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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 Fri November 21, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031121 759.00 760.50 739.50 753.50 -5.75 39,899 111,702 -2,436
Mar04 031121 754.00 755.50 736.50 749.50 -5.25 9,594 44,083 +459
May04 031121 732.50 735.00 721.00 732.75 -0.75 4,995 42,480 +343
Jul04 031121 718.50 722.00 708.50 719.00 +0.50 2,476 21,833 +407
Aug04 031121 689.00 691.00 681.50 688.00 +0.25 987 3,832 +368
Sep04 031121 642.00 644.00 633.00 640.25 -1.75 275 1,204 +11
Nov04 031121 576.00 582.00 572.50 580.50 +2.50 1,143 13,072 +405
Total Volume and Open Interest 59,370 238,253 -441
Soybean Meal(CBOT)
Dec03 031121 232.00 232.20 227.00 230.40 -2.20 11,466 30,668 -2,552
Jan04 031121 231.30 231.30 225.90 229.80 -1.80 8,226 28,406 +1,627
Mar04 031121 228.80 229.50 223.50 228.80 -0.60 6,258 30,528 -241
May04 031121 224.20 224.40 220.00 224.00 -0.80 4,971 37,089 +510
Jul04 031121 219.50 219.50 214.80 218.50 -1.30 2,871 21,050 +313
Aug04 031121 209.00 209.50 206.00 209.00 unch 745 4,884 +144
Sep04 031121 195.50 196.50 193.30 195.50 +1.00 1,496 4,593 -25
Oct04 031121 174.00 175.00 173.20 174.50 +1.50 155 4,537 +64
Total Volume and Open Interest 37,110 173,207 +50
Soybean Oil(CBOT)
Dec03 031121 27.03 27.27 26.48 26.98 unch 11,741 26,188 -4,071
Jan04 031121 26.98 27.16 26.38 26.82 -0.07 12,675 42,789 +136
Mar04 031121 26.80 26.97 26.18 26.62 -0.05 10,924 39,214 +3,028
May04 031121 26.42 26.67 25.88 26.33 +0.02 4,195 36,200 +575
Jul04 031121 26.00 26.10 25.38 25.78 -0.03 6,696 32,527 +2,991
Aug04 031121 25.55 25.55 24.85 25.27 +0.02 825 3,651 +80
Sep04 031121 24.80 24.80 24.35 24.50 unch 275 2,222 +20
Oct04 031121 23.40 23.40 23.30 23.40 +0.10 160 2,490 -22
Total Volume and Open Interest 47,777 193,369 +2,726
Canola(WCE)
Jan04 031121 368.5 370.3 365.0 368.8 +0.3 7,140 26,103 -784
Mar04 031121 373.0 374.3 369.8 373.0 unch 1,893 9,147 +1,132
May04 031121 378.0 378.5 377.5 377.5 +0.5 556 4,638 +270
Jul04 031121 379.5 381.0 379.5 381.0 -0.6 132 3,512 +127
Sep04 031121 341.0 341.0 341.0 341.0 -1.0      
Total Volume and Open Interest 9,981 47,799 +945
Corn(CBOT)
Dec03 031121 235.00 237.00 232.75 236.00 +0.75 56,710 143,303 -13,019
Mar04 031121 241.25 242.00 238.50 241.00 unch 35,769 216,622 +6,596
May04 031121 244.00 245.00 242.00 244.50 unch 3,825 38,944 +561
Jul04 031121 247.00 247.25 244.25 246.75 -0.50 2,520 35,361 +884
Sep04 031121 244.50 245.00 242.75 244.50 +0.50 144 6,422 +7
Dec04 031121 245.00 245.00 243.00 244.75 unch 1,658 30,166 +21
Total Volume and Open Interest 100,724 473,853 -4,867
Wheat(CBOT)
Dec03 031121 374.00 384.00 374.00 383.25 +9.75 14,699 25,858 -5,687
Mar04 031121 387.50 397.00 387.50 396.25 +10.50 29,565 85,566 -1,646
May04 031121 382.50 389.00 382.00 386.00 +5.50 1,091 6,466 +96
Jul04 031121 352.00 356.50 351.50 354.50 +2.75 1,933 9,326 -98
Sep04 031121 356.00 358.50 356.00 358.50 +2.50 17 424 -2
Total Volume and Open Interest 47,379 128,409 -7,393
Wheat(KCBT)
Dec03 031121 372.00 384.50 371.50 384.25 +15.00 5,327 15,559 -2,905
Mar04 031121 380.00 390.00 379.00 389.50 +11.75 8,666 48,661 +179
May04 031121 376.00 382.00 376.00 381.50 +7.50 364 3,436 +158
Jul04 031121 355.00 360.00 355.00 359.75 +6.00 379 4,252 -96
Sep04 031121 362.00 362.00 362.00 362.00 +5.00 12 297 +0
Total Volume and Open Interest 14,743 72,549 -2,662
Wheat(MGE)
Dec03 031121 379.50 399.00 379.50 397.50 +19.00 2,542 7,153 -299
Mar04 031121 380.00 405.00 379.50 403.00 +24.75 4,387 21,756 +328
May04 031121 380.50 405.00 380.50 403.75 +25.50 713 3,039 +420
Jul04 031121 376.00 386.00 376.00 386.00 +10.50 16 637 -3
Sep04 031121 366.00 371.00 366.00 369.00 +6.50 32 436 -5
Total Volume and Open Interest 7,691 33,151 +442
Oats(CBOT)
Dec03 031121 139.75 140.00 138.75 139.00 -1.00 501 3,212 -123
Mar04 031121 145.25 145.25 142.50 143.25 -1.75 464 2,927 +116
May04 031121 150.50 150.50 147.50 148.00 -1.50 4 192 +2
Jul04 031121 152.50 152.50 152.00 152.25 -2.25 12 77 +0
Total Volume and Open Interest 970 6,411 -4
Rough Rice(CBOT)
Jan04 031121 8.35 8.42 8.27 8.41 +0.06 522 5,107 -21
Mar04 031121 8.41 8.49 8.40 8.49 +0.07 213 1,806 +8
May04 031121 8.52 8.55 8.50 8.55 +0.07 0 685 +0
Jul04 031121 8.64 8.64 8.64 8.64 +0.09 31 382 +4
Total Volume and Open Interest 766 7,999 -9
Live Cattle(CME)
Dec03 031121 94.700 95.375 94.400 95.150 +0.650 7,176 31,615 -1,021
Feb04 031121 90.700 91.250 90.050 90.775 +0.100 5,846 46,595 +1,388
Apr04 031121 81.850 82.250 81.350 81.825 unch 1,687 18,272 +24
Jun04 031121 74.650 75.100 74.275 74.825 +0.250 361 10,827 -13
Aug04 031121 73.600 74.100 73.400 73.700 +0.125 219 4,301 +25
Oct04 031121 76.000 76.100 75.500 75.700 unch 84 871 +55
Total Volume and Open Interest 15,474 114,015 +454
Feeder Cattle(CME)
Jan04 031121 95.800 96.400 95.200 95.750 +0.250 1,325 9,305 +102
Mar04 031121 90.050 90.300 89.000 89.800 unch 203 2,379 +3
Apr04 031121 88.050 88.400 87.250 87.525 -0.275 50 900 +4
May04 031121 88.200 88.500 87.500 87.950 +0.450 44 1,895 -12
Aug04 031121 90.100 90.100 89.650 89.650 +0.100 68 936 +17
Sep04 031121 89.150 89.150 89.150 89.150 -0.650 0 370 +0
Total Volume and Open Interest 2,126 18,304 -65
Lean Hogs(CME)
Dec03 031121 49.400 50.000 49.150 49.850 +0.575 3,714 12,551 -1,040
Feb04 031121 54.350 54.900 53.700 54.075 -0.175 4,713 21,445 +576
Apr04 031121 57.950 58.350 57.150 57.500 -0.350 535 5,571 -117
May04 031121 60.700 60.700 60.250 60.450 -0.450 31 869 +5
Jun04 031121 63.850 64.150 63.500 64.000 +0.050 136 2,135 -1
Jul04 031121 61.250 61.650 61.050 61.625 +0.125 35 626 -3
Aug04 031121 58.900 59.200 58.900 59.200 unch 7 464 +2
Oct04 031121 52.500 52.600 52.250 52.250 -0.075 11 292 +2
Total Volume and Open Interest 9,188 44,042 -574
Pork Bellies(CME)
Feb04 031121 85.800 86.850 85.250 86.500 +0.725 549 1,839 -40
Mar04 031121 86.500 86.500 85.500 85.500 +0.450 2 165 +0
May04 031121 87.000 87.000 86.600 86.600 +0.300 2 109 +2
Jul04 031121 87.800 88.100 87.800 88.100 +0.300 0 50 +0
Aug04 031121 88.250 88.250 88.250 88.250 +0.550 0 9 +0
Total Volume and Open Interest 553 2,172 -38
BFP Milk Class III(CME)
Nov03 031121 13.46 13.50 13.46 13.47 +0.04 16 6,002 +0
Dec03 031121 11.58 11.67 11.55 11.59 +0.05 67 3,926 -76
Jan04 031121 11.65 11.75 11.65 11.75 +0.11 21 2,032 +3
Feb04 031121 11.45 11.49 11.45 11.46 +0.05 12 1,672 +2
Mar04 031121 11.49 11.50 11.45 11.45 unch 40 1,492 -3
Total Volume and Open Interest 408 21,502 +5
Cocoa(NYBOT)
Dec03 031121 1543 1562 1504 1504 -49 125 395 -78
Mar04 031121 1535 1544 1488 1491 -49 2,773 32,986 -34
May04 031121 1516 1528 1484 1484 -46 417 14,276 +41
Jul04 031121 1528 1528 1486 1486 -43 196 12,129 +27
Sep04 031121 1536 1536 1493 1493 -42 268 7,404 +121
Dec04 031121 1505 1505 1505 1505 -42 538 8,810 -183
Mar05 031121 1517 1517 1517 1517 -40 355 3,383 +254
Total Volume and Open Interest 4,677 92,482 +153
Coffee "C"(NYBOT)
Dec03 031121 58.00 58.00 56.40 56.65 -1.00 922 644 -486
Mar04 031121 61.00 61.10 59.65 59.75 -0.85 14,196 55,164 +3,048
May04 031121 62.90 63.00 61.75 61.75 -0.80 1,176 7,053 +77
Jul04 031121 65.00 65.00 63.70 63.70 -0.75 975 4,330 +69
Sep04 031121 66.75 66.75 65.55 65.55 -0.75 879 5,855 +262
Dec04 031121 69.50 69.65 68.15 68.15 -0.95 196 3,010 +75
Total Volume and Open Interest 18,390 77,702 +3,057
Orange Juice(NYBOT)
Jan04 031121 70.35 70.65 70.30 70.50 -0.35 1,082 17,777 +14
Mar04 031121 73.80 73.95 73.50 73.85 -0.25 635 10,164 +264
May04 031121 76.25 76.75 76.00 76.55 -0.05 28 5,364 -14
Jul04 031121 79.10 79.10 79.05 79.05 -0.05 20 519 +30
Sep04 031121 81.00 81.55 81.00 81.55 -0.05 0 438 +0
Total Volume and Open Interest 1,765 34,510 +294
Sugar #11(NYBOT)
Mar04 031121 6.40 6.40 6.18 6.26 -0.12 29,432 113,986 -1,283
May04 031121 6.39 6.39 6.25 6.29 -0.09 4,094 24,527 +254
Jul04 031121 6.23 6.23 6.11 6.14 -0.08 3,873 27,547 +1,141
Oct04 031121 6.26 6.26 6.14 6.16 -0.10 2,393 18,097 +351
Mar05 031121 6.39 6.39 6.32 6.32 -0.07 109 6,839 -22
Total Volume and Open Interest 39,978 196,259 +480
London Cocoa(LCE)
Dec03 031121 909 915 877 878 -34 1,200 35,932 -743
Mar04 031121 941 944 905 907 -34 3,159 43,929 +641
May04 031121 960 960 925 926 -34 211 17,542 +99
Jul04 031121 979 979 946 946 -33 925 19,442 +607
Sep04 031121 987 987 956 956 -31 254 19,849 +136
Dec04 031121 980 986 962 966 -26 1,262 40,007 +334
Mar05 031121 989 997 971 976 -26 1,057 15,756 +600
Total Volume and Open Interest 8,080 193,425 +1,674
London Coffee(LCE)
Nov03 031121 646.00 654.00 646.00 650.00 -5.00 148 5,559 -622
Jan04 031121 666.00 671.00 664.00 666.00 -5.00 2,577 57,660 +174
Mar04 031121 687.00 689.00 683.00 685.00 -5.00 960 34,383 +411
May04 031121 702.00 708.00 701.00 704.00 -4.00 515 21,319 +368
Jul04 031121 724.00 726.00 720.00 721.00 -5.00 13 11,901 +0
Sep04 031121 740.00 741.00 737.00 737.00 -4.00 56 9,534 +0
Total Volume and Open Interest 4,467 145,555 +469
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031121 189.50 190.70 187.10 188.00 -2.10 4,604 18,107 -425
May04 031121 190.80 190.80 187.70 188.00 -2.40 808 6,303 +347
Aug04 031121 189.00 189.60 186.30 186.50 -2.90 511 6,556 +55
Oct04 031121 190.00 190.00 186.80 186.80 -2.30 474 3,361 +365
Total Volume and Open Interest 6,432 35,456 +351
Cotton(NYBOT)
Dec03 031121 70.65 70.70 67.50 67.60 -2.64 534 631 -966
Mar04 031121 75.35 75.65 72.60 73.09 -2.26 9,346 64,361 -1,031
May04 031121 76.60 76.60 74.00 74.35 -2.13 1,858 13,581 +416
Jul04 031121 76.80 76.80 74.50 74.70 -2.20 672 5,447 +297
Oct04 031121 67.00 67.00 66.80 66.80 unch 0 263 +0
Dec04 031121 67.00 67.45 66.90 66.90 -0.10 183 3,998 -51
Total Volume and Open Interest 12,593 88,701 -1,335
Lumber(CME)
Jan04 031121 311.8 314.0 309.8 310.8 -2.0 556 1,318 -51
Mar04 031121 319.4 320.0 317.7 319.0 -1.7 157 316 -20
May04 031121 324.1 324.5 323.1 323.1 +0.9 2 56 +0
Jul04 031121 325.0 326.8 325.0 326.8 -2.0 4 12 +3
Total Volume and Open Interest 719 1,702 -68
Crude Oil(NYM)
Jan04 031121 31.80 32.15 31.42 31.61 -0.25 118,553 199,982 +3,793
Feb04 031121 31.45 31.70 31.05 31.21 -0.21 25,194 53,739 +4,456
Mar04 031121 30.80 31.10 30.45 30.67 -0.17 12,737 41,705 +1,180
Apr04 031121 30.35 30.50 29.95 30.14 -0.13 5,302 28,159 +587
May04 031121 29.85 29.95 29.35 29.63 -0.10 2,691 16,324 -290
Jun04 031121 29.20 29.43 29.00 29.14 -0.09 6,380 33,605 +450
Jul04 031121 28.75 28.77 28.67 28.67 -0.10 1,846 15,646 +278
Aug04 031121 28.27 28.27 28.27 28.27 -0.11 817 10,156 -52
Sep04 031121 27.95 27.95 27.91 27.91 -0.11 562 16,235 +121
Oct04 031121 27.60 27.60 27.60 27.60 -0.11 1,040 10,333 +503
Nov04 031121 27.56 27.56 27.25 27.33 -0.11 325 8,507 +184
Dec04 031121 27.30 27.40 27.05 27.09 -0.11 3,008 34,950 +964
Jan05 031121 27.12 27.12 26.84 26.84 -0.13 316 9,945 +258
Feb05 031121 26.67 26.67 26.67 26.67 -0.13 0 4,058 +0
Mar05 031121 26.70 26.70 26.52 26.52 -0.13 100 2,349 +82
Apr05 031121 26.38 26.38 26.38 26.38 -0.13 0 2,091 +0
Total Volume and Open Interest 238,110 577,366 -3,735
Heating Oil(NYM)
Dec03 031121 87.60 87.90 86.50 86.86 -0.55 19,952 27,846 -4,298
Jan04 031121 88.20 88.50 87.30 87.65 -0.41 19,843 56,926 +3,368
Feb04 031121 87.90 88.15 87.10 87.50 -0.21 5,640 23,140 +262
Mar04 031121 85.60 85.85 85.30 85.30 -0.06 1,209 15,714 -119
Apr04 031121 82.00 82.00 81.65 81.65 -0.01 457 7,316 +212
May04 031121 78.35 78.35 78.35 78.35 -0.01 264 4,497 +176
Jun04 031121 76.50 76.50 76.20 76.20 -0.01 1,031 7,831 +180
Jul04 031121 75.30 75.30 74.95 74.95 -0.01 133 2,635 -27
Aug04 031121 75.10 75.10 74.75 74.75 -0.01 50 2,376 +50
Sep04 031121 75.25 75.25 75.25 75.25 -0.01 2 1,680 +0
Oct04 031121 75.80 75.80 75.80 75.80 -0.01 1 995 +1
Nov04 031121 76.25 76.25 76.25 76.25 -0.01 1 1,281 +1
Total Volume and Open Interest 49,532 159,355 +350
Unleaded Gas(NYM)
Dec03 031121 87.80 88.90 87.35 87.92 -0.16 20,653 27,266 -2,411
Jan04 031121 87.60 88.10 86.60 87.20 -0.14 18,101 55,377 +3,592
Feb04 031121 87.60 87.70 87.00 87.20 -0.05 1,925 8,322 +249
Mar04 031121 87.60 88.10 87.40 87.40 unch 494 4,919 +137
Apr04 031121 93.75 94.25 93.75 93.85 +0.10 552 7,723 +244
May04 031121 93.25 93.25 93.25 93.25 +0.20 1 4,747 +0
Jun04 031121 91.65 91.65 91.65 91.65 +0.30 20 2,668 +0
Jul04 031121 89.55 89.55 89.55 89.55 +0.25 0 150 +0
Aug04 031121 86.95 86.95 86.95 86.95 +0.20 0 150 +0
Sep04 031121 83.65 83.65 83.65 83.65 +0.15 0 150 +0
Total Volume and Open Interest 41,746 111,472 +1,811
Natural Gas(NYM)
Dec03 031121 4.640 4.700 4.590 4.634 +0.016 48,031 32,809 -3,676
Jan04 031121 4.930 4.985 4.880 4.921 +0.017 21,900 63,966 +1,159
Feb04 031121 4.980 5.015 4.930 4.966 +0.022 6,721 30,437 -61
Mar04 031121 4.880 4.900 4.840 4.871 +0.027 4,923 25,886 +569
Apr04 031121 4.580 4.640 4.560 4.601 +0.022 2,161 20,972 +195
May04 031121 4.560 4.590 4.550 4.571 +0.022 1,426 17,436 -119
Jun04 031121 4.610 4.610 4.570 4.589 +0.025 1,164 14,367 -250
Jul04 031121 4.590 4.620 4.590 4.606 +0.025 530 11,536 +68
Aug04 031121 4.610 4.630 4.610 4.626 +0.025 563 11,382 +36
Sep04 031121 4.590 4.616 4.590 4.616 +0.025 267 10,193 +22
Oct04 031121 4.620 4.630 4.610 4.629 +0.028 1,237 10,661 +237
Nov04 031121 4.780 4.799 4.770 4.799 +0.033 909 9,445 -139
Dec04 031121 4.950 4.974 4.950 4.974 +0.028 57 10,490 -22
Jan05 031121 5.066 5.084 5.060 5.084 +0.018 39 7,624 -9
Feb05 031121 5.031 5.050 5.031 5.047 +0.016 159 8,130 -18
Mar05 031121 4.881 4.920 4.875 4.897 +0.016 156 7,375 +136
Total Volume and Open Interest 91,276 358,664 -1,331
Brent Crude Oil(IPE)
Jan04 031121 29.90 30.20 29.20 29.36 -0.20 51,693 106,583 +1,079
Feb04 031121 29.62 29.94 29.07 29.19 -0.15 16,504 60,927 +4,747
Mar04 031121 29.20 29.35 28.86 28.86 -0.12 5,557 22,933 +1,452
Apr04 031121 28.80 28.86 28.48 28.48 -0.10 2,995 10,752 +507
May04 031121 28.28 28.28 28.11 28.11 -0.07 1,185 10,443 +218
Jun04 031121 27.90 28.10 27.70 27.75 -0.04 8,875 25,779 -731
Jul04 031121 27.38 27.38 27.36 27.38 -0.05 4,820 9,418 +1,160
Aug04 031121 27.01 27.01 27.01 27.01 -0.07 1,500 7,426 +600
Sep04 031121 26.80 26.90 26.65 26.69 -0.06 650 6,285 +575
Oct04 031121 26.44 26.44 26.44 26.44 -0.03 75 2,651 +25
Nov04 031121 26.32 26.32 26.17 26.20 -0.03 1,350 2,176 +375
Dec04 031121 26.16 26.20 25.93 25.99 -0.02 4,209 28,087 +996
Total Volume and Open Interest 101,413 323,121 +12,189
Gas Oil(IPE)
Dec03 031121 267.00 269.50 262.25 262.50 -4.75 14,777 54,053 -617
Jan04 031121 264.00 265.50 259.50 259.50 -4.00 11,648 35,803 +1,380
Feb04 031121 259.25 259.25 253.75 253.75 -3.00 1,890 14,506 +200
Mar04 031121 248.00 249.00 246.75 246.75 -3.00 1,100 6,213 -172
Apr04 031121 241.00 241.00 240.00 240.00 -2.75 1,650 7,639 +1,350
May04 031121 236.00 236.00 234.25 234.25 -2.00 750 4,469 +505
Jun04 031121 230.00 233.00 230.00 231.00 -1.25 573 10,523 +502
Jul04 031121 230.25 230.25 230.25 230.25 -1.25 0 2,663 +0
Aug04 031121 229.50 229.50 229.50 229.50 -1.25 0 2,011 +0
Sep04 031121 227.50 229.00 227.50 229.00 -1.00 200 2,901 +200
Total Volume and Open Interest 32,748 162,708 +3,298
US Dollar Index(NYBOT)
Dec03 031121 90.81 90.82 90.57 90.75 +0.03 1,709 22,933 +679
Mar04 031121 91.17 91.18 90.98 91.15 +0.03 86 2,429 +0
Jun04 031121 91.67 91.67 91.60 91.60 +0.03 0 13 +0
Total Volume and Open Interest 1,795 25,376 +679
Australian Dollar(CME)
Dec03 031121 72.15 72.28 71.98 72.20 +0.13 1,578 61,836 -185
Mar04 031121 71.35 71.50 71.35 71.45 +0.13 4,381 5,549 +4,230
Jun04 031121 70.70 70.70 70.70 70.70 +0.13 0 214 -2
Total Volume and Open Interest 5,961 67,690 +4,045
British Pound(CME)
Dec03 031121 170.16 170.43 170.00 170.09 +0.07 3,127 65,594 +1,095
Mar04 031121 169.10 169.18 168.85 168.85 +0.08 36 657 +20
Jun04 031121 167.53 167.53 167.53 167.53 +0.08 0 2 +0
Total Volume and Open Interest 3,163 66,259 +1,115
Canadian Dollar(CME)
Dec03 031121 76.47 76.75 76.30 76.65 -0.03 2,018 75,236 -1,137
Mar04 031121 76.19 76.50 75.95 76.35 -0.03 4,280 9,957 +4,174
Jun04 031121 76.10 76.14 76.09 76.09 -0.03 9 1,324 +7
Sep04 031121 75.95 75.95 75.85 75.85 -0.03 0 726 +0
Total Volume and Open Interest 6,307 87,504 +3,044
Japanese Yen(CME)
Dec03 031121 92.04 92.05 91.86 91.94 +0.02 2,773 135,640 -2,514
Mar04 031121 92.21 92.24 92.14 92.23 +0.02 67 1,525 +37
Jun04 031121 92.53 92.53 92.53 92.53 +0.02 8 204 -1
Total Volume and Open Interest 2,852 137,420 -2,481
Swiss Franc(CME)
Dec03 031121 77.05 77.30 76.99 77.09 +0.13 3,989 65,296 +1,744
Mar04 031121 77.20 77.40 77.20 77.26 +0.13 24 509 +9
Jun04 031121 77.50 77.50 77.42 77.42 +0.13 0 109 +0
Total Volume and Open Interest 4,013 65,946 +1,753
EuroFX(CME)
Dec03 031121 118.97 119.34 118.91 119.09 +0.06 8,956 125,258 -1,545
Mar04 031121 118.84 119.03 118.75 118.80 +0.06 289 2,343 +156
Jun04 031121 118.55 118.55 118.52 118.52 +0.06 1 158 +0
Total Volume and Open Interest 9,246 127,870 -1,389
Mexican Peso(CME)
Dec03 031121 8895.0 8915.0 8873.0 8883.0 -17.0 3,737 34,465 +538
Mar04 031121 8805.0 8810.0 8788.0 8788.0 -17.0 16 1,035 +11
Total Volume and Open Interest 3,753 35,583 +549
30-Year T-Bonds(CBOT)
Dec03 031121 110~31 111~20 110~27 111~04 +0~06 265,945 396,248 -10,236
Mar04 031121 109~18 110~08 109~16 109~23 +0~05 34,864 104,930 +18,452
Jun04 031121 108~13 108~24 108~12 108~12 +0~06 12 330 +6
Total Volume and Open Interest 300,821 501,893 +8,222
Municipal Bonds(CBOT)
Dec03 031121 103~08 103~13 103~07 103~08 +0~06 165 2,208 +45
Mar04 031121 101~31 101~31 101~31 101~31 +0~06 1 28 +0
Total Volume and Open Interest 165 2,236 +45
10-Year T-Notes(CBOT)
Dec03 031121 113~265 114~025 113~215 113~270 +0~015 748,010 896,684 -7,444
Mar04 031121 112~135 112~215 112~090 112~140 +0~015 57,315 303,179 +22,890
Total Volume and Open Interest 805,329 1,199,893 +15,450
5-Year T-Notes(CBOT)
Dec03 031121 112~240 112~270 112~195 112~220 +0~010 267,280 706,795 -34,378
Mar04 031121 111~185 111~190 111~145 111~155 +0~010 9,471 222,479 +26,723
Total Volume and Open Interest 276,751 929,274 -7,655
2 Year T-Notes(CBOT)
Dec03 031121 107~052 107~061 107~049 107~053 +0~003 8,123 142,437 -1,640
Mar04 031121 106~092 106~103 106~092 106~097 +0~004 5,038 8,741 +3,253
Total Volume and Open Interest 13,161 151,178 +1,613
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031121 98.827 98.830 98.825 98.825 +0.002 45,590 649,860 +1,582
Mar04 031121 98.705 98.730 98.700 98.715 +0.020 118,824 689,001 +5,259
Jun04 031121 98.445 98.470 98.430 98.445 +0.015 146,406 655,180 -10,230
Sep04 031121 98.085 98.125 98.075 98.095 +0.020 165,686 572,529 +2,756
Dec04 031121 97.670 97.710 97.655 97.670 +0.015 110,067 519,498 -7,520
Mar05 031121 97.270 97.300 97.245 97.255 +0.005 40,133 336,121 -4,108
Jun05 031121 96.910 96.930 96.870 96.875 -0.010 35,599 275,287 +2,766
Sep05 031121 96.585 96.610 96.555 96.560 -0.010 19,718 215,705 +710
Dec05 031121 96.325 96.340 96.295 96.295 -0.005 10,160 171,689 -350
Mar06 031121 96.105 96.130 96.075 96.075 -0.005 10,569 132,734 -1,893
Jun06 031121 95.900 95.915 95.870 95.870 -0.005 15,592 118,180 -2,543
Sep06 031121 95.710 95.730 95.680 95.680 -0.010 15,147 94,143 -1,462
Total Volume and Open Interest 765,675 4,993,564 -13,713
3-Mth Euro-Yen(CME)
Dec03 031121 99.92 99.92 99.92 99.92 -0.01 0 7,895 -466
Mar04 031121 99.88 99.88 99.88 99.88 unch 0 8,847 -300
Jun04 031121 99.87 99.87 99.87 99.87 unch 0 12,978 -5
Sep04 031121 99.82 99.82 99.82 99.82 unch 25 8,693 -200
Dec04 031121 99.72 99.72 99.72 99.72 unch 2 3,045 -90
Mar05 031121 99.60 99.60 99.58 99.58 +0.01 0 3,776 +0
Jun05 031121 99.50 99.50 99.49 99.49 +0.01 0 592 +0
Sep05 031121 99.41 99.41 99.37 99.37 unch 0 4,090 +0
Dec05 031121 99.26 99.26 99.26 99.26 -0.02 0 49 -24
Mar06 031121 99.15 99.15 99.15 99.15 +0.03 0 229 +0
Total Volume and Open Interest 27 51,132 -1,085
3-Mth Euro-Yen(SIMEX)
Dec03 031121 99.92 99.92 99.92 99.92 unch 765 43,741 -319
Mar04 031121 99.89 99.89 99.89 99.89 unch 922 60,206 +453
Jun04 031121 99.87 99.88 99.87 99.88 unch 1,148 68,310 -409
Sep04 031121 99.82 99.82 99.82 99.82 unch 1,071 36,724 +363
Dec04 031121 99.71 99.71 99.71 99.71 unch 188 32,021 -232
Mar05 031121 99.58 99.58 99.58 99.58 unch 559 20,187 +218
Jun05 031121 99.50 99.50 99.50 99.50 unch 61 10,789 -15
Sep05 031121 99.39 99.39 99.39 99.39 unch 106 13,011 -76
Total Volume and Open Interest 4,844 299,219 -27
German Euro-Bund(EUREX)
Dec03 031121 112.84 113.07 112.72 113.01 +0.27 1,006,481 849,152 -18,421
Mar04 031121 112.31 112.51 112.22 112.50 +0.28 4,746 63,663 +896
Jun04 031121 111.47 111.47 111.47 111.47 +0.11 5,631 0 +0
Total Volume and Open Interest 1,016,858 912,815 -17,525
German Euro-Bobl(EUREX)
Dec03 031121 110.52 110.66 110.43 110.59 +0.15 839,206 638,681 -8,921
Mar04 031121 110.01 110.12 109.96 110.08 +0.15 23,565 87,867 +12,316
Jun04 031121 109.14 109.14 109.14 109.14 +0.15 1,300 0 +0
Total Volume and Open Interest 864,071 726,548 +3,395
Long Gilt(LIFFE)
Dec03 031121 114~27 114~31 114~19 114~28 +0~02 46,301 157,685 -2,766
Mar04 031121 106~20 106~23 106~12 106~20 +0~03 3,199 8,820 +2,851
Total Volume and Open Interest 49,500 166,505 +85
3-Mth Short Sterling(LIFFE)
Dec03 031121 95.96 95.97 95.94 95.96 +0.01 31,407 212,481 -3,105
Mar04 031121 95.65 95.69 95.64 95.68 +0.03 50,432 170,065 +1,319
Jun04 031121 95.40 95.44 95.37 95.42 +0.03 47,480 164,948 -4,254
Total Volume and Open Interest 205,125 1,032,920 -10,067
3-Mth Euribor(LIFFE)
Dec03 031121 97.850 97.855 97.840 97.850 +0.005 72,804 540,044 -3,803
Mar04 031121 97.800 97.800 97.765 97.795 +0.025 118,673 488,619 -9,883
Jun04 031121 97.620 97.640 97.595 97.625 +0.035 158,006 387,685 +1,452
Total Volume and Open Interest 745,203 2,607,489 -27,467
3-Mth Aus T-Bills(SFE)
Dec03 031121 94.63 94.64 94.61 94.62 +0.02 10,955 154,519 +797
Mar04 031121 94.33 94.36 94.31 94.32 +0.04 10,914 150,394 +2,729
Jun04 031121 94.19 94.20 94.16 94.17 +0.04 1,793 62,670 -306
Sep04 031121 94.09 94.10 94.07 94.07 +0.05 1,670 25,134 -576
Dec04 031121 93.99 93.99 93.96 93.96 +0.05 744 21,271 +60
Mar05 031121 93.90 93.90 93.88 93.88 +0.05 329 18,054 +57
Jun05 031121 93.81 93.81 93.80 93.80 +0.04 404 12,100 +335
Sep05 031121 93.74 93.74 93.74 93.74 +0.04 280 5,126 +87
Dec05 031121 93.68 93.68 93.68 93.68 +0.04 50 2,063 +0
Mar06 031121 93.66 93.66 93.64 93.64 +0.02 50 755 +7
Total Volume and Open Interest 27,189 452,708 +3,190
10-Year Aus T-Bonds(SFE)
Dec03 031121 94.18 94.19 94.17 94.18 -0.03 1,797 183,852 -9,910
Mar04 031121 94.18 94.18 94.18 94.18 +0.05      
Total Volume and Open Interest 15,809 193,762 +2,732
3-Year Aus T-Bonds(SFE)
Dec03 031121 94.30 94.32 94.27 94.28 +0.05 45,719 464,466 +667
Mar04 031121 94.21 94.21 94.21 94.21 +0.02      
Total Volume and Open Interest 45,719 464,466 +667
Gold(CMX)
Dec03 031121 396.5 398.1 392.7 396.0 +2.3 59,918 118,307 -22,764
Feb04 031121 398.0 399.2 394.0 397.2 +2.4 28,137 90,389 +18,410
Apr04 031121 398.5 400.3 396.0 398.0 +2.4 535 10,195 +197
Jun04 031121 399.0 401.3 398.0 398.9 +2.4 372 12,905 +235
Aug04 031121 399.1 400.5 399.1 399.8 +2.4 337 7,433 +22
Oct04 031121 400.5 400.7 400.5 400.7 +2.4 8 795 +0
Total Volume and Open Interest 90,609 278,433 -3,004
Silver(CMX)
Dec03 031121 530.0 532.5 524.0 529.5 +3.3 17,390 52,538 -6,411
Mar04 031121 534.0 535.0 526.0 531.8 +3.4 8,649 41,042 +4,133
May04 031121 531.5 535.0 531.5 532.9 +3.4 596 2,323 +81
Jul04 031121 536.0 537.0 534.0 534.1 +3.3 78 2,243 -9
Sep04 031121 534.9 534.9 534.9 534.9 +3.4 0 584 +0
Total Volume and Open Interest 28,033 107,622 -1,160
Platinum(NYM)
Jan04 031121 770.0 770.0 757.0 760.3 -6.4 522 8,779 -36
Apr04 031121 760.0 761.0 753.3 753.3 -5.9 77 693 +54
Total Volume and Open Interest 599 9,472 +18
Palladium(NYME)
Dec03 031121 196.25 196.50 195.00 195.75 -0.75 395 3,787 +12
Mar04 031121 198.00 198.00 196.25 197.15 -0.50 318 2,417 +222
Jun04 031121 197.65 197.65 197.65 197.65 -0.50 3 331 +0
Total Volume and Open Interest 716 6,535 +234
Copper(CMX)
Dec03 031121 88.60 89.60 87.90 89.45 +1.10 23,849 41,386 -9,907
Mar04 031121 89.40 90.40 88.65 90.25 +1.20 12,704 38,376 +2,389
May04 031121 89.35 90.35 89.20 90.35 +1.15 530 3,290 +331
Jul04 031121 89.60 90.30 89.20 90.30 +1.10 169 2,762 +47
Sep04 031121 89.50 90.00 89.50 90.00 +0.90 149 1,497 +64
Total Volume and Open Interest 39,072 93,915 -6,213
DJIA Index(CBOT)
Dec03 031121 9630 9640 9578 9633 +22 11,491 35,952 +1,035
Mar04 031121 9600 9607 9580 9607 +22 29 2,975 +16
Jun04 031121 9583 9583 9583 9583 +22 0 2 +0
Total Volume and Open Interest 11,520 38,929 +1,051
S & P 500(CME)
Dec03 031121 1036.50 1037.00 1030.40 1036.30 +4.30 52,607 530,128 +735
Mar04 031121 1029.50 1034.80 1029.50 1034.80 +4.30 1,967 60,745 +1,388
Jun04 031121 1034.00 1034.00 1034.00 1034.00 +4.30 320 2,988 +109
Sep04 031121 1033.50 1033.50 1033.50 1033.50 +4.10 1 411 +1
Total Volume and Open Interest 54,895 594,351 +2,233
S & P 500 E-Mini(Globex)
Dec03 031121 1031.75 1037.00 1030.25 1036.25 +4.25 797,586 476,725 +17,508
Mar04 031121 1031.75 1035.50 1029.25 1034.75 +4.25 334 2,269 +193
Total Volume and Open Interest 797,920 478,994 +17,701
NASDAQ 100(CME)
Dec03 031121 1370.00 1379.00 1357.00 1378.50 +16.00 15,011 88,641 +817
Mar04 031121 1382.00 1382.00 1382.00 1382.00 +16.00 0 2,297 +0
Jun04 031121 1385.50 1385.50 1385.50 1385.50 +16.00 0 47 +0
Total Volume and Open Interest 15,011 90,985 +817
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031121 1362.5 1378.5 1356.5 1378.5 +16.0 400,476 317,995 +3,985
Mar04 031121 1361.5 1382.0 1361.0 1382.0 +16.0 450 1,267 +15
Total Volume and Open Interest 400,926 319,262 +4,000
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031121 548.00 549.75 547.00 549.50 +3.50 730 15,834 +292
Mar04 031121 549.30 549.30 549.30 549.30 +3.50      
Jun04 031121 549.75 549.75 549.75 549.75 +3.50 0 1 +0
Total Volume and Open Interest 730 15,835 +292
Russell 2000(CME)
Dec03 031121 525.00 527.50 522.00 527.20 +6.20 1,566 21,178 -88
Mar04 031121 527.20 527.20 527.20 527.20 +6.20 1 0 +0
Jun04 031121 527.20 527.20 527.20 527.20 +6.20      
Total Volume and Open Interest 1,566 21,178 -88
Value Line(KCBT)
Dec03 031121 1426.00 1426.00 1426.00 1426.00 +6.00 0 31 +0
Total Volume and Open Interest 1 35 +0
Nikkei 225(CME)
Dec03 031121 9805 9840 9730 9840 +110 4,855 32,284 +309
Mar04 031121 9850 9850 9850 9850 +110 3 71 +0
Total Volume and Open Interest 4,860 32,380 +311
Nikkei 225(SIMEX)
Dec03 031121 9745 9895 9740 9830 -25 26,898 147,401 -1,333
Mar04 031121 9750 9825 9750 9825 -25 3 5,044 +2
Jun04 031121 9780 9780 9780 9780 -25      
Total Volume and Open Interest 26,901 152,445 -1,331
CAC 40(MATIF)
Nov03 031121 3313.0 3370.0 3311.0 3364.0 +38.0 101,706 545,092 +29,091
Dec03 031121 3316.5 3369.5 3316.5 3369.5 +38.5 1,243 157,857 +482
Jan04 031121 3374.5 3374.5 3374.5 3374.5 +38.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031121 3639.5 3666.0 3623.5 3641.0 -25.0 149,095 278,465 -1,574
Mar04 031121 3650.0 3680.0 3645.0 3660.0 -25.0 717 12,467 +88
Jun04 031121 3675.5 3702.0 3666.5 3680.0 -26.0 380 3,461 +75
Total Volume and Open Interest 150,192 294,393 -1,411
FT-SE 100(LIFFE)
Dec03 031121 4314.00 4327.50 4296.00 4318.50 +11.00 74,096 403,800 +1,759
Mar04 031121 4309.00 4313.00 4291.00 4313.00 +11.00 1,232 18,759 +219
Jun04 031121 4327.50 4327.50 4327.50 4327.50 +13.50 1,000 9,029 +550
Total Volume and Open Interest 76,978 432,839 +3,178
SPI 200(SFE)
Dec03 031121 3191.0 3191.0 3172.0 3182.0 -21.0 12,852 163,812 +5,957
Mar04 031121 3192.0 3198.0 3185.0 3193.0 -22.0 19 3,702 +14
Jun04 031121 3203.0 3205.0 3203.0 3205.0 -22.0 160 3,126 +144
Total Volume and Open Interest 13,034 172,387 +6,117
GSCI(CME)
Dec03 031121 249.10 251.40 249.00 249.00 -1.50 299 12,807 +197
Jan04 031121 248.00 248.00 248.00 248.00 -0.50 0 9 +0
Feb04 031121 244.50 244.50 244.50 244.50 -0.50      
Total Volume and Open Interest 299 12,816 +197
Reuters CRB Index(NYBOT)
Jan04 031121 251.50 251.50 249.50 250.50 -0.60 73 586 -5
Feb04 031121 247.75 248.50 247.75 248.50 -0.85 3 233 +0
Apr04 031121 248.00 248.00 247.00 247.00 -1.10 4 162 +3
Total Volume and Open Interest 77 984 -2
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!