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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 19, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031119 768.00 770.50 747.00 748.75 -28.25 54,726 117,515 -1,678
Mar04 031119 762.50 763.50 741.00 743.25 -26.25 17,306 43,639 +859
May04 031119 737.00 740.00 719.00 720.50 -24.75 7,610 41,906 +247
Jul04 031119 721.00 723.50 708.00 709.00 -18.50 5,720 21,536 +577
Aug04 031119 696.00 696.50 680.50 680.75 -20.25 761 3,127 +198
Sep04 031119 649.00 649.00 633.00 634.50 -13.50 66 1,166 +42
Nov04 031119 581.00 581.00 570.25 570.75 -12.25 1,202 11,913 +222
Total Volume and Open Interest 87,391 240,829 +467
Soybean Meal(CBOT)
Dec03 031119 238.50 238.50 229.50 231.20 -9.20 13,281 39,852 -2,298
Jan04 031119 236.00 237.00 228.50 230.50 -8.60 8,662 24,688 +1,017
Mar04 031119 234.50 234.80 228.00 228.40 -8.40 9,463 28,337 +2,601
May04 031119 227.50 228.80 223.00 223.50 -6.40 2,412 34,003 +438
Jul04 031119 223.00 224.30 218.50 218.70 -6.40 1,441 19,850 +16
Aug04 031119 213.50 215.00 208.70 209.00 -6.10 499 4,584 -107
Sep04 031119 200.00 200.50 195.00 195.00 -6.00 342 4,821 -146
Oct04 031119 174.00 174.20 172.00 172.00 -2.20 167 4,336 +82
Total Volume and Open Interest 37,039 170,773 +1,836
Soybean Oil(CBOT)
Dec03 031119 26.95 26.95 26.20 26.22 -0.85 11,023 38,087 -1,707
Jan04 031119 26.85 26.85 26.12 26.17 -0.83 11,656 39,607 +2,233
Mar04 031119 26.65 26.65 26.05 26.06 -0.73 7,110 34,144 +2,086
May04 031119 26.10 26.10 25.62 25.73 -0.60 2,993 33,714 +523
Jul04 031119 25.65 25.65 25.30 25.43 -0.45 1,559 28,082 +122
Aug04 031119 25.05 25.15 24.85 24.90 -0.45 259 3,518 -1
Sep04 031119 24.20 24.30 23.95 23.95 -0.30 253 2,134 +32
Oct04 031119 23.30 23.30 23.00 23.00 -0.30 34 2,447 +3
Total Volume and Open Interest 35,503 189,546 +3,432
Canola(WCE)
Nov03 031114 379.4 379.4 379.4 379.4 +2.4 0 299 +0
Jan04 031119 380.2 380.4 360.0 361.5 -20.3 2,624 26,162 -100
Mar04 031119 384.5 384.8 365.0 365.0 -21.5 689 7,714 +257
May04 031119 377.5 377.5 374.5 374.6 -15.3 206 4,497 +8
Jul04 031119 375.5 375.5 375.5 375.5 -18.0 125 3,375 +10
Total Volume and Open Interest 3,649 45,947 +15
Corn(CBOT)
Dec03 031119 235.00 235.00 231.00 231.25 -4.50 51,532 165,059 -7,226
Mar04 031119 241.00 241.50 237.25 237.50 -4.25 27,624 204,048 +2,964
May04 031119 245.00 245.00 241.00 241.50 -4.25 4,829 37,739 +1,692
Jul04 031119 247.00 247.00 244.00 244.25 -3.25 2,384 34,377 +535
Sep04 031119 243.75 244.50 242.00 242.25 -2.50 152 6,286 -30
Dec04 031119 244.75 245.25 244.00 244.25 -1.25 2,025 29,272 +166
Total Volume and Open Interest 88,549 479,731 -1,900
Wheat(CBOT)
Dec03 031119 386.50 386.50 361.00 363.50 -24.75 18,891 36,731 -5,630
Mar04 031119 398.00 398.50 374.00 377.00 -23.00 18,784 89,272 +4,072
May04 031119 394.50 394.50 374.00 376.50 -19.00 983 6,324 +79
Jul04 031119 365.50 365.50 347.00 351.25 -14.50 813 9,354 +361
Sep04 031119 362.50 362.50 353.00 355.00 -13.00 36 409 +21
Total Volume and Open Interest 39,571 143,213 -1,048
Wheat(KCBT)
Dec03 031119 378.00 379.00 360.00 363.75 -18.50 4,929 21,817 -1,399
Mar04 031119 385.50 387.00 369.00 371.00 -20.00 8,355 46,277 +1,382
May04 031119 386.00 386.50 369.00 370.00 -19.75 1,026 3,210 +430
Jul04 031119 365.50 367.00 349.00 351.75 -17.75 425 4,009 +0
Sep04 031119 369.00 369.00 353.00 353.00 -19.00 3 305 +0
Total Volume and Open Interest 14,742 75,957 +413
Wheat(MGE)
Dec03 031119 388.00 388.00 367.50 369.00 -19.50 3,828 9,094 -876
Mar04 031119 389.00 389.50 368.00 369.75 -19.25 3,714 20,175 +1,466
May04 031119 390.50 390.50 370.00 371.00 -18.00 308 2,577 +99
Jul04 031119 382.00 382.00 370.00 370.00 -14.00 6 584 +0
Sep04 031119 363.00 363.00 360.00 361.00 -2.00 6 402 +1
Total Volume and Open Interest 7,863 32,949 +691
Oats(CBOT)
Dec03 031119 144.50 144.50 140.25 140.50 -3.00 1,082 3,574 -77
Mar04 031119 147.50 149.00 146.00 146.25 -1.25 478 2,451 +150
May04 031119 150.50 150.50 150.50 150.50 -0.50 12 190 +5
Jul04 031119 155.00 155.00 155.00 155.00 unch 5 85 -5
Total Volume and Open Interest 1,577 6,302 +73
Rough Rice(CBOT)
Nov03 031118 8.20 8.20 8.10 8.11 -0.16 11 33 -56
Jan04 031119 8.20 8.24 8.12 8.12 -0.09 437 5,267 +140
Mar04 031119 8.27 8.32 8.20 8.20 -0.08 136 1,846 +70
May04 031119 8.28 8.28 8.28 8.28 -0.05 13 685 +11
Total Volume and Open Interest 692 8,250 +266
Live Cattle(CME)
Dec03 031119 96.300 96.375 93.625 93.625 -1.500 4,811 34,099 -1,781
Feb04 031119 91.850 91.900 89.375 89.425 -1.450 4,414 44,128 +853
Apr04 031119 83.200 83.300 81.425 81.425 -1.500 1,684 18,397 -49
Jun04 031119 76.050 76.050 74.250 74.250 -1.500 455 11,082 +36
Aug04 031119 74.850 74.850 73.100 73.125 -1.425 127 4,166 +32
Oct04 031119 76.850 77.100 75.350 75.375 -1.325 152 788 +50
Total Volume and Open Interest 11,860 114,251 -933
Feeder Cattle(CME)
Nov03 031119 103.200 103.250 103.125 103.150 +0.050 616 2,981 -358
Jan04 031119 97.125 97.125 94.625 94.725 -1.400 728 9,017 +47
Mar04 031119 90.700 90.900 89.000 89.225 -1.275 418 2,473 +147
Apr04 031119 88.950 89.200 87.450 87.550 -1.400 41 877 +1
May04 031119 88.500 88.600 87.250 87.375 -1.050 104 1,834 -8
Aug04 031119 90.000 90.000 89.150 89.150 -0.950 31 893 +6
Sep04 031119 90.000 90.000 89.150 89.150 -0.600 8 370 +1
Total Volume and Open Interest 1,946 18,445 -164
Lean Hogs(CME)
Dec03 031119 50.675 50.800 48.700 48.700 -2.000 2,798 14,041 -153
Feb04 031119 56.800 56.800 54.875 54.875 -2.000 2,657 20,486 +578
Apr04 031119 59.950 59.950 58.025 58.125 -1.900 376 5,895 +66
May04 031119 61.000 61.050 60.400 61.050 -0.900 15 864 +1
Jun04 031119 65.000 65.000 63.525 63.875 -1.200 186 2,095 +51
Jul04 031119 62.375 62.375 60.700 61.400 -0.975 30 618 -19
Aug04 031119 59.550 59.550 58.100 58.800 -1.125 5 430 +0
Oct04 031119 53.550 53.550 52.250 52.375 -1.175 9 287 +3
Total Volume and Open Interest 6,092 44,802 +539
Pork Bellies(CME)
Feb04 031119 87.700 87.900 85.750 85.975 -1.050 330 1,821 +21
Mar04 031119 86.000 86.000 85.200 85.200 -1.325 1 145 +1
May04 031119 88.700 89.250 86.525 86.525 -0.875 0 105 +0
Jul04 031119 90.400 90.400 88.050 88.050 -0.950 0 48 +0
Aug04 031119 87.700 87.700 87.700 87.700 -0.850 0 9 +0
Total Volume and Open Interest 331 2,128 +22
BFP Milk Class III(CME)
Nov03 031119 13.42 13.42 13.42 13.42 +0.01 22 6,002 +19
Dec03 031119 11.46 11.53 11.40 11.51 +0.06 101 4,030 +26
Jan04 031119 11.52 11.63 11.51 11.59 +0.08 65 1,959 +18
Feb04 031119 11.35 11.40 11.35 11.40 +0.10 39 1,656 +7
Mar04 031119 11.40 11.45 11.40 11.45 +0.05 20 1,478 +12
Total Volume and Open Interest 279 21,329 +96
Cocoa(NYBOT)
Dec03 031119 1540 1574 1540 1563 +30 95 462 -76
Mar04 031119 1540 1560 1522 1555 +29 4,611 32,879 -214
May04 031119 1526 1547 1515 1544 +29 154 14,318 -33
Jul04 031119 1525 1544 1520 1544 +29 117 12,112 +82
Sep04 031119 1536 1549 1536 1549 +28 275 7,221 -30
Dec04 031119 1550 1561 1545 1561 +29 449 9,131 -84
Mar05 031119 1555 1573 1555 1573 +28 82 3,112 +3
Total Volume and Open Interest 5,783 92,329 -352
Coffee "C"(NYBOT)
Dec03 031119 59.50 60.30 59.30 59.60 unch 2,420 1,522 -2,297
Mar04 031119 62.70 63.45 62.25 62.55 -0.05 5,849 52,004 +1,269
May04 031119 64.70 65.00 64.10 64.35 -0.05 697 6,801 +210
Jul04 031119 66.50 66.75 66.15 66.15 -0.05 419 4,172 +184
Sep04 031119 68.25 68.25 67.90 67.90 unch 87 5,565 +42
Dec04 031119 70.75 71.20 70.50 70.50 -0.05 17 2,928 +4
Total Volume and Open Interest 9,489 74,596 -588
Orange Juice(NYBOT)
Jan04 031119 71.50 72.10 70.80 71.65 +0.05 1,625 17,699 +53
Mar04 031119 75.05 75.40 74.10 74.90 unch 837 9,526 +393
May04 031119 77.80 77.80 77.30 77.40 +0.10 28 5,376 -1
Jul04 031119 80.25 80.35 79.90 79.90 +0.20 12 463 +6
Sep04 031119 82.40 82.40 82.40 82.40 +0.30 2 438 +0
Total Volume and Open Interest 2,504 33,750 +451
Sugar #11(NYBOT)
Mar04 031119 6.38 6.41 6.33 6.40 +0.07 13,983 116,761 -2,069
May04 031119 6.38 6.41 6.34 6.40 +0.06 1,595 24,507 +89
Jul04 031119 6.22 6.25 6.21 6.25 +0.05 1,682 25,550 +335
Oct04 031119 6.27 6.30 6.27 6.30 +0.04 760 17,666 -23
Mar05 031119 6.42 6.44 6.42 6.43 +0.03 31 6,818 +7
Total Volume and Open Interest 18,263 196,451 -1,578
London Cocoa(LCE)
Dec03 031119 905 928 905 921 +14 2,365 37,447 -550
Mar04 031119 934 956 933 950 +15 3,444 43,229 +785
May04 031119 953 972 953 968 +15 749 17,453 +149
Jul04 031119 972 992 972 987 +15 1,926 18,592 +4
Sep04 031119 980 999 980 995 +15 788 19,639 -61
Dec04 031119 989 1008 989 1003 +16 316 40,066 -9
Mar05 031119 1006 1014 1001 1014 +16 113 14,343 +36
Total Volume and Open Interest 9,746 191,737 +397
London Coffee(LCE)
Nov03 031119 651.00 655.00 651.00 653.00 +3.00 35 6,260 -35
Jan04 031119 670.00 679.00 670.00 675.00 +2.00 2,088 58,776 +535
Mar04 031119 691.00 697.00 691.00 694.00 +2.00 1,891 34,400 +424
May04 031119 710.00 715.00 710.00 712.00 +2.00 482 20,927 +193
Jul04 031119 727.00 733.00 727.00 730.00 +2.00 275 11,424 +236
Sep04 031119 744.00 749.00 744.00 745.00 unch 650 9,491 +416
Total Volume and Open Interest 5,675 146,314 +1,816
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031119 185.70 188.90 185.70 188.20 +1.70 1,420 18,452 +7
May04 031119 187.50 189.70 187.50 189.00 +1.00 477 5,633 +320
Aug04 031119 187.00 188.00 187.00 188.00 +1.00 221 6,411 +200
Oct04 031119 188.50 190.00 188.50 190.00 +2.00 128 2,926 +62
Total Volume and Open Interest 2,246 34,393 +589
Cotton(NYBOT)
Dec03 031119 71.40 71.70 70.00 71.53 +0.30 5,361 4,016 -3,705
Mar04 031119 76.60 77.15 75.60 76.66 +0.47 16,049 64,714 -1,314
May04 031119 77.65 78.05 76.90 77.85 +0.45 857 12,932 +141
Jul04 031119 77.60 78.00 76.70 78.00 +0.58 1,005 5,294 +241
Oct04 031119 67.22 67.22 67.22 67.22 +0.02 5 263 +4
Dec04 031119 67.50 67.50 67.30 67.50 unch 192 4,021 +18
Total Volume and Open Interest 23,495 91,659 -4,632
Lumber(CME)
Jan04 031119 314.5 318.0 312.6 316.8 +8.8 472 1,320 +80
Mar04 031119 320.3 324.5 319.5 322.2 +5.8 140 278 +41
May04 031119 326.8 329.1 321.0 321.0 +1.9 9 56 +2
Jul04 031119 333.0 333.2 324.7 330.0 +6.6 5 9 +2
Total Volume and Open Interest 626 1,663 +125
Crude Oil(NYM)
Dec03 031119 33.00 33.50 32.70 32.92 -0.36 74,238 54,725 -14,423
Jan04 031119 32.43 32.85 31.85 32.07 -0.63 146,372 187,060 +20,717
Feb04 031119 32.05 32.30 31.43 31.64 -0.63 28,326 47,617 +2,646
Mar04 031119 31.40 31.70 30.85 31.06 -0.65 11,341 37,118 +1,581
Apr04 031119 30.80 30.85 30.35 30.50 -0.67 4,885 26,369 +654
May04 031119 30.30 30.30 29.80 29.98 -0.68 3,579 16,161 +1,172
Jun04 031119 29.75 29.87 29.45 29.48 -0.69 7,885 32,168 +607
Jul04 031119 29.25 29.25 29.00 29.03 -0.71 369 14,645 -49
Aug04 031119 29.00 29.00 28.65 28.65 -0.71 146 10,039 -25
Sep04 031119 28.29 28.29 28.29 28.29 -0.72 482 15,734 -46
Oct04 031119 27.98 27.98 27.98 27.98 -0.72 200 9,820 +110
Nov04 031119 27.84 27.84 27.70 27.70 -0.72 50 8,026 +50
Dec04 031119 27.75 27.87 27.30 27.45 -0.72 5,363 33,778 +2,429
Jan05 031119 27.21 27.21 27.21 27.21 -0.73 964 9,687 +568
Feb05 031119 27.03 27.03 27.03 27.03 -0.74 50 4,058 +0
Mar05 031119 26.87 26.87 26.87 26.87 -0.74 0 2,267 +0
Total Volume and Open Interest 290,297 590,275 +16,971
Heating Oil(NYM)
Dec03 031119 89.40 90.75 87.90 88.76 -1.16 26,551 35,233 -1,610
Jan04 031119 90.10 91.50 88.90 89.41 -1.15 16,531 45,534 +3,898
Feb04 031119 89.80 90.75 88.55 88.86 -1.30 5,052 22,349 +844
Mar04 031119 87.40 88.35 86.00 86.31 -1.45 1,552 15,914 -184
Apr04 031119 84.50 84.50 82.40 82.46 -1.60 65 7,112 +3
May04 031119 80.35 80.35 78.80 79.01 -1.70 3 4,290 -1
Jun04 031119 78.15 78.15 76.40 76.71 -1.80 702 7,376 +254
Jul04 031119 76.90 76.90 75.41 75.41 -1.85 239 2,662 +139
Aug04 031119 76.70 76.70 75.16 75.16 -1.90 50 2,321 +50
Sep04 031119 77.20 77.20 75.66 75.66 -1.90 20 1,680 +20
Oct04 031119 77.71 77.71 76.21 76.21 -1.90 1 993 +0
Nov04 031119 78.20 78.20 76.66 76.66 -1.90 0 1,277 +0
Total Volume and Open Interest 51,015 153,280 +3,496
Unleaded Gas(NYM)
Dec03 031119 91.60 92.20 89.50 90.44 -1.13 25,806 31,559 +1
Jan04 031119 91.00 91.40 88.80 89.31 -1.70 27,120 49,259 +7,012
Feb04 031119 90.60 90.80 88.30 88.76 -1.70 3,530 7,888 +441
Mar04 031119 90.60 90.60 88.71 88.71 -1.65 1,778 4,824 +360
Apr04 031119 96.00 96.00 94.60 94.86 -1.60 1,494 7,261 +92
May04 031119 95.40 95.40 94.06 94.06 -1.55 469 4,695 -272
Jun04 031119 92.26 92.26 92.26 92.26 -1.55 528 2,638 +246
Jul04 031119 90.11 90.11 90.11 90.11 -1.55 150 150 +0
Aug04 031119 87.46 87.46 87.46 87.46 -1.55 150 150 +0
Sep04 031119 84.11 84.11 84.11 84.11 -1.55 300 150 +0
Total Volume and Open Interest 61,025 108,574 +7,880
Natural Gas(NYM)
Dec03 031119 4.785 4.900 4.680 4.738 -0.127 42,525 36,599 -7,320
Jan04 031119 5.020 5.130 4.930 4.978 -0.114 21,793 62,465 +1,251
Feb04 031119 5.050 5.135 4.950 5.003 -0.114 5,461 30,832 +14
Mar04 031119 4.920 5.020 4.850 4.898 -0.105 3,585 25,049 +426
Apr04 031119 4.610 4.650 4.570 4.608 -0.055 3,504 20,798 +217
May04 031119 4.580 4.630 4.540 4.578 -0.050 945 17,077 -150
Jun04 031119 4.610 4.640 4.570 4.591 -0.047 1,393 14,652 +36
Jul04 031119 4.620 4.645 4.590 4.604 -0.049 606 11,408 +247
Aug04 031119 4.660 4.660 4.610 4.620 -0.050 676 11,288 +83
Sep04 031119 4.650 4.650 4.595 4.610 -0.050 311 10,137 -52
Oct04 031119 4.640 4.665 4.610 4.623 -0.052 411 10,154 +31
Nov04 031119 4.800 4.825 4.765 4.780 -0.052 264 9,061 +53
Dec04 031119 4.980 4.990 4.940 4.956 -0.054 412 10,725 +130
Jan05 031119 5.100 5.100 5.065 5.066 -0.054 397 7,777 +184
Feb05 031119 5.040 5.040 5.026 5.026 -0.054 288 8,149 +42
Mar05 031119 4.895 4.930 4.873 4.873 -0.057 49 7,234 +29
Total Volume and Open Interest 82,930 358,418 -4,659
Brent Crude Oil(IPE)
Jan04 031119 30.05 30.43 29.60 29.78 -0.69 60,453 111,837 +7,422
Feb04 031119 29.88 30.18 29.40 29.57 -0.65 16,354 55,402 +3,607
Mar04 031119 29.60 29.87 29.15 29.20 -0.63 4,665 21,197 +580
Apr04 031119 29.08 29.39 28.75 28.78 -0.64 1,974 9,402 +290
May04 031119 28.70 29.01 28.35 28.36 -0.66 795 9,417 +276
Jun04 031119 28.40 28.63 27.85 27.95 -0.69 2,398 25,135 +92
Jul04 031119 27.83 28.15 27.59 27.59 -0.69 580 8,743 +20
Aug04 031119 27.65 27.80 27.24 27.24 -0.69 150 6,581 +50
Sep04 031119 27.20 27.20 26.89 26.89 -0.72 500 5,328 +0
Oct04 031119 26.60 26.60 26.60 26.60 -0.71 50 2,626 +50
Nov04 031119 26.64 26.64 26.34 26.34 -0.70 0 1,150 +0
Dec04 031119 26.50 26.70 26.10 26.12 -0.67 710 26,930 -198
Total Volume and Open Interest 89,229 310,925 +12,739
Gas Oil(IPE)
Dec03 031119 272.75 274.00 268.25 269.50 +2.75 12,571 57,848 -116
Jan04 031119 268.50 270.00 264.50 266.00 +4.25 7,797 31,672 +1,331
Feb04 031119 261.00 263.00 258.00 259.25 +4.00 2,367 13,026 +1,375
Mar04 031119 253.00 255.75 252.00 252.00 +3.50 0 6,361 +0
Apr04 031119 244.00 247.00 244.00 245.00 +3.25 333 5,904 +193
May04 031119 238.00 239.25 238.00 239.25 +2.75 25 4,194 +50
Jun04 031119 237.00 239.25 235.50 235.75 +2.50 1,408 10,851 +673
Jul04 031119 234.75 235.00 234.50 235.00 +2.25 0 2,552 +0
Aug04 031119 234.25 234.25 234.25 234.25 +2.00 0 2,011 +0
Sep04 031119 233.50 233.50 233.50 233.50 +1.75 0 2,701 +0
Total Volume and Open Interest 25,001 158,547 +3,056
US Dollar Index(NYBOT)
Dec03 031119 90.78 91.06 90.58 91.00 +0.59 4,462 21,880 +1,949
Mar04 031119 91.24 91.44 91.01 91.40 +0.59 191 2,396 +92
Jun04 031119 91.85 91.85 91.85 91.85 +0.59 2 13 +1
Total Volume and Open Interest 4,655 24,290 +2,042
Australian Dollar(CME)
Dec03 031119 72.03 72.14 71.87 71.92 -0.28 4,795 61,845 +2,912
Mar04 031119 71.29 71.35 71.15 71.17 -0.28 163 1,295 +111
Jun04 031119 70.59 70.59 70.42 70.42 -0.28 3 215 +0
Total Volume and Open Interest 4,968 63,444 +3,022
British Pound(CME)
Dec03 031119 169.34 169.70 169.18 169.36 -0.51 6,655 68,170 +2,203
Mar04 031119 168.20 168.45 168.11 168.11 -0.50 13 560 +0
Jun04 031119 166.79 166.79 166.79 166.79 -0.50 1 2 +1
Total Volume and Open Interest 6,669 68,738 +2,204
Canadian Dollar(CME)
Dec03 031119 76.72 76.90 76.40 76.48 -0.40 7,626 78,749 +1,054
Mar04 031119 76.50 76.54 76.12 76.18 -0.40 320 5,688 +161
Jun04 031119 76.25 76.25 75.92 75.92 -0.40 8 1,297 +8
Sep04 031119 75.96 75.98 75.68 75.68 -0.40 18 723 -2
Total Volume and Open Interest 7,972 86,715 +1,221
Japanese Yen(CME)
Dec03 031119 91.81 91.94 91.48 91.54 -1.05 12,768 141,757 -403
Mar04 031119 92.10 92.19 91.78 91.83 -1.05 58 1,454 +29
Jun04 031119 92.15 92.15 92.13 92.13 -1.05 1 205 +0
Total Volume and Open Interest 12,827 143,468 -374
Swiss Franc(CME)
Dec03 031119 76.84 77.07 76.49 76.53 -0.79 22,651 64,777 +7,789
Mar04 031119 77.04 77.21 76.70 76.70 -0.79 38 476 +20
Jun04 031119 76.86 76.86 76.86 76.86 -0.79 0 109 +0
Total Volume and Open Interest 22,689 65,394 +7,809
EuroFX(CME)
Dec03 031119 119.05 119.42 118.66 118.75 -0.69 31,559 123,223 +16,328
Mar04 031119 118.74 119.15 118.38 118.46 -0.69 491 2,124 +283
Jun04 031119 118.49 118.49 118.18 118.18 -0.69 5 138 +1
Total Volume and Open Interest 32,055 125,596 +16,612
Mexican Peso(CME)
Dec03 031119 8863.0 8923.0 8845.0 8913.0 +35.0 9,252 33,680 +717
Mar04 031119 8770.0 8818.0 8770.0 8818.0 +35.0 79 1,070 +32
Total Volume and Open Interest 9,331 34,833 +735
30-Year T-Bonds(CBOT)
Dec03 031119 111~04 111~12 109~26 110~02 -0~29 227,157 425,790 -8,944
Mar04 031119 109~25 109~30 108~15 108~22 -0~29 8,140 62,764 +2,709
Jun04 031119 107~10 107~10 107~10 107~10 -0~29 1 324 +0
Total Volume and Open Interest 235,298 489,263 -6,235
Municipal Bonds(CBOT)
Dec03 031119 102~31 103~04 102~11 102~20 -0~10 89 2,088 +26
Mar04 031119 101~04 101~11 101~04 101~11 -0~10 9 27 +1
Total Volume and Open Interest 98 2,115 +27
10-Year T-Notes(CBOT)
Dec03 031119 113~280 114~050 113~020 113~075 -0~170 652,714 914,158 -25,270
Mar04 031119 112~165 112~230 111~220 111~260 -0~175 58,298 254,345 +26,243
Total Volume and Open Interest 711,012 1,168,529 +973
5-Year T-Notes(CBOT)
Dec03 031119 112~235 112~265 112~060 112~090 -0~115 276,035 765,277 -17,349
Mar04 031119 111~175 111~195 111~010 111~020 -0~120 4,811 164,278 +8,976
Total Volume and Open Interest 280,846 929,555 -8,373
2 Year T-Notes(CBOT)
Dec03 031119 107~051 107~054 107~029 107~033 -0~016 5,471 144,371 -1,174
Mar04 031119 106~092 106~096 106~075 106~075 -0~017 303 1,397 +292
Total Volume and Open Interest 5,774 145,768 -882
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031119 98.815 98.817 98.812 98.812 unch 50,464 644,945 +2,136
Mar04 031119 98.715 98.725 98.655 98.660 -0.035 117,219 685,028 -1,971
Jun04 031119 98.455 98.470 98.355 98.370 -0.065 181,596 669,725 -10,966
Sep04 031119 98.110 98.120 97.980 97.990 -0.095 189,393 576,895 +5,506
Dec04 031119 97.685 97.700 97.550 97.565 -0.095 165,460 523,974 +13,859
Mar05 031119 97.300 97.310 97.155 97.170 -0.105 56,870 343,625 -6,123
Jun05 031119 96.930 96.945 96.785 96.810 -0.095 32,385 269,197 -1,263
Sep05 031119 96.625 96.630 96.475 96.500 -0.085 30,064 211,882 +2,761
Dec05 031119 96.345 96.350 96.205 96.220 -0.085 22,541 170,576 +5,627
Mar06 031119 96.120 96.130 95.995 96.000 -0.080 13,050 133,558 -52
Jun06 031119 95.915 95.925 95.795 95.795 -0.080 6,357 121,046 -908
Sep06 031119 95.720 95.740 95.600 95.610 -0.080 6,080 93,440 -224
Total Volume and Open Interest 897,566 5,003,190 +12,442
3-Mth Euro-Yen(CME)
Dec03 031119 99.92 99.93 99.92 99.93 +0.01 0 8,226 -521
Mar04 031119 99.88 99.88 99.88 99.88 unch 0 9,002 -1,214
Jun04 031119 99.87 99.87 99.87 99.87 +0.01 225 12,977 +203
Sep04 031119 99.81 99.81 99.81 99.81 +0.01 0 8,476 +118
Dec04 031119 99.71 99.71 99.70 99.71 +0.02 10 3,098 -2,500
Mar05 031119 99.56 99.56 99.56 99.56 -0.01 130 3,776 -139
Jun05 031119 99.47 99.47 99.45 99.45 -0.02 0 592 +0
Sep05 031119 99.30 99.30 99.30 99.30 -0.06 0 4,090 -37
Dec05 031119 99.27 99.27 99.27 99.27 +0.01 0 73 +0
Mar06 031119 99.10 99.10 99.10 99.10 -0.05 0 229 +0
Total Volume and Open Interest 365 51,477 -4,090
3-Mth Euro-Yen(SIMEX)
Dec03 031119 99.92 99.92 99.92 99.92 unch 326 44,702 -614
Mar04 031119 99.89 99.89 99.89 99.89 unch 157 60,819 -129
Jun04 031119 99.87 99.88 99.87 99.87 unch 2,477 68,892 +311
Sep04 031119 99.81 99.82 99.81 99.81 +0.01 995 35,333 -138
Dec04 031119 99.71 99.72 99.71 99.71 +0.02 516 32,421 +558
Mar05 031119 99.58 99.59 99.57 99.57 +0.01 170 20,441 -54
Jun05 031119 99.49 99.49 99.49 99.49 +0.01 0 11,054 -59
Sep05 031119 99.38 99.38 99.38 99.38 +0.01 235 13,087 +116
Total Volume and Open Interest 4,876 300,989 -9
German Euro-Bund(EUREX)
Dec03 031119 113.15 113.30 112.46 112.66 -0.31 999,851 875,220 -22,960
Mar04 031119 112.76 112.76 111.99 112.14 -0.32 6,987 55,435 +2,455
Jun04 031119 111.21 111.21 111.21 111.21 -0.36 2,065 0 +0
Total Volume and Open Interest 1,008,903 930,655 -20,505
German Euro-Bobl(EUREX)
Dec03 031119 110.76 110.82 110.23 110.33 -0.20 632,230 658,077 -15,305
Mar04 031119 110.23 110.23 109.71 109.77 -0.21 10,335 69,753 +1,400
Jun04 031119 109.18 109.18 109.18 109.18 -0.20 2,100 0 +0
Total Volume and Open Interest 644,665 727,830 -13,905
Long Gilt(LIFFE)
Dec03 031119 115~18 115~19 114~17 114~24 -0~19 32,893 161,296 +301
Mar04 031119 107~09 107~09 106~14 106~17 -0~18 113 5,257 +5
Total Volume and Open Interest 33,006 166,553 +306
3-Mth Short Sterling(LIFFE)
Dec03 031119 95.93 95.97 95.92 95.95 +0.03 37,705 219,803 +2,813
Mar04 031119 95.67 95.71 95.64 95.66 +0.01 37,658 171,856 +2,268
Jun04 031119 95.44 95.47 95.37 95.41 unch 35,474 178,402 +2,168
Total Volume and Open Interest 173,270 1,064,444 +5,650
3-Mth Euribor(LIFFE)
Dec03 031119 97.845 97.855 97.835 97.845 unch 58,551 554,158 +2,330
Mar04 031119 97.805 97.825 97.760 97.775 -0.010 127,664 504,555 +7,574
Jun04 031119 97.660 97.680 97.570 97.595 -0.025 159,319 387,923 -6,729
Total Volume and Open Interest 666,341 2,643,679 -8,689
3-Mth Aus T-Bills(SFE)
Dec03 031119 94.59 94.62 94.58 94.61 +0.03 12,126 149,873 -2,685
Mar04 031119 94.30 94.34 94.30 94.33 +0.04 16,134 139,079 +3,697
Jun04 031119 94.15 94.20 94.15 94.18 +0.05 5,121 60,606 +639
Sep04 031119 94.05 94.08 94.05 94.08 +0.06 1,246 26,058 -327
Dec04 031119 93.96 93.98 93.96 93.98 +0.07 177 21,104 -80
Mar05 031119 93.89 93.91 93.89 93.90 +0.06 41 17,978 -24
Jun05 031119 93.82 93.84 93.81 93.83 +0.07 306 11,517 +200
Sep05 031119 93.76 93.77 93.76 93.77 +0.07 169 5,138 +90
Dec05 031119 93.74 93.74 93.74 93.74 +0.08 0 2,063 +0
Mar06 031119 93.69 93.69 93.69 93.69 +0.08 0 748 +0
Total Volume and Open Interest 35,320 434,786 +1,510
10-Year Aus T-Bonds(SFE)
Dec03 031119 94.21 94.21 94.12 94.14 -0.06 8,821 191,030 +14,165
Mar04 031119 94.21 94.21 94.21 94.21 +0.10      
Total Volume and Open Interest 12,337 176,865 +2,095
3-Year Aus T-Bonds(SFE)
Dec03 031119 94.25 94.30 94.25 94.29 +0.08 41,107 432,847 +21,215
Mar04 031119 94.25 94.25 94.25 94.25 +0.04      
Total Volume and Open Interest 41,107 432,847 +21,215
Gold(CMX)
Dec03 031119 396.7 398.2 392.7 394.9 -2.7 72,163 154,359 -17,049
Feb04 031119 398.3 399.3 394.0 396.0 -2.8 20,768 63,818 +7,346
Apr04 031119 399.0 400.0 395.0 396.8 -2.8 255 9,578 +8
Jun04 031119 400.5 401.3 395.7 397.7 -2.7 611 12,417 +254
Aug04 031119 398.6 398.6 398.6 398.6 -2.7 29 7,428 +20
Oct04 031119 399.0 399.5 399.0 399.5 -2.7 0 795 +0
Total Volume and Open Interest 95,065 285,620 -8,937
Silver(CMX)
Dec03 031119 534.0 534.5 525.0 527.0 -9.7 18,167 64,190 -3,687
Mar04 031119 535.0 537.0 527.5 529.2 -9.6 6,240 32,719 +4,068
May04 031119 538.5 538.5 530.2 530.2 -9.6 37 2,243 +9
Jul04 031119 540.0 540.0 530.0 531.5 -9.6 61 2,253 +8
Sep04 031119 532.0 532.0 532.0 532.0 -9.8 0 584 +0
Total Volume and Open Interest 24,860 109,720 +665
Platinum(NYM)
Jan04 031119 772.0 772.0 763.0 768.0 -5.5 1,523 8,885 +185
Apr04 031119 765.0 765.0 758.0 760.5 -5.5 34 639 +8
Total Volume and Open Interest 1,557 9,524 +193
Palladium(NYME)
Dec03 031119 198.60 199.70 197.00 198.25 -5.20 645 4,068 -118
Mar04 031119 200.00 201.00 198.00 199.25 -5.05 522 1,918 +459
Jun04 031119 200.00 201.00 199.75 199.75 -4.95 1 315 +0
Total Volume and Open Interest 1,168 6,301 +341
Copper(CMX)
Dec03 031119 92.10 92.50 91.35 91.75 -1.45 12,857 56,227 -6,155
Mar04 031119 92.60 93.10 92.00 92.45 -1.35 7,150 33,704 +3,013
May04 031119 92.20 92.75 92.20 92.35 -1.25 31 2,901 +15
Jul04 031119 92.30 92.80 92.25 92.25 -1.25 318 2,804 +311
Sep04 031119 92.40 92.70 92.05 92.05 -1.25 14 1,408 +5
Total Volume and Open Interest 20,554 102,838 -2,911
DJIA Index(CBOT)
Dec03 031119 9635 9705 9610 9686 +76 9,581 34,138 +355
Mar04 031119 9610 9680 9590 9660 +76 25 2,958 +3
Jun04 031119 9636 9636 9636 9636 +76 0 2 +0
Total Volume and Open Interest 9,606 37,098 +358
S & P 500(CME)
Dec03 031119 1034.30 1043.70 1033.20 1041.10 +8.30 59,461 535,943 +4,124
Mar04 031119 1035.00 1042.30 1034.50 1039.60 +8.30 4,054 55,186 +3,759
Jun04 031119 1038.90 1038.90 1038.90 1038.90 +8.40 26 2,834 +24
Sep04 031119 1038.60 1038.60 1038.60 1038.60 +8.60 6 409 -5
Total Volume and Open Interest 63,547 594,451 +7,887
S & P 500 E-Mini(Globex)
Dec03 031119 1033.00 1043.75 1031.00 1041.00 +8.25 773,553 473,080 +11,696
Mar04 031119 1032.00 1042.00 1028.50 1039.50 +8.25 390 2,097 +123
Total Volume and Open Interest 773,943 475,177 +11,819
NASDAQ 100(CME)
Dec03 031119 1367.50 1384.00 1363.00 1375.50 +13.00 16,137 86,884 -504
Mar04 031119 1384.00 1384.00 1379.00 1379.00 +13.00 151 2,298 +249
Jun04 031119 1382.50 1382.50 1382.50 1382.50 +13.00 5 47 +0
Total Volume and Open Interest 16,293 89,229 -255
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031119 1362.0 1384.0 1359.0 1375.5 +13.0 381,376 307,044 +13,721
Mar04 031119 1361.0 1385.0 1358.5 1379.0 +13.0 52 1,295 +4
Total Volume and Open Interest 381,428 308,339 +13,725
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031119 547.50 550.25 545.50 548.30 +2.30 1,258 15,461 -66
Mar04 031119 548.10 548.10 548.10 548.10 +2.30      
Jun04 031119 548.55 548.55 548.55 548.55 +2.30 0 1 +0
Total Volume and Open Interest 1,258 15,462 -66
Russell 2000(CME)
Dec03 031119 521.00 527.50 519.00 525.00 +5.25 2,299 21,282 -405
Mar04 031119 525.00 525.00 525.00 525.00 +5.25 4 0 +0
Jun04 031119 525.00 525.00 525.00 525.00 +5.25      
Total Volume and Open Interest 2,303 21,282 -405
Value Line(KCBT)
Dec03 031119 1426.00 1426.00 1426.00 1426.00 +8.00 5 31 +1
Total Volume and Open Interest 7 35 +2
Nikkei 225(CME)
Dec03 031119 9730 9830 9680 9805 +70 4,105 31,524 +472
Mar04 031119 9750 9815 9710 9815 +70 12 63 +3
Total Volume and Open Interest 4,121 31,608 +479
Nikkei 225(SIMEX)
Dec03 031119 9720 9740 9590 9610 -275 23,937 149,380 -5,822
Mar04 031119 9660 9660 9605 9605 -275 3 5,043 +1
Jun04 031119 9560 9560 9560 9560 -275      
Total Volume and Open Interest 23,940 154,423 -5,821
CAC 40(MATIF)
Nov03 031119 3299.5 3368.0 3298.5 3349.5 -5.0 63,910 511,490 +28,931
Dec03 031119 3311.5 3370.0 3304.0 3355.0 -4.5 2,001 158,946 +3,687
Jan04 031119 3360.0 3360.0 3360.0 3360.0 -5.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031119 3611.0 3668.0 3601.5 3664.0 +34.0 118,387 276,246 +2,710
Mar04 031119 3629.5 3683.0 3624.5 3683.0 +33.5 497 12,139 -62
Jun04 031119 3657.0 3704.0 3644.5 3704.0 +34.0 235 2,901 +87
Total Volume and Open Interest 119,119 291,286 +2,735
FT-SE 100(LIFFE)
Dec03 031119 4330.00 4347.00 4316.50 4335.00 -23.00 58,603 404,160 +2,359
Mar04 031119 4324.00 4337.50 4319.00 4330.50 -23.00 1,015 18,118 +1,001
Jun04 031119 4338.50 4344.00 4338.50 4344.00 -23.50 0 8,479 +0
Total Volume and Open Interest 59,618 431,358 +3,360
SPI 200(SFE)
Dec03 031119 3163.0 3191.0 3161.0 3181.0 unch 14,810 157,139 +5,499
Mar04 031119 3185.0 3196.0 3185.0 3193.0 unch 97 3,774 +42
Jun04 031119 3209.0 3209.0 3205.0 3205.0 unch 10 3,067 +2
Total Volume and Open Interest 14,922 165,723 +5,542
GSCI(CME)
Dec03 031119 255.00 256.80 251.65 251.90 -3.80 372 12,209 -52
Jan04 031119 250.00 250.00 250.00 250.00 -4.50 6 9 +6
Feb04 031119 246.00 246.00 246.00 246.00 -4.00      
Total Volume and Open Interest 378 12,218 -1,064
Reuters CRB Index(NYBOT)
Jan04 031119 253.50 253.50 252.25 252.50 -2.25 55 612 +8
Feb04 031119 252.50 252.50 250.50 250.50 -2.25 9 233 +3
Apr04 031119 250.00 250.00 249.00 249.00 -2.25 8 157 +0
Total Volume and Open Interest 64 1,002 +11
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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