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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 Thu November 20, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031120 749.00 760.00 745.50 759.25 +10.50 59,508 114,138 -3,377
Mar04 031120 743.50 755.50 741.00 754.75 +11.50 14,233 43,624 -15
May04 031120 720.50 734.00 718.50 733.50 +13.00 8,118 42,137 +231
Jul04 031120 709.00 719.00 708.00 718.50 +9.50 5,162 21,426 -110
Aug04 031120 682.00 688.50 681.00 687.75 +7.00 1,168 3,464 +337
Sep04 031120 637.00 644.00 636.50 642.00 +7.50 42 1,193 +27
Nov04 031120 573.00 579.00 571.00 578.00 +7.25 2,498 12,667 +754
Total Volume and Open Interest 90,755 238,694 -2,135
Soybean Meal(CBOT)
Dec03 031120 230.50 233.00 229.00 232.60 +1.40 21,914 33,220 -6,632
Jan04 031120 229.50 232.00 228.00 231.60 +1.10 11,277 26,779 +2,091
Mar04 031120 227.00 230.50 226.80 229.40 +1.00 10,901 30,769 +2,432
May04 031120 222.50 225.00 221.50 224.80 +1.30 8,926 36,579 +2,576
Jul04 031120 217.70 219.80 216.50 219.80 +1.10 3,863 20,737 +887
Aug04 031120 210.00 210.00 208.00 209.00 unch 1,445 4,740 +156
Sep04 031120 194.50 196.50 194.50 194.50 -0.50 785 4,618 -203
Oct04 031120 172.50 174.00 172.50 173.00 +1.00 426 4,473 +137
Total Volume and Open Interest 61,266 173,157 +2,384
Soybean Oil(CBOT)
Dec03 031120 26.22 27.02 26.22 26.98 +0.76 21,120 30,259 -7,828
Jan04 031120 26.22 26.92 26.20 26.89 +0.72 16,831 42,653 +3,046
Mar04 031120 26.12 26.78 26.09 26.67 +0.61 6,639 36,186 +2,042
May04 031120 25.68 26.39 25.68 26.31 +0.58 5,786 35,625 +1,911
Jul04 031120 25.40 25.90 25.37 25.81 +0.38 3,592 29,536 +1,454
Aug04 031120 24.90 25.35 24.90 25.25 +0.35 556 3,571 +53
Sep04 031120 24.10 24.80 24.10 24.50 +0.55 170 2,202 +68
Oct04 031120 23.10 23.40 23.10 23.30 +0.30 157 2,512 +65
Total Volume and Open Interest 55,591 190,643 +1,097
Canola(WCE)
Nov03 031114 379.4 379.4 379.4 379.4 +2.4 0 299 +0
Jan04 031120 365.0 369.0 365.0 368.5 +7.0 5,270 26,887 +725
Mar04 031120 369.0 374.0 369.0 373.0 +8.0 603 8,015 +301
May04 031120 377.0 377.0 376.0 377.0 +2.4 21 4,368 -129
Jul04 031120 380.0 382.0 379.5 381.6 +6.1 70 3,385 +10
Total Volume and Open Interest 5,964 46,854 +907
Corn(CBOT)
Dec03 031120 231.25 235.50 230.50 235.25 +4.00 59,340 156,322 -8,737
Mar04 031120 237.25 241.50 236.75 241.00 +3.50 33,148 210,026 +5,978
May04 031120 241.25 245.00 240.50 244.50 +3.00 3,473 38,383 +644
Jul04 031120 244.00 247.50 243.00 247.25 +3.00 3,952 34,477 +100
Sep04 031120 242.50 244.50 242.25 244.00 +1.75 315 6,415 +129
Dec04 031120 244.00 245.75 243.25 244.75 +0.50 1,759 30,145 +873
Total Volume and Open Interest 101,989 478,720 -1,011
Wheat(CBOT)
Dec03 031120 366.00 374.00 363.50 373.50 +10.00 26,435 31,545 -5,186
Mar04 031120 380.00 386.50 376.00 385.75 +8.75 44,982 87,212 -2,060
May04 031120 379.00 382.00 375.00 380.50 +4.00 1,306 6,370 +46
Jul04 031120 352.00 354.00 348.50 351.75 +0.50 2,703 9,424 +70
Sep04 031120 355.50 356.00 353.00 356.00 +1.00 44 426 +17
Total Volume and Open Interest 76,131 135,802 -7,411
Wheat(KCBT)
Dec03 031120 367.50 369.50 363.00 369.25 +5.50 9,051 18,464 -3,353
Mar04 031120 375.00 378.00 370.00 377.75 +6.75 16,118 48,482 +2,205
May04 031120 372.50 375.00 370.00 374.00 +4.00 592 3,278 +68
Jul04 031120 355.00 356.00 350.50 353.75 +2.00 1,282 4,348 +339
Sep04 031120 357.00 357.00 357.00 357.00 +4.00 12 297 -8
Total Volume and Open Interest 27,058 75,211 -746
Wheat(MGE)
Dec03 031120 371.00 379.00 370.00 378.50 +9.50 3,674 7,452 -1,642
Mar04 031120 373.50 379.00 371.50 378.25 +8.50 5,811 21,428 +1,253
May04 031120 375.00 379.00 374.50 378.25 +7.25 834 2,619 +42
Jul04 031120 375.50 375.50 375.50 375.50 +5.50 73 640 +56
Sep04 031120 361.50 363.00 361.50 362.50 +1.50 51 441 +39
Total Volume and Open Interest 10,467 32,709 -240
Oats(CBOT)
Dec03 031120 140.50 140.50 139.50 140.00 -0.50 1,041 3,335 -239
Mar04 031120 146.00 146.25 144.50 145.00 -1.25 1,041 2,811 +360
May04 031120 150.00 150.75 149.50 149.50 -1.00 12 190 +0
Jul04 031120 154.50 154.50 154.50 154.50 -0.50 12 77 -8
Total Volume and Open Interest 2,094 6,415 +113
Rough Rice(CBOT)
Jan04 031120 8.16 8.36 8.16 8.35 +0.23 520 5,128 -139
Mar04 031120 8.32 8.42 8.25 8.42 +0.22 310 1,798 -48
May04 031120 8.48 8.48 8.48 8.48 +0.20 13 685 +0
Jul04 031120 8.45 8.55 8.44 8.55 +0.15 1 378 +1
Total Volume and Open Interest 831 8,008 -242
Live Cattle(CME)
Dec03 031120 93.400 95.075 93.050 94.500 +0.875 11,049 32,636 -1,463
Feb04 031120 89.425 90.925 89.000 90.675 +1.250 9,381 45,207 +1,079
Apr04 031120 81.200 82.250 80.850 81.825 +0.400 2,121 18,248 -149
Jun04 031120 74.250 75.050 74.025 74.575 +0.325 767 10,840 -242
Aug04 031120 73.200 74.150 73.050 73.575 +0.450 293 4,276 +110
Oct04 031120 75.250 76.100 75.200 75.700 +0.325 99 816 +28
Total Volume and Open Interest 23,881 113,561 -690
Feeder Cattle(CME)
Nov03 031120 103.400 103.950 103.400 103.675 +0.525 421 2,698 -283
Jan04 031120 94.550 96.075 94.200 95.500 +0.775 1,555 9,203 +186
Mar04 031120 88.950 90.050 88.500 89.800 +0.575 231 2,376 -97
Apr04 031120 87.650 88.400 86.950 87.800 +0.250 60 896 +19
May04 031120 87.375 88.100 87.300 87.500 +0.125 146 1,907 +73
Aug04 031120 89.000 90.100 89.000 89.550 +0.400 41 919 +26
Sep04 031120 89.800 89.800 89.800 89.800 +0.650 2 370 +0
Total Volume and Open Interest 2,456 18,369 -76
Lean Hogs(CME)
Dec03 031120 49.750 50.000 49.000 49.275 +0.575 5,414 13,591 -450
Feb04 031120 54.700 55.200 53.800 54.250 -0.625 4,029 20,869 +383
Apr04 031120 58.600 58.900 57.450 57.850 -0.275 1,270 5,688 -207
May04 031120 60.900 60.900 60.200 60.900 -0.150 11 864 +0
Jun04 031120 63.800 64.350 63.525 63.950 +0.075 237 2,136 +41
Jul04 031120 61.550 61.550 61.150 61.500 +0.100 44 629 +11
Aug04 031120 58.600 59.200 58.600 59.200 +0.400 102 462 +32
Oct04 031120 52.700 52.700 52.300 52.325 -0.050 9 290 +3
Total Volume and Open Interest 11,124 44,616 -186
Pork Bellies(CME)
Feb04 031120 85.500 86.650 85.100 85.775 -0.200 479 1,879 +58
Mar04 031120 85.050 85.050 85.050 85.050 -0.150 24 165 +20
May04 031120 86.300 86.300 86.300 86.300 -0.225 4 107 +2
Jul04 031120 87.800 87.800 87.800 87.800 -0.250 7 50 +2
Aug04 031120 87.700 87.700 87.700 87.700 unch 0 9 +0
Total Volume and Open Interest 514 2,210 +82
BFP Milk Class III(CME)
Nov03 031120 13.43 13.43 13.42 13.43 +0.01 0 6,002 +0
Dec03 031120 11.52 11.57 11.50 11.54 +0.03 188 4,002 -28
Jan04 031120 11.57 11.64 11.57 11.64 +0.05 138 2,029 +70
Feb04 031120 11.45 11.45 11.40 11.41 +0.01 66 1,670 +14
Mar04 031120 11.48 11.48 11.45 11.45 unch 29 1,495 +17
Total Volume and Open Interest 649 21,497 +168
Cocoa(NYBOT)
Dec03 031120 1570 1580 1547 1553 -10 62 473 +11
Mar04 031120 1555 1573 1530 1540 -15 2,605 33,020 +141
May04 031120 1545 1560 1525 1530 -14 411 14,235 -83
Jul04 031120 1547 1557 1527 1529 -15 285 12,102 -10
Sep04 031120 1552 1552 1530 1535 -14 107 7,283 +62
Dec04 031120 1560 1572 1547 1547 -14 235 8,993 -138
Mar05 031120 1570 1585 1552 1557 -16 26 3,129 +17
Total Volume and Open Interest 3,731 92,329 +0
Coffee "C"(NYBOT)
Dec03 031120 59.70 59.70 57.50 57.65 -1.95 805 1,130 -392
Mar04 031120 62.50 62.70 60.50 60.60 -1.95 5,430 52,116 +112
May04 031120 64.40 64.50 62.50 62.55 -1.80 351 6,976 +175
Jul04 031120 66.10 66.25 64.45 64.45 -1.70 133 4,261 +89
Sep04 031120 67.80 68.10 66.30 66.30 -1.60 51 5,593 +28
Dec04 031120 70.60 70.70 69.10 69.10 -1.40 71 2,935 +7
Total Volume and Open Interest 6,880 74,645 +49
Orange Juice(NYBOT)
Jan04 031120 71.40 71.50 70.35 70.85 -0.80 819 17,763 +64
Mar04 031120 74.70 74.80 73.25 74.10 -0.80 486 9,900 +374
May04 031120 77.50 77.50 76.60 76.60 -0.80 9 5,378 +2
Jul04 031120 79.10 79.10 79.10 79.10 -0.80 131 489 +26
Sep04 031120 81.60 81.60 81.60 81.60 -0.80 2 438 +0
Total Volume and Open Interest 1,445 34,216 +466
Sugar #11(NYBOT)
Mar04 031120 6.45 6.46 6.26 6.38 -0.02 15,965 115,269 -1,492
May04 031120 6.41 6.44 6.30 6.38 -0.02 1,580 24,273 -234
Jul04 031120 6.26 6.28 6.17 6.22 -0.03 2,015 26,406 +856
Oct04 031120 6.30 6.32 6.20 6.26 -0.04 1,556 17,746 +80
Mar05 031120 6.40 6.44 6.37 6.39 -0.04 48 6,861 +43
Total Volume and Open Interest 21,378 195,779 -672
London Cocoa(LCE)
Dec03 031120 917 929 912 912 -9 1,523 36,675 -772
Mar04 031120 949 957 940 941 -9 1,866 43,288 +59
May04 031120 968 973 959 960 -8 215 17,443 -10
Jul04 031120 983 992 978 979 -8 523 18,835 +243
Sep04 031120 994 998 986 987 -8 264 19,713 +74
Dec04 031120 1002 1005 991 992 -11 1,046 39,673 -393
Mar05 031120 1013 1015 1001 1002 -12 926 15,156 +813
Total Volume and Open Interest 6,380 191,751 +14
London Coffee(LCE)
Nov03 031120 654.00 656.00 652.00 655.00 +2.00 79 6,181 -79
Jan04 031120 675.00 679.00 668.00 671.00 -4.00 5,145 57,486 -1,290
Mar04 031120 693.00 697.00 688.00 690.00 -4.00 1,677 33,972 -428
May04 031120 714.00 715.00 706.00 708.00 -4.00 340 20,951 +24
Jul04 031120 728.00 728.00 726.00 726.00 -4.00 862 11,901 +477
Sep04 031120 748.00 748.00 741.00 741.00 -4.00 248 9,534 +43
Total Volume and Open Interest 8,383 145,086 -1,228
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031120 188.20 192.00 188.10 190.10 +1.90 1,758 18,532 +80
May04 031120 189.50 192.00 189.20 190.40 +1.40 689 5,956 +323
Aug04 031120 189.30 190.80 187.50 189.40 +1.40 307 6,501 +90
Oct04 031120 189.90 190.00 188.00 189.10 -0.90 110 2,996 +70
Total Volume and Open Interest 3,044 35,105 +712
Cotton(NYBOT)
Dec03 031120 71.00 71.40 69.70 70.24 -1.29 5,421 1,597 -2,419
Mar04 031120 76.50 76.70 74.55 75.35 -1.31 10,559 65,392 +678
May04 031120 77.90 77.90 75.80 76.48 -1.37 1,137 13,165 +233
Jul04 031120 77.95 77.95 76.15 76.90 -1.10 509 5,150 -144
Oct04 031120 66.80 66.80 66.80 66.80 -0.42 5 263 +0
Dec04 031120 67.30 67.45 66.75 67.00 -0.50 239 4,049 +28
Total Volume and Open Interest 17,866 90,036 -1,623
Lumber(CME)
Jan04 031120 315.5 318.0 311.8 312.8 -4.0 557 1,369 +49
Mar04 031120 320.5 322.0 318.0 320.7 -1.5 195 336 +58
May04 031120 324.5 324.5 322.2 322.2 +1.2 12 56 +0
Jul04 031120 326.0 328.8 326.0 328.8 -1.2 4 9 +0
Total Volume and Open Interest 768 1,770 +107
Crude Oil(NYM)
Dec03 031120 33.25 33.55 32.50 32.86 -0.06 92,327 26,326 -28,399
Jan04 031120 32.50 32.70 31.70 31.86 -0.21 144,808 196,189 +9,129
Feb04 031120 32.00 32.15 31.25 31.42 -0.22 28,325 49,283 +1,666
Mar04 031120 31.40 31.50 30.65 30.84 -0.22 18,238 40,525 +3,407
Apr04 031120 30.85 30.85 30.15 30.27 -0.23 5,794 27,572 +1,203
May04 031120 30.17 30.25 29.65 29.73 -0.25 3,041 16,614 +453
Jun04 031120 29.63 29.75 29.10 29.23 -0.25 7,217 33,155 +987
Jul04 031120 29.20 29.20 28.77 28.77 -0.26 1,973 15,368 +723
Aug04 031120 28.38 28.38 28.38 28.38 -0.27 316 10,208 +169
Sep04 031120 28.25 28.25 28.02 28.02 -0.27 543 16,114 +380
Oct04 031120 28.05 28.10 27.71 27.71 -0.27 27 9,830 +10
Nov04 031120 27.44 27.44 27.44 27.44 -0.26 568 8,323 +297
Dec04 031120 27.55 27.55 27.20 27.20 -0.25 5,121 33,986 +208
Jan05 031120 26.97 26.97 26.97 26.97 -0.24 150 9,687 +0
Feb05 031120 26.80 26.80 26.80 26.80 -0.23 0 4,058 +0
Mar05 031120 26.65 26.65 26.65 26.65 -0.22 0 2,267 +0
Total Volume and Open Interest 310,903 581,101 -9,174
Heating Oil(NYM)
Dec03 031120 89.80 90.50 87.10 87.41 -1.35 23,418 32,144 -3,089
Jan04 031120 90.65 91.00 87.70 88.06 -1.35 27,310 53,558 +8,024
Feb04 031120 90.00 90.20 87.50 87.71 -1.15 4,229 22,878 +529
Mar04 031120 87.25 87.30 85.30 85.36 -0.95 1,160 15,833 -81
Apr04 031120 83.50 83.50 81.50 81.66 -0.80 505 7,104 -8
May04 031120 78.50 78.50 78.36 78.36 -0.65 103 4,321 +31
Jun04 031120 76.21 76.21 76.21 76.21 -0.50 681 7,651 +275
Jul04 031120 75.50 75.50 74.90 74.96 -0.45 14 2,662 +0
Aug04 031120 74.76 74.76 74.76 74.76 -0.40 7 2,326 +5
Sep04 031120 75.26 75.26 75.26 75.26 -0.40 2 1,680 +0
Oct04 031120 76.00 76.00 75.81 75.81 -0.40 1 994 +1
Nov04 031120 76.40 76.40 76.26 76.26 -0.40 6 1,280 +3
Total Volume and Open Interest 57,492 159,005 +5,725
Unleaded Gas(NYM)
Dec03 031120 91.60 91.90 87.30 88.08 -2.36 23,615 29,677 -1,882
Jan04 031120 90.30 90.30 87.00 87.34 -1.97 18,592 51,785 +2,526
Feb04 031120 89.60 89.90 87.00 87.25 -1.51 3,532 8,073 +185
Mar04 031120 88.30 88.30 87.40 87.40 -1.31 893 4,782 -42
Apr04 031120 94.50 94.50 93.75 93.75 -1.11 525 7,479 +218
May04 031120 93.60 93.60 93.05 93.05 -1.01 219 4,747 +52
Jun04 031120 91.35 91.35 91.35 91.35 -0.91 528 2,668 +30
Jul04 031120 89.30 89.30 89.30 89.30 -0.81 0 150 +0
Aug04 031120 86.75 86.75 86.75 86.75 -0.71 0 150 +0
Sep04 031120 83.50 83.50 83.50 83.50 -0.61 300 150 +0
Total Volume and Open Interest 47,376 109,661 +1,087
Natural Gas(NYM)
Dec03 031120 4.760 4.930 4.550 4.618 -0.120 35,996 36,485 -114
Jan04 031120 5.010 5.200 4.850 4.904 -0.074 13,426 62,807 +342
Feb04 031120 5.040 5.170 4.900 4.944 -0.059 5,504 30,498 -334
Mar04 031120 4.950 5.030 4.800 4.844 -0.054 3,765 25,317 +268
Apr04 031120 4.640 4.670 4.530 4.579 -0.029 2,235 20,777 -21
May04 031120 4.610 4.630 4.520 4.549 -0.029 1,788 17,555 +478
Jun04 031120 4.630 4.640 4.550 4.564 -0.027 882 14,617 -35
Jul04 031120 4.640 4.680 4.581 4.581 -0.023 585 11,468 +60
Aug04 031120 4.660 4.690 4.590 4.601 -0.019 426 11,346 +58
Sep04 031120 4.650 4.690 4.590 4.591 -0.019 556 10,171 +34
Oct04 031120 4.660 4.670 4.590 4.601 -0.022 734 10,424 +270
Nov04 031120 4.820 4.830 4.750 4.766 -0.014 1,153 9,584 +523
Dec04 031120 5.010 5.010 4.930 4.946 -0.010 637 10,512 -213
Jan05 031120 5.090 5.090 5.050 5.066 unch 396 7,633 -144
Feb05 031120 5.030 5.031 5.010 5.031 +0.005 276 8,148 -1
Mar05 031120 4.880 4.881 4.880 4.881 +0.008 1,066 7,239 +5
Total Volume and Open Interest 70,714 359,995 +1,577
Brent Crude Oil(IPE)
Jan04 031120 29.70 30.40 29.40 29.56 -0.22 63,449 105,504 -6,333
Feb04 031120 29.47 30.05 29.25 29.34 -0.23 17,091 56,180 +778
Mar04 031120 29.12 29.64 28.90 28.98 -0.22 7,607 21,481 +284
Apr04 031120 28.85 29.20 28.55 28.58 -0.20 2,862 10,245 +843
May04 031120 28.44 28.60 28.18 28.18 -0.18 2,680 10,225 +808
Jun04 031120 27.97 28.30 27.72 27.79 -0.16 9,755 26,510 +1,375
Jul04 031120 27.60 27.87 27.43 27.43 -0.16 2,078 8,258 -485
Aug04 031120 27.25 27.50 27.08 27.08 -0.16 505 6,826 +245
Sep04 031120 27.10 27.10 26.75 26.75 -0.14 525 5,710 +382
Oct04 031120 26.62 26.62 26.47 26.47 -0.13 0 2,626 +0
Nov04 031120 26.32 26.44 26.23 26.23 -0.11 900 1,801 +651
Dec04 031120 26.20 26.40 26.01 26.01 -0.11 4,305 27,091 +161
Total Volume and Open Interest 113,722 310,932 +7
Gas Oil(IPE)
Dec03 031120 267.50 273.50 266.50 267.25 -2.25 16,686 54,670 -3,178
Jan04 031120 263.75 269.25 262.50 263.50 -2.50 13,287 34,423 +2,751
Feb04 031120 257.50 262.00 256.00 256.75 -2.50 4,725 14,306 +1,280
Mar04 031120 250.75 252.75 249.75 249.75 -2.25 616 6,385 +24
Apr04 031120 242.75 245.00 242.75 242.75 -2.25 864 6,289 +385
May04 031120 236.75 238.50 236.00 236.25 -3.00 500 3,964 -230
Jun04 031120 234.25 237.00 232.25 232.25 -3.50 2,400 10,021 -830
Jul04 031120 231.50 231.50 231.50 231.50 -3.50 971 2,663 +111
Aug04 031120 230.75 230.75 230.75 230.75 -3.50 0 2,011 +0
Sep04 031120 233.00 233.00 230.00 230.00 -3.50 0 2,701 +0
Total Volume and Open Interest 40,699 159,410 +863
US Dollar Index(NYBOT)
Dec03 031120 90.70 90.93 90.40 90.72 -0.28 2,568 22,254 +374
Mar04 031120 91.17 91.30 90.95 91.12 -0.28 206 2,429 +33
Jun04 031120 91.57 91.57 91.57 91.57 -0.28 2 13 +0
Total Volume and Open Interest 2,774 24,697 +407
Australian Dollar(CME)
Dec03 031120 72.14 72.43 71.96 72.07 +0.15 1,858 62,021 +176
Mar04 031120 71.48 71.70 71.30 71.32 +0.15 36 1,319 +24
Jun04 031120 70.57 70.57 70.57 70.57 +0.15 4 216 +1
Total Volume and Open Interest 1,898 63,645 +201
British Pound(CME)
Dec03 031120 170.05 170.60 169.81 170.02 +0.66 2,677 64,499 -3,671
Mar04 031120 169.00 169.13 168.77 168.77 +0.66 80 637 +77
Jun04 031120 167.45 167.45 167.45 167.45 +0.66 0 2 +0
Total Volume and Open Interest 2,757 65,144 -3,594
Canadian Dollar(CME)
Dec03 031120 76.65 76.90 76.59 76.68 +0.20 2,436 76,373 -2,376
Mar04 031120 76.31 76.53 76.31 76.38 +0.20 362 5,783 +95
Jun04 031120 76.25 76.25 76.12 76.12 +0.20 19 1,317 +20
Sep04 031120 75.88 75.88 75.88 75.88 +0.20 8 726 +3
Total Volume and Open Interest 2,829 84,460 -2,255
Japanese Yen(CME)
Dec03 031120 91.90 92.15 91.77 91.92 +0.38 14,562 138,154 -3,603
Mar04 031120 92.18 92.35 92.12 92.21 +0.38 63 1,488 +34
Jun04 031120 92.46 92.51 92.40 92.51 +0.38 1 205 +0
Total Volume and Open Interest 14,630 139,901 -3,567
Swiss Franc(CME)
Dec03 031120 77.00 77.40 76.70 76.96 +0.43 7,976 63,552 -1,225
Mar04 031120 77.23 77.31 77.13 77.13 +0.43 29 500 +24
Jun04 031120 77.29 77.29 77.29 77.29 +0.43 0 109 +0
Total Volume and Open Interest 8,005 64,193 -1,201
EuroFX(CME)
Dec03 031120 119.04 119.65 118.76 119.03 +0.28 13,719 126,803 +3,580
Mar04 031120 118.78 119.15 118.50 118.74 +0.28 214 2,187 +63
Jun04 031120 118.50 118.50 118.46 118.46 +0.28 41 158 +20
Total Volume and Open Interest 13,978 129,259 +3,663
Mexican Peso(CME)
Dec03 031120 8910.0 8940.0 8855.0 8900.0 -13.0 6,952 33,927 +247
Mar04 031120 8805.0 8805.0 8805.0 8805.0 -13.0 112 1,024 -46
Total Volume and Open Interest 7,064 35,034 +201
30-Year T-Bonds(CBOT)
Dec03 031120 110~03 111~10 110~00 110~30 +0~28 324,312 406,484 -19,306
Mar04 031120 108~22 109~29 108~22 109~18 +0~28 39,776 86,478 +23,714
Jun04 031120 107~21 108~06 107~20 108~06 +0~28 1 324 +0
Total Volume and Open Interest 364,088 493,671 +4,408
Municipal Bonds(CBOT)
Dec03 031120 102~25 103~04 102~22 103~02 +0~14 371 2,163 +75
Mar04 031120 101~25 101~25 101~25 101~25 +0~14 1 28 +1
Total Volume and Open Interest 372 2,191 +76
10-Year T-Notes(CBOT)
Dec03 031120 113~095 114~030 113~055 113~255 +0~180 788,842 904,128 -10,030
Mar04 031120 111~285 112~190 111~245 112~125 +0~185 58,019 280,289 +25,944
Total Volume and Open Interest 846,861 1,184,443 +15,914
5-Year T-Notes(CBOT)
Dec03 031120 112~130 112~290 112~100 112~210 +0~120 349,187 741,173 -24,104
Mar04 031120 111~065 111~145 111~040 111~145 +0~125 8,076 195,756 +31,478
Total Volume and Open Interest 357,263 936,929 +7,374
2 Year T-Notes(CBOT)
Dec03 031120 107~040 107~056 107~034 107~050 +0~017 9,590 144,077 -294
Mar04 031120 106~084 106~093 106~077 106~093 +0~018 4,116 5,488 +4,091
Total Volume and Open Interest 13,706 149,565 +3,797
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031120 98.817 98.830 98.815 98.823 +0.010 49,734 648,278 +3,333
Mar04 031120 98.690 98.740 98.675 98.695 +0.035 137,368 683,742 -1,286
Jun04 031120 98.410 98.460 98.380 98.430 +0.060 160,640 665,410 -4,315
Sep04 031120 98.045 98.120 98.005 98.075 +0.085 208,223 569,773 -7,122
Dec04 031120 97.620 97.720 97.570 97.655 +0.090 120,228 527,018 +3,044
Mar05 031120 97.225 97.310 97.170 97.250 +0.080 38,459 340,229 -3,396
Jun05 031120 96.850 96.890 96.800 96.885 +0.075 26,730 272,521 +3,324
Sep05 031120 96.545 96.575 96.490 96.570 +0.070 26,942 214,995 +3,113
Dec05 031120 96.260 96.305 96.220 96.300 +0.080 13,379 172,039 +1,463
Mar06 031120 96.040 96.085 96.005 96.080 +0.080 9,379 134,627 +1,069
Jun06 031120 95.835 95.880 95.800 95.875 +0.080 5,890 120,723 -323
Sep06 031120 95.640 95.700 95.610 95.690 +0.080 8,043 95,605 +2,165
Total Volume and Open Interest 834,633 5,007,277 +4,087
3-Mth Euro-Yen(CME)
Dec03 031120 99.93 99.93 99.93 99.93 unch 516 8,361 +135
Mar04 031120 99.88 99.88 99.88 99.88 unch 180 9,147 +145
Jun04 031120 99.87 99.87 99.87 99.87 unch 180 12,983 +6
Sep04 031120 99.81 99.82 99.81 99.82 +0.01 338 8,893 +417
Dec04 031120 99.72 99.72 99.72 99.72 +0.01 116 3,135 +37
Mar05 031120 99.57 99.57 99.57 99.57 +0.01 1 3,776 +0
Jun05 031120 99.48 99.48 99.48 99.48 +0.03 80 592 +0
Sep05 031120 99.37 99.37 99.37 99.37 +0.07 0 4,090 +0
Dec05 031120 99.28 99.28 99.28 99.28 +0.01 0 73 +0
Mar06 031120 99.12 99.12 99.12 99.12 +0.02 0 229 +0
Total Volume and Open Interest 1,411 52,217 +740
3-Mth Euro-Yen(SIMEX)
Dec03 031120 99.92 99.92 99.92 99.92 unch 352 44,060 -642
Mar04 031120 99.89 99.89 99.88 99.89 unch 18 59,753 -1,066
Jun04 031120 99.86 99.88 99.86 99.88 +0.01 1,391 68,719 -173
Sep04 031120 99.81 99.82 99.81 99.82 +0.01 2,164 36,361 +1,028
Dec04 031120 99.70 99.71 99.70 99.71 unch 2,176 32,253 -168
Mar05 031120 99.57 99.58 99.57 99.58 +0.01 866 19,969 -472
Jun05 031120 99.47 99.50 99.47 99.50 +0.01 250 10,804 -250
Sep05 031120 99.39 99.39 99.39 99.39 +0.01 0 13,087 +0
Total Volume and Open Interest 7,217 299,246 -1,743
German Euro-Bund(EUREX)
Dec03 031120 112.60 113.22 112.54 112.74 +0.08 1,035,845 867,573 -7,647
Mar04 031120 112.05 112.60 112.05 112.22 +0.08 12,962 62,767 +7,332
Jun04 031120 111.36 111.36 111.36 111.36 +0.15 2,330 0 +0
Total Volume and Open Interest 1,051,137 930,340 -315
German Euro-Bobl(EUREX)
Dec03 031120 110.29 110.94 110.22 110.44 +0.11 667,656 647,602 -10,475
Mar04 031120 109.75 110.17 109.71 109.93 +0.16 18,071 75,551 +5,798
Jun04 031120 108.99 108.99 108.99 108.99 -0.19 2,934 0 +0
Total Volume and Open Interest 688,661 723,153 -4,677
Long Gilt(LIFFE)
Dec03 031120 114~25 115~08 114~12 114~26 +0~02 44,789 160,451 -845
Mar04 031120 106~13 106~29 106~10 106~18 +0~01 818 5,969 +712
Total Volume and Open Interest 45,607 166,420 -133
3-Mth Short Sterling(LIFFE)
Dec03 031120 95.94 95.98 95.93 95.95 unch 64,669 215,586 -4,217
Mar04 031120 95.64 95.71 95.63 95.65 -0.01 43,944 168,746 -3,110
Jun04 031120 95.38 95.45 95.36 95.39 -0.02 46,316 169,202 -9,200
Total Volume and Open Interest 228,336 1,042,987 -21,457
3-Mth Euribor(LIFFE)
Dec03 031120 97.840 97.860 97.835 97.845 unch 66,948 543,847 -10,311
Mar04 031120 97.765 97.825 97.750 97.770 -0.005 142,405 498,502 -6,053
Jun04 031120 97.580 97.665 97.555 97.590 -0.005 175,889 386,233 -1,690
Total Volume and Open Interest 758,717 2,634,956 -8,723
3-Mth Aus T-Bills(SFE)
Dec03 031120 94.59 94.60 94.58 94.60 -0.01 18,532 153,722 +3,849
Mar04 031120 94.28 94.30 94.27 94.28 -0.05 24,434 147,665 +8,586
Jun04 031120 94.13 94.15 94.12 94.13 -0.05 7,084 62,976 +2,370
Sep04 031120 94.02 94.03 94.01 94.02 -0.06 2,427 25,710 -348
Dec04 031120 93.92 93.94 93.90 93.91 -0.07 758 21,211 +107
Mar05 031120 93.85 93.85 93.82 93.83 -0.07 268 17,997 +19
Jun05 031120 93.77 93.77 93.75 93.76 -0.07 743 11,765 +248
Sep05 031120 93.71 93.71 93.69 93.70 -0.07 151 5,039 -99
Dec05 031120 93.65 93.65 93.64 93.64 -0.10 0 2,063 +0
Mar06 031120 93.61 93.62 93.61 93.62 -0.07 0 748 +0
Total Volume and Open Interest 54,397 449,518 +14,732
10-Year Aus T-Bonds(SFE)
Dec03 031120 94.12 94.22 94.12 94.21 +0.07 6,450 193,762 +2,732
Mar04 031120 94.13 94.13 94.13 94.13 -0.08      
Total Volume and Open Interest 27,895 191,030 +14,165
3-Year Aus T-Bonds(SFE)
Dec03 031120 94.21 94.24 94.21 94.23 -0.06 62,628 463,799 +30,952
Mar04 031120 94.19 94.19 94.19 94.19 -0.06      
Total Volume and Open Interest 62,628 463,799 +30,952
Gold(CMX)
Dec03 031120 396.5 397.5 392.0 393.7 -1.2 52,522 141,071 -13,288
Feb04 031120 397.8 398.5 393.0 394.8 -1.2 21,046 71,979 +8,161
Apr04 031120 398.5 399.0 394.0 395.6 -1.2 992 9,998 +420
Jun04 031120 399.9 399.9 395.7 396.5 -1.2 383 12,670 +253
Aug04 031120 397.4 397.4 397.4 397.4 -1.2 552 7,411 -17
Oct04 031120 398.3 398.3 398.3 398.3 -1.2 8 795 +0
Total Volume and Open Interest 76,557 281,437 -4,183
Silver(CMX)
Dec03 031120 528.0 535.0 523.5 526.2 -0.8 16,463 58,949 -5,241
Mar04 031120 531.0 537.0 526.0 528.4 -0.8 7,574 36,909 +4,190
May04 031120 532.0 532.0 529.5 529.5 -0.7 16 2,242 -1
Jul04 031120 536.0 536.0 529.0 530.8 -0.7 36 2,252 -1
Sep04 031120 531.5 531.5 531.5 531.5 -0.5 0 584 +0
Total Volume and Open Interest 24,245 108,782 -938
Platinum(NYM)
Jan04 031120 769.0 772.0 766.0 766.7 -1.3 615 8,815 -70
Apr04 031120 760.0 762.0 759.2 759.2 -1.3 23 639 +0
Total Volume and Open Interest 638 9,454 -70
Palladium(NYME)
Dec03 031120 198.00 199.00 196.50 196.50 -1.75 678 3,775 -293
Mar04 031120 198.10 199.50 197.50 197.65 -1.60 470 2,195 +277
Jun04 031120 199.00 199.00 198.15 198.15 -1.60 26 331 +16
Total Volume and Open Interest 1,174 6,301 +0
Copper(CMX)
Dec03 031120 89.50 89.50 88.10 88.35 -3.40 10,499 51,293 -4,934
Mar04 031120 90.20 90.20 88.80 89.05 -3.40 7,949 35,987 +2,283
May04 031120 90.00 90.30 89.00 89.20 -3.15 1,497 2,959 +58
Jul04 031120 90.20 90.25 89.00 89.20 -3.05 128 2,715 -89
Sep04 031120 90.00 90.30 89.00 89.10 -2.95 28 1,433 +25
Total Volume and Open Interest 20,756 100,128 -2,710
DJIA Index(CBOT)
Dec03 031120 9635 9722 9590 9611 -75 8,309 34,917 +779
Mar04 031120 9610 9685 9560 9585 -75 28 2,959 +1
Jun04 031120 9561 9561 9561 9561 -75 0 2 +0
Total Volume and Open Interest 8,337 37,878 +780
S & P 500(CME)
Dec03 031120 1033.00 1046.20 1031.50 1032.00 -9.10 50,181 529,393 -6,550
Mar04 031120 1034.00 1041.00 1030.50 1030.50 -9.10 5,566 59,357 +4,171
Jun04 031120 1029.70 1029.70 1029.70 1029.70 -9.20 224 2,879 +45
Sep04 031120 1029.40 1029.40 1029.40 1029.40 -9.20 4 410 +1
Total Volume and Open Interest 55,975 592,118 -2,333
S & P 500 E-Mini(Globex)
Dec03 031120 1041.25 1046.25 1031.00 1032.00 -9.00 644,049 459,217 -13,863
Mar04 031120 1040.50 1044.00 1029.75 1030.50 -9.00 230 2,076 -21
Total Volume and Open Interest 644,279 461,293 -13,884
NASDAQ 100(CME)
Dec03 031120 1364.50 1395.50 1361.00 1362.50 -13.00 11,102 87,824 +940
Mar04 031120 1366.00 1366.00 1366.00 1366.00 -13.00 51 2,297 -1
Jun04 031120 1369.50 1369.50 1369.50 1369.50 -13.00 0 47 +0
Total Volume and Open Interest 11,153 90,168 +939
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031120 1377.5 1395.5 1359.5 1362.5 -13.0 330,865 314,010 +6,966
Mar04 031120 1371.5 1396.5 1366.0 1366.0 -13.0 206 1,252 -43
Total Volume and Open Interest 331,071 315,262 +6,923
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031120 545.00 552.25 545.00 546.00 -2.30 613 15,542 +81
Mar04 031120 545.80 545.80 545.80 545.80 -2.30      
Jun04 031120 546.25 546.25 546.25 546.25 -2.30 0 1 +0
Total Volume and Open Interest 613 15,543 +81
Russell 2000(CME)
Dec03 031120 521.00 529.50 519.50 521.00 -4.00 1,819 21,266 -16
Mar04 031120 520.00 521.00 520.00 521.00 -4.00      
Jun04 031120 521.00 521.00 521.00 521.00 -4.00      
Total Volume and Open Interest 1,819 21,266 -16
Value Line(KCBT)
Dec03 031120 1420.00 1420.00 1420.00 1420.00 -6.00 5 31 +0
Total Volume and Open Interest 1 35 +0
Nikkei 225(CME)
Dec03 031120 9750 9820 9680 9730 -75 3,849 31,975 +451
Mar04 031120 9740 9740 9740 9740 -75 15 71 +8
Total Volume and Open Interest 3,866 32,069 +461
Nikkei 225(SIMEX)
Dec03 031120 9800 9890 9640 9855 +245 26,968 148,734 -646
Mar04 031120 9780 9850 9780 9850 +245 1 5,042 -1
Jun04 031120 9805 9805 9805 9805 +245      
Total Volume and Open Interest 26,969 153,776 -647
CAC 40(MATIF)
Nov03 031120 3366.5 3370.0 3288.0 3326.0 -23.5 82,842 516,001 +4,511
Dec03 031120 3371.5 3372.0 3295.0 3331.0 -24.0 1,252 157,375 -1,571
Jan04 031120 3336.5 3336.5 3336.5 3336.5 -23.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031120 3677.0 3679.0 3570.0 3666.0 +2.0 117,146 280,039 +3,793
Mar04 031120 3695.0 3695.0 3593.0 3685.0 +2.0 1,142 12,379 +240
Jun04 031120 3717.0 3717.0 3631.0 3706.0 +2.0 782 3,386 +485
Total Volume and Open Interest 119,070 295,804 +4,518
FT-SE 100(LIFFE)
Dec03 031120 4347.00 4350.00 4272.00 4307.50 -27.50 64,731 402,041 -2,119
Mar04 031120 4328.00 4328.00 4285.00 4302.00 -28.50 3,362 18,540 +422
Jun04 031120 4309.00 4314.00 4309.00 4314.00 -30.00 100 8,479 +0
Total Volume and Open Interest 68,193 429,661 -1,697
SPI 200(SFE)
Dec03 031120 3188.0 3207.0 3185.0 3203.0 +22.0 13,610 157,855 +716
Mar04 031120 3209.0 3216.0 3208.0 3215.0 +22.0 104 3,688 -86
Jun04 031120 3222.0 3228.0 3220.0 3227.0 +22.0 110 2,982 -85
Total Volume and Open Interest 13,827 166,270 +547
GSCI(CME)
Dec03 031120 253.80 253.90 250.00 250.50 -1.40 610 12,610 +401
Jan04 031120 248.50 248.50 248.50 248.50 -1.50 0 9 +0
Feb04 031120 245.00 245.00 245.00 245.00 -1.00      
Total Volume and Open Interest 610 12,619 +401
Reuters CRB Index(NYBOT)
Jan04 031120 252.25 252.25 251.10 251.10 -1.40 29 591 -21
Feb04 031120 249.35 249.35 249.35 249.35 -1.15 3 233 +0
Apr04 031120 248.00 248.10 248.00 248.10 -0.90 3 159 +2
Total Volume and Open Interest 40 986 -16
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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Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!