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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 Mon December 22, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031222 760.00 760.00 753.00 753.75 -11.00 13,618 54,642 -2,552
Mar04 031222 764.00 765.00 757.50 758.75 -11.25 36,070 93,215 +637
May04 031222 756.00 756.75 751.50 752.25 -8.50 4,662 53,576 -547
Jul04 031222 745.00 747.75 741.00 742.75 -6.50 3,862 27,699 +58
Aug04 031222 718.50 722.50 717.00 719.50 -6.50 850 5,771 +106
Sep04 031222 671.00 675.00 670.00 670.00 -6.00 85 2,350 -40
Nov04 031222 616.50 619.00 614.00 614.75 -7.50 2,242 15,720 +61
Total Volume and Open Interest 61,390 253,080 -2,276
Soybean Meal(CBOT)
Jan04 031222 228.10 228.70 226.50 228.50 -0.60 5,203 24,217 -1,047
Mar04 031222 229.10 230.00 227.40 229.30 -1.10 7,036 49,310 +512
May04 031222 226.00 227.30 225.40 227.30 -0.50 2,846 45,076 +706
Jul04 031222 221.50 222.50 221.30 222.50 -0.60 1,901 26,466 +3
Aug04 031222 213.50 214.50 213.50 214.30 -0.70 1,337 6,901 +45
Sep04 031222 201.50 202.70 201.00 201.50 -1.10 642 5,058 +57
Oct04 031222 183.30 183.80 183.00 183.10 -0.50 73 5,523 +26
Dec04 031222 180.50 180.50 179.50 180.30 -0.70 302 11,934 +7
Total Volume and Open Interest 19,375 175,387 +334
Soybean Oil(CBOT)
Jan04 031222 27.97 27.97 27.55 27.56 -0.49 7,921 23,951 -1,853
Mar04 031222 27.75 27.77 27.40 27.41 -0.48 10,665 69,181 +2,210
May04 031222 27.50 27.50 27.22 27.22 -0.45 2,460 43,631 +805
Jul04 031222 27.25 27.25 26.91 26.92 -0.44 1,474 36,463 +151
Aug04 031222 26.85 26.85 26.55 26.55 -0.40 609 3,826 +7
Sep04 031222 26.35 26.35 26.00 26.00 -0.42 259 3,487 -16
Oct04 031222 24.70 24.90 24.70 24.70 -0.40 90 3,245 +36
Dec04 031222 24.18 24.25 24.10 24.10 -0.40 523 9,059 -75
Total Volume and Open Interest 24,001 193,506 +1,265
Canola(WCE)
Jan04 031222 370.6 370.6 367.0 367.0 -4.1 4,505 10,357 +118
Mar04 031222 375.0 375.0 371.1 371.3 -4.2 6,478 23,996 +2,045
May04 031222 378.5 378.5 375.0 375.1 -4.7 955 6,269 +293
Jul04 031222 379.6 380.0 378.8 378.8 -4.4 568 4,836 +346
Sep04 031222 337.9 337.9 337.9 337.9 unch      
Total Volume and Open Interest 13,213 52,525 +3,174
Corn(CBOT)
Mar04 031222 248.00 248.00 246.00 246.25 -3.00 34,669 314,980 -3,354
May04 031222 250.75 250.75 249.25 249.50 -3.00 5,530 53,697 +987
Jul04 031222 253.00 253.50 251.75 252.25 -2.50 5,476 40,356 +412
Sep04 031222 248.75 250.25 248.75 249.00 -1.25 493 7,803 +100
Dec04 031222 247.75 249.25 247.75 248.25 -0.25 2,467 37,270 +135
Mar05 031222 252.50 254.00 252.50 252.75 -0.50 22 2,317 +5
Total Volume and Open Interest 48,689 457,687 -1,675
Wheat(CBOT)
Mar04 031222 392.00 393.00 385.00 385.50 -8.75 14,288 97,191 -474
May04 031222 392.00 392.50 385.50 386.00 -7.00 2,027 9,055 +435
Jul04 031222 371.00 371.50 367.00 368.75 -3.25 669 12,721 +129
Sep04 031222 373.50 373.50 371.00 372.50 -3.50 17 568 +5
Dec04 031222 384.00 384.00 384.00 384.00 -2.00 46 1,006 +11
Total Volume and Open Interest 17,048 120,598 +106
Wheat(KCBT)
Dec03 031222 392.00 392.00 392.00 392.00 unch      
Mar04 031222 395.50 395.50 387.00 389.50 -9.00 5,646 51,402 -669
May04 031222 392.00 392.00 386.00 387.50 -7.50 1,096 4,974 +136
Jul04 031222 374.00 375.00 371.00 372.00 -6.00 148 5,332 +33
Sep04 031222 376.00 383.00 373.00 373.00 -8.00 28 430 +6
Total Volume and Open Interest 6,921 62,617 -492
Wheat(MGE)
Dec03 031222 405.00 405.00 405.00 405.00 unch      
Mar04 031222 402.00 402.00 394.00 394.50 -8.50 1,902 26,873 -52
May04 031222 392.00 393.50 387.50 387.50 -6.50 426 4,017 +25
Jul04 031222 384.50 384.50 380.50 380.50 -6.25 84 853 +37
Sep04 031222 377.00 377.00 372.25 372.25 -3.75 5 732 -1
Total Volume and Open Interest 2,424 32,713 +16
Oats(CBOT)
Mar04 031222 145.25 148.00 144.50 146.00 +0.75 509 4,396 -88
May04 031222 147.50 149.00 147.50 147.75 +0.25 20 503 -2
Jul04 031222 149.50 149.50 149.50 149.50 unch 1 112 +0
Sep04 031222 146.00 146.00 146.00 146.00 unch 1 2 +1
Total Volume and Open Interest 531 5,024 -89
Rough Rice(CBOT)
Jan04 031222 8.31 8.31 8.20 8.23 -0.10 393 3,845 -326
Mar04 031222 8.52 8.52 8.40 8.41 -0.11 450 2,461 +92
May04 031222 8.56 8.56 8.50 8.50 -0.08 5 735 +2
Jul04 031222 8.69 8.69 8.62 8.65 -0.03 0 450 +0
Total Volume and Open Interest 848 7,522 -232
Live Cattle(CME)
Dec03 031222 90.900 92.050 90.350 91.675 +0.950 2,022 5,481 -717
Feb04 031222 88.500 89.900 88.150 89.675 +1.175 8,417 52,879 -479
Apr04 031222 81.900 82.850 81.600 82.600 +0.700 1,915 21,352 +316
Jun04 031222 75.275 75.475 74.900 75.325 +0.400 1,178 12,432 +187
Aug04 031222 74.275 75.100 74.250 74.500 +0.350 167 5,147 -54
Oct04 031222 77.100 77.750 77.100 77.700 +0.800 419 3,003 +62
Total Volume and Open Interest 14,368 103,241 -566
Feeder Cattle(CME)
Jan04 031222 94.700 95.400 94.300 95.175 +0.950 1,070 6,553 -49
Mar04 031222 89.950 90.450 89.450 90.250 +0.825 705 4,504 +211
Apr04 031222 88.950 89.300 88.600 88.950 +0.700 221 1,165 +122
May04 031222 90.000 90.200 89.600 90.150 +0.750 256 2,847 +46
Aug04 031222 91.800 92.250 91.800 92.200 +0.800 110 1,298 +34
Sep04 031222 91.000 91.100 90.900 91.100 +0.700 2 419 +0
Oct04 031222 91.000 91.250 91.000 91.250 +0.850 0 36 +0
Total Volume and Open Interest 2,368 16,835 +368
Lean Hogs(CME)
Feb04 031222 53.150 53.850 53.050 53.750 +0.450 4,604 27,399 -63
Apr04 031222 56.150 56.950 56.050 56.875 +0.600 1,554 7,864 +129
May04 031222 59.000 59.450 58.850 59.450 +0.400 121 958 -11
Jun04 031222 61.400 62.300 61.150 62.025 +0.875 598 3,575 +105
Jul04 031222 59.250 59.875 59.100 59.650 +0.550 74 1,064 -15
Aug04 031222 57.200 57.500 57.100 57.350 +0.550 132 792 -5
Oct04 031222 50.550 50.800 50.400 50.400 +0.300 44 463 +33
Dec04 031222 50.250 50.475 50.250 50.325 +0.325 20 143 +14
Total Volume and Open Interest 7,148 42,261 +188
Pork Bellies(CME)
Feb04 031222 87.625 87.625 86.125 86.950 -0.125 511 2,085 +9
Mar04 031222 87.800 87.900 86.300 86.300 -0.200 8 283 +1
May04 031222 89.200 89.300 87.550 87.550 +0.100 7 214 +0
Jul04 031222 89.500 89.500 89.500 89.500 unch 5 74 +3
Aug04 031222 88.750 88.750 88.750 88.750 unch 0 12 +0
Total Volume and Open Interest 531 2,668 +13
BFP Milk Class III(CME)
Dec03 031222 11.78 11.80 11.78 11.80 unch 285 3,945 +58
Jan04 031222 11.70 11.70 11.63 11.67 -0.03 360 2,946 +14
Feb04 031222 11.63 11.64 11.55 11.55 -0.09 150 1,956 +97
Mar04 031222 11.65 11.65 11.58 11.58 -0.04 165 1,768 +76
Apr04 031222 11.75 11.75 11.70 11.70 -0.04 116 1,269 +31
Total Volume and Open Interest 1,661 18,949 +432
Cocoa(NYBOT)
Mar04 031222 1570 1596 1550 1551 -21 4,298 30,755 -786
May04 031222 1570 1590 1550 1552 -21 747 14,143 +220
Jul04 031222 1586 1586 1551 1553 -20 291 13,292 +78
Sep04 031222 1578 1591 1556 1556 -20 13 6,814 +1
Dec04 031222 1587 1604 1564 1564 -21 168 9,996 +55
Mar05 031222 1569 1569 1569 1569 -20 21 4,232 +1
May05 031222 1569 1569 1569 1569 -20 0 8,021 +70
Total Volume and Open Interest 5,538 94,920 -361
Coffee "C"(NYBOT)
Dec03 031217 61.50 61.50 61.15 61.15 +1.15 7 5 -8
Mar04 031222 64.30 64.70 63.75 64.10 -0.20 6,370 50,679 +60
May04 031222 66.40 66.55 65.80 66.05 -0.20 1,333 8,922 -31
Jul04 031222 68.25 68.40 67.65 67.85 -0.25 902 5,239 +41
Sep04 031222 70.25 70.25 69.55 69.65 -0.30 366 5,970 -111
Dec04 031222 72.85 72.85 72.10 72.30 -0.35 116 3,801 +7
Total Volume and Open Interest 9,145 76,980 +17
Orange Juice(NYBOT)
Jan04 031222 66.00 67.00 65.75 66.70 +0.45 1,526 9,596 -741
Mar04 031222 69.40 70.10 68.75 70.00 +0.50 1,599 20,140 +682
May04 031222 72.05 72.45 71.80 72.45 +0.35 30 5,834 +16
Jul04 031222 74.60 74.90 74.60 74.70 +0.10 21 616 +9
Sep04 031222 76.95 76.95 76.95 76.95 -0.55 4 458 +4
Total Volume and Open Interest 3,193 36,970 -30
Sugar #11(NYBOT)
Mar04 031222 6.05 6.07 5.89 5.92 -0.18 45,751 115,493 -1,700
May04 031222 6.05 6.08 6.00 6.01 -0.11 6,447 27,133 -1,202
Jul04 031222 6.02 6.05 5.98 6.00 -0.07 5,752 32,458 -1,346
Oct04 031222 6.13 6.16 6.10 6.12 -0.04 2,747 19,660 -324
Mar05 031222 6.30 6.33 6.30 6.30 -0.02 804 8,232 +76
Total Volume and Open Interest 62,149 210,262 -4,228
London Cocoa(LCE)
Dec03 031212 960 970 950 950 +6 2,456 1,687 -1,978
Mar04 031222 922 934 910 914 -10 2,615 53,977 -52
May04 031222 946 957 935 938 -10 528 18,685 +127
Jul04 031222 966 980 961 961 -8 493 22,602 +257
Sep04 031222 980 989 970 973 -8 101 20,871 +27
Dec04 031222 985 993 967 971 -9 419 40,587 +191
Mar05 031222 976 977 970 973 -8 181 19,006 +60
Total Volume and Open Interest 4,351 176,938 +618
London Coffee(LCE)
Jan04 031222 733.00 733.00 725.00 728.00 -3.00 2,659 33,321 -1,789
Mar04 031222 722.00 726.00 720.00 722.00 -2.00 2,807 50,768 +549
May04 031222 739.00 739.00 734.00 735.00 -2.00 142 25,633 +36
Jul04 031222 752.00 752.00 748.00 748.00 -3.00 170 13,583 -96
Sep04 031222 761.00 761.00 761.00 761.00 -3.00 173 12,967 -171
Nov04 031222 774.00 774.00 774.00 774.00 -3.00 81 6,919 -21
Total Volume and Open Interest 6,190 145,170 -1,413
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031222 188.50 189.00 186.00 186.80 -1.70 3,776 18,175 -177
May04 031222 186.90 188.00 185.50 185.70 -1.70 487 7,982 +79
Aug04 031222 185.00 185.00 183.00 183.40 -1.00 662 7,724 -225
Oct04 031222 183.00 185.00 183.00 183.40 +0.40 112 4,231 -5
Total Volume and Open Interest 5,117 40,502 -317
Cotton(NYBOT)
Mar04 031222 71.10 71.25 70.25 70.58 -0.71 8,303 55,047 -32
May04 031222 72.00 72.15 71.41 71.75 -0.57 1,288 12,326 -433
Jul04 031222 72.75 72.75 72.15 72.40 -0.60 239 5,778 +57
Oct04 031222 65.05 65.05 65.05 65.05 -0.40 0 338 +0
Dec04 031222 65.70 65.70 65.20 65.35 -0.50 152 4,265 -7
Mar05 031222 67.50 67.50 67.50 67.50 -0.50 0 702 +0
Total Volume and Open Interest 9,982 78,856 -427
Lumber(CME)
Jan04 031222 293.6 301.6 293.6 301.5 +8.7 300 1,100 -27
Mar04 031222 306.1 314.8 306.1 314.5 +8.6 124 583 +35
May04 031222 313.5 319.4 313.5 317.7 +6.7 34 99 -6
Jul04 031222 319.9 321.7 319.9 321.0 +4.4 2 39 +0
Total Volume and Open Interest 460 1,827 +2
Crude Oil(NYM)
Feb04 031222 32.65 32.68 31.75 31.87 -1.15 82,647 188,341 -1,737
Mar04 031222 32.18 32.25 31.40 31.52 -1.03 18,724 69,559 -763
Apr04 031222 31.70 31.70 31.00 31.01 -0.95 6,330 41,649 +702
May04 031222 31.05 31.05 30.50 30.50 -0.87 2,512 23,070 +343
Jun04 031222 30.50 30.50 30.00 30.02 -0.79 5,870 35,474 -753
Jul04 031222 29.95 29.95 29.57 29.57 -0.70 2,910 23,682 +427
Aug04 031222 29.15 29.20 29.15 29.17 -0.63 958 13,906 +244
Sep04 031222 29.20 29.20 28.80 28.82 -0.56 910 19,465 +251
Oct04 031222 28.80 28.80 28.50 28.50 -0.53 516 14,388 +174
Nov04 031222 28.25 28.25 28.25 28.25 -0.49 323 11,585 +55
Dec04 031222 28.38 28.38 28.05 28.05 -0.48 4,635 39,631 +2,540
Jan05 031222 27.82 27.82 27.82 27.82 -0.44 1,425 13,765 +302
Feb05 031222 27.64 27.64 27.64 27.64 -0.40 344 4,629 +48
Mar05 031222 27.48 27.48 27.48 27.48 -0.35 0 4,424 +0
Apr05 031222 27.32 27.32 27.32 27.32 -0.30 0 2,591 +0
May05 031222 27.16 27.16 27.16 27.16 -0.26 40 1,713 +250
Total Volume and Open Interest 169,041 599,034 -19,173
Heating Oil(NYM)
Jan04 031222 92.70 92.80 89.30 89.41 -4.38 23,158 28,538 -7,972
Feb04 031222 93.50 93.50 90.00 90.15 -4.50 17,249 61,208 +4,328
Mar04 031222 90.00 90.40 88.00 88.20 -3.85 3,383 20,135 +82
Apr04 031222 85.40 85.40 83.60 83.60 -3.25 887 8,966 -58
May04 031222 81.00 81.00 79.75 79.75 -2.75 93 4,602 +22
Jun04 031222 79.20 79.20 77.05 77.05 -2.40 1,041 7,957 +0
Jul04 031222 77.65 77.65 75.75 75.75 -2.10 163 4,514 +99
Aug04 031222 77.35 77.50 75.60 75.60 -1.90 96 2,656 +17
Sep04 031222 77.80 77.80 76.00 76.00 -1.80 75 2,016 +25
Oct04 031222 78.30 78.30 76.60 76.60 -1.70 0 1,028 +0
Nov04 031222 78.75 78.75 77.15 77.15 -1.60 87 1,372 +23
Dec04 031222 78.25 78.60 77.65 77.65 -1.50 791 6,222 +262
Total Volume and Open Interest 47,073 152,495 -3,190
Unleaded Gas(NYM)
Jan04 031222 89.80 89.80 86.90 87.17 -3.52 21,601 24,978 -5,459
Feb04 031222 90.80 91.00 88.10 88.22 -3.75 22,572 59,592 +7,717
Mar04 031222 91.10 91.10 88.90 88.92 -3.60 2,580 10,439 +712
Apr04 031222 97.20 97.40 95.10 95.12 -3.40 2,662 11,353 +206
May04 031222 97.00 97.00 94.57 94.57 -3.15 1,305 7,838 +79
Jun04 031222 93.80 93.80 92.92 92.92 -2.95 460 4,286 +250
Jul04 031222 90.72 90.72 90.72 90.72 -2.70 150 536 -50
Aug04 031222 88.02 88.02 88.02 88.02 -2.45 0 896 +0
Sep04 031222 85.50 85.50 84.77 84.77 -2.25 269 1,743 +175
Oct04 031222 80.37 80.37 80.37 80.37 -2.15 0 562 +0
Nov04 031222 78.17 78.17 78.17 78.17 -2.05 0 450 +0
Dec04 031222 77.07 77.07 77.07 77.07 -1.95 0 150 +0
Total Volume and Open Interest 51,599 122,823 +3,630
Natural Gas(NYM)
Jan04 031222 6.660 6.730 6.300 6.324 -0.658 22,775 39,927 -6,678
Feb04 031222 6.760 6.800 6.360 6.388 -0.635 13,452 52,359 +1,419
Mar04 031222 6.290 6.340 6.030 6.033 -0.490 3,974 32,647 +147
Apr04 031222 5.230 5.250 5.130 5.158 -0.195 1,929 21,590 -112
May04 031222 5.040 5.050 4.945 4.955 -0.148 1,996 22,234 +389
Jun04 031222 5.020 5.020 4.930 4.950 -0.128 991 14,688 -15
Jul04 031222 5.030 5.030 4.950 4.965 -0.123 497 13,149 +171
Aug04 031222 5.020 5.030 4.950 4.995 -0.108 512 12,269 +153
Sep04 031222 5.030 5.030 4.950 4.990 -0.103 605 12,876 +6
Oct04 031222 5.000 5.030 4.970 5.005 -0.103 714 12,497 -69
Nov04 031222 5.220 5.230 5.170 5.200 -0.098 275 9,234 +135
Dec04 031222 5.450 5.450 5.350 5.390 -0.088 946 13,658 +19
Jan05 031222 5.575 5.575 5.490 5.535 -0.073 282 10,363 +80
Feb05 031222 5.490 5.495 5.420 5.495 -0.063 280 7,438 +197
Mar05 031222 5.280 5.280 5.280 5.280 -0.063 33 7,365 +7
Apr05 031222 4.700 4.710 4.695 4.695 -0.063 188 9,144 +59
Total Volume and Open Interest 52,412 354,208 -3,767
Brent Crude Oil(IPE)
Feb04 031222 29.97 29.97 28.90 28.99 -1.06 30,523 102,057 -3,581
Mar04 031222 29.57 29.85 28.72 28.78 -1.00 8,356 60,639 -394
Apr04 031222 29.26 29.27 28.53 28.53 -0.95 2,009 20,445 -584
May04 031222 28.93 28.93 28.20 28.29 -0.89 556 10,684 -26
Jun04 031222 28.60 28.67 27.96 28.05 -0.85 1,985 27,844 +72
Jul04 031222 28.31 28.31 27.81 27.81 -0.77 575 10,814 -25
Aug04 031222 28.00 28.00 27.54 27.54 -0.70 22 8,324 +0
Sep04 031222 27.71 27.71 27.27 27.27 -0.64 495 8,222 +544
Oct04 031222 27.21 27.21 27.01 27.01 -0.59 37 4,246 +27
Nov04 031222 26.78 26.78 26.78 26.78 -0.59 175 4,772 +175
Dec04 031222 26.95 27.05 26.65 26.65 -0.52 1,775 26,200 -1,094
Jan05 031222 26.57 26.57 26.45 26.45 -0.46 0 732 +0
Total Volume and Open Interest 47,563 317,760 -4,186
Gas Oil(IPE)
Jan04 031222 274.00 274.00 263.50 265.50 -10.75 12,126 46,197 -1,663
Feb04 031222 270.50 270.50 261.25 262.00 -10.25 5,303 32,754 +540
Mar04 031222 259.75 259.75 255.50 255.50 -9.00 695 9,480 +422
Apr04 031222 251.00 251.00 248.00 248.00 -8.50 1 7,469 +0
May04 031222 245.25 245.25 241.00 241.00 -7.50 0 5,264 +0
Jun04 031222 241.00 241.00 236.00 236.00 -6.50 401 11,247 +9
Jul04 031222 237.00 237.00 235.25 235.25 -5.75 50 4,243 +50
Aug04 031222 234.75 234.75 234.75 234.75 -5.25 0 2,440 +0
Sep04 031222 234.50 234.50 234.50 234.50 -4.75 0 3,707 +0
Oct04 031222 234.75 234.75 234.00 234.00 -4.50 0 3,643 +0
Total Volume and Open Interest 18,576 152,273 -642
US Dollar Index(NYBOT)
Mar04 031222 88.54 88.60 88.15 88.39 -0.14 674 19,466 +168
Jun04 031222 88.62 88.82 88.62 88.82 -0.14 0 2,021 +0
Sep04 031222 89.26 89.26 89.26 89.26 -0.14 0 2 +0
Total Volume and Open Interest 674 21,489 +168
Australian Dollar(CME)
Mar04 031222 72.80 72.90 72.56 72.58 -0.33 1,449 57,087 +235
Jun04 031222 72.00 72.00 71.79 71.79 -0.33 1 380 +2
Sep04 031222 71.20 71.20 70.95 71.00 -0.33 0 77 +1
Total Volume and Open Interest 1,450 57,583 +238
British Pound(CME)
Mar04 031222 175.19 175.32 174.85 175.20 -0.32 2,039 57,695 +76
Jun04 031222 173.84 173.84 173.84 173.84 -0.32 4 19 +0
Sep04 031222 172.48 172.48 172.48 172.48 -0.32 2 10 +2
Total Volume and Open Interest 2,045 57,726 +78
Canadian Dollar(CME)
Mar04 031222 74.69 74.93 74.55 74.79 +0.31 8,474 59,109 -421
Jun04 031222 74.50 74.65 74.32 74.55 +0.31 445 2,310 +435
Sep04 031222 74.45 74.45 74.30 74.33 +0.31 55 1,388 +50
Dec04 031222 74.10 74.11 74.10 74.11 +0.31 39 677 +32
Total Volume and Open Interest 9,013 63,526 +96
Japanese Yen(CME)
Mar04 031222 93.31 93.45 93.23 93.24 +0.19 3,681 128,334 -3,138
Jun04 031222 93.64 93.64 93.53 93.53 +0.19 0 393 +0
Sep04 031222 93.89 93.89 93.89 93.89 +0.19 0 48 +0
Total Volume and Open Interest 3,681 128,781 -3,138
Swiss Franc(CME)
Mar04 031222 80.08 80.16 79.64 79.73 -0.13 2,004 44,287 -321
Jun04 031222 79.89 79.89 79.89 79.89 -0.13 0 185 +0
Sep04 031222 80.06 80.06 80.06 80.06 -0.13 0 2 +0
Total Volume and Open Interest 2,005 44,573 -320
EuroFX(CME)
Mar04 031222 124.07 124.13 123.70 123.79 +0.21 8,004 118,044 -939
Jun04 031222 123.75 123.75 123.48 123.49 +0.21 203 576 +70
Sep04 031222 123.21 123.21 123.21 123.21 +0.21 25 99 +25
Total Volume and Open Interest 8,232 118,887 -844
Mexican Peso(CME)
Dec03 031215 8880.0 8887.0 8865.0 8865.0 -12.0 436 15,054 -747
Mar04 031222 8805.0 8805.0 8702.0 8740.0 -52.0 2,592 28,140 -690
Total Volume and Open Interest 2,597 28,864 -685
30-Year T-Bonds(CBOT)
Dec03 031219 112~09 112~14 111~23 111~28 -0~13 14,409 32,848 -13,510
Mar04 031222 111~03 111~11 110~08 110~17 -0~09 170,500 409,996 -5,931
Jun04 031222 109~13 109~28 108~27 109~04 -0~09 125 10,017 +21
Total Volume and Open Interest 187,395 443,157 -16,033
Municipal Bonds(CBOT)
Dec03 031222 104~09 104~13 104~06 104~12 unch 62 460 -37
Mar04 031222 103~11 103~11 102~26 103~00 -0~03 198 1,949 +42
Total Volume and Open Interest 260 2,409 +5
10-Year T-Notes(CBOT)
Dec03 031219 114~000 114~080 113~260 114~010 -0~045 16,840 14,778 -10,557
Mar04 031222 113~015 113~070 112~150 112~235 -0~060 370,370 930,980 -1,954
Total Volume and Open Interest 372,613 943,656 -4,316
5-Year T-Notes(CBOT)
Dec03 031219 112~240 112~300 112~225 112~295 +0~015 349 0 +0
Mar04 031222 111~315 112~020 111~165 111~235 -0~035 179,493 0 +0
Jun04 031222 110~135 110~135 110~135 110~135 -0~035 2 22 +0
Total Volume and Open Interest 182,401 22 +0
2 Year T-Notes(CBOT)
Dec03 031222 107~080 107~080 107~080 107~080 -0~005 52 11,589 -71
Mar04 031222 107~008 107~009 106~116 106~126 -0~006 4,692 148,521 +1,960
Total Volume and Open Interest 4,744 160,110 +1,889
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 031222 98.765 98.775 98.755 98.760 unch 94,319 814,192 +14,648
Jun04 031222 98.560 98.570 98.525 98.535 -0.005 83,097 693,841 -2,002
Sep04 031222 98.235 98.245 98.185 98.205 unch 116,242 577,502 -9,094
Dec04 031222 97.835 97.850 97.775 97.795 -0.005 119,457 489,781 -1,938
Mar05 031222 97.435 97.450 97.375 97.400 -0.005 70,461 335,510 +4,728
Jun05 031222 97.030 97.040 96.945 96.990 -0.010 32,969 279,384 -2,391
Sep05 031222 96.680 96.685 96.585 96.625 -0.020 30,284 213,817 +826
Dec05 031222 96.400 96.400 96.295 96.335 -0.030 23,469 172,425 +751
Mar06 031222 96.175 96.175 96.090 96.115 -0.030 12,325 141,436 -2,103
Jun06 031222 95.975 95.975 95.880 95.900 -0.035 10,134 125,291 +1,114
Sep06 031222 95.760 95.770 95.690 95.710 -0.040 10,021 102,547 +872
Dec06 031222 95.575 95.575 95.485 95.510 -0.040 10,700 101,032 +2,092
Total Volume and Open Interest 658,442 4,665,565 +13,167
3-Mth Euro-Yen(CME)
Dec03 031215 99.93 99.93 99.93 99.93 unch 1,023 7,930 -53
Mar04 031222 99.90 99.90 99.90 99.90 unch 70 12,568 -144
Jun04 031222 99.90 99.90 99.90 99.90 unch 0 12,932 +0
Sep04 031222 99.87 99.87 99.87 99.87 unch 2 11,800 -311
Dec04 031222 99.82 99.82 99.82 99.82 unch 90 3,706 -45
Mar05 031222 99.72 99.72 99.72 99.72 unch 301 3,166 +230
Jun05 031222 99.63 99.63 99.63 99.63 -0.01 0 1,490 +0
Sep05 031222 99.50 99.50 99.50 99.50 unch 0 2,012 +0
Dec05 031222 99.37 99.37 99.37 99.37 unch 0 69 +0
Mar06 031222 99.20 99.20 99.20 99.20 unch 0 287 +0
Total Volume and Open Interest 463 49,334 -270
3-Mth Euro-Yen(SIMEX)
Mar04 031222 99.91 99.91 99.90 99.91 +0.01 486 61,473 -151
Jun04 031222 99.90 99.91 99.90 99.91 +0.01 3,318 69,220 -82
Sep04 031222 99.87 99.87 99.87 99.87 unch 477 42,693 -682
Dec04 031222 99.82 99.82 99.82 99.82 unch 2,320 34,893 -131
Mar05 031222 99.72 99.72 99.71 99.71 -0.01 1,625 19,813 +531
Jun05 031222 99.62 99.62 99.62 99.62 -0.01 1,262 15,423 +374
Sep05 031222 99.51 99.51 99.51 99.51 -0.01 251 13,307 +31
Dec05 031222 99.40 99.40 99.40 99.40 -0.01 0 3,097 +0
Total Volume and Open Interest 9,739 272,705 -110
German Euro-Bund(EUREX)
Mar04 031222 113.47 113.52 113.21 113.29 +0.13 306,362 830,812 -1,394
Jun04 031222 112.35 112.44 112.35 112.36 +0.17 2,584 2,722 +23
Sep04 031222 112.19 112.19 112.19 112.19 +0.13      
Total Volume and Open Interest 308,946 833,534 -1,371
German Euro-Bobl(EUREX)
Mar04 031222 110.68 110.69 110.53 110.61 +0.09 245,315 675,644 +9,166
Jun04 031222 109.80 109.91 109.80 109.91 +0.05 358 690 +0
Sep04 031222 109.38 109.38 109.38 109.38 +0.09      
Total Volume and Open Interest 245,673 676,334 +9,166
Long Gilt(LIFFE)
Dec03 031222 117~04 117~05 116~24 116~29 +0~05 420 12,971 -400
Mar04 031222 108~28 108~28 108~11 108~17 +0~04 19,929 167,313 +249
Total Volume and Open Interest 20,349 180,284 -151
3-Mth Short Sterling(LIFFE)
Mar04 031222 95.80 95.80 95.78 95.79 +0.01 17,147 176,515 +1,440
Jun04 031222 95.63 95.64 95.60 95.63 +0.03 21,883 185,260 -1,339
Sep04 031222 95.44 95.44 95.40 95.43 +0.02 13,092 123,502 +723
Total Volume and Open Interest 74,536 878,141 +2,535
3-Mth Euribor(LIFFE)
Mar04 031222 97.845 97.845 97.830 97.840 +0.015 48,605 469,972 +4,157
Jun04 031222 97.700 97.710 97.680 97.690 +0.020 36,613 402,976 -2,979
Sep04 031222 97.500 97.515 97.475 97.490 +0.030 56,845 334,950 +3,465
Total Volume and Open Interest 223,408 2,180,885 -6,367
3-Mth Aus T-Bills(SFE)
Mar04 031222 94.49 94.49 94.46 94.47 -0.01 10,680 172,543 -10,369
Jun04 031222 94.40 94.41 94.38 94.39 +0.01 4,391 89,891 -4,838
Sep04 031222 94.30 94.30 94.28 94.29 +0.01 2,498 39,371 -347
Dec04 031222 94.20 94.21 94.20 94.21 +0.02 964 24,609 -179
Mar05 031222 94.12 94.12 94.12 94.12 +0.01 1,034 17,414 -2
Jun05 031222 94.04 94.05 94.04 94.05 +0.03 532 12,703 -88
Sep05 031222 93.98 94.00 93.98 94.00 +0.04 255 5,971 -322
Dec05 031222 93.93 93.95 93.93 93.95 +0.03 500 2,539 -150
Mar06 031222 93.89 93.90 93.89 93.90 +0.02 0 770 +0
Jun06 031222 93.85 93.85 93.85 93.85 +0.02 6 788 +0
Total Volume and Open Interest 20,860 367,005 -16,295
10-Year Aus T-Bonds(SFE)
Mar04 031222 94.34 94.35 94.32 94.35 +0.03 3,857 146,687 -16,610
Jun04 031222 94.35 94.35 94.35 94.35 +0.03      
Total Volume and Open Interest 13,513 163,297 +4,040
3-Year Aus T-Bonds(SFE)
Mar04 031222 94.42 94.42 94.39 94.41 +0.02 40,175 327,840 +872
Jun04 031222 94.41 94.41 94.41 94.41 +0.02      
Total Volume and Open Interest 40,175 327,840 +872
Gold(CMX)
Dec03 031222 411.5 411.5 410.0 410.6 +1.4 94 555 -51
Feb04 031222 411.8 412.3 410.3 411.3 +1.4 28,659 193,749 -2,818
Apr04 031222 413.0 413.0 411.5 412.3 +1.4 646 14,942 +72
Jun04 031222 414.0 414.3 412.5 413.2 +1.4 251 17,288 -41
Aug04 031222 414.2 414.2 414.2 414.2 +1.4 661 6,819 -334
Oct04 031222 415.1 415.1 415.1 415.1 +1.4 0 873 +0
Total Volume and Open Interest 30,439 276,242 -3,131
Silver(CMX)
Dec03 031222 572.0 572.0 570.9 570.9 -1.3 51 240 -2
Mar04 031222 575.0 575.0 569.5 572.5 -1.3 8,008 83,405 -106
May04 031222 577.0 577.0 570.5 573.4 -1.3 639 3,625 +164
Jul04 031222 576.0 576.0 574.0 574.5 -1.3 84 3,137 -8
Sep04 031222 574.0 575.4 574.0 575.4 -1.3 0 640 +0
Total Volume and Open Interest 8,956 103,409 +83
Platinum(NYM)
Jan04 031222 812.5 813.0 785.0 798.2 -23.3 1,884 4,345 -658
Apr04 031222 806.0 806.0 781.0 789.7 -24.3 1,529 5,284 +657
Total Volume and Open Interest 3,413 9,633 -1
Palladium(NYME)
Dec03 031222 202.25 202.25 202.25 202.25 +3.50 0 86 -1
Mar04 031222 198.80 203.90 196.50 203.25 +3.50 534 6,511 -1
Jun04 031222 204.50 204.50 203.75 203.75 +3.50 24 472 +5
Total Volume and Open Interest 558 7,069 +3
Copper(CMX)
Dec03 031222 101.50 101.50 100.90 100.90 -1.70 589 1,786 -462
Mar04 031222 101.50 101.60 100.65 100.65 -1.75 4,991 70,545 +96
May04 031222 101.25 101.25 100.40 100.40 -1.65 149 4,067 +37
Jul04 031222 100.70 100.90 99.90 99.90 -1.65 38 3,318 -8
Sep04 031222 100.00 100.00 99.45 99.45 -1.65 19 1,589 +6
Total Volume and Open Interest 6,046 92,536 -383
DJIA Index(CBOT)
Dec03 031218 10165 10260 10148 10253 +96 3,181 28,027 +2,540
Mar04 031222 10223 10330 10221 10326 +89 9,823 31,765 -276
Jun04 031222 10245 10306 10238 10306 +90 202 260 +252
Sep04 031222 10286 10286 10286 10286 +90 0 2 +0
Total Volume and Open Interest 10,025 32,031 -19,289
S & P 500(CME)
Mar04 031222 1084.70 1093.00 1084.50 1092.70 +7.30 46,774 588,545 +8,406
Jun04 031222 1091.70 1091.70 1091.70 1091.70 +7.40 319 10,626 -34
Sep04 031222 1091.10 1091.10 1091.10 1091.10 +7.40 187 1,842 +134
Dec04 031222 1091.20 1091.20 1091.20 1091.20 +7.70 10 78 +11
Total Volume and Open Interest 47,290 601,209 -103,326
S & P 500 E-Mini(Globex)
Mar04 031222 1082.50 1093.00 1080.50 1092.75 +7.25 539,361 332,758 -962
Jun04 031222 1086.25 1091.75 1086.25 1091.75 +7.50      
Total Volume and Open Interest 544,284 661,985  
NASDAQ 100(CME)
Mar04 031222 1426.00 1437.00 1422.00 1433.50 +5.00 11,787 66,992 -454
Jun04 031222 1435.50 1435.50 1435.50 1435.50 +5.00 1 49 +1
Sep04 031222 1437.50 1437.50 1437.50 1437.50 +5.00      
Total Volume and Open Interest 11,788 67,041  
NASDAQ 100 E-Mini(GLOBEX)
Mar04 031222 1422.5 1436.5 1417.0 1433.5 +5.0 229,282 127,538 -4,955
Jun04 031222 1435.5 1435.5 1435.5 1435.5 +5.0      
Total Volume and Open Interest 230,008 343,560  
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 031222 566.50 571.25 566.25 570.75 +4.50 662 15,611 +3
Jun04 031222 570.80 570.80 570.80 570.80 +4.50 0 1 +0
Sep04 031222 570.80 570.80 570.80 570.80 +4.50      
Total Volume and Open Interest 662 15,612 -5,567
Russell 2000(CME)
Mar04 031222 543.50 551.00 543.50 549.50 +5.75 2,060 22,002 -337
Jun04 031222 549.60 549.60 549.60 549.60 +5.75      
Sep04 031222 549.60 549.60 549.60 549.60 +5.75      
Total Volume and Open Interest 2,060 22,002 -6,950
Value Line(KCBT)
Mar04 031222 1501.00 1504.00 1500.75 1504.00 +8.00 6 29 +4
Total Volume and Open Interest 6 29 -18
Nikkei 225(CME)
Mar04 031222 10340 10400 10325 10400 +170 1,457 22,689 +324
Jun04 031222 10390 10390 10390 10390 +170 0 35 +0
Total Volume and Open Interest 1,459 22,733 +326
Nikkei 225(SIMEX)
Mar04 031222 10225 10390 10220 10315 +60 17,110 119,545 +1,226
Jun04 031222 10275 10275 10275 10275 +60 0 300 +0
Sep04 031222 10275 10275 10275 10275 +60      
Total Volume and Open Interest 17,110 119,845 +1,226
CAC 40(MATIF)
Dec03 031222 3491.0 3517.5 3477.5 3496.0 -8.5 69,663 585,253 +852
Jan04 031222 3490.0 3520.0 3485.0 3501.0 -10.0 5,450 26,590 +3,691
Feb04 031222 3506.0 3506.0 3506.0 3506.0 -10.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 031222 3887.0 3930.5 3887.0 3913.5 +13.5 85,090 254,888 +7,998
Jun04 031222 3912.0 3951.0 3912.0 3935.0 +13.5 4,195 7,693 +728
Sep04 031222 3961.5 3966.0 3957.0 3957.0        
FT-SE 100(LIFFE)
Mar04 031222 4383.00 4424.50 4379.50 4406.50 -9.00 55,338 378,464 +15,125
Jun04 031222 4414.00 4414.00 4414.00 4414.00 -11.00 0 10,248 +0
Sep04 031222 4427.50 4427.50 4427.50 4427.50 -10.50 0 4,625 +0
Total Volume and Open Interest 77,244 520,014 +10,491
SPI 200(SFE)
Dec03 031218 3236.0 3259.0 3236.0 3255.0 +16.0 33,763 214,784 -23,048
Mar04 031222 3236.0 3270.0 3236.0 3258.0 +12.0 7,133 149,256 -4,902
Jun04 031222 3267.0 3279.0 3267.0 3270.0 +13.0 96 3,011 +9
Total Volume and Open Interest 7,229 154,129 -156,651
GSCI(CME)
Jan04 031222 265.50 265.60 259.40 259.60 -9.20 295 13,800 +201
Feb04 031222 255.50 255.50 255.50 255.50 -7.70 0 4 +0
Mar04 031222 250.00 250.00 250.00 250.00 -6.00      
Total Volume and Open Interest 295 13,804 +201
Reuters CRB Index(NYBOT)
Jan04 031222 259.50 259.50 256.55 256.55 -2.95 99 424 -47
Feb04 031222 254.50 254.50 254.00 254.00 -3.50 4 69 +1
Apr04 031222 255.00 255.00 253.50 253.50 -1.95 80 270 +52
Total Volume and Open Interest 183 769 +6
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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