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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 Mon November 03, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031103 799.00 799.50 786.00 790.00 -4.25 26,315 13,558 -7,977
Jan04 031103 804.00 805.50 792.00 797.00 -0.75 69,243 128,739 +1,932
Mar04 031103 791.00 792.00 781.50 786.25 +2.25 9,692 40,016 +772
May04 031103 755.00 756.00 745.00 750.25 +0.25 6,776 39,483 +505
Jul04 031103 736.00 739.00 730.00 734.00 +2.50 3,391 18,757 +475
Aug04 031103 712.00 716.00 710.50 711.25 +6.25 156 2,655 +50
Sep04 031103 671.00 671.00 666.50 666.50 +2.00 69 505 +56
Total Volume and Open Interest 116,876 251,880 -4,180
Soybean Meal(CBOT)
Dec03 031103 255.00 256.00 252.50 255.50 +3.40 13,039 59,654 -1,837
Jan04 031103 253.50 254.30 251.00 253.40 +2.20 5,993 19,646 +338
Mar04 031103 249.50 250.00 247.00 249.20 +2.90 6,301 22,980 +687
May04 031103 237.90 238.30 235.00 237.60 +2.20 4,353 30,395 +738
Jul04 031103 232.00 232.50 229.50 232.40 +3.10 3,268 18,495 -2
Aug04 031103 223.00 225.50 222.20 224.50 +3.80 447 4,690 +38
Sep04 031103 210.00 211.50 208.00 211.00 +2.70 522 4,985 +246
Oct04 031103 185.00 185.00 181.90 183.50 +1.60 496 3,304 -100
Total Volume and Open Interest 35,542 173,140 +409
Soybean Oil(CBOT)
Dec03 031103 26.25 26.35 25.81 25.97 -0.12 29,465 55,570 -6,152
Jan04 031103 25.95 26.05 25.56 25.68 -0.05 11,953 28,142 +1,917
Mar04 031103 25.70 25.85 25.33 25.37 -0.23 10,030 29,191 +2,975
May04 031103 25.10 25.27 24.85 24.90 -0.05 4,988 27,635 +1,904
Jul04 031103 24.60 24.82 24.43 24.51 +0.03 4,466 22,384 +1,322
Aug04 031103 24.30 24.30 24.15 24.15 -0.05 113 2,607 +49
Sep04 031103 23.45 23.45 23.45 23.45 +0.20 130 1,463 +22
Oct04 031103 22.70 22.70 22.70 22.70 +0.35 149 1,984 -31
Total Volume and Open Interest 62,047 175,235 +2,355
Canola(WCE)
Nov03 031103 377.0 378.7 376.1 378.6 +3.4 2,782 1,673 -1,422
Jan04 031103 384.0 385.8 383.5 385.3 +3.8 6,500 29,052 +2,558
Mar04 031103 388.0 390.2 388.0 389.5 +2.8 813 4,368 +419
May04 031103 395.0 395.5 393.0 394.0 +1.8 151 2,628 -9
Jul04 031103 397.0 398.0 396.5 397.4 +2.4 290 2,963 +215
Total Volume and Open Interest 10,601 44,794 +1,806
Corn(CBOT)
Dec03 031103 246.00 246.00 239.50 240.00 -7.25 80,257 223,728 -5,121
Mar04 031103 251.00 251.25 244.50 245.50 -7.00 29,542 154,580 +4,149
May04 031103 253.75 254.25 248.25 249.00 -5.75 4,172 31,014 +140
Jul04 031103 255.50 256.25 250.50 251.00 -5.75 4,677 32,570 +1,312
Sep04 031103 250.00 251.50 246.00 246.00 -4.75 455 5,849 +221
Dec04 031103 248.50 249.50 245.75 246.50 -2.50 2,314 25,699 +425
Total Volume and Open Interest 121,502 475,854 +1,141
Wheat(CBOT)
Dec03 031103 368.00 374.00 362.00 365.00 -4.50 22,600 66,683 -3,138
Mar04 031103 380.00 385.50 373.00 376.75 -3.50 12,153 34,579 +3,619
May04 031103 374.00 378.00 370.00 372.00 -3.00 317 2,501 +1
Jul04 031103 350.00 353.00 347.50 348.00 -2.00 706 6,424 -415
Sep04 031103 355.00 356.00 351.00 351.00 -3.50 29 255 -7
Total Volume and Open Interest 35,860 111,228 +67
Wheat(KCBT)
Dec03 031103 367.50 368.50 360.50 362.00 -4.75 6,294 36,330 -1,025
Mar04 031103 376.50 376.75 369.00 371.50 -4.25 4,725 23,545 +1,674
May04 031103 376.50 376.50 369.00 370.00 -2.50 388 2,384 +2
Jul04 031103 355.00 356.00 350.00 352.75 -0.75 663 3,134 +303
Sep04 031103 356.50 357.50 356.00 356.00 unch 1 277 +0
Total Volume and Open Interest 12,074 65,929 +956
Wheat(MGE)
Dec03 031103 380.00 380.00 373.50 373.75 -4.00 1,994 13,226 +207
Mar04 031103 380.00 382.00 375.50 375.50 -3.50 2,604 13,521 +448
May04 031103 379.50 381.00 376.50 376.50 -2.00 88 1,498 +36
Jul04 031103 377.00 377.00 377.00 377.00 -5.00 0 591 +0
Sep04 031103 362.00 362.00 362.00 362.00 unch 3 361 +0
Total Volume and Open Interest 4,689 29,282 +691
Oats(CBOT)
Dec03 031103 141.00 143.50 140.00 141.00 -0.50 1,205 4,236 +4
Mar04 031103 145.50 148.00 145.00 145.75 +0.75 382 1,728 +71
May04 031103 149.00 149.00 148.75 148.75 +1.25 2 159 +0
Jul04 031103 150.00 150.00 150.00 150.00 unch 0 34 +0
Total Volume and Open Interest 1,589 6,159 +75
Rough Rice(CBOT)
Nov03 031103 7.60 7.65 7.49 7.60 +0.05 440 501 -303
Jan04 031103 7.78 7.81 7.63 7.75 +0.03 602 3,884 +241
Mar04 031103 7.90 7.95 7.83 7.88 +0.03 45 1,348 +23
May04 031103 8.02 8.08 8.02 8.02 +0.03 0 597 -1
Total Volume and Open Interest 1,087 6,697 -40
Live Cattle(CME)
Dec03 031103 90.750 92.400 90.600 92.350 +1.450 8,565 51,190 +99
Feb04 031103 86.300 88.000 86.200 88.000 +1.500 4,442 31,001 +685
Apr04 031103 81.200 82.000 80.850 81.800 +0.325 2,192 17,906 +84
Jun04 031103 75.100 76.000 74.900 75.775 +0.350 791 10,788 -23
Aug04 031103 74.350 74.850 74.300 74.625 +0.100 521 3,672 +237
Oct04 031103 74.000 75.000 74.000 75.000 +0.950 10 277 +0
Total Volume and Open Interest 16,808 116,120 +946
Feeder Cattle(CME)
Nov03 031103 101.300 102.300 101.150 102.200 +0.925 1,589 5,901 -7
Jan04 031103 94.750 96.300 94.650 96.150 +1.350 1,788 7,247 +78
Mar04 031103 89.150 90.250 89.050 89.950 +0.700 348 1,930 +81
Apr04 031103 88.900 88.900 87.900 88.800 +1.100 180 696 -52
May04 031103 87.900 87.900 87.000 87.750 +0.850 56 1,131 -19
Aug04 031103 89.000 89.650 88.750 89.500 +0.850 27 553 +14
Sep04 031103 89.300 89.450 89.250 89.450 +0.650 0 218 +0
Total Volume and Open Interest 3,988 17,676 -2,165
Lean Hogs(CME)
Dec03 031103 53.600 54.300 52.500 52.650 -0.675 3,223 23,731 -621
Feb04 031103 58.650 59.200 57.600 58.350 -0.150 1,544 11,478 +169
Apr04 031103 59.800 60.350 59.300 59.875 +0.050 388 5,023 +69
May04 031103 62.225 62.450 61.600 62.200 +0.025 75 774 +30
Jun04 031103 65.100 65.650 64.500 65.025 -0.250 76 1,696 +19
Jul04 031103 62.600 62.850 61.950 61.950 -0.175 48 576 -22
Aug04 031103 61.000 61.000 60.500 60.900 -0.050 14 292 +12
Oct04 031103 54.100 54.250 54.000 54.000 unch 14 215 +5
Total Volume and Open Interest 5,384 43,821 -337
Pork Bellies(CME)
Feb04 031103 87.750 88.500 87.525 87.625 +0.100 306 1,634 +15
Mar04 031103 86.900 86.900 86.900 86.900 -0.375 5 122 +5
May04 031103 88.350 88.350 88.350 88.350 unch 1 51 +1
Jul04 031103 90.700 90.700 90.700 90.700 +0.450 1 34 +0
Aug04 031103 89.500 89.500 89.500 89.500 unch 1 8 +0
Total Volume and Open Interest 314 1,849 +21
Class III Milk(CME)
Nov03 031103 13.10 13.18 13.05 13.16 unch 464 5,234 -77
Dec03 031103 11.90 11.90 11.75 11.75 -0.15 106 3,833 -29
Jan04 031103 11.54 11.54 11.51 11.51 -0.04 71 1,730 -3
Feb04 031103 11.26 11.32 11.26 11.26 -0.04 70 1,500 +14
Mar04 031103 11.30 11.31 11.30 11.30 -0.01 31 1,276 +42
Total Volume and Open Interest 801 19,023 -5,783
Cocoa(NYBOT)
Dec03 031103 1430 1442 1418 1422 -18 9,407 29,349 -2,074
Mar04 031103 1405 1408 1389 1391 -18 5,506 23,293 -293
May04 031103 1400 1400 1375 1376 -19 357 14,238 +146
Jul04 031103 1396 1396 1373 1376 -21 330 10,984 +34
Sep04 031103 1403 1403 1380 1380 -20 79 7,149 +18
Dec04 031103 1410 1410 1390 1390 -20 345 8,279 +205
Mar05 031103 1401 1401 1401 1401 -24 0 3,135 +0
Total Volume and Open Interest 16,024 108,832 -1,964
Coffee "C"(NYBOT)
Dec03 031103 59.00 59.40 58.60 58.65 unch 14,758 46,218 +559
Mar04 031103 62.20 62.30 61.80 61.80 +0.15 8,321 21,849 +1,750
May04 031103 64.25 64.25 63.75 63.75 +0.20 951 4,869 +12
Jul04 031103 66.20 66.25 65.65 65.65 +0.20 383 2,808 +156
Sep04 031103 67.90 68.00 67.50 67.50 +0.25 325 5,356 +237
Dec04 031103 70.40 70.75 70.20 70.20 +0.20 191 2,157 +16
Total Volume and Open Interest 25,033 84,799 +2,714
Orange Juice(NYBOT)
Nov03 031103 67.20 67.30 66.80 67.10 -0.50 1,614 2,354 -960
Jan04 031103 70.70 70.90 70.10 70.85 -0.10 1,938 17,119 +719
Mar04 031103 73.50 73.80 73.10 73.80 +0.15 404 6,393 +215
May04 031103 75.90 76.15 75.90 76.15 +0.15 37 2,812 -3
Jul04 031103 78.00 78.50 78.00 78.50 +0.15 25 313 -20
Total Volume and Open Interest 4,019 29,650 -49
Sugar #11(NYBOT)
Mar04 031103 5.92 5.98 5.82 5.86 -0.07 33,155 130,467 +5,973
May04 031103 6.07 6.12 5.94 5.99 -0.09 4,155 24,225 +255
Jul04 031103 6.10 6.13 6.00 6.02 -0.09 3,043 24,949 +199
Oct04 031103 6.25 6.26 6.14 6.16 -0.09 820 17,053 +93
Mar05 031103 6.38 6.38 6.31 6.31 -0.07 433 6,655 -258
Total Volume and Open Interest 41,712 207,803 +6,297
Sugar #14(NYBOT)
Nov03 031008 21.40 21.45 20.95 20.95 -0.40 70 716 -71
Jan04 031103 20.93 20.95 20.93 20.95 +0.08 72 2,520 -35
Mar04 031103 20.93 20.95 20.93 20.95 unch 27 2,765 +10
May04 031103 20.95 20.95 20.95 20.95 +0.02 80 3,212 +40
Jul04 031103 21.01 21.01 21.01 21.01 -0.02 25 2,106 +17
Total Volume and Open Interest 239 13,458 +42
London Cocoa(LCE)
Dec03 031103 844 853 838 851 +1 7,632 47,735 -3,636
Mar04 031103 869 880 867 879 +1 2,121 46,440 +148
May04 031103 885 896 885 896 +1 974 16,817 -254
Jul04 031103 904 914 904 914 +1 916 13,706 -42
Sep04 031103 921 930 921 930 +1 143 18,036 +5
Dec04 031103 932 943 932 943 unch 4,939 24,161 +4,678
Mar05 031103 948 956 948 956 unch 79 8,036 +51
Total Volume and Open Interest 16,804 175,832 +950
London Coffee(LCE)
Nov03 031103 663.00 668.00 662.00 664.00 +6.00 14,169 15,446 -2,336
Jan04 031103 689.00 695.00 688.00 692.00 +4.00 16,109 53,238 +3,182
Mar04 031103 709.00 713.00 708.00 711.00 +4.00 3,362 25,197 +1,171
May04 031103 725.00 730.00 725.00 728.00 +4.00 1,999 16,137 +1,240
Jul04 031103 744.00 747.00 741.00 745.00 +4.00 974 5,912 +462
Sep04 031103 754.00 761.00 754.00 759.00 +5.00 751 4,784 +578
Total Volume and Open Interest 37,402 123,602 +4,335
London Sugar(LCE)
Dec03 031103 174.40 175.30 173.00 173.50 -1.00 3,819 15,868 -1,839
Mar04 031103 178.10 179.30 177.50 177.50 -1.50 2,986 15,857 +902
May04 031103 182.20 184.00 181.20 181.50 -1.10 270 3,785 +55
Aug04 031103 184.00 184.50 182.50 182.50 -0.60 250 5,658 +116
Oct04 031103 187.00 187.00 185.00 185.00 -0.50 106 2,410 +31
Total Volume and Open Interest 7,441 44,457 -725
Cotton(NYBOT)
Dec03 031103 76.40 77.80 75.73 76.41 -0.32 12,988 50,096 -2,893
Mar04 031103 78.43 80.00 78.30 79.03 +0.11 11,870 45,458 +1,403
May04 031103 78.70 80.50 78.70 79.60 +0.67 1,942 10,108 +404
Jul04 031103 78.20 80.00 78.20 79.15 +0.76 693 4,280 +148
Oct04 031103 69.10 69.10 69.10 69.10 +0.85 9 283 -2
Dec04 031103 68.85 69.70 68.85 69.40 +0.55 228 3,820 +57
Total Volume and Open Interest 27,733 114,453 -883
Lumber(CME)
Nov03 031103 281.7 288.3 279.5 281.5 +1.7 388 982 -85
Jan04 031103 294.3 302.9 294.3 298.4 +5.2 368 1,085 +46
Mar04 031103 301.4 306.0 301.0 305.0 +6.1 51 135 -10
May04 031103 305.9 305.9 304.2 304.2 +5.9 4 28 +3
Total Volume and Open Interest 813 2,233 -44
Crude Oil(NYM)
Dec03 031103 29.30 29.32 28.80 28.90 -0.21 70,843 157,566 -2,589
Jan04 031103 29.05 29.09 28.63 28.74 -0.11 34,345 74,892 -859
Feb04 031103 28.75 28.77 28.40 28.47 -0.10 8,561 29,220 +139
Mar04 031103 28.37 28.43 28.10 28.19 -0.10 6,212 27,326 -133
Apr04 031103 28.00 28.08 27.90 27.91 -0.10 2,356 21,285 -260
May04 031103 27.63 27.64 27.63 27.63 -0.10 836 11,899 -61
Jun04 031103 27.55 27.56 27.28 27.35 -0.10 6,905 27,975 +41
Jul04 031103 27.00 27.10 27.00 27.10 -0.10 1,037 9,051 +58
Aug04 031103 26.88 26.88 26.88 26.88 -0.10 195 9,027 -65
Sep04 031103 26.63 26.66 26.59 26.66 -0.10 579 14,644 +269
Oct04 031103 26.48 26.48 26.48 26.48 -0.10 174 9,142 +29
Nov04 031103 26.31 26.32 26.25 26.32 -0.09 102 7,890 +0
Dec04 031103 26.29 26.29 26.10 26.16 -0.08 4,981 25,678 -668
Jan05 031103 26.00 26.00 26.00 26.00 -0.08 760 9,168 +402
Feb05 031103 25.90 25.90 25.90 25.90 -0.08 25 3,788 +0
Mar05 031103 25.80 25.80 25.80 25.80 -0.08 0 2,154 +0
Total Volume and Open Interest 143,016 515,792 -1,414
Heating Oil(NYM)
Dec03 031103 80.10 80.40 78.50 78.55 -1.49 25,334 48,052 +1,186
Jan04 031103 80.60 81.00 79.15 79.25 -1.29 5,799 22,877 -1,536
Feb04 031103 80.10 80.50 79.05 79.05 -1.24 2,969 17,098 +306
Mar04 031103 78.90 78.90 77.70 77.70 -1.19 3,794 15,320 +1,744
Apr04 031103 76.00 76.00 75.15 75.15 -1.09 1,495 6,924 +333
May04 031103 73.40 73.40 72.70 72.70 -1.04 411 4,125 +58
Jun04 031103 71.20 71.20 71.20 71.20 -0.99 521 5,949 +30
Jul04 031103 70.60 70.60 70.60 70.60 -0.94 1 2,361 +1
Aug04 031103 70.75 70.75 70.75 70.75 -0.94 10 2,291 +9
Sep04 031103 71.35 71.35 71.35 71.35 -0.94 10 1,472 +8
Oct04 031103 72.00 72.00 72.00 72.00 -0.94 35 1,078 +15
Nov04 031103 72.60 72.60 72.60 72.60 -0.94 16 1,251 +16
Total Volume and Open Interest 50,533 136,299 -2,157
Unleaded Gas(NYM)
Dec03 031103 80.00 80.20 78.50 78.72 -0.81 26,329 46,555 -2,675
Jan04 031103 79.00 79.55 78.15 78.24 -0.74 4,601 16,415 +572
Feb04 031103 79.40 79.40 78.60 78.64 -0.79 1,113 3,568 -81
Mar04 031103 80.40 80.50 79.39 79.39 -0.84 2,172 3,650 +1,194
Apr04 031103 86.14 86.14 86.14 86.14 -0.84 797 6,198 +274
Total Volume and Open Interest 44,084 82,653 -4,082
RBOB Gasoline(NYMEX)
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Dec03 031103 4.980 4.990 4.700 4.705 -0.188 40,949 57,348 -2,058
Jan04 031103 5.200 5.215 4.970 4.983 -0.146 10,241 39,423 -342
Feb04 031103 5.170 5.190 4.970 4.978 -0.141 5,948 26,573 -120
Mar04 031103 5.060 5.080 4.888 4.888 -0.126 4,715 22,688 +1,407
Apr04 031103 4.780 4.780 4.620 4.623 -0.101 3,733 20,755 +321
May04 031103 4.720 4.720 4.588 4.588 -0.091 2,807 15,559 -811
Jun04 031103 4.720 4.720 4.598 4.598 -0.091 831 14,383 -93
Jul04 031103 4.720 4.720 4.615 4.615 -0.084 453 11,231 -60
Aug04 031103 4.750 4.750 4.630 4.630 -0.084 929 11,239 -254
Sep04 031103 4.670 4.690 4.615 4.615 -0.084 1,119 9,290 +348
Oct04 031103 4.720 4.730 4.630 4.630 -0.079 288 9,903 +163
Nov04 031103 4.900 4.900 4.812 4.812 -0.072 364 7,940 -26
Dec04 031103 5.050 5.050 5.002 5.002 -0.062 132 10,508 +61
Jan05 031103 5.130 5.140 5.118 5.118 -0.059 38 7,828 +2
Feb05 031103 5.150 5.150 5.095 5.095 -0.052 176 8,024 +89
Mar05 031103 4.930 4.960 4.930 4.930 -0.052 319 7,988 +0
Total Volume and Open Interest 73,750 341,864 -1,078
Brent Crude Oil(ICE)
Dec03 031103 28.02 28.14 26.72 26.72 -0.98 30,809 69,532 -7,410
Jan04 031103 27.52 27.71 26.44 26.44 -0.90 20,133 82,050 -1,657
Feb04 031103 27.25 27.25 26.16 26.16 -0.84 4,136 18,140 +846
Mar04 031103 26.85 26.90 25.89 25.89 -0.80 2,491 16,970 -99
Apr04 031103 26.63 26.63 25.62 25.62 -0.83 860 7,827 -813
May04 031103 25.37 25.37 25.37 25.37 -0.85 852 6,837 +89
Jun04 031103 26.14 26.19 25.12 25.12 -0.88 2,315 25,308 -726
Jul04 031103 24.87 24.87 24.87 24.87 -0.92 700 6,661 -100
Aug04 031103 24.70 24.70 24.70 24.70 -0.90 0 5,630 +0
Sep04 031103 25.35 25.35 24.54 24.54 -0.90 0 4,082 +0
Oct04 031103 25.15 25.15 25.15 25.15 -0.14 0 2,561 +0
Nov04 031103 25.01 25.01 25.01 25.01 -0.13 0 1,000 +0
Dec04 031103 25.10 25.10 24.14 24.14 -0.88 2,008 26,295 -1,265
Total Volume and Open Interest 66,104 292,023 -11,235
Gas Oil(ICE)
Nov03 031103 256.00 256.00 247.50 250.25 -1.50 14,150 24,503 -4,268
Dec03 031103 246.00 246.75 240.75 242.50 unch 14,588 51,139 -2,700
Jan04 031103 241.75 241.75 237.25 239.00 +0.50 5,775 19,903 +272
Feb04 031103 234.50 234.50 234.25 234.25 +0.75 314 9,740 +267
Mar04 031103 229.25 229.25 229.25 229.25 +0.75 213 6,735 -229
Apr04 031103 224.25 224.25 224.25 224.25 +0.75 0 5,662 -100
May04 031103 220.25 220.25 220.25 220.25 +0.75 0 3,444 -100
Jun04 031103 218.00 218.75 218.00 218.75 +0.25 1,373 9,783 -634
Jul04 031103 217.75 218.50 217.75 218.50 unch 250 2,592 -300
Aug04 031103 218.75 218.75 218.75 218.75 unch 0 1,219 +0
Total Volume and Open Interest 36,913 151,810 -7,542
US Dollar Index(NYBOT)
Dec03 031103 92.86 94.10 92.68 93.87 +0.99 3,283 19,163 -1,028
Mar04 031103 93.29 94.45 93.10 94.29 +0.99 49 2,144 -12
Jun04 031103 94.18 94.74 94.18 94.74 +0.99 0 13 +0
Total Volume and Open Interest 3,332 21,321 -1,040
Australian Dollar(CME)
Dec03 031103 70.40 70.57 69.45 69.60 -0.83 3,774 58,903 +1,189
Mar04 031103 69.73 69.73 68.90 68.92 -0.83 16 927 -4
Jun04 031103 68.24 68.24 68.24 68.24 -0.83 0 176 +0
Total Volume and Open Interest 3,790 60,090 +1,185
British Pound(CME)
Dec03 031103 168.95 169.03 167.10 167.16 -1.78 2,915 68,162 +276
Mar04 031103 167.20 167.20 165.90 165.90 -1.78 1 272 +1
Jun04 031103 164.70 164.70 164.58 164.58 -1.78 0 1 +0
Total Volume and Open Interest 2,916 68,440 +277
Canadian Dollar(CME)
Dec03 031103 75.13 75.40 74.68 74.83 -0.85 4,765 77,775 +182
Mar04 031103 74.82 75.09 74.40 74.56 -0.85 128 4,030 +39
Jun04 031103 74.60 74.77 74.20 74.33 -0.85 43 1,218 +2
Sep04 031103 74.20 74.20 74.05 74.12 -0.85 7 652 +1
Total Volume and Open Interest 4,968 83,930 +240
Japanese Yen(CME)
Dec03 031103 90.90 91.05 89.79 90.04 -0.95 23,467 144,906 -8,314
Mar04 031103 91.15 91.34 90.10 90.32 -0.95 31 509 +8
Jun04 031103 90.58 90.61 90.58 90.61 -0.95 0 203 +0
Total Volume and Open Interest 23,498 145,666 -8,306
Swiss Franc(CME)
Dec03 031103 74.62 74.75 73.35 73.57 -1.02 10,011 57,917 -443
Mar04 031103 74.85 74.85 73.70 73.73 -1.02 1 215 +1
Jun04 031103 73.89 73.89 73.89 73.89 -1.02 0 109 +0
Total Volume and Open Interest 10,012 58,273 -442
EuroFX(CME)
Dec03 031103 115.74 115.94 114.15 114.47 -1.12 19,699 101,255 -894
Mar04 031103 115.43 115.60 113.90 114.18 -1.12 149 1,310 -60
Jun04 031103 113.91 113.91 113.91 113.91 -1.12 0 67 +0
Total Volume and Open Interest 19,848 102,737 -954
Mexican Peso(CME)
Nov03 031103 9100.0 9115.0 9100.0 9107.5 +32.5 0 58 +0
Dec03 031103 9055.0 9097.5 9035.0 9077.5 +32.5 7,522 33,820 -768
Total Volume and Open Interest 7,557 34,897 -768
30-Year T-Bonds(CBOT)
Dec03 031103 108~27 108~28 107~21 108~05 -0~18 221,339 434,932 +1,234
Mar04 031103 107~02 107~05 106~13 106~24 -0~18 2,137 19,503 +342
Jun04 031103 105~12 105~12 105~12 105~12 -0~18 0 317 +0
Total Volume and Open Interest 223,486 455,137 +1,584
10-Year T-Notes(CBOT)
Dec03 031103 112~090 112~115 111~145 111~250 -0~165 521,362 962,816 -13,786
Mar04 031103 110~160 110~210 110~000 110~105 -0~170 6,902 142,015 +2,895
Total Volume and Open Interest 528,264 1,104,843 -10,891
5-Year T-Notes(CBOT)
Dec03 031103 111~220 111~225 111~080 111~155 -0~105 201,355 0 +0
Mar04 031103 110~150 110~150 110~080 110~080 -0~115 598 43,885 +360
Total Volume and Open Interest 201,953 43,885 +360
2 Year T-Notes(CBOT)
Dec03 031103 107~024 107~025 107~002 107~013 -0~016 6,088 141,692 +564
Total Volume and Open Interest 6,088 141,692 +564
Eurodollars(CME)
Dec03 031103 98.805 98.810 98.800 98.810 unch 45,428 691,034 -6,666
Mar04 031103 98.645 98.645 98.605 98.620 -0.035 84,376 683,261 -4,671
Jun04 031103 98.320 98.330 98.265 98.285 -0.065 115,414 635,547 -4,691
Sep04 031103 97.920 97.925 97.840 97.880 -0.065 197,181 561,114 +7,778
Dec04 031103 97.470 97.470 97.380 97.430 -0.065 113,263 535,701 +4,129
Mar05 031103 97.060 97.060 96.960 97.015 -0.075 30,728 334,997 -4,198
Jun05 031103 96.695 96.700 96.590 96.655 -0.075 27,403 273,408 -3,658
Sep05 031103 96.380 96.385 96.280 96.340 -0.070 23,785 213,901 -1,664
Dec05 031103 96.120 96.120 96.005 96.060 -0.085 9,636 148,538 -2,253
Mar06 031103 95.880 95.880 95.775 95.820 -0.085 10,731 137,858 -970
Jun06 031103 95.655 95.655 95.550 95.590 -0.090 8,422 133,152 +1,492
Sep06 031103 95.445 95.445 95.340 95.380 -0.090 11,544 105,859 -4,210
Dec06 031103 95.240 95.240 95.165 95.180 -0.080 2,529 92,683 -480
Mar07 031103 95.050 95.050 94.985 95.005 -0.080 5,914 76,465 -419
Jun07 031103 94.850 94.850 94.820 94.840 -0.080 2,655 69,954 -110
Sep07 031103 94.700 94.700 94.675 94.690 -0.080 3,765 56,067 +1,502
Dec07 031103 94.580 94.580 94.530 94.545 -0.075 2,295 44,739 +153
Mar08 031103 94.415 94.425 94.395 94.425 -0.070 2,338 39,489 +490
Total Volume and Open Interest 704,003 5,027,419 -17,140
3-Mth Euro-Yen(CME)
Dec03 031103 99.92 99.92 99.91 99.91 unch 663 7,961 +567
Mar04 031103 99.87 99.87 99.87 99.87 unch 0 7,593 +241
Jun04 031103 99.84 99.84 99.84 99.84 -0.01 41 11,676 +77
Sep04 031103 99.76 99.76 99.75 99.75 -0.02 162 6,449 +557
Dec04 031103 99.65 99.65 99.64 99.64 -0.02 100 2,532 -326
Mar05 031103 99.51 99.51 99.49 99.49 -0.03 0 3,144 -42
Jun05 031103 99.37 99.37 99.37 99.37 -0.04 0 485 +0
Sep05 031103 99.24 99.24 99.24 99.24 -0.05 0 2,980 +1
Dec05 031103 99.17 99.17 99.17 99.17 -0.05 0 68 -5
Mar06 031103 99.07 99.07 99.07 99.07 -0.05 0 229 +0
Total Volume and Open Interest 966 44,075 +1,070
3-Mth Euro-Yen(SIMEX)
Dec03 031103 99.91 99.91 99.91 99.91 unch 1,403 45,404 -729
Mar04 031103 99.88 99.88 99.88 99.88 unch 1,816 60,274 +456
Jun04 031103 99.85 99.85 99.85 99.85 unch 1,206 71,212 +1,095
Sep04 031103 99.77 99.77 99.77 99.77 unch 1,050 32,254 +175
Dec04 031103 99.66 99.66 99.66 99.66 unch 551 29,760 +656
Mar05 031103 99.54 99.54 99.53 99.53 unch 492 18,931 +283
Jun05 031103 99.43 99.43 99.43 99.43 -0.01 252 10,891 +26
Sep05 031103 99.32 99.32 99.32 99.32 -0.01 301 9,472 +50
Total Volume and Open Interest 7,071 290,560 +2,012
German Euro-Bund(EUREX)
Dec03 031103 112.53 112.68 111.99 112.18 -0.57 762,095 919,314 +41
Mar04 031103 112.19 112.19 111.57 111.69 -0.58 1,631 13,766 -104
Jun04 031103 111.18 111.18 111.18 111.18 -0.57 420 0 +0
Total Volume and Open Interest 764,146 933,080 -63
German Euro-Bobl(EUREX)
Dec03 031103 110.09 110.15 109.71 109.80 -0.41 408,226 615,493 -6,618
Mar04 031103 109.50 109.50 109.23 109.29 -0.42 2,822 17,807 +452
Jun04 031103 108.80 108.80 108.80 108.80 -0.41      
Total Volume and Open Interest 411,048 633,300 -6,166
Long Gilt(LIFFE)
Dec03 031103 114~10 114~12 113~16 113~24 -0~26 34,618 153,007 -562
Mar04 031103 105~20 105~23 105~12 105~19 -0~25 3 1,546 +0
Total Volume and Open Interest 34,621 154,553 -562
3-Mth Short Sterling(LIFFE)
Dec03 031103 95.94 95.94 95.88 95.89 -0.05 18,987 215,193 +521
Mar04 031103 95.58 95.58 95.48 95.49 -0.08 22,329 183,680 +3,479
Jun04 031103 95.22 95.23 95.12 95.14 -0.10 25,443 182,563 +3,073
Total Volume and Open Interest 113,023 1,082,413 +10,993
3-Mth Euribor(LIFFE)
Dec03 031103 97.815 97.825 97.805 97.810 -0.015 27,185 585,773 -4,978
Mar04 031103 97.710 97.715 97.655 97.670 -0.050 59,779 443,832 -766
Jun04 031103 97.495 97.505 97.420 97.435 -0.080 75,331 404,849 +3,440
Total Volume and Open Interest 367,827 2,608,686 +5,561
3-Mth Aus T-Bills(SFE)
Dec03 031103 94.80 94.83 94.80 94.82 -0.04 9,423 195,387 -3,058
Mar04 031103 94.49 94.53 94.48 94.50 -0.05 13,781 129,095 +7,031
Jun04 031103 94.30 94.35 94.30 94.32 -0.04 4,893 54,993 +858
Sep04 031103 94.18 94.20 94.17 94.18 -0.04 998 24,653 +68
Dec04 031103 94.07 94.08 94.06 94.07 -0.04 205 20,054 +14
Mar05 031103 93.99 94.01 93.99 93.99 -0.04 999 19,006 +64
Jun05 031103 93.91 93.93 93.90 93.91 -0.04 119 10,821 -64
Sep05 031103 93.84 93.86 93.83 93.84 -0.04 75 4,393 +69
Dec05 031103 93.79 93.81 93.79 93.80 -0.04 4 1,856 +4
Mar06 031103 93.77 93.77 93.77 93.77 -0.04 1 920 +0
Total Volume and Open Interest 30,498 461,766 +4,986
10-Year Aus T-Bonds(SFE)
Dec03 031103 94.18 94.22 94.18 94.18 -0.03 5,848 165,206 -7,378
Mar04 031103 94.18 94.18 94.18 94.18 -0.03      
Total Volume and Open Interest 19,372 172,584 +14,416
3-Year Aus T-Bonds(SFE)
Dec03 031103 94.34 94.37 94.33 94.34 -0.06 64,247 434,664 +55,463
Mar04 031103 94.34 94.34 94.34 94.34 -0.06      
Total Volume and Open Interest 64,247 434,664 +55,463
Gold(CMX)
Dec03 031103 384.0 385.5 376.5 377.1 -7.5 47,907 185,164 -39
Feb04 031103 384.5 386.5 377.0 378.1 -7.5 1,870 24,950 +274
Apr04 031103 386.0 387.0 378.8 378.8 -7.5 308 7,502 +154
Jun04 031103 386.0 387.7 378.0 379.6 -7.5 155 10,778 -20
Aug04 031103 388.0 388.1 380.4 380.4 -7.4 0 6,961 +0
Oct04 031103 381.1 381.1 381.1 381.1 -7.4 0 795 +0
Dec04 031103 389.5 389.5 380.5 381.9 -7.4 136 13,116 -8
Feb05 031103 382.8 382.8 382.8 382.8 -7.4 1 2,622 +0
Apr05 031103 383.8 383.8 383.8 383.8 -7.3 0 111 +0
Jun05 031103 384.8 384.8 384.8 384.8 -7.3 1 7,386 +1
Aug05 031103 385.9 385.9 385.9 385.9 -7.3 0 547 +0
Total Volume and Open Interest 50,386 267,519 +367
Silver(CMX)
Dec03 031103 507.0 507.5 492.0 492.7 -13.8 23,804 64,139 -3,649
Mar04 031103 509.5 509.5 494.0 494.4 -13.8 2,775 18,674 +1,606
May04 031103 509.0 509.0 495.4 495.4 -13.5 620 1,696 +524
Jul04 031103 507.0 507.0 496.0 496.5 -13.4 1 2,206 -1
Sep04 031103 497.4 497.4 497.4 497.4 -13.1 0 576 +0
Dec04 031103 511.0 511.0 495.0 498.3 -12.8 125 5,033 +9
Mar05 031103 500.0 500.0 500.0 500.0 -12.5 0 203 +0
Total Volume and Open Interest 27,329 94,349 -1,511
Platinum(NYM)
Jan04 031103 739.0 743.0 736.2 740.4 -5.5 823 8,673 -14
Apr04 031103 731.4 731.4 731.4 731.4 -6.5 10 198 +10
Total Volume and Open Interest 833 8,871 -4
Palladium(NYME)
Dec03 031103 207.00 213.00 205.00 210.00 +1.85 303 5,134 +52
Mar04 031103 207.00 213.00 207.00 210.50 +1.95 2 445 +1
Jun04 031103 210.50 210.50 210.50 210.50 +1.95 0 85 +0
Total Volume and Open Interest 305 5,664 +53
Copper(CMX)
Dec03 031103 93.50 93.85 92.55 93.30 -0.55 10,799 82,781 -1,622
Mar04 031103 94.05 94.35 93.20 93.90 -0.55 2,986 12,742 +1,096
May04 031103 94.15 94.15 93.90 93.90 -0.45 32 2,426 +21
Jul04 031103 94.00 94.00 93.40 93.70 -0.50 1 2,259 +1
Sep04 031103 93.50 93.50 93.50 93.50 -0.55 41 1,373 +14
Total Volume and Open Interest 14,045 107,214 -1,254
Aluminum(CMX)
Nov03 031103 70.15 70.15 70.15 70.15 -1.20 0 223 -1,370
Dec03 031103 70.90 70.90 70.30 70.30 -1.20 32 1,302 +20
Jan04 031103 70.45 70.45 70.45 70.45 -1.15 50 1,374 +50
Feb04 031103 71.30 71.30 70.45 70.45 -1.15 0 1,153 +0
Mar04 031103 71.00 71.00 70.55 70.55 -1.05 9 371 +9
Apr04 031103 70.50 70.50 70.50 70.50 -1.05 0 193 +0
Total Volume and Open Interest 116 6,837 -1,316
DJIA Index(CBOT)
Dec03 031103 9814 9869 9800 9813 +50 4,215 34,200 -372
Mar04 031103 9815 9840 9788 9788 +50 2 2,459 +6
Jun04 031103 9810 9810 9764 9764 +50 0 1 +0
Total Volume and Open Interest 4,217 36,660 -366
S & P 500(CME)
Dec03 031103 1051.80 1060.50 1051.50 1054.20 +4.70 41,829 560,169 -3,914
Mar04 031103 1057.00 1058.00 1052.80 1052.80 +4.70 2,810 25,591 +2,519
Jun04 031103 1056.70 1056.70 1052.10 1052.10 +4.70 111 597 -1
Sep04 031103 1055.90 1055.90 1052.10 1052.10 +4.70 1 193 +0
Total Volume and Open Interest 44,762 586,598 -1,386
S & P 500 E-Mini(Globex)
Dec03 031103 1047.25 1060.50 1046.50 1054.25 +4.75 452,365 478,563 +3,952
Mar04 031103 1052.00 1059.00 1051.00 1052.75 +4.75 172 1,830 -66
Total Volume and Open Interest 452,537 480,393 +3,886
NASDAQ 100(CME)
Dec03 031103 1425.50 1448.00 1423.00 1439.00 +21.00 8,134 80,316 -108
Mar04 031103 1442.00 1442.00 1442.00 1442.00 +21.00 0 56 +0
Jun04 031103 1445.00 1445.00 1445.00 1445.00 +21.00 0 47 +0
Total Volume and Open Interest 8,134 80,419 -108
NASDAQ 100 E-Mini(Globex)
Dec03 031103 1412.50 1448.00 1412.50 1439.00 +21.00 198,161 245,544 +2,191
Mar04 031103 1429.50 1451.00 1429.50 1442.00 +21.00 22 1,159 -3
Total Volume and Open Interest 198,183 246,703 +2,188
S & P Midcap 400(CME)
Dec03 031103 551.00 555.00 549.25 553.70 +5.25 944 14,458 -159
Mar04 031103 553.80 553.80 553.50 553.50 +5.25      
Jun04 031103 554.25 554.25 553.95 553.95 +5.25 0 1 +0
Total Volume and Open Interest 944 14,459 -159
Russell 2000(CME)
Dec03 031103 532.00 538.50 531.90 537.00 +8.65 2,097 21,768 -262
Mar04 031103 537.00 537.00 537.00 537.00 +8.65      
Jun04 031103 537.00 537.00 537.00 537.00 +8.65      
Total Volume and Open Interest 2,097 21,768 -262
Russell 2000 E-Mini(Globex)
Dec03 031103 529.10 538.30 529.10 537.00 +8.60 20,392 24,384 -1,534
Mar04 031103 537.00 537.00 537.00 537.00 +8.60      
Total Volume and Open Interest 20,392 24,384 -1,534
Value Line(KCBT)
Dec03 031103 1442.00 1448.00 1442.00 1448.00 +18.00 15 44 +2
Total Volume and Open Interest 15 44 +2
Nikkei 225(CME)
Dec03 031031 10690 10780 10515 10585 -70 24,370 151,056 -1,422
Mar04 031031 10580 10580 10580 10580 -70 0 4,985 +0
Total Volume and Open Interest 24,370 156,041 -1,422
Nikkei 225(SGX)
Dec03 031031 10690 10780 10515 10585 -70 24,370 151,056 -1,422
Mar04 031031 10580 10580 10580 10580 -70 0 4,985 +0
Jun04 031031 10535 10535 10535 10535 -70      
Total Volume and Open Interest 24,370 156,041 -1,422
CAC 40(EURONEXT)
Nov03 031103 3380.0 3450.5 3379.5 3442.0 +63.5 90,735 359,926 +81,229
Dec03 031103 3389.5 3452.0 3386.5 3447.5 +63.5 4,310 153,615 +3,905
Total Volume and Open Interest 95,045 527,351 -528,941
Hang Seng Index(HKFE)
Nov03 031103 12131 12400 12129 12375 +280 22,100 79,741 -359
Dec03 031103 12105 12400 12105 12371 +275 270 1,407 -32
Total Volume and Open Interest 22,418 81,497 -389
DAX(EUREX)
Dec03 031103 3662.5 3769.5 3658.5 3768.0 +109.0 100,269 260,836 -1,008
Mar04 031103 3711.5 3788.0 3711.5 3788.0 +109.5 169 10,035 -12
Jun04 031103 3766.5 3809.5 3766.5 3809.5 +110.0 95 2,270 -13
Total Volume and Open Interest 100,533 273,141 -1,033
FT-SE 100(EURONEXT)
Dec03 031103 4288.00 4344.00 4286.50 4333.00 +36.00 44,231 391,283 +1,259
Mar04 031103 4310.00 4335.00 4310.00 4329.00 +36.00 11 14,510 +4
Jun04 031103 4343.00 4348.00 4339.00 4343.50 +37.00 0 8,529 +0
Total Volume and Open Interest 44,242 414,913 +1,263
SPI 200(SFE)
Dec03 031103 3261.0 3267.0 3243.0 3255.0 -4.0 14,238 151,626 +8,539
Mar04 031103 3272.0 3272.0 3266.0 3266.0 -4.0 405 3,675 -108
Jun04 031103 3277.0 3277.0 3277.0 3277.0 -4.0 265 2,259 +135
Total Volume and Open Interest 15,128 159,300 +8,786
GSCI(CME)
Nov03 031103 239.80 240.20 236.00 236.00 -1.90 248 12,063 +9
Dec03 031103 241.30 241.30 237.25 237.25 -1.80 59 69 +59
Jan04 031103 236.25 236.25 236.25 236.25 -1.00      
Total Volume and Open Interest 307 12,132 +68
Reuters CRB Index(NYBOT)
Nov03 031103 247.50 249.00 245.05 245.05 -1.95 54 297 -37
Jan04 031103 248.50 248.50 245.25 245.75 -1.25 60 495 -17
Feb04 031103 244.95 244.95 244.95 244.95 -0.55 25 196 +25
Total Volume and Open Interest 171 1,046 -21
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 © 1989- 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!