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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 12, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031212 765.00 779.50 764.50 776.25 +9.50 44,270 90,382 -3,260
Mar04 031212 768.00 783.00 768.00 779.50 +9.75 25,907 70,399 +3,073
May04 031212 755.00 769.50 755.00 767.25 +10.00 9,225 51,233 +377
Jul04 031212 746.00 758.00 745.00 755.00 +10.25 4,225 27,719 +454
Aug04 031212 722.00 732.50 722.00 731.25 +11.25 385 5,561 +38
Sep04 031212 672.00 679.50 672.00 676.25 +7.25 271 2,474 +158
Nov04 031212 608.00 619.00 608.00 617.00 +7.75 1,316 14,748 +240
Total Volume and Open Interest 85,602 262,584 +1,082
Soybean Meal(CBOT)
Dec03 031212 227.50 232.00 227.50 231.00 +2.90 938 369 -679
Jan04 031212 228.30 233.10 228.30 232.70 +3.70 11,960 33,521 -770
Mar04 031212 229.80 234.00 229.50 233.60 +3.60 9,685 43,808 +2,227
May04 031212 227.50 231.00 227.50 230.30 +2.20 4,332 43,715 -25
Jul04 031212 223.00 226.50 223.00 225.40 +1.70 2,861 25,424 +700
Aug04 031212 216.00 217.50 216.00 217.00 +1.60 354 7,164 +218
Sep04 031212 206.00 207.20 204.50 205.00 +1.00 391 4,882 +16
Oct04 031212 185.00 185.00 183.50 184.00 +0.80 66 5,448 +21
Total Volume and Open Interest 30,984 176,765 +1,862
Soybean Oil(CBOT)
Dec03 031212 28.35 29.00 28.35 28.87 +0.54 753 451 -499
Jan04 031212 27.98 28.76 27.98 28.57 +0.48 10,903 46,593 -1,310
Mar04 031212 27.84 28.60 27.84 28.43 +0.43 8,097 52,810 +1,197
May04 031212 27.60 28.20 27.60 28.05 +0.28 2,843 38,420 +636
Jul04 031212 27.20 27.80 27.20 27.60 +0.25 1,718 33,773 +384
Aug04 031212 26.68 27.20 26.68 27.05 +0.27 221 3,968 +10
Sep04 031212 25.98 26.35 25.90 26.20 +0.25 471 3,222 +211
Oct04 031212 24.50 24.90 24.50 24.90 +0.45 324 2,898 +44
Total Volume and Open Interest 25,634 191,474 +637
Canola(WCE)
Jan04 031212 367.5 369.8 367.5 367.8 -0.2 2,249 17,685 -1,131
Mar04 031212 372.0 374.3 372.0 372.5 -0.1 2,047 16,836 +1,237
May04 031212 378.2 378.2 376.3 376.3 -0.5 30 5,097 +9
Jul04 031212 381.0 381.5 380.5 380.5 +0.4 65 3,823 +51
Sep04 031212 342.0 342.0 342.0 342.0 -0.5      
Total Volume and Open Interest 4,615 48,896 +376
Corn(CBOT)
Dec03 031212 253.50 255.00 251.00 254.75 +2.75 6,536 2,576 -4,704
Mar04 031212 251.00 253.00 249.75 252.50 +1.50 52,998 306,818 -2,175
May04 031212 252.25 255.25 252.25 254.75 +2.50 7,095 50,693 +1,594
Jul04 031212 255.25 257.00 254.25 256.75 +2.50 5,069 39,506 +1,498
Sep04 031212 251.25 252.50 251.00 252.00 +1.75 431 7,421 +336
Dec04 031212 249.50 250.00 249.00 249.50 +0.75 2,910 34,342 +1,014
Total Volume and Open Interest 75,068 444,584 -2,414
Wheat(CBOT)
Dec03 031212 372.00 380.50 372.00 380.50 +2.50 610 518 +76
Mar04 031212 386.00 394.50 384.00 393.50 +3.75 26,295 103,183 -2,644
May04 031212 385.00 392.00 384.00 390.50 +2.75 1,789 7,905 -205
Jul04 031212 363.00 366.00 361.00 365.50 +0.75 2,316 12,600 +247
Sep04 031212 364.00 368.50 364.00 368.50 +1.00 45 535 -13
Total Volume and Open Interest 31,106 125,766 -2,526
Wheat(KCBT)
Dec03 031212 392.00 392.00 392.00 392.00 +5.00 9 4 -9
Mar04 031212 386.00 393.50 386.00 393.00 +4.00 10,684 53,797 -2,066
May04 031212 387.00 389.00 386.50 388.50 +1.75 1,428 4,548 +185
Jul04 031212 368.50 371.50 367.50 370.25 -0.75 465 5,333 +10
Sep04 031212 374.00 374.00 374.00 374.00 -3.00 0 436 +0
Total Volume and Open Interest 12,586 64,598 -1,880
Wheat(MGE)
Dec03 031212 405.00 405.00 405.00 405.00 unch      
Mar04 031212 392.00 399.00 392.00 398.50 +4.00 3,353 26,999 +252
May04 031212 388.50 392.50 388.50 392.00 +3.00 393 4,155 +57
Jul04 031212 381.00 384.00 381.00 381.00 unch 105 784 +34
Sep04 031212 373.00 373.00 373.00 373.00 +0.50 74 692 +46
Total Volume and Open Interest 3,942 32,844 +396
Oats(CBOT)
Dec03 031212 147.75 147.75 144.50 144.50 -0.50 10 6 -2
Mar04 031212 151.75 152.75 150.00 150.50 +0.25 1,113 4,556 +35
May04 031212 151.00 152.75 151.00 152.25 +1.50 52 401 +18
Jul04 031212 152.00 152.00 152.00 152.00 -0.50 5 96 -1
Total Volume and Open Interest 1,180 5,066 +50
Rough Rice(CBOT)
Jan04 031212 8.69 8.70 8.42 8.52 -0.18 287 4,619 -317
Mar04 031212 8.90 8.91 8.63 8.70 -0.19 379 1,957 +125
May04 031212 8.96 8.96 8.76 8.79 -0.17 37 650 -1
Jul04 031212 8.88 8.88 8.88 8.88 -0.15 5 456 +0
Total Volume and Open Interest 708 7,713 -193
Live Cattle(CME)
Dec03 031212 94.000 94.475 92.900 93.250 -0.325 3,240 9,336 -1,190
Feb04 031212 89.075 90.100 88.100 88.625 -0.350 9,086 53,433 -1,715
Apr04 031212 81.800 82.800 81.600 81.900 +0.250 1,673 21,251 +82
Jun04 031212 75.250 75.700 74.700 75.000 -0.150 557 11,966 -11
Aug04 031212 74.050 74.550 73.750 73.900 +0.150 298 4,678 -1
Oct04 031212 77.200 77.650 77.000 77.000 unch 161 2,410 +82
Total Volume and Open Interest 15,087 105,078 -2,748
Feeder Cattle(CME)
Jan04 031212 95.450 96.050 94.500 94.550 -0.625 2,686 8,199 -783
Mar04 031212 90.650 91.350 89.500 89.675 -0.825 1,261 3,830 +213
Apr04 031212 88.750 89.300 87.900 88.050 -0.150 74 1,029 +21
May04 031212 89.750 90.250 89.250 89.250 -0.100 595 2,801 +162
Aug04 031212 91.000 91.350 90.900 90.900 +0.150 124 1,202 -53
Sep04 031212 90.600 90.600 90.100 90.100 unch 3 413 +0
Oct04 031212 90.100 90.100 90.100 90.100 unch 8 30 +0
Total Volume and Open Interest 4,753 17,509 -438
Lean Hogs(CME)
Dec03 031212 50.000 50.100 49.800 49.850 -0.100 1,170 4,441 -352
Feb04 031212 52.975 53.300 51.900 52.275 -0.975 4,338 27,766 +763
Apr04 031212 55.850 55.950 55.050 55.550 -0.375 770 7,677 +17
May04 031212 58.350 58.350 57.550 58.000 -0.350 43 955 +5
Jun04 031212 61.100 61.125 60.700 60.950 -0.375 387 3,081 +110
Jul04 031212 59.400 59.750 59.050 59.050 -0.450 40 846 +12
Aug04 031212 57.425 57.425 57.050 57.350 -0.300 25 582 +11
Oct04 031212 50.900 50.900 50.525 50.525 -0.250 3 349 -1
Total Volume and Open Interest 6,777 45,801 +565
Pork Bellies(CME)
Feb04 031212 85.500 85.550 84.200 84.400 -1.325 283 1,943 -21
Mar04 031212 85.050 85.200 84.300 84.300 -0.850 5 198 +0
May04 031212 86.600 86.600 85.575 85.575 -0.925 1 168 +0
Jul04 031212 87.500 87.500 87.500 87.500 -2.050 0 79 +0
Aug04 031212 88.300 88.300 88.300 88.300 unch 0 13 +0
Total Volume and Open Interest 289 2,401 -21
BFP Milk Class III(CME)
Dec03 031212 11.70 11.70 11.68 11.68 -0.06 31 3,991 -14
Jan04 031212 11.48 11.60 11.45 11.51 +0.01 140 2,815 +77
Feb04 031212 11.35 11.38 11.35 11.38 unch 53 1,797 +35
Mar04 031212 11.33 11.36 11.33 11.36 +0.01 65 1,617 +16
Apr04 031212 11.48 11.49 11.48 11.49 +0.01 35 1,126 +10
Total Volume and Open Interest 405 17,627 +159
Cocoa(NYBOT)
Dec03 031212 1644 1644 1644 1644 -17 31 48 +4
Mar04 031212 1685 1701 1667 1674 +1 4,348 33,217 -1,334
May04 031212 1687 1695 1670 1672 +1 735 14,151 -199
Jul04 031212 1683 1691 1670 1671 +2 46 13,003 +21
Sep04 031212 1688 1688 1673 1673 +2 38 6,735 -11
Dec04 031212 1700 1703 1684 1684 +4 125 9,647 +0
Mar05 031212 1690 1700 1684 1684 -1 66 4,035 -11
Total Volume and Open Interest 5,389 96,434 -1,530
Coffee "C"(NYBOT)
Dec03 031212 61.50 63.00 61.50 63.00 +1.00 10 31 +4
Mar04 031212 63.80 65.90 63.70 65.50 +0.90 8,273 48,909 -51
May04 031212 65.70 67.60 65.70 67.35 +0.90 428 8,274 +111
Jul04 031212 67.70 69.35 67.60 69.15 +0.90 195 5,302 +47
Sep04 031212 69.60 71.20 69.40 70.90 +0.90 114 5,845 -27
Dec04 031212 72.00 73.50 71.95 73.50 +0.90 168 3,640 +5
Total Volume and Open Interest 9,258 74,087 +116
Orange Juice(NYBOT)
Jan04 031212 68.75 69.25 68.25 68.30 -0.30 1,108 13,903 -411
Mar04 031212 71.85 72.35 71.40 71.50 -0.35 1,042 15,453 +537
May04 031212 74.05 74.70 73.90 74.00 -0.10 59 5,469 +33
Jul04 031212 77.00 77.00 76.35 76.35 unch 11 538 +6
Sep04 031212 79.95 79.95 79.00 79.25 -0.10 0 403 +0
Total Volume and Open Interest 2,220 36,062 +165
Sugar #11(NYBOT)
Mar04 031212 6.76 6.78 6.68 6.77 +0.02 20,904 123,736 +4,060
May04 031212 6.64 6.67 6.61 6.67 +0.02 3,500 29,228 +1,750
Jul04 031212 6.40 6.43 6.39 6.43 +0.02 1,950 34,053 +471
Oct04 031212 6.36 6.39 6.35 6.38 +0.02 547 19,575 -51
Mar05 031212 6.45 6.48 6.45 6.48 +0.01 117 7,928 +39
Total Volume and Open Interest 27,952 220,467 +6,662
London Cocoa(LCE)
Dec03 031212 960 970 950 950 +6 2,456 1,687 -1,978
Mar04 031212 999 1011 984 992 +5 7,279 52,850 -1,369
May04 031212 1028 1028 1010 1012 +5 477 18,340 -70
Jul04 031212 1046 1046 1028 1033 +4 592 20,849 -62
Sep04 031212 1051 1051 1039 1040 +4 40 20,546 -5
Dec04 031212 1046 1050 1032 1039 +4 263 39,995 +80
Mar05 031212 1050 1052 1042 1046 +4 0 17,829 +0
Total Volume and Open Interest 11,107 173,294 -3,404
London Coffee(LCE)
Jan04 031212 725.00 750.00 722.00 738.00 +13.00 6,395 44,175 -1,943
Mar04 031212 728.00 742.00 725.00 737.00 +6.00 5,497 45,222 +941
May04 031212 745.00 755.00 740.00 750.00 +6.00 292 25,320 +170
Jul04 031212 760.00 768.00 754.00 764.00 +5.00 168 13,491 +23
Sep04 031212 774.00 781.00 770.00 778.00 +5.00 0 11,672 +0
Nov04 031212 792.00 792.00 792.00 792.00 +6.00 2 6,197 -1
Total Volume and Open Interest 12,358 147,377 -814
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031212 198.00 198.70 196.50 198.60 +1.20 1,779 17,662 -19
May04 031212 197.50 198.10 196.80 197.90 +0.50 174 7,720 +9
Aug04 031212 193.00 193.90 192.00 193.90 +0.80 117 7,370 +24
Oct04 031212 191.00 192.50 191.00 192.50 +0.90 21 4,063 +1
Total Volume and Open Interest 2,265 38,645 +189
Cotton(NYBOT)
Mar04 031212 70.20 70.60 69.90 70.31 +0.42 5,276 54,526 -394
May04 031212 71.40 71.60 71.05 71.42 +0.57 959 12,701 +94
Jul04 031212 71.80 72.30 71.80 72.15 +0.45 293 5,690 +47
Oct04 031212 64.30 64.40 64.25 64.40 +0.40 5 335 +0
Dec04 031212 64.45 64.65 64.35 64.65 +0.40 153 4,301 -9
Mar05 031212 66.75 66.75 66.75 66.75 +0.40 0 702 +0
Total Volume and Open Interest 6,695 78,649 -258
Lumber(CME)
Jan04 031212 280.6 286.0 279.5 284.2 +5.2 538 1,347 +0
Mar04 031212 296.1 301.7 295.0 300.6 +6.6 152 442 +1
May04 031212 304.5 307.8 304.0 306.3 +3.8 13 97 +4
Jul04 031212 313.5 316.7 313.5 316.7 +1.8 0 27 +0
Total Volume and Open Interest 703 1,916 +5
Crude Oil(NYM)
Jan04 031212 32.25 33.20 32.15 33.04 +1.19 75,903 97,805 -9,177
Feb04 031212 32.15 33.15 32.05 32.95 +1.20 74,882 129,078 +12,024
Mar04 031212 31.65 32.45 31.63 32.36 +1.07 22,809 55,695 +1,899
Apr04 031212 31.10 31.78 31.10 31.78 +0.97 7,150 33,249 -440
May04 031212 30.70 31.23 30.55 31.23 +0.90 2,287 18,697 -26
Jun04 031212 30.15 30.70 30.15 30.70 +0.82 5,022 33,064 +675
Jul04 031212 29.65 30.22 29.65 30.22 +0.76 747 20,358 +260
Aug04 031212 29.30 29.83 29.30 29.83 +0.72 256 11,854 +0
Sep04 031212 28.90 29.49 28.90 29.49 +0.69 178 15,871 +106
Oct04 031212 28.70 29.17 28.70 29.17 +0.66 407 13,455 -25
Nov04 031212 28.43 28.87 28.43 28.87 +0.62 109 9,703 -13
Dec04 031212 28.20 28.63 28.20 28.63 +0.59 2,221 37,166 +716
Jan05 031212 28.20 28.38 28.15 28.38 +0.55 450 12,888 -27
Feb05 031212 28.20 28.20 28.20 28.20 +0.53 1 4,307 +1
Mar05 031212 28.02 28.02 28.02 28.02 +0.51 0 4,415 +0
Apr05 031212 27.46 27.84 27.46 27.84 +0.48 0 1,866 +0
Total Volume and Open Interest 198,436 582,061 +7,018
Heating Oil(NYM)
Jan04 031212 89.80 92.70 89.80 92.56 +4.08 21,272 51,090 -1,690
Feb04 031212 90.45 93.00 90.20 92.81 +3.96 13,859 39,151 +1,723
Mar04 031212 88.50 90.60 88.00 90.36 +3.66 3,345 20,279 -94
Apr04 031212 84.40 86.11 84.00 86.11 +3.11 500 7,953 -86
May04 031212 80.40 82.41 80.40 82.41 +2.76 91 4,651 -28
Jun04 031212 79.91 79.91 79.91 79.91 +2.46 160 7,152 -125
Jul04 031212 78.71 78.71 78.71 78.71 +2.36 21 3,604 +100
Aug04 031212 78.00 78.51 78.00 78.51 +2.31 101 2,793 -83
Sep04 031212 78.96 78.96 78.96 78.96 +2.21 7 1,711 +19
Oct04 031212 79.46 79.46 79.46 79.46 +2.16 1 1,029 +3
Nov04 031212 79.91 79.91 79.91 79.91 +2.11 1 1,312 +2
Dec04 031212 79.50 80.31 79.50 80.31 +2.06 101 4,659 -60
Total Volume and Open Interest 39,459 148,516 -319
Unleaded Gas(NYM)
Jan04 031212 87.50 91.50 87.50 90.04 +3.66 18,195 40,409 -2,050
Feb04 031212 88.50 92.00 88.40 90.75 +3.46 10,629 29,736 +2,767
Mar04 031212 89.10 91.50 89.05 91.15 +3.25 1,619 8,143 +103
Apr04 031212 96.10 97.90 95.60 97.65 +3.05 1,992 10,069 +564
May04 031212 95.00 97.00 95.00 97.00 +2.90 768 6,975 +416
Jun04 031212 93.90 95.50 93.90 95.45 +2.80 137 3,951 +31
Jul04 031212 93.30 93.30 93.30 93.30 +2.70 10 360 +0
Aug04 031212 90.60 90.60 90.60 90.60 +2.65 10 861 +10
Sep04 031212 87.35 87.35 87.35 87.35 +2.60 35 1,235 +25
Oct04 031212 83.10 83.10 83.10 83.10 +2.55 0 200 +0
Nov04 031212 81.00 81.00 81.00 81.00 +2.50 0 250 +0
Dec04 031212 79.80 79.80 79.80 79.80 +2.45 0 150 +0
Total Volume and Open Interest 33,395 102,339 +1,866
Natural Gas(NYM)
Jan04 031212 6.900 7.250 6.780 7.221 +0.606 29,062 49,226 -3,688
Feb04 031212 6.900 7.170 6.780 7.149 +0.494 14,987 43,598 +3,549
Mar04 031212 6.500 6.800 6.500 6.759 +0.429 11,446 31,349 +389
Apr04 031212 5.250 5.380 5.180 5.364 +0.189 4,835 22,480 -760
May04 031212 4.970 5.100 4.930 5.054 +0.159 2,125 19,079 +183
Jun04 031212 4.920 5.040 4.900 5.019 +0.149 1,523 14,602 +8
Jul04 031212 4.940 5.040 4.900 5.014 +0.144 977 12,721 -249
Aug04 031212 4.900 5.020 4.900 5.014 +0.144 1,595 12,113 -354
Sep04 031212 4.880 5.000 4.880 4.994 +0.144 227 11,880 -16
Oct04 031212 4.900 5.000 4.880 4.994 +0.149 927 12,472 -199
Nov04 031212 5.070 5.185 5.060 5.169 +0.164 1,408 9,750 +321
Dec04 031212 5.230 5.400 5.220 5.339 +0.179 504 11,988 +114
Jan05 031212 5.340 5.500 5.340 5.474 +0.199 675 8,241 -115
Feb05 031212 5.330 5.434 5.325 5.434 +0.199 828 7,733 -323
Mar05 031212 5.125 5.250 5.125 5.224 +0.179 78 7,374 +20
Apr05 031212 4.680 4.704 4.680 4.704 +0.094 70 7,540 -17
Total Volume and Open Interest 71,666 343,579 -1,095
Brent Crude Oil(IPE)
Jan04 031212 29.75 30.52 29.68 30.37 +0.80 31,348 38,868 -8,513
Feb04 031212 29.50 30.35 29.47 30.17 +0.89 38,111 83,448 +7,126
Mar04 031212 29.28 30.10 29.24 29.92 +0.82 15,354 50,081 +5,985
Apr04 031212 28.95 29.68 28.95 29.57 +0.79 3,062 15,319 -309
May04 031212 28.64 29.30 28.61 29.19 +0.74 2,320 11,117 +856
Jun04 031212 28.27 29.00 28.25 28.81 +0.69 2,853 26,203 +266
Jul04 031212 27.95 28.47 27.95 28.47 +0.64 50 10,785 +25
Aug04 031212 28.16 28.16 28.16 28.16 +0.60 8 8,259 +8
Sep04 031212 27.72 27.88 27.72 27.88 +0.57 100 7,163 +50
Oct04 031212 27.24 27.72 27.20 27.63 +0.54 400 4,331 -20
Nov04 031212 27.08 27.50 27.08 27.40 +0.50 200 4,886 -200
Dec04 031212 26.90 27.30 26.80 27.21 +0.47 550 27,770 +1
Total Volume and Open Interest 94,356 319,727 +5,275
Gas Oil(IPE)
Jan04 031212 263.50 267.50 263.00 267.00 +5.75 18,092 48,958 +1,070
Feb04 031212 260.00 263.50 259.75 263.25 +5.25 4,334 28,049 +460
Mar04 031212 253.00 256.00 253.00 256.00 +4.75 873 5,900 -187
Apr04 031212 248.50 248.75 247.75 248.75 +4.25 1,250 6,945 +62
May04 031212 243.00 243.00 243.00 243.00 +3.75 0 4,925 +0
Jun04 031212 237.25 239.75 237.00 239.75 +4.00 2 11,102 +0
Jul04 031212 239.25 239.25 239.25 239.25 +4.00 0 4,025 +0
Aug04 031212 238.75 238.75 238.75 238.75 +4.00 0 2,414 +0
Sep04 031212 238.25 238.25 238.25 238.25 +4.00 0 3,707 +0
Oct04 031212 237.75 237.75 237.75 237.75 +4.00 0 3,643 +0
Total Volume and Open Interest 33,322 146,037 -6,386
US Dollar Index(NYBOT)
Dec03 031212 88.85 88.95 88.43 88.46 -0.43 1,346 2,929 -639
Mar04 031212 89.30 89.34 88.80 88.87 -0.42 2,685 17,983 +896
Jun04 031212 90.31 90.31 90.31 90.31 +0.58 13 2,008 -12
Total Volume and Open Interest 4,044 22,921 +245
Australian Dollar(CME)
Dec03 031212 74.20 74.35 74.15 74.30 +0.38 5,525 17,753 -4,068
Mar04 031212 73.48 73.56 73.37 73.52 +0.38 6,922 54,534 +3,682
Jun04 031212 72.65 72.90 72.65 72.74 +0.38 25 364 +8
Total Volume and Open Interest 12,474 72,752 -378
British Pound(CME)
Dec03 031212 174.70 175.00 174.40 174.67 +0.03 5,403 31,058 -3,489
Mar04 031212 173.50 173.73 173.07 173.44 +0.02 8,074 65,184 +5,626
Jun04 031212 171.90 172.30 171.90 172.08 +0.02 1 11 +1
Total Volume and Open Interest 13,478 96,260 +2,138
Canadian Dollar(CME)
Dec03 031212 76.27 76.31 75.70 75.92 +0.02 5,833 22,440 -3,691
Mar04 031212 75.97 75.99 75.44 75.61 +0.02 18,839 59,851 -1,328
Jun04 031212 75.55 75.65 75.30 75.36 +0.02 509 1,688 +174
Sep04 031212 75.45 75.45 75.13 75.13 +0.02 282 882 +155
Total Volume and Open Interest 25,689 85,458 -4,478
Japanese Yen(CME)
Dec03 031212 92.79 92.90 92.74 92.82 +0.18 23,478 39,960 -14,382
Mar04 031212 93.06 93.18 92.97 93.10 +0.18 25,280 132,805 +19,316
Jun04 031212 93.32 93.39 93.32 93.39 +0.18 1 338 +2
Total Volume and Open Interest 48,759 173,157 +4,936
Swiss Franc(CME)
Dec03 031212 79.06 79.38 78.84 79.27 +0.44 8,036 42,633 -2,929
Mar04 031212 79.24 79.60 78.94 79.45 +0.44 9,893 40,483 +4,171
Jun04 031212 79.40 79.63 79.40 79.61 +0.44 9 162 +0
Total Volume and Open Interest 17,938 83,379 +1,242
EuroFX(CME)
Dec03 031212 122.48 123.08 122.24 122.94 +0.79 7,843 55,621 -12,044
Mar04 031212 122.18 122.77 121.83 122.63 +0.78 16,114 105,946 +10,922
Jun04 031212 121.84 122.44 121.64 122.33 +0.77 162 425 +54
Total Volume and Open Interest 24,127 162,202 -1,071
Mexican Peso(CME)
Dec03 031212 8932.0 8932.0 8855.0 8877.0 -103.0 1,250 15,801 -209
Mar04 031212 8832.0 8835.0 8700.0 8772.0 -103.0 10,039 27,104 -352
Total Volume and Open Interest 11,289 43,621 -561
30-Year T-Bonds(CBOT)
Dec03 031212 110~11 111~00 110~10 110~14 +0~03 10,910 78,186 -5,552
Mar04 031212 108~30 109~20 108~13 108~31 +0~03 292,899 399,910 +10,170
Jun04 031212 107~14 108~05 107~14 107~18 +0~03 1,876 9,840 +1,017
Total Volume and Open Interest 305,685 488,346 +5,634
Municipal Bonds(CBOT)
Dec03 031212 103~01 103~13 103~00 103~03 -0~04 216 1,159 -86
Mar04 031212 101~22 102~04 101~20 101~24 -0~05 313 1,390 +164
Total Volume and Open Interest 529 2,549 +78
10-Year T-Notes(CBOT)
Dec03 031212 113~160 114~035 113~100 113~175 -0~020 56,163 53,835 -24,297
Mar04 031212 112~050 112~255 111~275 112~040 -0~035 728,880 894,304 +22,125
Total Volume and Open Interest 785,047 948,201 -2,172
5-Year T-Notes(CBOT)
Dec03 031212 112~185 113~020 112~185 112~195 -0~025 7,173 0 +0
Mar04 031212 111~115 111~300 111~100 111~140 -0~015 290,170 0 +0
Total Volume and Open Interest 297,343    
2 Year T-Notes(CBOT)
Dec03 031212 107~072 107~092 107~070 107~072 -0~005 8,865 19,114 +404
Mar04 031212 106~112 107~009 106~110 106~116 -0~001 7,826 133,435 -95
Total Volume and Open Interest 16,691 152,549 +309
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031212 98.830 98.838 98.830 98.832 +0.002 82,409 555,923 -13,207
Mar04 031212 98.755 98.780 98.740 98.750 -0.010 155,326 783,293 +1,464
Jun04 031212 98.525 98.595 98.515 98.525 -0.025 207,690 703,108 +7,571
Sep04 031212 98.170 98.280 98.170 98.190 -0.010 225,769 593,312 +16,186
Dec04 031212 97.750 97.870 97.740 97.775 unch 162,530 596,320 +12,663
Mar05 031212 97.340 97.470 97.335 97.355 unch 66,713 325,000 -767
Jun05 031212 96.930 97.070 96.930 96.950 +0.005 49,967 275,185 +3,030
Sep05 031212 96.600 96.720 96.590 96.610 -0.010 38,418 217,965 +1,528
Dec05 031212 96.315 96.450 96.300 96.330 +0.005 34,392 177,147 +1,442
Mar06 031212 96.090 96.210 96.075 96.105 +0.005 14,930 141,867 -662
Jun06 031212 95.880 96.000 95.880 95.890 unch 18,041 121,628 +2,384
Sep06 031212 95.670 95.800 95.670 95.700 unch 15,352 95,926 +1,689
Total Volume and Open Interest 1,147,657 5,248,935 +55,134
3-Mth Euro-Yen(CME)
Dec03 031212 99.93 99.93 99.93 99.93 unch 203 7,983 +49
Mar04 031212 99.90 99.90 99.90 99.90 unch 1,237 7,887 +549
Jun04 031212 99.90 99.90 99.89 99.90 unch 84 12,682 +66
Sep04 031212 99.86 99.87 99.86 99.86 unch 227 11,365 +392
Dec04 031212 99.80 99.83 99.80 99.83 +0.03 48 3,522 +40
Mar05 031212 99.71 99.73 99.71 99.73 +0.05 201 4,001 +250
Jun05 031212 99.61 99.61 99.60 99.60 +0.03 0 1,341 -496
Sep05 031212 99.56 99.57 99.52 99.52 +0.07 0 4,544 +50
Dec05 031212 99.40 99.40 99.40 99.40 +0.04 0 69 +0
Mar06 031212 99.28 99.28 99.28 99.28 +0.04 0 287 +0
Total Volume and Open Interest 2,000 54,985 +900
3-Mth Euro-Yen(SIMEX)
Mar04 031212 99.90 99.91 99.90 99.91 +0.01 110 60,344 -922
Jun04 031212 99.89 99.90 99.89 99.90 +0.01 1,812 67,164 -545
Sep04 031212 99.85 99.86 99.85 99.86 +0.01 1,379 43,869 -167
Dec04 031212 99.79 99.81 99.79 99.80 +0.01 2,389 34,635 +697
Mar05 031212 99.69 99.70 99.69 99.70 +0.02 711 20,203 +187
Jun05 031212 99.60 99.60 99.60 99.60 +0.01 202 12,030 +476
Sep05 031212 99.51 99.55 99.51 99.54 +0.05 0 14,333 +0
Dec05 031212 99.40 99.43 99.40 99.43 +0.05 0 2,827 +0
Total Volume and Open Interest 6,608 310,789 -277
German Euro-Bund(EUREX)
Mar04 031212 112.58 112.95 112.40 112.79 +0.51 578,100 808,208 -36,573
Jun04 031212 111.40 111.84 111.40 111.84 +0.51 300 24 +0
Sep04 031212 111.56 111.56 111.56 111.56 +0.51      
Total Volume and Open Interest 578,400 808,232 -36,573
German Euro-Bobl(EUREX)
Mar04 031212 110.05 110.29 109.94 110.24 +0.44 399,198 590,072 -4,263
Jun04 031212 109.44 109.44 109.44 109.44 +0.44      
Sep04 031212 109.01 109.01 109.01 109.01 +0.44      
Total Volume and Open Interest 399,198 590,072 -4,263
Long Gilt(LIFFE)
Dec03 031212 115~22 116~07 115~20 116~07 +0~26 1,360 19,634 +25
Mar04 031212 107~12 108~03 107~10 107~29 +0~25 26,540 164,949 -369
Total Volume and Open Interest 27,900 184,583 -344
3-Mth Short Sterling(LIFFE)
Dec03 031212 95.98 96.00 95.97 95.99 +0.02 8,768 199,729 -1,889
Mar04 031212 95.71 95.77 95.70 95.75 +0.08 26,791 156,733 -3,289
Jun04 031212 95.48 95.58 95.46 95.55 +0.12 21,034 184,666 +145
Total Volume and Open Interest 76,293 1,037,726 -5,731
3-Mth Euribor(LIFFE)
Dec03 031212 97.850 97.855 97.850 97.850 unch 26,172 533,070 -1,338
Mar04 031212 97.800 97.810 97.785 97.800 +0.035 55,590 461,968 +5,968
Jun04 031212 97.625 97.665 97.610 97.650 +0.085 64,100 414,498 +3,489
Total Volume and Open Interest 302,120 2,653,819 +13,021
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 031212 94.38 94.43 94.35 94.42 +0.07 12,102 184,717 -14,756
Jun04 031212 94.25 94.32 94.24 94.30 +0.09 2,194 78,948 -2,940
Sep04 031212 94.16 94.23 94.15 94.20 +0.09 358 34,408 -2,146
Dec04 031212 94.07 94.12 94.07 94.11 +0.10 192 23,773 +189
Mar05 031212 93.99 94.01 93.97 94.01 +0.08 47 17,461 -1,408
Jun05 031212 93.90 93.93 93.89 93.93 +0.08 246 13,067 -19
Sep05 031212 93.80 93.85 93.80 93.85 +0.07 63 5,752 -83
Dec05 031212 93.75 93.77 93.74 93.77 +0.06 510 2,308 +20
Mar06 031212 93.70 93.72 93.70 93.72 +0.06 50 840 -50
Total Volume and Open Interest 28,981 364,974 -139,277
10-Year Aus T-Bonds(SFE)
Dec03 031212 94.21 94.21 94.18 94.19 +0.06 15,268 293,079 +32,120
Mar04 031212 94.18 94.18 94.14 94.16 +0.06 14,712 115,301 +31,106
Total Volume and Open Interest 132,884 345,154 +65,042
3-Year Aus T-Bonds(SFE)
Dec03 031212 94.40 94.40 94.36 94.40 +0.06 90,959 632,849 -4,802
Mar04 031212 94.24 94.24 94.20 94.24 +0.07 74,581 164,677 +46,804
Total Volume and Open Interest 165,540 797,526 +42,002
Gold(CMX)
Dec03 031212 407.4 409.9 406.5 409.4 +4.8 101 851 -349
Feb04 031212 407.8 410.4 406.5 410.1 +4.7 42,343 194,251 +1,026
Apr04 031212 409.5 411.5 408.0 411.0 +4.7 692 13,055 +43
Jun04 031212 410.0 412.5 408.5 411.9 +4.7 291 17,006 +50
Aug04 031212 410.5 412.8 410.5 412.8 +4.6 5 7,540 +0
Oct04 031212 413.7 413.7 413.7 413.7 +4.6 12 889 +0
Total Volume and Open Interest 43,682 275,596 +661
Silver(CMX)
Dec03 031212 563.0 564.0 561.0 562.2 +4.3 65 363 -135
Mar04 031212 563.0 565.5 558.0 564.0 +4.3 12,025 83,549 +320
May04 031212 563.0 566.0 559.0 564.8 +4.0 102 2,720 +7
Jul04 031212 564.0 567.0 563.0 565.9 +4.0 230 3,094 +112
Sep04 031212 566.9 566.9 566.9 566.9 +4.0 6 640 +4
Total Volume and Open Interest 12,646 102,891 +340
Platinum(NYM)
Jan04 031212 816.0 821.9 816.0 819.4 +11.8 579 7,644 -19
Apr04 031212 808.8 811.5 807.0 810.7 +11.1 172 2,032 +114
Total Volume and Open Interest 751 9,680 +95
Palladium(NYME)
Dec03 031212 211.70 211.70 210.85 210.85 +2.95 12 128 +9
Mar04 031212 211.00 214.00 210.00 212.10 +2.70 403 6,001 +72
Jun04 031212 212.00 212.60 212.00 212.60 +2.70 8 456 +4
Total Volume and Open Interest 423 6,585 +85
Copper(CMX)
Dec03 031212 98.10 98.65 98.00 98.65 +1.05 352 3,095 -183
Mar04 031212 98.35 98.90 97.85 98.80 +0.95 6,414 66,397 +132
May04 031212 98.05 98.40 98.05 98.40 +0.90 32 3,843 +21
Jul04 031212 97.50 98.00 97.50 98.00 +0.95 123 3,312 -34
Sep04 031212 96.70 97.50 96.70 97.50 +0.85 150 1,557 -66
Total Volume and Open Interest 7,398 88,848 -91
DJIA Index(CBOT)
Dec03 031212 10020 10055 9970 10035 +25 8,334 28,072 -2,583
Mar04 031212 9990 10025 9945 10010 +26 13,490 15,326 +6,639
Jun04 031212 9990 9990 9990 9990 +26 0 5 +0
Total Volume and Open Interest 21,824 43,405 +4,056
S & P 500(CME)
Dec03 031212 1072.50 1074.70 1067.20 1073.90 +1.60 108,738 306,940 -53,548
Mar04 031212 1071.30 1073.50 1065.50 1072.60 +1.60 131,732 361,848 +88,673
Jun04 031212 1071.60 1071.60 1071.60 1071.60 +1.40 191 9,701 +56
Sep04 031212 1071.10 1071.10 1071.10 1071.10 +1.40 75 1,294 +24
Total Volume and Open Interest 240,740 679,897 +35,205
S & P 500 E-Mini(Globex)
Dec03 031212 1074.25 1075.00 1067.00 1074.00 +1.75 147,252 494,828 -39,310
Mar04 031212 1071.00 1073.50 1065.50 1072.50 +1.50 715,226 177,309 +109,458
Total Volume and Open Interest 862,478 672,137 +70,148
NASDAQ 100(CME)
Dec03 031212 1419.00 1420.00 1405.00 1419.50 unch 24,170 70,627 -3,361
Mar04 031212 1422.00 1423.50 1407.00 1422.50 unch 25,582 35,247 +14,651
Jun04 031212 1425.50 1425.50 1425.50 1425.50 unch 0 47 +0
Total Volume and Open Interest 49,752 105,921 +11,290
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031212 1419.5 1424.0 1404.0 1419.5 unch 100,756 252,283 -23,034
Mar04 031212 1422.0 1427.5 1407.0 1422.5 unch 379,761 92,190 +71,383
Total Volume and Open Interest 480,517 344,473 +48,349
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031212 564.00 566.00 560.75 565.35 +1.20 2,345 10,121 -1,266
Mar04 031212 564.50 566.10 560.90 565.50 +1.25 2,595 8,696 +1,939
Jun04 031212 565.55 565.55 565.55 565.55 +1.25 0 1 +0
Total Volume and Open Interest 4,940 18,818 +673
Russell 2000(CME)
Dec03 031212 544.00 546.85 541.25 546.85 +3.50 4,523 14,985 -1,746
Mar04 031212 543.50 547.50 540.00 546.60 +3.35 5,893 10,704 +3,931
Jun04 031212 546.70 546.70 546.70 546.70 +3.35      
Total Volume and Open Interest 10,416 25,689 +2,185
Value Line(KCBT)
Dec03 031212 1478.00 1486.00 1478.00 1486.00 +8.00 2 23 -3
Total Volume and Open Interest 4 39 -6
Nikkei 225(CME)
Mar04 031212 10195 10270 10140 10250 +55 5,715 19,242 +3,356
Jun04 031212 10240 10240 10240 10240 +45 0 32 +0
Total Volume and Open Interest 9,255 46,313 +1,929
Nikkei 225(SIMEX)
Mar04 031212 10230 10265 10090 10175 +80 45,182 119,427 +21,055
Jun04 031212 10135 10135 10135 10135 +85      
Sep04 031212 10135 10135 10135 10135 +85      
Total Volume and Open Interest 75,105 119,427 -91,892
CAC 40(MATIF)
Dec03 031212 3488.0 3505.0 3459.5 3475.0 +2.0 65,277 558,177 +7,265
Jan04 031212 3502.5 3502.5 3465.5 3480.5 +2.0 15 2,847 +5
Feb04 031212 3485.5 3485.5 3485.5 3485.5 +2.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031212 3890.0 3907.0 3831.5 3854.5 -2.5 145,844 255,996 -31,715
Mar04 031212 3913.5 3926.0 3856.0 3875.0 -2.0 54,022 68,485 +44,506
Jun04 031212 3940.0 3947.5 3881.5 3896.0 -3.0 609 6,605 -14
Total Volume and Open Interest 200,475 331,086 +12,777
FT-SE 100(LIFFE)
Dec03 031212 4348.00 4371.00 4330.50 4347.00 +17.50 111,684 331,995 -5,429
Mar04 031212 4348.00 4365.00 4325.00 4341.50 +17.50 39,761 152,512 +23,369
Jun04 031212 4356.00 4359.00 4352.00 4352.00 +16.50 0 7,621 +0
Total Volume and Open Interest 151,945 496,753 +18,440
SPI 200(SFE)
Dec03 031212 3206.0 3215.0 3199.0 3213.0 +23.0 18,574 194,482 +3,275
Mar04 031212 3219.0 3228.0 3211.0 3225.0 +23.0 2,637 22,365 +2,436
Jun04 031212 3235.0 3235.0 3233.0 3235.0 +22.0 74 2,911 -18
Total Volume and Open Interest 21,315 221,623 +5,663
GSCI(CME)
Dec03 031212 263.00 268.60 263.00 268.60 +8.25 2,725 515 -2,686
Jan04 031212 263.50 268.50 263.50 268.30 +8.05 2,887 13,408 +2,640
Feb04 031212 263.00 263.00 263.00 263.00 +7.00 0 4 +0
Total Volume and Open Interest 5,612 13,927 -46
Reuters CRB Index(NYBOT)
Jan04 031212 260.00 262.25 260.00 261.75 +4.00 102 493 -19
Feb04 031212 257.50 259.25 257.50 259.25 +4.00 0 69 +0
Apr04 031212 255.50 256.50 255.50 256.50 +3.50 4 158 +0
Total Volume and Open Interest 107 724 -18
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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