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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 13, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031113 771.00 775.00 762.00 771.00 +2.00 1,506 976 -656
Jan04 031113 775.50 779.00 766.00 776.00 +6.00 69,286 120,349 -2,370
Mar04 031113 768.00 772.00 760.00 769.50 +6.75 18,618 41,674 +1,931
May04 031113 734.00 740.00 731.00 737.00 +6.50 8,923 40,946 +919
Jul04 031113 718.00 721.50 714.00 718.50 +5.25 4,115 20,540 +347
Aug04 031113 696.00 697.00 691.00 693.50 +3.50 667 2,541 +123
Sep04 031113 641.00 646.50 640.00 641.25 +4.75 711 995 +322
Total Volume and Open Interest 105,983 238,966 +1,052
Soybean Meal(CBOT)
Dec03 031113 245.50 247.00 241.80 244.70 unch 10,330 46,167 -685
Jan04 031113 243.00 244.90 239.70 242.40 -0.10 6,861 22,261 +197
Mar04 031113 240.30 242.20 237.30 240.10 +0.40 6,124 25,097 +175
May04 031113 229.00 231.50 228.50 231.20 +2.50 6,004 33,111 +91
Jul04 031113 223.30 225.50 222.50 225.50 +2.70 2,744 19,789 +292
Aug04 031113 215.50 216.50 213.70 216.20 +1.90 2,385 4,662 -248
Sep04 031113 204.50 204.50 202.20 204.20 +1.70 1,841 5,623 +227
Oct04 031113 177.30 177.30 176.00 176.50 +0.50 529 4,148 +329
Total Volume and Open Interest 38,370 170,093 +986
Soybean Oil(CBOT)
Dec03 031113 26.20 26.43 26.10 26.37 +0.33 13,309 42,442 -1,283
Jan04 031113 26.02 26.19 25.86 26.15 +0.34 7,663 31,099 +952
Mar04 031113 25.90 26.00 25.67 25.95 +0.37 6,715 29,465 -377
May04 031113 25.37 25.53 25.25 25.50 +0.37 4,253 33,068 +981
Jul04 031113 24.85 25.10 24.80 25.02 +0.36 3,871 27,805 +1,281
Aug04 031113 24.35 24.52 24.35 24.52 +0.45 511 3,530 +151
Sep04 031113 23.75 23.85 23.60 23.67 +0.27 770 2,188 +306
Oct04 031113 22.70 22.75 22.70 22.75 +0.25 118 2,425 +90
Total Volume and Open Interest 38,445 179,281 +2,841
Canola(WCE)
Nov03 031113 377.0 377.0 377.0 377.0 -3.5 21 299 +1
Jan04 031113 383.0 384.5 378.0 380.3 -1.9 5,285 28,436 -229
Mar04 031113 387.5 389.5 383.5 385.9 -1.6 2,102 6,252 +1,015
May04 031113 389.0 390.0 389.0 390.0 -0.5 172 4,230 +207
Jul04 031113 392.0 392.5 392.0 392.4 -1.3 91 3,259 +44
Total Volume and Open Interest 7,696 46,706 +1,082
Corn(CBOT)
Dec03 031113 242.50 244.25 239.00 240.75 +0.50 60,061 189,736 -1,345
Mar04 031113 249.00 250.25 245.50 247.00 +0.25 33,557 186,707 +8,730
May04 031113 252.00 253.75 249.50 251.00 +0.50 3,068 34,658 +453
Jul04 031113 255.25 256.50 252.25 253.50 unch 4,267 33,737 +563
Sep04 031113 249.00 251.00 248.00 248.75 +1.75 256 6,189 +86
Dec04 031113 247.25 248.50 246.75 247.75 +2.50 3,458 28,197 +931
Total Volume and Open Interest 105,020 481,868 +9,633
Wheat(CBOT)
Dec03 031113 404.00 408.00 400.50 405.75 +2.25 28,538 51,718 -3,357
Mar04 031113 414.00 418.50 411.00 417.75 +3.25 29,864 63,232 +7,390
May04 031113 406.00 411.00 403.00 408.00 +2.50 3,168 4,953 +1,674
Jul04 031113 366.00 370.00 364.00 367.00 +0.75 1,882 8,009 +372
Sep04 031113 371.00 371.00 368.00 370.50 +1.00 48 373 +26
Total Volume and Open Interest 63,788 129,298 +6,260
Wheat(KCBT)
Dec03 031113 394.00 396.75 390.00 393.00 unch 9,145 28,827 -1,406
Mar04 031113 401.00 403.50 397.25 399.75 -1.50 10,941 37,729 +2,493
May04 031113 395.50 396.50 393.00 394.25 -1.25 333 2,624 +72
Jul04 031113 371.50 373.00 368.00 371.00 -0.25 649 3,861 -110
Sep04 031113 374.00 374.00 371.00 372.50 -1.50 20 303 +18
Total Volume and Open Interest 21,095 73,662 +1,070
Wheat(MGE)
Dec03 031113 401.00 403.50 397.00 400.50 -0.25 3,302 11,662 +166
Mar04 031113 400.00 402.00 396.00 398.50 -2.75 4,809 16,212 +2,149
May04 031113 398.00 400.00 396.00 396.00 -2.00 297 1,959 -12
Jul04 031113 392.75 394.50 390.00 390.00 -2.00 55 567 +21
Sep04 031113 370.00 371.50 368.00 368.00 -2.00 8 401 +0
Total Volume and Open Interest 8,485 30,914 +2,326
Oats(CBOT)
Dec03 031113 145.50 145.75 142.50 145.00 +0.25 944 3,991 -42
Mar04 031113 148.25 149.00 146.50 148.75 +0.25 249 2,037 +50
May04 031113 150.50 150.50 148.75 150.00 +0.50 22 178 +7
Jul04 031113 151.00 153.50 151.00 153.50 +2.50 37 66 +13
Total Volume and Open Interest 1,252 6,274 +28
Rough Rice(CBOT)
Nov03 031113 7.95 8.30 7.95 8.30 +0.41 67 105 +38
Jan04 031113 8.15 8.49 8.15 8.48 +0.40 1,258 4,212 +231
Mar04 031113 8.22 8.53 8.21 8.53 +0.39 329 1,558 +92
May04 031113 8.35 8.55 8.35 8.55 +0.37 18 662 +13
Total Volume and Open Interest 1,695 6,940 +392
Live Cattle(CME)
Dec03 031113 94.325 96.000 94.100 94.825 -0.500 7,530 39,616 -1,542
Feb04 031113 89.950 91.400 89.800 91.050 +0.425 4,928 38,955 +348
Apr04 031113 81.600 82.900 81.475 82.875 +1.025 2,511 18,083 +327
Jun04 031113 74.400 75.500 74.400 75.225 +0.725 736 11,054 -27
Aug04 031113 72.950 73.850 72.825 73.525 +0.700 283 4,008 +45
Oct04 031113 75.400 75.900 75.200 75.425 +0.675 87 594 +22
Total Volume and Open Interest 16,206 113,973 -816
Feeder Cattle(CME)
Nov03 031113 101.450 102.850 101.350 102.650 +1.300 630 3,986 -104
Jan04 031113 95.200 96.450 94.600 95.575 +0.250 1,111 9,145 +21
Mar04 031113 89.000 90.600 88.900 90.500 +1.300 303 2,145 -32
Apr04 031113 87.900 88.700 87.600 88.700 +1.375 49 851 +6
May04 031113 86.425 87.925 86.425 87.750 +1.325 274 1,686 +146
Aug04 031113 88.500 90.000 88.500 89.500 +0.700 18 865 +185
Sep04 031113 88.700 89.800 88.700 89.500 +0.700 16 362 +106
Total Volume and Open Interest 2,401 19,040 +328
Lean Hogs(CME)
Dec03 031113 50.200 50.750 49.850 50.050 -0.025 6,204 16,118 -1,688
Feb04 031113 56.200 57.300 56.050 56.625 +0.175 7,033 16,853 +652
Apr04 031113 59.250 60.300 59.225 60.025 +0.550 846 5,687 +218
May04 031113 61.300 61.800 61.150 61.800 +0.400 27 830 +10
Jun04 031113 63.800 64.800 63.800 64.650 +0.750 175 1,872 -2
Jul04 031113 62.000 62.450 62.000 62.400 +0.500 67 623 +14
Aug04 031113 59.450 60.200 59.450 60.200 +0.500 72 415 +61
Oct04 031113 53.500 53.550 53.300 53.300 +0.150 16 275 +20
Total Volume and Open Interest 14,440 42,742 -715
Pork Bellies(CME)
Feb04 031113 86.000 88.050 85.750 87.450 +1.825 369 1,690 -15
Mar04 031113 85.600 87.500 85.600 86.300 +1.375 2 139 +1
May04 031113 88.000 88.000 88.000 88.000 +1.600 4 105 +3
Jul04 031113 89.000 89.000 89.000 89.000 +1.250 0 48 +0
Aug04 031113 88.500 88.500 88.500 88.500 +1.000 0 9 +0
Total Volume and Open Interest 375 1,991 -11
BFP Milk Class III(CME)
Nov03 031113 13.30 13.36 13.29 13.36 unch 250 5,833 -20
Dec03 031113 11.60 11.63 11.55 11.56 -0.04 290 3,877 +11
Jan04 031113 11.55 11.57 11.50 11.57 +0.03 81 1,871 +32
Feb04 031113 11.30 11.35 11.30 11.32 +0.02 16 1,609 +17
Mar04 031113 11.34 11.38 11.32 11.34 unch 16 1,425 +16
Total Volume and Open Interest 701 20,741 +77
Cocoa(NYBOT)
Dec03 031113 1525 1580 1513 1558 +32 7,037 2,833 -6,120
Mar04 031113 1507 1575 1497 1554 +37 13,284 38,634 +1,761
May04 031113 1494 1550 1492 1540 +33 4,182 14,196 -112
Jul04 031113 1500 1545 1498 1534 +24 1,291 11,136 -129
Sep04 031113 1505 1550 1505 1543 +29 33 7,250 -8
Dec04 031113 1510 1555 1510 1555 +36 152 9,204 +24
Mar05 031113 1573 1573 1573 1573 +46 0 3,135 +0
Total Volume and Open Interest 26,094 99,457 -4,484
Coffee "C"(NYBOT)
Dec03 031113 59.00 60.40 58.25 60.15 +1.15 11,689 27,814 -4,828
Mar04 031113 62.50 63.40 61.70 63.20 +1.00 11,467 35,577 +3,215
May04 031113 64.30 65.30 63.75 65.10 +1.00 1,632 5,990 +295
Jul04 031113 66.30 67.40 65.70 66.95 +0.95 1,079 3,677 +437
Sep04 031113 67.80 69.25 67.50 68.75 +0.95 625 5,372 +89
Dec04 031113 70.90 71.75 70.00 71.50 +0.95 496 2,804 +298
Total Volume and Open Interest 27,060 82,802 -484
Orange Juice(NYBOT)
Jan04 031113 70.90 71.60 70.25 71.25 -0.05 976 17,510 -239
Mar04 031113 74.50 74.85 73.70 74.65 +0.05 725 7,945 +518
May04 031113 76.80 77.15 76.75 77.15 +0.05 232 2,670 -70
Jul04 031113 79.60 79.60 79.00 79.55 -0.10 20 452 -2
Sep04 031113 81.95 81.95 81.95 81.95 -0.20 0 438 +0
Total Volume and Open Interest 1,953 29,263 +207
Sugar #11(NYBOT)
Mar04 031113 6.20 6.36 6.19 6.34 +0.12 8,823 129,805 +406
May04 031113 6.26 6.37 6.26 6.37 +0.09 2,045 23,495 +231
Jul04 031113 6.18 6.26 6.18 6.25 +0.06 967 24,258 +182
Oct04 031113 6.27 6.32 6.26 6.32 +0.05 668 17,369 +12
Mar05 031113 6.42 6.46 6.42 6.46 +0.06 29 6,690 -16
Total Volume and Open Interest 12,621 206,560 +824
London Cocoa(LCE)
Dec03 031113 911 932 902 925 +14 1,759 39,949 -346
Mar04 031113 941 961 929 954 +15 7,231 39,665 -3,249
May04 031113 958 974 948 970 +14 1,566 17,540 +342
Jul04 031113 976 992 964 986 +12 1,891 15,257 +2
Sep04 031113 990 1000 979 997 +7 1,063 19,105 +214
Dec04 031113 1000 1011 990 1006 +6 3,694 40,110 +3,234
Mar05 031113 1005 1022 1005 1018 +6 193 8,554 +123
Total Volume and Open Interest 17,397 181,094 +320
London Coffee(LCE)
Nov03 031113 654.00 658.00 653.00 658.00 +5.00 59 6,497 -71
Jan04 031113 678.00 683.00 678.00 683.00 +5.00 6,867 55,949 -2,788
Mar04 031113 700.00 702.00 698.00 702.00 +4.00 3,169 32,454 +584
May04 031113 717.00 720.00 716.00 720.00 +4.00 1,147 20,010 +220
Jul04 031113 736.00 738.00 735.00 738.00 +4.00 1,552 11,080 +764
Sep04 031113 753.00 756.00 752.00 756.00 +4.00 1,007 6,820 +479
Total Volume and Open Interest 14,532 137,023 -371
London Sugar(LCE)
Dec03 031113 179.90 180.50 179.00 179.50 +0.10 4,267 3,465 -1,515
Mar04 031113 184.10 187.80 183.80 187.50 +2.50 2,111 18,311 +277
May04 031113 184.00 188.80 184.00 188.50 +2.20 816 4,975 +304
Aug04 031113 186.50 187.50 185.00 187.50 +1.80 283 6,110 +105
Oct04 031113 187.00 188.50 186.30 188.50 +0.90 177 2,888 +25
Total Volume and Open Interest 7,655 36,720 -804
Cotton(NYBOT)
Dec03 031113 73.60 74.10 72.41 74.01 +0.95 12,157 19,098 -6,290
Mar04 031113 77.00 77.98 76.35 77.96 +0.98 20,489 60,818 +1,258
May04 031113 78.00 78.90 77.45 78.75 +0.85 3,486 11,653 +1,260
Jul04 031113 77.60 78.65 77.30 78.65 +0.98 659 4,633 +113
Oct04 031113 67.00 67.00 66.85 66.85 +0.20 0 283 +0
Dec04 031113 67.25 67.25 66.50 67.00 +0.15 404 4,122 +14
Total Volume and Open Interest 37,195 101,043 -3,645
Lumber(CME)
Nov03 031113 278.1 278.1 274.6 276.5 unch 161 310 +7
Jan04 031113 291.5 291.5 285.7 287.7 -5.8 403 1,171 -11
Mar04 031113 299.1 299.1 292.7 296.8 -2.7 44 223 +9
May04 031113 301.4 306.4 299.2 306.4 +5.2 27 47 +14
Total Volume and Open Interest 636 1,756 +20
Crude Oil(NYM)
Dec03 031113 31.55 31.95 30.95 31.90 +0.57 92,218 104,125 -9,276
Jan04 031113 31.10 31.50 30.55 31.43 +0.54 75,861 130,714 +9,624
Feb04 031113 30.70 31.05 30.25 31.00 +0.50 12,844 33,762 +1,598
Mar04 031113 30.15 30.51 29.85 30.51 +0.46 6,574 31,851 +1,024
Apr04 031113 29.70 30.02 29.50 30.02 +0.42 1,860 23,852 +235
May04 031113 29.15 29.54 29.05 29.54 +0.38 1,661 13,314 +540
Jun04 031113 28.87 29.09 28.40 29.09 +0.36 4,009 30,675 -125
Jul04 031113 28.47 28.70 28.47 28.70 +0.34 1,246 11,475 +751
Aug04 031113 27.80 28.36 27.80 28.36 +0.32 128 9,738 +93
Sep04 031113 27.50 28.04 27.50 28.04 +0.30 841 15,658 +109
Oct04 031113 27.30 27.77 27.30 27.77 +0.29 97 9,505 +59
Nov04 031113 27.30 27.53 27.20 27.53 +0.29 595 7,535 +110
Dec04 031113 27.05 27.32 26.85 27.32 +0.32 3,420 28,625 +578
Jan05 031113 27.11 27.11 27.11 27.11 +0.31 0 8,954 +0
Feb05 031113 26.95 26.95 26.95 26.95 +0.31 0 4,064 +0
Mar05 031113 26.81 26.81 26.81 26.81 +0.31 0 2,289 +0
Total Volume and Open Interest 203,565 545,091 +5,657
Heating Oil(NYM)
Dec03 031113 85.05 86.60 83.80 86.45 +1.76 21,475 40,473 -2,544
Jan04 031113 86.10 87.20 84.50 87.00 +1.60 9,836 36,643 +2,206
Feb04 031113 85.60 86.75 84.50 86.75 +1.55 2,571 19,824 +436
Mar04 031113 83.60 84.55 83.20 84.55 +1.35 705 15,505 +58
Apr04 031113 80.40 81.10 80.40 81.00 +1.15 444 7,235 +111
May04 031113 77.00 77.85 77.00 77.85 +1.00 135 4,156 +5
Jun04 031113 74.75 75.85 74.70 75.85 +0.85 383 6,089 +114
Jul04 031113 74.80 74.80 74.80 74.80 +0.75 24 2,385 -3
Aug04 031113 74.80 74.80 74.80 74.80 +0.75 10 2,255 +0
Sep04 031113 75.30 75.30 75.30 75.30 +0.75 0 1,681 +0
Oct04 031113 75.85 75.85 75.85 75.85 +0.75 10 993 -10
Nov04 031113 76.00 76.30 76.00 76.30 +0.75 1 1,260 +0
Total Volume and Open Interest 35,894 144,686 +673
Unleaded Gas(NYM)
Dec03 031113 85.80 87.50 84.25 86.91 +1.49 22,769 37,829 -776
Jan04 031113 85.45 86.90 84.00 86.47 +1.54 12,739 27,277 +1,612
Feb04 031113 85.50 86.40 84.20 86.37 +1.43 1,727 5,445 +765
Mar04 031113 85.60 86.52 84.60 86.52 +1.37 369 3,778 +83
Apr04 031113 92.30 93.17 92.25 93.17 +1.29 433 6,741 -50
May04 031113 92.72 92.72 92.72 92.72 +1.19 666 5,045 +345
Jun04 031113 91.37 91.37 91.37 91.37 +1.09 140 1,986 +120
Total Volume and Open Interest 38,843 88,101 +2,099
Natural Gas(NYM)
Dec03 031113 4.730 4.815 4.635 4.797 +0.058 45,093 55,222 +3,774
Jan04 031113 4.960 5.030 4.865 5.012 +0.046 15,026 56,203 +3,274
Feb04 031113 4.990 5.037 4.910 5.037 +0.051 3,524 29,258 -350
Mar04 031113 4.900 4.929 4.820 4.929 +0.040 3,142 23,310 +159
Apr04 031113 4.615 4.634 4.550 4.634 +0.025 3,084 20,659 +118
May04 031113 4.590 4.601 4.540 4.601 +0.020 1,508 16,438 +519
Jun04 031113 4.600 4.620 4.560 4.608 +0.012 1,345 14,138 -5
Jul04 031113 4.625 4.640 4.590 4.627 +0.012 1,247 11,090 -98
Aug04 031113 4.645 4.655 4.610 4.647 +0.012 382 11,635 -19
Sep04 031113 4.620 4.632 4.590 4.632 +0.012 902 9,938 +297
Oct04 031113 4.640 4.650 4.610 4.642 +0.009 241 10,026 +57
Nov04 031113 4.810 4.825 4.765 4.807 +0.009 300 8,636 +50
Dec04 031113 4.975 4.989 4.950 4.989 +0.009 380 10,680 +73
Jan05 031113 5.105 5.107 5.070 5.107 +0.002 750 7,877 +62
Feb05 031113 5.073 5.073 5.045 5.072 -0.001 213 8,174 -98
Mar05 031113 4.923 4.930 4.900 4.922 -0.001 218 7,234 -163
Total Volume and Open Interest 78,535 365,761 +7,472
Brent Crude Oil(IPE)
Dec03 031113 29.35 29.37 28.95 29.21 +0.01 32,152 15,036 -16,586
Jan04 031113 29.15 29.33 28.60 29.30 +0.42 60,376 104,401 +3,922
Feb04 031113 28.90 29.02 28.39 29.02 +0.35 14,843 41,091 +6,325
Mar04 031113 28.53 28.66 28.05 28.66 +0.33 4,550 21,480 +759
Apr04 031113 28.16 28.28 27.79 28.28 +0.32 2,176 9,351 -139
May04 031113 27.80 27.89 27.50 27.89 +0.29 1,081 8,170 +863
Jun04 031113 27.32 27.53 27.08 27.53 +0.29 3,137 25,346 +544
Jul04 031113 27.03 27.20 26.80 27.20 +0.29 250 6,927 +0
Aug04 031113 26.70 26.88 26.40 26.88 +0.27 300 6,424 -200
Sep04 031113 26.45 26.60 26.45 26.60 +0.25 700 5,078 +546
Oct04 031113 26.35 26.35 26.35 26.35 +0.23 0 2,561 +0
Nov04 031113 26.06 26.12 26.06 26.12 +0.21 0 1,000 +0
Dec04 031113 25.80 25.93 25.46 25.93 +0.21 2,373 27,753 -1,314
Total Volume and Open Interest 121,938 297,935 -5,280
Gas Oil(IPE)
Dec03 031113 257.25 259.75 254.75 259.50 +4.50 17,793 59,728 -2,045
Jan04 031113 255.75 256.00 252.00 256.00 +3.75 8,585 24,215 +1,611
Feb04 031113 250.00 250.00 248.25 250.00 +3.00 1,413 10,501 +426
Mar04 031113 242.75 244.00 242.00 244.00 +2.75 0 6,285 +0
Apr04 031113 237.00 238.00 235.75 238.00 +2.50 0 5,711 +0
May04 031113 233.00 233.00 232.50 232.50 +1.75 50 3,874 +0
Jun04 031113 229.75 230.25 228.00 230.25 +2.00 425 9,949 +0
Jul04 031113 230.00 230.00 230.00 230.00 +2.00 0 2,542 +0
Aug04 031113 227.75 229.50 227.75 229.50 +1.75 0 1,677 +0
Sep04 031113 229.00 229.00 229.00 229.00 +1.50 0 2,701 +0
Total Volume and Open Interest 36,365 145,807 -7,272
US Dollar Index(NYBOT)
Dec03 031113 92.38 92.38 91.65 91.74 -0.68 4,769 17,227 +1,627
Mar04 031113 92.48 92.48 92.05 92.15 -0.68 139 2,272 +67
Jun04 031113 92.60 92.60 92.60 92.60 -0.68 0 12 +0
Total Volume and Open Interest 4,910 19,512 +1,692
Australian Dollar(CME)
Dec03 031113 71.70 72.02 71.66 71.68 +0.13 1,548 58,592 +342
Mar04 031113 71.00 71.30 70.94 70.94 +0.13 138 1,152 +73
Jun04 031113 70.30 70.30 70.20 70.20 +0.13 0 213 +4
Total Volume and Open Interest 1,686 60,036 +60,036
British Pound(CME)
Dec03 031113 167.95 168.54 167.86 168.28 +1.39 3,317 65,075 +1,323
Mar04 031113 167.20 167.37 166.98 167.02 +1.39 102 425 +105
Jun04 031113 165.70 165.70 165.70 165.70 +1.39 0 1 +0
Total Volume and Open Interest 3,419 65,507 +1,428
Canadian Dollar(CME)
Dec03 031113 76.75 77.08 76.66 76.73 +0.10 8,265 75,616 +3,677
Mar04 031113 76.44 76.80 76.41 76.43 +0.10 525 5,492 +333
Jun04 031113 76.37 76.40 76.17 76.17 +0.10 24 1,287 +16
Sep04 031113 76.04 76.15 75.93 75.93 +0.10 11 728 +8
Total Volume and Open Interest 8,834 83,378 +4,030
Japanese Yen(CME)
Dec03 031113 92.28 92.62 92.23 92.53 +0.54 6,447 142,177 +4,224
Mar04 031113 92.75 92.83 92.69 92.82 +0.54 115 1,393 +94
Jun04 031113 93.12 93.12 93.12 93.12 +0.54 2 205 +0
Total Volume and Open Interest 6,564 143,827 +4,318
Swiss Franc(CME)
Dec03 031113 74.36 74.90 74.30 74.81 +0.68 6,610 59,700 +59,700
Mar04 031113 74.55 74.98 74.55 74.98 +0.68 134 365 +365
Jun04 031113 75.14 75.14 75.14 75.14 +0.68 0 109 +109
Total Volume and Open Interest 6,744 60,206 -1,443
EuroFX(CME)
Dec03 031113 116.70 117.30 116.63 117.21 +1.00 18,340 107,241 +4,033
Mar04 031113 116.38 116.98 116.38 116.92 +1.00 243 1,778 +264
Jun04 031113 116.45 116.65 116.45 116.65 +1.00 15 69 -4
Total Volume and Open Interest 18,608 109,188 +4,275
Mexican Peso(CME)
Dec03 031113 8955.0 8965.0 8890.0 8940.0 -25.0 8,190 33,233 -3,899
Mar04 031113 8850.0 8850.0 8815.0 8845.0 -25.0 163 1,021 +1,021
Total Volume and Open Interest 8,355 34,392 -3,404
30-Year T-Bonds(CBOT)
Dec03 031113 107~27 109~22 107~23 109~17 +1~25 201,830 436,944 -809
Mar04 031113 106~15 108~07 106~15 108~05 +1~25 6,507 40,442 +10,752
Jun04 031113 106~23 106~25 106~23 106~25 +1~24 4 335 -2
Total Volume and Open Interest 208,341 478,106 +9,941
Municipal Bonds(CBOT)
Dec03 031113 101~14 102~10 101~14 102~08 +1~05 187 1,722 -3
Mar04 031113 101~02 101~02 101~02 101~02 +1~05 2 2 +0
Total Volume and Open Interest 189 1,724 -3
10-Year T-Notes(CBOT)
Dec03 031113 111~180 112~225 111~160 112~205 +1~040 450,072 960,606 -20,312
Mar04 031113 110~210 111~090 110~110 111~075 +1~060 22,248 197,277 +14,792
Total Volume and Open Interest 472,320 1,157,903 -5,520
5-Year T-Notes(CBOT)
Dec03 031113 111~110 111~300 111~110 111~295 +0~260 168,304 0 -880,495
Mar04 031113 110~035 110~220 110~035 110~220 +0~275 21,138 117,350 +44,305
Total Volume and Open Interest 189,442 117,350 -836,190
2 Year T-Notes(CBOT)
Dec03 031113 106~126 107~021 106~125 107~021 +0~035 3,414 147,840 +3,365
Mar04 031113 106~044 106~053 106~044 106~053 +0~035 0 902 +1
Total Volume and Open Interest 3,414 148,742 +3,366
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031113 98.795 98.810 98.795 98.805 +0.010 46,835 680,156 -6,314
Mar04 031113 98.620 98.675 98.620 98.665 +0.080 103,246 694,943 -8,642
Jun04 031113 98.265 98.375 98.260 98.360 +0.140 125,411 671,070 +4,825
Sep04 031113 97.840 97.990 97.840 97.985 +0.200 126,491 558,536 +9,589
Dec04 031113 97.375 97.550 97.375 97.545 +0.225 89,442 530,709 +2,981
Mar05 031113 96.970 97.150 96.970 97.145 +0.230 35,944 344,842 +2,385
Jun05 031113 96.595 96.770 96.595 96.765 +0.225 48,251 275,113 +5,610
Sep05 031113 96.270 96.440 96.270 96.435 +0.220 33,357 215,332 +1,018
Dec05 031113 95.985 96.150 95.985 96.150 +0.215 21,929 162,730 +5,711
Mar06 031113 95.760 95.925 95.760 95.925 +0.215 16,642 133,027 -792
Jun06 031113 95.560 95.715 95.560 95.715 +0.215 14,828 124,731 +1,727
Sep06 031113 95.370 95.520 95.360 95.520 +0.210 8,706 99,853 -1,093
Total Volume and Open Interest 706,467 5,061,846 -23,033
3-Mth Euro-Yen(CME)
Dec03 031113 99.92 99.92 99.92 99.92 unch 200 7,373 -649
Mar04 031113 99.88 99.88 99.88 99.88 unch 6 9,069 -72
Jun04 031113 99.86 99.86 99.86 99.86 unch 300 12,426 +411
Sep04 031113 99.78 99.78 99.78 99.78 unch 100 7,532 +900
Dec04 031113 99.67 99.68 99.67 99.68 unch 360 3,353 +381
Mar05 031113 99.53 99.53 99.53 99.53 unch 0 3,001 +3,001
Jun05 031113 99.45 99.45 99.45 99.45 unch 0 610 +610
Sep05 031113 99.33 99.33 99.33 99.33 +0.02 35 4,014 +4,014
Dec05 031113 99.23 99.23 99.23 99.23 -0.01 0 73 +73
Mar06 031113 99.15 99.15 99.15 99.15 +0.03 0 229 +229
Total Volume and Open Interest 1,001 48,618 +851
3-Mth Euro-Yen(SIMEX)
Dec03 031113 99.91 99.92 99.91 99.91 -0.01 247 44,222 +209
Mar04 031113 99.88 99.88 99.88 99.88 unch 351 61,191 +75
Jun04 031113 99.86 99.86 99.86 99.86 unch 601 70,089 -365
Sep04 031113 99.78 99.78 99.78 99.78 unch 2,136 35,041 +814
Dec04 031113 99.67 99.67 99.67 99.67 -0.01 2,390 29,924 -430
Mar05 031113 99.54 99.54 99.53 99.53 -0.01 1,298 20,082 +188
Jun05 031113 99.45 99.45 99.45 99.45 -0.01 324 11,060 -1,056
Sep05 031113 99.35 99.35 99.33 99.34 -0.01 662 12,701 +37
Total Volume and Open Interest 8,967 298,634 +114
German Euro-Bund(EUREX)
Dec03 031113 111.68 112.20 111.54 112.09 +0.32 777,146 935,779 -17,819
Mar04 031113 111.19 111.62 111.01 111.55 +0.34 7,223 32,751 +2,758
Jun04 031113 110.99 110.99 110.99 110.99 +0.32 500 940 +0
Total Volume and Open Interest 784,869 969,470 -15,061
German Euro-Bobl(EUREX)
Dec03 031113 109.61 109.97 109.53 109.90 +0.23 498,451 697,208 +6,443
Mar04 031113 108.99 109.37 108.99 109.34 +0.23 7,384 36,114 +4,262
Jun04 031113 108.78 108.78 108.78 108.78 +0.23 915 0 +0
Total Volume and Open Interest 506,750 733,322 +10,705
Long Gilt(LIFFE)
Dec03 031113 114~08 114~29 114~03 114~25 +0~17 40,372 167,536 -3,976
Mar04 031113 106~03 106~20 106~03 106~18 +0~15 920 3,039 +370
Total Volume and Open Interest 41,292 170,575 -3,606
3-Mth Short Sterling(LIFFE)
Dec03 031113 95.93 95.94 95.91 95.92 -0.01 34,900 220,146 +991
Mar04 031113 95.64 95.67 95.61 95.65 +0.01 42,148 182,435 -51
Jun04 031113 95.36 95.39 95.31 95.38 +0.03 54,956 176,299 -1,447
Total Volume and Open Interest 206,700 1,087,092 -3,249
3-Mth Euribor(LIFFE)
Dec03 031113 97.805 97.825 97.800 97.820 +0.015 57,903 568,759 -2,274
Mar04 031113 97.650 97.705 97.645 97.700 +0.055 82,201 503,353 +11,286
Jun04 031113 97.400 97.480 97.390 97.470 +0.080 94,768 423,446 +5,273
Total Volume and Open Interest 432,842 2,738,605 +16,201
3-Mth Aus T-Bills(SFE)
Dec03 031113 94.59 94.60 94.57 94.58 -0.01 5,836 154,807 -4,090
Mar04 031113 94.30 94.31 94.25 94.27 -0.03 3,116 124,286 -5,854
Jun04 031113 94.14 94.15 94.08 94.10 -0.03 1,330 55,179 -412
Sep04 031113 94.01 94.01 93.96 93.96 -0.04 764 25,678 +394
Dec04 031113 93.91 93.91 93.85 93.85 -0.04 352 21,243 +1
Mar05 031113 93.83 93.83 93.77 93.77 -0.04 380 18,070 +12
Jun05 031113 93.73 93.73 93.69 93.69 -0.04 116 11,420 -30
Sep05 031113 93.68 93.68 93.63 93.64 -0.04 10 4,715 +10
Dec05 031113 93.58 93.59 93.58 93.59 -0.04 0 1,773 +0
Mar06 031113 93.55 93.55 93.55 93.55 -0.04 35 728 +18
Total Volume and Open Interest 11,970 418,510 -9,930
10-Year Aus T-Bonds(SFE)
Dec03 031113 94.08 94.09 94.03 94.03 -0.03 14,829 182,306 +10,701
Mar04 031113 94.03 94.03 94.03 94.03 -0.03      
Total Volume and Open Interest 14,010 171,605 -18,333
3-Year Aus T-Bonds(SFE)
Dec03 031113 94.22 94.23 94.15 94.17 -0.03 46,104 410,546 -11,963
Mar04 031113 94.17 94.17 94.17 94.17 -0.03      
Total Volume and Open Interest 46,104 410,546 -11,963
Gold(CMX)
Dec03 031113 395.5 398.4 393.4 394.3 -0.7 78,848 188,642 +12,564
Feb04 031113 396.5 399.0 394.5 395.4 -0.7 6,229 34,921 +2,028
Apr04 031113 398.0 399.0 395.7 396.2 -0.7 1,037 9,618 +335
Jun04 031113 398.5 401.0 396.0 397.0 -0.7 1,220 11,523 +445
Aug04 031113 397.9 397.9 397.9 397.9 -0.7 602 7,392 +344
Oct04 031113 398.8 398.8 398.8 398.8 -0.7 0 795 +0
Total Volume and Open Interest 89,242 287,001 +16,106
Silver(CMX)
Dec03 031113 533.0 537.0 527.0 529.5 -4.0 37,233 69,092 +9,719
Mar04 031113 535.0 538.5 528.5 531.4 -4.0 6,085 23,355 +2,555
May04 031113 538.0 541.5 529.5 532.6 -3.9 57 1,751 +51
Jul04 031113 539.0 542.0 534.0 534.0 -3.9 202 2,233 +29
Sep04 031113 535.0 535.0 535.0 535.0 -3.9 0 579 +0
Total Volume and Open Interest 43,703 104,240 +12,360
Platinum(NYM)
Jan04 031113 769.5 776.0 769.0 770.8 +6.1 722 9,078 -106
Apr04 031113 758.0 770.0 758.0 763.3 +6.6 104 578 +65
Total Volume and Open Interest 826 9,656 -41
Palladium(NYME)
Dec03 031113 202.00 203.80 198.50 202.35 +3.35 397 4,591 -102
Mar04 031113 204.00 204.00 200.00 202.95 +3.45 280 1,047 +156
Jun04 031113 201.50 205.00 201.50 203.30 +3.45 2 315 +0
Total Volume and Open Interest 679 5,953 +54
Copper(CMX)
Dec03 031113 95.35 95.40 93.35 94.25 -0.60 11,346 72,609 -3,717
Mar04 031113 95.90 95.90 93.85 94.75 -0.65 5,396 23,171 +3,291
May04 031113 95.10 95.10 94.35 94.35 -0.75 31 2,842 +29
Jul04 031113 95.00 95.00 94.00 94.00 -0.60 286 2,447 +77
Sep04 031113 93.70 93.70 93.70 93.70 -0.60 7 1,403 -4
Total Volume and Open Interest 17,234 108,446 -408
DJIA Index(CBOT)
Dec03 031113 9840 9845 9782 9828 -12 9,969 34,834 +1,098
Mar04 031113 9810 9825 9763 9803 -12 8 2,872 -5
Jun04 031113 9779 9779 9779 9779 -12 0 2 +0
Total Volume and Open Interest 9,977 37,708 +1,093
S & P 500(CME)
Dec03 031113 1054.30 1059.50 1052.10 1058.10 +1.10 41,368 542,298 -2,387
Mar04 031113 1053.00 1057.50 1053.00 1056.70 +1.10 4,772 39,634 +4,572
Jun04 031113 1056.10 1056.10 1056.10 1056.10 +0.90 101 791 +101
Sep04 031113 1056.20 1056.20 1056.20 1056.20 +0.70 105 413 +103
Total Volume and Open Interest 46,351 583,222 +2,378
S & P 500 E-Mini(Globex)
Dec03 031113 1056.75 1060.00 1052.00 1058.00 +1.00 645,534 469,772 +31,526
Mar04 031113 1055.25 1058.25 1051.00 1056.75 +1.25 487 1,757 +144
Total Volume and Open Interest 646,021 471,529 +31,670
NASDAQ 100(CME)
Dec03 031113 1437.00 1444.00 1430.00 1440.00 -2.00 12,819 83,949 -390
Mar04 031113 1443.50 1443.50 1443.50 1443.50 -2.00 7 1,396 +1
Jun04 031113 1447.00 1447.00 1447.00 1447.00 -2.00 0 47 +0
Total Volume and Open Interest 12,826 85,392 -389
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031113 1442.5 1450.5 1430.0 1440.0 -2.0 316,711 272,100 +5,695
Mar04 031113 1452.0 1452.0 1434.5 1443.5 -2.0 83 1,192 -5
Total Volume and Open Interest 316,794 273,292 +5,690
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031113 560.00 563.75 560.00 563.50 +1.75 903 15,396 +221
Mar04 031113 563.30 563.30 563.30 563.30 +1.75      
Jun04 031113 563.75 563.75 563.75 563.75 +1.75 0 1 +0
Total Volume and Open Interest 903 15,397 +221
Russell 2000(CME)
Dec03 031113 539.50 543.00 536.75 542.00 +1.75 1,740 22,202 +38
Mar04 031113 542.00 542.00 542.00 542.00 +1.75      
Jun04 031113 542.00 542.00 542.00 542.00 +1.75      
Total Volume and Open Interest 1,740 22,202 +38
Value Line(KCBT)
Dec03 031113 1459.00 1462.00 1459.00 1462.00 +2.00 1 39 +0
Total Volume and Open Interest 2 41 +1
Nikkei 225(CME)
Dec03 031113 10310 10380 10290 10365 -45 4,199 30,813 +1,332
Mar04 031113 10350 10375 10350 10375 -45 6 53 +6
Total Volume and Open Interest 4,206 30,880 +1,339
Nikkei 225(SIMEX)
Dec03 031113 10420 10440 10265 10350 +125 23,749 152,173 -5,622
Mar04 031113 10345 10345 10345 10345 +125 0 5,027 +0
Jun04 031113 10300 10300 10300 10300 +125      
Total Volume and Open Interest 23,791 157,263 -5,580
CAC 40(MATIF)
Nov03 031113 3446.0 3454.0 3404.0 3416.5 +3.0 58,689 422,901 -1,348
Dec03 031113 3453.0 3459.0 3411.5 3422.5 +3.0 491 150,812 -133
Jan04 031113 3427.5 3427.5 3427.5 3427.5 +3.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031113 3811.0 3822.0 3745.0 3771.5 -15.0 97,604 276,139 +1,746
Mar04 031113 3835.0 3837.5 3769.0 3792.0 -14.5 196 11,059 +89
Jun04 031113 3857.5 3857.5 3812.0 3813.5 -15.5 72 3,013 +56
Total Volume and Open Interest 97,872 290,211 +1,891
FT-SE 100(LIFFE)
Dec03 031113 4407.00 4415.00 4365.50 4384.00 +9.00 47,408 393,974 +91
Mar04 031113 4403.00 4410.00 4366.50 4380.00 +9.00 161 16,111 -152
Jun04 031113 4421.00 4421.00 4393.50 4393.50 +8.50 0 8,479 +0
Total Volume and Open Interest 47,569 419,165 -61
SPI 200(SFE)
Dec03 031113 3215.0 3221.0 3209.0 3220.0 +24.0 8,088 150,642 -7,502
Mar04 031113 3228.0 3232.0 3224.0 3232.0 +25.0 69 3,594 -22
Jun04 031113 3240.0 3244.0 3237.0 3244.0 +23.0 40 3,012 -1
Total Volume and Open Interest 8,197 158,989 -7,525
GSCI(CME)
Nov03 031113 248.50 250.80 246.50 250.80 +3.55 3,346 3,366 -2,522
Dec03 031113 249.30 251.85 249.30 251.85 +3.45 2,623 9,802 +2,539
Jan04 031113 249.25 249.25 249.25 249.25 +2.25 0 2 +0
Total Volume and Open Interest 5,969 13,170 +17
Reuters CRB Index(NYBOT)
Jan04 031113 255.00 255.00 253.50 255.00 +2.00 130 554 +60
Feb04 031113 253.00 253.00 252.75 252.75 +1.25 22 224 -6
Apr04 031113 251.00 251.50 251.00 251.00 +0.50 26 158 +11
Total Volume and Open Interest 214 1,023 +39
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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Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!