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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 14, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031014 740.00 745.00 731.75 741.50 +10.00 71,861 121,870 -4,399
Jan04 031014 742.50 744.00 727.50 735.50 +1.75 23,447 58,269 +3,004
Mar04 031014 720.00 722.00 700.00 704.00 -9.25 11,380 30,366 -1,590
May04 031014 689.00 689.00 655.00 662.50 -18.50 3,460 39,825 -32
Jul04 031014 673.50 673.50 640.00 647.00 -19.75 5,063 14,698 +1,132
Aug04 031014 644.00 646.00 616.00 617.00 -24.75 60 1,560 -19
Sep04 031014 620.00 620.00 600.00 602.00 -17.50 19 190 +5
Total Volume and Open Interest 117,908 274,043 -1,205
Soybean Meal(CBOT)
Oct03 031014 222.50 224.00 219.00 219.50 -0.20 1,805 1,003 -1,046
Dec03 031014 219.70 222.60 218.50 221.20 +4.10 20,458 80,559 -2,418
Jan04 031014 218.50 219.70 215.80 217.80 +2.10 5,301 17,927 +207
Mar04 031014 212.50 212.50 206.70 207.70 -2.20 4,148 19,164 +193
May04 031014 202.00 202.00 194.60 195.40 -4.40 3,829 24,119 +1,230
Jul04 031014 199.00 199.00 190.00 190.20 -5.60 2,873 13,022 +711
Aug04 031014 190.00 190.00 183.50 184.10 -5.60 425 2,775 -67
Sep04 031014 178.00 179.00 173.50 174.10 -4.40 382 2,969 -11
Total Volume and Open Interest 40,517 170,005 -766
Soybean Oil(CBOT)
Oct03 031014 27.45 27.55 26.77 27.16 -0.19 543 323 -336
Dec03 031014 27.00 27.03 26.46 26.68 -0.03 18,434 74,201 -1,426
Jan04 031014 26.90 26.91 26.21 26.45 -0.16 3,684 19,260 +86
Mar04 031014 26.35 26.40 25.55 25.82 -0.34 2,788 21,924 +265
May04 031014 25.80 25.88 24.85 25.08 -0.47 2,755 20,363 +578
Jul04 031014 25.40 25.45 24.41 24.65 -0.60 2,903 16,243 +701
Aug04 031014 24.75 24.75 24.00 24.15 -0.55 184 1,680 +132
Sep04 031014 24.30 24.30 23.40 23.40 -0.75 353 924 +119
Total Volume and Open Interest 33,064 160,011 +910
Canola(WCE)
Nov03 031014 382.0 382.8 376.5 380.4 +6.7 3,010 30,385 +0
Jan04 031014 390.0 390.0 382.5 385.5 +5.8 1,105 10,891 +0
Mar04 031014 388.5 390.0 386.5 389.2 +7.2 124 1,485 +0
May04 031014 394.0 394.0 392.5 392.5 +3.5 20 561 +0
Jul04 031014 399.0 399.0 394.0 397.0 +4.0 430 2,448 +0
Total Volume and Open Interest 5,144 50,047 +0
Corn(CBOT)
Dec03 031014 217.75 219.50 215.50 218.50 +1.00 31,865 236,006 -1,955
Mar04 031014 225.25 227.00 223.50 225.75 +1.00 6,737 100,346 +1,786
May04 031014 231.00 231.50 228.25 230.50 +0.50 1,239 22,137 +90
Jul04 031014 233.75 234.75 231.75 233.75 +0.50 1,823 25,059 +276
Sep04 031014 235.00 235.25 234.00 234.00 unch 15 4,729 +12
Dec04 031014 237.00 238.50 236.75 237.00 unch 817 17,403 -116
Total Volume and Open Interest 42,519 406,990 +90
Wheat(CBOT)
Dec03 031014 334.00 335.50 324.00 325.50 -8.50 15,053 80,293 +1,818
Mar04 031014 345.00 345.50 335.00 335.75 -8.00 1,926 22,142 -27
May04 031014 345.00 345.00 338.00 339.00 -3.00 420 2,298 +97
Jul04 031014 323.00 323.50 320.00 323.00 +0.50 377 4,446 +114
Sep04 031014 324.50 327.00 324.50 327.00 +1.50 1 120 +1
Total Volume and Open Interest 17,787 109,416 +2,008
Wheat(KCBT)
Dec03 031014 337.00 337.50 329.00 332.25 -4.25 4,630 43,067 -656
Mar04 031014 347.00 347.00 338.50 341.50 -5.00 1,116 15,783 +94
May04 031014 347.00 347.00 341.50 342.75 -3.25 93 1,883 +71
Jul04 031014 331.50 331.50 326.00 329.00 -1.50 131 2,290 +0
Sep04 031014 332.00 332.00 332.00 332.00 -2.00 0 231 +0
Total Volume and Open Interest 5,972 63,279 -491
Wheat(MGE)
Dec03 031014 349.00 349.50 343.00 344.00 -3.75 1,363 18,011 -162
Mar04 031014 355.25 355.25 350.00 350.00 -4.25 615 10,016 +103
May04 031014 361.00 361.00 355.75 355.75 -2.75 80 1,369 +42
Jul04 031014 363.00 363.00 358.50 358.50 -3.50 3 439 +0
Sep04 031014 357.00 357.00 351.00 351.00 -4.00 6 290 +3
Total Volume and Open Interest 2,067 30,175 -14
Oats(CBOT)
Dec03 031014 142.50 142.75 140.00 140.25 -3.00 655 5,024 +88
Mar04 031014 146.00 146.00 145.00 146.00 -1.50 19 1,004 +3
May04 031014 150.50 150.50 150.00 150.00 -1.00 0 69 +0
Jul04 031014 153.00 153.00 153.00 153.00 unch 0 29 +0
Total Volume and Open Interest 674 6,128 +91
Rough Rice(CBOT)
Nov03 031014 7.07 7.18 7.06 7.11 +0.04 128 4,276 -165
Jan04 031014 7.30 7.35 7.30 7.30 +0.03 50 1,742 +16
Mar04 031014 7.47 7.56 7.47 7.48 +0.03 5 1,014 -5
May04 031014 7.67 7.67 7.67 7.67 +0.03 0 590 +0
Total Volume and Open Interest 183 7,989 -154
Live Cattle(CME)
Oct03 031014 100.325 100.325 100.325 100.325 +1.500 544 12,523 -398
Dec03 031014 95.250 95.250 92.300 92.975 -0.775 5,019 61,135 -1,096
Feb04 031014 91.175 91.175 88.175 88.175 -1.500 4,464 27,414 -410
Apr04 031014 84.500 84.500 82.725 82.725 -1.500 4,465 19,026 +361
Jun04 031014 77.950 77.950 75.975 75.975 -1.500 1,750 9,994 +1,119
Aug04 031014 75.600 75.800 73.650 73.650 -1.500 310 2,589 +192
Total Volume and Open Interest 16,585 133,914 -230
Feeder Cattle(CME)
Oct03 031014 110.175 110.175 107.200 107.300 -1.375 727 4,026 -242
Nov03 031014 107.075 107.075 104.075 104.075 -1.500 606 7,211 -77
Jan04 031014 102.125 102.125 99.125 99.125 -1.500 643 5,981 +62
Mar04 031014 97.450 97.450 94.450 94.450 -1.500 218 1,448 +65
Apr04 031014 94.900 94.900 91.900 91.900 -1.500 66 659 +9
May04 031014 93.900 93.900 90.900 90.900 -1.500 71 715 +18
Aug04 031014 93.250 93.250 90.250 90.250 -1.500 30 366 +21
Total Volume and Open Interest 2,362 20,474 -144
Lean Hogs(CME)
Oct03 031014 54.350 54.350 53.850 53.950 -0.200 954 3,432 -432
Dec03 031014 60.800 60.900 58.500 59.025 -1.275 7,405 29,279 +64
Feb04 031014 62.000 62.000 60.100 61.000 -0.925 4,463 9,601 +180
Apr04 031014 61.600 61.700 59.900 60.425 -1.175 937 3,602 +60
May04 031014 62.700 62.700 62.700 62.700 -0.950 14 608 +7
Jun04 031014 66.200 66.200 64.900 65.400 -0.700 135 1,504 +74
Jul04 031014 62.250 62.250 61.400 61.600 -0.600 47 520 +12
Aug04 031014 60.000 60.000 60.000 60.000 -0.350 7 206 +5
Total Volume and Open Interest 13,963 48,857 -30
Pork Bellies(CME)
Feb04 031014 93.000 93.400 90.250 90.600 -1.575 469 1,922 +10
Mar04 031014 93.150 93.150 90.000 90.150 -2.050 16 43 +7
May04 031014 94.150 94.150 91.000 91.000 -2.000 14 38 +13
Jul04 031014 93.600 93.600 93.600 93.600 -1.300 0 29 +0
Aug04 031014 93.000 93.000 93.000 93.000 unch 1 3 +1
Total Volume and Open Interest 500 2,035 +31
BFP Milk Class III(CME)
Oct03 031014 14.22 14.25 14.22 14.25 unch 29 5,654 +4
Nov03 031014 12.60 12.67 12.55 12.65 unch 89 4,962 +14
Dec03 031014 11.71 11.80 11.69 11.80 +0.05 95 3,685 +49
Jan04 031014 11.30 11.40 11.30 11.40 unch 44 1,456 +21
Feb04 031014 11.30 11.30 11.20 11.22 -0.03 4 1,275 +3
Total Volume and Open Interest 301 22,462 +94
Cocoa(NYBOT)
Dec03 031014 1477 1490 1457 1460 -30 4,625 25,153 +182
Mar04 031014 1458 1464 1438 1438 -26 1,197 19,642 -53
May04 031014 1449 1462 1436 1438 -26 138 9,920 +45
Jul04 031014 1447 1448 1447 1448 -25 88 5,304 +63
Sep04 031014 1460 1463 1460 1460 -23 262 6,283 +177
Dec04 031014 1500 1500 1470 1470 -23 97 6,889 +83
Mar05 031014 1483 1483 1483 1483 -22 0 3,129 +0
Total Volume and Open Interest 6,432 77,871 +522
Coffee "C"(NYBOT)
Dec03 031014 60.55 61.75 60.35 61.45 +0.90 8,670 49,307 +10
Mar04 031014 63.50 64.50 63.25 64.20 +0.85 2,827 14,552 +516
May04 031014 65.20 66.25 65.20 65.90 +0.70 872 4,627 +124
Jul04 031014 67.00 67.80 66.75 67.50 +0.70 364 2,449 +108
Sep04 031014 68.90 69.15 68.50 69.10 +0.60 470 4,316 +14
Dec04 031014 71.20 71.65 71.00 71.65 +0.50 305 1,827 -113
Total Volume and Open Interest 13,508 78,181 +659
Orange Juice(NYBOT)
Nov03 031014 70.40 70.40 69.90 69.95 -0.20 3,728 16,192 -600
Jan04 031014 72.30 72.40 71.70 72.00 unch 1,835 8,999 +493
Mar04 031014 74.60 74.60 74.30 74.50 +0.05 163 3,825 +28
May04 031014 76.45 76.45 76.45 76.45 +0.05 22 2,607 +18
Jul04 031014 78.25 78.25 78.25 78.25 +0.10 6 264 +2
Total Volume and Open Interest 5,754 32,106 -59
Sugar #11(NYBOT)
Mar04 031014 6.02 6.08 5.97 5.99 +0.02 13,419 115,365 +1,454
May04 031014 6.10 6.17 6.08 6.10 +0.03 1,765 19,526 +154
Jul04 031014 6.09 6.15 6.08 6.10 +0.03 2,314 21,772 +403
Oct04 031014 6.25 6.30 6.25 6.26 +0.04 648 16,669 +30
Mar05 031014 6.42 6.43 6.42 6.43 +0.04 123 4,553 -64
Total Volume and Open Interest 18,293 181,796 +1,981
London Cocoa(LCE)
Dec03 031014 923 923 895 896 -29 2,300 62,686 -346
Mar04 031014 952 952 923 925 -29 1,573 43,128 +271
May04 031014 961 965 941 942 -30 189 15,663 +23
Jul04 031014 976 976 957 957 -30 133 13,255 +70
Sep04 031014 1000 1000 972 972 -30 192 15,503 -61
Dec04 031014 1000 1000 985 985 -30 151 9,377 -31
Mar05 031014 995 995 995 995 -30 247 7,362 +91
Total Volume and Open Interest 4,785 167,772 +17
London Coffee(LCE)
Nov03 031014 692.00 701.00 687.00 697.00 +5.00 3,509 32,984 -155
Jan04 031014 713.00 722.00 708.00 718.00 +4.00 3,494 32,562 +729
Mar04 031014 732.00 740.00 728.00 737.00 +4.00 1,388 14,423 +1,051
May04 031014 747.00 756.00 745.00 754.00 +7.00 609 11,325 +407
Jul04 031014 761.00 767.00 758.00 767.00 +6.00 349 3,747 +17
Sep04 031014 774.00 781.00 771.00 780.00 +6.00 6 3,810 +0
Total Volume and Open Interest 9,355 101,385 +2,049
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031014 175.80 178.50 175.80 176.90 -0.10 1,245 19,347 +12
Mar04 031014 181.50 183.00 181.20 181.50 -0.40 621 10,108 +147
May04 031014 184.50 184.50 183.90 184.00 +0.10 137 2,982 +43
Aug04 031014 186.30 187.10 185.30 185.30 +0.10 25 4,322 +0
Total Volume and Open Interest 2,040 39,862 +190
Cotton(NYBOT)
Dec03 031014 71.70 71.85 71.30 71.62 +0.34 7,511 73,991 -71
Mar04 031014 74.15 74.45 74.05 74.36 +0.65 2,578 23,566 +259
May04 031014 75.40 75.60 75.20 75.58 +0.68 618 6,300 +296
Jul04 031014 76.00 76.00 75.45 75.90 +0.60 430 3,570 +115
Oct04 031014 66.35 66.35 66.35 66.35 +0.45 0 247 +0
Dec04 031014 66.50 66.85 66.50 66.80 +0.40 121 1,336 +97
Total Volume and Open Interest 11,263 109,173 +696
Lumber(CME)
Nov03 031014 310.0 312.0 303.2 303.2 -10.0 427 2,544 -34
Jan04 031014 303.0 303.8 293.2 293.2 -10.0 144 898 -1
Mar04 031014 304.8 304.9 298.2 298.2 -5.8 0 99 +0
May04 031014 298.2 298.2 298.2 298.2 -3.4 0 28 +0
Total Volume and Open Interest 571 3,569 -35
Crude Oil(NYM)
Nov03 031014 31.55 32.49 31.45 31.82 -0.13 54,867 80,980 -10,934
Dec03 031014 31.86 32.55 31.60 31.93 -0.13 70,681 165,282 +11,762
Jan04 031014 31.40 32.02 31.25 31.46 -0.14 16,745 46,849 +1,520
Feb04 031014 30.80 31.40 30.80 30.92 -0.12 4,844 21,513 +392
Mar04 031014 30.40 30.75 30.30 30.38 -0.11 2,375 24,737 +8
Apr04 031014 29.95 30.28 29.86 29.86 -0.09 2,417 19,157 -593
May04 031014 29.50 29.50 29.38 29.38 -0.08 1,077 10,609 +119
Jun04 031014 28.90 29.30 28.90 28.93 -0.07 1,796 22,418 +1,098
Jul04 031014 28.52 28.52 28.52 28.52 -0.06 536 8,531 +100
Aug04 031014 28.17 28.17 28.17 28.17 -0.05 601 8,816 +336
Sep04 031014 27.90 28.00 27.84 27.84 -0.04 158 14,356 +287
Oct04 031014 27.60 27.60 27.52 27.52 -0.04 161 7,890 -412
Nov04 031014 27.24 27.24 27.24 27.24 -0.04 39 6,867 +9
Dec04 031014 26.95 27.25 26.95 26.98 -0.04 4,732 25,539 -1
Jan05 031014 26.74 26.74 26.74 26.74 -0.04 675 7,304 -528
Feb05 031014 26.54 26.54 26.54 26.54 -0.03 0 3,018 +0
Total Volume and Open Interest 164,950 548,757 +3,239
Heating Oil(NYM)
Nov03 031014 87.10 88.75 86.55 87.28 +0.04 17,530 37,080 -2,210
Dec03 031014 87.80 89.60 87.55 88.21 -0.08 20,843 49,237 +6,242
Jan04 031014 88.40 89.80 88.00 88.66 -0.08 4,036 21,849 -122
Feb04 031014 87.80 89.00 87.50 87.91 -0.03 941 13,978 +24
Mar04 031014 84.70 86.20 84.70 85.21 +0.07 2,057 13,982 -929
Apr04 031014 82.10 82.80 81.70 81.76 +0.17 1,760 6,922 -361
May04 031014 79.20 79.40 78.51 78.51 +0.17 922 3,391 +1
Jun04 031014 77.00 77.00 75.65 76.31 +0.17 866 5,700 +393
Jul04 031014 75.11 75.11 75.11 75.11 +0.17 200 2,826 +200
Aug04 031014 74.76 74.76 74.76 74.76 +0.17 0 1,869 +0
Sep04 031014 74.85 75.01 74.70 75.01 +0.22 101 1,461 +100
Oct04 031014 75.41 75.41 75.41 75.41 +0.27 0 924 +0
Total Volume and Open Interest 49,356 163,356 +3,438
Unleaded Gas(NYM)
Nov03 031014 86.50 89.70 86.40 88.96 +1.25 18,572 34,627 -2,825
Dec03 031014 85.50 87.70 85.00 86.63 +0.49 12,870 37,757 +3,475
Jan04 031014 84.70 86.40 84.20 85.33 +0.04 2,225 9,799 +243
Feb04 031014 84.50 86.00 84.50 85.25 +0.03 205 2,221 +81
Mar04 031014 85.30 85.65 85.30 85.65 +0.05 119 2,179 +69
Apr04 031014 92.00 92.20 91.40 91.70 +0.25 58 3,739 -7
May04 031014 91.15 91.15 91.15 91.15 +0.30 0 2,094 +0
Jun04 031014 90.05 90.05 90.05 90.05 +0.30 1 962 +0
Total Volume and Open Interest 34,050 93,378 +1,036
Natural Gas(NYM)
Nov03 031014 5.460 5.720 5.360 5.475 -0.072 37,094 45,285 -399
Dec03 031014 5.880 6.090 5.770 5.870 -0.092 26,420 49,469 +3,672
Jan04 031014 6.050 6.250 5.970 6.039 -0.108 9,033 34,074 +1,015
Feb04 031014 5.985 6.150 5.900 5.968 -0.102 5,993 22,444 -168
Mar04 031014 5.720 5.810 5.600 5.693 -0.097 4,269 20,333 -1,228
Apr04 031014 5.030 5.090 4.960 5.003 -0.072 4,824 22,564 +944
May04 031014 4.880 4.910 4.820 4.853 -0.062 2,072 15,031 -163
Jun04 031014 4.850 4.900 4.835 4.850 -0.062 468 13,010 -3
Jul04 031014 4.860 4.910 4.840 4.855 -0.062 248 10,799 +130
Aug04 031014 4.870 4.910 4.840 4.865 -0.057 418 9,173 -55
Sep04 031014 4.850 4.870 4.820 4.848 -0.057 281 8,540 -8
Oct04 031014 4.850 4.853 4.830 4.853 -0.052 638 8,164 -313
Nov04 031014 5.010 5.040 4.985 5.005 -0.052 224 7,583 -17
Dec04 031014 5.170 5.190 5.150 5.160 -0.057 1,110 9,497 -14
Jan05 031014 5.270 5.280 5.230 5.260 -0.052 110 7,236 +33
Feb05 031014 5.200 5.235 5.180 5.210 -0.047 250 7,965 +2
Total Volume and Open Interest 94,004 357,260 +3,697
Brent Crude Oil(IPE)
Nov03 031014 30.53 31.20 30.39 30.69 +0.02 22,222 46,995 -6,132
Dec03 031014 29.90 30.57 29.75 30.03 -0.16 53,157 106,711 +4,614
Jan04 031014 29.48 30.03 29.34 29.62 -0.16 13,331 50,996 +4,288
Feb04 031014 29.08 29.54 28.93 29.17 -0.17 2,990 13,007 +465
Mar04 031014 28.62 29.20 28.55 28.71 -0.16 2,431 12,410 +612
Apr04 031014 28.20 28.66 28.09 28.28 -0.17 1,215 6,601 +825
May04 031014 28.00 28.20 27.85 27.85 -0.18 0 4,845 +0
Jun04 031014 27.35 27.85 27.30 27.44 -0.17 2,288 23,590 +1,504
Jul04 031014 27.05 27.61 27.05 27.06 -0.18 150 7,386 +150
Aug04 031014 26.72 26.72 26.72 26.72 -0.18 0 3,568 +0
Sep04 031014 26.41 26.41 26.41 26.41 -0.18 0 3,542 +0
Oct04 031014 26.13 26.13 26.13 26.13 -0.16 0 1,891 +0
Dec04 031014 25.65 26.00 25.64 25.64 -0.14 4,195 27,865 +122
Total Volume and Open Interest 102,879 325,304 +6,098
Gas Oil(IPE)
Nov03 031014 263.50 268.75 262.00 267.50 +2.00 16,482 49,517 +1,930
Dec03 031014 260.00 265.00 258.25 264.00 +1.75 14,519 42,383 +2,955
Jan04 031014 257.00 261.25 255.75 260.75 +1.75 7,318 20,486 +3,034
Feb04 031014 251.50 255.25 250.50 255.25 +2.00 913 7,987 +415
Mar04 031014 245.25 249.00 244.50 248.50 +1.50 631 5,035 +20
Apr04 031014 239.50 242.25 238.75 242.25 +1.50 92 4,788 +92
May04 031014 236.00 236.00 236.00 236.00 +1.50 0 2,018 +0
Jun04 031014 230.00 233.25 229.25 233.25 +1.25 3,055 12,517 +1,651
Jul04 031014 229.00 232.75 229.00 232.75 +1.50 0 1,577 +0
Aug04 031014 232.00 232.00 232.00 232.00 +1.75 0 810 +0
Total Volume and Open Interest 43,960 161,759 +10,463
US Dollar Index(NYBOT)
Dec03 031014 92.34 93.06 91.93 92.15 -0.02 97 19,266 -52
Mar04 031014 93.38 93.38 92.56 92.56 -0.02 1 2,089 +2
Jun04 031014 93.01 93.01 93.01 93.01 -0.02 0 15 +0
Total Volume and Open Interest 98 21,370 -50
Australian Dollar(CME)
Dec03 031014 67.98 68.66 67.81 68.63 +0.03 4,581 49,964 -158
Mar04 031014 67.89 68.02 67.89 67.98 +0.03 3 575 +2
Jun04 031014 67.33 67.33 67.33 67.33 +0.03 1 41 +0
Total Volume and Open Interest 4,588 50,662 -180
British Pound(CME)
Dec03 031014 165.00 166.98 164.96 166.67 +0.95 8,967 52,314 +1,535
Mar04 031014 164.36 165.51 164.36 165.51 +0.95 2 226 +0
Jun04 031014 164.35 164.35 164.35 164.35 +0.95 0 1 +0
Total Volume and Open Interest 8,969 52,541 +1,535
Canadian Dollar(CME)
Dec03 031014 74.99 75.42 74.89 75.34 -0.16 14,942 73,567 +2,446
Mar04 031014 74.70 75.15 74.65 75.09 -0.16 92 2,932 +54
Jun04 031014 74.60 74.90 74.60 74.85 -0.16 24 1,112 +11
Sep04 031014 74.40 74.70 74.40 74.62 -0.16 15 654 +0
Total Volume and Open Interest 15,073 78,486 +2,520
Japanese Yen(CME)
Dec03 031014 91.17 92.22 91.14 92.06 -0.16 17,150 152,784 -3,817
Mar04 031014 91.45 92.34 91.45 92.34 -0.15 55 173 +32
Jun04 031014 92.62 92.62 92.62 92.62 -0.14 1 111 +0
Total Volume and Open Interest 17,213 153,116 -3,785
Swiss Franc(CME)
Dec03 031014 75.26 76.26 75.19 76.13 -0.20 14,667 53,455 +2,657
Mar04 031014 76.28 76.28 76.28 76.28 -0.20 3 165 +2
Jun04 031014 76.42 76.42 76.42 76.42 -0.20 0 109 +0
Total Volume and Open Interest 14,670 53,761 +2,659
EuroFX(CME)
Dec03 031014 116.04 117.47 115.92 117.15 -0.69 37,336 101,443 +426
Mar04 031014 115.65 116.87 115.65 116.87 -0.69 285 1,251 +58
Jun04 031014 116.60 116.60 116.60 116.60 -0.69 8 62 +0
Total Volume and Open Interest 37,633 102,838 +487
Mexican Peso(CME)
Dec03 031014 8855.0 8860.0 8800.0 8845.0 -22.0 4,644 37,077 +1,074
Mar04 031014 8725.0 8725.0 8710.0 8725.0 -22.0 2 503 -2
Total Volume and Open Interest 4,647 37,728 +1,022
30-Year T-Bonds(CBOT)
Dec03 031014 107~20 107~20 106~25 106~29 -1~07 248,791 415,037 +0
Mar04 031014 105~26 106~01 105~15 105~16 -1~07 1,490 17,788 +0
Jun04 031014 104~17 104~17 104~04 104~04 -1~07 0 289 +0
Total Volume and Open Interest 250,288 433,385 +0
Municipal Bonds(CBOT)
Dec03 031014 99~19 99~29 99~14 99~20 -0~16 132 1,589 +0
Total Volume and Open Interest 132 1,589 +0
10-Year T-Notes(CBOT)
Dec03 031014 111~310 112~030 111~180 111~205 -0~245 617,023 909,795 +0
Mar04 031014 110~145 110~180 110~005 110~035 -0~270 7,401 32,189 +0
Total Volume and Open Interest 624,424 941,994 +0
5-Year T-Notes(CBOT)
Dec03 031014 111~265 112~030 111~245 111~260 -0~150 37,534 765,942 +765,942
Mar04 031014 110~175 110~175 110~175 110~175 -0~160 7,006 11,594 +0
Total Volume and Open Interest 44,540 777,536 +765,942
2 Year T-Notes(CBOT)
Dec03 031014 107~041 107~052 107~040 107~045 -0~016 9,901 147,256 +0
Total Volume and Open Interest 9,901 147,256 +0
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031014 98.830 98.835 98.815 98.830 -0.010 50,163 709,939 -29,730
Mar04 031014 98.705 98.725 98.685 98.700 -0.055 53,643 687,089 +2,263
Jun04 031014 98.415 98.460 98.400 98.420 -0.080 87,555 568,368 +3,694
Sep04 031014 98.045 98.100 98.025 98.045 -0.100 127,818 553,772 +8,379
Dec04 031014 97.635 97.680 97.600 97.630 -0.115 71,717 537,427 +7,571
Mar05 031014 97.230 97.280 97.200 97.230 -0.115 28,081 319,557 +3,894
Jun05 031014 96.825 96.910 96.825 96.855 -0.110 17,878 247,852 +424
Sep05 031014 96.525 96.570 96.495 96.525 -0.100 17,968 190,409 +1,298
Dec05 031014 96.220 96.270 96.205 96.220 -0.100 8,075 140,823 +97
Mar06 031014 95.925 96.010 95.925 95.955 -0.100 7,335 131,158 +471
Jun06 031014 95.690 95.760 95.685 95.700 -0.100 5,713 119,227 +731
Sep06 031014 95.440 95.530 95.440 95.460 -0.110 6,003 100,946 +968
Total Volume and Open Interest 510,000 4,852,042 -31,969
3-Mth Euro-Yen(CME)
Dec03 031014 99.91 99.91 99.91 99.91 -0.01 196 4,728 +346
Mar04 031014 99.88 99.88 99.88 99.88 -0.01 65 6,994 +317
Jun04 031014 99.86 99.86 99.86 99.86 -0.01 5 11,690 -465
Sep04 031014 99.80 99.80 99.80 99.80 -0.01 2 6,412 +811
Dec04 031014 99.70 99.70 99.70 99.70 -0.03 1 1,699 +0
Mar05 031014 99.57 99.57 99.57 99.57 -0.04 1 5,257 +0
Jun05 031014 99.47 99.47 99.47 99.47 -0.04 20 338 +0
Sep05 031014 99.34 99.34 99.34 99.34 -0.01 0 5,084 +0
Dec05 031014 99.22 99.22 99.22 99.22 -0.05 0 73 +0
Mar06 031014 99.10 99.10 99.10 99.10 -0.06 0 205 +0
Total Volume and Open Interest 290 43,337 +1,009
3-Mth Euro-Yen(SIMEX)
Dec03 031014 99.91 99.91 99.91 99.91 unch 0 41,223 -1,524
Mar04 031014 99.89 99.89 99.88 99.89 unch 25 59,251 -1,255
Jun04 031014 99.88 99.88 99.86 99.87 unch 0 60,963 -1,836
Sep04 031014 99.82 99.82 99.80 99.81 -0.01 20 31,665 -871
Dec04 031014 99.72 99.72 99.70 99.71 -0.02 20 25,993 -130
Mar05 031014 99.60 99.60 99.58 99.59 -0.02 0 16,485 -45
Jun05 031014 99.51 99.51 99.48 99.50 -0.03 0 10,246 -48
Sep05 031014 99.40 99.40 99.36 99.37 -0.04 0 8,796 +0
Total Volume and Open Interest 65 266,106 -5,709
German Euro-Bund(EUREX)
Dec03 031014 112.79 113.10 112.63 112.94 -0.03 553,236 827,640 -6,192
Mar04 031014 112.20 112.50 112.15 112.41 -0.02 1,052 5,751 +632
Jun04 031014 111.94 111.94 111.94 111.94 -0.03 628 0 +0
Total Volume and Open Interest 554,916 833,391 -5,560
German Euro-Bobl(EUREX)
Dec03 031014 110.20 110.52 110.12 110.40 +0.02 316,092 598,012 -9,969
Mar04 031014 109.82 109.92 109.82 109.92 +0.02 2,160 16,693 +1,877
Jun04 031014 109.40 109.40 109.40 109.40 +0.02      
Total Volume and Open Interest 318,252 614,705 -8,092
Long Gilt(LIFFE)
Dec03 031014 115~25 115~29 115~17 115~22 -0~10 14,505 152,053 +3,507
Mar04 031014 107~14 107~14 107~14 107~14 -0~10      
Total Volume and Open Interest 14,505 152,053 +3,507
3-Mth Short Sterling(LIFFE)
Dec03 031014 96.09 96.12 96.05 96.07 -0.03 15,187 0 +0
Mar04 031014 95.77 95.80 95.70 95.72 -0.07 13,384 0 +0
Jun04 031014 95.47 95.52 95.41 95.43 -0.08 14,526 0 +0
Total Volume and Open Interest 60,988    
3-Mth Euribor(LIFFE)
Dec03 031014 97.865 97.870 97.855 97.860 -0.005 60,490 683,851 +19,091
Mar04 031014 97.760 97.795 97.735 97.765 -0.005 87,837 440,490 -30,815
Jun04 031014 97.555 97.605 97.515 97.560 -0.010 77,778 377,318 +1,687
Total Volume and Open Interest 411,123 2,603,429 -45,964
3-Mth Aus T-Bills(SFE)
Dec03 031014 94.89 94.89 94.87 94.89 -0.01 13,322 208,741 +4,773
Mar04 031014 94.69 94.70 94.67 94.70 -0.03 6,691 90,299 +317
Jun04 031014 94.54 94.56 94.52 94.55 -0.03 2,074 42,540 +412
Sep04 031014 94.42 94.43 94.40 94.42 -0.04 771 25,010 -4
Dec04 031014 94.31 94.32 94.30 94.31 -0.05 360 17,859 +16
Mar05 031014 94.21 94.23 94.19 94.22 -0.04 447 17,391 +44
Jun05 031014 94.14 94.14 94.13 94.13 -0.05 415 10,343 +212
Sep05 031014 94.05 94.07 94.05 94.07 -0.04 403 3,370 +1
Dec05 031014 94.00 94.00 94.00 94.00 -0.05 21 1,729 +0
Mar06 031014 93.95 93.95 93.95 93.95 -0.07 1 874 +0
Total Volume and Open Interest 24,505 418,725 +5,771
10-Year Aus T-Bonds(SFE)
Dec03 031014 94.31 94.33 94.29 94.32 -0.03 4,995 158,710 +9,702
Mar04 031014 94.32 94.32 94.32 94.32 -0.03      
Total Volume and Open Interest 10,725 149,008 -494
3-Year Aus T-Bonds(SFE)
Dec03 031014 94.55 94.56 94.52 94.55 -0.04 24,633 302,545 -18,868
Mar04 031014 94.55 94.55 94.55 94.55 -0.04      
Total Volume and Open Interest 24,633 302,545 -18,868
Gold(CMX)
Oct03 031014 373.5 375.8 373.5 375.7 +0.5 13 327 -707
Dec03 031014 373.7 377.4 373.0 376.2 +0.5 32,507 168,873 -5,627
Feb04 031014 374.2 378.0 374.2 377.0 +0.5 278 20,735 +106
Apr04 031014 375.5 378.2 374.7 377.8 +0.5 412 7,238 +245
Jun04 031014 376.5 379.2 376.5 378.5 +0.5 3 11,337 +14
Aug04 031014 377.0 379.2 377.0 379.2 +0.5 0 6,959 +0
Total Volume and Open Interest 33,548 248,191 -6,082
Silver(CMX)
Dec03 031014 495.0 497.5 488.5 493.2 -4.8 12,961 64,952 +196
Mar04 031014 498.0 499.0 490.0 494.4 -4.7 1,157 11,722 -601
May04 031014 495.4 495.4 495.4 495.4 -4.7 0 1,120 +0
Jul04 031014 496.3 496.3 496.3 496.3 -4.8 0 2,176 +0
Sep04 031014 496.8 496.8 496.8 496.8 -4.8 0 575 +0
Total Volume and Open Interest 14,172 86,813 -419
Platinum(NYM)
Oct03 031014 735.0 735.0 735.0 735.0 +3.8 2 110 -24
Jan04 031014 727.0 727.5 723.0 727.0 +3.3 1,274 8,070 -272
Apr04 031014 717.0 717.0 717.0 717.0 +3.3 5 40 +5
Total Volume and Open Interest 1,281 8,220 -291
Palladium(NYME)
Dec03 031014 208.50 209.90 205.50 206.05 -3.45 86 5,566 +50
Mar04 031014 208.00 208.00 206.05 206.05 -3.45 0 165 +0
Jun04 031014 206.05 206.05 206.05 206.05 -3.95 1 36 +1
Total Volume and Open Interest 87 5,767 +51
Copper(CMX)
Dec03 031014 88.05 88.60 86.90 87.40 -1.35 10,455 88,622 +792
Mar04 031014 88.60 89.00 87.40 87.90 -1.30 772 7,526 -3
May04 031014 88.00 88.00 88.00 88.00 -1.20 171 3,175 +97
Jul04 031014 88.70 88.70 88.05 88.05 -1.15 11 2,123 -3
Sep04 031014 88.05 88.05 88.05 88.05 -1.15 31 1,187 +5
Total Volume and Open Interest 11,753 109,608 +898
DJIA Index(CBOT)
Dec03 031014 9752 9789 9700 9782 +47 4,804 31,735 -249
Mar04 031014 9720 9757 9720 9757 +49 4 1,230 +2
Jun04 031014 9727 9727 9727 9727 +49 0 1 +0
Total Volume and Open Interest 4,808 32,966 -247
S & P 500(CME)
Dec03 031014 1042.80 1049.40 1039.00 1047.60 +3.20 23,568 564,439 -779
Mar04 031014 1044.80 1047.00 1044.80 1046.00 +3.20 12 15,307 +0
Jun04 031014 1045.10 1045.10 1045.10 1045.10 +3.30 20 499 +0
Sep04 031014 1044.60 1044.60 1044.60 1044.60 +3.30 0 127 +0
Total Volume and Open Interest 23,600 580,396 -779
S & P 500 E-Mini(Globex)
Dec03 031014 1044.50 1049.50 1039.00 1047.50 +3.00 307,181 463,345 +16,036
Mar04 031014 1042.50 1047.50 1038.25 1046.00 +3.25 137 1,212 +65
Total Volume and Open Interest 307,318 464,557 +16,101
NASDAQ 100(CME)
Dec03 031014 1413.50 1425.00 1407.00 1424.00 +5.50 8,256 73,551 -24
Mar04 031014 1417.00 1427.00 1417.00 1427.00 +5.50 0 53 +0
Jun04 031014 1430.00 1430.00 1430.00 1430.00 +5.50      
Total Volume and Open Interest 8,256 73,604 -24
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031014 1418.0 1425.0 1407.5 1424.0 +5.5 164,994 201,859 -2,332
Mar04 031014 1420.5 1427.0 1412.5 1427.0 +5.5 34 1,223 -27
Total Volume and Open Interest 165,028 203,082 -2,359
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031014 543.50 545.25 540.90 544.50 unch 242 13,583 +53
Mar04 031014 544.30 544.30 544.30 544.30 unch      
Jun04 031014 544.75 544.75 544.75 544.75 unch 0 1 +0
Total Volume and Open Interest 242 13,584 +53
Russell 2000(CME)
Dec03 031014 528.00 532.25 526.00 531.60 +3.35 1,367 21,654 +267
Mar04 031014 531.60 531.60 531.60 531.60 +3.35      
Jun04 031014 531.60 531.60 531.60 531.60 +3.35      
Total Volume and Open Interest 1,367 21,654 +267
Value Line(KCBT)
Dec03 031014 1422.00 1424.50 1422.00 1424.50 +3.50 0 40 +0
Total Volume and Open Interest 0 40 +0
Nikkei 225(CME)
Dec03 031014 11000 11040 10920 11035 +165 2,095 27,331 -145
Mar04 031014 11045 11045 11045 11045 +165 0 5 +0
Total Volume and Open Interest 2,095 27,336 -145
Nikkei 225(SIMEX)
Dec03 031014 10860 11035 10855 10985 +215 34,112 0 -150,788
Mar04 031014 10980 10980 10980 10980 +215      
Jun04 031014 10935 10935 10935 10935 +215      
Total Volume and Open Interest 34,112    
CAC 40(MATIF)
Oct03 031014 3369.0 3390.0 3339.0 3349.5 -15.0 52,411 488,463 +17,551
Nov03 031014 3388.0 3388.0 3354.5 3354.5 -15.0 11 3,229 +10
Dec03 031014 3385.0 3393.0 3351.5 3360.0 -15.0 131 118,270 -1,176
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031014 3574.0 3584.0 3516.5 3552.0 -3.0 72,528 250,262 -427
Mar04 031014 3595.0 3600.0 3544.0 3570.5 -3.5 80 10,185 +7
Jun04 031014 3605.5 3605.5 3569.0 3590.5 -3.0 71 1,156 +71
Total Volume and Open Interest 72,679 261,603 -349
FT-SE 100(LIFFE)
Dec03 031014 4385.00 4389.50 4329.50 4343.00 -30.00 45,106 407,025 -3,037
Mar04 031014 4378.50 4379.00 4327.50 4337.50 -29.50 781 10,702 +518
Jun04 031014 4358.50 4363.00 4343.00 4350.50 -28.00 487 5,779 -116
Total Volume and Open Interest 46,474 423,606 -2,535
SPI 200(SFE)
Dec03 031014 3295.0 3301.0 3279.0 3283.0 +1.0 6,481 150,130 +1,211
Mar04 031014 3307.0 3307.0 3292.0 3292.0 +1.0 34 3,597 +20
Jun04 031014 3312.0 3312.0 3301.0 3301.0 +1.0 0 2,253 +0
Total Volume and Open Interest 6,515 157,248 +1,231
GSCI(CME)
Oct03 031014 249.00 251.75 249.00 250.00 -1.60 1,527 2,275 -912
Nov03 031014 251.30 253.15 249.70 251.15 -2.05 1,774 10,821 +1,470
Dec03 031014 251.00 251.00 251.00 251.00 -1.00 0 5 +0
Total Volume and Open Interest 3,301 13,101 +558
Reuters CRB Index(NYBOT)
Nov03 031014 249.25 249.50 247.50 247.55 -1.70 73 497 +27
Jan04 031014 248.25 248.25 246.30 246.30 -1.70 47 378 +18
Feb04 031014 244.75 244.75 243.55 243.55 -1.70 3 170 +2
Total Volume and Open Interest 129 1,054 +51
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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