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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 Mon November 24, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031124 749.00 752.50 735.00 737.25 -16.25 59,370 113,468 +1,766
Mar04 031124 743.50 749.00 733.00 734.75 -14.75 15,910 44,480 +397
May04 031124 728.50 732.00 718.75 720.25 -12.50 6,049 41,983 -497
Jul04 031124 715.00 718.50 705.00 706.50 -12.50 3,229 22,263 +430
Aug04 031124 687.00 688.00 677.00 678.50 -9.50 795 3,909 +77
Sep04 031124 639.00 642.00 632.00 632.50 -7.75 43 1,230 +26
Nov04 031124 578.00 580.00 572.50 573.25 -7.25 1,317 13,152 +80
Total Volume and Open Interest 86,713 240,532 +2,279
Soybean Meal(CBOT)
Dec03 031124 229.50 230.70 225.80 226.40 -4.00 11,934 27,677 -2,991
Jan04 031124 228.20 229.70 224.50 225.10 -4.70 9,372 29,466 +1,060
Mar04 031124 227.50 228.80 223.80 224.80 -4.00 7,744 30,318 -210
May04 031124 223.00 223.80 220.30 220.40 -3.60 4,681 37,499 +410
Jul04 031124 218.00 218.70 215.50 215.80 -2.70 2,733 21,219 +169
Aug04 031124 209.00 209.50 207.20 207.40 -1.60 1,896 5,523 +639
Sep04 031124 196.00 196.50 194.60 194.60 -0.90 1,289 4,610 +17
Oct04 031124 174.50 174.50 173.20 173.20 -1.30 149 4,550 +13
Total Volume and Open Interest 41,104 172,613 -594
Soybean Oil(CBOT)
Dec03 031124 26.80 26.87 26.38 26.40 -0.58 9,634 24,204 -1,984
Jan04 031124 26.75 26.77 26.17 26.18 -0.64 13,178 43,264 +475
Mar04 031124 26.50 26.50 25.98 25.99 -0.63 5,118 39,341 +127
May04 031124 26.20 26.20 25.70 25.71 -0.62 3,024 36,189 -11
Jul04 031124 25.65 25.68 25.12 25.15 -0.63 1,968 32,003 -524
Aug04 031124 25.15 25.25 24.75 24.75 -0.52 580 3,724 +73
Sep04 031124 24.50 24.50 24.00 24.00 -0.50 120 2,254 +32
Oct04 031124 23.30 23.30 22.90 22.90 -0.50 61 2,499 +9
Total Volume and Open Interest 33,801 191,519 -1,850
Canola(WCE)
Jan04 031124 368.1 369.5 366.2 366.2 -2.6 2,971 23,736 -2,367
Mar04 031124 372.5 372.5 370.5 370.6 -2.4 1,436 9,191 +44
May04 031124 374.5 374.8 374.5 374.7 -2.8 117 4,685 +47
Jul04 031124 380.0 380.0 378.0 378.0 -3.0 210 3,429 -83
Sep04 031124 340.9 340.9 340.9 340.9 -0.1      
Total Volume and Open Interest 4,761 45,457 -2,342
Corn(CBOT)
Dec03 031124 234.75 236.25 233.75 234.75 -1.25 59,400 119,931 -23,372
Mar04 031124 240.50 241.50 238.75 239.50 -1.50 41,901 229,871 +13,249
May04 031124 243.75 244.75 242.00 242.50 -2.00 2,568 39,290 +346
Jul04 031124 246.00 246.75 244.00 244.75 -2.00 2,230 35,201 -160
Sep04 031124 244.50 244.50 242.50 242.50 -2.00 251 6,486 +64
Dec04 031124 244.25 244.75 242.75 243.25 -1.50 869 30,025 -141
Total Volume and Open Interest 107,318 463,846 -10,007
Wheat(CBOT)
Dec03 031124 386.00 388.50 376.00 379.50 -3.75 8,967 18,183 -7,675
Mar04 031124 398.00 402.00 387.00 390.25 -6.00 19,885 84,605 -961
May04 031124 392.00 392.00 380.00 381.00 -5.00 748 6,521 +55
Jul04 031124 353.50 355.00 349.00 352.25 -2.25 1,744 9,490 +164
Sep04 031124 354.00 357.00 354.00 356.50 -2.00 43 452 +28
Total Volume and Open Interest 31,421 120,028 -8,381
Wheat(KCBT)
Dec03 031124 383.50 387.50 376.50 380.00 -4.25 10,423 14,306 -1,253
Mar04 031124 391.00 394.50 382.50 385.00 -4.50 12,668 49,821 +1,160
May04 031124 382.50 384.00 376.00 378.50 -3.00 313 3,493 +57
Jul04 031124 360.50 361.50 353.50 356.75 -3.00 941 4,453 +201
Sep04 031124 362.00 362.00 362.00 362.00 unch 7 300 +3
Total Volume and Open Interest 24,366 72,717 +168
Wheat(MGE)
Dec03 031124 392.00 398.50 388.50 390.75 -6.75 3,066 5,449 -1,704
Mar04 031124 397.00 399.00 388.00 392.00 -11.00 4,581 20,856 -900
May04 031124 397.00 397.00 388.50 390.50 -13.25 703 3,277 +238
Jul04 031124 383.00 383.00 383.00 383.00 -3.00 62 656 +19
Sep04 031124 366.00 368.00 366.00 368.00 -1.00 48 466 +30
Total Volume and Open Interest 8,499 30,867 -2,284
Oats(CBOT)
Dec03 031124 139.25 139.25 131.25 131.25 -7.75 835 2,783 -429
Mar04 031124 143.00 143.25 138.00 138.25 -5.00 1,226 3,339 +412
May04 031124 146.50 146.50 142.00 142.00 -6.00 38 212 +20
Jul04 031124 152.00 152.00 148.00 148.00 -4.25 3 76 -1
Total Volume and Open Interest 2,103 6,415 +4
Rough Rice(CBOT)
Jan04 031124 8.40 8.43 8.33 8.34 -0.07 233 5,171 +64
Mar04 031124 8.45 8.50 8.43 8.43 -0.06 81 1,814 +8
May04 031124 8.49 8.49 8.49 8.49 -0.06 9 688 +3
Jul04 031124 8.58 8.58 8.58 8.58 -0.06 5 387 +5
Total Volume and Open Interest 328 8,079 +80
Live Cattle(CME)
Dec03 031124 96.100 96.350 95.650 96.275 +1.125 5,225 30,850 -765
Feb04 031124 91.100 91.550 90.850 91.450 +0.675 5,168 47,093 +498
Apr04 031124 82.100 82.750 81.975 82.625 +0.800 1,633 18,270 -2
Jun04 031124 74.900 75.700 74.900 75.650 +0.825 737 10,873 +46
Aug04 031124 74.000 74.400 73.800 74.275 +0.575 130 4,343 +42
Oct04 031124 76.000 76.600 76.000 76.600 +0.900 58 912 +41
Total Volume and Open Interest 13,062 113,823 -192
Feeder Cattle(CME)
Jan04 031124 96.350 97.075 96.250 96.925 +1.175 1,300 9,508 +203
Mar04 031124 90.000 91.000 90.000 90.950 +1.150 313 2,481 +102
Apr04 031124 87.925 88.600 87.925 88.500 +0.975 120 920 +20
May04 031124 88.900 89.100 88.550 88.775 +0.825 131 1,893 -2
Aug04 031124 90.200 90.450 90.000 90.350 +0.700 11 941 +5
Sep04 031124 89.400 89.500 89.400 89.500 +0.350 0 370 +0
Oct04 031124 90.000 90.000 90.000 90.000        
Lean Hogs(CME)
Dec03 031124 50.000 50.500 49.500 49.625 -0.225 2,992 11,734 -817
Feb04 031124 54.250 54.600 53.500 53.550 -0.525 5,044 22,034 +589
Apr04 031124 57.650 57.875 57.025 57.125 -0.375 466 5,640 +69
May04 031124 60.300 60.750 60.250 60.625 +0.175 15 869 +0
Jun04 031124 64.000 64.200 63.500 63.825 -0.175 75 2,134 -1
Jul04 031124 61.800 61.800 61.300 61.300 -0.325 22 628 +2
Aug04 031124 59.350 59.350 59.300 59.300 +0.100 4 463 -1
Oct04 031124 52.500 52.500 52.100 52.100 -0.150 8 312 +20
Total Volume and Open Interest 8,632 43,904 -138
Pork Bellies(CME)
Feb04 031124 86.500 87.400 84.625 84.750 -1.750 323 1,872 +33
Mar04 031124 85.500 86.000 84.000 84.200 -1.300 3 168 +3
May04 031124 87.000 87.000 86.275 86.275 -0.325 3 109 +0
Jul04 031124 88.000 88.000 87.300 87.300 -0.800 3 51 +1
Aug04 031124 86.850 86.850 86.850 86.850 -1.400 0 9 +0
Total Volume and Open Interest 332 2,209 +37
BFP Milk Class III(CME)
Nov03 031124 13.47 13.47 13.46 13.46 -0.01 371 6,051 +49
Dec03 031124 11.61 11.61 11.50 11.51 -0.08 134 3,954 +28
Jan04 031124 11.75 11.75 11.64 11.74 -0.01 46 2,038 +6
Feb04 031124 11.48 11.50 11.36 11.38 -0.08 12 1,668 -4
Mar04 031124 11.45 11.55 11.41 11.41 -0.04 27 1,499 +7
Total Volume and Open Interest 713 21,596 +94
Cocoa(NYBOT)
Dec03 031124 1505 1513 1485 1492 -12 55 302 -93
Mar04 031124 1495 1496 1470 1479 -12 6,351 32,543 -443
May04 031124 1485 1485 1465 1472 -12 1,063 14,260 -16
Jul04 031124 1475 1475 1468 1472 -14 84 12,122 -7
Sep04 031124 1480 1482 1472 1477 -16 522 7,282 -122
Dec04 031124 1510 1510 1489 1489 -16 10 8,800 -10
Mar05 031124 1501 1501 1501 1501 -16 355 3,383 +0
Total Volume and Open Interest 8,211 91,917 -565
Coffee "C"(NYBOT)
Dec03 031124 56.75 57.35 56.65 57.25 +0.60 912 578 -66
Mar04 031124 60.00 60.40 59.90 60.15 +0.40 13,031 57,267 +2,103
May04 031124 62.10 62.25 61.95 62.10 +0.35 2,674 7,692 +639
Jul04 031124 64.25 64.50 63.90 64.00 +0.30 1,201 4,500 +170
Sep04 031124 66.10 66.10 65.85 65.85 +0.30 578 5,789 -66
Dec04 031124 68.70 68.85 68.40 68.40 +0.25 411 3,123 +113
Total Volume and Open Interest 18,949 80,634 +2,932
Orange Juice(NYBOT)
Jan04 031124 69.80 70.10 68.50 68.60 -1.90 688 17,615 -162
Mar04 031124 73.20 73.40 72.00 72.10 -1.75 586 10,636 +472
May04 031124 76.05 76.05 74.90 75.00 -1.55 226 5,473 +109
Jul04 031124 78.50 78.50 77.75 77.75 -1.30 8 527 +8
Sep04 031124 81.00 81.00 80.30 80.50 -1.05 3 441 +3
Total Volume and Open Interest 1,511 34,940 +430
Sugar #11(NYBOT)
Mar04 031124 6.22 6.25 6.11 6.12 -0.14 18,454 110,662 -3,324
May04 031124 6.26 6.27 6.16 6.16 -0.13 1,991 24,154 -373
Jul04 031124 6.11 6.14 6.07 6.07 -0.07 2,461 27,649 +102
Oct04 031124 6.14 6.17 6.12 6.12 -0.04 1,487 18,129 +32
Mar05 031124 6.30 6.31 6.28 6.28 -0.04 319 6,856 +17
Total Volume and Open Interest 24,969 192,818 -3,441
London Cocoa(LCE)
Dec03 031124 882 883 870 879 +1 2,447 34,903 -1,029
Mar04 031124 911 914 898 909 +2 3,702 44,159 +230
May04 031124 921 929 918 928 +2 337 17,609 +67
Jul04 031124 941 954 938 948 +2 1,192 19,823 +381
Sep04 031124 952 959 951 959 +3 344 19,919 +70
Dec04 031124 962 973 958 968 +2 148 39,962 -45
Mar05 031124 969 983 969 978 +2 327 15,805 +49
Total Volume and Open Interest 8,524 193,171 -254
London Coffee(LCE)
Nov03 031124 651.00 652.00 650.00 652.00 +2.00 222 5,078 -481
Jan04 031124 670.00 673.00 668.00 670.00 +4.00 3,759 57,369 -291
Mar04 031124 688.00 690.00 685.00 687.00 +2.00 3,015 34,466 +83
May04 031124 705.00 706.00 704.00 706.00 +2.00 2,881 23,282 +1,963
Jul04 031124 723.00 724.00 722.00 723.00 +2.00 692 12,428 +527
Sep04 031124 741.00 741.00 739.00 739.00 +2.00 601 9,920 +386
Total Volume and Open Interest 12,041 148,529 +2,974
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031124 187.00 187.70 185.20 185.50 -2.50 1,416 18,093 -14
May04 031124 187.20 187.70 185.80 185.80 -2.20 513 6,392 +89
Aug04 031124 186.50 186.50 184.80 184.80 -1.70 167 6,583 +27
Oct04 031124 186.30 186.30 185.50 185.50 -1.30 128 3,354 -7
Total Volume and Open Interest 2,315 35,621 +165
Cotton(NYBOT)
Dec03 031124 67.45 67.45 63.87 63.87 -3.73 190 382 -249
Mar04 031124 72.90 72.90 70.09 70.09 -3.00 8,319 62,228 -2,133
May04 031124 74.00 74.00 71.35 71.35 -3.00 1,305 13,698 +117
Jul04 031124 74.40 74.50 71.70 71.70 -3.00 766 5,355 -92
Oct04 031124 66.50 66.50 64.50 64.50 -2.30 4 257 -6
Dec04 031124 66.50 66.75 64.75 65.00 -1.90 513 3,895 -103
Total Volume and Open Interest 11,369 86,432 -2,269
Lumber(CME)
Jan04 031124 314.0 317.6 308.7 317.2 +6.4 311 1,349 +31
Mar04 031124 320.5 324.5 317.5 324.0 +5.0 83 347 +31
May04 031124 323.4 326.7 323.4 326.7 +3.6 3 55 -1
Jul04 031124 324.9 329.9 324.9 329.9 +3.1 2 13 +1
Total Volume and Open Interest 399 1,764 +62
Crude Oil(NYM)
Jan04 031124 31.25 31.25 29.65 29.74 -1.87 81,958 201,212 +1,230
Feb04 031124 30.80 30.83 29.40 29.49 -1.72 24,725 56,783 +3,044
Mar04 031124 30.25 30.30 29.00 29.08 -1.59 10,274 42,858 +1,153
Apr04 031124 29.72 29.75 28.69 28.69 -1.45 8,556 29,170 +1,011
May04 031124 29.10 29.10 28.31 28.31 -1.32 2,151 16,787 +463
Jun04 031124 28.80 28.85 27.92 27.94 -1.20 9,742 34,675 +1,070
Jul04 031124 28.00 28.00 27.57 27.57 -1.10 1,902 16,334 +688
Aug04 031124 27.60 27.60 27.24 27.24 -1.03 1,070 10,348 +192
Sep04 031124 27.50 27.50 26.95 26.95 -0.96 597 16,485 +250
Oct04 031124 27.27 27.35 26.69 26.69 -0.91 30 10,333 +0
Nov04 031124 27.14 27.14 26.46 26.46 -0.87 52 8,559 +52
Dec04 031124 26.87 26.90 26.25 26.25 -0.84 3,539 36,561 +1,611
Jan05 031124 26.04 26.04 26.04 26.04 -0.80 926 9,982 +37
Feb05 031124 25.90 25.90 25.90 25.90 -0.77 0 4,058 +0
Mar05 031124 26.30 26.30 25.78 25.78 -0.74 200 2,474 +125
Apr05 031124 25.66 25.66 25.66 25.66 -0.72 0 2,091 +0
Total Volume and Open Interest 147,105 579,453 +2,087
Heating Oil(NYM)
Dec03 031124 85.40 85.70 81.70 82.03 -4.83 22,522 22,119 -5,727
Jan04 031124 86.50 86.50 82.30 82.66 -4.99 21,002 61,225 +4,299
Feb04 031124 86.10 86.40 82.60 82.76 -4.74 4,708 22,998 -142
Mar04 031124 84.05 84.10 80.96 80.96 -4.34 2,296 16,516 +802
Apr04 031124 80.45 80.45 77.71 77.71 -3.94 418 7,525 +209
May04 031124 77.60 77.60 74.71 74.71 -3.64 1 4,497 +0
Jun04 031124 72.81 72.81 72.81 72.81 -3.39 563 8,051 +220
Jul04 031124 73.20 73.20 71.76 71.76 -3.19 9 2,634 -1
Aug04 031124 71.76 71.76 71.76 71.76 -2.99 2 2,378 +2
Sep04 031124 72.36 72.36 72.36 72.36 -2.89 0 1,680 +0
Oct04 031124 74.25 74.25 73.01 73.01 -2.79 1 995 +0
Nov04 031124 74.75 74.75 73.51 73.51 -2.74 1 1,281 +0
Total Volume and Open Interest 51,786 159,192 -163
Unleaded Gas(NYM)
Dec03 031124 86.95 87.20 83.30 83.54 -4.38 21,371 20,843 -6,423
Jan04 031124 86.80 87.00 82.50 82.57 -4.63 17,874 60,569 +5,192
Feb04 031124 86.80 86.90 82.60 82.77 -4.43 1,797 8,537 +215
Mar04 031124 85.65 85.90 83.12 83.12 -4.28 552 5,126 +207
Apr04 031124 93.60 93.60 89.82 89.82 -4.03 698 7,783 +60
May04 031124 89.32 89.32 89.32 89.32 -3.93 309 4,879 +132
Jun04 031124 87.87 87.87 87.87 87.87 -3.78 170 2,733 +65
Jul04 031124 85.82 85.82 85.82 85.82 -3.73 0 150 +0
Aug04 031124 83.27 83.27 83.27 83.27 -3.68 0 150 +0
Sep04 031124 80.07 80.07 80.07 80.07 -3.58 0 150 +0
Total Volume and Open Interest 42,771 110,920 -552
Natural Gas(NYM)
Dec03 031124 4.640 4.700 4.610 4.682 +0.048 34,792 29,166 -3,643
Jan04 031124 4.910 4.970 4.870 4.930 +0.009 20,644 67,675 +3,709
Feb04 031124 4.950 4.990 4.920 4.970 +0.004 5,652 31,138 +701
Mar04 031124 4.860 4.900 4.830 4.875 +0.004 6,631 26,016 +130
Apr04 031124 4.600 4.620 4.560 4.605 +0.004 2,705 21,203 +231
May04 031124 4.570 4.590 4.530 4.575 +0.004 1,405 17,480 +44
Jun04 031124 4.580 4.600 4.540 4.593 +0.004 429 14,436 +69
Jul04 031124 4.610 4.620 4.560 4.610 +0.004 560 11,562 +26
Aug04 031124 4.580 4.640 4.580 4.630 +0.004 170 11,449 +67
Sep04 031124 4.610 4.630 4.580 4.620 +0.004 281 10,300 +107
Oct04 031124 4.600 4.640 4.600 4.633 +0.004 128 10,675 +14
Nov04 031124 4.750 4.800 4.750 4.796 -0.003 178 9,547 +102
Dec04 031124 4.920 4.963 4.920 4.963 -0.011 283 10,686 +196
Jan05 031124 5.075 5.075 5.050 5.073 -0.011 210 7,575 -49
Feb05 031124 5.035 5.036 5.025 5.036 -0.011 6 8,129 -1
Mar05 031124 4.880 4.900 4.870 4.888 -0.009 26 7,385 +10
Total Volume and Open Interest 74,160 360,416 +1,752
Brent Crude Oil(IPE)
Jan04 031124 29.07 29.10 27.68 27.86 -1.50 38,953 104,888 -1,695
Feb04 031124 28.85 28.88 27.55 27.71 -1.48 13,032 61,366 +439
Mar04 031124 28.40 28.50 27.45 27.45 -1.41 4,754 22,191 -742
Apr04 031124 28.10 28.20 27.10 27.15 -1.33 2,214 11,113 +361
May04 031124 27.77 27.87 26.85 26.85 -1.26 894 10,936 +493
Jun04 031124 27.43 27.45 26.47 26.55 -1.20 2,336 26,588 +809
Jul04 031124 27.07 27.12 26.26 26.26 -1.12 110 9,418 +0
Aug04 031124 26.70 26.70 25.97 25.97 -1.04 0 7,426 +0
Sep04 031124 26.46 26.52 25.69 25.69 -1.00 186 6,345 +60
Oct04 031124 26.23 26.26 25.46 25.46 -0.98 0 2,651 +0
Nov04 031124 25.75 25.75 25.26 25.26 -0.94 175 2,351 +175
Dec04 031124 25.75 25.90 25.10 25.10 -0.89 1,685 29,342 +1,255
Total Volume and Open Interest 64,439 324,276 +1,155
Gas Oil(IPE)
Dec03 031124 259.50 259.75 251.25 252.25 -10.25 12,344 51,720 -2,333
Jan04 031124 257.25 257.50 249.50 250.00 -9.50 7,352 35,920 +117
Feb04 031124 251.75 251.75 245.75 245.75 -8.00 657 14,584 +78
Mar04 031124 244.00 244.50 239.75 239.75 -7.00 712 6,114 -99
Apr04 031124 239.25 239.25 231.75 234.25 -5.75 468 7,734 +95
May04 031124 234.00 234.00 229.00 229.25 -5.00 484 4,773 +304
Jun04 031124 228.50 228.75 226.25 226.25 -4.75 560 10,783 +260
Jul04 031124 228.50 228.50 226.00 226.00 -4.25 0 2,663 +0
Aug04 031124 225.50 225.50 225.50 225.50 -4.00 0 2,011 +0
Sep04 031124 226.00 226.00 225.25 225.25 -3.75 200 3,101 +200
Total Volume and Open Interest 23,077 161,630 -1,078
US Dollar Index(NYBOT)
Dec03 031124 90.74 91.78 90.70 91.73 +0.98 5,847 18,603 -4,330
Mar04 031124 91.15 92.20 91.15 92.13 +0.98 34 2,436 +7
Jun04 031124 92.25 92.58 92.25 92.58 +0.98 4 16 +3
Total Volume and Open Interest 5,885 21,056 -4,320
Australian Dollar(CME)
Dec03 031124 71.90 71.91 71.40 71.59 -0.61 1,727 61,273 -563
Mar04 031124 71.20 71.20 70.60 70.84 -0.61 85 1,577 -3,972
Jun04 031124 70.09 70.09 70.09 70.09 -0.61 25 230 +16
Total Volume and Open Interest 1,839 63,173 -4,517
British Pound(CME)
Dec03 031124 169.56 169.71 169.22 169.33 -0.76 1,551 65,091 -503
Mar04 031124 168.45 168.60 168.03 168.10 -0.75 77 716 +59
Jun04 031124 167.50 167.50 166.78 166.78 -0.75 0 2 +0
Total Volume and Open Interest 1,628 65,815 -444
Canadian Dollar(CME)
Dec03 031124 76.42 76.43 75.55 75.65 -1.00 6,368 73,902 -1,334
Mar04 031124 76.14 76.14 75.25 75.36 -0.99 1,438 6,600 -3,357
Jun04 031124 75.75 75.75 75.05 75.11 -0.98 11 1,337 +13
Sep04 031124 75.35 75.35 74.88 74.88 -0.97 2 727 +1
Total Volume and Open Interest 7,822 82,829 -4,675
Japanese Yen(CME)
Dec03 031124 91.77 91.85 91.37 91.44 -0.50 7,770 133,400 -2,240
Mar04 031124 92.04 92.08 91.66 91.72 -0.51 41 1,553 +28
Jun04 031124 92.01 92.01 92.01 92.01 -0.52 0 204 +0
Total Volume and Open Interest 7,811 135,208 -2,212
Swiss Franc(CME)
Dec03 031124 76.15 76.32 75.70 75.77 -1.32 4,893 64,056 -1,240
Mar04 031124 76.32 76.50 75.94 75.94 -1.32 26 511 +2
Jun04 031124 76.40 76.40 76.10 76.10 -1.32 5 114 +5
Total Volume and Open Interest 4,924 64,713 -1,233
EuroFX(CME)
Dec03 031124 118.15 118.25 117.53 117.62 -1.47 11,237 120,144 -5,114
Mar04 031124 117.90 117.93 117.24 117.33 -1.47 135 2,393 +50
Jun04 031124 117.50 117.50 116.95 117.05 -1.47 2 160 +2
Total Volume and Open Interest 11,374 122,808 -5,062
Mexican Peso(CME)
Dec03 031124 8900.0 8907.0 8790.0 8832.0 -51.0 2,673 34,974 +509
Mar04 031124 8800.0 8800.0 8700.0 8727.0 -61.0 1,149 2,220 +1,185
Total Volume and Open Interest 3,822 37,277 +1,694
30-Year T-Bonds(CBOT)
Dec03 031124 111~02 111~05 110~00 110~07 -0~29 214,767 378,925 -17,323
Mar04 031124 109~21 109~23 108~20 108~27 -0~28 53,481 128,907 +23,977
Jun04 031124 107~24 107~24 107~11 107~16 -0~28 198 431 +101
Total Volume and Open Interest 268,446 508,648 +6,755
Municipal Bonds(CBOT)
Dec03 031124 103~02 103~03 102~21 102~24 -0~16 199 2,213 +5
Mar04 031124 101~25 101~25 101~15 101~15 -0~16 0 28 +0
Total Volume and Open Interest 199 2,241 +5
10-Year T-Notes(CBOT)
Dec03 031124 113~240 113~255 113~030 113~070 -0~200 482,391 771,841 -124,843
Mar04 031124 112~115 112~115 111~220 111~255 -0~205 86,682 336,298 +33,119
Total Volume and Open Interest 569,075 1,108,168 -91,725
5-Year T-Notes(CBOT)
Dec03 031124 112~150 112~155 112~065 112~095 -0~125 158,782 690,029 -16,766
Mar04 031124 111~085 111~085 110~315 111~010 -0~145 19,460 243,827 +21,348
Total Volume and Open Interest 178,242 933,856 +4,582
2 Year T-Notes(CBOT)
Dec03 031124 107~040 107~040 107~029 107~033 -0~020 10,599 139,129 -3,308
Mar04 031124 106~084 106~084 106~069 106~080 -0~017 7,931 13,493 +4,752
Total Volume and Open Interest 18,530 152,622 +1,444
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031124 98.823 98.823 98.820 98.823 -0.002 37,125 644,224 -5,636
Mar04 031124 98.700 98.700 98.670 98.680 -0.035 59,629 686,552 -2,449
Jun04 031124 98.410 98.410 98.365 98.375 -0.070 67,221 653,832 -1,348
Sep04 031124 98.040 98.045 97.980 97.990 -0.105 89,569 581,258 +8,729
Dec04 031124 97.615 97.620 97.535 97.550 -0.120 56,090 512,383 -7,115
Mar05 031124 97.205 97.210 97.125 97.140 -0.115 27,014 334,210 -1,911
Jun05 031124 96.825 96.825 96.755 96.765 -0.110 15,874 275,512 +225
Sep05 031124 96.510 96.520 96.440 96.455 -0.105 18,809 213,423 -2,282
Dec05 031124 96.245 96.245 96.175 96.190 -0.105 13,951 172,908 +1,219
Mar06 031124 96.035 96.035 95.955 95.970 -0.105 9,147 132,492 -242
Jun06 031124 95.790 95.815 95.765 95.770 -0.100 6,969 116,879 -1,301
Sep06 031124 95.640 95.640 95.580 95.580 -0.100 6,789 93,773 -370
Total Volume and Open Interest 430,487 4,984,715 -8,849
3-Mth Euro-Yen(CME)
Dec03 031124 99.92 99.92 99.92 99.92 unch 1 7,895 +0
Mar04 031124 99.88 99.88 99.88 99.88 unch 406 8,921 +74
Jun04 031124 99.87 99.87 99.87 99.87 unch 0 12,953 -25
Sep04 031124 99.81 99.81 99.81 99.81 -0.01 30 8,650 -43
Dec04 031124 99.70 99.70 99.70 99.70 -0.02 1 3,045 +0
Mar05 031124 99.57 99.57 99.55 99.55 -0.03 53 3,766 -10
Jun05 031124 99.46 99.46 99.46 99.46 -0.03 11 592 +0
Sep05 031124 99.38 99.38 99.34 99.34 -0.03 406 4,436 +346
Dec05 031124 99.24 99.24 99.24 99.24 -0.02 0 49 +0
Mar06 031124 99.13 99.13 99.13 99.13 -0.02 0 229 +0
Total Volume and Open Interest 908 51,474 +342
3-Mth Euro-Yen(SIMEX)
Dec03 031124 99.92 99.92 99.92 99.92 unch 317 43,915 +174
Mar04 031124 99.88 99.88 99.88 99.88 -0.01 538 60,264 +58
Jun04 031124 99.87 99.87 99.87 99.87 -0.01 489 68,211 -99
Sep04 031124 99.82 99.82 99.81 99.81 -0.01 512 36,489 -235
Dec04 031124 99.71 99.71 99.71 99.71 unch 0 32,021 +0
Mar05 031124 99.59 99.59 99.58 99.58 unch 0 20,187 +0
Jun05 031124 99.49 99.49 99.49 99.49 -0.01 0 10,789 +0
Sep05 031124 99.38 99.38 99.38 99.38 -0.01 110 12,927 -84
Total Volume and Open Interest 2,041 299,033 -186
German Euro-Bund(EUREX)
Dec03 031124 112.85 112.92 112.27 112.32 -0.69 598,698 831,482 -17,670
Mar04 031124 112.35 112.39 111.75 111.80 -0.70 13,200 70,226 +6,563
Jun04 031124 111.00 111.00 110.78 110.78 -0.69 2,981 0 +0
Total Volume and Open Interest 614,879 901,708 -11,107
German Euro-Bobl(EUREX)
Dec03 031124 110.54 110.55 110.08 110.13 -0.46 392,702 626,529 -12,152
Mar04 031124 109.94 109.94 109.62 109.62 -0.46 9,149 91,656 +3,789
Jun04 031124 108.98 108.98 108.98 108.98 -0.16 4,082 0 +0
Total Volume and Open Interest 405,933 718,185 -8,363
Long Gilt(LIFFE)
Dec03 031124 114~24 114~25 114~04 114~09 -0~19 23,416 157,907 +222
Mar04 031124 106~16 106~17 105~29 106~01 -0~19 1,337 10,012 +1,192
Total Volume and Open Interest 24,753 167,919 +1,414
3-Mth Short Sterling(LIFFE)
Dec03 031124 95.96 95.97 95.93 95.95 -0.01 11,515 209,808 -2,673
Mar04 031124 95.66 95.68 95.59 95.63 -0.05 11,955 168,995 -1,070
Jun04 031124 95.41 95.42 95.28 95.33 -0.09 13,382 162,321 -2,627
Total Volume and Open Interest 59,636 1,025,147 -7,773
3-Mth Euribor(LIFFE)
Dec03 031124 97.845 97.850 97.835 97.840 -0.010 27,768 539,519 -525
Mar04 031124 97.790 97.790 97.720 97.735 -0.060 37,732 484,772 -3,847
Jun04 031124 97.615 97.620 97.505 97.530 -0.095 45,950 386,746 -939
Total Volume and Open Interest 248,073 2,615,452 +7,963
3-Mth Aus T-Bills(SFE)
Dec03 031124 94.61 94.62 94.60 94.61 -0.01 10,626 150,488 -4,031
Mar04 031124 94.31 94.33 94.29 94.31 -0.01 15,031 157,769 +7,375
Jun04 031124 94.17 94.19 94.16 94.16 -0.01 4,470 64,777 +2,107
Sep04 031124 94.06 94.07 94.04 94.06 -0.01 1,823 24,409 -725
Dec04 031124 93.97 93.97 93.94 93.95 -0.01 377 21,157 -114
Mar05 031124 93.88 93.88 93.86 93.86 -0.02 131 17,814 -240
Jun05 031124 93.79 93.79 93.78 93.79 -0.01 31 12,106 +6
Sep05 031124 93.72 93.72 93.72 93.72 -0.02 3 5,129 +3
Dec05 031124 93.65 93.66 93.65 93.66 -0.02 0 2,063 +0
Mar06 031124 93.62 93.62 93.62 93.62 -0.02 10 765 +10
Total Volume and Open Interest 32,502 457,099 +4,391
10-Year Aus T-Bonds(SFE)
Dec03 031124 94.18 94.19 94.15 94.17 -0.01 4,612 185,391 +1,539
Mar04 031124 94.17 94.17 94.17 94.17 -0.01      
Total Volume and Open Interest 16,198 183,852 -9,910
3-Year Aus T-Bonds(SFE)
Dec03 031124 94.28 94.29 94.25 94.26 -0.02 65,406 490,808 +26,342
Mar04 031124 94.19 94.19 94.19 94.19 -0.02      
Total Volume and Open Interest 65,406 490,808 +26,342
Gold(CMX)
Dec03 031124 394.3 394.4 390.2 391.5 -4.5 75,041 90,872 -27,435
Feb04 031124 395.5 395.6 391.6 392.7 -4.5 37,081 112,614 +22,225
Apr04 031124 396.5 396.5 392.5 393.6 -4.4 901 10,244 +49
Jun04 031124 397.5 397.5 393.5 394.5 -4.4 2,409 13,180 +275
Aug04 031124 396.0 396.0 395.0 395.4 -4.4 154 7,442 +9
Oct04 031124 396.3 396.3 396.3 396.3 -4.4 1 796 +1
Total Volume and Open Interest 116,970 273,852 -4,581
Silver(CMX)
Dec03 031124 523.5 525.0 519.0 524.5 -5.0 24,365 41,465 -11,073
Mar04 031124 527.0 527.5 522.0 527.0 -4.8 14,125 49,450 +8,408
May04 031124 527.0 530.0 527.0 528.2 -4.7 101 2,402 +79
Jul04 031124 532.0 532.0 525.0 529.5 -4.6 93 2,272 +29
Sep04 031124 530.5 530.5 530.5 530.5 -4.4 0 584 +0
Total Volume and Open Interest 39,631 105,681 -1,941
Platinum(NYM)
Jan04 031124 757.0 758.0 753.2 755.9 -4.4 562 8,596 -183
Apr04 031124 753.0 753.0 746.0 748.4 -4.9 59 727 +34
Total Volume and Open Interest 621 9,323 -149
Palladium(NYME)
Dec03 031124 194.00 194.50 192.00 192.00 -3.75 691 3,545 -242
Mar04 031124 195.00 196.00 193.50 193.95 -3.20 674 2,666 +249
Jun04 031124 196.00 196.00 194.45 194.70 -2.95 1 331 +0
Total Volume and Open Interest 1,366 6,542 +7
Copper(CMX)
Dec03 031124 89.20 90.60 89.00 90.45 +1.00 18,736 30,472 -10,914
Mar04 031124 90.00 91.35 89.80 91.25 +1.00 17,265 45,982 +7,606
May04 031124 90.00 91.40 90.00 91.25 +0.90 473 3,615 +325
Jul04 031124 90.30 91.20 89.75 91.20 +0.90 159 2,750 -12
Sep04 031124 90.00 91.05 90.00 91.05 +1.05 42 1,515 +18
Total Volume and Open Interest 37,575 91,398 -2,517
DJIA Index(CBOT)
Dec03 031124 9675 9747 9665 9735 +102 6,836 34,655 -1,297
Mar04 031124 9650 9725 9650 9709 +102 155 2,808 -167
Jun04 031124 9685 9685 9685 9685 +102 0 2 +0
Total Volume and Open Interest 6,991 37,465 -1,464
S & P 500(CME)
Dec03 031124 1040.50 1051.40 1040.30 1049.40 +13.10 39,822 529,016 -1,112
Mar04 031124 1039.00 1049.00 1039.00 1047.90 +13.10 1,405 62,077 +1,332
Jun04 031124 1047.20 1047.20 1047.20 1047.20 +13.20 666 3,633 +645
Sep04 031124 1046.70 1046.70 1046.70 1046.70 +13.20 1 405 -6
Total Volume and Open Interest 41,894 595,210 +859
S & P 500 E-Mini(Globex)
Dec03 031124 1035.75 1051.50 1035.25 1049.50 +13.25 534,013 458,031 -18,694
Mar04 031124 1034.50 1050.00 1034.50 1048.00 +13.25 187 2,169 -100
Total Volume and Open Interest 534,200 460,200 -18,794
NASDAQ 100(CME)
Dec03 031124 1387.00 1418.50 1387.00 1415.50 +37.00 13,507 87,111 -1,530
Mar04 031124 1419.00 1419.00 1419.00 1419.00 +37.00 8 2,247 -50
Jun04 031124 1422.50 1422.50 1422.50 1422.50 +37.00 0 47 +0
Total Volume and Open Interest 13,515 89,405 -1,580
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031124 1374.5 1418.5 1374.5 1415.5 +37.0 264,872 310,114 -7,881
Mar04 031124 1390.5 1421.5 1390.5 1419.0 +37.0 607 1,305 +38
Total Volume and Open Interest 265,479 311,419 -7,843
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031124 551.00 559.75 550.50 559.00 +9.50 701 16,030 +196
Mar04 031124 558.80 558.80 558.80 558.80 +9.50      
Jun04 031124 559.25 559.25 559.25 559.25 +9.50 0 1 +0
Total Volume and Open Interest 701 16,031 +196
Russell 2000(CME)
Dec03 031124 530.50 539.85 529.50 539.35 +12.15 1,229 21,266 +88
Mar04 031124 539.35 539.35 539.35 539.35 +12.15 1 1 +1
Jun04 031124 539.35 539.35 539.35 539.35 +12.15      
Total Volume and Open Interest 1,230 21,267 +89
Value Line(KCBT)
Dec03 031124 1442.00 1455.00 1442.00 1455.00 +29.00 0 31 +0
Total Volume and Open Interest 0 35 +0
Nikkei 225(CME)
Dec03 031124 9865 10060 9865 10030 +190 2,202 32,323 +39
Mar04 031124 9925 10040 9880 10040 +190 0 71 +0
Total Volume and Open Interest 2,202 32,419 +39
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 031124 3365.0 3431.0 3360.5 3427.0 +63.0 65,234 565,119 +20,027
Dec03 031124 3371.0 3428.0 3371.0 3420.0 +50.5 1,698 158,291 +434
Jan04 031124 3406.0 3425.0 3406.0 3425.0 +50.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031124 3656.0 3756.5 3653.5 3753.5 +112.5 92,568 281,176 +2,711
Mar04 031124 3696.5 3776.0 3696.5 3773.0 +113.0 232 12,513 +46
Jun04 031124 3712.0 3796.5 3712.0 3794.0 +114.0 236 3,510 +49
Total Volume and Open Interest 93,036 297,199 +2,806
FT-SE 100(LIFFE)
Dec03 031124 4329.50 4392.00 4327.50 4385.00 +66.50 46,915 402,610 -1,190
Mar04 031124 4332.00 4381.00 4332.00 4380.00 +67.00 1,366 18,875 +116
Jun04 031124 4394.00 4394.00 4394.00 4394.00 +66.50 0 9,029 +0
Total Volume and Open Interest 48,781 432,165 -674
SPI 200(SFE)
Dec03 031124 3180.0 3196.0 3177.0 3186.0 +4.0 9,381 155,277 -8,535
Mar04 031124 3194.0 3200.0 3190.0 3197.0 +4.0 71 3,723 +21
Jun04 031124 3209.0 3209.0 3209.0 3209.0 +4.0 116 3,202 +76
Total Volume and Open Interest 9,581 163,949 -8,438
GSCI(CME)
Dec03 031124 248.00 248.00 240.85 240.85 -8.15 95 12,781 -26
Jan04 031124 246.00 246.00 241.00 241.00 -7.00 0 9 +0
Feb04 031124 237.50 237.50 237.50 237.50 -7.00      
Total Volume and Open Interest 95 12,790 -26
Reuters CRB Index(NYBOT)
Jan04 031124 249.50 249.90 247.00 247.00 -3.50 46 580 -6
Feb04 031124 247.75 247.75 244.75 244.75 -3.75 1 232 -1
Apr04 031124 247.00 247.00 243.00 243.00 -4.00 8 164 +2
Total Volume and Open Interest 55 979 -5
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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