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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 29, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031229 789.00 794.00 782.00 784.50 -7.50 19,946 32,978 -7,643
Mar04 031229 797.00 802.25 789.00 792.00 -8.00 52,091 106,020 +5,084
May04 031229 791.00 796.00 785.00 787.50 -5.50 7,220 54,649 -210
Jul04 031229 775.50 780.00 771.25 773.25 -4.75 5,304 28,208 -247
Aug04 031229 749.00 752.50 746.00 747.50 -1.50 382 5,842 +10
Sep04 031229 698.00 703.50 697.50 698.25 -0.25 74 2,423 +10
Nov04 031229 639.00 641.00 635.00 638.00 +1.00 3,370 16,996 +731
Total Volume and Open Interest 88,392 247,253 -2,262
Soybean Meal(CBOT)
Jan04 031229 245.70 246.30 241.00 242.90 -3.80 9,983 17,079 -1,487
Mar04 031229 248.50 249.50 243.50 245.90 -4.60 26,674 62,061 +4,587
May04 031229 248.00 248.00 243.00 244.80 -4.70 5,337 48,897 +1,342
Jul04 031229 242.00 242.90 238.50 240.20 -3.00 3,195 27,238 -393
Aug04 031229 233.50 234.00 230.00 231.00 -3.50 1,588 6,930 -144
Sep04 031229 222.00 222.00 217.80 219.80 -1.20 479 5,512 +367
Oct04 031229 197.00 197.00 195.00 195.80 -1.20 314 5,629 +79
Dec04 031229 193.50 193.50 191.00 192.90 -1.60 1,371 11,889 +186
Total Volume and Open Interest 48,961 186,159 +4,557
Soybean Oil(CBOT)
Jan04 031229 27.98 27.98 27.60 27.77 -0.07 2,829 15,454 -2,716
Mar04 031229 27.81 27.81 27.43 27.63 -0.07 10,580 70,935 +852
May04 031229 27.49 27.50 27.20 27.49 unch 2,813 45,327 +670
Jul04 031229 27.20 27.22 26.90 27.13 -0.09 1,858 36,216 -834
Aug04 031229 26.65 26.65 26.60 26.65 -0.05 38 3,930 -12
Sep04 031229 25.70 26.10 25.70 26.10 unch 10 3,515 -10
Oct04 031229 25.00 25.00 24.70 24.90 unch 181 3,332 +13
Dec04 031229 24.40 24.40 24.20 24.30 -0.10 920 9,710 +355
Total Volume and Open Interest 19,229 189,102 -1,682
Canola(WCE)
Jan04 031229 371.0 371.0 366.7 369.5 +6.5 1,002 6,943 +0
Mar04 031229 376.0 376.5 372.0 374.5 +6.4 3,428 24,546 +0
May04 031229 377.0 379.0 377.0 378.5 +7.4 138 6,317 +0
Jul04 031229 382.5 382.5 381.0 381.6 +7.0 25 4,890 +0
Sep04 031229 337.9 337.9 337.9 337.9 unch      
Total Volume and Open Interest 4,790 49,742 +0
Corn(CBOT)
Mar04 031229 241.00 244.00 239.50 242.75 +3.00 62,585 277,086 -5,908
May04 031229 245.00 247.75 243.50 246.50 +2.50 8,821 61,973 +2,931
Jul04 031229 248.00 250.50 246.50 248.75 +2.00 6,635 42,820 +1,140
Sep04 031229 247.50 249.50 247.00 247.50 +1.00 917 8,748 +312
Dec04 031229 247.50 250.00 247.00 247.75 +0.75 4,925 40,973 +817
Mar05 031229 252.50 254.00 252.00 252.25 +0.25 110 2,515 +26
Total Volume and Open Interest 84,027 435,498 -666
Wheat(CBOT)
Mar04 031229 363.50 370.50 363.00 364.00 -2.00 11,590 85,849 -947
May04 031229 366.00 372.00 365.50 366.25 -1.25 1,120 10,073 +247
Jul04 031229 353.50 358.00 353.50 354.75 +1.00 1,195 13,631 -182
Sep04 031229 359.50 362.00 359.00 359.00 +1.50 11 588 -9
Dec04 031229 370.00 370.00 370.00 370.00 +2.50 2 1,020 -2
Total Volume and Open Interest 13,919 111,219 -892
Wheat(KCBT)
Mar04 031229 376.00 378.00 372.00 373.25 -1.00 4,465 46,965 -525
May04 031229 369.75 373.50 369.75 371.00 +1.00 341 5,192 +157
Jul04 031229 358.50 361.00 357.00 357.75 +1.00 182 5,020 +46
Sep04 031229 361.50 362.00 361.50 362.00 +0.50 1 439 +0
Dec04 031229 373.00 373.00 373.00 373.00 -2.00 1 480 +0
Total Volume and Open Interest 4,990 58,098 -322
Wheat(MGE)
Mar04 031229 384.50 385.00 380.00 382.00 -1.75 1,196 23,478 -787
May04 031229 378.00 379.50 376.25 376.25 -2.00 219 4,040 -115
Jul04 031229 374.00 374.00 370.00 370.00 -1.00 11 1,038 -50
Sep04 031229 367.00 367.00 366.50 367.00 +1.25 13 892 -2
Dec04 031229 374.00 374.50 374.00 374.00 +1.00 1 239 +0
Total Volume and Open Interest 1,440 29,687 -954
Oats(CBOT)
Mar04 031229 143.75 146.00 142.00 145.25 +1.75 1,821 5,048 +192
May04 031229 146.00 148.00 146.00 148.00 +2.00 233 640 +111
Jul04 031229 150.00 150.00 150.00 150.00 +1.00 0 112 +0
Sep04 031229 146.00 146.00 146.00 146.00 unch 0 2 +0
Total Volume and Open Interest 2,054 5,813 +303
Rough Rice(CBOT)
Jan04 031229 8.56 8.56 8.46 8.52 -0.03 338 2,431 -408
Mar04 031229 8.76 8.76 8.64 8.72 -0.04 585 3,910 +196
May04 031229 8.88 8.88 8.86 8.86 -0.02 55 884 -48
Jul04 031229 8.91 8.91 8.91 8.91 -0.02 20 453 -1
Total Volume and Open Interest 998 7,709 -261
Live Cattle(CME)
Dec03 031229 82.850 82.850 82.850 82.850 -5.000 276 3,727 -268
Feb04 031229 81.175 81.175 81.175 81.175 -5.000 830 53,638 -160
Apr04 031229 73.725 74.500 73.725 73.725 -5.000 371 21,481 -106
Jun04 031229 70.000 70.900 66.500 69.925 -1.050 46 12,905 -28
Aug04 031229 68.000 70.500 68.000 69.750 -0.500 22 5,393 +7
Oct04 031229 69.500 73.250 69.500 72.750 -0.450 0 3,559 +0
Total Volume and Open Interest 1,546 104,263 -554
Feeder Cattle(CME)
Jan04 031229 85.725 85.725 85.725 85.725 -5.000 25 6,003 -3
Mar04 031229 80.900 83.000 80.900 80.900 -5.000 10 4,629 +1
Apr04 031229 79.800 83.500 79.800 80.125 -4.675 0 1,159 +0
May04 031229 80.750 84.000 80.750 81.150 -4.600 7 2,686 +0
Aug04 031229 82.900 87.000 82.900 83.650 -4.250 1 1,374 +0
Sep04 031229 81.950 86.000 81.950 83.300 -3.650 4 418 -1
Oct04 031229 81.950 86.000 81.950 83.250 -3.700 0 40 +0
Total Volume and Open Interest 47 16,325 -3
Lean Hogs(CME)
Feb04 031229 54.050 54.400 53.200 53.925 +0.725 3,138 26,607 +232
Apr04 031229 57.150 57.150 56.200 56.650 -0.200 1,388 8,584 +130
May04 031229 58.900 59.000 58.300 58.750 -0.350 166 1,012 -3
Jun04 031229 61.550 61.650 60.800 61.425 -0.350 630 3,805 +41
Jul04 031229 59.400 59.400 58.950 59.100 -0.500 134 1,113 -8
Aug04 031229 57.800 57.800 57.000 57.100 -0.450 51 835 +12
Oct04 031229 51.200 51.400 50.650 50.650 -0.550 71 508 +30
Dec04 031229 51.225 51.400 50.600 50.650 -0.575 24 167 -4
Total Volume and Open Interest 5,603 42,644 +431
Pork Bellies(CME)
Feb04 031229 88.400 88.400 86.100 87.075 +0.675 790 1,874 -39
Mar04 031229 88.825 89.050 85.750 85.750 -0.850 32 292 -6
May04 031229 89.200 89.200 87.600 87.600 -0.025 20 227 -9
Jul04 031229 89.700 89.700 89.700 89.700 unch 27 82 +12
Aug04 031229 89.750 89.750 89.750 89.750 unch 7 16 +4
Total Volume and Open Interest 876 2,491 -38
BFP Milk Class III(CME)
Dec03 031229 11.85 11.86 11.83 11.83 +0.04 9 0 -3,925
Jan04 031229 11.50 11.55 11.46 11.52 +0.04 239 0 -3,331
Feb04 031229 11.27 11.40 11.25 11.40 +0.17 146 0 -2,026
Mar04 031229 11.35 11.50 11.35 11.42 +0.10 53 0 -1,814
Apr04 031229 11.60 11.66 11.60 11.65 +0.09 66 0 -1,330
Total Volume and Open Interest 875    
Cocoa(NYBOT)
Mar04 031229 1540 1567 1532 1548 -11 2,277 30,575 +0
May04 031229 1542 1566 1538 1550 -12 2,187 12,042 +0
Jul04 031229 1540 1563 1540 1551 -11 155 13,401 +0
Sep04 031229 1541 1553 1541 1553 -12 65 6,807 +0
Dec04 031229 1558 1580 1558 1563 -12 78 7,909 +0
Mar05 031229 1567 1567 1567 1567 -12 0 4,162 +0
May05 031229 1570 1570 1570 1570 -9 50 8,031 +0
Total Volume and Open Interest 4,814 90,596 +0
Coffee "C"(NYBOT)
Mar04 031229 63.25 64.00 62.75 63.95 +0.70 4,002 50,530 +0
May04 031229 65.00 65.90 65.00 65.85 +0.70 284 8,996 +0
Jul04 031229 67.00 67.90 67.00 67.65 +0.70 133 5,216 +0
Sep04 031229 68.70 69.50 68.70 69.45 +0.75 118 6,014 +0
Dec04 031229 71.35 72.35 71.25 72.20 +0.95 57 3,819 +0
Mar05 031229 74.50 74.95 74.50 74.95 +1.00 10 2,206 +0
Total Volume and Open Interest 4,604 77,073 +0
Orange Juice(NYBOT)
Jan04 031229 63.60 63.75 61.80 62.10 -2.85 2,597 7,001 +0
Mar04 031229 67.30 67.40 65.25 65.60 -2.45 2,623 23,063 +0
May04 031229 70.00 70.00 68.05 68.50 -2.05 27 6,272 +0
Jul04 031229 72.50 72.50 70.75 70.75 -2.30 23 638 +0
Sep04 031229 75.00 75.00 73.30 73.30 -2.25 0 458 +0
Total Volume and Open Interest 5,270 37,758 +0
Sugar #11(NYBOT)
Mar04 031229 5.87 5.91 5.80 5.80 -0.11 25,469 106,326 +0
May04 031229 6.00 6.01 5.95 5.95 -0.07 4,485 26,780 +0
Jul04 031229 5.97 5.98 5.90 5.90 -0.09 2,723 31,612 +0
Oct04 031229 6.09 6.10 6.07 6.07 -0.05 1,210 19,662 +0
Mar05 031229 6.30 6.30 6.27 6.27 -0.02 694 8,045 +0
Total Volume and Open Interest 35,188 200,119 +0
London Cocoa(LCE)
Dec03 031212 960 970 950 950 +6 2,456 1,687 -1,978
Mar04 031229 907 908 893 900 -8 2,397 0 -53,918
May04 031229 926 932 918 924 -9 288 0 -14,908
Jul04 031229 947 951 940 947 -8 328 0 -22,876
Sep04 031229 963 970 957 964 -7 304 0 -21,012
Dec04 031229 958 966 952 957 -9 98 0 -37,892
Mar05 031229 959 968 955 961 -8 473 0 -20,282
Total Volume and Open Interest 3,889    
London Coffee(LCE)
Jan04 031229 721.00 721.00 709.00 719.00 -1.00 194 0 -32,364
Mar04 031229 708.00 713.00 704.00 712.00 +1.00 1,439 0 -51,924
May04 031229 722.00 726.00 719.00 726.00 +1.00 295 0 -26,027
Jul04 031229 736.00 740.00 733.00 740.00 +2.00 284 0 -13,719
Sep04 031229 750.00 754.00 749.00 754.00 +3.00 286 0 -12,971
Nov04 031229 765.00 767.00 763.00 767.00 +3.00 260 0 -6,919
Total Volume and Open Interest 2,765    
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031229 187.00 187.00 183.60 183.60 -3.20 312 0 -18,166
May04 031229 185.30 185.30 183.10 183.40 -2.90 118 0 -8,171
Aug04 031229 183.70 184.50 182.00 182.00 -1.80 22 0 -7,553
Oct04 031229 183.10 184.90 183.00 183.00 -0.80      
Total Volume and Open Interest 452    
Cotton(NYBOT)
Mar04 031229 72.20 74.04 72.05 73.97 +2.93 1,572 54,849 +0
May04 031229 73.40 75.09 73.10 74.95 +2.86 236 12,236 +0
Jul04 031229 73.95 75.95 73.80 75.65 +2.70 80 5,752 +0
Oct04 031229 66.00 67.51 66.00 67.51 +2.11 0 343 +0
Dec04 031229 66.10 68.20 66.10 68.00 +2.20 28 4,288 +0
Mar05 031229 69.25 70.05 69.25 70.05 +2.05 0 702 +0
Total Volume and Open Interest 1,917 78,570 +0
Lumber(CME)
Jan04 031229 302.0 304.3 298.0 298.5 -3.3 76 1,083 +21
Mar04 031229 318.4 318.4 310.9 313.3 -1.9 53 629 +2
May04 031229 321.8 321.9 315.0 316.3 -3.7 7 104 +2
Jul04 031229 321.1 321.1 321.1 321.1 +0.8 0 40 +0
Total Volume and Open Interest 136 1,861 +25
Crude Oil(NYM)
Feb04 031229 32.35 32.55 32.10 32.40 -0.46 59,363 179,419 +0
Mar04 031229 31.95 32.15 31.70 32.02 -0.40 25,914 69,470 +0
Apr04 031229 31.35 31.60 31.25 31.53 -0.35 8,024 41,481 +0
May04 031229 30.85 31.03 30.85 31.00 -0.33 2,571 23,714 +0
Jun04 031229 30.27 30.51 30.27 30.51 -0.32 4,409 34,608 +0
Jul04 031229 29.85 30.04 29.85 30.04 -0.32 1,211 23,503 +0
Aug04 031229 29.70 29.70 29.62 29.62 -0.32 1,350 13,473 +0
Sep04 031229 28.95 29.25 28.95 29.25 -0.32 1,989 20,712 +0
Oct04 031229 28.88 28.93 28.88 28.93 -0.32 1,041 14,898 +0
Nov04 031229 28.68 28.68 28.68 28.68 -0.30 480 11,757 +0
Dec04 031229 28.25 28.55 28.25 28.47 -0.29 2,541 40,770 +0
Jan05 031229 28.15 28.23 28.15 28.23 -0.28 304 13,872 +0
Feb05 031229 28.05 28.05 28.05 28.05 -0.26 245 4,392 +0
Mar05 031229 27.89 27.89 27.89 27.89 -0.24 0 4,324 +0
Apr05 031229 27.74 27.74 27.74 27.74 -0.23 165 2,556 +0
May05 031229 27.59 27.59 27.59 27.59 -0.22 0 1,713 +0
Total Volume and Open Interest 114,314 584,705 +0
Heating Oil(NYM)
Jan04 031229 89.80 90.50 89.10 90.13 -0.95 18,824 22,927 +0
Feb04 031229 90.50 91.40 90.00 90.81 -1.07 18,853 61,833 +0
Mar04 031229 89.00 89.65 88.70 89.41 -0.77 3,716 20,798 +0
Apr04 031229 85.00 85.75 85.00 85.36 -0.47 949 9,197 +0
May04 031229 80.80 81.71 80.80 81.71 -0.32 152 4,406 +0
Jun04 031229 78.60 79.06 78.60 79.06 -0.27 536 7,615 +0
Jul04 031229 78.60 78.60 77.76 77.76 -0.22 46 4,538 +0
Aug04 031229 77.61 77.61 77.61 77.61 -0.17 14 2,653 +0
Sep04 031229 78.10 78.10 78.01 78.01 -0.17 4 2,006 +0
Oct04 031229 78.61 78.61 78.61 78.61 -0.12 6 1,025 +0
Nov04 031229 79.25 79.25 79.16 79.16 -0.07 2 1,372 +0
Dec04 031229 78.75 79.66 78.75 79.66 -0.02 350 6,175 +0
Total Volume and Open Interest 43,453 147,843 +0
Unleaded Gas(NYM)
Jan04 031229 89.90 91.40 89.00 91.16 -0.27 19,907 16,413 +0
Feb04 031229 90.90 92.10 90.20 91.88 -0.61 16,154 59,454 +0
Mar04 031229 91.20 92.40 91.00 92.30 -0.69 2,225 9,940 +0
Apr04 031229 97.40 97.75 97.40 97.75 -0.74 1,720 12,400 +0
May04 031229 96.74 97.00 96.35 97.00 -0.74 232 8,111 +0
Jun04 031229 95.15 95.15 95.15 95.15 -0.74 385 4,538 +0
Jul04 031229 92.80 92.80 92.80 92.80 -0.74 10 601 +0
Aug04 031229 90.00 90.00 90.00 90.00 -0.74 0 896 +0
Sep04 031229 86.65 86.65 86.65 86.65 -0.74 45 1,830 +0
Oct04 031229 82.15 82.15 82.15 82.15 -0.74 0 562 +0
Nov04 031229 79.90 79.90 79.90 79.90 -0.74 0 450 +0
Dec04 031229 78.75 78.75 78.75 78.75 -0.74 0 150 +0
Total Volume and Open Interest 40,678 115,345 +0
Natural Gas(NYM)
Jan04 031229 6.020 6.230 5.960 6.150 -0.229 32,736 28,689 +0
Feb04 031229 6.085 6.280 6.051 6.243 -0.149 18,341 52,626 +0
Mar04 031229 5.820 6.000 5.810 5.993 -0.109 4,175 33,596 +0
Apr04 031229 5.130 5.258 5.130 5.258 +0.006 2,315 21,676 +0
May04 031229 4.970 5.088 4.970 5.088 +0.021 1,072 22,705 +0
Jun04 031229 4.970 5.083 4.970 5.083 +0.016 645 14,523 +0
Jul04 031229 4.990 5.110 4.990 5.108 +0.019 381 13,171 +0
Aug04 031229 5.020 5.133 5.020 5.133 +0.021 503 12,311 +0
Sep04 031229 5.010 5.108 5.010 5.108 +0.021 527 12,727 +0
Oct04 031229 5.020 5.123 5.020 5.123 +0.020 615 12,816 +0
Nov04 031229 5.200 5.303 5.200 5.303 +0.015 283 9,281 +0
Dec04 031229 5.380 5.478 5.380 5.478 +0.012 567 13,571 +0
Jan05 031229 5.460 5.608 5.460 5.608 -0.003 1,708 10,093 +0
Feb05 031229 5.540 5.563 5.540 5.563 unch 656 7,679 +0
Mar05 031229 5.340 5.355 5.340 5.353 unch 124 7,358 +0
Apr05 031229 4.768 4.768 4.768 4.768 unch 4 9,125 +0
Total Volume and Open Interest 64,816 344,627 +0
Brent Crude Oil(IPE)
Feb04 031229 29.30 29.53 29.15 29.31 +0.25 12,513 0 -86,015
Mar04 031229 29.02 29.25 28.90 29.06 +0.25 2,703 0 -64,168
Apr04 031229 28.79 28.95 28.62 28.78 +0.25 411 0 -21,882
May04 031229 28.52 28.64 28.45 28.52 +0.24 28 0 -10,415
Jun04 031229 28.30 28.48 28.20 28.27 +0.24 532 0 -27,524
Jul04 031229 28.11 28.11 28.00 28.00 +0.22      
Aug04 031229 27.84 27.85 27.74 27.74 +0.21      
Sep04 031229 27.59 27.60 27.47 27.47 +0.18      
Oct04 031229 27.19 27.33 27.19 27.21 +0.16      
Nov04 031229 26.97 26.99 26.97 26.99 +0.16      
Dec04 031229 26.80 26.95 26.80 26.82 +0.14 790 0 -25,178
Jan05 031229 26.59 26.59 26.59 26.59 +0.12      
Total Volume and Open Interest 17,277    
Gas Oil(IPE)
Jan04 031229 265.50 268.00 262.50 267.50 +2.75 4,341 0 -42,756
Feb04 031229 261.75 263.50 258.75 262.50 +1.50 1,923 0 -34,121
Mar04 031229 256.75 256.75 254.00 256.00 +1.75 91 0 -9,709
Apr04 031229 249.25 249.25 249.25 249.25 +2.25      
May04 031229 242.75 242.75 242.75 242.75 +2.25      
Jun04 031229 237.00 238.25 237.00 238.25 +2.25 100 0 -10,485
Jul04 031229 237.75 237.75 237.75 237.75 +2.25      
Aug04 031229 237.50 237.50 237.50 237.50 +2.50      
Sep04 031229 237.25 237.25 237.25 237.25 +2.75      
Oct04 031229 237.00 237.00 237.00 237.00 +2.75      
Total Volume and Open Interest 6,555    
US Dollar Index(NYBOT)
Mar04 031229 88.07 88.08 87.57 87.74 -0.19 941 23,890 +772
Jun04 031229 88.42 88.42 88.10 88.16 -0.19 3 2,026 +3
Sep04 031229 88.60 88.60 88.60 88.60 -0.17 0 2 +0
Total Volume and Open Interest 944 25,918 +775
Australian Dollar(CME)
Mar04 031229 73.75 73.80 73.51 73.67 +0.22 731 57,929 -45
Jun04 031229 72.75 72.88 72.75 72.88 +0.22 0 392 +0
Sep04 031229 72.09 72.09 72.09 72.09 +0.22 0 73 +0
Total Volume and Open Interest 731 58,428 -45
British Pound(CME)
Mar04 031229 176.64 176.68 175.99 176.26 +0.16 702 57,800 +240
Jun04 031229 174.90 174.90 174.90 174.90 +0.16 1 24 +2
Sep04 031229 173.54 173.54 173.54 173.54 +0.16 0 10 +0
Total Volume and Open Interest 703 57,836 +242
Canadian Dollar(CME)
Mar04 031229 76.36 76.37 75.94 76.04 -0.18 6,898 56,280 -429
Jun04 031229 76.10 76.10 75.70 75.80 -0.18 17 2,392 +5
Sep04 031229 75.50 75.60 75.50 75.58 -0.18 8 1,385 -3
Dec04 031229 75.55 75.55 75.25 75.36 -0.18 1 667 -1
Total Volume and Open Interest 6,924 60,783 -428
Japanese Yen(CME)
Mar04 031229 93.72 93.77 93.67 93.72 +0.16 4,352 134,924 +1,910
Jun04 031229 94.00 94.01 94.00 94.01 +0.16 13 7,413 +4
Sep04 031229 94.37 94.37 94.37 94.37 +0.16 0 48 +0
Total Volume and Open Interest 4,365 142,391 +1,914
Swiss Franc(CME)
Mar04 031229 80.37 80.41 80.13 80.21 +0.25 935 49,265 +259
Jun04 031229 80.37 80.37 80.37 80.37 +0.25 0 188 +0
Sep04 031229 80.54 80.54 80.54 80.54 +0.25 0 2 +0
Total Volume and Open Interest 935 49,554 +259
EuroFX(CME)
Mar04 031229 124.77 124.80 124.50 124.64 +0.56 1,817 116,354 -669
Jun04 031229 124.43 124.43 124.28 124.34 +0.56 6 606 +5
Sep04 031229 124.04 124.06 124.00 124.06 +0.56 0 100 +0
Total Volume and Open Interest 1,823 117,228 -664
Mexican Peso(CME)
Dec03 031215 8880.0 8887.0 8865.0 8865.0 -12.0 436 15,054 -747
Mar04 031229 8795.0 8830.0 8785.0 8817.0 unch 3,138 29,136 -1,039
Total Volume and Open Interest 3,138 29,870 -1,035
30-Year T-Bonds(CBOT)
Mar04 031229 110~26 110~29 109~20 109~27 -1~02 25,538 428,191 -780
Jun04 031229 109~03 109~05 108~11 108~13 -1~03 99 10,149 -26
Sep04 031229 107~02 107~02 107~02 107~02 -1~03 0 233 +0
Total Volume and Open Interest 25,640 438,763 -806
Municipal Bonds(CBOT)
Mar04 031229 103~04 103~06 102~21 102~22 -0~20 113 1,960 +7
Total Volume and Open Interest 113 1,960 +7
10-Year T-Notes(CBOT)
Mar04 031229 112~290 112~300 112~075 112~115 -0~205 56,060 937,411 +2,392
Jun04 031229 111~000 111~000 110~275 110~275 -0~205 0 281 +0
Total Volume and Open Interest 56,060 937,692 +2,392
5-Year T-Notes(CBOT)
Mar04 031229 111~280 111~285 111~185 111~205 -0~105 16,885 0 +0
Jun04 031229 110~075 110~075 110~075 110~075 -0~105 0 25 +0
Total Volume and Open Interest 16,885 25 +0
2 Year T-Notes(CBOT)
Mar04 031229 107~009 107~010 106~125 107~001 -0~012 2,028 157,702 +4,538
Total Volume and Open Interest 2,382 168,039 +4,538
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 031229 98.775 98.780 98.770 98.775 unch 12,627 803,965 -5,431
Jun04 031229 98.585 98.595 98.565 98.570 -0.030 20,725 705,362 +1,502
Sep04 031229 98.270 98.280 98.240 98.245 -0.040 18,935 581,026 +2,659
Dec04 031229 97.870 97.885 97.840 97.845 -0.045 22,218 488,146 -1,997
Mar05 031229 97.455 97.470 97.425 97.430 -0.050 11,477 349,492 +1,704
Jun05 031229 97.035 97.045 96.995 97.000 -0.050 5,071 278,740 -968
Sep05 031229 96.665 96.675 96.610 96.615 -0.055 4,869 215,696 -549
Dec05 031229 96.355 96.355 96.305 96.310 -0.060 2,203 174,185 +305
Mar06 031229 96.115 96.115 96.085 96.085 -0.055 1,657 142,096 +250
Jun06 031229 95.900 95.900 95.855 95.855 -0.060 610 124,764 +8
Sep06 031229 95.680 95.680 95.650 95.650 -0.060 1,508 103,692 +903
Dec06 031229 95.465 95.465 95.440 95.440 -0.070 662 101,366 -418
Total Volume and Open Interest 110,169 4,692,994 +91
3-Mth Euro-Yen(CME)
Dec03 031215 99.93 99.93 99.93 99.93 unch 1,023 7,930 -53
Mar04 031229 99.91 99.91 99.90 99.90 unch 0 12,342 +0
Jun04 031229 99.90 99.90 99.90 99.90 unch 0 12,430 +0
Sep04 031229 99.86 99.87 99.86 99.87 unch 27 11,850 +12
Dec04 031229 99.82 99.82 99.82 99.82 unch 0 3,710 +0
Mar05 031229 99.71 99.71 99.70 99.71 -0.03 1 3,143 +1
Jun05 031229 99.61 99.61 99.61 99.61 -0.02 5 837 -153
Sep05 031229 99.48 99.48 99.47 99.47 -0.03 0 2,022 +0
Dec05 031229 99.35 99.35 99.35 99.35 -0.04 5 74 +5
Mar06 031229 99.20 99.20 99.20 99.20 unch 0 287 +0
Total Volume and Open Interest 38 48,019 -125
3-Mth Euro-Yen(SIMEX)
Mar04 031229 99.91 99.91 99.90 99.90 -0.01 0 61,664 +0
Jun04 031229 99.90 99.90 99.90 99.90 -0.01 238 69,665 +229
Sep04 031229 99.87 99.87 99.86 99.86 -0.01 257 42,732 +215
Dec04 031229 99.83 99.83 99.82 99.82 unch 211 34,381 +143
Mar05 031229 99.71 99.71 99.71 99.71 unch 0 19,709 +0
Jun05 031229 99.63 99.63 99.62 99.62 -0.01 0 14,880 +0
Sep05 031229 99.50 99.50 99.50 99.50 -0.01 0 13,317 +0
Dec05 031229 99.40 99.40 99.40 99.40 -0.02 0 3,098 +0
Total Volume and Open Interest 716 272,252 +597
German Euro-Bund(EUREX)
Mar04 031229 113.70 113.71 113.27 113.31 -0.11 187,861 0 -805,010
Jun04 031229 112.68 112.68 112.37 112.37 -0.13 77 0 -2,722
Sep04 031229 112.16 112.16 112.16 112.16 -0.16      
Total Volume and Open Interest 187,938    
German Euro-Bobl(EUREX)
Mar04 031229 110.80 110.84 110.57 110.64 +0.01 106,969 0 -668,003
Jun04 031229 109.89 109.89 109.89 109.89 +0.01 401 0 -691
Sep04 031229 109.41 109.41 109.41 109.41 +0.01      
Total Volume and Open Interest 107,370    
Long Gilt(LIFFE)
Dec03 031229 117~04 117~04 117~02 117~02 +0~03 904 0 -12,012
Mar04 031229 108~25 108~30 108~14 108~18 -0~02 2,106 0 -159,981
Total Volume and Open Interest 3,010    
3-Mth Short Sterling(LIFFE)
Mar04 031229 95.82 95.82 95.79 95.80 +0.01 4,860 0 -179,591
Jun04 031229 95.65 95.68 95.62 95.64 +0.01 5,356 0 -203,506
Sep04 031229 95.48 95.50 95.40 95.44 +0.01 1,820 0 -129,882
Total Volume and Open Interest 14,613    
3-Mth Euribor(LIFFE)
Mar04 031229 97.840 97.870 97.840 97.850 +0.015 11,253 0 -475,265
Jun04 031229 97.740 97.770 97.710 97.725 +0.025 5,338 0 -410,864
Sep04 031229 97.560 97.600 97.520 97.530 +0.020 4,360 0 -348,712
Total Volume and Open Interest 26,969    
3-Mth Aus T-Bills(SFE)
Mar04 031229 94.48 94.49 94.46 94.47 +0.01 4,987 0 -153,124
Jun04 031229 94.40 94.42 94.39 94.39 +0.02 1,348 0 -79,989
Sep04 031229 94.31 94.33 94.29 94.30 +0.04 638 0 -38,786
Dec04 031229 94.23 94.24 94.21 94.22 +0.04 397 0 -25,679
Mar05 031229 94.15 94.15 94.13 94.13 +0.04 97 0 -17,491
Jun05 031229 94.06 94.07 94.06 94.07 +0.06      
Sep05 031229 94.00 94.01 94.00 94.01 +0.05      
Dec05 031229 93.96 93.97 93.96 93.97 +0.05      
Mar06 031229 93.94 93.94 93.94 93.94 +0.05      
Jun06 031229 93.90 93.90 93.90 93.90 +0.04      
Total Volume and Open Interest 7,467    
10-Year Aus T-Bonds(SFE)
Mar04 031229 94.41 94.43 94.38 94.40 +0.10 573 146,725 -4,681
Jun04 031229 94.40 94.40 94.40 94.40 +0.10      
Total Volume and Open Interest 2,083    
3-Year Aus T-Bonds(SFE)
Mar04 031229 94.44 94.49 94.43 94.44 +0.07 12,812 0 -284,455
Jun04 031229 94.44 94.44 94.44 94.44 +0.07      
Total Volume and Open Interest 12,812    
Gold(CMX)
Dec03 031229 415.0 415.8 413.0 414.8 +2.5 185 484 +0
Feb04 031229 416.0 416.5 413.0 415.3 +2.5 18,163 190,965 +0
Apr04 031229 417.2 417.5 414.0 416.4 +2.6 1,523 15,262 +0
Jun04 031229 417.5 418.5 415.2 417.3 +2.6 863 17,466 +0
Aug04 031229 418.3 418.3 418.3 418.3 +2.6 87 6,788 +0
Oct04 031229 419.2 419.2 419.2 419.2 +2.6 7 878 +0
Total Volume and Open Interest 21,972 273,575 +0
Silver(CMX)
Dec03 031229 588.0 591.7 588.0 591.7 +13.7 51 208 +0
Mar04 031229 589.5 593.5 587.0 593.0 +13.7 6,923 82,377 +0
May04 031229 589.0 595.0 588.0 594.2 +13.8 322 3,574 +0
Jul04 031229 593.0 595.3 590.0 595.3 +13.8 3 3,144 +0
Sep04 031229 592.0 598.0 592.0 596.3 +13.9 0 641 +0
Total Volume and Open Interest 7,359 102,450 +0
Platinum(NYM)
Jan04 031229 815.0 817.0 809.1 809.1 -12.4 2,374 1,666 +0
Apr04 031229 815.0 816.0 803.0 803.1 -12.4 2,371 6,770 +0
Jul04 031229 801.0 801.0 800.1 800.1        
Oct04 031229 795.6 795.6 795.6 795.6 -15.4 0 4 +0
Total Volume and Open Interest 4,745 8,440 +0
Palladium(NYME)
Mar04 031229 202.00 206.50 201.00 204.20 -2.95 254 6,602 +0
Jun04 031229 207.00 207.00 204.70 204.70 -2.95 0 473 +0
Total Volume and Open Interest 266 7,159 +0
Copper(CMX)
Dec03 031229 104.35 104.35 103.85 104.20 +1.55 334 1,484 +0
Mar04 031229 104.00 104.50 103.80 104.35 +2.05 6,363 69,422 +0
May04 031229 103.70 104.00 103.60 103.95 +2.00 110 4,087 +0
Jul04 031229 103.20 103.45 103.20 103.45 +2.00 67 3,350 +0
Sep04 031229 102.75 103.20 102.70 102.90 +1.90 14 1,596 +0
Total Volume and Open Interest 7,500 91,650 +0
DJIA Index(CBOT)
Dec03 031218 10165 10260 10148 10253 +96 3,181 28,027 +2,540
Mar04 031229 10325 10440 10323 10431 +139 1,453 30,847 -450
Jun04 031229 10305 10411 10305 10411 +139 2 302 +2
Sep04 031229 10391 10391 10391 10391 +139 0 2 +0
Total Volume and Open Interest 1,455 31,155 -448
S & P 500(CME)
Mar04 031229 1097.30 1109.30 1097.20 1107.70 +14.20 8,127 589,778 +214
Jun04 031229 1100.00 1108.50 1099.50 1106.70 +14.30 97 10,546 -7
Sep04 031229 1105.80 1105.80 1105.80 1105.80 +14.20 20 1,925 -18
Dec04 031229 1105.90 1105.90 1105.90 1105.90 +14.20 2 62 +0
Total Volume and Open Interest 8,246 602,429 +189
S & P 500 E-Mini(Globex)
Mar04 031229 1093.50 1109.25 1093.00 1107.75 +14.25 68,120 348,859 +5,838
Jun04 031229 1098.00 1108.75 1089.50 1106.75 +14.25 5 205 -1
Total Volume and Open Interest 68,125 349,064 +5,837
NASDAQ 100(CME)
Mar04 031229 1452.00 1472.00 1451.50 1470.00 +25.00 1,714 69,119 +97
Jun04 031229 1472.00 1472.00 1472.00 1472.00 +25.00 0 49 +0
Sep04 031229 1474.00 1474.00 1474.00 1474.00 +25.00      
Total Volume and Open Interest 1,714 69,168 +97
NASDAQ 100 E-Mini(GLOBEX)
Mar04 031229 1445.0 1472.0 1445.0 1470.0 +25.0 31,574 145,478 -119
Jun04 031229 1454.5 1474.0 1454.5 1472.0 +25.0 5 229 +1
Total Volume and Open Interest 31,579 145,707 -118
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 031229 574.50 579.50 574.50 578.35 +6.35 172 15,986 -28
Jun04 031229 578.40 578.40 578.40 578.40 +6.35 0 1 +0
Sep04 031229 578.40 578.40 578.40 578.40 +6.35      
Total Volume and Open Interest 172 15,987 -28
Russell 2000(CME)
Mar04 031229 557.00 563.75 557.00 562.25 +8.25 385 22,335 +92
Jun04 031229 562.35 562.35 562.35 562.35 +8.25      
Sep04 031229 562.35 562.35 562.35 562.35 +8.25      
Total Volume and Open Interest 385 22,335 +92
Value Line(KCBT)
Mar04 031229 1523.00 1537.00 1523.00 1537.00 +21.00 10 52 +10
Total Volume and Open Interest 10 52 +10
Nikkei 225(CME)
Mar04 031229 10500 10600 10485 10590 +125 303 22,708 +74
Jun04 031229 10530 10580 10530 10580 +125 0 35 +0
Total Volume and Open Interest 303 22,752 +74
Nikkei 225(SIMEX)
Mar04 031229 10445 10575 10440 10455 -10 5,232 120,983 +786
Jun04 031229 10415 10415 10415 10415 -10 0 300 +0
Sep04 031229 10415 10415 10415 10415 -10      
Total Volume and Open Interest 5,232 121,283 +786
CAC 40(MATIF)
Dec03 031229 3499.5 3525.0 3498.0 3524.0 +10.5 23,160 605,449 +4,100
Jan04 031229 3508.5 3530.5 3505.0 3529.5 +11.5 10,695 89,162 +29,148
Feb04 031229 3531.5 3531.5 3524.0 3531.0 +7.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 031229 3950.0 3989.5 3936.5 3985.5 +62.5 34,315 256,241 +0
Jun04 031229 3965.0 4007.5 3963.0 4007.5 +62.5 152 7,700 +0
Sep04 031229 3990.0 4030.5 3990.0 4030.5 +62.5 67 25 +0
Total Volume and Open Interest 34,534 263,966 +0
FT-SE 100(LIFFE)
Mar04 031229 4454.00 4454.50 4438.00 4444.00 +10.00 8,506 0 -376,719
Jun04 031229 4458.50 4458.50 4454.00 4454.00 +12.50      
Sep04 031229 4467.50 4468.00 4464.00 4464.00 +9.00      
Total Volume and Open Interest 8,506    
SPI 200(SFE)
Dec03 031218 3236.0 3259.0 3236.0 3255.0 +16.0 33,763 214,784 -23,048
Mar04 031229 3283.0 3302.0 3282.0 3299.0 +18.0 3,685 0 -154,059
Jun04 031229 3304.0 3310.0 3299.0 3310.0 +19.0      
Total Volume and Open Interest 3,701    
GSCI(CME)
Jan04 031229 257.90 260.25 257.00 260.25 +1.25 8 14,447 +0
Feb04 031229 256.50 256.50 256.50 256.50 +0.50 0 4 +0
Mar04 031229 251.50 251.50 251.50 251.50 +0.75      
Total Volume and Open Interest 8 14,451 +0
Reuters CRB Index(NYBOT)
Jan04 031229 254.25 256.50 254.25 256.00 +2.75 90 407 +0
Feb04 031229 253.00 254.50 253.00 254.50 +3.50 5 70 +0
Apr04 031229 252.00 254.00 252.00 254.00 +4.00 27 309 +0
Total Volume and Open Interest 122 792 +0
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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