 60.30 60.55 -0.65 9,642 49,297 +399
Mar04 031013 63.60 63.75 63.25 63.35 -0.65 3,008 14,036 +528
May04 031013 65.50 65.70 65.10 65.20 -0.60 563 4,503 +42
Jul04 031013 67.00 67.10 66.80 66.80 -0.55 287 2,341 -2
Sep04 031013 68.75 68.75 68.50 68.50 -0.55 452 4,302 +253
Dec04 031013 71.00 71.40 71.00 71.15 -0.45 72 1,940 -37
Total Volume and Open Interest 14,032 77,522 +1,183
Orange Juice(NYBOT)
Nov03 031013 70.65 70.90 70.00 70.15 -0.30 4,874 16,792 -142
Jan04 031013 73.00 73.00 71.90 72.00 -0.90 1,504 8,506 +519
Mar04 031013 74.70 75.00 74.10 74.45 -0.70 611 3,797 -77
May04 031013 77.00 77.00 76.40 76.40 -1.10 256 2,589 +142
Jul04 031013 78.15 78.15 78.15 78.15 -0.95 1 262 +1
Total Volume and Open Interest 7,247 32,165 +444
Sugar #11(NYBOT)
Mar04 031013 5.90 6.02 5.87 5.97 +0.01 13,229 113,911 +3,325
May04 031013 6.01 6.09 6.00 6.07 +0.03 3,478 19,372 +398
Jul04 031013 6.02 6.07 6.00 6.07 +0.05 1,809 21,369 -565
Oct04 031013 6.20 6.22 6.18 6.22 +0.06 1,092 16,639 +297
Mar05 031013 6.37 6.39 6.36 6.39 +0.08 211 4,617 +142
Total Volume and Open Interest 19,879 179,815 +3,629
London Cocoa(LCE)
Dec03 031013 907 935 897 925 +9 2,785 63,032 -152
Mar04 031013 935 964 926 954 +10 2,673 42,857 -111
May04 031013 950 982 944 972 +11 408 15,640 -49
Jul04 031013 961 987 960 987 +11 226 13,185 +25
Sep04 031013 980 1004 975 1002 +11 564 15,564 -101
Dec04 031013 991 1015 989 1015 +12 62 9,408 +42
Mar05 031013 997 1025 997 1025 +12 31 7,271 +11
Total Volume and Open Interest 6,749 167,755 -335
London Coffee(LCE)
Nov03 031013 697.00 701.00 690.00 692.00 -12.00 3,790 33,139 -655
Jan04 031013 716.00 722.00 711.00 714.00 -10.00 3,747 31,833 +932
Mar04 031013 736.00 739.00 730.00 733.00 -9.00 308 13,372 +104
May04 031013 749.00 752.00 745.00 747.00 -8.00 261 10,918 +178
Jul04 031013 760.00 762.00 759.00 761.00 -8.00 110 3,730 +10
Sep04 031013 773.00 774.00 773.00 774.00 -8.00 44 3,810 +44
Total Volume and Open Interest 8,265 99,336 +618
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031013 175.00 177.00 175.00 177.00 +1.10 1,169 19,335 +114
Mar04 031013 181.00 181.90 180.30 181.90 +0.90 483 9,961 +133
May04 031013 183.50 183.90 183.00 183.90 +0.90 183 2,939 +127
Aug04 031013 185.40 185.40 185.20 185.20 +0.70 51 4,322 +11
Total Volume and Open Interest 1,954 39,672 +446
Cotton(NYBOT)
Dec03 031013 71.80 71.99 70.80 71.28 -0.26 16,506 74,062 +2,706
Mar04 031013 74.20 74.30 73.20 73.71 -0.15 6,727 23,307 +1,053
May04 031013 75.00 75.30 74.25 74.90 -0.10 1,460 6,004 +888
Jul04 031013 75.35 75.60 74.70 75.30 unch 274 3,455 +71
Oct04 031013 65.90 65.90 65.90 65.90 unch 12 247 +12
Dec04 031013 66.45 66.45 66.20 66.40 -0.05 240 1,239 +136
Total Volume and Open Interest 25,238 108,477 +4,624
Lumber(CME)
Nov03 031013 312.5 314.3 310.6 313.2 +1.4 822 2,578 +81
Jan04 031013 302.3 303.9 301.5 303.2 +1.9 271 899 +69
Mar04 031013 304.0 304.0 304.0 304.0 +1.0 9 99 -1
May04 031013 301.6 301.6 301.6 301.6 +3.5 0 28 +0
Total Volume and Open Interest 1,102 3,604 +149
Crude Oil(NYM)
Nov03 031013 31.75 32.05 31.60 31.95 -0.02 105,368 91,914 -14,496
Dec03 031013 31.80 32.15 31.66 32.06 +0.07 126,227 153,520 +19,968
Jan04 031013 31.40 31.60 31.25 31.60 +0.05 27,965 45,329 +1,237
Feb04 031013 30.73 31.04 30.73 31.04 +0.06 6,109 21,121 +503
Mar04 031013 30.10 30.55 30.10 30.49 +0.07 5,565 24,729 +947
Apr04 031013 29.70 29.95 29.70 29.95 +0.07 2,546 19,750 +1,250
May04 031013 29.25 29.46 29.25 29.46 +0.07 2,153 10,490 -538
Jun04 031013 28.90 29.00 28.70 29.00 +0.07 6,637 21,320 +1,692
Jul04 031013 28.35 28.58 28.35 28.58 +0.07 1,408 8,431 +595
Aug04 031013 28.05 28.22 28.05 28.22 +0.07 633 8,480 +36
Sep04 031013 27.71 27.88 27.71 27.88 +0.07 518 14,069 -104
Oct04 031013 27.39 27.56 27.39 27.56 +0.07 1,411 8,302 +1,077
Nov04 031013 27.11 27.28 27.11 27.28 +0.07 213 6,858 +50
Dec04 031013 26.80 27.02 26.80 27.02 +0.07 10,469 25,540 +249
Jan05 031013 26.78 26.78 26.78 26.78 +0.07 1,892 7,832 -659
Feb05 031013 26.57 26.57 26.57 26.57 +0.07 0 3,018 +0
Total Volume and Open Interest 303,850 545,518 +13,082
Heating Oil(NYM)
Nov03 031013 88.00 88.10 86.90 87.24 -0.96 23,174 39,290 -1,455
Dec03 031013 88.90 89.00 87.80 88.29 -0.89 30,624 42,995 +7,373
Jan04 031013 89.40 89.50 88.30 88.74 -0.74 10,066 21,971 +1,388
Feb04 031013 87.65 88.20 87.45 87.94 -0.64 3,411 13,954 +196
Mar04 031013 85.70 85.70 84.90 85.14 -0.44 3,668 14,911 -883
Apr04 031013 81.75 81.80 81.59 81.59 -0.19 767 7,283 -78
May04 031013 78.30 78.45 78.30 78.34 +0.01 217 3,390 +60
Jun04 031013 76.10 76.30 76.10 76.14 +0.06 889 5,307 +161
Jul04 031013 74.94 74.94 74.94 74.94 +0.06 419 2,626 +409
Aug04 031013 74.59 74.59 74.59 74.59 +0.06 311 1,869 +211
Sep04 031013 74.65 74.79 74.65 74.79 +0.06 0 1,361 +0
Oct04 031013 75.14 75.14 75.14 75.14 +0.06 0 924 +0
Total Volume and Open Interest 73,781 159,918 +7,553
Unleaded Gas(NYM)
Nov03 031013 88.60 88.80 87.40 87.71 -1.36 21,055 37,452 -2,553
Dec03 031013 86.50 86.90 85.60 86.14 -0.96 17,854 34,282 +3,949
Jan04 031013 85.40 85.70 84.80 85.29 -0.76 5,262 9,556 +822
Feb04 031013 85.05 85.22 85.05 85.22 -0.73 1,265 2,140 +265
Mar04 031013 85.60 85.60 85.60 85.60 -0.75 204 2,110 -112
Apr04 031013 91.15 91.45 91.15 91.45 -0.70 360 3,746 +66
May04 031013 90.85 90.85 90.85 90.85 -0.65 191 2,094 -95
Jun04 031013 89.75 89.75 89.75 89.75 -0.60 0 962 +0
Total Volume and Open Interest 46,191 92,342 +2,342
Natural Gas(NYM)
Nov03 031013 5.570 5.600 5.390 5.547 -0.105 52,098 45,684 -3,254
Dec03 031013 5.990 6.000 5.805 5.962 -0.090 30,667 45,797 +4,525
Jan04 031013 6.120 6.150 5.980 6.147 -0.042 14,666 33,059 -969
Feb04 031013 6.020 6.070 5.910 6.070 -0.027 6,030 22,612 +754
Mar04 031013 5.800 5.800 5.660 5.790 -0.052 9,753 21,561 -1,990
Apr04 031013 5.070 5.075 5.000 5.075 -0.037 7,625 21,620 -627
May04 031013 4.905 4.915 4.850 4.915 -0.042 3,013 15,194 +258
Jun04 031013 4.860 4.912 4.840 4.912 -0.040 2,031 13,013 -400
Jul04 031013 4.920 4.920 4.860 4.917 -0.040 840 10,669 -26
Aug04 031013 4.890 4.922 4.855 4.922 -0.040 723 9,228 +218
Sep04 031013 4.850 4.905 4.850 4.905 -0.040 346 8,548 -63
Oct04 031013 4.830 4.905 4.830 4.905 -0.032 543 8,477 -10
Nov04 031013 5.010 5.057 4.990 5.057 -0.030 196 7,600 -1
Dec04 031013 5.180 5.217 5.180 5.217 -0.025 818 9,511 +263
Jan05 031013 5.240 5.312 5.240 5.312 -0.020 423 7,203 +197
Feb05 031013 5.200 5.257 5.200 5.257 -0.015 248 7,963 +104
Total Volume and Open Interest 131,161 353,563 -1,676
Brent Crude Oil(IPE)
Nov03 031013 30.80 30.85 30.42 30.67 -0.23 27,346 53,127 -5,191
Dec03 031013 30.00 30.24 29.80 30.19 -0.01 81,638 102,097 +11,299
Jan04 031013 29.57 29.80 29.42 29.78 +0.01 23,920 46,708 +4,960
Feb04 031013 29.05 29.35 29.00 29.34 +0.05 10,567 12,542 -158
Mar04 031013 28.49 28.87 28.49 28.87 +0.06 7,489 11,798 +916
Apr04 031013 28.12 28.45 28.10 28.45 +0.09 1,594 5,776 +731
May04 031013 28.03 28.03 28.03 28.03 +0.09 1,064 4,845 +0
Jun04 031013 27.47 27.71 27.27 27.61 +0.09 3,750 22,086 +1,728
Jul04 031013 27.04 27.24 27.04 27.24 +0.08 1,450 7,236 +1,250
Aug04 031013 26.90 26.90 26.90 26.90 +0.07 0 3,568 +0
Sep04 031013 26.59 26.59 26.59 26.59 +0.06 213 3,542 +213
Oct04 031013 26.29 26.29 26.29 26.29 +0.06 0 1,891 +0
Dec04 031013 25.58 25.78 25.50 25.78 +0.06 7,610 27,743 +2,171
Total Volume and Open Interest 166,691 319,206 +17,903
Gas Oil(IPE)
Nov03 031013 268.00 269.00 263.00 265.50 -8.75 29,626 47,587 -137
Dec03 031013 264.00 264.50 259.00 262.25 -5.50 17,594 39,428 +3,251
Jan04 031013 259.75 259.75 256.00 259.00 -3.75 5,279 17,452 +447
Feb04 031013 253.00 253.50 250.50 253.25 -3.50 485 7,572 -64
Mar04 031013 246.00 247.25 244.25 247.00 -2.75 75 5,015 +0
Apr04 031013 239.25 240.75 237.25 240.75 -1.50 850 4,696 -350
May04 031013 234.50 234.50 234.50 234.50 -1.25 0 2,018 +0
Jun04 031013 230.00 232.50 229.25 232.00 -0.75 1,581 10,866 -158
Jul04 031013 231.25 231.25 231.25 231.25 -0.75 76 1,577 +0
Aug04 031013 230.25 230.25 230.25 230.25 -0.75 10 810 +10
Total Volume and Open Interest 64,994 151,296 -5,749
US Dollar Index(NYBOT)
Dec03 031013 92.17 92.60 92.09 92.17 +0.38 1,956 19,318 +0
Mar04 031013 92.58 92.58 92.58 92.58 +0.38 26 2,087 +0
Jun04 031013 93.03 93.03 93.03 93.03 +0.38 0 15 +0
Total Volume and Open Interest 1,982 21,420 +0
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 031013 99.91 99.91 99.91 99.91 unch 5,421 42,747 -314
Mar04 031013 99.89 99.89 99.89 99.89 +0.01 3,988 60,506 +1,147
Jun04 031013 99.87 99.87 99.87 99.87 unch 4,899 62,799 +271
Sep04 031013 99.82 99.82 99.82 99.82 +0.01 4,003 32,536 +1,810
Dec04 031013 99.73 99.73 99.73 99.73 +0.01 1,482 26,123 +167
Mar05 031013 99.61 99.61 99.61 99.61 unch 221 16,530 +199
Jun05 031013 99.53 99.53 99.53 99.53 unch 361 10,294 -85
Sep05 031013 99.41 99.41 99.41 99.41 -0.01 34 8,796 -119
Total Volume and Open Interest 20,521 271,815 +3,168
German Euro-Bund(EUREX)
Dec03 031013 113.41 113.43 112.81 112.97 -0.57 728,123 833,832 +20,199
Mar04 031013 112.66 112.66 112.42 112.43 -0.61 5,944 5,119 +223
Jun04 031013 111.97 111.97 111.97 111.97 -0.57 4,191 0 +0
Total Volume and Open Interest 738,258 838,951 +20,422
German Euro-Bobl(EUREX)
Dec03 031013 110.71 110.71 110.35 110.38 -0.39 531,275 607,981 +7,206
Mar04 031013 110.00 110.00 109.90 109.90 -0.40 316 14,816 -335
Jun04 031013 109.38 109.38 109.38 109.38 -0.39 4,932 0 +0
Total Volume and Open Interest 536,523 622,797 +6,871
Long Gilt(LIFFE)
Dec03 031013 116~10 116~12 115~27 115~32 -0~23 30,951 148,546 -980
Mar04 031013 107~24 107~24 107~24 107~24 -0~23      
Total Volume and Open Interest 30,951 148,546 -980
3-Mth Short Sterling(LIFFE)
Dec03 031013 96.11 96.12 96.10 96.10 -0.02 15,635 0 +0
Mar04 031013 95.82 95.83 95.78 95.79 -0.05 26,494 0 +0
Jun04 031013 95.56 95.57 95.50 95.51 -0.07 35,161 0 +0
Total Volume and Open Interest 140,196    
3-Mth Euribor(LIFFE)
Dec03 031013 97.875 97.880 97.865 97.865 -0.015 57,229 664,760 +4,900
Mar04 031013 97.810 97.815 97.770 97.770 -0.055 104,117 471,305 -8,839
Jun04 031013 97.635 97.635 97.565 97.570 -0.080 127,314 375,631 -2,950
Total Volume and Open Interest 597,369 2,649,393 -4,020
3-Mth Aus T-Bills(SFE)
Dec03 031013 94.91 94.92 94.89 94.90 -0.01 7,175 203,968 -2,700
Mar04 031013 94.74 94.75 94.71 94.73 -0.01 3,614 89,982 -6,423
Jun04 031013 94.61 94.61 94.57 94.58 -0.03 1,159 42,128 -723
Sep04 031013 94.48 94.48 94.46 94.46 -0.02 195 25,014 -1,984
Dec04 031013 94.38 94.38 94.35 94.36 -0.02 143 17,843 -343
Mar05 031013 94.29 94.29 94.26 94.26 -0.04 456 17,347 -878
Jun05 031013 94.21 94.22 94.18 94.18 -0.05 404 10,131 -908
Sep05 031013 94.14 94.15 94.11 94.11 -0.05 165 3,369 -33
Dec05 031013 94.09 94.09 94.05 94.05 -0.05 35 1,729 +0
Mar06 031013 94.02 94.02 94.02 94.02 -0.04 10 874 +0
Total Volume and Open Interest 13,356 412,954 -14,009
10-Year Aus T-Bonds(SFE)
Dec03 031013 94.38 94.39 94.33 94.35 0.00 2,531 149,008 -494
Mar04 031013 94.35 94.35 94.35 94.35 0.00      
Total Volume and Open Interest 6,756 149,502 -6,306
3-Year Aus T-Bonds(SFE)
Dec03 031013 94.64 94.64 94.58 94.59 -0.02 26,357 321,413 -29,915
Mar04 031013 94.59 94.59 94.59 94.59 -0.02      
Total Volume and Open Interest 26,357 321,413 -29,915
Gold(CMX)
Oct03 031013 370.0 375.2 370.0 375.2 +1.6 96 1,034 +26
Dec03 031013 371.0 375.8 370.1 375.7 +1.6 33,881 174,500 -1,572
Feb04 031013 372.3 376.8 371.2 376.5 +1.6 251 20,629 -8
Apr04 031013 374.0 377.3 372.5 377.3 +1.6 629 6,993 +40
Jun04 031013 373.0 378.0 373.0 378.0 +1.6 315 11,323 -285
Aug04 031013 378.7 378.7 378.7 378.7 +1.6 819 6,959 +567
Total Volume and Open Interest 37,453 254,273 -948
Silver(CMX)
Dec03 031013 489.0 498.5 486.5 498.0 +7.0 11,081 64,756 -427
Mar04 031013 492.5 500.0 487.5 499.1 +6.9 417 12,323 -33
May04 031013 500.1 500.1 500.1 500.1 +6.9 57 1,120 +13
Jul04 031013 501.1 501.1 501.1 501.1 +6.9 0 2,176 +0
Sep04 031013 501.6 501.6 501.6 501.6 +6.7 0 575 +0
Total Volume and Open Interest 11,757 87,232 -385
Platinum(NYM)
Oct03 031013 725.0 732.0 725.0 731.2 -1.9 25 134 +30
Jan04 031013 719.0 724.0 710.1 723.7 -2.4 375 8,342 -20
Apr04 031013 710.0 713.7 710.0 713.7 -2.4 0 35 +0
Total Volume and Open Interest 400 8,511 +10
Palladium(NYME)
Dec03 031013 210.00 213.50 209.20 209.50 -1.00 214 5,516 +5
Mar04 031013 209.50 209.50 209.50 209.50 -1.00 101 165 +101
Jun04 031013 214.00 214.00 210.00 210.00 -1.00 2 35 -2
Total Volume and Open Interest 317 5,716 +104
Copper(CMX)
Dec03 031013 87.15 89.00 86.90 88.75 +2.40 8,612 87,830 +2,525
Mar04 031013 87.60 89.30 87.45 89.20 +2.40 752 7,529 +550
May04 031013 87.55 89.20 87.55 89.20 +2.40 99 3,078 +21
Jul04 031013 87.90 89.20 87.90 89.20 +2.40 1 2,126 +1
Sep04 031013 88.10 89.30 88.10 89.20 +2.40 1 1,182 +1
Total Volume and Open Interest 9,670 108,710 +3,156
DJIA Index(CBOT)
Dec03 031013 9720 9750 9695 9735 +61 6,114 31,984 -184
Mar04 031013 9685 9710 9685 9708 +61 5 1,228 +5
Jun04 031013 9678 9678 9678 9678 +61 1 1 +1
Total Volume and Open Interest 6,120 33,213 -178
S & P 500(CME)
Dec03 031013 1042.10 1047.90 1040.10 1044.40 +3.90 28,530 565,218 -1,922
Mar04 031013 1044.00 1044.00 1042.50 1042.80 +3.90 56 15,307 -7
Jun04 031013 1041.80 1041.80 1041.80 1041.80 +4.00 7 499 +0
Sep04 031013 1041.30 1041.30 1041.30 1041.30 +4.00 0 127 -5
Total Volume and Open Interest 28,593 581,175 -1,934
S & P 500 E-Mini(Globex)
Dec03 031013 1040.50 1048.00 1039.50 1044.50 +4.00 503,349 447,309 -3,696
Mar04 031013 1041.25 1045.50 1039.50 1042.75 +3.75 198 1,147 +2
Total Volume and Open Interest 503,547 448,456 -3,694
NASDAQ 100(CME)
Dec03 031013 1414.00 1424.00 1406.00 1418.50 +9.00 8,400 73,575 +81
Mar04 031013 1421.50 1421.50 1421.50 1421.50 +9.00 0 53 -1
Jun04 031013 1424.50 1424.50 1424.50 1424.50 +9.00      
Total Volume and Open Interest 8,400 73,628 +80
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031013 1409.0 1424.0 1406.0 1418.5 +9.0 229,852 204,191 +695
Mar04 031013 1419.5 1426.0 1412.0 1421.5 +9.0 29 1,250 +0
Total Volume and Open Interest 229,881 205,441 +695
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031013 540.00 544.50 539.50 544.50 +6.25 423 13,530 -210
Mar04 031013 544.30 544.30 544.30 544.30 +6.25      
Jun04 031013 544.75 544.75 544.75 544.75 +6.25 0 1 +0
Total Volume and Open Interest 423 13,531 -210
Russell 2000(CME)
Dec03 031013 522.50 529.80 520.75 528.25 +7.50 1,912 21,387 +195
Mar04 031013 528.25 528.25 528.25 528.25 +7.50      
Jun04 031013 528.25 528.25 528.25 528.25 +7.50      
Total Volume and Open Interest 1,912 21,387 +195
Value Line(KCBT)
Dec03 031013 1421.00 1421.00 1421.00 1421.00 +17.50 0 40 +0
Total Volume and Open Interest 0 40 +0
Nikkei 225(CME)
Dec03 031013 10775 10880 10775 10870 +120 1,889 27,476 -85
Mar04 031013 10880 10880 10880 10880 +120 0 5 +0
Total Volume and Open Interest 1,889 27,481 -85
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 031013 3317.0 3372.5 3300.5 3364.5 +53.0 65,100 470,912 +21,098
Nov03 031013 3350.5 3369.5 3346.0 3369.5 +53.0 9 3,219 +67
Dec03 031013 3322.0 3380.0 3322.0 3375.0 +53.5 287 119,446 +1,792
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031013 3508.0 3569.0 3508.0 3555.0 +66.5 104,220 250,689 +995
Mar04 031013 3550.0 3586.5 3550.0 3574.0 +67.0 630 10,178 -83
Jun04 031013 3595.0 3599.0 3590.0 3593.5 +67.5 84 1,085 +83
Total Volume and Open Interest 104,934 261,952 +995
FT-SE 100(LIFFE)
Dec03 031013 4327.00 4380.00 4325.00 4373.00 +50.50 44,814 410,062 -6,224
Mar04 031013 4339.00 4367.00 4338.50 4367.00 +50.50 5 10,184 -1
Jun04 031013 4361.50 4378.50 4351.00 4378.50 +50.00 350 5,895 +0
Total Volume and Open Interest 45,169 426,141 -6,225
SPI 200(SFE)
Dec03 031013 3269.0 3283.0 3267.0 3282.0 +9.0 8,950 148,919 -1,986
Mar04 031013 3281.0 3291.0 3281.0 3291.0 +10.0 98 3,577 +92
Jun04 031013 3300.0 3300.0 3300.0 3300.0 +10.0 2 2,253 -171
Total Volume and Open Interest 9,050 156,017 -2,065
GSCI(CME)
Oct03 031013 249.90 251.60 249.90 251.60 -0.45 2,433 3,187 -2,184
Nov03 031013 251.90 253.30 250.10 253.20 +0.20 2,179 9,351 +2,209
Dec03 031013 252.00 252.00 252.00 252.00 unch 2 5 -2
Total Volume and Open Interest 4,614 12,543 +23
Reuters CRB Index(NYBOT)
Nov03 031013 247.90 249.75 247.00 249.25 +2.50 40 470 +19
Jan04 031013 246.25 248.00 246.25 248.00 +1.75 12 360 +5
Feb04 031013 244.75 245.25 244.75 245.25 +1.00 0 168 +0
Total Volume and Open Interest 52 1,003 +24
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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