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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 Wed December 03, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031203 773.50 784.00 773.00 778.25 +5.00 52,432 107,281 -894
Mar04 031203 773.00 782.50 773.00 777.50 +5.00 16,636 50,885 +1,898
May04 031203 755.00 763.00 754.50 759.50 +5.75 6,309 43,468 +298
Jul04 031203 740.00 747.50 739.00 743.25 +5.75 4,910 23,814 +612
Aug04 031203 714.50 717.50 712.00 715.00 +5.00 831 4,793 +356
Sep04 031203 662.00 667.50 660.00 662.00 +5.50 169 1,379 +21
Nov04 031203 597.00 604.50 597.00 602.00 +5.50 1,426 13,975 -4
Total Volume and Open Interest 82,719 245,648 +2,293
Soybean Meal(CBOT)
Dec03 031203 232.50 235.00 232.00 233.30 +1.00 6,440 5,220 -1,324
Jan04 031203 233.00 235.80 232.60 234.10 +1.50 14,258 35,059 +1,455
Mar04 031203 232.50 235.50 232.30 233.60 +1.70 7,871 38,247 +650
May04 031203 228.50 232.00 228.50 230.60 +2.40 3,978 41,003 +359
Jul04 031203 224.50 228.00 224.50 226.80 +2.80 2,488 22,320 +141
Aug04 031203 216.50 219.80 216.00 218.80 +2.80 781 6,088 +128
Sep04 031203 203.50 206.00 203.50 205.10 +3.10 190 4,574 -5
Oct04 031203 182.00 184.50 182.00 183.90 +2.40 238 4,655 -5
Total Volume and Open Interest 36,828 169,361 +1,411
Soybean Oil(CBOT)
Dec03 031203 28.20 28.42 28.10 28.19 +0.09 3,294 8,339 -1,082
Jan04 031203 27.88 28.08 27.75 27.84 +0.12 15,634 50,879 +1,576
Mar04 031203 27.55 27.75 27.45 27.54 +0.13 7,612 45,810 +1,271
May04 031203 27.05 27.27 27.00 27.07 +0.15 4,053 37,923 -276
Jul04 031203 26.55 26.70 26.45 26.52 +0.21 2,399 32,309 +153
Aug04 031203 25.90 26.02 25.85 25.96 +0.31 388 3,700 -105
Sep04 031203 25.15 25.20 25.00 25.10 +0.30 119 2,373 -59
Oct04 031203 23.50 23.65 23.50 23.57 +0.15 27 2,614 +18
Total Volume and Open Interest 33,874 192,735 +1,608
Canola(WCE)
Jan04 031203 363.6 367.3 363.6 367.0 +3.4 3,863 21,754 +837
Mar04 031203 368.8 371.5 368.4 370.6 +2.2 3,043 10,740 +604
May04 031203 372.5 375.5 372.5 375.5 +3.0 102 4,490 -67
Jul04 031203 377.2 379.0 377.2 379.0 +1.4 288 3,688 +41
Sep04 031203 340.9 340.9 340.9 340.9 unch      
Total Volume and Open Interest 7,356 45,241 +1,475
Corn(CBOT)
Dec03 031203 246.50 250.00 246.00 249.25 +3.50 15,464 33,192 -6,850
Mar04 031203 249.00 253.00 248.50 252.25 +4.00 39,919 290,225 +5,698
May04 031203 251.25 255.50 250.75 255.00 +4.25 4,104 45,414 +1,408
Jul04 031203 252.50 256.75 252.00 256.25 +4.25 2,568 35,975 +240
Sep04 031203 249.25 252.00 249.00 251.50 +2.75 160 7,000 +29
Dec04 031203 247.50 249.50 247.25 249.25 +2.00 1,493 32,054 +606
Total Volume and Open Interest 63,781 447,005 +1,188
Wheat(CBOT)
Dec03 031203 397.00 402.50 397.00 402.00 +6.25 1,022 1,352 -1,000
Mar04 031203 408.50 415.50 408.50 414.75 +8.25 17,639 97,685 +2,679
May04 031203 400.00 407.00 400.00 405.75 +7.75 1,829 7,667 +826
Jul04 031203 371.00 379.00 371.00 378.25 +8.00 2,859 11,240 +719
Sep04 031203 374.00 381.50 374.00 381.25 +7.25 29 491 +15
Total Volume and Open Interest 23,425 119,266 +3,256
Wheat(KCBT)
Dec03 031203 411.00 417.50 411.00 415.00 +5.00 680 1,268 -497
Mar04 031203 405.00 412.75 405.00 411.50 +7.75 8,660 55,175 +614
May04 031203 398.00 403.50 398.00 402.75 +7.75 413 4,221 +139
Jul04 031203 374.50 382.00 374.00 380.75 +6.75 860 5,114 +227
Sep04 031203 377.00 386.00 377.00 383.00 +7.00 2 320 +1
Total Volume and Open Interest 10,628 66,457 +496
Wheat(MGE)
Dec03 031203 404.00 404.00 401.50 404.00 +5.00 224 220 -146
Mar04 031203 403.00 408.00 402.00 407.50 +4.50 2,553 23,906 +316
May04 031203 396.00 401.50 396.00 401.25 +6.25 127 3,390 -60
Jul04 031203 383.00 391.00 383.00 389.00 +8.00 124 783 +110
Sep04 031203 370.00 375.00 370.00 374.50 +5.50 121 571 +92
Total Volume and Open Interest 3,149 29,037 +312
Oats(CBOT)
Dec03 031203 143.50 143.50 142.00 142.75 +0.75 66 84 -64
Mar04 031203 149.00 150.00 147.00 149.00 +0.75 1,181 4,311 -198
May04 031203 152.00 153.25 152.00 153.25 +2.25 76 321 +1
Jul04 031203 152.50 153.50 152.50 153.50 +1.00 4 82 +0
Total Volume and Open Interest 1,328 4,803 -261
Rough Rice(CBOT)
Jan04 031203 8.69 8.87 8.62 8.76 +0.07 499 5,229 -24
Mar04 031203 8.81 9.03 8.75 8.90 +0.09 470 1,883 +67
May04 031203 8.90 9.10 8.88 8.99 +0.09 9 686 -3
Jul04 031203 9.00 9.07 9.00 9.07 +0.09 17 385 +0
Total Volume and Open Interest 978 8,202 +40
Live Cattle(CME)
Dec03 031203 99.250 99.925 98.075 98.150 -1.425 10,632 22,056 -2,154
Feb04 031203 94.450 94.950 93.200 93.200 -1.500 10,260 52,136 +2,497
Apr04 031203 84.250 84.400 83.025 83.050 -1.475 3,114 20,244 +285
Jun04 031203 77.025 77.050 75.650 75.650 -1.500 680 12,038 +220
Aug04 031203 75.050 75.300 74.100 74.150 -1.100 214 3,656 +109
Oct04 031203 78.500 78.500 77.250 77.250 -1.200 187 1,444 +135
Total Volume and Open Interest 25,166 113,229 +1,101
Feeder Cattle(CME)
Jan04 031203 101.750 102.450 100.350 100.350 -1.500 1,880 9,996 -32
Mar04 031203 94.900 95.350 93.600 93.600 -1.500 991 3,379 +279
Apr04 031203 91.950 92.300 90.500 90.500 -1.500 173 981 +22
May04 031203 92.600 92.825 91.000 91.025 -1.475 378 2,396 +141
Aug04 031203 92.750 92.950 91.250 91.250 -1.500 111 1,068 +39
Sep04 031203 92.000 92.000 91.000 91.000 -0.750 4 410 +3
Oct04 031203 92.000 92.000 90.900 90.900 -0.950 8 15 +4
Total Volume and Open Interest 3,545 18,246 +456
Lean Hogs(CME)
Dec03 031203 49.950 50.000 49.175 49.475 -0.625 3,591 6,508 -1,571
Feb04 031203 56.100 56.150 54.150 54.350 -1.800 5,505 25,024 +51
Apr04 031203 58.650 58.650 56.900 57.450 -1.300 861 7,281 +345
May04 031203 60.300 60.300 59.350 59.850 -0.700 93 940 +17
Jun04 031203 63.900 63.900 62.750 63.000 -0.875 244 2,412 +64
Jul04 031203 61.500 61.500 60.500 60.875 -0.575 60 673 +15
Aug04 031203 58.800 58.950 58.500 58.950 -0.350 55 504 +26
Oct04 031203 51.300 51.500 51.150 51.150 -0.050 2 321 +2
Total Volume and Open Interest 10,415 43,761 -1,051
Pork Bellies(CME)
Feb04 031203 88.500 88.500 85.625 85.625 -3.000 346 2,105 +111
Mar04 031203 87.500 87.500 84.550 84.550 -2.950 12 176 -7
May04 031203 88.700 88.700 86.025 86.025 -2.675 1 164 +0
Jul04 031203 90.450 90.450 89.600 89.600 -1.650 9 56 -1
Aug04 031203 90.000 90.000 90.000 90.000 unch 3 13 +3
Total Volume and Open Interest 371 2,514 +106
Class III Milk(CME)
Dec03 031203 11.47 11.58 11.47 11.56 +0.06 536 4,064 +100
Jan04 031203 11.61 11.63 11.60 11.62 +0.02 448 2,399 +141
Feb04 031203 11.40 11.40 11.40 11.40 unch 56 1,734 +21
Mar04 031203 11.41 11.44 11.41 11.44 +0.03 75 1,584 +4
Apr04 031203 11.49 11.49 11.49 11.49 unch 32 1,101 +15
Total Volume and Open Interest 1,436 16,781 +400
Cocoa(NYBOT)
Dec03 031203 1571 1571 1571 1571 +36 2 87 -7
Mar04 031203 1560 1590 1553 1576 +36 4,826 31,036 +38
May04 031203 1553 1580 1547 1567 +33 203 14,763 +16
Jul04 031203 1562 1565 1562 1565 +31 253 12,502 +209
Sep04 031203 1567 1567 1567 1567 +31 74 7,343 +15
Dec04 031203 1562 1592 1562 1578 +32 151 8,702 -75
Mar05 031203 1589 1589 1589 1589 +33 14 3,283 +0
Total Volume and Open Interest 5,531 91,736 +189
Coffee "C"(NYBOT)
Dec03 031203 62.70 62.80 61.90 62.50 +0.50 99 191 +6
Mar04 031203 64.60 65.70 64.40 65.25 +0.35 19,912 54,362 -3,234
May04 031203 66.50 67.45 66.40 67.10 +0.40 836 7,897 -108
Jul04 031203 68.40 69.30 68.40 68.90 +0.40 213 5,234 +30
Sep04 031203 70.30 71.00 70.00 70.65 +0.40 303 5,768 -51
Dec04 031203 72.80 73.45 72.65 73.15 +0.40 312 3,188 -11
Total Volume and Open Interest 21,712 78,440 -3,346
Orange Juice(NYBOT)
Jan04 031203 69.50 69.55 67.60 69.20 -0.20 1,524 16,310 -317
Mar04 031203 72.95 72.95 71.00 72.50 -0.30 885 12,661 +379
May04 031203 75.70 75.70 73.80 75.15 -0.25 220 5,349 -91
Jul04 031203 78.50 78.50 76.80 77.80 -0.45 9 542 +3
Sep04 031203 80.50 80.50 80.45 80.45 -0.20 144 447 -33
Total Volume and Open Interest 2,795 35,588 -47
Sugar #11(NYBOT)
Mar04 031203 6.45 6.59 6.45 6.58 +0.20 14,619 108,337 +1,465
May04 031203 6.45 6.50 6.44 6.50 +0.13 1,644 23,861 +185
Jul04 031203 6.27 6.31 6.24 6.31 +0.10 2,299 28,688 +482
Oct04 031203 6.26 6.32 6.26 6.31 +0.08 1,315 17,948 -102
Mar05 031203 6.40 6.43 6.38 6.42 +0.05 204 7,227 +14
Total Volume and Open Interest 20,290 191,864 +2,115
Sugar #14(NYBOT)
Jan04 031203 20.67 20.67 20.65 20.67 -0.03 1,583 1,149 -1,177
Mar04 031203 20.62 20.62 20.60 20.60 -0.04 48 2,801 +10
May04 031203 20.69 20.69 20.68 20.68 -0.01 73 3,723 +69
Jul04 031203 20.85 20.87 20.85 20.87 -0.01 1 2,280 -1
Sep04 031203 21.15 21.16 21.15 21.16 -0.02 25 2,688 +9
Total Volume and Open Interest 1,736 13,280 -1,087
London Cocoa(LCE)
Dec03 031203 896 915 890 910 +20 2,015 27,008 -493
Mar04 031203 924 949 922 943 +20 3,090 46,310 +6
May04 031203 945 965 945 963 +22 305 18,169 +151
Jul04 031203 965 988 965 983 +22 329 20,521 +122
Sep04 031203 975 998 973 992 +21 179 20,113 +7
Dec04 031203 980 1003 980 998 +20 111 40,265 +56
Mar05 031203 1003 1008 1003 1008 +21 9 16,374 +5
Total Volume and Open Interest 6,038 189,958 -146
London Coffee(LCE)
Jan04 031203 698.00 700.00 692.00 698.00 +2.00 9,991 54,110 -2,103
Mar04 031203 711.00 713.00 706.00 711.00 +1.00 6,288 38,565 +2,102
May04 031203 727.00 727.00 721.00 727.00 +1.00 3,054 24,374 +314
Jul04 031203 740.00 742.00 737.00 741.00 unch 311 12,704 +67
Sep04 031203 760.00 760.00 752.00 756.00 +1.00 447 10,461 +311
Nov04 031203 771.00 771.00 771.00 771.00 +1.00 271 6,089 +196
Total Volume and Open Interest 20,362 147,556 +887
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031203 194.80 198.00 194.50 197.40 +3.30 4,464 19,534 +586
May04 031203 192.40 194.40 191.80 194.30 +2.80 692 7,812 +351
Aug04 031203 190.40 192.00 189.80 191.80 +2.00 825 7,004 +177
Oct04 031203 190.50 191.50 190.50 191.40 +1.50 871 4,211 +608
Total Volume and Open Interest 6,922 39,806 +1,737
Cotton(NYBOT)
Dec03 031203 68.50 68.95 68.20 68.20 -0.30 9 85 -6
Mar04 031203 73.80 73.90 72.60 72.63 -0.95 7,398 56,348 +574
May04 031203 74.75 74.75 73.45 73.58 -0.81 767 12,984 -101
Jul04 031203 75.00 75.10 73.97 73.97 -0.93 554 5,673 -17
Oct04 031203 66.40 66.40 66.15 66.15 -0.40 4 340 -5
Dec04 031203 67.25 67.25 66.55 66.55 -0.45 59 4,033 -5
Total Volume and Open Interest 8,791 80,546 +440
Lumber(CME)
Jan04 031203 297.5 301.5 295.8 299.2 +1.0 478 1,413 -116
Mar04 031203 307.0 310.5 307.0 309.5 +2.1 228 362 -15
May04 031203 310.0 315.5 310.0 314.1 +1.1 22 81 +4
Jul04 031203 321.9 321.9 321.9 321.9 -1.0 4 19 -2
Total Volume and Open Interest 732 1,875 -129
Crude Oil(NYM)
Jan04 031203 30.65 31.18 30.35 31.10 +0.32 95,511 157,184 -357
Feb04 031203 30.50 31.00 30.25 30.93 +0.31 39,754 62,019 +2,930
Mar04 031203 30.05 30.50 29.90 30.49 +0.27 11,708 46,895 +1,414
Apr04 031203 29.60 30.05 29.40 30.05 +0.24 3,848 28,667 -111
May04 031203 29.61 29.61 29.61 29.61 +0.21 438 16,242 -67
Jun04 031203 28.90 29.17 28.75 29.17 +0.18 7,018 33,344 +743
Jul04 031203 28.35 28.75 28.35 28.75 +0.16 2,005 16,934 -9
Aug04 031203 28.05 28.39 28.05 28.39 +0.15 1,179 10,366 -412
Sep04 031203 27.95 28.09 27.95 28.09 +0.14 596 16,317 +182
Oct04 031203 27.80 27.80 27.80 27.80 +0.13 230 11,847 +20
Nov04 031203 27.56 27.56 27.56 27.56 +0.13 40 8,997 -40
Dec04 031203 27.20 27.34 27.05 27.34 +0.13 4,125 34,156 +761
Jan05 031203 27.05 27.20 26.90 27.13 +0.13 1,867 11,381 +569
Feb05 031203 26.98 26.98 26.98 26.98 +0.13 100 4,196 +100
Mar05 031203 26.60 26.84 26.60 26.84 +0.12 600 2,789 +125
Apr05 031203 26.70 26.70 26.70 26.70 +0.11 650 1,866 -125
Total Volume and Open Interest 174,616 544,649 +5,489
Heating Oil(NYM)
Jan04 031203 85.80 86.90 84.90 86.62 +0.36 29,290 62,385 +3,162
Feb04 031203 85.80 87.00 85.05 86.66 +0.46 10,699 24,891 +2,359
Mar04 031203 83.80 84.80 83.20 84.56 +0.51 3,161 17,598 +217
Apr04 031203 80.70 81.01 80.50 81.01 +0.51 1,360 7,578 -129
May04 031203 77.86 77.86 77.86 77.86 +0.56 731 4,092 -554
Jun04 031203 74.90 75.96 74.90 75.96 +0.61 664 7,106 -253
Jul04 031203 74.86 74.86 74.86 74.86 +0.61 104 2,948 +4
Aug04 031203 73.80 74.81 73.80 74.81 +0.61 59 2,661 +55
Sep04 031203 75.41 75.41 75.41 75.41 +0.61 17 1,712 +11
Oct04 031203 76.00 76.01 76.00 76.01 +0.61 1 1,009 +1
Nov04 031203 76.51 76.51 76.51 76.51 +0.61 188 1,064 -34
Dec04 031203 76.30 77.01 76.30 77.01 +0.61 26 4,405 -25
Total Volume and Open Interest 46,404 140,458 +4,817
Unleaded Gas(NYM)
Jan04 031203 83.80 85.70 83.00 85.64 +1.46 16,811 56,203 +375
Feb04 031203 84.25 86.00 83.50 85.93 +1.41 5,328 11,510 +971
Mar04 031203 84.55 86.38 84.55 86.38 +1.31 1,341 6,179 +180
Apr04 031203 91.50 93.40 91.40 93.03 +1.16 978 8,644 -222
May04 031203 92.53 92.53 92.53 92.53 +1.11 145 5,643 +75
Total Volume and Open Interest 25,658 93,139 +1,659
RBOB Gasoline(NYMEX)
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Jan04 031203 5.520 5.775 5.440 5.756 +0.177 59,547 60,823 -4,196
Feb04 031203 5.510 5.750 5.430 5.716 +0.151 14,110 30,996 +308
Mar04 031203 5.320 5.500 5.270 5.486 +0.094 9,457 25,179 -966
Apr04 031203 4.810 4.880 4.730 4.863 +0.002 5,021 21,921 +134
May04 031203 4.750 4.773 4.700 4.773 -0.018 2,494 18,675 +241
Jun04 031203 4.760 4.791 4.720 4.791 -0.018 1,432 14,416 +86
Jul04 031203 4.780 4.810 4.730 4.804 -0.023 1,273 11,915 +165
Aug04 031203 4.820 4.820 4.760 4.819 -0.023 620 12,004 +105
Sep04 031203 4.770 4.800 4.730 4.800 -0.023 1,057 11,268 +289
Oct04 031203 4.800 4.805 4.760 4.805 -0.028 1,256 10,714 -146
Nov04 031203 4.940 4.950 4.890 4.945 -0.030 716 9,906 +62
Dec04 031203 5.105 5.105 5.050 5.100 -0.038 423 11,735 +49
Jan05 031203 5.220 5.220 5.200 5.210 -0.038 142 8,051 +105
Feb05 031203 5.160 5.160 5.160 5.160 -0.040 246 7,868 -189
Mar05 031203 4.990 4.990 4.990 4.990 -0.025 339 7,336 +112
Apr05 031203 4.600 4.600 4.580 4.580 -0.040 224 7,265 -121
Total Volume and Open Interest 100,196 330,303 -4,310
Brent Crude Oil(ICE)
Jan04 031203 28.85 29.20 28.59 29.14 +0.20 46,081 77,242 +886
Feb04 031203 28.57 28.98 28.34 28.92 +0.26 17,821 65,694 -933
Mar04 031203 28.34 28.67 28.07 28.67 +0.28 5,104 23,638 +850
Apr04 031203 27.95 28.34 27.80 28.34 +0.30 3,054 13,101 +1,418
May04 031203 27.68 28.02 27.66 28.02 +0.31 524 10,949 -131
Jun04 031203 27.35 27.72 27.20 27.72 +0.33 2,067 26,281 +158
Jul04 031203 27.44 27.44 27.44 27.44 +0.35 810 10,567 +440
Aug04 031203 26.86 27.17 26.86 27.17 +0.37 700 7,601 +225
Sep04 031203 26.47 26.90 26.40 26.90 +0.38 840 6,867 +525
Oct04 031203 26.25 26.66 26.25 26.66 +0.36 990 3,296 +191
Nov04 031203 26.15 26.45 26.10 26.45 +0.35 600 4,019 +600
Dec04 031203 25.90 26.29 25.79 26.29 +0.35 3,690 28,218 -810
Total Volume and Open Interest 82,531 307,004 +3,544
Gas Oil(ICE)
Dec03 031203 255.00 255.00 251.75 254.00 -1.50 13,118 28,272 -2,196
Jan04 031203 253.75 254.75 251.00 252.50 -1.75 12,582 39,459 +440
Feb04 031203 249.25 250.25 247.50 249.00 -1.50 3,199 16,407 +1,075
Mar04 031203 243.50 244.25 242.00 243.00 -1.25 684 6,346 +144
Apr04 031203 237.50 237.50 237.00 237.00 -1.25 503 7,237 +0
May04 031203 232.00 232.25 232.00 232.25 -1.00 0 5,305 +0
Jun04 031203 230.50 230.50 228.25 229.50 -1.00 1,077 10,846 -198
Jul04 031203 229.75 229.75 229.25 229.25 -1.00 200 3,134 -200
Aug04 031203 229.25 229.25 229.25 229.25 -0.75 806 2,414 +393
Sep04 031203 230.00 230.00 229.00 229.00 -0.75 806 3,343 +706
Total Volume and Open Interest 34,924 151,372 +1,976
US Dollar Index(NYBOT)
Dec03 031203 89.71 89.73 89.40 89.57 -0.10 1,301 18,705 +104
Mar04 031203 90.03 90.15 89.76 89.97 -0.11 725 3,244 +418
Jun04 031203 90.32 90.42 90.32 90.42 -0.11 0 16 +0
Total Volume and Open Interest 2,026 21,966 +522
Australian Dollar(CME)
Dec03 031203 73.42 73.57 73.33 73.48 +0.50 1,679 59,082 +223
Mar04 031203 72.65 72.76 72.60 72.71 +0.49 916 3,674 +897
Jun04 031203 72.00 72.00 71.94 71.94 +0.48 6 239 +6
Total Volume and Open Interest 2,603 63,089 +1,127
British Pound(CME)
Dec03 031203 172.74 172.76 172.32 172.53 -0.19 12,904 62,559 -7,020
Mar04 031203 171.60 171.60 171.20 171.31 -0.19 10,065 11,653 +9,776
Jun04 031203 169.99 169.99 169.99 169.99 -0.19 0 3 +0
Total Volume and Open Interest 22,971 74,221 +2,757
Canadian Dollar(CME)
Dec03 031203 77.02 77.02 76.76 76.85 -0.08 5,790 71,883 -768
Mar04 031203 76.65 76.70 76.47 76.55 -0.08 1,503 8,651 +1,060
Jun04 031203 76.35 76.35 76.30 76.30 -0.08 10 1,367 +1
Sep04 031203 76.07 76.07 76.07 76.07 -0.08 14 735 +9
Total Volume and Open Interest 7,326 82,914 +308
Japanese Yen(CME)
Dec03 031203 92.30 92.55 92.22 92.48 +0.39 10,608 138,178 +5,739
Mar04 031203 92.57 92.80 92.55 92.76 +0.39 1,430 4,162 +1,174
Jun04 031203 93.10 93.10 93.05 93.05 +0.39 3 207 -1
Total Volume and Open Interest 12,041 142,600 +6,912
Swiss Franc(CME)
Dec03 031203 77.76 77.80 77.46 77.63 -0.03 4,324 68,341 +1,923
Mar04 031203 77.96 77.96 77.70 77.80 -0.03 360 2,705 +197
Jun04 031203 78.16 78.16 77.96 77.96 -0.03 0 127 +0
Total Volume and Open Interest 4,736 71,273 +2,167
EuroFX(CME)
Dec03 031203 121.01 121.13 120.62 120.97 +0.20 12,545 129,271 +5,659
Mar04 031203 120.68 120.81 120.43 120.67 +0.20 2,113 5,824 +1,542
Jun04 031203 120.48 120.50 120.32 120.39 +0.20 153 273 +10
Total Volume and Open Interest 14,824 135,551 +7,219
Mexican Peso(CME)
Dec03 031203 8837.5 8920.0 8832.5 8865.0 +52.5 4,874 35,216 -548
Jan04 031203 8800.0 8800.0 8747.5 8800.0 +52.5 0 4 +0
Total Volume and Open Interest 5,916 43,126 -57
30-Year T-Bonds(CBOT)
Dec03 031203 108~28 109~10 108~05 108~16 -0~16 82,692 174,714 -34,916
Mar04 031203 107~15 107~27 106~22 107~01 -0~16 304,771 322,036 +30,290
Jun04 031203 106~12 106~12 105~04 105~21 -0~16 521 740 +170
Total Volume and Open Interest 387,984 497,893 -4,456
10-Year T-Notes(CBOT)
Dec03 031203 112~040 112~110 111~240 111~275 -0~085 165,714 242,402 -72,118
Mar04 031203 110~170 110~250 110~050 110~090 -0~090 707,081 776,764 +40,649
Total Volume and Open Interest 872,795 1,019,195 -31,469
5-Year T-Notes(CBOT)
Dec03 031203 111~130 111~210 111~110 111~120 -0~040 41,596 309,036 +309,036
Mar04 031203 110~025 110~115 109~305 110~010 -0~045 266,972 646,660 +646,660
Total Volume and Open Interest 308,568 955,696 +955,696
2 Year T-Notes(CBOT)
Dec03 031203 107~001 107~012 106~124 107~000 -0~006 10,615 43,361 -6,973
Mar04 031203 106~033 106~048 106~030 106~033 -0~006 12,272 111,472 +3,721
Total Volume and Open Interest 22,887 154,833 -3,252
Eurodollars(CME)
Dec03 031203 98.808 98.810 98.802 98.808 unch 53,078 600,454 -7,596
Mar04 031203 98.610 98.620 98.600 98.600 unch 119,029 718,162 +5,796
Jun04 031203 98.230 98.270 98.215 98.220 -0.015 123,116 678,499 +4,804
Sep04 031203 97.810 97.860 97.775 97.785 -0.040 146,988 587,612 -8,371
Dec04 031203 97.335 97.405 97.295 97.310 -0.050 134,302 602,289 +21,295
Mar05 031203 96.915 96.985 96.880 96.895 -0.050 53,751 349,868 +1,528
Jun05 031203 96.545 96.620 96.515 96.535 -0.035 27,448 283,296 +2,140
Sep05 031203 96.230 96.310 96.210 96.225 -0.035 22,491 228,886 +920
Dec05 031203 95.965 96.035 95.950 95.965 -0.030 8,713 178,294 +398
Mar06 031203 95.745 95.795 95.740 95.745 -0.030 6,772 137,188 -390
Jun06 031203 95.540 95.615 95.535 95.545 -0.025 5,807 119,079 +929
Sep06 031203 95.385 95.385 95.355 95.355 -0.025 6,605 92,541 -272
Dec06 031203 95.205 95.205 95.175 95.180 -0.025 4,229 85,331 -565
Mar07 031203 95.075 95.075 95.025 95.030 -0.025 2,334 77,345 -394
Jun07 031203 94.910 94.930 94.880 94.885 -0.025 2,407 62,529 -399
Sep07 031203 94.775 94.775 94.750 94.750 -0.025 3,447 58,123 +455
Dec07 031203 94.650 94.665 94.620 94.620 -0.025 2,165 48,064 +132
Mar08 031203 94.550 94.590 94.520 94.520 -0.025 2,009 41,196 +532
Total Volume and Open Interest 736,582 5,170,497 +23,004
3-Mth Euro-Yen(CME)
Dec03 031203 99.93 99.93 99.93 99.93 unch 0 7,949 +0
Mar04 031203 99.89 99.89 99.89 99.89 unch 1 9,084 +585
Jun04 031203 99.88 99.88 99.88 99.88 unch 4 12,065 -3
Sep04 031203 99.82 99.82 99.82 99.82 unch 3 10,068 +384
Dec04 031203 99.72 99.73 99.72 99.73 unch 10 3,360 +13
Mar05 031203 99.57 99.57 99.57 99.57 unch 204 3,062 -771
Jun05 031203 99.47 99.47 99.47 99.47 unch 220 802 +200
Sep05 031203 99.37 99.37 99.37 99.37 +0.01 3 4,276 +18
Dec05 031203 99.26 99.26 99.26 99.26 +0.01 0 44 +0
Mar06 031203 99.13 99.13 99.13 99.13 unch 0 229 +0
Total Volume and Open Interest 445 51,877 +426
3-Mth Euro-Yen(SIMEX)
Dec03 031203 99.92 99.92 99.92 99.92 -0.01 11 43,119 -50
Mar04 031203 99.89 99.90 99.89 99.89 unch 1,493 59,749 -1,188
Jun04 031203 99.88 99.88 99.88 99.88 unch 539 68,410 -524
Sep04 031203 99.83 99.83 99.82 99.82 unch 1,153 39,092 +396
Dec04 031203 99.72 99.72 99.72 99.72 unch 1,240 32,563 +66
Mar05 031203 99.58 99.58 99.57 99.57 unch 236 19,324 -199
Jun05 031203 99.49 99.49 99.48 99.48 -0.01 0 11,087 +0
Sep05 031203 99.38 99.39 99.37 99.37 -0.01 0 13,599 +0
Total Volume and Open Interest 4,672 301,514 -1,499
German Euro-Bund(EUREX)
Dec03 031203 111.94 112.08 111.70 111.79 -0.05 946,011 590,924 -154,022
Mar04 031203 111.48 111.57 111.22 111.29 -0.06 336,731 356,239 +176,736
Jun04 031203 110.37 110.37 110.37 110.37 -0.08 5,532 2 +0
Total Volume and Open Interest 1,288,274 947,165 +22,714
German Euro-Bobl(EUREX)
Dec03 031203 109.76 109.91 109.65 109.71 +0.02 641,904 446,174 -77,683
Mar04 031203 109.17 109.34 109.07 109.14 +0.02 233,683 262,165 +70,207
Jun04 031203 108.32 108.32 108.32 108.32 -0.08 785 40 +40
Total Volume and Open Interest 876,372 708,379 -7,436
Long Gilt(LIFFE)
Dec03 031203 114~10 114~22 114~09 114~16 +0~07 15,996 20,593 -6,162
Mar04 031203 106~03 106~16 106~00 106~09 +0~07 46,292 170,043 +12,632
Total Volume and Open Interest 62,288 190,636 +6,470
3-Mth Short Sterling(LIFFE)
Dec03 031203 95.96 95.97 95.95 95.96 +0.01 14,448 212,812 -2,991
Mar04 031203 95.60 95.63 95.58 95.63 +0.05 19,730 167,794 +1,622
Jun04 031203 95.26 95.33 95.25 95.33 +0.08 15,270 173,376 -1,513
Total Volume and Open Interest 84,337 1,094,580 -2,025
3-Mth Euribor(LIFFE)
Dec03 031203 97.840 97.850 97.820 97.845 +0.010 89,363 575,458 +10,807
Mar04 031203 97.685 97.710 97.670 97.700 +0.035 116,392 509,187 +3,731
Jun04 031203 97.430 97.455 97.400 97.445 +0.045 179,551 446,834 +20,963
Total Volume and Open Interest 721,444 2,768,800 +46,298
3-Mth Aus T-Bills(SFE)
Dec03 031203 94.60 94.60 94.54 94.57 -0.02 11,114 133,668 -3,567
Mar04 031203 94.26 94.26 94.20 94.24 -0.01 19,824 178,553 +3,949
Jun04 031203 94.09 94.11 94.04 94.08 -0.01 7,702 67,328 +742
Sep04 031203 94.00 94.00 93.93 93.97 -0.01 2,824 29,939 -599
Dec04 031203 93.89 93.90 93.84 93.88 unch 1,024 21,780 +563
Mar05 031203 93.80 93.80 93.75 93.78 unch 909 17,493 +243
Jun05 031203 93.67 93.70 93.67 93.70 unch 221 12,081 -664
Sep05 031203 93.59 93.64 93.59 93.64 unch 102 5,449 -102
Dec05 031203 93.58 93.59 93.58 93.59 +0.01 21 2,218 +4
Mar06 031203 93.55 93.55 93.55 93.55 +0.02 10 750 +10
Total Volume and Open Interest 43,756 469,936 +584
10-Year Aus T-Bonds(SFE)
Dec03 031203 94.04 94.06 93.99 94.06 +0.06 7,488 201,813 +7,285
Mar04 031203 94.00 94.03 93.97 94.02 +0.05 389 4,288 +2,230
Total Volume and Open Interest 20,402 196,586 +8,096
3-Year Aus T-Bonds(SFE)
Dec03 031203 94.16 94.18 94.09 94.16 unch 73,947 491,640 +38,352
Mar04 031203 93.98 94.00 93.96 94.00 unch 3,108 3,184 +3,058
Total Volume and Open Interest 77,055 494,824 +41,410
Gold(CMX)
Dec03 031203 403.2 404.0 401.5 403.9 +0.2 1,519 6,778 -480
Feb04 031203 403.7 405.0 402.2 404.8 +0.2 41,753 195,378 +2,586
Apr04 031203 404.0 405.7 403.0 405.7 +0.2 700 11,100 -85
Jun04 031203 405.2 407.0 404.0 406.7 +0.2 1,398 16,059 +392
Aug04 031203 407.0 407.7 407.0 407.7 +0.2 275 7,435 +0
Oct04 031203 408.7 408.7 408.7 408.7 +0.2 0 796 +0
Dec04 031203 407.0 410.3 407.0 409.9 +0.2 511 19,294 +217
Feb05 031203 411.2 411.2 411.2 411.2 +0.2 0 2,720 +0
Apr05 031203 412.6 412.6 412.6 412.6 +0.2 0 312 +0
Jun05 031203 414.1 414.1 414.1 414.1 +0.2 79 9,247 -76
Aug05 031203 415.7 415.7 415.7 415.7 +0.2 1 557 +0
Oct05 031203 417.3 417.3 417.3 417.3 +0.2      
Total Volume and Open Interest 45,971 278,759 +2,551
Silver(CMX)
Dec03 031203 547.0 549.0 543.0 546.8 -2.8 293 2,202 -1,060
Mar04 031203 548.5 550.5 544.0 549.2 -2.8 10,898 83,648 -883
May04 031203 550.0 551.5 548.0 550.3 -2.8 28 2,579 +5
Jul04 031203 550.0 551.6 548.5 551.6 -2.8 96 2,897 +47
Sep04 031203 552.7 552.7 552.7 552.7 -2.8 30 614 +0
Dec04 031203 555.0 555.0 549.0 554.1 -2.8 150 9,950 +48
Mar05 031203 556.0 556.0 556.0 556.0 -2.8 0 202 +0
Total Volume and Open Interest 11,466 104,077 -1,842
Platinum(NYM)
Jan04 031203 778.0 779.0 776.0 776.8 -3.0 706 8,508 -47
Apr04 031203 772.8 772.8 766.5 769.3 -3.5 397 1,457 +249
Oct04 031203 764.8 764.8 764.8 764.8 -8.0 4 4 +0
Total Volume and Open Interest 1,103 9,969 +202
Palladium(NYME)
Dec03 031203 190.00 193.00 190.00 192.35 -0.40 253 525 -400
Mar04 031203 192.00 195.10 189.00 193.85 -0.75 768 5,235 +311
Jun04 031203 192.00 197.00 191.00 194.60 -0.75 82 412 +0
Total Volume and Open Interest 1,021 6,172 -89
Copper(CMX)
Dec03 031203 97.10 98.65 96.95 97.60 +0.65 702 4,919 -852
Mar04 031203 97.50 99.05 97.35 97.90 +0.50 12,884 68,296 +1,879
May04 031203 97.20 98.15 97.10 97.45 +0.55 180 3,727 +44
Jul04 031203 96.90 97.45 96.80 96.95 +0.35 332 3,117 +104
Sep04 031203 97.20 97.20 96.50 96.50 +0.20 74 1,544 -1
Total Volume and Open Interest 14,219 91,716 +925
Aluminum(CMX)
Dec03 031203 73.15 73.15 73.15 73.15 -0.15 0 1,103 +0
Jan04 031203 73.60 73.60 73.30 73.30 -0.20 122 2,706 -7
Feb04 031203 73.25 73.90 73.25 73.40 -0.20 95 1,698 -75
Mar04 031203 73.35 73.35 73.35 73.35 -0.20 10 598 -26
Apr04 031203 73.35 73.35 73.35 73.35 -0.20 0 193 +0
May04 031203 73.30 73.30 73.30 73.30 -0.20 0 140 +0
Total Volume and Open Interest 327 9,026 -58
DJIA Index(CBOT)
Dec03 031203 9880 9940 9865 9870 +15 7,096 34,747 -764
Mar04 031203 9855 9910 9845 9845 +16 525 3,506 +322
Jun04 031203 9825 9825 9825 9825 +16 0 2 +0
Total Volume and Open Interest 7,621 38,256 -442
S & P 500(CME)
Dec03 031203 1069.80 1074.00 1064.30 1065.10 -1.80 45,594 520,267 -4,513
Mar04 031203 1069.00 1072.20 1063.00 1063.80 -1.70 8,771 81,591 +5,133
Jun04 031203 1063.30 1063.30 1063.30 1063.30 -1.70 191 4,091 +87
Sep04 031203 1063.50 1063.50 1063.50 1063.50 -1.60 260 661 +230
Total Volume and Open Interest 54,820 606,717 +941
S & P 500 E-Mini(Globex)
Dec03 031203 1066.50 1074.25 1064.25 1065.00 -2.00 564,852 526,070 +11,564
Mar04 031203 1065.25 1072.75 1063.00 1063.75 -1.75 9,686 16,436 +11,782
Total Volume and Open Interest 574,538 542,506 +23,346
NASDAQ 100(CME)
Dec03 031203 1442.00 1453.00 1417.50 1418.00 -17.50 10,907 76,847 +203
Mar04 031203 1448.50 1456.50 1419.50 1421.50 -17.50 404 3,260 +289
Jun04 031203 1425.00 1425.00 1425.00 1425.00 -17.50 0 47 +0
Total Volume and Open Interest 11,311 80,154 +492
NASDAQ 100 E-Mini(Globex)
Dec03 031203 1434.50 1453.00 1417.50 1418.00 -17.50 215,742 252,432 +8,408
Mar04 031203 1438.00 1455.50 1421.50 1421.50 -17.50 1,331 2,276 +431
Total Volume and Open Interest 217,073 254,708 +8,839
S & P Midcap 400(CME)
Dec03 031203 577.00 577.50 568.25 568.40 -6.60 874 16,417 +83
Mar04 031203 576.50 576.50 568.50 568.55 -6.35      
Jun04 031203 568.75 568.75 568.75 568.75 -6.60 0 1 +0
Total Volume and Open Interest 874 16,418 +83
Russell 2000(CME)
Dec03 031203 556.25 557.25 543.50 543.50 -10.15 1,831 21,582 -190
Mar04 031203 557.00 557.00 543.50 543.50 -10.05 315 336 +285
Jun04 031203 543.60 543.60 543.60 543.60 -10.05      
Total Volume and Open Interest 2,146 21,918 +95
Russell 2000 E-Mini(Globex)
Dec03 031203 553.40 557.20 543.50 543.50 -10.20 27,214 32,908 -103
Mar04 031203 557.30 557.30 543.50 543.50 -10.10 523 450 +340
Total Volume and Open Interest 27,737 33,358 +237
Value Line(KCBT)
Dec03 031203 1493.00 1498.00 1476.00 1476.00 -13.00 7 36 -2
Total Volume and Open Interest 13 47 +1
Nikkei 225(CME)
Dec03 031203 10370 10485 10320 10340 -50 28,432 144,408 -1,820
Mar04 031203 10380 10430 10320 10335 -50 5,837 5,125 -32
Total Volume and Open Interest 34,269 149,533 -1,852
Nikkei 225(SGX)
Dec03 031203 10370 10485 10320 10340 -50 28,432 144,408 -1,820
Mar04 031203 10380 10430 10320 10335 -50 5,837 5,125 -32
Jun04 031203 10290 10290 10290 10290 -50      
Total Volume and Open Interest 34,269 149,533 -1,852
CAC 40(EURONEXT)
Dec03 031203 3477.5 3518.5 3469.0 3507.0 +30.5 74,788 511,908 +17,091
Jan04 031203 3505.0 3512.0 3497.5 3512.0 +30.5 0 1,701 -39
Feb04 031203 3517.5 3517.5 3517.5 3517.5 +30.5      
Total Volume and Open Interest 76,016 534,292  
Hang Seng Index(HKFE)
Dec03 031203 12438 12500 12335 12335 -70 20,754 89,731 -1,143
Jan04 031203 12433 12488 12341 12343 -62 289 241 +44
Total Volume and Open Interest 21,088 90,692 -1,092
DAX(EUREX)
Dec03 031203 3809.0 3891.0 3806.0 3889.5 +60.0 116,463 286,826 +425
Mar04 031203 3834.0 3910.0 3827.0 3910.0 +60.5 2,577 13,623 -27
Jun04 031203 3881.0 3932.5 3862.0 3932.0 +60.0 1,121 4,652 -169
Total Volume and Open Interest 120,161 305,101 +229
FT-SE 100(EURONEXT)
Dec03 031203 4371.00 4408.50 4371.00 4392.50 +14.00 84,856 381,028 -18,684
Mar04 031203 4376.00 4402.50 4376.00 4387.50 +13.50 5,711 36,997 +4,698
Jun04 031203 4409.50 4409.50 4400.00 4400.00 +13.50 0 6,979 +0
Total Volume and Open Interest 90,567 426,655 -13,986
SPI 200(SFE)
Dec03 031203 3180.0 3229.0 3179.0 3220.0 +30.0 12,894 166,784 +6,605
Mar04 031203 3191.0 3239.0 3191.0 3232.0 +30.0 393 6,458 +152
Jun04 031203 3241.0 3252.0 3241.0 3245.0 +32.0 226 3,094 +0
Total Volume and Open Interest 13,584 178,305 +6,768
GSCI(CME)
Dec03 031203 252.50 255.50 251.00 255.50 +2.40 51 12,572 -6
Jan04 031203 250.15 254.70 250.15 254.60 +2.20 79 521 +24
Feb04 031203 250.00 250.00 250.00 250.00 +2.00      
Total Volume and Open Interest 130 13,093 +18
Reuters CRB Index(NYBOT)
Jan04 031203 255.50 257.00 255.50 256.70 +1.20 73 567 -32
Feb04 031203 255.25 255.25 254.95 254.95 +1.20 55 65 -21
Apr04 031203 253.00 253.45 253.00 253.45 +1.20 35 119 +4
Total Volume and Open Interest 170 754 -49
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 © 1989- 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!