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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon December 01, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031201 759.00 762.75 751.50 761.00 +4.75 22,659 110,166 -420
Mar04 031201 758.00 761.00 749.00 759.00 +5.00 6,260 46,279 -246
May04 031201 740.00 747.50 735.00 744.75 +6.75 3,729 42,903 -228
Jul04 031201 725.00 731.50 721.00 728.75 +6.75 2,315 22,789 +89
Aug04 031201 698.00 702.50 694.00 702.00 +8.00 241 4,417 +81
Sep04 031201 646.00 652.00 645.50 649.50 +3.50 46 1,278 -19
Nov04 031201 585.75 591.00 584.00 589.25 +5.25 1,080 13,995 +312
Total Volume and Open Interest 36,330 241,874 -431
Soybean Meal(CBOT)
Dec03 031201 229.00 229.70 226.00 228.30 -0.10 4,866 9,848 -1,553
Jan04 031201 229.10 229.70 225.60 228.40 +0.50 6,212 34,243 +742
Mar04 031201 228.50 229.00 224.80 227.50 -0.40 4,420 35,731 +653
May04 031201 224.50 226.00 222.00 224.30 +0.20 2,341 39,781 +571
Jul04 031201 219.50 221.50 217.30 219.80 +1.10 1,456 21,902 -76
Aug04 031201 209.50 212.20 208.50 211.50 +2.80 422 5,963 +162
Sep04 031201 196.80 199.00 196.00 198.50 +2.50 292 4,723 -5
Oct04 031201 175.00 178.50 175.00 177.70 +3.20 53 4,637 +48
Total Volume and Open Interest 20,358 169,112 +589
Soybean Oil(CBOT)
Dec03 031201 27.82 28.18 27.80 28.10 +0.38 4,244 11,323 -1,723
Jan04 031201 27.60 27.71 27.31 27.61 +0.30 11,667 49,300 +1,408
Mar04 031201 27.30 27.38 27.07 27.25 +0.25 4,289 43,221 +124
May04 031201 26.80 26.90 26.57 26.76 +0.19 2,456 38,439 -113
Jul04 031201 26.25 26.30 25.92 26.17 +0.22 2,456 33,100 +346
Aug04 031201 25.65 25.70 25.35 25.55 +0.23 214 3,717 +70
Sep04 031201 24.55 24.90 24.55 24.60 +0.30 37 2,423 -7
Oct04 031201 23.50 23.60 23.25 23.42 +0.25 0 2,599 +0
Total Volume and Open Interest 25,736 192,753 +350
Canola(WCE)
Jan04 031201 369.5 369.5 365.5 366.1 -3.0 1,059 19,653 -888
Mar04 031201 373.1 373.1 370.5 370.6 -2.5 868 9,801 +179
May04 031201 378.0 378.0 374.7 374.7 -3.0 185 4,482 -244
Jul04 031201 377.9 377.9 377.9 377.9 -2.5 181 3,632 +90
Sep04 031201 340.9 340.9 340.9 340.9 unch      
Total Volume and Open Interest 2,318 42,077 -795
Corn(CBOT)
Dec03 031201 247.00 247.50 244.50 246.50 +1.50 21,015 48,939 -10,133
Mar04 031201 250.75 251.00 248.00 249.25 +0.50 37,067 278,312 +4,809
May04 031201 253.25 253.50 251.00 252.00 unch 2,639 43,586 +521
Jul04 031201 254.50 254.75 252.50 253.00 unch 2,430 35,911 -163
Sep04 031201 250.00 250.00 249.25 249.25 +0.25 195 6,964 +148
Dec04 031201 247.50 248.00 247.00 247.00 +0.25 1,948 31,154 +70
Total Volume and Open Interest 65,360 447,955 -4,732
Wheat(CBOT)
Dec03 031201 397.00 398.00 394.00 395.75 +1.50 4,475 4,343 -3,721
Mar04 031201 409.50 411.00 405.50 408.75 +2.00 14,006 94,543 +1,572
May04 031201 399.50 401.00 397.50 399.00 +2.50 293 6,784 +62
Jul04 031201 366.00 370.00 366.00 369.50 +4.75 1,432 10,523 +241
Sep04 031201 370.00 372.50 370.00 372.50 +4.50 44 470 +21
Total Volume and Open Interest 20,283 117,450 -1,798
Wheat(KCBT)
Dec03 031201 406.00 410.50 405.00 410.00 +5.00 2,278 2,377 -1,364
Mar04 031201 403.00 406.00 400.50 405.50 +3.75 7,756 52,423 +1,330
May04 031201 397.00 397.50 395.00 396.00 +1.50 236 3,911 +59
Jul04 031201 373.00 375.00 371.00 373.75 +1.25 585 4,642 +138
Sep04 031201 378.00 378.00 376.50 377.00 +5.00 1 300 +0
Total Volume and Open Interest 10,857 63,999 +162
Wheat(MGE)
Dec03 031201 401.00 401.00 397.50 398.75 -1.25 635 538 -351
Mar04 031201 406.50 407.50 404.00 405.25 -0.25 2,125 23,140 +590
May04 031201 399.50 399.50 397.00 397.25 +0.25 57 3,549 +15
Jul04 031201 389.00 389.00 383.00 383.00 +3.00 6 665 +4
Sep04 031201 373.00 373.00 371.00 371.00 -2.00 4 477 +3
Total Volume and Open Interest 2,827 28,535 +261
Oats(CBOT)
Dec03 031201 138.75 144.00 135.50 142.00 +7.50 419 251 -237
Mar04 031201 140.50 149.50 140.25 145.50 +4.50 852 5,064 +11
May04 031201 145.50 149.00 145.25 148.50 +3.50 44 308 -12
Jul04 031201 151.50 151.50 151.50 151.50 +2.00 4 82 +0
Total Volume and Open Interest 1,319 5,710 -238
Rough Rice(CBOT)
Jan04 031201 8.42 8.55 8.35 8.53 +0.12 457 5,164 -19
Mar04 031201 8.53 8.63 8.47 8.63 +0.13 124 1,775 +39
May04 031201 8.72 8.72 8.72 8.72 +0.12 10 689 -1
Jul04 031201 8.64 8.78 8.63 8.78 +0.10 0 387 +0
Total Volume and Open Interest 591 8,034 +19
Live Cattle(CME)
Dec03 031201 98.750 99.700 98.500 99.025 -0.225 2,744 25,631 -721
Feb04 031201 92.850 94.450 92.850 93.625 +0.450 2,279 47,862 +399
Apr04 031201 83.700 84.500 83.300 84.000 +0.075 718 19,191 -93
Jun04 031201 76.700 77.250 76.400 76.900 +0.100 125 11,450 +7
Aug04 031201 75.300 75.550 74.850 74.950 -0.125 96 3,534 -9
Oct04 031201 78.000 78.200 77.800 77.800 +0.050 34 1,267 +14
Total Volume and Open Interest 6,034 110,579 -439
Feeder Cattle(CME)
Jan04 031201 99.700 100.875 99.550 100.700 +1.325 789 9,967 +59
Mar04 031201 93.750 94.875 93.450 94.300 +0.925 457 2,965 +105
Apr04 031201 90.850 92.000 90.750 91.100 +0.600 12 943 +2
May04 031201 91.250 92.475 91.225 91.925 +0.950 164 2,206 +109
Aug04 031201 92.000 93.000 92.000 92.100 +0.500 4 1,007 +3
Sep04 031201 90.900 91.600 90.900 91.100 +0.400 0 398 +0
Oct04 031201 91.000 91.650 91.000 91.500 +0.500 0 5 +0
Total Volume and Open Interest 1,426 17,491 +278
Lean Hogs(CME)
Dec03 031201 50.400 51.250 49.350 51.025 +1.075 2,341 9,119 -192
Feb04 031201 55.500 57.000 55.400 56.650 +1.450 3,725 24,186 +657
Apr04 031201 58.275 59.475 58.250 58.975 +0.700 674 6,465 +217
May04 031201 60.600 61.250 60.500 60.975 unch 28 891 +14
Jun04 031201 64.500 65.075 64.350 64.900 +0.250 76 2,193 +21
Jul04 031201 62.125 62.350 61.900 62.175 +0.175 7 647 +7
Aug04 031201 59.600 59.600 59.100 59.475 +0.075 17 463 +0
Oct04 031201 52.400 52.400 51.700 51.700 -0.300 1 314 +1
Total Volume and Open Interest 6,874 44,376 +726
Pork Bellies(CME)
Feb04 031201 88.900 89.500 87.850 88.625 +0.550 289 1,995 +22
Mar04 031201 88.800 89.000 87.550 87.550 +0.500 15 179 +7
May04 031201 88.500 88.500 88.500 88.500 +1.000 0 164 +0
Jul04 031201 91.000 91.000 90.900 90.900 +0.400 4 56 +2
Aug04 031201 89.900 90.000 89.900 90.000 unch 0 9 +0
Total Volume and Open Interest 308 2,403 +31
BFP Milk Class III(CME)
Nov03 031128 13.49 13.49 13.49 13.49 unch 6 6,041 +2
Dec03 031201 11.55 11.55 11.43 11.43 -0.12 4 3,951 +4
Jan04 031201 11.65 11.65 11.45 11.50 -0.17 0 2,202 +0
Feb04 031201 11.43 11.43 11.30 11.30 -0.13 0 1,688 +0
Mar04 031201 11.41 11.41 11.35 11.35 -0.06 2 1,571 +1
Total Volume and Open Interest 6 16,248 -6,036
Cocoa(NYBOT)
Dec03 031201 1540 1553 1497 1547 +101 67 192 +0
Mar04 031201 1518 1560 1503 1552 +114 7,207 32,446 +0
May04 031201 1500 1550 1497 1545 +112 1,335 14,661 +0
Jul04 031201 1510 1545 1510 1544 +109 297 12,110 +0
Sep04 031201 1512 1546 1510 1546 +108 540 7,295 +0
Dec04 031201 1520 1558 1520 1557 +108 97 8,767 +0
Mar05 031201 1567 1567 1567 1567 +106 483 3,283 +0
Total Volume and Open Interest 10,819 92,774 +0
Coffee "C"(NYBOT)
Dec03 031201 57.90 59.80 57.60 59.60 +1.85 80 241 +0
Mar04 031201 60.55 62.50 60.00 62.40 +1.75 6,527 57,664 +0
May04 031201 62.50 64.30 62.00 64.25 +1.75 652 7,876 +0
Jul04 031201 64.35 66.05 64.00 66.05 +1.70 103 5,104 +0
Sep04 031201 66.15 67.80 65.90 67.80 +1.65 220 5,690 +0
Dec04 031201 68.75 70.40 68.70 70.40 +1.70 51 3,208 +0
Total Volume and Open Interest 7,682 81,487 +0
Orange Juice(NYBOT)
Jan04 031201 68.40 70.90 68.35 70.60 +2.15 1,810 17,303 +0
Mar04 031201 71.80 74.00 71.70 73.85 +1.95 940 11,283 +0
May04 031201 74.40 76.35 74.40 76.35 +2.10 182 5,461 +0
Jul04 031201 77.00 78.85 77.00 78.85 +1.90 4 537 +0
Sep04 031201 81.50 81.50 81.50 81.50 +1.85 0 480 +0
Total Volume and Open Interest 2,936 35,312 +0
Sugar #11(NYBOT)
Mar04 031201 6.29 6.34 6.26 6.29 +0.04 9,714 110,780 +0
May04 031201 6.30 6.35 6.29 6.31 +0.03 1,036 23,037 +0
Jul04 031201 6.17 6.20 6.14 6.15 unch 947 27,345 +0
Oct04 031201 6.19 6.24 6.18 6.18 -0.01 1,075 18,032 +0
Mar05 031201 6.35 6.37 6.33 6.33 +0.01 258 7,337 +0
Total Volume and Open Interest 13,228 192,221 +0
London Cocoa(LCE)
Dec03 031201 877 910 875 899 +31 918 28,048 +28,048
Mar04 031201 901 941 901 931 +32 1,801 45,515 +45,515
May04 031201 929 958 929 948 +29 261 17,801 +17,801
Jul04 031201 949 975 949 967 +28 384 20,234 +20,234
Sep04 031201 967 986 966 976 +27 25 20,031 +20,031
Dec04 031201 975 992 975 982 +24 22 40,100 +40,100
Mar05 031201 980 1001 980 993 +24 163 16,892 +16,892
Total Volume and Open Interest 3,574 189,818 +189,818
London Coffee(LCE)
Jan04 031201 678.00 681.00 670.00 678.00 unch 4,140 55,620 +55,620
Mar04 031201 689.00 695.00 687.00 693.00 -1.00 2,673 35,654 +35,654
May04 031201 707.00 712.00 703.00 709.00 -1.00 1,210 23,407 +23,407
Jul04 031201 726.00 726.00 725.00 725.00 -1.00 401 12,693 +12,693
Sep04 031201 738.00 742.00 736.00 740.00 -1.00 204 10,158 +10,158
Nov04 031201 752.00 754.00 752.00 754.00 -1.00 15 5,890 +5,890
Total Volume and Open Interest 8,655 144,638 +144,638
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031201 189.60 190.50 188.90 189.60 +0.10 655 18,416 +18,416
May04 031201 189.50 189.50 188.50 189.10 +0.10 48 7,566 +7,566
Aug04 031201 187.90 188.50 187.50 188.20 -0.10 78 6,704 +6,704
Oct04 031201 188.00 189.00 187.80 188.60 -0.40 75 3,414 +3,414
Total Volume and Open Interest 856 37,330 +37,330
Cotton(NYBOT)
Dec03 031201 73.00 73.00 68.25 68.25 +0.25 100 340 +0
Mar04 031201 73.09 73.09 72.40 73.09 +3.00 13,761 59,891 +0
May04 031201 74.35 74.35 73.60 74.35 +3.00 4,597 13,765 +0
Jul04 031201 74.74 74.74 74.40 74.74 +3.00 2,367 5,436 +0
Oct04 031201 67.00 67.00 66.35 66.35 +1.27 169 349 +0
Dec04 031201 67.50 67.50 66.50 66.80 +1.15 1,382 3,811 +0
Total Volume and Open Interest 22,944 84,625 +0
Lumber(CME)
Jan04 031201 315.0 316.3 308.2 308.2 -5.6 164 1,476 -46
Mar04 031201 323.2 324.1 317.2 317.4 -5.3 71 349 +33
May04 031201 327.1 327.3 322.1 322.1 -4.1 7 77 +3
Jul04 031201 332.9 332.9 332.9 332.9 -2.0 1 21 +1
Total Volume and Open Interest 243 1,923 -9
Crude Oil(NYM)
Jan04 031201 29.85 30.05 29.69 29.95 -0.46 123,182 173,060 +0
Feb04 031201 29.69 29.85 29.58 29.80 -0.42 38,506 54,679 +0
Mar04 031201 29.38 29.55 29.20 29.47 -0.37 17,380 43,920 +0
Apr04 031201 29.00 29.15 28.95 29.11 -0.34 6,052 28,166 +0
May04 031201 28.70 28.75 28.70 28.75 -0.31 1,870 16,484 +0
Jun04 031201 28.30 28.39 28.25 28.39 -0.29 6,029 32,735 +0
Jul04 031201 28.03 28.03 28.03 28.03 -0.27 1,805 16,754 +0
Aug04 031201 27.65 27.71 27.65 27.71 -0.26 381 10,428 +0
Sep04 031201 27.45 27.45 27.45 27.45 -0.24 558 16,401 +0
Oct04 031201 27.00 27.20 27.00 27.20 -0.23 690 10,536 +0
Nov04 031201 27.00 27.00 26.99 26.99 -0.22 148 8,578 +0
Dec04 031201 26.75 26.80 26.75 26.80 -0.22 5,158 34,907 +0
Jan05 031201 26.61 26.61 26.61 26.61 -0.21 169 9,953 +0
Feb05 031201 26.42 26.47 26.42 26.47 -0.20 0 4,058 +0
Mar05 031201 26.35 26.35 26.35 26.35 -0.19 0 2,459 +0
Apr05 031201 26.23 26.23 26.23 26.23 -0.18 0 1,991 +0
Total Volume and Open Interest 206,242 546,340 +0
Heating Oil(NYM)
Jan04 031201 82.60 83.60 82.50 83.40 -0.87 31,973 58,239 +0
Feb04 031201 83.00 83.70 82.80 83.57 -0.75 7,795 23,213 +0
Mar04 031201 81.50 82.00 81.30 81.87 -0.70 3,211 16,798 +0
Apr04 031201 78.40 78.85 78.40 78.67 -0.65 709 7,613 +0
May04 031201 75.80 75.80 75.72 75.72 -0.60 131 4,451 +0
Jun04 031201 73.90 73.90 73.87 73.87 -0.55 807 7,101 +0
Jul04 031201 72.95 72.95 72.87 72.87 -0.50 65 2,711 +0
Aug04 031201 73.10 73.10 72.92 72.92 -0.45 312 2,618 +0
Sep04 031201 73.57 73.57 73.57 73.57 -0.40 8 1,697 +0
Oct04 031201 74.22 74.22 74.22 74.22 -0.40 17 1,002 +0
Nov04 031201 74.50 74.72 74.50 74.72 -0.40 214 1,095 +0
Dec04 031201 75.22 75.22 75.22 75.22 -0.40 291 4,751 +0
Total Volume and Open Interest 68,393 142,768 +0
Unleaded Gas(NYM)
Jan04 031201 82.00 82.90 81.40 82.17 -1.27 35,209 59,634 +0
Feb04 031201 82.10 83.00 81.90 82.44 -1.35 5,825 9,583 +0
Mar04 031201 82.90 83.50 82.70 83.04 -1.30 1,303 5,344 +0
Apr04 031201 90.00 90.30 89.89 89.89 -1.30 1,166 8,009 +0
May04 031201 89.40 89.54 89.30 89.54 -1.30 864 5,426 +0
Jun04 031201 88.20 88.24 88.00 88.24 -1.30 41 2,769 +0
Jul04 031201 86.34 86.34 86.34 86.34 -1.20 50 150 +0
Aug04 031201 84.00 84.20 83.99 83.99 -1.05 0 150 +0
Sep04 031201 80.99 80.99 80.99 80.99 -0.90 50 825 +0
Oct04 031201 77.49 77.49 77.49 77.49        
Natural Gas(NYM)
Jan04 031201 5.060 5.380 5.060 5.283 +0.358 31,739 68,599 +0
Feb04 031201 5.130 5.330 5.090 5.278 +0.316 5,056 31,517 +0
Mar04 031201 4.990 5.190 4.990 5.143 +0.261 3,760 26,679 +0
Apr04 031201 4.680 4.800 4.670 4.743 +0.141 1,624 21,162 +0
May04 031201 4.600 4.730 4.600 4.693 +0.121 1,410 18,167 +0
Jun04 031201 4.620 4.750 4.620 4.711 +0.121 686 14,014 +0
Jul04 031201 4.700 4.760 4.700 4.729 +0.119 362 11,724 +0
Aug04 031201 4.780 4.780 4.720 4.746 +0.116 434 11,485 +0
Sep04 031201 4.720 4.740 4.700 4.736 +0.116 434 10,526 +0
Oct04 031201 4.720 4.750 4.700 4.738 +0.103 824 10,653 +0
Nov04 031201 4.860 4.890 4.860 4.890 +0.092 459 9,809 +0
Dec04 031201 5.010 5.060 5.010 5.055 +0.092 1,411 11,376 +0
Jan05 031201 5.140 5.170 5.140 5.170 +0.092 265 7,487 +0
Feb05 031201 5.090 5.130 5.090 5.125 +0.087 150 8,043 +0
Mar05 031201 4.960 4.980 4.960 4.980 +0.087 422 7,198 +0
Apr05 031201 4.630 4.630 4.605 4.605 +0.067 518 7,220 +0
Total Volume and Open Interest 50,895 335,679 -3,032
Brent Crude Oil(IPE)
Jan04 031201 28.26 28.30 27.76 28.25 -0.20 18,575 86,801 +86,801
Feb04 031201 28.09 28.09 27.60 28.00 -0.20 7,865 66,705 +66,705
Mar04 031201 27.77 27.80 27.40 27.77 -0.16 1,188 21,763 +21,763
Apr04 031201 27.40 27.49 27.05 27.49 -0.14 92 11,737 +11,737
May04 031201 26.86 27.21 26.86 27.21 -0.12 3 11,064 +11,064
Jun04 031201 26.85 26.94 26.60 26.94 -0.09 460 26,500 +26,500
Jul04 031201 26.69 26.69 26.69 26.69 -0.05 0 10,127 +10,127
Aug04 031201 26.46 26.46 26.46 26.46 -0.02 0 7,376 +7,376
Sep04 031201 26.26 26.26 26.26 26.26 +0.04 0 6,342 +6,342
Oct04 031201 26.07 26.07 26.07 26.07 +0.08 800 3,105 +3,105
Nov04 031201 25.89 25.89 25.89 25.89 +0.12 1,324 3,419 +3,419
Dec04 031201 25.50 25.74 25.40 25.74 +0.14 300 28,250 +28,250
Total Volume and Open Interest 30,607 312,595 +312,595
Gas Oil(IPE)
Dec03 031201 249.00 249.00 243.00 247.00 -4.00 9,226 37,123 +37,123
Jan04 031201 247.50 247.75 242.25 245.50 -4.25 4,803 39,452 +39,452
Feb04 031201 243.75 243.75 239.75 242.75 -3.75 1,175 13,166 +13,166
Mar04 031201 237.00 237.25 235.00 237.25 -3.50 175 5,902 +5,902
Apr04 031201 232.00 232.00 229.75 231.75 -3.25 0 8,037 +8,037
May04 031201 227.75 227.75 227.75 227.75 -2.50 0 5,305 +5,305
Jun04 031201 226.00 227.00 224.75 225.75 -1.75 0 10,983 +10,983
Jul04 031201 225.75 225.75 225.75 225.75 -1.50 0 3,334 +3,334
Aug04 031201 225.50 225.50 225.50 225.50 -1.50 0 2,021 +2,021
Sep04 031201 226.50 226.50 224.50 225.50 -1.25 0 3,137 +3,137
Total Volume and Open Interest 17,962 154,881 +154,881
US Dollar Index(NYBOT)
Dec03 031201 90.15 90.59 89.93 90.43 +0.15 1,482 18,244 +251
Mar04 031201 90.60 91.00 90.33 90.84 +0.15 116 2,621 +38
Jun04 031201 91.29 91.29 91.29 91.29 +0.15 0 16 +0
Total Volume and Open Interest 1,598 20,882 +289
Australian Dollar(CME)
Dec03 031201 72.63 72.79 72.48 72.62 +0.36 2,347 58,840 -1,901
Mar04 031201 71.89 72.05 71.75 71.86 +0.35 800 2,375 +481
Jun04 031201 71.10 71.10 71.10 71.10 +0.34 0 233 +0
Total Volume and Open Interest 3,147 61,541 -1,420
British Pound(CME)
Dec03 031201 172.44 172.47 171.70 171.78 -0.25 5,176 70,842 +865
Mar04 031201 171.35 171.35 170.49 170.56 -0.25 438 1,287 +373
Jun04 031201 169.24 169.24 169.24 169.24 -0.25 2 3 +0
Total Volume and Open Interest 5,616 72,137 +1,238
Canadian Dollar(CME)
Dec03 031201 76.86 77.00 76.59 76.67 -0.36 4,302 72,797 -552
Mar04 031201 76.58 76.61 76.30 76.38 -0.36 1,347 7,623 +566
Jun04 031201 76.21 76.21 76.13 76.13 -0.36 1 1,354 +0
Sep04 031201 75.90 75.90 75.90 75.90 -0.36 0 726 +0
Total Volume and Open Interest 5,650 82,772 +14
Japanese Yen(CME)
Dec03 031201 91.46 91.55 91.18 91.34 unch 4,170 132,090 -2,551
Mar04 031201 91.74 91.87 91.47 91.62 unch 645 2,362 +546
Jun04 031201 91.92 92.10 91.91 91.91 unch 0 207 +0
Total Volume and Open Interest 4,815 134,712 -2,005
Swiss Franc(CME)
Dec03 031201 77.58 77.60 76.86 77.12 -0.28 5,856 67,109 -216
Mar04 031201 77.78 77.78 77.02 77.29 -0.28 1,057 1,567 +914
Jun04 031201 77.84 77.84 77.45 77.45 -0.28 0 113 +0
Total Volume and Open Interest 6,913 68,821 +698
EuroFX(CME)
Dec03 031201 120.18 120.18 119.32 119.68 -0.16 7,370 127,978 +1,077
Mar04 031201 119.90 119.90 119.03 119.39 -0.16 735 3,586 +465
Jun04 031201 119.00 119.17 119.00 119.11 -0.16 2 163 +2
Total Volume and Open Interest 8,111 131,842 +1,548
Mexican Peso(CME)
Dec03 031201 8747.0 8785.0 8737.0 8757.0 -5.0 3,281 36,726 -230
Mar04 031201 8625.0 8660.0 8625.0 8642.0 -10.0 116 6,351 +0
Total Volume and Open Interest 3,508 43,519 -173
30-Year T-Bonds(CBOT)
Dec03 031201 109~06 109~08 107~31 108~27 -0~14 36,921 247,222 -12,087
Mar04 031201 107~23 107~25 106~16 107~12 -0~15 105,632 266,122 +4,277
Jun04 031201 106~07 106~07 105~10 106~00 -0~15 361 568 +145
Total Volume and Open Interest 142,914 514,298 -7,665
Municipal Bonds(CBOT)
Dec03 031201 102~10 102~11 101~22 101~30 -0~13 105 2,059 -33
Mar04 031201 101~04 101~04 100~13 100~22 -0~13 78 222 +20
Total Volume and Open Interest 183 2,281 -13
10-Year T-Notes(CBOT)
Dec03 031201 112~095 112~110 111~140 111~310 -0~140 152,356 396,649 -56,458
Mar04 031201 110~260 110~265 109~255 110~125 -0~160 356,575 660,046 +31,695
Total Volume and Open Interest 508,932 1,056,724 -24,763
5-Year T-Notes(CBOT)
Dec03 031201 111~175 111~180 111~020 111~115 -0~095 50,102 0 +0
Mar04 031201 110~070 110~070 109~200 110~005 -0~115 149,416 0 +0
Total Volume and Open Interest 199,518    
2 Year T-Notes(CBOT)
Dec03 031201 107~006 107~006 106~112 107~000 -0~012 4,922 60,435 -2,531
Mar04 031201 106~040 106~040 106~013 106~032 -0~016 10,500 96,774 +6,401
Total Volume and Open Interest 15,422 157,209 +3,870
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031201 98.810 98.815 98.802 98.808 -0.010 25,509 624,869 -4,796
Mar04 031201 98.600 98.625 98.575 98.600 -0.020 43,583 704,163 +1,233
Jun04 031201 98.230 98.250 98.180 98.215 -0.040 71,379 667,777 +12,092
Sep04 031201 97.795 97.810 97.730 97.775 -0.060 67,793 581,955 +4,403
Dec04 031201 97.330 97.345 97.255 97.295 -0.085 60,154 556,408 +42,622
Mar05 031201 96.930 96.940 96.835 96.880 -0.100 35,579 346,194 +10,757
Jun05 031201 96.580 96.585 96.470 96.520 -0.105 13,320 281,393 +2,593
Sep05 031201 96.285 96.285 96.160 96.215 -0.105 12,419 225,783 +2,099
Dec05 031201 96.030 96.030 95.875 95.950 -0.105 6,652 177,241 +756
Mar06 031201 95.805 95.805 95.675 95.735 -0.105 2,852 135,825 +1,683
Jun06 031201 95.575 95.585 95.470 95.535 -0.110 2,815 116,858 +123
Sep06 031201 95.390 95.390 95.300 95.350 -0.110 2,260 93,642 -193
Total Volume and Open Interest 351,245 5,100,938 +73,633
3-Mth Euro-Yen(CME)
Dec03 031201 99.92 99.93 99.92 99.93 unch 21 7,949 +3
Mar04 031201 99.89 99.89 99.89 99.89 unch 0 9,143 -132
Jun04 031201 99.88 99.88 99.88 99.88 +0.01 0 12,610 -341
Sep04 031201 99.82 99.83 99.82 99.83 unch 1 9,638 +716
Dec04 031201 99.72 99.72 99.72 99.72 -0.02 51 3,401 +145
Mar05 031201 99.57 99.57 99.57 99.57 -0.03 30 3,733 -2
Jun05 031201 99.47 99.47 99.47 99.47 -0.03 30 602 +10
Sep05 031201 99.37 99.37 99.36 99.36 -0.03 11 4,448 +9
Dec05 031201 99.26 99.26 99.26 99.26 -0.02 0 44 +0
Mar06 031201 99.14 99.14 99.14 99.14 -0.03 0 229 +0
Total Volume and Open Interest 144 52,735 +408
3-Mth Euro-Yen(SIMEX)
Dec03 031201 99.92 99.93 99.92 99.92 unch 638 43,138 +43,138
Mar04 031201 99.89 99.90 99.89 99.89 unch 2,806 59,736 +59,736
Jun04 031201 99.87 99.88 99.87 99.87 -0.01 1,341 67,972 +67,972
Sep04 031201 99.83 99.84 99.83 99.83 unch 1,560 37,713 +37,713
Dec04 031201 99.76 99.76 99.73 99.73 -0.01 1,057 32,682 +32,682
Mar05 031201 99.60 99.63 99.58 99.59 -0.01 607 19,820 +19,820
Jun05 031201 99.49 99.50 99.49 99.50 -0.01 820 11,067 +11,067
Sep05 031201 99.44 99.44 99.39 99.39 -0.02 463 13,594 +13,594
Total Volume and Open Interest 9,647 300,293 +300,293
German Euro-Bund(EUREX)
Dec03 031201 111.80 111.93 111.56 111.69 -0.19 680,608 771,969 +771,969
Mar04 031201 111.25 111.38 111.05 111.16 -0.20 56,274 137,361 +137,361
Jun04 031201 110.30 110.30 110.30 110.30 -0.11 383 2 +2
Total Volume and Open Interest 737,265 909,332 +909,332
German Euro-Bobl(EUREX)
Dec03 031201 109.53 109.67 109.43 109.51 -0.13 429,074 544,449 +544,449
Mar04 031201 108.99 109.13 108.90 108.97 -0.13 47,274 167,668 +167,668
Jun04 031201 108.30 108.30 108.30 108.30 -0.24 2,840 0 +0
Total Volume and Open Interest 479,188 712,117 +712,117
Long Gilt(LIFFE)
Dec03 031201 114~09 114~24 114~07 114~13 -0~03 29,660 31,274 +31,274
Mar04 031201 105~32 106~17 105~32 106~05 -0~03 16,635 156,673 +156,673
Total Volume and Open Interest 46,295 187,947 +187,947
3-Mth Short Sterling(LIFFE)
Dec03 031201 95.94 95.96 95.93 95.95 unch 19,417 215,704 +215,704
Mar04 031201 95.56 95.58 95.53 95.56 -0.01 16,080 165,620 +165,620
Jun04 031201 95.23 95.26 95.20 95.23 -0.02 11,012 172,933 +172,933
Total Volume and Open Interest 77,030 1,087,405 +1,087,405
3-Mth Euribor(LIFFE)
Dec03 031201 97.820 97.835 97.820 97.830 +0.005 43,812 556,247 +556,247
Mar04 031201 97.660 97.675 97.640 97.645 -0.025 73,878 492,531 +492,531
Jun04 031201 97.390 97.405 97.360 97.370 -0.040 90,975 417,697 +417,697
Total Volume and Open Interest 416,678 2,672,661 +2,672,661
3-Mth Aus T-Bills(SFE)
Dec03 031201 94.57 94.58 94.56 94.58 -0.01 4,063 133,417 +133,417
Mar04 031201 94.23 94.23 94.20 94.23 -0.03 8,215 163,692 +163,692
Jun04 031201 94.06 94.06 94.03 94.06 -0.04 1,053 65,820 +65,820
Sep04 031201 93.94 93.95 93.92 93.94 -0.05 740 28,374 +28,374
Dec04 031201 93.84 93.85 93.83 93.84 -0.05 185 20,822 +20,822
Mar05 031201 93.74 93.75 93.74 93.74 -0.06 280 17,532 +17,532
Jun05 031201 93.65 93.67 93.65 93.67 -0.06 15 12,707 +12,707
Sep05 031201 93.58 93.59 93.58 93.59 -0.08 20 5,393 +5,393
Dec05 031201 93.52 93.55 93.52 93.55 -0.07 0 2,064 +2,064
Mar06 031201 93.51 93.51 93.51 93.51 -0.07 0 740 +740
Total Volume and Open Interest 14,571 451,183 +451,183
10-Year Aus T-Bonds(SFE)
Dec03 031201 93.99 94.00 93.96 94.00 -0.04 6,774 188,485 +6,196
Mar04 031201 93.95 93.96 93.95 93.96 -0.07 13 5 +5
Total Volume and Open Interest 7,694 182,289 +182,289
3-Year Aus T-Bonds(SFE)
Dec03 031201 94.11 94.11 94.08 94.11 -0.04 21,473 451,080 +451,080
Mar04 031201 93.98 93.98 93.98 93.98 -0.04 0 126 +126
Total Volume and Open Interest 21,473 451,206 +451,206
Gold(CMX)
Dec03 031201 398.5 402.9 397.0 402.7 +5.9 74,334 32,678 +0
Feb04 031201 400.0 404.0 397.8 403.8 +5.8 76,377 177,740 +0
Apr04 031201 401.0 405.0 399.0 404.7 +5.8 770 10,843 +0
Jun04 031201 402.0 406.1 399.8 405.7 +5.8 2,332 15,077 +0
Aug04 031201 406.7 406.7 406.7 406.7 +5.8 17 7,440 +0
Oct04 031201 407.7 407.7 407.7 407.7 +5.8 0 796 +0
Total Volume and Open Interest 155,173 286,057 +547
Silver(CMX)
Dec03 031201 535.5 555.0 535.5 544.5 +9.0 27,851 12,213 +0
Mar04 031201 539.0 557.0 538.5 547.0 +8.8 28,810 77,652 +0
May04 031201 542.0 557.0 542.0 548.1 +8.8 291 2,631 +0
Jul04 031201 552.5 558.0 547.0 549.3 +8.8 343 2,798 +0
Sep04 031201 550.4 550.4 550.4 550.4 +8.8 10 584 +0
Total Volume and Open Interest 58,533 107,781 +19
Platinum(NYM)
Jan04 031201 770.0 776.0 769.0 774.0 +6.1 301 8,352 +0
Apr04 031201 761.0 768.0 761.0 767.0 +6.1 13 801 +0
Total Volume and Open Interest 314 9,153 +0
Palladium(NYME)
Dec03 031201 186.50 189.00 186.00 189.00 +0.20 1,839 1,550 +0
Mar04 031201 188.00 191.00 187.00 191.00 +0.25 1,845 4,213 +0
Jun04 031201 191.50 191.75 190.00 191.75 +0.25 45 360 +0
Total Volume and Open Interest 3,729 6,123 +0
Copper(CMX)
Dec03 031201 94.30 95.75 94.00 95.55 +4.85 16,743 9,378 +0
Mar04 031201 94.90 96.25 94.50 96.10 +4.70 18,897 63,100 +0
May04 031201 94.85 95.65 94.60 95.65 +4.30 262 3,704 +0
Jul04 031201 94.40 95.40 94.40 95.40 +4.10 173 2,868 +0
Sep04 031201 94.50 95.15 94.40 95.15 +3.95 52 1,578 +0
Total Volume and Open Interest 37,612 90,650 +1
DJIA Index(CBOT)
Dec03 031201 9826 9898 9807 9890 +103 2,286 35,263 -506
Mar04 031201 9805 9870 9785 9864 +104 34 3,208 +8
Jun04 031201 9840 9840 9840 9840 +104 0 2 +0
Total Volume and Open Interest 2,320 38,473 -498
S & P 500(CME)
Dec03 031201 1062.50 1070.50 1061.50 1069.10 +11.30 21,128 525,690 -4,138
Mar04 031201 1060.50 1068.30 1060.50 1067.70 +11.30 1,948 68,425 +949
Jun04 031201 1068.00 1068.00 1067.20 1067.20 +11.40 0 3,849 +0
Sep04 031201 1067.20 1067.20 1067.20 1067.20 +11.40 0 430 +0
Total Volume and Open Interest 23,076 598,497 -3,189
S & P 500 E-Mini(Globex)
Dec03 031201 1059.00 1070.50 1055.75 1069.00 +11.25 135,440 473,311 -12,133
Mar04 031201 1055.00 1068.50 1054.75 1067.75 +11.25 97 2,501 +110
Total Volume and Open Interest 135,537 475,812 -12,023
NASDAQ 100(CME)
Dec03 031201 1436.00 1448.00 1427.50 1443.50 +18.50 4,867 77,480 -7,328
Mar04 031201 1438.00 1450.00 1438.00 1447.00 +18.50 51 2,905 +38
Jun04 031201 1450.50 1450.50 1450.50 1450.50 +18.50 0 47 +0
Total Volume and Open Interest 4,918 80,432 -7,290
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031201 1424.0 1448.0 1421.5 1443.5 +18.5 61,838 246,900 -42,253
Mar04 031201 1428.5 1450.0 1428.5 1447.0 +18.5 141 1,652 +178
Total Volume and Open Interest 61,979 248,552 -42,075
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031201 569.50 575.50 569.50 575.00 +7.95 262 16,501 +160
Mar04 031201 574.90 574.90 574.90 574.90 +8.05      
Jun04 031201 575.35 575.35 575.35 575.35 +8.05 0 1 +0
Total Volume and Open Interest 262 16,502 +160
Russell 2000(CME)
Dec03 031201 549.50 555.50 549.50 555.10 +8.60 1,019 21,762 +179
Mar04 031201 555.20 555.20 555.20 555.20 +8.70 0 1 +0
Jun04 031201 555.10 555.10 555.10 555.10 +8.60      
Total Volume and Open Interest 1,019 21,763 +179
Value Line(KCBT)
Dec03 031201 1479.00 1492.00 1479.00 1492.00 +22.00 9 40 +6
Total Volume and Open Interest 10 44 +6
Nikkei 225(CME)
Dec03 031201 10465 10520 10410 10490 +325 1,415 33,583 -247
Mar04 031201 10525 10525 10450 10500 +325 21 171 +1
Total Volume and Open Interest 1,436 33,785 -246
Nikkei 225(SIMEX)
Dec03 031201 10050 10450 9905 10410 +265 17,076 144,289 +144,289
Mar04 031201 9980 10405 9920 10405 +265 3 5,083 +5,083
Jun04 031201 10360 10360 10360 10360 +265      
Total Volume and Open Interest 17,079 149,372 +149,372
CAC 40(MATIF)
Dec03 031201 3451.0 3513.0 3451.0 3494.5 +59.5 127,649 378,200 +81,095
Jan04 031201 3470.0 3502.5 3470.0 3499.5 +59.0 1,217 1,055 +0
Feb04 031201 3504.5 3504.5 3504.5 3504.5        
DAX Index(EUREX)
Dec03 031201 3785.0 3838.0 3782.5 3831.5 +84.0 72,416 283,002 +329
Mar04 031201 3813.5 3852.5 3809.0 3851.5 +84.0 689 13,424 +111
Jun04 031201 3834.0 3874.0 3834.0 3874.0 +85.0 92 4,713 +49
Total Volume and Open Interest 73,197 301,139 +489
FT-SE 100(LIFFE)
Dec03 031201 4370.00 4420.50 4368.50 4415.50 +69.50 38,884 409,760 +409,760
Mar04 031201 4377.00 4415.00 4369.00 4410.50 +69.50 271 29,528 +29,528
Jun04 031201 4403.00 4423.50 4403.00 4423.50 +68.50 0 9,029 +9,029
Total Volume and Open Interest 39,155 449,968 +449,968
SPI 200(SFE)
Dec03 031201 3186.0 3189.0 3168.0 3184.0 -5.0 9,671 159,283 +159,283
Mar04 031201 3198.0 3198.0 3184.0 3196.0 -5.0 995 5,473 +5,473
Jun04 031201 3207.0 3207.0 3207.0 3207.0 -6.0 9 3,094 +3,094
Total Volume and Open Interest 10,678 169,808 +169,808
GSCI(CME)
Dec03 031201 243.90 247.30 243.90 247.30 +2.60 179 12,551 -78
Jan04 031201 243.25 246.70 243.25 246.70 +2.10 109 107 +99
Feb04 031201 243.00 243.00 243.00 243.00 +1.00      
Total Volume and Open Interest 288 12,658 +21
Reuters CRB Index(NYBOT)
Jan04 031201 255.50 255.50 244.50 253.50 +4.50      
Feb04 031201 254.00 254.00 251.00 252.00 +4.75      
Apr04 031201 252.00 252.00 251.00 251.00 +5.00      
Total Volume and Open Interest      
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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