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 Fri November 14, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031114 778.00 784.50 768.00 778.50 +2.50 37,272 120,269 -80
Mar04 031114 773.00 779.50 765.00 772.25 +2.75 7,746 41,257 -417
May04 031114 740.00 750.00 740.00 746.75 +9.75 3,748 40,705 -241
Jul04 031114 720.50 732.00 720.50 729.00 +10.50 2,149 20,629 +89
Aug04 031114 701.00 708.00 699.50 702.50 +9.00 242 2,588 +47
Sep04 031114 646.00 652.50 646.00 650.00 +8.75 318 1,002 +7
Nov04 031114 585.00 587.50 582.75 583.75 +2.50 870 11,177 +256
Total Volume and Open Interest 53,295 238,196 -770
Soybean Meal(CBOT)
Dec03 031114 244.40 245.30 241.00 242.70 -2.00 8,288 45,028 -1,139
Jan04 031114 242.40 243.50 239.00 241.00 -1.40 5,480 22,080 -181
Mar04 031114 240.50 241.50 237.10 238.20 -1.90 5,144 25,108 +11
May04 031114 231.70 233.50 230.50 230.70 -0.50 3,791 33,095 -16
Jul04 031114 225.80 226.80 224.80 225.30 -0.20 1,824 20,028 +239
Aug04 031114 217.20 217.50 215.00 215.00 -1.20 957 4,844 +182
Sep04 031114 206.00 206.00 202.00 202.00 -2.20 688 5,818 +195
Oct04 031114 177.00 177.00 176.30 176.40 -0.10 31 4,160 +12
Total Volume and Open Interest 26,780 169,631 -462
Soybean Oil(CBOT)
Dec03 031114 26.72 27.23 26.62 27.08 +0.71 7,682 41,682 -760
Jan04 031114 26.55 26.95 26.50 26.89 +0.74 4,760 31,133 +34
Mar04 031114 26.35 26.85 26.30 26.82 +0.87 3,160 29,919 +454
May04 031114 25.90 26.30 25.85 26.27 +0.77 1,779 33,358 +290
Jul04 031114 25.38 25.90 25.38 25.74 +0.72 1,928 27,804 -1
Aug04 031114 25.20 25.25 25.05 25.22 +0.70 130 3,573 +43
Sep04 031114 24.20 24.35 24.15 24.30 +0.63 318 2,203 +15
Oct04 031114 23.00 23.30 23.00 23.30 +0.55 27 2,425 +0
Total Volume and Open Interest 20,321 179,748 +467
Canola(WCE)
Nov03 031114 379.4 379.4 379.4 379.4 +2.4 0 299 +0
Jan04 031114 382.0 384.8 382.0 384.2 +3.9 2,987 28,003 -433
Mar04 031114 388.0 389.4 387.5 388.5 +2.6 933 6,539 +287
May04 031114 394.0 394.0 394.0 394.0 +4.0 62 4,289 +59
Jul04 031114 398.0 398.0 398.0 398.0 +5.6 68 3,291 +32
Total Volume and Open Interest 4,150 46,666 -40
Corn(CBOT)
Dec03 031114 241.00 242.00 239.25 240.50 -0.25 50,713 183,983 -5,753
Mar04 031114 247.00 248.00 245.50 246.50 -0.50 27,066 192,465 +5,758
May04 031114 251.00 251.25 249.00 250.25 -0.75 3,254 35,580 +922
Jul04 031114 253.50 253.50 251.75 252.25 -1.25 2,158 33,709 -28
Sep04 031114 249.00 249.00 247.50 248.50 -0.25 370 6,177 -12
Dec04 031114 247.50 248.25 246.25 247.75 unch 2,808 28,463 +266
Total Volume and Open Interest 86,564 483,116 +1,248
Wheat(CBOT)
Dec03 031114 407.00 408.00 401.00 405.50 -0.25 24,977 48,237 -3,481
Mar04 031114 416.50 418.50 412.75 416.00 -1.75 28,399 71,531 +8,299
May04 031114 409.00 409.00 404.00 404.50 -3.50 1,633 5,378 +425
Jul04 031114 366.00 368.00 365.00 366.50 -0.50 1,317 8,119 +110
Sep04 031114 369.00 370.00 368.00 370.00 -0.50 119 378 +5
Total Volume and Open Interest 56,606 134,637 +5,339
Wheat(KCBT)
Dec03 031114 394.00 396.50 391.00 393.25 +0.25 7,720 27,611 -1,216
Mar04 031114 402.00 403.00 398.00 401.50 +1.75 8,031 40,646 +2,917
May04 031114 395.50 396.75 394.00 395.25 +1.00 326 2,630 +6
Jul04 031114 370.00 372.50 369.00 372.00 +1.00 534 4,003 +142
Sep04 031114 371.50 374.00 371.50 373.00 +0.50 6 303 +0
Total Volume and Open Interest 16,619 75,513 +1,851
Wheat(MGE)
Dec03 031114 402.00 402.00 398.00 401.00 +0.50 1,915 10,626 -1,036
Mar04 031114 398.00 399.75 395.75 399.75 +1.25 3,668 17,364 +1,152
May04 031114 395.00 399.00 395.00 399.00 +3.00 302 2,067 +108
Jul04 031114 392.50 392.50 392.50 392.50 +2.50 39 579 +12
Sep04 031114 368.00 368.00 368.00 368.00 unch 5 401 +0
Total Volume and Open Interest 5,933 31,153 +239
Oats(CBOT)
Dec03 031114 145.25 145.75 143.25 143.50 -1.50 695 3,906 -85
Mar04 031114 149.75 150.00 147.50 148.00 -0.75 230 2,115 +78
May04 031114 150.50 152.00 150.50 151.50 +1.50 10 184 +6
Jul04 031114 156.00 156.00 154.00 154.00 +0.50 13 69 +3
Total Volume and Open Interest 948 6,276 +2
Rough Rice(CBOT)
Nov03 031114 8.30 8.30 8.09 8.10 -0.20 51 79 -26
Jan04 031114 8.50 8.52 8.23 8.25 -0.23 1,636 4,557 +345
Mar04 031114 8.53 8.55 8.31 8.31 -0.22 441 1,571 +13
May04 031114 8.55 8.58 8.35 8.35 -0.20 26 679 +17
Total Volume and Open Interest 2,185 7,288 +348
Live Cattle(CME)
Dec03 031114 95.250 95.250 93.325 94.100 -0.725 12,936 37,847 -1,769
Feb04 031114 91.100 91.100 89.550 89.550 -1.500 12,077 41,373 +2,418
Apr04 031114 82.550 82.550 81.375 81.500 -1.375 1,934 18,307 +224
Jun04 031114 75.225 75.225 73.725 74.600 -0.625 653 11,023 -31
Aug04 031114 73.650 73.650 72.500 72.800 -0.725 344 4,053 +45
Oct04 031114 75.400 75.400 74.400 75.000 -0.425 130 670 +76
Total Volume and Open Interest 28,138 114,953 +980
Feeder Cattle(CME)
Nov03 031114 102.650 102.850 102.150 102.825 +0.175 672 3,764 -222
Jan04 031114 95.800 95.800 94.075 94.375 -1.200 1,350 9,012 -133
Mar04 031114 90.350 90.450 89.000 89.200 -1.300 338 2,248 +103
Apr04 031114 88.300 88.300 87.200 88.000 -0.700 60 868 +17
May04 031114 87.700 87.700 86.500 86.650 -1.100 80 1,703 +17
Aug04 031114 89.100 89.100 88.500 88.500 -1.000 42 877 +12
Sep04 031114 88.800 88.800 88.500 88.500 -1.000 20 369 +7
Total Volume and Open Interest 2,562 18,841 -199
Lean Hogs(CME)
Dec03 031114 50.150 50.750 49.900 50.350 +0.300 4,688 14,689 -1,429
Feb04 031114 56.500 57.150 56.300 56.425 -0.200 5,637 18,850 +1,997
Apr04 031114 59.950 60.400 59.850 60.000 -0.025 754 5,891 +204
May04 031114 61.700 62.000 61.650 62.000 +0.200 46 851 +21
Jun04 031114 64.600 64.700 64.350 64.625 -0.025 295 1,958 +86
Jul04 031114 62.450 62.550 62.300 62.300 -0.100 34 626 +3
Aug04 031114 59.750 60.125 59.750 60.125 -0.075 27 429 +14
Oct04 031114 53.200 53.200 53.150 53.150 -0.150 6 281 +6
Total Volume and Open Interest 11,490 43,645 +903
Pork Bellies(CME)
Feb04 031114 87.400 87.800 86.500 86.925 -0.525 502 1,778 +88
Mar04 031114 87.200 87.250 86.025 86.025 -0.275 4 139 +0
May04 031114 87.500 87.500 87.050 87.050 -0.950 1 105 +0
Jul04 031114 90.300 90.300 89.000 89.000 unch 1 48 +0
Aug04 031114 88.500 88.500 88.500 88.500 unch 0 9 +0
Total Volume and Open Interest 508 2,079 +88
BFP Milk Class III(CME)
Nov03 031114 13.40 13.45 13.31 13.40 +0.04 33 5,851 +18
Dec03 031114 11.55 11.60 11.52 11.53 -0.03 169 3,975 +98
Jan04 031114 11.52 11.54 11.51 11.54 -0.03 63 1,887 +16
Feb04 031114 11.35 11.36 11.30 11.32 unch 40 1,611 +2
Mar04 031114 11.35 11.38 11.30 11.38 +0.04 43 1,429 +4
Total Volume and Open Interest 404 20,903 +162
Cocoa(NYBOT)
Dec03 031114 1570 1592 1560 1589 +31 1,731 1,262 -1,571
Mar04 031114 1580 1598 1557 1591 +37 13,069 35,161 -3,473
May04 031114 1555 1580 1548 1577 +37 912 13,963 -233
Jul04 031114 1545 1578 1544 1574 +40 532 11,416 +280
Sep04 031114 1556 1580 1553 1580 +37 51 7,249 -1
Dec04 031114 1568 1592 1568 1592 +37 121 9,204 +0
Mar05 031114 1580 1605 1580 1605 +32 100 3,071 -64
Total Volume and Open Interest 16,516 94,395 -5,062
Coffee "C"(NYBOT)
Dec03 031114 60.50 61.20 59.30 59.50 -0.65 16,924 19,109 -8,705
Mar04 031114 64.00 64.35 62.30 62.40 -0.80 14,776 40,306 +4,729
May04 031114 66.30 66.30 64.30 64.30 -0.80 1,237 6,052 +62
Jul04 031114 67.90 67.90 66.15 66.15 -0.80 586 3,793 +116
Sep04 031114 69.00 69.00 67.95 67.95 -0.80 169 5,442 +70
Dec04 031114 72.50 72.50 70.70 70.70 -0.80 46 2,816 +12
Total Volume and Open Interest 33,749 79,083 -3,719
Orange Juice(NYBOT)
Jan04 031114 71.60 72.85 71.25 72.75 +1.50 994 17,505 -5
Mar04 031114 74.85 76.25 74.50 76.00 +1.35 468 8,177 +232
May04 031114 78.00 78.50 78.00 78.50 +1.35 13 2,670 +0
Jul04 031114 79.90 81.00 79.90 81.00 +1.45 11 457 +5
Sep04 031114 83.40 83.40 83.40 83.40 +1.45 0 438 +0
Total Volume and Open Interest 1,486 29,495 +232
Sugar #11(NYBOT)
Mar04 031114 6.34 6.40 6.32 6.38 +0.04 30,275 128,220 -1,585
May04 031114 6.35 6.40 6.33 6.39 +0.02 3,189 24,333 +838
Jul04 031114 6.26 6.28 6.23 6.27 +0.02 2,317 24,794 +536
Oct04 031114 6.33 6.34 6.31 6.33 +0.01 1,192 17,556 +187
Mar05 031114 6.45 6.46 6.45 6.45 -0.01 76 6,679 -11
Total Volume and Open Interest 37,077 206,544 -16
London Cocoa(LCE)
Dec03 031114 925 948 920 940 +15 2,222 39,227 -722
Mar04 031114 950 979 949 971 +17 4,585 40,436 +771
May04 031114 967 995 967 987 +17 572 17,566 +26
Jul04 031114 984 1012 983 1004 +18 2,512 16,995 +1,738
Sep04 031114 995 1020 994 1013 +16 1,047 18,984 -121
Dec04 031114 1004 1028 1002 1022 +16 615 39,991 -119
Mar05 031114 1030 1035 1028 1034 +16 242 8,618 +64
Total Volume and Open Interest 11,800 182,731 +1,637
London Coffee(LCE)
Nov03 031114 662.00 665.00 660.00 660.00 +2.00 74 6,432 -65
Jan04 031114 686.00 692.00 684.00 685.00 +2.00 4,065 54,932 -1,017
Mar04 031114 705.00 711.00 703.00 704.00 +2.00 2,696 33,139 +685
May04 031114 725.00 730.00 722.00 722.00 +2.00 836 20,643 +633
Jul04 031114 744.00 745.00 740.00 740.00 +2.00 1,161 11,028 -52
Sep04 031114 760.00 761.00 757.00 757.00 +1.00 1,203 7,674 +854
Total Volume and Open Interest 10,329 138,257 +1,234
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031114 188.10 188.80 186.00 187.30 -0.20 4,033 18,031 -280
May04 031114 189.50 189.50 187.00 187.80 -0.70 557 5,121 +146
Aug04 031114 187.50 188.00 186.30 186.80 -0.70 211 6,115 +5
Oct04 031114 189.00 189.00 187.50 188.30 -0.20 140 2,878 -10
Total Volume and Open Interest 7,317 34,437 -2,283
Cotton(NYBOT)
Dec03 031114 74.17 75.10 73.00 74.90 +0.89 8,917 14,019 -5,079
Mar04 031114 78.05 79.15 77.15 79.05 +1.09 13,259 63,700 +2,882
May04 031114 78.80 80.00 78.60 79.80 +1.05 1,066 11,806 +153
Jul04 031114 78.55 79.65 77.80 79.52 +0.87 663 4,603 -30
Oct04 031114 67.40 67.40 67.40 67.40 +0.55 3 283 +0
Dec04 031114 67.15 67.60 67.00 67.60 +0.60 304 4,057 -65
Total Volume and Open Interest 24,212 98,904 -2,139
Lumber(CME)
Nov03 031114 276.5 284.5 276.0 283.9 +7.4 200 246 -64
Jan04 031114 293.0 297.0 291.5 293.3 +5.6 350 1,233 +62
Mar04 031114 301.7 302.9 300.2 300.7 +3.9 23 222 -1
May04 031114 313.0 313.2 303.0 303.0 -3.4 18 54 +7
Total Volume and Open Interest 594 1,762 +6
Crude Oil(NYM)
Dec03 031114 32.00 32.50 31.93 32.37 +0.47 104,199 89,631 -14,494
Jan04 031114 31.50 31.95 31.45 31.78 +0.35 99,887 143,186 +12,472
Feb04 031114 31.25 31.48 31.00 31.33 +0.33 19,149 37,012 +3,250
Mar04 031114 30.65 30.87 30.55 30.77 +0.26 3,093 32,214 +363
Apr04 031114 30.15 30.40 30.15 30.21 +0.19 2,159 24,480 +628
May04 031114 29.63 29.90 29.55 29.70 +0.16 1,942 13,444 +130
Jun04 031114 29.15 29.25 29.08 29.21 +0.12 4,178 31,221 +546
Jul04 031114 28.80 28.80 28.79 28.79 +0.09 511 11,638 +163
Aug04 031114 28.40 28.45 28.30 28.42 +0.06 200 9,832 +94
Sep04 031114 27.90 28.07 27.87 28.07 +0.03 980 15,625 -33
Oct04 031114 27.70 27.77 27.59 27.77 unch 34 9,476 -29
Nov04 031114 27.50 27.50 27.50 27.50 -0.03 209 7,547 +12
Dec04 031114 27.17 27.30 27.10 27.26 -0.06 3,857 29,653 +1,028
Jan05 031114 27.04 27.04 27.04 27.04 -0.07 32 8,954 +0
Feb05 031114 26.85 26.87 26.85 26.87 -0.08 85 4,064 +0
Mar05 031114 26.60 26.72 26.60 26.72 -0.09 25 2,264 -25
Total Volume and Open Interest 241,953 549,571 +4,480
Heating Oil(NYM)
Dec03 031114 87.50 88.70 86.70 87.97 +1.52 23,983 39,150 -1,323
Jan04 031114 88.20 89.10 87.45 88.56 +1.56 16,390 37,750 +1,107
Feb04 031114 87.70 88.50 87.10 88.01 +1.26 2,920 20,228 +404
Mar04 031114 85.10 86.00 84.70 85.51 +0.96 369 15,485 -20
Apr04 031114 82.00 82.00 81.40 81.71 +0.71 261 7,322 +87
May04 031114 78.25 78.36 78.25 78.36 +0.51 131 4,218 +62
Jun04 031114 76.16 76.16 76.16 76.16 +0.31 341 6,388 +299
Jul04 031114 75.20 75.20 75.01 75.01 +0.21 50 2,435 +50
Aug04 031114 74.86 74.86 74.86 74.86 +0.06 0 2,255 +0
Sep04 031114 75.70 75.70 75.31 75.31 +0.01 0 1,681 +0
Oct04 031114 76.00 76.00 75.81 75.81 -0.04 0 993 +0
Nov04 031114 76.40 76.40 76.26 76.26 -0.04 1 1,261 +1
Total Volume and Open Interest 44,621 145,408 +722
Unleaded Gas(NYM)
Dec03 031114 87.90 89.80 87.55 89.16 +2.25 23,143 33,674 -4,155
Jan04 031114 87.80 89.20 87.10 88.43 +1.96 22,206 32,716 +5,439
Feb04 031114 87.30 88.20 86.90 88.03 +1.66 1,787 5,602 +157
Mar04 031114 86.90 87.98 86.70 87.98 +1.46 735 4,121 +343
Apr04 031114 93.90 94.48 93.90 94.48 +1.31 157 6,791 +50
May04 031114 93.83 93.83 93.83 93.83 +1.11 271 5,146 +101
Jun04 031114 92.43 92.43 92.43 92.43 +1.06 100 2,018 +32
Total Volume and Open Interest 48,399 90,068 +1,967
Natural Gas(NYM)
Dec03 031114 4.810 5.220 4.800 5.112 +0.315 34,752 53,124 -2,098
Jan04 031114 5.040 5.420 5.030 5.330 +0.318 17,370 60,167 +3,964
Feb04 031114 5.050 5.385 5.050 5.320 +0.283 3,250 29,731 +473
Mar04 031114 4.950 5.240 4.950 5.175 +0.246 3,767 23,666 +356
Apr04 031114 4.650 4.810 4.650 4.755 +0.121 1,966 20,568 -91
May04 031114 4.630 4.760 4.630 4.700 +0.099 1,146 16,006 -432
Jun04 031114 4.670 4.750 4.640 4.703 +0.095 510 14,157 +19
Jul04 031114 4.640 4.740 4.640 4.722 +0.095 476 11,089 -1
Aug04 031114 4.750 4.750 4.680 4.742 +0.095 248 11,560 -75
Sep04 031114 4.675 4.730 4.660 4.727 +0.095 750 10,066 +128
Oct04 031114 4.690 4.737 4.670 4.737 +0.095 181 9,980 -46
Nov04 031114 4.850 4.897 4.845 4.897 +0.090 268 8,718 +82
Dec04 031114 5.010 5.077 5.000 5.077 +0.088 177 10,673 -7
Jan05 031114 5.110 5.187 5.110 5.187 +0.080 92 7,788 -89
Feb05 031114 5.070 5.147 5.070 5.147 +0.075 225 8,144 -30
Mar05 031114 4.920 4.982 4.920 4.982 +0.060 129 7,223 -11
Total Volume and Open Interest 66,389 367,687 +1,926
Brent Crude Oil(IPE)
Jan04 031114 29.42 29.75 29.22 29.56 +0.26 60,527 105,681 +1,280
Feb04 031114 29.18 29.45 28.99 29.29 +0.27 18,684 47,395 +6,304
Mar04 031114 28.74 29.00 28.61 28.90 +0.24 5,045 21,646 +166
Apr04 031114 28.38 28.62 28.26 28.51 +0.23 1,307 9,025 -326
May04 031114 27.98 28.14 27.88 28.12 +0.23 680 8,031 -139
Jun04 031114 27.65 27.76 27.50 27.74 +0.21 2,472 24,952 -394
Jul04 031114 27.15 27.40 27.15 27.40 +0.20 1,677 8,203 +1,276
Aug04 031114 26.90 27.07 26.84 27.07 +0.19 175 6,599 +175
Sep04 031114 26.52 26.76 26.52 26.76 +0.16 265 5,243 +165
Oct04 031114 26.41 26.48 26.40 26.48 +0.13 0 2,561 +0
Nov04 031114 26.20 26.24 26.20 26.24 +0.12 361 1,000 +0
Dec04 031114 25.90 26.06 25.86 26.04 +0.11 3,040 27,749 -4
Total Volume and Open Interest 108,837 306,083 +8,148
Gas Oil(IPE)
Dec03 031114 263.00 268.00 262.25 266.75 +7.25 12,111 59,555 -173
Jan04 031114 257.50 263.00 257.50 263.00 +7.00 5,468 25,539 +1,324
Feb04 031114 252.00 256.00 251.25 256.00 +6.00 422 10,643 +142
Mar04 031114 244.25 249.00 244.25 249.00 +5.00 143 6,313 +28
Apr04 031114 242.25 242.25 242.25 242.25 +4.25 30 5,711 +0
May04 031114 234.25 236.00 234.00 236.00 +3.50 20 3,894 +20
Jun04 031114 232.00 233.50 231.00 232.50 +2.25 706 10,378 +429
Jul04 031114 231.75 231.75 231.75 231.75 +1.75 0 2,542 +0
Aug04 031114 231.00 231.00 231.00 231.00 +1.50 334 2,011 +334
Sep04 031114 230.75 230.75 230.25 230.25 +1.25 0 2,701 +0
Total Volume and Open Interest 20,622 148,296 +2,489
US Dollar Index(NYBOT)
Dec03 031114 91.65 91.80 91.33 91.60 -0.14 1,372 17,750 +523
Mar04 031114 91.79 92.20 91.73 92.01 -0.14 90 2,305 +33
Jun04 031114 92.46 92.46 92.46 92.46 -0.14 0 12 +0
Total Volume and Open Interest 1,462 20,068 +556
Australian Dollar(CME)
Dec03 031114 71.73 71.98 71.55 71.80 +0.12 1,697 59,030 +438
Mar04 031114 71.00 71.10 70.88 71.06 +0.12 39 1,184 +32
Jun04 031114 70.32 70.32 70.32 70.32 +0.12 2 215 +2
Total Volume and Open Interest 1,738 60,508 +472
British Pound(CME)
Dec03 031114 168.40 168.70 167.88 168.31 +0.03 6,410 65,135 +60
Mar04 031114 167.10 167.30 166.80 167.05 +0.03 41 455 +30
Jun04 031114 165.73 165.73 165.73 165.73 +0.03 0 1 +0
Total Volume and Open Interest 6,451 65,597 +90
Canadian Dollar(CME)
Dec03 031114 76.82 76.90 76.53 76.67 -0.06 4,049 77,511 +1,895
Mar04 031114 76.49 76.50 76.20 76.37 -0.06 394 5,591 +99
Jun04 031114 76.20 76.20 75.99 76.11 -0.06 9 1,289 +2
Sep04 031114 76.06 76.06 75.77 75.87 -0.06 12 729 +1
Total Volume and Open Interest 4,464 85,375 +1,997
Japanese Yen(CME)
Dec03 031114 92.41 92.63 92.21 92.43 -0.10 5,675 142,849 +672
Mar04 031114 92.72 92.86 92.53 92.72 -0.10 46 1,408 +15
Jun04 031114 93.02 93.02 93.02 93.02 -0.10 0 205 +0
Total Volume and Open Interest 5,723 144,514 +687
Swiss Franc(CME)
Dec03 031114 75.15 75.40 74.88 75.33 +0.52 5,441 60,324 +624
Mar04 031114 75.34 75.58 75.23 75.50 +0.52 83 442 +77
Jun04 031114 75.66 75.66 75.66 75.66 +0.52 0 109 +0
Total Volume and Open Interest 5,524 60,907 +701
EuroFX(CME)
Dec03 031114 117.58 117.93 117.24 117.59 +0.38 16,188 104,897 -2,344
Mar04 031114 117.23 117.60 116.98 117.30 +0.38 302 1,768 -10
Jun04 031114 117.20 117.20 117.03 117.03 +0.38 31 101 +32
Total Volume and Open Interest 16,521 106,866 -2,322
Mexican Peso(CME)
Dec03 031114 8940.0 8970.0 8910.0 8935.0 -5.0 7,407 32,782 -451
Mar04 031114 8865.0 8865.0 8830.0 8840.0 -5.0 106 1,025 +4
Total Volume and Open Interest 7,513 33,945 -447
30-Year T-Bonds(CBOT)
Dec03 031114 109~16 110~15 109~06 110~08 +0~23 320,830 441,775 +4,831
Mar04 031114 108~01 109~01 107~27 108~28 +0~23 16,348 50,260 +9,818
Jun04 031114 107~16 107~16 106~15 107~16 +0~23 2 333 -2
Total Volume and Open Interest 337,180 492,753 +14,647
Municipal Bonds(CBOT)
Dec03 031114 102~15 102~22 102~05 102~17 +0~09 573 1,984 +262
Mar04 031114 101~12 101~13 101~11 101~11 +0~09 0 2 +0
Total Volume and Open Interest 573 1,986 +262
10-Year T-Notes(CBOT)
Dec03 031114 112~205 113~120 112~145 113~080 +0~195 775,809 955,588 -5,018
Mar04 031114 111~055 111~310 111~020 111~275 +0~200 37,705 206,026 +8,749
Total Volume and Open Interest 813,514 1,161,634 +3,731
5-Year T-Notes(CBOT)
Dec03 031114 112~020 112~155 111~275 112~120 +0~145 272,756 0 +0
Mar04 031114 110~260 111~055 110~210 111~045 +0~145 2,175 0 -117,350
Total Volume and Open Interest 274,931    
2 Year T-Notes(CBOT)
Dec03 031114 107~024 107~041 107~018 107~040 +0~019 7,739 148,373 +533
Mar04 031114 106~053 106~084 106~053 106~077 +0~024 0 902 +0
Total Volume and Open Interest 7,739 149,275 +533
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031114 98.805 98.815 98.805 98.810 +0.005 78,409 662,479 -17,677
Mar04 031114 98.680 98.700 98.655 98.690 +0.025 196,380 702,653 +7,710
Jun04 031114 98.385 98.425 98.350 98.415 +0.055 246,828 687,902 +16,832
Sep04 031114 98.010 98.080 97.960 98.055 +0.070 294,675 576,141 +17,605
Dec04 031114 97.575 97.670 97.520 97.635 +0.090 229,658 517,462 -13,247
Mar05 031114 97.170 97.265 97.115 97.240 +0.095 58,959 352,923 +8,081
Jun05 031114 96.790 96.885 96.745 96.855 +0.090 38,191 273,485 -1,628
Sep05 031114 96.460 96.560 96.420 96.525 +0.090 30,561 211,028 -4,304
Dec05 031114 96.170 96.265 96.135 96.240 +0.090 15,216 163,013 +283
Mar06 031114 95.960 96.045 95.905 96.015 +0.090 15,469 133,614 +587
Jun06 031114 95.740 95.825 95.700 95.805 +0.090 12,925 122,971 -1,760
Sep06 031114 95.540 95.620 95.510 95.610 +0.090 11,848 98,163 -1,690
Total Volume and Open Interest 1,272,746 5,076,291 +14,445
3-Mth Euro-Yen(CME)
Dec03 031114 99.92 99.92 99.92 99.92 unch 25 7,284 -89
Mar04 031114 99.88 99.88 99.88 99.88 unch 967 9,842 +773
Jun04 031114 99.87 99.87 99.86 99.86 unch 24 12,428 +2
Sep04 031114 99.79 99.79 99.79 99.79 +0.01 325 7,706 +174
Dec04 031114 99.68 99.68 99.68 99.68 unch 2,419 5,317 +1,964
Mar05 031114 99.53 99.53 99.53 99.53 unch 700 3,701 +700
Jun05 031114 99.45 99.45 99.45 99.45 unch 25 592 -18
Sep05 031114 99.34 99.34 99.34 99.34 +0.01 0 4,018 +4
Dec05 031114 99.25 99.25 99.25 99.25 +0.02 0 73 +0
Mar06 031114 99.17 99.17 99.17 99.17 +0.02 0 229 +0
Total Volume and Open Interest 4,485 52,128 +3,510
3-Mth Euro-Yen(SIMEX)
Dec03 031114 99.91 99.92 99.91 99.92 +0.01 1,154 44,811 +589
Mar04 031114 99.88 99.88 99.88 99.88 unch 480 60,973 -218
Jun04 031114 99.86 99.87 99.86 99.87 +0.01 635 69,490 -599
Sep04 031114 99.78 99.79 99.78 99.79 +0.01 236 34,504 -537
Dec04 031114 99.68 99.69 99.68 99.69 +0.02 1,012 30,000 +76
Mar05 031114 99.55 99.55 99.55 99.55 +0.02 5 19,887 -195
Jun05 031114 99.46 99.47 99.46 99.47 +0.02 102 10,928 -132
Sep05 031114 99.35 99.36 99.35 99.36 +0.02 297 12,826 +125
Total Volume and Open Interest 3,921 297,593 -1,041
German Euro-Bund(EUREX)
Dec03 031114 112.27 112.70 112.22 112.56 +0.47 917,884 940,936 +5,157
Mar04 031114 111.75 112.15 111.70 112.03 +0.48 10,262 37,182 +4,431
Jun04 031114 111.11 111.11 111.11 111.11 +0.12 147 940 +0
Total Volume and Open Interest 928,293 979,058 +9,588
German Euro-Bobl(EUREX)
Dec03 031114 110.02 110.27 109.92 110.19 +0.29 612,012 675,160 -22,048
Mar04 031114 109.46 109.68 109.45 109.63 +0.29 23,646 56,694 +20,580
Jun04 031114 109.04 109.04 109.04 109.04 +0.26 2,999 0 +0
Total Volume and Open Interest 638,657 731,854 -1,468
Long Gilt(LIFFE)
Dec03 031114 114~29 115~04 114~22 114~29 +0~04 50,829 164,666 -2,870
Mar04 031114 106~27 106~28 106~23 106~23 +0~05 2,616 4,584 +1,545
Total Volume and Open Interest 53,445 169,250 -1,325
3-Mth Short Sterling(LIFFE)
Dec03 031114 95.93 95.94 95.89 95.91 -0.01 24,209 220,713 +567
Mar04 031114 95.67 95.67 95.60 95.63 -0.02 34,382 175,693 -6,742
Jun04 031114 95.41 95.42 95.35 95.38 unch 37,475 175,007 -1,292
Total Volume and Open Interest 163,571 1,074,516 -12,576
3-Mth Euribor(LIFFE)
Dec03 031114 97.830 97.835 97.815 97.825 +0.005 78,804 560,268 -8,491
Mar04 031114 97.715 97.755 97.700 97.735 +0.035 133,541 500,517 -2,836
Jun04 031114 97.500 97.565 97.490 97.540 +0.070 146,238 410,883 -12,563
Total Volume and Open Interest 663,769 2,690,792 -47,813
3-Mth Aus T-Bills(SFE)
Dec03 031114 94.59 94.59 94.55 94.57 -0.01 11,922 160,736 +5,929
Mar04 031114 94.30 94.31 94.25 94.28 +0.01 18,250 139,580 +15,294
Jun04 031114 94.14 94.14 94.09 94.11 +0.01 3,030 59,125 +3,946
Sep04 031114 94.01 94.01 93.96 93.98 +0.02 1,142 26,962 +1,284
Dec04 031114 93.89 93.89 93.87 93.87 +0.02 566 21,538 +295
Mar05 031114 93.78 93.78 93.77 93.78 +0.01 1,540 18,840 +770
Jun05 031114 93.70 93.71 93.69 93.71 +0.02 140 11,520 +100
Sep05 031114 93.68 93.68 93.64 93.65 +0.01 170 4,885 +170
Dec05 031114 93.59 93.59 93.59 93.59 unch 310 2,083 +310
Mar06 031114 93.54 93.54 93.54 93.54 -0.01 0 728 +0
Total Volume and Open Interest 37,070 446,608 +28,098
10-Year Aus T-Bonds(SFE)
Dec03 031114 94.11 94.11 94.06 94.07 +0.04 5,801 181,774 -532
Mar04 031114 94.07 94.07 94.07 94.07 +0.04      
Total Volume and Open Interest 20,270 182,306 +10,701
3-Year Aus T-Bonds(SFE)
Dec03 031114 94.22 94.23 94.16 94.18 +0.01 65,317 451,050 +40,504
Mar04 031114 94.18 94.18 94.18 94.18 +0.01      
Total Volume and Open Interest 65,317 451,050 +40,504
Gold(CMX)
Dec03 031114 396.0 399.4 394.4 398.0 +3.7 67,076 181,847 -6,795
Feb04 031114 396.8 400.5 395.3 399.1 +3.7 12,995 41,526 +6,605
Apr04 031114 398.5 401.4 397.0 399.9 +3.7 371 9,686 +68
Jun04 031114 399.5 402.5 396.9 400.7 +3.7 301 11,605 +82
Aug04 031114 400.5 401.6 400.5 401.6 +3.7 101 7,408 +16
Oct04 031114 402.5 402.5 402.5 402.5 +3.7 0 795 +0
Total Volume and Open Interest 82,279 287,896 +895
Silver(CMX)
Dec03 031114 530.0 543.0 530.0 541.5 +12.0 17,515 71,163 +2,071
Mar04 031114 533.0 545.0 532.0 543.4 +12.0 3,209 24,428 +1,073
May04 031114 534.0 547.0 534.0 544.6 +12.0 54 1,761 +10
Jul04 031114 540.5 546.0 540.5 546.0 +12.0 36 2,213 -20
Sep04 031114 546.8 546.8 546.8 546.8 +11.8 0 579 +0
Total Volume and Open Interest 20,914 107,331 +3,091
Platinum(NYM)
Jan04 031114 772.0 774.0 769.0 770.8 unch 811 9,238 +160
Apr04 031114 762.0 765.0 761.0 763.8 +0.5 20 582 +4
Total Volume and Open Interest 831 9,820 +164
Palladium(NYME)
Dec03 031114 202.00 205.00 202.00 203.00 +0.65 330 4,502 -89
Mar04 031114 204.00 205.00 203.60 203.60 +0.65 124 1,126 +79
Jun04 031114 204.00 204.00 204.00 204.00 +0.70 2 315 +0
Total Volume and Open Interest 456 5,943 -10
Copper(CMX)
Dec03 031114 94.75 95.50 94.50 95.15 +0.90 10,901 70,331 -2,278
Mar04 031114 95.15 95.85 94.90 95.65 +0.90 8,376 27,178 +4,007
May04 031114 95.00 95.30 95.00 95.30 +0.95 51 2,872 +30
Jul04 031114 94.80 95.10 94.80 94.95 +0.95 9 2,454 +7
Sep04 031114 94.60 94.90 94.60 94.70 +1.00 1 1,402 -1
Total Volume and Open Interest 19,537 110,179 +1,733
DJIA Index(CBOT)
Dec03 031114 9830 9885 9725 9753 -75 6,392 34,890 +56
Mar04 031114 9815 9846 9700 9728 -75 11 2,876 +4
Jun04 031114 9704 9704 9704 9704 -75 0 2 +0
Total Volume and Open Interest 6,403 37,768 +60
S & P 500(CME)
Dec03 031114 1058.00 1063.30 1047.30 1048.90 -9.20 34,640 540,863 -1,435
Mar04 031114 1058.00 1060.00 1046.70 1047.40 -9.30 2,533 42,107 +2,473
Jun04 031114 1046.60 1046.60 1046.60 1046.60 -9.50 14 783 -8
Sep04 031114 1046.30 1046.30 1046.30 1046.30 -9.90 0 413 +0
Total Volume and Open Interest 37,187 584,261 +1,039
S & P 500 E-Mini(Globex)
Dec03 031114 1058.25 1064.25 1047.00 1049.00 -9.00 575,631 451,626 -18,146
Mar04 031114 1055.00 1062.00 1046.00 1047.50 -9.25 541 1,658 -99
Total Volume and Open Interest 576,172 453,284 -18,245
NASDAQ 100(CME)
Dec03 031114 1442.00 1449.00 1406.00 1409.50 -30.50 8,468 84,059 +110
Mar04 031114 1422.00 1422.00 1413.00 1413.00 -30.50 450 1,846 +450
Jun04 031114 1416.50 1416.50 1416.50 1416.50 -30.50 0 47 +0
Total Volume and Open Interest 8,918 85,952 +560
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031114 1439.0 1449.0 1406.0 1409.5 -30.5 292,794 274,434 +2,334
Mar04 031114 1442.5 1452.0 1413.0 1413.0 -30.5 50 1,189 -3
Total Volume and Open Interest 292,844 275,623 +2,331
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031114 564.00 566.00 556.50 557.00 -6.50 518 15,511 +115
Mar04 031114 556.80 556.80 556.80 556.80 -6.50      
Jun04 031114 557.25 557.25 557.25 557.25 -6.50 0 1 +0
Total Volume and Open Interest 518 15,512 +115
Russell 2000(CME)
Dec03 031114 543.00 545.25 531.00 531.40 -10.60 1,349 22,135 -67
Mar04 031114 531.40 531.40 531.40 531.40 -10.60      
Jun04 031114 531.40 531.40 531.40 531.40 -10.60      
Total Volume and Open Interest 1,349 22,135 -67
Value Line(KCBT)
Dec03 031114 1463.00 1463.00 1447.00 1447.00 -15.00 1 40 +1
Total Volume and Open Interest 2 42 +1
Nikkei 225(CME)
Dec03 031114 10160 10255 10030 10045 -320 3,063 30,495 -318
Mar04 031114 10235 10235 10055 10055 -320 4 56 +3
Total Volume and Open Interest 3,067 30,565 -315
Nikkei 225(SIMEX)
Dec03 031114 10340 10365 10155 10185 -165 27,889 152,800 +627
Mar04 031114 10205 10205 10170 10180 -165 0 5,027 +0
Jun04 031114 10135 10135 10135 10135 -165      
Total Volume and Open Interest 27,944 157,827 +564
CAC 40(MATIF)
Nov03 031114 3410.0 3468.0 3404.0 3447.5 +31.0 65,909 444,229 +21,328
Dec03 031114 3416.0 3471.5 3412.0 3453.0 +30.5 4,489 150,890 +78
Jan04 031114 3458.5 3458.5 3458.5 3458.5 +31.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031114 3760.0 3824.0 3753.0 3800.0 +28.5 102,863 274,818 -1,321
Mar04 031114 3784.0 3840.0 3784.0 3820.0 +28.0 432 11,008 -51
Jun04 031114 3833.0 3841.5 3828.5 3841.5 +28.0 79 3,038 +25
Total Volume and Open Interest 103,374 288,864 -1,347
FT-SE 100(LIFFE)
Dec03 031114 4385.50 4419.00 4381.50 4398.50 +14.50 51,093 397,762 +3,788
Mar04 031114 4390.00 4412.00 4390.00 4394.50 +14.50 530 16,604 +493
Jun04 031114 4408.00 4408.00 4408.00 4408.00 +14.50 2 8,479 +0
Total Volume and Open Interest 51,625 423,446 +4,281
SPI 200(SFE)
Dec03 031114 3223.0 3223.0 3196.0 3205.0 -15.0 7,024 152,034 +1,392
Mar04 031114 3224.0 3224.0 3217.0 3217.0 -15.0 108 3,642 +48
Jun04 031114 3232.0 3232.0 3226.0 3229.0 -15.0 226 3,076 +64
Total Volume and Open Interest 7,365 160,496 +1,507
GSCI(CME)
Nov03 031114 251.40 255.20 251.40 254.50 +3.70 2,547 990 -2,376
Dec03 031114 252.40 255.40 252.40 255.40 +3.55 2,627 12,356 +2,554
Jan04 031114 253.90 254.00 253.90 254.00 +4.75 0 2 +0
Total Volume and Open Interest 5,174 13,348 +178
Reuters CRB Index(NYBOT)
Jan04 031114 255.25 257.75 255.25 256.25 +1.25 95 575 +21
Feb04 031114 255.50 255.75 254.00 254.00 +1.25 3 225 +1
Apr04 031114 251.50 252.25 251.50 252.25 +1.25 2 158 +0
Total Volume and Open Interest 148 1,033 +10
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

Newsflash

MRCI's Special Spread Charts has two new additions!
Seasonal AVERAGE charts for both Live Cattle & Lean Hogs. Being able to see at what average spread different
delivery months trade --- and when --- can help producers better hedge their livestock and traders to find spread value.
Updated daily for MRCI Online subscribers!