Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed November 12, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031112 780.00 791.00 767.00 769.00 -8.00 4,434 1,632 -1,282
Jan04 031112 769.00 792.00 768.00 770.00 -5.75 54,795 122,719 -713
Mar04 031112 760.00 784.00 759.00 762.75 -2.00 12,449 39,743 +426
May04 031112 724.00 744.00 724.00 730.50 +4.00 10,607 40,027 +495
Jul04 031112 710.00 726.00 710.00 713.25 +1.75 6,262 20,193 +1,006
Aug04 031112 701.00 702.00 690.00 690.00 +5.00 579 2,418 -7
Sep04 031112 651.00 651.00 636.00 636.50 -5.50 79 673 +29
Total Volume and Open Interest 91,188 237,914 +199
Soybean Meal(CBOT)
Dec03 031112 243.80 252.00 243.80 244.70 unch 13,334 46,852 -319
Jan04 031112 242.00 250.20 241.80 242.50 -0.20 6,919 22,064 -214
Mar04 031112 240.50 247.00 239.50 239.70 +0.10 5,134 24,922 +783
May04 031112 229.00 235.50 228.50 228.70 unch 6,390 33,020 +941
Jul04 031112 223.10 229.00 222.50 222.80 -0.10 4,176 19,497 -43
Aug04 031112 215.50 221.00 214.00 214.30 -0.20 1,232 4,910 -82
Sep04 031112 206.00 208.00 202.50 202.50 -0.70 457 5,396 -190
Oct04 031112 181.00 181.00 176.00 176.00 -2.00 531 3,819 +298
Total Volume and Open Interest 39,140 169,107 +1,585
Soybean Oil(CBOT)
Dec03 031112 25.90 26.59 25.88 26.04 +0.04 9,108 43,725 +357
Jan04 031112 25.70 26.35 25.70 25.81 +0.06 5,022 30,147 -405
Mar04 031112 25.50 26.09 25.48 25.58 +0.10 4,072 29,842 +558
May04 031112 24.95 25.50 24.95 25.13 +0.18 4,388 32,087 +518
Jul04 031112 24.55 25.05 24.55 24.66 +0.24 3,210 26,524 -115
Aug04 031112 24.47 24.47 24.05 24.07 +0.12 487 3,379 +163
Sep04 031112 23.42 23.85 23.40 23.40 +0.14 19 1,882 +9
Oct04 031112 22.60 22.60 22.50 22.50 -0.05 141 2,335 +37
Total Volume and Open Interest 26,706 176,440 +1,148
Canola(WCE)
Nov03 031112 384.5 384.5 380.5 380.5 +4.5 634 298 +0
Jan04 031112 383.0 388.0 382.0 382.2 +1.7 4,298 28,665 +0
Mar04 031112 391.0 391.5 387.5 387.5 +1.0 907 5,237 +0
May04 031112 392.5 394.4 390.3 390.5 +0.5 826 4,023 +0
Jul04 031112 395.0 397.0 393.7 393.7 -0.6 115 3,215 +0
Total Volume and Open Interest 6,855 45,624 +0
Corn(CBOT)
Dec03 031112 234.75 241.50 234.25 240.25 +7.75 43,315 191,081 -5,361
Mar04 031112 242.00 248.00 241.25 246.75 +7.25 23,420 177,977 +3,257
May04 031112 246.00 252.00 245.25 250.50 +7.00 2,449 34,205 +677
Jul04 031112 248.50 254.50 248.00 253.50 +7.00 3,323 33,174 +302
Sep04 031112 246.00 248.00 245.00 247.00 +4.00 160 6,103 +93
Dec04 031112 243.50 246.50 243.25 245.25 +2.50 2,045 27,266 +711
Total Volume and Open Interest 74,765 472,235 -307
Wheat(CBOT)
Dec03 031112 389.00 405.00 388.00 403.50 +14.50 18,722 55,075 -4,954
Mar04 031112 400.00 416.00 399.00 414.50 +15.50 13,581 55,842 +3,565
May04 031112 392.00 407.00 392.00 405.50 +15.00 639 3,279 +233
Jul04 031112 357.50 367.50 357.50 366.25 +8.75 477 7,637 -161
Sep04 031112 362.00 371.00 362.00 369.50 +7.50 15 347 +1
Total Volume and Open Interest 33,461 123,038 -1,304
Wheat(KCBT)
Dec03 031112 382.00 396.00 381.75 393.00 +10.75 7,050 30,233 -471
Mar04 031112 388.50 403.00 388.00 401.25 +12.00 6,564 35,236 +1,416
May04 031112 385.00 396.00 385.00 395.50 +12.00 705 2,552 +165
Jul04 031112 362.50 372.00 362.50 371.25 +7.75 800 3,971 +250
Sep04 031112 366.50 374.00 366.50 374.00 +8.00 3 285 +2
Total Volume and Open Interest 15,127 72,592 +1,367
Wheat(MGE)
Dec03 031112 393.50 402.00 393.50 400.75 +7.25 2,923 11,496 +36
Mar04 031112 390.00 402.00 389.50 401.25 +11.25 2,770 14,063 +749
May04 031112 390.00 398.00 389.50 398.00 +10.50 499 1,971 +216
Jul04 031112 390.00 392.00 389.50 392.00 +10.00 85 546 -17
Sep04 031112 368.00 370.00 368.00 370.00 +7.00 10 401 +2
Total Volume and Open Interest 6,292 28,588 +986
Oats(CBOT)
Dec03 031112 144.75 146.50 143.50 144.75 -0.50 346 4,033 -45
Mar04 031112 147.50 149.00 147.50 148.50 +0.25 85 1,987 -6
May04 031112 149.50 149.50 149.50 149.50 unch 3 171 +0
Jul04 031112 152.00 152.00 149.50 151.00 -0.50 13 53 +0
Total Volume and Open Interest 447 6,246 -51
Rough Rice(CBOT)
Nov03 031112 7.69 7.89 7.69 7.89 +0.30 13 67 -16
Jan04 031112 7.84 8.10 7.84 8.08 +0.32 68 3,981 -20
Mar04 031112 7.96 8.14 7.96 8.14 +0.27 30 1,466 +8
May04 031112 8.10 8.18 8.10 8.18 +0.19 5 649 +3
Total Volume and Open Interest 116 6,548 -25
Live Cattle(CME)
Dec03 031112 97.250 97.400 95.325 95.325 -1.500 10,327 41,158 -1,447
Feb04 031112 92.500 92.500 90.625 90.625 -1.500 7,415 38,607 +1,585
Apr04 031112 82.950 83.000 81.475 81.850 -1.125 3,728 17,756 +57
Jun04 031112 75.850 75.850 74.350 74.500 -1.350 861 11,081 +141
Aug04 031112 73.750 73.850 72.300 72.825 -0.525 202 3,963 +73
Oct04 031112 76.000 76.000 74.500 74.750 -0.800 68 572 +13
Total Volume and Open Interest 22,929 114,789 +300
Feeder Cattle(CME)
Nov03 031112 102.950 103.050 101.350 101.350 -1.500 572 4,090 -175
Jan04 031112 97.000 97.000 95.325 95.325 -1.500 1,241 9,124 -71
Mar04 031112 90.900 90.900 89.200 89.200 -1.500 291 2,177 +79
Apr04 031112 88.800 88.800 87.325 87.325 -1.500 133 845 -7
May04 031112 87.900 87.900 86.400 86.425 -1.475 190 1,540 +118
Aug04 031112 89.000 89.100 88.800 88.800 -0.850 45 680 +15
Sep04 031112 89.100 89.250 88.800 88.800 -0.800 12 256 -4
Total Volume and Open Interest 2,484 18,712 -45
Lean Hogs(CME)
Dec03 031112 50.750 51.200 50.000 50.075 -0.675 6,963 17,806 -926
Feb04 031112 57.400 57.500 56.200 56.450 -1.275 5,710 16,201 +1,552
Apr04 031112 59.950 60.100 59.100 59.475 -0.875 1,027 5,469 +213
May04 031112 61.450 61.500 61.000 61.400 -0.450 27 820 +16
Jun04 031112 64.000 64.250 63.700 63.900 -0.575 142 1,874 +23
Jul04 031112 61.750 62.400 61.650 61.900 -0.150 26 609 +7
Aug04 031112 60.000 60.000 59.500 59.700 -0.450 4 354 +4
Oct04 031112 53.200 53.200 53.150 53.150 unch 8 255 +6
Total Volume and Open Interest 13,910 43,457 +894
Pork Bellies(CME)
Feb04 031112 85.300 86.250 84.900 85.625 +0.575 625 1,705 +73
Mar04 031112 85.150 85.150 84.925 84.925 +0.425 10 138 +6
May04 031112 86.350 86.450 86.350 86.400 +0.300 13 102 +0
Jul04 031112 87.750 87.750 87.750 87.750 +0.250 48 48 +14
Aug04 031112 87.500 87.500 87.500 87.500 +0.300 0 9 +0
Total Volume and Open Interest 696 2,002 +93
BFP Milk Class III(CME)
Nov03 031112 13.32 13.40 13.29 13.36 -0.01 430 5,853 +211
Dec03 031112 11.67 11.70 11.50 11.60 -0.07 184 3,866 +63
Jan04 031112 11.45 11.56 11.45 11.54 +0.04 6 1,839 +3
Feb04 031112 11.30 11.30 11.30 11.30 +0.03 7 1,592 +2
Mar04 031112 11.34 11.34 11.34 11.34 +0.05 8 1,409 +4
Total Volume and Open Interest 771 20,664 +373
Cocoa(NYBOT)
Dec03 031112 1469 1550 1446 1526 +57 8,478 8,953 -4,637
Mar04 031112 1450 1525 1436 1517 +66 7,073 36,873 +311
May04 031112 1448 1507 1430 1507 +64 787 14,308 -248
Jul04 031112 1440 1510 1433 1510 +61 142 11,265 +17
Sep04 031112 1442 1514 1441 1514 +61 67 7,258 +45
Dec04 031112 1454 1519 1454 1519 +59 51 9,180 +5
Mar05 031112 1527 1527 1527 1527 +57 0 3,135 +0
Total Volume and Open Interest 16,608 103,941 -4,497
Coffee "C"(NYBOT)
Dec03 031112 59.75 60.00 58.90 59.00 -0.30 10,767 32,642 -5,078
Mar04 031112 62.80 63.10 62.10 62.20 -0.25 6,797 32,362 +2,763
May04 031112 64.90 64.90 64.10 64.10 -0.20 344 5,695 +109
Jul04 031112 66.70 66.70 66.00 66.00 -0.10 544 3,240 +358
Sep04 031112 68.60 68.60 67.80 67.80 -0.10 169 5,283 +50
Dec04 031112 71.00 71.25 70.50 70.55 -0.10 354 2,506 +255
Total Volume and Open Interest 18,977 83,286 -1,543
Orange Juice(NYBOT)
Jan04 031112 71.45 71.55 70.90 71.30 +0.05 656 17,749 -129
Mar04 031112 74.60 74.65 74.15 74.60 +0.30 279 7,427 +134
May04 031112 77.10 77.10 76.90 77.10 +0.15 40 2,740 -27
Jul04 031112 79.60 79.65 79.60 79.65 +0.05 99 454 +37
Sep04 031112 82.15 82.15 82.15 82.15 +0.05 0 438 +0
Total Volume and Open Interest 1,082 29,056 +23
Sugar #11(NYBOT)
Mar04 031112 6.23 6.23 6.14 6.22 +0.01 17,941 129,399 +1,205
May04 031112 6.26 6.28 6.22 6.28 unch 2,570 23,264 -239
Jul04 031112 6.18 6.19 6.14 6.19 unch 2,112 24,076 +87
Oct04 031112 6.27 6.28 6.23 6.27 -0.01 976 17,357 -15
Mar05 031112 6.40 6.40 6.37 6.40 unch 209 6,706 -107
Total Volume and Open Interest 23,887 205,736 +992
London Cocoa(LCE)
Dec03 031112 890 925 880 911 +23 1,842 40,295 -302
Mar04 031112 916 953 905 939 +24 2,918 42,914 +766
May04 031112 942 960 924 956 +24 235 17,198 -33
Jul04 031112 951 980 942 974 +25 161 15,255 +36
Sep04 031112 965 995 960 990 +26 152 18,891 +17
Dec04 031112 985 1004 970 1000 +25 273 36,876 +160
Mar05 031112 990 1012 987 1012 +24 30 8,431 +30
Total Volume and Open Interest 5,611 180,774 +674
London Coffee(LCE)
Nov03 031112 650.00 655.00 650.00 653.00 +7.00 115 6,568 -87
Jan04 031112 670.00 681.00 670.00 678.00 +10.00 4,671 58,737 -789
Mar04 031112 691.00 700.00 691.00 698.00 +9.00 1,522 31,870 +416
May04 031112 712.00 717.00 712.00 716.00 +8.00 1,716 19,790 +1,091
Jul04 031112 729.00 735.00 729.00 734.00 +8.00 1,642 10,316 +1,573
Sep04 031112 747.00 752.00 747.00 752.00 +9.00 602 6,341 +440
Total Volume and Open Interest 11,302 137,394 +3,041
London Sugar(LCE)
Dec03 031112 179.20 180.50 178.60 179.40 +0.10 1,818 4,980 -1,148
Mar04 031112 185.40 186.00 183.60 185.00 +0.40 2,016 18,034 -748
May04 031112 187.00 187.80 185.40 186.30 -0.30 857 4,671 +444
Aug04 031112 186.50 186.50 184.80 185.70 +0.10 110 6,005 +0
Oct04 031112 187.00 187.60 186.30 187.60 unch 113 2,863 +77
Total Volume and Open Interest 4,914 37,524 -1,375
Cotton(NYBOT)
Dec03 031112 77.00 77.40 72.95 73.06 -2.89 5,636 25,388 -1,717
Mar04 031112 80.05 80.20 76.05 76.98 -2.04 7,258 59,560 +1,981
May04 031112 80.70 80.75 77.00 77.90 -1.54 515 10,393 -121
Jul04 031112 80.30 80.50 76.75 77.67 -1.56 172 4,520 +28
Oct04 031112 66.65 66.65 66.65 66.65 -0.85 1 283 +1
Dec04 031112 68.40 68.50 66.85 66.85 -0.95 243 4,108 +8
Total Volume and Open Interest 13,851 104,688 +179
Lumber(CME)
Nov03 031112 275.1 279.0 271.5 276.5 +2.5 198 303 -89
Jan04 031112 293.0 293.6 290.7 293.5 +4.0 662 1,182 -45
Mar04 031112 297.5 300.3 297.2 299.5 +3.6 69 214 -1
May04 031112 303.2 304.9 301.2 301.2 +2.0 3 33 +1
Total Volume and Open Interest 932 1,736 -134
Crude Oil(NYM)
Dec03 031112 31.22 31.35 30.75 31.33 +0.18 68,441 113,401 -11,936
Jan04 031112 30.95 31.04 30.45 30.89 -0.01 56,080 121,090 +11,693
Feb04 031112 30.55 30.65 30.15 30.50 -0.01 13,999 32,164 +911
Mar04 031112 30.10 30.17 29.65 30.05 unch 7,433 30,827 +1,793
Apr04 031112 29.62 29.70 29.30 29.60 -0.01 2,660 23,617 -515
May04 031112 29.15 29.20 28.90 29.16 -0.02 1,017 12,774 +123
Jun04 031112 28.75 28.75 28.45 28.73 -0.03 3,546 30,800 +483
Jul04 031112 28.35 28.36 28.10 28.36 -0.03 1,093 10,724 +172
Aug04 031112 27.80 28.04 27.80 28.04 -0.03 125 9,645 +7
Sep04 031112 27.55 27.74 27.50 27.74 -0.04 770 15,549 +299
Oct04 031112 27.25 27.48 27.25 27.48 -0.05 565 9,446 +294
Nov04 031112 27.15 27.24 27.00 27.24 -0.06 46 7,425 +39
Dec04 031112 27.20 27.20 26.85 27.00 -0.07 2,488 28,047 +154
Jan05 031112 26.80 26.80 26.80 26.80 -0.07 30 8,954 +30
Feb05 031112 26.64 26.64 26.64 26.64 -0.09 151 4,064 -4
Mar05 031112 26.50 26.50 26.50 26.50 -0.11 75 2,289 +75
Total Volume and Open Interest 160,089 539,434 +4,244
Heating Oil(NYM)
Dec03 031112 84.60 85.00 83.25 84.69 +0.28 17,054 43,017 -751
Jan04 031112 85.50 85.70 84.15 85.40 +0.22 9,094 34,437 +1,307
Feb04 031112 85.30 85.30 84.25 85.20 +0.22 2,027 19,388 +360
Mar04 031112 83.20 83.25 82.25 83.20 +0.17 798 15,447 +17
Apr04 031112 79.00 79.85 78.90 79.85 +0.17 104 7,124 +3
May04 031112 76.25 76.85 76.25 76.85 +0.17 66 4,151 +1
Jun04 031112 74.50 75.00 74.40 75.00 +0.17 201 5,975 +0
Jul04 031112 74.05 74.05 74.05 74.05 +0.17 15 2,388 -2
Aug04 031112 74.05 74.05 74.05 74.05 +0.17 0 2,255 +0
Sep04 031112 74.55 74.55 74.55 74.55 +0.17 0 1,681 +0
Oct04 031112 75.10 75.10 75.10 75.10 +0.17 2 1,003 +0
Nov04 031112 75.55 75.55 75.55 75.55 +0.17 0 1,260 +0
Total Volume and Open Interest 29,561 144,013 +1,135
Unleaded Gas(NYM)
Dec03 031112 84.30 85.50 83.00 85.42 +1.04 21,380 38,605 -1,839
Jan04 031112 83.90 85.00 82.90 84.93 +0.89 13,143 25,665 +2,644
Feb04 031112 84.20 85.00 83.70 84.94 +0.75 1,631 4,680 +258
Mar04 031112 84.30 85.15 84.10 85.15 +0.66 313 3,695 -134
Apr04 031112 90.95 91.88 90.95 91.88 +0.59 92 6,791 -18
May04 031112 91.53 91.53 91.53 91.53 +0.54 225 4,700 +135
Jun04 031112 90.28 90.28 90.28 90.28 +0.39 0 1,866 +0
Total Volume and Open Interest 36,784 86,002 +1,046
Natural Gas(NYM)
Dec03 031112 4.850 4.910 4.670 4.739 -0.130 35,130 51,448 -3,771
Jan04 031112 5.060 5.110 4.890 4.966 -0.127 15,679 52,929 +300
Feb04 031112 5.080 5.120 4.930 4.986 -0.125 4,267 29,608 -177
Mar04 031112 4.980 4.990 4.840 4.889 -0.112 2,054 23,151 +192
Apr04 031112 4.660 4.700 4.570 4.609 -0.097 2,454 20,541 +153
May04 031112 4.650 4.655 4.560 4.581 -0.095 2,157 15,919 +277
Jun04 031112 4.660 4.660 4.580 4.596 -0.095 842 14,143 +290
Jul04 031112 4.660 4.660 4.600 4.615 -0.094 473 11,188 +135
Aug04 031112 4.680 4.680 4.620 4.635 -0.089 376 11,654 +103
Sep04 031112 4.670 4.670 4.600 4.620 -0.089 695 9,641 +18
Oct04 031112 4.690 4.690 4.620 4.633 -0.086 387 9,969 -99
Nov04 031112 4.850 4.850 4.775 4.798 -0.094 505 8,586 -134
Dec04 031112 5.050 5.050 4.960 4.980 -0.099 164 10,607 -77
Jan05 031112 5.150 5.150 5.080 5.105 -0.088 104 7,815 +2
Feb05 031112 5.050 5.073 5.035 5.073 -0.085 260 8,272 +180
Mar05 031112 4.900 4.923 4.900 4.923 -0.080 18 7,397 +18
Total Volume and Open Interest 67,150 358,289 -2,283
Brent Crude Oil(IPE)
Dec03 031112 29.12 29.30 28.72 29.20 +0.11 49,374 31,622 -13,536
Jan04 031112 28.95 29.15 28.56 28.88 -0.10 57,849 100,479 +5,895
Feb04 031112 28.82 28.90 28.34 28.67 -0.12 18,378 34,766 +4,141
Mar04 031112 28.50 28.54 28.05 28.33 -0.14 5,094 20,721 +497
Apr04 031112 28.08 28.18 27.70 27.96 -0.12 790 9,490 -63
May04 031112 27.72 27.80 27.37 27.60 -0.11 500 7,307 +41
Jun04 031112 27.36 27.41 27.00 27.24 -0.10 1,656 24,802 +413
Jul04 031112 27.06 27.06 26.70 26.91 -0.10 0 6,927 +0
Aug04 031112 26.74 26.74 26.61 26.61 -0.11 1 6,624 +0
Sep04 031112 26.15 26.35 26.14 26.35 -0.12 50 4,532 +0
Oct04 031112 26.12 26.12 26.12 26.12 -0.12 0 2,561 +0
Nov04 031112 25.91 25.91 25.91 25.91 -0.12 0 1,000 +0
Dec04 031112 25.80 25.86 25.55 25.72 -0.11 3,825 29,067 -1,075
Total Volume and Open Interest 140,467 303,215 -2,858
Gas Oil(IPE)
Nov03 031112 260.00 264.50 260.00 260.50 unch 13,166 7,264 -5,720
Dec03 031112 255.75 258.75 252.75 255.00 -0.75 17,133 61,773 +2,235
Jan04 031112 253.25 255.50 250.25 252.25 -0.75 6,749 22,604 +1,524
Feb04 031112 249.50 250.00 246.00 247.00 -0.75 406 10,075 +234
Mar04 031112 241.25 241.25 241.25 241.25 -0.75 0 6,285 +0
Apr04 031112 235.50 235.50 235.50 235.50 -0.50 0 5,711 +0
May04 031112 232.00 232.00 230.75 230.75 -0.75 10 3,874 +0
Jun04 031112 230.00 230.00 227.00 228.25 -1.25 1,980 9,949 +615
Jul04 031112 228.00 228.00 228.00 228.00 -1.25 0 2,542 +0
Aug04 031112 227.75 227.75 227.75 227.75 -1.25 16 1,677 +10
Total Volume and Open Interest 40,183 153,079 -799
US Dollar Index(NYBOT)
Dec03 031112 93.17 93.18 92.16 92.42 -0.84 92 15,600 -89
Mar04 031112 93.56 93.56 92.56 92.83 -0.83 25 2,205 +20
Jun04 031112 93.28 93.28 93.28 93.28 -0.83 0 12 +0
Total Volume and Open Interest 117 17,820 -69
Australian Dollar(CME)
Dec03 031112 71.33 71.68 71.25 71.55 +0.21 4,059 58,250 +0
Mar04 031112 70.68 70.85 70.61 70.81 +0.21 40 1,079 +0
Jun04 031112 70.07 70.07 70.07 70.07 +0.21 9 209 +0
Total Volume and Open Interest 4,108    
British Pound(CME)
Dec03 031112 166.96 167.45 166.68 166.89 +0.15 3,401 63,752 +0
Mar04 031112 165.85 166.18 165.63 165.63 +0.15 4 320 +0
Jun04 031112 164.31 164.31 164.31 164.31 +0.15 0 1 +0
Total Volume and Open Interest 3,405 64,079 +0
Canadian Dollar(CME)
Dec03 031112 76.42 76.92 76.39 76.63 +0.50 9,045 71,939 +0
Mar04 031112 76.12 76.62 76.12 76.33 +0.50 153 5,159 +0
Jun04 031112 75.80 76.17 75.78 76.07 +0.50 6 1,271 +0
Sep04 031112 75.90 76.00 75.83 75.83 +0.50 6 720 +0
Total Volume and Open Interest 9,210 79,348 +0
Japanese Yen(CME)
Dec03 031112 91.82 92.30 91.67 91.99 -0.39 15,844 137,953 +0
Mar04 031112 92.10 92.60 92.06 92.28 -0.39 99 1,299 +0
Jun04 031112 92.55 92.90 92.55 92.58 -0.39 0 205 +0
Total Volume and Open Interest 15,943 139,509 +0
Swiss Franc(CME)
Dec03 031112 74.14 74.40 73.95 74.13 +0.99 5,080 0 -61,263
Mar04 031112 74.30 74.57 74.22 74.30 +1.00 52 0 -245
Jun04 031112 74.46 74.46 74.46 74.46 +1.00      
Total Volume and Open Interest 5,132 61,649 +0
EuroFX(CME)
Dec03 031112 115.92 116.50 115.77 116.21 +1.40 19,465 103,208 +0
Mar04 031112 115.66 116.22 115.54 115.92 +1.39 261 1,514 +0
Jun04 031112 115.30 115.67 115.30 115.65 +1.39 0 73 +0
Total Volume and Open Interest 19,726 104,913 +0
Mexican Peso(CME)
Dec03 031112 9067.0 9067.0 8950.0 8965.0 -137.0 4,382 37,132 +1,922
Mar04 031112 8970.0 8970.0 8860.0 8870.0 -137.0 6 0 -947
Total Volume and Open Interest 4,399 37,796 +1,502
30-Year T-Bonds(CBOT)
Dec03 031112 107~08 108~01 107~02 107~24 +0~25 272,441 437,753 +0
Mar04 031112 105~25 106~18 105~25 106~12 +0~26 13,169 29,690 +0
Jun04 031112 104~30 105~01 104~30 105~01 +0~26 10 337 +0
Total Volume and Open Interest 285,620 468,165 +0
Municipal Bonds(CBOT)
Dec03 031112 100~25 101~09 100~25 101~03 +0~20 106 1,725 +0
Mar04 031112 99~21 99~31 99~21 99~29 +0~21 0 2 +0
Total Volume and Open Interest 106 1,727 +0
10-Year T-Notes(CBOT)
Dec03 031112 111~100 111~225 111~035 111~165 +0~135 687,496 980,918 +0
Mar04 031112 109~235 110~070 109~235 110~015 +0~140 34,521 182,485 +0
Total Volume and Open Interest 722,017 1,163,423 +0
5-Year T-Notes(CBOT)
Dec03 031112 111~010 111~075 111~005 111~035 +0~085 62,227 880,495 +880,495
Mar04 031112 109~245 109~290 109~240 109~265 +0~085 11,729 73,045 +0
Total Volume and Open Interest 73,956 953,540 +880,495
2 Year T-Notes(CBOT)
Dec03 031112 106~112 106~118 106~112 106~114 +0~009 9,708 144,475 +0
Mar04 031112 106~018 106~018 106~018 106~018 +0~009 1 901 +0
Total Volume and Open Interest 9,709 145,376 +0
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031112 98.795 98.800 98.795 98.795 unch 28,134 686,470 -3,685
Mar04 031112 98.580 98.605 98.575 98.585 +0.020 60,678 703,585 -9,231
Jun04 031112 98.205 98.235 98.195 98.220 +0.050 82,624 666,245 -1,983
Sep04 031112 97.775 97.800 97.765 97.785 +0.055 125,727 548,947 -17,744
Dec04 031112 97.295 97.340 97.295 97.320 +0.065 54,673 527,728 -4,986
Mar05 031112 96.890 96.935 96.880 96.915 +0.070 20,721 342,457 -2,087
Jun05 031112 96.510 96.565 96.505 96.540 +0.070 19,889 269,503 +784
Sep05 031112 96.175 96.240 96.175 96.215 +0.080 15,403 214,314 -162
Dec05 031112 95.890 95.950 95.890 95.935 +0.085 14,303 157,019 +2,431
Mar06 031112 95.665 95.730 95.665 95.710 +0.085 7,064 133,819 +1,445
Jun06 031112 95.460 95.515 95.460 95.500 +0.090 9,721 123,004 -236
Sep06 031112 95.270 95.330 95.270 95.310 +0.090 5,990 100,946 +1,481
Total Volume and Open Interest 462,825 5,084,879 +0
3-Mth Euro-Yen(CME)
Dec03 031112 99.92 99.92 99.92 99.92 unch 125 8,022 +10
Mar04 031112 99.88 99.88 99.88 99.88 unch 200 9,141 +291
Jun04 031112 99.86 99.86 99.86 99.86 unch 2 12,015 -114
Sep04 031112 99.78 99.78 99.78 99.78 +0.02 110 6,632 +302
Dec04 031112 99.68 99.68 99.68 99.68 +0.04 1 2,972 -424
Mar05 031112 99.53 99.53 99.53 99.53 +0.05      
Jun05 031112 99.45 99.45 99.45 99.45 +0.07      
Sep05 031112 99.35 99.35 99.31 99.31 +0.06      
Dec05 031112 99.24 99.24 99.24 99.24 +0.08      
Mar06 031112 99.12 99.12 99.12 99.12 +0.07      
Total Volume and Open Interest 438 47,767 +0
3-Mth Euro-Yen(SIMEX)
Dec03 031112 99.91 99.92 99.91 99.92 unch 259 44,013 -147
Mar04 031112 99.88 99.88 99.88 99.88 unch 699 61,116 -264
Jun04 031112 99.86 99.86 99.86 99.86 unch 2,414 70,454 +88
Sep04 031112 99.79 99.79 99.78 99.78 unch 4,732 34,227 +2,139
Dec04 031112 99.68 99.68 99.67 99.68 unch 3,149 30,354 -1,197
Mar05 031112 99.55 99.55 99.53 99.54 -0.01 1,817 19,894 +1,063
Jun05 031112 99.48 99.48 99.46 99.46 +0.01 1,996 12,116 +1,090
Sep05 031112 99.36 99.36 99.33 99.35 +0.03 3,176 12,664 +2,493
Total Volume and Open Interest 19,543 298,520 +6,540
German Euro-Bund(EUREX)
Dec03 031112 111.56 111.79 111.28 111.77 +0.20 377,067 953,598 -10,540
Mar04 031112 110.90 111.21 110.73 111.21 +0.19 5,216 29,993 +4,919
Jun04 031112 110.67 110.67 110.67 110.67 +0.20 712 940 +0
Total Volume and Open Interest 382,995 984,531 -5,621
German Euro-Bobl(EUREX)
Dec03 031112 109.49 109.68 109.32 109.67 +0.22 256,592 690,765 +3,714
Mar04 031112 108.80 109.11 108.80 109.11 +0.21 2,355 31,852 +2,171
Jun04 031112 108.55 108.55 108.55 108.55 +0.22 3,245 0 -2,446
Total Volume and Open Interest 262,192 722,617 +3,439
Long Gilt(LIFFE)
Dec03 031112 113~29 114~14 113~21 114~08 +0~06 23,653 171,512 +1,986
Mar04 031112 105~25 106~07 105~25 106~03 +0~06 376 2,669 +146
Total Volume and Open Interest 24,029 174,181 +2,132
3-Mth Short Sterling(LIFFE)
Dec03 031112 95.92 95.94 95.88 95.93 unch 27,538 219,155 +601
Mar04 031112 95.61 95.66 95.51 95.64 +0.01 24,313 182,486 -598
Jun04 031112 95.32 95.37 95.21 95.35 +0.01 46,279 177,746 -3,618
Total Volume and Open Interest 139,936 1,090,341 -8,208
3-Mth Euribor(LIFFE)
Dec03 031112 97.805 97.810 97.795 97.805 unch 29,835 571,033 +2,533
Mar04 031112 97.640 97.660 97.615 97.645 +0.005 40,393 492,067 +3,834
Jun04 031112 97.380 97.415 97.345 97.390 +0.010 42,538 418,173 +3,960
Total Volume and Open Interest 202,415 2,722,404 +11,436
3-Mth Aus T-Bills(SFE)
Dec03 031112 94.59 94.60 94.58 94.59 -0.01 4,527 158,897 -8,221
Mar04 031112 94.30 94.32 94.29 94.30 -0.02 8,220 130,140 -500
Jun04 031112 94.13 94.16 94.13 94.13 -0.02 3,025 55,591 -698
Sep04 031112 94.02 94.02 94.00 94.00 -0.02 960 25,284 +108
Dec04 031112 93.90 93.90 93.89 93.89 -0.03 439 21,242 +162
Mar05 031112 93.82 93.82 93.81 93.81 -0.02 295 18,058 -140
Jun05 031112 93.74 93.74 93.73 93.73 -0.03 251 11,450 -41
Sep05 031112 93.67 93.68 93.67 93.68 -0.02 260 4,705 -71
Dec05 031112 93.63 93.63 93.63 93.63 -0.03 25 1,773 -25
Mar06 031112 93.60 93.60 93.59 93.59 -0.03 45 710 +41
Total Volume and Open Interest 18,067 428,440 -9,375
10-Year Aus T-Bonds(SFE)
Dec03 031112 94.04 94.07 94.04 94.06 0.00 3,912 171,605 -18,333
Mar04 031112 94.06 94.06 94.06 94.06 0.00      
Total Volume and Open Interest 13,365 189,938 +441
3-Year Aus T-Bonds(SFE)
Dec03 031112 94.19 94.22 94.17 94.20 unch 73,492 422,509 -18,867
Mar04 031112 94.20 94.20 94.20 94.20 unch      
Total Volume and Open Interest 73,492 422,509 -18,867
Gold(CMX)
Dec03 031112 389.5 397.0 388.8 395.0 +6.8 32,647 176,078 +997
Feb04 031112 390.7 398.3 390.0 396.1 +6.9 8,845 32,893 +4,935
Apr04 031112 392.0 398.5 392.0 396.9 +6.9 1,734 9,283 +1,263
Jun04 031112 391.7 400.0 391.0 397.7 +6.9 79 11,078 +6
Aug04 031112 398.6 398.6 398.6 398.6 +7.0 438 7,048 +107
Oct04 031112 399.5 399.5 399.5 399.5 +7.1 0 795 +0
Total Volume and Open Interest 46,012 270,895 +7,881
Silver(CMX)
Dec03 031112 508.5 534.5 508.0 533.5 +26.8 6,825 59,373 -299
Mar04 031112 511.0 537.0 510.0 535.4 +26.9 1,022 20,800 -40
May04 031112 514.0 536.5 514.0 536.5 +26.9 9 1,700 +0
Jul04 031112 513.0 539.0 513.0 537.9 +27.0 4 2,204 +2
Sep04 031112 538.9 538.9 538.9 538.9 +27.0 0 579 +0
Total Volume and Open Interest 7,996 91,880 -273
Platinum(NYM)
Jan04 031112 763.0 765.8 758.0 764.7 +3.6 518 9,184 +41
Apr04 031112 756.0 756.7 752.0 756.7 +3.6 87 513 +50
Total Volume and Open Interest 605 9,697 +91
Palladium(NYME)
Dec03 031112 198.00 200.00 195.00 199.00 -0.25 193 4,693 -71
Mar04 031112 200.00 201.00 196.00 199.50 -0.15 48 891 +16
Jun04 031112 200.50 200.50 199.85 199.85 -0.05 10 315 -10
Total Volume and Open Interest 251 5,899 -65
Copper(CMX)
Dec03 031112 94.35 95.50 93.90 94.85 +0.40 7,192 76,326 -1,225
Mar04 031112 94.95 96.05 94.60 95.40 +0.30 1,785 19,880 +635
May04 031112 95.80 95.80 95.10 95.10 +0.20 14 2,813 -2
Jul04 031112 94.25 94.60 94.25 94.60 unch 19 2,370 +5
Sep04 031112 93.75 94.30 93.75 94.30 +0.10 2 1,407 +2
Total Volume and Open Interest 9,431 108,854 -586
DJIA Index(CBOT)
Dec03 031112 9730 9850 9724 9840 +121 4,076 33,736 -1,655
Mar04 031112 9710 9815 9710 9815 +122 17 2,877 -2
Jun04 031112 9791 9791 9791 9791 +122 0 2 +0
Total Volume and Open Interest 4,093 36,615 -1,657
S & P 500(CME)
Dec03 031112 1046.50 1059.00 1045.80 1057.00 +11.30 24,502 544,685 -308
Mar04 031112 1051.50 1055.60 1051.00 1055.60 +11.30 175 35,062 +19
Jun04 031112 1055.20 1055.20 1055.20 1055.20 +11.40 50 690 +25
Sep04 031112 1055.50 1055.50 1055.50 1055.50 +11.40 6 310 +5
Total Volume and Open Interest 24,763 580,844 -215
S & P 500 E-Mini(Globex)
Dec03 031112 1045.25 1059.00 1044.50 1057.00 +11.25 403,191 438,246 -2,676
Mar04 031112 1044.50 1057.25 1044.50 1055.50 +11.25 61 1,613 +0
Total Volume and Open Interest 403,252 439,859 -2,676
NASDAQ 100(CME)
Dec03 031112 1415.50 1447.00 1414.00 1442.00 +30.50 11,446 84,339 +561
Mar04 031112 1425.00 1445.50 1425.00 1445.50 +30.50 604 1,395 +47
Jun04 031112 1449.00 1449.00 1449.00 1449.00 +30.50 0 47 +0
Total Volume and Open Interest 12,050 85,781 +608
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031112 1410.5 1447.5 1409.0 1442.0 +30.5 212,317 266,405 +6,251
Mar04 031112 1418.0 1449.5 1418.0 1445.5 +30.5 12 1,197 +6
Total Volume and Open Interest 212,329 267,602 +6,257
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031112 552.00 562.50 552.00 561.75 +10.25 341 15,175 +80
Mar04 031112 561.55 561.55 561.55 561.55 +10.25      
Jun04 031112 562.00 562.00 562.00 562.00 +10.25 0 1 +0
Total Volume and Open Interest 341 15,176 +80
Russell 2000(CME)
Dec03 031112 530.00 540.75 529.00 540.25 +11.30 1,448 22,164 -294
Mar04 031112 540.25 540.25 540.25 540.25 +11.30      
Jun04 031112 540.25 540.25 540.25 540.25 +11.30      
Total Volume and Open Interest 1,448 22,164 -294
Value Line(KCBT)
Dec03 031112 1451.50 1460.00 1451.50 1460.00 +25.00 0 39 +0
Total Volume and Open Interest 0 40 +0
Nikkei 225(CME)
Dec03 031112 10245 10425 10235 10410 +245 2,963 29,481 +714
Mar04 031112 10300 10425 10300 10420 +245 32 47 +30
Total Volume and Open Interest 2,995 29,541 +744
Nikkei 225(SIMEX)
Dec03 031112 10180 10330 10150 10225 -10 42,537 157,795 +4,583
Mar04 031112 10220 10220 10220 10220 -10 6 5,027 +4
Jun04 031112 10175 10175 10175 10175 -10      
Total Volume and Open Interest 42,543 162,843 +4,587
CAC 40(MATIF)
Nov03 031112 3413.5 3442.0 3392.0 3413.5 +6.5 34,646 424,249 -8,205
Dec03 031112 3418.0 3446.5 3405.0 3419.5 +7.0 265 150,945 -235
Jan04 031112 3424.5 3424.5 3424.5 3424.5 +6.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031112 3744.0 3787.0 3704.0 3786.5 +34.5 77,463 274,393 +132
Mar04 031112 3761.0 3806.5 3730.0 3806.5 +34.5 152 10,970 +24
Jun04 031112 3753.5 3829.0 3746.0 3829.0 +35.0 132 2,957 +122
Total Volume and Open Interest 77,747 288,320 +278
FT-SE 100(LIFFE)
Dec03 031112 4354.50 4389.50 4340.50 4375.00 +29.00 36,186 393,883 +1,374
Mar04 031112 4355.00 4380.00 4345.00 4371.00 +29.00 649 16,263 +592
Jun04 031112 4385.00 4385.00 4385.00 4385.00 +29.00 0 8,479 +0
Total Volume and Open Interest 36,835 419,226 +1,966
SPI 200(SFE)
Dec03 031112 3201.0 3211.0 3194.0 3196.0 +1.0 13,664 158,144 +5,581
Mar04 031112 3216.0 3221.0 3207.0 3207.0 unch 34 3,616 +4
Jun04 031112 3221.0 3221.0 3221.0 3221.0 +1.0 191 3,013 +151
Total Volume and Open Interest 13,889 166,514 +5,736
GSCI(CME)
Nov03 031112 247.95 247.95 245.00 247.25 +0.25 2,014 5,888 -2,025
Dec03 031112 249.30 249.30 247.70 248.40 +0.05 2,545 7,263 +2,502
Jan04 031112 247.00 247.00 247.00 247.00 +0.25 0 2 +0
Total Volume and Open Interest 4,559 13,153 +477
Reuters CRB Index(NYBOT)
Jan04 031112 253.00 254.50 252.25 253.00 +2.00 67 494 +7
Feb04 031112 251.50 251.50 251.50 251.50 +2.00 25 230 -25
Apr04 031112 250.00 250.50 249.95 250.50 +2.00 0 147 +0
Total Volume and Open Interest 131 984 -28
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Did You Know?

Did you know cocoa prices reached a more than 32-year high just a couple months ago --- and then fell 20%!

Monthly Cocoa chart - 1973-2011

Is there an opportunity?  If so, when?

Let MRCI help you with your cocoa commodity research with our brand new 2011 Softs Report!

Order NOW for the best value! MRCI's 2012 Softs Report does not come out until April 2012!