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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 18, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031118 775.00 780.00 753.00 777.00 -3.00 40,868 119,193 -1,852
Mar04 031118 770.00 773.50 750.00 769.50 -5.50 10,294 42,780 +594
May04 031118 748.00 750.50 734.00 745.25 -8.00 5,224 41,659 -147
Jul04 031118 730.00 737.00 721.00 727.50 -8.75 2,653 20,959 -50
Aug04 031118 705.00 709.00 691.00 701.00 -8.50 427 2,929 +98
Sep04 031118 651.00 654.00 648.00 648.00 -5.75 283 1,124 +81
Nov04 031118 584.00 586.00 580.50 583.00 -3.75 939 11,691 +256
Total Volume and Open Interest 60,696 240,362 -1,447
Soybean Meal(CBOT)
Dec03 031118 239.50 240.60 236.00 240.40 +0.20 10,627 42,150 -1,673
Jan04 031118 237.80 239.30 234.80 239.10 -0.20 6,344 23,671 +995
Mar04 031118 235.00 237.30 233.00 236.80 -0.10 7,292 25,736 +1,034
May04 031118 228.00 231.00 227.20 229.90 +0.30 2,009 33,565 +313
Jul04 031118 222.50 226.00 222.50 225.10 +0.80 1,382 19,834 -170
Aug04 031118 215.30 215.50 213.50 215.10 unch 459 4,691 -117
Sep04 031118 203.00 203.00 201.00 201.00 -1.20 448 4,967 -122
Oct04 031118 175.00 175.50 174.20 174.20 -1.40 163 4,254 +29
Total Volume and Open Interest 29,260 168,937 +562
Soybean Oil(CBOT)
Dec03 031118 27.40 27.40 26.84 27.07 -0.43 14,152 39,794 -3,073
Jan04 031118 27.20 27.32 26.72 27.00 -0.35 13,664 37,374 +4,199
Mar04 031118 27.00 27.13 26.50 26.79 -0.36 8,588 32,058 +1,341
May04 031118 26.60 26.65 26.02 26.33 -0.38 1,556 33,191 -286
Jul04 031118 26.05 26.10 25.65 25.88 -0.27 1,616 27,960 -288
Aug04 031118 25.60 25.70 25.30 25.35 -0.30 409 3,519 -50
Sep04 031118 25.00 25.00 24.25 24.25 -0.45 157 2,102 -59
Oct04 031118 23.90 23.90 23.20 23.30 -0.10 19 2,444 +8
Total Volume and Open Interest 40,260 186,114 +1,845
Canola(WCE)
Nov03 031114 379.4 379.4 379.4 379.4 +2.4 0 299 +0
Jan04 031118 384.5 384.5 379.5 381.8 -3.5 1,039 26,262 -136
Mar04 031118 389.0 389.1 385.3 386.5 -3.4 1,177 7,457 +546
May04 031118 394.0 394.0 389.5 389.9 -5.0 6 4,489 -10
Jul04 031118 393.9 393.9 393.1 393.5 -4.5 1 3,365 +0
Total Volume and Open Interest 2,433 45,932 +349
Corn(CBOT)
Dec03 031118 238.75 239.00 234.50 235.75 -2.50 48,220 172,285 -4,409
Mar04 031118 243.00 245.00 240.50 241.75 -2.75 24,515 201,084 +6,885
May04 031118 248.25 248.50 244.50 245.75 -2.50 2,284 36,047 +216
Jul04 031118 250.50 250.50 246.50 247.50 -3.00 3,413 33,842 +89
Sep04 031118 247.00 247.25 244.75 244.75 -2.50 266 6,316 +114
Dec04 031118 247.00 247.25 245.25 245.50 -2.25 2,573 29,106 +626
Total Volume and Open Interest 81,294 481,631 +3,545
Wheat(CBOT)
Dec03 031118 396.00 397.50 387.50 388.25 -11.50 17,051 42,361 -4,108
Mar04 031118 408.00 409.50 399.50 400.00 -12.50 21,010 85,200 +6,704
May04 031118 401.50 403.50 395.00 395.50 -9.50 1,537 6,245 +855
Jul04 031118 365.00 367.00 365.00 365.75 -1.75 1,344 8,993 +256
Sep04 031118 370.00 370.00 367.50 368.00 -2.50 53 388 +4
Total Volume and Open Interest 41,098 144,261 +3,782
Wheat(KCBT)
Dec03 031118 387.00 388.00 381.50 382.25 -8.00 5,841 23,216 -3,080
Mar04 031118 396.50 396.50 390.00 391.00 -8.00 7,528 44,895 +1,940
May04 031118 393.00 394.00 389.00 389.75 -5.75 218 2,780 +130
Jul04 031118 369.50 371.00 368.50 369.50 -2.75 396 4,009 +33
Sep04 031118 372.00 372.00 372.00 372.00 -4.00 5 305 +2
Total Volume and Open Interest 14,005 75,544 -958
Wheat(MGE)
Dec03 031118 394.00 394.00 387.25 388.50 -7.75 2,032 9,970 -688
Mar04 031118 394.00 394.00 388.00 389.00 -7.00 2,743 18,709 +657
May04 031118 393.50 394.00 389.00 389.00 -6.50 414 2,478 +242
Jul04 031118 387.00 387.00 384.00 384.00 -7.00 5 584 +5
Sep04 031118 368.00 368.00 363.00 363.00 -5.00 1 401 +0
Total Volume and Open Interest 5,195 32,258 +216
Oats(CBOT)
Dec03 031118 140.75 143.50 140.50 143.50 +2.75 850 3,651 -182
Mar04 031118 145.00 147.75 145.00 147.50 +1.75 415 2,301 +129
May04 031118 148.00 151.00 148.00 151.00 +2.00 35 185 -8
Jul04 031118 155.00 155.00 155.00 155.00 +0.50 10 90 +8
Total Volume and Open Interest 1,310 6,229 -53
Rough Rice(CBOT)
Nov03 031118 8.20 8.20 8.10 8.11 -0.16 11 33 -56
Jan04 031118 8.41 8.42 8.21 8.21 -0.20 694 5,127 +103
Mar04 031118 8.48 8.48 8.27 8.28 -0.22 284 1,776 +114
May04 031118 8.40 8.40 8.33 8.33 -0.21 10 674 +0
Total Volume and Open Interest 999 7,984 +161
Live Cattle(CME)
Dec03 031118 94.400 95.125 94.400 95.125 +1.500 7,194 35,880 -999
Feb04 031118 90.375 90.875 90.200 90.875 +1.500 6,378 43,275 +995
Apr04 031118 82.150 83.025 82.150 82.925 +1.175 1,024 18,446 -19
Jun04 031118 74.925 75.900 74.925 75.750 +1.075 502 11,046 -173
Aug04 031118 73.350 74.550 73.350 74.550 +1.500 63 4,134 -8
Oct04 031118 75.400 76.700 75.400 76.700 +1.500 52 738 +30
Total Volume and Open Interest 15,268 115,184 -186
Feeder Cattle(CME)
Nov03 031118 103.150 103.200 103.000 103.100 +0.300 470 3,339 -270
Jan04 031118 95.300 96.125 95.300 96.125 +1.500 1,201 8,970 +79
Mar04 031118 89.750 90.500 89.750 90.500 +1.500 307 2,326 +79
Apr04 031118 88.800 89.100 88.650 88.950 +1.350 22 876 +3
May04 031118 88.000 88.425 87.900 88.425 +1.500 155 1,842 +106
Aug04 031118 89.500 90.100 89.500 90.100 +1.500 40 887 +3
Sep04 031118 89.000 89.950 89.000 89.750 +1.250 0 369 +0
Total Volume and Open Interest 2,195 18,609 +0
Lean Hogs(CME)
Dec03 031118 50.750 51.200 50.525 50.700 +0.425 2,907 14,194 -384
Feb04 031118 56.600 57.000 56.500 56.875 +0.625 2,889 19,908 +596
Apr04 031118 60.000 60.350 59.750 60.025 +0.150 324 5,829 -24
May04 031118 61.975 62.000 61.600 61.950 +0.100 16 863 +5
Jun04 031118 64.950 65.150 64.550 65.075 +0.275 212 2,044 +55
Jul04 031118 62.600 62.600 62.375 62.375 +0.075 12 637 +4
Aug04 031118 59.950 59.950 59.850 59.925 -0.075 0 430 +0
Oct04 031118 53.350 53.600 53.350 53.550 +0.375 2 284 +2
Total Volume and Open Interest 6,368 44,263 +257
Pork Bellies(CME)
Feb04 031118 87.650 88.050 86.700 87.025 -0.625 361 1,800 +19
Mar04 031118 86.750 86.750 86.525 86.525 -0.250 9 144 +2
May04 031118 87.400 87.400 87.400 87.400 -0.500 1 105 +0
Jul04 031118 89.000 89.000 89.000 89.000 unch 0 48 +0
Aug04 031118 88.550 88.550 88.550 88.550 unch 0 9 +0
Total Volume and Open Interest 371 2,106 +21
BFP Milk Class III(CME)
Nov03 031118 13.42 13.44 13.39 13.41 unch 39 5,983 -8
Dec03 031118 11.60 11.60 11.20 11.45 -0.10 137 4,004 +33
Jan04 031118 11.60 11.63 11.50 11.51 -0.02 53 1,941 +30
Feb04 031118 11.37 11.40 11.30 11.30 -0.02 34 1,649 +10
Mar04 031118 11.43 11.43 11.40 11.40 +0.02 15 1,466 +7
Total Volume and Open Interest 319 21,233 +69
Cocoa(NYBOT)
Dec03 031118 1555 1585 1533 1533 -22 186 538 -179
Mar04 031118 1555 1580 1524 1526 -26 4,514 33,093 -1,718
May04 031118 1553 1560 1510 1515 -27 680 14,351 +241
Jul04 031118 1555 1559 1512 1515 -27 293 12,030 +12
Sep04 031118 1559 1560 1521 1521 -26 74 7,251 -19
Dec04 031118 1572 1572 1530 1532 -27 11 9,215 +11
Mar05 031118 1585 1585 1545 1545 -27 47 3,109 +0
Total Volume and Open Interest 5,830 92,681 -1,627
Coffee "C"(NYBOT)
Dec03 031118 59.25 59.90 59.00 59.60 +0.35 15,356 3,819 -8,502
Mar04 031118 61.85 62.85 61.80 62.60 +0.40 14,872 50,735 +5,154
May04 031118 64.00 64.60 63.90 64.40 +0.30 965 6,591 +448
Jul04 031118 65.90 66.30 65.90 66.20 +0.25 150 3,988 +50
Sep04 031118 68.00 68.20 67.85 67.90 +0.15 192 5,523 +76
Dec04 031118 70.60 70.60 70.40 70.55 +0.05 148 2,924 +68
Total Volume and Open Interest 31,811 75,184 -2,667
Orange Juice(NYBOT)
Jan04 031118 72.05 72.70 70.80 71.60 -1.30 2,614 17,646 +401
Mar04 031118 75.50 75.90 74.00 74.90 -1.25 813 9,133 +358
May04 031118 77.00 77.30 76.75 77.30 -1.35 74 5,377 +2,694
Jul04 031118 80.70 80.70 79.00 79.70 -1.35 1 457 -3
Sep04 031118 83.25 83.25 82.10 82.10 -1.35 0 438 -6
Total Volume and Open Interest 3,502 33,299 +3,443
Sugar #11(NYBOT)
Mar04 031118 6.32 6.34 6.25 6.33 +0.01 13,782 118,830 -3,312
May04 031118 6.32 6.35 6.29 6.34 unch 1,255 24,418 -148
Jul04 031118 6.19 6.20 6.15 6.20 -0.02 1,664 25,215 -502
Oct04 031118 6.26 6.27 6.24 6.26 -0.02 1,116 17,689 +148
Mar05 031118 6.39 6.40 6.38 6.40 -0.01 38 6,811 +7
Total Volume and Open Interest 17,911 198,029 -3,787
London Cocoa(LCE)
Dec03 031118 918 937 903 907 -14 2,791 37,997 -740
Mar04 031118 947 967 931 935 -15 6,269 42,444 +1,038
May04 031118 968 978 950 953 -15 294 17,304 +41
Jul04 031118 982 1000 969 972 -13 414 18,588 +264
Sep04 031118 988 994 977 980 -14 3,015 19,700 +567
Dec04 031118 997 1017 985 987 -15 131 40,075 +2
Mar05 031118 1024 1024 995 998 -15 6,025 14,307 +5,482
Total Volume and Open Interest 18,939 191,340 +6,654
London Coffee(LCE)
Nov03 031118 650.00 652.00 650.00 650.00 -3.00 23 6,295 -23
Jan04 031118 674.00 675.00 671.00 673.00 -4.00 13,845 58,241 +4,094
Mar04 031118 695.00 695.00 691.00 692.00 -5.00 1,697 33,976 +541
May04 031118 714.00 714.00 710.00 710.00 -5.00 232 20,734 +43
Jul04 031118 733.00 733.00 728.00 728.00 -5.00 159 11,188 +60
Sep04 031118 746.00 747.00 745.00 745.00 -5.00 1,595 9,075 +951
Total Volume and Open Interest 18,366 144,498 +6,246
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031118 185.70 186.50 185.30 186.50 +0.50 1,141 18,445 -19
May04 031118 186.50 188.00 186.50 188.00 +1.50 62 5,313 +1
Aug04 031118 186.50 187.00 186.30 187.00 +1.00 92 6,211 -51
Oct04 031118 188.00 188.30 187.80 188.00 +0.50 104 2,864 +0
Total Volume and Open Interest 1,399 33,804 -1,861
Cotton(NYBOT)
Dec03 031118 73.40 73.40 71.10 71.23 -2.87 5,387 7,721 -2,965
Mar04 031118 77.70 77.85 75.46 76.19 -2.27 5,354 66,028 +474
May04 031118 78.70 78.70 76.50 77.40 -2.10 1,451 12,791 +540
Jul04 031118 78.70 78.80 76.50 77.42 -2.03 792 5,053 +291
Oct04 031118 67.30 67.30 67.20 67.20 -0.10 26 259 -21
Dec04 031118 67.45 67.50 66.80 67.50 -0.05 125 4,003 -15
Total Volume and Open Interest 13,165 96,291 -1,708
Lumber(CME)
Jan04 031118 300.8 308.0 300.5 308.0 +10.0 332 1,240 -9
Mar04 031118 309.8 316.4 309.0 316.4 +10.0 70 237 +9
May04 031118 317.0 319.1 317.0 319.1 +10.0 2 54 +0
Jul04 031118 316.3 325.0 316.3 323.4 +7.1 0 7 +0
Total Volume and Open Interest 404 1,538 -85
Crude Oil(NYM)
Dec03 031118 31.50 33.35 31.40 33.28 +1.55 78,253 69,148 -13,661
Jan04 031118 31.00 32.74 30.90 32.70 +1.43 80,619 166,343 +7,964
Feb04 031118 30.75 32.35 30.60 32.27 +1.36 18,133 44,971 +3,837
Mar04 031118 30.15 31.71 30.15 31.71 +1.29 8,013 35,537 +1,776
Apr04 031118 29.90 31.17 29.90 31.17 +1.24 2,830 25,715 +772
May04 031118 29.56 30.66 29.55 30.66 +1.21 1,705 14,989 +573
Jun04 031118 28.80 30.30 28.80 30.17 +1.18 1,759 31,561 +237
Jul04 031118 28.72 29.74 28.72 29.74 +1.15 1,718 14,694 +731
Aug04 031118 28.55 29.36 28.55 29.36 +1.13 342 10,064 +116
Sep04 031118 27.80 29.01 27.80 29.01 +1.11 762 15,780 +9
Oct04 031118 28.70 28.70 28.70 28.70 +1.09 90 9,710 +10
Nov04 031118 28.42 28.42 28.42 28.42 +1.07 45 7,976 -10
Dec04 031118 27.25 28.17 27.25 28.17 +1.05 1,096 31,349 +569
Jan05 031118 27.94 27.94 27.94 27.94 +1.03 275 9,119 +225
Feb05 031118 27.77 27.77 27.77 27.77 +1.03 50 4,058 +10
Mar05 031118 27.61 27.61 27.61 27.61 +1.02 3 2,267 +0
Total Volume and Open Interest 195,956 573,304 +3,145
Heating Oil(NYM)
Dec03 031118 85.50 90.50 85.10 89.92 +3.98 17,867 36,843 -2,542
Jan04 031118 86.00 91.00 85.70 90.56 +3.91 11,235 41,636 +726
Feb04 031118 86.00 90.50 85.70 90.16 +3.76 4,780 21,505 +1,120
Mar04 031118 84.00 87.76 83.90 87.76 +3.56 1,317 16,098 +410
Apr04 031118 80.25 84.06 80.25 84.06 +3.36 158 7,109 +34
May04 031118 78.30 80.71 78.30 80.71 +3.16 37 4,291 -45
Jun04 031118 76.00 78.51 76.00 78.51 +2.96 863 7,122 +498
Jul04 031118 77.26 77.26 77.26 77.26 +2.81 52 2,523 +2
Aug04 031118 77.06 77.06 77.06 77.06 +2.71 1 2,271 +1
Sep04 031118 74.65 77.56 74.65 77.56 +2.71 101 1,660 +0
Oct04 031118 78.11 78.11 78.11 78.11 +2.71 1 993 +0
Nov04 031118 78.56 78.56 78.56 78.56 +2.71 16 1,277 +0
Total Volume and Open Interest 36,341 149,784 +229
Unleaded Gas(NYM)
Dec03 031118 86.20 92.50 86.20 91.57 +4.57 15,445 31,558 -1,464
Jan04 031118 86.30 91.70 86.30 91.01 +4.27 13,582 42,247 +4,153
Feb04 031118 86.10 91.00 86.10 90.46 +3.92 3,389 7,447 +570
Mar04 031118 86.50 90.36 86.30 90.36 +3.82 1,661 4,464 +234
Apr04 031118 94.00 96.70 94.00 96.46 +3.57 1,603 7,169 +472
May04 031118 94.15 95.61 94.15 95.61 +3.47 693 4,967 -179
Jun04 031118 93.81 93.81 93.81 93.81 +3.27 763 2,392 +374
Jul04 031118 91.66 91.66 91.66 91.66 +3.16 150 150  
Aug04 031118 89.01 89.01 89.01 89.01 +3.01 150 150  
Sep04 031118 85.66 85.66 85.66 85.66 +3.51 150 150  
Total Volume and Open Interest 37,586 100,694  
Natural Gas(NYM)
Dec03 031118 4.750 4.885 4.710 4.865 +0.101 46,044 43,919 -2,231
Jan04 031118 4.995 5.110 4.950 5.092 +0.078 24,878 61,214 +2,208
Feb04 031118 5.035 5.120 4.990 5.117 +0.073 8,564 30,818 +1,188
Mar04 031118 4.925 5.003 4.880 5.003 +0.059 5,463 24,623 +532
Apr04 031118 4.610 4.670 4.580 4.663 +0.029 3,388 20,581 +106
May04 031118 4.590 4.630 4.575 4.628 +0.021 1,109 17,227 +101
Jun04 031118 4.610 4.640 4.590 4.638 +0.021 1,014 14,616 +345
Jul04 031118 4.620 4.660 4.600 4.653 +0.021 945 11,161 +10
Aug04 031118 4.630 4.680 4.615 4.670 +0.021 1,013 11,205 -314
Sep04 031118 4.620 4.660 4.600 4.660 +0.021 442 10,189 +73
Oct04 031118 4.630 4.675 4.620 4.675 +0.021 539 10,123 +51
Nov04 031118 4.780 4.832 4.780 4.832 +0.018 434 9,008 +57
Dec04 031118 4.990 5.010 4.950 5.010 +0.016 581 10,595 -24
Jan05 031118 5.080 5.120 5.070 5.120 +0.011 201 7,593 -70
Feb05 031118 5.045 5.080 5.045 5.080 +0.011 47 8,107 -6
Mar05 031118 4.920 4.930 4.910 4.930 +0.011 48 7,205 +20
Total Volume and Open Interest 94,886 363,077 +2,043
Brent Crude Oil(IPE)
Jan04 031118 28.90 30.52 28.65 30.47 +1.42 34,472 104,415 -1,188
Feb04 031118 28.78 30.27 28.49 30.22 +1.41 10,955 51,795 +585
Mar04 031118 28.36 29.83 28.18 29.83 +1.37 3,457 20,617 -828
Apr04 031118 28.10 29.42 27.89 29.42 +1.29 1,002 9,112 +170
May04 031118 27.73 29.02 27.58 29.02 +1.21 722 9,141 +441
Jun04 031118 27.40 28.64 27.28 28.64 +1.16 1,635 25,043 +212
Jul04 031118 27.10 28.28 27.10 28.28 +1.11 250 8,723 +100
Aug04 031118 26.90 27.93 26.90 27.93 +1.06 105 6,531 -105
Sep04 031118 26.52 27.61 26.52 27.61 +1.04 15 5,328 -15
Oct04 031118 26.50 27.31 26.50 27.31 +1.02 15 2,576 +0
Nov04 031118 27.04 27.04 27.04 27.04 +0.95 165 1,150 +135
Dec04 031118 25.75 26.79 25.75 26.79 +0.87 2,445 27,128 -371
Total Volume and Open Interest 56,538 298,186 +221
Gas Oil(IPE)
Dec03 031118 260.25 267.00 258.00 266.75 +3.25 13,836 57,964 -404
Jan04 031118 256.50 261.75 254.50 261.75 +2.50 11,305 30,341 +4,707
Feb04 031118 250.75 255.25 249.25 255.25 +3.00 960 11,651 +15
Mar04 031118 248.50 248.50 248.50 248.50 +3.00 101 6,361 -100
Apr04 031118 236.75 241.75 236.75 241.75 +2.75 0 5,711 +0
May04 031118 234.50 236.50 234.50 236.50 +2.75 450 4,144 +150
Jun04 031118 229.75 233.25 228.50 233.25 +2.50 0 10,178 +0
Jul04 031118 232.75 232.75 232.75 232.75 +2.75 0 2,552 +0
Aug04 031118 232.25 232.25 232.25 232.25 +3.00 0 2,011 +0
Sep04 031118 231.75 231.75 231.75 231.75 +3.25 0 2,701 +0
Total Volume and Open Interest 27,102 155,491 +4,818
US Dollar Index(NYBOT)
Dec03 031118 91.52 91.61 90.40 90.41 -1.26 4,415 19,931 +2,242
Mar04 031118 91.95 92.00 90.80 90.81 -1.26 62 2,304 +4
Jun04 031118 92.30 92.30 91.17 91.26 -1.26 0 12 +0
Total Volume and Open Interest 4,477 22,248 +2,246
Australian Dollar(CME)
Dec03 031118 71.58 72.27 71.58 72.20 +1.23 2,665 58,933 -191
Mar04 031118 70.90 71.48 70.89 71.45 +1.22 120 1,184 -11
Jun04 031118 70.40 70.80 70.40 70.70 +1.21 2 215 +0
Total Volume and Open Interest 2,787 60,422 -202
British Pound(CME)
Dec03 031118 168.73 170.20 168.47 169.87 +0.94 3,506 65,967 +1,083
Mar04 031118 167.60 168.85 167.60 168.61 +0.94 15 560 +8
Jun04 031118 167.50 167.50 167.29 167.29 +0.94 0 1 +0
Total Volume and Open Interest 3,521 66,534 +1,091
Canadian Dollar(CME)
Dec03 031118 76.26 76.94 76.11 76.88 +0.80 5,008 77,695 -272
Mar04 031118 76.00 76.61 75.90 76.58 +0.80 415 5,527 -65
Jun04 031118 75.95 76.32 75.95 76.32 +0.80 7 1,289 -5
Sep04 031118 75.75 76.08 75.75 76.08 +0.80 12 725 -2
Total Volume and Open Interest 5,443 85,494 -344
Japanese Yen(CME)
Dec03 031118 91.97 92.72 91.88 92.59 +0.72 16,938 142,160 -540
Mar04 031118 92.65 93.00 92.62 92.88 +0.72 55 1,425 -2
Jun04 031118 93.05 93.18 93.05 93.18 +0.72 0 205 +0
Total Volume and Open Interest 16,993 143,842 -542
Swiss Franc(CME)
Dec03 031118 75.72 77.40 75.63 77.32 +1.60 6,281 56,988 -853
Mar04 031118 75.85 77.50 75.83 77.49 +1.60 69 456 +2
Jun04 031118 77.65 77.65 77.65 77.65 +1.60 0 109 +0
Total Volume and Open Interest 6,350 57,585 -851
EuroFX(CME)
Dec03 031118 117.71 119.51 117.62 119.44 +1.87 12,769 106,895 +2,038
Mar04 031118 117.45 119.19 117.40 119.15 +1.87 351 1,841 +70
Jun04 031118 118.25 118.87 118.25 118.87 +1.87 20 137 +10
Total Volume and Open Interest 13,142 108,984 +2,118
Mexican Peso(CME)
Dec03 031118 8925.0 8950.0 8840.0 8878.0 -57.0 4,089 32,963 -205
Mar04 031118 8845.0 8845.0 8773.0 8783.0 -57.0 58 1,038 +12
Total Volume and Open Interest 4,166 34,098 -193
30-Year T-Bonds(CBOT)
Dec03 031118 110~14 111~11 110~06 110~31 +0~10 245,957 434,734 -1,896
Mar04 031118 108~29 109~31 108~25 109~19 +0~10 8,691 60,055 +3,650
Jun04 031118 107~28 108~07 107~28 108~07 +0~10 20 324 -1
Total Volume and Open Interest 254,668 495,498 +1,753
Municipal Bonds(CBOT)
Dec03 031118 102~21 102~31 102~16 102~30 +0~06 328 2,062 +116
Mar04 031118 101~14 101~21 101~14 101~21 +0~06 10 26 +2
Total Volume and Open Interest 338 2,088 +118
10-Year T-Notes(CBOT)
Dec03 031118 113~140 114~005 113~060 113~245 +0~040 663,411 939,428 -14,690
Mar04 031118 112~005 112~180 111~250 112~115 +0~040 56,096 228,102 +15,902
Total Volume and Open Interest 719,507 1,167,556 +1,212
5-Year T-Notes(CBOT)
Dec03 031118 112~145 112~210 112~080 112~205 +0~005 242,601 782,626 +782,626
Mar04 031118 111~085 111~145 111~040 111~140 +0~010 5,240 155,302 +155,302
Total Volume and Open Interest 247,841 937,928 +937,928
2 Year T-Notes(CBOT)
Dec03 031118 107~043 107~050 107~034 107~049 -0~004 8,363 145,545 -3,490
Mar04 031118 106~084 106~092 106~078 106~092 -0~009 119 1,105 +114
Total Volume and Open Interest 8,482 146,650 -3,376
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031118 98.815 98.815 98.805 98.812 -0.003 53,488 642,809 -807
Mar04 031118 98.685 98.700 98.670 98.695 -0.005 127,687 686,999 -11,178
Jun04 031118 98.425 98.445 98.395 98.435 -0.015 167,241 680,691 -10,097
Sep04 031118 98.065 98.095 98.020 98.085 -0.020 167,130 571,389 -6,239
Dec04 031118 97.655 97.680 97.590 97.660 -0.045 137,763 510,115 +21,350
Mar05 031118 97.270 97.280 97.190 97.275 -0.040 58,019 349,748 -1,007
Jun05 031118 96.885 96.905 96.810 96.905 -0.025 34,973 270,460 +172
Sep05 031118 96.550 96.590 96.485 96.585 -0.010 21,330 209,121 +818
Dec05 031118 96.250 96.310 96.200 96.305 unch 11,735 164,949 -1,459
Mar06 031118 96.025 96.080 95.970 96.080 unch 9,418 133,610 -1,017
Jun06 031118 95.815 95.885 95.780 95.875 +0.005 8,696 121,954 +128
Sep06 031118 95.610 95.690 95.590 95.690 +0.010 7,291 93,664 -1,647
Total Volume and Open Interest 829,333 4,990,748 -30,113
3-Mth Euro-Yen(CME)
Dec03 031118 99.92 99.92 99.92 99.92 unch 951 8,747 -26
Mar04 031118 99.88 99.88 99.88 99.88 unch 2,783 10,216 +265
Jun04 031118 99.86 99.86 99.86 99.86 unch 359 12,774 +349
Sep04 031118 99.80 99.80 99.80 99.80 -0.01 648 8,358 +632
Dec04 031118 99.69 99.69 99.69 99.69 -0.02 56 5,598 +23
Mar05 031118 99.57 99.57 99.57 99.57 unch 10 3,915 +214
Jun05 031118 99.47 99.47 99.47 99.47 -0.01 0 592 +0
Sep05 031118 99.36 99.36 99.36 99.36 -0.01 111 4,127 +109
Dec05 031118 99.26 99.26 99.26 99.26 -0.02 0 73 +0
Mar06 031118 99.15 99.15 99.15 99.15 -0.05 0 229 +0
Total Volume and Open Interest 4,918 55,567 +1,566
3-Mth Euro-Yen(SIMEX)
Dec03 031118 99.92 99.92 99.92 99.92 unch 900 45,316 +613
Mar04 031118 99.88 99.89 99.88 99.89 unch 1,216 60,948 -19
Jun04 031118 99.87 99.87 99.86 99.87 unch 740 68,581 -1,111
Sep04 031118 99.81 99.81 99.79 99.80 unch 2,168 35,471 +889
Dec04 031118 99.70 99.70 99.69 99.69 -0.02 150 31,863 +559
Mar05 031118 99.57 99.57 99.56 99.56 -0.02 408 20,495 +608
Jun05 031118 99.48 99.48 99.48 99.48 -0.02 139 11,113 +35
Sep05 031118 99.39 99.39 99.37 99.37 -0.02 210 12,971 +190
Total Volume and Open Interest 5,931 300,998 +1,764
German Euro-Bund(EUREX)
Dec03 031118 112.72 113.12 112.51 112.97 +0.15 775,149 898,180 -18,165
Mar04 031118 112.18 112.53 112.00 112.46 +0.17 12,632 52,980 +7,018
Jun04 031118 111.57 111.57 111.57 111.57 +0.20 1,900 0 +0
Total Volume and Open Interest 789,681 951,160 -11,147
German Euro-Bobl(EUREX)
Dec03 031118 110.27 110.61 110.19 110.53 +0.18 480,702 673,382 -18,082
Mar04 031118 109.70 110.02 109.67 109.98 +0.19 10,640 68,353 +4,442
Jun04 031118 109.38 109.38 109.38 109.38 +0.18 560 0 +0
Total Volume and Open Interest 491,902 741,735 -13,640
Long Gilt(LIFFE)
Dec03 031118 115~01 115~13 114~29 115~11 +0~04 24,392 160,995 -630
Mar04 031118 106~29 107~04 106~28 107~03 +0~04 461 5,252 -74
Total Volume and Open Interest 24,853 166,247 -704
3-Mth Short Sterling(LIFFE)
Dec03 031118 95.90 95.93 95.88 95.92 +0.01 25,779 216,990 -5,918
Mar04 031118 95.60 95.66 95.60 95.65 +0.01 29,892 169,588 -1,550
Jun04 031118 95.37 95.43 95.35 95.41 unch 36,056 176,234 -2,619
Total Volume and Open Interest 152,424 1,058,794 -13,625
3-Mth Euribor(LIFFE)
Dec03 031118 97.830 97.845 97.825 97.845 +0.010 54,538 551,828 +501
Mar04 031118 97.735 97.795 97.730 97.785 +0.020 82,728 496,981 -6,880
Jun04 031118 97.545 97.635 97.540 97.620 +0.025 127,361 394,652 -7,381
Total Volume and Open Interest 569,851 2,652,368 -15,503
3-Mth Aus T-Bills(SFE)
Dec03 031118 94.57 94.59 94.56 94.58 unch 16,928 152,558 -1,791
Mar04 031118 94.29 94.31 94.28 94.29 -0.01 19,557 135,382 +2,694
Jun04 031118 94.14 94.15 94.12 94.13 -0.02 3,585 59,967 -1,668
Sep04 031118 94.02 94.04 94.01 94.02 -0.02 1,853 26,385 -806
Dec04 031118 93.93 93.94 93.91 93.91 -0.03 560 21,184 +161
Mar05 031118 93.86 93.86 93.84 93.84 -0.02 52 18,002 -236
Jun05 031118 93.78 93.78 93.76 93.76 -0.02 146 11,317 -37
Sep05 031118 93.71 93.71 93.70 93.70 -0.03 112 5,048 +60
Dec05 031118 93.66 93.66 93.66 93.66 -0.03 10 2,063 +0
Mar06 031118 93.61 93.61 93.61 93.61 -0.03 20 748 +20
Total Volume and Open Interest 42,823 433,276 -1,603
10-Year Aus T-Bonds(SFE)
Dec03 031118 94.10 94.19 94.07 94.19 +0.08 7,058 176,865 +2,095
Mar04 031118 94.11 94.11 94.11 94.11 -0.02      
Total Volume and Open Interest 9,479 174,770 -7,004
3-Year Aus T-Bonds(SFE)
Dec03 031118 94.22 94.24 94.19 94.21 -0.03 51,429 411,632 -22,338
Mar04 031118 94.21 94.21 94.21 94.21 -0.03      
Total Volume and Open Interest 51,429 411,632 -22,338
Gold(CMX)
Dec03 031118 393.0 398.6 392.5 397.6 +6.1 77,980 171,408 -7,275
Feb04 031118 394.0 399.8 393.8 398.8 +6.1 12,202 56,472 +7,254
Apr04 031118 395.7 400.5 394.8 399.6 +6.1 465 9,570 -8
Jun04 031118 396.4 401.0 395.6 400.4 +6.1 1,494 12,163 +403
Aug04 031118 401.3 401.3 401.3 401.3 +6.1 1 7,408 +0
Oct04 031118 402.2 402.2 402.2 402.2 +6.1 20 795 +0
Total Volume and Open Interest 92,828 294,557 +707
Silver(CMX)
Dec03 031118 524.5 538.0 524.5 536.7 +14.0 29,589 67,877 -6,281
Mar04 031118 526.0 539.5 526.0 538.8 +14.1 7,097 28,651 +2,920
May04 031118 527.5 539.8 525.0 539.8 +13.9 600 2,234 +472
Jul04 031118 533.5 541.1 528.5 541.1 +13.9 154 2,245 +6
Sep04 031118 541.8 541.8 541.8 541.8 +13.8 6 584 +0
Total Volume and Open Interest 37,775 109,055 -2,707
Platinum(NYM)
Jan04 031118 762.5 779.0 762.5 773.5 +19.2 1,546 8,700 -519
Apr04 031118 757.0 767.0 757.0 766.0 +19.2 83 631 +18
Total Volume and Open Interest 1,629 9,331 -501
Palladium(NYME)
Dec03 031118 200.00 203.50 200.00 203.45 +4.40 416 4,186 -297
Mar04 031118 200.00 204.30 200.00 204.30 +4.65 379 1,459 +262
Jun04 031118 205.00 205.00 204.70 204.70 +4.65 0 315 +0
Total Volume and Open Interest 795 5,960 -35
Copper(CMX)
Dec03 031118 92.40 93.25 91.95 93.20 +1.40 23,257 62,382 -8,189
Mar04 031118 93.00 93.80 92.65 93.80 +1.35 8,522 30,691 +2,769
May04 031118 93.00 93.60 92.75 93.60 +1.35 46 2,886 +13
Jul04 031118 92.85 93.50 92.60 93.50 +1.45 41 2,493 +36
Sep04 031118 92.70 93.30 92.70 93.30 +1.45 4 1,403 +0
Total Volume and Open Interest 32,281 105,749 -5,407
DJIA Index(CBOT)
Dec03 031118 9725 9740 9600 9610 -96 8,852 33,783 -483
Mar04 031118 9700 9719 9580 9584 -96 112 2,955 +52
Jun04 031118 9560 9560 9560 9560 -96 0 2 +0
Total Volume and Open Interest 8,964 36,740 -431
S & P 500(CME)
Dec03 031118 1046.50 1048.30 1031.20 1032.80 -10.60 52,222 531,819 -3,602
Mar04 031118 1045.00 1046.80 1030.50 1031.30 -10.60 5,567 51,427 +3,896
Jun04 031118 1030.50 1030.50 1030.50 1030.50 -10.60 631 2,810 +590
Sep04 031118 1030.00 1030.00 1030.00 1030.00 -10.70 1 414 +1
Total Volume and Open Interest 58,424 586,564 +885
S & P 500 E-Mini(Globex)
Dec03 031118 1043.25 1048.50 1031.00 1032.75 -10.75 686,497 461,384 +3,051
Mar04 031118 1043.75 1046.00 1030.25 1031.25 -10.75 483 1,974 +248
Total Volume and Open Interest 686,980 463,358 +3,299
NASDAQ 100(CME)
Dec03 031118 1402.50 1406.50 1360.00 1362.50 -32.50 16,499 87,388 +2,934
Mar04 031118 1366.00 1366.00 1366.00 1366.00 -32.50 2 2,049 +2
Jun04 031118 1380.00 1380.00 1369.50 1369.50 -32.50 0 47 +0
Total Volume and Open Interest 16,501 89,484 +2,936
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031118 1394.5 1406.5 1360.5 1362.5 -32.5 352,603 293,323 +15,034
Mar04 031118 1398.0 1408.0 1365.5 1366.0 -32.5 151 1,291 +8
Total Volume and Open Interest 352,754 294,614 +15,042
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031118 554.50 556.70 546.00 546.00 -6.75 739 15,527 +197
Mar04 031118 545.80 545.80 545.80 545.80 -6.75      
Jun04 031118 546.25 546.25 546.25 546.25 -6.75 0 1 +0
Total Volume and Open Interest 739 15,528 +197
Russell 2000(CME)
Dec03 031118 528.25 531.75 519.25 519.75 -5.00 2,284 21,687 -203
Mar04 031118 519.75 519.75 519.75 519.75 -5.00 3 0 +0
Jun04 031118 519.75 519.75 519.75 519.75 -5.00      
Total Volume and Open Interest 2,284 21,687 -203
Value Line(KCBT)
Dec03 031118 1442.00 1442.00 1418.00 1418.00 -13.00 1 30 -1
Total Volume and Open Interest 1 33 -1
Nikkei 225(CME)
Dec03 031118 9850 9935 9700 9735 -45 5,106 31,052 +359
Mar04 031118 9950 9950 9720 9745 -45 4 60 +2
Total Volume and Open Interest 5,112 31,129 +363
Nikkei 225(SIMEX)
Dec03 031118 9800 9905 9690 9885 +155 42,794 155,202 +4,269
Mar04 031118 9840 9890 9840 9880 +155 10 5,042 +9
Jun04 031118 9835 9835 9835 9835 +155      
Total Volume and Open Interest 42,804 160,244 +4,278
CAC 40(MATIF)
Nov03 031118 3378.5 3392.0 3310.5 3354.5 -8.5 92,744 482,559 +26,672
Dec03 031118 3387.5 3396.0 3316.5 3359.5 -9.0 4,086 155,259 +194
Jan04 031118 3365.0 3365.0 3365.0 3365.0 -8.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031118 3714.0 3723.5 3630.0 3630.0 -50.5 124,142 273,536 -1,239
Mar04 031118 3732.0 3742.0 3649.5 3649.5 -50.5 1,667 12,201 +894
Jun04 031118 3756.5 3758.5 3670.0 3670.0 -50.5 437 2,814 -135
Total Volume and Open Interest 126,246 288,551 -480
FT-SE 100(LIFFE)
Dec03 031118 4362.50 4381.00 4339.50 4358.00 +14.50 50,854 401,801 +1,153
Mar04 031118 4360.00 4364.00 4350.00 4353.50 +14.50 23 17,117 +10
Jun04 031118 4367.50 4367.50 4367.50 4367.50 +14.50 0 8,479 +0
Total Volume and Open Interest 50,877 427,998 +1,163
SPI 200(SFE)
Dec03 031118 3174.0 3185.0 3161.0 3181.0 -2.0 10,438 151,640 +1,957
Mar04 031118 3182.0 3193.0 3178.0 3193.0 -2.0 128 3,732 +109
Jun04 031118 3188.0 3205.0 3188.0 3205.0 -2.0 6 3,065 -4
Total Volume and Open Interest 10,572 160,181 +2,062
GSCI(CME)
Dec03 031118 249.15 256.00 248.50 255.70 +5.55 288 12,261 +167
Jan04 031118 249.40 254.50 249.40 254.50 +6.00 0 3 +0
Feb04 031118 250.00 250.00 250.00 250.00 +2.90      
Total Volume and Open Interest 414 13,282  
Reuters CRB Index(NYBOT)
Jan04 031118 253.75 255.50 253.50 254.75 +1.20 78 604 +10
Feb04 031118 252.00 253.25 251.75 252.75 +1.20 10 230 +2
Apr04 031118 251.25 251.25 251.25 251.25 +1.20 8 157 +3
Total Volume and Open Interest 96 991 -30
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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