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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 Thu November 06, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031106 770.00 771.50 757.00 757.75 -7.50 8,316 5,784 -771
Jan04 031106 778.00 779.00 764.00 765.00 -8.00 72,294 129,752 -75
Mar04 031106 771.00 773.00 758.50 759.75 -6.25 10,916 38,887 -923
May04 031106 737.00 740.00 731.00 732.00 unch 5,323 38,580 +121
Jul04 031106 724.00 729.00 720.00 722.75 +2.25 3,924 18,656 +0
Aug04 031106 705.00 707.00 700.50 701.00 +4.00 259 2,414 -1
Sep04 031106 658.00 660.00 653.25 653.25 +2.00 53 574 +24
Total Volume and Open Interest 103,183 243,758 -1,470
Soybean Meal(CBOT)
Dec03 031106 248.20 249.30 243.60 244.20 -1.80 16,661 53,354 -3,437
Jan04 031106 246.50 247.20 241.60 241.80 -2.40 8,276 21,249 +863
Mar04 031106 243.00 245.50 239.00 239.10 -2.40 4,325 23,115 +462
May04 031106 233.00 234.50 229.00 229.10 -1.40 4,512 31,154 +189
Jul04 031106 228.00 230.00 224.00 224.40 -1.60 3,038 19,720 +377
Aug04 031106 220.00 221.00 215.50 215.50 -2.50 595 5,466 +286
Sep04 031106 206.00 206.00 205.00 205.00 -1.50 372 5,363 +96
Oct04 031106 185.00 185.00 180.00 180.50 -1.30 126 3,398 -43
Total Volume and Open Interest 38,671 171,228 -1,281
Soybean Oil(CBOT)
Dec03 031106 25.60 25.60 25.17 25.19 -0.42 11,523 49,215 +57
Jan04 031106 25.28 25.35 25.02 25.03 -0.34 5,969 28,883 +763
Mar04 031106 25.10 25.15 24.82 24.86 -0.30 4,127 28,199 -1,347
May04 031106 24.70 24.82 24.55 24.55 -0.22 4,021 31,134 +1,465
Jul04 031106 24.40 24.45 24.18 24.22 -0.16 2,748 25,174 +365
Aug04 031106 24.05 24.05 23.80 23.80 -0.30 257 2,636 -37
Sep04 031106 23.35 23.35 23.06 23.06 -0.29 29 1,548 +14
Oct04 031106 22.60 22.60 22.50 22.50 -0.15 12 2,173 -3
Total Volume and Open Interest 29,307 175,510 +1,488
Canola(WCE)
Nov03 031106 378.0 378.5 377.8 378.5 +3.0 160 852 -125
Jan04 031106 385.0 385.0 380.1 383.7 +1.7 5,954 30,962 +499
Mar04 031106 388.5 389.0 385.7 388.5 +1.5 947 4,568 -159
May04 031106 388.0 393.0 388.0 393.0 +3.5 507 3,183 +300
Jul04 031106 394.0 397.0 394.0 396.7 +2.7 561 3,357 +331
Total Volume and Open Interest 8,130 47,033 +792
Corn(CBOT)
Dec03 031106 238.00 239.00 234.00 234.25 -2.50 67,749 208,027 -4,922
Mar04 031106 244.00 244.25 240.00 240.25 -1.75 25,453 161,823 +3,020
May04 031106 247.00 248.25 243.25 244.25 -1.00 4,123 32,640 +736
Jul04 031106 249.75 250.00 246.00 247.25 -0.75 4,877 32,342 +1,500
Sep04 031106 246.00 246.00 243.50 243.50 -1.00 220 5,921 +14
Dec04 031106 246.00 246.00 242.00 243.25 -1.25 3,548 25,870 +641
Total Volume and Open Interest 105,990 469,026 +988
Wheat(CBOT)
Dec03 031106 378.00 383.25 374.00 375.50 -2.50 24,970 65,004 +1,595
Mar04 031106 393.00 394.00 385.00 387.50 -1.50 11,857 40,796 +3,033
May04 031106 385.00 386.00 378.50 381.25 +0.25 205 2,602 +57
Jul04 031106 360.00 362.00 355.00 356.00 -0.50 1,391 7,215 +741
Sep04 031106 360.00 361.00 359.00 359.00 -1.00 54 343 +8
Total Volume and Open Interest 38,562 116,817 +5,490
Wheat(KCBT)
Dec03 031106 376.50 378.50 370.25 370.75 -2.25 7,834 34,081 +186
Mar04 031106 384.00 385.75 378.00 378.75 -2.75 6,994 26,794 +1,145
May04 031106 383.00 383.00 375.00 375.00 -3.00 116 2,188 +5
Jul04 031106 364.00 366.00 360.00 360.00 -2.00 770 3,258 +215
Sep04 031106 365.00 365.00 364.00 364.00 +1.00 9 281 +4
Total Volume and Open Interest 15,740 66,892 +1,570
Wheat(MGE)
Dec03 031106 387.00 387.00 379.00 379.00 -4.75 3,060 12,631 +316
Mar04 031106 387.50 389.50 379.00 379.50 -5.75 1,931 13,506 +137
May04 031106 389.50 389.50 381.00 381.00 -6.50 34 1,459 +8
Jul04 031106 386.00 386.00 380.00 380.00 -5.50 8 574 +4
Sep04 031106 359.00 359.00 359.00 359.00 -6.00 5 372 +0
Total Volume and Open Interest 5,044 28,633 +471
Oats(CBOT)
Dec03 031106 142.25 144.00 140.25 143.00 +1.25 289 4,234 +40
Mar04 031106 147.00 148.00 144.00 147.00 +0.50 140 1,816 +52
May04 031106 148.25 148.50 146.50 148.50 unch 5 160 +0
Jul04 031106 151.50 151.50 151.50 151.50 -0.25 0 34 +0
Total Volume and Open Interest 434 6,246 +92
Rough Rice(CBOT)
Nov03 031106 7.66 7.68 7.65 7.65 -0.02 32 158 +10
Jan04 031106 7.89 7.89 7.78 7.85 -0.02 453 3,961 +18
Mar04 031106 7.96 7.98 7.90 7.95 -0.02 280 1,437 +121
May04 031106 8.05 8.05 8.05 8.05 -0.02 45 643 +24
Total Volume and Open Interest 812 6,584 +175
Live Cattle(CME)
Dec03 031106 95.600 95.600 95.600 95.600 +1.500 6,755 47,102 -85
Feb04 031106 90.950 91.150 90.750 91.150 +1.500 4,380 31,396 +1,015
Apr04 031106 82.800 83.200 82.475 83.050 +0.975 1,817 16,793 -4
Jun04 031106 76.050 76.400 75.800 76.325 +1.000 1,123 10,770 -6
Aug04 031106 74.450 74.500 74.000 74.250 +0.200 214 3,589 -68
Oct04 031106 75.000 75.250 74.900 74.900 +0.400 14 346 +12
Total Volume and Open Interest 14,614 111,675 +1,031
Feeder Cattle(CME)
Nov03 031106 103.800 104.725 103.800 104.400 +1.175 1,394 5,235 -169
Jan04 031106 96.750 97.875 96.750 97.625 +1.250 1,508 8,643 +534
Mar04 031106 90.100 91.050 90.100 90.500 +0.775 162 2,011 +13
Apr04 031106 88.750 89.800 88.750 89.200 +0.900 70 707 -5
May04 031106 88.000 88.600 87.900 88.050 +0.900 42 1,189 +23
Aug04 031106 89.950 90.400 89.950 90.350 +0.850 16 560 +2
Sep04 031106 89.500 90.300 89.500 89.500 unch 6 226 +6
Total Volume and Open Interest 3,198 18,571 +404
Lean Hogs(CME)
Dec03 031106 53.300 53.650 52.800 53.175 +0.250 4,173 22,056 -408
Feb04 031106 58.575 59.150 58.150 58.925 +0.350 1,341 11,910 +221
Apr04 031106 60.050 60.700 59.650 60.625 +0.475 264 5,020 +62
May04 031106 62.000 62.200 61.700 62.200 +0.100 24 769 +4
Jun04 031106 65.000 65.300 64.500 65.250 +0.075 112 1,754 +36
Jul04 031106 62.075 62.500 62.075 62.425 +0.350 30 580 -3
Aug04 031106 60.475 60.800 60.475 60.800 +0.050 14 325 +11
Oct04 031106 53.975 53.975 53.700 53.950 -0.025 17 220 +1
Total Volume and Open Interest 5,977 42,674 -76
Pork Bellies(CME)
Feb04 031106 87.750 89.150 87.750 88.800 +1.400 314 1,638 -6
Mar04 031106 88.000 88.000 87.750 87.800 +1.700 0 122 +0
May04 031106 89.000 89.000 89.000 89.000 +1.300 2 50 +1
Jul04 031106 90.000 91.500 90.000 91.500 +0.500 0 32 +0
Aug04 031106 90.500 90.500 90.500 90.500 +1.500 1 8 +0
Total Volume and Open Interest 317 1,850 -5
BFP Milk Class III(CME)
Oct03 031030 14.32 14.38 14.31 14.38 +0.03 8 5,768 -2
Nov03 031106 12.91 13.25 12.85 13.22 +0.31 457 5,191 -99
Dec03 031106 11.46 11.74 11.30 11.70 +0.24 323 3,889 +54
Jan04 031106 11.45 11.60 11.35 11.60 +0.05 129 1,778 +27
Feb04 031106 11.26 11.30 11.26 11.30 +0.01 119 1,562 +51
Total Volume and Open Interest 1,375 19,537 +293
Cocoa(NYBOT)
Dec03 031106 1475 1483 1455 1466 -5 5,697 26,275 -2,297
Mar04 031106 1437 1439 1416 1423 -10 3,182 25,425 -258
May04 031106 1413 1420 1404 1408 -10 88 14,529 +8
Jul04 031106 1420 1421 1403 1409 -9 275 11,080 +78
Sep04 031106 1425 1425 1413 1413 -7 160 7,084 +25
Dec04 031106 1416 1418 1416 1418 -7 0 8,841 +5
Mar05 031106 1428 1428 1428 1428 -7 0 3,135 +0
Total Volume and Open Interest 9,402 108,774 -2,439
Coffee "C"(NYBOT)
Dec03 031106 59.40 60.45 59.00 59.70 +0.25 4,754 44,727 -894
Mar04 031106 62.65 63.50 62.25 62.80 +0.15 3,713 23,466 +734
May04 031106 64.80 65.00 64.50 64.70 +0.10 880 5,640 +178
Jul04 031106 67.00 67.00 66.50 66.50 +0.05 441 2,913 +73
Sep04 031106 69.00 69.00 68.25 68.25 -0.05 196 5,519 +51
Dec04 031106 71.10 71.10 70.95 70.95 -0.05 36 2,354 +16
Total Volume and Open Interest 10,043 86,177 +153
Orange Juice(NYBOT)
Nov03 031106 69.25 69.25 67.85 68.50 +0.10 275 928 -163
Jan04 031106 71.90 72.00 71.30 71.55 -0.20 1,966 17,671 -115
Mar04 031106 74.80 74.90 74.20 74.20 -0.20 294 6,914 +108
May04 031106 76.70 77.00 76.70 76.80 +0.10 50 2,788 -37
Jul04 031106 79.30 79.30 79.10 79.10 -0.40 15 330 +13
Total Volume and Open Interest 2,600 29,292 -194
Sugar #11(NYBOT)
Mar04 031106 5.99 6.04 5.96 6.02 +0.05 10,348 129,986 -618
May04 031106 6.10 6.14 6.09 6.13 +0.04 2,280 23,396 +350
Jul04 031106 6.08 6.12 6.07 6.11 +0.04 1,368 24,193 -183
Oct04 031106 6.22 6.25 6.21 6.25 +0.04 435 16,983 +34
Mar05 031106 6.41 6.41 6.37 6.38 +0.02 70 6,742 +17
Total Volume and Open Interest 15,096 206,131 -417
London Cocoa(LCE)
Dec03 031106 870 881 865 877 +4 3,402 41,674 -687
Mar04 031106 901 908 892 904 +3 3,248 48,915 -54
May04 031106 918 922 909 920 +2 199 17,163 +77
Jul04 031106 926 940 926 937 +2 724 14,510 +533
Sep04 031106 947 957 943 954 +3 467 18,396 +160
Dec04 031106 956 969 956 966 +1 695 24,797 -36
Mar05 031106 977 981 977 980 +3 324 8,277 +103
Total Volume and Open Interest 9,059 174,646 +96
London Coffee(LCE)
Nov03 031106 662.00 665.00 659.00 664.00 -1.00 307 14,876 -79
Jan04 031106 687.00 690.00 684.00 686.00 -4.00 3,331 55,154 +1,310
Mar04 031106 709.00 710.00 704.00 706.00 -4.00 1,685 26,521 +867
May04 031106 723.00 727.00 722.00 723.00 -3.00 680 17,646 +513
Jul04 031106 741.00 744.00 740.00 741.00 -2.00 686 6,346 +242
Sep04 031106 753.00 757.00 753.00 755.00 -3.00 711 5,253 +480
Total Volume and Open Interest 7,730 128,822 +3,402
London Sugar(LCE)
Dec03 031106 173.60 175.70 173.60 175.50 +1.90 4,340 9,792 -1,427
Mar04 031106 178.70 180.60 178.70 180.50 +1.90 2,437 19,533 +1,289
May04 031106 182.40 183.50 182.40 183.50 +1.40 75 3,957 +18
Aug04 031106 184.50 184.50 183.10 183.60 +1.00 208 5,785 +16
Oct04 031106 186.50 187.50 186.10 186.40 +0.80 159 2,581 -57
Total Volume and Open Interest 7,249 42,600 -151
Cotton(NYBOT)
Dec03 031106 77.80 77.90 74.82 75.52 -2.30 7,568 41,770 -1,723
Mar04 031106 80.50 80.70 77.75 78.49 -2.15 8,009 50,405 +1,761
May04 031106 80.80 80.80 77.92 79.15 -1.77 325 10,301 +41
Jul04 031106 80.55 80.55 78.00 78.70 -2.01 488 4,563 +161
Oct04 031106 68.45 68.45 68.45 68.45 -0.90 17 269 -13
Dec04 031106 69.25 69.25 68.65 68.65 -0.95 274 4,028 +25
Total Volume and Open Interest 16,711 111,755 +262
Lumber(CME)
Nov03 031106 267.2 272.1 265.5 266.6 -2.1 382 533 -146
Jan04 031106 283.8 287.6 273.9 275.0 -8.9 686 1,232 +135
Mar04 031106 291.5 294.9 283.4 285.3 -8.1 71 174 +15
May04 031106 296.0 296.0 291.1 291.1 -5.0 1 30 +0
Total Volume and Open Interest 1,140 1,972 +4
Crude Oil(NYM)
Dec03 031106 30.40 30.68 29.96 30.26 -0.04 126,757 148,148 -1,634
Jan04 031106 30.20 30.40 29.73 29.97 -0.16 64,650 87,101 +5,850
Feb04 031106 29.80 29.90 29.38 29.58 -0.18 18,030 30,807 +692
Mar04 031106 29.38 29.50 29.00 29.19 -0.21 8,561 30,016 +1,312
Apr04 031106 29.10 29.10 28.65 28.81 -0.23 4,789 21,684 +411
May04 031106 28.64 28.64 28.44 28.44 -0.24 1,076 11,954 -3
Jun04 031106 28.00 28.15 27.85 28.07 -0.27 4,497 29,414 +2,190
Jul04 031106 28.00 28.00 27.70 27.75 -0.30 526 9,493 +236
Aug04 031106 27.47 27.47 27.47 27.47 -0.32 498 9,477 +345
Sep04 031106 27.17 27.21 27.17 27.21 -0.33 409 15,024 +238
Oct04 031106 26.99 26.99 26.99 26.99 -0.34 113 9,021 -123
Nov04 031106 26.80 26.80 26.80 26.80 -0.34 75 7,631 -263
Dec04 031106 26.40 26.70 26.40 26.61 -0.34 6,656 26,254 +210
Jan05 031106 26.43 26.43 26.43 26.43 -0.34 175 9,093 -75
Feb05 031106 26.30 26.30 26.30 26.30 -0.34 0 3,788 +0
Mar05 031106 26.19 26.19 26.19 26.19 -0.34 100 2,214 +60
Total Volume and Open Interest 241,367 526,558 +9,087
Heating Oil(NYM)
Dec03 031106 82.90 83.40 81.50 82.22 -0.41 31,406 47,135 +862
Jan04 031106 83.40 84.00 82.35 82.89 -0.47 9,417 24,482 +1,309
Feb04 031106 83.25 83.55 82.35 82.79 -0.27 2,439 17,581 -178
Mar04 031106 81.50 81.85 80.80 81.09 -0.32 1,744 15,790 +50
Apr04 031106 78.90 78.90 78.04 78.04 -0.52 314 7,239 -100
May04 031106 75.90 75.90 75.24 75.24 -0.67 176 4,143 +14
Jun04 031106 74.35 74.35 73.54 73.54 -0.77 880 5,842 -126
Jul04 031106 73.10 73.50 72.74 72.74 -0.87 0 2,384 +0
Aug04 031106 73.75 73.75 72.79 72.79 -0.92 25 2,214 -15
Sep04 031106 73.75 74.35 73.29 73.29 -0.97 37 1,681 +204
Oct04 031106 75.00 75.00 73.84 73.84 -1.02 25 1,001 -77
Nov04 031106 75.40 75.40 74.34 74.34 -1.07 25 1,257 +0
Total Volume and Open Interest 46,538 136,164 +1,843
Unleaded Gas(NYM)
Dec03 031106 82.30 83.00 80.70 81.42 -0.97 28,283 46,204 +2,001
Jan04 031106 82.10 82.70 80.60 81.36 -0.81 11,476 19,794 +2,018
Feb04 031106 82.00 82.50 80.90 81.71 -0.61 985 3,907 +104
Mar04 031106 83.00 83.05 82.31 82.31 -0.56 527 3,766 -139
Apr04 031106 89.50 89.50 89.16 89.16 -0.36 694 6,824 +310
May04 031106 89.10 89.30 89.06 89.06 -0.41 165 4,322 +105
Jun04 031106 88.20 88.20 87.96 87.96 -0.56 0 1,474 +0
Total Volume and Open Interest 42,130 86,291 +4,399
Natural Gas(NYM)
Dec03 031106 4.910 5.020 4.650 4.658 -0.239 35,519 60,990 -359
Jan04 031106 5.120 5.190 4.890 4.908 -0.209 10,132 43,579 +994
Feb04 031106 5.140 5.220 4.920 4.930 -0.182 3,828 28,310 -47
Mar04 031106 5.020 5.090 4.820 4.848 -0.159 4,037 23,421 +198
Apr04 031106 4.720 4.730 4.590 4.593 -0.113 1,913 20,216 -1
May04 031106 4.675 4.700 4.570 4.575 -0.091 517 15,906 -113
Jun04 031106 4.685 4.720 4.585 4.595 -0.081 461 14,295 -14
Jul04 031106 4.695 4.695 4.600 4.610 -0.073 337 11,288 +10
Aug04 031106 4.705 4.720 4.608 4.630 -0.063 363 11,524 +9
Sep04 031106 4.690 4.710 4.608 4.615 -0.061 284 9,542 +32
Oct04 031106 4.700 4.700 4.620 4.627 -0.059 447 9,680 -60
Nov04 031106 4.850 4.850 4.800 4.802 -0.054 170 8,496 +60
Dec04 031106 5.030 5.030 4.970 4.989 -0.047 64 10,524 -11
Jan05 031106 5.160 5.160 5.090 5.103 -0.043 171 7,794 -1
Feb05 031106 5.070 5.078 5.040 5.078 -0.038 270 8,074 +101
Mar05 031106 4.900 4.920 4.900 4.918 -0.038 215 7,588 -103
Total Volume and Open Interest 59,166 353,275 +945
Brent Crude Oil(IPE)
Dec03 031106 28.40 28.92 28.20 28.41 -0.19 47,451 65,412 -6,072
Jan04 031106 28.25 28.65 27.98 28.13 -0.26 32,969 83,370 +1,160
Feb04 031106 27.95 28.30 27.70 27.86 -0.21 8,843 21,528 +389
Mar04 031106 27.69 27.93 27.40 27.51 -0.23 7,696 20,005 +314
Apr04 031106 27.22 27.52 27.17 27.17 -0.24 2,332 7,898 -36
May04 031106 26.90 27.15 26.86 26.86 -0.26 905 7,116 +180
Jun04 031106 26.80 26.95 26.48 26.57 -0.29 2,024 22,683 -3,442
Jul04 031106 26.30 26.30 26.30 26.30 -0.32 266 7,046 +16
Aug04 031106 26.38 26.38 26.05 26.05 -0.35 1,450 6,280 +625
Sep04 031106 25.83 25.83 25.83 25.83 -0.37 0 4,182 +0
Oct04 031106 25.65 25.65 25.65 25.65 -0.36 0 2,561 +0
Nov04 031106 25.47 25.47 25.47 25.47 -0.36 0 1,000 +0
Dec04 031106 25.40 25.63 25.27 25.31 -0.38 5,056 29,292 +2,052
Total Volume and Open Interest 110,067 298,328 -4,289
Gas Oil(IPE)
Nov03 031106 256.50 263.00 256.50 259.00 -0.75 12,377 20,778 -4,097
Dec03 031106 249.00 255.00 248.00 250.25 +0.75 15,312 54,825 +1,695
Jan04 031106 245.50 251.00 244.75 246.50 +1.00 5,878 21,828 +531
Feb04 031106 241.75 245.00 240.75 240.75 +0.50 835 10,006 -1
Mar04 031106 236.25 239.50 234.75 234.75 -0.25 0 6,685 +0
Apr04 031106 232.00 234.00 228.75 228.75 -0.75 200 5,661 -100
May04 031106 227.00 227.00 224.50 224.50 -1.00 0 3,444 +0
Jun04 031106 227.00 227.00 222.50 222.50 -1.00 993 9,794 +11
Jul04 031106 226.25 226.25 222.25 222.25 -1.25 0 2,592 +0
Aug04 031106 226.25 226.25 222.00 222.00 -1.50 0 1,219 +0
Total Volume and Open Interest 37,201 154,775 -858
US Dollar Index(NYBOT)
Dec03 031106 93.86 94.23 93.75 94.10 +0.28 953 17,783 -74
Mar04 031106 94.38 94.65 94.16 94.52 +0.28 27 2,154 -6
Jun04 031106 94.97 94.97 94.97 94.97 +0.28 0 14 +0
Total Volume and Open Interest 980 19,954 -80
Australian Dollar(CME)
Dec03 031106 70.67 70.70 70.21 70.33 -0.41 3,134 58,108 +247
Mar04 031106 69.93 69.98 69.61 69.61 -0.42 31 979 -5
Jun04 031106 68.89 68.89 68.89 68.89 -0.43 30 196 +20
Total Volume and Open Interest 3,200 59,362 +257
British Pound(CME)
Dec03 031106 167.02 167.03 165.96 166.28 -0.50 5,580 65,641 -961
Mar04 031106 165.40 165.40 165.02 165.02 -0.50 4 283 -1
Jun04 031106 163.70 163.70 163.70 163.70 -0.50 0 2 +0
Total Volume and Open Interest 5,584 65,931 -962
Canadian Dollar(CME)
Dec03 031106 74.90 74.90 74.44 74.55 -0.44 2,128 72,344 +433
Mar04 031106 74.50 74.51 74.17 74.26 -0.46 73 4,224 +17
Jun04 031106 74.25 74.25 73.95 74.01 -0.48 7 1,268 -5
Sep04 031106 73.97 73.97 73.70 73.78 -0.50 2 652 +0
Total Volume and Open Interest 2,210 78,748 +445
Japanese Yen(CME)
Dec03 031106 90.98 91.06 90.77 90.79 -0.29 5,385 135,355 +264
Mar04 031106 91.26 91.26 91.06 91.08 -0.28 15 555 +4
Jun04 031106 91.60 91.60 91.37 91.37 -0.28 0 203 +0
Total Volume and Open Interest 5,408 136,165 +269
Swiss Franc(CME)
Dec03 031106 73.05 73.13 72.64 72.70 -0.43 12,483 58,955 +3,580
Mar04 031106 73.00 73.15 72.86 72.86 -0.43 5 213 +2
Jun04 031106 73.02 73.02 73.02 73.02 -0.43 0 109 +0
Total Volume and Open Interest 12,488 59,309 +3,582
EuroFX(CME)
Dec03 031106 114.27 114.35 113.77 114.01 -0.26 10,009 96,317 -1,054
Mar04 031106 113.48 113.90 113.48 113.72 -0.26 121 1,437 +43
Jun04 031106 113.45 113.45 113.45 113.45 -0.26 0 72 +0
Total Volume and Open Interest 10,131 97,932 -1,011
Mexican Peso(CME)
Dec03 031106 9067.0 9100.0 9060.0 9087.0 +15.0 5,154 35,456 +190
Mar04 031106 9000.0 9000.0 8965.0 8992.0 +15.0 52 929 +26
Total Volume and Open Interest 5,206 36,522 +216
30-Year T-Bonds(CBOT)
Dec03 031106 108~03 108~12 107~03 107~11 -0~26 227,953 431,444 +6
Mar04 031106 106~24 106~25 105~24 105~30 -0~26 3,799 21,720 +1,503
Jun04 031106 104~16 104~18 104~12 104~18 -0~26 2 335 +2
Total Volume and Open Interest 231,754 453,884 +1,511
Municipal Bonds(CBOT)
Dec03 031106 101~01 101~01 100~16 100~20 -0~09 121 1,682 +20
Mar04 031106 99~13 99~13 99~13 99~13 -0~09 3 1 +1
Total Volume and Open Interest 124 1,683 +21
10-Year T-Notes(CBOT)
Dec03 031106 111~255 111~305 111~075 111~130 -0~130 600,897 976,848 +4,946
Mar04 031106 110~095 110~095 109~245 109~290 -0~140 17,182 157,301 +9,783
Total Volume and Open Interest 618,079 1,134,169 +14,729
5-Year T-Notes(CBOT)
Dec03 031106 111~120 111~125 110~310 111~025 -0~110 265,505 0 +0
Mar04 031106 109~260 109~260 109~245 109~260 -0~115 10,331 60,245 +60,245
Total Volume and Open Interest 275,836 60,245 +60,245
2 Year T-Notes(CBOT)
Dec03 031106 107~005 107~005 106~114 106~122 -0~014 9,753 145,271 +1,399
Mar04 031106 106~029 106~029 106~025 106~026        
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031106 98.795 98.805 98.785 98.795 -0.010 36,281 690,209 -2,519
Mar04 031106 98.610 98.610 98.575 98.600 -0.030 92,162 681,004 +2,954
Jun04 031106 98.270 98.280 98.205 98.235 -0.050 123,643 636,321 +369
Sep04 031106 97.860 97.870 97.760 97.795 -0.080 140,291 560,670 -2,800
Dec04 031106 97.405 97.405 97.280 97.335 -0.080 103,634 538,299 +5,915
Mar05 031106 97.005 97.005 96.870 96.920 -0.090 43,930 333,172 -4,398
Jun05 031106 96.630 96.630 96.500 96.550 -0.085 30,361 267,214 -4,870
Sep05 031106 96.315 96.315 96.200 96.230 -0.095 26,395 208,168 -4,183
Dec05 031106 96.045 96.045 95.940 95.950 -0.105 9,075 149,856 -341
Mar06 031106 95.810 95.810 95.710 95.715 -0.105 5,973 135,537 -1,411
Jun06 031106 95.595 95.595 95.480 95.495 -0.105 7,759 131,358 -2,354
Sep06 031106 95.310 95.350 95.280 95.300 -0.100 5,745 104,806 -1,666
Total Volume and Open Interest 646,680 5,013,021 -13,357
3-Mth Euro-Yen(CME)
Dec03 031106 99.92 99.92 99.92 99.92 unch 0 8,029 +56
Mar04 031106 99.87 99.87 99.87 99.87 unch 0 8,008 +129
Jun04 031106 99.84 99.84 99.84 99.84 unch 0 11,547 +12
Sep04 031106 99.75 99.75 99.74 99.74 -0.01 0 6,625 -73
Dec04 031106 99.62 99.62 99.62 99.62 -0.02 0 2,792 +240
Mar05 031106 99.48 99.48 99.47 99.47 -0.02 0 3,494 -50
Jun05 031106 99.38 99.38 99.37 99.37 -0.01 0 512 +0
Sep05 031106 99.25 99.25 99.25 99.25 -0.01 0 3,008 +0
Dec05 031106 99.15 99.15 99.15 99.15 -0.03 0 68 +0
Mar06 031106 99.06 99.06 99.06 99.06 -0.01 0 229 +0
Total Volume and Open Interest 0 45,270 +314
3-Mth Euro-Yen(SIMEX)
Dec03 031106 99.91 99.92 99.91 99.91 -0.01 1,928 46,342 +887
Mar04 031106 99.87 99.87 99.87 99.87 unch 1,016 60,351 -861
Jun04 031106 99.84 99.85 99.83 99.84 unch 792 69,850 -677
Sep04 031106 99.74 99.76 99.74 99.75 unch 934 31,999 -255
Dec04 031106 99.62 99.64 99.62 99.63 -0.01 416 30,078 +41
Mar05 031106 99.50 99.50 99.49 99.49 -0.01 48 18,733 -458
Jun05 031106 99.39 99.40 99.38 99.39 -0.02 10 10,905 -316
Sep05 031106 99.28 99.28 99.27 99.27 -0.01 21 9,473 +0
Total Volume and Open Interest 5,185 290,113 -1,619
German Euro-Bund(EUREX)
Dec03 031106 112.24 112.27 111.55 111.64 -0.78 968,203 917,844 -24,486
Mar04 031106 111.68 111.71 111.05 111.12 -0.79 4,704 18,192 +2,796
Jun04 031106 110.64 110.64 110.64 110.64 -0.78 4,847 0 +0
Total Volume and Open Interest 977,754 936,036 -21,690
German Euro-Bobl(EUREX)
Dec03 031106 109.84 109.92 109.45 109.53 -0.47 509,939 645,881 -13,940
Mar04 031106 109.33 109.40 108.95 108.99 -0.47 1,976 20,638 +1,800
Jun04 031106 108.48 108.48 108.48 108.48 -0.42 215 0 +0
Total Volume and Open Interest 512,130 666,519 -12,140
Long Gilt(LIFFE)
Dec03 031106 114~07 114~16 113~22 114~02 -0~19 55,526 165,752 +4,397
Mar04 031106 106~00 106~02 105~18 105~28 -0~18 560 2,058 +96
Total Volume and Open Interest 56,086 167,810 +4,493
3-Mth Short Sterling(LIFFE)
Dec03 031106 95.91 95.95 95.87 95.91 -0.01 36,474 217,812 +1,295
Mar04 031106 95.54 95.62 95.48 95.53 -0.02 36,453 186,508 -4,491
Jun04 031106 95.20 95.30 95.14 95.19 -0.03 39,915 188,360 -510
Total Volume and Open Interest 170,638 1,104,367 +1,043
3-Mth Euribor(LIFFE)
Dec03 031106 97.805 97.810 97.790 97.800 -0.010 56,117 568,240 +2,764
Mar04 031106 97.660 97.665 97.615 97.635 -0.040 75,837 442,780 -1,040
Jun04 031106 97.425 97.430 97.350 97.385 -0.065 124,252 418,587 +29,630
Total Volume and Open Interest 529,185 2,610,627 +46,036
3-Mth Aus T-Bills(SFE)
Dec03 031106 94.63 94.66 94.59 94.63 -0.04 47,083 183,668 +13,815
Mar04 031106 94.33 94.36 94.29 94.33 -0.04 33,177 138,301 +12,161
Jun04 031106 94.16 94.19 94.12 94.16 -0.04 10,287 56,689 +3,798
Sep04 031106 94.04 94.06 94.01 94.04 -0.04 2,673 25,770 +773
Dec04 031106 93.95 93.96 93.91 93.93 -0.05 685 20,345 +436
Mar05 031106 93.87 93.88 93.83 93.85 -0.06 490 19,795 -50
Jun05 031106 93.80 93.81 93.75 93.79 -0.06 264 11,267 +164
Sep05 031106 93.73 93.74 93.68 93.74 -0.05 80 4,478 +40
Dec05 031106 93.70 93.70 93.63 93.69 -0.06 71 1,872 -1
Mar06 031106 93.67 93.67 93.63 93.65 -0.09 2 969 -1
Total Volume and Open Interest 94,813 463,742 +31,135
10-Year Aus T-Bonds(SFE)
Dec03 031106 94.12 94.13 94.04 94.09 -0.07 7,705 194,713 +27,783
Mar04 031106 94.09 94.09 94.09 94.09 -0.07      
Total Volume and Open Interest 25,458 166,930 +8,835
3-Year Aus T-Bonds(SFE)
Dec03 031106 94.22 94.23 94.14 94.21 -0.05 135,266 474,983 +58,025
Mar04 031106 94.21 94.21 94.21 94.21 -0.05      
Total Volume and Open Interest 135,266 474,983 +58,025
Gold(CMX)
Dec03 031106 382.4 383.2 379.7 380.7 -2.0 38,806 174,779 -2,720
Feb04 031106 383.0 384.0 380.6 381.6 -2.0 877 26,472 -62
Apr04 031106 383.2 383.7 381.0 382.4 -1.9 259 7,867 -136
Jun04 031106 385.0 385.0 382.7 383.2 -1.8 114 10,958 -56
Aug04 031106 384.0 384.0 384.0 384.0 -1.8 0 6,961 +0
Oct04 031106 384.8 384.8 384.8 384.8 -1.7 0 795 +0
Total Volume and Open Interest 40,337 259,803 -2,893
Silver(CMX)
Dec03 031106 496.5 500.0 495.0 495.7 -2.8 10,084 59,792 -1,495
Mar04 031106 499.0 502.0 497.0 497.5 -2.7 429 19,697 +265
May04 031106 498.6 498.6 498.6 498.6 -2.7 0 1,695 +0
Jul04 031106 501.5 502.0 499.8 499.8 -2.7 16 2,208 +0
Sep04 031106 500.7 500.7 500.7 500.7 -2.8 8 581 +3
Total Volume and Open Interest 10,635 91,036 -1,220
Platinum(NYM)
Jan04 031106 760.0 760.0 754.0 755.5 -4.9 686 8,789 -89
Apr04 031106 746.5 746.5 746.5 746.5 -5.9 87 322 +27
Total Volume and Open Interest 773 9,111 -62
Palladium(NYME)
Dec03 031106 208.10 209.30 206.00 206.00 -2.40 250 4,875 +16
Mar04 031106 207.00 207.00 206.50 206.50 -2.40 78 853 +3
Jun04 031106 206.50 206.50 206.50 206.50 -2.40 1 85 +0
Total Volume and Open Interest 329 5,813 +19
Copper(CMX)
Dec03 031106 95.70 96.15 93.60 94.00 -1.65 10,002 81,139 -2,554
Mar04 031106 95.85 96.50 94.10 94.50 -1.55 2,661 14,800 +1,340
May04 031106 96.00 96.00 94.30 94.30 -1.65 10 2,642 +6
Jul04 031106 95.80 95.80 94.10 94.10 -1.45 24 2,318 +13
Sep04 031106 94.00 94.00 94.00 94.00 -1.40 5 1,397 -4
Total Volume and Open Interest 12,949 108,217 -1,219
DJIA Index(CBOT)
Dec03 031106 9787 9855 9750 9843 +29 8,942 35,138 +132
Mar04 031106 9795 9825 9795 9818 +29 201 2,661 +200
Jun04 031106 9794 9794 9794 9794 +29 0 2 +0
Total Volume and Open Interest 9,143 37,801 +332
S & P 500(CME)
Dec03 031106 1050.30 1058.80 1045.40 1058.50 +5.00 44,439 553,795 -2,979
Mar04 031106 1046.00 1057.10 1046.00 1057.10 +5.00 1,598 28,261 +1,162
Jun04 031106 1056.40 1056.40 1056.40 1056.40 +5.10 1 596 -1
Sep04 031106 1056.30 1056.30 1056.30 1056.30 +5.20 0 192 +0
Total Volume and Open Interest 46,038 582,893 -1,818
S & P 500 E-Mini(Globex)
Dec03 031106 1053.75 1058.75 1045.25 1058.50 +5.00 556,444 460,635 -13,919
Mar04 031106 1051.00 1057.00 1044.75 1057.00 +5.00 260 1,556 -89
Total Volume and Open Interest 556,704 462,191 -14,008
NASDAQ 100(CME)
Dec03 031106 1440.00 1448.00 1422.00 1447.50 +6.00 9,963 80,535 -416
Mar04 031106 1442.00 1450.50 1442.00 1450.50 +6.00 17 95 +10
Jun04 031106 1453.50 1453.50 1453.50 1453.50 +6.00 0 47 +0
Total Volume and Open Interest 9,980 80,677 -406
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031106 1443.5 1448.0 1422.0 1447.5 +6.0 266,897 250,170 +3,104
Mar04 031106 1444.0 1450.5 1430.0 1450.5 +6.0 159 1,214 -34
Total Volume and Open Interest 267,056 251,384 +3,070
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031106 556.50 562.10 554.50 562.00 +5.25 667 14,617 +85
Mar04 031106 561.80 561.80 561.80 561.80 +5.25      
Jun04 031106 562.25 562.25 562.25 562.25 +5.25 0 1 +0
Total Volume and Open Interest 667 14,618 +85
Russell 2000(CME)
Dec03 031106 541.00 545.00 536.25 545.00 +4.75 1,981 22,484 +172
Mar04 031106 545.00 545.00 545.00 545.00 +4.75      
Jun04 031106 545.00 545.00 545.00 545.00 +4.75      
Total Volume and Open Interest 1,981 22,484 +172
Value Line(KCBT)
Dec03 031106 1452.00 1459.00 1452.00 1459.00 +10.00 9 49 -9
Total Volume and Open Interest 9 49 -9
Nikkei 225(CME)
Dec03 031106 10550 10645 10550 10615 -250 1,991 28,259 -603
Mar04 031106 10580 10625 10580 10625 -250 3 19 +3
Total Volume and Open Interest 1,994 28,291 -600
Nikkei 225(SIMEX)
Dec03 031106 10830 10835 10495 10525 -305 23,230 153,535 +1,324
Mar04 031106 10520 10520 10520 10520 -305 0 4,985 +0
Jun04 031106 10475 10475 10475 10475 -305      
Total Volume and Open Interest 23,230 158,520 +1,324
CAC 40(MATIF)
Nov03 031106 3405.5 3440.5 3375.5 3416.0 +3.5 61,007 403,572 +15,957
Dec03 031106 3414.5 3445.0 3385.0 3422.0 +20.5 515 150,926 -22
Jan04 031106 3427.0 3427.0 3427.0 3427.0 +20.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031106 3740.0 3771.5 3690.5 3761.0 +18.0 111,530 269,044 -1,957
Mar04 031106 3753.0 3787.0 3713.0 3781.0 +18.0 357 10,473 +310
Jun04 031106 3751.5 3809.0 3751.5 3803.5 +19.0 73 2,388 +23
Total Volume and Open Interest 111,960 281,905 -1,624
FT-SE 100(LIFFE)
Dec03 031106 4308.50 4343.00 4284.00 4328.00 +23.00 50,256 392,820 -3,597
Mar04 031106 4296.00 4334.00 4296.00 4324.00 +23.00 705 13,841 -181
Jun04 031106 4320.00 4340.00 4320.00 4340.00 +25.50 0 8,479 +0
Total Volume and Open Interest 50,961 415,731 -3,778
SPI 200(SFE)
Dec03 031106 3245.0 3245.0 3219.0 3236.0 -4.0 16,571 150,090 +5,575
Mar04 031106 3242.0 3248.0 3236.0 3248.0 -4.0 144 3,531 -53
Jun04 031106 3259.0 3259.0 3259.0 3259.0 -4.0 174 2,862 +148
Total Volume and Open Interest 16,889 158,224 +5,670
GSCI(CME)
Nov03 031106 244.40 244.70 240.70 241.70 -2.30 196 12,426 -112
Dec03 031106 242.50 242.50 242.50 242.50 -2.50 46 110 +31
Jan04 031106 241.00 241.00 241.00 241.00 -2.00 0 2 +0
Total Volume and Open Interest 242 12,538 -81
Reuters CRB Index(NYBOT)
Jan04 031106 251.75 251.75 249.00 249.25 -0.25 108 486 +37
Feb04 031106 248.25 248.25 248.25 248.25 -0.25 0 247 +0
Apr04 031106 249.00 249.00 247.00 247.75 -0.25 7 111 +3
Total Volume and Open Interest 247 1,087 +14
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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