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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 October 20, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031020 741.00 743.00 728.50 729.25 unch 49,902 98,655 -3,624
Jan04 031020 740.00 742.00 730.00 730.50 +1.25 28,338 71,588 +6,202
Mar04 031020 721.00 721.00 711.50 711.75 +1.50 7,416 28,224 +523
May04 031020 675.00 676.00 668.00 669.00 +3.50 4,490 38,004 -62
Jul04 031020 661.00 661.00 653.00 655.50 +4.75 3,168 16,060 +495
Aug04 031020 637.00 638.00 631.00 632.50 +5.00 118 1,952 +56
Sep04 031020 610.00 610.00 608.50 608.50 +3.50 38 231 +25
Total Volume and Open Interest 94,680 262,069 +3,514
Soybean Meal(CBOT)
Dec03 031020 222.50 223.00 221.60 222.30 +2.80 16,516 73,074 -1,132
Jan04 031020 220.80 221.40 219.50 219.50 +1.60 6,598 15,247 -1,745
Mar04 031020 213.50 214.20 212.30 212.60 +1.50 4,103 20,995 +693
May04 031020 200.00 200.00 198.80 199.40 +2.20 6,477 24,941 -681
Jul04 031020 193.00 193.50 192.00 192.60 +2.40 3,498 14,839 +768
Aug04 031020 185.00 185.80 184.50 185.00 +3.00 1,458 3,527 +272
Sep04 031020 177.00 177.50 176.00 176.90 +1.90 701 3,832 +38
Oct04 031020 167.50 168.00 167.30 167.40 +1.90 472 2,897 -72
Total Volume and Open Interest 41,162 166,581 -1,592
Soybean Oil(CBOT)
Dec03 031020 26.72 26.87 26.22 26.25 -0.21 11,663 72,950 +211
Jan04 031020 26.60 26.68 26.03 26.06 -0.24 3,368 19,974 +483
Mar04 031020 26.05 26.08 25.51 25.57 -0.21 2,592 21,478 +115
May04 031020 25.30 25.35 24.80 24.93 -0.07 4,705 20,219 +145
Jul04 031020 24.85 24.90 24.38 24.50 -0.13 2,750 19,037 +439
Aug04 031020 24.30 24.30 23.96 23.97 -0.18 235 2,123 +66
Sep04 031020 23.70 23.70 23.40 23.40 -0.10 55 1,106 +32
Oct04 031020 22.75 22.80 22.75 22.80 +0.10 121 1,567 +30
Total Volume and Open Interest 26,088 162,696 +1,753
Canola(WCE)
Nov03 031020 385.0 385.5 379.0 379.1 -2.8 4,808 28,056 -277
Jan04 031020 390.0 390.5 384.0 384.1 -2.6 2,216 15,059 +333
Mar04 031020 392.5 392.5 386.5 386.5 -2.5 129 1,432 +62
May04 031020 393.0 393.0 389.3 389.3 +0.3 25 2,114 +0
Jul04 031020 394.0 394.0 387.0 387.0 -4.0 10 3,004 -35
Total Volume and Open Interest 7,298 53,925 -21
Corn(CBOT)
Dec03 031020 214.50 214.75 213.25 213.75 -0.50 32,836 240,292 +228
Mar04 031020 221.75 221.75 220.25 220.50 -0.75 13,600 111,601 +4,553
May04 031020 225.50 225.75 224.75 225.00 -0.75 2,620 22,903 +235
Jul04 031020 229.25 229.25 227.75 228.00 -0.75 3,656 27,174 +1,239
Sep04 031020 231.00 231.00 229.75 229.75 -0.75 545 5,097 +117
Dec04 031020 234.75 235.00 233.75 234.25 -0.50 2,279 19,799 +26
Total Volume and Open Interest 55,536 428,741 +6,398
Wheat(CBOT)
Dec03 031020 330.50 335.50 327.00 333.75 +5.50 21,588 75,318 -836
Mar04 031020 341.50 346.50 338.50 344.25 +4.75 9,577 26,144 +1,855
May04 031020 340.00 345.00 340.00 344.75 +4.75 224 2,608 +40
Jul04 031020 324.50 325.50 322.00 325.25 +2.75 490 4,545 +50
Sep04 031020 330.25 330.25 330.25 330.25 +2.75 20 151 +15
Total Volume and Open Interest 31,946 108,954 +1,095
Wheat(KCBT)
Dec03 031020 332.00 337.00 331.50 335.00 +3.50 4,139 42,832 -249
Mar04 031020 339.75 344.00 339.00 342.25 +3.50 2,546 16,598 -431
May04 031020 343.50 345.00 342.50 344.00 +3.00 58 2,022 +5
Jul04 031020 327.00 331.00 327.00 328.50 +3.00 296 2,324 +24
Sep04 031020 330.25 330.25 330.25 330.25 unch 0 231 +0
Total Volume and Open Interest 7,039 64,044 -651
Wheat(MGE)
Dec03 031020 345.50 353.00 345.50 351.75 +7.00 2,289 16,600 -703
Mar04 031020 348.25 352.50 348.00 351.25 +4.25 1,697 10,553 -342
May04 031020 350.50 353.00 350.50 352.25 +2.25 334 1,606 -40
Jul04 031020 355.00 355.00 354.00 354.25 +2.25 125 510 +36
Sep04 031020 348.50 348.50 348.50 348.50 +2.50 15 342 +7
Total Volume and Open Interest 4,461 29,661 -1,042
Oats(CBOT)
Dec03 031020 135.00 136.00 134.00 135.75 +0.75 2,714 4,949 +185
Mar04 031020 142.00 142.25 140.50 141.50 -0.25 479 1,216 +148
May04 031020 145.00 145.00 145.00 145.00 unch 9 90 +5
Jul04 031020 147.00 147.00 147.00 147.00 unch 0 29 +0
Total Volume and Open Interest 3,202 6,286 +338
Rough Rice(CBOT)
Nov03 031020 7.02 7.02 6.83 6.83 -0.17 494 4,029 -67
Jan04 031020 7.19 7.21 7.01 7.02 -0.16 206 1,981 +68
Mar04 031020 7.39 7.39 7.21 7.21 -0.15 70 1,036 +14
May04 031020 7.42 7.42 7.38 7.38 -0.15 40 591 +0
Total Volume and Open Interest 770 8,005 +15
Live Cattle(CME)
Oct03 031020 98.950 99.700 97.850 97.850 -1.500 2,419 3,807 -719
Dec03 031020 89.800 90.900 88.550 88.550 -1.500 8,155 55,099 -761
Feb04 031020 84.350 85.200 82.975 82.975 -1.500 6,005 26,503 -311
Apr04 031020 79.800 80.700 79.100 79.225 -0.800 3,936 18,852 -296
Jun04 031020 74.600 75.400 73.950 74.150 -0.550 3,995 10,241 +604
Aug04 031020 74.000 74.625 73.400 73.500 -0.500 2,416 2,793 -59
Total Volume and Open Interest 27,279 118,740 -1,641
Feeder Cattle(CME)
Oct03 031020 105.900 106.300 104.500 104.500 -1.500 418 3,277 -98
Nov03 031020 101.150 101.900 99.625 99.625 -1.500 1,364 7,137 +34
Jan04 031020 95.400 96.000 94.050 94.050 -1.500 1,809 5,922 -63
Mar04 031020 91.000 91.450 89.750 89.750 -1.500 356 1,572 +35
Apr04 031020 88.750 89.100 87.400 87.400 -1.400 113 686 +9
May04 031020 88.100 88.250 86.350 86.350 -1.450 213 824 +103
Aug04 031020 88.000 88.000 86.625 86.625 -0.975 5 468 +4
Total Volume and Open Interest 4,282 20,011 +26
Lean Hogs(CME)
Dec03 031020 58.600 58.700 57.575 57.675 -1.900 3,545 28,775 +57
Feb04 031020 60.600 60.600 59.600 60.050 -1.150 1,161 10,684 +175
Apr04 031020 60.200 60.200 59.300 60.050 -0.825 496 4,440 +179
May04 031020 61.150 61.750 61.100 61.500 -0.800 29 660 -4
Jun04 031020 65.000 65.000 64.300 64.675 -0.975 54 1,576 +10
Jul04 031020 61.250 61.250 60.900 61.000 -0.775 25 538 -8
Aug04 031020 59.600 59.600 59.250 59.250 -0.725 13 219 +9
Oct04 031020 51.500 51.500 51.150 51.150 -0.600 13 121 +11
Total Volume and Open Interest 5,337 47,021 +430
Pork Bellies(CME)
Feb04 031020 87.550 87.600 85.450 85.450 -3.000 288 1,893 -44
Mar04 031020 87.000 87.000 85.025 85.025 -2.675 3 46 -1
May04 031020 88.100 88.100 85.400 85.400 -2.100 3 39 +1
Jul04 031020 88.700 88.700 88.700 88.700 -3.000 0 32 +0
Aug04 031020 89.250 89.250 89.250 89.250 -3.000 0 3 +0
Total Volume and Open Interest 294 2,013 -44
BFP Milk Class III(CME)
Oct03 031020 14.35 14.35 14.35 14.35 unch 11 5,729 +1
Nov03 031020 12.96 13.25 12.93 13.12 +0.18 169 4,840 +2
Dec03 031020 12.00 12.25 11.95 12.19 +0.19 108 3,766 +50
Jan04 031020 11.50 11.65 11.50 11.65 +0.15 42 1,514 +24
Feb04 031020 11.30 11.42 11.30 11.42 +0.12 22 1,293 +7
Total Volume and Open Interest 510 22,717 +177
Cocoa(NYBOT)
Dec03 031020 1367 1405 1364 1385 +18 12,891 27,693 +1,841
Mar04 031020 1355 1385 1347 1369 +19 4,776 21,372 +1,213
May04 031020 1358 1381 1350 1367 +16 915 10,366 +289
Jul04 031020 1366 1378 1366 1375 +14 162 5,434 +22
Sep04 031020 1385 1397 1370 1386 +15 43 6,557 +3
Dec04 031020 1386 1400 1386 1400 +19 956 7,783 +691
Mar05 031020 1405 1412 1405 1412 +18 80 3,219 +80
Total Volume and Open Interest 20,131 84,313 +4,332
Coffee "C"(NYBOT)
Dec03 031020 60.50 61.95 60.50 61.60 +1.10 6,927 49,605 +108
Mar04 031020 63.80 64.75 63.50 64.40 +1.05 2,511 16,203 +602
May04 031020 65.80 66.50 65.50 66.10 +1.00 467 4,371 +1
Jul04 031020 67.00 68.25 67.00 67.75 +1.00 176 2,761 +123
Sep04 031020 68.75 69.25 68.75 69.25 +1.00 292 4,621 +141
Dec04 031020 71.00 72.00 71.00 71.70 +0.95 498 1,690 -47
Total Volume and Open Interest 10,931 80,475 +970
Orange Juice(NYBOT)
Nov03 031020 69.00 69.00 68.00 68.45 +0.80 2,783 12,301 -2,416
Jan04 031020 70.00 70.25 69.30 69.90 +0.65 2,409 10,819 +986
Mar04 031020 72.10 72.35 71.95 72.35 +0.55 659 4,588 +397
May04 031020 74.40 74.40 74.15 74.40 +0.60 52 2,548 +20
Jul04 031020 76.50 76.50 76.35 76.40 +0.40 5 313 +5
Total Volume and Open Interest 5,910 30,822 -1,008
Sugar #11(NYBOT)
Mar04 031020 6.00 6.14 6.00 6.02 +0.07 5,777 117,879 -701
May04 031020 6.15 6.19 6.09 6.12 +0.05 788 20,880 -74
Jul04 031020 6.13 6.15 6.09 6.10 +0.03 896 22,378 -156
Oct04 031020 6.29 6.30 6.24 6.26 +0.03 601 16,838 +6
Mar05 031020 6.45 6.45 6.39 6.42 +0.03 193 5,164 +96
Total Volume and Open Interest 8,257 187,114 -829
London Cocoa(LCE)
Dec03 031020 855 867 841 856 +6 5,293 63,230 +929
Mar04 031020 885 892 870 883 +5 4,597 44,705 +873
May04 031020 902 910 891 900 +4 498 15,634 +83
Jul04 031020 918 924 904 916 +4 378 13,457 -13
Sep04 031020 936 938 920 932 +5 1,127 16,507 +573
Dec04 031020 949 949 937 947 +6 315 9,394 +160
Mar05 031020 960 961 957 957 +6 365 7,849 +213
Total Volume and Open Interest 12,586 171,616 +2,821
London Coffee(LCE)
Nov03 031020 682.00 689.00 680.00 686.00 +1.00 3,344 30,048 -406
Jan04 031020 705.00 712.00 702.00 708.00 unch 3,096 39,432 +1,972
Mar04 031020 724.00 728.00 721.00 726.00 unch 817 16,477 +304
May04 031020 742.00 743.00 739.00 743.00 unch 500 12,970 +317
Jul04 031020 753.00 757.00 753.00 757.00 -1.00 504 4,518 +460
Sep04 031020 771.00 771.00 771.00 771.00 unch 200 3,949 -16
Total Volume and Open Interest 8,462 110,035 +2,632
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031020 175.00 178.20 175.00 177.30 +1.50 1,056 19,975 +277
Mar04 031020 180.00 183.70 179.90 183.10 +2.10 732 10,064 +85
May04 031020 185.00 186.90 185.00 186.10 +2.10 80 3,099 +28
Aug04 031020 186.50 188.00 186.50 187.20 +2.00 22 4,468 +20
Total Volume and Open Interest 1,898 40,652 +410
Cotton(NYBOT)
Dec03 031020 74.65 75.75 74.50 75.44 -0.08 9,342 69,166 -834
Mar04 031020 78.03 78.25 77.55 78.16 -0.17 9,009 30,143 +2,091
May04 031020 78.60 78.90 78.20 78.63 -0.37 803 7,798 +119
Jul04 031020 78.40 78.40 77.75 78.25 -0.55 252 3,831 +55
Oct04 031020 68.00 68.00 68.00 68.00 -0.75 10 253 +0
Dec04 031020 68.50 68.50 68.10 68.25 -0.98 364 2,166 +199
Total Volume and Open Interest 19,789 113,619 +1,638
Lumber(CME)
Nov03 031020 277.1 280.9 277.0 277.3 -4.2 897 2,224 -227
Jan04 031020 279.1 280.0 277.5 278.6 -1.1 679 912 +3
Mar04 031020 283.7 283.7 283.7 283.7 -0.3 23 121 +6
May04 031020 284.7 284.7 284.7 284.7 -0.9 1 29 +1
Total Volume and Open Interest 1,600 3,286 -217
Crude Oil(NYM)
Nov03 031020 29.85 30.60 29.80 30.35 -0.33 55,591 30,502 -13,864
Dec03 031020 30.00 30.65 29.87 30.43 -0.27 136,367 182,026 -5,474
Jan04 031020 29.75 30.30 29.70 30.09 -0.33 32,222 57,041 +3,071
Feb04 031020 29.58 29.80 29.25 29.69 -0.33 6,708 26,066 +1,170
Mar04 031020 29.00 29.27 28.90 29.27 -0.29 2,972 27,805 +283
Apr04 031020 28.85 29.00 28.85 28.86 -0.26 1,419 21,859 +496
May04 031020 28.50 28.50 28.47 28.47 -0.23 395 12,631 +140
Jun04 031020 28.00 28.10 27.80 28.08 -0.21 2,308 26,179 +28
Jul04 031020 27.65 27.75 27.65 27.74 -0.18 129 9,921 +35
Aug04 031020 27.35 27.46 27.35 27.46 -0.15 21 9,526 +0
Sep04 031020 27.19 27.19 27.19 27.19 -0.13 6 15,385 -302
Oct04 031020 26.85 26.93 26.85 26.93 -0.11 31 8,970 +31
Nov04 031020 26.65 26.70 26.65 26.70 -0.10 7 7,393 +7
Dec04 031020 26.50 26.60 26.40 26.48 -0.09 7,276 27,933 +1,210
Jan05 031020 26.30 26.30 26.30 26.30 -0.07 11 7,368 +6
Feb05 031020 26.08 26.16 26.08 26.16 -0.05 465 3,458 +0
Total Volume and Open Interest 248,884 547,996 -13,713
Heating Oil(NYM)
Nov03 031020 82.00 83.70 80.70 82.34 -0.80 18,530 29,645 -4,090
Dec03 031020 82.70 84.50 81.60 83.31 -0.66 22,873 52,359 -5,544
Jan04 031020 83.50 84.50 82.75 83.91 -0.76 7,471 23,770 +1,207
Feb04 031020 83.00 83.95 82.40 83.41 -0.81 1,593 15,224 +443
Mar04 031020 81.30 82.50 80.85 81.56 -0.76 1,139 13,009 -256
Apr04 031020 78.50 79.00 78.00 78.61 -0.71 587 7,588 -21
May04 031020 74.70 76.20 74.70 75.56 -0.71 338 4,090 +172
Jun04 031020 73.10 74.00 72.80 73.46 -0.71 644 6,019 -109
Jul04 031020 73.10 73.10 72.51 72.51 -0.66 90 3,380 +0
Aug04 031020 72.20 72.41 72.20 72.41 -0.61 16 1,923 -9
Sep04 031020 73.10 73.10 72.91 72.91 -0.56 1 1,611 +0
Oct04 031020 73.46 73.46 73.46 73.46 -0.56 4 1,103 -1
Total Volume and Open Interest 53,635 165,211 -8,198
Unleaded Gas(NYM)
Nov03 031020 83.70 86.50 83.30 85.87 +0.93 18,404 28,475 -762
Dec03 031020 81.80 83.50 81.10 82.79 +0.19 14,528 43,000 -1,158
Jan04 031020 80.80 82.30 80.60 81.54 -0.21 2,771 10,826 +445
Feb04 031020 81.75 81.75 81.74 81.74 -0.36 303 2,648 +87
Mar04 031020 82.39 82.39 82.39 82.39 -0.41 162 2,660 +76
Apr04 031020 89.00 89.70 88.94 88.94 -0.41 224 4,085 +67
May04 031020 88.64 88.64 88.64 88.64 -0.31 66 1,908 +3
Jun04 031020 87.44 87.44 87.44 87.44 -0.31 45 981 -11
Total Volume and Open Interest 36,503 94,583 -1,253
Natural Gas(NYM)
Nov03 031020 4.890 4.900 4.740 4.772 -0.264 42,643 42,358 -1,754
Dec03 031020 5.270 5.290 5.120 5.148 -0.320 16,054 54,737 +515
Jan04 031020 5.440 5.480 5.360 5.380 -0.283 7,627 34,169 -638
Feb04 031020 5.400 5.440 5.340 5.340 -0.278 3,432 22,678 +6
Mar04 031020 5.170 5.210 5.130 5.140 -0.233 4,576 20,012 +115
Apr04 031020 4.700 4.700 4.600 4.675 -0.118 3,328 22,303 -313
May04 031020 4.600 4.600 4.550 4.580 -0.088 550 15,205 +191
Jun04 031020 4.580 4.610 4.560 4.580 -0.085 808 13,848 +342
Jul04 031020 4.600 4.615 4.550 4.587 -0.085 503 11,064 +153
Aug04 031020 4.610 4.640 4.600 4.602 -0.080 785 10,413 +202
Sep04 031020 4.600 4.620 4.587 4.587 -0.078 794 8,886 +90
Oct04 031020 4.600 4.640 4.600 4.602 -0.073 260 8,438 +53
Nov04 031020 4.800 4.810 4.770 4.775 -0.065 103 7,455 -13
Dec04 031020 4.940 4.960 4.920 4.934 -0.061 380 9,713 +167
Jan05 031020 5.040 5.070 5.030 5.045 -0.060 277 6,984 -195
Feb05 031020 5.040 5.040 4.995 5.015 -0.040 356 7,878 -198
Total Volume and Open Interest 82,975 363,137 -966
Brent Crude Oil(IPE)
Dec03 031020 28.80 28.90 28.05 28.62 -0.41 59,656 118,762 +2,849
Jan04 031020 28.44 28.52 27.75 28.30 -0.35 17,061 66,593 +576
Feb04 031020 27.96 28.15 27.46 27.95 -0.31 4,993 14,198 -2,055
Mar04 031020 27.64 27.78 27.16 27.61 -0.29 3,711 14,520 +1,539
Apr04 031020 27.15 27.47 26.83 27.30 -0.24 499 7,111 -284
May04 031020 26.95 26.99 26.75 26.99 -0.19 50 5,792 -1,505
Jun04 031020 26.60 26.79 26.25 26.68 -0.15 1,378 24,557 -1,653
Jul04 031020 26.38 26.38 26.38 26.38 -0.12 50 6,861 +50
Aug04 031020 26.20 26.20 26.10 26.10 -0.10 0 4,668 +0
Sep04 031020 25.86 25.86 25.86 25.86 -0.08 0 3,992 -500
Oct04 031020 25.66 25.66 25.66 25.66 -0.06 0 2,561 -500
Nov04 031020 25.60 25.60 25.48 25.48 -0.04 17 17  
Dec04 031020 25.21 25.40 25.00 25.31 -0.03 2,362 28,126 -1,044
Total Volume and Open Interest 90,578 314,598 -15,804
Gas Oil(IPE)
Nov03 031020 247.75 254.25 243.50 254.00 +4.75 19,306 52,226 +380
Dec03 031020 246.00 250.25 241.50 250.00 +3.75 13,364 47,864 +1,113
Jan04 031020 244.25 247.25 240.00 247.25 +3.00 4,425 21,982 -375
Feb04 031020 240.00 243.00 236.50 243.00 +3.00 772 8,718 +106
Mar04 031020 231.00 237.50 231.00 237.50 +2.75 0 5,205 +0
Apr04 031020 225.75 231.75 225.75 231.75 +2.50 165 5,336 +50
May04 031020 221.75 226.50 221.75 226.50 +2.25 50 3,053 -847
Jun04 031020 223.75 224.75 220.25 224.75 +2.50 1,350 12,726 +650
Jul04 031020 220.00 224.50 220.00 224.50 +2.75 0 1,586 +0
Aug04 031020 224.25 224.25 224.25 224.25 +3.00 16 1,219 +6
Total Volume and Open Interest 39,479 175,815 +680
US Dollar Index(NYBOT)
Dec03 031020 92.27 92.99 92.22 92.73 +0.13 1,474 19,595 +123
Mar04 031020 93.14 93.14 93.14 93.14 +0.13 11 2,112 +4
Jun04 031020 93.55 93.59 93.55 93.59 +0.13 3 13 -1
Total Volume and Open Interest 1,488 21,720 +126
Australian Dollar(CME)
Dec03 031020 68.83 69.04 68.72 68.80 -0.01 1,774 53,576 +2,478
Mar04 031020 68.15 68.15 68.15 68.15 -0.01 17 593 +16
Jun04 031020 67.50 67.50 67.50 67.50 -0.01 0 92 +0
Total Volume and Open Interest 1,791 54,343 +2,494
British Pound(CME)
Dec03 031020 166.91 167.04 166.59 166.75 -0.08 3,129 52,153 -1,248
Mar04 031020 165.59 165.59 165.59 165.59 -0.08 3 240 -2
Jun04 031020 164.43 164.43 164.43 164.43 -0.08 0 1 +0
Total Volume and Open Interest 3,129 52,394 -1,250
Canadian Dollar(CME)
Dec03 031020 75.62 75.75 75.42 75.50 -0.40 5,255 74,632 -391
Mar04 031020 75.30 75.40 75.15 75.23 -0.40 221 3,825 +74
Jun04 031020 75.00 75.10 74.98 74.98 -0.40 8 1,161 +2
Sep04 031020 74.90 74.90 74.75 74.75 -0.40 1 649 +0
Total Volume and Open Interest 5,489 80,493 -314
Japanese Yen(CME)
Dec03 031020 90.88 90.96 90.58 90.88 -0.67 3,532 149,866 -361
Mar04 031020 91.20 91.20 91.02 91.16 -0.67 10 422 +5
Jun04 031020 91.44 91.44 91.44 91.44 -0.67 0 111 +0
Total Volume and Open Interest 3,542 150,447 -356
Swiss Franc(CME)
Dec03 031020 75.01 75.40 74.87 75.28 +0.02 4,845 56,574 +1,098
Mar04 031020 75.43 75.43 75.43 75.43 +0.02 1 165 -1
Jun04 031020 75.60 75.60 75.57 75.57 +0.02 0 109 +0
Total Volume and Open Interest 4,846 56,880 +1,097
EuroFX(CME)
Dec03 031020 116.08 116.70 115.89 116.41 +0.07 13,119 104,601 -513
Mar04 031020 115.83 116.18 115.83 116.13 +0.07 133 1,266 -48
Jun04 031020 115.67 115.86 115.67 115.86 +0.07 0 62 +0
Total Volume and Open Interest 13,271 106,031 -542
Mexican Peso(CME)
Dec03 031020 8870.0 8920.0 8860.0 8910.0 +67.0 8,254 40,691 -1,217
Mar04 031020 8775.0 8795.0 8775.0 8795.0 +67.0 9 604 +0
Total Volume and Open Interest 8,345 41,443 -1,233
30-Year T-Bonds(CBOT)
Dec03 031020 106~14 107~20 106~06 107~07 +0~12 170,270 415,662 -3,627
Mar04 031020 105~02 106~04 104~27 105~26 +0~12 176 16,897 +27
Jun04 031020 104~16 104~16 104~14 104~14 +0~12 25 288 +0
Total Volume and Open Interest 170,446 433,224 -3,624
Municipal Bonds(CBOT)
Dec03 031020 99~29 100~15 99~25 100~03 -0~01 316 1,590 -56
Total Volume and Open Interest 316 1,590 -56
10-Year T-Notes(CBOT)
Dec03 031020 110~310 111~230 110~230 111~145 +0~060 557,727 941,549 -13,622
Mar04 031020 109~085 110~040 109~085 109~305 +0~070 12,826 60,085 +6,094
Total Volume and Open Interest 570,555 1,001,645 -7,527
5-Year T-Notes(CBOT)
Dec03 031020 110~310 111~160 110~285 111~105 +0~020 211,686 828,664 +828,664
Mar04 031020 109~200 110~005 109~200 110~005 +0~020 1,237 14,337 +542
Total Volume and Open Interest 212,923 14,337 +542
2 Year T-Notes(CBOT)
Dec03 031020 106~108 107~010 106~104 107~004 +0~005 7,820 143,793 +712
Total Volume and Open Interest 7,820 143,793 +712
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031020 98.765 98.790 98.760 98.780 -0.005 100,680 729,747 +5,750
Mar04 031020 98.525 98.580 98.515 98.565 -0.010 204,314 655,883 -24,800
Jun04 031020 98.160 98.255 98.135 98.225 -0.015 197,887 586,769 +1,851
Sep04 031020 97.745 97.860 97.710 97.830 -0.010 193,527 578,118 -6,177
Dec04 031020 97.290 97.430 97.245 97.385 unch 128,146 542,857 -4,370
Mar05 031020 96.875 97.035 96.840 96.985 +0.010 65,377 331,071 -2,170
Jun05 031020 96.525 96.685 96.495 96.640 +0.020 34,446 257,232 -3,308
Sep05 031020 96.220 96.385 96.190 96.340 +0.025 34,511 198,497 -3,723
Dec05 031020 95.940 96.100 95.940 96.070 +0.035 14,751 144,842 +1,479
Mar06 031020 95.700 95.850 95.700 95.835 +0.040 15,929 129,989 +2,646
Jun06 031020 95.485 95.620 95.485 95.605 +0.040 12,908 119,051 +2,244
Sep06 031020 95.270 95.430 95.270 95.400 +0.050 10,189 102,644 +2,542
Total Volume and Open Interest 1,053,975 4,926,621 -25,605
3-Mth Euro-Yen(CME)
Dec03 031020 99.91 99.91 99.91 99.91 unch 0 5,427 -846
Mar04 031020 99.86 99.86 99.86 99.86 -0.02 0 6,704 -21
Jun04 031020 99.82 99.83 99.82 99.82 -0.03 0 11,793 -262
Sep04 031020 99.71 99.72 99.71 99.72 -0.05 55 6,670 +121
Dec04 031020 99.59 99.59 99.59 99.59 -0.08 34 2,303 +463
Mar05 031020 99.43 99.44 99.43 99.44 -0.10 30 5,331 -23
Jun05 031020 99.31 99.32 99.31 99.31 -0.13 5 316 +0
Sep05 031020 99.18 99.18 99.18 99.18 -0.11 0 4,962 +10
Dec05 031020 99.08 99.08 99.08 99.08 -0.13 0 73 +0
Mar06 031020 98.97 98.97 98.97 98.97 -0.12 0 229 +0
Total Volume and Open Interest 124 44,761 -553
3-Mth Euro-Yen(SIMEX)
Dec03 031020 99.91 99.91 99.90 99.90 unch 1,040 42,634 +560
Mar04 031020 99.88 99.88 99.86 99.86 -0.02 5,343 58,015 -788
Jun04 031020 99.85 99.85 99.81 99.82 -0.03 7,354 71,399 +2,876
Sep04 031020 99.74 99.74 99.70 99.72 -0.04 1,439 34,582 +495
Dec04 031020 99.65 99.65 99.58 99.58 -0.08 1,616 28,628 +856
Mar05 031020 99.52 99.53 99.43 99.44 -0.10 881 21,152 +3,804
Jun05 031020 99.35 99.36 99.29 99.30 -0.13 364 10,029 -162
Sep05 031020 99.28 99.28 99.17 99.17 -0.14 206 8,944 +136
Total Volume and Open Interest 18,248 287,736 +7,782
German Euro-Bund(EUREX)
Dec03 031020 112.30 112.75 112.16 112.69 +0.16 1,263,167 894,625 +38,518
Mar04 031020 111.98 112.20 111.80 112.18 +0.16 2,309 8,290 +975
Jun04 031020 111.69 111.69 111.69 111.69 +0.16 5,398 0 +0
Total Volume and Open Interest 1,270,874 902,915 +39,493
German Euro-Bobl(EUREX)
Dec03 031020 109.80 110.12 109.77 110.06 +0.05 630,433 610,442 +5,197
Mar04 031020 109.38 109.57 109.38 109.57 +0.06 1,605 16,225 +324
Jun04 031020 109.01 109.01 109.01 109.01 +0.01 5,405 0 +0
Total Volume and Open Interest 637,443 626,667 +5,521
Long Gilt(LIFFE)
Dec03 031020 114~31 115~13 114~28 115~11 +0~02 36,223 157,365 -1,339
Mar04 031020 107~04 107~04 107~04 107~04 +0~02 55 150 +0
Total Volume and Open Interest 36,278 157,515 -1,339
3-Mth Short Sterling(LIFFE)
Dec03 031020 96.04 96.06 96.03 96.06 +0.01 28,348 0 +0
Mar04 031020 95.65 95.69 95.64 95.68 unch 38,306 0 +0
Jun04 031020 95.33 95.37 95.32 95.36 unch 37,563 0 +0
Total Volume and Open Interest 160,409    
3-Mth Euribor(LIFFE)
Dec03 031020 97.830 97.840 97.820 97.830 unch 77,920 646,504 -11,418
Mar04 031020 97.680 97.715 97.670 97.705 unch 115,114 442,905 -1,368
Jun04 031020 97.430 97.485 97.415 97.470 unch 170,176 385,559 -1,878
Total Volume and Open Interest 738,401 2,613,097 -20,612
3-Mth Aus T-Bills(SFE)
Dec03 031020 94.89 94.89 94.84 94.87 -0.01 15,176 213,041 +7,889
Mar04 031020 94.67 94.69 94.59 94.63 -0.02 14,267 87,443 +1,825
Jun04 031020 94.49 94.50 94.41 94.44 -0.02 3,869 44,966 +512
Sep04 031020 94.35 94.35 94.28 94.30 -0.02 472 24,346 -893
Dec04 031020 94.21 94.21 94.17 94.19 -0.02 501 18,300 +396
Mar05 031020 94.10 94.10 94.09 94.10 -0.01 215 17,405 +189
Jun05 031020 94.02 94.02 93.99 94.02 -0.01 90 10,815 +82
Sep05 031020 93.94 93.95 93.93 93.95 -0.02 3 3,323 +0
Dec05 031020 93.88 93.88 93.88 93.88 -0.02 0 1,716 -25
Mar06 031020 93.84 93.84 93.84 93.84 -0.01 0 878 +0
Total Volume and Open Interest 34,593 422,838 +9,975
10-Year Aus T-Bonds(SFE)
Dec03 031020 94.28 94.28 94.17 94.21 -0.07 5,251 169,648 -206
Mar04 031020 94.21 94.21 94.21 94.21 +0.01      
Total Volume and Open Interest 22,360 169,854 +15,308
3-Year Aus T-Bonds(SFE)
Dec03 031020 94.50 94.50 94.38 94.42 -0.02 50,502 388,214 +32,873
Mar04 031020 94.42 94.42 94.42 94.42 -0.02      
Total Volume and Open Interest 50,502 388,214 +32,873
Gold(CMX)
Oct03 031020 373.5 374.5 373.0 374.0 +2.2 2 284 +0
Dec03 031020 371.5 375.1 371.5 374.4 +2.2 43,607 165,919 +98,521
Feb04 031020 373.1 375.9 372.5 375.3 +2.2 1,321 21,733 +169
Apr04 031020 376.5 376.5 375.8 376.1 +2.2 59 7,324 -9
Jun04 031020 374.0 377.0 374.0 376.8 +2.2 67 11,183 -1
Aug04 031020 377.0 377.6 377.0 377.6 +2.2 28 6,999 +0
Total Volume and Open Interest 45,121 244,809 +98,689
Silver(CMX)
Dec03 031020 494.0 503.0 494.0 500.5 +6.5 8,478 67,064 +696
Mar04 031020 496.5 504.5 496.5 501.4 +6.4 907 11,493 -146
May04 031020 502.5 502.5 502.5 502.5 +6.4 1 1,120 +0
Jul04 031020 502.0 503.5 502.0 503.5 +6.4 5 2,176 -5
Sep04 031020 504.1 504.1 504.1 504.1 +6.5 0 575 +0
Total Volume and Open Interest 9,500 88,800 +558
Platinum(NYM)
Oct03 031020 735.0 741.2 735.0 741.2 +10.4 10 74 -20
Jan04 031020 727.0 737.5 726.0 736.7 +13.9 508 8,106 +13
Apr04 031020 726.7 726.7 726.7 726.7 +13.9 0 40 +0
Total Volume and Open Interest 518 8,220 -7
Palladium(NYME)
Dec03 031020 195.00 198.90 192.00 197.20 +1.20 332 5,203 +0
Mar04 031020 196.00 197.50 196.00 196.70 +1.20 14 203 +0
Jun04 031020 196.70 196.70 196.70 196.70 +1.20 1 38 +1
Total Volume and Open Interest 347 5,444 +1
Copper(CMX)
Dec03 031020 90.50 91.30 90.25 91.15 +1.70 6,682 88,085 -492
Mar04 031020 90.80 91.45 90.60 91.35 +1.55 790 8,843 -250
May04 031020 90.85 91.20 90.85 91.20 +1.50 2 3,202 +2
Jul04 031020 90.85 91.20 90.85 91.20 +1.50 4 2,134 +0
Sep04 031020 91.10 91.10 91.10 91.10 +1.50 1 1,324 +1
Total Volume and Open Interest 7,612 110,977 -763
DJIA Index(CBOT)
Dec03 031020 9705 9764 9680 9759 +61 7,837 31,413 -348
Mar04 031020 9685 9734 9685 9734 +61 3 1,258 +2
Jun04 031020 9709 9709 9709 9709 +61 0 1 +0
Total Volume and Open Interest 7,840 32,672 -346
S & P 500(CME)
Dec03 031020 1039.40 1045.50 1034.20 1045.30 +7.50 43,696 560,461 -4,047
Mar04 031020 1043.80 1043.80 1043.80 1043.80 +7.50 10 15,331 +3
Jun04 031020 1043.30 1043.30 1043.30 1043.30 +7.50 0 604 +0
Sep04 031020 1043.30 1043.30 1043.30 1043.30 +7.50 0 178 +0
Total Volume and Open Interest 43,706 576,598 -4,044
S & P 500 E-Mini(Globex)
Dec03 031020 1037.50 1045.50 1034.25 1045.25 +7.50 608,788 464,043 -30,031
Mar04 031020 1038.75 1043.75 1033.25 1043.75 +7.50 83 1,513 +16
Total Volume and Open Interest 608,871 465,556 -30,015
NASDAQ 100(CME)
Dec03 031020 1395.00 1413.00 1389.00 1411.50 +18.00 14,683 76,081 +1,047
Mar04 031020 1414.50 1414.50 1414.50 1414.50 +18.00 0 54 +0
Jun04 031020 1417.50 1417.50 1417.50 1417.50 +18.00      
Total Volume and Open Interest 14,683 76,135 +1,047
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031020 1394.0 1413.0 1389.0 1411.5 +18.0 310,797 210,773 -84
Mar04 031020 1404.5 1415.5 1393.5 1414.5 +18.0 260 1,204 -18
Total Volume and Open Interest 311,057 211,977 -102
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031020 537.00 539.60 534.75 539.55 +4.55 515 13,707 -43
Mar04 031020 539.35 539.35 539.35 539.35 +4.55      
Jun04 031020 539.80 539.80 539.80 539.80 +4.55 0 1 +0
Total Volume and Open Interest 515 13,708 -43
Russell 2000(CME)
Dec03 031020 521.50 523.75 519.00 522.75 +3.25 1,305 21,926 -34
Mar04 031020 522.75 522.75 522.75 522.75 +3.25      
Jun04 031020 522.75 522.75 522.75 522.75 +3.25      
Total Volume and Open Interest 1,305 21,926 -34
Value Line(KCBT)
Dec03 031020 1411.00 1411.00 1403.00 1410.00 +2.50 7 32 +3
Total Volume and Open Interest 7 32 +3
Nikkei 225(CME)
Dec03 031020 11130 11190 11075 11175 +250 1,803 27,846 -180
Mar04 031020 11185 11185 11185 11185 +250 0 7 +0
Total Volume and Open Interest 1,803 27,853 -180
Nikkei 225(SIMEX)
Dec03 031020 10920 11215 10870 11115 +115 18,799 155,538 -693
Mar04 031020 11110 11110 11110 11110 +115 400 4,985 +400
Jun04 031020 11065 11065 11065 11065 +115      
Total Volume and Open Interest 19,199 160,523 -293
CAC 40(MATIF)
Oct03 031020 3336.5 3381.0 3334.0 3361.0 +5.5 65,057 491,164 +9,867
Nov03 031020 3343.0 3380.0 3343.0 3365.5 +5.5 54 3,383 +100
Dec03 031020 3352.0 3385.0 3350.5 3371.5 +5.5 1,012 119,221 -812
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031020 3537.0 3582.0 3507.0 3575.0 +52.5 109,574 253,625 +3,761
Mar04 031020 3541.5 3595.0 3537.5 3594.0 +52.5 51 10,025 -2
Jun04 031020 3558.5 3614.5 3558.5 3614.5 +52.5 11 1,386 +10
Total Volume and Open Interest 109,636 265,036 +3,769
FT-SE 100(LIFFE)
Dec03 031020 4346.00 4382.00 4334.00 4357.50 +9.50 55,183 402,225 -5,485
Mar04 031020 4336.00 4368.00 4336.00 4352.00 +9.50 2 10,440 +0
Jun04 031020 4365.50 4365.50 4365.50 4365.50 +9.50 0 6,241 +0
Total Volume and Open Interest 55,185 419,486 -5,485
SPI 200(SFE)
Dec03 031020 3293.0 3306.0 3287.0 3290.0 -15.0 7,211 148,261 +344
Mar04 031020 3303.0 3312.0 3300.0 3300.0 -15.0 47 3,759 +18
Jun04 031020 3310.0 3310.0 3310.0 3310.0 -14.0 60 2,134 -30
Total Volume and Open Interest 7,319 155,424 +332
GSCI(CME)
Nov03 031020 239.90 241.95 239.90 241.00 -2.10 446 11,739 +227
Dec03 031020 241.00 241.00 241.00 241.00 -2.00 0 10 +0
Jan04 031020 239.50 239.50 239.50 239.50 -2.25      
Total Volume and Open Interest 446 11,749 +227
Reuters CRB Index(NYBOT)
Nov03 031020 243.25 245.00 243.00 244.00 +2.00 83 464 -22
Jan04 031020 243.00 243.25 242.25 243.00 +2.00 29 401 +11
Feb04 031020 239.50 240.50 239.50 240.50 +2.00 1 172 +0
Total Volume and Open Interest 115 1,051 -9
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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