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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 Fri October 31, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031031 791.00 795.50 780.00 794.25 +0.75 28,160 21,535 -6,395
Jan04 031031 797.00 800.00 785.50 797.75 -1.25 63,278 126,807 +2,040
Mar04 031031 783.00 788.00 775.00 784.00 -1.75 12,315 39,244 +1,832
May04 031031 748.00 751.00 738.50 750.00 +1.00 8,578 38,978 -525
Jul04 031031 730.00 733.00 723.25 731.50 unch 5,676 18,282 -81
Aug04 031031 707.00 708.00 704.50 705.00 -1.00 448 2,605 +76
Sep04 031031 662.00 669.00 658.00 664.50 unch 58 449 -5
Total Volume and Open Interest 119,819 256,060 -3,253
Soybean Meal(CBOT)
Dec03 031031 254.00 254.80 251.00 252.10 -2.60 16,256 61,491 -627
Jan04 031031 251.80 252.80 249.30 251.20 -1.40 7,789 19,308 +365
Mar04 031031 247.30 248.00 245.20 246.30 -1.40 5,706 22,293 +304
May04 031031 234.50 235.50 233.00 235.40 +0.90 8,229 29,657 +728
Jul04 031031 229.50 230.50 228.30 229.30 -0.20 4,752 18,497 +1,484
Aug04 031031 221.00 223.00 220.50 220.70 +0.20 815 4,652 +306
Sep04 031031 208.80 210.50 208.00 208.30 -0.50 947 4,739 +378
Oct04 031031 184.00 185.00 181.00 181.90 -1.30 315 3,404 +110
Total Volume and Open Interest 46,110 172,731 +3,491
Soybean Oil(CBOT)
Dec03 031031 26.38 26.39 25.53 26.09 -0.36 14,174 61,722 -1,602
Jan04 031031 25.95 25.97 25.25 25.73 -0.41 6,263 26,225 -380
Mar04 031031 25.67 25.70 24.97 25.60 -0.21 3,845 26,216 +654
May04 031031 25.00 25.00 24.52 24.95 -0.23 3,842 25,731 +508
Jul04 031031 24.60 24.60 24.15 24.48 -0.18 4,683 21,062 +395
Aug04 031031 24.00 24.20 23.75 24.20 +0.08 41 2,558 -15
Sep04 031031 23.40 23.45 23.20 23.25 -0.18 28 1,441 +20
Oct04 031031 22.45 22.60 22.35 22.35 -0.10 12 2,015 +6
Total Volume and Open Interest 33,676 172,880 -76
Canola(WCE)
Nov03 031031 383.5 383.5 374.0 375.2 -9.5 5,511 3,095 -4,046
Jan04 031031 388.5 388.5 380.2 381.5 -8.7 8,887 26,494 +3,531
Mar04 031031 386.5 389.0 386.0 386.7 -7.0 523 3,949 +23
May04 031031 391.5 392.5 391.5 392.2 -4.5 4 2,637 -4
Jul04 031031 396.0 396.0 394.6 395.0 -5.0 110 2,748 +25
Total Volume and Open Interest 15,040 42,988 -522
Corn(CBOT)
Dec03 031031 246.50 247.75 243.00 247.25 -0.50 85,475 228,849 +4,433
Mar04 031031 251.50 253.00 248.00 252.50 -0.25 41,759 150,431 +6,336
May04 031031 255.00 256.00 251.25 254.75 -1.75 5,029 30,874 -83
Jul04 031031 256.50 257.50 253.25 256.75 -1.75 4,513 31,258 +522
Sep04 031031 251.00 251.50 249.50 250.75 -1.50 416 5,628 +115
Dec04 031031 248.00 249.50 247.50 249.00 -0.50 3,582 25,274 +879
Total Volume and Open Interest 140,839 474,713 +12,252
Wheat(CBOT)
Dec03 031031 368.50 372.50 365.00 369.50 +0.50 22,213 69,821 +555
Mar04 031031 378.00 382.50 375.00 380.25 +1.25 6,491 30,960 +1,036
May04 031031 372.00 376.00 371.00 375.00 +2.00 229 2,500 +15
Jul04 031031 345.00 351.00 344.00 350.00 +2.50 975 6,839 +345
Sep04 031031 351.50 356.00 351.00 354.50 +4.00 38 262 +0
Total Volume and Open Interest 30,083 111,161 +1,972
Wheat(KCBT)
Dec03 031031 365.00 367.50 360.00 366.75 -0.50 5,497 37,355 +563
Mar04 031031 372.50 376.00 368.75 375.75 +0.75 3,363 21,871 +1,009
May04 031031 372.00 373.50 370.50 372.50 -1.00 501 2,382 +132
Jul04 031031 351.25 355.50 350.00 353.50 +0.50 669 2,831 +90
Sep04 031031 357.00 357.00 356.00 356.00 unch 2 277 +1
Total Volume and Open Interest 10,032 64,973 +1,795
Wheat(MGE)
Dec03 031031 378.00 379.75 374.00 377.75 -1.75 2,611 13,019 +22
Mar04 031031 378.50 381.75 376.00 379.00 -2.00 1,773 13,073 +97
May04 031031 379.00 381.00 378.50 378.50 -3.25 119 1,462 -14
Jul04 031031 382.00 382.00 382.00 382.00 unch 0 591 +0
Sep04 031031 359.00 362.00 359.00 362.00 unch 11 361 -11
Total Volume and Open Interest 4,514 28,591 +94
Oats(CBOT)
Dec03 031031 143.75 144.00 140.00 141.50 -2.25 1,419 4,232 +16
Mar04 031031 146.25 146.25 144.50 145.00 -1.00 980 1,657 -229
May04 031031 147.00 147.50 146.50 147.50 -0.50 44 159 -1
Jul04 031031 150.00 150.00 150.00 150.00 unch 0 34 +0
Total Volume and Open Interest 2,443 6,084 -214
Rough Rice(CBOT)
Nov03 031031 7.50 7.55 7.45 7.55 +0.07 1,019 804 -507
Jan04 031031 7.72 7.74 7.60 7.72 +0.05 1,384 3,643 +420
Mar04 031031 7.89 7.89 7.78 7.86 +0.05 130 1,325 +28
May04 031031 7.99 7.99 7.99 7.99 +0.03 1 598 +1
Total Volume and Open Interest 2,534 6,737 -58
Live Cattle(CME)
Oct03 031031 101.800 101.800 100.800 101.750 -0.050 601 205 -532
Dec03 031031 90.700 91.100 89.750 90.900 +0.250 13,046 51,091 -1,641
Feb04 031031 85.700 86.650 84.800 86.500 +0.900 5,257 30,316 +459
Apr04 031031 81.100 81.500 80.300 81.475 +0.375 2,388 17,822 +31
Jun04 031031 75.100 75.650 74.350 75.425 +0.175 1,132 10,811 +336
Aug04 031031 74.150 74.800 73.750 74.525 +0.275 368 3,435 +112
Total Volume and Open Interest 23,227 115,174 -1,101
Feeder Cattle(CME)
Nov03 031031 99.800 101.300 99.350 101.275 +1.475 1,830 5,908 -124
Jan04 031031 93.600 94.950 93.200 94.800 +1.025 1,716 7,169 +169
Mar04 031031 89.000 89.500 88.150 89.250 -0.150 214 1,849 -43
Apr04 031031 86.800 88.000 86.550 87.700 +0.650 229 748 -104
May04 031031 86.500 86.900 85.800 86.900 +0.425 124 1,150 -45
Aug04 031031 88.000 88.800 87.850 88.650 +0.550 54 539 +30
Sep04 031031 88.800 88.800 88.800 88.800 +0.700 20 218 +14
Total Volume and Open Interest 4,648 19,841 -306
Lean Hogs(CME)
Dec03 031031 52.600 53.650 52.225 53.325 +0.775 4,415 24,352 -45
Feb04 031031 57.900 58.600 57.275 58.500 +0.650 1,955 11,309 +161
Apr04 031031 59.100 59.900 58.700 59.825 +0.750 414 4,954 +3
May04 031031 61.800 62.200 61.800 62.175 +0.225 30 744 +1
Jun04 031031 64.750 65.500 64.600 65.275 +0.475 152 1,677 +21
Jul04 031031 61.400 62.500 61.300 62.125 +0.700 24 598 -14
Aug04 031031 60.100 60.950 60.100 60.950 +0.600 73 280 +24
Oct04 031031 54.000 54.000 53.800 54.000 +0.650 8 210 +4
Total Volume and Open Interest 7,075 44,158 +155
Pork Bellies(CME)
Feb04 031031 87.000 88.150 86.400 87.525 +0.675 639 1,619 +7
Mar04 031031 87.400 87.550 87.200 87.275 +1.125 1 117 +0
May04 031031 88.350 88.350 88.350 88.350 +1.150 2 50 +0
Jul04 031031 89.700 90.250 89.700 90.250 +0.550 0 34 +0
Aug04 031031 89.500 89.500 89.500 89.500 +1.000 1 8 +0
Total Volume and Open Interest 643 1,828 +7
Class III Milk(CME)
Oct03 031030 14.32 14.38 14.31 14.38 +0.03 8 5,768 -2
Nov03 031031 12.93 13.18 12.93 13.16 +0.24 211 5,311 -8
Dec03 031031 11.75 11.90 11.70 11.90 +0.20 36 3,862 +20
Jan04 031031 11.50 11.55 11.45 11.55 +0.05 60 1,733 +13
Feb04 031031 11.25 11.30 11.22 11.30 +0.05 42 1,486 +9
Total Volume and Open Interest 619 24,806 +32
Cocoa(NYBOT)
Dec03 031031 1429 1470 1395 1440 +11 3,848 31,423 -23
Mar04 031031 1399 1435 1382 1409 +10 1,666 23,586 +588
May04 031031 1391 1420 1385 1395 +7 467 14,092 -173
Jul04 031031 1394 1415 1393 1397 +7 202 10,950 -18
Sep04 031031 1400 1420 1397 1400 +3 140 7,131 +17
Dec04 031031 1407 1410 1407 1410 +6 556 8,074 -49
Mar05 031031 1425 1425 1425 1425 +6 93 3,135 +18
Total Volume and Open Interest 6,972 110,796 +360
Coffee "C"(NYBOT)
Dec03 031031 59.70 60.25 58.60 58.65 -1.05 14,411 45,659 +71
Mar04 031031 63.00 63.20 61.65 61.65 -1.05 4,990 20,099 +566
May04 031031 65.00 65.20 63.50 63.55 -1.05 997 4,857 +294
Jul04 031031 66.90 67.00 65.45 65.45 -1.00 494 2,652 +60
Sep04 031031 68.70 68.70 67.25 67.25 -0.95 318 5,119 +208
Dec04 031031 71.20 71.20 70.00 70.00 -0.80 180 2,141 +115
Total Volume and Open Interest 21,472 82,085 +1,396
Orange Juice(NYBOT)
Nov03 031031 67.25 67.80 67.05 67.60 +0.35 1,560 3,314 -877
Jan04 031031 70.60 71.00 70.30 70.95 +0.25 1,796 16,400 +381
Mar04 031031 73.40 73.80 73.15 73.65 +0.15 759 6,178 +366
May04 031031 75.90 76.30 75.75 76.00 +0.05 204 2,815 +147
Jul04 031031 78.30 78.60 78.30 78.35 -0.05 41 333 +7
Total Volume and Open Interest 4,360 29,699 +24
Sugar #11(NYBOT)
Mar04 031031 6.22 6.25 5.90 5.93 -0.26 8,359 124,494 +710
May04 031031 6.28 6.28 6.04 6.08 -0.18 1,871 23,970 -418
Jul04 031031 6.24 6.24 6.07 6.11 -0.13 1,327 24,750 +674
Oct04 031031 6.32 6.33 6.19 6.25 -0.08 792 16,960 +81
Mar05 031031 6.43 6.43 6.34 6.38 -0.06 75 6,913 -2
Total Volume and Open Interest 12,661 201,506 +1,116
Sugar #14(NYBOT)
Nov03 031008 21.40 21.45 20.95 20.95 -0.40 70 716 -71
Jan04 031031 20.93 20.93 20.87 20.87 unch 18 2,555 -10
Mar04 031031 20.92 20.95 20.92 20.95 +0.03 12 2,755 +2
May04 031031 20.98 20.98 20.93 20.93 +0.03 22 3,172 +12
Jul04 031031 21.05 21.05 21.02 21.03 -0.02 2 2,089 +1
Total Volume and Open Interest 59 13,416 +8
London Cocoa(LCE)
Dec03 031031 844 864 840 850 +3 6,190 51,371 +457
Mar04 031031 872 893 869 878 +3 2,642 46,292 +14
May04 031031 890 911 887 895 +3 659 17,071 -45
Jul04 031031 912 927 904 913 +3 423 13,748 -185
Sep04 031031 923 940 920 929 +4 210 18,031 +87
Dec04 031031 940 950 932 943 +4 252 19,483 +161
Mar05 031031 945 956 945 956 +4 322 7,985 +260
Total Volume and Open Interest 10,698 174,882 +749
London Coffee(LCE)
Nov03 031031 662.00 664.00 656.00 658.00 -7.00 3,877 17,782 -1,690
Jan04 031031 689.00 692.00 687.00 688.00 -3.00 5,003 50,056 -138
Mar04 031031 710.00 711.00 706.00 707.00 -3.00 2,604 24,026 +1,286
May04 031031 727.00 728.00 724.00 724.00 -4.00 1,550 14,897 +672
Jul04 031031 744.00 745.00 741.00 741.00 -4.00 748 5,450 +127
Sep04 031031 756.00 758.00 754.00 754.00 -4.00 146 4,206 +101
Total Volume and Open Interest 14,260 119,267 +618
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031031 177.10 178.50 174.20 174.50 -2.60 1,594 17,707 +288
Mar04 031031 182.50 183.70 178.30 179.00 -3.70 691 14,955 +252
May04 031031 186.00 187.00 182.00 182.60 -3.40 110 3,730 -50
Aug04 031031 187.00 187.00 183.10 183.10 -3.50 271 5,542 +267
Total Volume and Open Interest 2,776 45,182 +744
Cotton(NYBOT)
Dec03 031031 77.25 78.00 76.73 76.73 -3.00 13,865 52,989 -3,573
Mar04 031031 80.00 80.00 78.92 78.92 -3.00 11,514 44,055 +1,066
May04 031031 80.00 80.20 78.93 78.93 -3.00 1,318 9,704 +375
Jul04 031031 80.20 80.20 78.39 78.39 -3.00 567 4,132 +1
Oct04 031031 69.20 69.20 68.25 68.25 -1.35 46 285 +4
Dec04 031031 69.50 69.95 68.65 68.85 -0.85 320 3,763 +28
Total Volume and Open Interest 27,711 115,336 -2,081
Lumber(CME)
Nov03 031031 283.1 283.1 276.3 279.8 -3.3 551 1,067 -133
Jan04 031031 297.2 297.2 289.0 293.2 -2.6 444 1,039 +55
Mar04 031031 303.5 303.6 296.0 298.9 -1.5 71 145 +8
May04 031031 307.0 308.0 298.3 298.3 -4.3 2 25 +0
Total Volume and Open Interest 1,069 2,277 -69
Crude Oil(NYM)
Dec03 031031 28.76 29.25 28.55 29.11 +0.64 94,680 160,155 -6,434
Jan04 031031 28.50 29.00 28.36 28.85 +0.58 44,594 75,751 -870
Feb04 031031 28.20 28.60 28.10 28.57 +0.55 14,875 29,081 -123
Mar04 031031 27.90 28.35 27.90 28.29 +0.52 5,055 27,459 +239
Apr04 031031 27.65 28.01 27.65 28.01 +0.49 3,736 21,545 -105
May04 031031 27.37 27.73 27.35 27.73 +0.46 1,418 11,960 -833
Jun04 031031 27.10 27.45 27.10 27.45 +0.43 5,481 27,934 -753
Jul04 031031 27.20 27.20 27.20 27.20 +0.41 1,316 8,993 -880
Aug04 031031 26.83 26.98 26.83 26.98 +0.38 768 9,092 -404
Sep04 031031 26.76 26.76 26.76 26.76 +0.35 1,236 14,375 -596
Oct04 031031 26.39 26.58 26.39 26.58 +0.34 627 9,113 +86
Nov04 031031 26.23 26.41 26.23 26.41 +0.33 257 7,890 -124
Dec04 031031 26.00 26.24 26.00 26.24 +0.32 9,151 26,346 +380
Jan05 031031 26.08 26.08 26.08 26.08 +0.31 1,237 8,766 +10
Feb05 031031 25.98 25.98 25.98 25.98 +0.31 0 3,788 +22
Mar05 031031 25.88 25.88 25.88 25.88 +0.31 150 2,154 +18
Total Volume and Open Interest 187,228 517,206 -10,328
Heating Oil(NYM)
Nov03 031031 77.50 79.20 77.40 78.58 +1.30 13,338 6,403 -3,453
Dec03 031031 78.00 80.40 77.90 80.04 +2.20 28,530 46,866 -293
Jan04 031031 78.50 80.75 78.40 80.54 +2.15 11,794 24,413 +1,628
Feb04 031031 78.50 80.60 78.25 80.29 +2.05 4,965 16,792 +1,515
Mar04 031031 77.50 79.05 77.40 78.89 +1.85 2,098 13,576 +365
Apr04 031031 75.20 76.24 74.90 76.24 +1.65 850 6,591 +13
May04 031031 72.80 73.74 72.70 73.74 +1.55 175 4,067 -6
Jun04 031031 71.75 72.19 71.25 72.19 +1.45 1,633 5,919 -270
Jul04 031031 71.00 71.54 71.00 71.54 +1.40 329 2,360 -185
Aug04 031031 71.00 71.69 71.00 71.69 +1.35 107 2,282 +103
Sep04 031031 71.60 72.29 71.50 72.29 +1.30 2 1,464 -308
Oct04 031031 72.40 72.94 72.25 72.94 +1.25 5 1,063 -40
Total Volume and Open Interest 65,163 138,456 -790
Unleaded Gas(NYM)
Nov03 031031 80.50 81.50 79.15 80.34 +0.30 14,308 4,390 -4,499
Dec03 031031 78.00 79.90 77.50 79.53 +2.14 31,324 49,230 -4,099
Jan04 031031 77.10 79.10 77.10 78.98 +2.34 6,773 15,843 +131
Feb04 031031 77.60 79.43 77.60 79.43 +2.39 1,752 3,649 +154
Mar04 031031 79.50 80.70 79.50 80.23 +2.44 701 2,456 -210
Total Volume and Open Interest 57,604 86,735 -7,073
RBOB Gasoline(NYMEX)
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Dec03 031031 4.660 4.940 4.640 4.893 +0.183 39,058 59,406 +2,155
Jan04 031031 4.900 5.140 4.885 5.129 +0.181 12,847 39,765 +1,113
Feb04 031031 4.920 5.140 4.910 5.119 +0.151 7,726 26,693 +816
Mar04 031031 4.850 5.040 4.835 5.014 +0.133 10,643 21,281 -386
Apr04 031031 4.590 4.730 4.590 4.724 +0.090 4,633 20,434 -824
May04 031031 4.570 4.680 4.550 4.679 +0.079 2,210 16,370 +23
Jun04 031031 4.600 4.700 4.585 4.689 +0.074 1,283 14,476 -153
Jul04 031031 4.610 4.700 4.600 4.699 +0.068 641 11,291 +294
Aug04 031031 4.620 4.720 4.620 4.714 +0.067 465 11,493 +370
Sep04 031031 4.615 4.700 4.615 4.699 +0.067 620 8,942 +152
Oct04 031031 4.640 4.710 4.630 4.709 +0.062 656 9,740 +442
Nov04 031031 4.810 4.884 4.810 4.884 +0.057 340 7,966 +50
Dec04 031031 4.995 5.064 4.995 5.064 +0.057 437 10,447 +482
Jan05 031031 5.120 5.190 5.110 5.177 +0.055 316 7,826 +231
Feb05 031031 5.090 5.147 5.080 5.147 +0.055 421 7,935 -19
Mar05 031031 4.900 4.990 4.900 4.982 +0.055 144 7,988 -19
Total Volume and Open Interest 83,445 342,942 +3,949
Brent Crude Oil(ICE)
Dec03 031031 27.37 27.72 27.23 27.70 +0.60 53,803 76,942 -4,104
Jan04 031031 27.00 27.35 26.89 27.34 +0.62 25,147 83,707 +6,978
Feb04 031031 26.69 27.00 26.56 27.00 +0.57 7,305 17,294 -19
Mar04 031031 26.38 26.69 26.30 26.69 +0.51 5,548 17,069 +2,232
Apr04 031031 26.18 26.45 26.10 26.45 +0.48 1,634 8,640 +662
May04 031031 25.97 26.22 25.94 26.22 +0.45 325 6,748 +225
Jun04 031031 25.78 26.00 25.72 26.00 +0.41 2,315 26,034 +750
Jul04 031031 25.60 25.79 25.60 25.79 +0.37 200 6,761 +0
Aug04 031031 25.60 25.60 25.60 25.60 +0.33 0 5,630 +0
Sep04 031031 25.44 25.44 25.44 25.44 +0.30 0 4,082 +0
Oct04 031031 25.29 25.29 25.29 25.29 +0.28 0 2,561 +0
Nov04 031031 25.14 25.14 25.14 25.14 +0.26 0 1,000 +0
Dec04 031031 24.75 25.02 24.75 25.02 +0.25 6,210 27,560 +2,009
Total Volume and Open Interest 104,027 303,258 +9,493
Gas Oil(ICE)
Nov03 031031 246.50 252.00 246.50 251.75 +6.00 15,374 28,771 -3,601
Dec03 031031 239.75 243.00 239.00 242.50 +4.25 15,426 53,839 -257
Jan04 031031 236.25 239.00 235.50 238.50 +3.25 5,374 19,631 +280
Feb04 031031 232.50 233.50 231.25 233.50 +2.50 1,710 9,473 +1,212
Mar04 031031 227.50 228.50 226.50 228.50 +1.75 925 6,964 +612
Apr04 031031 223.50 223.50 223.50 223.50 +1.00 400 5,762 +200
May04 031031 219.50 219.50 219.50 219.50 +0.75 200 3,544 +100
Jun04 031031 217.00 218.50 216.50 218.50 +1.25 1,635 10,417 +210
Jul04 031031 217.00 218.50 217.00 218.50 +1.25 350 2,892 +350
Aug04 031031 218.75 218.75 218.75 218.75 +1.25 0 1,219 +0
Total Volume and Open Interest 42,614 159,352 -724
US Dollar Index(NYBOT)
Dec03 031031 92.46 92.99 92.40 92.88 +0.42 3,174 20,191 -1,228
Mar04 031031 93.02 93.42 92.90 93.30 +0.42 31 2,156 +15
Jun04 031031 93.75 93.75 93.75 93.75 +0.42 0 13 +0
Total Volume and Open Interest 3,205 22,361 -1,213
Australian Dollar(CME)
Dec03 031031 70.39 70.70 70.15 70.43 +0.38 5,425 57,714 +2,810
Mar04 031031 69.75 69.90 69.70 69.75 +0.38 74 931 +66
Jun04 031031 69.07 69.07 69.07 69.07 +0.38 0 176 +0
Total Volume and Open Interest 5,500 58,905 +2,876
British Pound(CME)
Dec03 031031 168.81 169.40 168.46 168.94 -0.08 3,538 67,886 +889
Mar04 031031 167.68 167.68 167.68 167.68 -0.08 9 271 +10
Jun04 031031 166.36 166.36 166.36 166.36 -0.08 0 1 +0
Total Volume and Open Interest 3,547 68,163 +899
Canadian Dollar(CME)
Dec03 031031 75.78 75.85 75.43 75.68 -0.23 7,358 77,593 -239
Mar04 031031 75.49 75.55 75.20 75.41 -0.23 45 3,991 +28
Jun04 031031 75.15 75.25 75.15 75.18 -0.23 22 1,216 +5
Sep04 031031 74.97 74.97 74.97 74.97 -0.23 14 651 +2
Total Volume and Open Interest 7,439 83,690 -204
Japanese Yen(CME)
Dec03 031031 91.75 91.87 90.82 90.99 -1.07 6,723 153,220 +196
Mar04 031031 92.10 92.10 91.15 91.27 -1.07 14 501 +7
Jun04 031031 91.56 91.56 91.56 91.56 -1.07 0 203 +0
Total Volume and Open Interest 6,740 153,972 +203
Swiss Franc(CME)
Dec03 031031 75.05 75.25 74.56 74.59 -0.57 7,617 58,360 +1,637
Mar04 031031 74.84 74.84 74.75 74.75 -0.57 1 214 +14
Jun04 031031 74.91 74.91 74.91 74.91 -0.57 0 109 +0
Total Volume and Open Interest 7,618 58,715 +1,651
EuroFX(CME)
Dec03 031031 116.09 116.41 115.51 115.59 -0.57 16,111 102,149 +1,307
Mar04 031031 115.80 115.86 115.22 115.30 -0.57 270 1,370 -40
Jun04 031031 115.03 115.03 115.03 115.03 -0.57 0 67 +1
Total Volume and Open Interest 16,381 103,691 +1,268
Mexican Peso(CME)
Nov03 031031 9075.0 9075.0 9037.5 9075.0 +37.5 8 58 -5
Dec03 031031 9035.0 9057.5 8945.0 9045.0 +37.5 5,020 34,588 -1,038
Total Volume and Open Interest 5,473 35,665 -737
30-Year T-Bonds(CBOT)
Dec03 031031 107~31 108~30 107~28 108~23 +0~23 291,374 433,698 +641
Mar04 031031 106~29 107~16 106~15 107~10 +0~23 2,743 19,161 -662
Jun04 031031 105~30 105~30 105~30 105~30 +0~23 4 317 -2
Total Volume and Open Interest 294,121 453,553 -23
10-Year T-Notes(CBOT)
Dec03 031031 112~000 112~135 111~290 112~095 +0~110 761,800 976,602 +16,088
Mar04 031031 110~155 110~305 110~155 110~275 +0~120 21,740 139,120 +10,888
Total Volume and Open Interest 783,540 1,115,734 +26,976
5-Year T-Notes(CBOT)
Dec03 031031 111~205 111~305 111~200 111~260 +0~055 307,143 0 +0
Mar04 031031 110~205 110~205 110~195 110~195 +0~060 8,598 43,525 +5,092
Total Volume and Open Interest 315,741 43,525 +5,092
2 Year T-Notes(CBOT)
Dec03 031031 107~024 107~036 107~022 107~029 +0~005 6,215 141,128 -2,132
Total Volume and Open Interest 6,215 141,128 -2,132
Eurodollars(CME)
Dec03 031031 98.815 98.820 98.810 98.810 unch 73,647 697,700 +2,556
Mar04 031031 98.635 98.665 98.620 98.655 +0.015 176,865 687,932 -1,010
Jun04 031031 98.310 98.370 98.300 98.350 +0.040 193,025 640,238 +15,282
Sep04 031031 97.910 97.980 97.890 97.945 +0.035 254,560 553,336 +3,047
Dec04 031031 97.450 97.540 97.445 97.495 +0.045 156,875 531,572 +10,893
Mar05 031031 97.060 97.140 97.045 97.090 +0.040 56,561 339,195 +1,975
Jun05 031031 96.705 96.775 96.695 96.730 +0.025 58,106 277,066 +5,796
Sep05 031031 96.385 96.455 96.375 96.410 +0.025 37,543 215,565 +81
Dec05 031031 96.120 96.170 96.110 96.145 +0.025 17,661 150,791 -2,353
Mar06 031031 95.885 95.935 95.875 95.905 +0.020 13,148 138,828 +3,000
Jun06 031031 95.665 95.705 95.660 95.680 +0.015 11,852 131,660 +2,826
Sep06 031031 95.460 95.490 95.460 95.470 +0.010 11,916 110,069 +1,949
Dec06 031031 95.255 95.275 95.255 95.260 +0.005 8,649 93,163 +383
Mar07 031031 95.080 95.100 95.060 95.085 +0.005 8,165 76,884 -1,281
Jun07 031031 94.915 94.935 94.905 94.920 +0.005 8,764 70,064 -2,957
Sep07 031031 94.765 94.785 94.755 94.770 +0.005 6,849 54,565 -518
Dec07 031031 94.625 94.630 94.590 94.620 +0.005 3,673 44,586 +774
Mar08 031031 94.500 94.505 94.465 94.495 +0.005 4,007 38,999 -918
Total Volume and Open Interest 1,113,265 5,044,559 +41,044
3-Mth Euro-Yen(CME)
Dec03 031031 99.91 99.91 99.91 99.91 unch 0 7,394 -33
Mar04 031031 99.87 99.87 99.87 99.87 unch 122 7,352 +87
Jun04 031031 99.85 99.85 99.85 99.85 +0.01 176 11,599 -306
Sep04 031031 99.77 99.77 99.77 99.77 +0.01 218 5,892 +15
Dec04 031031 99.66 99.66 99.66 99.66 +0.01 561 2,858 -840
Mar05 031031 99.52 99.52 99.52 99.52 unch 155 3,186 -1,903
Jun05 031031 99.41 99.41 99.41 99.41 +0.01 22 485 +2
Sep05 031031 99.29 99.29 99.29 99.29 unch 0 2,979 -1,999
Dec05 031031 99.22 99.22 99.22 99.22 unch 0 73 +0
Mar06 031031 99.12 99.12 99.12 99.12 +0.01 0 229 +0
Total Volume and Open Interest 1,254 43,005 -4,977
3-Mth Euro-Yen(SIMEX)
Dec03 031031 99.91 99.92 99.91 99.91 unch 229 46,133 -130
Mar04 031031 99.87 99.88 99.87 99.88 unch 632 59,818 +241
Jun04 031031 99.84 99.85 99.84 99.85 unch 136 70,117 +21
Sep04 031031 99.77 99.77 99.76 99.77 unch 169 32,079 -53
Dec04 031031 99.64 99.67 99.64 99.66 unch 757 29,104 +505
Mar05 031031 99.51 99.53 99.51 99.53 unch 2,105 18,648 -465
Jun05 031031 99.39 99.44 99.39 99.44 +0.01 1 10,865 +0
Sep05 031031 99.28 99.33 99.28 99.33 +0.01 2,003 9,422 +0
Total Volume and Open Interest 6,032 288,548 +119
German Euro-Bund(EUREX)
Dec03 031031 112.45 112.99 112.38 112.75 +0.46 774,369 919,273 -21,076
Mar04 031031 111.99 112.27 111.98 112.27 +0.46 66 13,870 -719
Jun04 031031 111.75 111.75 111.75 111.75 +0.46 1,745 0 +0
Total Volume and Open Interest 776,180 933,143 -21,795
German Euro-Bobl(EUREX)
Dec03 031031 109.96 110.26 109.91 110.21 +0.34 429,310 622,111 -14,477
Mar04 031031 109.54 109.71 109.54 109.71 +0.34 943 17,355 +609
Jun04 031031 109.21 109.21 109.21 109.21 +0.34 6,055 0 +0
Total Volume and Open Interest 436,308 639,466 -13,868
Long Gilt(LIFFE)
Dec03 031031 114~07 114~22 114~07 114~18 +0~12 42,597 153,569 -2,577
Mar04 031031 106~11 106~12 106~11 106~12 +0~12 200 1,546 +200
Total Volume and Open Interest 42,797 155,115 -2,377
3-Mth Short Sterling(LIFFE)
Dec03 031031 95.93 95.95 95.92 95.94 +0.01 22,548 214,672 +1,962
Mar04 031031 95.55 95.60 95.53 95.57 +0.02 32,675 180,201 +3,758
Jun04 031031 95.20 95.28 95.18 95.24 +0.03 36,453 179,490 +794
Total Volume and Open Interest 167,630 1,071,420 +13,404
3-Mth Euribor(LIFFE)
Dec03 031031 97.815 97.825 97.815 97.825 +0.010 63,856 590,751 -1,178
Mar04 031031 97.695 97.725 97.685 97.720 +0.030 97,449 444,598 +2,791
Jun04 031031 97.470 97.520 97.460 97.515 +0.050 126,917 401,409 +1,866
Total Volume and Open Interest 596,520 2,603,125 +8,836
3-Mth Aus T-Bills(SFE)
Dec03 031031 94.88 94.88 94.85 94.86 -0.04 12,293 198,445 -18,057
Mar04 031031 94.56 94.57 94.53 94.55 -0.05 20,697 122,064 +6,526
Jun04 031031 94.37 94.39 94.35 94.36 -0.06 3,069 54,135 +731
Sep04 031031 94.24 94.24 94.21 94.22 -0.06 1,228 24,585 +600
Dec04 031031 94.14 94.14 94.10 94.11 -0.06 690 20,040 -21
Mar05 031031 94.02 94.03 94.01 94.03 -0.06 1,313 18,942 +183
Jun05 031031 93.94 93.95 93.94 93.95 -0.07 539 10,885 +407
Sep05 031031 93.87 93.88 93.87 93.88 -0.09 646 4,324 +118
Dec05 031031 93.84 93.84 93.84 93.84 -0.09 90 1,852 +10
Mar06 031031 93.82 93.82 93.81 93.81 -0.09 11 920 +11
Total Volume and Open Interest 40,576 456,780 -9,492
10-Year Aus T-Bonds(SFE)
Dec03 031031 94.22 94.24 94.21 94.21 -0.07 2,374 172,584 +14,416
Mar04 031031 94.21 94.21 94.21 94.21 -0.07      
Total Volume and Open Interest 10,754 158,168 -3,833
3-Year Aus T-Bonds(SFE)
Dec03 031031 94.41 94.42 94.37 94.40 -0.07 45,544 379,201 -4,132
Mar04 031031 94.40 94.40 94.40 94.40 -0.07      
Total Volume and Open Interest 45,544 379,201 -4,132
Gold(CMX)
Dec03 031031 385.2 389.8 382.2 384.6 +0.2 56,384 185,203 -2,242
Feb04 031031 386.3 390.5 383.6 385.6 +0.2 2,983 24,676 +1,654
Apr04 031031 388.0 389.5 384.0 386.3 +0.2 671 7,348 +262
Jun04 031031 391.0 391.0 386.0 387.1 +0.2 56 10,798 +27
Aug04 031031 387.8 387.8 387.8 387.8 +0.1 6 6,961 -4
Oct04 031031 388.5 388.5 388.5 388.5 +0.1 0 795 +0
Dec04 031031 390.0 392.5 388.0 389.3 +0.1 184 13,124 +118
Feb05 031031 390.2 390.2 390.2 390.2 +0.1 120 2,622 +125
Apr05 031031 391.1 391.1 391.1 391.1 unch 0 111 +0
Jun05 031031 392.1 392.1 392.1 392.1 unch 62 7,385 -35
Aug05 031031 393.2 393.2 393.2 393.2 -0.1 0 547 +0
Total Volume and Open Interest 60,791 267,152 -25
Silver(CMX)
Dec03 031031 514.5 520.5 501.5 506.5 -7.0 11,386 67,788 +602
Mar04 031031 517.5 521.5 502.0 508.2 -6.7 406 17,068 +245
May04 031031 508.9 508.9 508.9 508.9 -6.8 84 1,172 +11
Jul04 031031 510.0 510.0 509.9 509.9 -6.7 0 2,207 +4
Sep04 031031 510.5 510.5 510.5 510.5 -6.7 0 576 +0
Dec04 031031 521.0 523.0 506.0 511.1 -6.7 8 5,024 +10
Mar05 031031 512.5 512.5 512.5 512.5 -6.7 0 203 +0
Total Volume and Open Interest 11,892 95,860 +863
Platinum(NYM)
Jan04 031031 754.0 758.0 743.2 745.9 -11.1 807 8,687 +114
Apr04 031031 748.0 748.0 737.9 737.9 -11.1 50 188 +35
Total Volume and Open Interest 857 8,875 +149
Palladium(NYME)
Dec03 031031 206.00 210.00 205.00 208.15 -0.85 701 5,082 -167
Mar04 031031 209.75 209.75 208.55 208.55 -0.85 315 444 +187
Jun04 031031 208.55 208.55 208.55 208.55 -0.85 33 85 -1
Total Volume and Open Interest 1,049 5,611 +19
Copper(CMX)
Dec03 031031 93.65 94.30 93.50 93.85 +0.50 11,554 84,403 -1,174
Mar04 031031 94.15 94.80 94.10 94.45 +0.65 1,076 11,646 +449
May04 031031 94.20 94.40 94.20 94.35 +0.60 16 2,405 +0
Jul04 031031 93.70 94.35 93.70 94.20 +0.50 34 2,258 +16
Sep04 031031 94.15 94.15 94.05 94.05 +0.50 0 1,359 -3
Total Volume and Open Interest 14,124 108,468 -2,050
Aluminum(CMX)
Nov03 031031 71.35 71.35 71.35 71.35 -0.15 0 1,593 -202
Dec03 031031 71.85 71.85 71.50 71.50 -0.15 14 1,282 -12
Jan04 031031 71.60 71.60 71.60 71.60 -0.15 0 1,324 -25
Feb04 031031 71.60 71.60 71.60 71.60 -0.20 25 1,153 -50
Mar04 031031 71.60 71.60 71.60 71.60 -0.20 14 362 -11
Apr04 031031 71.55 71.55 71.55 71.55 -0.20 0 193 -25
Total Volume and Open Interest 78 8,153 -500
DJIA Index(CBOT)
Dec03 031031 9792 9815 9755 9763 -24 10,370 34,572 +34
Mar04 031031 9760 9765 9738 9738 -24 74 2,453 +64
Jun04 031031 9714 9714 9714 9714 -24 0 1 +0
Total Volume and Open Interest 10,444 37,026 +98
S & P 500(CME)
Dec03 031031 1049.00 1052.00 1046.70 1049.50 +1.00 42,137 564,083 -782
Mar04 031031 1048.10 1048.10 1048.10 1048.10 +1.10 2,841 23,072 +2,995
Jun04 031031 1047.40 1047.40 1047.40 1047.40 +1.20 79 598 +64
Sep04 031031 1045.80 1047.40 1045.80 1047.40 +1.20 15 193 +15
Total Volume and Open Interest 45,072 587,984 +2,292
S & P 500 E-Mini(Globex)
Dec03 031031 1048.50 1052.25 1046.50 1049.50 +1.00 77,512 474,611 +3,628
Mar04 031031 1047.00 1050.00 1046.00 1048.00 +1.00 99 1,896 +6
Total Volume and Open Interest 77,611 476,507 +3,634
NASDAQ 100(CME)
Dec03 031031 1427.00 1427.00 1412.00 1418.00 -6.00 13,395 80,424 +78
Mar04 031031 1421.00 1421.00 1421.00 1421.00 -6.00 0 56 +0
Jun04 031031 1424.00 1424.00 1424.00 1424.00 -6.00 0 47 +0
Total Volume and Open Interest 13,395 80,527 +78
NASDAQ 100 E-Mini(Globex)
Dec03 031031 1422.50 1431.00 1412.00 1418.00 -6.00 321,864 243,353 +192
Mar04 031031 1432.00 1432.50 1417.00 1421.00 -6.00 102 1,162 -26
Total Volume and Open Interest 321,966 244,515 +166
S & P Midcap 400(CME)
Dec03 031031 548.50 550.00 546.75 548.45 +0.95 950 14,617 -542
Mar04 031031 547.80 548.25 547.80 548.25 +0.95      
Jun04 031031 548.25 548.70 548.25 548.70 +0.95 0 1 +0
Total Volume and Open Interest 950 14,618 -542
Russell 2000(CME)
Dec03 031031 532.50 534.00 527.50 528.35 -2.75 1,469 22,030 +230
Mar04 031031 528.35 528.35 528.35 528.35 -2.75      
Jun04 031031 528.35 528.35 528.35 528.35 -2.75      
Total Volume and Open Interest 1,469 22,030 +230
Russell 2000 E-Mini(Globex)
Dec03 031031 531.00 534.50 527.50 528.40 -2.70 27,023 25,918 +229
Mar04 031031 528.40 528.40 528.40 528.40 -2.70      
Total Volume and Open Interest 27,023 25,918 +229
Value Line(KCBT)
Dec03 031031 1430.75 1431.50 1426.00 1430.00 -2.00 12 42 +8
Total Volume and Open Interest 12 42 +8
Nikkei 225(CME)
Dec03 031031 10690 10780 10515 10585 -70 24,370 151,056 -1,422
Mar04 031031 10580 10580 10580 10580 -70 0 4,985 +0
Total Volume and Open Interest 24,370 156,041 -1,422
Nikkei 225(SGX)
Dec03 031031 10690 10780 10515 10585 -70 24,370 151,056 -1,422
Mar04 031031 10580 10580 10580 10580 -70 0 4,985 +0
Jun04 031031 10535 10535 10535 10535 -70      
Total Volume and Open Interest 24,370 156,041 -1,422
CAC 40(EURONEXT)
Oct03 031031 3383.5 3387.0 3353.0 3368.5 -18.5 242,002 614,075 +39,252
Nov03 031031 3388.0 3392.0 3357.5 3378.5 -13.5 166,738 278,697 +141,488
Dec03 031031 3390.5 3390.5 3366.0 3384.0 -13.5 22,947 149,710 +20,596
Total Volume and Open Interest 431,695 1,056,292 +201,028
Hang Seng Index(HKFE)
Oct03 031030 12180 12193 12020 12058 -107 7,497 20,547 -25,849
Nov03 031031 12088 12171 12005 12095 -20 20,068 80,100 +4,625
Dec03 031031 12013 12150 12013 12096 -14 139 1,439 +50
Total Volume and Open Interest 20,219 81,886 -15,845
DAX(EUREX)
Dec03 031031 3638.0 3671.5 3621.0 3659.0 +0.5 83,637 261,844 +2,100
Mar04 031031 3668.0 3687.0 3645.0 3678.5 unch 2,729 10,047 -101
Jun04 031031 3671.0 3699.5 3666.0 3699.5 unch 28 2,283 +327
Total Volume and Open Interest 86,394 274,174 +2,326
FT-SE 100(EURONEXT)
Dec03 031031 4290.00 4306.50 4278.00 4297.00 -13.00 61,297 390,024 +1,870
Mar04 031031 4282.00 4294.00 4282.00 4293.00 -12.50 1,422 14,506 +895
Jun04 031031 4306.50 4306.50 4306.50 4306.50 -13.00 2 8,529 +0
Total Volume and Open Interest 62,721 413,650 +2,765
SPI 200(SFE)
Dec03 031031 3280.0 3280.0 3255.0 3259.0 -16.0 8,179 143,087 -3,846
Mar04 031031 3288.0 3288.0 3270.0 3270.0 -15.0 8 3,783 -7
Jun04 031031 3288.0 3289.0 3281.0 3281.0 -14.0 0 2,124 +0
Total Volume and Open Interest 8,195 150,514 -3,845
GSCI(CME)
Nov03 031031 235.20 239.00 234.70 237.90 +3.30 515 12,054 +281
Dec03 031031 239.05 239.05 239.05 239.05 +2.80 0 10 +0
Jan04 031031 237.25 237.25 237.25 237.25 +2.00      
Total Volume and Open Interest 515 12,064 +281
Reuters CRB Index(NYBOT)
Nov03 031031 248.00 248.00 246.50 247.00 -1.00 57 334 -9
Jan04 031031 248.00 248.00 246.25 247.00 -1.25 29 512 +4
Feb04 031031 245.50 245.50 245.50 245.50 -1.50 1 171 +1
Total Volume and Open Interest 105 1,067 +13
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 © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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