MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri December 19, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031219 773.00 774.00 762.00 764.75 +5.25 16,413 57,194 -4,607
Mar04 031219 778.00 778.00 766.00 770.00 +6.00 35,177 92,578 +2,659
May04 031219 764.50 765.00 756.50 760.75 +7.00 6,181 54,123 +943
Jul04 031219 754.00 754.00 745.25 749.25 +8.00 2,698 27,641 -4
Aug04 031219 720.00 728.00 720.00 726.00 +8.50 373 5,665 +12
Sep04 031219 673.00 678.00 673.00 676.00 +7.00 46 2,390 +29
Nov04 031219 616.00 624.00 616.00 622.25 +9.75 1,387 15,659 +103
Total Volume and Open Interest 62,275 255,356 -865
Soybean Meal(CBOT)
Jan04 031219 230.00 230.50 227.50 229.10 +2.00 7,130 25,264 -700
Mar04 031219 231.00 232.00 228.60 230.40 +2.00 8,626 48,798 -229
May04 031219 227.80 228.00 225.70 227.80 +2.40 2,353 44,370 -186
Jul04 031219 224.50 224.50 221.50 223.10 +1.70 1,034 26,463 -33
Aug04 031219 216.50 216.50 214.00 215.00 +1.90 195 6,856 +30
Sep04 031219 205.50 205.50 202.00 202.60 -0.10 458 5,001 +82
Oct04 031219 184.50 185.00 183.00 183.60 +1.80 80 5,497 -31
Dec04 031219 182.00 182.00 179.50 181.00 +1.60 396 11,927 +112
Total Volume and Open Interest 20,272 175,053 -955
Soybean Oil(CBOT)
Jan04 031219 28.10 28.14 27.85 28.05 +0.34 10,800 25,804 -4,479
Mar04 031219 27.95 28.00 27.69 27.89 +0.32 14,477 66,971 +2,038
May04 031219 27.80 27.80 27.45 27.67 +0.32 6,307 42,826 +3,144
Jul04 031219 27.35 27.45 27.08 27.36 +0.29 3,316 36,312 +1,243
Aug04 031219 26.70 27.00 26.60 26.95 +0.38 169 3,819 -27
Sep04 031219 25.90 26.45 25.90 26.42 +0.44 126 3,503 +25
Oct04 031219 25.00 25.10 24.90 25.10 +0.37 42 3,209 +41
Dec04 031219 24.10 24.55 24.10 24.50 +0.50 273 9,134 +153
Total Volume and Open Interest 35,511 192,241 +2,138
Canola(WCE)
Jan04 031219 370.5 372.0 369.8 371.1 +4.1 3,391 10,239 -2,946
Mar04 031219 375.0 376.0 373.5 375.5 +4.8 3,232 21,951 -173
May04 031219 377.5 379.8 377.5 379.8 +5.3 564 5,976 +232
Jul04 031219 381.0 383.4 381.0 383.2 +5.7 433 4,490 +308
Sep04 031219 337.9 337.9 337.9 337.9 unch      
Total Volume and Open Interest 7,953 49,351 -2,481
Corn(CBOT)
Mar04 031219 251.50 251.75 246.50 249.25 -0.25 29,851 318,334 -509
May04 031219 254.50 254.50 250.00 252.50 unch 5,904 52,710 +297
Jul04 031219 256.25 256.25 252.25 254.75 unch 4,264 39,944 +789
Sep04 031219 250.50 251.00 249.50 250.25 +0.75 141 7,703 +36
Dec04 031219 249.00 249.75 247.25 248.50 +0.25 1,616 37,135 +706
Mar05 031219 253.00 254.25 252.50 253.25 +0.50 62 2,312 -2
Total Volume and Open Interest 41,953 459,362 +1,321
Wheat(CBOT)
Mar04 031219 396.00 398.00 387.00 394.25 +1.00 14,517 97,665 -1,540
May04 031219 394.00 396.00 387.00 393.00 +1.00 1,754 8,620 +253
Jul04 031219 372.50 373.00 366.00 372.00 +1.50 1,035 12,592 -118
Sep04 031219 371.00 376.00 371.00 376.00 +2.00 63 563 +28
Dec04 031219 386.00 386.00 381.00 386.00 +2.00 16 995 +0
Total Volume and Open Interest 17,399 120,492 -1,371
Wheat(KCBT)
Dec03 031219 392.00 392.00 392.00 392.00 unch      
Mar04 031219 400.00 401.00 392.50 398.50 +1.25 5,921 52,071 +437
May04 031219 396.00 396.50 390.00 395.00 +2.00 960 4,838 +339
Jul04 031219 376.00 378.00 370.50 378.00 +4.25 301 5,299 -32
Sep04 031219 379.00 381.00 376.00 381.00 +5.00 29 424 -24
Total Volume and Open Interest 7,213 63,109 +720
Wheat(MGE)
Dec03 031219 405.00 405.00 405.00 405.00 unch      
Mar04 031219 404.00 404.50 398.00 403.00 +0.25 3,237 26,925 +124
May04 031219 394.00 395.00 391.00 394.00 +0.50 137 3,992 -65
Jul04 031219 385.00 388.50 382.00 386.75 +5.50 5 816 +6
Sep04 031219 377.25 378.50 375.00 376.00 unch 2 733 +0
Total Volume and Open Interest 3,387 32,697 +70
Oats(CBOT)
Mar04 031219 146.75 146.75 145.00 145.25 -0.75 690 4,484 -65
May04 031219 149.50 149.50 147.50 147.50 -1.25 67 505 +48
Jul04 031219 149.50 149.50 149.50 149.50 -0.50 0 112 +0
Sep04 031219 146.00 146.00 146.00 146.00 unch 0 1 +0
Total Volume and Open Interest 757 5,113 -17
Rough Rice(CBOT)
Jan04 031219 8.29 8.39 8.29 8.33 +0.04 583 4,171 -119
Mar04 031219 8.55 8.59 8.52 8.52 +0.06 442 2,369 +169
May04 031219 8.58 8.61 8.58 8.58 +0.03 95 733 +13
Jul04 031219 8.68 8.68 8.68 8.68 +0.04 14 450 -10
Total Volume and Open Interest 1,134 7,754 +53
Live Cattle(CME)
Dec03 031219 90.250 91.100 90.225 90.725 -0.450 1,716 6,198 -883
Feb04 031219 87.100 88.900 87.100 88.500 +0.450 6,578 53,358 -634
Apr04 031219 80.850 82.100 80.850 81.900 +0.475 2,173 21,036 +106
Jun04 031219 74.500 75.300 74.500 74.925 +0.275 787 12,245 -169
Aug04 031219 73.900 74.700 73.900 74.150 +0.175 267 5,201 +198
Oct04 031219 76.900 77.300 76.900 76.900 unch 614 2,941 +211
Total Volume and Open Interest 12,626 103,807 -758
Feeder Cattle(CME)
Jan04 031219 93.000 94.350 93.000 94.225 +0.825 1,391 6,602 -252
Mar04 031219 89.050 89.950 88.750 89.425 +0.050 516 4,293 +39
Apr04 031219 87.750 88.650 87.700 88.250 +0.450 76 1,043 +25
May04 031219 88.600 89.850 88.600 89.400 +0.450 119 2,801 +61
Aug04 031219 90.700 91.750 90.700 91.400 +0.550 50 1,264 +21
Sep04 031219 90.400 90.400 90.400 90.400 +0.350 6 419 +1
Oct04 031219 90.400 90.400 90.400 90.400 +0.300 5 36 +2
Total Volume and Open Interest 2,163 16,467 -103
Lean Hogs(CME)
Feb04 031219 51.600 53.400 50.900 53.300 +1.850 2,934 27,462 -7
Apr04 031219 54.550 56.300 54.025 56.275 +1.725 1,171 7,735 -162
May04 031219 57.250 59.050 56.450 59.050 +1.775 30 969 +1
Jun04 031219 59.650 61.300 59.400 61.150 +1.300 401 3,470 +105
Jul04 031219 57.600 59.100 57.500 59.100 +1.350 283 1,079 +118
Aug04 031219 55.750 56.800 55.700 56.800 +0.900 186 797 +136
Oct04 031219 49.700 50.200 49.700 50.100 +0.200 58 430 +39
Dec04 031219 49.600 50.300 49.600 50.000 +0.150 21 129 +4
Total Volume and Open Interest 5,085 42,073 +235
Pork Bellies(CME)
Feb04 031219 85.775 87.350 85.025 87.075 +1.150 491 2,076 +50
Mar04 031219 86.000 86.700 85.950 86.500 +1.000 22 282 +7
May04 031219 87.000 87.500 87.000 87.450 +0.350 21 214 +5
Jul04 031219 88.800 89.500 88.600 89.500 +0.750 1 71 +0
Aug04 031219 88.750 88.750 88.750 88.750 +0.500 1 12 +1
Total Volume and Open Interest 536 2,655 +63
BFP Milk Class III(CME)
Dec03 031219 11.76 11.80 11.76 11.80 unch 3 3,887 +1
Jan04 031219 11.70 11.78 11.69 11.70 -0.01 202 2,932 +61
Feb04 031219 11.53 11.65 11.47 11.64 +0.11 46 1,859 +18
Mar04 031219 11.51 11.65 11.49 11.62 +0.10 61 1,692 +36
Apr04 031219 11.65 11.74 11.59 11.74 +0.09 48 1,238 +23
Total Volume and Open Interest 752 18,517 +319
Cocoa(NYBOT)
Mar04 031219 1578 1582 1554 1572 -11 3,155 31,541 -778
May04 031219 1580 1580 1556 1573 -9 478 13,923 -66
Jul04 031219 1578 1580 1559 1573 -10 256 13,214 -2
Sep04 031219 1580 1580 1565 1576 -10 21 6,813 +5
Dec04 031219 1588 1592 1582 1585 -10 129 9,941 -16
Mar05 031219 1595 1595 1589 1589 -9 18 4,231 +0
May05 031219 1589 1589 1589 1589 -9 0 7,951 +0
Total Volume and Open Interest 4,057 95,281 -857
Coffee "C"(NYBOT)
Dec03 031217 61.50 61.50 61.15 61.15 +1.15 7 5 -8
Mar04 031219 63.00 64.35 62.50 64.30 +1.15 6,976 50,619 -285
May04 031219 64.80 66.25 64.60 66.25 +1.15 803 8,953 +18
Jul04 031219 66.60 68.10 66.60 68.10 +1.15 167 5,198 +9
Sep04 031219 68.70 69.95 68.70 69.95 +1.15 99 6,081 +61
Dec04 031219 71.45 72.65 71.20 72.65 +1.15 89 3,794 +29
Total Volume and Open Interest 8,207 76,963 -135
Orange Juice(NYBOT)
Jan04 031219 66.70 67.50 65.00 66.25 +0.05 1,497 10,337 -589
Mar04 031219 70.00 70.40 68.30 69.50 +0.10 1,787 19,458 +842
May04 031219 72.70 72.70 71.15 72.10 +0.20 50 5,818 +19
Jul04 031219 74.35 74.60 74.00 74.60 +0.20 83 607 +21
Sep04 031219 77.50 77.50 77.00 77.50 +0.25 0 454 +0
Total Volume and Open Interest 3,417 37,000 +293
Sugar #11(NYBOT)
Mar04 031219 6.35 6.35 6.10 6.10 -0.34 13,945 117,193 -643
May04 031219 6.26 6.27 6.12 6.12 -0.26 2,686 28,335 -45
Jul04 031219 6.15 6.15 6.03 6.07 -0.17 2,388 33,804 +12
Oct04 031219 6.17 6.20 6.14 6.16 -0.12 1,752 19,984 +468
Mar05 031219 6.37 6.37 6.32 6.32 -0.10 606 8,156 +157
Total Volume and Open Interest 21,868 214,490 +149
London Cocoa(LCE)
Dec03 031212 960 970 950 950 +6 2,456 1,687 -1,978
Mar04 031219 939 939 916 924 -10 2,769 54,029 +27
May04 031219 961 961 941 948 -10 541 18,558 +182
Jul04 031219 978 982 963 969 -11 221 22,345 +136
Sep04 031219 995 995 977 981 -11 291 20,844 +63
Dec04 031219 995 995 978 980 -13 418 40,396 +34
Mar05 031219 985 985 977 981 -12 390 18,946 +168
Total Volume and Open Interest 4,630 176,320 +610
London Coffee(LCE)
Jan04 031219 731.00 736.00 728.00 731.00 -3.00 2,344 35,110 -1,453
Mar04 031219 726.00 727.00 719.00 724.00 -2.00 5,714 50,219 +1,833
May04 031219 739.00 740.00 734.00 737.00 -1.00 1,316 25,597 +376
Jul04 031219 749.00 751.00 747.00 751.00 -1.00 153 13,679 +48
Sep04 031219 765.00 765.00 762.00 764.00 -1.00 583 13,138 +219
Nov04 031219 775.00 777.00 775.00 777.00 -1.00 1,482 6,940 +637
Total Volume and Open Interest 11,592 146,583 +1,660
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031219 195.00 195.00 188.20 188.50 -6.50 1,618 18,352 +144
May04 031219 192.50 192.50 187.00 187.40 -5.20 685 7,903 -110
Aug04 031219 188.10 189.40 184.00 184.40 -4.30 363 7,949 +45
Oct04 031219 185.00 185.50 183.00 183.00 -5.00 194 4,236 +132
Total Volume and Open Interest 3,010 40,819 +338
Cotton(NYBOT)
Mar04 031219 69.50 71.92 69.02 71.29 +1.96 4,563 55,079 -42
May04 031219 70.50 72.73 70.10 72.32 +1.96 447 12,759 +113
Jul04 031219 71.15 73.10 71.00 73.00 +1.85 366 5,721 +95
Oct04 031219 65.45 65.45 65.45 65.45 +1.05 3 338 +3
Dec04 031219 64.69 65.85 64.50 65.85 +1.16 73 4,272 -7
Mar05 031219 68.00 68.00 68.00 68.00 +1.25 0 702 -7
Total Volume and Open Interest 5,452 79,283 +155
Lumber(CME)
Jan04 031219 294.0 294.0 290.2 292.8 -1.0 505 1,127 -121
Mar04 031219 305.9 306.5 304.9 305.9 +0.6 192 548 -11
May04 031219 310.8 312.8 310.3 311.0 +2.9 59 105 -13
Jul04 031219 315.9 317.6 315.9 316.6 +2.9 3 39 +1
Total Volume and Open Interest 759 1,825 -144
Crude Oil(NYM)
Jan04 031219 33.70 33.78 32.80 33.02 -0.69 54,039 27,860 -9,857
Feb04 031219 33.75 33.88 32.95 33.02 -0.73 103,942 190,078 +9,193
Mar04 031219 33.25 33.33 32.50 32.55 -0.69 30,942 70,322 +1,186
Apr04 031219 32.58 32.62 31.92 31.96 -0.65 13,250 40,947 +2,886
May04 031219 32.02 32.02 31.37 31.37 -0.61 4,598 22,727 -111
Jun04 031219 31.40 31.40 30.81 30.81 -0.56 6,041 36,227 -533
Jul04 031219 30.60 30.60 30.27 30.27 -0.54 1,763 23,255 +311
Aug04 031219 30.35 30.35 29.80 29.80 -0.53 1,212 13,662 -70
Sep04 031219 29.65 29.65 29.38 29.38 -0.52 1,016 19,214 +183
Oct04 031219 29.00 29.03 29.00 29.03 -0.51 675 14,214 +70
Nov04 031219 28.90 28.92 28.74 28.74 -0.48 763 11,530 +246
Dec04 031219 29.00 29.00 28.50 28.53 -0.47 4,574 37,091 -1,234
Jan05 031219 28.48 28.54 28.26 28.26 -0.47 932 13,463 +240
Feb05 031219 28.22 28.22 28.04 28.04 -0.46 75 4,581 -25
Mar05 031219 27.83 27.83 27.83 27.83 -0.45 0 4,424 +0
Apr05 031219 27.62 27.62 27.62 27.62 -0.44 600 2,591 +600
Total Volume and Open Interest 231,101 618,207 +5,879
Heating Oil(NYM)
Jan04 031219 96.35 96.90 93.50 93.79 -2.63 31,578 36,510 -1,836
Feb04 031219 96.90 97.40 94.30 94.65 -2.42 23,920 56,880 +6,469
Mar04 031219 94.50 94.50 92.05 92.05 -2.32 6,908 20,053 +735
Apr04 031219 89.00 89.00 86.80 86.85 -2.37 1,636 9,024 +181
May04 031219 84.20 84.20 82.50 82.50 -2.42 866 4,580 -204
Jun04 031219 81.00 81.00 79.45 79.45 -2.47 1,159 7,957 +205
Jul04 031219 77.85 77.85 77.85 77.85 -2.57 358 4,415 +186
Aug04 031219 79.30 79.30 77.50 77.50 -2.57 171 2,639 -60
Sep04 031219 79.25 79.25 77.80 77.80 -2.57 263 1,991 +113
Oct04 031219 78.30 78.30 78.30 78.30 -2.57 0 1,028 +0
Nov04 031219 78.75 78.75 78.75 78.75 -2.57 27 1,349 +25
Dec04 031219 80.70 80.70 79.15 79.15 -2.57 517 5,960 +241
Total Volume and Open Interest 67,561 155,685 +6,142
Unleaded Gas(NYM)
Jan04 031219 92.30 92.80 90.50 90.69 -2.03 23,442 30,437 -2,112
Feb04 031219 93.50 94.00 91.80 91.97 -1.71 21,318 51,875 +6,915
Mar04 031219 94.30 94.30 92.30 92.52 -1.60 3,726 9,727 +189
Apr04 031219 100.00 100.05 98.30 98.52 -1.63 1,756 11,147 +683
May04 031219 97.80 97.80 97.72 97.72 -1.53 409 7,759 -66
Jun04 031219 95.87 95.87 95.87 95.87 -1.53 330 4,036 +140
Jul04 031219 95.00 95.00 93.42 93.42 -1.53 25 586 +0
Aug04 031219 90.47 90.47 90.47 90.47 -1.53 220 896 +0
Sep04 031219 87.02 87.02 87.02 87.02 -1.43 125 1,568 +120
Oct04 031219 82.52 82.52 82.52 82.52 -1.43 0 562 +0
Nov04 031219 80.22 80.22 80.22 80.22 -1.38 0 450 +0
Dec04 031219 79.02 79.02 79.02 79.02 -1.38 50 150 +0
Total Volume and Open Interest 51,401 119,193 +5,869
Natural Gas(NYM)
Jan04 031219 7.090 7.150 6.920 6.982 -0.140 31,467 46,605 -1,520
Feb04 031219 7.130 7.180 6.980 7.023 -0.159 15,267 50,940 +1,578
Mar04 031219 6.710 6.730 6.510 6.523 -0.209 6,084 32,500 +286
Apr04 031219 5.400 5.450 5.330 5.353 -0.079 3,578 21,702 -186
May04 031219 5.130 5.200 5.090 5.103 -0.049 2,182 21,845 +231
Jun04 031219 5.115 5.150 5.070 5.078 -0.049 1,230 14,703 -213
Jul04 031219 5.115 5.170 5.088 5.088 -0.049 594 12,978 +61
Aug04 031219 5.150 5.170 5.100 5.103 -0.049 1,252 12,116 -71
Sep04 031219 5.130 5.142 5.070 5.093 -0.049 602 12,870 -40
Oct04 031219 5.150 5.150 5.090 5.108 -0.034 832 12,566 -38
Nov04 031219 5.320 5.340 5.290 5.298 -0.024 330 9,099 -26
Dec04 031219 5.500 5.525 5.478 5.478 -0.019 1,415 13,639 +284
Jan05 031219 5.650 5.660 5.608 5.608 -0.014 1,931 10,283 +132
Feb05 031219 5.590 5.620 5.558 5.558 -0.024 373 7,241 +9
Mar05 031219 5.350 5.380 5.343 5.343 -0.014 642 7,358 -96
Apr05 031219 4.777 4.782 4.758 4.758 -0.019 147 9,085 +11
Total Volume and Open Interest 69,657 357,975 +854
Brent Crude Oil(IPE)
Feb04 031219 31.00 31.15 30.02 30.05 -0.75 42,779 105,638 +1,307
Mar04 031219 30.77 30.77 29.75 29.78 -0.75 15,946 61,033 +1,397
Apr04 031219 30.45 30.45 29.47 29.48 -0.72 5,493 21,029 +1,095
May04 031219 30.06 30.06 29.18 29.18 -0.66 1,337 10,710 +334
Jun04 031219 28.60 29.70 28.60 28.90 -0.60 3,267 27,772 +966
Jul04 031219 29.12 29.12 28.58 28.58 -0.57 195 10,839 +130
Aug04 031219 28.83 28.83 28.24 28.24 -0.57 100 8,324 +0
Sep04 031219 28.30 28.30 27.91 27.91 -0.57 50 7,678 -25
Oct04 031219 28.25 28.25 27.60 27.60 -0.56 113 4,219 +63
Nov04 031219 27.60 27.60 27.37 27.37 -0.57 70 4,597 +50
Dec04 031219 27.80 27.80 27.17 27.17 -0.56 3,221 27,294 -237
Jan05 031219 26.91 26.91 26.91 26.91 -0.57 742 732 +732
Total Volume and Open Interest 76,388 321,946 +5,912
Gas Oil(IPE)
Jan04 031219 279.50 280.00 276.00 276.25 +2.25 10,678 47,860 -360
Feb04 031219 275.50 276.75 272.00 272.25 +1.00 5,259 32,214 -480
Mar04 031219 269.25 269.25 264.50 264.50 +0.25 963 9,058 -296
Apr04 031219 259.50 259.50 256.50 256.50 -0.50 28 7,469 -160
May04 031219 248.50 248.50 248.50 248.50 -1.50 1 5,264 -1
Jun04 031219 247.50 247.50 242.50 242.50 -3.00 487 11,238 -54
Jul04 031219 244.00 244.00 241.00 241.00 -3.50 218 4,193 +168
Aug04 031219 240.00 240.00 240.00 240.00 -3.75 26 2,440 +26
Sep04 031219 239.25 239.25 239.25 239.25 -3.75 0 3,707 +0
Oct04 031219 238.50 238.50 238.50 238.50 -3.75 0 3,643 +0
Total Volume and Open Interest 17,710 152,915 -1,207
US Dollar Index(NYBOT)
Mar04 031219 88.33 88.78 88.30 88.53 +0.29 1,763 19,298 -304
Jun04 031219 88.96 88.96 88.96 88.96 +0.29 12 2,021 +12
Sep04 031219 89.40 89.40 89.40 89.40 +0.29 1 2 +1
Total Volume and Open Interest 1,776 21,321 -291
Australian Dollar(CME)
Mar04 031219 73.03 73.17 72.81 72.91 -0.48 2,146 56,852 +901
Jun04 031219 72.09 72.12 72.09 72.12 -0.48 6 378 +5
Sep04 031219 71.33 71.33 71.33 71.33 -0.48 0 76 +0
Total Volume and Open Interest 2,152 57,345 +906
British Pound(CME)
Mar04 031219 175.54 175.81 175.00 175.52 -0.49 4,823 57,619 -1,951
Jun04 031219 173.90 174.35 173.90 174.16 -0.49 1 19 +2
Sep04 031219 172.80 172.80 172.80 172.80 -0.49 0 8 +0
Total Volume and Open Interest 4,824 57,648 -1,949
Canadian Dollar(CME)
Mar04 031219 74.57 74.68 74.20 74.48 -0.35 3,952 59,530 -1,080
Jun04 031219 74.35 74.35 74.03 74.24 -0.35 15 1,875 +6
Sep04 031219 74.20 74.20 73.90 74.02 -0.35 12 1,338 +12
Dec04 031219 73.80 73.88 73.70 73.80 -0.35 20 645 +1
Total Volume and Open Interest 3,999 63,430 -1,070
Japanese Yen(CME)
Mar04 031219 93.22 93.23 92.85 93.05 -0.10 22,045 131,472 -9,470
Jun04 031219 93.34 93.34 93.34 93.34 -0.10 71 393 -8
Sep04 031219 93.70 93.70 93.70 93.70 -0.10 0 48 +0
Total Volume and Open Interest 22,116 131,919 -9,478
Swiss Franc(CME)
Mar04 031219 80.09 80.11 79.48 79.86 -0.28 3,790 44,608 -441
Jun04 031219 80.02 80.02 80.02 80.02 -0.28 6 185 -32
Sep04 031219 80.19 80.19 80.19 80.19 -0.28 0 2 +0
Total Volume and Open Interest 3,796 44,893 -473
EuroFX(CME)
Mar04 031219 123.92 124.00 123.14 123.58 -0.38 8,522 118,983 -4,691
Jun04 031219 123.70 123.70 122.92 123.28 -0.38 105 506 -5
Sep04 031219 123.01 123.01 123.00 123.00 -0.38 15 74 +15
Total Volume and Open Interest 8,644 119,731 -4,679
Mexican Peso(CME)
Dec03 031215 8880.0 8887.0 8865.0 8865.0 -12.0 436 15,054 -747
Mar04 031219 8793.0 8810.0 8775.0 8793.0 +11.0 4,687 28,830 -1,268
Total Volume and Open Interest 4,690 29,549 -1,265
30-Year T-Bonds(CBOT)
Dec03 031219 112~09 112~14 111~23 111~28 -0~13 14,409 32,848 -13,510
Mar04 031219 110~28 111~00 110~07 110~26 unch 238,812 415,927 +10,501
Jun04 031219 108~25 109~15 108~25 109~13 unch 163 9,996 +26
Total Volume and Open Interest 253,384 459,190 -2,983
Municipal Bonds(CBOT)
Dec03 031219 104~09 104~13 104~08 104~12 +0~01 13 497 -7
Mar04 031219 103~08 103~09 103~00 103~03 unch 120 1,907 -1
Total Volume and Open Interest 133 2,404 -8
10-Year T-Notes(CBOT)
Dec03 031219 114~000 114~080 113~260 114~010 -0~045 16,840 14,778 -10,557
Mar04 031219 112~280 113~015 112~165 112~295 +0~025 514,565 932,934 +14,945
Total Volume and Open Interest 531,651 947,972 +4,584
5-Year T-Notes(CBOT)
Dec03 031219 112~240 112~300 112~225 112~295 +0~015 349 0 +0
Mar04 031219 111~235 111~310 111~155 111~270 +0~035 232,838 0 +0
Jun04 031219 110~170 110~170 110~170 110~170 +0~085 24 22 +22
Total Volume and Open Interest 233,211 22 +22
2 Year T-Notes(CBOT)
Dec03 031219 107~068 107~088 107~068 107~086 +0~005 1,329 11,660 -430
Mar04 031219 106~121 107~009 106~111 107~005 +0~012 8,292 146,561 +4,993
Total Volume and Open Interest 9,621 158,221 +4,563
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 031219 98.765 98.765 98.750 98.760 -0.005 55,176 799,544 +2,638
Jun04 031219 98.550 98.575 98.515 98.540 unch 86,384 695,843 +945
Sep04 031219 98.205 98.255 98.160 98.205 +0.005 158,632 586,596 -1,346
Dec04 031219 97.775 97.840 97.735 97.800 +0.025 144,232 491,719 -10,923
Mar05 031219 97.355 97.440 97.315 97.405 +0.045 65,843 330,782 +7,455
Jun05 031219 96.940 97.030 96.905 97.000 +0.050 34,386 281,775 +1,511
Sep05 031219 96.610 96.670 96.545 96.645 +0.040 29,290 212,991 -1,694
Dec05 031219 96.330 96.385 96.275 96.365 +0.035 23,531 171,674 -611
Mar06 031219 96.120 96.160 96.070 96.145 +0.030 8,610 143,539 +1,418
Jun06 031219 95.915 95.955 95.870 95.935 +0.025 8,012 124,177 +78
Sep06 031219 95.710 95.750 95.680 95.750 +0.020 8,457 101,675 +497
Dec06 031219 95.510 95.565 95.500 95.550 +0.010 8,045 98,940 -369
Total Volume and Open Interest 677,980 4,652,398 +8,780
3-Mth Euro-Yen(CME)
Dec03 031215 99.93 99.93 99.93 99.93 unch 1,023 7,930 -53
Mar04 031219 99.90 99.90 99.90 99.90 unch 513 12,712 +216
Jun04 031219 99.89 99.89 99.89 99.89 -0.01 0 12,932 +352
Sep04 031219 99.86 99.86 99.86 99.86 -0.01 431 12,111 +314
Dec04 031219 99.82 99.82 99.82 99.82 unch 36 3,751 +37
Mar05 031219 99.71 99.71 99.71 99.71 -0.02 5 2,936 -161
Jun05 031219 99.64 99.64 99.64 99.64 unch 0 1,490 +500
Sep05 031219 99.50 99.50 99.50 99.50 -0.01 18 2,012 -32
Dec05 031219 99.37 99.37 99.37 99.37 unch 0 69 +0
Mar06 031219 99.20 99.20 99.20 99.20 unch 0 287 +0
Total Volume and Open Interest 1,003 49,604 +1,226
3-Mth Euro-Yen(SIMEX)
Mar04 031219 99.90 99.90 99.90 99.90 unch 654 61,624 -1,973
Jun04 031219 99.90 99.90 99.90 99.90 unch 1,261 69,302 +267
Sep04 031219 99.86 99.87 99.86 99.86 -0.01 483 43,375 -1,301
Dec04 031219 99.82 99.82 99.81 99.82 unch 726 35,024 -594
Mar05 031219 99.71 99.72 99.69 99.71 -0.01 551 19,282 +334
Jun05 031219 99.64 99.64 99.61 99.63 unch 783 15,049 -151
Sep05 031219 99.52 99.52 99.52 99.52 -0.01 261 13,276 -753
Dec05 031219 99.41 99.41 99.41 99.41 -0.01 0 3,097 +0
Total Volume and Open Interest 4,719 272,815 -4,171
German Euro-Bund(EUREX)
Mar04 031219 113.42 113.50 112.96 113.16 -0.15 650,383 832,206 +14,693
Jun04 031219 112.55 112.55 112.06 112.19 -0.16 3,489 2,699 +1,270
Sep04 031219 112.06 112.06 112.06 112.06 -0.15      
Total Volume and Open Interest 653,872 834,905 +15,963
German Euro-Bobl(EUREX)
Mar04 031219 110.68 110.71 110.34 110.52 -0.10 439,294 666,478 +13,804
Jun04 031219 109.74 109.86 109.74 109.86 -0.04 1,429 690 +650
Sep04 031219 109.29 109.29 109.29 109.29 -0.10      
Total Volume and Open Interest 440,723 667,168 +14,454
Long Gilt(LIFFE)
Dec03 031219 117~04 117~05 116~24 116~24 -0~09 1,288 13,371 -1,025
Mar04 031219 108~30 108~31 108~11 108~13 -0~09 25,272 167,064 +2,476
Total Volume and Open Interest 26,560 180,435 +1,451
3-Mth Short Sterling(LIFFE)
Mar04 031219 95.80 95.81 95.77 95.78 -0.02 34,909 175,075 +4,228
Jun04 031219 95.65 95.66 95.59 95.60 -0.05 30,048 186,599 +284
Sep04 031219 95.47 95.48 95.40 95.41 -0.06 15,742 122,779 +189
Total Volume and Open Interest 108,285 875,606 -280,234
3-Mth Euribor(LIFFE)
Mar04 031219 97.830 97.840 97.820 97.825 -0.005 86,043 465,815 -940
Jun04 031219 97.715 97.720 97.665 97.670 -0.025 89,896 405,955 -7,066
Sep04 031219 97.520 97.525 97.450 97.460 -0.040 102,105 331,485 +13,157
Total Volume and Open Interest 457,911 2,187,252 +4,325
3-Mth Aus T-Bills(SFE)
Mar04 031219 94.46 94.48 94.45 94.48 +0.02 11,688 182,912 +2,404
Jun04 031219 94.38 94.39 94.36 94.38 +0.02 11,860 94,729 +4,146
Sep04 031219 94.30 94.30 94.26 94.28 +0.01 2,903 39,718 -413
Dec04 031219 94.21 94.21 94.17 94.19 +0.01 1,000 24,788 +301
Mar05 031219 94.12 94.12 94.11 94.11 +0.01 550 17,416 +387
Jun05 031219 94.01 94.04 94.00 94.02 unch 442 12,791 +75
Sep05 031219 93.97 93.98 93.96 93.96 +0.02 317 6,293 +125
Dec05 031219 93.91 93.92 93.91 93.92 +0.04 220 2,689 +65
Mar06 031219 93.88 93.88 93.88 93.88 +0.06 101 770 +46
Jun06 031219 93.83 93.83 93.83 93.83 +0.06 100 788 +100
Total Volume and Open Interest 29,281 383,300 +7,336
10-Year Aus T-Bonds(SFE)
Mar04 031219 94.32 94.33 94.32 94.33 +0.03 1,694 163,297 +4,040
Jun04 031219 94.32 94.32 94.32 94.32 +0.01      
Total Volume and Open Interest 18,338 159,257 +10,109
3-Year Aus T-Bonds(SFE)
Mar04 031219 94.40 94.42 94.37 94.39 +0.02 59,753 326,968 +27,855
Jun04 031219 94.39 94.39 94.39 94.39 +0.02      
Total Volume and Open Interest 59,753 326,968 +27,855
Gold(CMX)
Dec03 031219 410.8 410.8 408.1 409.2 -1.2 85 606 -118
Feb04 031219 411.0 411.5 408.3 409.9 -1.2 37,184 196,567 +132
Apr04 031219 411.7 412.3 409.3 410.9 -1.2 447 14,870 +201
Jun04 031219 413.0 413.5 410.8 411.8 -1.2 318 17,329 +35
Aug04 031219 413.5 414.2 412.0 412.8 -1.2 937 7,153 -341
Oct04 031219 413.7 413.7 413.7 413.7 -1.2 0 873 +0
Total Volume and Open Interest 39,570 279,373 -128
Silver(CMX)
Dec03 031219 571.5 572.5 568.0 572.2 +1.0 56 242 -31
Mar04 031219 571.5 574.0 569.0 573.8 +1.0 13,866 83,511 -1,298
May04 031219 574.0 575.5 570.5 574.7 +1.1 116 3,461 +8
Jul04 031219 574.5 575.8 573.5 575.8 +1.1 108 3,145 +19
Sep04 031219 576.7 576.7 576.7 576.7 +1.1 0 640 +0
Total Volume and Open Interest 14,245 103,326 -1,226
Platinum(NYM)
Jan04 031219 825.0 829.8 819.0 821.5 -2.1 1,771 5,003 -652
Apr04 031219 817.0 821.7 811.2 814.0 -1.1 1,306 4,627 +196
Total Volume and Open Interest 3,077 9,634 -456
Palladium(NYME)
Dec03 031219 198.75 198.75 198.75 198.75 -1.35 1 87 -25
Mar04 031219 198.00 199.90 195.25 199.75 -1.35 470 6,512 +72
Jun04 031219 200.00 201.40 198.00 200.25 -1.35 14 467 +2
Total Volume and Open Interest 485 7,066 +49
Copper(CMX)
Dec03 031219 102.25 102.70 102.00 102.60 +0.90 365 2,248 -261
Mar04 031219 101.95 102.55 101.60 102.40 +0.90 9,298 70,449 +1,820
May04 031219 101.60 102.05 101.50 102.05 +0.95 164 4,030 +121
Jul04 031219 101.30 101.60 101.30 101.55 +0.95 122 3,326 -14
Sep04 031219 100.80 101.15 100.80 101.10 +0.95 11 1,583 +5
Total Volume and Open Interest 10,280 92,919 +1,643
DJIA Index(CBOT)
Dec03 031218 10165 10260 10148 10253 +96 3,181 28,027 +2,540
Mar04 031219 10222 10279 10205 10237 +10 18,143 32,041 +4,473
Jun04 031219 10200 10216 10200 10216 +9 1 8 +0
Sep04 031219 10196 10196 10196 10196 +9 2 2  
Total Volume and Open Interest 27,776 51,320  
S & P 500(CME)
Mar04 031219 1089.50 1089.90 1082.20 1085.40 -3.10 68,278 580,139 +11,841
Jun04 031219 1084.30 1084.30 1084.30 1084.30 -3.20 392 10,660 +142
Sep04 031219 1083.70 1083.70 1083.70 1083.70 -3.40 114 1,708 +31
Dec04 031219 1079.50 1083.50 1079.50 1083.50 -3.40 30 67 +15
Total Volume and Open Interest 101,147 704,535 +2,601
S & P 500 E-Mini(Globex)
Mar04 031219 1088.00 1090.25 1082.25 1085.50 -3.00 586,263 333,720 +5,222
Jun04 031219 1084.25 1084.25 1084.25 1084.25        
NASDAQ 100(CME)
Mar04 031219 1433.50 1436.00 1417.50 1428.50 -5.00 23,846 67,446 +3,689
Jun04 031219 1432.00 1432.00 1430.50 1430.50 -5.00 0 48 +0
Sep04 031219 1432.50 1432.50 1432.50 1432.50        
NASDAQ 100 E-Mini(GLOBEX)
Mar04 031219 1432.0 1436.5 1418.0 1428.5 -5.0 269,700 132,493 +20,727
Jun04 031219 1430.5 1430.5 1430.5 1430.5        
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 031219 569.00 569.00 564.70 566.25 -1.75 1,188 15,608 +547
Jun04 031219 566.30 566.30 566.30 566.30 -1.75 0 1 +0
Sep04 031219 566.30 566.30 566.30 566.30 -1.75      
Total Volume and Open Interest 1,702 21,179 +108
Russell 2000(CME)
Mar04 031219 546.00 547.00 540.00 543.75 -2.25 2,310 22,339 +178
Jun04 031219 543.85 543.85 543.85 543.85 -2.25      
Sep04 031219 543.85 543.85 543.85 543.85 -2.25      
Total Volume and Open Interest 3,706 28,952 -583
Value Line(KCBT)
Dec03 031219 1497.00 1497.00 1497.00 1497.00 +3.00 13 22 -1
Total Volume and Open Interest 28 47 -2
Nikkei 225(CME)
Mar04 031219 10295 10295 10200 10230 -45 3,870 22,365 +1,148
Jun04 031219 10220 10220 10220 10220 -45 0 35 +0
Total Volume and Open Interest 3,871 22,407 +1,148
Nikkei 225(SIMEX)
Mar04 031219 10240 10300 10220 10255 +155 22,956 118,319 -4,014
Jun04 031219 10215 10215 10215 10215 +155 0 300 +0
Sep04 031219 10215 10215 10215 10215 +155      
Total Volume and Open Interest 22,956 118,619 -4,014
CAC 40(MATIF)
Dec03 031218 3485.0 3525.0 3468.5 3504.5 +23.0 54,022 584,401 +5,153
Jan04 031219 3527.0 3527.5 3491.0 3511.0 +1.0 4,488 22,899 +6,592
Feb04 031219 3516.0 3516.0 3516.0 3516.0 +1.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031219 3895.0 3904.5 3881.0 3894.0 +13.0 131,845 83,546 -32,016
Mar04 031219 3912.5 3927.5 3891.0 3900.0 -2.0 73,722 246,890 +18,562
Jun04 031219 3943.0 3948.0 3916.0 3921.5 -1.5 4,607 6,965 +52
Total Volume and Open Interest 210,174 337,401 -13,402
FT-SE 100(LIFFE)
Dec03 031219 4402.50 4414.00 4387.00 4410.00 +18.50 100,740 131,311 -34,959
Mar04 031219 4392.00 4425.00 4382.00 4415.50 +29.50 90,825 363,339 +37,602
Jun04 031219 4425.00 4425.00 4425.00 4425.00 +29.50 25 10,248 +25
Total Volume and Open Interest 191,590 509,523 +2,668
SPI 200(SFE)
Dec03 031218 3236.0 3259.0 3236.0 3255.0 +16.0 33,763 214,784 -23,048
Mar04 031219 3240.0 3247.0 3234.0 3246.0 +22.0 14,681 154,158 +9,299
Jun04 031219 3257.0 3257.0 3257.0 3257.0 +22.0 20 3,002 +8
Total Volume and Open Interest 19,211 310,780 -53,719
GSCI(CME)
Jan04 031219 270.90 272.00 268.80 268.80 -3.45 135 13,599 -31
Feb04 031219 263.20 263.20 263.20 263.20 -3.80 0 4 +0
Mar04 031219 256.00 256.00 256.00 256.00 -2.50      
Total Volume and Open Interest 135 13,603 -31
Reuters CRB Index(NYBOT)
Jan04 031219 260.25 260.50 259.05 259.50 -0.30 21 471 +4
Feb04 031219 257.50 257.50 257.50 257.50 +0.25 0 68 +0
Apr04 031219 255.50 255.50 255.40 255.45 +0.20 19 218 +17
Total Volume and Open Interest 40 763 +21
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-
Subscribers get 15% off!