Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed December 31, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031231 778.00 791.00 777.00 789.00 +11.50 15,344 20,575 -6,320
Mar04 031231 783.00 796.00 782.00 794.00 +9.25 40,263 116,892 +3,793
May04 031231 780.00 794.00 778.00 791.00 +10.50 6,950 55,172 +68
Jul04 031231 768.00 777.00 767.50 776.00 +6.25 4,002 28,556 +309
Aug04 031231 746.00 753.00 745.00 751.00 +5.00 261 5,735 +24
Sep04 031231 697.00 703.00 696.00 703.00 +8.00 140 2,528 -60
Nov04 031231 634.00 639.00 633.50 635.00 +1.00 1,398 17,191 +34
Total Volume and Open Interest 68,364 246,795 -2,143
Soybean Meal(CBOT)
Jan04 031231 241.30 242.50 238.80 241.90 +1.10 8,627 7,141 -5,054
Mar04 031231 243.50 244.90 241.20 244.10 +0.30 15,630 64,478 +1,597
May04 031231 242.00 245.00 240.70 244.50 +1.70 5,723 48,507 -448
Jul04 031231 237.30 239.40 236.00 238.20 +0.90 3,329 28,095 +6
Aug04 031231 228.30 230.00 227.50 228.20 +0.40 747 6,702 -208
Sep04 031231 217.00 218.00 216.00 216.30 -1.20 418 5,338 +144
Oct04 031231 193.50 194.00 193.00 193.00 -0.50 304 5,606 -5
Dec04 031231 190.80 191.50 189.50 190.30 -0.40 543 11,958 +94
Total Volume and Open Interest 35,334 178,731 -3,869
Soybean Oil(CBOT)
Jan04 031231 27.60 28.00 27.59 27.87 +0.33 7,493 10,680 -2,778
Mar04 031231 27.35 27.95 27.30 27.84 +0.41 10,320 72,495 +582
May04 031231 27.18 27.75 27.05 27.67 +0.29 2,676 45,615 -86
Jul04 031231 26.90 27.50 26.80 27.46 +0.41 2,050 36,625 +577
Aug04 031231 27.00 27.00 26.85 27.00 +0.42 294 4,076 +158
Sep04 031231 26.50 26.50 26.15 26.40 +0.45 3 3,517 +0
Oct04 031231 24.90 24.90 24.90 24.90 +0.09 0 3,375 +0
Dec04 031231 24.65 24.65 24.15 24.15 -0.05 109 9,656 +11
Total Volume and Open Interest 22,986 186,729 -1,530
Canola(WCE)
Jan04 031231 361.0 364.5 360.6 364.5 +2.3 2,045 1,138 -1,625
Mar04 031231 368.0 370.5 367.0 370.2 +0.7 4,055 28,420 +1,357
May04 031231 371.8 376.5 371.8 376.2 +2.2 777 6,974 +461
Jul04 031231 378.0 379.0 378.0 378.5 +1.0 166 4,977 +71
Sep04 031231 338.5 338.5 338.5 338.5 +0.6      
Total Volume and Open Interest 7,148 48,655 +364
Corn(CBOT)
Mar04 031231 243.50 246.50 243.25 246.00 +3.50 23,845 265,994 -2,788
May04 031231 246.75 249.00 246.50 248.75 +3.00 4,356 63,224 +416
Jul04 031231 249.00 251.00 248.25 250.75 +2.50 3,434 43,340 +221
Sep04 031231 247.75 250.00 247.50 249.75 +2.75 566 8,825 +63
Dec04 031231 247.00 249.00 246.50 248.75 +2.25 2,022 41,650 -360
Mar05 031231 251.50 253.25 251.25 253.25 +2.50 44 2,597 +20
Total Volume and Open Interest 34,271 427,011 -2,430
Wheat(CBOT)
Mar04 031231 367.50 377.75 366.50 377.00 +11.75 11,388 82,686 -1,958
May04 031231 368.50 378.50 368.00 378.25 +11.50 769 9,680 -17
Jul04 031231 355.00 367.00 354.50 365.75 +12.00 712 13,846 +210
Sep04 031231 361.00 367.50 361.00 367.50 +9.00 22 599 +8
Dec04 031231 371.00 374.50 370.50 373.00 +6.00 17 1,011 -8
Total Volume and Open Interest 12,908 107,880 -1,765
Wheat(KCBT)
Mar04 031231 376.00 385.00 375.75 384.75 +10.75 4,915 45,746 -820
May04 031231 373.00 382.50 373.00 382.50 +10.50 528 5,314 +111
Jul04 031231 358.50 369.50 358.50 369.25 +10.75 377 5,213 +101
Sep04 031231 371.00 372.00 370.00 372.00 +10.00 14 453 +8
Dec04 031231 380.50 382.00 380.50 382.00 +10.00 0 480 +0
Total Volume and Open Interest 5,834 57,208 -600
Wheat(MGE)
Mar04 031231 384.00 394.00 384.00 393.75 +10.50 2,125 21,807 -1,517
May04 031231 380.00 387.50 380.00 387.50 +9.25 646 4,120 +122
Jul04 031231 377.50 383.00 377.50 383.00 +10.00 12 1,022 -21
Sep04 031231 370.00 378.00 370.00 376.75 +9.75 5 887 +0
Dec04 031231 378.50 384.00 378.50 384.00 +9.00 3 242 +3
Total Volume and Open Interest 2,791 28,078 -1,413
Oats(CBOT)
Mar04 031231 150.00 150.00 145.50 146.25 -3.25 1,833 4,462 -249
May04 031231 151.00 151.00 149.00 149.00 -2.00 165 584 -38
Jul04 031231 152.00 153.00 151.00 152.00 -1.25 5 111 -1
Sep04 031231 146.00 146.00 146.00 146.00 unch 0 2 +0
Total Volume and Open Interest 2,003 5,170 -288
Rough Rice(CBOT)
Jan04 031231 8.51 8.54 8.47 8.54 +0.04 1,913 1,244 -954
Mar04 031231 8.71 8.74 8.67 8.73 +0.03 1,510 5,226 +1,005
May04 031231 8.85 8.87 8.85 8.87 +0.04 195 1,013 +122
Jul04 031231 8.93 8.93 8.93 8.93 +0.04 11 452 -1
Total Volume and Open Interest 3,629 7,966 +172
Live Cattle(CME)
Dec03 031231 76.900 77.200 74.975 77.200 -0.750 3,301 870 -2,098
Feb04 031231 73.750 74.500 71.175 73.525 -2.650 14,411 50,388 -3,153
Apr04 031231 71.500 71.850 68.600 71.500 -0.700 7,482 21,438 -1,314
Jun04 031231 69.000 69.250 68.000 68.825 -0.150 4,330 13,260 -991
Aug04 031231 69.000 69.500 68.300 68.800 -0.250 1,335 5,659 +243
Oct04 031231 72.550 73.100 71.850 72.275 -0.275 1,784 5,126 +934
Total Volume and Open Interest 33,209 100,346 -6,363
Feeder Cattle(CME)
Jan04 031231 80.000 80.250 78.500 78.925 -1.800 2,680 4,714 -1,241
Mar04 031231 78.200 79.450 77.500 78.750 +0.700 1,536 4,271 -366
Apr04 031231 78.600 79.900 78.300 79.050 +0.450 494 1,070 -32
May04 031231 79.900 81.200 79.100 80.250 +0.275 823 2,761 -83
Aug04 031231 82.850 82.850 81.600 82.350 +0.500 360 1,438 +7
Sep04 031231 82.100 82.700 81.700 81.900 -0.100 150 399 -18
Oct04 031231 82.000 82.500 82.000 82.000 unch 23 46 -3
Total Volume and Open Interest 6,087 14,745 -1,723
Lean Hogs(CME)
Feb04 031231 51.800 53.550 51.800 53.425 -0.375 3,378 25,540 -621
Apr04 031231 54.100 55.000 54.100 54.900 -1.200 1,496 8,685 +37
May04 031231 56.200 56.700 56.200 56.700 -1.500 124 1,043 +15
Jun04 031231 59.150 60.200 59.150 60.100 -1.050 484 3,793 +94
Jul04 031231 57.000 57.850 56.900 57.850 -1.000 73 1,110 +1
Aug04 031231 55.000 55.600 55.000 55.500 -1.250 93 806 -53
Oct04 031231 49.100 49.775 49.100 49.600 -1.000 118 462 -47
Dec04 031231 49.500 49.900 49.500 49.700 -1.150 48 176 +6
Total Volume and Open Interest 5,824 41,623 -574
Pork Bellies(CME)
Feb04 031231 84.800 86.475 84.800 86.475 -0.575 410 1,731 -89
Mar04 031231 85.450 86.550 85.000 86.525 +0.475 36 297 -8
May04 031231 86.250 86.300 86.250 86.300 -0.500 13 225 -3
Jul04 031231 89.250 89.250 88.175 88.175 -1.525 1 95 +0
Aug04 031231 89.000 89.000 89.000 89.000 -0.750 0 15 +0
Total Volume and Open Interest 460 2,363 -100
BFP Milk Class III(CME)
Dec03 031231 11.86 11.86 11.86 11.86 +0.03 462 3,920 -23
Jan04 031231 11.52 11.69 11.52 11.54 +0.02 149 3,344 +56
Feb04 031231 11.45 11.45 11.45 11.45 +0.03 123 2,099 +36
Mar04 031231 11.49 11.49 11.45 11.45 -0.03 112 1,867 +35
Apr04 031231 11.62 11.64 11.60 11.64 -0.01 94 1,385 +37
Total Volume and Open Interest 1,597 20,666 +534
Cocoa(NYBOT)
Mar04 031231 1545 1557 1500 1515 -22 1,338 30,326 +1
May04 031231 1545 1562 1512 1519 -22 275 11,982 +54
Jul04 031231 1540 1540 1515 1519 -22 182 13,462 +17
Sep04 031231 1550 1552 1520 1524 -20 213 6,832 +25
Dec04 031231 1575 1575 1536 1536 -18 343 7,955 +22
Mar05 031231 1541 1541 1541 1541 -17 35 4,203 +23
May05 031231 1555 1555 1539 1539 -22 8 8,059 +8
Total Volume and Open Interest 2,394 90,488 +150
Coffee "C"(NYBOT)
Mar04 031231 63.60 65.00 63.05 64.95 +1.30 3,600 50,758 +240
May04 031231 65.60 67.00 65.00 66.85 +1.30 274 9,085 +0
Jul04 031231 67.30 69.00 67.30 68.65 +1.30 131 5,260 +45
Sep04 031231 69.25 70.45 69.25 70.45 +1.30 35 6,074 +32
Dec04 031231 72.00 73.10 71.90 73.10 +1.20 168 3,853 +10
Mar05 031231 74.00 75.80 74.00 75.80 +1.15 11 2,227 +10
Total Volume and Open Interest 4,258 77,553 +337
Orange Juice(NYBOT)
Jan04 031231 60.20 60.90 60.05 60.75 -0.25 2,160 2,886 -1,336
Mar04 031231 63.90 64.20 63.60 64.10 -0.25 3,180 26,386 +1,187
May04 031231 66.75 67.15 66.50 67.15 +0.15 939 6,023 -224
Jul04 031231 69.50 69.85 69.25 69.65 -0.20 43 717 +43
Sep04 031231 71.25 72.15 71.25 72.15 -0.20 4 466 +4
Total Volume and Open Interest 6,350 36,828 -304
Sugar #11(NYBOT)
Mar04 031231 5.74 5.78 5.66 5.67 -0.08 18,149 112,485 +3,345
May04 031231 5.91 5.92 5.85 5.86 -0.05 2,701 27,341 +191
Jul04 031231 5.86 5.88 5.82 5.83 -0.04 1,973 31,737 +235
Oct04 031231 6.05 6.05 6.00 6.01 -0.04 1,569 20,435 +412
Mar05 031231 6.27 6.28 6.24 6.24 -0.03 1,150 8,102 +93
Total Volume and Open Interest 26,307 208,169 +4,630
London Cocoa(LCE)
Dec03 031212 960 970 950 950 +6 2,456 1,687 -1,978
Mar04 031231 890 894 888 893 +2 2,584 56,191 +82
May04 031231 915 918 913 917 +1 209 15,662 +88
Jul04 031231 935 940 935 940 +1 944 24,110 +347
Sep04 031231 952 955 950 955 +1 979 20,643 -522
Dec04 031231 949 953 948 952 +1 210 38,073 +165
Mar05 031231 952 953 949 953 +1 657 20,839 +418
Total Volume and Open Interest 5,635 176,808 +618
London Coffee(LCE)
Jan04 031231 719.00 722.00 717.00 720.00 +1.00 13,482 20,125 -11,985
Mar04 031231 711.00 714.00 709.00 713.00 unch 14,202 55,905 +2,866
May04 031231 725.00 726.00 723.00 726.00 unch 452 26,534 +4
Jul04 031231 739.00 740.00 737.00 740.00 unch 5 13,915 -1
Sep04 031231 753.00 753.00 753.00 753.00 unch 300 13,125 -37
Nov04 031231 766.00 766.00 766.00 766.00 unch 468 7,189 +147
Total Volume and Open Interest 29,107 138,875 -8,974
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031231 184.00 185.00 184.00 184.50 +0.50 1,547 18,258 +439
May04 031231 185.00 185.00 184.20 184.20 +0.20 479 8,830 +382
Aug04 031231 183.50 183.50 182.00 182.00 unch 122 7,654 +50
Oct04 031231 183.50 183.50 182.50 182.50 -0.50 76 4,541 +70
Total Volume and Open Interest 2,279 41,899 +986
Cotton(NYBOT)
Mar04 031231 74.50 75.10 74.15 75.07 +0.70 7,391 57,908 +912
May04 031231 75.25 76.15 75.20 76.13 +0.71 1,344 12,717 +279
Jul04 031231 76.00 76.80 75.95 76.80 +0.82 242 5,960 -29
Oct04 031231 67.80 67.90 67.80 67.90 +0.52 9 342 +2
Dec04 031231 67.70 68.30 67.70 68.28 +0.28 202 4,160 +5
Mar05 031231 70.25 70.25 70.25 70.25 +0.25 5 707 +5
Total Volume and Open Interest 9,193 82,194 +1,174
Lumber(CME)
Jan04 031231 311.2 314.5 310.1 312.6 +4.1 354 951 -93
Mar04 031231 325.3 329.9 324.0 326.5 +3.2 415 817 +141
May04 031231 331.7 334.9 329.7 329.7 +3.4 30 102 -2
Jul04 031231 332.0 332.0 332.0 332.0 +3.9 0 40 +0
Total Volume and Open Interest 801 1,916 +47
Crude Oil(NYM)
Feb04 031231 32.90 33.20 32.30 32.52 -0.27 53,717 182,167 +5,035
Mar04 031231 32.60 32.80 31.95 32.28 -0.12 23,919 75,185 +2,098
Apr04 031231 32.15 32.15 31.60 31.83 -0.06 7,833 44,268 +1,029
May04 031231 31.63 31.65 31.10 31.30 -0.05 3,088 23,989 -238
Jun04 031231 30.90 30.95 30.55 30.79 -0.05 3,706 35,250 +218
Jul04 031231 30.45 30.45 30.30 30.30 -0.05 1,899 23,954 +722
Aug04 031231 30.15 30.15 29.75 29.87 -0.05 708 14,045 +299
Sep04 031231 29.35 29.49 29.35 29.49 -0.05 354 20,817 +99
Oct04 031231 29.16 29.16 29.16 29.16 -0.05 470 15,095 -73
Nov04 031231 28.90 28.90 28.90 28.90 -0.05 343 11,965 +103
Dec04 031231 28.70 29.00 28.55 28.69 -0.05 1,986 40,396 +45
Jan05 031231 28.45 28.45 28.45 28.45 -0.05 60 13,761 -40
Feb05 031231 28.40 28.40 28.25 28.25 -0.05 225 4,443 +64
Mar05 031231 28.07 28.07 28.07 28.07 -0.05 0 4,426 +0
Apr05 031231 27.90 27.90 27.90 27.90 -0.05 0 2,566 +0
May05 031231 27.74 27.74 27.74 27.74 -0.05 0 1,723 +0
Total Volume and Open Interest 103,049 598,426 +9,940
Heating Oil(NYM)
Jan04 031231 93.30 93.40 90.00 91.27 -1.67 21,240 6,396 -5,833
Feb04 031231 93.80 94.00 91.20 91.46 -1.81 20,634 66,981 +2,175
Mar04 031231 91.80 92.00 90.00 90.06 -1.46 4,453 23,291 +331
Apr04 031231 87.50 87.50 85.86 85.86 -1.01 1,107 9,225 +95
May04 031231 82.06 82.06 82.06 82.06 -0.76 488 4,932 +264
Jun04 031231 80.40 80.40 79.36 79.36 -0.56 229 7,644 -33
Jul04 031231 79.00 79.00 78.01 78.01 -0.46 9 4,532 -5
Aug04 031231 78.70 78.70 77.76 77.76 -0.46 91 2,622 -6
Sep04 031231 78.11 78.11 78.11 78.11 -0.46 248 2,051 +70
Oct04 031231 78.71 78.71 78.71 78.71 -0.46 25 1,025 +0
Nov04 031231 79.26 79.26 79.26 79.26 -0.46 10 1,372 +0
Dec04 031231 79.76 79.76 79.76 79.76 -0.46 133 6,318 +95
Total Volume and Open Interest 48,750 139,709 -2,825
Unleaded Gas(NYM)
Jan04 031231 95.80 95.90 93.30 94.92 -0.05 16,860 5,410 -4,410
Feb04 031231 95.70 95.70 93.00 93.29 -1.46 20,265 64,457 +3,298
Mar04 031231 94.70 94.90 93.00 93.34 -1.26 4,074 12,141 +743
Apr04 031231 99.60 99.70 98.24 98.24 -1.06 1,219 12,692 +192
May04 031231 98.75 98.75 97.44 97.44 -1.01 68 8,020 -18
Jun04 031231 96.30 96.85 95.59 95.59 -0.96 47 4,615 -18
Jul04 031231 93.19 93.19 93.19 93.19 -0.91 0 606 +0
Aug04 031231 90.39 90.39 90.39 90.39 -0.86 0 896 +0
Sep04 031231 87.04 87.04 87.04 87.04 -0.81 50 1,964 +50
Oct04 031231 82.54 82.54 82.54 82.54 -0.76 0 562 +0
Nov04 031231 80.34 80.34 80.34 80.34 -0.71 0 450 +0
Dec04 031231 79.90 79.90 79.24 79.24 -0.66 0 150 +0
Total Volume and Open Interest 42,583 111,963 -163
Natural Gas(NYM)
Feb04 031231 6.500 6.590 6.050 6.189 -0.411 21,839 55,736 +787
Mar04 031231 6.190 6.250 5.900 5.996 -0.304 5,900 33,912 -28
Apr04 031231 5.360 5.410 5.170 5.277 -0.153 2,439 21,519 +268
May04 031231 5.160 5.200 5.080 5.112 -0.118 3,251 23,050 +387
Jun04 031231 5.150 5.190 5.050 5.112 -0.103 697 14,546 +149
Jul04 031231 5.150 5.200 5.070 5.135 -0.095 693 13,272 +129
Aug04 031231 5.220 5.220 5.150 5.155 -0.095 1,527 12,385 -87
Sep04 031231 5.150 5.200 5.130 5.130 -0.095 966 12,126 -108
Oct04 031231 5.175 5.210 5.120 5.145 -0.090 858 12,124 -403
Nov04 031231 5.350 5.385 5.280 5.320 -0.085 357 9,384 +35
Dec04 031231 5.500 5.530 5.480 5.485 -0.085 901 12,993 -290
Jan05 031231 5.660 5.660 5.600 5.605 -0.085 213 10,075 +128
Feb05 031231 5.620 5.620 5.555 5.555 -0.085 991 7,899 -95
Mar05 031231 5.410 5.410 5.350 5.350 -0.080 798 7,245 -122
Apr05 031231 4.790 4.790 4.760 4.760 -0.048 1,956 8,371 -759
May05 031231 4.650 4.650 4.650 4.650 -0.038 1,075 4,448 -325
Total Volume and Open Interest 45,420 317,661 -3,605
Brent Crude Oil(IPE)
Feb04 031231 29.85 30.20 29.79 30.17 +0.43 26,840 79,611 -677
Mar04 031231 29.50 29.95 29.50 29.90 +0.43 12,411 66,088 +2,501
Apr04 031231 29.30 29.61 29.25 29.61 +0.42 3,511 20,256 -412
May04 031231 28.93 29.34 28.93 29.34 +0.42 1,126 10,968 +25
Jun04 031231 28.85 29.08 28.80 29.08 +0.42 2,768 27,614 +626
Jul04 031231 28.52 28.79 28.52 28.79 +0.40 777 10,249 +43
Aug04 031231 28.24 28.51 28.24 28.51 +0.39 90 8,253 +80
Sep04 031231 27.85 28.23 27.85 28.23 +0.38 300 8,150 -300
Oct04 031231 27.96 27.96 27.96 27.96 +0.37 0 4,421 +0
Nov04 031231 27.71 27.71 27.71 27.71 +0.35 5 4,747 +0
Dec04 031231 27.25 27.51 27.20 27.51 +0.31 928 25,327 +97
Jan05 031231 27.28 27.28 27.28 27.28 +0.31 0 754 +0
Total Volume and Open Interest 48,856 299,719 +2,083
Gas Oil(IPE)
Jan04 031231 273.75 274.50 271.50 272.00 -1.75 8,231 39,742 -584
Feb04 031231 268.50 268.75 267.25 267.75 -0.50 5,883 36,527 +286
Mar04 031231 261.00 261.50 261.00 261.25 +0.25 796 10,530 +293
Apr04 031231 253.75 253.75 253.75 253.75 +0.25 0 7,611 +0
May04 031231 247.75 247.75 246.50 246.50 +0.50 0 5,614 +0
Jun04 031231 243.00 243.00 241.75 241.75 +0.25 0 10,317 +0
Jul04 031231 241.25 241.25 241.25 241.25 +0.25 2 4,243 +0
Aug04 031231 240.75 240.75 240.75 240.75 +0.25 0 2,440 +0
Sep04 031231 240.25 240.25 240.25 240.25 +0.25 0 3,707 +0
Oct04 031231 239.75 239.75 239.75 239.75 +0.25 0 3,693 +0
Total Volume and Open Interest 16,112 149,328 -1,005
US Dollar Index(NYBOT)
Mar04 031231 86.77 87.54 86.70 87.26 -0.11 2,805 21,793 -1,985
Jun04 031231 87.25 87.68 87.25 87.68 -0.11 9 2,031 +2
Sep04 031231 88.12 88.12 88.12 88.12 -0.11 0 2 +0
Total Volume and Open Interest 2,814 23,826 -1,983
Australian Dollar(CME)
Mar04 031231 74.53 74.75 74.18 74.55 +0.31 3,437 57,878 -356
Jun04 031231 73.69 73.93 73.59 73.76 +0.31 3 395 +3
Sep04 031231 72.97 72.97 72.97 72.97 +0.31 0 74 +1
Total Volume and Open Interest 3,440 58,386 -352
British Pound(CME)
Mar04 031231 178.26 178.40 176.80 177.39 +0.56 3,326 57,441 -1,188
Jun04 031231 176.59 176.59 175.70 176.03 +0.56 9 51 +4
Sep04 031231 174.67 174.67 174.67 174.67 +0.56 0 10 +0
Total Volume and Open Interest 3,335 57,504 -1,184
Canadian Dollar(CME)
Mar04 031231 77.61 77.65 76.80 76.94 -0.09 16,650 61,846 +5,616
Jun04 031231 77.20 77.20 76.70 76.70 -0.09 219 2,578 +143
Sep04 031231 76.75 76.75 76.45 76.48 -0.09 66 1,392 +10
Dec04 031231 76.50 76.50 76.26 76.26 -0.09 51 656 -11
Total Volume and Open Interest 16,991 66,536 +5,760
Japanese Yen(CME)
Mar04 031231 93.75 93.77 93.00 93.18 -0.45 8,387 130,955 -5,313
Jun04 031231 93.92 93.92 93.47 93.47 -0.45 0 7,414 +1
Sep04 031231 93.83 93.83 93.83 93.83 -0.45 0 48 +0
Total Volume and Open Interest 8,387 138,423 -5,312
Swiss Franc(CME)
Mar04 031231 81.24 81.30 80.30 80.66 +0.05 4,172 48,326 -1,675
Jun04 031231 81.45 81.45 80.82 80.82 +0.05 0 188 +0
Sep04 031231 80.99 80.99 80.99 80.99 +0.05 0 2 +0
Total Volume and Open Interest 4,172 48,615 -1,675
EuroFX(CME)
Mar04 031231 126.10 126.20 124.90 125.34 +0.15 8,485 118,237 -2,419
Jun04 031231 125.80 125.80 124.77 125.04 +0.15 138 572 -35
Sep04 031231 124.76 124.76 124.76 124.76 +0.15 10 103 +0
Total Volume and Open Interest 8,633 119,095 -2,454
Mexican Peso(CME)
Dec03 031215 8880.0 8887.0 8865.0 8865.0 -12.0 436 15,054 -747
Mar04 031231 8825.0 8840.0 8805.0 8830.0 +18.0 3,950 26,898 -1,508
Total Volume and Open Interest 3,950 27,630 -1,510
30-Year T-Bonds(CBOT)
Mar04 031231 109~11 109~16 109~04 109~10 +0~04 131,307 423,768 -1,773
Jun04 031231 108~00 108~00 107~25 107~28 +0~04 63 10,159 +4
Sep04 031231 106~18 106~18 106~18 106~18 +0~05 0 233 +0
Total Volume and Open Interest 131,370 434,350 -1,769
Municipal Bonds(CBOT)
Mar04 031231 102~11 102~19 102~10 102~14 +0~03 118 1,984 +4
Total Volume and Open Interest 118 1,984 +4
10-Year T-Notes(CBOT)
Mar04 031231 112~080 112~125 112~040 112~085 +0~050 245,731 945,459 +2,531
Jun04 031231 110~245 110~245 110~245 110~245 +0~050 1 282 +1
Total Volume and Open Interest 245,732 945,741 +2,532
5-Year T-Notes(CBOT)
Mar04 031231 111~185 111~210 111~165 111~200 +0~040 101,854 0 +0
Jun04 031231 110~060 110~060 110~060 110~060 +0~030 0 25 +0
Total Volume and Open Interest 101,854 25 +0
2 Year T-Notes(CBOT)
Mar04 031231 107~002 107~005 106~123 107~003 +0~003 2,107 157,483 -759
Total Volume and Open Interest 2,107 157,483 -8,406
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 031231 98.785 98.785 98.770 98.775 unch 42,268 807,655 -1,226
Jun04 031231 98.565 98.580 98.555 98.570 unch 59,869 709,918 -1,117
Sep04 031231 98.240 98.250 98.225 98.245 unch 85,850 589,834 +7,361
Dec04 031231 97.835 97.850 97.810 97.840 unch 82,795 507,664 +8,000
Mar05 031231 97.425 97.440 97.410 97.430 unch 45,420 356,928 +7,065
Jun05 031231 96.990 97.015 96.985 97.010 +0.015 18,612 282,330 +2,456
Sep05 031231 96.620 96.655 96.615 96.645 +0.030 20,775 214,795 +688
Dec05 031231 96.300 96.355 96.300 96.340 +0.035 13,141 174,148 -1,105
Mar06 031231 96.055 96.115 96.055 96.100 +0.035 5,204 145,004 +1,836
Jun06 031231 95.815 95.875 95.815 95.865 +0.040 6,506 126,538 +1,458
Sep06 031231 95.610 95.660 95.610 95.650 +0.040 4,083 103,758 -646
Dec06 031231 95.420 95.440 95.405 95.440 +0.050 2,559 101,475 +456
Total Volume and Open Interest 414,488 4,752,893 +31,339
3-Mth Euro-Yen(CME)
Dec03 031215 99.93 99.93 99.93 99.93 unch 1,023 7,930 -53
Mar04 031231 99.90 99.90 99.90 99.90 -0.01 0 12,299 -23
Jun04 031231 99.90 99.90 99.90 99.90 unch 1 12,428 -17
Sep04 031231 99.86 99.86 99.86 99.86 unch 30 11,885 +9
Dec04 031231 99.81 99.81 99.81 99.81 unch 0 3,778 +0
Mar05 031231 99.68 99.68 99.68 99.68 -0.02 0 3,173 -6
Jun05 031231 99.61 99.61 99.61 99.61 unch 0 843 -5
Sep05 031231 99.46 99.46 99.46 99.46 -0.01 0 2,011 -21
Dec05 031231 99.35 99.35 99.35 99.35 unch 1 83 +9
Mar06 031231 99.24 99.24 99.24 99.24 +0.04 0 287 +0
Total Volume and Open Interest 34 48,131 -52
3-Mth Euro-Yen(SIMEX)
Mar04 031231 99.90 99.90 99.90 99.90 -0.01 902 61,550 -83
Jun04 031231 99.90 99.90 99.90 99.90 -0.01 2,161 70,345 +685
Sep04 031231 99.86 99.86 99.86 99.86 -0.01 2,470 43,421 -336
Dec04 031231 99.81 99.81 99.81 99.81 -0.01 3,320 37,708 +2,177
Mar05 031231 99.69 99.69 99.69 99.69 -0.01 431 20,088 +350
Jun05 031231 99.59 99.59 99.59 99.59 -0.01 80 15,597 +10
Sep05 031231 99.48 99.48 99.48 99.48 -0.01 427 13,609 +282
Dec05 031231 99.38 99.38 99.38 99.38 unch 25 3,118 +20
Total Volume and Open Interest 9,819 278,259 +3,108
German Euro-Bund(EUREX)
Mar04 031230 113.18 113.24 112.74 113.12 -0.19 130,770 800,225 +800,225
Jun04 031230 112.19 112.19 111.86 112.15 -0.22 920 2,724 +2,724
Sep04 031230 111.97 111.97 111.97 111.97 -0.19      
Total Volume and Open Interest 131,690 802,949 +802,949
German Euro-Bobl(EUREX)
Mar04 031230 110.55 110.63 110.18 110.53 -0.11 92,733 633,065 +633,065
Jun04 031230 109.65 109.65 109.65 109.65 -0.24 0 691 +691
Sep04 031230 109.30 109.30 109.30 109.30 -0.11      
Total Volume and Open Interest 92,733 633,756 +633,756
Long Gilt(LIFFE)
Mar04 031231 108~09 108~26 108~08 108~15 +0~09 12,748 164,787 +1,916
Jun04 031231 108~07 108~07 108~07 108~07 +0~09      
Total Volume and Open Interest 12,748 164,787 -9,361
3-Mth Short Sterling(LIFFE)
Mar04 031231 95.78 95.80 95.77 95.80 +0.02 11,808 183,191 +1,338
Jun04 031231 95.61 95.63 95.58 95.63 +0.03 14,296 205,085 -2,167
Sep04 031231 95.37 95.42 95.36 95.41 +0.03 13,160 129,420 -843
Total Volume and Open Interest 57,139 914,533 -2,097
3-Mth Euribor(LIFFE)
Mar04 031231 97.875 97.900 97.870 97.890 +0.015 77,744 494,983 +19,619
Jun04 031231 97.740 97.770 97.740 97.770 +0.030 33,755 418,060 +1,397
Sep04 031231 97.530 97.565 97.530 97.560 +0.025 34,744 354,509 +3,281
Total Volume and Open Interest 211,330 2,241,790 +26,108
3-Mth Aus T-Bills(SFE)
Mar04 031231 94.45 94.48 94.45 94.48 unch 7,964 156,605 +1,587
Jun04 031231 94.37 94.38 94.37 94.38 unch 5,202 79,214 -1,414
Sep04 031231 94.28 94.28 94.27 94.28 -0.01 1,109 38,730 +1,079
Dec04 031231 94.19 94.20 94.18 94.20 unch 740 26,291 +732
Mar05 031231 94.11 94.13 94.11 94.13 unch 139 17,479 +0
Jun05 031231 94.05 94.06 94.05 94.06 unch 0 12,551 +0
Sep05 031231 94.00 94.01 94.00 94.01 unch 50 6,051 -50
Dec05 031231 93.96 93.97 93.96 93.97 +0.01 50 2,591 +0
Mar06 031231 93.93 93.94 93.93 93.94 +0.03 10 762 +0
Jun06 031231 93.90 93.90 93.90 93.90 +0.03 0 789 +0
Total Volume and Open Interest 15,264 341,470 +1,934
10-Year Aus T-Bonds(SFE)
Mar04 031231 94.38 94.39 94.38 94.39 -0.02 14,163 153,888 +0
Jun04 031231 94.39 94.39 94.39 94.39 -0.02      
Total Volume and Open Interest 14,163 153,888 +7,163
3-Year Aus T-Bonds(SFE)
Mar04 031231 94.40 94.44 94.40 94.43 -0.01 22,928 301,299 +17,425
Jun04 031231 94.43 94.43 94.43 94.43 -0.01      
Total Volume and Open Interest 22,928 301,299 +17,425
Gold(CMX)
Feb04 031231 417.9 418.4 414.9 416.1 -1.1 22,639 194,371 +1,002
Apr04 031231 419.5 419.7 416.1 417.2 -1.1 1,389 16,898 +304
Jun04 031231 420.0 420.8 417.0 418.2 -1.0 505 17,876 +110
Aug04 031231 419.1 419.1 419.1 419.1 -1.1 263 6,790 -19
Oct04 031231 422.5 422.5 420.0 420.0 -1.1 2 880 +1
Dec04 031231 423.1 423.3 419.5 421.0 -1.1 322 18,982 +142
Total Volume and Open Interest 25,686 278,640 +1,313
Silver(CMX)
Mar04 031231 600.0 602.5 594.0 596.5 -2.8 9,715 82,523 -107
May04 031231 602.5 604.0 595.0 597.7 -2.8 179 3,635 +17
Jul04 031231 604.0 605.0 596.0 598.7 -2.8 128 3,259 +76
Sep04 031231 599.6 599.6 599.6 599.6 -2.9 164 791 +141
Dec04 031231 605.0 606.0 598.5 600.9 -2.9 239 10,272 +36
Total Volume and Open Interest 10,466 102,784 +104
Platinum(NYM)
Jan04 031231 811.5 815.0 810.5 811.3 -0.7 529 702 -264
Apr04 031231 805.0 806.0 803.2 805.3 -0.7 808 7,554 +79
Jul04 031231 802.3 802.3 802.3 802.3 -0.7 0 1 +0
Oct04 031231 797.8 797.8 797.8 797.8 -0.7 0 4 +0
Total Volume and Open Interest 1,337 8,261 -185
Palladium(NYME)
Mar04 031231 198.10 199.10 194.00 197.50 -3.95 254 6,841 +134
Jun04 031231 199.50 199.50 198.10 198.10 -3.85 3 483 +2
Total Volume and Open Interest 257 7,328 +136
Copper(CMX)
Mar04 031231 104.95 105.10 104.35 104.55 +0.25 6,523 69,114 +28
May04 031231 104.40 104.60 104.15 104.15 +0.20 267 4,207 +39
Jul04 031231 103.70 103.70 103.70 103.70 +0.25 76 3,315 -16
Sep04 031231 103.40 103.40 103.10 103.10 +0.20 84 1,613 -2
Dec04 031231 102.50 102.50 102.35 102.35 +0.20 28 2,642 +23
Total Volume and Open Interest 8,619 89,470 -787
DJIA Index(CBOT)
Dec03 031218 10165 10260 10148 10253 +96 3,181 28,027 +2,540
Mar04 031231 10407 10438 10385 10415 +15 6,015 31,762 +468
Jun04 031231 10394 10394 10394 10394 +15 93 345 +35
Sep04 031231 10374 10374 10374 10374 +15 0 2 +0
Total Volume and Open Interest 6,108 32,113 +503
S & P 500(CME)
Mar04 031231 1108.30 1111.50 1104.70 1110.60 +2.90 31,459 588,511 -2,657
Jun04 031231 1109.80 1109.80 1109.80 1109.80 +3.10 149 11,123 +6
Sep04 031231 1107.50 1109.10 1107.50 1109.10 +3.30 219 2,524 -288
Dec04 031231 1109.20 1109.20 1109.20 1109.20 +3.30 0 60 +0
Total Volume and Open Interest 31,827 602,336 -2,939
S & P 500 E-Mini(Globex)
Mar04 031231 1107.75 1111.50 1104.75 1110.50 +2.75 218,431 367,845 -11,496
Jun04 031231 1109.00 1110.00 1104.50 1109.75 +3.00 7 215 +2
Total Volume and Open Interest 218,438 368,060 -11,494
NASDAQ 100(CME)
Mar04 031231 1475.50 1477.00 1461.00 1471.00 -3.50 5,126 71,534 +1,173
Jun04 031231 1473.00 1473.00 1473.00 1473.00 -3.50 0 49 -1
Sep04 031231 1475.00 1475.00 1475.00 1475.00 -3.50      
Total Volume and Open Interest 5,126 71,583 +1,172
NASDAQ 100 E-Mini(GLOBEX)
Mar04 031231 1473.5 1479.0 1461.0 1471.0 -3.5 100,973 158,160 +1,377
Jun04 031231 1473.5 1476.0 1467.0 1473.0 -3.5 60 372 +47
Total Volume and Open Interest 101,033 158,532 +1,424
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Mar04 031231 580.00 582.25 575.00 576.05 -3.20 317 15,876 -145
Jun04 031231 576.10 576.10 576.10 576.10 -3.20 0 1 +0
Sep04 031231 576.10 576.10 576.10 576.10 -3.20      
Total Volume and Open Interest 317 15,877 -145
Russell 2000(CME)
Mar04 031231 565.50 567.25 555.50 557.20 -6.80 1,507 22,558 +175
Jun04 031231 557.30 557.30 557.30 557.30 -6.80      
Sep04 031231 557.30 557.30 557.30 557.30 -6.80      
Total Volume and Open Interest 1,507 22,558 +175
Value Line(KCBT)
Mar04 031231 1538.00 1538.00 1532.00 1532.00 -9.00 6 61 +4
Total Volume and Open Interest 6 61 +4
Nikkei 225(CME)
Mar04 031231 10830 10840 10730 10750 +20 2,320 23,987 +787
Jun04 031231 10740 10740 10740 10740 +20 17 59 +7
Total Volume and Open Interest 2,337 24,055 +794
Nikkei 225(SIMEX)
Mar04 031230 10630 10735 10615 10720 +265 9,610 122,502 +1,519
Jun04 031230 10680 10680 10680 10680 +265 0 300 +0
Sep04 031230 10680 10680 10680 10680 +265      
Total Volume and Open Interest 9,610 122,802 +1,519
CAC 40(MATIF)
Dec03 031231 3530.0 3563.5 3512.0 3562.5 +36.0 151,509 554,472 +8,616
Jan04 031231 3535.5 3571.0 3517.0 3561.0 +26.0 123,062 167,286 +71,540
Feb04 031231 3566.5 3566.5 3566.5 3566.5 +28.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar04 031230 4005.5 4016.0 3987.0 3995.0 +9.5 29,960 256,517 +276
Jun04 031230 4021.0 4036.0 4010.0 4017.0 +9.5 999 7,514 -186
Sep04 031230 4051.5 4052.0 4038.0 4040.0 +9.5 123 154 +129
Total Volume and Open Interest 31,082 264,185 +219
FT-SE 100(LIFFE)
Mar04 031231 4459.50 4484.00 4458.00 4466.50 +14.50 26,386 377,968 -1,622
Jun04 031231 4476.50 4476.50 4476.50 4476.50 +14.50 0 10,258 +0
Sep04 031231 4486.50 4486.50 4486.50 4486.50 +14.50 0 4,665 +0
Total Volume and Open Interest 26,386 392,891 -1,622
SPI 200(SFE)
Dec03 031218 3236.0 3259.0 3236.0 3255.0 +16.0 33,763 214,784 -23,048
Mar04 031231 3307.0 3315.0 3302.0 3305.0 +3.0 7,846 155,086 +1,993
Jun04 031231 3316.0 3316.0 3316.0 3316.0 +3.0 0 2,997 +0
Total Volume and Open Interest 7,846 159,951 +1,993
GSCI(CME)
Jan04 031231 263.50 263.70 259.10 260.80 -2.75 48 14,474 +12
Feb04 031231 259.00 259.00 258.55 258.55 -2.20 0 4 +0
Mar04 031231 252.25 252.25 252.25 252.25 -1.75      
Total Volume and Open Interest 48 14,478 +12
Reuters CRB Index(NYBOT)
Jan04 031231 256.50 256.75 254.50 256.75 +0.25 121 305 -57
Feb04 031231 255.00 255.50 253.50 255.50 +0.25 11 81 +4
Apr04 031231 254.00 255.00 253.00 255.00 +0.25 150 440 +99
Total Volume and Open Interest 282 832 +46
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002-03 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

48 Unique Charts! Each chart exhibits two seasonal patterns: the most recent 15 years and up to the last 40 years, depending on how long the contract has actually traded. Each market is represented by its nearby contract (until rollover). Just $39! Order Now!