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 Tue October 28, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031028 760.00 783.00 756.00 782.00 +23.50 32,557 47,517 -11,917
Jan04 031028 766.00 788.50 761.00 787.25 +23.75 69,009 118,874 +6,503
Mar04 031028 757.00 774.00 750.00 773.50 +19.25 11,767 34,871 +1,696
May04 031028 711.00 733.00 710.00 731.00 +22.50 7,313 37,701 +4
Jul04 031028 692.00 713.00 690.00 711.50 +23.50 3,433 16,407 +138
Aug04 031028 673.00 685.00 673.00 684.00 +20.00 206 2,392 +8
Sep04 031028 637.50 644.00 637.50 641.50 +8.50 99 332 +63
Total Volume and Open Interest 125,821 266,018 -3,346
Soybean Meal(CBOT)
Dec03 031028 241.80 248.00 239.80 247.70 +6.50 21,036 66,653 -2,881
Jan04 031028 238.70 245.70 237.00 245.50 +7.10 8,202 18,737 +1,197
Mar04 031028 232.20 239.80 231.00 239.30 +7.70 8,384 22,726 +199
May04 031028 218.50 224.50 217.20 224.50 +7.00 3,830 28,380 +722
Jul04 031028 212.00 218.00 211.50 218.00 +6.30 2,460 15,201 +609
Aug04 031028 203.50 209.00 203.00 208.70 +6.20 1,127 3,827 +47
Sep04 031028 195.50 198.50 195.50 198.00 +6.30 1,001 3,724 -307
Oct04 031028 176.70 179.30 176.50 178.50 +2.30 996 2,973 -278
Total Volume and Open Interest 48,187 170,150 -663
Soybean Oil(CBOT)
Dec03 031028 26.25 26.78 26.08 26.75 +0.60 23,119 68,344 +77
Jan04 031028 26.00 26.50 25.83 26.49 +0.51 6,899 22,022 +365
Mar04 031028 25.75 26.25 25.53 26.22 +0.48 5,720 24,681 +1,186
May04 031028 24.90 25.55 24.88 25.52 +0.59 3,477 23,544 +884
Jul04 031028 24.40 24.98 24.30 24.96 +0.56 1,212 19,889 -82
Aug04 031028 24.05 24.45 24.05 24.45 +0.50 39 2,331 -12
Sep04 031028 23.50 23.90 23.50 23.82 +0.52 100 1,334 +0
Oct04 031028 22.50 22.85 22.50 22.82 +0.54 194 1,845 -5
Total Volume and Open Interest 41,050 169,168 +2,362
Canola(WCE)
Nov03 031028 381.4 383.2 380.5 382.8 +1.4 5,014 12,055 -3,075
Jan04 031028 387.3 389.0 386.0 388.9 +1.6 8,298 22,296 +2,698
Mar04 031028 391.5 394.5 390.5 394.5 +3.0 1,438 3,647 +630
May04 031028 395.0 395.2 395.0 395.2 +3.2 30 2,613 +25
Jul04 031028 393.0 396.0 393.0 395.7 +1.5 238 2,640 -175
Total Volume and Open Interest 15,123 47,546 +161
Corn(CBOT)
Dec03 031028 236.00 241.00 232.75 240.25 +5.00 84,327 224,849 -1,678
Mar04 031028 242.00 247.00 239.00 246.25 +4.50 38,655 136,646 +2,848
May04 031028 246.50 250.50 243.50 250.25 +4.25 7,620 28,827 +1,653
Jul04 031028 248.75 252.50 245.75 252.25 +4.25 6,696 29,101 +310
Sep04 031028 243.50 248.00 242.50 247.25 +2.75 567 5,654 +132
Dec04 031028 246.00 247.75 243.00 247.00 +0.75 3,909 22,330 +506
Total Volume and Open Interest 141,937 449,601 +3,854
Wheat(CBOT)
Dec03 031028 366.00 378.00 364.50 377.25 +10.00 29,073 68,285 -3,176
Mar04 031028 374.00 387.00 374.00 386.50 +9.75 6,135 29,258 +158
May04 031028 367.00 380.00 367.00 379.00 +9.50 196 2,498 +16
Jul04 031028 336.50 349.00 336.50 348.50 +10.50 1,098 6,096 +362
Sep04 031028 343.00 350.00 343.00 350.00 +10.00 47 247 +24
Total Volume and Open Interest 36,620 107,023 -2,595
Wheat(KCBT)
Dec03 031028 363.00 372.00 361.50 371.75 +7.75 6,685 38,693 -805
Mar04 031028 368.00 379.50 367.00 379.25 +9.00 2,970 18,724 +230
May04 031028 368.50 377.00 368.50 377.00 +6.00 223 2,325 +106
Jul04 031028 345.50 352.50 345.50 352.50 +4.75 606 2,682 +93
Sep04 031028 349.00 355.00 349.00 355.00 +4.00 6 276 +1
Total Volume and Open Interest 10,539 62,957 -332
Wheat(MGE)
Dec03 031028 371.00 383.50 370.00 382.75 +10.25 3,241 14,434 -601
Mar04 031028 375.00 386.00 374.50 385.50 +8.50 2,495 13,140 -1,261
May04 031028 379.00 388.00 379.00 388.00 +8.00 355 1,611 +4
Jul04 031028 387.00 387.00 387.00 387.00 +8.00 72 555 +22
Sep04 031028 365.00 367.00 365.00 367.00 +4.00 6 371 +4
Total Volume and Open Interest 6,174 30,200 -1,826
Oats(CBOT)
Dec03 031028 142.00 148.00 142.00 147.50 +3.00 1,447 4,490 +120
Mar04 031028 147.00 151.00 147.00 150.00 +2.00 313 1,820 +121
May04 031028 148.00 151.50 148.00 151.50 +3.00 21 138 +17
Jul04 031028 152.00 152.00 152.00 152.00 +2.50 0 30 +0
Total Volume and Open Interest 1,781 6,480 +258
Rough Rice(CBOT)
Nov03 031028 7.40 7.42 7.33 7.41 +0.01 648 2,955 -380
Jan04 031028 7.59 7.60 7.54 7.59 +0.02 678 2,215 +226
Mar04 031028 7.77 7.77 7.74 7.76 unch 175 1,238 +96
May04 031028 7.91 7.91 7.91 7.91 unch 0 593 +0
Total Volume and Open Interest 1,501 7,368 -58
Live Cattle(CME)
Oct03 031028 101.600 101.700 100.200 100.200 -1.500 1,146 1,689 -921
Dec03 031028 91.350 91.350 89.925 89.925 -1.500 7,176 51,789 -176
Feb04 031028 86.000 86.150 84.700 84.700 -1.500 3,330 28,224 +709
Apr04 031028 81.800 81.800 80.400 80.400 -1.500 1,380 17,514 -90
Jun04 031028 75.700 75.800 74.500 74.500 -1.500 962 10,204 -70
Aug04 031028 75.300 75.300 73.950 73.950 -1.500 306 3,023 +166
Total Volume and Open Interest 14,850 113,734 -779
Feeder Cattle(CME)
Oct03 031028 106.625 106.625 106.300 106.350 +1.225 69 2,759 -8
Nov03 031028 100.750 100.800 98.575 98.575 -1.500 609 6,122 -251
Jan04 031028 95.750 95.850 94.250 94.250 -1.500 1,386 6,795 +239
Mar04 031028 91.950 91.950 90.450 90.450 -1.500 296 1,774 +87
Apr04 031028 88.900 88.900 88.200 88.200 -1.500 110 828 +62
May04 031028 88.850 88.850 87.300 87.300 -1.500 129 1,085 +59
Aug04 031028 89.000 89.000 87.900 87.900 -1.500 49 491 +22
Total Volume and Open Interest 2,670 20,032 +232
Lean Hogs(CME)
Dec03 031028 51.950 51.950 51.150 51.475 -1.100 3,841 24,393 +541
Feb04 031028 56.300 56.850 56.000 56.475 -1.075 1,764 10,990 +164
Apr04 031028 58.600 58.700 58.000 58.300 -0.750 409 4,889 +57
May04 031028 60.700 60.850 60.000 60.675 -0.450 51 724 +9
Jun04 031028 64.250 64.400 63.700 63.725 -1.075 154 1,585 -29
Jul04 031028 61.300 61.300 60.700 60.800 -0.450 25 603 -6
Aug04 031028 59.000 59.400 59.000 59.400 -0.325 7 242 +0
Oct04 031028 52.100 52.250 52.100 52.250 -0.050 19 154 +9
Total Volume and Open Interest 6,293 43,607 +761
Pork Bellies(CME)
Feb04 031028 84.800 84.800 83.500 83.825 -1.400 210 1,561 +13
Mar04 031028 83.550 83.550 83.225 83.225 -1.275 1 95 +0
May04 031028 85.050 85.050 84.700 84.800 -1.200 1 34 +1
Jul04 031028 86.700 86.700 86.700 86.700 -1.200 0 35 +0
Aug04 031028 86.500 86.500 86.500 86.500 -0.500 0 3 +0
Total Volume and Open Interest 212 1,728 +14
BFP Milk Class III(CME)
Oct03 031028 14.32 14.34 14.32 14.34 unch 31 5,761 -6
Nov03 031028 12.91 13.00 12.80 12.95 unch 275 5,294 -76
Dec03 031028 11.75 11.90 11.75 11.80 -0.14 97 3,936 +15
Jan04 031028 11.58 11.60 11.45 11.55 -0.05 32 1,625 +17
Feb04 031028 11.25 11.30 11.25 11.30 unch 11 1,449 +8
Total Volume and Open Interest 484 24,676 -25
Cocoa(NYBOT)
Dec03 031028 1422 1437 1404 1411 -9 3,279 31,039 +231
Mar04 031028 1400 1410 1382 1388 -8 1,281 22,546 -38
May04 031028 1395 1400 1375 1382 -8 630 14,021 +338
Jul04 031028 1403 1408 1381 1386 -10 184 5,724 +0
Sep04 031028 1414 1414 1397 1397 -9 10 6,971 +10
Dec04 031028 1406 1406 1406 1406 -10 2 8,062 +2
Mar05 031028 1434 1442 1420 1420 -9 42 3,201 -18
Total Volume and Open Interest 5,428 97,969 +525
Coffee "C"(NYBOT)
Dec03 031028 65.50 65.50 64.55 64.55 unch 10,965 47,595 -1,577
Mar04 031028 67.60 68.10 67.20 67.25 +0.05 3,370 19,013 +661
May04 031028 69.25 69.70 69.00 69.10 +0.20 327 4,685 -113
Jul04 031028 70.75 71.30 70.60 70.85 +0.35 145 2,669 -12
Sep04 031028 72.20 72.60 72.20 72.50 +0.50 221 4,743 +42
Dec04 031028 74.70 75.05 74.40 75.00 +0.50 73 1,920 +15
Total Volume and Open Interest 15,127 82,050 -959
Orange Juice(NYBOT)
Nov03 031028 69.25 69.60 69.25 69.25 -0.40 1,049 7,318 -645
Jan04 031028 72.25 72.55 72.15 72.50 -0.10 1,567 13,447 +592
Mar04 031028 75.00 75.40 74.75 75.25 +0.10 219 5,449 +80
May04 031028 77.20 77.50 77.15 77.25 +0.10 12 2,613 +7
Jul04 031028 79.25 79.25 79.25 79.25 +0.10 2 326 +0
Total Volume and Open Interest 2,951 29,810 +124
Sugar #11(NYBOT)
Mar04 031028 6.19 6.26 6.13 6.14 -0.05 28,825 123,488 +2,268
May04 031028 6.24 6.29 6.20 6.20 -0.04 7,459 24,495 +827
Jul04 031028 6.23 6.26 6.19 6.20 -0.02 4,950 23,960 +1,307
Oct04 031028 6.32 6.35 6.30 6.32 unch 2,827 16,958 +350
Mar05 031028 6.43 6.44 6.40 6.42 -0.01 1,375 6,679 +654
Total Volume and Open Interest 45,585 199,876 +5,438
London Cocoa(LCE)
Dec03 031028 847 861 842 844 -7 2,571 51,897 +661
Mar04 031028 875 890 872 873 -7 1,279 46,012 +231
May04 031028 893 907 889 891 -7 1,215 17,071 +224
Jul04 031028 910 923 907 909 -6 617 13,900 +121
Sep04 031028 925 942 924 925 -7 629 17,776 +315
Dec04 031028 942 957 938 941 -7 226 19,141 +36
Mar05 031028 957 965 954 954 -7 42 7,693 -17
Total Volume and Open Interest 6,579 174,380 +1,571
London Coffee(LCE)
Nov03 031028 692.00 703.00 692.00 698.00 +7.00 4,050 22,048 -2,418
Jan04 031028 719.00 730.00 718.00 726.00 +10.00 5,044 47,016 +1,703
Mar04 031028 740.00 748.00 739.00 745.00 +10.00 1,010 21,189 +572
May04 031028 755.00 762.00 755.00 761.00 +10.00 105 14,049 -17
Jul04 031028 774.00 774.00 774.00 774.00 +9.00 51 5,271 +49
Sep04 031028 790.00 790.00 788.00 788.00 +9.00 17 4,105 +0
Total Volume and Open Interest 10,277 116,339 -111
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031028 178.10 179.20 176.10 177.00 -0.50 2,951 18,170 -760
Mar04 031028 183.00 184.20 182.10 182.90 -0.60 1,708 13,481 +482
May04 031028 186.50 187.00 185.40 185.40 -0.60 169 3,739 +17
Aug04 031028 187.00 187.00 185.50 186.40 -0.60 391 5,095 +181
Total Volume and Open Interest 5,242 43,736 -97
Cotton(NYBOT)
Dec03 031028 82.30 82.70 81.55 81.98 -0.24 8,748 57,902 -3,137
Mar04 031028 84.20 84.98 83.60 84.20 unch 9,942 41,196 +3,704
May04 031028 84.25 85.00 83.80 84.27 -0.23 775 8,900 +126
Jul04 031028 83.75 84.10 83.25 83.96 -0.09 399 4,070 +101
Oct04 031028 70.02 70.02 69.75 69.75 +0.10 2 267 +1
Dec04 031028 69.75 70.30 69.55 69.90 -0.05 688 3,023 +97
Total Volume and Open Interest 20,577 115,746 +913
Lumber(CME)
Nov03 031028 265.5 271.5 264.1 267.4 -0.6 434 1,412 -75
Jan04 031028 280.0 281.2 275.8 278.5 -3.2 215 943 +14
Mar04 031028 292.4 292.4 285.2 287.2 -2.9 38 135 +4
May04 031028 290.6 290.6 290.6 290.6 -0.7 3 25 -1
Total Volume and Open Interest 690 2,515 -58
Crude Oil(NYM)
Dec03 031028 29.70 29.92 29.52 29.56 -0.36 66,221 178,254 -2,208
Jan04 031028 29.35 29.65 29.33 29.37 -0.33 25,997 72,483 +1,401
Feb04 031028 29.10 29.25 29.07 29.07 -0.30 7,071 27,894 -436
Mar04 031028 28.80 28.85 28.71 28.71 -0.27 3,465 26,748 +178
Apr04 031028 28.35 28.60 28.35 28.36 -0.24 1,486 21,676 +228
May04 031028 28.02 28.02 28.02 28.02 -0.22 142 13,337 -179
Jun04 031028 27.75 27.90 27.68 27.68 -0.20 1,258 26,933 +136
Jul04 031028 27.38 27.38 27.38 27.38 -0.19 361 9,600 -269
Aug04 031028 27.13 27.13 27.13 27.13 -0.18 131 9,446 -90
Sep04 031028 26.88 26.88 26.88 26.88 -0.17 910 14,385 -139
Oct04 031028 26.66 26.66 26.66 26.66 -0.15 200 8,734 -155
Nov04 031028 26.47 26.47 26.47 26.47 -0.12 130 6,859 -345
Dec04 031028 26.35 26.42 26.29 26.29 -0.10 3,142 27,328 +477
Jan05 031028 26.12 26.12 26.12 26.12 -0.10 107 8,251 +59
Feb05 031028 26.07 26.07 26.01 26.01 -0.10 75 3,716 +0
Mar05 031028 25.90 25.90 25.90 25.90 -0.10 0 2,186 +0
Total Volume and Open Interest 112,558 531,445 -709
Heating Oil(NYM)
Nov03 031028 80.20 80.75 79.80 79.97 -0.89 13,984 16,043 -3,690
Dec03 031028 80.90 81.50 80.30 80.47 -1.13 21,101 52,123 -2,347
Jan04 031028 81.30 82.15 80.90 81.07 -1.13 3,443 23,300 -306
Feb04 031028 81.50 81.65 80.77 80.77 -1.08 1,503 14,980 -247
Mar04 031028 79.75 80.20 79.27 79.27 -0.93 1,955 12,471 -189
Apr04 031028 76.80 77.25 76.52 76.52 -0.78 213 7,091 +74
May04 031028 74.40 74.50 73.82 73.82 -0.68 13 4,132 +13
Jun04 031028 72.55 72.55 72.07 72.07 -0.58 191 6,093 +48
Jul04 031028 71.70 71.70 71.32 71.32 -0.48 15 3,129 +0
Aug04 031028 71.90 71.90 71.47 71.47 -0.43 101 2,113 +100
Sep04 031028 72.00 72.50 72.00 72.07 -0.43 101 1,572 +0
Oct04 031028 72.72 72.72 72.72 72.72 -0.43 1 1,103 +0
Total Volume and Open Interest 42,922 150,762 -6,603
Unleaded Gas(NYM)
Nov03 031028 83.00 84.20 82.80 83.01 +0.17 14,595 14,760 -2,146
Dec03 031028 81.70 82.50 80.95 81.20 -0.22 13,164 50,804 +1,621
Jan04 031028 80.90 81.10 80.00 80.25 -0.42 2,182 14,418 +299
Feb04 031028 81.05 81.20 80.45 80.45 -0.42 368 2,825 +25
Mar04 031028 81.10 81.10 81.10 81.10 -0.42 171 2,959 -61
Apr04 031028 87.70 87.70 87.60 87.60 -0.42 486 5,021 +164
May04 031028 87.35 87.35 87.35 87.35 -0.42 89 2,692 +39
Jun04 031028 86.20 86.20 86.20 86.20 -0.42 127 1,253 +10
Total Volume and Open Interest 31,182 94,732 -49
Natural Gas(NYM)
Nov03 031028 4.440 4.500 4.440 4.486 -0.026 35,187 24,566 -921
Dec03 031028 4.760 4.880 4.750 4.836 +0.030 30,332 54,052 +4,155
Jan04 031028 5.000 5.120 4.985 5.073 +0.022 13,831 35,332 +2,608
Feb04 031028 4.990 5.110 4.980 5.063 +0.032 5,013 24,848 +1,034
Mar04 031028 4.885 5.000 4.885 4.966 +0.035 3,765 21,058 +515
Apr04 031028 4.630 4.730 4.630 4.696 +0.020 2,727 21,885 +1
May04 031028 4.590 4.670 4.590 4.641 +0.020 1,701 15,601 +224
Jun04 031028 4.620 4.675 4.615 4.651 +0.025 711 14,526 +61
Jul04 031028 4.630 4.690 4.630 4.666 +0.030 588 10,985 -119
Aug04 031028 4.650 4.700 4.650 4.684 +0.030 361 10,918 +134
Sep04 031028 4.640 4.685 4.635 4.671 +0.030 277 8,905 -15
Oct04 031028 4.660 4.720 4.650 4.689 +0.030 204 8,831 +44
Nov04 031028 4.840 4.880 4.820 4.859 +0.020 165 7,684 +68
Dec04 031028 4.985 5.035 4.985 5.026 +0.020 304 9,836 +110
Jan05 031028 5.130 5.150 5.120 5.139 +0.010 218 7,350 +144
Feb05 031028 5.095 5.140 5.085 5.104 +0.010 107 8,120 +4
Total Volume and Open Interest 96,278 352,288 +8,201
Brent Crude Oil(IPE)
Dec03 031028 28.25 28.40 28.01 28.04 -0.35 34,266 90,355 -2,660
Jan04 031028 27.90 28.01 27.72 27.73 -0.27 13,355 77,938 +1,255
Feb04 031028 27.55 27.67 27.43 27.43 -0.23 2,535 17,616 -164
Mar04 031028 27.20 27.32 27.10 27.10 -0.21 1,212 15,623 -311
Apr04 031028 26.88 26.88 26.81 26.81 -0.19 843 7,798 +436
May04 031028 26.56 26.65 26.54 26.54 -0.17 23 6,263 -7
Jun04 031028 26.28 26.50 26.16 26.29 -0.14 971 25,248 -251
Jul04 031028 26.18 26.18 26.06 26.06 -0.13 300 6,861 +200
Aug04 031028 25.94 25.98 25.86 25.86 -0.10 0 4,830 +0
Sep04 031028 25.62 25.66 25.60 25.66 -0.10 0 4,007 +0
Oct04 031028 25.47 25.47 25.47 25.47 -0.10 0 2,561 +0
Nov04 031028 25.30 25.30 25.30 25.30 -0.10 0 100 +0
Dec04 031028 25.13 25.25 25.03 25.15 -0.10 3,415 27,151 -255
Total Volume and Open Interest 58,920 304,336 -645
Gas Oil(IPE)
Nov03 031028 249.50 250.25 246.75 248.50 -4.25 17,223 37,146 -3,102
Dec03 031028 244.50 245.50 242.50 243.75 -3.50 11,665 51,399 +1,135
Jan04 031028 242.00 242.75 240.25 241.25 -2.75 2,688 19,147 -1,072
Feb04 031028 238.00 238.00 237.00 237.00 -2.25 157 8,202 +88
Mar04 031028 232.00 233.50 232.00 232.25 -1.75 307 5,712 +200
Apr04 031028 227.00 227.00 227.00 227.00 -1.75 0 5,562 +0
May04 031028 222.75 222.75 222.75 222.75 -1.00 0 3,444 +0
Jun04 031028 221.00 222.50 220.50 221.00 -1.00 30 10,112 +0
Jul04 031028 221.00 221.00 221.00 221.00 -0.75 0 2,542 +0
Aug04 031028 221.00 221.00 221.00 221.00 -0.50 0 1,219 +0
Total Volume and Open Interest 32,070 160,735 -2,751
US Dollar Index(NYBOT)
Dec03 031028 91.90 92.35 91.81 92.10 +0.25 1,128 22,253 -524
Mar04 031028 92.41 92.70 92.37 92.50 +0.23 66 2,135 +12
Jun04 031028 92.97 92.97 92.97 92.97 +0.25 0 12 +0
Total Volume and Open Interest 1,194 24,400 -512
Australian Dollar(CME)
Dec03 031028 69.99 70.32 69.94 70.24 +0.11 1,172 54,837 -629
Mar04 031028 69.40 69.65 69.40 69.56 +0.10 70 760 +68
Jun04 031028 68.88 68.88 68.88 68.88 +0.09 0 92 +0
Total Volume and Open Interest 1,242 55,773 -561
British Pound(CME)
Dec03 031028 168.43 169.44 168.15 169.11 +0.15 2,303 62,012 +1,752
Mar04 031028 167.76 167.87 167.50 167.87 +0.15 0 258 +0
Jun04 031028 166.59 166.59 166.59 166.59 +0.15 0 1 +0
Total Volume and Open Interest 2,303 62,276 +1,752
Canadian Dollar(CME)
Dec03 031028 75.82 76.35 75.76 76.17 +0.11 2,393 78,745 +1,032
Mar04 031028 75.50 76.07 75.50 75.90 +0.11 78 3,949 -28
Jun04 031028 75.46 75.67 75.46 75.67 +0.11 10 1,204 -16
Sep04 031028 75.46 75.46 75.46 75.46 +0.11 17 699 -3
Total Volume and Open Interest 2,500 84,826 +985
Japanese Yen(CME)
Dec03 031028 92.26 92.58 92.20 92.46 +0.20 11,727 152,634 +2,047
Mar04 031028 92.60 92.81 92.60 92.74 +0.20 12 513 +9
Jun04 031028 93.00 93.02 93.00 93.02 +0.20 0 202 +0
Total Volume and Open Interest 11,739 153,397 +2,056
Swiss Franc(CME)
Dec03 031028 75.29 75.68 75.20 75.38 -0.59 2,392 60,202 -1,408
Mar04 031028 75.46 75.54 75.46 75.54 -0.59 5 197 +0
Jun04 031028 75.70 75.70 75.70 75.70 -0.59 0 109 +0
Total Volume and Open Interest 2,397 60,540 -1,408
EuroFX(CME)
Dec03 031028 116.53 117.12 116.42 116.69 -0.57 7,472 102,884 -1,900
Mar04 031028 116.30 116.65 116.30 116.40 -0.58 42 1,318 -23
Jun04 031028 116.13 116.13 116.13 116.13 -0.58 0 66 +1
Total Volume and Open Interest 7,515 104,372 -1,926
Mexican Peso(CME)
Dec03 031028 8987.0 9020.0 8975.0 8992.0 +30.0 4,461 36,284 -1,633
Mar04 031028 8885.0 8885.0 8872.0 8880.0 +30.0 4 605 +0
Total Volume and Open Interest 4,465 37,037 -1,633
30-Year T-Bonds(CBOT)
Dec03 031028 108~21 109~22 108~04 109~18 +0~25 166,433 427,407 -6,193
Mar04 031028 107~04 108~05 106~25 108~05 +0~25 499 19,414 +58
Jun04 031028 105~16 106~25 105~16 106~25 +0~25 7 291 +3
Total Volume and Open Interest 166,939 447,489 -6,132
Municipal Bonds(CBOT)
Dec03 031028 101~02 101~11 100~24 101~09 +0~08 93 1,628 +29
Total Volume and Open Interest 93 1,628 +29
10-Year T-Notes(CBOT)
Dec03 031028 112~140 113~100 112~030 113~085 +0~235 473,451 952,994 -3,060
Mar04 031028 110~280 111~290 110~225 111~275 +0~245 28,894 111,143 +18,028
Total Volume and Open Interest 502,345 1,064,149 +14,968
5-Year T-Notes(CBOT)
Dec03 031028 111~250 112~200 111~200 112~190 +0~195 181,765 0 +0
Mar04 031028 110~180 111~135 110~180 111~135 +0~205 4,067 29,417 +3,016
Total Volume and Open Interest 185,832 29,417 +3,016
2 Year T-Notes(CBOT)
Dec03 031028 107~016 107~058 107~008 107~057 +0~028 2,638 144,358 +614
Total Volume and Open Interest 2,638 144,358 +614
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031028 98.800 98.825 98.790 98.820 +0.010 49,771 705,794 -4,122
Mar04 031028 98.595 98.700 98.575 98.690 +0.070 91,783 693,786 +21,469
Jun04 031028 98.255 98.410 98.220 98.405 +0.115 88,243 607,710 -1,277
Sep04 031028 97.855 98.050 97.800 98.045 +0.145 95,003 548,141 -5,828
Dec04 031028 97.425 97.640 97.340 97.635 +0.160 78,195 517,544 -4,646
Mar05 031028 97.055 97.260 96.975 97.255 +0.150 36,147 326,013 +2,000
Jun05 031028 96.705 96.920 96.655 96.910 +0.135 21,472 263,757 +579
Sep05 031028 96.410 96.620 96.360 96.605 +0.130 22,724 205,538 +3,060
Dec05 031028 96.140 96.335 96.115 96.335 +0.125 6,868 153,315 +681
Mar06 031028 95.915 96.105 95.900 96.105 +0.120 7,478 135,630 +1,033
Jun06 031028 95.700 95.885 95.685 95.885 +0.115 4,530 126,761 +1,096
Sep06 031028 95.520 95.680 95.490 95.680 +0.110 5,066 106,941 -616
Total Volume and Open Interest 528,852 4,965,472 +13,386
3-Mth Euro-Yen(CME)
Dec03 031028 99.91 99.91 99.91 99.91 unch 1 6,663 -1
Mar04 031028 99.87 99.87 99.87 99.87 unch 0 7,348 -202
Jun04 031028 99.85 99.85 99.85 99.85 -0.01 1 11,694 -144
Sep04 031028 99.77 99.77 99.77 99.77 -0.02 0 5,592 -488
Dec04 031028 99.66 99.66 99.66 99.66 -0.03 0 2,372 -87
Mar05 031028 99.54 99.54 99.54 99.54 -0.01 0 4,989 +0
Jun05 031028 99.42 99.42 99.42 99.42 -0.02 1 483 +0
Sep05 031028 99.25 99.25 99.25 99.25 -0.02 0 4,978 +0
Dec05 031028 99.22 99.22 99.22 99.22 unch 0 73 +0
Mar06 031028 99.11 99.11 99.11 99.11 +0.01 0 229 +0
Total Volume and Open Interest 3 45,379 -922
3-Mth Euro-Yen(SIMEX)
Dec03 031028 99.91 99.91 99.91 99.91 unch 5,200 47,039 +4,901
Mar04 031028 99.88 99.88 99.87 99.87 -0.01 3,696 58,734 -1,461
Jun04 031028 99.86 99.86 99.85 99.85 -0.01 641 70,715 +38
Sep04 031028 99.79 99.79 99.77 99.77 -0.02 17 32,366 +5
Dec04 031028 99.68 99.68 99.66 99.66 -0.03 242 28,378 +37
Mar05 031028 99.52 99.54 99.52 99.53 -0.03 100 18,873 +221
Jun05 031028 99.45 99.45 99.43 99.43 -0.03 4 10,841 -50
Sep05 031028 99.33 99.33 99.32 99.32 -0.03 0 9,422 +0
Total Volume and Open Interest 9,900 288,676 +3,691
German Euro-Bund(EUREX)
Dec03 031028 112.75 112.90 112.56 112.64 -0.30 672,663 895,381 +8,928
Mar04 031028 112.32 112.32 112.15 112.17 -0.27 1,923 14,242 -1
Jun04 031028 111.64 111.64 111.64 111.64 -0.30 662 0 +0
Total Volume and Open Interest 675,248 909,623 +8,927
German Euro-Bobl(EUREX)
Dec03 031028 110.10 110.21 110.00 110.06 -0.17 395,952 622,026 +10,534
Mar04 031028 109.66 109.71 109.57 109.57 -0.18 922 16,787 +263
Jun04 031028 109.06 109.06 109.06 109.06 -0.17 2,390 0 +0
Total Volume and Open Interest 399,264 638,813 +10,797
Long Gilt(LIFFE)
Dec03 031028 114~06 114~25 114~04 114~20 +0~06 22,072 159,252 -893
Mar04 031028 106~12 106~17 106~12 106~13 +0~06 836 996 +835
Total Volume and Open Interest 22,908 160,248 -58
3-Mth Short Sterling(LIFFE)
Dec03 031028 95.93 95.94 95.91 95.92 -0.01 15,092 216,693 +626
Mar04 031028 95.53 95.55 95.51 95.54 unch 20,064 179,556 +264
Jun04 031028 95.19 95.22 95.16 95.20 -0.01 22,099 179,324 -237
Total Volume and Open Interest 104,322 1,054,360 +1,693
3-Mth Euribor(LIFFE)
Dec03 031028 97.825 97.830 97.805 97.820 -0.010 34,573 627,451 +421
Mar04 031028 97.700 97.715 97.675 97.695 -0.025 54,327 446,303 +6,698
Jun04 031028 97.480 97.495 97.440 97.470 -0.035 76,681 389,300 +1,237
Total Volume and Open Interest 328,626 2,616,015 +12,019
3-Mth Aus T-Bills(SFE)
Dec03 031028 94.89 94.89 94.86 94.88 -0.02 11,157 208,418 +582
Mar04 031028 94.61 94.61 94.57 94.59 -0.04 9,733 109,661 +1,204
Jun04 031028 94.42 94.43 94.40 94.41 -0.04 1,720 52,570 -1,392
Sep04 031028 94.28 94.29 94.26 94.28 -0.03 637 23,737 -952
Dec04 031028 94.17 94.17 94.15 94.16 -0.04 211 19,361 -225
Mar05 031028 94.08 94.08 94.05 94.08 -0.03 67 17,779 +50
Jun05 031028 94.00 94.01 93.98 94.01 -0.02 323 10,985 +9
Sep05 031028 93.93 93.95 93.92 93.95 -0.02 304 4,365 +20
Dec05 031028 93.90 93.91 93.88 93.91 unch 63 1,687 -8
Mar06 031028 93.88 93.89 93.88 93.89 +0.02 0 879 +0
Total Volume and Open Interest 24,215 450,122 -712
10-Year Aus T-Bonds(SFE)
Dec03 031028 94.29 94.29 94.25 94.25 -0.06 9,400 165,603 +915
Mar04 031028 94.25 94.25 94.25 94.25 -0.06      
Total Volume and Open Interest 8,874 164,688 -2,249
3-Year Aus T-Bonds(SFE)
Dec03 031028 94.47 94.47 94.43 94.45 -0.04 39,696 366,514 -22,157
Mar04 031028 94.45 94.45 94.45 94.45 -0.04      
Total Volume and Open Interest 39,696 366,514 -22,157
Gold(CMX)
Oct03 031028 385.5 385.5 383.0 383.2 -4.7 54 174 -11
Dec03 031028 386.2 386.2 383.0 383.4 -4.8 25,118 183,756 +456
Feb04 031028 387.5 387.5 384.0 384.3 -4.8 1,315 23,446 -15
Apr04 031028 384.2 386.0 384.2 385.1 -4.8 266 7,197 +6
Jun04 031028 388.2 388.2 385.6 385.8 -4.8 479 10,833 -81
Aug04 031028 386.5 386.5 386.5 386.5 -4.8 119 7,010 -7
Total Volume and Open Interest 28,557 264,332 -606
Silver(CMX)
Dec03 031028 516.0 517.0 509.0 509.7 -9.5 7,501 66,419 +380
Mar04 031028 519.0 519.0 510.0 510.9 -9.4 568 15,595 +240
May04 031028 511.8 511.8 511.8 511.8 -9.5 0 1,119 +0
Jul04 031028 515.0 515.0 512.6 512.6 -9.4 2 2,205 +0
Sep04 031028 512.8 512.8 512.8 512.8 -9.3 0 576 +0
Total Volume and Open Interest 8,145 92,905 +645
Platinum(NYM)
Oct03 031028 753.0 759.0 753.0 754.9 +1.2 18 17 -9
Jan04 031028 746.0 749.0 745.0 747.9 +2.2 367 8,375 +5
Apr04 031028 739.9 739.9 739.9 739.9 +2.2 25 137 +25
Total Volume and Open Interest 410 8,529 +21
Palladium(NYME)
Dec03 031028 198.10 200.00 196.10 199.70 +0.65 105 5,233 +50
Mar04 031028 199.20 199.20 199.20 199.20 +0.15 26 255 +7
Jun04 031028 199.20 199.20 199.20 199.20 +0.15 0 36 +0
Total Volume and Open Interest 131 5,524 +57
Copper(CMX)
Dec03 031028 90.40 90.80 90.10 90.40 -0.35 8,088 85,143 -2,250
Mar04 031028 90.90 91.10 90.60 90.95 -0.35 590 11,006 +349
May04 031028 91.00 91.00 90.95 90.95 -0.30 446 2,385 +344
Jul04 031028 90.95 90.95 90.95 90.95 -0.25 27 2,194 +27
Sep04 031028 90.95 90.95 90.95 90.95 -0.20 0 1,344 +0
Total Volume and Open Interest 9,406 109,951 -1,511
DJIA Index(CBOT)
Dec03 031028 9620 9735 9605 9721 +134 6,132 33,485 -46
Mar04 031028 9600 9696 9592 9696 +134 46 2,191 +44
Jun04 031028 9672 9672 9672 9672 +134 0 1 +0
Total Volume and Open Interest 6,178 35,677 -2
S & P 500(CME)
Dec03 031028 1034.50 1046.00 1032.80 1044.70 +14.00 33,549 563,008 -3,358
Mar04 031028 1033.00 1043.50 1033.00 1043.20 +14.00 1,298 19,798 +2,197
Jun04 031028 1042.40 1042.40 1042.40 1042.40 +14.00 14 534 -4
Sep04 031028 1042.10 1042.10 1042.10 1042.10 +14.00 0 178 -1
Total Volume and Open Interest 34,861 583,556 -1,166
S & P 500 E-Mini(Globex)
Dec03 031028 1030.00 1046.00 1029.75 1044.75 +14.00 541,229 504,954 +7,877
Mar04 031028 1029.50 1044.25 1029.50 1043.25 +14.00 72 1,702 -4
Total Volume and Open Interest 541,301 506,656 +7,873
NASDAQ 100(CME)
Dec03 031028 1385.00 1425.00 1383.00 1423.50 +46.00 9,878 79,315 -64
Mar04 031028 1386.00 1426.50 1386.00 1426.50 +46.00 0 54 +0
Jun04 031028 1429.50 1429.50 1429.50 1429.50 +46.00      
Total Volume and Open Interest 9,878 79,369 -64
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031028 1377.0 1425.5 1376.5 1423.5 +46.0 234,316 235,040 +7,291
Mar04 031028 1384.5 1428.0 1384.0 1426.5 +46.0 139 1,245 +49
Total Volume and Open Interest 234,455 236,285 +7,340
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031028 538.75 546.50 537.50 546.25 +10.75 875 14,749 +114
Mar04 031028 546.05 546.05 546.05 546.05 +10.75      
Jun04 031028 546.50 546.50 546.50 546.50 +10.75 0 1 +0
Total Volume and Open Interest 875 14,750 +114
Russell 2000(CME)
Dec03 031028 518.00 527.00 516.25 526.75 +11.75 976 21,479 +54
Mar04 031028 526.75 526.75 526.75 526.75 +11.75      
Jun04 031028 526.75 526.75 526.75 526.75 +11.75      
Total Volume and Open Interest 976 21,479 +54
Value Line(KCBT)
Dec03 031028 1401.00 1421.00 1401.00 1421.00 +26.00 2 29 +0
Total Volume and Open Interest 2 29 +0
Nikkei 225(CME)
Dec03 031028 10580 10645 10505 10630 +160 1,748 28,498 -7
Mar04 031028 10600 10640 10500 10640 +160 5 12 +5
Total Volume and Open Interest 1,753 28,516 -4
Nikkei 225(SIMEX)
Dec03 031028 10470 10595 10450 10505 +65 15,697 148,080 -2,016
Mar04 031028 10500 10500 10500 10500 +65 0 4,985 +0
Jun04 031028 10455 10455 10455 10455 +65      
Total Volume and Open Interest 15,697 153,065 -2,016
CAC 40(MATIF)
Oct03 031028 3315.0 3384.5 3304.0 3353.0 +45.0 59,717 8,844 -491,319
Nov03 031028 3324.5 3386.5 3317.5 3358.0 +45.0 7,395 0 -4,001
Dec03 031028 3326.0 3385.0 3326.0 3362.5 +44.5 597 0 -120,427
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031028 3554.0 3614.5 3550.0 3611.0 +78.5 80,399 257,987 +653
Mar04 031028 3582.0 3630.0 3582.0 3630.0 +79.0 69 10,058 +36
Jun04 031028 3621.5 3650.5 3621.5 3650.5 +79.0 12 1,944 +12
Total Volume and Open Interest 80,480 269,989 +701
FT-SE 100(LIFFE)
Dec03 031028 4276.00 4286.00 4257.00 4273.00 +17.50 39,142 385,811 -1,494
Mar04 031028 4280.00 4280.00 4259.50 4268.00 +17.50 422 13,223 +420
Jun04 031028 4277.00 4282.50 4272.50 4282.50 +19.50 0 7,291 +0
Total Volume and Open Interest 39,564 406,905 -1,074
SPI 200(SFE)
Dec03 031028 3249.0 3255.0 3237.0 3241.0 -1.0 9,858 148,397 +705
Mar04 031028 3251.0 3253.0 3251.0 3251.0 unch 16 3,762 +0
Jun04 031028 3261.0 3261.0 3261.0 3261.0 unch 4 2,124 +4
Total Volume and Open Interest 9,886 155,775 +709
GSCI(CME)
Nov03 031028 238.75 240.20 238.75 238.95 -1.55 97 11,805 +25
Dec03 031028 240.50 240.50 240.50 240.50 -0.50 0 10 +0
Jan04 031028 239.25 239.25 239.25 239.25 -0.50      
Total Volume and Open Interest 97 11,815 +25
Reuters CRB Index(NYBOT)
Nov03 031028 250.00 251.00 248.25 249.40 -1.10 65 404 -5
Jan04 031028 250.00 250.00 248.00 249.40 -0.60 66 442 -12
Feb04 031028 247.90 247.90 247.90 247.90 -0.10 5 172 +0
Total Volume and Open Interest 154 1,039 -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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Learn More about MRCI research by visiting our NEW Tutorials!