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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 Tue November 04, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031104 788.00 788.00 755.50 757.00 -33.00 20,361 9,501 -4,057
Jan04 031104 791.00 794.50 761.00 763.25 -33.75 61,404 132,003 +3,264
Mar04 031104 781.50 784.00 752.00 755.50 -30.75 11,018 40,638 +622
May04 031104 745.00 746.00 722.00 723.50 -26.75 4,114 39,218 -265
Jul04 031104 729.00 732.00 710.00 712.50 -21.50 2,263 18,766 +9
Aug04 031104 708.00 710.00 688.00 690.00 -21.25 248 2,654 -1
Sep04 031104 657.00 657.00 648.00 650.00 -16.50 90 533 +28
Total Volume and Open Interest 100,583 251,989 +109
Soybean Meal(CBOT)
Dec03 031104 254.50 254.80 244.00 245.10 -10.40 8,572 58,536 -1,118
Jan04 031104 251.50 252.50 241.80 242.50 -10.90 4,031 19,686 +40
Mar04 031104 248.00 248.00 238.60 238.80 -10.40 3,157 22,954 -26
May04 031104 236.00 236.50 229.00 229.20 -8.40 4,202 31,058 +663
Jul04 031104 230.50 231.20 224.50 224.80 -7.60 2,957 19,452 +957
Aug04 031104 223.50 224.00 218.50 218.50 -6.00 562 5,019 +329
Sep04 031104 210.50 215.00 206.50 206.50 -4.50 494 5,117 +132
Oct04 031104 183.50 186.00 182.50 182.50 -1.00 104 3,236 -68
Total Volume and Open Interest 24,790 173,963 +823
Soybean Oil(CBOT)
Dec03 031104 25.92 25.92 25.10 25.34 -0.63 12,091 52,636 -2,934
Jan04 031104 25.50 25.50 24.86 25.14 -0.54 7,299 28,075 -67
Mar04 031104 25.15 25.15 24.65 24.88 -0.49 2,692 28,556 -635
May04 031104 24.60 24.65 24.32 24.53 -0.37 3,126 28,820 +1,185
Jul04 031104 24.15 24.32 23.95 24.20 -0.31 2,431 23,049 +665
Aug04 031104 23.80 23.85 23.50 23.85 -0.30 192 2,582 -25
Sep04 031104 23.40 23.45 22.95 22.95 -0.50 0 1,463 +0
Oct04 031104 22.45 22.65 22.28 22.28 -0.42 155 2,062 +78
Total Volume and Open Interest 28,454 173,711 -1,524
Canola(WCE)
Nov03 031104 378.3 379.3 376.2 376.2 -2.4 815 1,158 -515
Jan04 031104 385.3 386.5 381.5 382.2 -3.1 2,659 29,627 +575
Mar04 031104 391.5 391.5 386.3 386.9 -2.6 193 4,442 +74
May04 031104 392.0 392.0 390.0 390.0 -4.0 140 2,733 +105
Jul04 031104 398.0 398.5 394.5 394.5 -2.9 55 2,963 +0
Total Volume and Open Interest 3,862 45,033 +239
Corn(CBOT)
Dec03 031104 239.25 239.25 231.50 232.25 -7.75 63,232 220,680 -3,048
Mar04 031104 243.50 244.00 237.25 237.75 -7.75 25,136 156,772 +2,192
May04 031104 247.00 247.50 240.50 241.00 -8.00 5,220 31,491 +477
Jul04 031104 249.50 249.75 243.00 243.25 -7.75 3,712 30,923 -1,647
Sep04 031104 244.00 244.50 240.00 240.00 -6.00 373 5,811 -38
Dec04 031104 245.50 245.50 240.50 241.25 -5.25 1,361 26,028 +329
Total Volume and Open Interest 99,110 474,123 -1,731
Wheat(CBOT)
Dec03 031104 366.00 369.50 362.00 363.50 -1.50 17,160 64,737 -1,946
Mar04 031104 378.50 380.00 373.00 374.50 -2.25 7,830 36,150 +1,571
May04 031104 371.50 373.50 369.00 369.25 -2.75 214 2,516 +15
Jul04 031104 349.00 351.00 347.00 347.50 -0.50 660 6,413 -11
Sep04 031104 351.00 354.50 350.00 352.00 +1.00 35 288 +33
Total Volume and Open Interest 25,926 110,892 -336
Wheat(KCBT)
Dec03 031104 362.50 363.50 358.50 361.00 -1.00 5,073 35,458 -872
Mar04 031104 371.00 372.00 367.00 368.50 -3.00 4,283 25,102 +1,557
May04 031104 370.00 370.00 367.50 367.50 -2.50 164 2,224 -160
Jul04 031104 353.50 354.25 352.00 353.00 +0.25 217 3,071 -63
Sep04 031104 355.00 356.00 355.00 356.00 unch 3 277 +0
Total Volume and Open Interest 9,740 66,391 +462
Wheat(MGE)
Dec03 031104 374.50 375.00 369.50 370.25 -3.50 2,052 13,233 +7
Mar04 031104 376.00 377.50 372.50 373.25 -2.25 968 13,689 +168
May04 031104 375.25 376.50 375.00 375.00 -1.50 57 1,499 +1
Jul04 031104 374.00 374.00 373.50 374.00 -3.00 5 586 -5
Sep04 031104 362.00 362.00 361.00 361.00 -1.00 5 366 +5
Total Volume and Open Interest 3,087 29,458 +176
Oats(CBOT)
Dec03 031104 139.00 141.00 138.50 140.50 -0.50 596 4,227 -9
Mar04 031104 143.75 146.00 143.75 145.00 -0.75 190 1,804 +76
May04 031104 146.75 147.00 145.75 147.00 -1.75 2 159 +0
Jul04 031104 150.00 150.00 150.00 150.00 unch 0 34 +0
Total Volume and Open Interest 788 6,226 +67
Rough Rice(CBOT)
Nov03 031104 7.58 7.67 7.55 7.67 +0.07 315 148 -353
Jan04 031104 7.74 7.82 7.66 7.82 +0.07 986 3,926 +42
Mar04 031104 7.83 7.94 7.78 7.93 +0.05 273 1,301 -47
May04 031104 8.00 8.06 8.00 8.06 +0.04 55 616 +19
Total Volume and Open Interest 1,629 6,358 -339
Live Cattle(CME)
Dec03 031104 92.100 93.400 91.800 92.600 +0.250 10,531 48,520 -2,670
Feb04 031104 87.700 88.650 87.400 88.425 +0.425 5,522 29,708 -1,293
Apr04 031104 81.475 82.125 81.100 81.800 unch 2,242 17,364 -542
Jun04 031104 75.600 75.900 74.950 75.325 -0.450 1,252 10,780 -8
Aug04 031104 74.400 74.500 73.850 74.250 -0.375 161 3,692 +20
Oct04 031104 75.000 75.700 74.500 74.500 -0.500 23 294 +17
Total Volume and Open Interest 20,046 111,826 -4,294
Feeder Cattle(CME)
Nov03 031104 101.700 102.300 101.600 101.950 -0.250 1,059 5,535 -366
Jan04 031104 95.300 96.175 95.300 95.975 -0.175 1,181 7,384 +137
Mar04 031104 89.500 90.100 89.400 89.750 -0.200 292 1,975 +45
Apr04 031104 88.450 88.750 88.450 88.650 -0.150 115 706 +10
May04 031104 87.650 87.700 87.500 87.550 -0.200 69 1,173 +42
Aug04 031104 89.300 89.300 89.300 89.300 -0.200 27 557 +4
Sep04 031104 89.300 89.300 89.300 89.300 -0.150 5 220 +2
Total Volume and Open Interest 2,748 17,550 -126
Lean Hogs(CME)
Dec03 031104 52.600 53.250 51.775 53.225 +0.575 4,923 23,309 -422
Feb04 031104 58.000 58.750 57.300 58.550 +0.200 2,027 11,739 +261
Apr04 031104 59.650 60.050 59.150 60.000 +0.125 311 5,033 +10
May04 031104 61.800 62.000 61.800 62.000 -0.200 37 763 -11
Jun04 031104 64.750 65.100 64.400 65.025 unch 112 1,678 -18
Jul04 031104 61.700 62.050 61.700 61.950 unch 61 585 +9
Aug04 031104 60.500 60.850 60.500 60.850 -0.050 21 306 +14
Oct04 031104 54.100 54.100 53.950 53.950 -0.050 11 218 +3
Total Volume and Open Interest 7,510 43,671 -150
Pork Bellies(CME)
Feb04 031104 87.600 87.950 86.750 87.150 -0.475 387 1,620 -14
Mar04 031104 85.700 86.100 85.700 86.100 -0.800 1 123 +1
May04 031104 88.250 88.300 87.950 88.150 -0.200 0 51 +0
Jul04 031104 90.850 90.850 90.850 90.850 +0.150 0 34 +0
Aug04 031104 89.250 89.250 89.250 89.250 -0.250 0 8 +0
Total Volume and Open Interest 388 1,836 -13
BFP Milk Class III(CME)
Oct03 031030 14.32 14.38 14.31 14.38 +0.03 8 5,768 -2
Nov03 031104 13.19 13.20 13.13 13.18 +0.02 405 5,231 -3
Dec03 031104 11.79 11.95 11.69 11.82 +0.07 92 3,819 -14
Jan04 031104 11.51 11.55 11.51 11.55 +0.04 7 1,737 +7
Feb04 031104 11.33 11.35 11.33 11.35 +0.09 17 1,504 +4
Total Volume and Open Interest 709 19,085 +62
Cocoa(NYBOT)
Dec03 031104 1410 1452 1403 1442 +20 3,157 28,997 -352
Mar04 031104 1380 1421 1376 1408 +17 2,542 23,993 +700
May04 031104 1370 1400 1369 1393 +17 282 14,290 +52
Jul04 031104 1375 1395 1370 1393 +17 74 11,006 +22
Sep04 031104 1380 1400 1379 1398 +18 27 7,170 +21
Dec04 031104 1390 1404 1388 1404 +14 161 8,334 +55
Mar05 031104 1415 1415 1415 1415 +14 0 3,135 +0
Total Volume and Open Interest 6,243 109,330 +498
Coffee "C"(NYBOT)
Dec03 031104 58.75 60.15 58.65 59.75 +1.10 8,514 46,522 +304
Mar04 031104 61.90 63.30 61.90 62.95 +1.15 4,939 22,039 +190
May04 031104 64.00 65.05 64.00 64.85 +1.10 1,065 4,992 +123
Jul04 031104 65.90 67.00 65.80 66.70 +1.05 741 2,819 +11
Sep04 031104 67.80 68.90 67.70 68.55 +1.05 173 5,403 +47
Dec04 031104 70.50 71.30 70.50 71.25 +1.05 335 2,254 +97
Total Volume and Open Interest 15,790 85,592 +793
Orange Juice(NYBOT)
Nov03 031104 67.00 68.00 67.00 67.15 +0.05 676 1,255 -1,099
Jan04 031104 70.55 71.50 70.50 70.85 unch 1,463 17,498 +379
Mar04 031104 73.50 74.15 73.50 73.90 +0.10 486 6,626 +233
May04 031104 76.50 76.50 76.10 76.10 -0.05 12 2,814 +2
Jul04 031104 78.45 78.45 78.45 78.45 -0.05 11 318 +5
Total Volume and Open Interest 2,651 29,172 -478
Sugar #11(NYBOT)
Mar04 031104 5.89 5.99 5.86 5.99 +0.13 16,981 131,206 +739
May04 031104 6.01 6.10 6.00 6.09 +0.10 5,067 23,233 -992
Jul04 031104 6.04 6.11 6.02 6.10 +0.08 1,399 24,622 -327
Oct04 031104 6.17 6.24 6.16 6.24 +0.08 817 16,961 -92
Mar05 031104 6.39 6.39 6.39 6.39 +0.08 351 6,732 +77
Total Volume and Open Interest 25,036 207,497 -306
London Cocoa(LCE)
Dec03 031104 848 863 847 861 +10 4,850 46,319 -1,416
Mar04 031104 874 891 874 888 +9 3,830 47,490 +1,050
May04 031104 893 908 892 905 +9 343 16,915 +98
Jul04 031104 913 923 910 923 +9 323 13,959 +253
Sep04 031104 929 940 926 939 +9 34 18,057 +21
Dec04 031104 941 955 938 952 +9 227 24,299 +138
Mar05 031104 954 964 954 964 +8 200 8,142 +106
Total Volume and Open Interest 9,807 176,082 +250
London Coffee(LCE)
Nov03 031104 665.00 670.00 662.00 669.00 +5.00 704 15,098 -348
Jan04 031104 690.00 699.00 689.00 697.00 +5.00 2,213 53,308 +70
Mar04 031104 707.00 718.00 707.00 716.00 +5.00 809 25,523 +326
May04 031104 726.00 734.00 726.00 733.00 +5.00 871 16,876 +739
Jul04 031104 744.00 751.00 743.00 749.00 +4.00 223 6,004 +92
Sep04 031104 756.00 766.00 756.00 764.00 +5.00 265 4,776 -8
Total Volume and Open Interest 5,401 124,542 +940
London Sugar(LCE)
Dec03 031104 173.30 174.70 173.20 174.50 +1.00 4,616 13,098 -2,770
Mar04 031104 177.10 179.60 177.10 179.50 +2.00 3,068 17,256 +1,399
May04 031104 181.00 183.20 181.00 183.20 +1.70 360 3,825 +40
Aug04 031104 183.00 183.60 183.00 183.60 +1.10 367 5,824 +166
Oct04 031104 186.00 186.60 185.60 186.60 +1.60 287 2,618 +208
Total Volume and Open Interest 8,787 43,563 -894
Cotton(NYBOT)
Dec03 031104 77.00 77.70 76.50 77.55 +1.14 15,994 44,548 -5,548
Mar04 031104 80.00 80.30 79.15 80.25 +1.22 10,605 46,802 +1,344
May04 031104 80.70 80.80 79.60 80.70 +1.10 940 10,185 +77
Jul04 031104 80.25 80.70 79.30 80.11 +0.96 232 4,209 -71
Oct04 031104 69.45 69.45 69.40 69.40 +0.30 0 281 -2
Dec04 031104 70.00 70.00 69.10 69.65 +0.25 54 3,807 -13
Total Volume and Open Interest 27,825 110,240 -4,213
Lumber(CME)
Nov03 031104 282.5 282.5 265.6 265.7 -15.8 375 901 -81
Jan04 031104 298.0 298.0 288.4 288.4 -10.0 362 1,085 +0
Mar04 031104 305.5 305.5 295.0 295.0 -10.0 55 150 +15
May04 031104 304.3 304.3 296.7 296.7 -7.5 1 28 +0
Total Volume and Open Interest 793 2,167 -66
Crude Oil(NYM)
Dec03 031104 28.60 28.90 28.47 28.75 -0.15 62,830 152,450 -5,116
Jan04 031104 28.45 28.70 28.35 28.63 -0.11 33,014 78,429 +3,537
Feb04 031104 28.20 28.37 28.07 28.34 -0.13 9,023 29,662 +442
Mar04 031104 27.90 28.05 27.80 28.05 -0.14 2,507 27,778 +452
Apr04 031104 27.67 27.77 27.65 27.77 -0.14 1,925 21,281 -4
May04 031104 27.40 27.49 27.35 27.49 -0.14 1,173 11,858 -41
Jun04 031104 27.08 27.21 27.08 27.21 -0.14 3,132 27,253 -722
Jul04 031104 27.05 27.05 26.96 26.96 -0.14 751 9,245 +194
Aug04 031104 26.74 26.74 26.74 26.74 -0.14 25 9,052 +25
Sep04 031104 26.53 26.53 26.53 26.53 -0.13 596 14,874 +230
Oct04 031104 26.38 26.38 26.30 26.36 -0.12 39 9,134 -8
Nov04 031104 26.21 26.21 26.21 26.21 -0.11 445 7,890 +0
Dec04 031104 25.85 26.06 25.85 26.06 -0.10 1,820 25,767 +89
Jan05 031104 25.90 25.90 25.90 25.90 -0.10 6 9,168 +0
Feb05 031104 25.80 25.80 25.80 25.80 -0.10 6 3,788 +0
Mar05 031104 25.71 25.71 25.71 25.71 -0.09 0 2,154 +0
Total Volume and Open Interest 118,744 514,871 -921
Heating Oil(NYM)
Dec03 031104 77.75 78.50 77.50 77.86 -0.69 20,817 48,308 +256
Jan04 031104 78.40 79.05 78.25 78.66 -0.59 8,137 22,458 -419
Feb04 031104 78.50 78.90 78.20 78.56 -0.49 3,096 18,037 +939
Mar04 031104 77.30 77.80 77.10 77.26 -0.44 2,217 15,496 +176
Apr04 031104 74.40 75.20 74.40 74.76 -0.39 186 6,804 -120
May04 031104 72.40 72.50 72.36 72.36 -0.34 151 4,125 +0
Jun04 031104 71.00 71.10 70.91 70.91 -0.29 400 5,950 +1
Jul04 031104 70.25 70.40 70.25 70.36 -0.24 50 2,387 +26
Aug04 031104 70.50 71.00 70.50 70.56 -0.19 0 2,291 +0
Sep04 031104 71.60 71.60 71.16 71.16 -0.19 0 1,472 +0
Oct04 031104 71.75 72.00 71.75 71.81 -0.19 3 1,078 +0
Nov04 031104 72.65 72.65 72.41 72.41 -0.19 3 1,254 +3
Total Volume and Open Interest 35,066 135,170 -1,129
Unleaded Gas(NYM)
Dec03 031104 78.00 78.90 77.60 78.40 -0.32 13,941 45,224 -1,331
Jan04 031104 77.70 78.50 77.40 78.13 -0.11 4,515 17,275 +860
Feb04 031104 78.65 78.65 78.45 78.53 -0.11 894 4,014 +446
Mar04 031104 79.00 79.25 79.00 79.25 -0.14 1,140 3,778 +128
Apr04 031104 85.80 86.05 85.70 86.05 -0.09 221 6,399 +201
May04 031104 86.05 86.05 86.05 86.05 -0.09 1 4,071 -19
Jun04 031104 85.45 85.45 85.15 85.15 -0.09 1 1,473 +0
Total Volume and Open Interest 20,713 82,234 -419
Natural Gas(NYM)
Dec03 031104 4.670 4.790 4.630 4.727 +0.022 42,213 61,724 +4,376
Jan04 031104 4.940 5.050 4.920 4.977 -0.006 15,543 40,724 +1,301
Feb04 031104 4.940 5.040 4.920 4.982 +0.004 5,702 27,216 +643
Mar04 031104 4.850 4.950 4.830 4.887 -0.001 3,944 22,730 +42
Apr04 031104 4.590 4.670 4.570 4.627 +0.004 1,965 20,803 +48
May04 031104 4.560 4.640 4.550 4.592 +0.004 1,097 15,974 +415
Jun04 031104 4.580 4.650 4.580 4.607 +0.009 470 14,553 +170
Jul04 031104 4.600 4.670 4.595 4.621 +0.006 261 11,333 +102
Aug04 031104 4.620 4.685 4.620 4.635 +0.005 323 11,739 +500
Sep04 031104 4.610 4.640 4.580 4.618 +0.003 232 9,340 +50
Oct04 031104 4.620 4.660 4.610 4.634 +0.004 196 9,855 -48
Nov04 031104 4.810 4.830 4.790 4.809 -0.003 150 8,149 +209
Dec04 031104 5.010 5.010 4.985 4.994 -0.008 88 10,523 +15
Jan05 031104 5.130 5.130 5.104 5.104 -0.014 25 7,826 -2
Feb05 031104 5.050 5.090 5.050 5.079 -0.016 11 8,023 -1
Mar05 031104 4.940 4.940 4.919 4.919 -0.011 562 7,670 -318
Total Volume and Open Interest 73,012 349,519 +7,655
Brent Crude Oil(IPE)
Dec03 031104 27.20 27.38 26.97 27.16 +0.44 32,655 70,386 +854
Jan04 031104 26.90 27.11 26.80 26.96 +0.52 21,742 80,369 -1,681
Feb04 031104 26.66 26.78 26.57 26.72 +0.56 5,188 18,995 +855
Mar04 031104 26.43 26.66 26.30 26.47 +0.58 2,044 17,653 +683
Apr04 031104 26.17 26.27 26.05 26.23 +0.61 878 7,858 +31
May04 031104 25.95 26.01 25.90 26.01 +0.64 0 6,837 +0
Jun04 031104 25.77 25.81 25.65 25.81 +0.69 924 24,965 -343
Jul04 031104 25.55 25.62 25.55 25.62 +0.75 0 6,661 +0
Aug04 031104 25.40 25.45 25.40 25.45 +0.75 0 5,630 +0
Sep04 031104 25.18 25.30 25.18 25.30 +0.76 500 4,382 +300
Oct04 031104 25.16 25.16 25.16 25.16 +0.01 0 2,561 +0
Nov04 031104 25.02 25.02 25.02 25.02 +0.01 0 1,000 +0
Dec04 031104 24.75 24.90 24.71 24.90 +0.76 470 26,345 +50
Total Volume and Open Interest 64,601 292,972 +949
Gas Oil(IPE)
Nov03 031104 246.25 247.50 245.00 246.25 -4.00 13,248 24,474 -29
Dec03 031104 239.00 239.50 237.50 239.25 -3.25 12,096 51,966 +827
Jan04 031104 235.50 236.00 234.00 235.75 -3.25 3,013 20,551 +648
Feb04 031104 231.00 231.25 229.50 231.25 -3.00 42 9,763 +23
Mar04 031104 225.25 226.50 225.25 226.50 -2.75 0 6,735 +0
Apr04 031104 220.25 221.75 220.25 221.75 -2.50 0 5,662 +0
May04 031104 218.25 218.25 218.25 218.25 -2.00 0 3,444 +0
Jun04 031104 216.50 217.00 216.50 217.00 -1.75 150 9,783 +0
Jul04 031104 216.25 217.00 216.25 217.00 -1.50 150 2,592 +0
Aug04 031104 217.25 217.25 217.25 217.25 -1.50 0 1,219 +0
Total Volume and Open Interest 29,199 153,029 +1,219
US Dollar Index(NYBOT)
Dec03 031104 93.87 93.99 93.31 93.45 -0.42 4,196 17,665 -1,498
Mar04 031104 94.35 94.35 93.75 93.87 -0.42 55 2,158 +14
Jun04 031104 94.32 94.32 94.32 94.32 -0.42 1 14 +1
Total Volume and Open Interest 4,254 19,840 -1,481
Australian Dollar(CME)
Dec03 031104 69.74 70.10 69.51 70.00 +0.40 4,574 57,799 -1,104
Mar04 031104 69.16 69.38 69.16 69.32 +0.40 128 974 +47
Jun04 031104 68.64 68.64 68.64 68.64 +0.40 0 176 +0
Total Volume and Open Interest 4,702 59,033 -1,057
British Pound(CME)
Dec03 031104 167.14 167.93 166.90 167.56 +0.40 9,813 67,659 -503
Mar04 031104 166.10 166.62 166.00 166.30 +0.40 12 277 +5
Jun04 031104 164.98 164.98 164.98 164.98 +0.40 1 2 +1
Total Volume and Open Interest 9,826 67,943 -497
Canadian Dollar(CME)
Dec03 031104 74.70 75.14 74.66 75.07 +0.24 11,107 73,550 -4,225
Mar04 031104 74.40 74.80 74.40 74.80 +0.24 370 4,189 +159
Jun04 031104 74.44 74.57 74.44 74.57 +0.24 97 1,257 +39
Sep04 031104 74.10 74.36 74.10 74.36 +0.24 72 656 +4
Total Volume and Open Interest 11,652 79,907 -4,023
Japanese Yen(CME)
Dec03 031104 90.86 91.53 90.86 91.34 +1.30 33,702 135,722 -9,184
Mar04 031104 91.15 91.75 91.15 91.62 +1.30 122 546 +37
Jun04 031104 91.55 91.91 91.55 91.91 +1.30 1 203 +0
Total Volume and Open Interest 33,825 136,522 -9,144
Swiss Franc(CME)
Dec03 031104 73.45 73.75 73.41 73.54 -0.03 23,150 56,494 -1,423
Mar04 031104 73.69 73.70 73.60 73.70 -0.03 28 211 -4
Jun04 031104 73.86 73.86 73.86 73.86 -0.03 0 109 +0
Total Volume and Open Interest 23,178 56,846 -1,427
EuroFX(CME)
Dec03 031104 114.56 115.00 114.54 114.82 +0.35 22,642 95,830 -5,425
Mar04 031104 114.32 114.64 114.30 114.53 +0.35 215 1,386 +76
Jun04 031104 114.32 114.32 114.26 114.26 +0.35 0 68 +1
Total Volume and Open Interest 22,857 97,389 -5,348
Mexican Peso(CME)
Dec03 031104 9082.0 9082.0 9037.0 9065.0 -12.0 7,107 34,352 +532
Mar04 031104 8972.0 8972.0 8970.0 8970.0 -7.0 128 903 -37
Total Volume and Open Interest 7,242 35,392 +495
30-Year T-Bonds(CBOT)
Dec03 031104 108~11 109~01 108~02 108~27 +0~22 190,338 433,059 -1,873
Mar04 031104 107~04 107~17 107~03 107~14 +0~22 2,050 20,084 +581
Jun04 031104 105~25 106~02 105~25 106~02 +0~22 11 328 +11
Total Volume and Open Interest 192,399 453,856 -1,281
Municipal Bonds(CBOT)
Dec03 031104 101~01 101~12 101~01 101~05 +0~11 85 1,631 -5
Mar04 031104 100~06 100~06 100~06 100~06        
10-Year T-Notes(CBOT)
Dec03 031104 111~290 112~115 111~235 112~075 +0~145 572,077 971,026 +8,210
Mar04 031104 110~095 110~275 110~095 110~255 +0~150 12,206 146,848 +4,833
Total Volume and Open Interest 584,291 1,117,894 +13,051
5-Year T-Notes(CBOT)
Dec03 031104 111~215 111~265 111~200 111~245 +0~090 232,083 0 +0
Mar04 031104 110~170 110~170 110~170 110~170 +0~090 39 0 -43,885
Total Volume and Open Interest 232,122    
2 Year T-Notes(CBOT)
Dec03 031104 107~021 107~025 107~018 107~025 +0~012 7,278 143,716 +2,024
Total Volume and Open Interest 7,278 143,716 +2,024
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031104 98.805 98.815 98.805 98.810 unch 43,320 691,924 +890
Mar04 031104 98.630 98.645 98.630 98.640 +0.020 75,890 678,362 -4,899
Jun04 031104 98.315 98.345 98.310 98.340 +0.055 116,147 633,273 -2,274
Sep04 031104 97.915 97.955 97.905 97.950 +0.070 154,045 557,779 -3,335
Dec04 031104 97.465 97.510 97.460 97.505 +0.075 88,758 530,836 -4,865
Mar05 031104 97.065 97.105 97.050 97.100 +0.085 28,430 333,006 -1,991
Jun05 031104 96.705 96.740 96.690 96.740 +0.085 24,036 271,339 -2,069
Sep05 031104 96.390 96.430 96.385 96.425 +0.085 24,137 214,171 +270
Dec05 031104 96.120 96.150 96.100 96.150 +0.090 10,244 147,567 -971
Mar06 031104 95.855 95.910 95.855 95.910 +0.090 9,560 136,888 -970
Jun06 031104 95.650 95.680 95.640 95.680 +0.090 13,600 132,555 -597
Sep06 031104 95.440 95.470 95.430 95.470 +0.090 10,843 107,463 +1,604
Total Volume and Open Interest 635,618 5,010,722 -16,697
3-Mth Euro-Yen(CME)
Dec03 031104 99.92 99.92 99.92 99.92 +0.01 9 7,958 -3
Mar04 031104 99.86 99.86 99.86 99.86 -0.01 63 7,627 +34
Jun04 031104 99.84 99.84 99.84 99.84 unch 82 11,599 -77
Sep04 031104 99.75 99.75 99.74 99.75 unch 92 6,341 -108
Dec04 031104 99.64 99.64 99.64 99.64 unch 422 2,879 +347
Mar05 031104 99.49 99.49 99.49 99.49 unch 520 3,544 +400
Jun05 031104 99.37 99.37 99.37 99.37 unch 48 512 +27
Sep05 031104 99.28 99.28 99.26 99.26 +0.02 47 3,007 +27
Dec05 031104 99.18 99.18 99.18 99.18 +0.01 0 68 +0
Mar06 031104 99.08 99.08 99.08 99.08 +0.01 0 229 +0
Total Volume and Open Interest 1,283 44,722 +647
3-Mth Euro-Yen(SIMEX)
Dec03 031104 99.91 99.92 99.91 99.91 unch 0 45,102 -302
Mar04 031104 99.87 99.87 99.87 99.87 -0.01 0 59,204 -1,070
Jun04 031104 99.84 99.84 99.83 99.83 -0.02 188 70,362 -850
Sep04 031104 99.76 99.76 99.75 99.75 -0.02 0 32,196 -58
Dec04 031104 99.63 99.64 99.63 99.64 -0.02 20 29,693 -67
Mar05 031104 99.49 99.50 99.49 99.50 -0.03 120 18,948 +17
Jun05 031104 99.40 99.41 99.40 99.41 -0.02 0 10,891 +0
Sep05 031104 99.29 99.29 99.28 99.29 -0.03 0 9,472 +0
Total Volume and Open Interest 328 288,230 -2,330
German Euro-Bund(EUREX)
Dec03 031104 112.32 112.58 112.21 112.48 +0.30 762,095 929,893 +10,579
Mar04 031104 111.78 112.04 111.78 111.99 +0.30 1,631 14,002 +236
Jun04 031104 111.48 111.48 111.48 111.48 +0.30 420 0 +0
Total Volume and Open Interest 764,146 943,895 +10,815
German Euro-Bobl(EUREX)
Dec03 031104 109.87 110.06 109.81 110.01 +0.21 408,226 647,130 +31,637
Mar04 031104 109.34 109.52 109.34 109.50 +0.21 2,822 17,859 +52
Jun04 031104 108.91 108.91 108.91 108.91 +0.11      
Total Volume and Open Interest 411,048 664,989 +31,689
Long Gilt(LIFFE)
Dec03 031104 113~24 114~10 113~24 114~07 +0~15 39,216 160,074 +7,067
Mar04 031104 105~27 106~04 105~27 106~02 +0~15 372 1,746 +200
Total Volume and Open Interest 39,588 161,820 +7,267
3-Mth Short Sterling(LIFFE)
Dec03 031104 95.89 95.93 95.89 95.91 +0.02 35,240 214,825 -368
Mar04 031104 95.50 95.54 95.48 95.53 +0.04 39,139 187,873 +4,193
Jun04 031104 95.13 95.20 95.12 95.19 +0.05 39,144 187,946 +5,383
Total Volume and Open Interest 173,330 1,097,970 +15,557
3-Mth Euribor(LIFFE)
Dec03 031104 97.810 97.820 97.805 97.820 +0.010 48,600 580,400 -5,373
Mar04 031104 97.670 97.700 97.665 97.695 +0.025 67,762 440,637 -3,195
Jun04 031104 97.440 97.485 97.430 97.470 +0.035 110,525 399,581 -5,268
Total Volume and Open Interest 423,084 2,587,200 -21,486
3-Mth Aus T-Bills(SFE)
Dec03 031104 94.81 94.84 94.81 94.83 +0.01 15,115 177,921 -17,466
Mar04 031104 94.49 94.52 94.48 94.52 +0.02 13,123 123,190 -5,905
Jun04 031104 94.30 94.33 94.29 94.33 +0.01 1,812 52,294 -2,699
Sep04 031104 94.15 94.19 94.15 94.19 +0.01 731 24,303 -350
Dec04 031104 94.05 94.08 94.05 94.08 +0.01 478 19,930 -124
Mar05 031104 93.96 94.00 93.96 94.00 +0.01 767 19,445 +439
Jun05 031104 93.89 93.92 93.89 93.92 +0.01 160 10,963 +142
Sep05 031104 93.82 93.85 93.82 93.85 +0.01 95 4,410 +17
Dec05 031104 93.80 93.80 93.80 93.80 unch 35 1,873 +17
Mar06 031104 93.76 93.76 93.76 93.76 -0.01 50 970 +50
Total Volume and Open Interest 32,366 435,887 -25,879
10-Year Aus T-Bonds(SFE)
Dec03 031104 94.15 94.18 94.15 94.17 -0.01 4,035 158,095 -7,111
Mar04 031104 94.17 94.17 94.17 94.17 -0.01      
Total Volume and Open Interest 13,548 165,206 -7,378
3-Year Aus T-Bonds(SFE)
Dec03 031104 94.30 94.35 94.30 94.34 unch 43,198 437,951 +3,287
Mar04 031104 94.34 94.34 94.34 94.34 unch      
Total Volume and Open Interest 43,198 437,951 +3,287
Gold(CMX)
Dec03 031104 379.7 381.4 377.3 380.0 +2.9 56,037 176,953 -8,211
Feb04 031104 380.8 382.3 378.7 380.9 +2.8 1,232 25,314 +364
Apr04 031104 381.2 381.6 380.0 381.6 +2.8 597 7,729 +227
Jun04 031104 381.0 383.3 380.7 382.3 +2.7 277 10,819 +41
Aug04 031104 383.1 383.1 383.1 383.1 +2.7 0 6,961 +0
Oct04 031104 383.8 383.8 383.8 383.8 +2.7 0 795 +0
Total Volume and Open Interest 58,576 260,283 -7,236
Silver(CMX)
Dec03 031104 496.0 506.0 495.0 503.0 +10.3 19,349 62,649 -1,490
Mar04 031104 499.0 508.0 497.0 504.7 +10.3 1,143 19,014 +340
May04 031104 505.8 505.8 505.8 505.8 +10.4 6 1,695 -1
Jul04 031104 503.0 507.0 499.5 507.0 +10.5 27 2,212 +6
Sep04 031104 500.0 507.9 500.0 507.9 +10.5 0 576 +0
Total Volume and Open Interest 20,842 93,142 -1,207
Platinum(NYM)
Jan04 031104 744.0 751.8 744.0 750.8 +10.4 849 8,658 -15
Apr04 031104 743.0 743.0 738.0 740.8 +9.4 107 263 +65
Total Volume and Open Interest 956 8,921 +50
Palladium(NYME)
Dec03 031104 210.50 210.75 207.20 208.10 -1.90 693 5,212 +78
Mar04 031104 211.00 211.00 208.60 208.60 -1.90 427 848 +403
Jun04 031104 208.60 208.60 208.60 208.60 -1.90 0 85 +0
Total Volume and Open Interest 1,120 6,145 +481
Copper(CMX)
Dec03 031104 93.60 95.80 93.50 95.75 +2.45 9,579 82,797 +16
Mar04 031104 94.20 96.25 94.15 96.20 +2.30 1,433 13,136 +394
May04 031104 94.75 96.10 94.75 96.10 +2.20 334 2,616 +190
Jul04 031104 95.25 95.80 95.25 95.80 +2.10 47 2,285 +26
Sep04 031104 94.90 95.65 94.90 95.65 +2.15 3 1,376 +3
Total Volume and Open Interest 12,073 108,154 +940
DJIA Index(CBOT)
Dec03 031104 9825 9847 9795 9819 +6 8,792 34,532 +332
Mar04 031104 9790 9800 9785 9794 +6 9 2,461 +2
Jun04 031104 9770 9770 9770 9770 +6 2 2 +1
Total Volume and Open Interest 8,803 36,995 +335
S & P 500(CME)
Dec03 031104 1054.50 1057.00 1050.00 1052.30 -1.90 48,268 559,521 -648
Mar04 031104 1050.80 1050.80 1050.80 1050.80 -2.00 379 25,819 +228
Jun04 031104 1050.10 1050.10 1050.10 1050.10 -2.00 202 597 +0
Sep04 031104 1050.20 1050.20 1050.20 1050.20 -1.90 2 192 -1
Total Volume and Open Interest 48,856 586,178 -420
S & P 500 E-Mini(Globex)
Dec03 031104 1054.25 1057.00 1050.00 1052.25 -2.00 609,967 491,531 +12,968
Mar04 031104 1053.50 1055.00 1049.50 1050.75 -2.00 196 1,852 +22
Total Volume and Open Interest 610,163 493,383 +12,990
NASDAQ 100(CME)
Dec03 031104 1435.50 1444.00 1426.00 1430.50 -8.50 11,103 80,321 +5
Mar04 031104 1436.00 1438.00 1433.50 1433.50 -8.50 0 56 +0
Jun04 031104 1436.50 1436.50 1436.50 1436.50 -8.50 0 47 +0
Total Volume and Open Interest 11,103 80,424 +5
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031104 1440.0 1444.0 1426.0 1430.5 -8.5 241,380 251,368 +5,824
Mar04 031104 1442.0 1446.5 1430.0 1433.5 -8.5 46 1,163 +4
Total Volume and Open Interest 241,426 252,531 +5,828
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031104 554.25 557.00 552.00 553.70 unch 886 14,387 -71
Mar04 031104 553.50 553.50 553.50 553.50 unch      
Jun04 031104 553.95 553.95 553.95 553.95 unch 0 1 +0
Total Volume and Open Interest 886 14,388 -71
Russell 2000(CME)
Dec03 031104 537.50 541.00 535.00 537.80 +0.80 2,102 21,948 +180
Mar04 031104 537.80 537.80 537.80 537.80 +0.80      
Jun04 031104 537.80 537.80 537.80 537.80 +0.80      
Total Volume and Open Interest 2,102 21,948 +180
Value Line(KCBT)
Dec03 031104 1445.00 1445.00 1442.00 1443.00 -5.00 3 46 +2
Total Volume and Open Interest 3 46 +2
Nikkei 225(CME)
Dec03 031104 10860 10900 10800 10805 -5 4,279 28,872 +855
Mar04 031104 10815 10815 10815 10815 -5 0 16 +0
Total Volume and Open Interest 4,279 28,901 +855
Nikkei 225(SIMEX)
Dec03 031104 10850 10910 10780 10895 +310 24,370 0 -151,056
Mar04 031104 10890 10890 10890 10890 +310      
Jun04 031104 10845 10845 10845 10845 +310      
Total Volume and Open Interest 24,370    
CAC 40(MATIF)
Nov03 031104 3443.5 3453.5 3410.0 3429.0 -13.0 72,066 359,926 +81,229
Dec03 031104 3443.0 3456.0 3419.0 3435.0 -12.5 1,168 153,615 +3,905
Jan04 031104 3440.0 3440.0 3440.0 3440.0 -13.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031104 3755.0 3780.5 3734.0 3741.5 -26.5 100,269 269,874 +9,038
Mar04 031104 3768.0 3792.5 3756.5 3760.5 -27.5 169 10,098 +63
Jun04 031104 3807.0 3814.0 3782.0 3782.5 -27.0 95 2,330 +60
Total Volume and Open Interest 100,533 282,302 +9,161
FT-SE 100(LIFFE)
Dec03 031104 4323.00 4360.00 4323.00 4341.00 +8.00 51,825 394,806 +3,523
Mar04 031104 4322.00 4337.00 4322.00 4337.00 +8.00 2,122 14,021 -489
Jun04 031104 4350.50 4350.50 4350.50 4350.50 +7.00 300 8,479 -50
Total Volume and Open Interest 54,247 417,897 +2,984
SPI 200(SFE)
Dec03 031104 3273.0 3274.0 3255.0 3260.0 +5.0 13,335 152,427 +801
Mar04 031104 3283.0 3283.0 3271.0 3271.0 +5.0 2 3,576 -99
Jun04 031104 3282.0 3282.0 3282.0 3282.0 +5.0 537 2,716 +457
Total Volume and Open Interest 13,874 160,459 +1,159
GSCI(CME)
Nov03 031104 234.50 235.40 234.10 234.40 -1.60 497 12,437 +374
Dec03 031104 236.50 236.50 236.50 236.50 -0.75 42 79 +10
Jan04 031104 235.70 236.50 235.70 236.00 -0.25      
Total Volume and Open Interest 539 12,516 +384
Reuters CRB Index(NYBOT)
Nov03 031104 245.50 246.80 245.50 246.50 +1.45 71 270 -27
Jan04 031104 245.75 247.00 245.75 247.00 +1.25 62 466 -29
Feb04 031104 245.00 246.00 245.00 246.00 +1.05 25 221 +25
Total Volume and Open Interest 183 1,040 -6
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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