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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 17, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031017 740.00 743.50 726.50 729.25 +3.75 47,962 102,279 -7,333
Jan04 031017 736.00 743.00 726.50 729.25 +4.00 22,481 65,386 +2,792
Mar04 031017 718.00 719.00 707.00 710.25 +5.75 9,091 27,701 -175
May04 031017 674.00 676.00 662.50 665.50 +3.50 5,994 38,066 -1,177
Jul04 031017 660.00 661.00 648.50 650.75 +0.25 4,308 15,565 +768
Aug04 031017 633.00 637.00 627.00 627.50 -0.50 655 1,896 +213
Sep04 031017 614.00 615.00 605.00 605.00 -0.50 13 206 +11
Total Volume and Open Interest 91,388 258,555 -5,013
Soybean Meal(CBOT)
Dec03 031017 221.50 222.70 218.50 219.50 +1.60 17,061 74,206 -2,131
Jan04 031017 218.50 219.80 216.70 217.90 +2.50 4,544 16,992 -650
Mar04 031017 210.60 213.00 210.00 211.10 +2.50 5,050 20,302 +126
May04 031017 199.00 199.30 196.30 197.20 +1.50 3,228 25,622 +598
Jul04 031017 193.00 193.50 190.00 190.20 -0.50 2,995 14,071 +163
Aug04 031017 186.50 187.00 182.00 182.00 -2.00 522 3,255 +73
Sep04 031017 178.00 178.50 175.00 175.00 +0.50 179 3,794 +87
Oct04 031017 167.00 168.50 165.50 165.50 +1.40 208 2,969 +117
Total Volume and Open Interest 34,861 168,173 -1,346
Soybean Oil(CBOT)
Dec03 031017 26.72 26.76 26.23 26.46 +0.14 17,104 72,739 +206
Jan04 031017 26.55 26.57 26.18 26.30 +0.14 4,205 19,491 +554
Mar04 031017 26.05 26.10 25.63 25.78 +0.10 3,766 21,363 -262
May04 031017 25.35 25.38 24.83 25.00 -0.03 5,149 20,074 +1,069
Jul04 031017 24.95 24.95 24.45 24.63 -0.04 3,610 18,598 +1,529
Aug04 031017 24.15 24.15 24.10 24.15 unch 417 2,057 +236
Sep04 031017 23.40 23.55 23.40 23.50 +0.05 251 1,074 +43
Oct04 031017 22.72 22.72 22.60 22.70 -0.02 130 1,537 +14
Total Volume and Open Interest 34,871 160,943 +3,380
Canola(WCE)
Nov03 031017 380.4 382.4 378.0 381.9 +4.9 7,455 28,333 -1,769
Jan04 031017 386.0 387.5 383.2 386.7 +4.0 3,061 14,726 +1,273
Mar04 031017 387.8 389.0 387.0 389.0 +3.9 296 1,370 -238
May04 031017 389.0 389.0 389.0 389.0 +2.5 1,428 2,114 +422
Jul04 031017 390.0 391.0 388.0 391.0 +6.5 788 3,039 -177
Total Volume and Open Interest 13,296 53,946 -510
Corn(CBOT)
Dec03 031017 216.00 217.00 214.00 214.25 -0.50 45,303 240,064 +5,307
Mar04 031017 223.00 223.75 221.00 221.25 -0.50 14,222 107,048 +2,446
May04 031017 227.25 228.00 225.50 225.75 -0.75 1,591 22,668 +487
Jul04 031017 231.00 231.50 228.50 228.75 -1.00 2,136 25,935 +152
Sep04 031017 232.75 232.75 230.50 230.50 -1.25 228 4,980 +116
Dec04 031017 236.25 236.50 234.50 234.75 -1.00 2,407 19,773 +845
Total Volume and Open Interest 65,889 422,343 +9,353
Wheat(CBOT)
Dec03 031017 337.00 338.75 328.00 328.25 -8.00 15,839 76,154 +86
Mar04 031017 349.00 349.50 339.00 339.50 -7.50 5,092 24,289 +1,698
May04 031017 348.00 349.00 340.00 340.00 -7.00 453 2,568 +3
Jul04 031017 329.00 329.00 322.00 322.50 -5.75 209 4,495 +70
Sep04 031017 330.50 330.50 327.50 327.50 -4.50 0 136 +0
Total Volume and Open Interest 21,622 107,859 +1,875
Wheat(KCBT)
Dec03 031017 338.50 341.00 330.00 331.50 -6.25 4,317 43,081 -651
Mar04 031017 348.00 349.00 338.50 338.75 -7.75 1,550 17,029 +143
May04 031017 347.00 347.00 341.00 341.00 -6.50 232 2,017 +26
Jul04 031017 334.00 334.00 325.50 325.50 -7.50 231 2,300 -102
Sep04 031017 330.25 330.25 330.25 330.25 -1.75 0 231 +0
Total Volume and Open Interest 6,348 64,695 -574
Wheat(MGE)
Dec03 031017 350.00 352.00 344.50 344.75 -4.00 1,922 17,303 -945
Mar04 031017 355.50 355.50 346.50 347.00 -6.00 1,206 10,895 +91
May04 031017 360.00 360.50 350.00 350.00 -7.50 187 1,646 +96
Jul04 031017 361.00 361.00 352.00 352.00 -7.50 10 474 +10
Sep04 031017 353.00 353.00 346.00 346.00 -6.00 10 335 +3
Total Volume and Open Interest 3,335 30,703 -745
Oats(CBOT)
Dec03 031017 135.25 136.50 134.00 135.00 -2.25 1,164 4,764 -202
Mar04 031017 142.00 142.50 141.00 141.75 -0.50 211 1,068 +53
May04 031017 145.50 145.50 143.50 145.00 -0.50 51 85 +12
Jul04 031017 147.00 147.00 147.00 147.00 unch 0 29 +0
Total Volume and Open Interest 1,426 5,948 -137
Rough Rice(CBOT)
Nov03 031017 6.94 7.04 6.92 7.00 +0.06 301 4,096 -86
Jan04 031017 7.20 7.21 7.14 7.18 +0.02 153 1,913 +41
Mar04 031017 7.41 7.41 7.36 7.36 +0.03 6 1,022 +1
May04 031017 7.53 7.53 7.53 7.53 +0.03 40 591 +0
Total Volume and Open Interest 500 7,990 -44
Live Cattle(CME)
Oct03 031017 99.000 100.350 98.500 99.350 -0.575 5,064 4,526 -2,638
Dec03 031017 88.750 90.450 88.700 90.050 +0.925 12,259 55,860 -1,460
Feb04 031017 83.600 84.950 83.300 84.475 +0.725 4,505 26,814 +183
Apr04 031017 78.850 81.300 78.750 80.025 +0.975 2,536 19,148 -9
Jun04 031017 73.550 75.050 73.550 74.700 +1.175 1,554 9,637 +240
Aug04 031017 72.500 74.250 72.500 74.000 +1.300 580 2,852 -43
Total Volume and Open Interest 26,887 120,381 -3,600
Feeder Cattle(CME)
Oct03 031017 105.400 106.250 105.200 106.000 +0.375 594 3,375 -51
Nov03 031017 100.100 101.650 100.000 101.125 -0.225 1,150 7,103 -269
Jan04 031017 95.050 95.900 94.650 95.550 -0.575 752 5,985 -167
Mar04 031017 90.000 91.250 90.000 91.250 -0.200 150 1,537 +10
Apr04 031017 88.000 88.900 88.000 88.800 -0.100 41 677 -10
May04 031017 87.500 88.250 87.200 87.800 -0.100 139 721 -26
Aug04 031017 87.750 87.750 87.500 87.600 -0.150 60 464 +45
Total Volume and Open Interest 2,906 19,985 -448
Lean Hogs(CME)
Dec03 031017 59.700 59.800 58.450 59.575 +0.550 4,846 28,718 -663
Feb04 031017 61.500 61.550 60.100 61.200 +0.200 2,190 10,509 +32
Apr04 031017 61.250 61.700 60.100 60.875 -0.150 992 4,261 +21
May04 031017 62.475 62.700 61.900 62.300 +0.025 70 664 +40
Jun04 031017 66.000 66.050 65.400 65.650 -0.200 72 1,566 +29
Jul04 031017 62.000 62.000 61.750 61.775 -0.225 79 546 +19
Aug04 031017 60.000 60.000 59.850 59.975 -0.150 11 210 -1
Oct04 031017 51.750 51.800 51.700 51.750 +0.025 7 110 +1
Total Volume and Open Interest 8,272 46,591 -517
Pork Bellies(CME)
Feb04 031017 88.000 89.200 88.000 88.450 -0.125 364 1,937 -49
Mar04 031017 88.050 88.250 87.700 87.700 -0.325 9 47 -1
May04 031017 88.900 89.350 87.500 87.500 -0.700 3 38 +2
Jul04 031017 91.700 91.700 91.700 91.700 +0.100 0 32 +0
Aug04 031017 92.250 92.250 92.250 92.250 -0.250 0 3 +0
Total Volume and Open Interest 376 2,057 -48
BFP Milk Class III(CME)
Oct03 031017 14.33 14.35 14.33 14.35 +0.02 56 5,728 +72
Nov03 031017 13.00 13.00 12.90 12.94 -0.04 360 4,838 -122
Dec03 031017 11.99 12.04 11.85 12.00 +0.01 132 3,716 +78
Jan04 031017 11.45 11.50 11.45 11.50 +0.05 22 1,490 +12
Feb04 031017 11.29 11.32 11.29 11.30 +0.05 13 1,286 +7
Total Volume and Open Interest 683 22,540 +82
Cocoa(NYBOT)
Dec03 031017 1448 1474 1360 1367 -91 2,531 25,852 +279
Mar04 031017 1433 1447 1350 1350 -85 1,042 20,159 +165
May04 031017 1427 1445 1345 1351 -85 614 10,077 -65
Jul04 031017 1446 1446 1350 1361 -85 197 5,412 +8
Sep04 031017 1457 1457 1371 1371 -86 362 6,554 +207
Dec04 031017 1463 1475 1375 1381 -89 200 7,092 +200
Mar05 031017 1394 1394 1394 1394 -84 400 3,139 +10
Total Volume and Open Interest 5,646 79,981 +959
Coffee "C"(NYBOT)
Dec03 031017 61.00 61.40 60.35 60.50 -0.90 6,047 49,497 +204
Mar04 031017 63.90 64.20 63.25 63.35 -0.85 2,016 15,601 +321
May04 031017 65.60 65.90 65.10 65.10 -0.85 311 4,370 +22
Jul04 031017 67.25 67.50 66.75 66.75 -0.80 55 2,638 +10
Sep04 031017 68.60 68.85 68.25 68.25 -0.80 244 4,480 +75
Dec04 031017 71.15 71.30 70.70 70.75 -0.75 170 1,737 -71
Total Volume and Open Interest 8,922 79,505 +632
Orange Juice(NYBOT)
Nov03 031017 68.25 68.40 67.65 67.65 -0.60 1,236 14,717 -707
Jan04 031017 70.15 70.15 69.20 69.25 -0.90 863 9,833 +259
Mar04 031017 72.60 72.80 71.80 71.80 -0.95 269 4,191 +80
May04 031017 74.80 74.90 73.80 73.80 -1.05 187 2,528 -82
Jul04 031017 76.10 76.10 76.00 76.00 -0.85 1 308 +0
Total Volume and Open Interest 2,568 31,830 -448
Sugar #11(NYBOT)
Mar04 031017 5.95 5.98 5.91 5.95 -0.02 17,046 118,580 +2,688
May04 031017 6.05 6.10 6.03 6.07 -0.02 3,472 20,954 +1,120
Jul04 031017 6.06 6.10 6.04 6.07 -0.02 1,592 22,534 +305
Oct04 031017 6.21 6.25 6.21 6.23 -0.02 882 16,832 +125
Mar05 031017 6.37 6.40 6.37 6.39 -0.01 408 5,068 +215
Total Volume and Open Interest 23,647 187,943 +4,467
London Cocoa(LCE)
Dec03 031017 891 900 839 850 -41 2,468 62,301 -868
Mar04 031017 920 928 868 878 -42 1,525 43,832 +199
May04 031017 937 945 886 896 -41 256 15,551 -37
Jul04 031017 944 961 905 912 -40 31 13,470 -5
Sep04 031017 966 970 920 927 -41 214 15,934 +81
Dec04 031017 976 976 940 941 -40 20 9,234 +20
Mar05 031017 994 994 942 951 -40 50 7,636 +33
Total Volume and Open Interest 4,589 168,795 -552
London Coffee(LCE)
Nov03 031017 687.00 691.00 681.00 685.00 -7.00 2,354 30,454 -781
Jan04 031017 712.00 714.00 703.00 708.00 -6.00 4,806 37,460 +2,349
Mar04 031017 730.00 731.00 722.00 726.00 -7.00 1,181 16,173 +614
May04 031017 743.00 747.00 738.00 743.00 -7.00 702 12,653 +573
Jul04 031017 754.00 759.00 753.00 758.00 -6.00 485 4,058 +309
Sep04 031017 774.00 775.00 771.00 771.00 -6.00 0 3,965 +0
Total Volume and Open Interest 9,528 107,403 +3,064
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031017 176.00 176.20 174.70 175.80 -1.00 1,537 19,698 +113
Mar04 031017 181.00 181.00 180.00 181.00 -0.90 448 9,979 -8
May04 031017 184.00 184.50 183.40 184.00 -0.80 67 3,071 +64
Aug04 031017 185.00 185.20 185.00 185.20 -0.30 88 4,448 +35
Total Volume and Open Interest 2,192 40,242 +241
Cotton(NYBOT)
Dec03 031017 75.70 76.95 75.20 75.52 +1.43 10,863 70,000 -665
Mar04 031017 79.50 79.70 78.00 78.33 +1.63 7,811 28,052 +1,483
May04 031017 80.10 80.40 78.80 79.00 +1.34 1,903 7,679 +771
Jul04 031017 80.95 80.95 78.80 78.80 +0.85 430 3,776 +29
Oct04 031017 70.00 70.00 68.75 68.75 -0.35 9 253 +0
Dec04 031017 70.50 70.50 69.10 69.23 -0.39 589 1,967 +333
Total Volume and Open Interest 21,748 111,981 +2,030
Lumber(CME)
Nov03 031017 289.0 289.2 281.5 281.5 -10.0 384 2,451 -34
Jan04 031017 287.5 289.5 279.7 279.7 -10.0 212 909 +16
Mar04 031017 288.2 288.2 284.0 284.0 -10.0 16 115 +1
May04 031017 286.1 286.1 285.6 285.6 -0.4 0 28 +0
Total Volume and Open Interest 612 3,503 -17
Crude Oil(NYM)
Nov03 031017 31.15 31.15 29.90 30.68 -0.86 54,043 44,366 -18,345
Dec03 031017 31.10 31.19 30.00 30.70 -0.96 89,685 187,500 +1,806
Jan04 031017 30.75 30.90 29.80 30.42 -0.89 28,875 53,970 -17
Feb04 031017 30.50 30.50 29.50 30.02 -0.81 8,022 24,896 -118
Mar04 031017 29.87 29.90 29.20 29.56 -0.74 5,035 27,522 -215
Apr04 031017 29.25 29.55 28.75 29.12 -0.66 2,328 21,363 +481
May04 031017 29.00 29.10 28.40 28.70 -0.60 3,246 12,491 +1,018
Jun04 031017 28.35 28.60 28.05 28.29 -0.56 5,450 26,151 +2,594
Jul04 031017 27.70 27.92 27.70 27.92 -0.52 1,914 9,886 +547
Aug04 031017 27.61 27.61 27.61 27.61 -0.49 1,610 9,526 +279
Sep04 031017 27.32 27.32 27.32 27.32 -0.47 1,357 15,687 +148
Oct04 031017 27.04 27.04 27.04 27.04 -0.45 1,241 8,939 +775
Nov04 031017 26.90 26.90 26.80 26.80 -0.43 26 7,386 +0
Dec04 031017 26.70 26.70 26.45 26.57 -0.42 6,240 26,723 -344
Jan05 031017 26.37 26.37 26.37 26.37 -0.38 446 7,362 +91
Feb05 031017 26.21 26.21 26.21 26.21 -0.35 465 3,458 +440
Total Volume and Open Interest 218,059 561,709 -11,852
Heating Oil(NYM)
Nov03 031017 84.90 84.90 81.10 83.14 -3.12 10,491 33,735 -782
Dec03 031017 85.30 85.50 81.50 83.97 -3.10 14,662 57,903 +1,114
Jan04 031017 85.80 85.90 82.50 84.67 -2.95 1,484 22,563 -30
Feb04 031017 85.00 85.30 83.00 84.22 -2.85 1,137 14,781 +237
Mar04 031017 82.00 83.00 81.60 82.32 -2.30 2,025 13,265 +98
Apr04 031017 79.30 79.90 78.30 79.32 -1.90 1,023 7,609 +456
May04 031017 76.10 76.27 75.90 76.27 -1.55 380 3,918 +304
Jun04 031017 74.30 74.70 73.90 74.17 -1.30 161 6,128 +81
Jul04 031017 73.17 73.17 73.17 73.17 -1.20 110 3,380 +0
Aug04 031017 73.00 73.02 73.00 73.02 -1.10 0 1,932 +0
Sep04 031017 73.50 73.50 73.47 73.47 -1.05 0 1,611 +0
Oct04 031017 74.00 74.20 74.00 74.02 -1.00 0 1,104 +0
Total Volume and Open Interest 32,179 173,409 +2,078
Unleaded Gas(NYM)
Nov03 031017 86.00 86.20 83.60 84.94 -2.65 16,858 29,237 -3,189
Dec03 031017 83.70 83.90 81.20 82.60 -2.81 11,126 44,158 +654
Jan04 031017 82.90 83.00 80.85 81.75 -2.61 2,006 10,381 +139
Feb04 031017 82.80 82.80 81.50 82.10 -2.36 42 2,561 -25
Mar04 031017 83.60 83.60 81.80 82.80 -2.21 643 2,584 +358
Apr04 031017 88.85 89.35 88.85 89.35 -1.96 734 4,018 +283
May04 031017 88.10 88.95 88.10 88.95 -1.71 60 1,905 +30
Jun04 031017 87.75 87.75 87.75 87.75 -1.51 40 992 +10
Total Volume and Open Interest 31,509 95,836 -1,740
Natural Gas(NYM)
Nov03 031017 5.250 5.270 5.025 5.036 -0.375 26,207 44,112 -1,557
Dec03 031017 5.640 5.650 5.460 5.468 -0.284 14,773 54,222 +2,397
Jan04 031017 5.780 5.810 5.660 5.663 -0.244 7,262 34,807 +729
Feb04 031017 5.750 5.760 5.618 5.618 -0.229 4,530 22,672 +269
Mar04 031017 5.460 5.510 5.373 5.373 -0.199 3,543 19,897 -114
Apr04 031017 4.800 4.870 4.790 4.793 -0.109 1,710 22,616 -445
May04 031017 4.620 4.720 4.620 4.668 -0.094 2,280 15,014 -88
Jun04 031017 4.670 4.720 4.665 4.665 -0.094 1,348 13,506 +246
Jul04 031017 4.700 4.720 4.670 4.672 -0.087 639 10,911 +190
Aug04 031017 4.670 4.720 4.670 4.682 -0.087 88 10,211 -42
Sep04 031017 4.680 4.710 4.665 4.665 -0.087 975 8,796 -147
Oct04 031017 4.730 4.730 4.667 4.675 -0.082 502 8,385 +80
Nov04 031017 4.880 4.880 4.822 4.840 -0.072 503 7,468 -100
Dec04 031017 4.977 5.020 4.977 4.995 -0.072 181 9,546 +32
Jan05 031017 5.150 5.150 5.077 5.105 -0.062 189 7,179 -72
Feb05 031017 5.027 5.080 5.027 5.055 -0.062 197 8,076 +96
Total Volume and Open Interest 65,710 364,103 +1,830
Brent Crude Oil(IPE)
Dec03 031017 29.92 30.00 27.55 29.03 -0.97 52,430 115,913 +8,296
Jan04 031017 29.45 29.49 28.30 28.65 -0.90 15,890 66,017 +2,923
Feb04 031017 28.98 28.98 28.03 28.26 -0.84 4,148 16,253 +1,999
Mar04 031017 28.54 28.54 27.69 27.90 -0.75 1,124 12,981 +326
Apr04 031017 28.15 28.15 27.35 27.54 -0.69 617 7,395 -10
May04 031017 26.95 27.18 26.95 27.18 -0.63 1,950 7,297 +1,540
Jun04 031017 27.30 27.31 26.83 26.83 -0.57 5,695 26,210 +3,060
Jul04 031017 26.82 26.82 26.50 26.50 -0.53 1,000 6,811 -850
Aug04 031017 26.20 26.20 26.20 26.20 -0.49 1,100 4,668 +1,025
Sep04 031017 25.94 25.94 25.94 25.94 -0.46 1,425 4,492 +850
Oct04 031017 25.72 25.72 25.72 25.72 -0.42 1,370 3,061 +870
Nov04 031017 25.52 25.52 25.52 25.52        
Dec04 031017 25.70 25.73 25.15 25.34 -0.35 2,410 29,170 +90
Total Volume and Open Interest 98,294 330,402 +18,970
Gas Oil(IPE)
Nov03 031017 261.00 261.25 247.00 249.25 -13.25 13,705 51,846 +1,795
Dec03 031017 258.50 258.75 244.00 246.25 -13.50 10,999 46,751 +2,132
Jan04 031017 255.75 255.75 243.00 244.25 -12.75 6,117 22,357 +1,790
Feb04 031017 250.50 250.75 240.00 240.00 -11.25 1,179 8,612 +561
Mar04 031017 234.75 234.75 234.75 234.75 -9.75 0 5,205 +0
Apr04 031017 235.25 235.75 229.25 229.25 -8.50 87 5,286 +87
May04 031017 229.50 229.50 224.25 224.25 -7.50 1,343 3,900 +1,343
Jun04 031017 228.00 228.00 222.25 222.25 -7.25 750 12,076 +500
Jul04 031017 221.75 221.75 221.75 221.75 -7.25 0 1,586 +0
Aug04 031017 227.00 227.00 221.25 221.25 -7.25 50 1,213 +0
Total Volume and Open Interest 34,729 175,135 +8,843
US Dollar Index(NYBOT)
Dec03 031017 93.06 93.33 92.54 92.60 -0.30 2,095 19,472 -501
Mar04 031017 93.48 93.48 92.92 93.01 -0.30 27 2,108 +11
Jun04 031017 93.47 93.47 93.46 93.46 -0.30 1 14 -1
Total Volume and Open Interest 2,123 21,594 -491
Australian Dollar(CME)
Dec03 031017 68.48 68.97 68.32 68.81 +0.32 2,798 51,098 +1,134
Mar04 031017 67.73 68.16 67.70 68.16 +0.32 5 577 -6
Jun04 031017 67.51 67.51 67.51 67.51 +0.32 0 92 +0
Total Volume and Open Interest 2,803 51,849 +1,128
British Pound(CME)
Dec03 031017 166.25 166.90 166.10 166.83 +0.15 4,897 53,401 +1,047
Mar04 031017 165.67 165.67 165.67 165.67 +0.15 5 242 +13
Jun04 031017 164.51 164.51 164.51 164.51 +0.15 0 1 +0
Total Volume and Open Interest 4,902 53,644 +1,060
Canadian Dollar(CME)
Dec03 031017 75.52 76.05 75.36 75.90 +0.16 5,507 75,023 +478
Mar04 031017 75.20 75.75 75.08 75.63 +0.14 167 3,751 +73
Jun04 031017 75.50 75.50 75.38 75.38 +0.13 32 1,159 +17
Sep04 031017 75.15 75.15 75.15 75.15 +0.13 8 649 +0
Total Volume and Open Interest 5,738 80,807 +568
Japanese Yen(CME)
Dec03 031017 91.23 91.68 91.05 91.55 +0.38 10,701 150,227 -1,805
Mar04 031017 91.42 91.84 91.42 91.83 +0.38 21 417 +8
Jun04 031017 92.11 92.11 92.11 92.11 +0.38 0 111 +0
Total Volume and Open Interest 10,722 150,803 -1,797
Swiss Franc(CME)
Dec03 031017 74.73 75.30 74.45 75.26 +0.19 7,526 55,476 +947
Mar04 031017 74.87 75.41 74.87 75.41 +0.19 1 166 +0
Jun04 031017 75.55 75.55 75.55 75.55 +0.19 0 109 +0
Total Volume and Open Interest 7,527 55,783 +947
EuroFX(CME)
Dec03 031017 115.61 116.40 115.30 116.34 +0.50 14,295 105,114 -369
Mar04 031017 115.28 116.06 115.20 116.06 +0.50 81 1,314 +1
Jun04 031017 115.79 115.79 115.79 115.79 +0.50 0 62 +0
Total Volume and Open Interest 14,376 106,573 -368
Mexican Peso(CME)
Dec03 031017 8815.0 8875.0 8765.0 8843.0 +46.0 7,720 41,908 +3,149
Mar04 031017 8675.0 8750.0 8645.0 8728.0 +46.0 183 604 +98
Total Volume and Open Interest 7,965 42,676 +3,263
30-Year T-Bonds(CBOT)
Dec03 031017 106~00 106~30 105~25 106~27 +0~27 316,614 419,289 +4,365
Mar04 031017 104~14 105~15 104~14 105~14 +0~27 4,106 16,870 -533
Jun04 031017 104~02 104~02 104~02 104~02 +0~27 25 288 -100
Total Volume and Open Interest 320,771 436,848 +3,757
Municipal Bonds(CBOT)
Dec03 031017 99~20 100~04 99~13 100~04 +0~22 165 1,646 +27
Total Volume and Open Interest 165 1,646 +27
10-Year T-Notes(CBOT)
Dec03 031017 110~195 111~105 110~165 111~085 +0~220 829,736 955,171 +23,501
Mar04 031017 109~025 109~240 108~310 109~235 +0~250 22,559 53,991 +9,817
Total Volume and Open Interest 852,295 1,009,172 +33,318
5-Year T-Notes(CBOT)
Dec03 031017 111~000 111~090 110~260 111~085 +0~125 367,451 0 +0
Mar04 031017 109~190 109~305 109~190 109~305 +0~135 2,034 13,795 -289
Total Volume and Open Interest 369,485 13,795 -289
2 Year T-Notes(CBOT)
Dec03 031017 106~116 107~000 106~105 106~127 +0~019 11,581 143,081 -1,944
Total Volume and Open Interest 11,581 143,081 -1,944
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031017 98.780 98.795 98.770 98.785 +0.005 153,032 723,997 +2,390
Mar04 031017 98.565 98.585 98.530 98.575 +0.020 304,419 680,683 -1,126
Jun04 031017 98.215 98.250 98.160 98.240 +0.045 356,507 584,918 +14,196
Sep04 031017 97.790 97.850 97.740 97.840 +0.070 347,574 584,295 +21,936
Dec04 031017 97.325 97.390 97.270 97.385 +0.095 201,636 547,227 +3,277
Mar05 031017 96.910 96.980 96.850 96.975 +0.095 73,580 333,241 +7,259
Jun05 031017 96.560 96.625 96.500 96.620 +0.090 32,236 260,540 +2,315
Sep05 031017 96.255 96.320 96.205 96.315 +0.090 38,996 202,220 +7,776
Dec05 031017 95.985 96.040 95.945 96.035 +0.080 21,413 143,363 -4,568
Mar06 031017 95.745 95.795 95.705 95.795 +0.080 15,980 127,343 -2,839
Jun06 031017 95.505 95.565 95.475 95.565 +0.090 14,312 116,807 -4,068
Sep06 031017 95.290 95.350 95.250 95.350 +0.090 15,284 100,102 -3,747
Total Volume and Open Interest 1,618,081 4,952,226 +43,248
3-Mth Euro-Yen(CME)
Dec03 031017 99.91 99.91 99.91 99.91 unch 2 6,273 -2
Mar04 031017 99.88 99.88 99.88 99.88 unch 160 6,725 -328
Jun04 031017 99.85 99.85 99.85 99.85 -0.01 307 12,055 +284
Sep04 031017 99.76 99.77 99.76 99.77 -0.02 356 6,549 +135
Dec04 031017 99.66 99.67 99.65 99.67 -0.01 145 1,840 +136
Mar05 031017 99.53 99.54 99.53 99.54 -0.03 50 5,354 +50
Jun05 031017 99.44 99.44 99.44 99.44 -0.03 11 316 -1
Sep05 031017 99.29 99.29 99.29 99.29 -0.01 1 4,952 +0
Dec05 031017 99.21 99.21 99.21 99.21 -0.04 0 73 +0
Mar06 031017 99.09 99.09 99.09 99.09 -0.05 0 229 +0
Total Volume and Open Interest 1,032 45,314 +279
3-Mth Euro-Yen(SIMEX)
Dec03 031017 99.90 99.91 99.90 99.90 -0.01 0 42,074 -33
Mar04 031017 99.88 99.89 99.88 99.88 -0.01 9,180 58,803 -2,045
Jun04 031017 99.86 99.86 99.84 99.85 -0.02 8,054 68,523 +6,104
Sep04 031017 99.79 99.79 99.76 99.76 -0.04 1,714 34,087 +892
Dec04 031017 99.68 99.68 99.65 99.66 -0.04 870 27,772 +673
Mar05 031017 99.55 99.56 99.54 99.54 -0.04 511 17,348 +373
Jun05 031017 99.46 99.46 99.43 99.43 -0.05 309 10,191 -172
Sep05 031017 99.33 99.33 99.31 99.31 -0.04 8 8,808 +5
Total Volume and Open Interest 20,651 279,954 +5,802
German Euro-Bund(EUREX)
Dec03 031017 112.20 112.70 111.75 112.53 +0.22 1,051,926 856,107 -4,999
Mar04 031017 111.70 112.08 111.34 112.02 +0.26 1,599 7,315 +426
Jun04 031017 111.53 111.53 111.53 111.53 +0.22 8,143 0 +0
Total Volume and Open Interest 1,061,668 863,422 -4,573
German Euro-Bobl(EUREX)
Dec03 031017 109.73 110.10 109.55 110.01 +0.16 634,122 605,245 +7,271
Mar04 031017 109.51 109.51 109.51 109.51 +0.17 2,375 15,901 -704
Jun04 031017 109.00 109.00 109.00 109.00 +0.16 9,247 0 +0
Total Volume and Open Interest 645,744 621,146 +6,567
Long Gilt(LIFFE)
Dec03 031017 114~15 115~10 114~13 115~09 -0~04 40,391 158,704 +2,421
Mar04 031017 106~27 107~02 106~27 107~02 -0~04 445 150 +150
Total Volume and Open Interest 40,836 158,854 +2,571
3-Mth Short Sterling(LIFFE)
Dec03 031017 96.04 96.06 96.02 96.05 -0.02 49,368 0 +0
Mar04 031017 95.66 95.69 95.63 95.68 -0.06 38,236 0 +0
Jun04 031017 95.34 95.38 95.31 95.36 -0.09 37,504 0 +0
Total Volume and Open Interest 218,184    
3-Mth Euribor(LIFFE)
Dec03 031017 97.825 97.840 97.815 97.830 -0.025 126,127 657,922 -17,990
Mar04 031017 97.705 97.715 97.670 97.705 -0.055 110,918 444,273 -2,273
Jun04 031017 97.455 97.480 97.395 97.470 -0.080 157,544 387,437 +8,783
Total Volume and Open Interest 760,189 2,633,709 +10,113
3-Mth Aus T-Bills(SFE)
Dec03 031017 94.86 94.88 94.85 94.88 -0.01 10,927 205,152 -2,897
Mar04 031017 94.61 94.65 94.61 94.65 -0.03 11,540 85,618 +1,868
Jun04 031017 94.43 94.46 94.43 94.46 -0.04 2,587 44,454 +1,195
Sep04 031017 94.28 94.32 94.28 94.32 -0.05 1,288 25,239 +718
Dec04 031017 94.21 94.21 94.21 94.21 -0.04 521 17,904 -81
Mar05 031017 94.08 94.13 94.08 94.11 -0.05 1,237 17,216 -204
Jun05 031017 94.01 94.04 94.01 94.03 -0.05 453 10,733 +394
Sep05 031017 93.96 93.97 93.96 93.97 -0.04 119 3,323 +67
Dec05 031017 93.90 93.90 93.90 93.90 -0.05 153 1,741 +112
Mar06 031017 93.85 93.85 93.85 93.85 -0.08 41 878 +4
Total Volume and Open Interest 29,087 412,863 +1,237
10-Year Aus T-Bonds(SFE)
Dec03 031017 94.19 94.29 94.19 94.28 0.00 3,418 169,854 +15,308
Mar04 031017 94.19 94.19 94.19 94.19 -0.08      
Total Volume and Open Interest 13,166 154,546 -524
3-Year Aus T-Bonds(SFE)
Dec03 031017 94.42 94.45 94.40 94.44 -0.06 49,525 355,341 +24,157
Mar04 031017 94.44 94.44 94.44 94.44 -0.06      
Total Volume and Open Interest 49,525 355,341 +24,157
Gold(CMX)
Oct03 031017 369.5 371.8 369.5 371.8 -0.9 18 284 -9
Dec03 031017 371.5 372.4 366.5 372.2 -1.0 40,455 67,398 -98,348
Feb04 031017 372.3 373.1 368.0 373.1 -1.0 758 21,564 +204
Apr04 031017 371.0 373.9 369.5 373.9 -1.0 694 7,333 +175
Jun04 031017 373.3 374.6 369.5 374.6 -1.0 347 11,184 +186
Aug04 031017 375.4 375.4 375.4 375.4 -0.9 28 6,999 +28
Total Volume and Open Interest 43,565 146,120 -98,297
Silver(CMX)
Dec03 031017 491.5 498.0 489.0 494.0 +1.8 5,244 66,368 +282
Mar04 031017 491.0 498.0 491.0 495.0 +1.6 128 11,639 +18
May04 031017 496.1 496.1 496.1 496.1 +1.7 1 1,120 +0
Jul04 031017 497.1 497.1 497.1 497.1 +1.7 4 2,181 +0
Sep04 031017 497.6 497.6 497.6 497.6 +1.7 0 575 +0
Total Volume and Open Interest 5,389 88,242 +302
Platinum(NYM)
Oct03 031017 729.0 730.8 729.0 730.8 -1.3 27 94 -2
Jan04 031017 721.0 724.0 720.2 722.8 -0.3 305 8,093 -11
Apr04 031017 712.8 712.8 712.8 712.8 -0.3 0 40 +0
Total Volume and Open Interest 332 8,227 -13
Palladium(NYME)
Dec03 031017 197.00 199.00 190.50 196.00 +3.00 1,314 5,203 -254
Mar04 031017 195.50 195.50 195.50 195.50 +2.50 32 203 +20
Jun04 031017 196.00 196.00 195.50 195.50 +2.50 3 37 +0
Total Volume and Open Interest 1,349 5,443 -234
Copper(CMX)
Dec03 031017 89.30 89.50 88.30 89.45 +0.05 6,990 88,577 -104
Mar04 031017 89.50 89.90 88.80 89.80 -0.05 1,840 9,093 +1,251
May04 031017 89.20 89.70 89.20 89.70 -0.05 56 3,200 +20
Jul04 031017 89.70 89.70 89.70 89.70 -0.05 4 2,134 +0
Sep04 031017 89.35 89.60 89.35 89.60 -0.05 244 1,323 +136
Total Volume and Open Interest 9,827 111,740 +1,602
DJIA Index(CBOT)
Dec03 031017 9758 9795 9675 9698 -73 10,394 31,761 -376
Mar04 031017 9670 9673 9670 9673 -73 5 1,256 +0
Jun04 031017 9648 9648 9648 9648 -73 0 1 +0
Total Volume and Open Interest 10,399 33,018 -376
S & P 500(CME)
Dec03 031017 1049.50 1050.80 1034.80 1037.80 -11.40 45,838 564,508 -1,547
Mar04 031017 1035.00 1037.00 1035.00 1036.30 -11.40 205 15,328 -1
Jun04 031017 1035.80 1035.80 1035.80 1035.80 -11.30 101 604 +59
Sep04 031017 1035.80 1035.80 1035.80 1035.80 -11.30 1 178 +0
Total Volume and Open Interest 46,145 580,642 -1,489
S & P 500 E-Mini(Globex)
Dec03 031017 1047.75 1052.00 1034.75 1037.75 -11.50 733,689 494,074 +26,879
Mar04 031017 1046.50 1049.75 1033.50 1036.25 -11.50 200 1,497 +108
Total Volume and Open Interest 733,889 495,571 +26,987
NASDAQ 100(CME)
Dec03 031017 1425.50 1429.00 1393.00 1393.50 -34.50 10,654 75,034 +442
Mar04 031017 1396.50 1396.50 1396.50 1396.50 -34.50 0 54 +0
Jun04 031017 1399.50 1399.50 1399.50 1399.50 -34.50      
Total Volume and Open Interest 10,654 75,088 +442
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031017 1422.0 1428.5 1393.0 1393.5 -34.5 266,142 210,857 +12,662
Mar04 031017 1427.0 1427.0 1396.5 1396.5 -34.5 16 1,222 -1
Total Volume and Open Interest 266,158 212,079 +12,661
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031017 543.50 544.00 535.00 535.00 -8.30 423 13,750 +89
Mar04 031017 534.80 534.80 534.80 534.80 -8.30      
Jun04 031017 535.25 535.25 535.25 535.25 -8.30 0 1 +0
Total Volume and Open Interest 423 13,751 +89
Russell 2000(CME)
Dec03 031017 529.50 530.75 519.50 519.50 -10.10 1,081 21,960 +119
Mar04 031017 519.50 519.50 519.50 519.50 -10.10      
Jun04 031017 519.50 519.50 519.50 519.50 -10.10      
Total Volume and Open Interest 1,081 21,960 +119
Value Line(KCBT)
Dec03 031017 1429.00 1429.00 1407.50 1407.50 -20.00 16 29 -11
Total Volume and Open Interest 16 29 -11
Nikkei 225(CME)
Dec03 031017 11060 11060 10910 10925 -170 2,411 28,026 +362
Mar04 031017 10935 10935 10935 10935 -170 0 7 +0
Total Volume and Open Interest 2,411 28,033 +362
Nikkei 225(SIMEX)
Dec03 031017 11075 11125 10975 11000 -20 25,153 156,231 -474
Mar04 031017 10995 10995 10995 10995 -20 4,000 4,585 +3,000
Jun04 031017 10950 10950 10950 10950 -20      
Total Volume and Open Interest 29,153 160,816 +2,526
CAC 40(MATIF)
Oct03 031017 3381.5 3398.5 3325.0 3355.5 -5.5 71,330 481,297 +13,660
Nov03 031017 3396.0 3396.0 3360.0 3360.0 -5.5 102 3,283 +12
Dec03 031017 3389.0 3393.0 3345.5 3366.0 -5.5 275 120,033 +642
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031017 3573.0 3607.0 3521.0 3522.5 -68.5 129,217 249,864 -1,779
Mar04 031017 3620.0 3620.0 3541.5 3541.5 -68.5 93 10,027 -47
Jun04 031017 3605.5 3605.5 3562.0 3562.0 -68.5 51 1,376 +16
Total Volume and Open Interest 129,361 261,267 -1,810
FT-SE 100(LIFFE)
Dec03 031017 4355.50 4369.50 4342.00 4348.00 +7.00 52,875 407,710 -4,365
Mar04 031017 4362.00 4362.00 4342.50 4342.50 +7.00 29 10,440 +7
Jun04 031017 4356.00 4356.00 4356.00 4356.00 +7.00 0 6,241 +0
Total Volume and Open Interest 52,904 424,971 -4,358
SPI 200(SFE)
Dec03 031017 3300.0 3306.0 3289.0 3305.0 +1.0 8,938 147,917 -1,107
Mar04 031017 3315.0 3315.0 3315.0 3315.0 +1.0 130 3,741 +102
Jun04 031017 3324.0 3324.0 3324.0 3324.0 +1.0 122 2,164 +0
Total Volume and Open Interest 9,190 155,092 -1,005
GSCI(CME)
Nov03 031017 247.75 247.75 241.50 243.10 -5.90 15 11,512 +3
Dec03 031017 243.00 243.00 243.00 243.00 -6.25 0 10 +0
Jan04 031017 241.75 241.75 241.75 241.75 -5.50      
Total Volume and Open Interest 15 11,522 -1,936
Reuters CRB Index(NYBOT)
Nov03 031017 246.25 246.25 242.00 242.00 -4.25 74 486 -3
Jan04 031017 245.00 245.00 241.00 241.00 -4.25 8 390 +3
Feb04 031017 242.00 242.00 238.50 238.50 -4.25 0 172 +0
Total Volume and Open Interest 82 1,060 +0
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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