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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 22, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031022 740.00 750.50 738.50 749.75 +19.50 53,129 91,668 -4,915
Jan04 031022 743.00 753.00 740.00 752.00 +21.25 24,898 83,013 +4,348
Mar04 031022 728.00 733.00 725.00 732.25 +16.00 8,496 28,918 +914
May04 031022 682.00 685.25 676.50 682.50 +10.75 3,832 38,113 +397
Jul04 031022 667.00 668.75 661.50 666.50 +9.00 2,909 16,096 -291
Aug04 031022 645.00 648.00 641.00 644.50 +9.50 263 2,208 +263
Sep04 031022 614.00 616.00 614.00 614.00 +6.00 5 243 +0
Total Volume and Open Interest 94,028 267,664 +629
Soybean Meal(CBOT)
Dec03 031022 228.50 233.70 228.20 232.50 +7.50 18,832 71,816 -784
Jan04 031022 225.00 229.70 225.00 228.70 +6.50 6,067 15,774 -681
Mar04 031022 218.00 222.40 218.00 222.00 +6.60 5,016 21,277 +19
May04 031022 204.50 207.50 204.00 206.50 +4.90 2,998 25,471 +567
Jul04 031022 198.50 200.30 197.60 199.60 +4.30 1,715 14,803 +143
Aug04 031022 191.00 192.00 189.80 191.50 +4.00 410 3,852 +94
Sep04 031022 182.00 183.50 181.50 182.10 +2.50 138 4,212 +41
Oct04 031022 172.20 173.50 171.00 172.10 +2.10 51 2,955 -23
Total Volume and Open Interest 35,670 167,566 -669
Soybean Oil(CBOT)
Dec03 031022 26.38 26.62 26.21 26.56 +0.55 16,795 70,225 -2,678
Jan04 031022 26.15 26.30 25.98 26.27 +0.47 4,591 19,673 +506
Mar04 031022 25.80 25.85 25.50 25.85 +0.42 3,456 21,814 +364
May04 031022 24.85 25.05 24.70 24.97 +0.33 2,928 21,000 +389
Jul04 031022 24.40 24.48 24.20 24.41 +0.20 2,041 19,591 +160
Aug04 031022 23.80 23.95 23.80 23.90 +0.10 107 2,243 -1
Sep04 031022 23.30 23.40 23.25 23.32 +0.07 96 1,189 -1
Oct04 031022 22.50 22.70 22.40 22.40 -0.10 156 1,642 +74
Total Volume and Open Interest 30,617 161,708 -1,066
Canola(WCE)
Nov03 031022 382.5 383.3 381.7 382.2 +4.1 4,586 21,535 -1,594
Jan04 031022 386.0 388.8 386.0 388.0 +4.9 3,534 17,829 +1,150
Mar04 031022 388.5 390.1 388.5 390.1 +4.6 213 2,433 +93
May04 031022 391.0 391.0 391.0 391.0 +2.8 220 2,293 +174
Jul04 031022 394.0 394.6 393.0 394.6 +4.6 291 2,949 -40
Total Volume and Open Interest 8,909 51,288 -208
Corn(CBOT)
Dec03 031022 217.25 221.75 217.25 220.25 +4.50 56,936 242,256 +907
Mar04 031022 223.50 227.50 223.50 226.25 +4.25 19,751 116,930 +2,324
May04 031022 228.00 231.75 228.00 230.25 +4.25 3,957 23,872 +745
Jul04 031022 230.00 234.75 229.50 233.25 +4.25 4,481 27,472 +5
Sep04 031022 232.50 236.00 232.00 234.00 +3.50 375 5,432 +302
Dec04 031022 235.25 239.50 235.00 237.75 +3.25 2,628 20,961 +551
Total Volume and Open Interest 88,175 438,842 +4,874
Wheat(CBOT)
Dec03 031022 344.25 356.50 344.00 354.50 +14.00 17,881 71,747 -1,353
Mar04 031022 355.00 366.50 355.00 364.50 +13.50 4,897 26,173 -174
May04 031022 352.00 362.00 352.00 360.50 +11.00 317 2,875 +188
Jul04 031022 335.00 339.75 335.00 337.50 +7.75 758 4,891 +223
Sep04 031022 340.50 342.50 340.50 341.00 +6.50 0 151 +0
Total Volume and Open Interest 23,861 106,027 -1,113
Wheat(KCBT)
Dec03 031022 346.00 356.00 345.00 354.25 +13.75 4,740 42,634 -14
Mar04 031022 350.50 363.00 350.50 360.75 +13.75 1,409 16,551 +73
May04 031022 356.50 363.50 356.00 362.00 +13.00 27 2,097 -8
Jul04 031022 337.00 344.00 337.00 343.25 +9.75 549 2,547 +195
Sep04 031022 346.00 346.00 346.00 346.00 +10.00 55 275 +44
Total Volume and Open Interest 6,780 64,141 +290
Wheat(MGE)
Dec03 031022 357.00 368.00 356.50 365.00 +10.25 1,636 16,598 +151
Mar04 031022 358.50 371.00 358.50 367.50 +12.00 465 11,183 +170
May04 031022 359.00 371.00 359.00 369.50 +13.00 9 1,514 +1
Jul04 031022 371.50 371.50 371.00 371.00 +11.50 2 528 +0
Sep04 031022 354.00 360.00 354.00 358.00 +6.75 8 344 +0
Total Volume and Open Interest 2,122 30,230 +318
Oats(CBOT)
Dec03 031022 141.25 146.00 141.00 143.75 +4.50 1,227 5,156 +17
Mar04 031022 144.75 148.00 144.75 147.00 +3.00 99 1,301 -22
May04 031022 148.25 149.00 148.00 149.00 +2.75 5 92 +2
Jul04 031022 150.00 150.00 150.00 150.00 +2.75 0 29 +0
Total Volume and Open Interest 1,331 6,580 -3
Rough Rice(CBOT)
Nov03 031022 6.82 7.15 6.82 7.15 +0.33 538 3,767 -195
Jan04 031022 7.01 7.33 7.01 7.32 +0.32 398 1,874 -86
Mar04 031022 7.24 7.50 7.24 7.50 +0.32 56 1,052 +13
May04 031022 7.68 7.68 7.68 7.68 +0.32 5 594 -2
Total Volume and Open Interest 997 7,655 -270
Live Cattle(CME)
Oct03 031022 96.700 97.300 96.150 96.150 -1.500 1,304 3,138 -406
Dec03 031022 87.750 88.150 86.975 86.975 -1.500 9,560 52,655 -1,276
Feb04 031022 83.500 84.100 82.700 82.800 -1.275 3,720 26,968 +220
Apr04 031022 79.700 79.925 78.800 78.850 -0.875 2,594 17,814 -267
Jun04 031022 74.500 74.700 73.650 73.850 -0.825 1,350 9,888 -455
Aug04 031022 74.300 74.300 73.400 73.600 -0.550 274 2,883 +82
Total Volume and Open Interest 18,988 114,826 -2,111
Feeder Cattle(CME)
Oct03 031022 102.950 103.000 101.575 101.575 -1.500 344 3,000 -216
Nov03 031022 97.800 98.500 96.725 96.725 -1.500 1,498 7,215 +7
Jan04 031022 92.600 93.750 91.600 91.600 -1.500 1,121 5,727 -143
Mar04 031022 89.350 90.000 88.300 88.300 -1.225 317 1,590 +54
Apr04 031022 87.800 87.800 86.550 86.550 -0.900 53 736 +0
May04 031022 86.650 86.750 85.500 85.500 -1.000 63 1,015 +7
Aug04 031022 86.500 86.650 86.050 86.050 -0.300 7 460 +0
Total Volume and Open Interest 3,413 19,876 -281
Lean Hogs(CME)
Dec03 031022 54.200 54.450 53.675 53.675 -2.000 4,570 27,898 -1,058
Feb04 031022 57.500 57.900 56.400 56.400 -2.000 2,217 11,021 -233
Apr04 031022 58.650 59.000 57.850 58.000 -1.350 531 4,564 +42
May04 031022 60.800 61.000 60.000 60.400 -0.875 46 665 +7
Jun04 031022 63.500 64.000 63.400 63.650 -0.450 80 1,593 -4
Jul04 031022 60.100 60.400 60.000 60.000 -0.350 32 546 -2
Aug04 031022 58.400 58.450 58.200 58.450 -0.250 0 219 +0
Oct04 031022 50.500 50.800 50.500 50.650 -0.050 4 124 +3
Total Volume and Open Interest 7,480 46,638 -1,245
Pork Bellies(CME)
Feb04 031022 83.250 85.000 82.525 84.300 +0.850 965 1,533 -262
Mar04 031022 82.750 84.050 82.600 83.850 +0.800 61 92 +48
May04 031022 84.100 85.050 84.100 85.050 +0.750 2 38 -2
Jul04 031022 85.000 86.500 85.000 86.500 -0.750 0 32 +0
Aug04 031022 86.600 86.600 86.600 86.600 -0.150 0 3 +0
Total Volume and Open Interest 1,028 1,698 -216
BFP Milk Class III(CME)
Oct03 031022 14.35 14.35 14.35 14.35 unch 0 5,765 +38
Nov03 031022 13.43 13.55 13.00 13.28 -0.12 339 4,980 +69
Dec03 031022 12.42 12.48 12.15 12.34 -0.05 176 3,860 +60
Jan04 031022 11.73 11.73 11.70 11.70 -0.03 95 1,571 +33
Feb04 031022 11.50 11.50 11.48 11.48 -0.02 74 1,348 +32
Total Volume and Open Interest 1,164 23,543 +469
Cocoa(NYBOT)
Dec03 031022 1417 1426 1372 1387 -20 3,290 29,207 +410
Mar04 031022 1404 1409 1358 1371 -20 3,032 21,541 -232
May04 031022 1402 1402 1356 1370 -19 293 10,902 +7
Jul04 031022 1395 1395 1376 1376 -21 100 5,403 -100
Sep04 031022 1420 1420 1382 1387 -20 46 6,761 +43
Dec04 031022 1428 1430 1395 1400 -17 370 7,961 +51
Mar05 031022 1411 1411 1411 1411 -19 0 3,219 +0
Total Volume and Open Interest 7,131 86,695 +179
Coffee "C"(NYBOT)
Dec03 031022 62.50 63.20 61.75 61.85 -0.60 8,281 49,647 +25
Mar04 031022 65.25 65.95 64.65 64.70 -0.55 2,104 16,754 +462
May04 031022 67.00 67.50 66.45 66.45 -0.55 188 4,429 +27
Jul04 031022 69.10 69.10 68.10 68.10 -0.50 203 2,689 -43
Sep04 031022 70.25 70.90 69.60 69.60 -0.50 392 4,694 +63
Dec04 031022 72.55 73.00 72.10 72.10 -0.45 178 1,678 -17
Total Volume and Open Interest 11,370 81,142 +539
Orange Juice(NYBOT)
Nov03 031022 69.95 69.95 69.15 69.35 -0.15 2,026 10,307 -1,358
Jan04 031022 71.70 71.70 71.00 71.15 -0.15 1,411 11,655 +474
Mar04 031022 74.10 74.10 73.35 73.55 -0.20 192 4,902 +67
May04 031022 75.75 76.00 75.50 75.50 -0.25 11 2,581 +4
Jul04 031022 77.50 77.50 77.50 77.50 -0.25 0 323 +0
Total Volume and Open Interest 3,745 30,259 -778
Sugar #11(NYBOT)
Mar04 031022 6.06 6.09 5.95 5.95 -0.10 8,990 118,244 +496
May04 031022 6.15 6.15 6.05 6.05 -0.07 2,537 22,170 +1,013
Jul04 031022 6.13 6.13 6.07 6.09 -0.03 1,960 22,614 +466
Oct04 031022 6.27 6.27 6.23 6.24 -0.03 1,283 16,958 -29
Mar05 031022 6.42 6.42 6.38 6.39 -0.03 580 5,933 +315
Total Volume and Open Interest 15,450 190,052 +2,310
London Cocoa(LCE)
Dec03 031022 865 871 835 844 -20 3,404 61,666 -1,442
Mar04 031022 891 899 863 871 -20 3,670 45,223 +252
May04 031022 912 915 881 888 -20 1,663 16,138 +290
Jul04 031022 926 931 898 904 -19 195 13,474 +14
Sep04 031022 945 945 913 920 -19 1,136 17,081 +640
Dec04 031022 957 964 930 937 -18 55 9,517 -34
Mar05 031022 948 957 941 949 -16 30 7,814 -30
Total Volume and Open Interest 10,155 171,765 -308
London Coffee(LCE)
Nov03 031022 686.00 695.00 684.00 687.00 -2.00 2,897 28,175 -847
Jan04 031022 710.00 718.00 707.00 710.00 -2.00 3,958 42,440 +1,845
Mar04 031022 728.00 737.00 726.00 729.00 -2.00 1,900 18,356 +1,598
May04 031022 743.00 754.00 743.00 746.00 -2.00 929 13,755 +423
Jul04 031022 761.00 768.00 759.00 759.00 -3.00 320 4,813 +264
Sep04 031022 776.00 782.00 773.00 774.00 -3.00 0 3,949 +0
Total Volume and Open Interest 10,004 114,129 +3,283
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031022 176.70 177.70 175.10 175.30 -1.80 1,470 19,149 -67
Mar04 031022 182.50 183.00 181.00 181.00 -1.50 879 11,063 +551
May04 031022 185.80 185.80 183.00 183.00 -2.50 36 3,119 +15
Aug04 031022 186.00 186.00 184.00 184.50 -2.10 75 4,478 +0
Total Volume and Open Interest 2,535 40,905 +499
Cotton(NYBOT)
Dec03 031022 76.00 78.31 75.20 77.59 +2.28 5,957 65,631 -465
Mar04 031022 77.93 80.25 77.60 79.72 +2.00 4,548 29,901 -525
May04 031022 78.20 80.55 78.10 80.12 +1.87 860 7,851 +42
Jul04 031022 78.20 80.10 78.00 79.95 +1.85 245 3,902 +21
Oct04 031022 68.00 68.60 68.00 68.60 +0.75 12 263 +10
Dec04 031022 68.15 69.10 68.00 68.80 +0.70 47 2,203 +9
Total Volume and Open Interest 11,670 110,013 -908
Lumber(CME)
Nov03 031022 282.1 284.0 272.8 272.8 -10.0 470 1,779 -123
Jan04 031022 287.5 287.8 279.1 280.2 -5.8 288 893 +11
Mar04 031022 292.8 292.9 287.1 287.1 -2.4 18 113 -4
May04 031022 285.0 285.0 285.0 285.0 -3.7 1 28 -1
Total Volume and Open Interest 777 2,813 -117
Crude Oil(NYM)
Dec03 031022 30.58 30.65 29.87 29.92 -0.40 79,295 188,137 +3,819
Jan04 031022 30.20 30.25 29.60 29.62 -0.33 23,998 61,305 +3,642
Feb04 031022 29.75 29.83 29.10 29.24 -0.31 7,185 25,488 -519
Mar04 031022 29.40 29.40 28.85 28.86 -0.28 4,426 27,913 +784
Apr04 031022 28.55 28.74 28.47 28.49 -0.25 1,624 21,619 -146
May04 031022 28.50 28.50 28.15 28.15 -0.21 1,963 12,846 +300
Jun04 031022 28.15 28.15 27.75 27.81 -0.17 2,982 27,614 +781
Jul04 031022 27.51 27.51 27.51 27.51 -0.14 273 9,933 +27
Aug04 031022 27.26 27.26 27.26 27.26 -0.12 650 9,639 +5
Sep04 031022 27.01 27.01 27.01 27.01 -0.10 1,252 13,887 -890
Oct04 031022 26.77 26.77 26.77 26.77 -0.08 656 8,919 -76
Nov04 031022 26.54 26.54 26.54 26.54 -0.08 131 7,366 +0
Dec04 031022 26.52 26.52 26.30 26.34 -0.08 4,085 27,358 +129
Jan05 031022 26.16 26.16 26.16 26.16 -0.07 280 8,168 +150
Feb05 031022 26.03 26.03 26.03 26.03 -0.06 15 3,473 +15
Mar05 031022 25.91 25.91 25.91 25.91 -0.04 65 2,161 +40
Total Volume and Open Interest 163,520 534,335 -11,203
Heating Oil(NYM)
Nov03 031022 83.50 84.25 81.40 81.60 -0.99 15,611 27,531 -1,586
Dec03 031022 84.40 84.85 82.20 82.40 -1.01 13,224 54,114 +1,616
Jan04 031022 85.10 85.25 82.90 82.95 -1.01 1,739 24,244 -166
Feb04 031022 83.50 83.75 82.35 82.35 -1.01 816 15,386 +156
Mar04 031022 81.50 81.50 80.40 80.40 -0.96 1,510 12,682 -190
Apr04 031022 79.00 79.00 77.35 77.35 -0.96 299 7,374 +30
May04 031022 75.70 75.70 74.40 74.40 -0.86 152 4,017 +98
Jun04 031022 73.10 73.10 72.40 72.40 -0.76 62 6,061 +38
Jul04 031022 71.50 71.50 71.50 71.50 -0.71 0 3,380 +0
Aug04 031022 72.05 72.05 71.45 71.45 -0.66 19 1,926 -2
Sep04 031022 71.95 71.95 71.95 71.95 -0.66 16 1,596 -15
Oct04 031022 72.50 72.50 72.50 72.50 -0.66 0 1,103 +0
Total Volume and Open Interest 33,705 165,271 +128
Unleaded Gas(NYM)
Nov03 031022 85.50 85.70 81.60 82.13 -2.75 17,462 24,945 -1,869
Dec03 031022 82.80 83.10 80.00 80.40 -1.80 11,393 46,113 +2,384
Jan04 031022 81.75 81.80 79.70 79.78 -1.22 2,061 11,346 +476
Feb04 031022 81.70 81.70 80.10 80.10 -1.15 106 2,834 +50
Mar04 031022 81.75 81.75 80.80 80.80 -1.15 468 2,905 +101
Apr04 031022 87.55 87.55 87.40 87.40 -1.15 517 4,393 +140
May04 031022 87.15 87.15 87.15 87.15 -1.10 235 2,010 +95
Jun04 031022 85.95 85.95 85.95 85.95 -1.10 60 1,118 +60
Total Volume and Open Interest 32,302 95,664 +1,437
Natural Gas(NYM)
Nov03 031022 4.970 4.985 4.830 4.924 +0.049 32,521 34,609 -3,244
Dec03 031022 5.275 5.310 5.180 5.248 +0.023 18,423 49,731 -400
Jan04 031022 5.500 5.520 5.400 5.443 +0.011 6,345 32,768 -213
Feb04 031022 5.440 5.450 5.350 5.398 +0.011 3,843 22,729 -64
Mar04 031022 5.240 5.260 5.170 5.208 +0.021 3,270 20,589 +360
Apr04 031022 4.790 4.800 4.730 4.788 +0.046 1,847 22,416 +35
May04 031022 4.680 4.700 4.640 4.695 +0.048 867 15,345 +58
Jun04 031022 4.710 4.710 4.660 4.695 +0.048 273 14,130 +256
Jul04 031022 4.700 4.710 4.660 4.695 +0.043 398 11,014 -150
Aug04 031022 4.710 4.720 4.685 4.710 +0.043 742 10,555 +136
Sep04 031022 4.690 4.710 4.670 4.695 +0.043 1,302 8,627 -82
Oct04 031022 4.710 4.720 4.680 4.710 +0.043 503 8,194 -14
Nov04 031022 4.890 4.900 4.870 4.883 +0.043 274 7,646 +92
Dec04 031022 5.060 5.060 5.010 5.038 +0.043 591 8,306 -430
Jan05 031022 5.140 5.160 5.120 5.148 +0.038 242 7,058 +73
Feb05 031022 5.120 5.120 5.100 5.103 +0.033 377 7,797 -64
Total Volume and Open Interest 72,850 348,808 -3,469
Brent Crude Oil(IPE)
Dec03 031022 28.75 29.00 28.04 28.28 -0.35 38,738 108,251 +784
Jan04 031022 28.40 28.51 27.87 27.88 -0.35 15,562 67,559 +1,106
Feb04 031022 27.99 28.10 27.48 27.48 -0.35 4,309 14,664 +293
Mar04 031022 27.54 27.66 27.10 27.10 -0.35 824 15,002 +109
Apr04 031022 27.20 27.32 26.77 26.77 -0.33 707 7,527 +313
May04 031022 26.89 27.01 26.47 26.47 -0.30 665 6,288 +496
Jun04 031022 26.62 26.72 26.23 26.23 -0.25 2,309 25,740 +526
Jul04 031022 26.35 26.35 25.98 25.98 -0.23 0 6,861 +0
Aug04 031022 26.14 26.15 25.74 25.74 -0.21 750 4,668 +0
Sep04 031022 25.53 25.53 25.53 25.53 -0.19 111 4,007 +15
Oct04 031022 25.33 25.33 25.33 25.33 -0.18 0 2,561 +0
Nov04 031022 25.15 25.15 25.15 25.15 -0.18 100 100 +8
Dec04 031022 25.40 25.40 24.98 24.98 -0.20 2,100 27,161 -935
Total Volume and Open Interest 67,235 307,812 +3,298
Gas Oil(IPE)
Nov03 031022 259.00 260.25 251.75 258.50 +1.50 20,076 45,196 -1,188
Dec03 031022 253.25 254.50 246.50 251.25 -0.75 14,340 50,540 +2,258
Jan04 031022 249.25 250.25 243.50 247.25 -1.25 4,637 20,062 +287
Feb04 031022 243.75 244.50 239.75 241.75 -1.50 50 8,059 +25
Mar04 031022 233.50 235.75 233.50 235.75 -2.00 200 5,405 +200
Apr04 031022 231.50 231.75 227.75 229.75 -2.25 0 5,321 +0
May04 031022 226.00 226.00 224.25 224.25 -2.25 0 3,053 +0
Jun04 031022 223.75 224.75 220.50 222.00 -3.00 1,429 11,436 -823
Jul04 031022 221.50 221.50 221.50 221.50 -3.25 1,006 2,492 +1,006
Aug04 031022 221.00 221.00 221.00 221.00 -3.25 0 1,219 +0
Total Volume and Open Interest 42,088 169,033 +1,365
US Dollar Index(NYBOT)
Dec03 031022 92.55 92.55 91.38 91.53 -1.11 481 19,543 +81
Mar04 031022 92.95 92.95 91.92 91.94 -1.11 11 2,118 -3
Jun04 031022 92.75 92.75 92.39 92.39 -1.11 0 12 +0
Total Volume and Open Interest 492 21,673 +78
Australian Dollar(CME)
Dec03 031022 69.91 70.33 69.81 70.09 +0.62 2,061 53,179 +285
Mar04 031022 69.20 69.65 69.20 69.42 +0.61 40 596 +5
Jun04 031022 68.75 68.75 68.75 68.75 +0.60 0 92 +0
Total Volume and Open Interest 2,102 53,949 +290
British Pound(CME)
Dec03 031022 167.64 168.80 167.51 168.60 +2.04 2,525 53,528 +1,477
Mar04 031022 166.42 167.70 166.42 167.40 +2.00 0 239 -2
Jun04 031022 166.16 166.16 166.16 166.16 +1.92 0 1 +0
Total Volume and Open Interest 2,525 53,768 +1,475
Canadian Dollar(CME)
Dec03 031022 75.81 76.60 75.75 76.46 +0.74 3,435 74,256 +1,183
Mar04 031022 75.85 76.28 75.85 76.18 +0.73 113 3,862 +31
Jun04 031022 75.75 76.00 75.75 75.93 +0.73 49 1,184 +18
Sep04 031022 75.70 75.70 75.70 75.70 +0.73 42 652 +2
Total Volume and Open Interest 3,645 80,185 +1,238
Japanese Yen(CME)
Dec03 031022 91.42 92.05 91.37 91.93 +0.58 16,818 150,784 +2,417
Mar04 031022 91.94 92.26 91.94 92.21 +0.58 31 447 +12
Jun04 031022 92.49 92.49 92.49 92.49 +0.58 0 111 +0
Total Volume and Open Interest 16,849 151,390 +2,429
Swiss Franc(CME)
Dec03 031022 75.38 76.39 75.34 76.18 +1.05 1,955 56,148 +133
Mar04 031022 75.62 76.34 75.62 76.34 +1.06 1 187 +22
Jun04 031022 76.50 76.50 76.50 76.50 +1.08 0 109 +0
Total Volume and Open Interest 1,956 56,476 +155
EuroFX(CME)
Dec03 031022 116.80 118.10 116.73 117.90 +1.57 7,495 105,102 -3,401
Mar04 031022 116.50 117.75 116.50 117.62 +1.57 35 1,246 -6
Jun04 031022 117.35 117.35 117.35 117.35 +1.57 0 65 +0
Total Volume and Open Interest 7,530 106,515 -3,407
Mexican Peso(CME)
Dec03 031022 8910.0 8915.0 8805.0 8832.0 -110.0 6,581 37,586 -1,257
Mar04 031022 8760.0 8760.0 8717.0 8717.0 -110.0 1 605 +1
Total Volume and Open Interest 6,582 38,339 -1,256
30-Year T-Bonds(CBOT)
Dec03 031022 107~19 108~25 107~14 108~15 +1~05 201,260 413,707 -3,866
Mar04 031022 106~21 107~10 106~19 107~02 +1~05 1,032 17,282 +298
Jun04 031022 105~22 105~22 105~22 105~22 +1~05 2 290 +0
Total Volume and Open Interest 202,294 431,656 -3,568
Municipal Bonds(CBOT)
Dec03 031022 100~20 101~02 100~15 100~27 +0~23 167 1,563 +18
Total Volume and Open Interest 167 1,563 +18
10-Year T-Notes(CBOT)
Dec03 031022 111~195 112~145 111~190 112~090 +0~255 608,534 951,969 +11,951
Mar04 031022 110~145 111~000 110~145 110~280 +0~280 11,663 70,645 +7,028
Total Volume and Open Interest 620,197 1,022,625 +18,979
5-Year T-Notes(CBOT)
Dec03 031022 111~215 112~000 111~185 111~280 +0~160 234,269 0 +0
Mar04 031022 110~110 110~210 110~110 110~210 +0~180 3,179 19,539 +2,513
Total Volume and Open Interest 237,448 19,539 +2,513
2 Year T-Notes(CBOT)
Dec03 031022 107~013 107~032 107~008 107~028 +0~024 6,556 143,125 +153
Total Volume and Open Interest 6,556 143,125 +153
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031022 98.790 98.805 98.785 98.795 +0.010 53,735 734,079 -2,235
Mar04 031022 98.570 98.640 98.570 98.610 +0.045 89,317 662,299 -4,361
Jun04 031022 98.225 98.340 98.220 98.285 +0.080 154,161 585,354 +2,399
Sep04 031022 97.830 97.950 97.820 97.890 +0.095 159,819 557,374 -9,958
Dec04 031022 97.390 97.515 97.385 97.460 +0.105 113,712 527,579 -5,493
Mar05 031022 97.005 97.135 97.005 97.080 +0.115 34,689 322,272 -3,144
Jun05 031022 96.685 96.790 96.680 96.745 +0.105 26,305 257,341 +1,030
Sep05 031022 96.415 96.495 96.395 96.460 +0.115 24,023 200,318 +1,198
Dec05 031022 96.155 96.235 96.145 96.195 +0.110 11,062 148,228 +491
Mar06 031022 95.940 96.000 95.920 95.965 +0.110 14,207 130,800 -853
Jun06 031022 95.715 95.775 95.700 95.745 +0.115 13,140 125,455 +2,754
Sep06 031022 95.500 95.570 95.500 95.550 +0.120 6,994 106,973 +1,953
Total Volume and Open Interest 742,786 4,930,260 -3,460
3-Mth Euro-Yen(CME)
Dec03 031022 99.91 99.91 99.91 99.91 unch 101 5,505 +55
Mar04 031022 99.87 99.87 99.87 99.87 +0.01 57 6,487 +22
Jun04 031022 99.84 99.85 99.84 99.85 +0.01 185 11,548 -150
Sep04 031022 99.75 99.77 99.75 99.77 +0.03 116 5,920 +490
Dec04 031022 99.65 99.65 99.65 99.65 +0.03 4 2,595 +311
Mar05 031022 99.52 99.52 99.52 99.52 +0.03 314 5,768 +267
Jun05 031022 99.40 99.40 99.40 99.40 +0.03 21 417 -48
Sep05 031022 99.25 99.25 99.25 99.25 unch 0 4,977 +0
Dec05 031022 99.17 99.17 99.17 99.17 +0.01 0 73 +0
Mar06 031022 99.04 99.04 99.04 99.04 +0.02 0 229 +0
Total Volume and Open Interest 798 44,477 +947
3-Mth Euro-Yen(SIMEX)
Dec03 031022 99.91 99.91 99.91 99.91 unch 397 42,480 -831
Mar04 031022 99.87 99.88 99.87 99.87 unch 5,293 61,300 +3,015
Jun04 031022 99.84 99.85 99.84 99.84 unch 1,424 70,039 -1,625
Sep04 031022 99.75 99.77 99.75 99.76 +0.01 2,346 32,498 -2,853
Dec04 031022 99.63 99.67 99.63 99.64 +0.01 1,527 28,805 -554
Mar05 031022 99.52 99.54 99.49 99.49 +0.01 822 19,452 +456
Jun05 031022 99.39 99.44 99.39 99.39 +0.03 640 10,829 +214
Sep05 031022 99.26 99.28 99.26 99.28 +0.03 0 8,924 -66
Total Volume and Open Interest 12,449 286,685 -2,244
German Euro-Bund(EUREX)
Dec03 031022 113.03 113.33 112.70 113.25 +0.18 880,070 935,772 +41,399
Mar04 031022 112.67 112.79 112.24 112.79 +0.20 2,930 12,498 +454
Jun04 031022 112.25 112.25 112.25 112.25 +0.18 2,466 0 +0
Total Volume and Open Interest 885,466 948,270 +41,853
German Euro-Bobl(EUREX)
Dec03 031022 110.34 110.49 110.03 110.44 +0.11 499,298 626,857 +9,659
Mar04 031022 109.95 109.96 109.88 109.96 +0.10 2,646 16,303 -591
Jun04 031022 109.39 109.39 109.39 109.39 +0.12 2,845 0 +0
Total Volume and Open Interest 504,789 643,160 +9,068
Long Gilt(LIFFE)
Dec03 031022 115~20 115~22 114~24 115~06 -0~14 26,401 156,048 -2,190
Mar04 031022 107~06 107~06 106~31 106~31 -0~13 0 150 +0
Total Volume and Open Interest 26,401 156,198 -2,190
3-Mth Short Sterling(LIFFE)
Dec03 031022 96.06 96.08 95.95 95.97 -0.10 29,429 212,425 +212,425
Mar04 031022 95.70 95.73 95.53 95.57 -0.13 34,278 176,038 +176,038
Jun04 031022 95.41 95.43 95.22 95.25 -0.15 31,957 165,977 +165,977
Total Volume and Open Interest 154,202 1,013,775 +1,013,775
3-Mth Euribor(LIFFE)
Dec03 031022 97.835 97.845 97.820 97.835 -0.005 58,347 641,298 -4,193
Mar04 031022 97.745 97.755 97.675 97.730 -0.015 68,248 448,129 +1,750
Jun04 031022 97.525 97.555 97.450 97.525 -0.015 103,623 380,043 -5,778
Total Volume and Open Interest 469,191 2,614,471 -9,003
3-Mth Aus T-Bills(SFE)
Dec03 031022 94.89 94.92 94.88 94.92 +0.04 9,076 207,165 +327
Mar04 031022 94.64 94.69 94.62 94.69 +0.06 6,056 87,306 -1,675
Jun04 031022 94.47 94.52 94.43 94.52 +0.06 1,275 46,466 -2,126
Sep04 031022 94.34 94.38 94.30 94.38 +0.06 319 23,610 -894
Dec04 031022 94.19 94.26 94.19 94.26 +0.05 180 19,576 -99
Mar05 031022 94.12 94.17 94.11 94.17 +0.04 70 17,246 +1
Jun05 031022 94.05 94.09 94.04 94.09 +0.05 7 10,782 -253
Sep05 031022 93.97 94.01 93.97 94.01 +0.04 50 3,518 +0
Dec05 031022 93.95 93.96 93.95 93.96 +0.05 0 1,716 +0
Mar06 031022 93.91 93.91 93.91 93.91 +0.05 0 878 +0
Total Volume and Open Interest 17,033 418,868 -4,719
10-Year Aus T-Bonds(SFE)
Dec03 031022 94.28 94.32 94.25 94.32 +0.07 5,149 170,409 +971
Mar04 031022 94.32 94.32 94.32 94.32 +0.07      
Total Volume and Open Interest 15,247 169,438 -210
3-Year Aus T-Bonds(SFE)
Dec03 031022 94.47 94.52 94.44 94.52 +0.07 30,880 380,510 +7,610
Mar04 031022 94.52 94.52 94.52 94.52 +0.07      
Total Volume and Open Interest 30,880 380,510 +7,610
Gold(CMX)
Oct03 031022 386.4 386.6 385.0 386.5 +4.8 98 304 +38
Dec03 031022 384.0 388.0 383.7 386.8 +4.8 55,031 171,570 +7,835
Feb04 031022 384.7 389.0 384.5 387.7 +4.8 1,471 22,769 +738
Apr04 031022 387.0 389.0 386.2 388.5 +4.8 574 7,211 -115
Jun04 031022 386.8 390.8 386.8 389.2 +4.8 431 11,302 +16
Aug04 031022 389.9 389.9 389.9 389.9 +4.7 0 7,032 +0
Total Volume and Open Interest 59,270 252,897 +9,217
Silver(CMX)
Dec03 031022 511.0 515.5 509.5 513.5 +6.7 16,666 66,969 -1,551
Mar04 031022 511.0 516.0 510.5 514.5 +6.6 2,621 13,328 +968
May04 031022 515.5 515.5 515.5 515.5 +6.5 1 1,120 +0
Jul04 031022 515.0 516.2 515.0 516.2 +6.4 228 2,191 +15
Sep04 031022 516.4 516.4 516.4 516.4 +5.8 0 575 +0
Total Volume and Open Interest 19,562 90,599 -572
Platinum(NYM)
Oct03 031022 742.0 746.4 741.0 746.4 +6.1 7 39 -2
Jan04 031022 736.5 739.8 735.0 739.4 +3.6 695 8,115 -225
Apr04 031022 731.4 731.4 731.4 731.4 +4.6 29 47 +7
Total Volume and Open Interest 731 8,201 -220
Palladium(NYME)
Dec03 031022 200.00 202.50 199.50 201.65 +2.80 257 5,082 -11
Mar04 031022 201.00 202.00 200.00 201.15 +2.80 10 216 +10
Jun04 031022 201.15 201.15 201.15 201.15 +2.80 2 36 -1
Total Volume and Open Interest 269 5,334 -2
Copper(CMX)
Dec03 031022 91.20 91.50 90.20 91.35 +0.75 6,467 88,055 -62
Mar04 031022 91.40 91.80 90.55 91.65 +0.80 1,602 9,730 +701
May04 031022 90.95 91.65 90.95 91.45 +0.80 459 2,778 -430
Jul04 031022 90.60 91.65 90.60 91.45 +0.80 14 2,147 +12
Sep04 031022 91.35 91.35 91.35 91.35 +0.80 12 1,334 +10
Total Volume and Open Interest 8,937 111,559 +348
DJIA Index(CBOT)
Dec03 031022 9645 9655 9555 9586 -129 6,512 31,394 -304
Mar04 031022 9615 9620 9535 9561 -129 1 1,318 -1
Jun04 031022 9536 9536 9536 9536 -129 0 1 +0
Total Volume and Open Interest 6,513 32,713 -305
S & P 500(CME)
Dec03 031022 1035.00 1036.50 1026.50 1030.50 -12.90 34,536 566,049 +1,803
Mar04 031022 1033.00 1033.00 1028.00 1029.00 -12.90 1,047 16,357 +1,024
Jun04 031022 1034.00 1034.00 1028.40 1028.40 -13.00 13 617 +13
Sep04 031022 1028.40 1028.40 1028.40 1028.40 -13.00 0 178 +0
Total Volume and Open Interest 35,598 583,239 +2,852
S & P 500 E-Mini(Globex)
Dec03 031022 1043.75 1044.25 1026.50 1030.50 -13.00 572,797 488,354 +7,311
Mar04 031022 1039.50 1039.50 1026.00 1029.00 -13.00 68 1,503 +26
Total Volume and Open Interest 572,865 489,857 +7,337
NASDAQ 100(CME)
Dec03 031022 1406.00 1406.50 1386.00 1392.00 -27.50 10,929 75,810 +138
Mar04 031022 1395.00 1395.00 1395.00 1395.00 -27.50 0 54 +0
Jun04 031022 1398.00 1398.00 1398.00 1398.00 -27.50      
Total Volume and Open Interest 10,929 75,864 +138
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031022 1420.0 1420.5 1386.0 1392.0 -27.5 260,762 218,803 +6,656
Mar04 031022 1413.5 1413.5 1390.0 1395.0 -27.5 40 1,197 -5
Total Volume and Open Interest 260,802 220,000 +6,651
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031022 536.75 537.00 532.00 533.50 -6.50 1,093 14,221 +163
Mar04 031022 533.30 533.30 533.30 533.30 -6.50      
Jun04 031022 533.75 533.75 533.75 533.75 -6.50 0 1 +0
Total Volume and Open Interest 1,093 14,222 +163
Russell 2000(CME)
Dec03 031022 519.50 520.75 512.25 512.75 -11.50 1,336 22,021 +246
Mar04 031022 512.75 512.75 512.75 512.75 -11.50      
Jun04 031022 512.75 512.75 512.75 512.75 -11.50      
Total Volume and Open Interest 1,336 22,021 +246
Value Line(KCBT)
Dec03 031022 1401.00 1401.00 1392.00 1392.00 -25.00 0 30 +0
Total Volume and Open Interest 0 30 +0
Nikkei 225(CME)
Dec03 031022 10775 10810 10690 10710 -390 2,150 27,786 +113
Mar04 031022 10725 10725 10720 10720 -390 0 7 +0
Total Volume and Open Interest 2,151 27,794 +114
Nikkei 225(SIMEX)
Dec03 031022 11105 11105 10845 10865 -195 25,294 159,174 +773
Mar04 031022 10860 10860 10860 10860 -195 0 4,985 +0
Jun04 031022 10815 10815 10815 10815 -195      
Total Volume and Open Interest 25,294 164,159 +773
CAC 40(MATIF)
Oct03 031022 3373.5 3374.5 3285.0 3306.5 -58.0 66,444 477,817 -18,396
Nov03 031022 3366.0 3375.5 3301.0 3311.0 -58.5 1,067 3,475 +57
Dec03 031022 3371.5 3377.0 3301.0 3317.0 -58.0 428 119,857 -258
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031022 3570.0 3585.0 3499.5 3504.0 -92.0 112,141 254,588 +2,617
Mar04 031022 3585.0 3591.0 3522.0 3523.0 -92.0 40 10,028 -1
Jun04 031022 3608.5 3608.5 3543.0 3543.0 -92.5 15 1,382 -5
Total Volume and Open Interest 112,196 265,998 +2,611
FT-SE 100(LIFFE)
Dec03 031022 4370.00 4372.00 4272.00 4286.50 -71.50 48,392 400,239 -5,072
Mar04 031022 4364.50 4364.50 4268.50 4282.00 -71.00 1,544 10,985 +541
Jun04 031022 4362.50 4362.50 4295.50 4295.50 -70.50 100 6,141 -100
Total Volume and Open Interest 50,036 417,945 -4,631
SPI 200(SFE)
Dec03 031022 3307.0 3316.0 3294.0 3297.0 -11.0 8,685 146,531 +263
Mar04 031022 3322.0 3325.0 3306.0 3306.0 -11.0 138 3,778 +13
Jun04 031022 3316.0 3316.0 3316.0 3316.0 -11.0 226 2,156 +22
Total Volume and Open Interest 9,136 153,803 +366
GSCI(CME)
Nov03 031022 243.30 243.30 240.25 240.50 -0.70 171 11,713 +21
Dec03 031022 241.00 241.00 241.00 241.00 -0.25 0 10 +0
Jan04 031022 239.25 239.25 239.25 239.25 -0.25      
Total Volume and Open Interest 171 11,723 +21
Reuters CRB Index(NYBOT)
Nov03 031022 245.50 246.75 245.50 246.70 +1.95 15 457 -9
Jan04 031022 244.25 245.00 244.00 245.00 +1.25 18 409 +6
Feb04 031022 241.80 241.80 241.80 241.80 +0.55 0 172 +0
Total Volume and Open Interest 33 1,052 -3
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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Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!