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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 10, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031110 739.00 758.00 731.00 757.50 +14.50 5,210 4,197 -491
Jan04 031110 745.50 763.00 738.00 762.00 +13.50 53,681 124,299 -4,402
Mar04 031110 740.00 754.00 733.50 753.00 +9.00 9,255 39,027 +102
May04 031110 717.00 724.00 710.50 723.00 +1.75 6,984 39,537 +489
Jul04 031110 707.00 709.00 700.00 708.25 -1.25 3,593 19,546 -39
Aug04 031110 687.00 687.00 679.50 685.50 -1.50 294 2,448 +41
Sep04 031110 640.00 643.00 640.00 642.00 -2.75 116 626 +47
Total Volume and Open Interest 80,607 239,414 -3,830
Soybean Meal(CBOT)
Dec03 031110 238.70 241.00 233.90 240.70 +1.50 12,412 50,425 -769
Jan04 031110 236.50 238.80 232.20 238.60 +1.50 9,315 22,317 +464
Mar04 031110 234.50 236.00 230.60 235.50 +0.90 4,622 23,591 +236
May04 031110 225.50 227.00 222.70 226.70 +0.20 4,318 30,972 -308
Jul04 031110 222.00 222.30 217.80 221.10 -0.90 2,508 19,494 -594
Aug04 031110 214.00 215.00 211.00 212.30 -1.20 533 5,360 -118
Sep04 031110 203.00 203.00 200.00 201.00 -1.50 433 5,474 +45
Oct04 031110 180.00 180.00 176.50 177.00 -1.80 204 3,388 -8
Total Volume and Open Interest 35,254 169,164 -1,063
Soybean Oil(CBOT)
Dec03 031110 25.05 25.70 24.72 25.63 +0.48 10,231 45,039 -679
Jan04 031110 24.85 25.47 24.59 25.46 +0.56 5,760 30,145 +690
Mar04 031110 24.68 25.30 24.46 25.25 +0.50 3,407 28,840 -429
May04 031110 24.40 24.90 24.20 24.86 +0.37 4,501 31,071 +321
Jul04 031110 24.05 24.60 23.90 24.49 +0.34 1,237 26,634 +349
Aug04 031110 23.65 24.07 23.55 24.07 +0.32 393 3,192 +219
Sep04 031110 22.95 23.40 22.95 23.15 +0.12 497 1,860 +261
Oct04 031110 22.40 22.60 22.40 22.60 +0.18 142 2,258 +85
Total Volume and Open Interest 26,438 175,510 +901
Canola(WCE)
Nov03 031110 376.5 376.5 374.5 376.0 -3.0 634 298 -614
Jan04 031110 379.5 382.2 377.5 380.5 unch 4,298 28,665 -2,084
Mar04 031110 384.0 386.5 382.2 386.5 +2.0 907 5,237 +674
May04 031110 389.5 390.0 389.5 390.0 +0.5 826 4,023 +826
Jul04 031110 392.0 394.5 392.0 394.3 -0.5 115 3,215 -155
Total Volume and Open Interest 6,855 45,624 -1,278
Corn(CBOT)
Dec03 031110 234.25 235.25 232.25 232.75 -2.50 44,916 201,435 -2,904
Mar04 031110 240.00 241.25 238.50 239.75 -1.75 23,472 170,530 +5,863
May04 031110 244.25 245.25 242.50 243.50 -1.75 3,082 33,496 +225
Jul04 031110 247.00 247.75 245.50 246.00 -2.00 2,557 32,724 +167
Sep04 031110 243.00 244.00 242.00 242.25 -1.75 262 5,945 +48
Dec04 031110 243.25 243.50 242.00 242.75 -1.25 1,240 26,031 -30
Total Volume and Open Interest 75,557 472,588 +3,370
Wheat(CBOT)
Dec03 031110 378.00 387.00 375.00 383.00 +5.00 20,482 61,710 -1,844
Mar04 031110 390.00 398.00 387.00 396.00 +6.00 13,359 47,892 +4,246
May04 031110 385.50 391.00 382.00 389.75 +5.75 345 2,857 +227
Jul04 031110 354.00 359.00 350.50 355.75 +2.50 609 7,487 +12
Sep04 031110 362.00 362.00 360.00 361.00 +3.00 21 357 +17
Total Volume and Open Interest 34,827 121,143 +2,646
Wheat(KCBT)
Dec03 031110 374.00 382.00 371.50 378.75 +7.25 6,912 31,610 -982
Mar04 031110 381.00 389.50 379.00 386.50 +6.00 7,610 31,574 +3,508
May04 031110 376.00 382.50 376.00 382.00 +6.25 191 2,397 +146
Jul04 031110 358.00 363.50 355.50 361.75 +5.50 600 3,534 +182
Sep04 031110 362.50 366.00 362.50 366.00 +4.50 0 281 +0
Total Volume and Open Interest 15,327 69,704 +2,868
Wheat(MGE)
Dec03 031110 383.50 389.00 380.00 388.75 +7.00 1,877 11,810 -517
Mar04 031110 384.00 388.75 380.50 387.50 +5.00 2,593 13,656 +539
May04 031110 381.00 387.00 380.00 385.25 +2.25 412 1,748 +247
Jul04 031110 384.50 384.50 384.25 384.25 +3.25 0 543 +0
Sep04 031110 362.00 364.00 362.00 364.00 +3.00 3 371 -1
Total Volume and Open Interest 4,890 28,220 +268
Oats(CBOT)
Dec03 031110 144.50 146.00 143.50 146.00 +2.25 457 4,176 -14
Mar04 031110 149.00 149.00 148.00 148.75 +0.75 197 1,927 +63
May04 031110 149.25 150.00 149.25 150.00 +0.75 4 167 +2
Jul04 031110 153.00 153.00 149.00 149.25 -2.25 0 34 +0
Total Volume and Open Interest 658 6,306 +51
Rough Rice(CBOT)
Nov03 031110 7.44 7.54 7.44 7.54 -0.01 17 97 +1
Jan04 031110 7.68 7.75 7.60 7.73 +0.01 163 3,961 +10
Mar04 031110 7.80 7.87 7.75 7.85 unch 93 1,473 +11
May04 031110 7.89 7.99 7.89 7.97 -0.02 7 645 +2
Total Volume and Open Interest 280 6,561 +24
Live Cattle(CME)
Dec03 031110 97.000 98.325 96.900 98.325 +1.500 9,146 44,401 -591
Feb04 031110 92.200 93.625 91.900 93.625 +1.500 8,023 35,179 +2,811
Apr04 031110 83.300 84.600 83.150 84.475 +1.100 1,870 17,506 +301
Jun04 031110 76.300 77.550 76.300 77.350 +0.800 934 10,728 -177
Aug04 031110 74.750 75.100 74.500 74.725 +0.575 407 3,697 +250
Oct04 031110 76.000 76.750 76.000 76.700 +1.150 74 415 +59
Total Volume and Open Interest 20,575 113,607 +2,634
Feeder Cattle(CME)
Nov03 031110 103.950 104.700 103.900 104.250 +0.325 757 4,539 -269
Jan04 031110 97.500 98.825 97.450 98.325 +1.000 1,228 9,055 +153
Mar04 031110 91.425 92.275 91.250 92.200 +1.425 358 2,080 -7
Apr04 031110 90.000 90.800 90.000 90.325 +1.025 47 842 +9
May04 031110 88.700 89.725 88.700 89.350 +1.125 129 1,367 +87
Aug04 031110 91.000 91.750 91.000 91.150 +0.900 48 585 +3
Sep04 031110 90.750 91.500 90.750 90.800 +0.400 25 242 +11
Total Volume and Open Interest 2,592 18,710 -13
Lean Hogs(CME)
Dec03 031110 53.450 53.900 52.600 52.675 -0.700 4,612 19,809 -1,836
Feb04 031110 59.800 59.900 59.000 59.325 -0.400 3,612 13,240 +1,021
Apr04 031110 61.450 61.475 60.800 61.375 +0.075 886 5,189 +223
May04 031110 62.450 62.450 62.250 62.250 -0.200 96 805 +16
Jun04 031110 65.425 65.450 65.050 65.300 -0.125 135 1,837 +36
Jul04 031110 62.550 62.550 62.400 62.400 -0.300 70 603 +3
Aug04 031110 60.800 60.800 60.800 60.800 -0.100 5 348 +2
Oct04 031110 53.700 54.100 53.450 53.450 -0.050 10 239 +9
Total Volume and Open Interest 9,435 42,132 -523
Pork Bellies(CME)
Feb04 031110 88.000 88.000 85.150 85.150 -3.000 273 1,614 +1
Mar04 031110 86.050 86.050 84.375 84.375 -2.775 4 121 +1
May04 031110 89.150 89.150 86.350 86.350 -2.800 3 49 +0
Jul04 031110 89.400 90.025 89.400 89.400 -3.000 4 35 +2
Aug04 031110 90.000 90.000 90.000 90.000 -0.750 0 9 +0
Total Volume and Open Interest 284 1,828 +4
BFP Milk Class III(CME)
Nov03 031110 13.26 13.33 13.15 13.28 +0.02 317 5,639 +227
Dec03 031110 11.60 11.70 11.50 11.59 +0.01 186 3,782 -103
Jan04 031110 11.50 11.52 11.50 11.50 -0.02 35 1,813 +7
Feb04 031110 11.25 11.26 11.25 11.26 +0.01 5 1,581 -2
Mar04 031110 11.29 11.30 11.29 11.29 unch 2 1,377 +0
Total Volume and Open Interest 567 19,992 +138
Cocoa(NYBOT)
Dec03 031110 1485 1494 1440 1448 -51 11,110 16,132 -5,318
Mar04 031110 1458 1465 1421 1426 -48 9,032 31,601 +2,380
May04 031110 1448 1450 1415 1415 -47 649 14,715 +97
Jul04 031110 1450 1450 1420 1420 -44 134 11,291 +32
Sep04 031110 1437 1440 1420 1420 -44 259 7,201 +119
Dec04 031110 1455 1455 1426 1426 -48 501 9,105 +257
Mar05 031110 1436 1436 1436 1436 -48 0 3,135 +0
Total Volume and Open Interest 21,781 106,139 -2,433
Coffee "C"(NYBOT)
Dec03 031110 60.60 60.80 58.70 59.10 -1.25 9,686 40,420 -1,993
Mar04 031110 63.60 63.80 61.90 62.30 -1.00 7,357 26,879 +2,804
May04 031110 65.50 65.50 63.80 64.15 -0.95 859 5,626 -57
Jul04 031110 67.00 67.20 65.95 65.95 -0.90 153 3,056 -65
Sep04 031110 68.80 68.80 67.50 67.70 -0.90 222 5,691 +171
Dec04 031110 71.75 71.75 70.40 70.40 -0.85 179 2,318 -26
Total Volume and Open Interest 18,456 85,548 +834
Orange Juice(NYBOT)
Nov03 031107 69.25 69.25 67.85 68.50 unch 25 881 -47
Jan04 031110 71.25 71.25 69.60 70.70 -1.00 605 18,190 +298
Mar04 031110 74.30 74.30 72.80 73.60 -0.90 239 7,050 +60
May04 031110 75.90 76.30 75.85 76.30 -0.85 1 2,792 +1
Jul04 031110 79.35 79.35 78.25 78.95 -0.80 18 350 +18
Total Volume and Open Interest 863 29,043 -504
Sugar #11(NYBOT)
Mar04 031110 6.13 6.27 6.13 6.20 +0.13 12,016 131,071 +724
May04 031110 6.25 6.33 6.23 6.28 +0.10 1,653 23,364 +50
Jul04 031110 6.21 6.27 6.18 6.22 +0.06 1,373 23,594 -546
Oct04 031110 6.30 6.35 6.28 6.31 +0.04 1,017 17,051 +117
Mar05 031110 6.42 6.44 6.42 6.43 +0.03 199 6,811 +74
Total Volume and Open Interest 16,288 206,744 +440
London Cocoa(LCE)
Dec03 031110 897 897 866 870 -28 3,028 41,326 -701
Mar04 031110 923 923 893 897 -28 2,698 50,265 -359
May04 031110 940 940 911 914 -27 233 17,273 +70
Jul04 031110 954 956 928 931 -26 628 14,482 +27
Sep04 031110 970 972 943 946 -27 562 18,686 +137
Dec04 031110 985 985 955 958 -27 310 24,683 -9
Mar05 031110 985 985 970 972 -26 80 8,336 +57
Total Volume and Open Interest 7,539 175,965 -778
London Coffee(LCE)
Nov03 031110 663.00 666.00 655.00 655.00 -8.00 17,627 6,769 -8,066
Jan04 031110 684.00 688.00 672.00 676.00 -8.00 8,380 60,912 +5,107
Mar04 031110 705.00 708.00 692.00 696.00 -8.00 2,241 29,846 +1,593
May04 031110 725.00 725.00 713.00 714.00 -8.00 454 18,194 +21
Jul04 031110 741.00 741.00 730.00 730.00 -10.00 385 7,280 +249
Sep04 031110 756.00 757.00 746.00 746.00 -8.00 210 5,733 +202
Total Volume and Open Interest 29,371 131,894 -846
London Sugar(LCE)
Dec03 031110 175.50 180.00 175.50 178.30 +2.90 2,989 7,705 -1,256
Mar04 031110 181.00 186.00 181.00 184.10 +3.40 1,731 20,556 +74
May04 031110 183.50 187.70 183.50 186.30 +2.90 449 4,192 +276
Aug04 031110 184.00 187.00 184.00 185.20 +1.80 31 5,785 +0
Oct04 031110 187.00 188.50 186.70 187.20 +1.00 3 2,593 -3
Total Volume and Open Interest 5,214 41,812 -900
Cotton(NYBOT)
Dec03 031110 77.30 77.50 75.70 76.70 -0.57 11,862 31,547 -7,358
Mar04 031110 80.20 80.20 78.65 79.73 -0.32 12,696 54,189 +1,639
May04 031110 80.40 80.40 79.05 80.00 -0.39 791 10,548 +222
Jul04 031110 79.70 80.00 79.25 79.83 -0.32 137 4,463 +22
Oct04 031110 67.70 67.70 67.70 67.70 -0.20 20 282 +13
Dec04 031110 68.40 68.40 67.60 68.00 -0.20 161 4,112 +72
Total Volume and Open Interest 25,674 105,557 -5,393
Lumber(CME)
Nov03 031110 272.5 276.3 270.1 275.0 +4.7 101 457 -28
Jan04 031110 280.8 284.3 280.8 282.0 +1.6 228 1,231 -22
Mar04 031110 290.5 292.8 288.9 288.9 +0.8 55 216 +9
May04 031110 294.9 294.9 293.7 293.7 +0.7 0 32 +0
Total Volume and Open Interest 384 1,940 -41
Crude Oil(NYM)
Dec03 031110 31.00 31.08 30.63 30.88 +0.03 96,469 136,527 -11,152
Jan04 031110 30.70 30.77 30.38 30.62 +0.06 70,200 100,740 +10,530
Feb04 031110 30.10 30.25 30.00 30.19 +0.06 14,001 30,203 +634
Mar04 031110 29.80 29.85 29.50 29.74 +0.06 5,008 28,688 -1,197
Apr04 031110 29.25 29.31 29.10 29.31 +0.06 5,595 23,406 +1,344
May04 031110 28.90 29.00 28.80 28.89 +0.06 1,685 12,696 +339
Jun04 031110 28.40 28.55 28.30 28.48 +0.06 6,041 29,818 +476
Jul04 031110 28.00 28.13 28.00 28.13 +0.06 1,306 10,475 +637
Aug04 031110 27.65 27.85 27.65 27.83 +0.06 282 9,634 +101
Sep04 031110 27.55 27.55 27.55 27.55 +0.06 749 15,306 +102
Oct04 031110 27.31 27.31 27.31 27.31 +0.06 241 9,303 -27
Nov04 031110 27.09 27.09 27.09 27.09 +0.06 140 7,386 -44
Dec04 031110 26.75 26.90 26.70 26.87 +0.06 6,001 27,466 +922
Jan05 031110 26.61 26.67 26.61 26.67 +0.06 202 8,759 -84
Feb05 031110 26.40 26.53 26.35 26.53 +0.06 400 4,003 +165
Mar05 031110 26.41 26.41 26.41 26.41 +0.06 0 2,214 +0
Total Volume and Open Interest 212,832 533,762 +4,133
Heating Oil(NYM)
Dec03 031110 83.90 83.95 82.80 83.22 -0.36 22,061 46,380 +300
Jan04 031110 84.50 84.50 83.65 83.98 -0.34 9,295 30,646 +2,365
Feb04 031110 84.20 84.50 83.70 83.88 -0.29 3,431 18,554 +1,008
Mar04 031110 82.10 82.50 81.95 82.03 -0.24 2,427 15,248 -295
Apr04 031110 79.15 79.15 78.78 78.78 -0.19 681 7,196 -38
May04 031110 76.50 76.50 75.83 75.83 -0.14 39 4,099 +0
Jun04 031110 74.03 74.03 74.03 74.03 -0.09 133 5,950 +11
Jul04 031110 73.13 73.13 73.13 73.13 -0.04 217 2,400 +23
Aug04 031110 73.18 73.18 73.18 73.18 +0.01 0 2,255 +0
Sep04 031110 73.68 73.68 73.68 73.68 +0.06 4 1,681 +0
Oct04 031110 74.23 74.23 74.23 74.23 +0.11 0 1,003 +0
Nov04 031110 74.68 74.68 74.68 74.68 +0.11 0 1,260 +0
Total Volume and Open Interest 38,488 142,359 +3,572
Unleaded Gas(NYM)
Dec03 031110 83.35 83.50 82.00 82.44 -0.87 21,674 43,780 -70
Jan04 031110 83.25 83.30 82.40 82.60 -0.66 10,342 21,627 +1,102
Feb04 031110 83.50 83.50 82.70 82.90 -0.56 1,970 4,353 +417
Mar04 031110 84.00 84.10 83.20 83.30 -0.56 502 3,635 -23
Apr04 031110 90.20 90.20 90.20 90.20 -0.46 471 6,821 -2
May04 031110 89.95 89.95 89.95 89.95 -0.51 181 4,450 +23
Jun04 031110 88.85 88.85 88.85 88.85 -0.51 0 1,741 +0
Total Volume and Open Interest 35,140 86,407 +1,447
Natural Gas(NYM)
Dec03 031110 4.660 4.750 4.600 4.711 +0.005 33,071 58,582 -3,838
Jan04 031110 4.900 5.000 4.850 4.957 -0.008 13,780 49,674 +3,170
Feb04 031110 4.920 5.010 4.870 4.983 -0.002 4,490 30,236 +779
Mar04 031110 4.845 4.920 4.790 4.888 -0.005 3,825 22,971 -202
Apr04 031110 4.590 4.640 4.560 4.618 -0.015 3,421 20,387 +151
May04 031110 4.570 4.610 4.545 4.593 -0.015 519 15,471 -35
Jun04 031110 4.580 4.630 4.560 4.610 -0.018 292 14,026 +13
Jul04 031110 4.590 4.640 4.590 4.628 -0.018 174 11,094 +46
Aug04 031110 4.630 4.660 4.620 4.648 -0.017 123 11,407 +72
Sep04 031110 4.600 4.645 4.600 4.633 -0.015 189 9,533 +73
Oct04 031110 4.610 4.660 4.610 4.646 -0.015 503 9,964 +275
Nov04 031110 4.800 4.840 4.800 4.819 -0.017 326 8,707 +167
Dec04 031110 4.975 5.025 4.975 5.006 -0.017 158 10,644 +24
Jan05 031110 5.120 5.140 5.120 5.120 -0.017 92 7,797 -12
Feb05 031110 5.100 5.100 5.085 5.085 -0.017 68 8,092 -25
Mar05 031110 4.930 4.930 4.930 4.930 -0.012 46 7,378 +38
Total Volume and Open Interest 61,237 360,868 +741
Brent Crude Oil(IPE)
Dec03 031110 29.40 29.44 28.82 28.99 +0.08 35,312 49,629 -2,159
Jan04 031110 29.06 29.12 28.53 28.74 +0.11 40,358 83,939 -4,562
Feb04 031110 28.70 28.78 28.24 28.47 +0.14 14,580 28,336 +5,365
Mar04 031110 28.12 28.17 27.95 28.15 +0.19 3,570 20,604 -363
Apr04 031110 27.75 28.00 27.50 27.79 +0.21 1,758 9,488 +626
May04 031110 27.35 27.74 27.35 27.43 +0.21 625 6,773 +50
Jun04 031110 27.20 27.22 26.92 27.07 +0.20 2,930 24,019 +1,182
Jul04 031110 26.77 26.77 26.77 26.77 +0.17 266 6,927 -119
Aug04 031110 26.49 26.49 26.49 26.49 +0.16 414 6,624 +344
Sep04 031110 26.39 26.39 26.25 26.25 +0.16 1,342 4,632 +450
Oct04 031110 26.03 26.03 26.03 26.03 +0.14 10 2,561 +0
Nov04 031110 25.83 25.83 25.83 25.83 +0.14 0 1,000 +0
Dec04 031110 25.66 25.73 25.40 25.64 +0.13 4,715 30,042 -775
Total Volume and Open Interest 109,505 296,974 +2,084
Gas Oil(IPE)
Nov03 031110 264.50 265.00 257.50 260.50 -0.50 8,759 17,428 -524
Dec03 031110 257.50 258.50 252.00 254.00 -0.25 17,583 58,183 +102
Jan04 031110 255.00 255.00 249.00 252.00 +0.75 11,963 22,027 +722
Feb04 031110 249.00 249.00 244.75 246.75 +1.00 1,450 10,274 +66
Mar04 031110 240.75 240.75 240.75 240.75 +1.25 500 6,285 -250
Apr04 031110 234.50 234.50 234.50 234.50 +1.50 0 5,711 +0
May04 031110 231.25 231.25 229.75 229.75 +1.50 250 3,694 +150
Jun04 031110 225.00 227.50 225.00 227.50 +1.50 762 9,184 -562
Jul04 031110 227.25 227.25 227.25 227.25 +1.75 12 2,542 +0
Aug04 031110 227.00 227.00 227.00 227.00 +1.75 498 1,667 +498
Total Volume and Open Interest 44,808 157,767 +2,214
US Dollar Index(NYBOT)
Dec03 031110 93.32 93.45 92.92 93.17 -0.03 2,469 15,920 +259
Mar04 031110 93.85 93.85 93.32 93.59 -0.03 67 2,179 +1
Jun04 031110 94.25 94.25 94.04 94.04 -0.03 3 12 -2
Total Volume and Open Interest 2,539 18,114 +258
Australian Dollar(CME)
Dec03 031110 71.10 71.48 71.10 71.34 +0.71 1,139 58,250 +237
Mar04 031110 70.48 70.75 70.45 70.60 +0.69 63 1,079 +19
Jun04 031110 70.00 70.10 69.86 69.86 +0.67 2 209 +0
Total Volume and Open Interest 1,204 59,617 +256
British Pound(CME)
Dec03 031110 166.73 167.10 166.64 166.74 +0.02 5,003 63,752 -1,621
Mar04 031110 165.60 165.86 165.48 165.48 +0.02 38 320 +33
Jun04 031110 164.16 164.16 164.16 164.16 +0.02 1 1 -1
Total Volume and Open Interest 5,042 64,079 -1,589
Canadian Dollar(CME)
Dec03 031110 75.86 76.29 75.77 76.13 +0.72 8,748 71,939 +44
Mar04 031110 75.51 75.97 75.51 75.83 +0.72 1,508 5,159 +902
Jun04 031110 75.50 75.57 75.50 75.57 +0.72 5 1,271 +1
Sep04 031110 75.19 75.33 75.19 75.33 +0.72 11 720 +0
Total Volume and Open Interest 10,273 79,348 +946
Japanese Yen(CME)
Dec03 031110 92.08 92.83 91.97 92.38 +0.76 10,419 137,953 +5,294
Mar04 031110 92.35 93.10 92.35 92.67 +0.76 34 1,299 +28
Jun04 031110 92.97 92.97 92.97 92.97 +0.76 1 205 -1
Total Volume and Open Interest 10,454 139,509 +5,321
Swiss Franc(CME)
Dec03 031110 73.05 73.34 72.98 73.14 -0.35 6,188 61,263 -1,185
Mar04 031110 73.19 73.42 73.19 73.30 -0.35 41 245 +28
Jun04 031110 73.46 73.46 73.46 73.46 -0.35 0 109 +0
Total Volume and Open Interest 6,229 61,649 -1,157
EuroFX(CME)
Dec03 031110 114.64 115.14 114.58 114.81 -0.39 16,394 103,208 +5,223
Mar04 031110 114.37 114.73 114.35 114.53 -0.38 369 1,514 +37
Jun04 031110 114.26 114.26 114.26 114.26 -0.38 1 73 +1
Total Volume and Open Interest 16,764 104,913 +5,261
Mexican Peso(CME)
Dec03 031110 9075.0 9110.0 9042.0 9102.0 +35.0 7,881 35,210 -765
Mar04 031110 8970.0 9010.0 8970.0 9007.0 +35.0 140 947 +15
Total Volume and Open Interest 8,021 36,294 -750
30-Year T-Bonds(CBOT)
Dec03 031110 107~03 107~20 106~23 106~31 -0~05 272,441 437,753 -4,341
Mar04 031110 105~31 106~07 105~14 105~18 -0~05 13,169 29,690 +6,512
Jun04 031110 104~24 104~24 104~07 104~07 -0~04 10 337 +1
Total Volume and Open Interest 285,620 468,165 +2,172
Municipal Bonds(CBOT)
Dec03 031110 100~21 100~27 100~11 100~15 -0~05 106 1,725 -3
Mar04 031110 99~08 99~08 99~08 99~08 -0~05 0 2 +0
Total Volume and Open Interest 106 1,727 -3
10-Year T-Notes(CBOT)
Dec03 031110 111~040 111~150 110~295 111~030 -0~015 687,496 980,918 -9,391
Mar04 031110 109~220 109~310 109~175 109~195 -0~015 34,521 182,485 +18,024
Total Volume and Open Interest 722,017 1,163,423 +8,633
5-Year T-Notes(CBOT)
Dec03 031110 110~315 111~030 110~235 110~270 -0~020 322,013 0 +0
Mar04 031110 109~235 109~265 109~170 109~180 -0~020 11,729 73,045 +73,045
Total Volume and Open Interest 333,742 73,045 +73,045
2 Year T-Notes(CBOT)
Dec03 031110 106~113 106~120 106~104 106~105 -0~007 9,708 144,475 -731
Mar04 031110 106~024 106~024 106~009 106~009 -0~007 1 901 +0
Total Volume and Open Interest 9,709 145,376 -731
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031110 98.790 98.795 98.790 98.795 unch 85,418 690,155 +4,773
Mar04 031110 98.575 98.585 98.555 98.565 -0.010 239,002 712,816 +20,478
Jun04 031110 98.200 98.215 98.165 98.170 -0.025 252,346 668,228 +20,152
Sep04 031110 97.765 97.785 97.720 97.730 -0.025 354,672 566,691 +18,797
Dec04 031110 97.290 97.325 97.250 97.255 -0.030 245,750 532,714 +3,030
Mar05 031110 96.890 96.920 96.840 96.845 -0.040 80,872 344,544 +6,453
Jun05 031110 96.515 96.550 96.460 96.470 -0.045 51,271 268,719 -801
Sep05 031110 96.200 96.225 96.130 96.135 -0.055 50,540 214,476 +5,010
Dec05 031110 95.915 95.930 95.835 95.850 -0.055 40,097 154,588 +7,870
Mar06 031110 95.685 95.695 95.615 95.625 -0.050 24,546 132,374 -872
Jun06 031110 95.465 95.480 95.405 95.410 -0.045 24,467 123,240 -5,561
Sep06 031110 95.260 95.280 95.210 95.220 -0.040 17,754 99,465 -3,196
Total Volume and Open Interest 1,503,766 5,084,879 +73,363
3-Mth Euro-Yen(CME)
Dec03 031110 99.92 99.92 99.92 99.92 unch 10 8,012 +5
Mar04 031110 99.88 99.88 99.88 99.88 +0.01 506 8,850 +896
Jun04 031110 99.86 99.86 99.86 99.86 +0.01 551 12,129 +463
Sep04 031110 99.75 99.76 99.75 99.76 +0.01 233 6,330 -200
Dec04 031110 99.64 99.64 99.64 99.64 +0.01 279 3,396 +435
Mar05 031110 99.48 99.48 99.48 99.48 +0.02 20 3,511 +9
Jun05 031110 99.38 99.38 99.38 99.38 +0.01 0 612 +100
Sep05 031110 99.25 99.25 99.25 99.25 +0.01 8 3,687 +678
Dec05 031110 99.16 99.16 99.16 99.16 +0.01 0 73 +0
Mar06 031110 99.05 99.05 99.05 99.05 +0.01 0 229 +0
Total Volume and Open Interest 1,607 47,767 +2,386
3-Mth Euro-Yen(SIMEX)
Dec03 031110 99.92 99.92 99.92 99.92 unch 54 44,579 -196
Mar04 031110 99.88 99.88 99.88 99.88 +0.01 2,298 61,521 -307
Jun04 031110 99.84 99.85 99.84 99.85 +0.01 1,544 70,186 +428
Sep04 031110 99.74 99.76 99.74 99.76 +0.01 1,396 32,926 +506
Dec04 031110 99.63 99.63 99.63 99.63 +0.01 1,530 31,702 +1,104
Mar05 031110 99.49 99.49 99.49 99.49 +0.01 271 18,770 +89
Jun05 031110 99.39 99.39 99.39 99.39 +0.01 147 11,026 +132
Sep05 031110 99.26 99.26 99.26 99.26 +0.01 859 10,171 +702
Total Volume and Open Interest 8,099 293,288 +2,458
German Euro-Bund(EUREX)
Dec03 031110 111.45 111.68 111.43 111.47 +0.09 990,119 983,399 +18,244
Mar04 031110 111.23 111.23 110.90 110.90 +0.07 6,004 23,912 +2,113
Jun04 031110 110.47 110.47 110.47 110.47 +0.09 1,126 940 +0
Total Volume and Open Interest 997,249 1,008,251 +20,357
German Euro-Bobl(EUREX)
Dec03 031110 109.39 109.53 109.37 109.41 +0.07 544,940 689,400 +24,133
Mar04 031110 108.87 108.93 108.85 108.86 +0.07 4,274 28,861 +3,129
Jun04 031110 108.36 108.36 108.36 108.36 +0.07 1,605 2,446 +0
Total Volume and Open Interest 550,819 720,707 +27,262
Long Gilt(LIFFE)
Dec03 031110 114~06 114~13 114~02 114~05 +0~06 36,061 170,398 -907
Mar04 031110 106~04 106~04 105~31 105~31 +0~05 1,006 2,513 +452
Total Volume and Open Interest 37,067 172,911 -455
3-Mth Short Sterling(LIFFE)
Dec03 031110 95.89 95.94 95.89 95.92 +0.02 20,546 220,085 -1,628
Mar04 031110 95.53 95.62 95.53 95.60 +0.07 22,488 189,515 +298
Jun04 031110 95.21 95.32 95.21 95.30 +0.10 22,783 191,007 -793
Total Volume and Open Interest 125,231 1,122,014 -243
3-Mth Euribor(LIFFE)
Dec03 031110 97.805 97.805 97.795 97.805 +0.010 66,162 576,462 +5,736
Mar04 031110 97.620 97.640 97.620 97.630 +0.015 126,266 479,672 +23,325
Jun04 031110 97.365 97.385 97.355 97.375 +0.025 157,159 409,156 -508
Total Volume and Open Interest 719,466 2,712,571 +63,686
3-Mth Aus T-Bills(SFE)
Dec03 031110 94.61 94.61 94.57 94.61 -0.01 14,764 166,045 -28,927
Mar04 031110 94.30 94.31 94.25 94.31 -0.01 14,768 133,916 -10,358
Jun04 031110 94.12 94.14 94.08 94.14 unch 6,194 56,312 -830
Sep04 031110 94.00 94.01 93.98 94.01 -0.01 2,568 25,079 -577
Dec04 031110 93.88 93.90 93.87 93.90 -0.01 753 20,985 +222
Mar05 031110 93.79 93.81 93.78 93.81 -0.01 554 18,389 -2,178
Jun05 031110 93.71 93.75 93.71 93.73 -0.03 552 11,401 -192
Sep05 031110 93.66 93.69 93.65 93.67 -0.04 663 4,777 -19
Dec05 031110 93.60 93.64 93.60 93.61 -0.05 213 1,793 -4
Mar06 031110 93.57 93.59 93.57 93.57 -0.05 101 704 +0
Total Volume and Open Interest 41,180 439,989 -42,863
10-Year Aus T-Bonds(SFE)
Dec03 031110 94.03 94.07 94.01 94.04 -0.02 5,344 189,497 +2,007
Mar04 031110 94.04 94.04 94.04 94.04 -0.02      
Total Volume and Open Interest 12,919 187,490 -7,223
3-Year Aus T-Bonds(SFE)
Dec03 031110 94.15 94.18 94.11 94.17 -0.01 52,326 464,717 -43,780
Mar04 031110 94.17 94.17 94.17 94.17 -0.01      
Total Volume and Open Interest 52,326 464,717 -43,780
Gold(CMX)
Dec03 031110 383.5 387.8 383.2 386.7 +3.3 48,140 175,129 +1,959
Feb04 031110 385.0 388.8 384.2 387.7 +3.3 1,861 27,878 +750
Apr04 031110 386.3 389.2 385.2 388.5 +3.3 135 7,777 -23
Jun04 031110 387.1 390.0 386.5 389.2 +3.3 262 11,163 +50
Aug04 031110 390.0 390.0 390.0 390.0 +3.3 100 6,961 +0
Oct04 031110 388.0 390.8 388.0 390.8 +3.3 0 795 +0
Total Volume and Open Interest 51,932 262,555 +3,311
Silver(CMX)
Dec03 031110 504.5 510.0 503.5 509.0 +3.2 15,179 60,169 +594
Mar04 031110 507.0 511.5 505.0 510.8 +3.2 1,256 20,182 +102
May04 031110 511.9 511.9 511.9 511.9 +3.2 11 1,700 +0
Jul04 031110 509.0 515.0 506.0 513.1 +3.2 7 2,200 -9
Sep04 031110 514.0 514.0 514.0 514.0 +3.2 0 579 -2
Total Volume and Open Interest 16,641 91,974 +712
Platinum(NYM)
Jan04 031110 761.0 765.8 760.0 764.3 +5.3 458 9,092 +210
Apr04 031110 756.0 758.0 755.6 755.6 +5.6 44 384 +22
Total Volume and Open Interest 502 9,476 +232
Palladium(NYME)
Dec03 031110 205.00 206.00 202.25 204.00 -2.00 136 4,973 +135
Mar04 031110 207.00 207.00 204.50 204.50 -2.00 2 868 +2
Jun04 031110 204.75 204.75 204.75 204.75 -1.75 0 85 +0
Total Volume and Open Interest 138 5,926 +137
Copper(CMX)
Dec03 031110 93.60 94.10 92.55 92.80 -1.65 8,716 78,513 -2,161
Mar04 031110 94.20 94.55 93.15 93.40 -1.60 3,854 17,746 +1,897
May04 031110 93.75 94.05 93.15 93.15 -1.55 54 2,787 +36
Jul04 031110 93.60 93.60 92.70 92.85 -1.55 40 2,344 +29
Sep04 031110 93.50 93.50 92.45 92.45 -1.55 0 1,397 +0
Total Volume and Open Interest 12,897 108,645 -239
DJIA Index(CBOT)
Dec03 031110 9795 9805 9715 9738 -35 10,697 35,454 -377
Mar04 031110 9770 9770 9713 9713 -34 147 2,665 +1
Jun04 031110 9689 9689 9689 9689 -34 0 2 +0
Total Volume and Open Interest 10,844 38,121 -376
S & P 500(CME)
Dec03 031110 1051.70 1052.50 1044.20 1046.20 -4.20 40,598 553,711 +964
Mar04 031110 1045.50 1048.00 1044.50 1044.80 -4.20 802 29,834 +702
Jun04 031110 1044.30 1044.30 1044.30 1044.30 -4.10 149 607 +43
Sep04 031110 1044.60 1044.60 1044.60 1044.60 -4.10 128 305 +128
Total Volume and Open Interest 41,681 584,510 +1,841
S & P 500 E-Mini(Globex)
Dec03 031110 1051.25 1053.75 1044.25 1046.25 -4.25 614,109 455,433 -16,395
Mar04 031110 1050.75 1052.00 1043.75 1044.75 -4.25 151 1,590 +21
Total Volume and Open Interest 614,260 457,023 -16,374
NASDAQ 100(CME)
Dec03 031110 1437.00 1438.00 1412.00 1416.50 -17.00 10,574 82,602 +1,869
Mar04 031110 1437.00 1437.00 1420.00 1420.00 -16.50 21 96 +1
Jun04 031110 1423.50 1423.50 1423.50 1423.50 -16.00 0 47 +0
Total Volume and Open Interest 10,595 82,745 +1,870
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031110 1434.0 1439.5 1412.0 1416.5 -17.0 228,988 258,722 +6,255
Mar04 031110 1435.0 1440.0 1417.5 1420.0 -16.5 120 1,196 +10
Total Volume and Open Interest 229,108 259,918 +6,265
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031110 560.00 560.80 552.35 552.35 -6.65 856 15,078 +126
Mar04 031110 552.15 552.15 552.15 552.15 -6.65      
Jun04 031110 552.60 552.60 552.60 552.60 -6.65 0 1 +0
Total Volume and Open Interest 856 15,079 +126
Russell 2000(CME)
Dec03 031110 543.00 543.50 531.50 531.90 -8.60 1,518 22,771 -70
Mar04 031110 531.90 531.90 531.90 531.90 -8.60      
Jun04 031110 531.90 531.90 531.90 531.90 -8.60      
Total Volume and Open Interest 1,518 22,771 -70
Value Line(KCBT)
Dec03 031110 1440.00 1442.00 1440.00 1442.00 -18.00 1 39 +0
Total Volume and Open Interest 2 40 +1
Nikkei 225(CME)
Dec03 031110 10490 10520 10410 10415 -125 2,127 28,666 +206
Mar04 031110 10460 10460 10425 10425 -125 3 17 +0
Total Volume and Open Interest 2,127 28,696 +206
Nikkei 225(SIMEX)
Dec03 031110 10560 10620 10470 10540 -105 21,771 152,088 -965
Mar04 031110 10550 10550 10500 10535 -105 32 5,017 +32
Jun04 031110 10490 10490 10490 10490 -105      
Total Volume and Open Interest 21,803 157,105 -933
CAC 40(MATIF)
Nov03 031110 3429.5 3463.0 3420.0 3429.5 -27.0 70,209 421,193 +22,525
Dec03 031110 3436.5 3466.0 3428.5 3435.5 -27.0 727 151,071 +358
Jan04 031110 3440.5 3440.5 3440.5 3440.5 -27.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031110 3769.0 3799.0 3742.5 3763.5 -27.5 102,212 274,373 +2,630
Mar04 031110 3782.0 3816.0 3768.5 3784.0 -28.0 623 11,015 +67
Jun04 031110 3834.5 3834.5 3796.5 3806.0 -28.0 136 2,571 +115
Total Volume and Open Interest 102,971 287,959 +2,812
FT-SE 100(LIFFE)
Dec03 031110 4348.50 4379.00 4339.00 4341.00 -37.00 51,471 393,386 +15
Mar04 031110 4348.00 4371.00 4337.00 4337.00 -37.50 78 13,889 +48
Jun04 031110 4353.00 4353.00 4353.00 4353.00 -37.00 10 8,479 +0
Total Volume and Open Interest 51,559 416,355 +63
SPI 200(SFE)
Dec03 031110 3241.0 3241.0 3219.0 3233.0 -9.0 9,994 149,673 -3,804
Mar04 031110 3245.0 3248.0 3234.0 3244.0 -10.0 23 3,593 +2
Jun04 031110 3257.0 3257.0 3257.0 3257.0 -9.0 4 2,862 +0
Total Volume and Open Interest 10,017 157,869 -3,802
GSCI(CME)
Nov03 031110 244.25 245.00 243.50 244.50 -0.15 2,876 10,101 -2,302
Dec03 031110 246.60 246.60 244.70 246.00 unch 2,648 2,482 +2,348
Jan04 031110 244.75 244.75 244.75 244.75 +0.75 0 2 +0
Total Volume and Open Interest 5,524 12,585 +46
Reuters CRB Index(NYBOT)
Jan04 031110 251.25 251.50 250.00 250.20 -0.05 69 494 +25
Feb04 031110 249.20 249.20 249.20 249.20 -0.05 0 272 +0
Apr04 031110 247.50 248.70 247.50 248.70 -0.05 8 143 +4
Total Volume and Open Interest 90 1,119 +25
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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