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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 15, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031015 736.00 738.50 722.50 727.50 -14.00 79,760 115,099 -6,771
Jan04 031015 728.00 734.00 720.50 725.50 -10.00 33,304 61,124 +2,855
Mar04 031015 702.00 709.00 695.00 700.50 -3.50 9,491 29,050 -1,316
May04 031015 659.00 664.00 655.00 658.00 -4.50 7,703 39,958 +133
Jul04 031015 644.00 652.00 643.00 645.50 -1.50 7,555 14,822 +124
Aug04 031015 623.00 627.50 619.00 619.75 +2.75 186 1,598 +38
Sep04 031015 605.00 605.00 605.00 605.00 +3.00 43 195 +5
Total Volume and Open Interest 141,055 269,327 -4,716
Soybean Meal(CBOT)
Dec03 031015 219.50 220.80 216.60 218.40 -2.80 20,923 77,385 -3,174
Jan04 031015 216.00 217.50 213.80 215.60 -2.20 4,942 17,428 -499
Mar04 031015 206.50 208.80 204.20 206.80 -0.90 4,960 19,258 +94
May04 031015 195.00 196.50 193.80 194.30 -1.10 6,760 24,715 +596
Jul04 031015 189.00 191.50 189.00 189.70 -0.50 3,630 13,735 +713
Aug04 031015 183.50 185.50 183.50 183.80 -0.30 1,467 3,152 +377
Sep04 031015 174.00 176.50 174.00 174.50 +0.40 978 3,488 +519
Oct04 031015 164.00 165.50 163.50 163.50 -0.30 914 2,621 +307
Total Volume and Open Interest 48,486 168,356 -1,649
Soybean Oil(CBOT)
Dec03 031015 26.57 26.66 26.25 26.27 -0.41 17,085 73,677 -524
Jan04 031015 26.35 26.35 26.02 26.05 -0.40 4,389 19,146 -114
Mar04 031015 25.60 25.80 25.43 25.44 -0.38 2,720 21,974 +50
May04 031015 24.95 25.05 24.80 24.80 -0.28 4,437 19,784 -579
Jul04 031015 24.58 24.68 24.38 24.38 -0.27 3,355 16,368 +125
Aug04 031015 24.10 24.20 23.95 23.98 -0.17 214 1,755 +75
Sep04 031015 23.35 23.60 23.30 23.31 -0.09 52 951 +27
Oct04 031015 22.60 22.60 22.40 22.40 -0.30 406 1,422 +94
Total Volume and Open Interest 33,594 159,190 -821
Canola(WCE)
Nov03 031015 378.5 380.8 377.0 377.0 -3.4 9,464 30,282 -103
Jan04 031015 384.0 385.5 383.0 383.0 -2.5 4,558 13,000 +2,109
Mar04 031015 387.0 388.0 385.0 385.0 -4.2 112 1,480 -5
May04 031015 391.0 391.0 386.0 386.0 -6.5 415 1,050 +489
Jul04 031015 394.5 394.5 389.5 389.5 -7.5 675 3,172 +724
Total Volume and Open Interest 15,955 53,474 +3,427
Corn(CBOT)
Dec03 031015 217.25 217.50 215.75 216.50 -2.00 48,638 234,087 -1,919
Mar04 031015 224.50 225.00 223.50 223.75 -2.00 12,149 102,587 +2,241
May04 031015 229.50 229.75 228.00 228.25 -2.25 2,945 22,076 -61
Jul04 031015 233.00 233.00 231.00 231.25 -2.50 4,257 25,818 +759
Sep04 031015 234.00 234.00 232.50 232.50 -1.50 105 4,764 +35
Dec04 031015 236.75 237.00 235.25 236.25 -0.75 2,635 18,247 +844
Total Volume and Open Interest 70,744 408,890 +1,900
Wheat(CBOT)
Dec03 031015 326.00 335.00 321.00 334.50 +9.00 26,791 80,159 -134
Mar04 031015 336.00 345.50 331.00 344.75 +9.00 5,202 22,732 +590
May04 031015 339.00 344.00 334.00 343.50 +4.50 757 2,363 +65
Jul04 031015 322.00 326.50 319.00 326.00 +3.00 667 4,476 +30
Sep04 031015 324.50 329.00 324.50 329.00 +2.00 2 120 +0
Total Volume and Open Interest 33,483 110,023 +607
Wheat(KCBT)
Dec03 031015 330.25 338.00 326.00 337.50 +5.25 6,064 42,759 -308
Mar04 031015 339.00 347.00 336.00 346.25 +4.75 1,565 16,057 +274
May04 031015 340.00 347.50 340.00 347.50 +4.75 22 1,894 +11
Jul04 031015 327.00 331.50 325.50 331.00 +2.00 153 2,321 +31
Sep04 031015 331.00 332.00 331.00 332.00 unch 0 231 +0
Total Volume and Open Interest 7,804 63,287 +8
Wheat(MGE)
Dec03 031015 343.00 346.50 338.00 346.25 +2.25 2,742 17,963 -48
Mar04 031015 349.00 351.75 344.25 351.50 +1.50 703 10,123 +107
May04 031015 355.00 356.50 349.50 356.25 +0.50 131 1,451 +82
Jul04 031015 358.00 358.00 354.00 358.00 -0.50 10 444 +5
Sep04 031015 350.00 351.00 347.50 351.00 unch 60 315 +25
Total Volume and Open Interest 3,646 30,346 +171
Oats(CBOT)
Dec03 031015 139.25 140.75 138.00 138.50 -1.75 815 4,767 -257
Mar04 031015 144.50 145.75 144.00 144.25 -1.75 29 1,001 -3
May04 031015 148.00 148.00 147.75 147.75 -2.25 3 71 +2
Jul04 031015 152.00 152.00 152.00 152.00 -1.00 0 29 +0
Total Volume and Open Interest 847 5,870 -258
Rough Rice(CBOT)
Nov03 031015 7.06 7.06 6.82 6.86 -0.25 176 4,238 -38
Jan04 031015 7.26 7.26 7.04 7.05 -0.25 174 1,806 +64
Mar04 031015 7.34 7.34 7.23 7.23 -0.25 5 1,016 +2
May04 031015 7.48 7.48 7.41 7.41 -0.26 0 590 +0
Total Volume and Open Interest 355 8,017 +28
Live Cattle(CME)
Oct03 031015 101.825 103.600 100.325 102.925 +2.600 377 12,229 -294
Dec03 031015 91.000 92.600 89.500 91.625 -1.350 11,952 59,278 -1,857
Feb04 031015 86.700 87.100 85.000 86.500 -1.675 5,517 27,177 -237
Apr04 031015 81.400 81.500 79.700 80.650 -2.075 2,976 18,907 -119
Jun04 031015 74.500 75.250 73.250 74.650 -1.325 1,683 9,785 -209
Aug04 031015 73.050 74.000 72.000 73.250 -0.400 642 2,788 +199
Total Volume and Open Interest 23,595 131,486 -2,428
Feeder Cattle(CME)
Oct03 031015 107.250 107.700 106.100 106.825 -0.475 1,494 3,847 -179
Nov03 031015 103.575 103.750 102.575 102.850 -1.225 1,649 6,762 -449
Jan04 031015 97.625 98.200 97.625 97.625 -1.500 1,661 6,056 +75
Mar04 031015 92.950 93.200 92.950 92.950 -1.500 352 1,531 +83
Apr04 031015 90.400 90.500 90.400 90.400 -1.500 123 689 +30
May04 031015 89.400 89.400 89.400 89.400 -1.500 128 747 +32
Aug04 031015 88.750 89.250 88.750 89.250 -1.000 42 372 +6
Total Volume and Open Interest 5,454 20,076 -398
Lean Hogs(CME)
Dec03 031015 59.000 61.025 58.775 61.025 +2.000 6,457 29,337 +58
Feb04 031015 60.950 63.000 60.950 63.000 +2.000 1,942 9,523 -78
Apr04 031015 60.050 62.400 60.050 62.350 +1.925 250 3,569 -33
May04 031015 62.550 63.775 62.550 63.775 +1.075 5 608 +0
Jun04 031015 65.100 66.700 65.100 66.600 +1.200 52 1,523 +19
Jul04 031015 61.950 63.200 61.850 62.600 +1.000 25 528 +8
Aug04 031015 60.000 61.000 59.850 60.975 +0.975 0 206 +0
Oct04 031015 51.600 52.450 51.600 52.450 +0.750 1 105 +0
Total Volume and Open Interest 9,214 48,757 -100
Pork Bellies(CME)
Feb04 031015 90.000 91.950 89.850 91.575 +0.975 425 1,933 +11
Mar04 031015 90.000 90.850 90.000 90.850 +0.700 12 47 +4
May04 031015 91.150 91.200 91.150 91.200 +0.200 2 36 -2
Jul04 031015 93.400 94.600 93.400 94.600 +1.000 0 29 +0
Aug04 031015 93.700 93.700 93.700 93.700 +0.700 0 3 +0
Total Volume and Open Interest 439 2,048 +13
BFP Milk Class III(CME)
Oct03 031015 14.25 14.30 14.25 14.30 +0.05 100 5,664 +10
Nov03 031015 12.70 12.90 12.70 12.88 +0.23 44 4,965 +3
Dec03 031015 11.80 11.88 11.80 11.86 +0.06 38 3,635 -50
Jan04 031015 11.40 11.45 11.40 11.45 +0.05 15 1,461 +5
Feb04 031015 11.23 11.25 11.23 11.25 +0.03 8 1,278 +3
Total Volume and Open Interest 282 22,442 -20
Cocoa(NYBOT)
Dec03 031015 1465 1498 1462 1480 +20 3,167 25,343 +190
Mar04 031015 1450 1472 1447 1458 +20 628 19,813 +171
May04 031015 1450 1458 1448 1458 +20 780 10,096 +176
Jul04 031015 1460 1470 1460 1470 +22 141 5,353 +49
Sep04 031015 1475 1479 1469 1479 +19 34 6,294 +11
Dec04 031015 1489 1489 1489 1489 +19 3 6,892 +3
Mar05 031015 1502 1502 1502 1502 +19 0 3,129 +0
Total Volume and Open Interest 5,041 78,461 +590
Coffee "C"(NYBOT)
Dec03 031015 61.65 62.20 60.80 61.05 -0.40 6,686 49,886 +579
Mar04 031015 64.40 64.95 63.65 63.85 -0.35 2,133 14,953 +401
May04 031015 66.00 66.70 65.50 65.60 -0.30 789 4,410 -217
Jul04 031015 67.50 67.80 67.10 67.20 -0.30 408 2,638 +189
Sep04 031015 69.10 69.10 68.70 68.70 -0.40 95 4,330 +14
Dec04 031015 71.25 71.50 71.15 71.15 -0.50 124 1,792 -35
Total Volume and Open Interest 10,235 79,112 +931
Orange Juice(NYBOT)
Nov03 031015 69.75 69.75 68.20 68.30 -1.65 1,027 16,086 -106
Jan04 031015 71.70 71.70 70.00 70.05 -1.95 767 9,308 +309
Mar04 031015 74.20 74.20 72.65 72.65 -1.85 228 3,950 +125
May04 031015 76.25 76.25 74.50 74.55 -1.90 88 2,608 +1
Jul04 031015 78.20 78.20 76.55 76.55 -1.70 0 264 +0
Total Volume and Open Interest 2,111 32,436 +330
Sugar #11(NYBOT)
Mar04 031015 6.02 6.11 5.96 6.10 +0.11 12,598 115,104 -261
May04 031015 6.11 6.17 6.07 6.16 +0.06 2,333 19,547 +21
Jul04 031015 6.09 6.15 6.07 6.13 +0.03 1,637 21,713 -59
Oct04 031015 6.25 6.29 6.22 6.28 +0.02 560 16,498 -171
Mar05 031015 6.42 6.43 6.40 6.42 -0.01 124 4,607 +54
Total Volume and Open Interest 17,303 181,406 -390
London Cocoa(LCE)
Dec03 031015 893 920 883 905 +9 1,351 63,125 +439
Mar04 031015 923 948 912 933 +8 1,608 43,228 +100
May04 031015 940 965 930 951 +9 146 15,676 +13
Jul04 031015 955 968 948 966 +9 41 13,267 +12
Sep04 031015 971 984 962 982 +10 453 15,828 +325
Dec04 031015 984 1000 976 996 +11 51 9,381 +4
Mar05 031015 997 1009 997 1006 +11 1 7,361 -1
Total Volume and Open Interest 3,652 168,664 +892
London Coffee(LCE)
Nov03 031015 694.00 702.00 689.00 689.00 -8.00 5,419 32,062 -922
Jan04 031015 715.00 724.00 711.00 711.00 -7.00 3,582 33,811 +1,249
Mar04 031015 736.00 742.00 729.00 730.00 -7.00 1,366 14,680 +257
May04 031015 752.00 758.00 746.00 746.00 -8.00 966 12,036 +711
Jul04 031015 765.00 770.00 760.00 760.00 -7.00 371 3,746 -1
Sep04 031015 773.00 773.00 773.00 773.00 -7.00 317 3,965 +155
Total Volume and Open Interest 12,131 102,940 +1,555
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031015 176.10 178.00 176.10 177.50 +0.60 837 19,468 +121
Mar04 031015 181.10 183.00 181.10 182.40 +0.90 140 10,134 +26
May04 031015 184.20 185.60 184.00 185.40 +1.40 34 2,983 +1
Aug04 031015 185.50 186.20 185.20 186.10 +0.80 194 4,441 +119
Total Volume and Open Interest 1,205 40,129 +267
Cotton(NYBOT)
Dec03 031015 72.60 74.59 72.50 74.48 +2.86 8,935 72,957 -1,034
Mar04 031015 75.85 77.36 75.80 77.36 +3.00 6,786 24,219 +653
May04 031015 77.75 78.58 77.40 78.58 +3.00 805 6,529 +229
Jul04 031015 78.00 78.70 77.60 78.68 +2.78 321 3,632 +62
Oct04 031015 68.75 68.80 67.75 68.75 +2.40 0 247 +0
Dec04 031015 67.35 69.30 67.35 69.30 +2.50 235 1,497 +161
Total Volume and Open Interest 17,085 109,245 +72
Lumber(CME)
Nov03 031015 294.0 297.0 293.3 295.3 -7.9 621 2,602 +58
Jan04 031015 286.1 289.0 285.7 287.3 -5.9 212 919 +21
Mar04 031015 296.1 296.1 291.0 291.0 -7.2 15 105 +6
May04 031015 298.1 298.1 292.1 292.1 -6.1 0 28 +0
Total Volume and Open Interest 848 3,654 +85
Crude Oil(NYM)
Nov03 031015 31.80 32.05 31.60 31.77 -0.05 79,140 72,662 -8,318
Dec03 031015 31.90 32.15 31.72 31.86 -0.07 103,226 177,677 +12,395
Jan04 031015 31.50 31.62 31.32 31.48 +0.02 21,830 51,518 +4,669
Feb04 031015 30.95 31.00 30.85 30.98 +0.06 6,284 22,697 +1,184
Mar04 031015 30.40 30.50 30.30 30.45 +0.07 6,018 26,633 +1,896
Apr04 031015 29.80 29.94 29.80 29.93 +0.07 1,793 20,037 +880
May04 031015 29.35 29.45 29.35 29.45 +0.07 1,030 10,790 +181
Jun04 031015 28.98 29.00 28.91 29.00 +0.07 3,840 22,539 +121
Jul04 031015 28.54 28.59 28.54 28.59 +0.07 563 8,475 -56
Aug04 031015 28.25 28.25 28.17 28.25 +0.08 325 8,631 -185
Sep04 031015 28.00 28.00 27.93 27.93 +0.09 691 14,940 +584
Oct04 031015 27.62 27.62 27.62 27.62 +0.10 180 7,780 -110
Nov04 031015 27.32 27.35 27.27 27.35 +0.11 225 6,787 -80
Dec04 031015 26.90 27.10 26.90 27.10 +0.12 8,652 25,797 +258
Jan05 031015 26.80 26.86 26.80 26.86 +0.12 25 7,279 -25
Feb05 031015 26.67 26.67 26.67 26.67 +0.13 0 3,018 +0
Total Volume and Open Interest 237,907 562,251 +13,494
Heating Oil(NYM)
Nov03 031015 87.00 87.70 86.50 86.88 -0.40 21,766 34,783 -2,297
Dec03 031015 87.80 88.50 87.30 87.78 -0.43 21,738 55,557 +6,320
Jan04 031015 88.30 88.70 88.00 88.28 -0.38 4,168 22,394 +545
Feb04 031015 87.80 88.68 87.30 87.68 -0.23 2,052 14,461 +483
Mar04 031015 85.00 86.08 84.80 85.08 -0.13 2,297 13,560 -422
Apr04 031015 81.55 82.63 81.55 81.63 -0.13 1,902 6,965 +43
May04 031015 78.50 79.23 78.23 78.23 -0.28 186 3,501 +110
Jun04 031015 76.30 76.88 75.50 75.88 -0.43 505 5,863 +163
Jul04 031015 75.10 75.73 74.73 74.73 -0.38 175 3,004 +178
Aug04 031015 74.75 75.48 74.48 74.48 -0.28 125 1,934 +65
Sep04 031015 74.80 75.83 74.80 74.83 -0.18 48 1,462 +1
Oct04 031015 75.28 75.28 75.28 75.28 -0.13 0 924 +0
Total Volume and Open Interest 55,120 168,689 +5,333
Unleaded Gas(NYM)
Nov03 031015 88.25 89.40 87.80 88.41 -0.55 20,062 33,181 -1,446
Dec03 031015 86.00 86.90 85.80 86.51 -0.12 14,325 41,275 +3,518
Jan04 031015 84.90 85.20 84.50 85.16 -0.17 3,395 9,917 +118
Feb04 031015 85.00 85.16 84.70 85.16 -0.09 494 2,438 +217
Mar04 031015 85.50 85.61 85.50 85.61 -0.04 220 2,244 +65
Apr04 031015 91.70 91.76 91.50 91.76 +0.06 267 3,761 +22
May04 031015 91.11 91.11 91.11 91.11 -0.04 20 2,080 -14
Jun04 031015 89.71 89.71 89.71 89.71 -0.34 20 962 +0
Total Volume and Open Interest 38,803 95,858 +2,480
Natural Gas(NYM)
Nov03 031015 5.450 5.520 5.340 5.431 -0.044 45,115 45,133 -152
Dec03 031015 5.860 5.880 5.715 5.780 -0.090 18,736 51,267 +1,798
Jan04 031015 6.040 6.040 5.880 5.926 -0.113 7,666 33,892 -182
Feb04 031015 5.960 5.970 5.830 5.868 -0.100 4,738 22,478 +34
Mar04 031015 5.680 5.680 5.550 5.598 -0.095 5,040 20,237 -96
Apr04 031015 5.000 5.000 4.900 4.933 -0.070 4,206 22,954 +390
May04 031015 4.850 4.850 4.760 4.793 -0.060 814 14,959 -72
Jun04 031015 4.840 4.840 4.780 4.790 -0.060 1,283 13,357 +347
Jul04 031015 4.850 4.850 4.770 4.790 -0.065 234 10,851 +52
Aug04 031015 4.855 4.855 4.780 4.800 -0.065 1,399 10,213 +1,040
Sep04 031015 4.845 4.845 4.770 4.783 -0.065 184 8,591 +51
Oct04 031015 4.850 4.850 4.770 4.788 -0.065 998 8,302 +138
Nov04 031015 4.995 4.995 4.943 4.943 -0.062 306 7,563 -20
Dec04 031015 5.150 5.150 5.098 5.098 -0.062 708 9,510 +13
Jan05 031015 5.270 5.270 5.198 5.198 -0.062 112 7,193 -43
Feb05 031015 5.150 5.150 5.148 5.148 -0.062 141 7,962 -3
Total Volume and Open Interest 92,294 360,844 +3,584
Brent Crude Oil(IPE)
Nov03 031015 30.51 31.00 30.40 30.87 +0.18 26,533 36,916 -10,079
Dec03 031015 29.90 30.28 29.75 30.10 +0.07 67,172 112,322 +5,611
Jan04 031015 29.44 29.79 29.36 29.65 +0.03 14,803 54,608 +3,612
Feb04 031015 29.00 29.23 28.99 29.20 +0.03 4,096 14,290 +1,283
Mar04 031015 28.54 28.80 28.54 28.73 +0.02 3,042 11,929 -481
Apr04 031015 28.17 28.31 28.15 28.31 +0.03 1,254 7,445 +844
May04 031015 27.77 27.91 27.74 27.91 +0.06 102 4,897 +52
Jun04 031015 27.32 27.55 27.32 27.51 +0.07 2,995 22,777 -813
Jul04 031015 27.00 27.13 27.00 27.13 +0.07 350 7,611 +225
Aug04 031015 26.80 26.81 26.80 26.80 +0.08 0 3,568 +0
Sep04 031015 26.45 26.49 26.43 26.49 +0.08 0 3,542 +0
Oct04 031015 26.19 26.21 26.19 26.21 +0.08 0 1,891 +0
Dec04 031015 25.65 25.82 25.60 25.73 +0.09 5,711 28,880 +1,015
Total Volume and Open Interest 126,958 326,798 +1,494
Gas Oil(IPE)
Nov03 031015 262.75 264.25 260.50 264.00 -3.50 17,218 48,830 -687
Dec03 031015 259.50 261.75 258.00 261.25 -2.75 13,427 43,252 +869
Jan04 031015 256.25 259.00 255.50 258.50 -2.25 6,823 19,148 -1,338
Feb04 031015 250.75 253.00 250.75 253.00 -2.25 362 8,032 +45
Mar04 031015 245.00 247.00 244.25 247.00 -1.50 2,110 5,399 +364
Apr04 031015 241.00 241.00 240.00 240.50 -1.75 301 4,909 +121
May04 031015 232.00 234.50 232.00 234.50 -1.50 0 2,018 +0
Jun04 031015 230.75 232.50 230.75 232.00 -1.25 1,725 12,129 -388
Jul04 031015 231.50 231.50 231.50 231.50 -1.25 9 1,586 +9
Aug04 031015 227.50 230.50 227.50 230.50 -1.50 0 810 +0
Total Volume and Open Interest 42,800 161,045 -714
US Dollar Index(NYBOT)
Dec03 031015 92.09 93.09 92.09 92.72 +0.57 2,343 20,282 +1,016
Mar04 031015 92.56 93.25 92.56 93.13 +0.57 19 2,093 +4
Jun04 031015 93.58 93.58 93.58 93.58 +0.57 0 15 +0
Total Volume and Open Interest 2,362 22,390 +1,020
Australian Dollar(CME)
Dec03 031015 68.54 68.59 68.20 68.54 -0.09 3,083 49,911 -53
Mar04 031015 67.95 67.95 67.89 67.89 -0.09 4 583 +8
Jun04 031015 67.24 67.24 67.24 67.24 -0.09 51 92 +51
Total Volume and Open Interest 3,140 50,668 +6
British Pound(CME)
Dec03 031015 166.24 166.50 165.66 166.09 -0.58 5,546 53,588 +1,274
Mar04 031015 164.93 164.93 164.93 164.93 -0.58 2 226 +0
Jun04 031015 163.77 163.77 163.77 163.77 -0.58 0 1 +0
Total Volume and Open Interest 5,548 53,815 +1,274
Canadian Dollar(CME)
Dec03 031015 75.11 75.42 74.93 75.20 -0.14 4,818 75,046 +1,479
Mar04 031015 74.83 75.09 74.74 74.95 -0.14 113 2,975 +43
Jun04 031015 74.85 74.85 74.71 74.71 -0.14 50 1,128 +16
Sep04 031015 74.48 74.48 74.48 74.48 -0.14 15 649 -5
Total Volume and Open Interest 5,018 80,019 +1,533
Japanese Yen(CME)
Dec03 031015 91.57 91.58 91.22 91.53 -0.53 17,676 153,710 +926
Mar04 031015 91.86 91.86 91.59 91.81 -0.53 407 407 +234
Jun04 031015 92.09 92.09 92.09 92.09 -0.53 0 111 +0
Total Volume and Open Interest 18,100 154,276 +1,160
Swiss Franc(CME)
Dec03 031015 75.62 75.66 75.05 75.34 -0.79 5,654 54,268 +813
Mar04 031015 75.49 75.49 75.49 75.49 -0.79 0 166 +1
Jun04 031015 75.63 75.63 75.63 75.63 -0.79 0 109 +0
Total Volume and Open Interest 5,654 54,575 +814
EuroFX(CME)
Dec03 031015 116.51 116.60 115.70 116.30 -0.85 21,385 104,459 +3,016
Mar04 031015 115.81 116.03 115.75 116.02 -0.85 139 1,312 +61
Jun04 031015 115.75 115.75 115.75 115.75 -0.85 0 62 +0
Total Volume and Open Interest 21,524 105,915 +3,077
Mexican Peso(CME)
Dec03 031015 8872.0 8890.0 8845.0 8860.0 +15.0 4,318 38,603 +1,526
Mar04 031015 8752.0 8755.0 8742.0 8745.0 +20.0 33 503 +0
Total Volume and Open Interest 4,351 39,254 +1,526
30-Year T-Bonds(CBOT)
Dec03 031015 106~31 107~04 105~28 106~12 -0~17 163,141 410,835 -4,202
Mar04 031015 105~16 105~16 104~16 104~31 -0~17 522 18,188 +400
Jun04 031015 103~19 103~19 103~19 103~19 -0~17 2 296 +7
Total Volume and Open Interest 163,666 429,595 -3,790
Municipal Bonds(CBOT)
Dec03 031015 99~17 99~17 99~00 99~13 -0~07 77 1,552 -37
Total Volume and Open Interest 77 1,552 -37
10-Year T-Notes(CBOT)
Dec03 031015 111~220 111~255 110~295 111~070 -0~135 472,241 925,417 +15,622
Mar04 031015 109~195 110~000 109~115 109~205 -0~150 5,103 34,952 +2,763
Total Volume and Open Interest 477,344 960,379 +18,385
5-Year T-Notes(CBOT)
Dec03 031015 111~240 111~240 111~100 111~155 -0~105 176,926 0 -765,942
Mar04 031015 110~060 110~060 110~060 110~060 -0~115 5 0 -11,594
Total Volume and Open Interest 176,931    
2 Year T-Notes(CBOT)
Dec03 031015 107~040 107~040 107~020 107~026 -0~019 3,021 147,202 -54
Total Volume and Open Interest 3,021 147,202 -54
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031015 98.820 98.825 98.810 98.820 -0.010 47,260 715,200 +5,261
Mar04 031015 98.695 98.695 98.640 98.665 -0.035 96,617 673,102 -13,987
Jun04 031015 98.405 98.405 98.315 98.350 -0.070 100,888 573,094 +4,726
Sep04 031015 98.025 98.030 97.920 97.960 -0.085 130,008 553,133 -639
Dec04 031015 97.605 97.605 97.490 97.535 -0.095 87,844 546,562 +9,135
Mar05 031015 97.205 97.205 97.090 97.135 -0.095 36,803 320,752 +1,195
Jun05 031015 96.830 96.830 96.730 96.770 -0.085 23,929 254,683 +6,831
Sep05 031015 96.500 96.500 96.400 96.445 -0.080 26,899 195,786 +5,377
Dec05 031015 96.195 96.200 96.105 96.145 -0.075 8,812 142,163 +1,340
Mar06 031015 95.935 95.935 95.840 95.885 -0.070 6,369 129,879 -1,279
Jun06 031015 95.680 95.685 95.585 95.630 -0.070 7,679 121,209 +1,982
Sep06 031015 95.440 95.450 95.350 95.390 -0.070 5,354 101,506 +560
Total Volume and Open Interest 608,399 4,864,571 +12,529
3-Mth Euro-Yen(CME)
Dec03 031015 99.91 99.91 99.91 99.91 unch 1,273 5,399 +671
Mar04 031015 99.88 99.88 99.88 99.88 unch 16 7,008 +14
Jun04 031015 99.87 99.87 99.86 99.86 unch 132 11,686 -4
Sep04 031015 99.80 99.80 99.80 99.80 unch 268 6,672 +260
Dec04 031015 99.70 99.70 99.70 99.70 unch 31 1,725 +26
Mar05 031015 99.58 99.58 99.57 99.57 unch 1 5,199 -58
Jun05 031015 99.47 99.47 99.47 99.47 unch 0 317 -21
Sep05 031015 99.34 99.34 99.34 99.34 unch 1 4,951 -133
Dec05 031015 99.25 99.25 99.25 99.25 +0.03 0 73 +0
Mar06 031015 99.14 99.14 99.14 99.14 +0.04 0 229 +24
Total Volume and Open Interest 1,722 44,116 +779
3-Mth Euro-Yen(SIMEX)
Dec03 031015 99.91 99.91 99.91 99.91 unch 324 41,259 +36
Mar04 031015 99.88 99.89 99.88 99.89 unch 1,469 59,927 +676
Jun04 031015 99.86 99.87 99.86 99.87 unch 1,075 61,534 +571
Sep04 031015 99.80 99.81 99.80 99.81 unch 1,371 32,545 +880
Dec04 031015 99.70 99.71 99.69 99.71 unch 584 26,509 +516
Mar05 031015 99.58 99.58 99.58 99.58 -0.01 342 16,575 +90
Jun05 031015 99.47 99.49 99.47 99.48 -0.02 20 10,232 -14
Sep05 031015 99.36 99.36 99.36 99.36 -0.01 45 8,812 +16
Total Volume and Open Interest 5,384 268,986 +2,880
German Euro-Bund(EUREX)
Dec03 031015 112.84 112.88 112.35 112.40 -0.54 857,050 839,109 +11,469
Mar04 031015 112.18 112.18 111.86 111.86 -0.55 3,082 6,478 +727
Jun04 031015 111.40 111.40 111.40 111.40 -0.54 4,068 0 +0
Total Volume and Open Interest 864,200 845,587 +12,196
German Euro-Bobl(EUREX)
Dec03 031015 110.33 110.35 109.96 109.98 -0.42 589,066 610,294 +12,282
Mar04 031015 109.76 109.76 109.48 109.48 -0.44 976 16,498 -195
Jun04 031015 108.98 108.98 108.98 108.98 -0.42 4,110 2,185 +2,185
Total Volume and Open Interest 594,152 628,977 +14,272
Long Gilt(LIFFE)
Dec03 031015 115~17 115~18 114~29 115~07 -0~15 26,451 152,818 +765
Mar04 031015 106~31 106~31 106~31 106~31 -0~15      
Total Volume and Open Interest 26,451 152,818 +765
3-Mth Short Sterling(LIFFE)
Dec03 031015 96.06 96.07 96.04 96.07 unch 60,926 0 +0
Mar04 031015 95.71 95.73 95.67 95.72 unch 69,031 0 +0
Jun04 031015 95.41 95.43 95.36 95.42 -0.01 64,096 0 +0
Total Volume and Open Interest 279,281    
3-Mth Euribor(LIFFE)
Dec03 031015 97.870 97.870 97.850 97.855 -0.005 83,754 678,308 -5,543
Mar04 031015 97.765 97.780 97.735 97.745 -0.020 125,981 448,485 +7,995
Jun04 031015 97.560 97.570 97.500 97.520 -0.040 163,397 385,788 +8,470
Total Volume and Open Interest 702,459 2,631,608 +28,179
3-Mth Aus T-Bills(SFE)
Dec03 031015 94.88 94.89 94.87 94.89 unch 18,793 212,221 +3,480
Mar04 031015 94.67 94.70 94.67 94.69 -0.01 10,749 90,438 +139
Jun04 031015 94.53 94.55 94.52 94.54 -0.01 3,945 43,997 +1,457
Sep04 031015 94.41 94.42 94.40 94.41 -0.01 1,501 24,691 -319
Dec04 031015 94.31 94.32 94.30 94.30 -0.01 681 17,845 -14
Mar05 031015 94.22 94.22 94.21 94.21 -0.01 1,123 17,483 +92
Jun05 031015 94.13 94.14 94.13 94.14 +0.01 148 10,491 +148
Sep05 031015 94.05 94.06 94.05 94.06 -0.01 105 3,415 +45
Dec05 031015 93.99 93.99 93.99 93.99 -0.01 0 1,729 +0
Mar06 031015 93.95 93.95 93.95 93.95 unch 0 874 +0
Total Volume and Open Interest 37,045 423,753 +5,028
10-Year Aus T-Bonds(SFE)
Dec03 031015 94.30 94.33 94.29 94.32 0.00 5,752 155,070 -3,640
Mar04 031015 94.32 94.32 94.32 94.32 0.00      
Total Volume and Open Interest 31,376 158,710 +9,702
3-Year Aus T-Bonds(SFE)
Dec03 031015 94.53 94.55 94.51 94.55 unch 96,013 337,722 +35,177
Mar04 031015 94.55 94.55 94.55 94.55 unch      
Total Volume and Open Interest 96,013 337,722 +35,177
Gold(CMX)
Oct03 031015 374.0 374.0 372.6 372.6 -3.1 35 294 -33
Dec03 031015 375.3 375.3 372.0 373.1 -3.1 35,630 167,588 -1,285
Feb04 031015 375.8 375.8 372.8 374.0 -3.0 460 20,585 -150
Apr04 031015 375.0 375.4 374.0 374.8 -3.0 779 7,053 -185
Jun04 031015 376.8 376.8 375.5 375.5 -3.0 52 11,302 -35
Aug04 031015 376.2 376.2 376.2 376.2 -3.0 28 6,986 +27
Total Volume and Open Interest 38,131 246,133 -2,058
Silver(CMX)
Dec03 031015 493.0 496.5 486.0 494.7 +1.5 11,176 65,184 +232
Mar04 031015 494.0 498.0 487.0 495.8 +1.4 398 11,618 -104
May04 031015 496.8 496.8 496.8 496.8 +1.4 0 1,120 +0
Jul04 031015 495.0 500.0 491.0 497.8 +1.5 0 2,176 +0
Sep04 031015 498.3 498.3 498.3 498.3 +1.5 0 575 +0
Total Volume and Open Interest 11,734 86,995 +182
Platinum(NYM)
Oct03 031015 732.0 732.0 729.2 729.2 -5.8 32 97 -13
Jan04 031015 722.2 725.0 721.0 721.2 -5.8 434 8,086 +16
Apr04 031015 711.2 711.2 711.2 711.2 -5.8 0 40 +0
Total Volume and Open Interest 466 8,223 +3
Palladium(NYME)
Dec03 031015 200.00 200.00 190.20 191.65 -14.40 267 5,672 +106
Mar04 031015 204.00 204.00 191.65 191.65 -14.40 41 172 +7
Jun04 031015 192.00 192.00 191.65 191.65 -14.40 35 37 +1
Total Volume and Open Interest 343 5,881 +114
Copper(CMX)
Dec03 031015 88.60 90.20 88.00 89.80 +2.40 9,875 88,453 -169
Mar04 031015 89.10 90.60 88.65 90.25 +2.35 680 7,634 +108
May04 031015 90.00 90.25 90.00 90.25 +2.25 0 3,175 +0
Jul04 031015 90.10 90.25 90.05 90.25 +2.20 2 2,125 +2
Sep04 031015 90.25 90.25 90.25 90.25 +2.20 0 1,187 +0
Total Volume and Open Interest 10,824 109,627 +19
DJIA Index(CBOT)
Dec03 031015 9820 9840 9735 9768 -14 7,693 31,962 +227
Mar04 031015 9770 9770 9735 9743 -14 41 1,238 +8
Jun04 031015 9750 9750 9718 9718 -9 0 1 +0
Total Volume and Open Interest 7,734 33,201 +235
S & P 500(CME)
Dec03 031015 1053.50 1053.80 1041.50 1044.50 -3.10 38,535 564,687 +248
Mar04 031015 1042.90 1042.90 1042.90 1042.90 -3.10 76 15,329 +22
Jun04 031015 1042.00 1042.00 1042.00 1042.00 -3.10 60 534 +35
Sep04 031015 1041.70 1041.70 1041.70 1041.70 -2.90 0 177 +50
Total Volume and Open Interest 38,671 580,751 +355
S & P 500 E-Mini(Globex)
Dec03 031015 1048.25 1055.75 1041.50 1044.50 -3.00 567,501 475,326 +11,981
Mar04 031015 1047.50 1052.25 1043.00 1043.00 -3.00 225 1,361 +149
Total Volume and Open Interest 567,726 476,687 +12,130
NASDAQ 100(CME)
Dec03 031015 1441.00 1442.00 1410.00 1416.50 -7.50 7,749 73,195 -356
Mar04 031015 1419.50 1419.50 1419.50 1419.50 -7.50 1 54 +1
Jun04 031015 1422.50 1422.50 1422.50 1422.50 -7.50      
Total Volume and Open Interest 7,750 73,249 -355
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031015 1424.0 1444.5 1410.5 1416.5 -7.5 237,140 203,863 +2,004
Mar04 031015 1432.5 1444.0 1414.5 1419.5 -7.5 57 1,207 -16
Total Volume and Open Interest 237,197 205,070 +1,988
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031015 547.00 547.10 539.50 539.50 -5.00 433 13,575 -8
Mar04 031015 539.30 539.30 539.30 539.30 -5.00      
Jun04 031015 539.75 539.75 539.75 539.75 -5.00 0 1 +0
Total Volume and Open Interest 433 13,576 -8
Russell 2000(CME)
Dec03 031015 533.50 535.00 525.00 525.00 -6.60 2,309 22,064 +410
Mar04 031015 525.00 525.00 525.00 525.00 -6.60      
Jun04 031015 525.00 525.00 525.00 525.00 -6.60      
Total Volume and Open Interest 2,309 22,064 +410
Value Line(KCBT)
Dec03 031015 1437.00 1437.00 1422.00 1422.00 -2.50 4 40 +0
Total Volume and Open Interest 4 40 +0
Nikkei 225(CME)
Dec03 031015 10950 10980 10850 10850 -185 2,298 27,761 +430
Mar04 031015 10950 10950 10860 10860 -185 0 5 +0
Total Volume and Open Interest 2,298 27,766 +430
Nikkei 225(SIMEX)
Dec03 031015 11030 11045 10850 10885 -100 21,302 156,577 +156,577
Mar04 031015 10880 10880 10880 10880 -100 0 1,585 +1,585
Jun04 031015 10835 10835 10835 10835 -100      
Total Volume and Open Interest 21,302 158,162 +158,162
CAC 40(MATIF)
Oct03 031015 3366.5 3407.5 3356.0 3378.5 +29.0 67,779 499,146 +10,683
Nov03 031015 3380.5 3404.0 3371.5 3383.0 +28.5 35 3,241 +12
Dec03 031015 3382.5 3413.0 3378.5 3388.5 +28.5 1,160 118,317 +47
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031015 3584.0 3621.0 3554.5 3578.0 +26.0 101,009 252,550 +2,288
Mar04 031015 3591.0 3638.0 3580.0 3597.0 +26.5 132 10,150 -35
Jun04 031015 3632.5 3656.0 3608.5 3617.0 +26.5 76 1,232 +76
Total Volume and Open Interest 101,217 263,932 +2,329
FT-SE 100(LIFFE)
Dec03 031015 4375.00 4406.50 4358.00 4374.50 +31.50 59,359 403,432 -3,593
Mar04 031015 4370.00 4400.00 4355.00 4369.50 +32.00 773 10,438 -264
Jun04 031015 4414.50 4414.50 4383.50 4383.50 +33.00 672 6,141 +362
Total Volume and Open Interest 61,314 420,591 -3,015
SPI 200(SFE)
Dec03 031015 3293.0 3301.0 3284.0 3292.0 +9.0 12,572 150,374 +244
Mar04 031015 3308.0 3308.0 3301.0 3301.0 +9.0 83 3,632 +35
Jun04 031015 3310.0 3310.0 3310.0 3310.0 +9.0 59 2,209 -44
Total Volume and Open Interest 12,717 157,485 +237
GSCI(CME)
Nov03 031015 250.80 252.10 250.60 250.85 -0.30 735 11,403 +582
Dec03 031015 250.00 250.00 250.00 250.00 -1.00 0 5 +0
Jan04 031015 249.85 249.85 249.85 249.85        
Reuters CRB Index(NYBOT)
Nov03 031015 248.00 248.00 246.50 246.50 -1.05 50 491 -6
Jan04 031015 246.00 246.00 245.50 245.50 -0.80 18 386 +8
Feb04 031015 243.00 243.00 243.00 243.00 -0.55 4 172 +2
Total Volume and Open Interest 76 1,061 +7
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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!