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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 27, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031027 775.00 778.50 757.00 758.50 -4.00 33,346 59,434 -19,071
Jan04 031027 781.00 783.00 762.00 763.50 -3.75 52,939 112,371 +7,655
Mar04 031027 769.00 773.00 753.00 754.25 -0.75 9,886 33,175 +1,368
May04 031027 712.00 723.00 707.00 708.50 +7.75 2,975 37,697 +287
Jul04 031027 694.00 704.00 687.00 688.00 +5.50 1,534 16,269 -30
Aug04 031027 672.00 679.00 663.00 664.00 +6.50 105 2,384 +39
Sep04 031027 625.00 641.00 625.00 633.00 +13.00 1 269 -2
Total Volume and Open Interest 101,672 269,364 -9,692
Soybean Meal(CBOT)
Dec03 031027 245.00 245.80 241.00 241.20 +0.90 13,400 69,534 -860
Jan04 031027 242.00 243.40 238.00 238.40 +1.30 5,684 17,540 +464
Mar04 031027 235.00 238.50 231.20 231.60 +0.60 3,575 22,527 -1,210
May04 031027 218.50 222.10 217.50 217.50 +3.20 2,926 27,658 -181
Jul04 031027 211.00 215.50 210.00 211.70 +4.70 2,023 14,592 -373
Aug04 031027 202.00 206.00 201.00 202.50 +4.00 326 3,780 +66
Sep04 031027 191.50 196.50 191.50 191.70 +2.90 630 4,031 +80
Oct04 031027 177.00 180.00 176.00 176.20 +2.00 310 3,251 +97
Total Volume and Open Interest 29,436 170,813 -1,811
Soybean Oil(CBOT)
Dec03 031027 27.12 27.38 26.05 26.15 -0.54 11,393 68,267 -803
Jan04 031027 26.85 27.07 25.90 25.98 -0.47 3,690 21,657 +627
Mar04 031027 26.55 26.65 25.73 25.74 -0.25 3,594 23,495 +743
May04 031027 25.45 25.65 24.75 24.93 -0.05 2,331 22,660 +338
Jul04 031027 24.79 24.99 24.30 24.40 +0.01 1,214 19,971 -17
Aug04 031027 24.25 24.38 23.95 23.95 +0.04 181 2,343 +17
Sep04 031027 23.80 23.80 23.30 23.30 +0.05 26 1,334 +26
Oct04 031027 22.28 22.28 22.28 22.28 -0.19 28 1,850 +28
Total Volume and Open Interest 22,514 166,806 +979
Canola(WCE)
Nov03 031027 386.0 386.5 381.3 381.4 -0.6 2,487 15,130 -2,377
Jan04 031027 392.0 393.0 387.1 387.3 -0.4 4,285 19,598 +770
Mar04 031027 396.0 396.7 391.5 391.5 unch 357 3,017 +5
May04 031027 396.5 396.5 392.0 392.0 unch 185 2,588 +53
Jul04 031027 398.0 398.0 394.0 394.2 +1.2 0 2,815 +0
Total Volume and Open Interest 7,314 47,385 -1,549
Corn(CBOT)
Dec03 031027 241.50 242.75 235.00 235.25 +0.25 84,688 226,527 -4,843
Mar04 031027 247.00 250.00 241.75 241.75 +0.75 32,648 133,798 +4,318
May04 031027 252.50 254.50 245.75 246.00 +0.50 4,122 27,174 +771
Jul04 031027 253.00 256.00 248.00 248.00 +0.50 4,639 28,791 +28
Sep04 031027 248.00 250.00 244.50 244.50 +0.50 312 5,522 +44
Dec04 031027 248.00 248.75 245.00 246.25 +0.25 4,452 21,824 +361
Total Volume and Open Interest 130,993 445,747 +732
Wheat(CBOT)
Dec03 031027 381.00 381.00 364.50 367.25 -2.00 24,405 71,461 -295
Mar04 031027 387.00 388.00 374.00 376.75 -2.00 11,103 29,100 +1,217
May04 031027 381.00 381.00 367.50 369.50 -3.00 354 2,482 -34
Jul04 031027 346.00 348.00 336.00 338.00 -4.50 850 5,734 +203
Sep04 031027 348.00 348.00 339.00 340.00 -6.00 67 223 +35
Total Volume and Open Interest 36,832 109,618 +1,134
Wheat(KCBT)
Dec03 031027 375.00 378.00 361.00 364.00 -2.75 8,292 39,498 -1,265
Mar04 031027 383.50 384.00 368.00 370.25 -3.75 5,768 18,494 +778
May04 031027 383.00 383.00 369.50 371.00 -1.50 149 2,219 +100
Jul04 031027 356.00 356.00 346.50 347.75 -3.25 364 2,589 -180
Sep04 031027 355.00 355.50 351.00 351.00 -2.00 52 275 +0
Total Volume and Open Interest 14,675 63,289 -567
Wheat(MGE)
Dec03 031027 385.00 389.00 372.00 372.50 -5.25 4,649 15,035 -40
Mar04 031027 390.00 392.50 376.75 377.00 -5.50 3,472 14,401 +955
May04 031027 390.00 390.00 380.00 380.00 -5.00 276 1,607 +31
Jul04 031027 390.00 390.00 379.00 379.00 -5.50 41 533 +20
Sep04 031027 368.00 368.00 363.00 363.00 -5.00 4 367 +2
Total Volume and Open Interest 8,442 32,026 +968
Oats(CBOT)
Dec03 031027 150.00 150.75 144.50 144.50 -4.25 2,442 4,370 -277
Mar04 031027 150.50 150.75 147.00 148.00 -1.50 431 1,699 +141
May04 031027 149.25 150.50 147.00 148.50 -0.75 19 121 +9
Jul04 031027 149.50 149.50 149.50 149.50 -1.50 0 30 +0
Total Volume and Open Interest 2,892 6,222 -127
Rough Rice(CBOT)
Nov03 031027 7.30 7.43 7.28 7.40 +0.19 424 3,335 +240
Jan04 031027 7.49 7.60 7.48 7.57 +0.16 353 1,989 +53
Mar04 031027 7.69 7.78 7.65 7.76 +0.19 328 1,142 +72
May04 031027 7.91 7.91 7.91 7.91 +0.18 0 593 +0
Total Volume and Open Interest 1,105 7,426 +365
Live Cattle(CME)
Oct03 031027 100.250 102.000 100.150 101.700 +2.550 499 2,610 -115
Dec03 031027 89.850 91.500 89.800 91.425 +1.550 6,812 51,965 -887
Feb04 031027 85.450 86.300 85.450 86.200 +0.750 2,396 27,515 +224
Apr04 031027 81.500 82.150 81.250 81.900 +0.450 875 17,604 -108
Jun04 031027 75.650 76.150 75.500 76.000 +0.325 830 10,274 +250
Aug04 031027 75.250 75.500 75.000 75.450 +0.200 96 2,857 +4
Total Volume and Open Interest 11,828 114,513 -596
Feeder Cattle(CME)
Oct03 031027 105.125 105.125 105.125 105.125 +1.500 510 2,767 -57
Nov03 031027 100.075 100.075 100.075 100.075 +1.500 1,338 6,373 -287
Jan04 031027 95.500 95.750 95.000 95.750 +1.500 1,028 6,556 +70
Mar04 031027 91.300 91.950 91.100 91.950 +1.050 225 1,687 +40
Apr04 031027 89.500 89.900 89.150 89.700 +0.650 79 766 +18
May04 031027 88.700 89.300 88.300 88.800 +0.600 90 1,026 -6
Aug04 031027 89.250 89.500 88.700 89.400 +1.200 5 469 +2
Total Volume and Open Interest 3,277 19,800 -219
Lean Hogs(CME)
Dec03 031027 52.500 53.050 51.900 52.575 +0.125 4,539 23,852 -924
Feb04 031027 57.375 57.800 56.850 57.550 +0.175 1,675 10,826 +205
Apr04 031027 58.900 59.300 58.600 59.050 +0.300 394 4,832 +15
May04 031027 61.250 61.400 60.850 61.125 -0.275 23 715 -2
Jun04 031027 64.700 64.950 64.300 64.800 +0.175 179 1,614 +17
Jul04 031027 60.900 61.700 60.900 61.250 +0.350 22 609 +1
Aug04 031027 59.600 59.725 59.600 59.725 +0.225 12 242 +4
Oct04 031027 52.350 52.350 52.250 52.300 +0.525 2 145 +2
Total Volume and Open Interest 6,848 42,846 -683
Pork Bellies(CME)
Feb04 031027 85.000 85.750 85.000 85.225 +0.550 330 1,548 -47
Mar04 031027 84.500 84.500 84.500 84.500 +0.400 1 95 +0
May04 031027 85.900 86.000 85.900 86.000 +0.200 1 33 -1
Jul04 031027 87.900 87.900 87.900 87.900 +0.400 0 35 +0
Aug04 031027 87.000 87.000 87.000 87.000 +0.400 0 3 +0
Total Volume and Open Interest 332 1,714 -48
BFP Milk Class III(CME)
Oct03 031027 14.34 14.34 14.34 14.34 -0.01 18 5,767 +2
Nov03 031027 13.20 13.20 12.95 12.95 -0.22 349 5,370 +196
Dec03 031027 12.04 12.05 11.80 11.94 -0.09 107 3,921 +55
Jan04 031027 11.70 11.70 11.50 11.60 -0.08 34 1,608 +17
Feb04 031027 11.35 11.35 11.30 11.30 -0.10 19 1,441 +13
Total Volume and Open Interest 547 24,701 +295
Cocoa(NYBOT)
Dec03 031027 1437 1447 1410 1420 -12 2,726 30,808 -120
Mar04 031027 1413 1419 1390 1396 -13 1,217 22,584 +412
May04 031027 1412 1413 1388 1390 -17 1,580 13,683 +1,531
Jul04 031027 1412 1412 1396 1396 -19 30 5,724 +0
Sep04 031027 1406 1406 1406 1406 -18 85 6,961 +22
Dec04 031027 1442 1442 1416 1416 -18 4 8,060 +0
Mar05 031027 1447 1453 1429 1429 -18 0 3,219 +0
Total Volume and Open Interest 7,153 97,444 +3,345
Coffee "C"(NYBOT)
Dec03 031027 63.60 64.85 63.00 64.55 +1.45 5,971 49,172 -75
Mar04 031027 66.50 67.40 65.90 67.20 +1.20 3,094 18,352 +449
May04 031027 68.30 68.95 67.70 68.90 +1.15 316 4,798 +74
Jul04 031027 69.50 70.50 69.50 70.50 +1.05 173 2,681 -19
Sep04 031027 71.60 72.00 71.30 72.00 +1.00 178 4,701 +15
Dec04 031027 74.00 74.80 73.50 74.50 +1.00 151 1,905 +72
Total Volume and Open Interest 9,927 83,009 +559
Orange Juice(NYBOT)
Nov03 031027 70.25 70.40 69.60 69.65 -0.45 1,460 7,963 -593
Jan04 031027 72.70 72.85 72.40 72.60 +0.25 1,287 12,855 +364
Mar04 031027 75.10 75.30 75.10 75.15 +0.30 99 5,369 +28
May04 031027 77.25 77.30 77.10 77.15 +0.30 3 2,606 +0
Jul04 031027 78.95 79.70 78.95 79.15 +0.30 2 326 +2
Total Volume and Open Interest 2,871 29,686 -179
Sugar #11(NYBOT)
Mar04 031027 6.13 6.28 6.09 6.19 +0.09 14,742 121,220 +92
May04 031027 6.20 6.32 6.18 6.24 +0.08 2,865 23,668 +487
Jul04 031027 6.17 6.28 6.17 6.22 +0.08 1,941 22,653 -5
Oct04 031027 6.29 6.36 6.29 6.32 +0.05 1,973 16,608 -221
Mar05 031027 6.42 6.45 6.42 6.43 +0.01 505 6,025 +87
Total Volume and Open Interest 22,146 194,438 +522
London Cocoa(LCE)
Dec03 031027 858 867 845 851 -8 11,265 51,236 -9,582
Mar04 031027 885 895 875 880 -7 1,368 45,781 +211
May04 031027 903 913 892 898 -7 755 16,847 -18
Jul04 031027 915 928 910 915 -6 79 13,779 +29
Sep04 031027 932 944 925 932 -5 210 17,461 +40
Dec04 031027 947 957 943 948 -6 10,452 19,105 +9,367
Mar05 031027 970 973 957 961 -7 97 7,710 +27
Total Volume and Open Interest 24,280 172,809 +94
London Coffee(LCE)
Nov03 031027 688.00 692.00 687.00 691.00 +5.00 2,032 24,466 -281
Jan04 031027 713.00 717.00 711.00 716.00 +5.00 1,820 45,313 +750
Mar04 031027 732.00 735.00 730.00 735.00 +5.00 1,004 20,617 +702
May04 031027 749.00 751.00 746.00 751.00 +6.00 599 14,066 +242
Jul04 031027 763.00 765.00 763.00 765.00 +5.00 312 5,222 +73
Sep04 031027 777.00 779.00 777.00 779.00 +5.00 116 4,105 +116
Total Volume and Open Interest 5,883 116,450 +1,602
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031027 176.50 178.50 176.30 177.50 +1.40 1,763 18,930 +172
Mar04 031027 183.20 185.20 182.20 183.50 -0.10 1,524 12,999 +713
May04 031027 186.50 187.50 186.00 186.00 +0.90 415 3,722 +131
Aug04 031027 186.00 187.50 186.00 187.00 +1.90 425 4,914 +225
Total Volume and Open Interest 4,397 43,833 +1,411
Cotton(NYBOT)
Dec03 031027 82.30 82.85 81.50 82.22 +0.11 13,004 61,039 +74
Mar04 031027 84.70 85.05 83.60 84.20 -0.14 11,148 37,492 +1,866
May04 031027 85.00 85.25 83.80 84.50 unch 1,160 8,774 +404
Jul04 031027 84.90 85.20 83.75 84.05 -0.59 453 3,969 -1
Oct04 031027 69.80 69.80 69.65 69.65 +0.10 7 266 +5
Dec04 031027 69.80 70.00 69.50 69.95 +0.15 331 2,926 +140
Total Volume and Open Interest 26,135 114,833 +2,493
Lumber(CME)
Nov03 031027 273.0 276.8 267.1 268.0 -2.8 444 1,487 -154
Jan04 031027 282.9 292.0 281.3 281.7 -0.5 278 929 +29
Mar04 031027 290.6 297.9 288.6 290.1 +0.1 45 131 +17
May04 031027 296.8 296.8 291.3 291.3 -0.9 1 26 +0
Total Volume and Open Interest 768 2,573 -108
Crude Oil(NYM)
Dec03 031027 29.95 30.23 29.70 29.92 -0.24 82,752 180,462 -2,616
Jan04 031027 29.65 29.95 29.45 29.70 -0.17 31,118 71,082 +2,305
Feb04 031027 29.25 29.59 29.25 29.37 -0.14 11,967 28,330 +999
Mar04 031027 28.85 29.10 28.75 28.98 -0.13 3,844 26,570 -262
Apr04 031027 28.50 28.70 28.50 28.60 -0.11 2,376 21,448 +102
May04 031027 28.24 28.24 28.24 28.24 -0.09 639 13,516 +274
Jun04 031027 27.75 28.00 27.75 27.88 -0.07 2,443 26,797 -136
Jul04 031027 27.60 27.60 27.57 27.57 -0.05 339 9,869 -50
Aug04 031027 27.31 27.31 27.31 27.31 -0.04 280 9,536 -75
Sep04 031027 26.85 27.07 26.85 27.05 -0.03 31 14,524 +2
Oct04 031027 26.83 26.83 26.81 26.81 -0.02 405 8,889 -30
Nov04 031027 26.59 26.59 26.59 26.59 -0.01 0 7,204 +0
Dec04 031027 26.30 26.45 26.30 26.39 unch 3,406 26,851 +223
Jan05 031027 26.22 26.22 26.22 26.22 unch 45 8,192 -45
Feb05 031027 26.10 26.11 26.00 26.11 unch 0 3,716 +0
Mar05 031027 26.00 26.00 26.00 26.00 unch 0 2,186 +0
Total Volume and Open Interest 142,630 532,154 +1,972
Heating Oil(NYM)
Nov03 031027 81.30 81.85 80.25 80.86 -1.25 17,028 19,733 -3,624
Dec03 031027 81.70 82.60 81.10 81.60 -1.28 16,033 54,470 +494
Jan04 031027 82.40 83.20 81.70 82.20 -1.18 3,696 23,606 +583
Feb04 031027 81.80 82.70 81.50 81.85 -0.93 1,581 15,227 +302
Mar04 031027 79.80 80.90 79.80 80.20 -0.58 808 12,660 -199
Apr04 031027 76.90 78.00 76.90 77.30 -0.28 183 7,017 +50
May04 031027 75.00 75.00 74.50 74.50 -0.08 60 4,119 +4
Jun04 031027 71.90 73.00 71.90 72.65 +0.12 382 6,045 -13
Jul04 031027 72.00 72.00 71.80 71.80 +0.22 25 3,129 -4
Aug04 031027 71.90 71.90 71.90 71.90 +0.32 15 2,013 +10
Sep04 031027 72.50 72.50 72.50 72.50 +0.37 15 1,572 +0
Oct04 031027 73.15 73.15 73.15 73.15 +0.42 4 1,103 +0
Total Volume and Open Interest 40,515 157,365 -2,142
Unleaded Gas(NYM)
Nov03 031027 82.70 84.30 81.80 82.84 -0.87 20,173 16,906 -2,653
Dec03 031027 81.30 82.60 80.60 81.42 -0.74 14,508 49,183 +1,429
Jan04 031027 80.25 81.70 80.25 80.67 -0.89 4,651 14,119 +1,173
Feb04 031027 80.65 81.80 80.65 80.87 -0.94 51 2,800 +14
Mar04 031027 81.52 81.52 81.52 81.52 -0.94 165 3,020 +92
Apr04 031027 88.02 88.02 88.02 88.02 -0.93 717 4,857 +303
May04 031027 87.77 87.77 87.77 87.77 -0.93 467 2,653 +417
Jun04 031027 86.62 86.62 86.62 86.62 -0.83 25 1,243 +25
Total Volume and Open Interest 40,757 94,781 +800
Natural Gas(NYM)
Nov03 031027 4.600 4.640 4.500 4.512 -0.274 26,929 25,487 -1,393
Dec03 031027 4.870 4.930 4.780 4.806 -0.247 17,779 49,897 +123
Jan04 031027 5.080 5.170 5.030 5.051 -0.227 6,986 32,724 +143
Feb04 031027 5.080 5.140 5.030 5.031 -0.207 3,524 23,814 +314
Mar04 031027 4.960 5.030 4.930 4.931 -0.167 3,185 20,543 +18
Apr04 031027 4.700 4.720 4.676 4.676 -0.092 1,637 21,884 -419
May04 031027 4.650 4.670 4.621 4.621 -0.070 1,439 15,377 +57
Jun04 031027 4.650 4.680 4.626 4.626 -0.070 1,078 14,465 +406
Jul04 031027 4.660 4.700 4.636 4.636 -0.070 873 11,104 +105
Aug04 031027 4.670 4.700 4.654 4.654 -0.067 239 10,784 +110
Sep04 031027 4.655 4.700 4.641 4.641 -0.065 635 8,920 +202
Oct04 031027 4.670 4.700 4.659 4.659 -0.063 465 8,787 +250
Nov04 031027 4.860 4.900 4.839 4.839 -0.063 316 7,616 -3
Dec04 031027 5.050 5.060 5.006 5.006 -0.057 1,870 9,726 +472
Jan05 031027 5.140 5.170 5.129 5.129 -0.049 1,195 7,206 +60
Feb05 031027 5.130 5.130 5.094 5.094 -0.044 165 8,116 +87
Total Volume and Open Interest 69,209 344,087 +770
Brent Crude Oil(IPE)
Dec03 031027 28.65 28.80 28.20 28.39 -0.19 41,020 93,015 -1,079
Jan04 031027 28.20 28.35 27.78 28.00 -0.12 19,090 76,683 +4,043
Feb04 031027 27.73 27.77 27.41 27.66 -0.07 5,795 17,780 +2,321
Mar04 031027 27.25 27.34 27.09 27.31 -0.04 2,765 15,934 +821
Apr04 031027 26.90 27.00 26.82 27.00 -0.02 102 7,362 +0
May04 031027 26.54 26.71 26.54 26.71 unch 0 6,270 +0
Jun04 031027 26.41 26.62 26.22 26.43 +0.01 1,226 25,499 +522
Jul04 031027 26.20 26.20 26.19 26.19 +0.03 0 6,661 +0
Aug04 031027 25.96 25.96 25.96 25.96 +0.02 50 4,830 -25
Sep04 031027 25.76 25.76 25.76 25.76 +0.03 4 4,007 +0
Oct04 031027 25.57 25.57 25.57 25.57 +0.05 0 2,561 +0
Nov04 031027 25.40 25.40 25.40 25.40 +0.09 0 100 +0
Dec04 031027 25.32 25.32 25.00 25.25 +0.11 500 27,406 +290
Total Volume and Open Interest 70,552 304,981 +6,793
Gas Oil(IPE)
Nov03 031027 255.50 256.00 247.00 252.75 -4.75 11,980 40,248 -693
Dec03 031027 250.50 250.75 243.00 247.25 -4.50 8,727 50,264 +1,923
Jan04 031027 247.50 247.50 240.75 244.00 -4.25 3,016 20,219 -344
Feb04 031027 241.75 241.75 239.25 239.25 -4.00 141 8,114 +10
Mar04 031027 236.25 236.25 233.50 234.00 -3.75 431 5,512 +200
Apr04 031027 228.75 228.75 228.75 228.75 -3.25 9 5,562 -9
May04 031027 223.75 223.75 223.75 223.75 -3.00 9 3,444 -9
Jun04 031027 222.50 222.50 222.00 222.00 -2.75 1,000 10,112 -488
Jul04 031027 221.75 221.75 221.75 221.75 -2.50 0 2,542 +0
Aug04 031027 221.50 221.50 221.50 221.50 -2.25 0 1,219 +0
Total Volume and Open Interest 25,313 163,486 +590
US Dollar Index(NYBOT)
Dec03 031027 91.61 91.95 91.54 91.85 +0.34 1,075 22,777 +369
Mar04 031027 92.25 92.28 92.06 92.27 +0.34 52 2,123 -3
Jun04 031027 92.72 92.72 92.72 92.72 +0.34 0 12 +0
Total Volume and Open Interest 1,127 24,912 +366
Australian Dollar(CME)
Dec03 031027 69.98 70.24 69.88 70.13 +0.46 858 55,466 -116
Mar04 031027 69.28 69.48 69.25 69.46 +0.46 55 692 +49
Jun04 031027 68.79 68.79 68.79 68.79 +0.46 0 92 +0
Total Volume and Open Interest 913 56,334 -67
British Pound(CME)
Dec03 031027 168.79 169.06 168.57 168.96 -0.21 2,383 60,260 +768
Mar04 031027 167.72 167.72 167.72 167.72 -0.21 2 258 +7
Jun04 031027 166.44 166.44 166.44 166.44 -0.21 0 1 +0
Total Volume and Open Interest 2,385 60,524 +775
Canadian Dollar(CME)
Dec03 031027 76.26 76.27 75.95 76.06 -0.27 1,851 77,713 -441
Mar04 031027 75.97 75.97 75.70 75.79 -0.27 103 3,977 +2
Jun04 031027 75.60 75.63 75.50 75.56 -0.27 5 1,220 +0
Sep04 031027 75.43 75.43 75.34 75.35 -0.27 14 702 +3
Total Volume and Open Interest 1,975 83,841 -434
Japanese Yen(CME)
Dec03 031027 92.40 92.48 92.15 92.26 +0.67 4,762 150,587 +484
Mar04 031027 92.73 92.73 92.54 92.54 +0.67 65 504 +53
Jun04 031027 92.82 92.82 92.82 92.82 +0.67 15 202 +15
Total Volume and Open Interest 4,842 151,341 +552
Swiss Franc(CME)
Dec03 031027 75.97 76.18 75.88 75.97 -0.51 4,870 61,610 +1,395
Mar04 031027 76.28 76.28 76.13 76.13 -0.51 2 197 +2
Jun04 031027 76.29 76.29 76.29 76.29 -0.51 0 109 +0
Total Volume and Open Interest 4,872 61,948 +1,397
EuroFX(CME)
Dec03 031027 117.28 117.64 117.12 117.26 -0.71 8,912 104,784 +66
Mar04 031027 117.04 117.32 116.93 116.98 -0.71 25 1,341 +9
Jun04 031027 116.71 116.71 116.71 116.71 -0.71 0 65 +0
Total Volume and Open Interest 8,937 106,298 +75
Mexican Peso(CME)
Dec03 031027 8937.0 8970.0 8937.0 8962.0 +45.0 3,684 37,917 -394
Mar04 031027 8860.0 8860.0 8845.0 8850.0 +48.0 0 605 +0
Total Volume and Open Interest 3,684 38,670 -394
30-Year T-Bonds(CBOT)
Dec03 031027 109~00 109~07 108~14 108~25 -0~16 218,670 433,600 +4,252
Mar04 031027 107~11 107~14 107~02 107~12 -0~16 1,056 19,356 +479
Jun04 031027 105~22 106~12 105~22 106~00 -0~16 8 288 -1
Total Volume and Open Interest 219,734 453,621 +4,730
Municipal Bonds(CBOT)
Dec03 031027 101~04 101~09 100~26 101~01 -0~05 203 1,599 +20
Total Volume and Open Interest 203 1,599 +20
10-Year T-Notes(CBOT)
Dec03 031027 112~235 112~260 112~120 112~170 -0~140 543,695 956,054 +21,648
Mar04 031027 111~040 111~120 110~305 111~030 -0~150 7,943 93,115 +4,545
Total Volume and Open Interest 551,638 1,049,181 +26,193
5-Year T-Notes(CBOT)
Dec03 031027 112~000 112~060 111~295 111~315 -0~095 196,970 0 +0
Mar04 031027 110~250 110~250 110~250 110~250 -0~090 1,175 26,401 +734
Total Volume and Open Interest 198,145 26,401 +734
2 Year T-Notes(CBOT)
Dec03 031027 107~030 107~040 107~028 107~029 -0~016 3,237 143,744 +1,144
Total Volume and Open Interest 3,237 143,744 +1,144
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031027 98.810 98.810 98.800 98.810 -0.005 41,673 709,916 -5,118
Mar04 031027 98.620 98.650 98.615 98.620 -0.040 81,289 672,317 -277
Jun04 031027 98.305 98.335 98.285 98.290 -0.075 99,092 608,987 +8,872
Sep04 031027 97.925 97.970 97.890 97.900 -0.105 117,350 553,969 +691
Dec04 031027 97.495 97.540 97.470 97.475 -0.110 76,436 522,190 -755
Mar05 031027 97.110 97.160 97.100 97.105 -0.100 28,701 324,013 -730
Jun05 031027 96.760 96.825 96.760 96.775 -0.090 20,699 263,178 -1,152
Sep05 031027 96.475 96.535 96.475 96.475 -0.090 18,690 202,478 -431
Dec05 031027 96.215 96.260 96.210 96.210 -0.080 10,472 152,634 +931
Mar06 031027 95.985 96.025 95.980 95.985 -0.075 9,542 134,597 -1,134
Jun06 031027 95.770 95.815 95.770 95.770 -0.070 6,995 125,665 -265
Sep06 031027 95.580 95.610 95.560 95.570 -0.070 7,307 107,557 -1,377
Total Volume and Open Interest 555,545 4,952,086 +5,329
3-Mth Euro-Yen(CME)
Dec03 031027 99.91 99.91 99.91 99.91 unch 1,299 6,664 +1,228
Mar04 031027 99.87 99.87 99.87 99.87 unch 660 7,550 +632
Jun04 031027 99.86 99.86 99.86 99.86 unch 50 11,838 -113
Sep04 031027 99.79 99.79 99.79 99.79 unch 59 6,080 -271
Dec04 031027 99.69 99.69 99.69 99.69 unch 105 2,459 -200
Mar05 031027 99.55 99.55 99.55 99.55 unch 0 4,989 -32
Jun05 031027 99.46 99.46 99.44 99.44 -0.02 0 483 +0
Sep05 031027 99.27 99.27 99.27 99.27 -0.05 0 4,978 +0
Dec05 031027 99.22 99.22 99.22 99.22 -0.07 5 73 +0
Mar06 031027 99.10 99.10 99.10 99.10 -0.04 0 229 +0
Total Volume and Open Interest 2,178 46,301 +1,244
3-Mth Euro-Yen(SIMEX)
Dec03 031027 99.91 99.91 99.91 99.91 unch 431 42,138 -76
Mar04 031027 99.87 99.88 99.87 99.88 +0.01 894 60,195 -1,187
Jun04 031027 99.86 99.86 99.86 99.86 +0.01 385 70,677 +66
Sep04 031027 99.79 99.79 99.79 99.79 +0.01 490 32,361 -71
Dec04 031027 99.69 99.69 99.69 99.69 unch 412 28,341 +31
Mar05 031027 99.55 99.56 99.55 99.56 unch 147 18,652 -90
Jun05 031027 99.46 99.46 99.46 99.46 unch 155 10,891 +9
Sep05 031027 99.35 99.35 99.35 99.35 unch 0 9,422 -82
Total Volume and Open Interest 2,964 284,985 -1,450
German Euro-Bund(EUREX)
Dec03 031027 112.96 113.06 112.51 112.94 -0.26 746,923 886,453 -23,217
Mar04 031027 112.26 112.44 112.10 112.44 -0.27 1,191 14,243 +557
Jun04 031027 111.94 111.94 111.94 111.94 -0.26 1,015 0 +0
Total Volume and Open Interest 749,129 900,696 -22,660
German Euro-Bobl(EUREX)
Dec03 031027 110.31 110.33 110.01 110.23 -0.22 449,124 611,492 -15,998
Mar04 031027 109.65 109.75 109.62 109.75 -0.22 995 16,524 +350
Jun04 031027 109.23 109.23 109.23 109.23 -0.22 1,218 0 +0
Total Volume and Open Interest 451,337 628,016 -15,648
Long Gilt(LIFFE)
Dec03 031027 114~26 114~26 114~07 114~13 -0~12 26,376 160,145 -253
Mar04 031027 106~09 106~11 106~07 106~07 -0~12 10 161 +10
Total Volume and Open Interest 26,386 160,306 -243
3-Mth Short Sterling(LIFFE)
Dec03 031027 95.95 95.96 95.92 95.93 -0.01 27,261 216,067 +2,660
Mar04 031027 95.55 95.58 95.52 95.54 -0.01 27,460 179,292 +1,127
Jun04 031027 95.22 95.25 95.17 95.21 -0.01 29,228 179,561 +829
Total Volume and Open Interest 143,441 1,052,667 +4,365
3-Mth Euribor(LIFFE)
Dec03 031027 97.830 97.835 97.825 97.830 -0.005 35,633 627,030 -12,629
Mar04 031027 97.725 97.735 97.700 97.720 -0.015 68,901 439,605 +3,202
Jun04 031027 97.535 97.535 97.475 97.505 -0.030 77,251 388,063 +5,766
Total Volume and Open Interest 379,673 2,603,996 +2,484
3-Mth Aus T-Bills(SFE)
Dec03 031027 94.92 94.93 94.89 94.90 -0.01 7,150 207,836 -9,558
Mar04 031027 94.65 94.66 94.60 94.63 -0.02 18,166 108,457 +5,604
Jun04 031027 94.48 94.48 94.44 94.45 -0.03 4,541 53,962 +1,707
Sep04 031027 94.34 94.35 94.30 94.31 -0.03 2,360 24,689 +152
Dec04 031027 94.22 94.22 94.19 94.20 -0.03 910 19,586 -141
Mar05 031027 94.10 94.11 94.10 94.11 -0.03 897 17,729 -249
Jun05 031027 94.06 94.06 94.02 94.03 -0.03 468 10,976 -186
Sep05 031027 93.99 93.99 93.96 93.97 -0.02 203 4,345 +52
Dec05 031027 93.91 93.92 93.91 93.91 -0.04 97 1,695 +45
Mar06 031027 93.87 93.87 93.87 93.87 -0.05 126 879 +0
Total Volume and Open Interest 34,918 450,834 -2,574
10-Year Aus T-Bonds(SFE)
Dec03 031027 94.35 94.36 94.29 94.31 -0.02 4,966 164,688 -16,964
Mar04 031027 94.31 94.31 94.31 94.31 -0.02      
Total Volume and Open Interest 9,145 166,937 -14,715
3-Year Aus T-Bonds(SFE)
Dec03 031027 94.55 94.55 94.46 94.49 -0.03 46,267 388,671 -13,063
Mar04 031027 94.49 94.49 94.49 94.49 -0.03      
Total Volume and Open Interest 46,267 388,671 -13,063
Gold(CMX)
Oct03 031027 387.8 389.0 387.0 387.9 -1.0 62 185 -16
Dec03 031027 387.7 389.0 386.3 388.2 -1.0 54,520 183,300 +7,421
Feb04 031027 389.0 389.9 388.0 389.1 -1.0 1,793 23,461 +908
Apr04 031027 389.5 390.8 389.5 389.9 -1.0 328 7,191 -49
Jun04 031027 389.8 391.5 388.8 390.6 -1.0 900 10,914 -176
Aug04 031027 391.3 391.3 391.3 391.3 -1.0 0 7,017 +0
Total Volume and Open Interest 57,861 264,938 +8,219
Silver(CMX)
Dec03 031027 514.0 521.0 514.0 519.2 +2.7 15,088 66,039 +689
Mar04 031027 514.5 522.0 514.0 520.3 +2.7 1,327 15,355 +474
May04 031027 521.3 521.3 521.3 521.3 +2.7 0 1,119 +0
Jul04 031027 520.0 522.0 520.0 522.0 +2.7 19 2,205 +16
Sep04 031027 522.1 522.1 522.1 522.1 +2.7 2 576 +1
Total Volume and Open Interest 17,060 92,260 +1,571
Platinum(NYM)
Oct03 031027 752.0 753.7 752.0 753.7 +9.1 12 26 -3
Jan04 031027 741.0 746.0 737.2 745.7 +8.1 914 8,370 -122
Apr04 031027 737.7 737.7 737.7 737.7 +9.1 55 112 +50
Total Volume and Open Interest 981 8,508 -75
Palladium(NYME)
Dec03 031027 197.00 200.50 197.00 199.05 +1.00 145 5,183 +40
Mar04 031027 199.00 199.05 199.00 199.05 +1.50 21 248 +20
Jun04 031027 199.05 199.05 199.05 199.05 +1.50 0 36 +0
Total Volume and Open Interest 166 5,467 +60
Copper(CMX)
Dec03 031027 89.60 90.80 89.45 90.75 +1.45 10,665 87,393 -1,119
Mar04 031027 90.15 91.30 90.00 91.30 +1.45 857 10,657 +431
May04 031027 91.05 91.25 91.05 91.25 +1.40 15 2,041 +9
Jul04 031027 90.50 91.20 90.50 91.20 +1.35 16 2,167 +8
Sep04 031027 91.15 91.15 91.15 91.15 +1.30 24 1,344 +6
Total Volume and Open Interest 12,155 111,462 -557
DJIA Index(CBOT)
Dec03 031027 9610 9635 9565 9587 +15 9,847 33,531 +289
Mar04 031027 9600 9600 9555 9562 +16 1,075 2,147 +520
Jun04 031027 9538 9538 9538 9538 +16 0 1 +0
Total Volume and Open Interest 10,922 35,679 +809
S & P 500(CME)
Dec03 031027 1032.30 1036.50 1027.30 1030.70 +0.80 41,566 566,366 +1,682
Mar04 031027 1029.20 1029.20 1029.20 1029.20 +0.90 104 17,601 -22
Jun04 031027 1028.40 1028.40 1028.40 1028.40 +0.90 67 538 -18
Sep04 031027 1028.10 1028.10 1028.10 1028.10 +0.90 0 179 +0
Total Volume and Open Interest 41,737 584,722 +1,642
S & P 500 E-Mini(Globex)
Dec03 031027 1028.25 1036.75 1027.25 1030.75 +0.75 644,041 497,077 +1,501
Mar04 031027 1027.00 1033.75 1027.00 1029.25 +1.00 235 1,706 -4
Total Volume and Open Interest 644,276 498,783 +1,497
NASDAQ 100(CME)
Dec03 031027 1378.50 1387.00 1369.00 1377.50 +1.50 14,586 79,379 +1,176
Mar04 031027 1380.50 1380.50 1380.50 1380.50 +1.50 0 54 +0
Jun04 031027 1383.50 1383.50 1383.50 1383.50 +1.50      
Total Volume and Open Interest 14,586 79,433 +1,176
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031027 1374.0 1386.5 1369.5 1377.5 +1.5 296,565 227,749 -3,333
Mar04 031027 1385.0 1388.0 1375.0 1380.5 +1.5 109 1,196 -37
Total Volume and Open Interest 296,674 228,945 -3,370
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031027 534.00 539.00 533.50 535.50 +3.50 632 14,635 -21
Mar04 031027 535.30 535.30 535.30 535.30 +3.50      
Jun04 031027 535.75 535.75 535.75 535.75 +3.50 0 1 +0
Total Volume and Open Interest 632 14,636 -21
Russell 2000(CME)
Dec03 031027 509.00 516.40 509.00 515.00 +8.50 1,737 21,425 -503
Mar04 031027 515.00 515.00 515.00 515.00 +8.50      
Jun04 031027 515.00 515.00 515.00 515.00 +8.50      
Total Volume and Open Interest 1,737 21,425 -503
Value Line(KCBT)
Dec03 031027 1398.00 1398.00 1395.00 1395.00 +14.50 1 29 -1
Total Volume and Open Interest 1 29 -1
Nikkei 225(CME)
Dec03 031027 10430 10505 10420 10470 +145 4,027 28,505 -647
Mar04 031027 10525 10525 10480 10480 +145 1 7 +1
Total Volume and Open Interest 4,030 28,520 -642
Nikkei 225(SIMEX)
Dec03 031027 10320 10485 10300 10440 +50 27,144 150,096 -4,920
Mar04 031027 10435 10435 10435 10435 +50 0 4,985 +0
Jun04 031027 10390 10390 10390 10390 +50      
Total Volume and Open Interest 27,144 155,081 -4,920
CAC 40(MATIF)
Oct03 031027 3281.5 3324.0 3279.5 3308.0 +45.0 89,647 500,163 +0
Nov03 031027 3287.0 3324.5 3287.0 3313.0 +45.0 175 4,001 +0
Dec03 031027 3289.5 3332.5 3289.5 3318.0 +45.0 4,651 120,427 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031027 3500.0 3541.5 3491.0 3532.5 +67.5 98,080 257,334 -815
Mar04 031027 3520.0 3553.0 3519.0 3551.0 +67.5 317 10,022 -16
Jun04 031027 3560.0 3571.5 3560.0 3571.5 +68.0 169 1,932 +45
Total Volume and Open Interest 98,566 269,288 -786
FT-SE 100(LIFFE)
Dec03 031027 4256.50 4272.00 4243.00 4255.50 +10.50 35,193 387,305 -365
Mar04 031027 4263.00 4263.00 4246.00 4250.50 +10.50 4 12,803 +1
Jun04 031027 4263.00 4263.00 4263.00 4263.00 +10.50 0 7,291 +0
Total Volume and Open Interest 35,197 407,979 -364
SPI 200(SFE)
Dec03 031027 3265.0 3271.0 3236.0 3242.0 -14.0 8,250 147,692 -1,566
Mar04 031027 3262.0 3262.0 3251.0 3251.0 -14.0 62 3,762 +41
Jun04 031027 3261.0 3261.0 3261.0 3261.0 -15.0 20 2,120 -20
Total Volume and Open Interest 8,352 155,066 -1,525
GSCI(CME)
Nov03 031027 241.65 242.45 240.50 240.50 -1.40 86 11,780 -43
Dec03 031027 241.00 241.00 241.00 241.00 -2.00 0 10 +0
Jan04 031027 239.75 239.75 239.75 239.75 -1.25      
Total Volume and Open Interest 86 11,790 -43
Reuters CRB Index(NYBOT)
Nov03 031027 250.25 251.50 250.00 250.50 +1.00 24 409 -4
Jan04 031027 250.50 250.50 249.75 250.00 +1.25 25 454 +12
Feb04 031027 248.25 249.00 248.00 248.00 +1.50 7 172 +1
Total Volume and Open Interest 56 1,048 +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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