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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 Thu December 11, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031211 781.00 782.00 763.00 766.75 -18.25 35,604 93,642 -3,392
Mar04 031211 782.00 783.00 766.00 769.75 -15.75 18,489 67,326 +2,486
May04 031211 768.00 770.00 754.00 757.25 -13.75 8,358 50,856 +1,932
Jul04 031211 755.00 757.50 742.00 744.75 -12.25 4,973 27,265 +29
Aug04 031211 729.00 731.50 720.00 720.00 -11.00 404 5,523 +43
Sep04 031211 678.00 679.00 665.00 669.00 -9.50 496 2,316 +384
Nov04 031211 616.75 619.00 608.00 609.25 -7.50 1,826 14,508 +100
Total Volume and Open Interest 70,153 261,502 +1,585
Soybean Meal(CBOT)
Dec03 031211 230.80 232.30 227.20 228.10 -3.40 1,870 1,048 -272
Jan04 031211 231.80 233.80 228.20 229.00 -3.40 10,859 34,291 -156
Mar04 031211 232.30 235.00 229.20 230.00 -3.00 6,436 41,581 +447
May04 031211 230.20 232.20 227.20 228.10 -2.90 3,519 43,740 -471
Jul04 031211 226.80 228.20 223.20 223.70 -4.10 2,972 24,724 +503
Aug04 031211 217.50 219.50 215.30 215.40 -2.60 635 6,946 -112
Sep04 031211 206.00 206.50 203.60 204.00 -3.10 690 4,866 -87
Oct04 031211 185.00 185.50 183.20 183.20 -2.10 329 5,427 +83
Total Volume and Open Interest 28,379 174,903 +27
Soybean Oil(CBOT)
Dec03 031211 28.85 28.85 28.30 28.33 -0.62 896 950 -1,026
Jan04 031211 28.48 28.50 27.94 28.09 -0.53 9,535 47,903 -762
Mar04 031211 28.30 28.33 27.79 28.00 -0.48 6,941 51,613 +33
May04 031211 27.95 27.95 27.40 27.77 -0.35 2,712 37,784 -114
Jul04 031211 27.55 27.60 27.10 27.35 -0.40 1,543 33,389 +190
Aug04 031211 27.05 27.05 26.60 26.78 -0.37 420 3,958 +11
Sep04 031211 26.00 26.15 25.60 25.95 -0.21 501 3,011 +241
Oct04 031211 24.50 24.50 24.30 24.45 -0.20 247 2,854 +159
Total Volume and Open Interest 23,848 190,837 -1,142
Canola(WCE)
Jan04 031211 370.2 370.5 368.0 368.0 -2.2 2,249 18,816 -17
Mar04 031211 374.7 375.5 372.5 372.6 -2.1 2,523 15,599 +897
May04 031211 376.5 377.2 376.5 376.8 -2.2 274 5,088 +69
Jul04 031211 382.0 382.0 380.1 380.1 -1.9 24 3,772 +0
Sep04 031211 342.5 342.5 342.5 342.5 unch      
Total Volume and Open Interest 5,170 48,520 +1,049
Corn(CBOT)
Dec03 031211 250.50 253.00 247.00 252.00 +2.25 7,247 7,280 -3,036
Mar04 031211 249.75 253.00 245.75 251.00 +1.25 29,009 308,993 -1,506
May04 031211 251.75 253.25 248.50 252.25 unch 4,050 49,099 -58
Jul04 031211 254.50 255.00 250.50 254.25 +0.25 3,553 38,008 +385
Sep04 031211 250.25 250.25 248.25 250.25 -0.25 116 7,085 -61
Dec04 031211 248.75 249.00 247.00 248.75 -0.25 1,439 33,328 +180
Total Volume and Open Interest 45,473 446,998 -4,063
Wheat(CBOT)
Dec03 031211 381.00 382.00 374.50 378.00 -8.50 284 442 -127
Mar04 031211 396.00 396.00 385.25 389.75 -9.00 21,266 105,827 -1,299
May04 031211 393.50 393.50 383.50 387.75 -8.50 1,399 8,110 -29
Jul04 031211 368.00 368.50 361.50 364.75 -5.00 2,122 12,353 +13
Sep04 031211 369.00 369.00 365.50 367.50 -5.50 15 548 +2
Total Volume and Open Interest 25,130 128,292 -1,420
Wheat(KCBT)
Dec03 031211 387.00 387.00 387.00 387.00 -9.00 150 13 -150
Mar04 031211 395.00 395.00 385.00 389.00 -9.00 8,091 55,863 -3,166
May04 031211 391.50 391.50 383.00 386.75 -6.25 1,043 4,363 -341
Jul04 031211 372.00 372.00 366.50 371.00 -3.50 554 5,323 -325
Sep04 031211 377.00 377.00 377.00 377.00 unch 0 436 +0
Total Volume and Open Interest 9,839 66,478 -3,982
Wheat(MGE)
Dec03 031211 405.00 405.00 405.00 405.00 unch 4 0 -5
Mar04 031211 400.50 400.50 390.00 394.50 -7.50 2,648 26,747 -1,207
May04 031211 397.50 397.50 387.00 389.00 -9.00 437 4,098 -24
Jul04 031211 386.00 386.00 381.00 381.00 -8.00 30 750 -28
Sep04 031211 375.00 375.00 372.50 372.50 -6.00 0 646 +0
Total Volume and Open Interest 3,119 32,448 -1,264
Oats(CBOT)
Dec03 031211 145.50 146.50 145.00 145.00 -0.25 4 8 -2
Mar04 031211 150.75 151.25 150.00 150.25 +0.50 596 4,521 +57
May04 031211 150.75 151.25 150.25 150.75 +0.50 53 383 +33
Jul04 031211 152.25 152.50 152.25 152.50 -0.50 0 97 +0
Total Volume and Open Interest 653 5,016 +88
Rough Rice(CBOT)
Jan04 031211 8.77 8.83 8.68 8.70 -0.07 242 4,936 +53
Mar04 031211 8.97 9.03 8.88 8.89 -0.08 187 1,832 +33
May04 031211 9.00 9.03 8.95 8.96 -0.07 13 651 -12
Jul04 031211 9.03 9.03 9.03 9.03 -0.07 76 456 +45
Total Volume and Open Interest 518 7,906 +119
Live Cattle(CME)
Dec03 031211 94.000 94.350 93.450 93.575 -0.450 3,899 10,526 -1,321
Feb04 031211 89.100 89.650 88.500 88.975 +0.275 9,881 55,148 -972
Apr04 031211 81.450 82.200 81.250 81.650 +0.575 1,882 21,169 +32
Jun04 031211 74.650 75.300 74.650 75.150 +0.600 1,079 11,977 +96
Aug04 031211 73.900 74.600 73.750 73.750 +0.200 224 4,679 +141
Oct04 031211 77.000 77.250 76.950 77.000 +0.300 269 2,328 +135
Total Volume and Open Interest 17,349 107,826 -1,866
Feeder Cattle(CME)
Jan04 031211 95.200 96.150 95.000 95.175 +0.225 1,862 8,982 -164
Mar04 031211 90.000 90.700 89.750 90.500 +1.250 740 3,617 -28
Apr04 031211 87.600 88.550 87.600 88.200 +0.900 122 1,008 +34
May04 031211 89.500 89.700 89.200 89.350 +0.800 273 2,639 -90
Aug04 031211 90.350 91.000 90.350 90.750 +0.600 93 1,255 +64
Sep04 031211 90.000 90.100 90.000 90.100 +0.600 0 413 +0
Oct04 031211 89.500 90.100 89.500 90.100 +0.900 9 30 +9
Total Volume and Open Interest 3,101 17,947 -173
Lean Hogs(CME)
Dec03 031211 50.050 50.200 49.950 49.950 +0.225 1,292 4,793 -256
Feb04 031211 52.500 53.500 52.400 53.250 +0.550 4,100 27,003 +286
Apr04 031211 55.400 55.950 55.100 55.925 +0.550 941 7,660 -106
May04 031211 58.600 58.650 58.250 58.350 -0.175 51 950 +12
Jun04 031211 61.150 61.450 61.000 61.325 +0.275 637 2,971 +149
Jul04 031211 60.000 60.000 59.400 59.500 unch 144 834 +60
Aug04 031211 57.650 57.950 57.500 57.650 -0.050 90 571 +49
Oct04 031211 51.000 51.300 50.775 50.775 -0.025 33 350 +7
Total Volume and Open Interest 7,288 45,236 +201
Pork Bellies(CME)
Feb04 031211 85.650 86.500 85.550 85.725 -0.100 377 1,964 -47
Mar04 031211 85.500 85.500 85.050 85.150 +0.125 25 198 +10
May04 031211 86.500 86.500 86.500 86.500 +0.475 3 168 +1
Jul04 031211 89.550 89.550 89.550 89.550 +0.700 1 79 +13
Aug04 031211 88.300 88.300 88.300 88.300 unch 0 13 +0
Total Volume and Open Interest 406 2,422 -23
BFP Milk Class III(CME)
Dec03 031211 11.72 11.74 11.70 11.74 +0.03 69 4,005 -52
Jan04 031211 11.54 11.54 11.48 11.50 -0.05 78 2,738 +18
Feb04 031211 11.39 11.39 11.35 11.38 -0.01 36 1,762 +10
Mar04 031211 11.40 11.41 11.35 11.35 -0.06 47 1,601 +4
Apr04 031211 11.50 11.50 11.42 11.48 -0.02 34 1,116 +16
Total Volume and Open Interest 467 17,468 +102
Cocoa(NYBOT)
Dec03 031211 1635 1661 1635 1661 -37 28 44 -6
Mar04 031211 1730 1735 1650 1673 -40 5,410 34,551 -106
May04 031211 1720 1720 1650 1671 -35 1,020 14,350 +61
Jul04 031211 1696 1696 1645 1669 -33 219 12,982 +99
Sep04 031211 1685 1685 1650 1671 -32 64 6,746 +38
Dec04 031211 1675 1680 1672 1680 -30 136 9,647 -54
Mar05 031211 1685 1685 1685 1685 -30 410 4,046 +339
Total Volume and Open Interest 7,297 97,964 +369
Coffee "C"(NYBOT)
Dec03 031211 63.45 63.45 62.00 62.00 -1.00 5 27 -7
Mar04 031211 66.00 66.00 64.00 64.60 -0.90 5,340 48,960 -62
May04 031211 67.70 67.75 65.85 66.45 -0.90 487 8,163 +87
Jul04 031211 69.50 69.60 67.95 68.25 -0.95 130 5,255 +9
Sep04 031211 71.30 71.30 69.60 70.00 -1.00 153 5,872 -101
Dec04 031211 73.80 74.00 72.50 72.60 -1.05 100 3,635 +4
Total Volume and Open Interest 6,217 73,971 -68
Orange Juice(NYBOT)
Jan04 031211 68.25 68.90 68.25 68.60 -0.25 665 14,314 -262
Mar04 031211 71.70 72.00 71.30 71.85 -0.30 853 14,916 +406
May04 031211 74.30 74.40 74.10 74.10 -0.45 34 5,436 +14
Jul04 031211 77.05 77.05 76.35 76.35 -0.70 75 532 +33
Sep04 031211 79.35 79.35 79.35 79.35 -0.45 1 403 +0
Total Volume and Open Interest 1,636 35,897 +190
Sugar #11(NYBOT)
Mar04 031211 6.67 6.76 6.62 6.75 +0.05 26,306 119,676 +587
May04 031211 6.54 6.65 6.53 6.65 +0.07 2,366 27,478 +439
Jul04 031211 6.34 6.42 6.32 6.41 +0.04 4,937 33,582 +1,743
Oct04 031211 6.32 6.36 6.31 6.36 +0.03 928 19,626 +341
Mar05 031211 6.43 6.47 6.43 6.47 +0.03 166 7,889 +25
Total Volume and Open Interest 35,554 213,805 +3,283
London Cocoa(LCE)
Dec03 031211 968 979 937 944 -18 12,670 3,665 -11,093
Mar04 031211 1006 1019 980 987 -16 18,619 54,219 +8,447
May04 031211 1020 1038 1004 1007 -15 637 18,410 +99
Jul04 031211 1055 1057 1022 1029 -15 552 20,911 -113
Sep04 031211 1064 1065 1030 1036 -15 305 20,551 +73
Dec04 031211 1055 1063 1030 1035 -15 81 39,915 -1
Mar05 031211 1042 1042 1042 1042 -16 0 17,829 +0
Total Volume and Open Interest 32,864 176,698 -2,588
London Coffee(LCE)
Jan04 031211 715.00 737.00 715.00 725.00 +6.00 4,719 46,118 -1,977
Mar04 031211 724.00 743.00 724.00 731.00 +3.00 3,854 44,281 +179
May04 031211 740.00 754.00 740.00 744.00 +3.00 719 25,150 +233
Jul04 031211 763.00 768.00 756.00 759.00 +4.00 211 13,468 +85
Sep04 031211 773.00 773.00 773.00 773.00 +4.00 39 11,672 -19
Nov04 031211 794.00 794.00 786.00 786.00 +2.00 0 6,198 +0
Total Volume and Open Interest 9,542 148,191 -1,499
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031211 197.00 197.50 195.20 197.40 +0.50 1,533 17,681 -140
May04 031211 196.50 197.40 195.50 197.40 +1.40 313 7,711 -224
Aug04 031211 193.10 193.10 191.20 193.10 +0.60 230 7,346 +26
Oct04 031211 191.50 191.60 191.50 191.60 +0.10 185 4,062 +20
Total Volume and Open Interest 2,515 38,456 -195
Cotton(NYBOT)
Mar04 031211 69.50 70.75 68.85 69.89 +0.08 6,227 54,920 +169
May04 031211 70.65 71.85 70.00 70.85 -0.14 1,476 12,607 -465
Jul04 031211 71.60 72.25 70.90 71.70 +0.09 260 5,643 -67
Oct04 031211 63.95 64.00 63.95 64.00 +0.05 0 335 +0
Dec04 031211 64.40 64.70 63.82 64.25 +0.05 191 4,310 +24
Mar05 031211 66.35 66.35 66.35 66.35 +0.10 0 702 +0
Total Volume and Open Interest 8,154 78,907 -339
Lumber(CME)
Jan04 031211 283.0 286.0 278.0 279.0 -4.5 376 1,347 +8
Mar04 031211 297.1 299.7 293.4 294.0 -3.1 175 441 +28
May04 031211 302.3 305.9 302.2 302.5 -1.2 20 93 +3
Jul04 031211 314.9 314.9 314.9 314.9 unch 10 27 +0
Total Volume and Open Interest 582 1,911 +40
Crude Oil(NYM)
Jan04 031211 31.89 32.10 31.35 31.85 -0.03 102,941 106,982 -13,991
Feb04 031211 31.78 31.90 31.25 31.75 -0.01 82,489 117,054 +14,136
Mar04 031211 31.40 31.45 30.85 31.29 -0.03 22,822 53,796 +1,131
Apr04 031211 30.95 30.95 30.50 30.81 -0.03 4,450 33,689 +540
May04 031211 30.05 30.42 30.05 30.33 -0.03 3,538 18,723 +810
Jun04 031211 29.85 29.94 29.76 29.88 -0.03 4,580 32,389 +739
Jul04 031211 29.40 29.46 29.40 29.46 -0.03 1,848 20,098 +379
Aug04 031211 29.05 29.11 29.05 29.11 -0.03 684 11,854 +208
Sep04 031211 28.76 28.80 28.70 28.80 -0.03 1,163 15,765 -549
Oct04 031211 28.50 28.51 28.50 28.51 -0.03 557 13,480 +514
Nov04 031211 28.25 28.25 28.25 28.25 -0.03 100 9,716 -100
Dec04 031211 27.95 28.05 27.85 28.04 -0.03 4,036 36,450 +1,303
Jan05 031211 27.84 27.84 27.83 27.83 -0.03 790 12,915 -12
Feb05 031211 27.60 27.67 27.60 27.67 -0.03 100 4,306 +100
Mar05 031211 27.51 27.51 27.51 27.51 -0.03 0 4,415 +0
Apr05 031211 27.36 27.36 27.36 27.36 -0.03 0 1,866 +0
Total Volume and Open Interest 232,608 575,043 +6,543
Heating Oil(NYM)
Jan04 031211 88.95 89.35 87.20 88.48 -0.36 30,710 52,780 -3,088
Feb04 031211 89.30 89.50 87.70 88.85 -0.25 15,885 37,428 +2,403
Mar04 031211 87.40 87.40 85.80 86.70 -0.25 4,590 20,373 +1,205
Apr04 031211 83.40 83.40 83.00 83.00 -0.25 959 8,039 +241
May04 031211 79.65 79.65 79.65 79.65 -0.25 617 4,679 -23
Jun04 031211 77.25 77.45 77.25 77.45 -0.25 257 7,277 +92
Jul04 031211 76.35 76.35 76.35 76.35 -0.25 386 3,504 +257
Aug04 031211 76.25 76.25 76.20 76.20 -0.25 3 2,876 +2
Sep04 031211 76.90 76.90 76.75 76.75 -0.25 76 1,692 +55
Oct04 031211 77.30 77.30 77.30 77.30 -0.25 1 1,026 +0
Nov04 031211 77.75 77.80 77.75 77.80 -0.20 3 1,310 +0
Dec04 031211 78.50 78.50 78.25 78.25 -0.20 51 4,719 +50
Total Volume and Open Interest 53,538 148,835 +1,194
Unleaded Gas(NYM)
Jan04 031211 86.55 87.15 85.70 86.38 -0.35 20,832 42,459 -2,581
Feb04 031211 87.40 87.80 86.60 87.29 -0.31 9,935 26,969 +2,670
Mar04 031211 87.55 88.35 87.50 87.90 -0.35 1,908 8,040 +268
Apr04 031211 95.00 95.05 94.20 94.60 -0.45 695 9,505 +174
May04 031211 94.20 94.20 94.10 94.10 -0.50 288 6,559 +151
Jun04 031211 92.65 92.65 92.65 92.65 -0.50 523 3,920 +363
Jul04 031211 90.60 90.60 90.60 90.60 -0.50 55 360 +50
Aug04 031211 87.95 87.95 87.95 87.95 -0.50 0 851 +0
Sep04 031211 84.75 84.75 84.75 84.75 -0.50 110 1,210 +10
Oct04 031211 80.55 80.55 80.55 80.55 -0.50 100 200 +100
Nov04 031211 78.50 78.50 78.50 78.50 -0.50 150 250 +150
Dec04 031211 77.35 77.35 77.35 77.35 -0.50 150 150 +150
Total Volume and Open Interest 34,746 100,473 +1,505
Natural Gas(NYM)
Jan04 031211 6.715 6.950 6.360 6.615 -0.096 36,459 52,914 -1,090
Feb04 031211 6.750 6.950 6.380 6.655 -0.076 20,287 40,049 +3,103
Mar04 031211 6.450 6.540 5.950 6.330 -0.061 12,723 30,960 +500
Apr04 031211 5.280 5.300 5.050 5.175 -0.066 5,013 23,240 -401
May04 031211 4.950 4.950 4.850 4.895 -0.036 2,266 18,896 +309
Jun04 031211 4.900 4.910 4.750 4.870 -0.041 975 14,594 -162
Jul04 031211 4.900 4.920 4.820 4.870 -0.036 910 12,970 -50
Aug04 031211 4.900 4.910 4.850 4.870 -0.031 868 12,467 -47
Sep04 031211 4.870 4.880 4.830 4.850 -0.031 533 11,896 -300
Oct04 031211 4.875 4.875 4.810 4.845 -0.031 433 12,671 -127
Nov04 031211 5.020 5.020 4.960 5.005 -0.013 385 9,429 -175
Dec04 031211 5.180 5.180 5.125 5.160 -0.011 828 11,874 +369
Jan05 031211 5.290 5.290 5.265 5.275 -0.006 243 8,356 +60
Feb05 031211 5.241 5.250 5.220 5.235 -0.006 205 8,056 -1,947
Mar05 031211 5.050 5.050 5.045 5.045 -0.006 44 7,354 +0
Apr05 031211 4.620 4.620 4.580 4.610 -0.006 145 7,557 +87
Total Volume and Open Interest 84,060 344,674 -1,296
Brent Crude Oil(IPE)
Jan04 031211 29.55 29.72 29.13 29.57 -0.09 45,037 47,381 -9,057
Feb04 031211 29.30 29.55 28.95 29.28 -0.10 44,466 76,322 +4,396
Mar04 031211 29.07 29.29 28.80 29.10 -0.05 18,748 44,096 +7,070
Apr04 031211 28.81 28.95 28.40 28.78 -0.05 3,755 15,628 -988
May04 031211 28.48 28.55 28.10 28.45 -0.04 1,067 10,261 -424
Jun04 031211 28.19 28.20 27.95 28.12 -0.03 4,268 25,937 +402
Jul04 031211 27.77 27.83 27.77 27.83 unch 74 10,760 +42
Aug04 031211 27.38 27.56 27.38 27.56 +0.03 50 8,251 +50
Sep04 031211 27.14 27.31 27.14 27.31 +0.06 0 7,113 +0
Oct04 031211 26.95 27.09 26.90 27.09 +0.07 525 4,351 +700
Nov04 031211 26.75 26.90 26.75 26.90 +0.08 550 5,086 +500
Dec04 031211 26.61 26.74 26.61 26.74 +0.08 3,850 27,769 +1,162
Total Volume and Open Interest 123,740 314,452 +4,788
Gas Oil(IPE)
Jan04 031211 262.50 263.00 257.75 261.25 -2.25 24,904 47,888 +2,083
Feb04 031211 258.50 259.25 254.00 258.00 -2.00 7,378 27,589 +3,468
Mar04 031211 251.00 251.25 248.00 251.25 -2.00 537 6,087 +261
Apr04 031211 243.50 244.50 241.25 244.50 -2.00 75 6,883 -2
May04 031211 239.25 239.25 239.25 239.25 -1.75 800 4,925 -211
Jun04 031211 236.50 236.50 235.75 235.75 -1.50 1,218 11,102 +773
Jul04 031211 235.25 235.25 235.25 235.25 -1.50 800 4,025 +550
Aug04 031211 234.75 234.75 234.75 234.75 -1.50 0 2,414 +0
Sep04 031211 234.25 234.25 234.25 234.25 -1.50 0 3,707 +0
Oct04 031211 233.75 233.75 233.75 233.75 -1.50 0 3,643 +0
Total Volume and Open Interest 54,626 152,423 +61
US Dollar Index(NYBOT)
Dec03 031211 89.09 89.55 88.89 88.89 +0.01 2,851 3,568 -1,933
Mar04 031211 89.43 90.00 89.28 89.29 unch 3,325 17,087 +2,358
Jun04 031211 89.83 89.83 89.73 89.73 unch 14 2,020 +6
Total Volume and Open Interest 6,190 22,676 +431
Australian Dollar(CME)
Dec03 031211 73.81 73.93 73.35 73.92 -0.03 5,930 21,821 -4,320
Mar04 031211 72.98 73.20 72.52 73.14 -0.03 7,207 50,852 +4,239
Jun04 031211 72.20 72.36 72.03 72.36 -0.03 2 356 +2
Total Volume and Open Interest 13,144 73,130 -79
British Pound(CME)
Dec03 031211 174.30 174.66 173.97 174.64 +0.36 9,358 34,547 -6,381
Mar04 031211 173.16 173.46 172.63 173.42 +0.36 13,547 59,558 +6,631
Jun04 031211 172.20 172.20 172.06 172.06 +0.36 0 10 +0
Total Volume and Open Interest 22,905 94,122 +250
Canadian Dollar(CME)
Dec03 031211 75.58 75.90 75.18 75.90 -0.60 11,566 26,131 -8,514
Mar04 031211 75.34 75.63 74.82 75.59 -0.60 14,052 61,179 +10,999
Jun04 031211 75.00 75.34 74.67 75.34 -0.60 168 1,514 +77
Sep04 031211 74.90 75.20 74.55 75.11 -0.60 0 727 +0
Total Volume and Open Interest 25,791 89,936 +2,572
Japanese Yen(CME)
Dec03 031211 92.35 92.64 92.22 92.64 +0.26 11,715 54,342 -10,222
Mar04 031211 92.66 92.93 92.48 92.92 +0.26 19,153 113,489 +7,873
Jun04 031211 93.21 93.21 93.21 93.21 +0.26 99 336 +57
Total Volume and Open Interest 30,967 168,221 -2,292
Swiss Franc(CME)
Dec03 031211 78.53 78.83 78.14 78.83 -0.14 5,010 45,562 -2,592
Mar04 031211 78.74 79.02 78.21 79.01 -0.14 5,876 36,312 +510
Jun04 031211 79.17 79.17 79.17 79.17 -0.14 0 162 +0
Total Volume and Open Interest 10,889 82,137 -2,081
EuroFX(CME)
Dec03 031211 121.76 122.15 121.15 122.15 -0.02 10,966 67,665 -6,856
Mar04 031211 121.48 121.88 120.82 121.85 -0.02 14,476 95,024 +17,466
Jun04 031211 121.20 121.65 120.70 121.56 -0.02 11 371 +7
Total Volume and Open Interest 25,477 163,273 +10,641
Mexican Peso(CME)
Dec03 031211 8930.0 8980.0 8915.0 8980.0 +73.0 5,861 16,010 -3,763
Mar04 031211 8825.0 8890.0 8812.0 8875.0 +75.0 12,013 27,456 +3,997
Total Volume and Open Interest 18,366 44,182 +515
30-Year T-Bonds(CBOT)
Dec03 031211 109~04 110~14 108~27 110~11 +0~25 32,474 83,738 -18,316
Mar04 031211 108~04 109~01 107~12 108~28 +0~25 239,134 389,740 +11,546
Jun04 031211 106~20 107~15 106~20 107~15 +0~24 2,070 8,823 +984
Total Volume and Open Interest 273,681 482,712 -5,786
Municipal Bonds(CBOT)
Dec03 031211 102~18 103~07 102~13 103~07 +0~16 281 1,245 -31
Mar04 031211 101~08 101~31 101~01 101~29 +0~17 290 1,226 +48
Total Volume and Open Interest 571 2,471 +17
10-Year T-Notes(CBOT)
Dec03 031211 112~275 113~200 112~170 113~195 +0~230 58,489 78,132 -37,064
Mar04 031211 111~140 112~100 111~000 112~075 +0~255 584,058 872,179 +14,782
Total Volume and Open Interest 642,554 950,373 -22,275
5-Year T-Notes(CBOT)
Dec03 031211 112~015 112~220 111~310 112~220 +0~175 17,070 0 +0
Mar04 031211 110~245 111~170 110~200 111~155 +0~190 222,294 0 +0
Total Volume and Open Interest 239,364    
2 Year T-Notes(CBOT)
Dec03 031211 107~044 107~077 107~036 107~077 +0~031 5,566 18,710 -3,439
Mar04 031211 106~076 106~118 106~072 106~117 +0~035 6,563 133,530 +2,574
Total Volume and Open Interest 12,129 152,240 -865
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031211 98.827 98.835 98.827 98.830 +0.005 45,043 569,130 +627
Mar04 031211 98.710 98.770 98.700 98.760 +0.045 116,277 781,829 +663
Jun04 031211 98.420 98.570 98.410 98.550 +0.110 155,688 695,537 -5,205
Sep04 031211 98.035 98.205 98.020 98.200 +0.140 155,267 577,126 +487
Dec04 031211 97.580 97.790 97.565 97.775 +0.170 120,679 583,657 -6,823
Mar05 031211 97.150 97.380 97.130 97.355 +0.185 54,913 325,767 -3,128
Jun05 031211 96.755 96.955 96.725 96.945 +0.170 34,408 272,155 -1,780
Sep05 031211 96.410 96.620 96.390 96.620 +0.190 38,909 216,437 +1,832
Dec05 031211 96.135 96.340 96.110 96.325 +0.170 13,505 175,705 +1,812
Mar06 031211 95.915 96.115 95.910 96.100 +0.165 15,472 142,529 +1,430
Jun06 031211 95.720 95.900 95.705 95.890 +0.160 12,895 119,244 -916
Sep06 031211 95.530 95.700 95.520 95.700 +0.160 11,258 94,237 +1,296
Total Volume and Open Interest 836,632 5,193,801 -14,371
3-Mth Euro-Yen(CME)
Dec03 031211 99.93 99.93 99.93 99.93 unch 7 7,934 -3
Mar04 031211 99.90 99.90 99.90 99.90 unch 2 7,338 -253
Jun04 031211 99.89 99.90 99.89 99.90 +0.01 2 12,616 +176
Sep04 031211 99.85 99.86 99.85 99.86 unch 237 10,973 +23
Dec04 031211 99.79 99.80 99.79 99.80 unch 85 3,482 -75
Mar05 031211 99.67 99.68 99.67 99.68 unch 101 3,751 +55
Jun05 031211 99.57 99.57 99.57 99.57 unch 8 1,837 +560
Sep05 031211 99.45 99.45 99.45 99.45 unch 0 4,494 +13
Dec05 031211 99.36 99.36 99.36 99.36 unch 0 69 -38
Mar06 031211 99.24 99.24 99.24 99.24 unch 0 287 +58
Total Volume and Open Interest 442 54,085 +882
3-Mth Euro-Yen(SIMEX)
Mar04 031211 99.90 99.90 99.90 99.90 unch 2,695 61,266 +1,330
Jun04 031211 99.89 99.90 99.89 99.89 unch 3,110 67,709 +333
Sep04 031211 99.85 99.86 99.85 99.85 unch 1,671 44,036 +584
Dec04 031211 99.79 99.80 99.79 99.79 +0.01 1,261 33,938 -138
Mar05 031211 99.68 99.69 99.68 99.68 +0.01 950 20,016 +558
Jun05 031211 99.58 99.59 99.58 99.59 +0.02 467 11,554 +351
Sep05 031211 99.49 99.49 99.49 99.49 +0.02 14 14,333 +0
Dec05 031211 99.38 99.38 99.38 99.38 +0.02 458 2,827 +41
Total Volume and Open Interest 11,564 311,066 +3,514
German Euro-Bund(EUREX)
Mar04 031211 112.33 112.34 111.99 112.28 -0.05 715,239 844,781 +25,601
Jun04 031211 111.33 111.33 111.33 111.33 -0.05 1,467 24 +0
Sep04 031211 111.05 111.05 111.05 111.05 -0.05      
Total Volume and Open Interest 716,706 844,805 +25,601
German Euro-Bobl(EUREX)
Mar04 031211 109.83 109.86 109.62 109.80 -0.05 542,416 594,335 +21,793
Jun04 031211 109.00 109.00 109.00 109.00 -0.05 186 0 -40
Sep04 031211 108.57 108.57 108.57 108.57 -0.05      
Total Volume and Open Interest 542,602 594,335 +21,753
Long Gilt(LIFFE)
Dec03 031211 115~16 115~16 115~10 115~12 -0~09 1,246 19,609 +864
Mar04 031211 107~10 107~13 106~31 107~04 -0~08 47,332 165,318 +1,783
Total Volume and Open Interest 48,578 184,927 +2,647
3-Mth Short Sterling(LIFFE)
Dec03 031211 95.99 95.99 95.97 95.97 -0.02 22,281 201,618 -7,827
Mar04 031211 95.70 95.71 95.67 95.67 -0.03 46,549 160,022 -12,416
Jun04 031211 95.46 95.47 95.42 95.43 -0.04 44,964 184,521 +1,109
Total Volume and Open Interest 155,199 1,043,457 -20,082
3-Mth Euribor(LIFFE)
Dec03 031211 97.850 97.855 97.850 97.850 unch 29,874 534,408 -8,546
Mar04 031211 97.770 97.780 97.755 97.765 -0.015 79,358 456,000 -1,312
Jun04 031211 97.575 97.580 97.540 97.565 -0.025 101,802 411,009 -2,980
Total Volume and Open Interest 525,661 2,640,798 +9,146
3-Mth Aus T-Bills(SFE)
Dec03 031211 94.54 94.54 94.51 94.51 -0.04 13,627 121,084 +3,716
Mar04 031211 94.37 94.37 94.33 94.35 unch 13,680 199,473 +1,755
Jun04 031211 94.21 94.21 94.18 94.21 +0.02 8,759 81,888 +5,480
Sep04 031211 94.12 94.12 94.09 94.11 +0.03 1,645 36,554 +481
Dec04 031211 94.00 94.01 94.00 94.01 +0.02 505 23,584 +402
Mar05 031211 93.93 93.93 93.93 93.93 +0.02 209 18,869 +209
Jun05 031211 93.84 93.85 93.83 93.85 +0.02 67 13,086 +23
Sep05 031211 93.77 93.78 93.77 93.78 +0.02 112 5,835 +2
Dec05 031211 93.69 93.71 93.69 93.71 +0.03 20 2,288 +20
Mar06 031211 93.67 93.67 93.66 93.66 +0.02 30 890 +30
Total Volume and Open Interest 38,669 504,251 +12,118
10-Year Aus T-Bonds(SFE)
Dec03 031211 94.14 94.16 94.12 94.14 +0.00 10,984 260,959 +221,894
Mar04 031211 94.11 94.12 94.10 94.11 +0.01 8,338 84,195 +84,177
Total Volume and Open Interest 62,134 280,112 +34,322
3-Year Aus T-Bonds(SFE)
Dec03 031211 94.34 94.34 94.30 94.34 +0.03 84,093 637,651 +19,251
Mar04 031211 94.16 94.18 94.15 94.17 +0.03 41,835 117,873 +47,959
Total Volume and Open Interest 125,928 755,524 +67,210
Gold(CMX)
Dec03 031211 404.4 407.0 402.7 404.6 -1.6 842 1,200 -892
Feb04 031211 405.5 407.4 403.3 405.4 -1.6 51,985 193,225 -1,294
Apr04 031211 406.0 408.5 404.1 406.3 -1.6 1,353 13,012 +67
Jun04 031211 406.5 409.5 405.0 407.2 -1.6 1,048 16,956 +358
Aug04 031211 407.7 410.1 407.7 408.2 -1.6 13 7,540 +3
Oct04 031211 409.1 409.1 409.1 409.1 -1.6 5 889 +0
Total Volume and Open Interest 56,036 274,935 -1,367
Silver(CMX)
Dec03 031211 556.0 560.0 552.0 557.9 -2.1 244 498 -159
Mar04 031211 557.0 562.0 551.5 559.7 -2.3 15,236 83,229 -479
May04 031211 557.0 564.0 552.0 560.8 -2.2 239 2,713 +102
Jul04 031211 560.0 562.5 555.0 561.9 -2.2 64 2,982 +22
Sep04 031211 562.9 562.9 562.9 562.9 -2.3 90 636 +19
Total Volume and Open Interest 16,504 102,551 -549
Platinum(NYM)
Jan04 031211 810.0 812.0 804.5 807.6 -3.1 1,152 7,663 -85
Apr04 031211 800.0 803.0 798.0 799.6 -3.6 273 1,918 +76
Total Volume and Open Interest 1,425 9,585 -9
Palladium(NYME)
Dec03 031211 210.10 210.10 207.90 207.90 -2.20 1 119 -108
Mar04 031211 212.10 214.00 209.00 209.40 -2.70 663 5,929 +90
Jun04 031211 210.00 214.00 209.90 209.90 -2.70 5 452 +3
Total Volume and Open Interest 669 6,500 -15
Copper(CMX)
Dec03 031211 97.40 97.70 96.80 97.60 -0.15 250 3,278 -202
Mar04 031211 97.65 98.25 96.65 97.85 -0.10 3,053 66,265 +232
May04 031211 97.20 97.60 97.15 97.50 -0.10 21 3,822 +9
Jul04 031211 96.30 97.40 96.30 97.05 -0.10 95 3,346 +70
Sep04 031211 96.00 96.65 96.00 96.65 -0.10 92 1,623 +72
Total Volume and Open Interest 4,107 88,939 +507
DJIA Index(CBOT)
Dec03 031211 9935 10020 9930 10010 +79 11,651 30,655 -3,184
Mar04 031211 9915 9995 9905 9984 +79 4,907 8,687 +3,138
Jun04 031211 9964 9964 9964 9964 +79 0 5 +0
Total Volume and Open Interest 16,558 39,349 -46
S & P 500(CME)
Dec03 031211 1059.60 1073.80 1059.50 1072.30 +11.50 96,069 360,488 -34,176
Mar04 031211 1058.50 1072.60 1058.50 1071.00 +11.60 61,642 273,175 +51,069
Jun04 031211 1071.00 1071.00 1070.20 1070.20 +11.60 154 9,645 +29
Sep04 031211 1069.70 1069.70 1069.70 1069.70 +11.30 74 1,270 +40
Total Volume and Open Interest 157,945 644,692 +16,967
S & P 500 E-Mini(Globex)
Dec03 031211 1060.50 1074.00 1059.25 1072.25 +11.50 636,587 534,138 -23,782
Mar04 031211 1059.25 1072.50 1058.00 1071.00 +11.50 39,453 67,851 +29,048
Total Volume and Open Interest 676,040 601,989 +5,266
NASDAQ 100(CME)
Dec03 031211 1387.50 1423.00 1386.00 1419.50 +29.50 20,938 73,988 -943
Mar04 031211 1389.50 1427.00 1389.00 1422.50 +29.00 9,428 20,596 +7,264
Jun04 031211 1425.50 1425.50 1425.50 1425.50 +28.50 0 47 +0
Total Volume and Open Interest 30,366 94,631 +6,321
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031211 1390.0 1423.5 1386.0 1419.5 +29.5 344,996 275,317 -3,106
Mar04 031211 1392.5 1427.0 1389.0 1422.5 +29.0 25,637 20,807 +15,495
Total Volume and Open Interest 370,633 296,124 +12,389
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031211 556.00 565.00 555.50 564.15 +9.15 3,009 11,387 -957
Mar04 031211 556.00 565.10 555.30 564.25 +9.10 2,069 6,757 +1,844
Jun04 031211 564.30 564.30 564.30 564.30 +9.10 0 1 +0
Total Volume and Open Interest 5,078 18,145 +887
Russell 2000(CME)
Dec03 031211 528.50 543.50 528.50 543.35 +14.85 4,656 16,731 -2,364
Mar04 031211 529.00 543.50 528.75 543.25 +14.80 2,871 6,773 +2,526
Jun04 031211 543.35 543.35 543.35 543.35 +14.80      
Total Volume and Open Interest 7,527 23,504 +162
Value Line(KCBT)
Dec03 031211 1478.00 1478.00 1478.00 1478.00 +29.00 4 26 -1
Total Volume and Open Interest 7 45 -3
Nikkei 225(CME)
Dec03 031211 10040 10180 10030 10175 +190 5,506 28,459 -1,839
Mar04 031211 10070 10200 10040 10195 +195 5,599 15,886 +3,176
Total Volume and Open Interest 11,105 44,384 +1,337
Nikkei 225(SIMEX)
Mar04 031211 9990 10100 9930 10095 +135 46,327 98,372 +38,468
Jun04 031211 10050 10050 10050 10050 +135      
Sep04 031211 10050 10050 10050 10050 +135      
Total Volume and Open Interest 108,539 211,319 +31,099
CAC 40(MATIF)
Dec03 031211 3457.0 3496.0 3444.0 3473.0 +30.5 55,365 550,912 +10,152
Jan04 031211 3461.0 3485.0 3452.0 3478.5 +30.5 7 2,842 -79
Feb04 031211 3483.0 3483.0 3483.0 3483.0 +30.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031211 3840.5 3867.5 3828.0 3857.0 +26.0 115,894 287,711 -1,856
Mar04 031211 3861.0 3887.5 3848.5 3877.0 +26.0 13,944 23,979 +8,104
Jun04 031211 3889.0 3909.0 3870.0 3899.0 +26.5 1,277 6,619 +359
Total Volume and Open Interest 131,115 318,309 +6,607
FT-SE 100(LIFFE)
Dec03 031211 4344.00 4350.00 4318.00 4329.50 -5.00 105,381 337,424 -6,136
Mar04 031211 4350.00 4350.00 4312.50 4324.00 -4.50 37,056 129,143 +27,264
Jun04 031211 4335.50 4335.50 4335.50 4335.50 -4.50 0 7,621 +0
Total Volume and Open Interest 142,687 478,313 +21,378
SPI 200(SFE)
Dec03 031211 3205.0 3213.0 3183.0 3190.0 -17.0 15,084 191,207 +4,597
Mar04 031211 3219.0 3225.0 3196.0 3202.0 -17.0 4,074 19,929 +3,424
Jun04 031211 3213.0 3213.0 3213.0 3213.0 -17.0 0 2,929 +1
Total Volume and Open Interest 19,158 215,960 +8,021
GSCI(CME)
Dec03 031211 260.50 262.15 257.10 260.35 -1.55 2,739 3,201 -2,790
Jan04 031211 261.00 262.50 257.50 260.25 -1.25 2,991 10,768 +2,958
Feb04 031211 256.00 256.00 256.00 256.00 -1.00 0 4 +0
Total Volume and Open Interest 5,730 13,973 +168
Reuters CRB Index(NYBOT)
Jan04 031211 257.00 258.00 256.50 257.75 -1.25 70 512 +0
Feb04 031211 255.25 255.25 255.25 255.25 -1.25 4 69 +2
Apr04 031211 252.50 253.00 252.50 253.00 -1.25 11 158 -1
Total Volume and Open Interest 85 742 +1
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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Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!