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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue October 21, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031021 723.00 734.75 722.00 730.25 +1.00 42,140 96,583 -2,072
Jan04 031021 723.50 735.50 723.50 730.75 +0.25 25,700 78,665 +7,077
Mar04 031021 707.00 720.50 707.00 716.25 +4.50 4,379 28,004 -220
May04 031021 667.00 676.00 666.50 671.75 +2.75 3,245 37,716 -288
Jul04 031021 652.00 662.50 652.00 657.50 +2.00 1,327 16,387 +327
Aug04 031021 635.00 640.50 634.00 635.00 +2.50 261 1,945 -7
Sep04 031021 614.00 614.00 608.00 608.00 -0.50 13 243 +12
Total Volume and Open Interest 77,658 267,035 +4,966
Soybean Meal(CBOT)
Dec03 031021 221.50 226.30 221.20 225.00 +2.70 15,805 72,600 -474
Jan04 031021 218.30 222.80 218.30 222.20 +2.70 5,261 16,455 +1,208
Mar04 031021 211.70 216.30 211.70 215.40 +2.80 1,957 21,258 +263
May04 031021 198.80 202.50 198.80 201.60 +2.20 3,219 24,904 -37
Jul04 031021 193.50 196.00 193.50 195.30 +2.70 2,061 14,660 -179
Aug04 031021 186.00 188.50 186.00 187.50 +2.50 1,172 3,758 +231
Sep04 031021 177.50 180.80 177.50 179.60 +2.70 810 4,171 +339
Oct04 031021 169.50 171.30 169.00 170.00 +2.60 322 2,978 +81
Total Volume and Open Interest 31,273 168,235 +1,654
Soybean Oil(CBOT)
Dec03 031021 26.13 26.20 25.95 26.01 -0.24 11,180 72,903 -47
Jan04 031021 25.88 25.98 25.78 25.80 -0.26 3,432 19,167 -807
Mar04 031021 25.41 25.55 25.35 25.43 -0.14 1,357 21,450 -28
May04 031021 24.70 24.78 24.61 24.64 -0.29 2,710 20,611 +392
Jul04 031021 24.25 24.35 24.16 24.21 -0.29 1,817 19,431 +394
Aug04 031021 23.85 23.85 23.80 23.80 -0.17 192 2,244 +121
Sep04 031021 23.45 23.45 23.25 23.25 -0.15 88 1,190 +84
Oct04 031021 22.80 22.80 22.50 22.50 -0.30 1 1,568 +1
Total Volume and Open Interest 20,930 162,774 +78
Canola(WCE)
Nov03 031021 378.0 380.1 377.4 378.1 -1.0 4,786 23,129 -4,927
Jan04 031021 383.0 385.7 382.1 383.1 -1.0 4,666 16,679 +1,620
Mar04 031021 385.5 387.5 385.5 385.5 -1.0 1,112 2,340 +908
May04 031021 387.5 388.5 387.5 388.2 -1.1 15 2,119 +5
Jul04 031021 387.0 390.5 387.0 390.0 +3.0 250 2,989 -15
Total Volume and Open Interest 10,829 51,496 -2,429
Corn(CBOT)
Dec03 031021 213.50 217.50 213.50 215.75 +2.00 33,763 241,349 +1,057
Mar04 031021 220.00 223.50 220.00 222.00 +1.50 12,852 114,606 +3,005
May04 031021 224.50 227.75 224.50 226.00 +1.00 2,776 23,127 +224
Jul04 031021 228.00 230.50 227.75 229.00 +1.00 1,722 27,467 +293
Sep04 031021 230.25 232.00 229.75 230.50 +0.75 156 5,130 +33
Dec04 031021 234.25 235.50 233.50 234.50 +0.25 1,676 20,410 +611
Total Volume and Open Interest 52,953 433,968 +5,227
Wheat(CBOT)
Dec03 031021 333.00 341.25 333.00 340.50 +6.75 13,675 73,100 -2,218
Mar04 031021 344.50 351.50 344.00 351.00 +6.75 3,823 26,347 +203
May04 031021 344.50 350.00 344.50 349.50 +4.75 254 2,687 +79
Jul04 031021 325.50 330.00 325.50 329.75 +4.50 437 4,668 +123
Sep04 031021 334.50 334.50 334.50 334.50 +4.25 0 151 +0
Total Volume and Open Interest 18,192 107,140 -1,814
Wheat(KCBT)
Dec03 031021 334.00 341.00 334.00 340.50 +5.50 3,080 42,648 -184
Mar04 031021 342.00 348.00 341.25 347.00 +4.75 1,816 16,478 -120
May04 031021 344.00 349.00 344.00 349.00 +5.00 170 2,105 +83
Jul04 031021 329.00 333.50 329.00 333.50 +5.00 328 2,352 +28
Sep04 031021 336.00 336.00 336.00 336.00 +5.75 0 231 +0
Total Volume and Open Interest 5,394 63,851 -193
Wheat(MGE)
Dec03 031021 352.00 355.25 351.50 354.75 +3.00 2,045 16,447 -153
Mar04 031021 351.00 355.75 351.00 355.50 +4.25 1,760 11,013 +460
May04 031021 355.50 357.00 355.50 356.50 +4.25 304 1,513 -93
Jul04 031021 359.50 359.50 359.50 359.50 +5.25 24 528 +18
Sep04 031021 351.00 351.25 351.00 351.25 +2.75 50 344 +2
Total Volume and Open Interest 4,200 29,912 +251
Oats(CBOT)
Dec03 031021 139.75 140.25 137.75 139.25 +3.50 781 5,139 +190
Mar04 031021 143.00 144.50 143.00 144.00 +2.50 105 1,323 +107
May04 031021 145.50 146.50 145.50 146.25 +1.25 0 90 +0
Jul04 031021 147.25 147.25 147.25 147.25 +0.25 0 29 +0
Total Volume and Open Interest 886 6,583 +297
Rough Rice(CBOT)
Nov03 031021 6.80 6.87 6.77 6.82 -0.01 324 3,962 -67
Jan04 031021 7.02 7.06 6.97 7.00 -0.02 111 1,960 -21
Mar04 031021 7.20 7.25 7.16 7.18 -0.03 6 1,039 +3
May04 031021 7.35 7.36 7.35 7.36 -0.02 8 596 +5
Total Volume and Open Interest 449 7,925 -80
Live Cattle(CME)
Oct03 031021 97.250 98.350 96.350 97.650 -0.200 1,543 3,544 -263
Dec03 031021 87.900 89.500 87.075 88.475 -0.075 7,381 53,931 -1,168
Feb04 031021 82.850 84.400 81.950 84.075 +1.100 2,788 26,748 +245
Apr04 031021 79.250 80.100 78.675 79.725 +0.500 2,118 18,081 -771
Jun04 031021 74.200 74.825 73.600 74.675 +0.525 810 10,343 +102
Aug04 031021 73.650 74.350 73.400 74.150 +0.650 471 2,801 +8
Total Volume and Open Interest 15,345 116,937 -1,803
Feeder Cattle(CME)
Oct03 031021 104.100 104.100 103.000 103.075 -1.425 592 3,216 -61
Nov03 031021 99.300 99.300 98.125 98.225 -1.400 1,194 7,208 +71
Jan04 031021 93.900 94.100 92.550 93.100 -0.950 863 5,870 -52
Mar04 031021 89.750 90.200 88.250 89.525 -0.225 254 1,536 -36
Apr04 031021 87.000 87.450 86.500 87.450 +0.050 203 736 +50
May04 031021 86.300 86.800 85.550 86.500 +0.150 230 1,008 +184
Aug04 031021 86.300 87.100 86.200 86.350 -0.275 34 460 -8
Total Volume and Open Interest 3,372 20,157 +146
Lean Hogs(CME)
Dec03 031021 56.900 56.900 55.675 55.675 -2.000 3,432 28,956 +181
Feb04 031021 59.300 59.500 58.200 58.400 -1.650 1,503 11,254 +570
Apr04 031021 59.500 59.850 59.000 59.350 -0.700 485 4,522 +82
May04 031021 61.000 61.350 60.850 61.275 -0.225 31 658 -2
Jun04 031021 64.500 64.500 63.900 64.100 -0.575 86 1,597 +21
Jul04 031021 60.850 60.900 60.200 60.350 -0.650 14 548 +10
Aug04 031021 58.700 58.700 58.700 58.700 -0.550 1 219 +0
Oct04 031021 51.200 51.200 50.700 50.700 -0.450 3 121 +0
Total Volume and Open Interest 5,555 47,883 +862
Pork Bellies(CME)
Feb04 031021 84.500 84.700 83.250 83.450 -2.000 554 1,795 -98
Mar04 031021 83.575 84.050 83.050 83.050 -1.975 15 44 -2
May04 031021 85.350 85.350 84.300 84.300 -1.100 5 40 +1
Jul04 031021 87.250 87.250 87.250 87.250 -1.450 0 32 +0
Aug04 031021 86.750 86.750 86.750 86.750 -2.500 0 3 +0
Total Volume and Open Interest 574 1,914 -99
BFP Milk Class III(CME)
Oct03 031021 14.35 14.35 14.35 14.35 unch 0 5,727 -2
Nov03 031021 13.17 13.49 13.17 13.40 +0.28 545 4,911 +71
Dec03 031021 12.25 12.40 12.25 12.39 +0.20 166 3,800 +34
Jan04 031021 11.67 11.73 11.65 11.73 +0.08 79 1,538 +24
Feb04 031021 11.44 11.50 11.40 11.50 +0.08 41 1,316 +23
Total Volume and Open Interest 1,235 23,074 +357
Cocoa(NYBOT)
Dec03 031021 1405 1415 1395 1407 +22 6,221 28,797 +1,104
Mar04 031021 1400 1400 1379 1391 +22 2,936 21,773 +401
May04 031021 1398 1398 1379 1389 +22 1,518 10,895 +529
Jul04 031021 1397 1397 1397 1397 +22 340 5,503 +69
Sep04 031021 1406 1407 1395 1407 +21 278 6,718 +161
Dec04 031021 1430 1430 1417 1417 +17 204 7,910 +127
Mar05 031021 1430 1430 1430 1430 +18 1 3,219 +0
Total Volume and Open Interest 11,498 86,516 +2,203
Coffee "C"(NYBOT)
Dec03 031021 61.60 62.90 61.15 62.45 +0.85 7,057 49,622 +17
Mar04 031021 64.30 65.65 64.05 65.25 +0.85 1,961 16,292 +89
May04 031021 66.10 67.25 66.05 67.00 +0.90 275 4,402 +31
Jul04 031021 67.80 69.00 67.75 68.60 +0.85 163 2,732 -29
Sep04 031021 69.40 70.60 69.25 70.10 +0.85 117 4,631 +10
Dec04 031021 71.60 72.70 71.60 72.55 +0.85 16 1,695 +5
Total Volume and Open Interest 9,594 80,603 +128
Orange Juice(NYBOT)
Nov03 031021 68.80 70.00 68.55 69.50 +1.05 1,724 11,665 -636
Jan04 031021 70.15 71.40 69.95 71.30 +1.40 1,794 11,181 +362
Mar04 031021 72.60 74.00 72.50 73.75 +1.40 447 4,835 +247
May04 031021 74.60 75.75 74.60 75.75 +1.35 42 2,577 +29
Jul04 031021 77.75 77.75 77.75 77.75 +1.35 15 323 +10
Total Volume and Open Interest 4,239 31,037 +215
Sugar #11(NYBOT)
Mar04 031021 6.05 6.09 5.97 6.05 +0.03 12,711 117,748 -131
May04 031021 6.13 6.15 6.09 6.12 unch 1,743 21,157 +277
Jul04 031021 6.12 6.15 6.10 6.12 +0.02 1,047 22,148 -230
Oct04 031021 6.28 6.29 6.25 6.27 +0.01 2,024 16,987 +149
Mar05 031021 6.41 6.43 6.41 6.42 unch 859 5,618 +454
Total Volume and Open Interest 18,601 187,742 +628
London Cocoa(LCE)
Dec03 031021 856 874 854 864 +8 1,612 63,108 -122
Mar04 031021 888 900 881 891 +8 2,157 44,971 +266
May04 031021 905 916 900 908 +8 952 15,848 +214
Jul04 031021 923 930 916 923 +7 340 13,460 +3
Sep04 031021 939 946 930 939 +7 397 16,441 -66
Dec04 031021 961 961 953 955 +8 286 9,551 +157
Mar05 031021 971 971 964 965 +8 32 7,844 -5
Total Volume and Open Interest 5,786 172,073 +457
London Coffee(LCE)
Nov03 031021 686.00 689.00 679.00 689.00 +3.00 2,698 29,022 -1,026
Jan04 031021 709.00 713.00 702.00 712.00 +4.00 3,223 40,595 +1,163
Mar04 031021 726.00 731.00 720.00 731.00 +5.00 947 16,758 +281
May04 031021 744.00 748.00 736.00 748.00 +5.00 454 13,332 +362
Jul04 031021 751.00 762.00 749.00 762.00 +5.00 31 4,549 +31
Sep04 031021 777.00 777.00 777.00 777.00 +6.00 0 3,949 +0
Total Volume and Open Interest 7,353 110,846 +811
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031021 177.50 177.50 175.70 177.10 -0.20 2,905 19,216 -759
Mar04 031021 182.80 183.00 181.50 182.50 -0.60 689 10,512 +448
May04 031021 186.00 186.00 185.00 185.50 -0.60 57 3,104 +5
Aug04 031021 186.80 186.80 186.40 186.60 -0.60 60 4,478 +10
Total Volume and Open Interest 3,782 40,406 -246
Cotton(NYBOT)
Dec03 031021 74.90 75.60 74.55 75.31 -0.13 6,226 66,096 -3,070
Mar04 031021 77.60 78.00 77.31 77.72 -0.44 4,671 30,426 +283
May04 031021 78.10 78.50 77.80 78.25 -0.38 672 7,809 +11
Jul04 031021 77.75 78.40 77.65 78.10 -0.15 341 3,881 +50
Oct04 031021 68.00 68.00 67.85 67.85 -0.15 0 253 +0
Dec04 031021 68.00 68.25 68.00 68.10 -0.15 279 2,194 +28
Total Volume and Open Interest 12,189 110,921 -2,698
Lumber(CME)
Nov03 031021 279.5 286.5 279.0 282.8 +5.5 638 1,902 -322
Jan04 031021 278.7 288.6 278.7 286.0 +7.4 227 882 -30
Mar04 031021 287.0 293.7 287.0 289.5 +5.8 2 117 -4
May04 031021 294.7 294.7 288.7 288.7 +4.0 0 29 +0
Total Volume and Open Interest 867 2,930 -356
Crude Oil(NYM)
Nov03 031021 30.60 30.65 30.05 30.18 -0.17 38,278 25,721 -4,781
Dec03 031021 30.68 30.68 30.16 30.32 -0.11 96,835 184,318 +2,292
Jan04 031021 30.28 30.28 29.88 29.95 -0.14 20,874 57,663 +622
Feb04 031021 29.80 29.80 29.45 29.55 -0.14 8,484 26,007 -59
Mar04 031021 29.45 29.45 29.05 29.14 -0.13 3,489 27,129 -676
Apr04 031021 29.00 29.00 28.74 28.74 -0.12 738 21,765 -94
May04 031021 28.30 28.42 28.30 28.36 -0.11 1,467 12,546 -85
Jun04 031021 28.10 28.10 27.98 27.98 -0.10 3,848 26,833 +654
Jul04 031021 27.65 27.65 27.65 27.65 -0.09 442 9,906 -15
Aug04 031021 27.38 27.38 27.38 27.38 -0.08 720 9,634 +108
Sep04 031021 27.11 27.11 27.11 27.11 -0.08 1,018 14,777 -608
Oct04 031021 26.85 26.85 26.85 26.85 -0.08 95 8,995 +25
Nov04 031021 26.62 26.62 26.62 26.62 -0.08 120 7,366 -27
Dec04 031021 26.48 26.50 26.42 26.42 -0.06 3,534 27,229 -704
Jan05 031021 26.23 26.23 26.23 26.23 -0.07 1,752 8,018 +650
Feb05 031021 26.09 26.09 26.09 26.09 -0.07 3 3,458 +0
Total Volume and Open Interest 183,052 545,538 -2,458
Heating Oil(NYM)
Nov03 031021 83.00 83.60 82.20 82.59 +0.25 17,221 29,117 -528
Dec03 031021 84.00 84.40 83.05 83.41 +0.10 11,574 52,498 +139
Jan04 031021 84.50 85.00 83.70 83.96 +0.05 2,806 24,410 +640
Feb04 031021 84.20 84.40 83.30 83.36 -0.05 1,034 15,230 +6
Mar04 031021 81.80 82.00 81.35 81.36 -0.20 1,368 12,872 -137
Apr04 031021 78.70 79.40 78.31 78.31 -0.30 466 7,344 -244
May04 031021 76.35 76.50 74.80 75.26 -0.30 348 3,919 -171
Jun04 031021 73.16 73.16 73.16 73.16 -0.30 409 6,023 +4
Jul04 031021 72.21 72.21 72.21 72.21 -0.30 20 3,380 +0
Aug04 031021 72.90 72.90 72.11 72.11 -0.30 5 1,928 +5
Sep04 031021 73.00 73.00 72.61 72.61 -0.30 6 1,611 +0
Oct04 031021 73.16 73.16 73.16 73.16 -0.30 4 1,103 +0
Total Volume and Open Interest 35,516 165,143 -68
Unleaded Gas(NYM)
Nov03 031021 86.20 86.30 84.30 84.88 -0.99 17,447 26,814 -1,661
Dec03 031021 83.20 83.40 81.80 82.20 -0.59 10,135 43,729 +729
Jan04 031021 82.00 82.00 81.00 81.00 -0.54 1,928 10,870 +44
Feb04 031021 81.25 81.25 81.25 81.25 -0.49 187 2,784 +136
Mar04 031021 81.95 81.95 81.95 81.95 -0.44 161 2,804 +144
Apr04 031021 88.75 88.75 88.55 88.55 -0.39 366 4,253 +168
May04 031021 88.25 88.25 88.25 88.25 -0.39 380 1,915 +7
Jun04 031021 87.05 87.05 87.05 87.05 -0.39 91 1,058 +77
Total Volume and Open Interest 30,695 94,227 -356
Natural Gas(NYM)
Nov03 031021 4.910 4.960 4.810 4.875 +0.103 47,406 37,853 -4,505
Dec03 031021 5.240 5.280 5.150 5.225 +0.077 28,601 50,131 -4,606
Jan04 031021 5.460 5.490 5.380 5.432 +0.052 9,170 32,981 -1,188
Feb04 031021 5.410 5.440 5.340 5.387 +0.047 4,304 22,793 +115
Mar04 031021 5.210 5.240 5.140 5.187 +0.047 5,497 20,229 +217
Apr04 031021 4.740 4.780 4.680 4.742 +0.067 3,998 22,381 +78
May04 031021 4.630 4.675 4.590 4.647 +0.067 960 15,287 +82
Jun04 031021 4.630 4.680 4.600 4.647 +0.067 842 13,874 +26
Jul04 031021 4.650 4.680 4.610 4.652 +0.065 385 11,164 +100
Aug04 031021 4.660 4.690 4.630 4.667 +0.065 279 10,419 +6
Sep04 031021 4.620 4.670 4.600 4.652 +0.065 830 8,709 -177
Oct04 031021 4.660 4.690 4.630 4.667 +0.065 936 8,208 -230
Nov04 031021 4.835 4.850 4.800 4.840 +0.065 329 7,554 +99
Dec04 031021 4.995 4.995 4.960 4.995 +0.061 1,107 8,736 -977
Jan05 031021 5.105 5.140 5.080 5.110 +0.065 46 6,985 +1
Feb05 031021 5.085 5.100 5.060 5.070 +0.055 255 7,861 -17
Total Volume and Open Interest 105,542 352,277 -10,860
Brent Crude Oil(IPE)
Dec03 031021 28.85 28.99 28.50 28.63 +0.01 54,307 107,467 -11,295
Jan04 031021 28.52 28.56 28.12 28.23 -0.07 13,808 66,453 -140
Feb04 031021 28.00 28.14 27.80 27.83 -0.12 3,248 14,371 +173
Mar04 031021 27.70 27.74 27.43 27.45 -0.16 749 14,893 +373
Apr04 031021 27.35 27.42 27.08 27.10 -0.20 323 7,214 +103
May04 031021 27.00 27.08 26.77 26.77 -0.22 700 5,792 +0
Jun04 031021 26.72 26.77 26.48 26.48 -0.20 2,215 25,214 +657
Jul04 031021 26.21 26.21 26.21 26.21 -0.17 0 6,861 +0
Aug04 031021 26.23 26.23 25.95 25.95 -0.15 75 4,668 +0
Sep04 031021 25.86 25.86 25.72 25.72 -0.14 0 3,992 +0
Oct04 031021 25.51 25.51 25.51 25.51 -0.15 0 2,561 +0
Nov04 031021 25.36 25.36 25.33 25.33 -0.15 75 92 +75
Dec04 031021 25.33 25.41 25.15 25.18 -0.13 4,136 28,096 -30
Total Volume and Open Interest 79,861 304,514 -10,084
Gas Oil(IPE)
Nov03 031021 253.75 257.25 251.00 257.00 +3.00 18,433 46,384 -5,842
Dec03 031021 251.00 252.00 247.25 252.00 +2.00 13,118 48,282 +418
Jan04 031021 247.50 249.00 245.00 248.50 +1.25 5,100 19,775 -2,207
Feb04 031021 243.00 243.25 243.00 243.25 +0.25 684 8,034 -684
Mar04 031021 236.75 237.75 236.75 237.75 +0.25 250 5,205 +0
Apr04 031021 232.00 232.00 232.00 232.00 +0.25 100 5,321 -15
May04 031021 226.50 226.50 226.50 226.50 unch 150 3,053 +0
Jun04 031021 224.50 225.00 222.25 225.00 +0.25 2,221 12,259 -467
Jul04 031021 224.25 224.75 224.25 224.75 +0.25 150 1,486 -100
Aug04 031021 224.25 224.25 224.25 224.25 unch 0 1,219 +0
Total Volume and Open Interest 42,056 167,668 -8,147
US Dollar Index(NYBOT)
Dec03 031021 92.84 92.94 92.35 92.64 -0.09 1,326 19,462 -133
Mar04 031021 93.04 93.07 92.80 93.05 -0.09 21 2,121 +9
Jun04 031021 93.50 93.50 93.50 93.50 -0.09 2 12 -1
Total Volume and Open Interest 1,349 21,595 -125
Australian Dollar(CME)
Dec03 031021 68.87 69.65 68.87 69.47 +0.67 2,505 52,894 -682
Mar04 031021 68.28 68.98 68.27 68.81 +0.66 0 591 -2
Jun04 031021 68.15 68.15 68.15 68.15 +0.65 0 92 +0
Total Volume and Open Interest 2,505 53,659 -684
British Pound(CME)
Dec03 031021 166.47 167.14 166.45 166.56 -0.19 2,881 52,051 -102
Mar04 031021 165.40 165.40 165.40 165.40 -0.19 0 241 +1
Jun04 031021 164.24 164.24 164.24 164.24 -0.19 0 1 +0
Total Volume and Open Interest 2,881 52,293 -101
Canadian Dollar(CME)
Dec03 031021 75.38 75.94 75.24 75.72 +0.22 5,130 73,073 -1,559
Mar04 031021 75.05 75.60 74.98 75.45 +0.22 57 3,831 +6
Jun04 031021 75.05 75.33 75.05 75.20 +0.22 6 1,166 +5
Sep04 031021 74.84 75.13 74.84 74.97 +0.22 1 650 +1
Total Volume and Open Interest 5,195 78,947 -1,546
Japanese Yen(CME)
Dec03 031021 90.95 91.55 90.95 91.35 +0.47 8,855 148,367 -1,499
Mar04 031021 91.20 91.78 91.20 91.63 +0.47 15 435 +13
Jun04 031021 91.91 91.91 91.91 91.91 +0.47 0 111 +0
Total Volume and Open Interest 8,870 148,961 -1,486
Swiss Franc(CME)
Dec03 031021 74.90 75.50 74.90 75.13 -0.15 3,565 56,015 -559
Mar04 031021 75.45 75.45 75.28 75.28 -0.15 0 165 +0
Jun04 031021 75.42 75.42 75.42 75.42 -0.15 1 109 +0
Total Volume and Open Interest 3,566 56,321 -559
EuroFX(CME)
Dec03 031021 116.04 116.83 116.02 116.33 -0.08 12,060 108,503 +3,902
Mar04 031021 115.84 116.40 115.84 116.05 -0.08 2 1,252 -14
Jun04 031021 115.78 115.78 115.78 115.78 -0.08 3 65 +3
Total Volume and Open Interest 12,065 109,922 +3,891
Mexican Peso(CME)
Dec03 031021 8950.0 8960.0 8900.0 8942.0 +32.0 4,015 38,843 -1,848
Mar04 031021 8827.0 8827.0 8827.0 8827.0 +32.0 2 604 +0
Total Volume and Open Interest 4,017 39,595 -1,848
30-Year T-Bonds(CBOT)
Dec03 031021 107~01 107~29 107~00 107~10 +0~03 215,175 417,573 +1,911
Mar04 031021 105~26 106~14 105~24 105~29 +0~03 950 16,984 +87
Jun04 031021 105~00 105~00 104~17 104~17 +0~03 2 290 +2
Total Volume and Open Interest 216,127 435,224 +2,000
Municipal Bonds(CBOT)
Dec03 031021 100~06 100~16 100~03 100~04 +0~01 104 1,545 -45
Total Volume and Open Interest 104 1,545 -45
10-Year T-Notes(CBOT)
Dec03 031021 111~105 111~310 111~085 111~155 +0~010 502,368 940,018 -1,531
Mar04 031021 110~075 110~140 109~300 110~000 +0~015 6,827 63,617 +3,532
Total Volume and Open Interest 509,195 1,003,646 +2,001
5-Year T-Notes(CBOT)
Dec03 031021 111~125 111~215 111~105 111~120 +0~015 248,413 0 -828,664
Mar04 031021 110~020 110~030 110~020 110~030 +0~025 3,826 17,026 +2,689
Total Volume and Open Interest 252,239 17,026 +2,689
2 Year T-Notes(CBOT)
Dec03 031021 107~005 107~018 107~004 107~004 unch 9,635 142,972 -821
Total Volume and Open Interest 9,635 142,972 -821
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031021 98.780 98.795 98.780 98.785 +0.005 79,284 736,314 +6,567
Mar04 031021 98.580 98.600 98.560 98.565 unch 113,816 666,660 +10,777
Jun04 031021 98.245 98.275 98.200 98.205 -0.020 145,989 582,955 -3,814
Sep04 031021 97.845 97.890 97.790 97.795 -0.035 165,765 567,332 -10,786
Dec04 031021 97.405 97.460 97.345 97.355 -0.030 95,514 533,072 -9,785
Mar05 031021 97.010 97.070 96.955 96.965 -0.020 37,210 325,416 -5,655
Jun05 031021 96.660 96.720 96.620 96.640 unch 26,262 256,311 -921
Sep05 031021 96.360 96.425 96.335 96.345 +0.005 23,378 199,120 +623
Dec05 031021 96.090 96.145 96.065 96.085 +0.015 12,605 147,737 +2,895
Mar06 031021 95.870 95.905 95.835 95.855 +0.020 9,757 131,653 +1,664
Jun06 031021 95.650 95.675 95.615 95.630 +0.025 10,762 122,701 +3,650
Sep06 031021 95.430 95.470 95.420 95.430 +0.030 8,216 105,020 +2,376
Total Volume and Open Interest 769,611 4,933,720 +7,099
3-Mth Euro-Yen(CME)
Dec03 031021 99.91 99.91 99.91 99.91 unch 38 5,450 +23
Mar04 031021 99.86 99.86 99.86 99.86 unch 122 6,465 -239
Jun04 031021 99.84 99.84 99.84 99.84 +0.02 354 11,698 -95
Sep04 031021 99.74 99.74 99.74 99.74 +0.02 841 5,430 -1,240
Dec04 031021 99.62 99.62 99.62 99.62 +0.03 1 2,284 -19
Mar05 031021 99.49 99.50 99.49 99.49 +0.05 22 5,501 +170
Jun05 031021 99.38 99.38 99.37 99.37 +0.06 80 465 +149
Sep05 031021 99.25 99.25 99.25 99.25 +0.07 1 4,977 +15
Dec05 031021 99.16 99.16 99.16 99.16 +0.08 0 73 +0
Mar06 031021 99.02 99.02 99.02 99.02 +0.05 0 229 +0
Total Volume and Open Interest 1,459 43,530 -1,231
3-Mth Euro-Yen(SIMEX)
Dec03 031021 99.91 99.91 99.91 99.91 +0.01 3,037 43,311 +677
Mar04 031021 99.86 99.87 99.86 99.87 +0.01 3,669 58,285 +270
Jun04 031021 99.82 99.84 99.82 99.84 +0.02 7,024 71,664 +265
Sep04 031021 99.71 99.75 99.71 99.75 +0.03 4,262 35,351 +769
Dec04 031021 99.58 99.65 99.58 99.63 +0.05 3,114 29,359 +731
Mar05 031021 99.45 99.51 99.45 99.48 +0.04 1,795 18,996 -2,156
Jun05 031021 99.34 99.40 99.34 99.36 +0.06 1,285 10,615 +586
Sep05 031021 99.25 99.25 99.25 99.25 +0.08 153 8,990 +46
Total Volume and Open Interest 24,415 288,929 +1,193
German Euro-Bund(EUREX)
Dec03 031021 112.55 113.12 112.45 113.07 +0.38 670,672 894,373 -252
Mar04 031021 112.02 112.59 111.99 112.59 +0.41 4,561 12,044 +3,754
Jun04 031021 112.07 112.07 112.07 112.07 +0.38 3,153 0 +0
Total Volume and Open Interest 678,386 906,417 +3,502
German Euro-Bobl(EUREX)
Dec03 031021 110.02 110.39 110.01 110.33 +0.27 457,038 617,198 +6,756
Mar04 031021 109.86 109.86 109.86 109.86 +0.29 5,401 16,894 +669
Jun04 031021 109.27 109.27 109.27 109.27 +0.26 1,960 0 +0
Total Volume and Open Interest 464,399 634,092 +7,425
Long Gilt(LIFFE)
Dec03 031021 115~07 115~22 115~01 115~20 +0~09 25,438 158,238 +873
Mar04 031021 107~12 107~12 107~12 107~12 +0~09 0 150 +0
Total Volume and Open Interest 25,438 158,388 +873
3-Mth Short Sterling(LIFFE)
Dec03 031021 96.05 96.08 96.04 96.07 +0.01 16,884 0 +0
Mar04 031021 95.67 95.72 95.65 95.70 +0.02 20,856 0 +0
Jun04 031021 95.35 95.42 95.33 95.40 +0.04 17,971 0 +0
Total Volume and Open Interest 88,719    
3-Mth Euribor(LIFFE)
Dec03 031021 97.830 97.850 97.825 97.840 +0.010 41,040 645,491 -1,013
Mar04 031021 97.705 97.755 97.700 97.745 +0.040 70,046 446,379 +3,474
Jun04 031021 97.475 97.545 97.460 97.540 +0.070 97,341 385,821 +262
Total Volume and Open Interest 402,754 2,623,474 +10,377
3-Mth Aus T-Bills(SFE)
Dec03 031021 94.88 94.88 94.86 94.88 +0.01 17,357 206,838 -6,203
Mar04 031021 94.63 94.64 94.61 94.63 unch 20,901 88,981 +1,538
Jun04 031021 94.46 94.47 94.44 94.46 +0.02 6,618 48,592 +3,626
Sep04 031021 94.32 94.33 94.31 94.32 +0.02 1,664 24,504 +158
Dec04 031021 94.23 94.23 94.20 94.21 +0.02 1,485 19,675 +1,375
Mar05 031021 94.12 94.13 94.12 94.13 +0.03 186 17,245 -160
Jun05 031021 94.04 94.05 94.03 94.04 +0.02 170 11,035 +220
Sep05 031021 93.96 93.97 93.96 93.97 +0.02 206 3,518 +195
Dec05 031021 93.91 93.91 93.91 93.91 +0.03 1 1,716 +0
Mar06 031021 93.86 93.86 93.86 93.86 +0.02 0 878 +0
Total Volume and Open Interest 48,588 423,587 +749
10-Year Aus T-Bonds(SFE)
Dec03 031021 94.24 94.25 94.21 94.25 +0.04 2,535 169,438 -210
Mar04 031021 94.25 94.25 94.25 94.25 +0.04      
Total Volume and Open Interest 25,275 169,648 -206
3-Year Aus T-Bonds(SFE)
Dec03 031021 94.44 94.46 94.42 94.45 +0.03 92,975 372,900 -15,314
Mar04 031021 94.45 94.45 94.45 94.45 +0.03      
Total Volume and Open Interest 92,975 372,900 -15,314
Gold(CMX)
Oct03 031021 378.7 382.0 377.6 381.7 +7.7 9 266 -18
Dec03 031021 377.0 382.5 376.8 382.0 +7.6 28,207 163,735 -2,184
Feb04 031021 378.5 383.5 378.2 382.9 +7.6 807 22,031 +298
Apr04 031021 379.0 384.0 379.0 383.7 +7.6 3 7,326 +2
Jun04 031021 378.8 385.0 378.8 384.4 +7.6 231 11,286 +103
Aug04 031021 385.2 385.2 385.2 385.2 +7.6 35 7,032 +33
Total Volume and Open Interest 30,961 243,680 -1,129
Silver(CMX)
Dec03 031021 505.0 509.0 502.0 506.8 +6.3 11,587 68,520 +1,456
Mar04 031021 505.5 510.0 504.5 507.9 +6.5 1,574 12,360 +867
May04 031021 509.0 509.0 509.0 509.0 +6.5 0 1,120 +0
Jul04 031021 508.0 509.8 508.0 509.8 +6.3 2 2,176 +0
Sep04 031021 510.6 510.6 510.6 510.6 +6.5 0 575 +0
Total Volume and Open Interest 13,340 91,171 +2,371
Platinum(NYM)
Oct03 031021 740.0 742.0 740.0 740.3 -0.9 58 41 -33
Jan04 031021 735.0 737.0 730.2 735.8 -0.9 743 8,340 +234
Apr04 031021 724.0 726.8 724.0 726.8 +0.1 0 40 +0
Total Volume and Open Interest 801 8,421 +201
Palladium(NYME)
Dec03 031021 196.00 200.90 193.50 198.85 +1.65 288 5,093 -110
Mar04 031021 194.70 198.35 194.70 198.35 +1.65 3 206 +3
Jun04 031021 199.00 199.00 198.35 198.35 +1.65 1 37 -1
Total Volume and Open Interest 292 5,336 -108
Copper(CMX)
Dec03 031021 90.25 91.00 90.10 90.60 -0.55 7,004 88,117 +32
Mar04 031021 90.55 91.00 90.45 90.85 -0.50 1,558 9,029 +186
May04 031021 90.50 90.65 90.50 90.65 -0.55 6 3,208 +6
Jul04 031021 90.50 90.65 90.50 90.65 -0.55 8 2,135 +1
Sep04 031021 90.55 90.55 90.55 90.55 -0.55 0 1,324 +0
Total Volume and Open Interest 8,938 111,211 +234
DJIA Index(CBOT)
Dec03 031021 9770 9775 9700 9715 -44 5,634 31,698 +285
Mar04 031021 9695 9695 9690 9690 -44 77 1,319 +61
Jun04 031021 9665 9665 9665 9665 -44 0 1 +0
Total Volume and Open Interest 5,711 33,018 +346
S & P 500(CME)
Dec03 031021 1043.00 1047.70 1041.00 1043.40 -1.90 30,662 564,246 +3,785
Mar04 031021 1043.50 1045.50 1041.50 1041.90 -1.90 20 15,333 +2
Jun04 031021 1041.40 1041.40 1041.40 1041.40 -1.90 0 604 +0
Sep04 031021 1041.40 1041.40 1041.40 1041.40 -1.90 0 178 +0
Total Volume and Open Interest 30,684 580,387 +3,789
S & P 500 E-Mini(Globex)
Dec03 031021 1045.25 1049.50 1040.75 1043.50 -1.75 549,399 481,043 +17,000
Mar04 031021 1046.00 1046.00 1040.75 1042.00 -1.75 296 1,477 -36
Total Volume and Open Interest 549,695 482,520 +16,964
NASDAQ 100(CME)
Dec03 031021 1413.50 1427.50 1406.00 1419.50 +8.00 11,339 75,672 -409
Mar04 031021 1422.50 1422.50 1422.50 1422.50 +8.00 0 54 +0
Jun04 031021 1425.50 1425.50 1425.50 1425.50 +8.00      
Total Volume and Open Interest 11,339 75,726 -409
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031021 1410.0 1427.5 1406.0 1419.5 +8.0 254,848 212,147 +1,374
Mar04 031021 1422.0 1429.0 1417.5 1422.5 +8.0 35 1,202 -2
Total Volume and Open Interest 254,883 213,349 +1,372
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031021 538.50 541.50 536.50 540.00 +0.45 664 14,058 +351
Mar04 031021 539.80 539.80 539.80 539.80 +0.45      
Jun04 031021 540.25 540.25 540.25 540.25 +0.45 0 1 +0
Total Volume and Open Interest 664 14,059 +351
Russell 2000(CME)
Dec03 031021 521.00 527.00 521.00 524.25 +1.50 1,336 21,775 -151
Mar04 031021 524.25 524.25 524.25 524.25 +1.50      
Jun04 031021 524.25 524.25 524.25 524.25 +1.50      
Total Volume and Open Interest 1,336 21,775 -151
Value Line(KCBT)
Dec03 031021 1417.00 1417.00 1417.00 1417.00 +7.00 3 30 -2
Total Volume and Open Interest 3 30 -2
Nikkei 225(CME)
Dec03 031021 11050 11110 11015 11100 -75 2,240 27,673 -173
Mar04 031021 11110 11110 11110 11110 -75 0 7 +0
Total Volume and Open Interest 2,240 27,680 -173
Nikkei 225(SIMEX)
Dec03 031021 11235 11240 10990 11060 -55 25,739 158,401 +2,863
Mar04 031021 11055 11055 11055 11055 -55 0 4,985 +0
Jun04 031021 11010 11010 11010 11010 -55      
Total Volume and Open Interest 25,739 163,386 +2,863
CAC 40(MATIF)
Oct03 031021 3390.0 3398.0 3353.5 3364.5 +3.5 63,762 496,213 +5,049
Nov03 031021 3387.5 3399.5 3359.0 3369.5 +4.0 75 3,418 +35
Dec03 031021 3401.5 3406.0 3368.0 3375.0 +3.5 146 120,115 +894
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031021 3595.0 3606.5 3547.5 3596.0 +21.0 99,254 251,971 -1,654
Mar04 031021 3613.5 3620.0 3572.0 3615.0 +21.0 24 10,029 +4
Jun04 031021 3635.5 3635.5 3592.0 3635.5 +21.0 50 1,387 +1
Total Volume and Open Interest 99,328 263,387 -1,649
FT-SE 100(LIFFE)
Dec03 031021 4382.00 4387.50 4355.50 4358.00 +0.50 42,137 405,311 +3,086
Mar04 031021 4370.00 4380.00 4353.00 4353.00 +1.00 29 10,444 +4
Jun04 031021 4385.00 4386.00 4366.00 4366.00 +0.50 0 6,241 +0
Total Volume and Open Interest 42,166 422,576 +3,090
SPI 200(SFE)
Dec03 031021 3301.0 3312.0 3298.0 3308.0 +18.0 8,536 146,268 -1,993
Mar04 031021 3311.0 3317.0 3311.0 3317.0 +17.0 52 3,765 +6
Jun04 031021 3327.0 3327.0 3327.0 3327.0 +17.0 5 2,134 +0
Total Volume and Open Interest 8,660 153,437 -1,987
GSCI(CME)
Nov03 031021 243.25 243.25 240.60 241.20 +0.20 166 11,692 -47
Dec03 031021 241.25 241.25 241.25 241.25 +0.25 0 10 +0
Jan04 031021 239.50 239.50 239.50 239.50 unch      
Total Volume and Open Interest 166 11,702 -47
Reuters CRB Index(NYBOT)
Nov03 031021 244.50 245.00 244.25 244.75 +0.75 29 466 +2
Jan04 031021 242.00 243.75 242.00 243.75 +0.75 17 403 +2
Feb04 031021 241.25 241.25 241.25 241.25 +0.75 2 172 +0
Total Volume and Open Interest 48 1,055 +4
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

2009 Historical Reports-
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