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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 Fri December 05, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031205 768.50 771.50 758.00 760.50 -8.50 40,412 104,774 -468
Mar04 031205 766.00 771.00 758.00 761.75 -7.00 15,734 56,289 +2,418
May04 031205 752.00 754.50 745.00 749.50 -3.75 5,511 45,722 +509
Jul04 031205 734.75 740.00 732.00 733.50 -4.25 4,519 25,752 +1,199
Aug04 031205 707.50 712.00 703.00 709.00 -1.00 879 5,194 +381
Sep04 031205 666.00 666.00 660.00 661.00 +0.50 252 1,561 +138
Nov04 031205 600.50 605.50 598.00 604.00 +2.75 1,034 14,061 +27
Total Volume and Open Interest 68,371 253,406 +4,196
Soybean Meal(CBOT)
Dec03 031205 229.00 229.00 224.00 225.70 -4.30 2,031 3,693 -628
Jan04 031205 229.30 229.80 224.60 226.00 -4.90 11,874 36,975 +1,078
Mar04 031205 229.50 230.00 225.50 227.30 -3.60 8,503 40,781 +2,275
May04 031205 227.50 228.00 224.00 225.20 -3.20 6,776 42,376 +1,439
Jul04 031205 224.50 224.70 221.50 222.30 -2.80 4,567 23,396 +635
Aug04 031205 218.00 218.00 215.00 215.00 -3.50 700 5,960 +26
Sep04 031205 204.00 205.50 203.00 203.10 -1.00 722 4,782 +262
Oct04 031205 183.30 185.00 183.00 183.00 -0.10 425 4,954 +258
Total Volume and Open Interest 36,151 175,403 +5,421
Soybean Oil(CBOT)
Dec03 031205 27.95 28.10 27.77 27.95 +0.05 2,292 5,554 -1,542
Jan04 031205 27.45 27.63 27.26 27.43 -0.03 13,361 49,809 -1,432
Mar04 031205 27.20 27.41 27.05 27.22 -0.01 9,256 48,844 +1,823
May04 031205 26.80 27.02 26.68 26.88 +0.03 3,556 37,776 -94
Jul04 031205 26.30 26.50 26.18 26.45 +0.11 2,067 33,343 +871
Aug04 031205 25.80 25.95 25.80 25.92 +0.12 659 3,832 +91
Sep04 031205 25.05 25.20 24.95 25.20 +0.17 419 2,625 +242
Oct04 031205 23.80 23.95 23.60 23.95 +0.30 137 2,668 +45
Total Volume and Open Interest 32,222 193,552 +230
Canola(WCE)
Jan04 031205 366.5 368.7 365.8 365.9 -1.8 4,167 20,952 -1,036
Mar04 031205 371.1 372.5 370.0 370.0 -2.1 2,041 12,301 +344
May04 031205 375.5 375.5 375.5 375.5 -0.7 269 4,875 +148
Jul04 031205 379.0 379.0 379.0 379.0 +0.3 125 3,743 +50
Sep04 031205 342.5 342.5 342.5 342.5 unch      
Total Volume and Open Interest 6,832 46,756 -289
Corn(CBOT)
Dec03 031205 245.50 247.00 243.75 246.50 -0.25 9,727 22,018 -3,871
Mar04 031205 247.50 249.00 245.75 248.50 -0.50 66,565 306,682 +3,013
May04 031205 250.75 252.00 248.50 251.25 -0.50 7,761 47,823 +2,105
Jul04 031205 252.50 253.00 250.50 252.50 -0.75 4,868 36,846 +1,338
Sep04 031205 249.00 249.50 248.00 248.25 -1.75 285 7,053 +8
Dec04 031205 248.25 248.50 246.00 247.50 -1.00 2,668 32,508 +589
Total Volume and Open Interest 91,971 456,092 +3,187
Wheat(CBOT)
Dec03 031205 393.50 394.00 387.00 391.00 -8.50 284 647 -382
Mar04 031205 408.00 408.00 399.50 403.25 -7.75 24,893 106,646 +5,784
May04 031205 403.00 403.00 394.50 397.00 -8.50 1,280 7,919 +217
Jul04 031205 373.00 374.50 367.00 369.75 -7.00 2,028 12,291 +377
Sep04 031205 375.00 375.00 369.50 372.50 -7.25 32 502 +4
Total Volume and Open Interest 28,660 128,889 +6,060
Wheat(KCBT)
Dec03 031205 405.00 405.00 400.00 400.00 -10.00 112 653 -138
Mar04 031205 401.00 403.00 394.00 398.00 -9.50 10,032 59,324 +1,644
May04 031205 396.00 396.00 388.50 391.50 -9.25 964 4,504 +101
Jul04 031205 376.00 376.00 369.00 371.00 -8.50 1,001 5,443 +100
Sep04 031205 375.50 375.50 373.00 373.50 -7.50 2 334 +2
Total Volume and Open Interest 12,112 70,636 +1,709
Wheat(MGE)
Dec03 031205 400.00 404.00 398.00 398.00 -10.00 42 49 -44
Mar04 031205 402.00 402.00 394.50 399.25 -5.25 3,574 25,772 +726
May04 031205 396.00 397.00 390.25 393.00 -5.00 216 3,491 +73
Jul04 031205 390.00 391.00 385.00 386.00 -3.50 43 862 +13
Sep04 031205 379.00 380.00 375.00 375.00 -1.25 35 626 +21
Total Volume and Open Interest 3,922 30,989 +797
Oats(CBOT)
Dec03 031205 140.50 140.50 140.50 140.50 -1.00 191 127 +74
Mar04 031205 146.75 147.75 145.50 146.75 -1.00 2,383 4,437 +123
May04 031205 150.25 150.25 149.00 149.00 -2.25 139 349 -14
Jul04 031205 152.00 152.00 152.00 152.00 -2.00 22 94 +12
Total Volume and Open Interest 2,735 5,014 +195
Rough Rice(CBOT)
Jan04 031205 8.60 8.71 8.57 8.69 +0.03 252 5,166 +28
Mar04 031205 8.75 8.90 8.75 8.90 +0.07 220 1,691 +36
May04 031205 8.89 8.94 8.89 8.94 +0.03 90 679 -4
Jul04 031205 8.99 8.99 8.99 8.99 -0.01 30 410 +10
Total Volume and Open Interest 593 7,966 +69
Live Cattle(CME)
Dec03 031205 97.075 97.400 96.350 96.575 -0.475 7,609 17,476 -1,429
Feb04 031205 92.000 92.300 91.300 91.850 -0.025 8,659 55,356 +1,647
Apr04 031205 82.800 83.300 82.350 83.150 +0.400 3,124 20,700 -4
Jun04 031205 75.150 75.500 74.875 75.425 +0.225 1,228 12,089 -170
Aug04 031205 73.900 74.250 73.750 74.250 +0.350 457 3,863 +201
Oct04 031205 77.000 77.350 77.000 77.325 +0.300 266 1,603 +145
Total Volume and Open Interest 21,414 112,822 +417
Feeder Cattle(CME)
Jan04 031205 97.450 98.750 97.450 98.300 -0.550 1,868 9,916 +60
Mar04 031205 91.025 92.200 91.000 92.125 +0.025 480 3,493 +4
Apr04 031205 89.000 89.450 89.000 89.175 -0.175 186 954 -6
May04 031205 89.600 90.100 89.500 89.950 +0.325 249 2,430 +38
Aug04 031205 90.050 90.550 90.050 90.400 +0.350 115 1,132 +32
Sep04 031205 90.000 90.000 89.900 89.900 +0.050 16 409 +2
Oct04 031205 89.900 89.900 89.900 89.900 +0.100 3 18 +1
Total Volume and Open Interest 2,917 18,353 +131
Lean Hogs(CME)
Dec03 031205 49.500 49.600 49.000 49.050 -0.075 2,775 5,969 -598
Feb04 031205 53.300 53.950 52.750 53.800 +0.650 6,268 26,295 +230
Apr04 031205 56.325 57.200 55.650 57.100 +0.775 1,092 7,068 -108
May04 031205 59.700 59.800 58.950 59.650 +0.100 113 952 +14
Jun04 031205 62.900 62.925 62.400 62.825 +0.075 242 2,514 +64
Jul04 031205 60.550 60.900 60.400 60.900 +0.175 141 731 +53
Aug04 031205 58.300 58.600 58.300 58.600 +0.100 24 507 +14
Oct04 031205 51.100 51.500 51.100 51.350 +0.250 30 338 +17
Total Volume and Open Interest 10,692 44,476 -310
Pork Bellies(CME)
Feb04 031205 86.000 86.900 85.750 86.850 +0.700 473 1,982 -31
Mar04 031205 85.650 86.250 85.400 85.400 +0.400 1 176 +0
May04 031205 86.750 86.750 86.200 86.200 +0.175 0 164 +0
Jul04 031205 89.500 90.000 89.500 90.000 +0.375 3 57 -1
Aug04 031205 90.000 90.000 90.000 90.000 unch 0 13 +0
Total Volume and Open Interest 477 2,392 -32
BFP Milk Class III(CME)
Dec03 031205 11.62 11.66 11.62 11.65 -0.03 189 4,026 +4
Jan04 031205 11.76 11.76 11.60 11.65 -0.11 155 2,505 +38
Feb04 031205 11.53 11.53 11.47 11.47 -0.06 81 1,735 +18
Mar04 031205 11.49 11.49 11.49 11.49 unch 64 1,593 +2
Apr04 031205 11.49 11.49 11.49 11.49 unch 49 1,096 -6
Total Volume and Open Interest 717 16,911 +108
Cocoa(NYBOT)
Dec03 031205 1600 1600 1585 1585 -15 6 87 +0
Mar04 031205 1575 1612 1557 1595 -9 6,430 31,193 +23
May04 031205 1570 1603 1555 1588 -10 833 14,938 +174
Jul04 031205 1574 1587 1554 1586 -10 319 12,768 +240
Sep04 031205 1570 1600 1558 1588 -10 88 7,377 +35
Dec04 031205 1585 1608 1582 1597 -8 611 8,729 +72
Mar05 031205 1608 1608 1608 1608 -9 5 3,870 -5
Total Volume and Open Interest 8,456 94,579 +432
Coffee "C"(NYBOT)
Dec03 031205 60.90 61.90 60.90 61.90 +0.95 32 118 -9
Mar04 031205 64.00 64.75 63.70 64.65 +0.95 12,711 52,080 -227
May04 031205 65.80 66.60 65.60 66.55 +0.95 1,550 8,082 +239
Jul04 031205 67.90 68.40 67.75 68.40 +0.95 354 5,203 -18
Sep04 031205 69.80 70.15 69.70 70.15 +0.90 323 5,847 +72
Dec04 031205 72.25 72.75 72.10 72.75 +0.90 258 3,494 +25
Total Volume and Open Interest 15,276 76,717 +100
Orange Juice(NYBOT)
Jan04 031205 70.10 70.45 69.30 70.00 +0.05 984 15,650 -177
Mar04 031205 73.30 73.50 72.60 73.45 +0.25 1,035 13,269 +448
May04 031205 76.10 76.10 75.75 76.10 +0.30 28 5,427 +3
Jul04 031205 78.10 78.75 78.10 78.75 +0.35 1 532 +0
Sep04 031205 81.40 81.40 81.40 81.40 +0.40 15 460 +0
Total Volume and Open Interest 2,084 35,635 +285
Sugar #11(NYBOT)
Mar04 031205 6.64 6.71 6.59 6.65 -0.06 43,963 114,665 +661
May04 031205 6.50 6.57 6.48 6.55 -0.03 10,553 26,552 +448
Jul04 031205 6.27 6.35 6.25 6.34 -0.03 6,369 30,565 +717
Oct04 031205 6.25 6.33 6.25 6.32 -0.03 3,813 18,225 +391
Mar05 031205 6.38 6.43 6.38 6.41 -0.04 1,123 7,859 +588
Total Volume and Open Interest 66,009 203,729 +2,848
London Cocoa(LCE)
Dec03 031205 931 931 907 920 -11 3,949 23,374 -3,752
Mar04 031205 958 964 939 954 -11 5,982 47,800 +747
May04 031205 978 983 961 974 -10 770 17,833 -435
Jul04 031205 999 1005 982 995 -10 775 20,607 +3
Sep04 031205 1005 1012 990 1003 -10 535 20,294 -71
Dec04 031205 1000 1012 994 1003 -13 89 40,019 +17
Mar05 031205 1011 1022 1000 1009 -16 207 17,056 +147
Total Volume and Open Interest 12,308 188,181 -3,344
London Coffee(LCE)
Jan04 031205 689.00 693.00 682.00 691.00 +5.00 5,388 53,900 +87
Mar04 031205 699.00 705.00 695.00 704.00 +5.00 5,467 41,421 +1,929
May04 031205 713.00 720.00 713.00 720.00 +6.00 791 25,014 +411
Jul04 031205 730.00 735.00 730.00 735.00 +6.00 444 12,826 +250
Sep04 031205 743.00 749.00 743.00 749.00 +6.00 826 11,346 +698
Nov04 031205 762.00 762.00 762.00 762.00 +5.00 238 6,220 -69
Total Volume and Open Interest 13,158 151,984 +3,310
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031205 199.00 199.50 196.00 197.50 -1.50 6,410 17,781 -2,276
May04 031205 195.80 196.90 194.00 195.00 -1.10 873 8,003 -179
Aug04 031205 191.70 193.00 191.40 191.40 -1.00 353 7,404 +81
Oct04 031205 190.00 190.00 190.00 190.00 -1.40 12 4,211 -50
Total Volume and Open Interest 7,723 38,858 -2,354
Cotton(NYBOT)
Dec03 031205 68.50 68.50 67.74 67.74 +0.74 18 72 -9
Mar04 031205 71.30 71.90 70.80 71.49 +0.26 8,268 55,514 -812
May04 031205 72.50 72.90 71.90 72.46 +0.11 1,164 13,045 +172
Jul04 031205 72.95 73.30 72.70 73.07 +0.22 498 5,755 +100
Oct04 031205 64.85 64.85 64.85 64.85 unch 0 335 +0
Dec04 031205 65.65 65.70 65.00 65.25 -0.05 264 4,101 +43
Total Volume and Open Interest 10,212 79,905 -506
Lumber(CME)
Jan04 031205 296.0 297.9 292.0 297.2 +3.2 451 1,353 -106
Mar04 031205 307.5 308.3 303.6 308.0 +2.8 131 362 +2
May04 031205 312.0 312.0 311.2 311.2 +1.1 12 85 +5
Jul04 031205 317.8 317.8 317.8 317.8 +1.0 10 27 +8
Total Volume and Open Interest 605 1,828 -90
Crude Oil(NYM)
Jan04 031205 31.15 31.22 30.65 30.73 -0.53 100,175 155,633 +858
Feb04 031205 31.02 31.12 30.58 30.64 -0.49 52,633 70,721 +6,037
Mar04 031205 30.50 30.70 30.15 30.25 -0.45 15,471 49,554 +1,914
Apr04 031205 30.17 30.25 29.85 29.87 -0.39 5,416 30,219 +531
May04 031205 29.80 29.80 29.48 29.48 -0.34 3,093 17,125 +831
Jun04 031205 29.37 29.38 29.08 29.08 -0.31 6,816 31,816 +220
Jul04 031205 28.70 28.70 28.70 28.70 -0.27 3,205 18,782 +489
Aug04 031205 28.50 28.50 28.38 28.38 -0.23 628 11,185 +130
Sep04 031205 28.20 28.20 28.08 28.10 -0.21 1,231 16,607 +239
Oct04 031205 27.83 27.83 27.83 27.83 -0.19 813 11,410 -50
Nov04 031205 27.60 27.60 27.60 27.60 -0.18 263 9,725 +129
Dec04 031205 27.55 27.55 27.42 27.42 -0.14 3,562 35,527 +107
Jan05 031205 27.22 27.22 27.22 27.22 -0.13 784 11,466 -224
Feb05 031205 27.08 27.08 27.08 27.08 -0.12 85 4,356 +10
Mar05 031205 26.94 26.94 26.94 26.94 -0.11 550 4,314 -123
Apr05 031205 26.81 26.81 26.81 26.81 -0.09 0 1,866 +0
Total Volume and Open Interest 197,270 561,088 +10,686
Heating Oil(NYM)
Jan04 031205 88.40 88.90 86.25 86.36 -1.83 28,118 60,081 +238
Feb04 031205 88.60 88.80 86.30 86.45 -1.79 9,971 27,581 +1,904
Mar04 031205 86.20 86.40 84.30 84.30 -1.59 1,968 18,439 +672
Apr04 031205 82.30 82.30 80.70 80.70 -1.34 1,040 8,007 +121
May04 031205 78.90 78.90 77.50 77.50 -1.19 214 4,300 +160
Jun04 031205 75.90 76.00 75.55 75.55 -1.09 361 6,998 -42
Jul04 031205 75.00 75.00 74.50 74.50 -0.99 118 2,984 +11
Aug04 031205 74.45 74.45 74.45 74.45 -0.94 157 2,706 +45
Sep04 031205 75.05 75.05 75.05 75.05 -0.94 25 1,712 +0
Oct04 031205 75.65 75.65 75.65 75.65 -0.94 27 1,010 +1
Nov04 031205 76.15 76.15 76.15 76.15 -0.94 52 1,055 +12
Dec04 031205 76.65 76.65 76.65 76.65 -0.94 54 4,392 -13
Total Volume and Open Interest 42,287 142,379 +3,191
Unleaded Gas(NYM)
Jan04 031205 85.80 86.20 84.50 85.13 -0.83 20,279 54,726 +61
Feb04 031205 86.10 86.60 85.30 85.73 -0.59 6,446 13,982 +1,407
Mar04 031205 86.40 86.60 85.60 86.28 -0.41 906 6,491 +238
Apr04 031205 93.50 93.50 93.10 93.18 -0.16 586 9,179 +100
May04 031205 92.75 92.75 92.75 92.75 -0.04 220 5,892 +40
Jun04 031205 91.35 91.35 91.35 91.35 +0.06 1 3,161 +1
Jul04 031205 89.35 89.35 89.35 89.35 +0.16 0 160 +0
Aug04 031205 86.80 86.80 86.80 86.80 +0.16 100 851 +100
Sep04 031205 83.65 83.65 83.65 83.65 +0.16 150 1,100 +50
Oct04 031205 79.65 79.65 79.65 79.65 +0.16      
Total Volume and Open Interest 28,688 95,542 +1,997
Natural Gas(NYM)
Jan04 031205 6.450 6.500 6.085 6.135 -0.202 64,064 54,754 -2,184
Feb04 031205 6.450 6.500 6.080 6.132 -0.171 23,040 33,761 +1,955
Mar04 031205 6.030 6.050 5.750 5.807 -0.116 16,242 27,526 +1,683
Apr04 031205 5.140 5.140 4.960 4.982 -0.091 8,665 23,059 +1,445
May04 031205 4.910 4.920 4.780 4.792 -0.101 4,315 19,791 +751
Jun04 031205 4.900 4.900 4.790 4.792 -0.101 2,662 15,088 +398
Jul04 031205 4.900 4.900 4.790 4.792 -0.091 1,707 12,450 +483
Aug04 031205 4.900 4.900 4.790 4.792 -0.096 1,317 12,209 +240
Sep04 031205 4.850 4.850 4.772 4.772 -0.096 1,958 11,821 +716
Oct04 031205 4.850 4.850 4.740 4.762 -0.096 1,461 11,410 +632
Nov04 031205 4.980 4.980 4.907 4.907 -0.085 281 9,912 +97
Dec04 031205 5.100 5.120 5.062 5.062 -0.078 321 11,773 -53
Jan05 031205 5.220 5.250 5.177 5.177 -0.073 176 8,115 -67
Feb05 031205 5.160 5.170 5.137 5.137 -0.063 144 8,035 -115
Mar05 031205 5.020 5.020 4.967 4.967 -0.053 39 7,335 -1
Apr05 031205 4.610 4.610 4.567 4.567 -0.043 141 7,370 +105
Total Volume and Open Interest 126,892 335,228 +6,210
Brent Crude Oil(IPE)
Jan04 031205 29.00 29.24 28.70 28.74 -0.49 59,834 78,273 +147
Feb04 031205 28.80 28.95 28.50 28.57 -0.42 35,890 68,286 +1,298
Mar04 031205 28.56 28.68 28.27 28.37 -0.35 8,574 25,178 +634
Apr04 031205 28.26 28.35 27.97 28.09 -0.29 1,462 14,290 +379
May04 031205 28.00 28.04 27.81 27.81 -0.24 601 10,757 +18
Jun04 031205 27.70 27.74 27.53 27.53 -0.21 2,346 26,821 +631
Jul04 031205 27.46 27.46 27.25 27.25 -0.18 401 10,368 -199
Aug04 031205 26.99 26.99 26.99 26.99 -0.14 300 7,701 +200
Sep04 031205 26.74 26.74 26.74 26.74 -0.13 250 6,924 +0
Oct04 031205 26.57 26.57 26.53 26.53 -0.11 0 3,095 +0
Nov04 031205 26.34 26.34 26.34 26.34 -0.08 100 3,921 +0
Dec04 031205 26.20 26.30 26.15 26.19 -0.06 2,325 28,592 -675
Total Volume and Open Interest 112,883 314,669 +2,815
Gas Oil(IPE)
Dec03 031205 258.00 260.25 255.00 255.50 -4.50 14,149 23,059 -2,780
Jan04 031205 257.00 259.50 255.00 255.50 -3.75 16,191 41,956 +2,835
Feb04 031205 252.75 255.25 251.75 252.25 -2.75 6,047 18,383 +980
Mar04 031205 248.00 248.50 245.50 246.00 -2.75 428 6,241 +297
Apr04 031205 241.00 241.25 239.00 239.50 -3.00 600 7,266 -173
May04 031205 236.00 236.50 233.75 234.00 -3.00 900 5,436 +121
Jun04 031205 233.00 233.00 231.00 231.00 -2.50 1,623 10,462 -200
Jul04 031205 232.25 234.00 230.50 230.50 -2.50 800 3,723 +589
Aug04 031205 230.25 230.25 230.25 230.25 -2.25 0 2,414 +0
Sep04 031205 230.00 230.00 230.00 230.00 -2.00 0 3,707 +0
Total Volume and Open Interest 40,738 151,116 +1,769
US Dollar Index(NYBOT)
Dec03 031205 89.80 89.80 89.10 89.19 -0.44 1,626 18,015 -353
Mar04 031205 90.09 90.21 89.50 89.60 -0.44 530 3,421 +105
Jun04 031205 90.05 90.05 90.05 90.05 -0.44 7 18 +0
Total Volume and Open Interest 2,163 21,455 -248
Australian Dollar(CME)
Dec03 031205 73.37 73.64 73.35 73.56 +0.10 6,630 53,919 -2,177
Mar04 031205 72.65 72.88 72.60 72.79 +0.10 4,104 9,876 +3,902
Jun04 031205 72.02 72.02 72.02 72.02 +0.10 65 330 +50
Total Volume and Open Interest 10,800 64,219 +1,775
British Pound(CME)
Dec03 031205 172.09 173.12 172.09 172.85 +0.72 7,248 60,267 +782
Mar04 031205 170.95 171.90 170.93 171.64 +0.73 3,410 17,184 +3,017
Jun04 031205 170.10 170.28 170.10 170.28 +0.69 3 6 +3
Total Volume and Open Interest 10,661 77,463 +3,802
Canadian Dollar(CME)
Dec03 031205 76.61 76.78 76.42 76.56 +0.42 11,171 66,500 -4,066
Mar04 031205 76.29 76.50 76.12 76.25 +0.41 4,796 12,410 +3,573
Jun04 031205 76.05 76.05 76.00 76.00 +0.41 35 1,371 +1
Sep04 031205 75.77 75.77 75.77 75.77 +0.41 5 731 +0
Total Volume and Open Interest 16,043 81,308 -488
Japanese Yen(CME)
Dec03 031205 92.38 93.03 92.38 92.87 +0.36 5,923 139,217 +40
Mar04 031205 92.68 93.31 92.68 93.15 +0.36 891 5,093 +648
Jun04 031205 93.45 93.45 93.44 93.44 +0.36 56 236 +18
Total Volume and Open Interest 6,871 144,600 +707
Swiss Franc(CME)
Dec03 031205 77.60 78.55 77.58 78.47 +0.82 16,289 61,961 -5,784
Mar04 031205 77.78 78.69 77.76 78.64 +0.82 12,724 17,747 +14,029
Jun04 031205 78.70 78.80 78.70 78.80 +0.82 0 130 +0
Total Volume and Open Interest 29,023 79,938 +8,245
EuroFX(CME)
Dec03 031205 120.82 121.69 120.81 121.62 +0.65 29,669 114,814 -10,368
Mar04 031205 120.52 121.37 120.52 121.32 +0.65 18,368 25,247 +17,527
Jun04 031205 120.52 121.03 120.52 121.03 +0.64 14 314 -6
Total Volume and Open Interest 48,058 140,558 +7,156
Mexican Peso(CME)
Dec03 031205 8930.0 8947.0 8890.0 8905.0 +18.0 6,230 34,356 -447
Mar04 031205 8830.0 8830.0 8790.0 8795.0 +18.0 1,989 9,061 +1,517
Total Volume and Open Interest 8,219 43,832 +1,070
30-Year T-Bonds(CBOT)
Dec03 031205 109~04 111~09 108~31 110~29 +1~28 43,572 134,112 -23,356
Mar04 031205 107~18 109~28 107~15 109~14 +1~27 236,913 355,048 +12,578
Jun04 031205 107~18 108~10 107~15 108~02 +1~27 1,444 3,218 +1,337
Total Volume and Open Interest 282,138 492,789 -9,434
Municipal Bonds(CBOT)
Dec03 031205 102~13 103~14 102~13 103~08 +1~03 169 1,524 -51
Mar04 031205 101~02 102~05 101~02 101~29 +1~03 101 837 +15
Total Volume and Open Interest 270 2,361 -36
10-Year T-Notes(CBOT)
Dec03 031205 112~100 113~230 112~100 113~165 +1~075 64,334 152,583 -43,247
Mar04 031205 110~245 112~110 110~240 112~035 +1~115 554,246 848,913 +23,124
Total Volume and Open Interest 618,599 1,001,535 -20,114
5-Year T-Notes(CBOT)
Dec03 031205 111~250 112~195 111~250 112~160 +0~285 50,972 0 +0
Mar04 031205 110~160 111~120 110~145 111~080 +0~310 255,785 0 +0
Total Volume and Open Interest 306,757    
2 Year T-Notes(CBOT)
Dec03 031205 107~020 107~060 107~020 107~056 +0~046 11,483 27,442 -7,302
Mar04 031205 106~052 106~101 106~049 106~096 +0~052 11,860 124,388 +5,262
Total Volume and Open Interest 23,343 151,830 -2,040
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031205 98.815 98.830 98.812 98.823 +0.007 110,854 594,245 -2,008
Mar04 031205 98.660 98.740 98.655 98.725 +0.080 212,295 737,864 +25,631
Jun04 031205 98.315 98.475 98.310 98.450 +0.165 179,702 688,532 +2,617
Sep04 031205 97.885 98.110 97.880 98.080 +0.230 180,039 562,765 -18,367
Dec04 031205 97.420 97.685 97.410 97.650 +0.275 132,573 595,783 -3,852
Mar05 031205 97.000 97.270 96.990 97.230 +0.275 53,277 347,852 +3,237
Jun05 031205 96.625 96.885 96.610 96.855 +0.275 34,809 279,833 -2,596
Sep05 031205 96.300 96.560 96.295 96.525 +0.260 35,000 221,647 -834
Dec05 031205 96.035 96.285 96.030 96.250 +0.250 13,694 179,537 +1,688
Mar06 031205 95.830 96.060 95.830 96.030 +0.240 9,383 138,137 +904
Jun06 031205 95.645 95.865 95.645 95.830 +0.235 9,710 117,695 -1,316
Sep06 031205 95.460 95.690 95.460 95.640 +0.220 11,244 92,408 +354
Total Volume and Open Interest 1,019,887 5,161,139 +13,086
3-Mth Euro-Yen(CME)
Dec03 031205 99.93 99.93 99.93 99.93 unch 34 7,977 -21
Mar04 031205 99.90 99.90 99.90 99.90 +0.01 0 8,881 -133
Jun04 031205 99.88 99.89 99.88 99.89 +0.01 141 12,186 +81
Sep04 031205 99.83 99.84 99.83 99.84 +0.02 95 10,298 +64
Dec04 031205 99.74 99.75 99.74 99.75 +0.02 1 3,106 -187
Mar05 031205 99.60 99.60 99.60 99.60 +0.03 7 3,015 -7
Jun05 031205 99.50 99.50 99.50 99.50 +0.02 0 666 -200
Sep05 031205 99.40 99.40 99.40 99.40 +0.02 0 4,424 +100
Dec05 031205 99.28 99.28 99.28 99.28 +0.01 0 107 +0
Mar06 031205 99.18 99.18 99.18 99.18 unch 0 229 +0
Total Volume and Open Interest 278 51,827 -303
3-Mth Euro-Yen(SIMEX)
Dec03 031205 99.93 99.93 99.93 99.93 unch 148 43,617 -154
Mar04 031205 99.90 99.90 99.89 99.90 unch 415 60,712 -120
Jun04 031205 99.88 99.88 99.88 99.88 unch 1,618 67,755 +653
Sep04 031205 99.82 99.83 99.82 99.83 +0.01 446 42,834 -655
Dec04 031205 99.73 99.74 99.73 99.74 +0.02 957 33,041 +377
Mar05 031205 99.58 99.60 99.58 99.60 +0.03 300 19,323 -214
Jun05 031205 99.51 99.51 99.51 99.51 +0.02 50 11,163 +12
Sep05 031205 99.41 99.41 99.41 99.41 +0.03 650 14,253 +546
Total Volume and Open Interest 4,584 307,340 +430
German Euro-Bund(EUREX)
Dec03 031205 112.25 113.08 112.10 113.02 +0.84 994,172 282,062 -195,384
Mar04 031205 111.73 112.61 111.58 112.56 +0.88 457,950 616,803 +168,666
Jun04 031205 110.70 111.71 110.70 111.71 +0.95 2,159 2 +0
Total Volume and Open Interest 1,454,281 898,867 -26,718
German Euro-Bobl(EUREX)
Dec03 031205 110.06 110.46 109.91 110.43 +0.43 693,841 266,132 -133,690
Mar04 031205 109.51 109.99 109.34 109.95 +0.52 345,176 460,000 +119,664
Jun04 031205 109.20 109.20 109.20 109.20 +0.50 3,962 0 +0
Total Volume and Open Interest 1,042,979 726,132 -14,026
Long Gilt(LIFFE)
Dec03 031205 114~30 115~22 114~27 115~20 +1~00 4,317 19,394 -648
Mar04 031205 106~20 107~19 106~18 107~12 +0~31 33,703 168,623 -914
Total Volume and Open Interest 38,020 188,017 -1,562
3-Mth Short Sterling(LIFFE)
Dec03 031205 95.98 96.00 95.98 96.00 +0.02 55,122 224,846 +8,457
Mar04 031205 95.66 95.71 95.64 95.69 +0.05 27,387 166,664 -1,939
Jun04 031205 95.36 95.48 95.35 95.44 +0.10 20,318 167,093 -4,512
Total Volume and Open Interest 148,894 1,092,438 -5,733
3-Mth Euribor(LIFFE)
Dec03 031205 97.850 97.855 97.840 97.850 +0.005 61,858 556,879 -11,639
Mar04 031205 97.745 97.785 97.715 97.770 +0.060 100,561 493,553 -8,593
Jun04 031205 97.505 97.585 97.465 97.565 +0.110 117,276 450,415 +629
Total Volume and Open Interest 516,987 2,747,356 -12,933
3-Mth Aus T-Bills(SFE)
Dec03 031205 94.57 94.58 94.56 94.58 +0.02 5,959 129,508 -12,719
Mar04 031205 94.26 94.31 94.25 94.31 +0.07 11,661 188,558 -3,356
Jun04 031205 94.12 94.17 94.11 94.17 +0.08 3,489 69,860 -3,452
Sep04 031205 94.02 94.07 94.02 94.07 +0.08 1,728 32,473 -906
Dec04 031205 93.92 93.97 93.92 93.97 +0.09 493 22,303 +348
Mar05 031205 93.85 93.88 93.85 93.88 +0.09 351 17,483 -192
Jun05 031205 93.77 93.80 93.77 93.80 +0.09 25 12,385 -49
Sep05 031205 93.70 93.74 93.70 93.74 +0.09 100 5,172 -382
Dec05 031205 93.67 93.68 93.67 93.68 +0.08 0 2,068 -350
Mar06 031205 93.64 93.65 93.64 93.65 +0.09 0 750 +0
Total Volume and Open Interest 23,806 481,210 -21,086
10-Year Aus T-Bonds(SFE)
Dec03 031205 94.11 94.14 94.10 94.14 +0.09 9,574 192,591 -13,350
Mar04 031205 94.07 94.11 94.07 94.11 +0.09 1,289 5,280 +444
Total Volume and Open Interest 20,510 210,777 +4,676
3-Year Aus T-Bonds(SFE)
Dec03 031205 94.22 94.25 94.21 94.25 +0.08 44,483 526,643 -15,937
Mar04 031205 94.07 94.10 94.07 94.10 +0.08 2,319 10,133 +2,199
Total Volume and Open Interest 46,802 536,776 -13,738
Gold(CMX)
Dec03 031205 402.0 406.8 400.0 406.4 +3.1 304 2,456 -1,179
Feb04 031205 402.9 407.5 400.5 407.3 +3.1 42,589 193,726 -1,904
Apr04 031205 403.6 408.5 402.3 408.2 +3.1 978 12,399 +136
Jun04 031205 404.3 409.7 403.5 409.1 +3.0 275 16,183 +12
Aug04 031205 410.1 410.1 410.1 410.1 +3.0 260 7,535 +0
Oct04 031205 411.0 411.0 411.0 411.0 +2.9 0 805 +0
Total Volume and Open Interest 45,772 274,812 -2,706
Silver(CMX)
Dec03 031205 541.0 552.0 541.0 547.2 +2.0 838 1,381 -145
Mar04 031205 544.5 553.0 542.5 549.2 +2.0 15,055 81,862 -1,141
May04 031205 546.5 553.0 545.0 550.3 +2.0 215 2,552 -49
Jul04 031205 554.5 554.5 551.0 551.6 +2.0 20 2,917 -4
Sep04 031205 552.8 552.8 552.8 552.8 +2.0 0 614 +0
Total Volume and Open Interest 16,189 101,465 -1,312
Platinum(NYM)
Jan04 031205 784.5 791.0 782.5 790.7 -0.7 814 8,253 -58
Apr04 031205 775.0 783.2 775.0 783.2 -0.7 99 1,515 +24
Total Volume and Open Interest 913 9,772 -34
Palladium(NYME)
Dec03 031205 201.00 201.30 196.50 201.30 +2.90 141 291 -95
Mar04 031205 202.50 203.00 198.00 202.80 +2.80 688 5,489 +199
Jun04 031205 203.30 203.30 203.30 203.30 +2.55 15 434 +5
Total Volume and Open Interest 844 6,214 +109
Copper(CMX)
Dec03 031205 97.10 97.50 96.80 96.90 +0.60 827 4,417 -134
Mar04 031205 97.55 97.90 96.70 97.10 +0.60 12,933 66,321 -2,400
May04 031205 96.70 96.85 96.70 96.80 +0.60 40 3,810 +20
Jul04 031205 96.90 97.00 96.50 96.50 +0.60 13 3,210 +5
Sep04 031205 96.10 96.10 96.10 96.10 +0.60 2 1,547 +1
Total Volume and Open Interest 14,542 89,430 -2,548
DJIA Index(CBOT)
Dec03 031205 9900 9914 9841 9858 -64 9,050 34,059 -695
Mar04 031205 9880 9889 9815 9832 -65 602 4,332 +4
Jun04 031205 9812 9812 9812 9812 -65 0 2 +0
Total Volume and Open Interest 9,653 38,395 -690
S & P 500(CME)
Dec03 031205 1064.80 1068.70 1059.50 1062.20 -7.20 76,332 473,897 -20,996
Mar04 031205 1063.00 1067.20 1058.50 1060.80 -7.30 36,796 136,414 +27,327
Jun04 031205 1060.10 1060.10 1060.10 1060.10 -7.50 2,855 8,320 +2,535
Sep04 031205 1059.90 1059.90 1059.90 1059.90 -7.70 106 962 -109
Total Volume and Open Interest 116,089 619,700 +8,757
S & P 500 E-Mini(Globex)
Dec03 031205 1067.00 1068.75 1059.50 1062.25 -7.25 574,760 561,655 +5,599
Mar04 031205 1065.75 1067.00 1058.25 1060.75 -7.25 8,497 22,303 -231
Total Volume and Open Interest 583,257 583,958 +5,368
NASDAQ 100(CME)
Dec03 031205 1417.00 1428.00 1405.00 1410.00 -23.00 13,275 77,036 +47
Mar04 031205 1422.00 1422.50 1410.00 1413.50 -23.00 1,872 5,300 +1,519
Jun04 031205 1417.00 1417.00 1417.00 1417.00 -23.00 0 47 +0
Total Volume and Open Interest 15,147 82,383 +1,566
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031205 1423.5 1428.0 1405.0 1410.0 -23.0 343,221 262,742 +3,978
Mar04 031205 1448.5 1448.5 1408.5 1413.5 -23.0 499 2,687 -16
Total Volume and Open Interest 343,720 265,429 +3,962
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031205 565.75 565.75 560.80 562.00 -5.35 1,775 15,103 -905
Mar04 031205 562.10 562.10 562.10 562.10 -5.40 671 1,361 +570
Jun04 031205 562.15 562.15 562.15 562.15 -5.35 0 1 +0
Total Volume and Open Interest 2,446 16,465 -335
Russell 2000(CME)
Dec03 031205 542.50 543.00 537.00 538.25 -6.75 3,320 21,539 +89
Mar04 031205 539.50 539.50 538.25 538.25 -6.75 359 1,162 +226
Jun04 031205 538.35 538.35 538.35 538.35 -6.75      
Total Volume and Open Interest 3,679 22,701 +315
Value Line(KCBT)
Dec03 031205 1462.00 1462.00 1462.00 1462.00 -15.00 4 29 -1
Total Volume and Open Interest 8 43 +2
Nikkei 225(CME)
Dec03 031205 10340 10360 10255 10290 -105 4,245 35,573 +570
Mar04 031205 10360 10370 10255 10300 -105 923 1,247 +576
Total Volume and Open Interest 5,170 36,859 +1,144
Nikkei 225(SIMEX)
Dec03 031205 10350 10465 10330 10385 -35 22,183 136,533 -3,676
Mar04 031205 10370 10460 10330 10380 -50 5,978 16,106 +5,234
Jun04 031205 10335 10335 10335 10335 -50      
Total Volume and Open Interest 28,161 152,639 +1,558
CAC 40(MATIF)
Dec03 031205 3492.0 3498.0 3445.0 3462.0 -38.0 63,251 514,644 +2,736
Jan04 031205 3499.5 3501.5 3453.5 3467.0 -38.5 16 1,701 +0
Feb04 031205 3472.5 3472.5 3472.5 3472.5 -38.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031205 3857.5 3878.5 3815.5 3828.5 -29.0 106,942 287,804 +684
Mar04 031205 3897.5 3897.5 3838.0 3849.0 -29.0 2,579 15,281 +696
Jun04 031205 3915.0 3919.5 3859.5 3870.5 -29.0 1,271 5,360 +665
Total Volume and Open Interest 110,792 308,445 +2,045
FT-SE 100(LIFFE)
Dec03 031205 4383.50 4388.50 4341.00 4376.00 -14.00 44,616 365,712 -5,000
Mar04 031205 4383.00 4383.50 4337.00 4371.00 -14.00 16,404 62,505 +7,062
Jun04 031205 4380.00 4383.50 4380.00 4383.50 -14.00 0 7,479 +0
Total Volume and Open Interest 61,020 438,847 +2,062
SPI 200(SFE)
Dec03 031205 3232.0 3243.0 3225.0 3232.0 +1.0 14,473 180,090 +3,205
Mar04 031205 3244.0 3255.0 3242.0 3245.0 +1.0 1,175 10,974 +1,012
Jun04 031205 3265.0 3265.0 3256.0 3256.0 unch 14 3,008 -92
Total Volume and Open Interest 15,664 195,968 +4,051
GSCI(CME)
Dec03 031205 258.25 258.25 254.50 255.25 -3.05 274 12,618 +122
Jan04 031205 256.75 256.75 254.05 254.70 -2.80 9 558 +8
Feb04 031205 250.25 250.25 250.25 250.25 -3.05      
Total Volume and Open Interest 283 13,176 +130
Reuters CRB Index(NYBOT)
Jan04 031205 256.50 257.25 255.50 256.00 -1.00 57 557 +3
Feb04 031205 255.25 255.25 253.75 253.75 -1.25 6 65 -2
Apr04 031205 253.00 253.00 251.25 251.25 -1.50 8 126 +3
Total Volume and Open Interest 71 751 +4
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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