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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 Tue November 11, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031111 761.00 778.00 760.50 777.00 +19.50 4,771 2,914 -1,283
Jan04 031111 765.00 779.00 765.00 775.75 +13.75 71,870 123,432 -867
Mar04 031111 758.00 766.50 756.00 764.75 +11.75 13,424 39,317 +290
May04 031111 727.00 731.00 723.00 726.50 +3.50 5,107 39,532 -5
Jul04 031111 712.00 718.00 706.00 711.50 +3.25 3,848 19,187 -359
Aug04 031111 690.00 694.00 685.00 685.00 -0.50 493 2,425 -23
Sep04 031111 649.00 649.00 642.00 642.00 unch 56 644 +18
Total Volume and Open Interest 101,578 237,715 -1,699
Soybean Meal(CBOT)
Dec03 031111 242.70 246.00 242.60 244.70 +4.00 16,565 47,171 -3,254
Jan04 031111 241.00 244.00 240.60 242.70 +4.10 7,972 22,278 -39
Mar04 031111 238.50 241.00 237.80 239.60 +4.10 7,269 24,139 +548
May04 031111 228.70 230.70 227.80 228.70 +2.00 4,695 32,079 +1,107
Jul04 031111 223.50 225.80 222.00 222.90 +1.80 3,743 19,540 +46
Aug04 031111 216.50 218.50 214.00 214.50 +2.20 779 4,992 -368
Sep04 031111 205.00 206.00 202.50 203.20 +2.20 495 5,586 +112
Oct04 031111 179.00 180.50 178.00 178.00 +1.00 400 3,521 +133
Total Volume and Open Interest 42,605 167,522 -1,642
Soybean Oil(CBOT)
Dec03 031111 25.82 26.07 25.67 26.00 +0.37 12,290 43,368 -1,671
Jan04 031111 25.61 25.82 25.46 25.75 +0.29 5,711 30,552 +407
Mar04 031111 25.45 25.57 25.26 25.48 +0.23 6,320 29,284 +444
May04 031111 25.08 25.10 24.81 24.95 +0.09 3,495 31,569 +498
Jul04 031111 24.65 24.65 24.36 24.42 -0.07 2,646 26,639 +5
Aug04 031111 24.00 24.00 23.95 23.95 -0.12 77 3,216 +24
Sep04 031111 23.45 23.45 23.26 23.26 +0.11 16 1,873 +13
Oct04 031111 22.50 22.60 22.50 22.55 -0.05 244 2,298 +40
Total Volume and Open Interest 30,984 175,292 -218
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 031111 233.00 234.25 231.00 232.50 -0.25 39,907 196,442 -4,993
Mar04 031111 240.25 240.50 237.75 239.50 -0.25 19,895 174,720 +4,190
May04 031111 244.00 244.50 241.75 243.50 unch 1,895 33,528 +32
Jul04 031111 246.50 247.75 245.00 246.50 +0.50 2,288 32,872 +148
Sep04 031111 243.50 243.50 242.50 243.00 +0.75 120 6,010 +65
Dec04 031111 243.00 243.25 242.00 242.75 unch 1,662 26,555 +524
Total Volume and Open Interest 65,789 472,542 -46
Wheat(CBOT)
Dec03 031111 386.00 391.00 378.50 389.00 +6.00 21,120 60,029 -1,681
Mar04 031111 398.50 400.00 391.25 399.00 +3.00 15,460 52,277 +4,385
May04 031111 392.50 392.50 388.00 390.50 +0.75 587 3,046 +189
Jul04 031111 358.00 358.50 355.00 357.50 +1.75 735 7,798 +311
Sep04 031111 360.00 362.00 358.00 362.00 +1.00 36 346 -11
Total Volume and Open Interest 37,966 124,342 +3,199
Wheat(KCBT)
Dec03 031111 381.50 385.00 377.50 382.25 +3.50 6,775 30,704 -906
Mar04 031111 388.50 391.50 384.50 389.25 +2.75 7,471 33,820 +2,246
May04 031111 383.00 384.00 380.25 383.50 +1.50 224 2,387 -10
Jul04 031111 362.00 365.00 360.00 363.50 +1.75 541 3,721 +187
Sep04 031111 366.00 366.00 363.50 366.00 unch 10 283 +2
Total Volume and Open Interest 15,023 71,225 +1,521
Wheat(MGE)
Dec03 031111 390.00 395.50 388.00 393.50 +4.75 2,639 11,460 -350
Mar04 031111 389.50 391.75 385.50 390.00 +2.50 2,481 13,314 -342
May04 031111 388.25 388.25 385.00 387.50 +2.25 154 1,755 +7
Jul04 031111 384.00 384.00 382.00 382.00 -2.25 22 563 +20
Sep04 031111 364.00 364.00 363.00 363.00 -1.00 28 399 +28
Total Volume and Open Interest 5,348 27,602 -618
Oats(CBOT)
Dec03 031111 146.50 146.75 145.00 145.25 -0.75 615 4,078 -98
Mar04 031111 149.00 149.00 148.25 148.25 -0.50 106 1,993 +66
May04 031111 149.75 149.75 149.50 149.50 -0.50 10 171 +4
Jul04 031111 151.50 151.50 151.50 151.50 +2.25 27 53 +19
Total Volume and Open Interest 758 6,297 -9
Rough Rice(CBOT)
Nov03 031111 7.57 7.59 7.57 7.59 +0.05 9 83 -14
Jan04 031111 7.73 7.76 7.70 7.76 +0.03 330 4,001 +40
Mar04 031111 7.85 7.87 7.82 7.87 +0.02 53 1,458 -15
May04 031111 7.99 7.99 7.99 7.99 +0.02 10 646 +1
Total Volume and Open Interest 402 6,573 +12
Live Cattle(CME)
Dec03 031111 98.900 99.300 96.825 96.825 -1.500 7,122 42,605 -1,796
Feb04 031111 93.350 94.200 92.125 92.125 -1.500 6,036 37,022 +1,843
Apr04 031111 84.200 84.350 82.975 82.975 -1.500 2,629 17,699 +193
Jun04 031111 77.100 77.500 75.850 75.850 -1.500 1,320 10,940 +212
Aug04 031111 74.700 74.750 73.350 73.350 -1.375 366 3,890 +193
Oct04 031111 76.500 76.500 75.550 75.550 -1.150 173 559 +144
Total Volume and Open Interest 17,786 114,489 +882
Feeder Cattle(CME)
Nov03 031111 104.100 104.100 102.800 102.850 -1.400 897 4,265 -274
Jan04 031111 97.800 98.500 96.825 96.825 -1.500 1,396 9,195 +140
Mar04 031111 92.000 92.300 90.700 90.700 -1.500 387 2,098 +18
Apr04 031111 90.200 90.350 88.825 88.825 -1.500 59 852 +10
May04 031111 88.750 88.750 87.850 87.900 -1.450 167 1,422 +55
Aug04 031111 91.250 91.250 89.650 89.650 -1.500 94 665 +80
Sep04 031111 91.000 91.000 89.600 89.600 -1.200 28 260 +18
Total Volume and Open Interest 3,028 18,757 +47
Lean Hogs(CME)
Dec03 031111 52.400 52.900 50.700 50.750 -1.925 5,252 18,732 -1,077
Feb04 031111 58.900 59.350 57.475 57.725 -1.600 4,847 14,649 +1,409
Apr04 031111 61.000 61.350 59.800 60.350 -1.025 540 5,256 +67
May04 031111 62.000 62.050 61.250 61.850 -0.400 16 804 -1
Jun04 031111 64.800 65.300 64.150 64.475 -0.825 39 1,851 +14
Jul04 031111 62.150 62.500 62.050 62.050 -0.350 11 602 -1
Aug04 031111 60.100 60.150 59.700 60.150 -0.650 2 350 +2
Oct04 031111 53.500 53.500 53.150 53.150 -0.300 11 249 +10
Total Volume and Open Interest 10,735 42,563 +431
Pork Bellies(CME)
Feb04 031111 85.250 85.550 84.000 85.050 -0.100 596 1,632 +18
Mar04 031111 84.650 84.800 84.050 84.500 +0.125 16 132 +11
May04 031111 86.500 86.600 85.900 86.100 -0.250 58 102 +53
Jul04 031111 88.450 88.450 87.000 87.500 -1.900 2 34 -1
Aug04 031111 87.200 87.200 87.200 87.200 -2.800 0 9 +0
Total Volume and Open Interest 672 1,909 +81
BFP Milk Class III(CME)
Nov03 031111 13.26 13.47 13.21 13.37 +0.09 75 5,642 +3
Dec03 031111 11.59 11.69 11.50 11.67 +0.08 151 3,803 +21
Jan04 031111 11.45 11.50 11.45 11.50 unch 29 1,836 +23
Feb04 031111 11.26 11.28 11.26 11.27 +0.01 26 1,590 +9
Mar04 031111 11.29 11.29 11.29 11.29 unch 96 1,405 +28
Total Volume and Open Interest 728 20,291 +299
Cocoa(NYBOT)
Dec03 031111 1459 1472 1448 1469 +21 6,685 13,590 -2,542
Mar04 031111 1428 1455 1424 1451 +25 10,495 36,562 +4,961
May04 031111 1417 1443 1417 1443 +28 872 14,556 -159
Jul04 031111 1423 1449 1423 1449 +29 236 11,248 -43
Sep04 031111 1427 1453 1427 1453 +33 33 7,213 +12
Dec04 031111 1437 1460 1437 1460 +34 126 9,175 +70
Mar05 031111 1470 1470 1470 1470 +34 0 3,135 +0
Total Volume and Open Interest 18,447 108,438 +2,299
Coffee "C"(NYBOT)
Dec03 031111 59.00 59.90 58.80 59.30 +0.20 11,429 37,720 -2,700
Mar04 031111 62.25 62.90 62.10 62.45 +0.15 8,899 29,599 +2,720
May04 031111 64.20 64.80 64.00 64.30 +0.15 523 5,586 -40
Jul04 031111 66.00 66.40 65.90 66.10 +0.15 129 2,882 -174
Sep04 031111 67.80 68.30 67.80 67.90 +0.20 239 5,233 -458
Dec04 031111 70.70 71.05 70.65 70.65 +0.25 85 2,251 -67
Total Volume and Open Interest 21,304 84,829 -719
Orange Juice(NYBOT)
Jan04 031111 71.15 71.40 70.80 71.25 +0.55 2,457 17,878 -312
Mar04 031111 73.90 74.50 73.85 74.30 +0.70 550 7,293 +243
May04 031111 76.70 77.00 76.70 76.95 +0.65 45 2,767 -25
Jul04 031111 79.20 79.60 79.20 79.60 +0.65 170 417 +67
Sep04 031111 82.10 82.10 82.10 82.10 +0.65 16 438 +6
Total Volume and Open Interest 3,254 29,033 -10
Sugar #11(NYBOT)
Mar04 031111 6.25 6.26 6.12 6.21 +0.01 31,861 128,194 -2,877
May04 031111 6.28 6.30 6.23 6.28 unch 5,070 23,503 +139
Jul04 031111 6.22 6.22 6.13 6.19 -0.03 3,950 23,989 +395
Oct04 031111 6.31 6.31 6.24 6.28 -0.03 1,962 17,372 +321
Mar05 031111 6.42 6.43 6.40 6.40 -0.03 37 6,813 +2
Total Volume and Open Interest 42,933 204,744 -2,000
London Cocoa(LCE)
Dec03 031111 875 889 870 888 +18 2,075 40,597 -729
Mar04 031111 902 915 900 915 +18 14,605 42,148 -8,117
May04 031111 921 932 918 932 +18 2,858 17,231 -42
Jul04 031111 932 949 932 949 +18 1,392 15,219 +737
Sep04 031111 951 964 951 964 +18 4,596 18,874 +188
Dec04 031111 966 975 964 975 +17 14,862 36,716 +12,033
Mar05 031111 985 988 985 988 +16 322 8,401 +65
Total Volume and Open Interest 40,710 180,100 +4,135
London Coffee(LCE)
Nov03 031111 648.00 650.00 646.00 646.00 -9.00 254 6,655 -114
Jan04 031111 675.00 675.00 668.00 668.00 -8.00 5,607 59,526 -1,386
Mar04 031111 696.00 696.00 689.00 689.00 -7.00 4,840 31,454 +1,608
May04 031111 718.00 718.00 708.00 708.00 -6.00 967 18,699 +505
Jul04 031111 731.00 731.00 726.00 726.00 -4.00 1,733 8,743 +1,463
Sep04 031111 746.00 746.00 742.00 743.00 -3.00 329 5,901 +168
Total Volume and Open Interest 14,110 134,353 +2,459
London Sugar(LCE)
Dec03 031111 179.00 180.00 178.50 179.30 +1.00 4,673 6,128 -1,577
Mar04 031111 184.20 185.60 183.60 184.60 +0.50 7,232 18,782 -1,774
May04 031111 187.00 187.90 185.70 186.60 +0.30 671 4,227 +35
Aug04 031111 186.10 186.10 184.60 185.60 +0.40 421 6,005 +220
Oct04 031111 187.20 187.60 186.30 187.60 +0.40 245 2,786 +193
Total Volume and Open Interest 13,314 38,899 -2,913
Cotton(NYBOT)
Dec03 031111 76.90 76.90 75.80 75.95 -0.75 9,500 27,105 -4,442
Mar04 031111 79.93 79.93 78.70 79.02 -0.71 10,827 57,579 +3,390
May04 031111 80.10 80.10 79.30 79.44 -0.56 280 10,514 -34
Jul04 031111 79.90 79.90 79.20 79.23 -0.60 67 4,492 +29
Oct04 031111 68.00 68.00 67.50 67.50 -0.20 0 282 +0
Dec04 031111 68.00 68.00 67.70 67.80 -0.20 132 4,100 -12
Total Volume and Open Interest 20,855 104,509 -1,048
Lumber(CME)
Nov03 031111 276.0 278.5 273.1 274.0 -1.0 199 392 -65
Jan04 031111 283.7 292.0 283.0 289.5 +7.5 295 1,227 -4
Mar04 031111 293.0 296.5 292.0 295.9 +7.0 42 215 -1
May04 031111 299.3 299.4 299.2 299.2 +5.5 1 32 +0
Total Volume and Open Interest 540 1,870 -70
Crude Oil(NYM)
Dec03 031111 30.85 31.23 30.68 31.15 +0.27 63,431 125,337 -11,190
Jan04 031111 30.63 30.95 30.50 30.90 +0.28 46,362 109,397 +8,657
Feb04 031111 30.15 30.55 30.10 30.51 +0.32 8,830 31,253 +1,050
Mar04 031111 29.70 30.05 29.62 30.05 +0.31 3,084 29,034 +346
Apr04 031111 29.50 29.61 29.45 29.61 +0.30 2,845 24,132 +726
May04 031111 29.05 29.18 28.95 29.18 +0.29 519 12,651 -45
Jun04 031111 28.43 28.76 28.43 28.76 +0.28 2,254 30,317 +499
Jul04 031111 28.25 28.39 28.25 28.39 +0.26 299 10,552 +77
Aug04 031111 28.07 28.07 28.07 28.07 +0.24 278 9,638 +4
Sep04 031111 27.68 27.78 27.63 27.78 +0.23 450 15,250 -56
Oct04 031111 27.30 27.53 27.30 27.53 +0.22 350 9,152 -151
Nov04 031111 27.30 27.30 27.30 27.30 +0.21 100 7,386 +0
Dec04 031111 26.90 27.07 26.85 27.07 +0.20 2,271 27,893 +427
Jan05 031111 26.87 26.87 26.87 26.87 +0.20 190 8,924 +165
Feb05 031111 26.67 26.73 26.67 26.73 +0.20 95 4,068 +65
Mar05 031111 26.61 26.61 26.61 26.61 +0.20 0 2,214 +0
Total Volume and Open Interest 135,886 535,190 +1,428
Heating Oil(NYM)
Dec03 031111 83.25 84.65 83.10 84.41 +1.19 17,623 43,768 -2,612
Jan04 031111 84.20 85.30 83.95 85.18 +1.20 8,393 33,130 +2,484
Feb04 031111 84.10 84.98 83.90 84.98 +1.10 1,886 19,028 +474
Mar04 031111 82.00 83.10 82.00 83.03 +1.00 521 15,430 +182
Apr04 031111 79.40 79.68 79.40 79.68 +0.90 93 7,121 -75
May04 031111 76.60 76.68 76.60 76.68 +0.85 61 4,150 +51
Jun04 031111 75.00 75.00 74.83 74.83 +0.80 60 5,975 +25
Jul04 031111 73.88 73.88 73.88 73.88 +0.75 35 2,390 -10
Aug04 031111 73.88 73.88 73.88 73.88 +0.70 0 2,255 +0
Sep04 031111 74.38 74.38 74.38 74.38 +0.70 0 1,681 +0
Oct04 031111 75.10 75.10 74.93 74.93 +0.70 0 1,003 +0
Nov04 031111 75.38 75.38 75.38 75.38 +0.70 0 1,260 +0
Total Volume and Open Interest 28,672 142,878 +519
Unleaded Gas(NYM)
Dec03 031111 82.35 84.50 82.35 84.38 +1.94 18,134 40,444 -3,336
Jan04 031111 82.60 84.20 82.60 84.04 +1.44 8,188 23,021 +1,394
Feb04 031111 82.70 84.19 82.70 84.19 +1.29 1,392 4,422 +69
Mar04 031111 83.50 84.50 83.50 84.49 +1.19 437 3,829 +194
Apr04 031111 91.29 91.29 91.29 91.29 +1.09 305 6,809 -12
May04 031111 90.99 90.99 90.99 90.99 +1.04 155 4,565 +115
Jun04 031111 89.89 89.89 89.89 89.89 +1.04 185 1,866 +125
Total Volume and Open Interest 28,796 84,956 -1,451
Natural Gas(NYM)
Dec03 031111 4.710 4.900 4.700 4.869 +0.158 30,867 55,219 -3,363
Jan04 031111 4.950 5.110 4.930 5.093 +0.136 15,033 52,629 +2,955
Feb04 031111 4.980 5.120 4.970 5.111 +0.128 4,214 29,785 -451
Mar04 031111 4.880 5.001 4.880 5.001 +0.113 2,731 22,959 -12
Apr04 031111 4.595 4.706 4.595 4.706 +0.088 1,957 20,388 +1
May04 031111 4.590 4.676 4.590 4.676 +0.083 734 15,642 +171
Jun04 031111 4.600 4.691 4.590 4.691 +0.081 980 13,853 -173
Jul04 031111 4.630 4.709 4.620 4.709 +0.081 292 11,053 -41
Aug04 031111 4.650 4.724 4.640 4.724 +0.076 334 11,551 +144
Sep04 031111 4.630 4.709 4.630 4.709 +0.076 235 9,623 +90
Oct04 031111 4.640 4.719 4.640 4.719 +0.073 440 10,068 +104
Nov04 031111 4.810 4.892 4.810 4.892 +0.073 183 8,720 +13
Dec04 031111 5.000 5.079 5.000 5.079 +0.073 253 10,684 +40
Jan05 031111 5.110 5.193 5.110 5.193 +0.073 50 7,813 +16
Feb05 031111 5.085 5.158 5.080 5.158 +0.073 2 8,092 +0
Mar05 031111 4.935 5.003 4.925 5.003 +0.073 0 7,379 +1
Total Volume and Open Interest 58,528 360,572 -296
Brent Crude Oil(IPE)
Dec03 031111 29.13 29.18 28.65 29.09 +0.10 39,434 45,158 -4,471
Jan04 031111 28.83 29.03 28.54 28.98 +0.24 45,948 94,584 +10,645
Feb04 031111 28.53 28.80 28.32 28.79 +0.32 12,704 30,625 +2,289
Mar04 031111 28.25 28.47 28.02 28.47 +0.32 1,842 20,224 -380
Apr04 031111 28.00 28.08 27.77 28.08 +0.29 1,107 9,553 +65
May04 031111 27.51 27.71 27.43 27.71 +0.28 515 7,266 +493
Jun04 031111 27.15 27.34 26.97 27.34 +0.27 498 24,389 +370
Jul04 031111 27.01 27.01 27.01 27.01 +0.24 0 6,927 +0
Aug04 031111 26.65 26.72 26.65 26.72 +0.23 0 6,624 +0
Sep04 031111 26.30 26.47 26.30 26.47 +0.22 100 4,532 -100
Oct04 031111 26.24 26.24 26.24 26.24 +0.21 0 2,561 +0
Nov04 031111 26.03 26.03 26.03 26.03 +0.20 0 1,000 +0
Dec04 031111 25.71 25.83 25.60 25.83 +0.19 550 30,142 +100
Total Volume and Open Interest 102,998 306,073 +9,099
Gas Oil(IPE)
Nov03 031111 260.25 261.75 258.00 260.50 unch 16,449 12,984 -4,444
Dec03 031111 254.25 256.25 252.75 255.75 +1.75 18,352 59,538 +1,355
Jan04 031111 251.75 253.00 250.25 253.00 +1.00 6,592 21,080 -947
Feb04 031111 246.00 247.75 245.50 247.75 +1.00 975 9,841 -433
Mar04 031111 242.00 242.00 242.00 242.00 +1.25 0 6,285 +0
Apr04 031111 236.00 236.00 236.00 236.00 +1.50 0 5,711 +0
May04 031111 229.75 231.50 229.75 231.50 +1.75 160 3,874 +180
Jun04 031111 228.00 229.50 227.50 229.50 +2.00 250 9,334 +150
Jul04 031111 229.25 229.25 229.25 229.25 +2.00 0 2,542 +0
Aug04 031111 228.00 229.00 226.00 229.00 +2.00 0 1,667 +0
Total Volume and Open Interest 43,028 153,878 -3,889
US Dollar Index(NYBOT)
Dec03 031111 93.35 93.35 93.22 93.26 +0.09 1,226 15,689 -231
Mar04 031111 93.63 93.66 93.63 93.66 +0.07 56 2,185 +6
Jun04 031111 94.11 94.11 94.11 94.11 +0.07 1 12 +0
Total Volume and Open Interest 1,283 17,889 -225
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 031111 99.91 99.92 99.91 99.92 unch 0 44,160 -419
Mar04 031111 99.88 99.88 99.88 99.88 unch 2,336 61,380 -141
Jun04 031111 99.86 99.86 99.86 99.86 +0.01 2,685 70,366 +180
Sep04 031111 99.76 99.79 99.76 99.78 +0.02 475 32,088 -838
Dec04 031111 99.66 99.68 99.66 99.68 +0.05 446 31,551 -151
Mar05 031111 99.52 99.55 99.52 99.55 +0.06 0 18,831 +61
Jun05 031111 99.43 99.45 99.43 99.45 +0.06 0 11,026 +0
Sep05 031111 99.31 99.35 99.31 99.32 +0.06 0 10,171 +0
Total Volume and Open Interest 5,942 291,980 -1,308
German Euro-Bund(EUREX)
Dec03 031111 111.55 111.72 111.52 111.57 +0.10 497,076 964,138 -19,261
Mar04 031111 110.93 111.14 110.93 111.02 +0.12 2,330 25,074 +1,162
Jun04 031111 110.47 110.47 110.47 110.47 unch 1,546 940 +0
Total Volume and Open Interest 500,952 990,152 -18,099
German Euro-Bobl(EUREX)
Dec03 031111 109.46 109.58 109.42 109.45 +0.04 246,627 687,051 -2,349
Mar04 031111 109.01 109.01 108.90 108.90 +0.04 1,974 29,681 +820
Jun04 031111 108.33 108.33 108.33 108.33 -0.03 0 2,446 +0
Total Volume and Open Interest 248,601 719,178 -1,529
Long Gilt(LIFFE)
Dec03 031111 114~09 114~10 113~29 114~03 -0~02 26,026 169,526 -872
Mar04 031111 105~23 105~29 105~23 105~29 -0~03 10 2,523 +10
Total Volume and Open Interest 26,036 172,049 -862
3-Mth Short Sterling(LIFFE)
Dec03 031111 95.93 95.95 95.92 95.93 +0.01 25,042 218,554 -1,531
Mar04 031111 95.61 95.64 95.61 95.63 +0.03 35,549 183,084 -6,431
Jun04 031111 95.31 95.35 95.30 95.34 +0.04 44,761 181,364 -9,643
Total Volume and Open Interest 163,899 1,098,549 -23,465
3-Mth Euribor(LIFFE)
Dec03 031111 97.800 97.810 97.800 97.805 unch 45,570 568,500 -7,962
Mar04 031111 97.630 97.650 97.630 97.640 +0.010 55,446 488,233 +8,561
Jun04 031111 97.380 97.395 97.370 97.380 +0.005 70,235 414,213 +5,057
Total Volume and Open Interest 270,252 2,710,968 -1,603
3-Mth Aus T-Bills(SFE)
Dec03 031111 94.58 94.60 94.58 94.60 -0.01 14,664 167,118 +1,073
Mar04 031111 94.27 94.32 94.26 94.32 +0.01 14,668 130,640 -3,276
Jun04 031111 94.10 94.15 94.10 94.15 +0.01 6,094 56,289 -23
Sep04 031111 93.98 94.02 93.98 94.02 +0.01 2,468 25,176 +97
Dec04 031111 93.87 93.92 93.87 93.92 +0.02 653 21,080 +95
Mar05 031111 93.78 93.83 93.78 93.83 +0.02 454 18,198 -191
Jun05 031111 93.70 93.76 93.70 93.76 +0.03 452 11,491 +90
Sep05 031111 93.63 93.70 93.63 93.70 +0.03 563 4,776 -1
Dec05 031111 93.65 93.66 93.65 93.66 +0.05 213 1,798 +5
Mar06 031111 93.56 93.62 93.56 93.62 +0.05 101 669 -35
Total Volume and Open Interest 40,380 437,815 -2,174
10-Year Aus T-Bonds(SFE)
Dec03 031111 94.02 94.07 94.01 94.06 +0.02 2,080 189,938 +441
Mar04 031111 94.06 94.06 94.06 94.06 +0.02      
Total Volume and Open Interest 7,785 189,497 +2,007
3-Year Aus T-Bonds(SFE)
Dec03 031111 94.14 94.20 94.13 94.20 +0.03 42,692 441,376 -23,341
Mar04 031111 94.20 94.20 94.20 94.20 +0.03      
Total Volume and Open Interest 42,692 441,376 -23,341
Gold(CMX)
Dec03 031111 387.5 389.3 386.2 388.2 +1.5 36,286 175,081 -48
Feb04 031111 388.6 390.3 387.3 389.2 +1.5 3,062 27,958 +80
Apr04 031111 388.6 390.9 388.3 390.0 +1.5 531 8,020 +243
Jun04 031111 391.0 391.5 389.5 390.8 +1.6 455 11,072 -91
Aug04 031111 391.6 391.6 391.6 391.6 +1.6 20 6,941 -20
Oct04 031111 392.4 392.4 392.4 392.4 +1.6 1 795 +0
Total Volume and Open Interest 41,743 263,014 +459
Silver(CMX)
Dec03 031111 509.0 509.5 504.0 506.7 -2.3 6,532 59,672 -497
Mar04 031111 511.5 512.0 505.0 508.5 -2.3 2,264 20,840 +658
May04 031111 509.6 509.6 509.6 509.6 -2.3 0 1,700 +0
Jul04 031111 513.0 513.0 510.9 510.9 -2.2 16 2,202 +2
Sep04 031111 511.9 511.9 511.9 511.9 -2.1 0 579 +0
Total Volume and Open Interest 8,909 92,153 +179
Platinum(NYM)
Jan04 031111 757.0 764.0 756.2 761.1 -3.2 550 9,143 +51
Apr04 031111 752.0 756.0 750.0 753.1 -2.5 102 463 +79
Total Volume and Open Interest 652 9,606 +130
Palladium(NYME)
Dec03 031111 197.00 202.00 195.00 199.25 -4.75 334 4,764 -209
Mar04 031111 200.00 201.50 195.00 199.65 -4.85 17 875 +7
Jun04 031111 199.90 199.90 199.90 199.90 -4.85 250 325 +240
Total Volume and Open Interest 601 5,964 +38
Copper(CMX)
Dec03 031111 93.50 94.50 93.00 94.45 +1.65 9,601 77,551 -962
Mar04 031111 94.20 95.20 93.70 95.10 +1.70 3,424 19,245 +1,499
May04 031111 93.90 94.90 93.90 94.90 +1.75 62 2,815 +28
Jul04 031111 93.70 94.60 93.70 94.60 +1.75 87 2,365 +21
Sep04 031111 94.20 94.20 94.20 94.20 +1.75 37 1,405 +8
Total Volume and Open Interest 13,612 109,440 +795
DJIA Index(CBOT)
Dec03 031111 9716 9745 9700 9719 -19 6,432 35,391 -63
Mar04 031111 9683 9705 9675 9693 -20 218 2,879 +214
Jun04 031111 9669 9669 9669 9669 -20 0 2 +0
Total Volume and Open Interest 6,650 38,272 +151
S & P 500(CME)
Dec03 031111 1045.30 1047.50 1042.30 1045.70 -0.50 40,606 544,993 -8,718
Mar04 031111 1043.00 1044.30 1043.00 1044.30 -0.50 5,401 35,043 +5,209
Jun04 031111 1043.80 1043.80 1043.80 1043.80 -0.50 75 665 +58
Sep04 031111 1044.10 1044.10 1044.10 1044.10 -0.50 0 305 +0
Total Volume and Open Interest 46,082 581,059 -3,451
S & P 500 E-Mini(Globex)
Dec03 031111 1046.25 1047.75 1041.50 1045.75 -0.50 495,923 440,922 -14,511
Mar04 031111 1045.25 1045.75 1040.50 1044.25 -0.50 77 1,613 +23
Total Volume and Open Interest 496,000 442,535 -14,488
NASDAQ 100(CME)
Dec03 031111 1414.00 1420.00 1402.00 1411.50 -5.00 11,050 83,778 +1,176
Mar04 031111 1415.00 1415.00 1415.00 1415.00 -5.00 802 1,348 +1,252
Jun04 031111 1418.50 1418.50 1418.50 1418.50 -5.00 0 47 +0
Total Volume and Open Interest 11,852 85,173 +2,428
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031111 1416.5 1420.0 1402.0 1411.5 -5.0 223,801 260,154 +1,432
Mar04 031111 1416.5 1419.5 1410.0 1415.0 -5.0 56 1,191 -5
Total Volume and Open Interest 223,857 261,345 +1,427
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031111 553.00 554.25 550.00 551.50 -0.85 792 15,095 +17
Mar04 031111 551.30 551.30 551.30 551.30 -0.85      
Jun04 031111 551.75 551.75 551.75 551.75 -0.85 0 1 +0
Total Volume and Open Interest 792 15,096 +17
Russell 2000(CME)
Dec03 031111 533.00 533.00 525.50 528.95 -2.95 1,642 22,458 -313
Mar04 031111 528.95 528.95 528.95 528.95 -2.95      
Jun04 031111 528.95 528.95 528.95 528.95 -2.95      
Total Volume and Open Interest 1,642 22,458 -313
Value Line(KCBT)
Dec03 031111 1435.00 1435.00 1435.00 1435.00 -7.00 1 39 +0
Total Volume and Open Interest 1 40 +0
Nikkei 225(CME)
Dec03 031111 10240 10275 10145 10165 -250 3,285 28,767 +101
Mar04 031111 10240 10240 10175 10175 -250 4 17 +0
Total Volume and Open Interest 3,285 28,797 +101
Nikkei 225(SIMEX)
Dec03 031111 10400 10405 10105 10235 -305 20,951 153,212 +1,124
Mar04 031111 10350 10350 10200 10230 -305 10 5,023 +6
Jun04 031111 10185 10185 10185 10185 -305      
Total Volume and Open Interest 20,982 158,256 +1,151
CAC 40(MATIF)
Nov03 031111 3410.0 3416.5 3392.5 3407.0 -22.5 44,653 432,454 +11,261
Dec03 031111 3419.0 3421.5 3401.5 3412.5 -23.0 571 151,180 +109
Jan04 031111 3418.0 3418.0 3418.0 3418.0 -22.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031111 3721.0 3760.0 3708.5 3752.0 -11.5 84,121 274,261 -112
Mar04 031111 3745.0 3775.5 3734.0 3772.0 -12.0 653 10,946 -69
Jun04 031111 3763.5 3794.0 3755.5 3794.0 -12.0 302 2,835 +264
Total Volume and Open Interest 85,076 288,042 +83
FT-SE 100(LIFFE)
Dec03 031111 4318.00 4351.00 4314.00 4346.00 +5.00 41,431 392,509 -877
Mar04 031111 4313.50 4346.00 4313.50 4342.00 +5.00 1,876 15,671 +1,782
Jun04 031111 4356.00 4356.00 4356.00 4356.00 +3.00 0 8,479 +0
Total Volume and Open Interest 43,307 417,260 +905
SPI 200(SFE)
Dec03 031111 3214.0 3216.0 3192.0 3195.0 -38.0 9,008 152,563 +2,890
Mar04 031111 3225.0 3225.0 3207.0 3207.0 -37.0 23 3,612 +19
Jun04 031111 3224.0 3224.0 3220.0 3220.0 -37.0 0 2,862 +0
Total Volume and Open Interest 9,031 160,778 +2,909
GSCI(CME)
Nov03 031111 245.05 247.00 245.00 247.00 +2.50 2,469 7,913 -2,188
Dec03 031111 246.50 248.35 246.20 248.35 +2.35 2,390 4,761 +2,279
Jan04 031111 246.75 246.75 246.75 246.75 +2.00 0 2 +0
Total Volume and Open Interest 4,859 12,676 +91
Reuters CRB Index(NYBOT)
Jan04 031111 250.75 251.25 250.50 251.00 +0.80 74 487 -7
Feb04 031111 249.50 249.50 249.50 249.50 +0.30 46 255 -17
Apr04 031111 248.50 248.50 248.50 248.50 -0.20 11 147 +4
Total Volume and Open Interest 219 1,012 -107
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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