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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed December 17, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031217 766.00 772.00 763.00 768.50 +4.25 20,037 68,448 -6,584
Mar04 031217 771.50 776.00 767.00 773.25 +4.75 43,047 87,208 +4,827
May04 031217 759.50 764.00 756.00 761.75 +4.75 5,912 52,508 -78
Jul04 031217 748.00 753.00 747.00 749.50 +3.00 4,065 27,510 +24
Aug04 031217 723.00 728.00 722.00 724.25 +1.50 404 5,713 +101
Sep04 031217 676.00 679.00 674.00 674.00 +2.00 120 2,331 +21
Nov04 031217 617.00 619.50 615.00 616.50 +1.50 1,380 15,402 +356
Total Volume and Open Interest 74,970 259,222 -1,330
Soybean Meal(CBOT)
Jan04 031217 228.70 231.00 227.50 229.90 +1.80 10,389 28,506 -1,809
Mar04 031217 229.50 232.10 229.00 231.20 +1.90 10,400 48,039 +1,158
May04 031217 226.80 228.50 225.80 227.60 +1.40 3,327 44,306 +155
Jul04 031217 222.50 224.00 221.30 223.10 +1.10 1,554 26,046 -163
Aug04 031217 214.50 215.50 214.50 214.80 +0.50 489 7,008 +70
Sep04 031217 203.10 204.50 203.00 203.70 +0.60 268 4,945 +20
Oct04 031217 183.80 184.30 183.00 183.50 unch 60 5,564 +5
Dec04 031217 179.50 181.00 179.50 180.60 +0.30 125 11,759 +21
Total Volume and Open Interest 26,612 177,050 -543
Soybean Oil(CBOT)
Jan04 031217 28.20 28.32 28.01 28.16 unch 16,804 33,552 -6,766
Mar04 031217 28.08 28.18 27.90 27.97 -0.08 17,091 63,305 +2,726
May04 031217 27.72 27.85 27.57 27.65 -0.07 3,868 39,610 +891
Jul04 031217 27.35 27.50 27.20 27.33 unch 2,959 34,742 +581
Aug04 031217 26.82 27.00 26.70 26.80 unch 428 3,729 -79
Sep04 031217 26.00 26.25 26.00 26.10 +0.05 246 3,345 -6
Oct04 031217 25.00 25.00 24.85 24.85 +0.02 164 3,123 +83
Dec04 031217 24.30 24.30 24.05 24.10 -0.08 173 8,889 -28
Total Volume and Open Interest 41,733 190,958 -2,598
Canola(WCE)
Jan04 031217 362.7 369.5 362.5 368.5 +6.5 4,939 14,242 -2,404
Mar04 031217 367.0 372.5 366.6 372.2 +5.9 4,440 20,840 +1,424
May04 031217 373.5 376.0 373.5 375.9 +5.4 1,083 5,234 -54
Jul04 031217 377.2 380.5 377.2 380.1 +5.9 281 3,915 +55
Sep04 031217 338.0 338.0 338.0 338.0 unch      
Total Volume and Open Interest 11,640 50,453 -554
Corn(CBOT)
Mar04 031217 251.50 252.25 250.00 251.50 -0.50 36,580 319,171 +1,865
May04 031217 253.75 254.50 252.75 254.25 +0.25 4,430 50,368 -558
Jul04 031217 254.75 256.75 254.50 255.75 +0.50 4,088 38,197 -157
Sep04 031217 250.50 251.75 250.25 250.50 unch 140 7,663 +38
Dec04 031217 248.50 249.75 248.00 248.50 unch 2,207 36,200 +504
Mar05 031217 253.25 254.00 253.00 253.25 +0.25 86 2,304 +1
Total Volume and Open Interest 47,562 455,115 +1,720
Wheat(CBOT)
Mar04 031217 388.00 390.50 382.50 386.00 -3.50 12,524 99,825 -476
May04 031217 387.00 390.00 382.75 384.75 -3.75 1,263 8,328 +349
Jul04 031217 365.50 367.00 361.50 364.75 -2.00 1,054 12,832 +34
Sep04 031217 366.00 371.00 365.00 369.00 -1.00 48 521 -15
Dec04 031217 377.50 382.00 375.00 380.00 -1.50 55 987 +1
Total Volume and Open Interest 14,947 122,534 -104
Wheat(KCBT)
Dec03 031217 392.00 392.00 392.00 392.00 unch      
Mar04 031217 390.50 393.00 385.00 390.25 -1.50 5,839 52,348 +71
May04 031217 386.00 387.00 382.50 385.50 -1.00 327 4,482 +3
Jul04 031217 368.00 370.00 364.00 368.25 -0.50 436 5,315 +12
Sep04 031217 372.00 372.00 368.00 371.00 -1.00 2 438 +2
Total Volume and Open Interest 6,605 63,060 +88
Wheat(MGE)
Dec03 031217 405.00 405.00 405.00 405.00 unch      
Mar04 031217 398.00 398.00 392.00 397.75 +0.25 2,763 27,412 +305
May04 031217 388.50 390.50 388.00 390.00 -1.50 435 4,180 +9
Jul04 031217 381.00 381.00 381.00 381.00 -1.00 38 815 +11
Sep04 031217 374.75 374.75 373.00 373.00 -1.25 25 733 +14
Total Volume and Open Interest 3,267 33,365 +343
Oats(CBOT)
Mar04 031217 147.75 148.75 146.00 147.75 +0.25 497 4,618 +32
May04 031217 150.25 150.50 149.75 150.25 unch 54 428 +10
Jul04 031217 149.50 149.75 149.50 149.75 -0.75 5 103 +1
Sep04 031217 146.00 146.00 146.00 146.00 unch 0 1 +0
Total Volume and Open Interest 556 5,161 +43
Rough Rice(CBOT)
Jan04 031217 8.54 8.55 8.43 8.44 -0.11 285 4,526 -44
Mar04 031217 8.74 8.74 8.62 8.64 -0.10 353 2,197 +115
May04 031217 8.79 8.79 8.72 8.72 -0.11 34 736 +6
Jul04 031217 8.86 8.86 8.82 8.82 -0.09 58 460 +4
Total Volume and Open Interest 730 7,950 +81
Live Cattle(CME)
Dec03 031217 92.625 93.200 92.550 92.675 -0.175 2,058 7,743 -451
Feb04 031217 88.800 89.850 88.800 89.550 +0.350 7,306 53,433 -231
Apr04 031217 81.900 82.975 81.900 82.750 +0.675 1,233 20,777 -110
Jun04 031217 74.750 75.450 74.750 75.200 +0.500 1,386 12,516 +61
Aug04 031217 74.400 74.725 74.250 74.325 +0.250 578 5,032 +391
Oct04 031217 77.450 77.625 77.300 77.350 +0.025 374 2,576 +96
Total Volume and Open Interest 13,090 104,205 -182
Feeder Cattle(CME)
Jan04 031217 94.500 95.400 94.400 94.850 +0.150 1,334 7,306 -149
Mar04 031217 90.500 91.300 90.500 90.875 +0.175 860 4,042 +20
Apr04 031217 88.650 89.350 88.650 88.800 +0.025 74 991 -30
May04 031217 89.650 90.100 89.550 89.675 +0.275 113 2,741 -34
Aug04 031217 91.250 91.650 91.250 91.400 +0.150 48 1,209 +12
Sep04 031217 90.550 90.550 90.550 90.550 +0.100 2 418 +1
Oct04 031217 90.600 90.600 90.600 90.600 +0.050 2 30 -2
Total Volume and Open Interest 2,433 16,743 -182
Lean Hogs(CME)
Feb04 031217 52.100 52.500 51.650 52.325 +0.575 3,133 27,616 -214
Apr04 031217 54.650 54.975 54.250 54.725 +0.300 907 7,885 +149
May04 031217 57.500 57.750 57.100 57.750 -0.100 25 971 -6
Jun04 031217 60.450 60.500 59.900 60.400 -0.150 173 3,241 +9
Jul04 031217 58.450 58.450 58.025 58.250 -0.300 45 934 +5
Aug04 031217 57.225 57.225 56.375 56.475 -0.875 20 643 +8
Oct04 031217 50.500 50.500 50.200 50.200 -0.325 9 373 +2
Dec04 031217 50.500 50.500 50.200 50.200 -0.250 11 122 +9
Total Volume and Open Interest 4,323 41,786 -38
Pork Bellies(CME)
Feb04 031217 85.000 85.800 84.400 85.450 +0.650 426 1,981 +13
Mar04 031217 85.400 85.650 84.775 85.200 +0.400 16 262 -1
May04 031217 86.650 87.150 86.200 87.000 +1.025 20 209 +5
Jul04 031217 88.300 88.300 88.300 88.300 +0.300 12 71 +5
Aug04 031217 87.650 87.900 87.650 87.900 +0.300 4 10 -2
Total Volume and Open Interest 478 2,533 +20
BFP Milk Class III(CME)
Dec03 031217 11.75 11.75 11.74 11.74 -0.01 32 3,885 -26
Jan04 031217 11.62 11.62 11.58 11.59 -0.03 65 2,863 -2
Feb04 031217 11.46 11.46 11.43 11.45 +0.02 50 1,838 +9
Mar04 031217 11.43 11.46 11.43 11.46 +0.03 61 1,655 +6
Apr04 031217 11.59 11.65 11.58 11.65 +0.05 71 1,202 +34
Total Volume and Open Interest 816 18,011 +225
Cocoa(NYBOT)
Dec03 031212 1644 1644 1644 1644 -17 31 48 +4
Mar04 031217 1570 1622 1563 1590 +17 5,672 32,367 -1,177
May04 031217 1572 1617 1570 1589 +15 945 14,203 -128
Jul04 031217 1573 1610 1566 1589 +13 319 13,152 +27
Sep04 031217 1576 1600 1576 1592 +13 116 6,801 +30
Dec04 031217 1590 1618 1590 1600 +11 345 9,948 +56
Mar05 031217 1590 1602 1589 1602 +12 57 4,221 +26
Total Volume and Open Interest 7,454 96,290 -1,166
Coffee "C"(NYBOT)
Dec03 031217 61.50 61.50 61.15 61.15 +1.15 7 5 -8
Mar04 031217 62.80 64.50 62.70 63.65 +1.15 7,655 50,685 +426
May04 031217 64.80 66.45 64.70 65.60 +1.20 889 8,950 +174
Jul04 031217 66.70 68.10 66.70 67.40 +1.20 1,177 5,236 +92
Sep04 031217 68.50 69.95 68.40 69.20 +1.20 887 5,995 +20
Dec04 031217 71.10 72.50 71.00 71.85 +1.15 438 3,777 +83
Total Volume and Open Interest 11,189 76,875 +756
Orange Juice(NYBOT)
Jan04 031217 66.80 67.05 66.20 66.70 +0.75 2,351 11,651 -1,091
Mar04 031217 70.00 70.30 69.60 70.00 +0.65 2,541 17,720 +812
May04 031217 73.00 73.25 72.30 72.40 +0.45 110 5,711 +50
Jul04 031217 75.00 75.40 74.80 74.80 +0.45 20 581 +16
Sep04 031217 77.50 77.70 77.50 77.70 +0.50 0 454 +0
Total Volume and Open Interest 5,024 36,443 -211
Sugar #11(NYBOT)
Mar04 031217 6.48 6.56 6.47 6.54 -0.01 13,576 120,797 -1,172
May04 031217 6.42 6.46 6.40 6.44 -0.03 2,784 28,525 -97
Jul04 031217 6.26 6.28 6.22 6.27 -0.03 1,831 33,781 -73
Oct04 031217 6.26 6.27 6.24 6.27 -0.02 1,105 19,727 +192
Mar05 031217 6.42 6.42 6.39 6.41 -0.01 102 8,001 +57
Total Volume and Open Interest 20,018 217,395 -800
London Cocoa(LCE)
Dec03 031212 960 970 950 950 +6 2,456 1,687 -1,978
Mar04 031217 919 944 914 934 +9 3,616 53,861 -457
May04 031217 941 967 937 957 +10 835 18,384 +74
Jul04 031217 966 988 959 979 +10 868 21,891 +284
Sep04 031217 975 999 974 991 +11 714 20,829 +200
Dec04 031217 979 1001 974 992 +12 570 40,260 +111
Mar05 031217 979 1000 973 994 +10 746 18,359 +333
Total Volume and Open Interest 7,349 174,782 +545
London Coffee(LCE)
Jan04 031217 734.00 754.00 734.00 745.00 +17.00 4,436 37,998 -1,747
Mar04 031217 724.00 739.00 724.00 730.00 +12.00 5,768 48,785 +1,058
May04 031217 735.00 750.00 735.00 742.00 +11.00 1,287 26,211 +501
Jul04 031217 754.00 763.00 752.00 755.00 +10.00 153 13,636 -42
Sep04 031217 765.00 776.00 765.00 768.00 +9.00 668 12,373 +472
Nov04 031217 786.00 791.00 778.00 781.00 +9.00 67 6,254 +57
Total Volume and Open Interest 12,409 147,157 +299
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031217 195.00 195.90 194.10 195.30 unch 912 17,831 +81
May04 031217 193.90 193.90 192.70 193.30 -0.60 159 7,786 +113
Aug04 031217 190.20 190.20 188.70 189.40 -1.00 203 7,547 +146
Oct04 031217 188.70 189.50 187.80 188.90 -0.30 38 4,002 -29
Total Volume and Open Interest 1,387 39,178 +376
Cotton(NYBOT)
Mar04 031217 70.40 70.49 69.92 70.37 +0.45 3,779 54,811 +105
May04 031217 71.35 71.45 71.02 71.30 +0.20 307 12,744 +66
Jul04 031217 71.85 72.00 71.80 71.90 +0.10 106 5,596 +8
Oct04 031217 65.05 65.05 65.05 65.05 +0.38 25 335 +0
Dec04 031217 65.20 65.35 65.15 65.35 +0.41 134 4,290 -1
Mar05 031217 67.45 67.45 67.45 67.45 +0.40 0 702 +0
Total Volume and Open Interest 4,351 78,890 +178
Lumber(CME)
Jan04 031217 280.5 288.5 280.5 287.7 +8.7 372 1,257 -27
Mar04 031217 296.0 301.5 296.0 301.0 +5.8 247 543 -13
May04 031217 308.0 308.0 305.6 305.6 +2.3 17 113 -2
Jul04 031217 315.7 315.7 311.8 311.8 -4.0 3 31 -2
Total Volume and Open Interest 641 1,948 -44
Crude Oil(NYM)
Jan04 031217 33.00 33.77 32.93 33.35 +0.46 64,234 46,373 -20,723
Feb04 031217 33.10 33.77 32.95 33.39 +0.44 73,764 169,294 +11,897
Mar04 031217 32.50 33.20 32.45 32.85 +0.49 22,530 65,502 +2,935
Apr04 031217 31.90 32.49 31.90 32.22 +0.47 8,188 36,326 +435
May04 031217 31.25 31.80 31.25 31.60 +0.43 6,130 21,866 +2,733
Jun04 031217 30.70 31.25 30.70 31.02 +0.40 6,753 34,793 +1,149
Jul04 031217 30.25 30.60 30.25 30.48 +0.37 1,781 22,100 +440
Aug04 031217 29.82 30.25 29.81 30.03 +0.34 1,103 13,609 +558
Sep04 031217 29.65 29.70 29.62 29.63 +0.31 268 17,555 -38
Oct04 031217 29.30 29.30 29.25 29.30 +0.27 998 13,980 +319
Nov04 031217 29.05 29.12 29.01 29.01 +0.24 161 9,964 -16
Dec04 031217 28.65 28.90 28.60 28.81 +0.27 3,541 38,418 +231
Jan05 031217 28.40 28.56 28.40 28.56 +0.27 365 12,938 +47
Feb05 031217 28.36 28.36 28.36 28.36 +0.26 55 4,494 +40
Mar05 031217 28.16 28.16 28.16 28.16 +0.24 325 4,424 +5
Apr05 031217 27.96 27.96 27.96 27.96 +0.22 35 1,941 +0
Total Volume and Open Interest 193,501 598,248 +197
Heating Oil(NYM)
Jan04 031217 92.00 95.00 91.90 94.18 +2.34 20,478 40,156 -4,682
Feb04 031217 92.80 95.50 92.40 94.67 +2.34 14,828 47,943 +1,111
Mar04 031217 90.20 92.90 90.20 92.27 +2.09 4,693 19,840 -894
Apr04 031217 86.00 88.10 86.00 87.47 +1.59 2,351 8,268 +264
May04 031217 83.60 83.60 83.37 83.37 +1.19 747 4,444 -93
Jun04 031217 80.60 81.05 80.52 80.52 +0.84 1,251 7,392 +501
Jul04 031217 79.70 79.70 79.12 79.12 +0.69 259 3,743 +133
Aug04 031217 78.82 78.82 78.82 78.82 +0.64 0 2,723 +0
Sep04 031217 79.17 79.17 79.17 79.17 +0.59 0 1,778 +0
Oct04 031217 79.67 79.67 79.67 79.67 +0.59 1 1,028 +1
Nov04 031217 80.12 80.12 80.12 80.12 +0.59 0 1,324 +0
Dec04 031217 80.90 81.20 80.52 80.52 +0.59 448 5,557 +415
Total Volume and Open Interest 45,057 147,446 -3,243
Unleaded Gas(NYM)
Jan04 031217 90.30 92.70 89.90 91.94 +1.61 17,098 34,218 -3,161
Feb04 031217 91.50 93.50 90.80 92.85 +1.74 14,246 39,668 +3,704
Mar04 031217 92.00 93.80 91.90 93.35 +1.74 1,767 9,059 +119
Apr04 031217 98.20 100.20 98.20 99.70 +1.69 1,278 10,339 +74
May04 031217 98.60 98.80 98.60 98.80 +1.49 270 7,256 +119
Jun04 031217 95.55 97.00 95.55 96.95 +1.34 238 3,917 +75
Jul04 031217 94.50 94.50 94.50 94.50 +1.14 121 586 +99
Aug04 031217 91.55 91.55 91.55 91.55 +0.94 36 896 +35
Sep04 031217 88.00 88.00 88.00 88.00 +0.74 324 1,373 -117
Oct04 031217 83.50 83.50 83.50 83.50 +0.64 452 562 +361
Nov04 031217 81.15 81.15 81.15 81.15 +0.54 200 450 +200
Dec04 031217 79.95 79.95 79.95 79.95 +0.49 0 150 +0
Total Volume and Open Interest 36,030 108,474 +1,508
Natural Gas(NYM)
Jan04 031217 6.600 7.100 6.600 6.993 +0.246 21,853 47,859 -75
Feb04 031217 6.650 7.100 6.650 6.993 +0.207 9,258 48,735 +771
Mar04 031217 6.380 6.700 6.360 6.588 +0.107 6,558 31,241 -1,181
Apr04 031217 5.180 5.350 5.180 5.288 +0.022 4,317 22,672 -1,250
May04 031217 5.000 5.080 4.980 5.028 +0.007 3,796 19,906 +213
Jun04 031217 4.980 5.050 4.960 5.003 +0.002 1,405 14,807 -171
Jul04 031217 5.000 5.060 4.990 5.008 -0.003 1,515 12,974 -7
Aug04 031217 5.010 5.070 4.990 5.023 -0.003 850 12,348 -53
Sep04 031217 4.970 5.050 4.970 5.013 -0.003 373 12,638 +92
Oct04 031217 5.000 5.050 4.990 5.018 -0.003 940 12,425 -89
Nov04 031217 5.170 5.230 5.170 5.213 -0.003 1,185 9,087 -358
Dec04 031217 5.390 5.450 5.380 5.403 -0.003 1,687 13,143 +349
Jan05 031217 5.560 5.580 5.543 5.543 -0.003 1,802 9,440 +273
Feb05 031217 5.480 5.540 5.480 5.508 -0.003 248 7,792 -50
Mar05 031217 5.260 5.320 5.260 5.293 -0.003 2,309 7,699 -62
Apr05 031217 4.760 4.770 4.743 4.743 -0.003 2,246 9,081 +1,326
Total Volume and Open Interest 63,953 353,485 -282
Brent Crude Oil(IPE)
Feb04 031217 30.21 30.90 30.11 30.59 +0.62 45,254 104,415 +276
Mar04 031217 30.00 30.62 29.88 30.34 +0.59 13,992 57,771 +1,326
Apr04 031217 29.66 30.23 29.56 29.97 +0.53 4,966 18,054 +395
May04 031217 29.34 29.85 29.23 29.59 +0.50 2,703 10,290 -50
Jun04 031217 29.00 29.47 28.84 29.22 +0.48 4,664 27,032 -67
Jul04 031217 28.68 29.00 28.60 28.87 +0.47 641 10,809 +41
Aug04 031217 28.53 28.53 28.53 28.53 +0.45 120 8,324 +0
Sep04 031217 28.10 28.25 28.10 28.20 +0.44 0 7,378 +0
Oct04 031217 27.90 27.90 27.90 27.90 +0.40 40 4,156 -225
Nov04 031217 27.64 27.64 27.64 27.64 +0.36 0 4,547 -575
Dec04 031217 27.34 27.50 27.20 27.44 +0.35 1,340 27,222 -1,000
Jan05 031217 27.29 27.29 27.29 27.29        
Gas Oil(IPE)
Jan04 031217 270.50 275.50 269.25 274.00 +3.25 13,974 48,885 -2,932
Feb04 031217 267.25 272.50 266.50 271.75 +4.00 8,516 31,794 -122
Mar04 031217 260.75 265.00 260.50 264.75 +3.75 1,963 7,753 +890
Apr04 031217 254.00 257.25 253.25 257.25 +3.50 338 7,140 -218
May04 031217 250.25 250.25 250.25 250.25 +3.25 440 5,165 +240
Jun04 031217 243.00 245.25 241.75 245.25 +2.75 871 11,709 +50
Jul04 031217 244.50 244.50 244.50 244.50 +2.50 0 4,025 +0
Aug04 031217 243.75 243.75 243.75 243.75 +2.50 0 2,414 +0
Sep04 031217 242.75 242.75 242.75 242.75 +2.25 0 3,707 +0
Oct04 031217 242.00 242.00 242.00 242.00 +2.25 0 3,643 +0
Total Volume and Open Interest 26,302 152,114 -2,092
US Dollar Index(NYBOT)
Mar04 031217 88.81 88.93 88.18 88.30 -0.44 634 18,917 -236
Jun04 031217 88.73 88.73 88.73 88.73 -0.44 0 2,009 +0
Sep04 031217 89.17 89.17 89.17 89.17 -0.44 0 1 +0
Total Volume and Open Interest 634 20,928 -2,688
Australian Dollar(CME)
Mar04 031217 73.27 73.52 72.75 73.05 -0.50 636 55,738 +25
Jun04 031217 72.40 72.40 72.26 72.26 -0.50 0 365 -1
Sep04 031217 71.75 71.81 71.47 71.47 -0.50 0 66 +0
Total Volume and Open Interest 637 56,208 -14,932
British Pound(CME)
Mar04 031217 174.31 175.80 174.22 175.36 +1.13 4,719 67,041 +1,367
Jun04 031217 173.70 174.00 173.70 174.00 +1.13 1 16 +1
Sep04 031217 172.64 172.64 172.64 172.64 +1.13 0 8 +0
Total Volume and Open Interest 4,720 67,067 -19,565
Canadian Dollar(CME)
Mar04 031217 74.83 75.25 74.73 75.13 +0.02 4,223 60,075 -1,212
Jun04 031217 74.60 75.05 74.58 74.89 +0.03 26 1,863 +13
Sep04 031217 74.50 74.75 74.37 74.67 +0.04 6 1,325 -1
Dec04 031217 74.15 74.45 74.15 74.45 +0.05 19 643 +15
Total Volume and Open Interest 6,354 81,898 -3,914
Japanese Yen(CME)
Mar04 031217 93.20 93.53 93.19 93.32 unch 2,199 138,921 -760
Jun04 031217 93.61 93.61 93.61 93.61 unch 0 401 +0
Sep04 031217 93.97 93.97 93.97 93.97 unch 0 48 +0
Total Volume and Open Interest 2,199 139,376 -27,206
Swiss Franc(CME)
Mar04 031217 79.56 80.10 79.54 79.88 +0.31 2,426 43,517 -22
Jun04 031217 80.04 80.04 80.04 80.04 +0.31 20 217 +20
Sep04 031217 79.85 80.21 79.85 80.21 +0.31 0 2 +0
Total Volume and Open Interest 2,446 43,835 -25,360
EuroFX(CME)
Mar04 031217 123.04 123.93 123.04 123.70 +0.70 8,175 118,403 -6,705
Jun04 031217 122.92 123.55 122.92 123.40 +0.70 85 536 +0
Sep04 031217 123.12 123.12 123.12 123.12 +0.70 2 59 +2
Total Volume and Open Interest 8,263 119,162 -48,825
Mexican Peso(CME)
Dec03 031215 8880.0 8887.0 8865.0 8865.0 -12.0 436 15,054 -747
Mar04 031217 8780.0 8790.0 8747.0 8785.0 +15.0 4,292 29,457 +99
Total Volume and Open Interest 4,297 30,173 -14,335
30-Year T-Bonds(CBOT)
Dec03 031217 111~04 111~29 111~04 111~14 +0~23 5,351 57,162 -1,556
Mar04 031217 109~15 110~14 109~13 109~31 +0~23 176,697 396,846 +2,416
Jun04 031217 108~14 109~00 108~12 108~18 +0~23 45 9,828 -8
Total Volume and Open Interest 182,095 464,253 +852
Municipal Bonds(CBOT)
Dec03 031217 103~24 104~02 103~24 103~27 +0~09 96 511 -32
Mar04 031217 102~12 102~26 102~12 102~17 +0~11 139 1,804 +63
Total Volume and Open Interest 235 2,315 +31
10-Year T-Notes(CBOT)
Dec03 031217 113~295 114~090 113~275 113~310 +0~090 21,279 29,596 -7,555
Mar04 031217 112~110 112~300 112~110 112~190 +0~115 450,671 892,590 -2,651
Total Volume and Open Interest 471,950 922,247 -10,206
5-Year T-Notes(CBOT)
Dec03 031217 112~280 112~310 112~240 112~250 +0~035 1,409 0 +0
Mar04 031217 111~210 111~280 111~185 111~205 +0~050 222,993 0 +0
Jun04 031217 111~000 111~000 110~290 110~290        
2 Year T-Notes(CBOT)
Dec03 031217 107~084 107~088 107~076 107~078 +0~004 1,832 12,676 -1,221
Mar04 031217 106~122 107~001 106~117 106~122 +0~008 2,512 136,123 +878
Total Volume and Open Interest 4,344 148,799 -343
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 031217 98.765 98.770 98.760 98.765 +0.010 88,839 801,103 +2,906
Jun04 031217 98.565 98.575 98.550 98.555 +0.005 92,275 693,605 -8,274
Sep04 031217 98.235 98.265 98.215 98.215 +0.005 121,264 586,443 -6,725
Dec04 031217 97.825 97.865 97.805 97.805 +0.015 127,586 518,045 -8,454
Mar05 031217 97.420 97.460 97.385 97.390 +0.015 54,480 324,097 +1,850
Jun05 031217 97.015 97.055 96.980 96.985 +0.015 24,280 278,432 +2,375
Sep05 031217 96.675 96.705 96.630 96.635 +0.015 19,017 212,931 -1,326
Dec05 031217 96.385 96.425 96.340 96.355 +0.020 16,232 171,435 +301
Mar06 031217 96.160 96.195 96.120 96.130 +0.020 6,645 142,846 +527
Jun06 031217 95.960 95.985 95.915 95.915 +0.020 4,828 123,662 -462
Sep06 031217 95.760 95.790 95.720 95.720 +0.020 9,873 98,929 +1,903
Dec06 031217 95.570 95.585 95.520 95.520 +0.020 6,105 97,875 -1,129
Total Volume and Open Interest 614,586 4,641,846 -14,861
3-Mth Euro-Yen(CME)
Dec03 031215 99.93 99.93 99.93 99.93 unch 1,023 7,930 -53
Mar04 031217 99.90 99.90 99.90 99.90 unch 0 11,576 +17
Jun04 031217 99.90 99.90 99.90 99.90 unch 6 12,460 +1
Sep04 031217 99.87 99.87 99.87 99.87 +0.01 1 11,546 -288
Dec04 031217 99.82 99.82 99.82 99.82 +0.01 1 3,526 +0
Mar05 031217 99.71 99.71 99.71 99.71 unch 126 3,021 -1,039
Jun05 031217 99.63 99.63 99.63 99.63 +0.03 0 1,291 -100
Sep05 031217 99.48 99.48 99.48 99.48 -0.02 0 2,509 -2,161
Dec05 031217 99.37 99.37 99.37 99.37 unch 0 69 +0
Mar06 031217 99.20 99.20 99.20 99.20 unch 0 287 +0
Total Volume and Open Interest 134 47,589 -3,570
3-Mth Euro-Yen(SIMEX)
Mar04 031217 99.90 99.90 99.90 99.90 unch 2,814 61,880 +383
Jun04 031217 99.90 99.90 99.90 99.90 unch 688 67,507 +298
Sep04 031217 99.86 99.87 99.86 99.86 unch 1,068 43,543 -338
Dec04 031217 99.81 99.82 99.81 99.82 +0.01 240 34,581 +278
Mar05 031217 99.70 99.71 99.70 99.71 +0.01 2,567 20,817 +591
Jun05 031217 99.61 99.62 99.61 99.62 +0.01 156 12,602 +30
Sep05 031217 99.51 99.52 99.51 99.52 +0.01 2,291 14,016 -640
Dec05 031217 99.43 99.43 99.41 99.41 +0.01 0 2,997 -100
Total Volume and Open Interest 9,824 270,729 +502
German Euro-Bund(EUREX)
Mar04 031217 113.18 113.41 112.98 113.38 +0.46 595,786 810,830 -14,791
Jun04 031217 112.15 112.41 112.15 112.41 +0.48 5,730 1,528 +1,503
Sep04 031217 112.28 112.28 112.28 112.28 +0.46      
Total Volume and Open Interest 601,516 812,358 -13,288
German Euro-Bobl(EUREX)
Mar04 031217 110.45 110.65 110.33 110.65 +0.34 466,558 630,837 +18,888
Jun04 031217 109.50 109.92 109.50 109.92 +0.37 3,251 1,090 +1,090
Sep04 031217 109.42 109.42 109.42 109.42 +0.34      
Total Volume and Open Interest 469,809 631,927 +19,978
Long Gilt(LIFFE)
Dec03 031217 117~10 117~10 116~28 117~02 +0~06 3,176 15,254 -2,459
Mar04 031217 108~25 109~08 108~15 108~22 +0~06 35,873 164,172 +1,411
Total Volume and Open Interest 39,049 179,426 -1,048
3-Mth Short Sterling(LIFFE)
Dec03 031217 95.99 96.00 95.98 95.98 -0.01 12,354 182,829 -3,935
Mar04 031217 95.84 95.86 95.79 95.81 -0.02 44,511 171,270 +7,165
Jun04 031217 95.66 95.68 95.60 95.65 +0.01 63,703 190,287 -2,225
Total Volume and Open Interest 194,981 1,041,224 +2,307
3-Mth Euribor(LIFFE)
Mar04 031217 97.805 97.825 97.805 97.815 +0.015 62,887 459,027 +2,843
Jun04 031217 97.670 97.700 97.660 97.690 +0.040 73,610 416,565 -13,945
Sep04 031217 97.460 97.510 97.455 97.495 +0.055 85,929 312,507 -2,349
Total Volume and Open Interest 390,210 2,180,611 -705,302
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 031217 94.45 94.47 94.44 94.46 +0.01 17,910 186,700 -15,942
Jun04 031217 94.32 94.35 94.31 94.35 +0.04 5,914 88,536 -1,631
Sep04 031217 94.22 94.27 94.21 94.26 +0.05 1,698 38,020 -329
Dec04 031217 94.12 94.18 94.12 94.16 +0.06 521 24,109 -764
Mar05 031217 94.03 94.08 94.02 94.08 +0.07 486 16,998 -7
Jun05 031217 93.95 94.00 93.94 94.00 +0.07 400 13,196 -178
Sep05 031217 93.91 93.93 93.91 93.92 +0.08 25 5,984 -25
Dec05 031217 93.84 93.84 93.84 93.84 +0.07 54 2,533 +54
Mar06 031217 93.80 93.80 93.80 93.80 +0.09 0 824 +0
Total Volume and Open Interest 27,008 377,894 -18,822
10-Year Aus T-Bonds(SFE)
Mar04 031217 94.21 94.31 94.21 94.30 +0.11 9,608 149,148 +13,275
Jun04 031217 94.30 94.30 94.30 94.30 +0.11      
Total Volume and Open Interest 9,245 135,873  
3-Year Aus T-Bonds(SFE)
Mar04 031217 94.30 94.37 94.30 94.37 +0.10 29,382 264,631 +2,019
Jun04 031217 94.37 94.37 94.37 94.37 +0.10      
Total Volume and Open Interest 29,382 264,631  
Gold(CMX)
Dec03 031217 407.8 412.3 407.7 412.0 +4.3 39 748 -39
Feb04 031217 408.7 412.8 408.3 412.7 +4.3 29,703 195,824 -3,401
Apr04 031217 409.9 413.7 409.4 413.7 +4.3 1,779 14,218 +175
Jun04 031217 410.5 414.6 410.0 414.6 +4.3 529 17,704 +207
Aug04 031217 411.8 415.5 411.8 415.5 +4.3 136 7,494 +7
Oct04 031217 415.0 416.4 415.0 416.4 +4.3 27 888 +0
Total Volume and Open Interest 32,718 278,928 -3,018
Silver(CMX)
Dec03 031217 564.0 570.0 564.0 569.2 +6.3 34 297 +0
Mar04 031217 564.0 572.0 563.5 570.8 +6.3 9,712 84,425 +590
May04 031217 565.0 571.6 565.0 571.6 +6.3 531 3,433 +174
Jul04 031217 571.0 573.0 570.0 572.7 +6.3 18 3,116 +1
Sep04 031217 573.5 573.5 573.5 573.5 +6.3 0 640 +0
Total Volume and Open Interest 10,554 104,093 +717
Platinum(NYM)
Jan04 031217 831.5 840.0 831.5 839.8 +15.5 1,856 6,986 -723
Apr04 031217 826.0 833.5 825.0 833.3 +16.0 1,415 2,932 +826
Total Volume and Open Interest 3,271 9,922 +103
Palladium(NYME)
Dec03 031217 203.05 203.05 203.05 203.05 +0.05 30 131 +30
Mar04 031217 203.00 204.50 202.10 204.00 -0.10 618 6,365 +213
Jun04 031217 204.60 204.60 204.50 204.50 -0.10 5 464 +5
Total Volume and Open Interest 653 6,960 +248
Copper(CMX)
Dec03 031217 100.40 100.40 99.65 99.70 -1.05 280 2,657 -105
Mar04 031217 99.90 100.30 99.35 99.65 -0.75 10,065 68,232 +1,587
May04 031217 99.15 99.60 99.15 99.25 -0.70 102 3,885 +37
Jul04 031217 98.90 99.10 98.60 98.85 -0.55 34 3,322 +10
Sep04 031217 98.40 98.40 98.40 98.40 -0.50 0 1,575 -1
Total Volume and Open Interest 11,149 90,778 +1,849
DJIA Index(CBOT)
Dec03 031217 10105 10160 10090 10157 +34 4,040 25,487 +2,915
Mar04 031217 10083 10135 10065 10132 +34 15,019 25,252 +2,192
Jun04 031217 10112 10112 10112 10112 +34 2 8 +2
Total Volume and Open Interest 19,063 50,801 +5,161
S & P 500(CME)
Dec03 031217 1074.00 1078.00 1071.20 1077.60 +2.70 71,651 146,129 -35,935
Mar04 031217 1072.70 1076.50 1069.30 1076.30 +2.80 98,453 540,892 +44,035
Jun04 031217 1070.00 1075.30 1070.00 1075.30 +2.80 665 10,488 -352
Sep04 031217 1068.50 1074.70 1068.50 1074.70 +2.80 291 1,695 +46
Total Volume and Open Interest 171,062 699,374 +7,594
S & P 500 E-Mini(Globex)
Dec03 031217 1074.25 1078.00 1070.75 1077.50 +2.50 25,299 396,550 -49,157
Mar04 031217 1073.50 1076.75 1069.50 1076.25 +2.75 512,294 315,404 +38,547
Total Volume and Open Interest 537,593 711,954 -10,610
NASDAQ 100(CME)
Dec03 031217 1400.00 1406.00 1390.50 1403.50 +2.00 12,410 53,542 -7,233
Mar04 031217 1403.00 1409.50 1393.00 1406.50 +2.00 22,172 61,976 +6,654
Jun04 031217 1409.50 1409.50 1409.50 1409.50 +2.00 0 47 +0
Total Volume and Open Interest 34,582 115,565 -579
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031217 1401.5 1407.0 1390.5 1403.5 +2.0 14,404 229,373 -13,554
Mar04 031217 1404.5 1409.5 1393.0 1406.5 +2.0 319,569 108,780 +3,921
Total Volume and Open Interest 333,973 338,153 -9,633
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031217 558.30 560.00 558.25 559.30 +0.95 1,876 6,238 -814
Mar04 031217 558.50 560.75 555.50 559.50 +1.00 2,373 14,410 +1,564
Jun04 031217 559.55 559.55 559.55 559.55 +1.00 0 1 +0
Total Volume and Open Interest 4,249 20,649 +750
Russell 2000(CME)
Dec03 031217 534.00 537.85 532.75 537.85 -0.45 4,165 8,759 -1,558
Mar04 031217 537.50 539.00 532.50 537.15 -0.85 5,739 21,456 +3,737
Jun04 031217 537.25 537.25 537.25 537.25 -0.85      
Total Volume and Open Interest 9,904 30,215 +2,179
Value Line(KCBT)
Dec03 031217 1473.00 1473.00 1473.00 1473.00 +2.00 1 23 +0
Total Volume and Open Interest 5 45 +0
Nikkei 225(CME)
Mar04 031217 10120 10170 10090 10170 -135 2,094 20,924 +38
Jun04 031217 10160 10160 10160 10160 -135 5 35 +3
Total Volume and Open Interest 2,099 20,966 +41
Nikkei 225(SIMEX)
Mar04 031217 10300 10310 10050 10115 -135 18,046 123,644 -582
Jun04 031217 10075 10075 10075 10075 -135 0 300 +0
Sep04 031217 10075 10075 10075 10075 -135      
Total Volume and Open Interest 18,046 123,944 -582
CAC 40(MATIF)
Dec03 031217 3505.0 3506.5 3456.0 3481.5 -26.0 75,857 579,248 +2,594
Jan04 031217 3509.0 3511.0 3465.0 3486.5 -8.0 11,468 4,874 +1,996
Feb04 031217 3492.0 3492.0 3492.0 3492.0 -8.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031217 3877.0 3883.0 3803.5 3810.5 -65.5 134,283 141,311 -35,146
Mar04 031217 3899.0 3903.0 3824.0 3831.5 -65.0 58,994 202,408 +50,471
Jun04 031217 3922.0 3924.0 3852.0 3852.0 -66.0 2,365 7,018 +147
Total Volume and Open Interest 195,642 350,737 +15,472
FT-SE 100(LIFFE)
Dec03 031217 4344.50 4370.50 4334.50 4357.50 +23.00 152,440 197,291 -60,519
Mar04 031217 4339.50 4364.00 4329.00 4352.00 +23.50 123,661 293,579 +62,439
Jun04 031217 4358.00 4373.50 4355.00 4361.50 +22.00 0 8,973 +0
Total Volume and Open Interest 276,101 504,468 +1,920
SPI 200(SFE)
Dec03 031217 3235.0 3240.0 3217.0 3239.0 +15.0 59,327 237,832 +17,939
Mar04 031217 3241.0 3247.0 3220.0 3246.0 +13.0 55,978 122,455 +49,988
Jun04 031217 3237.0 3257.0 3235.0 3257.0 +12.0 81 2,973 +0
Total Volume and Open Interest 115,389 365,122 +67,924
GSCI(CME)
Jan04 031217 265.20 271.30 265.00 269.70 +3.55 249 13,669 +101
Feb04 031217 265.00 265.00 265.00 265.00 +3.45 0 4 +0
Mar04 031217 257.00 257.00 257.00 257.00 +2.90      
Total Volume and Open Interest 249 13,673 -341
Reuters CRB Index(NYBOT)
Jan04 031217 258.00 261.25 258.00 260.25 +1.65 35 474 -18
Feb04 031217 255.50 258.50 255.50 258.00 +1.40 3 74 +2
Apr04 031217 254.75 256.00 254.75 255.50 +1.70 12 171 +3
Total Volume and Open Interest 51 724 -12
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

2009 Historical Reports-
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