Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon December 15, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031215 776.00 779.50 766.00 773.00 -3.25 38,933 83,114 -7,268
Mar04 031215 780.50 784.50 771.00 777.50 -2.00 26,057 73,445 +3,046
May04 031215 768.50 772.50 761.50 765.50 -1.75 7,712 52,809 +1,576
Jul04 031215 755.50 759.00 750.50 754.00 -1.00 4,272 27,230 -489
Aug04 031215 729.00 732.50 726.00 729.00 -2.25 162 5,587 +26
Sep04 031215 677.00 681.00 675.00 676.00 -0.25 246 2,330 -144
Nov04 031215 618.00 621.00 615.00 618.75 +1.75 1,227 14,936 +188
Total Volume and Open Interest 78,651 259,549 -3,035
Soybean Meal(CBOT)
Jan04 031215 232.50 233.50 228.40 230.60 -2.10 8,855 33,023 -498
Mar04 031215 233.70 235.00 230.00 231.90 -1.70 7,134 45,678 +1,870
May04 031215 230.30 231.30 227.00 229.00 -1.30 3,917 43,981 +266
Jul04 031215 225.50 226.20 223.00 224.30 -1.10 3,216 26,029 +605
Aug04 031215 218.00 218.00 215.30 216.00 -1.00 1,083 7,050 -114
Sep04 031215 206.00 207.00 204.20 204.50 -0.50 185 4,892 +10
Oct04 031215 185.50 185.80 183.00 183.30 -0.70 126 5,504 +56
Dec04 031215 182.50 182.50 180.00 180.30 -1.00 599 11,721 +164
Total Volume and Open Interest 25,609 178,843 +2,078
Soybean Oil(CBOT)
Jan04 031215 28.70 28.70 28.32 28.54 -0.03 8,791 45,809 -784
Mar04 031215 28.43 28.59 28.23 28.42 -0.01 8,415 54,477 +1,667
May04 031215 28.05 28.16 27.90 28.09 +0.04 3,595 38,542 +122
Jul04 031215 27.70 27.78 27.50 27.73 +0.13 2,390 34,249 +476
Aug04 031215 27.15 27.18 27.00 27.15 +0.10 415 3,765 -203
Sep04 031215 26.30 26.50 26.15 26.50 +0.30 211 3,217 -5
Oct04 031215 24.90 25.10 24.90 25.10 +0.20 132 2,914 +16
Dec04 031215 24.15 24.35 24.15 24.35 +0.30 578 8,813 +37
Total Volume and Open Interest 24,847 192,562 +1,088
Canola(WCE)
Jan04 031215 368.5 368.8 358.5 365.2 -2.6 1,058 16,993 -692
Mar04 031215 373.5 373.5 363.0 368.7 -3.8 1,978 17,388 +552
May04 031215 376.3 376.3 367.5 370.5 -5.8 284 5,023 -74
Jul04 031215 380.0 380.0 372.5 374.8 -5.7 298 3,800 -23
Sep04 031215 340.0 340.0 340.0 340.0 -2.0      
Total Volume and Open Interest 3,871 48,801 -95
Corn(CBOT)
Mar04 031215 253.75 254.50 248.50 253.50 +1.00 45,248 310,849 +4,031
May04 031215 255.25 256.00 251.00 255.75 +1.00 6,987 51,099 +406
Jul04 031215 257.50 258.00 253.00 257.50 +0.75 4,868 38,499 -1,007
Sep04 031215 253.00 253.25 249.50 252.00 unch 313 7,631 +210
Dec04 031215 249.75 250.00 248.00 249.50 unch 2,857 35,597 +1,255
Mar05 031215 253.75 253.75 252.25 253.50 unch 192 2,239 +171
Total Volume and Open Interest 64,050 447,297 +2,713
Wheat(CBOT)
Mar04 031215 392.00 393.00 382.00 386.50 -7.00 12,224 103,965 +782
May04 031215 390.00 390.50 381.00 385.00 -5.50 474 7,934 +29
Jul04 031215 363.50 364.50 357.00 363.25 -2.25 1,495 12,821 +221
Sep04 031215 367.50 367.50 361.50 366.00 -2.50 18 535 +0
Dec04 031215 377.50 377.50 373.00 376.50 -3.50 23 991 +4
Total Volume and Open Interest 14,509 126,534 +768
Wheat(KCBT)
Dec03 031215 392.00 392.00 392.00 392.00 unch 7 0 -4
Mar04 031215 394.00 394.00 384.00 388.00 -5.00 5,443 53,103 -694
May04 031215 389.00 389.00 381.00 384.00 -4.50 144 4,599 +51
Jul04 031215 370.00 370.00 363.00 366.50 -3.75 365 5,285 -48
Sep04 031215 368.50 368.50 368.50 368.50 -5.50 0 436 +0
Total Volume and Open Interest 5,959 63,903 -695
Wheat(MGE)
Dec03 031215 405.00 405.00 405.00 405.00 unch      
Mar04 031215 399.00 399.00 390.00 394.75 -3.75 1,527 26,797 -202
May04 031215 392.00 392.00 385.00 388.25 -3.75 135 4,128 -27
Jul04 031215 381.00 381.00 379.00 379.50 -1.50 40 788 +4
Sep04 031215 372.00 372.50 371.00 372.00 -1.00 5 696 +4
Total Volume and Open Interest 1,712 32,625 -219
Oats(CBOT)
Mar04 031215 151.75 151.75 146.25 148.25 -2.25 1,215 4,615 +59
May04 031215 152.50 152.50 149.00 150.25 -2.00 106 433 +32
Jul04 031215 151.50 151.50 149.25 150.00 -2.00 12 102 +6
Sep04 031215 146.00 146.00 146.00 146.00 +1.00 0 1 +0
Total Volume and Open Interest 1,338 5,160 +94
Rough Rice(CBOT)
Jan04 031215 8.50 8.50 8.29 8.42 -0.10 754 4,631 +12
Mar04 031215 8.66 8.69 8.48 8.60 -0.10 442 2,004 +47
May04 031215 8.71 8.71 8.58 8.69 -0.10 149 729 +79
Jul04 031215 8.75 8.78 8.75 8.78 -0.10 7 456 +0
Total Volume and Open Interest 1,352 7,851 +138
Live Cattle(CME)
Dec03 031215 93.150 94.100 92.550 94.075 +0.825 3,126 8,289 -1,047
Feb04 031215 88.400 90.050 88.150 89.975 +1.350 7,138 53,526 +93
Apr04 031215 81.850 82.900 81.600 82.725 +0.825 2,289 20,812 -439
Jun04 031215 74.750 75.600 74.600 75.575 +0.575 1,141 12,349 +383
Aug04 031215 73.900 74.700 73.750 74.450 +0.550 120 4,639 -39
Oct04 031215 76.850 77.650 76.850 77.550 +0.550 80 2,457 +47
Total Volume and Open Interest 13,986 104,117 -961
Feeder Cattle(CME)
Jan04 031215 94.450 95.750 94.000 95.750 +1.200 1,474 7,837 -362
Mar04 031215 89.800 91.175 89.400 91.075 +1.400 515 3,883 +53
Apr04 031215 88.150 89.200 88.125 89.200 +1.150 83 1,020 -9
May04 031215 89.500 90.300 89.250 90.250 +1.000 71 2,788 -13
Aug04 031215 91.350 91.700 91.250 91.500 +0.600 54 1,197 -5
Sep04 031215 90.600 90.700 90.600 90.700 +0.600 10 415 +2
Oct04 031215 90.600 90.700 90.600 90.700 +0.600 0 30 +0
Total Volume and Open Interest 2,208 17,176 -333
Lean Hogs(CME)
Feb04 031215 52.500 52.950 52.150 52.800 +0.525 4,166 28,257 +491
Apr04 031215 55.600 55.900 55.300 55.850 +0.300 992 7,838 +161
May04 031215 57.600 58.275 57.600 58.275 +0.275 37 974 +19
Jun04 031215 61.000 61.325 60.650 61.275 +0.325 453 3,211 +130
Jul04 031215 59.050 59.250 59.000 59.250 +0.200 61 894 +48
Aug04 031215 57.200 57.850 57.200 57.850 +0.500 80 630 +48
Oct04 031215 50.900 50.900 50.725 50.725 +0.200 23 366 +17
Dec04 031215 50.650 50.800 50.600 50.600 +0.100 16 110 +6
Total Volume and Open Interest 6,911 45,842 +41
Pork Bellies(CME)
Feb04 031215 84.150 85.600 83.950 85.300 +0.900 528 1,939 -4
Mar04 031215 84.000 85.650 84.000 85.000 +0.700 85 252 +54
May04 031215 86.000 86.000 85.950 85.950 +0.375 41 204 +36
Jul04 031215 88.250 88.250 88.250 88.250 +0.750 0 66 -13
Aug04 031215 87.000 87.750 87.000 87.750 -0.550 0 13 +0
Total Volume and Open Interest 654 2,474 +73
BFP Milk Class III(CME)
Dec03 031215 11.69 11.70 11.69 11.70 +0.02 184 3,913 -78
Jan04 031215 11.46 11.59 11.46 11.54 +0.03 201 2,833 +18
Feb04 031215 11.38 11.38 11.38 11.38 unch 143 1,818 +21
Mar04 031215 11.36 11.36 11.36 11.36 unch 142 1,641 +24
Apr04 031215 11.47 11.54 11.47 11.54 +0.05 48 1,158 +32
Total Volume and Open Interest 801 17,671 +44
Cocoa(NYBOT)
Dec03 031212 1644 1644 1644 1644 -17 31 48 +4
Mar04 031215 1649 1667 1633 1637 -37 2,617 33,470 +253
May04 031215 1645 1660 1637 1637 -35 859 14,296 +145
Jul04 031215 1648 1660 1638 1639 -32 167 13,043 +40
Sep04 031215 1645 1657 1640 1640 -33 50 6,753 +18
Dec04 031215 1648 1648 1648 1648 -36 721 9,957 +310
Mar05 031215 1650 1672 1650 1651 -33 542 4,193 +158
Total Volume and Open Interest 4,991 97,357 +923
Coffee "C"(NYBOT)
Dec03 031215 63.00 63.00 59.90 59.90 -3.10 3 12 -19
Mar04 031215 64.75 64.75 62.00 62.20 -3.30 7,742 49,772 +863
May04 031215 66.50 66.50 63.90 64.10 -3.25 732 8,394 +120
Jul04 031215 68.50 68.50 65.90 65.90 -3.25 408 5,214 -88
Sep04 031215 69.80 69.90 67.70 67.70 -3.20 329 5,921 +76
Dec04 031215 71.40 71.40 70.30 70.30 -3.20 338 3,576 -64
Total Volume and Open Interest 9,618 75,037 +950
Orange Juice(NYBOT)
Jan04 031215 68.00 68.70 66.30 66.60 -1.70 1,147 13,275 -628
Mar04 031215 71.30 71.80 69.40 69.65 -1.85 1,188 16,158 +705
May04 031215 73.90 73.95 72.15 72.15 -1.85 270 5,586 +117
Jul04 031215 76.25 76.40 74.50 74.50 -1.85 17 543 +5
Sep04 031215 79.00 79.00 77.40 77.40 -1.85 122 423 +20
Total Volume and Open Interest 2,765 36,302 +240
Sugar #11(NYBOT)
Mar04 031215 6.65 6.66 6.41 6.45 -0.32 14,995 126,897 +3,161
May04 031215 6.56 6.57 6.37 6.39 -0.28 3,657 30,032 +804
Jul04 031215 6.33 6.35 6.20 6.24 -0.19 2,581 34,236 +183
Oct04 031215 6.30 6.31 6.22 6.24 -0.14 1,716 19,774 +199
Mar05 031215 6.42 6.43 6.38 6.38 -0.10 46 7,959 +31
Total Volume and Open Interest 23,538 225,029 +4,562
London Cocoa(LCE)
Dec03 031212 960 970 950 950 +6 2,456 1,687 -1,978
Mar04 031215 983 990 961 962 -30 6,070 53,953 +1,103
May04 031215 1006 1006 983 983 -29 281 18,327 -13
Jul04 031215 1025 1025 1005 1005 -28 375 21,022 +173
Sep04 031215 1024 1027 1013 1013 -27 92 20,577 +31
Dec04 031215 1023 1023 1012 1012 -27 384 40,248 +253
Mar05 031215 1027 1034 1017 1017 -29 215 18,009 +180
Total Volume and Open Interest 8,257 174,431 +1,137
London Coffee(LCE)
Jan04 031215 732.00 738.00 711.00 711.00 -27.00 5,649 42,238 -1,937
Mar04 031215 730.00 735.00 704.00 706.00 -31.00 5,401 46,459 +1,237
May04 031215 745.00 748.00 720.00 720.00 -30.00 859 24,965 -355
Jul04 031215 760.00 760.00 734.00 734.00 -30.00 80 13,523 +32
Sep04 031215 773.00 773.00 748.00 748.00 -30.00 187 11,847 +175
Nov04 031215 761.00 761.00 761.00 761.00 -31.00 0 6,197 +0
Total Volume and Open Interest 12,176 146,529 -848
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031215 198.00 199.00 193.20 193.60 -5.00 1,329 17,930 +268
May04 031215 197.00 197.00 192.40 192.60 -5.30 168 7,663 -57
Aug04 031215 193.00 193.00 189.10 189.60 -4.30 853 7,278 -92
Oct04 031215 191.90 191.90 188.00 188.20 -4.30 247 4,001 -62
Total Volume and Open Interest 2,667 38,764 +119
Cotton(NYBOT)
Mar04 031215 70.80 70.90 70.31 70.57 +0.26 2,536 54,523 -3
May04 031215 71.90 71.90 71.35 71.67 +0.25 302 12,571 -130
Jul04 031215 72.55 72.55 72.15 72.35 +0.20 141 5,683 -7
Oct04 031215 64.75 64.75 64.65 64.65 +0.25 22 335 +0
Dec04 031215 64.95 65.00 64.75 64.95 +0.30 82 4,285 -16
Mar05 031215 67.05 67.05 67.05 67.05 +0.30 0 702 +0
Total Volume and Open Interest 3,101 78,494 -155
Lumber(CME)
Jan04 031215 285.3 290.5 281.2 281.6 -2.6 374 1,329 -18
Mar04 031215 302.0 305.0 297.9 297.9 -2.7 208 494 +52
May04 031215 309.7 310.0 306.5 306.5 +0.2 18 97 +0
Jul04 031215 318.0 318.0 314.0 314.0 -2.7 3 30 +3
Total Volume and Open Interest 603 1,953 +37
Crude Oil(NYM)
Jan04 031215 32.50 33.32 32.35 33.18 +0.14 98,948 87,746 -10,059
Feb04 031215 32.50 33.35 32.40 33.24 +0.29 83,368 136,854 +7,776
Mar04 031215 32.00 32.70 31.85 32.62 +0.26 22,083 56,476 +781
Apr04 031215 31.40 32.05 31.40 32.00 +0.22 8,412 35,784 +2,535
May04 031215 31.05 31.45 31.05 31.41 +0.18 2,768 19,139 +442
Jun04 031215 30.50 30.85 30.50 30.85 +0.15 8,353 33,852 +788
Jul04 031215 30.10 30.40 30.10 30.34 +0.12 4,413 20,943 +585
Aug04 031215 29.92 29.92 29.92 29.92 +0.09 2,483 12,846 +992
Sep04 031215 29.40 29.55 29.35 29.55 +0.06 1,812 16,888 +1,017
Oct04 031215 29.15 29.25 29.05 29.25 +0.08 350 13,709 +254
Nov04 031215 28.70 28.97 28.70 28.97 +0.10 195 9,873 +170
Dec04 031215 28.55 28.75 28.50 28.74 +0.11 4,837 38,161 +995
Jan05 031215 28.17 28.48 28.17 28.48 +0.10 197 12,926 +38
Feb05 031215 28.20 28.29 28.16 28.29 +0.09 24 4,307 +0
Mar05 031215 27.80 28.11 27.80 28.11 +0.09 231 4,414 -1
Apr05 031215 27.93 27.93 27.93 27.93 +0.09 100 1,941 +75
Total Volume and Open Interest 243,621 590,484 +8,423
Heating Oil(NYM)
Jan04 031215 90.95 93.00 90.55 92.06 -0.50 24,425 48,351 -2,739
Feb04 031215 91.20 93.30 91.00 92.60 -0.21 13,853 41,466 +2,315
Mar04 031215 89.20 90.90 88.80 90.30 -0.06 3,441 20,607 +328
Apr04 031215 85.00 86.15 85.00 86.15 +0.04 986 8,216 +263
May04 031215 82.30 82.55 82.30 82.55 +0.14 189 4,629 -22
Jun04 031215 80.00 80.10 79.75 80.10 +0.19 400 7,177 +25
Jul04 031215 78.90 78.90 78.90 78.90 +0.19 195 3,464 -140
Aug04 031215 78.65 78.65 78.65 78.65 +0.14 176 2,823 +30
Sep04 031215 79.05 79.05 79.05 79.05 +0.09 130 1,778 +67
Oct04 031215 79.55 79.55 79.55 79.55 +0.09 5 1,027 -2
Nov04 031215 80.00 80.00 80.00 80.00 +0.09 10 1,320 +8
Dec04 031215 79.75 80.40 79.75 80.40 +0.09 445 4,972 +313
Total Volume and Open Interest 44,478 149,075 +559
Unleaded Gas(NYM)
Jan04 031215 88.50 90.60 88.20 90.28 +0.24 23,111 41,330 +921
Feb04 031215 89.30 91.50 89.10 91.30 +0.55 11,269 32,170 +2,434
Mar04 031215 89.70 92.00 89.70 91.80 +0.65 2,827 8,544 +401
Apr04 031215 96.60 98.40 96.60 98.40 +0.75 1,421 10,210 +141
May04 031215 96.50 97.78 96.50 97.78 +0.78 475 7,172 +197
Jun04 031215 95.00 96.18 95.00 96.18 +0.73 235 4,066 +115
Jul04 031215 93.30 93.98 93.30 93.98 +0.68 141 400 +40
Aug04 031215 91.28 91.28 91.28 91.28 +0.68 0 861 +0
Sep04 031215 87.98 87.98 87.98 87.98 +0.63 225 1,430 +195
Oct04 031215 83.63 83.63 83.63 83.63 +0.53 0 200 +0
Nov04 031215 81.43 81.43 81.43 81.43 +0.43 0 250 +0
Dec04 031215 80.18 80.18 80.18 80.18 +0.38 0 150 +0
Total Volume and Open Interest 39,704 106,783 +4,444
Natural Gas(NYM)
Jan04 031215 6.760 7.040 6.740 6.954 -0.267 24,771 49,232 +6
Feb04 031215 6.750 7.100 6.720 6.991 -0.158 13,205 44,719 +1,121
Mar04 031215 6.450 6.700 6.420 6.636 -0.123 7,109 32,766 +1,417
Apr04 031215 5.100 5.360 5.100 5.336 -0.028 4,730 23,869 +1,389
May04 031215 4.900 5.060 4.900 5.046 -0.008 2,118 19,375 +296
Jun04 031215 4.900 5.030 4.890 5.016 -0.003 1,210 14,940 +338
Jul04 031215 4.900 5.040 4.900 5.021 +0.007 836 12,845 +124
Aug04 031215 5.030 5.031 5.010 5.031 +0.017 477 12,156 +43
Sep04 031215 4.980 5.021 4.970 5.021 +0.027 944 12,217 +337
Oct04 031215 4.930 5.021 4.930 5.021 +0.027 1,091 12,262 -210
Nov04 031215 5.200 5.220 5.160 5.216 +0.047 594 9,757 +7
Dec04 031215 5.230 5.401 5.230 5.401 +0.062 2,024 12,425 +437
Jan05 031215 5.440 5.541 5.440 5.541 +0.067 1,768 8,819 +578
Feb05 031215 5.424 5.501 5.424 5.501 +0.067 278 7,847 +114
Mar05 031215 5.214 5.281 5.214 5.281 +0.057 458 7,702 +328
Apr05 031215 4.694 4.741 4.694 4.741 +0.037 533 7,690 +150
Total Volume and Open Interest 63,199 350,027 +6,448
Brent Crude Oil(IPE)
Jan04 031215 29.85 30.42 29.65 30.32 -0.05 37,386 23,948 -14,920
Feb04 031215 29.73 30.33 29.45 30.25 +0.08 57,038 96,848 +13,400
Mar04 031215 29.45 30.08 29.21 30.04 +0.12 17,140 55,814 +5,733
Apr04 031215 29.13 29.72 28.90 29.72 +0.15 6,090 16,237 +918
May04 031215 28.81 29.36 28.60 29.36 +0.17 1,897 10,883 -234
Jun04 031215 28.30 29.00 28.30 29.00 +0.19 3,263 26,598 +395
Jul04 031215 28.67 28.67 28.67 28.67 +0.20 1,529 10,806 +21
Aug04 031215 27.90 28.37 27.90 28.37 +0.21 0 8,259 +0
Sep04 031215 27.94 28.10 27.88 28.10 +0.22 50 7,163 +0
Oct04 031215 27.70 27.86 27.62 27.86 +0.23 420 4,556 +225
Nov04 031215 27.59 27.64 27.40 27.64 +0.24 500 4,787 -99
Dec04 031215 27.00 27.46 26.90 27.46 +0.25 1,115 28,135 +365
Total Volume and Open Interest 126,714 325,737 +6,010
Gas Oil(IPE)
Jan04 031215 266.00 273.00 263.75 272.00 +5.00 9,703 48,647 -311
Feb04 031215 262.50 269.00 260.75 268.25 +5.00 2,058 28,809 +760
Mar04 031215 255.75 261.50 254.25 260.75 +4.75 115 5,840 -60
Apr04 031215 248.50 253.50 246.75 253.25 +4.50 28 6,958 +13
May04 031215 247.00 247.00 247.00 247.00 +4.00 0 4,925 +0
Jun04 031215 239.75 243.00 237.00 243.00 +3.25 416 11,212 +110
Jul04 031215 242.50 242.50 242.50 242.50 +3.25 0 4,025 +0
Aug04 031215 242.00 242.00 242.00 242.00 +3.25 0 2,414 +0
Sep04 031215 241.50 241.50 241.50 241.50 +3.25 0 3,707 +0
Oct04 031215 241.00 241.00 241.00 241.00 +3.25 0 3,643 +0
Total Volume and Open Interest 12,720 146,059 +22
US Dollar Index(NYBOT)
Dec03 031215 88.89 88.89 88.45 88.51 +0.05 620 2,470 -459
Mar04 031215 89.59 89.60 88.66 88.88 +0.01 1,944 18,295 +312
Jun04 031215 89.75 89.75 89.11 89.31 -1.00 0 2,008 +0
Total Volume and Open Interest 2,564 22,774 -147
Australian Dollar(CME)
Dec03 031215 74.04 74.30 74.02 74.30 unch 1,500 16,146 -1,607
Mar04 031215 73.23 73.73 73.23 73.56 +0.04 3,286 55,700 +1,166
Jun04 031215 72.40 72.80 72.40 72.78 +0.04 18 377 +13
Total Volume and Open Interest 4,807 72,327 -425
British Pound(CME)
Dec03 031215 174.37 174.82 174.31 174.80 +0.13 3,405 29,084 -1,974
Mar04 031215 173.14 173.59 173.05 173.32 -0.12 4,698 66,453 +1,269
Jun04 031215 171.96 171.96 171.96 171.96 -0.12 15 15 +4
Total Volume and Open Interest 8,118 95,560 -700
Canadian Dollar(CME)
Dec03 031215 75.75 76.40 75.73 76.10 +0.18 4,144 20,979 -1,461
Mar04 031215 75.45 76.03 75.43 75.79 +0.18 6,983 59,883 +32
Jun04 031215 75.20 75.70 75.20 75.54 +0.18 308 1,866 +178
Sep04 031215 75.10 75.31 75.10 75.31 +0.18 503 1,305 +423
Total Volume and Open Interest 12,000 84,690 -768
Japanese Yen(CME)
Dec03 031215 92.52 92.80 92.52 92.80 -0.02 9,718 29,333 -10,627
Mar04 031215 92.81 93.44 92.80 93.19 +0.09 6,807 136,840 +4,035
Jun04 031215 93.26 93.64 93.26 93.48 +0.09 3 337 -1
Total Volume and Open Interest 16,528 166,564 -6,593
Swiss Franc(CME)
Dec03 031215 78.76 79.14 78.76 79.13 -0.14 9,363 30,490 -12,143
Mar04 031215 78.95 79.58 78.90 79.42 -0.03 4,102 42,545 +2,062
Jun04 031215 79.65 79.65 79.58 79.58 -0.03 3 163 +1
Total Volume and Open Interest 13,468 73,299 -10,080
EuroFX(CME)
Dec03 031215 122.25 123.00 122.23 123.00 +0.06 10,498 45,312 -10,309
Mar04 031215 121.94 122.95 121.86 122.69 +0.06 22,292 117,755 +11,809
Jun04 031215 121.63 122.57 121.60 122.39 +0.06 208 485 +60
Total Volume and Open Interest 33,001 163,763 +1,561
Mexican Peso(CME)
Dec03 031215 8880.0 8887.0 8865.0 8865.0 -12.0 436 15,054 -747
Mar04 031215 8792.0 8800.0 8710.0 8727.0 -45.0 11,833 29,923 +2,819
Total Volume and Open Interest 12,269 45,693 +2,072
30-Year T-Bonds(CBOT)
Dec03 031215 110~05 110~29 109~31 110~08 -0~06 19,081 71,288 -6,898
Mar04 031215 108~18 109~15 108~11 108~25 -0~06 244,487 396,537 -3,373
Jun04 031215 107~10 108~00 107~07 107~12 -0~06 558 9,935 +95
Total Volume and Open Interest 264,133 478,172 -10,174
Municipal Bonds(CBOT)
Dec03 031215 102~31 103~14 102~28 103~02 -0~01 345 875 -284
Mar04 031215 101~22 101~28 101~19 101~24 unch 390 1,664 +274
Total Volume and Open Interest 735 2,539 -10
10-Year T-Notes(CBOT)
Dec03 031215 113~080 113~265 113~035 113~120 -0~055 17,285 45,048 -8,787
Mar04 031215 111~240 112~130 111~190 111~285 -0~075 628,259 902,129 +7,825
Total Volume and Open Interest 645,557 947,233 -968
5-Year T-Notes(CBOT)
Dec03 031215 112~155 112~230 112~140 112~140 -0~055 16,781 0 +0
Mar04 031215 111~090 111~200 111~045 111~080 -0~060 290,555 0 +0
Total Volume and Open Interest 307,336    
2 Year T-Notes(CBOT)
Dec03 031215 107~069 107~073 107~064 107~065 -0~007 3,762 14,402 -4,712
Mar04 031215 106~105 106~120 106~097 106~105 -0~011 15,098 137,256 +3,821
Total Volume and Open Interest 18,860 151,658 -891
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031215 98.830 98.830 98.830 98.830 -0.002 51,172 545,467 -10,456
Mar04 031215 98.740 98.760 98.730 98.750 unch 145,150 783,325 +32
Jun04 031215 98.515 98.555 98.505 98.535 +0.010 202,351 699,713 -3,395
Sep04 031215 98.165 98.225 98.150 98.185 -0.005 205,769 593,547 +235
Dec04 031215 97.740 97.805 97.715 97.745 -0.030 201,838 517,139 -79,181
Mar05 031215 97.320 97.395 97.290 97.320 -0.035 86,671 323,595 -1,405
Jun05 031215 96.910 96.985 96.890 96.905 -0.045 52,202 280,995 +5,810
Sep05 031215 96.580 96.645 96.530 96.560 -0.050 50,606 218,126 +161
Dec05 031215 96.300 96.370 96.250 96.280 -0.050 29,731 174,403 -2,744
Mar06 031215 96.080 96.135 96.030 96.055 -0.050 15,204 142,148 +281
Jun06 031215 95.865 95.930 95.810 95.840 -0.050 19,934 123,533 +1,905
Sep06 031215 95.690 95.740 95.620 95.650 -0.050 15,090 96,398 +472
Total Volume and Open Interest 1,140,728 5,168,427 -80,508
3-Mth Euro-Yen(CME)
Dec03 031215 99.93 99.93 99.93 99.93 unch 1,023 7,930 -53
Mar04 031215 99.90 99.90 99.90 99.90 unch 679 11,612 +3,725
Jun04 031215 99.89 99.90 99.89 99.89 -0.01 214 12,690 +8
Sep04 031215 99.86 99.86 99.86 99.86 unch 772 11,886 +521
Dec04 031215 99.80 99.81 99.80 99.81 -0.02 158 3,455 -67
Mar05 031215 99.70 99.70 99.70 99.70 -0.03 40 4,060 +59
Jun05 031215 99.59 99.59 99.59 99.59 -0.01 80 1,357 +16
Sep05 031215 99.50 99.50 99.49 99.49 -0.03 217 4,734 +190
Dec05 031215 99.35 99.35 99.35 99.35 -0.05 0 69 +0
Mar06 031215 99.20 99.20 99.20 99.20 -0.08 0 287 +0
Total Volume and Open Interest 3,183 59,384 +4,399
3-Mth Euro-Yen(SIMEX)
Mar04 031215 99.91 99.91 99.90 99.90 -0.01 8,746 61,381 +1,037
Jun04 031215 99.89 99.90 99.89 99.89 -0.01 601 67,255 +91
Sep04 031215 99.86 99.86 99.85 99.85 -0.01 459 44,100 +231
Dec04 031215 99.81 99.81 99.79 99.79 -0.01 941 34,406 -229
Mar05 031215 99.66 99.68 99.66 99.68 -0.02 2,405 20,249 +46
Jun05 031215 99.59 99.60 99.59 99.60 unch 257 12,130 +100
Sep05 031215 99.50 99.50 99.49 99.50 -0.04 526 14,590 +257
Dec05 031215 99.39 99.39 99.39 99.39 -0.04 350 3,097 +270
Total Volume and Open Interest 15,494 312,889 +2,100
German Euro-Bund(EUREX)
Mar04 031215 112.47 113.09 112.39 113.08 +0.29 695,989 848,049 +39,841
Jun04 031215 112.15 112.15 112.15 112.15 +0.31 128 25 +1
Sep04 031215 112.12 112.12 112.12 112.12 +0.56      
Total Volume and Open Interest 696,117 848,074 +39,842
German Euro-Bobl(EUREX)
Mar04 031215 109.97 110.50 109.91 110.48 +0.24 458,948 605,819 +15,747
Jun04 031215 109.66 109.66 109.66 109.66 +0.22 79 0 +0
Sep04 031215 109.25 109.25 109.25 109.25 +0.24      
Total Volume and Open Interest 459,027 605,819 +15,747
Long Gilt(LIFFE)
Dec03 031215 116~05 116~10 116~03 116~10 +0~03 1,010 18,971 -663
Mar04 031215 107~28 108~10 107~23 107~31 +0~02 32,950 162,819 -2,130
Total Volume and Open Interest 33,960 181,790 -2,793
3-Mth Short Sterling(LIFFE)
Dec03 031215 95.99 95.99 95.97 95.98 -0.01 20,874 193,356 -6,373
Mar04 031215 95.73 95.78 95.71 95.74 -0.01 49,613 166,473 +9,740
Jun04 031215 95.53 95.58 95.51 95.54 -0.01 57,209 189,991 +5,325
Total Volume and Open Interest 201,385 1,047,118 +9,392
3-Mth Euribor(LIFFE)
Dec03 031215 97.850 97.855 97.845 97.855 +0.005 31,569 524,143 -8,927
Mar04 031215 97.785 97.840 97.765 97.800 unch 88,529 456,291 -5,677
Jun04 031215 97.620 97.700 97.590 97.645 -0.005 132,153 434,471 +19,973
Total Volume and Open Interest 566,783 2,669,573 +15,754
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 031215 94.39 94.42 94.37 94.42 unch 42,241 202,134 +17,417
Jun04 031215 94.26 94.29 94.24 94.28 -0.02 17,091 87,720 +8,772
Sep04 031215 94.18 94.18 94.15 94.17 -0.03 6,312 36,958 +2,550
Dec04 031215 94.06 94.08 94.05 94.06 -0.05 2,235 24,762 +989
Mar05 031215 93.96 93.97 93.95 93.96 -0.05 413 17,423 -38
Jun05 031215 93.87 93.88 93.86 93.88 -0.05 202 13,256 +189
Sep05 031215 93.79 93.80 93.77 93.79 -0.06 221 5,919 +167
Dec05 031215 93.71 93.72 93.69 93.72 -0.05 660 2,359 +51
Mar06 031215 93.68 93.68 93.63 93.67 -0.05 10 840 +0
Total Volume and Open Interest 69,385 392,071 +27,097
10-Year Aus T-Bonds(SFE)
Dec03 031215 94.12 94.13 94.11 94.12 -0.07 53,240 293,079 +0
Mar04 031215 94.08 94.11 94.08 94.11 -0.05 5,199 144,784 +29,483
Total Volume and Open Interest 93,739 408,380 +63,226
3-Year Aus T-Bonds(SFE)
Dec03 031215 94.36 94.40 94.33 94.39 -0.01 108,833 692,873 +60,024
Mar04 031215 94.19 94.20 94.15 94.20 -0.04 80,732 200,911 +36,234
Total Volume and Open Interest 189,565 893,784 +96,258
Gold(CMX)
Dec03 031215 406.1 411.0 406.1 409.2 -0.2 171 822 -29
Feb04 031215 405.3 411.9 405.3 409.9 -0.2 33,490 194,975 +724
Apr04 031215 406.0 413.0 406.0 410.8 -0.2 1,711 13,830 +775
Jun04 031215 406.5 413.7 406.5 411.7 -0.2 724 17,233 +227
Aug04 031215 411.2 413.3 411.2 412.6 -0.2 288 7,457 -83
Oct04 031215 412.0 413.5 412.0 413.5 -0.2 0 889 +0
Total Volume and Open Interest 36,752 277,190 +1,594
Silver(CMX)
Dec03 031215 560.0 564.5 558.0 563.9 +1.7 46 326 -37
Mar04 031215 559.5 568.0 556.0 565.7 +1.7 8 82,954 -595
May04 031215 560.5 568.0 558.5 566.6 +1.8 788 3,251 +531
Jul04 031215 560.0 567.7 560.0 567.7 +1.8 13 3,090 -4
Sep04 031215 568.5 568.5 568.5 568.5 +1.6 0 640 +0
Total Volume and Open Interest 10,463 102,822 -69
Platinum(NYM)
Jan04 031215 822.0 825.4 820.0 822.7 +3.3 623 7,683 +39
Apr04 031215 814.5 816.0 810.0 813.9 +3.2 235 2,106 +74
Total Volume and Open Interest 858 9,793 +113
Palladium(NYME)
Dec03 031215 206.50 206.75 206.50 206.75 -4.10 9 125 -3
Mar04 031215 210.00 210.00 208.00 208.00 -4.10 245 6,034 +33
Jun04 031215 211.50 211.50 208.50 208.50 -4.10 2 456 +0
Total Volume and Open Interest 256 6,615 +30
Copper(CMX)
Dec03 031215 99.10 99.80 98.90 99.80 +1.15 181 2,864 -231
Mar04 031215 99.30 99.50 98.70 99.45 +0.65 4,804 66,179 -218
May04 031215 98.80 99.00 98.65 98.95 +0.55 88 3,850 +7
Jul04 031215 98.40 98.45 98.10 98.45 +0.45 49 3,309 -3
Sep04 031215 97.60 97.95 97.60 97.95 +0.45 42 1,578 +21
Total Volume and Open Interest 5,521 88,591 -257
DJIA Index(CBOT)
Dec03 031215 10138 10150 10015 10025 -10 3,778 26,734 -1,338
Mar04 031215 10107 10125 9992 10000 -10 9,977 17,813 +2,487
Jun04 031215 9980 9980 9980 9980 -10 0 5 +0
Total Volume and Open Interest 13,755 44,554 +1,149
S & P 500(CME)
Dec03 031215 1085.00 1085.20 1067.50 1068.80 -5.10 108,882 239,452 -67,488
Mar04 031215 1083.50 1083.50 1066.50 1067.40 -5.20 129,125 428,894 +67,046
Jun04 031215 1066.40 1066.40 1066.40 1066.40 -5.20 222 9,774 +73
Sep04 031215 1065.70 1065.70 1065.70 1065.70 -5.40 29 1,301 +7
Total Volume and Open Interest 238,269 679,595 -302
S & P 500 E-Mini(Globex)
Dec03 031215 1087.25 1090.25 1067.75 1068.75 -5.25 57,159 470,663 -24,165
Mar04 031215 1086.50 1088.75 1066.25 1067.50 -5.00 521,080 220,335 +43,026
Total Volume and Open Interest 578,239 690,998 +18,861
NASDAQ 100(CME)
Dec03 031215 1445.00 1445.00 1394.00 1399.50 -20.00 16,294 66,219 -4,408
Mar04 031215 1447.50 1448.00 1396.00 1402.50 -20.00 23,744 45,993 +10,746
Jun04 031215 1405.50 1405.50 1405.50 1405.50 -20.00 0 47 +0
Total Volume and Open Interest 40,038 112,259 +6,338
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031215 1446.5 1452.5 1393.0 1399.0 -20.5 30,365 249,650 -2,633
Mar04 031215 1450.5 1456.0 1396.0 1402.5 -20.0 250,823 93,112 +922
Total Volume and Open Interest 281,188 342,762 -1,711
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031215 571.50 571.50 557.55 557.55 -7.80 2,722 8,755 -1,366
Mar04 031215 572.50 572.50 557.25 557.65 -7.85 2,641 10,618 +1,922
Jun04 031215 557.70 557.70 557.70 557.70 -7.85 0 1 +0
Total Volume and Open Interest 5,363 19,374 +556
Russell 2000(CME)
Dec03 031215 555.00 555.00 533.50 533.90 -12.95 4,134 12,463 -2,522
Mar04 031215 555.25 555.25 533.50 533.65 -12.95 5,181 14,713 +4,009
Jun04 031215 533.75 533.75 533.75 533.75 -12.95      
Total Volume and Open Interest 9,315 27,176 +1,487
Value Line(KCBT)
Dec03 031215 1466.00 1466.00 1466.00 1466.00 -20.00 3 23 +0
Total Volume and Open Interest 7 40 +1
Nikkei 225(CME)
Mar04 031215 10430 10440 10150 10250 unch 2,687 20,192 +950
Jun04 031215 10240 10240 10240 10240 unch 0 32 +0
Total Volume and Open Interest 2,687 20,231 -26,082
Nikkei 225(SIMEX)
Mar04 031215 10400 10550 10390 10445 +270 21,207 120,185 +758
Jun04 031215 10405 10405 10405 10405 +270      
Sep04 031215 10405 10405 10405 10405 +270      
Total Volume and Open Interest 21,207 120,185 +758
CAC 40(MATIF)
Dec03 031215 3526.5 3555.0 3472.0 3496.0 +21.0 68,527 551,180 -6,997
Jan04 031215 3545.0 3545.0 3478.0 3501.0 +20.5 30 2,854 +7
Feb04 031215 3506.5 3506.5 3506.5 3506.5 +21.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031215 3934.0 3935.0 3860.0 3862.5 +8.0 129,960 219,595 -36,401
Mar04 031215 3957.5 3962.0 3880.5 3883.5 +8.5 42,604 107,609 +39,124
Jun04 031215 3974.0 3974.0 3903.0 3904.5 +8.5 502 6,755 +150
Total Volume and Open Interest 173,066 333,959 +2,873
FT-SE 100(LIFFE)
Dec03 031215 4389.00 4399.00 4350.50 4356.00 +9.00 89,446 302,874 -29,121
Mar04 031215 4398.00 4398.00 4345.50 4350.00 +8.50 55,945 180,710 +28,198
Jun04 031215 4361.00 4361.00 4361.00 4361.00 +9.00 1,502 8,973 +1,352
Total Volume and Open Interest 146,893 497,182 +429
SPI 200(SFE)
Dec03 031215 3233.0 3252.0 3231.0 3246.0 +33.0 33,519 203,226 +8,744
Mar04 031215 3250.0 3263.0 3244.0 3258.0 +33.0 26,468 44,502 +22,137
Jun04 031215 3254.0 3269.0 3254.0 3269.0 +34.0 178 2,971 +60
Total Volume and Open Interest 60,166 252,564 +30,941
GSCI(CME)
Jan04 031215 262.50 268.30 262.50 268.30 unch 218 13,522 +114
Feb04 031215 263.05 263.05 263.05 263.05 +0.05 0 4 +0
Mar04 031215 260.00 260.00 260.00 260.00        
Reuters CRB Index(NYBOT)
Jan04 031215 258.00 260.25 258.00 259.55 -2.20 52 497 +4
Feb04 031215 257.00 257.55 257.00 257.55 -1.70 6 71 +2
Apr04 031215 254.00 255.00 254.00 254.75 -1.75 6 162 +4
Total Volume and Open Interest 64 734 +10
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Learn More about MRCI research by visiting our NEW Tutorials!