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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 09, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031209 774.00 788.00 772.00 787.00 +16.25 34,797 100,425 -1,716
Mar04 031209 776.00 788.50 773.50 787.50 +15.50 17,395 63,025 +3,149
May04 031209 764.00 777.00 761.00 773.25 +13.00 3,911 46,011 +463
Jul04 031209 750.50 760.00 748.00 758.25 +12.50 2,600 25,960 +287
Aug04 031209 726.00 730.00 721.50 730.00 +11.50 488 5,391 +38
Sep04 031209 677.00 679.00 672.00 675.00 +8.50 321 1,912 +244
Nov04 031209 612.50 618.50 610.00 617.00 +8.50 1,437 14,362 +282
Total Volume and Open Interest 60,953 257,146 +2,751
Soybean Meal(CBOT)
Dec03 031209 227.30 233.40 227.00 233.30 +7.10 2,059 1,460 -413
Jan04 031209 228.50 234.50 227.80 234.20 +6.70 7,711 35,336 -1,363
Mar04 031209 229.30 235.00 229.30 234.80 +6.10 5,259 40,983 -486
May04 031209 228.00 232.00 228.00 231.60 +5.20 2,849 43,732 +200
Jul04 031209 225.00 227.50 224.70 227.50 +3.80 1,573 23,347 -282
Aug04 031209 216.50 218.50 215.80 218.30 +2.80 1,055 6,778 +475
Sep04 031209 206.00 206.70 204.50 205.80 +1.90 594 4,896 +7
Oct04 031209 185.00 186.50 184.50 186.20 +3.10 396 5,255 +131
Total Volume and Open Interest 21,810 174,225 -1,817
Soybean Oil(CBOT)
Dec03 031209 28.80 28.90 28.48 28.89 +0.24 1,890 2,754 -906
Jan04 031209 28.22 28.41 27.95 28.37 +0.30 9,908 50,536 +1,286
Mar04 031209 28.08 28.30 27.81 28.29 +0.34 6,707 51,081 +1,711
May04 031209 27.70 27.90 27.45 27.86 +0.32 3,455 37,059 -318
Jul04 031209 27.30 27.45 27.05 27.43 +0.27 1,772 32,821 -504
Aug04 031209 26.80 26.90 26.65 26.85 +0.25 376 3,953 +71
Sep04 031209 25.75 26.02 25.70 25.91 +0.16 252 2,801 +150
Oct04 031209 24.40 24.62 24.40 24.62 +0.20 278 2,670 -28
Total Volume and Open Interest 25,613 192,921 +1,242
Canola(WCE)
Jan04 031209 368.5 369.4 368.0 369.0 +1.3 2,590 19,424 -1,177
Mar04 031209 373.0 374.5 373.0 374.1 +1.9 2,589 13,380 +731
May04 031209 377.4 378.7 377.4 378.7 +2.3 144 5,015 +104
Jul04 031209 381.0 381.3 381.0 381.3 +2.7 6 3,767 -1
Sep04 031209 342.5 342.5 342.5 342.5 unch      
Total Volume and Open Interest 5,434 46,576 -238
Corn(CBOT)
Dec03 031209 248.50 250.00 247.00 249.75 +3.00 8,080 16,498 -3,053
Mar04 031209 249.50 250.00 246.75 249.75 +1.75 38,650 309,441 +3,010
May04 031209 252.00 252.75 249.50 252.25 +1.50 5,273 48,488 -174
Jul04 031209 253.25 254.25 251.25 253.75 +1.50 3,051 37,800 +613
Sep04 031209 249.00 250.25 248.50 250.00 +1.50 109 7,149 +76
Dec04 031209 247.50 249.00 247.00 248.50 +1.50 1,053 32,650 -18
Total Volume and Open Interest 56,300 455,195 +450
Wheat(CBOT)
Dec03 031209 402.00 402.00 391.25 395.00 -1.50 227 641 -285
Mar04 031209 413.00 413.75 402.25 406.50 -3.00 16,494 108,413 +2,067
May04 031209 409.00 410.00 399.50 403.00 -2.25 1,826 8,225 +214
Jul04 031209 380.00 381.00 370.50 373.00 -4.25 1,666 12,640 +68
Sep04 031209 382.00 382.00 373.50 377.00 -3.00 24 534 +13
Total Volume and Open Interest 20,275 131,375 +2,091
Wheat(KCBT)
Dec03 031209 407.00 407.00 399.00 401.50 -2.00 11 220 -11
Mar04 031209 408.00 409.00 398.00 402.50 -1.25 6,769 57,692 -687
May04 031209 401.50 402.50 394.50 397.00 -0.75 463 4,731 +200
Jul04 031209 381.50 381.50 374.00 377.75 -1.25 1,046 5,533 +25
Sep04 031209 380.00 380.00 380.00 380.00 -0.50 4 337 +3
Total Volume and Open Interest 8,296 68,891 -470
Wheat(MGE)
Dec03 031209 406.00 406.00 406.00 406.00 +8.00 0 36 -5
Mar04 031209 404.00 405.00 397.50 404.00 +2.25 2,758 27,794 +830
May04 031209 401.50 402.00 394.25 398.50 +1.00 522 4,079 +78
Jul04 031209 387.00 389.50 387.00 389.50 +0.50 24 777 -97
Sep04 031209 380.00 380.00 378.50 378.50 +0.50 17 630 +5
Total Volume and Open Interest 3,325 33,520 +814
Oats(CBOT)
Dec03 031209 145.00 145.00 144.00 145.00 +2.00 2 32 -19
Mar04 031209 149.00 149.25 147.00 148.75 +1.50 453 4,495 +37
May04 031209 150.00 150.00 149.75 149.75 +0.75 20 349 +9
Jul04 031209 153.00 153.00 153.00 153.00 +1.00 0 97 +0
Total Volume and Open Interest 475 4,980 +27
Rough Rice(CBOT)
Jan04 031209 8.65 8.67 8.58 8.67 -0.02 43 4,904 -17
Mar04 031209 8.84 8.88 8.78 8.86 -0.03 65 1,765 +2
May04 031209 8.88 8.91 8.88 8.91 -0.03 0 662 +0
Jul04 031209 8.90 8.96 8.90 8.96 -0.03 0 410 +0
Total Volume and Open Interest 109 7,772 -14
Live Cattle(CME)
Dec03 031209 97.150 97.175 95.525 95.525 -1.500 3,449 14,253 -1,343
Feb04 031209 91.800 91.950 90.125 90.125 -1.500 5,424 56,146 -164
Apr04 031209 83.000 83.100 81.425 81.425 -1.500 1,566 21,037 +153
Jun04 031209 75.625 75.625 74.500 74.625 -0.925 652 12,273 +81
Aug04 031209 74.250 74.250 73.500 73.600 -0.625 226 4,096 -17
Oct04 031209 77.325 77.325 76.800 76.850 -0.475 48 1,650 +10
Total Volume and Open Interest 11,447 111,262 -1,253
Feeder Cattle(CME)
Jan04 031209 98.000 98.100 96.450 96.450 -1.500 1,050 9,543 -123
Mar04 031209 92.350 92.350 90.700 90.700 -1.500 703 3,718 +126
Apr04 031209 89.500 89.500 87.800 87.825 -1.375 47 926 -4
May04 031209 90.100 90.100 88.650 88.800 -1.275 170 2,530 +81
Aug04 031209 90.550 90.550 90.000 90.050 -0.500 23 1,145 +10
Sep04 031209 89.500 89.500 89.500 89.500 -0.400 0 413 +0
Oct04 031209 89.250 89.250 89.250 89.250 -0.650 2 20 +2
Total Volume and Open Interest 1,995 18,296 +92
Lean Hogs(CME)
Dec03 031209 49.900 49.950 48.950 49.200 -0.475 1,920 5,239 -768
Feb04 031209 54.050 54.650 52.400 52.400 -2.000 3,865 26,388 -223
Apr04 031209 57.200 57.200 55.125 55.125 -2.000 770 7,536 +230
May04 031209 59.500 59.500 58.700 58.900 -0.900 40 953 -5
Jun04 031209 62.900 62.900 61.825 61.850 -0.975 207 2,723 +52
Jul04 031209 61.050 61.050 60.200 60.350 -0.700 20 795 -1
Aug04 031209 58.100 58.200 58.000 58.200 -0.650 6 521 +0
Oct04 031209 51.500 51.500 51.000 51.000 -0.450 7 336 -4
Total Volume and Open Interest 6,837 44,595 -719
Pork Bellies(CME)
Feb04 031209 88.000 88.475 85.450 85.925 -1.700 404 2,023 +52
Mar04 031209 87.675 88.000 85.525 85.525 -0.975 6 180 +2
May04 031209 87.500 87.500 86.025 86.025 -0.475 1 166 +0
Jul04 031209 90.450 90.450 88.600 89.000 -1.500 2 58 +1
Aug04 031209 88.300 88.300 88.300 88.300 -1.950 0 13 +0
Total Volume and Open Interest 413 2,440 +55
BFP Milk Class III(CME)
Dec03 031209 11.64 11.73 11.61 11.68 +0.04 32 4,013 -22
Jan04 031209 11.51 11.60 11.50 11.57 +0.06 219 2,667 +91
Feb04 031209 11.38 11.38 11.38 11.38 -0.03 21 1,755 -4
Mar04 031209 11.42 11.42 11.41 11.41 -0.01 12 1,596 +1
Apr04 031209 11.40 11.45 11.40 11.45 unch 1 1,097 +1
Total Volume and Open Interest 330 17,172 +106
Cocoa(NYBOT)
Dec03 031209 1690 1730 1676 1730 +117 2 51 -23
Mar04 031209 1670 1735 1656 1731 +108 5,072 32,239 +754
May04 031209 1658 1724 1648 1720 +107 1,230 14,349 +163
Jul04 031209 1648 1718 1648 1715 +107 365 12,889 +19
Sep04 031209 1660 1715 1660 1715 +104 109 7,402 +3
Dec04 031209 1650 1720 1650 1720 +101 524 8,650 -88
Mar05 031209 1666 1725 1666 1725 +99 1,239 3,722 -148
Total Volume and Open Interest 8,591 94,952 +713
Coffee "C"(NYBOT)
Dec03 031209 63.75 64.00 63.25 63.50 -0.35 28 62 -55
Mar04 031209 66.40 66.50 65.20 66.15 -0.30 20,233 50,127 -1,824
May04 031209 68.25 68.30 67.20 68.00 -0.30 1,836 8,242 +124
Jul04 031209 70.00 70.20 69.20 69.80 -0.30 617 5,208 +18
Sep04 031209 71.90 71.90 71.25 71.55 -0.30 254 5,929 +94
Dec04 031209 74.00 74.20 73.60 74.15 -0.25 272 3,570 -18
Total Volume and Open Interest 23,376 75,193 -1,559
Orange Juice(NYBOT)
Jan04 031209 69.30 69.50 68.70 69.35 -0.20 892 14,832 -358
Mar04 031209 72.80 72.80 72.00 72.70 -0.20 821 14,123 +490
May04 031209 75.40 75.40 74.50 75.10 -0.40 24 5,430 +4
Jul04 031209 77.85 77.85 77.25 77.70 -0.40 1 535 +0
Sep04 031209 79.95 80.35 79.95 80.35 -0.35 1 460 +0
Total Volume and Open Interest 1,739 35,677 +136
Sugar #11(NYBOT)
Mar04 031209 6.57 6.74 6.56 6.72 +0.06 14,755 115,213 +962
May04 031209 6.46 6.59 6.46 6.58 +0.04 3,119 26,512 -100
Jul04 031209 6.25 6.39 6.24 6.38 +0.06 3,225 31,133 +199
Oct04 031209 6.23 6.36 6.23 6.36 +0.05 2,190 18,756 +455
Mar05 031209 6.35 6.46 6.35 6.45 +0.02 107 7,819 +3
Total Volume and Open Interest 23,612 204,787 +1,570
London Cocoa(LCE)
Dec03 031209 925 984 924 984 +58 5,465 17,391 -3,667
Mar04 031209 961 1030 958 1023 +60 5,179 48,207 -818
May04 031209 980 1048 979 1042 +60 367 18,166 +107
Jul04 031209 1001 1070 1001 1063 +59 646 20,828 -164
Sep04 031209 1010 1080 1010 1071 +59 193 20,475 +110
Dec04 031209 1010 1080 1010 1071 +58 145 40,100 +34
Mar05 031209 1040 1079 1040 1079 +58 295 17,812 +110
Total Volume and Open Interest 12,290 184,177 -4,288
London Coffee(LCE)
Jan04 031209 718.00 725.00 705.00 722.00 -1.00 8,169 50,466 -3,061
Mar04 031209 723.00 732.00 715.00 729.00 -5.00 6,878 43,625 +1,706
May04 031209 741.00 746.00 734.00 744.00 -4.00 458 25,245 +159
Jul04 031209 758.00 760.00 750.00 758.00 -6.00 213 13,079 +165
Sep04 031209 771.00 773.00 769.00 772.00 -6.00 161 11,483 +69
Nov04 031209 784.00 787.00 784.00 787.00 -4.00 101 6,268 +48
Total Volume and Open Interest 16,000 151,470 -910
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031209 198.00 198.00 194.00 197.60 unch 1,506 18,355 +64
May04 031209 195.50 197.00 194.50 196.50 +0.90 858 8,081 +160
Aug04 031209 190.60 193.00 190.00 192.50 +1.10 675 7,219 +106
Oct04 031209 190.50 191.70 190.50 191.60 +2.00 264 4,049 +125
Total Volume and Open Interest 3,317 39,207 +441
Cotton(NYBOT)
Dec03 031205 68.50 68.50 67.74 67.74 +0.74 18 72 -9
Mar04 031209 70.50 70.60 67.70 70.24 +0.20 8,401 54,988 +2
May04 031209 71.55 71.70 69.10 71.39 +0.19 1,107 13,263 +214
Jul04 031209 72.00 72.10 69.70 72.10 +0.22 574 5,767 +38
Oct04 031209 64.45 64.45 64.45 64.45 +0.10 0 335 +0
Dec04 031209 64.75 64.75 63.25 64.70 +0.10 386 4,044 +70
Total Volume and Open Interest 10,469 79,479 +291
Lumber(CME)
Jan04 031209 284.2 291.6 284.2 289.7 +2.3 496 1,350 +24
Mar04 031209 297.5 303.7 297.5 301.8 +1.4 210 394 +27
May04 031209 307.8 310.3 306.2 306.2 +1.1 18 88 +3
Jul04 031209 314.9 314.9 314.9 314.9 -0.9 1 27 -1
Total Volume and Open Interest 725 1,860 +53
Crude Oil(NYM)
Jan04 031209 31.80 32.30 31.55 31.76 -0.34 101,286 132,153 -7,614
Feb04 031209 31.75 32.08 31.42 31.60 -0.40 63,582 92,094 +18,006
Mar04 031209 31.30 31.65 31.05 31.12 -0.44 15,004 53,736 +2,117
Apr04 031209 30.90 31.00 30.60 30.64 -0.46 5,154 32,888 +1,828
May04 031209 30.45 30.48 30.17 30.17 -0.48 2,621 17,968 +524
Jun04 031209 30.00 30.00 29.71 29.71 -0.50 6,916 31,629 +622
Jul04 031209 29.55 29.58 29.29 29.29 -0.50 2,069 19,703 +453
Aug04 031209 28.86 28.93 28.86 28.93 -0.50 551 11,646 +282
Sep04 031209 28.68 28.80 28.61 28.61 -0.50 151 16,507 -34
Oct04 031209 28.25 28.45 28.25 28.30 -0.50 157 11,837 +291
Nov04 031209 28.20 28.20 28.03 28.03 -0.50 793 9,735 +365
Dec04 031209 28.01 28.05 27.81 27.81 -0.50 5,173 36,815 +713
Jan05 031209 27.90 27.95 27.59 27.59 -0.50 892 12,092 +98
Feb05 031209 27.43 27.43 27.43 27.43 -0.50 30 4,206 +0
Mar05 031209 27.27 27.27 27.27 27.27 -0.50 100 4,415 +100
Apr05 031209 27.12 27.12 27.12 27.12 -0.50 0 1,866 +0
Total Volume and Open Interest 208,107 569,748 +18,096
Heating Oil(NYM)
Jan04 031209 90.20 90.70 88.50 88.66 -1.88 33,862 57,578 +621
Feb04 031209 90.00 90.70 88.90 89.01 -1.55 19,389 34,218 +3,328
Mar04 031209 87.80 88.00 86.61 86.61 -1.40 6,080 18,235 -427
Apr04 031209 83.75 83.80 82.76 82.76 -1.30 1,867 7,528 -256
May04 031209 80.25 80.40 79.36 79.36 -1.30 420 4,543 +226
Jun04 031209 77.30 77.80 77.21 77.21 -1.30 488 7,009 -8
Jul04 031209 76.11 76.11 76.11 76.11 -1.25 125 3,252 +123
Aug04 031209 75.96 75.96 75.96 75.96 -1.25 100 2,870 +64
Sep04 031209 78.00 78.00 76.51 76.51 -1.25 6 1,640 -72
Oct04 031209 77.06 77.06 77.06 77.06 -1.25 4 1,026 +25
Nov04 031209 78.00 78.00 77.51 77.51 -1.25 7 1,310 +251
Dec04 031209 77.96 77.96 77.96 77.96 -1.25 107 4,514 +93
Total Volume and Open Interest 62,462 146,860 +3,975
Unleaded Gas(NYM)
Jan04 031209 86.70 87.40 85.70 86.46 -0.88 22,956 47,658 -3,287
Feb04 031209 87.50 88.30 86.50 87.28 -0.93 13,859 21,577 +4,922
Mar04 031209 88.20 88.60 87.80 87.93 -0.80 1,949 7,340 +678
Apr04 031209 94.90 95.30 94.70 94.78 -0.85 1,041 9,445 +166
May04 031209 94.50 95.25 94.38 94.38 -0.85 128 6,060 +23
Jun04 031209 93.00 93.80 92.98 92.98 -0.85 68 3,312 +47
Jul04 031209 90.98 90.98 90.98 90.98 -0.80 0 170 +0
Aug04 031209 88.38 88.38 88.38 88.38 -0.80 100 851 +0
Sep04 031209 85.23 85.23 85.23 85.23 -0.80 100 1,200 +100
Oct04 031209 81.08 81.08 81.08 81.08 -0.95 100 100 +100
Nov04 031209 79.08 79.08 79.08 79.08 -0.95 100 100  
Dec04 031209 78.03 78.03 78.03 78.03 -0.92      
Total Volume and Open Interest 40,401 97,813  
Natural Gas(NYM)
Jan04 031209 6.700 6.900 6.550 6.722 -0.180 51,267 55,123 -118
Feb04 031209 6.660 6.870 6.550 6.723 -0.158 18,834 36,368 +1,975
Mar04 031209 6.170 6.350 6.100 6.258 -0.073 13,560 29,919 +1,765
Apr04 031209 5.080 5.200 5.050 5.143 -0.053 6,039 23,321 +573
May04 031209 4.820 4.860 4.780 4.853 -0.053 3,531 19,592 -391
Jun04 031209 4.900 4.900 4.800 4.843 -0.058 1,064 15,065 -344
Jul04 031209 4.850 4.860 4.790 4.838 -0.058 1,661 13,448 +97
Aug04 031209 4.855 4.860 4.790 4.838 -0.053 1,290 12,572 +156
Sep04 031209 4.810 4.840 4.760 4.818 -0.053 1,063 11,878 -138
Oct04 031209 4.810 4.820 4.710 4.808 -0.053 1,769 12,295 +310
Nov04 031209 4.850 4.970 4.850 4.953 -0.053 669 9,901 -188
Dec04 031209 5.100 5.145 5.080 5.110 -0.051 691 11,487 +2
Jan05 031209 5.250 5.260 5.180 5.225 -0.051 174 8,208 -26
Feb05 031209 5.170 5.200 5.140 5.185 -0.046 147 8,051 +20
Mar05 031209 4.980 5.020 4.980 5.000 -0.046 116 7,326 -24
Apr05 031209 4.570 4.580 4.565 4.565 -0.046 50 7,444 -27
Total Volume and Open Interest 102,667 343,536 +3,995
Brent Crude Oil(IPE)
Jan04 031209 29.85 29.95 29.49 29.63 -0.35 34,979 65,300 -3,491
Feb04 031209 29.55 29.68 29.25 29.36 -0.49 32,558 69,102 +1,355
Mar04 031209 29.28 29.40 28.98 29.18 -0.47 11,033 30,692 +2,346
Apr04 031209 28.92 29.01 28.70 28.84 -0.47 2,695 14,730 +727
May04 031209 28.57 28.63 28.39 28.49 -0.49 657 10,780 +107
Jun04 031209 28.30 28.33 28.00 28.16 -0.50 4,042 25,582 -925
Jul04 031209 27.98 27.98 27.84 27.84 -0.51 1,109 10,569 +301
Aug04 031209 27.54 27.54 27.54 27.54 -0.51 700 8,201 +500
Sep04 031209 27.24 27.27 27.24 27.27 -0.49 415 7,029 +105
Oct04 031209 26.90 27.22 26.90 27.04 -0.47 65 3,170 +65
Nov04 031209 26.96 27.00 26.84 26.84 -0.46 500 4,251 +330
Dec04 031209 26.76 26.85 26.69 26.69 -0.43 4,215 26,166 -1,109
Total Volume and Open Interest 93,884 306,134 +460
Gas Oil(IPE)
Dec03 031209 266.50 266.50 262.00 265.00 -2.00 9,606 19,174 -2,727
Jan04 031209 265.50 266.00 261.25 264.75 -1.25 12,952 41,780 +927
Feb04 031209 261.00 262.00 258.25 261.25 -0.75 4,051 20,616 +631
Mar04 031209 254.50 254.50 251.50 254.25 -1.00 535 5,856 -94
Apr04 031209 246.50 248.25 246.50 247.25 -1.00 0 6,971 +5
May04 031209 241.50 241.50 241.50 241.50 -1.00 0 5,136 +0
Jun04 031209 238.00 238.50 235.25 237.75 -2.00 0 10,262 +0
Jul04 031209 237.00 237.00 237.00 237.00 -2.25 0 3,475 +0
Aug04 031209 236.25 236.25 236.25 236.25 -2.50 0 2,414 +0
Sep04 031209 235.75 235.75 235.75 235.75 -2.50 0 3,707 +0
Total Volume and Open Interest 27,144 147,760 -1,258
US Dollar Index(NYBOT)
Dec03 031209 88.80 89.00 88.49 88.64 -0.11 5,187 10,271 -4,802
Mar04 031209 89.16 89.44 88.78 89.05 -0.11 7,097 10,155 +4,331
Jun04 031209 89.49 89.49 89.49 89.49 -0.12 2,010 2,014 +1,996
Total Volume and Open Interest 14,294 22,441 +1,525
Australian Dollar(CME)
Dec03 031209 74.13 74.15 73.65 74.09 +0.14 13,533 42,503 -8,087
Mar04 031209 73.36 73.38 72.85 73.32 +0.14 13,419 30,851 +13,873
Jun04 031209 72.41 72.55 72.41 72.55 +0.14 15 353 +15
Total Volume and Open Interest 26,971 73,803 +5,802
British Pound(CME)
Dec03 031209 174.25 174.54 174.02 174.52 +1.36 12,383 49,106 -4,531
Mar04 031209 173.04 173.37 172.79 173.30 +1.35 11,111 37,110 +9,258
Jun04 031209 171.60 171.94 171.60 171.94 +1.35 0 8 +0
Total Volume and Open Interest 23,494 86,230 +4,727
Canadian Dollar(CME)
Dec03 031209 76.98 77.00 76.09 76.33 -0.65 17,705 50,738 -10,474
Mar04 031209 76.69 76.70 75.77 76.02 -0.65 18,378 38,611 +19,486
Jun04 031209 76.15 76.15 75.66 75.77 -0.65 167 1,397 +27
Sep04 031209 76.20 76.20 75.40 75.54 -0.65 1 732 +1
Total Volume and Open Interest 36,271 91,800 +9,060
Japanese Yen(CME)
Dec03 031209 93.29 93.80 93.02 93.39 +0.28 35,403 106,358 -25,383
Mar04 031209 93.59 94.00 93.26 93.67 +0.28 41,285 73,645 +43,259
Jun04 031209 94.00 94.00 93.96 93.96 +0.28 13 269 +4
Total Volume and Open Interest 76,701 180,326 +17,880
Swiss Franc(CME)
Dec03 031209 79.19 79.35 78.75 79.16 +0.20 11,039 55,282 -3,136
Mar04 031209 79.42 79.50 78.90 79.34 +0.20 11,755 24,816 +5,082
Jun04 031209 79.25 79.50 79.25 79.50 +0.20 0 130 +0
Total Volume and Open Interest 22,794 80,328 +1,946
EuroFX(CME)
Dec03 031209 122.55 122.59 121.87 122.36 +0.17 19,614 97,789 -5,106
Mar04 031209 122.26 122.36 121.53 122.06 +0.17 22,175 45,939 +17,227
Jun04 031209 121.86 121.86 121.33 121.77 +0.17 191 326 -17
Total Volume and Open Interest 41,981 144,241 +12,105
Mexican Peso(CME)
Dec03 031209 8940.0 8962.0 8935.0 8945.0 +53.0 13,825 21,811 -8,941
Mar04 031209 8832.0 8855.0 8827.0 8835.0 +53.0 14,488 23,086 +11,765
Total Volume and Open Interest 28,313 45,332 +2,824
30-Year T-Bonds(CBOT)
Dec03 031209 110~04 110~30 108~30 109~07 -0~25 32,777 110,450 -17,149
Mar04 031209 108~20 109~23 107~13 107~24 -0~25 217,408 374,657 +7,957
Jun04 031209 107~18 107~23 106~12 106~12 -0~25 1,254 5,450 +2,231
Total Volume and Open Interest 251,439 490,968 -6,961
Municipal Bonds(CBOT)
Dec03 031209 102~31 103~10 102~09 102~11 -0~16 221 1,290 -68
Mar04 031209 101~19 101~31 100~28 101~01 -0~15 204 1,111 +79
Total Volume and Open Interest 425 2,401 +11
10-Year T-Notes(CBOT)
Dec03 031209 113~070 113~225 112~100 112~175 -0~190 16,753 124,740 -7,511
Mar04 031209 111~255 112~135 110~255 111~000 -0~225 383,318 861,820 -20,407
Total Volume and Open Interest 400,101 986,595 -27,914
5-Year T-Notes(CBOT)
Dec03 031209 112~095 112~140 111~270 111~270 -0~135 17,820 0 +0
Mar04 031209 111~010 111~145 110~120 110~180 -0~145 186,110 0 +0
Total Volume and Open Interest 203,930    
2 Year T-Notes(CBOT)
Dec03 031209 107~044 107~052 107~032 107~032 -0~012 3,590 24,720 -2,000
Mar04 031209 106~082 106~112 106~056 106~068 -0~014 9,203 127,556 +822
Total Volume and Open Interest 12,793 152,276 -1,178
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031209 98.820 98.830 98.820 98.823 unch 58,527 574,924 -16,048
Mar04 031209 98.705 98.760 98.695 98.700 -0.010 145,174 774,377 -1,648
Jun04 031209 98.425 98.540 98.380 98.385 -0.040 165,113 701,479 -13,806
Sep04 031209 98.040 98.170 97.975 97.990 -0.060 120,716 566,538 +2,241
Dec04 031209 97.610 97.750 97.520 97.530 -0.080 124,152 585,666 -18,449
Mar05 031209 97.185 97.290 97.085 97.095 -0.090 44,820 338,940 -7,860
Jun05 031209 96.800 96.865 96.690 96.700 -0.100 31,189 284,524 -3,391
Sep05 031209 96.460 96.535 96.360 96.365 -0.095 18,647 220,775 -1,734
Dec05 031209 96.195 96.265 96.090 96.090 -0.095 23,218 177,403 -3,976
Mar06 031209 95.975 96.045 95.865 95.870 -0.095 9,454 142,177 +764
Jun06 031209 95.770 95.840 95.660 95.660 -0.100 17,877 123,147 +4,907
Sep06 031209 95.580 95.660 95.470 95.470 -0.110 9,128 94,588 +796
Total Volume and Open Interest 813,333 5,203,120 -49,130
3-Mth Euro-Yen(CME)
Dec03 031209 99.93 99.93 99.93 99.93 unch 22 7,941 -5
Mar04 031209 99.91 99.91 99.90 99.90 unch 1 7,923 -135
Jun04 031209 99.89 99.89 99.89 99.89 +0.01 59 12,371 -32
Sep04 031209 99.85 99.85 99.85 99.85 unch 1 10,585 +66
Dec04 031209 99.77 99.78 99.77 99.78 +0.01 1 3,207 +100
Mar05 031209 99.64 99.64 99.63 99.63 +0.03 0 3,015 +0
Jun05 031209 99.54 99.55 99.52 99.52 unch 0 666 +0
Sep05 031209 99.44 99.45 99.42 99.43 +0.01 0 4,424 +0
Dec05 031209 99.34 99.34 99.34 99.34 +0.03 0 107 +0
Mar06 031209 99.22 99.22 99.22 99.22 unch 0 229 +0
Total Volume and Open Interest 84 51,406 -6
3-Mth Euro-Yen(SIMEX)
Mar04 031209 99.90 99.91 99.90 99.91 +0.01 1,041 59,615 -978
Jun04 031209 99.89 99.90 99.89 99.89 +0.01 550 67,571 +42
Sep04 031209 99.85 99.86 99.85 99.85 +0.01 425 42,944 +168
Dec04 031209 99.77 99.78 99.77 99.78 +0.02 1,257 33,233 +764
Mar05 031209 99.64 99.65 99.63 99.64 +0.02 80 19,345 -65
Jun05 031209 99.55 99.56 99.55 99.55 +0.03 60 11,163 +0
Sep05 031209 99.45 99.45 99.45 99.45 +0.03 139 14,333 +79
Dec05 031209 99.34 99.34 99.34 99.34 +0.03 120 2,786 +60
Total Volume and Open Interest 4,078 305,886 -605
German Euro-Bund(EUREX)
Dec03 031208 113.06 113.10 112.83 112.89 -0.13 860,884 680 -281,382
Mar04 031209 112.28 112.57 112.06 112.36 +0.10 629,756 831,711 +40,678
Jun04 031209 111.44 111.44 111.44 111.44 +0.10 3,322 4 +1
Total Volume and Open Interest 735,380 831,715 +39,999
German Euro-Bobl(EUREX)
Dec03 031208 110.45 110.45 110.31 110.40 -0.03 519,611 52,701 -213,431
Mar04 031209 109.79 109.99 109.67 109.88 +0.12 454,404 554,603 +12,571
Jun04 031209 109.18 109.18 109.18 109.18 +0.17 1,090 40 +40
Total Volume and Open Interest 546,495 554,643 -40,090
Long Gilt(LIFFE)
Dec03 031209 115~18 115~20 115~05 115~11 +0~01 3,841 19,401 -1,273
Mar04 031209 107~04 107~16 106~23 107~02 +0~01 34,484 164,161 -1,629
Total Volume and Open Interest 38,325 183,562 -2,902
3-Mth Short Sterling(LIFFE)
Dec03 031209 95.98 95.99 95.98 95.98 unch 12,822 214,103 -1,437
Mar04 031209 95.70 95.71 95.65 95.67 -0.02 30,517 177,723 -4,835
Jun04 031209 95.47 95.49 95.39 95.42 -0.04 38,270 181,992 +10,645
Total Volume and Open Interest 155,609 1,074,796 -7,873
3-Mth Euribor(LIFFE)
Dec03 031209 97.855 97.855 97.845 97.850 unch 35,534 547,561 -610
Mar04 031209 97.780 97.790 97.755 97.765 -0.010 97,473 459,542 -14,617
Jun04 031209 97.580 97.600 97.540 97.560 -0.020 113,230 414,871 -23,062
Total Volume and Open Interest 509,414 2,609,364 -56,831
3-Mth Aus T-Bills(SFE)
Dec03 031209 94.56 94.57 94.56 94.57 unch 11,921 128,267 +465
Mar04 031209 94.35 94.38 94.35 94.37 unch 41,149 210,557 +18,824
Jun04 031209 94.22 94.25 94.22 94.24 -0.01 10,393 78,269 +2,264
Sep04 031209 94.14 94.15 94.14 94.14 -0.02 4,843 37,580 +3,219
Dec04 031209 94.06 94.06 94.04 94.05 -0.01 792 23,223 -240
Mar05 031209 93.97 93.98 93.97 93.98 -0.01 230 18,259 +23
Jun05 031209 93.89 93.90 93.89 93.90 -0.02 290 12,865 +240
Sep05 031209 93.82 93.83 93.81 93.82 -0.03 279 5,366 +144
Dec05 031209 93.76 93.76 93.75 93.76 -0.03 50 2,168 +50
Mar06 031209 93.71 93.72 93.71 93.72 -0.03 50 850 +50
Total Volume and Open Interest 69,997 518,054 +25,039
10-Year Aus T-Bonds(SFE)
Dec03 031209 94.24 94.26 94.23 94.24 -0.06 26,981 228,712 -368,315
Mar04 031209 94.22 94.23 94.20 94.21 -0.06 14,441 17,078 -4,247
Total Volume and Open Interest 36,576 221,119 +23,248
3-Year Aus T-Bonds(SFE)
Dec03 031209 94.35 94.37 94.35 94.36 -0.02 125,124 597,027 +66,387
Mar04 031209 94.22 94.23 94.19 94.21 -0.03 8,316 21,325 +8,765
Total Volume and Open Interest 133,440 618,352 +75,152
Gold(CMX)
Dec03 031209 409.0 409.0 406.5 408.2 +1.6 221 2,086 -228
Feb04 031209 409.5 410.5 406.4 408.9 +1.4 37,704 194,722 -3,450
Apr04 031209 411.0 411.7 407.5 409.8 +1.4 391 12,776 +123
Jun04 031209 412.0 412.5 408.3 410.7 +1.4 244 16,683 +34
Aug04 031209 413.5 413.5 411.7 411.7 +1.4 3 7,536 +1
Oct04 031209 412.6 412.6 412.6 412.6 +1.4 79 884 +79
Total Volume and Open Interest 39,365 275,948 -3,755
Silver(CMX)
Dec03 031209 556.0 565.0 556.0 563.5 +9.5 140 779 -93
Mar04 031209 558.0 566.0 558.0 565.5 +9.5 11,581 83,360 +926
May04 031209 567.0 567.0 560.0 566.6 +9.5 110 2,569 +4
Jul04 031209 567.0 568.0 561.0 567.8 +9.4 63 2,938 +36
Sep04 031209 565.0 569.0 565.0 569.0 +9.4 10 614 +0
Total Volume and Open Interest 12,478 102,736 +1,182
Platinum(NYM)
Jan04 031209 801.0 803.5 796.0 801.3 -0.6 732 7,952 -49
Apr04 031209 794.4 795.0 790.0 793.8 -0.6 192 1,566 +46
Total Volume and Open Interest 924 9,522 -3
Palladium(NYME)
Dec03 031209 211.00 213.30 211.00 213.30 +5.95 13 216 -15
Mar04 031209 210.00 215.00 210.00 214.80 +6.30 640 5,549 +79
Jun04 031209 210.00 216.50 210.00 215.30 +6.30 3 451 +2
Total Volume and Open Interest 656 6,216 +66
Copper(CMX)
Dec03 031209 97.70 98.35 97.50 97.80 +1.15 237 3,680 -416
Mar04 031209 97.80 98.50 97.20 97.90 +1.10 4,769 66,172 +46
May04 031209 97.30 97.60 97.30 97.50 +1.05 40 3,809 -5
Jul04 031209 97.00 97.10 97.00 97.10 +1.05 111 3,274 +43
Sep04 031209 96.70 96.70 96.70 96.70 +1.05 0 1,551 +0
Total Volume and Open Interest 6,105 88,756 -225
DJIA Index(CBOT)
Dec03 031209 9981 9995 9908 9922 -40 10,464 34,922 +1,765
Mar04 031209 9955 9968 9880 9896 -39 891 4,691 +345
Jun04 031209 9865 9876 9865 9876 -39 0 2 +0
Total Volume and Open Interest 11,355 39,617 +2,110
S & P 500(CME)
Dec03 031209 1072.50 1072.50 1058.70 1060.50 -8.60 54,923 429,867 -17,831
Mar04 031209 1070.60 1071.00 1057.50 1059.10 -8.60 26,437 186,491 +16,703
Jun04 031209 1064.50 1064.50 1058.30 1058.30 -8.80 949 9,630 +224
Sep04 031209 1058.10 1058.10 1058.10 1058.10 -8.80 119 1,193 +37
Total Volume and Open Interest 82,428 627,290 -867
S & P 500 E-Mini(Globex)
Dec03 031209 1069.25 1072.75 1058.75 1060.50 -8.50 498,543 564,431 +11,725
Mar04 031209 1069.50 1071.50 1057.50 1059.00 -8.75 2,611 23,365 +980
Total Volume and Open Interest 501,154 587,796 +12,705
NASDAQ 100(CME)
Dec03 031209 1425.50 1426.00 1382.00 1384.50 -33.00 14,442 74,408 -3,487
Mar04 031209 1429.00 1429.00 1386.00 1388.00 -33.00 3,932 8,632 +2,912
Jun04 031209 1391.50 1391.50 1391.50 1391.50 -33.00 0 47 +0
Total Volume and Open Interest 18,374 83,087 -575
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031209 1417.0 1426.0 1382.0 1384.5 -33.0 269,044 263,445 +322
Mar04 031209 1423.0 1428.5 1386.0 1388.0 -33.0 2,046 2,914 -297
Total Volume and Open Interest 271,090 266,359 +25
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031209 568.50 568.50 558.50 558.50 -7.25 1,849 15,031 -103
Mar04 031209 563.25 563.75 558.65 558.65 -7.20 586 2,249 +444
Jun04 031209 558.70 558.70 558.70 558.70 -7.20 0 1 +0
Total Volume and Open Interest 2,435 17,281 +341
Russell 2000(CME)
Dec03 031209 545.50 545.50 532.50 533.00 -9.75 1,671 20,579 -303
Mar04 031209 541.50 541.50 532.95 532.95 -9.70 417 2,148 +306
Jun04 031209 533.05 533.05 533.05 533.05 -9.70      
Total Volume and Open Interest 2,088 22,727 +3
Value Line(KCBT)
Dec03 031209 1471.00 1471.00 1459.00 1459.00 -17.00 7 27 -2
Total Volume and Open Interest 16 45 +2
Nikkei 225(CME)
Dec03 031209 10145 10210 9990 10010 -140 6,130 32,258 -2,677
Mar04 031209 10170 10220 10000 10020 -140 6,695 7,103 +5,157
Total Volume and Open Interest 12,825 39,400 +2,480
Nikkei 225(SIMEX)
Dec03 031209 10170 10170 10000 10120 +40 41,648 126,399 -5,775
Mar04 031209 10135 10160 9990 10115 +45 9,622 32,197 +10,091
Jun04 031209 10070 10070 10070 10070 +45      
Total Volume and Open Interest 51,270 158,596 +4,316
CAC 40(MATIF)
Dec03 031209 3470.0 3485.0 3434.5 3462.0 +21.5 69,062 540,118 +25,474
Jan04 031209 3485.5 3485.5 3466.5 3466.5 +21.0 1,078 2,782 +1,081
Feb04 031209 3472.0 3472.0 3472.0 3472.0 +21.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031209 3858.5 3884.5 3841.0 3858.5 +28.5 88,385 292,549 +123
Mar04 031209 3880.5 3903.0 3862.0 3878.5 +28.5 3,656 15,804 +359
Jun04 031209 3891.5 3925.0 3886.0 3900.5 +30.5 1,235 6,072 +382
Total Volume and Open Interest 93,276 314,425 +864
FT-SE 100(LIFFE)
Dec03 031209 4389.50 4413.00 4380.00 4385.00 +22.00 43,636 340,459 -15,464
Mar04 031209 4384.00 4407.50 4375.00 4379.50 +22.00 11,638 85,783 +6,426
Jun04 031209 4407.00 4407.00 4391.00 4391.00 +20.50 1,000 7,621 +800
Total Volume and Open Interest 57,274 437,738 -7,238
SPI 200(SFE)
Dec03 031209 3244.0 3245.0 3215.0 3220.0 -18.0 15,110 180,153 +5,757
Mar04 031209 3258.0 3258.0 3229.0 3232.0 -18.0 2,217 15,336 +2,073
Jun04 031209 3243.0 3243.0 3243.0 3243.0 -18.0 0 2,948 -13
Total Volume and Open Interest 17,328 200,333 +7,817
GSCI(CME)
Dec03 031209 262.25 263.90 261.30 262.05 -2.50 3,207 8,727 -2,450
Jan04 031209 262.50 263.50 260.20 261.50 -2.50 2,780 5,380 +2,477
Feb04 031209 257.50 257.50 257.00 257.00 -1.50      
Total Volume and Open Interest 5,987 14,107 +27
Reuters CRB Index(NYBOT)
Jan04 031209 260.75 261.00 258.50 259.75 +1.00 67 520 -17
Feb04 031209 258.00 258.00 256.00 257.25 +0.75 0 66 +0
Apr04 031209 255.50 255.50 254.75 255.00 +1.00 77 154 +26
Total Volume and Open Interest 144 743 +9
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!