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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue December 02, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031202 755.50 777.00 753.00 773.25 +12.25 35,686 108,175 -1,991
Mar04 031202 755.00 776.00 752.00 772.50 +13.50 13,560 48,987 +2,708
May04 031202 738.00 758.00 738.00 753.75 +9.00 6,246 43,170 +267
Jul04 031202 725.00 741.00 723.00 737.50 +8.75 3,309 23,202 +413
Aug04 031202 696.00 711.00 696.00 710.00 +8.00 318 4,437 +20
Sep04 031202 652.00 658.00 652.00 656.50 +7.00 78 1,358 +80
Nov04 031202 585.50 598.00 585.50 596.50 +7.25 974 13,979 -16
Total Volume and Open Interest 60,171 243,355 +1,481
Soybean Meal(CBOT)
Dec03 031202 227.70 233.70 227.30 232.30 +4.00 8,681 6,544 -3,304
Jan04 031202 227.50 234.30 227.20 232.60 +4.20 11,897 33,604 -639
Mar04 031202 226.50 233.70 226.00 231.90 +4.40 10,221 37,597 +1,866
May04 031202 223.50 230.30 223.00 228.20 +3.90 4,524 40,644 +863
Jul04 031202 219.00 225.50 219.00 224.00 +4.20 2,096 22,179 +277
Aug04 031202 211.00 216.50 211.00 216.00 +4.50 375 5,960 -3
Sep04 031202 198.50 203.50 198.50 202.00 +3.50 712 4,579 -144
Oct04 031202 177.50 182.10 177.50 181.50 +3.80 124 4,660 +23
Total Volume and Open Interest 39,159 167,950 -1,162
Soybean Oil(CBOT)
Dec03 031202 27.90 28.15 27.70 28.10 unch 3,842 9,421 -1,902
Jan04 031202 27.40 27.78 27.25 27.72 +0.11 14,210 49,303 +3
Mar04 031202 27.15 27.48 26.97 27.41 +0.16 5,714 44,539 +1,318
May04 031202 26.60 27.00 26.48 26.92 +0.16 4,221 38,199 -240
Jul04 031202 26.10 26.35 25.92 26.31 +0.14 3,410 32,156 -944
Aug04 031202 25.45 25.65 25.45 25.65 +0.10 341 3,805 +88
Sep04 031202 24.60 24.80 24.60 24.80 +0.20 40 2,432 +9
Oct04 031202 23.42 23.42 23.42 23.42 unch 64 2,596 -3
Total Volume and Open Interest 32,333 191,127 -1,626
Canola(WCE)
Jan04 031202 364.0 365.0 362.5 363.6 -2.5 2,483 20,917 +1,264
Mar04 031202 370.0 370.0 367.5 368.4 -2.2 1,430 10,136 +335
May04 031202 372.5 372.5 372.5 372.5 -2.2 275 4,557 +75
Jul04 031202 378.0 378.0 377.4 377.6 -0.3 15 3,647 +15
Sep04 031202 340.9 340.9 340.9 340.9 unch      
Total Volume and Open Interest 4,203 43,766 +1,689
Corn(CBOT)
Dec03 031202 245.75 247.00 244.25 245.75 -0.75 21,146 40,042 -8,897
Mar04 031202 249.00 249.50 247.25 248.25 -1.00 48,058 284,527 +6,215
May04 031202 252.00 252.00 250.00 250.75 -1.25 4,228 44,006 +420
Jul04 031202 253.00 253.25 251.25 252.00 -1.00 1,532 35,735 -176
Sep04 031202 249.25 249.50 248.25 248.75 -0.50 53 6,971 +7
Dec04 031202 246.75 248.25 246.25 247.25 +0.25 1,054 31,448 +294
Total Volume and Open Interest 76,098 445,817 -2,138
Wheat(CBOT)
Dec03 031202 392.50 396.00 386.00 395.75 unch 1,239 2,352 -1,991
Mar04 031202 406.50 408.00 399.00 406.50 -2.25 15,102 95,006 +463
May04 031202 398.00 401.00 394.00 398.00 -1.00 544 6,841 +57
Jul04 031202 368.00 372.00 365.50 370.25 +0.75 1,415 10,521 -2
Sep04 031202 368.00 376.00 368.00 374.00 +1.50 17 476 +6
Total Volume and Open Interest 18,368 116,010 -1,440
Wheat(KCBT)
Dec03 031202 408.00 410.00 403.00 410.00 unch 994 1,765 -612
Mar04 031202 402.00 404.00 397.00 403.75 -1.75 8,644 54,561 +2,138
May04 031202 394.00 396.00 390.50 395.00 -1.00 362 4,082 +171
Jul04 031202 371.00 374.00 369.50 374.00 +0.25 645 4,887 +245
Sep04 031202 373.50 376.00 373.50 376.00 -1.00 22 319 +19
Total Volume and Open Interest 10,684 65,961 +1,962
Wheat(MGE)
Dec03 031202 398.50 399.00 395.00 399.00 +0.25 292 366 -172
Mar04 031202 402.00 404.00 396.00 403.00 -2.25 2,644 23,590 +450
May04 031202 391.25 397.00 390.00 395.00 -2.25 156 3,450 -99
Jul04 031202 382.50 383.00 380.00 381.00 -2.00 22 673 +8
Sep04 031202 370.00 370.00 366.00 369.00 -2.00 8 479 +2
Total Volume and Open Interest 3,123 28,725 +190
Oats(CBOT)
Dec03 031202 143.50 144.00 141.50 142.00 unch 249 148 -103
Mar04 031202 147.50 148.50 146.00 148.25 +2.75 2,494 4,509 -555
May04 031202 150.00 151.00 149.00 151.00 +2.50 48 320 +12
Jul04 031202 154.50 154.50 152.00 152.50 +1.00 0 82 +0
Total Volume and Open Interest 2,792 5,064 -646
Rough Rice(CBOT)
Jan04 031202 8.56 8.69 8.48 8.68 +0.15 517 5,253 +89
Mar04 031202 8.64 8.82 8.62 8.81 +0.18 184 1,816 +41
May04 031202 8.72 8.90 8.72 8.90 +0.18 0 689 +0
Jul04 031202 8.98 8.98 8.98 8.98 +0.20 17 385 -2
Total Volume and Open Interest 718 8,162 +128
Live Cattle(CME)
Dec03 031202 98.900 99.650 97.950 99.575 +0.550 5,599 24,210 -1,421
Feb04 031202 93.600 94.725 93.150 94.700 +1.075 7,627 49,639 +1,777
Apr04 031202 83.750 84.550 83.500 84.525 +0.525 2,670 19,959 +768
Jun04 031202 76.900 77.200 76.550 77.150 +0.250 846 11,818 +368
Aug04 031202 75.000 75.350 74.900 75.250 +0.300 114 3,547 +13
Oct04 031202 77.900 78.500 77.800 78.450 +0.650 76 1,309 +42
Total Volume and Open Interest 17,013 112,128 +1,549
Feeder Cattle(CME)
Jan04 031202 101.200 102.150 100.800 101.850 +1.150 1,811 10,028 +61
Mar04 031202 94.450 95.250 94.150 95.100 +0.800 646 3,100 +135
Apr04 031202 91.600 92.200 91.100 92.000 +0.900 92 959 +16
May04 031202 92.000 92.750 91.800 92.500 +0.575 151 2,255 +49
Aug04 031202 92.000 92.850 92.000 92.750 +0.650 78 1,029 +22
Sep04 031202 91.750 91.750 91.750 91.750 +0.650 18 407 +9
Oct04 031202 91.500 92.000 91.500 91.850 +0.350 7 11 +6
Total Volume and Open Interest 2,804 17,790 +299
Lean Hogs(CME)
Dec03 031202 50.650 50.950 49.900 50.100 -0.925 3,625 8,079 -1,040
Feb04 031202 56.350 56.650 55.550 56.150 -0.500 6,367 24,973 +787
Apr04 031202 58.500 58.900 57.750 58.750 -0.225 1,233 6,936 +471
May04 031202 60.700 60.700 59.800 60.550 -0.425 66 923 +32
Jun04 031202 64.400 64.550 63.500 63.875 -1.025 406 2,348 +155
Jul04 031202 61.800 61.800 61.325 61.450 -0.725 32 658 +11
Aug04 031202 58.750 59.300 58.100 59.300 -0.175 25 478 +15
Oct04 031202 51.500 51.500 51.200 51.200 -0.500 16 319 +5
Total Volume and Open Interest 11,770 44,812 +436
Pork Bellies(CME)
Feb04 031202 88.500 89.375 87.800 88.625 unch 373 1,994 -1
Mar04 031202 88.050 88.950 87.500 87.500 -0.050 9 183 +4
May04 031202 88.700 88.700 88.700 88.700 +0.200 0 164 +0
Jul04 031202 90.700 91.250 90.700 91.250 +0.350 1 57 +1
Aug04 031202 90.000 90.000 90.000 90.000 unch 1 10 +1
Total Volume and Open Interest 384 2,408 +5
BFP Milk Class III(CME)
Nov03 031128 13.49 13.49 13.49 13.49 unch 6 6,041 +2
Dec03 031202 11.40 11.55 11.29 11.50 +0.07 78 3,964 +13
Jan04 031202 11.47 11.65 11.40 11.60 +0.10 258 2,258 +56
Feb04 031202 11.32 11.48 11.32 11.40 +0.10 111 1,713 +25
Mar04 031202 11.35 11.41 11.35 11.41 +0.06 71 1,580 +9
Total Volume and Open Interest 611 16,381 +133
Cocoa(NYBOT)
Dec03 031202 1550 1550 1535 1535 -12 35 94 -98
Mar04 031202 1545 1580 1532 1540 -12 6,268 30,998 -1,448
May04 031202 1532 1570 1531 1534 -11 448 14,747 +86
Jul04 031202 1530 1567 1530 1534 -10 365 12,293 +183
Sep04 031202 1536 1567 1536 1536 -10 200 7,328 +33
Dec04 031202 1547 1577 1546 1546 -11 243 8,777 +10
Mar05 031202 1559 1559 1556 1556 -11 0 3,283 +0
Total Volume and Open Interest 7,626 91,547 -1,227
Coffee "C"(NYBOT)
Dec03 031202 61.00 62.75 60.75 62.00 +2.40 56 185 -56
Mar04 031202 64.00 65.50 63.40 64.90 +2.50 13,996 57,596 -68
May04 031202 65.75 67.05 65.30 66.70 +2.45 1,141 8,005 +129
Jul04 031202 67.50 69.00 67.40 68.50 +2.45 192 5,204 +100
Sep04 031202 69.20 70.50 69.20 70.25 +2.45 72 5,819 +129
Dec04 031202 71.90 73.00 71.90 72.75 +2.35 54 3,199 -9
Total Volume and Open Interest 15,557 81,786 +299
Orange Juice(NYBOT)
Jan04 031202 71.30 71.30 69.30 69.40 -1.20 2,476 16,627 -676
Mar04 031202 74.00 74.30 72.70 72.80 -1.05 1,218 12,282 +999
May04 031202 76.50 76.80 75.40 75.40 -0.95 56 5,440 -21
Jul04 031202 78.85 78.85 78.25 78.25 -0.60 1 539 +2
Sep04 031202 80.65 80.65 80.65 80.65 -0.85 0 480 +0
Total Volume and Open Interest 3,771 35,635 +323
Sugar #11(NYBOT)
Mar04 031202 6.30 6.38 6.30 6.38 +0.09 12,440 106,872 -3,908
May04 031202 6.32 6.37 6.32 6.37 +0.06 1,822 23,676 +639
Jul04 031202 6.18 6.21 6.18 6.21 +0.06 1,815 28,206 +861
Oct04 031202 6.22 6.24 6.21 6.23 +0.05 957 18,050 +18
Mar05 031202 6.33 6.37 6.33 6.37 +0.04 71 7,213 -124
Total Volume and Open Interest 17,201 189,749 -2,472
London Cocoa(LCE)
Dec03 031202 900 916 888 890 -9 2,592 27,501 -547
Mar04 031202 932 949 920 923 -8 5,516 46,304 +789
May04 031202 950 966 941 941 -7 684 18,018 +217
Jul04 031202 967 985 960 961 -6 528 20,399 +165
Sep04 031202 975 989 970 971 -5 238 20,106 +75
Dec04 031202 976 1000 975 978 -4 129 40,209 +109
Mar05 031202 988 1005 985 987 -6 336 16,369 -523
Total Volume and Open Interest 10,026 190,104 +286
London Coffee(LCE)
Jan04 031202 689.00 704.00 689.00 696.00 +18.00 8,306 56,213 +593
Mar04 031202 706.00 718.00 704.00 710.00 +17.00 2,737 36,463 +809
May04 031202 721.00 734.00 720.00 726.00 +17.00 847 24,060 +653
Jul04 031202 739.00 749.00 739.00 741.00 +16.00 214 12,637 -56
Sep04 031202 748.00 763.00 748.00 755.00 +15.00 87 10,150 -8
Nov04 031202 770.00 776.00 769.00 770.00 +16.00 22 5,893 +3
Total Volume and Open Interest 12,253 146,669 +2,031
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031202 189.90 195.00 189.80 194.10 +4.50 1,178 18,948 +532
May04 031202 190.00 192.00 190.00 191.50 +2.40 253 7,461 -105
Aug04 031202 188.50 190.60 187.70 189.80 +1.60 656 6,827 +123
Oct04 031202 189.50 190.00 188.60 189.90 +1.30 337 3,603 +189
Total Volume and Open Interest 2,424 38,069 +739
Cotton(NYBOT)
Dec03 031202 70.00 70.00 67.50 68.50 +0.25 72 91 -249
Mar04 031202 72.65 73.90 72.25 73.58 +0.49 7,851 55,774 -4,117
May04 031202 73.20 74.75 73.10 74.39 +0.04 2,592 13,085 -680
Jul04 031202 73.80 75.70 73.80 74.90 +0.16 968 5,690 +254
Oct04 031202 66.35 66.55 66.35 66.55 +0.20 26 345 -4
Dec04 031202 66.00 67.00 66.00 67.00 +0.20 285 4,038 +227
Total Volume and Open Interest 11,794 80,106 -4,519
Lumber(CME)
Jan04 031202 300.0 303.0 298.2 298.2 -10.0 418 1,529 +53
Mar04 031202 311.0 313.0 307.4 307.4 -10.0 113 377 +28
May04 031202 321.9 321.9 313.0 313.0 -9.1 9 77 +0
Jul04 031202 323.1 323.9 322.9 322.9 -10.0 0 21 +0
Total Volume and Open Interest 540 2,004 +81
Crude Oil(NYM)
Jan04 031202 30.20 30.97 30.20 30.78 +0.83 67,095 157,541 -15,519
Feb04 031202 30.08 30.78 30.05 30.62 +0.82 28,836 59,089 +4,410
Mar04 031202 29.75 30.33 29.70 30.22 +0.75 9,168 45,481 +1,561
Apr04 031202 29.50 29.88 29.50 29.81 +0.70 3,291 28,778 +612
May04 031202 29.40 29.40 29.30 29.40 +0.65 1,403 16,309 -175
Jun04 031202 28.57 29.05 28.57 28.99 +0.60 3,328 32,601 -134
Jul04 031202 28.55 28.59 28.55 28.59 +0.56 1,102 16,943 +189
Aug04 031202 28.24 28.24 28.24 28.24 +0.53 615 10,778 +350
Sep04 031202 27.80 27.95 27.80 27.95 +0.50 501 16,135 -266
Oct04 031202 27.43 27.67 27.43 27.67 +0.47 649 11,827 +1,291
Nov04 031202 27.43 27.43 27.43 27.43 +0.44 615 9,037 +459
Dec04 031202 26.95 27.30 26.95 27.21 +0.41 3,167 33,395 -1,512
Jan05 031202 26.80 27.10 26.80 27.00 +0.39 2,955 10,812 +859
Feb05 031202 26.85 26.85 26.85 26.85 +0.38 60 4,096 +38
Mar05 031202 26.72 26.72 26.72 26.72 +0.37 25 2,664 +205
Apr05 031202 26.59 26.59 26.59 26.59 +0.36 0 1,991 +0
Total Volume and Open Interest 123,460 539,160 -7,180
Heating Oil(NYM)
Jan04 031202 84.60 86.90 84.45 86.26 +2.86 17,978 59,223 +984
Feb04 031202 84.60 86.65 84.60 86.20 +2.63 7,000 22,532 -681
Mar04 031202 83.00 84.30 82.90 84.05 +2.18 3,704 17,381 +583
Apr04 031202 80.25 81.00 80.25 80.50 +1.83 764 7,707 +94
May04 031202 77.75 78.00 77.30 77.30 +1.58 411 4,646 +195
Jun04 031202 75.60 76.00 75.35 75.35 +1.48 420 7,359 +258
Jul04 031202 75.00 75.00 74.25 74.25 +1.38 330 2,944 +233
Aug04 031202 74.30 75.00 74.20 74.20 +1.28 94 2,606 -12
Sep04 031202 74.50 75.50 74.50 74.80 +1.23 0 1,701 +4
Oct04 031202 76.25 76.25 75.40 75.40 +1.18 0 1,008 +6
Nov04 031202 75.60 76.75 75.60 75.90 +1.18 2 1,098 +3
Dec04 031202 77.25 77.25 76.40 76.40 +1.18 265 4,430 -321
Total Volume and Open Interest 30,968 135,641 -7,127
Unleaded Gas(NYM)
Jan04 031202 82.90 84.90 82.80 84.18 +2.01 22,079 55,828 -3,806
Feb04 031202 83.40 85.20 83.25 84.52 +2.08 4,774 10,539 +956
Mar04 031202 83.50 85.45 83.50 85.07 +2.03 1,858 5,999 +655
Apr04 031202 92.00 92.00 91.87 91.87 +1.98 1,853 8,866 +857
May04 031202 91.42 91.42 91.42 91.42 +1.88 394 5,568 +142
Jun04 031202 90.02 90.02 90.02 90.02 +1.78 709 3,269 +500
Jul04 031202 88.02 88.02 88.02 88.02 +1.68 0 150 +0
Aug04 031202 85.57 85.57 85.57 85.57 +1.58 269 301 +151
Sep04 031202 82.52 82.52 82.52 82.52 +1.53 45 960 +135
Oct04 031202 78.62 78.62 78.62 78.62 +1.13      
Total Volume and Open Interest 31,981 91,480  
Natural Gas(NYM)
Jan04 031202 5.440 5.650 5.310 5.579 +0.296 52,521 65,019 -3,580
Feb04 031202 5.460 5.600 5.330 5.565 +0.287 8,242 30,688 -829
Mar04 031202 5.330 5.500 5.200 5.392 +0.249 8,118 26,145 -534
Apr04 031202 4.850 4.900 4.750 4.861 +0.118 4,697 21,787 +625
May04 031202 4.760 4.850 4.700 4.791 +0.098 1,578 18,434 +267
Jun04 031202 4.760 4.820 4.710 4.809 +0.098 821 14,330 +316
Jul04 031202 4.780 4.835 4.720 4.827 +0.098 688 11,750 +26
Aug04 031202 4.840 4.842 4.730 4.842 +0.096 1,097 11,899 +414
Sep04 031202 4.800 4.825 4.735 4.823 +0.087 941 10,979 +453
Oct04 031202 4.820 4.833 4.740 4.833 +0.095 836 10,860 +207
Nov04 031202 4.970 4.980 4.870 4.975 +0.085 345 9,844 +35
Dec04 031202 5.100 5.138 5.035 5.138 +0.083 620 11,686 +310
Jan05 031202 5.200 5.248 5.150 5.248 +0.078 752 7,946 +459
Feb05 031202 5.150 5.200 5.100 5.200 +0.075 38 8,057 +14
Mar05 031202 5.000 5.015 4.950 5.015 +0.035 33 7,224 +26
Apr05 031202 4.570 4.620 4.570 4.620 +0.015 143 7,386 +166
Total Volume and Open Interest 83,509 334,613 -1,066
Brent Crude Oil(IPE)
Jan04 031202 28.30 29.20 28.27 28.94 +0.69 50,348 76,356 -10,445
Feb04 031202 28.08 28.88 28.00 28.66 +0.66 21,641 66,627 -78
Mar04 031202 27.82 28.55 27.81 28.39 +0.62 4,329 22,788 +1,025
Apr04 031202 27.58 28.17 27.52 28.04 +0.55 670 11,683 -54
May04 031202 27.23 27.80 27.23 27.71 +0.50 216 11,080 +16
Jun04 031202 26.99 27.52 26.90 27.39 +0.45 1,305 26,123 -377
Jul04 031202 26.66 27.22 26.65 27.09 +0.40 0 10,127 +0
Aug04 031202 26.68 26.80 26.66 26.80 +0.34 0 7,376 +0
Sep04 031202 26.18 26.52 26.18 26.52 +0.26 0 6,342 +0
Oct04 031202 26.15 26.30 26.15 26.30 +0.23 0 3,105 +0
Nov04 031202 26.08 26.10 26.06 26.10 +0.21 0 3,419 +0
Dec04 031202 25.68 26.08 25.65 25.94 +0.20 1,723 29,028 +778
Total Volume and Open Interest 80,242 303,460 -9,135
Gas Oil(IPE)
Dec03 031202 248.50 256.50 247.75 255.50 +8.50 16,400 30,468 -6,655
Jan04 031202 247.00 255.00 246.50 254.25 +8.75 11,857 39,019 -433
Feb04 031202 244.25 251.00 244.00 250.50 +7.75 3,210 15,332 +2,166
Mar04 031202 238.75 245.00 238.75 244.25 +7.00 610 6,202 +300
Apr04 031202 233.00 238.25 233.00 238.25 +6.50 900 7,237 -800
May04 031202 233.25 233.25 233.25 233.25 +5.50 0 5,305 +0
Jun04 031202 226.50 232.00 226.00 230.50 +4.75 661 11,044 +61
Jul04 031202 230.00 230.25 230.00 230.25 +4.50 0 3,334 +0
Aug04 031202 227.75 230.00 227.75 230.00 +4.50 0 2,021 +0
Sep04 031202 227.75 229.75 227.75 229.75 +4.25 500 2,637 -500
Total Volume and Open Interest 35,544 149,396 -5,485
US Dollar Index(NYBOT)
Dec03 031202 90.40 90.40 89.65 89.67 -0.76 1,734 18,601 +357
Mar04 031202 90.80 90.80 90.03 90.08 -0.76 458 2,826 +205
Jun04 031202 90.53 90.53 90.53 90.53 -0.76 0 16 +0
Total Volume and Open Interest 2,192 21,444 +562
Australian Dollar(CME)
Dec03 031202 72.71 73.17 72.67 72.98 +0.36 2,560 58,859 +19
Mar04 031202 71.99 72.39 71.90 72.22 +0.36 851 2,777 +402
Jun04 031202 71.46 71.46 71.46 71.46 +0.36 0 233 +0
Total Volume and Open Interest 3,411 61,962 +421
British Pound(CME)
Dec03 031202 171.94 172.94 171.92 172.72 +0.94 6,388 69,579 -1,263
Mar04 031202 170.78 171.70 170.72 171.50 +0.94 1,215 1,877 +590
Jun04 031202 170.18 170.18 170.18 170.18 +0.94 0 3 +0
Total Volume and Open Interest 7,603 71,464 -673
Canadian Dollar(CME)
Dec03 031202 76.55 77.14 76.50 76.93 +0.26 7,169 72,651 -146
Mar04 031202 76.27 76.85 76.21 76.63 +0.25 671 7,591 -32
Jun04 031202 75.95 76.40 75.95 76.38 +0.25 1 1,366 +12
Sep04 031202 75.84 76.35 75.84 76.15 +0.25 0 726 +0
Total Volume and Open Interest 7,841 82,606 -166
Japanese Yen(CME)
Dec03 031202 91.53 92.17 91.48 92.09 +0.75 10,585 132,439 +349
Mar04 031202 91.82 92.43 91.79 92.37 +0.75 1,167 2,988 +626
Jun04 031202 92.17 92.66 92.17 92.66 +0.75 2 208 +1
Total Volume and Open Interest 11,754 135,688 +976
Swiss Franc(CME)
Dec03 031202 77.01 77.88 76.90 77.66 +0.54 4,803 66,418 -691
Mar04 031202 77.19 78.00 77.12 77.83 +0.54 1,073 2,508 +941
Jun04 031202 77.99 77.99 77.99 77.99 +0.54 14 127 +14
Total Volume and Open Interest 5,916 69,106 +285
EuroFX(CME)
Dec03 031202 119.69 120.88 119.66 120.77 +1.09 13,023 123,612 -4,366
Mar04 031202 119.39 120.58 119.37 120.47 +1.08 1,625 4,282 +696
Jun04 031202 119.11 120.25 119.11 120.19 +1.08 173 263 +100
Total Volume and Open Interest 14,885 128,332 -3,510
Mexican Peso(CME)
Dec03 031202 8775.0 8825.0 8765.0 8813.0 +56.0 2,889 35,764 -962
Mar04 031202 8655.0 8700.0 8655.0 8698.0 +56.0 696 6,972 +621
Total Volume and Open Interest 3,590 43,183 -336
30-Year T-Bonds(CBOT)
Dec03 031202 108~26 109~07 108~09 109~00 +0~05 99,402 209,630 -37,592
Mar04 031202 107~12 107~23 106~25 107~17 +0~05 303,869 291,746 +25,624
Jun04 031202 106~05 106~05 106~05 106~05 +0~05 103 570 +2
Total Volume and Open Interest 403,426 502,349 -11,949
Municipal Bonds(CBOT)
Dec03 031202 102~05 102~09 101~22 102~03 +0~05 521 2,099 +40
Mar04 031202 100~28 101~00 100~16 100~26 +0~04 333 340 +118
Total Volume and Open Interest 854 2,439 +158
10-Year T-Notes(CBOT)
Dec03 031202 112~000 112~065 111~195 112~040 +0~050 256,597 314,520 -82,129
Mar04 031202 110~140 110~210 110~000 110~180 +0~055 807,407 736,115 +76,069
Total Volume and Open Interest 1,064,005 1,050,664 -6,060
5-Year T-Notes(CBOT)
Dec03 031202 111~130 111~160 111~050 111~160 +0~045 80,117 0 +0
Mar04 031202 110~020 110~060 109~255 110~055 +0~050 342,267 0 +0
Total Volume and Open Interest 422,384    
2 Year T-Notes(CBOT)
Dec03 031202 107~004 107~007 106~120 107~006 +0~006 14,436 50,334 -10,101
Mar04 031202 106~033 106~041 106~026 106~039 +0~007 22,926 107,751 +10,977
Total Volume and Open Interest 37,362 158,085 +876
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031202 98.808 98.810 98.802 98.808 unch 88,171 608,050 -16,819
Mar04 031202 98.590 98.610 98.590 98.600 unch 163,638 712,366 +8,203
Jun04 031202 98.225 98.240 98.200 98.235 +0.020 178,487 673,695 +5,918
Sep04 031202 97.790 97.835 97.755 97.825 +0.050 196,913 595,983 +14,028
Dec04 031202 97.315 97.370 97.265 97.360 +0.065 169,376 580,994 +24,586
Mar05 031202 96.900 96.950 96.845 96.945 +0.065 50,495 348,340 +2,146
Jun05 031202 96.535 96.580 96.480 96.570 +0.050 39,356 281,156 -237
Sep05 031202 96.230 96.265 96.175 96.260 +0.045 35,011 227,966 +2,183
Dec05 031202 95.960 95.995 95.910 95.995 +0.045 17,281 177,896 +655
Mar06 031202 95.745 95.785 95.690 95.775 +0.040 11,768 137,578 +1,753
Jun06 031202 95.560 95.580 95.495 95.570 +0.035 12,213 118,150 +1,292
Sep06 031202 95.390 95.390 95.300 95.380 +0.030 11,809 92,813 -829
Total Volume and Open Interest 1,004,220 5,147,493 +46,555
3-Mth Euro-Yen(CME)
Dec03 031202 99.93 99.93 99.93 99.93 unch 202 7,949 +0
Mar04 031202 99.89 99.89 99.89 99.89 unch 107 8,499 -644
Jun04 031202 99.88 99.88 99.88 99.88 unch 5 12,068 -542
Sep04 031202 99.82 99.82 99.82 99.82 -0.01 47 9,684 +46
Dec04 031202 99.72 99.73 99.72 99.73 +0.01 186 3,347 -54
Mar05 031202 99.57 99.57 99.57 99.57 unch 100 3,833 +100
Jun05 031202 99.47 99.47 99.47 99.47 unch 1 602 +0
Sep05 031202 99.36 99.36 99.35 99.36 unch 10 4,258 -190
Dec05 031202 99.25 99.25 99.25 99.25 -0.01 0 44 +0
Mar06 031202 99.13 99.13 99.13 99.13 -0.01 0 229 +0
Total Volume and Open Interest 658 51,451 -1,284
3-Mth Euro-Yen(SIMEX)
Dec03 031202 99.92 99.93 99.92 99.93 +0.01 57 43,169 +31
Mar04 031202 99.89 99.89 99.89 99.89 unch 2,578 60,937 +1,201
Jun04 031202 99.87 99.88 99.87 99.88 +0.01 2,107 68,934 +962
Sep04 031202 99.82 99.82 99.82 99.82 -0.01 3,446 38,696 +983
Dec04 031202 99.71 99.72 99.71 99.72 -0.01 316 32,497 -185
Mar05 031202 99.57 99.58 99.57 99.57 -0.02 353 19,523 -297
Jun05 031202 99.49 99.49 99.49 99.49 -0.01 20 11,087 +20
Sep05 031202 99.38 99.38 99.38 99.38 -0.01 350 13,599 +5
Total Volume and Open Interest 9,227 303,013 +2,720
German Euro-Bund(EUREX)
Dec03 031202 111.81 111.92 111.51 111.84 +0.15 795,086 744,946 -27,023
Mar04 031202 111.25 111.42 111.00 111.35 +0.19 82,537 179,503 +42,142
Jun04 031202 110.45 110.45 110.45 110.45 +0.15 2,308 2 +0
Total Volume and Open Interest 879,931 924,451 +15,119
German Euro-Bobl(EUREX)
Dec03 031202 109.55 109.73 109.42 109.69 +0.18 503,791 523,857 -20,592
Mar04 031202 109.01 109.16 108.87 109.12 +0.15 60,837 191,958 +24,290
Jun04 031202 108.40 108.40 108.40 108.40 +0.10 955 0 +0
Total Volume and Open Interest 565,583 715,815 +3,698
Long Gilt(LIFFE)
Dec03 031202 114~17 114~20 113~30 114~09 -0~04 17,616 26,755 -4,519
Mar04 031202 106~09 106~12 105~22 106~02 -0~04 33,575 157,411 +738
Total Volume and Open Interest 51,191 184,166 -3,781
3-Mth Short Sterling(LIFFE)
Dec03 031202 95.94 95.96 95.94 95.95 unch 17,834 215,803 +99
Mar04 031202 95.57 95.60 95.55 95.58 +0.02 23,171 166,172 +552
Jun04 031202 95.23 95.28 95.22 95.25 +0.02 19,349 174,889 +1,956
Total Volume and Open Interest 111,678 1,096,605 +9,200
3-Mth Euribor(LIFFE)
Dec03 031202 97.830 97.850 97.830 97.835 +0.005 34,229 564,651 +8,404
Mar04 031202 97.655 97.695 97.635 97.665 +0.020 90,011 505,456 +12,925
Jun04 031202 97.385 97.440 97.355 97.400 +0.030 103,875 425,871 +8,174
Total Volume and Open Interest 516,008 2,722,502 +49,841
3-Mth Aus T-Bills(SFE)
Dec03 031202 94.58 94.60 94.58 94.59 +0.01 11,100 137,235 +3,818
Mar04 031202 94.21 94.26 94.21 94.25 +0.02 17,852 174,604 +10,912
Jun04 031202 94.04 94.09 94.04 94.09 +0.03 7,743 66,586 +766
Sep04 031202 93.93 93.98 93.93 93.98 +0.04 3,588 30,538 +2,164
Dec04 031202 93.84 93.88 93.84 93.88 +0.04 525 21,217 +395
Mar05 031202 93.75 93.78 93.75 93.78 +0.04 293 17,250 -282
Jun05 031202 93.68 93.70 93.68 93.70 +0.03 176 12,745 +38
Sep05 031202 93.62 93.64 93.60 93.64 +0.05 174 5,551 +158
Dec05 031202 93.56 93.58 93.56 93.58 +0.03 150 2,214 +150
Mar06 031202 93.54 93.54 93.53 93.53 +0.02 0 740 +0
Total Volume and Open Interest 41,651 469,352 +18,169
10-Year Aus T-Bonds(SFE)
Dec03 031202 94.04 94.04 93.99 94.00 +0.00 5,585 194,528 +6,043
Mar04 031202 93.99 94.00 93.97 93.97 +0.01 46 2,058 +2,053
Total Volume and Open Interest 14,220 188,490 +6,201
3-Year Aus T-Bonds(SFE)
Dec03 031202 94.09 94.16 94.08 94.16 +0.05 43,416 453,288 +2,208
Mar04 031202 93.98 94.00 93.98 94.00 +0.02 0 126 +0
Total Volume and Open Interest 43,416 453,414 +2,208
Gold(CMX)
Dec03 031202 401.5 406.0 399.5 403.7 +1.0 1,664 7,258 -25,420
Feb04 031202 403.3 407.0 400.3 404.6 +0.8 51,898 192,792 +15,052
Apr04 031202 404.4 407.9 401.0 405.5 +0.8 542 11,185 +342
Jun04 031202 404.5 407.5 403.0 406.5 +0.8 1,604 15,667 +590
Aug04 031202 407.5 407.5 407.5 407.5 +0.8 275 7,435 -5
Oct04 031202 408.5 408.5 408.5 408.5 +0.8 0 796 +0
Total Volume and Open Interest 56,194 276,208 -9,849
Silver(CMX)
Dec03 031202 547.0 551.0 543.0 549.6 +5.1 918 3,262 -8,951
Mar04 031202 550.0 554.5 542.5 552.0 +5.0 22,864 84,531 +6,879
May04 031202 547.0 555.0 545.0 553.1 +5.0 571 2,574 -57
Jul04 031202 554.5 558.0 550.0 554.4 +5.1 34 2,850 +52
Sep04 031202 555.5 555.5 555.5 555.5 +5.1 30 614 +30
Total Volume and Open Interest 24,672 105,919 -1,862
Platinum(NYM)
Jan04 031202 779.0 780.5 775.0 779.8 +5.8 965 8,555 +203
Apr04 031202 772.0 775.0 771.0 772.8 +5.8 226 1,208 +407
Total Volume and Open Interest 1,195 9,767 +614
Palladium(NYME)
Dec03 031202 193.00 193.50 190.00 192.75 +3.75 431 925 -625
Mar04 031202 195.00 196.00 192.25 194.60 +3.60 527 4,924 +711
Jun04 031202 195.35 195.35 195.35 195.35 +3.60 82 412 +52
Total Volume and Open Interest 1,040 6,261 +138
Copper(CMX)
Dec03 031202 95.50 97.30 95.10 96.95 +1.40 2,217 5,771 -3,607
Mar04 031202 95.95 97.70 95.40 97.40 +1.30 16,803 66,417 +3,317
May04 031202 96.00 97.05 96.00 96.90 +1.25 279 3,683 -21
Jul04 031202 95.30 96.80 94.80 96.60 +1.20 392 3,013 +145
Sep04 031202 96.30 96.30 96.30 96.30 +1.15 74 1,545 -33
Total Volume and Open Interest 20,550 90,791 +141
DJIA Index(CBOT)
Dec03 031202 9866 9887 9831 9855 -35 8,851 35,511 +248
Mar04 031202 9840 9855 9820 9829 -35 211 3,184 -24
Jun04 031202 9809 9809 9809 9809 -31 0 2 +0
Total Volume and Open Interest 9,063 38,698 +225
S & P 500(CME)
Dec03 031202 1067.50 1071.00 1064.50 1066.90 -2.20 56,918 524,780 -910
Mar04 031202 1066.50 1068.70 1062.80 1065.50 -2.20 9,853 76,458 +8,033
Jun04 031202 1066.00 1066.00 1065.00 1065.00 -2.20 397 4,004 +155
Sep04 031202 1065.10 1065.10 1065.10 1065.10 -2.10 17 431 +1
Total Volume and Open Interest 67,197 605,776 +7,279
S & P 500 E-Mini(Globex)
Dec03 031202 1069.00 1071.00 1064.25 1067.00 -2.00 663,167 514,506 +41,195
Mar04 031202 1067.50 1069.50 1063.00 1065.50 -2.25 2,962 4,654 +2,153
Total Volume and Open Interest 666,129 519,160 +43,348
NASDAQ 100(CME)
Dec03 031202 1441.00 1449.00 1431.00 1435.50 -8.00 10,320 76,644 -836
Mar04 031202 1444.00 1450.00 1436.00 1439.00 -8.00 146 2,971 +66
Jun04 031202 1442.50 1442.50 1442.50 1442.50 -8.00 0 47 +0
Total Volume and Open Interest 10,466 79,662 -770
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031202 1444.5 1449.0 1431.0 1435.5 -8.0 315,765 244,024 -2,876
Mar04 031202 1448.5 1452.5 1435.0 1439.0 -8.0 269 1,845 +193
Total Volume and Open Interest 316,034 245,869 -2,683
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031202 575.75 577.50 574.00 575.00 unch 666 16,334 -167
Mar04 031202 574.90 574.90 574.90 574.90 unch      
Jun04 031202 575.35 575.35 575.35 575.35 unch 0 1 +0
Total Volume and Open Interest 666 16,335 -167
Russell 2000(CME)
Dec03 031202 555.00 557.50 552.50 553.65 -1.45 1,317 21,772 +10
Mar04 031202 553.55 553.55 553.55 553.55 -1.65 50 51 +50
Jun04 031202 553.65 553.65 553.65 553.65 -1.45      
Total Volume and Open Interest 1,367 21,823 +60
Value Line(KCBT)
Dec03 031202 1487.00 1490.00 1487.00 1489.00 -3.00 9 38 -2
Total Volume and Open Interest 13 46 +2
Nikkei 225(CME)
Dec03 031202 10410 10420 10340 10355 -135 4,521 34,447 +864
Mar04 031202 10420 10420 10365 10365 -135 166 329 +158
Total Volume and Open Interest 4,687 34,807 +1,022
Nikkei 225(SIMEX)
Dec03 031202 10500 10555 10370 10390 -20 38,846 146,228 +1,939
Mar04 031202 10550 10550 10380 10385 -20 83 5,157 +74
Jun04 031202 10340 10340 10340 10340 -20      
Total Volume and Open Interest 38,929 151,385 +2,013
CAC 40(MATIF)
Dec03 031202 3504.5 3512.0 3467.0 3476.5 -18.0 71,469 469,396 +91,196
Jan04 031202 3481.5 3481.5 3481.5 3481.5 -18.0 182 1,272 +217
Feb04 031202 3487.0 3487.0 3487.0 3487.0 -17.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031202 3826.0 3843.0 3792.0 3829.5 -2.0 99,411 286,401 +3,399
Mar04 031202 3843.5 3860.0 3815.0 3849.5 -2.0 450 13,650 +226
Jun04 031202 3869.0 3882.5 3845.0 3872.0 -2.0 381 4,821 +108
Total Volume and Open Interest 100,242 304,872 +3,733
FT-SE 100(LIFFE)
Dec03 031202 4423.00 4425.50 4366.50 4378.50 -37.00 89,919 399,712 -10,048
Mar04 031202 4412.00 4420.50 4362.50 4374.00 -36.50 9,131 32,299 +2,771
Jun04 031202 4386.50 4386.50 4386.50 4386.50 -37.00 4,250 6,979 -2,050
Total Volume and Open Interest 103,300 440,641 -9,327
SPI 200(SFE)
Dec03 031202 3191.0 3198.0 3186.0 3190.0 +6.0 14,061 160,179 +896
Mar04 031202 3207.0 3207.0 3200.0 3202.0 +6.0 1,596 6,306 +833
Jun04 031202 3213.0 3213.0 3213.0 3213.0 +6.0 140 3,094 +0
Total Volume and Open Interest 15,797 171,537 +1,729
GSCI(CME)
Dec03 031202 250.00 253.10 248.75 253.10 +5.80 161 12,578 +27
Jan04 031202 252.25 252.40 252.25 252.40 +5.70 377 497 +390
Feb04 031202 248.00 248.00 248.00 248.00 +5.00      
Total Volume and Open Interest 538 13,075 +417
Reuters CRB Index(NYBOT)
Jan04 031202 254.50 256.00 254.50 255.50 +2.00 115 599 +599
Feb04 031202 253.50 254.00 253.00 253.75 +1.75 58 86 +86
Apr04 031202 251.25 253.00 251.25 252.25 +1.25 26 115 +115
Total Volume and Open Interest 199 803 +803
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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!