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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 Wed November 05, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031105 747.00 767.00 747.00 765.25 +8.25 12,348 6,555 -2,946
Jan04 031105 753.00 774.00 752.00 773.00 +9.75 78,268 129,827 -2,176
Mar04 031105 746.00 767.50 745.00 766.00 +10.50 13,489 39,810 -828
May04 031105 714.00 734.00 714.00 732.00 +8.50 5,896 38,459 -759
Jul04 031105 703.00 722.00 703.00 720.50 +8.00 5,576 18,656 -110
Aug04 031105 689.00 700.00 689.00 697.00 +7.00 477 2,415 -239
Sep04 031105 650.00 651.25 647.00 651.25 +1.25 17 550 +17
Total Volume and Open Interest 119,755 245,228 -6,761
Soybean Meal(CBOT)
Dec03 031105 239.00 246.50 238.50 246.00 +0.90 15,022 56,791 -1,745
Jan04 031105 236.50 244.50 235.50 244.20 +1.70 7,769 20,386 +700
Mar04 031105 233.00 242.00 233.00 241.50 +2.70 6,005 22,653 -301
May04 031105 224.00 230.50 223.00 230.50 +1.30 5,577 30,965 -93
Jul04 031105 220.50 226.00 219.00 226.00 +1.20 5,358 19,343 -109
Aug04 031105 215.00 219.20 214.00 218.00 -0.50 894 5,180 +161
Sep04 031105 204.00 207.50 202.50 206.50 unch 734 5,267 +150
Oct04 031105 181.00 182.00 180.00 181.80 -0.70 617 3,441 +205
Total Volume and Open Interest 44,694 172,509 -1,454
Soybean Oil(CBOT)
Dec03 031105 25.19 25.75 25.17 25.61 +0.27 16,455 49,158 -3,478
Jan04 031105 25.02 25.49 24.94 25.37 +0.23 7,806 28,120 +45
Mar04 031105 24.70 25.29 24.70 25.16 +0.28 6,877 29,546 +990
May04 031105 24.38 24.90 24.38 24.77 +0.24 4,088 29,669 +849
Jul04 031105 24.00 24.53 24.00 24.38 +0.18 5,271 24,809 +1,760
Aug04 031105 23.70 24.10 23.70 24.10 +0.25 230 2,673 +91
Sep04 031105 23.20 23.40 23.20 23.35 +0.40 85 1,534 +71
Oct04 031105 22.40 22.65 22.40 22.65 +0.37 491 2,176 +114
Total Volume and Open Interest 43,277 174,022 +311
Canola(WCE)
Nov03 031105 376.5 376.5 374.0 375.5 -0.7 300 977 -181
Jan04 031105 378.0 382.0 378.0 382.0 -0.2 4,634 30,463 +836
Mar04 031105 384.0 387.0 383.8 387.0 +0.1 591 4,727 +285
May04 031105 390.0 390.0 389.5 389.5 -0.5 150 2,883 +150
Jul04 031105 392.0 394.0 392.0 394.0 -0.5 117 3,026 +63
Total Volume and Open Interest 5,847 46,241 +1,208
Corn(CBOT)
Dec03 031105 231.00 238.00 230.25 236.75 +4.50 81,509 212,949 -7,731
Mar04 031105 236.00 243.25 235.50 242.00 +4.25 35,256 158,803 +2,031
May04 031105 239.75 246.50 239.00 245.25 +4.25 5,329 31,904 +413
Jul04 031105 242.25 249.00 241.50 248.00 +4.75 4,405 30,842 -81
Sep04 031105 239.50 245.00 239.50 244.50 +4.50 231 5,907 +96
Dec04 031105 240.50 245.00 240.25 244.50 +3.25 4,233 25,229 -799
Total Volume and Open Interest 131,031 468,038 -6,085
Wheat(CBOT)
Dec03 031105 362.00 379.50 361.00 378.00 +14.50 13,301 63,409 -1,328
Mar04 031105 372.50 390.00 372.00 389.00 +14.50 5,914 37,763 +1,613
May04 031105 367.00 382.50 367.00 381.00 +11.75 64 2,545 +29
Jul04 031105 347.00 358.00 347.00 356.50 +9.00 819 6,474 +61
Sep04 031105 350.00 360.00 350.00 360.00 +8.00 55 335 +47
Total Volume and Open Interest 20,193 111,327 +435
Wheat(KCBT)
Dec03 031105 361.00 375.00 359.50 373.00 +12.00 5,538 33,895 -1,563
Mar04 031105 368.00 383.50 367.50 381.50 +13.00 5,066 25,649 +547
May04 031105 371.50 380.00 371.50 378.00 +10.50 76 2,183 -41
Jul04 031105 353.00 362.50 352.50 362.00 +9.00 241 3,043 -28
Sep04 031105 357.50 363.00 355.50 363.00 +7.00 1 277 +0
Total Volume and Open Interest 10,939 65,322 -1,069
Wheat(MGE)
Dec03 031105 370.50 385.00 369.50 383.75 +13.50 1,379 12,315 -918
Mar04 031105 373.00 387.00 372.25 385.25 +12.00 1,371 13,369 -320
May04 031105 378.75 388.00 378.75 387.50 +12.50 12 1,451 -48
Jul04 031105 376.25 385.50 376.25 385.50 +11.50 16 570 -16
Sep04 031105 362.50 365.00 362.25 365.00 +4.00 11 372 +6
Total Volume and Open Interest 2,789 28,162 -1,296
Oats(CBOT)
Dec03 031105 140.00 142.00 140.00 141.75 +1.25 510 4,194 -33
Mar04 031105 145.00 146.50 144.50 146.50 +1.50 81 1,764 -40
May04 031105 147.00 148.50 147.00 148.50 +1.50 32 160 +1
Jul04 031105 151.75 151.75 151.75 151.75 +1.75 0 34 +0
Total Volume and Open Interest 623 6,154 -72
Rough Rice(CBOT)
Nov03 031105 7.65 7.70 7.65 7.67 unch 83 148 +0
Jan04 031105 7.80 7.88 7.76 7.87 +0.05 397 3,943 +17
Mar04 031105 7.90 8.00 7.90 7.97 +0.04 171 1,316 +15
May04 031105 8.06 8.09 8.01 8.07 +0.01 5 619 +3
Total Volume and Open Interest 673 6,409 +51
Live Cattle(CME)
Dec03 031105 92.650 94.100 92.650 94.100 +1.500 8,509 47,187 -1,333
Feb04 031105 88.300 89.825 88.250 89.650 +1.225 3,899 30,381 +673
Apr04 031105 81.850 82.150 81.500 82.075 +0.275 1,685 16,797 -567
Jun04 031105 75.375 75.600 74.950 75.325 unch 1,065 10,776 -4
Aug04 031105 74.550 74.550 73.850 74.050 -0.200 427 3,657 -35
Oct04 031105 75.000 75.000 74.500 74.500 unch 57 334 +40
Total Volume and Open Interest 15,821 110,644 -1,182
Feeder Cattle(CME)
Nov03 031105 102.150 103.300 101.900 103.225 +1.275 1,446 5,404 -131
Jan04 031105 95.975 96.700 95.650 96.375 +0.400 1,606 8,109 +725
Mar04 031105 89.550 89.850 89.100 89.725 -0.025 248 1,998 +23
Apr04 031105 88.700 88.700 88.150 88.300 -0.350 58 712 +6
May04 031105 87.700 87.700 86.750 87.150 -0.400 21 1,166 -7
Aug04 031105 89.300 89.500 89.300 89.500 +0.200 2 558 +1
Sep04 031105 89.400 89.500 89.400 89.500 +0.200 0 220 +0
Total Volume and Open Interest 3,381 18,167 +617
Lean Hogs(CME)
Dec03 031105 53.400 53.950 52.675 52.925 -0.300 4,552 22,464 -845
Feb04 031105 58.800 59.150 57.925 58.575 +0.025 1,861 11,689 -50
Apr04 031105 60.000 60.425 59.750 60.150 +0.150 459 4,958 -75
May04 031105 61.950 62.150 61.650 62.100 +0.100 13 765 +2
Jun04 031105 65.100 65.200 64.750 65.175 +0.150 125 1,718 +40
Jul04 031105 62.425 62.600 62.000 62.075 +0.125 6 583 -2
Aug04 031105 60.750 60.750 60.600 60.750 -0.100 8 314 +8
Oct04 031105 54.000 54.100 53.975 53.975 +0.025 1 219 +1
Total Volume and Open Interest 7,025 42,750 -921
Pork Bellies(CME)
Feb04 031105 87.450 88.500 87.200 87.400 +0.250 273 1,644 +24
Mar04 031105 86.100 86.100 86.100 86.100 unch 1 122 -1
May04 031105 88.300 88.800 87.700 87.700 -0.450 6 49 -2
Jul04 031105 91.000 91.000 91.000 91.000 +0.150 2 32 -2
Aug04 031105 88.750 89.000 88.750 89.000 -0.250 0 8 +0
Total Volume and Open Interest 282 1,855 +19
BFP Milk Class III(CME)
Oct03 031030 14.32 14.38 14.31 14.38 +0.03 8 5,768 -2
Nov03 031105 13.11 13.13 12.90 12.91 -0.27 290 5,290 +59
Dec03 031105 11.75 11.77 11.21 11.46 -0.36 77 3,835 +16
Jan04 031105 11.50 11.55 11.37 11.55 unch 34 1,751 +14
Feb04 031105 11.33 11.35 11.25 11.29 -0.06 27 1,511 +7
Total Volume and Open Interest 578 19,244 +159
Cocoa(NYBOT)
Dec03 031105 1450 1500 1445 1471 +29 6,482 28,572 -425
Mar04 031105 1422 1475 1416 1433 +25 4,933 25,683 +1,690
May04 031105 1415 1450 1401 1418 +25 825 14,521 +231
Jul04 031105 1417 1438 1400 1418 +25 333 11,002 -4
Sep04 031105 1438 1439 1407 1420 +22 290 7,059 -111
Dec04 031105 1425 1425 1425 1425 +21 717 8,836 +502
Mar05 031105 1435 1435 1435 1435 +20 0 3,135 +0
Total Volume and Open Interest 13,580 111,213 +1,883
Coffee "C"(NYBOT)
Dec03 031105 59.75 60.20 59.25 59.45 -0.30 6,723 45,621 -901
Mar04 031105 63.15 63.25 62.45 62.65 -0.30 4,403 22,732 +693
May04 031105 65.00 65.25 64.60 64.60 -0.25 583 5,462 +470
Jul04 031105 67.00 67.00 66.40 66.45 -0.25 279 2,840 +21
Sep04 031105 69.00 69.00 68.30 68.30 -0.25 188 5,468 +65
Dec04 031105 71.40 71.40 71.00 71.00 -0.25 165 2,338 +84
Total Volume and Open Interest 12,341 86,024 +432
Orange Juice(NYBOT)
Nov03 031105 67.15 68.40 67.00 68.40 +1.25 190 1,091 -164
Jan04 031105 71.00 72.40 70.70 71.75 +0.90 1,254 17,786 +288
Mar04 031105 74.00 75.40 73.80 74.40 +0.50 378 6,806 +180
May04 031105 76.25 77.50 76.25 76.70 +0.60 42 2,825 +11
Jul04 031105 79.50 79.50 79.35 79.50 +1.05 0 317 -1
Total Volume and Open Interest 1,864 29,486 +314
Sugar #11(NYBOT)
Mar04 031105 6.02 6.07 5.95 5.97 -0.02 9,739 130,604 -602
May04 031105 6.13 6.18 6.08 6.09 unch 831 23,046 -187
Jul04 031105 6.13 6.16 6.06 6.07 -0.03 1,108 24,376 -246
Oct04 031105 6.26 6.27 6.21 6.21 -0.03 380 16,949 -12
Mar05 031105 6.39 6.40 6.35 6.36 -0.03 10 6,725 -7
Total Volume and Open Interest 12,332 206,548 -949
London Cocoa(LCE)
Dec03 031105 855 885 855 873 +12 6,514 42,361 -3,958
Mar04 031105 884 913 883 901 +13 6,016 48,969 +1,479
May04 031105 904 927 904 918 +13 833 17,086 +171
Jul04 031105 920 947 920 935 +12 108 13,977 +18
Sep04 031105 934 958 934 951 +12 744 18,236 +179
Dec04 031105 958 970 955 965 +13 1,255 24,833 +534
Mar05 031105 971 984 971 977 +13 35 8,174 +32
Total Volume and Open Interest 15,518 174,550 -1,532
London Coffee(LCE)
Nov03 031105 667.00 668.00 663.00 665.00 -4.00 530 14,955 -143
Jan04 031105 692.00 694.00 688.00 690.00 -7.00 2,333 53,844 +536
Mar04 031105 711.00 713.00 708.00 710.00 -6.00 1,673 25,654 +131
May04 031105 728.00 729.00 725.00 726.00 -7.00 291 17,133 +257
Jul04 031105 743.00 746.00 742.00 743.00 -6.00 240 6,104 +100
Sep04 031105 759.00 761.00 757.00 758.00 -6.00 144 4,773 -3
Total Volume and Open Interest 5,217 125,420 +878
London Sugar(LCE)
Dec03 031105 174.70 175.40 173.60 173.60 -0.90 3,245 11,219 -1,879
Mar04 031105 179.00 180.60 178.50 178.60 -0.90 1,820 18,244 +988
May04 031105 183.00 184.00 182.10 182.10 -1.10 195 3,939 +114
Aug04 031105 183.90 184.70 182.60 182.60 -1.00 250 5,769 -55
Oct04 031105 186.90 186.90 185.60 185.60 -1.00 215 2,638 +20
Total Volume and Open Interest 5,725 42,751 -812
Cotton(NYBOT)
Dec03 031105 78.10 78.20 77.40 77.82 +0.27 6,567 43,493 -1,055
Mar04 031105 80.90 80.90 80.17 80.64 +0.39 8,065 48,644 +1,842
May04 031105 81.10 81.15 80.55 80.92 +0.22 756 10,260 +75
Jul04 031105 80.20 80.75 80.15 80.71 +0.60 651 4,402 +193
Oct04 031105 69.45 69.50 69.35 69.35 -0.05 1 282 +1
Dec04 031105 69.50 69.65 69.10 69.60 -0.05 361 4,003 +196
Total Volume and Open Interest 16,402 111,493 +1,253
Lumber(CME)
Nov03 031105 273.0 273.0 265.3 268.7 +3.0 573 679 -222
Jan04 031105 289.0 289.0 280.0 283.9 -4.5 404 1,097 +12
Mar04 031105 295.7 295.9 290.1 293.4 -1.6 55 159 +9
May04 031105 296.1 296.1 296.1 296.1 -0.6 8 30 +2
Total Volume and Open Interest 1,040 1,968 -199
Crude Oil(NYM)
Dec03 031105 28.80 30.38 28.70 30.30 +1.55 53,557 149,782 -2,668
Jan04 031105 28.62 30.19 28.52 30.13 +1.50 28,228 81,251 +2,822
Feb04 031105 28.27 29.76 28.25 29.76 +1.42 10,495 30,115 +453
Mar04 031105 28.04 29.40 28.02 29.40 +1.35 3,925 28,704 +926
Apr04 031105 27.75 29.04 27.73 29.04 +1.27 1,874 21,273 -8
May04 031105 27.47 28.68 27.47 28.68 +1.19 571 11,957 +99
Jun04 031105 27.15 28.34 27.15 28.34 +1.13 4,375 27,224 -29
Jul04 031105 26.93 28.05 26.93 28.05 +1.09 257 9,257 +12
Aug04 031105 26.70 27.79 26.70 27.79 +1.05 270 9,132 +80
Sep04 031105 26.55 27.54 26.55 27.54 +1.01 286 14,786 -88
Oct04 031105 27.33 27.33 27.33 27.33 +0.97 237 9,144 +10
Nov04 031105 27.14 27.14 27.14 27.14 +0.93 4 7,894 +4
Dec04 031105 26.05 26.95 26.05 26.95 +0.89 1,429 26,044 +277
Jan05 031105 26.77 26.77 26.77 26.77 +0.87 0 9,168 +0
Feb05 031105 26.64 26.64 26.64 26.64 +0.84 0 3,788 +0
Mar05 031105 26.53 26.53 26.53 26.53 +0.82 0 2,154 +0
Total Volume and Open Interest 106,943 517,471 +2,600
Heating Oil(NYM)
Dec03 031105 78.00 82.85 77.80 82.63 +4.77 19,771 46,273 -2,035
Jan04 031105 78.70 83.50 78.50 83.36 +4.70 6,234 23,173 +715
Feb04 031105 78.60 83.30 78.60 83.06 +4.50 1,506 17,759 -278
Mar04 031105 77.70 81.50 77.70 81.41 +4.15 2,208 15,740 +244
Apr04 031105 77.00 78.56 77.00 78.56 +3.80 886 7,339 +535
May04 031105 75.50 75.91 75.50 75.91 +3.55 35 4,129 +4
Jun04 031105 74.00 74.31 74.00 74.31 +3.40 147 5,968 +18
Jul04 031105 73.61 73.61 73.61 73.61 +3.25 116 2,384 -3
Aug04 031105 73.71 73.71 73.71 73.71 +3.15 140 2,229 -62
Sep04 031105 73.00 74.26 73.00 74.26 +3.10 16 1,477 +5
Oct04 031105 74.86 74.86 74.86 74.86 +3.05 5 1,078 +0
Nov04 031105 75.41 75.41 75.41 75.41 +3.00 3 1,257 +3
Total Volume and Open Interest 31,151 134,321 -849
Unleaded Gas(NYM)
Dec03 031105 78.30 82.50 77.80 82.39 +3.99 14,609 44,203 -1,021
Jan04 031105 77.80 82.30 77.70 82.17 +4.04 5,304 17,776 +501
Feb04 031105 78.30 82.32 78.30 82.32 +3.79 793 3,803 -211
Mar04 031105 79.10 82.87 79.10 82.87 +3.62 650 3,905 +127
Apr04 031105 86.00 89.52 86.00 89.52 +3.47 467 6,514 +115
May04 031105 87.00 89.47 87.00 89.47 +3.42 485 4,217 +146
Jun04 031105 88.52 88.52 88.52 88.52 +3.37 2 1,474 +1
Total Volume and Open Interest 22,310 81,892 -342
Natural Gas(NYM)
Dec03 031105 4.800 4.920 4.770 4.897 +0.170 33,112 61,349 -375
Jan04 031105 5.020 5.150 5.000 5.117 +0.140 10,915 42,585 +1,861
Feb04 031105 5.015 5.120 5.000 5.112 +0.130 4,554 28,357 +1,141
Mar04 031105 4.930 5.007 4.910 5.007 +0.120 3,188 23,223 +493
Apr04 031105 4.660 4.706 4.630 4.706 +0.079 1,853 20,217 -586
May04 031105 4.610 4.666 4.610 4.666 +0.074 1,137 16,019 +45
Jun04 031105 4.640 4.676 4.620 4.676 +0.069 657 14,309 -244
Jul04 031105 4.650 4.690 4.640 4.683 +0.062 456 11,278 -55
Aug04 031105 4.660 4.693 4.660 4.693 +0.058 776 11,515 -224
Sep04 031105 4.645 4.676 4.640 4.676 +0.058 388 9,510 +170
Oct04 031105 4.660 4.686 4.640 4.686 +0.052 553 9,740 -115
Nov04 031105 4.830 4.860 4.830 4.856 +0.047 900 8,436 +287
Dec04 031105 5.020 5.036 5.010 5.036 +0.042 72 10,535 +12
Jan05 031105 5.130 5.146 5.110 5.146 +0.042 69 7,795 -31
Feb05 031105 5.090 5.116 5.090 5.116 +0.037 85 7,973 -50
Mar05 031105 4.945 4.956 4.945 4.956 +0.037 79 7,691 +21
Total Volume and Open Interest 59,478 352,330 +2,811
Brent Crude Oil(IPE)
Dec03 031105 27.25 28.70 27.12 28.60 +1.44 37,876 71,484 +1,098
Jan04 031105 27.02 28.47 26.89 28.39 +1.43 28,004 82,210 +1,841
Feb04 031105 26.73 28.11 26.67 28.07 +1.35 8,029 21,139 +2,144
Mar04 031105 26.53 27.87 26.45 27.74 +1.27 3,398 19,691 +2,038
Apr04 031105 26.22 27.47 26.22 27.41 +1.18 1,313 7,934 +76
May04 031105 26.06 27.12 26.05 27.12 +1.11 151 6,936 +99
Jun04 031105 25.78 26.86 25.77 26.86 +1.05 5,471 26,125 +1,160
Jul04 031105 26.20 26.62 26.20 26.62 +1.00 400 7,030 +369
Aug04 031105 25.40 26.40 25.40 26.40 +0.95 150 5,655 +25
Sep04 031105 26.20 26.20 26.20 26.20 +0.90 600 4,182 -200
Oct04 031105 26.01 26.01 26.01 26.01 +0.85 0 2,561 +0
Nov04 031105 25.83 25.83 25.83 25.83 +0.81 0 1,000 +0
Dec04 031105 24.85 25.69 24.82 25.69 +0.79 1,460 27,240 +895
Total Volume and Open Interest 86,952 302,617 +9,645
Gas Oil(IPE)
Nov03 031105 246.50 260.00 244.75 259.75 +13.50 9,667 24,875 +401
Dec03 031105 240.00 249.75 238.25 249.50 +10.25 11,544 53,130 +1,164
Jan04 031105 236.25 245.50 235.25 245.50 +9.75 3,889 21,297 +746
Feb04 031105 232.00 240.25 231.00 240.25 +9.00 1,011 10,007 +244
Mar04 031105 235.00 235.00 235.00 235.00 +8.50 400 6,685 -50
Apr04 031105 223.00 229.50 223.00 229.50 +7.75 288 5,761 +99
May04 031105 225.50 225.50 225.50 225.50 +7.25 0 3,444 +0
Jun04 031105 218.00 223.50 217.75 223.50 +6.50 57 9,783 +0
Jul04 031105 223.50 223.50 223.50 223.50 +6.50 150 2,592 +0
Aug04 031105 223.50 223.50 223.50 223.50 +6.25 0 1,219 +0
Total Volume and Open Interest 27,156 155,633 +2,604
US Dollar Index(NYBOT)
Dec03 031105 93.55 94.04 93.48 93.82 +0.37 1,891 17,857 +192
Mar04 031105 94.15 94.37 94.10 94.24 +0.37 36 2,160 +2
Jun04 031105 94.69 94.69 94.69 94.69 +0.37 0 14 +0
Total Volume and Open Interest 1,927 20,034 +194
Australian Dollar(CME)
Dec03 031105 70.54 70.85 70.40 70.74 +0.74 2,204 57,861 +62
Mar04 031105 69.83 70.12 69.83 70.03 +0.71 11 984 +10
Jun04 031105 69.32 69.32 69.32 69.32 +0.68 0 176 +0
Total Volume and Open Interest 2,215 59,105 +72
British Pound(CME)
Dec03 031105 167.34 167.86 166.48 166.78 -0.78 4,853 66,602 -1,057
Mar04 031105 165.85 166.50 165.52 165.52 -0.78 24 284 +7
Jun04 031105 164.20 164.20 164.20 164.20 -0.78 0 2 +0
Total Volume and Open Interest 4,877 66,893 -1,050
Canadian Dollar(CME)
Dec03 031105 74.87 75.09 74.79 74.99 -0.08 7,403 71,911 -1,639
Mar04 031105 74.58 74.80 74.58 74.72 -0.08 111 4,207 +18
Jun04 031105 74.42 74.49 74.42 74.49 -0.08 6 1,273 +16
Sep04 031105 74.25 74.28 74.25 74.28 -0.08 9 652 -4
Total Volume and Open Interest 7,540 78,303 -1,604
Japanese Yen(CME)
Dec03 031105 91.37 91.40 90.95 91.08 -0.26 17,919 135,091 -631
Mar04 031105 91.65 91.65 91.30 91.36 -0.26 36 551 +5
Jun04 031105 91.65 91.65 91.65 91.65 -0.26 1 203 +0
Total Volume and Open Interest 17,956 135,896 -626
Swiss Franc(CME)
Dec03 031105 73.29 73.45 72.88 73.13 -0.41 7,615 55,375 -1,119
Mar04 031105 73.44 73.44 73.15 73.29 -0.41 6 211 +0
Jun04 031105 73.45 73.45 73.45 73.45 -0.41 0 109 +0
Total Volume and Open Interest 7,621 55,727 -1,119
EuroFX(CME)
Dec03 031105 114.53 114.83 114.01 114.27 -0.55 8,523 97,371 +1,541
Mar04 031105 114.21 114.56 113.75 113.98 -0.55 60 1,394 +8
Jun04 031105 113.71 113.71 113.71 113.71 -0.55 11 72 +4
Total Volume and Open Interest 8,599 98,943 +1,554
Mexican Peso(CME)
Dec03 031105 9072.0 9100.0 9045.0 9072.0 +7.0 3,810 35,266 +914
Mar04 031105 9000.0 9000.0 8970.0 8977.0 +7.0 324 903 +0
Total Volume and Open Interest 4,134 36,306 +914
30-Year T-Bonds(CBOT)
Dec03 031105 108~25 109~03 108~03 108~05 -0~22 194,459 431,438 -1,621
Mar04 031105 107~08 107~20 106~23 106~24 -0~22 901 20,217 +133
Jun04 031105 105~26 105~26 105~12 105~12 -0~22 7 333 +5
Total Volume and Open Interest 195,367 452,373 -1,483
Municipal Bonds(CBOT)
Dec03 031105 101~08 101~12 100~28 100~29 -0~08 161 1,662 +31
Mar04 031105 100~03 100~03 99~22 99~22 -0~16      
Total Volume and Open Interest 161 1,662  
10-Year T-Notes(CBOT)
Dec03 031105 112~075 112~125 111~235 111~260 -0~135 475,739 971,902 +876
Mar04 031105 110~205 110~290 110~110 110~110 -0~145 6,849 147,518 +670
Total Volume and Open Interest 482,592 1,119,440 +1,546
5-Year T-Notes(CBOT)
Dec03 031105 111~240 111~270 111~125 111~135 -0~110 195,806 0 +0
Mar04 031105 110~055 110~055 110~055 110~055 -0~115 341 0 +0
Total Volume and Open Interest 196,147    
2 Year T-Notes(CBOT)
Dec03 031105 107~022 107~024 107~008 107~008 -0~017 6,841 143,872 +156
Total Volume and Open Interest 6,841 143,872 +156
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031105 98.805 98.810 98.800 98.805 -0.005 40,164 692,728 +804
Mar04 031105 98.630 98.640 98.610 98.630 -0.010 65,263 678,050 -312
Jun04 031105 98.330 98.340 98.280 98.285 -0.055 92,821 635,952 +2,679
Sep04 031105 97.950 97.950 97.870 97.875 -0.075 112,900 563,470 +5,691
Dec04 031105 97.510 97.510 97.410 97.415 -0.090 99,418 532,384 +1,548
Mar05 031105 97.105 97.110 97.000 97.010 -0.090 33,359 337,570 +4,564
Jun05 031105 96.735 96.735 96.630 96.635 -0.105 23,616 272,084 +745
Sep05 031105 96.430 96.430 96.320 96.325 -0.100 18,340 212,351 -1,820
Dec05 031105 96.140 96.160 96.045 96.055 -0.095 12,344 150,197 +2,630
Mar06 031105 95.900 95.915 95.820 95.820 -0.090 7,547 136,948 +60
Jun06 031105 95.680 95.700 95.600 95.600 -0.080 8,658 133,712 +1,157
Sep06 031105 95.470 95.480 95.400 95.400 -0.070 5,522 106,472 -991
Total Volume and Open Interest 546,564 5,026,378 +15,656
3-Mth Euro-Yen(CME)
Dec03 031105 99.92 99.92 99.92 99.92 unch 8 7,973 +15
Mar04 031105 99.87 99.87 99.87 99.87 +0.01 1 7,879 +252
Jun04 031105 99.84 99.84 99.84 99.84 unch 19 11,535 -64
Sep04 031105 99.75 99.75 99.75 99.75 unch 231 6,698 +357
Dec04 031105 99.64 99.64 99.64 99.64 unch 20 2,552 -327
Mar05 031105 99.49 99.49 99.49 99.49 unch 5 3,544 +0
Jun05 031105 99.38 99.38 99.38 99.38 +0.01 0 512 +0
Sep05 031105 99.26 99.26 99.26 99.26 unch 2 3,008 +1
Dec05 031105 99.18 99.18 99.18 99.18 unch 0 68 +0
Mar06 031105 99.07 99.07 99.07 99.07 -0.01 0 229 +0
Total Volume and Open Interest 286 44,956 +234
3-Mth Euro-Yen(SIMEX)
Dec03 031105 99.92 99.92 99.91 99.92 +0.01 630 45,455 +353
Mar04 031105 99.87 99.87 99.87 99.87 unch 3,984 61,212 +2,008
Jun04 031105 99.84 99.84 99.84 99.84 +0.01 1,440 70,527 +165
Sep04 031105 99.75 99.76 99.75 99.75 unch 1,155 32,254 +58
Dec04 031105 99.64 99.64 99.62 99.64 unch 1,392 30,037 +344
Mar05 031105 99.49 99.50 99.49 99.50 unch 532 19,191 +243
Jun05 031105 99.39 99.41 99.39 99.41 unch 439 11,221 +330
Sep05 031105 99.28 99.28 99.28 99.28 -0.01 53 9,473 +1
Total Volume and Open Interest 9,625 291,732 +3,502
German Euro-Bund(EUREX)
Dec03 031105 112.35 112.53 112.14 112.42 -0.06 720,192 942,330 +12,437
Mar04 031105 111.80 111.95 111.70 111.91 -0.08 4,326 15,396 +1,394
Jun04 031105 111.42 111.42 111.42 111.42 -0.06 5,519 0 +0
Total Volume and Open Interest 730,037 957,726 +13,831
German Euro-Bobl(EUREX)
Dec03 031105 109.93 110.05 109.81 110.00 -0.01 385,803 659,821 +12,691
Mar04 031105 109.35 109.46 109.34 109.46 -0.04 1,578 18,838 +979
Jun04 031105 108.90 108.90 108.90 108.90 -0.01 7,456 0 +0
Total Volume and Open Interest 394,837 678,659 +13,670
Long Gilt(LIFFE)
Dec03 031105 114~03 114~25 113~29 114~20 +0~13 43,106 161,355 +1,281
Mar04 031105 105~30 106~17 105~30 106~14 +0~12 483 1,962 +216
Total Volume and Open Interest 43,589 163,317 +1,497
3-Mth Short Sterling(LIFFE)
Dec03 031105 95.91 95.93 95.89 95.92 +0.01 24,479 216,517 +1,692
Mar04 031105 95.51 95.57 95.50 95.55 +0.02 31,137 190,999 +3,126
Jun04 031105 95.17 95.24 95.15 95.22 +0.03 25,006 188,870 +924
Total Volume and Open Interest 140,995 1,103,324 +5,354
3-Mth Euribor(LIFFE)
Dec03 031105 97.815 97.815 97.800 97.810 -0.010 45,034 565,476 -14,924
Mar04 031105 97.695 97.695 97.655 97.675 -0.020 51,688 443,820 +3,183
Jun04 031105 97.465 97.465 97.420 97.450 -0.020 80,493 388,957 -10,624
Total Volume and Open Interest 380,847 2,564,591 -22,609
3-Mth Aus T-Bills(SFE)
Dec03 031105 94.82 94.84 94.64 94.67 -0.16 5,823 169,853 -8,068
Mar04 031105 94.51 94.54 94.35 94.37 -0.15 8,790 126,140 +2,950
Jun04 031105 94.33 94.35 94.19 94.20 -0.13 2,389 52,891 +597
Sep04 031105 94.19 94.21 94.07 94.08 -0.11 1,699 24,997 +694
Dec04 031105 94.09 94.11 93.98 93.98 -0.10 48 19,909 -21
Mar05 031105 94.02 94.02 93.91 93.91 -0.09 995 19,845 +400
Jun05 031105 93.84 93.85 93.83 93.85 -0.07 225 11,103 +140
Sep05 031105 93.78 93.79 93.77 93.79 -0.06 208 4,438 +28
Dec05 031105 93.71 93.75 93.71 93.75 -0.05 0 1,873 +0
Mar06 031105 93.72 93.74 93.72 93.74 -0.02 0 970 +0
Total Volume and Open Interest 20,177 432,607 -3,280
10-Year Aus T-Bonds(SFE)
Dec03 031105 94.20 94.23 94.12 94.16 -0.01 10,424 166,930 +8,835
Mar04 031105 94.16 94.16 94.16 94.16 -0.01      
Total Volume and Open Interest 8,152 158,095 -7,111
3-Year Aus T-Bonds(SFE)
Dec03 031105 94.38 94.40 94.23 94.26 -0.08 22,758 416,958 -20,993
Mar04 031105 94.26 94.26 94.26 94.26 -0.08      
Total Volume and Open Interest 22,758 416,958 -20,993
Gold(CMX)
Dec03 031105 382.2 384.9 379.1 382.7 +2.7 38,997 177,499 +546
Feb04 031105 383.5 385.8 380.5 383.6 +2.7 1,961 26,534 +1,220
Apr04 031105 384.5 386.5 381.6 384.3 +2.7 124 8,003 +274
Jun04 031105 386.4 386.4 385.0 385.0 +2.7 210 11,014 +195
Aug04 031105 385.8 385.8 385.8 385.8 +2.7 0 6,961 +0
Oct04 031105 386.5 386.5 386.5 386.5 +2.7 0 795 +0
Total Volume and Open Interest 42,268 262,696 +2,413
Silver(CMX)
Dec03 031105 502.0 502.5 497.5 498.5 -4.5 12,142 61,287 -1,362
Mar04 031105 503.0 504.5 499.5 500.2 -4.5 907 19,432 +418
May04 031105 501.3 501.3 501.3 501.3 -4.5 4 1,695 +0
Jul04 031105 508.0 508.0 502.5 502.5 -4.5 21 2,208 -4
Sep04 031105 507.5 507.5 503.5 503.5 -4.4 2 578 +2
Total Volume and Open Interest 13,181 92,256 -886
Platinum(NYM)
Jan04 031105 753.0 761.0 752.0 760.4 +9.6 700 8,878 +220
Apr04 031105 748.5 752.4 744.0 752.4 +11.6 36 295 +32
Total Volume and Open Interest 736 9,173 +252
Palladium(NYME)
Dec03 031105 212.00 212.00 208.00 208.40 +0.30 262 4,859 -353
Mar04 031105 211.00 211.00 208.90 208.90 +0.30 27 850 +2
Jun04 031105 210.00 210.00 208.90 208.90 +0.30 0 85 +0
Total Volume and Open Interest 289 5,794 -351
Copper(CMX)
Dec03 031105 95.05 96.05 94.65 95.65 -0.10 10,094 83,693 +896
Mar04 031105 95.50 96.30 95.10 96.05 -0.15 667 13,460 +324
May04 031105 95.35 95.95 95.35 95.95 -0.15 8 2,636 +20
Jul04 031105 95.35 95.55 95.35 95.55 -0.25 41 2,305 +20
Sep04 031105 95.40 95.40 95.40 95.40 -0.25 25 1,401 +25
Total Volume and Open Interest 11,100 109,436 +1,282
DJIA Index(CBOT)
Dec03 031105 9791 9840 9751 9814 -5 6,325 35,006 +474
Mar04 031105 9800 9800 9789 9789 -5 4 2,461 +0
Jun04 031105 9765 9765 9765 9765 -5 0 2 +0
Total Volume and Open Interest 6,329 37,469 +474
S & P 500(CME)
Dec03 031105 1049.50 1053.80 1043.30 1053.50 +1.20 37,491 556,774 -2,747
Mar04 031105 1050.00 1052.10 1042.00 1052.10 +1.30 1,216 27,099 +1,280
Jun04 031105 1051.30 1051.30 1051.30 1051.30 +1.20 0 597 +0
Sep04 031105 1051.10 1051.10 1051.10 1051.10 +0.90 0 192 +0
Total Volume and Open Interest 38,707 584,711 -1,467
S & P 500 E-Mini(Globex)
Dec03 031105 1052.25 1054.50 1043.25 1053.50 +1.25 554,811 474,554 -16,977
Mar04 031105 1050.00 1052.25 1042.50 1052.00 +1.25 247 1,645 -207
Total Volume and Open Interest 555,058 476,199 -17,184
NASDAQ 100(CME)
Dec03 031105 1429.00 1444.00 1414.50 1441.50 +11.00 6,742 80,951 +630
Mar04 031105 1430.00 1444.50 1425.50 1444.50 +11.00 45 85 +29
Jun04 031105 1447.50 1447.50 1447.50 1447.50 +11.00 0 47 +0
Total Volume and Open Interest 6,787 81,083 +659
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031105 1429.0 1444.0 1414.5 1441.5 +11.0 243,493 247,066 -4,302
Mar04 031105 1434.0 1447.0 1419.5 1444.5 +11.0 800 1,248 +85
Total Volume and Open Interest 244,293 248,314 -4,217
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031105 553.25 556.75 550.00 556.75 +3.05 675 14,532 +145
Mar04 031105 556.55 556.55 556.55 556.55 +3.05      
Jun04 031105 557.00 557.00 557.00 557.00 +3.05 0 1 +0
Total Volume and Open Interest 675 14,533 +145
Russell 2000(CME)
Dec03 031105 537.50 541.00 531.25 540.25 +2.45 1,472 22,312 +364
Mar04 031105 540.25 540.25 540.25 540.25 +2.45      
Jun04 031105 540.25 540.25 540.25 540.25 +2.45      
Total Volume and Open Interest 1,472 22,312 +364
Value Line(KCBT)
Dec03 031105 1444.00 1449.00 1444.00 1449.00 +6.00 12 58 +12
Total Volume and Open Interest 12 58 +12
Nikkei 225(CME)
Dec03 031105 10820 10870 10750 10865 +60 2,210 28,862 -10
Mar04 031105 10800 10875 10800 10875 +60 0 16 +0
Total Volume and Open Interest 2,210 28,891 -10
Nikkei 225(SIMEX)
Dec03 031105 10810 10845 10660 10830 -65 25,550 152,211 +152,211
Mar04 031105 10825 10825 10825 10825 -65 0 4,985 +4,985
Jun04 031105 10780 10780 10780 10780 -65      
Total Volume and Open Interest 25,550 157,196 +157,196
CAC 40(MATIF)
Nov03 031105 3414.0 3426.0 3389.0 3412.5 -16.5 61,927 387,615 +27,689
Dec03 031105 3419.0 3430.5 3395.0 3401.5 -33.5 662 150,948 -2,667
Jan04 031105 3406.5 3406.5 3406.5 3406.5 -33.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031105 3735.0 3767.0 3698.0 3743.0 +1.5 99,912 271,001 +1,127
Mar04 031105 3767.5 3774.5 3720.5 3763.0 +2.5 114 10,163 +65
Jun04 031105 3769.5 3796.0 3754.0 3784.5 +2.0 76 2,365 +35
Total Volume and Open Interest 100,102 283,529 +1,227
FT-SE 100(LIFFE)
Dec03 031105 4321.00 4329.50 4292.00 4305.00 -36.00 52,540 396,417 +1,611
Mar04 031105 4321.00 4321.00 4290.00 4301.00 -36.00 3 14,022 +1
Jun04 031105 4314.50 4314.50 4314.50 4314.50 -36.00 0 8,479 +0
Total Volume and Open Interest 52,543 419,509 +1,612
SPI 200(SFE)
Dec03 031105 3254.0 3254.0 3218.0 3240.0 -20.0 7,981 144,515 -7,912
Mar04 031105 3240.0 3252.0 3235.0 3252.0 -19.0 134 3,584 +8
Jun04 031105 3263.0 3263.0 3263.0 3263.0 -19.0 2 2,714 -2
Total Volume and Open Interest 8,118 152,554 -7,905
GSCI(CME)
Nov03 031105 235.00 244.00 234.40 244.00 +9.60 412 12,538 +101
Dec03 031105 239.90 245.00 239.90 245.00 +8.50 0 79 +0
Jan04 031105 243.00 243.00 243.00 243.00 +7.00 2 2 +2
Total Volume and Open Interest 414 12,619 +103
Reuters CRB Index(NYBOT)
Jan04 031105 247.50 249.50 247.00 249.50 +2.50 68 449 -17
Feb04 031105 248.50 248.50 248.50 248.50 +2.50 27 247 +26
Apr04 031105 245.50 248.00 245.50 248.00 +2.50 25 108 +25
Total Volume and Open Interest 184 1,073 +33
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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