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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 27, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031126 745.00 751.50 742.00 745.75 -0.25 43,596 111,654 -1,676
Mar04 031126 741.00 748.00 739.50 743.75 +2.25 11,308 45,564 +78
May04 031126 721.50 728.50 719.75 725.00 +4.50 5,916 42,956 +1,024
Jul04 031126 707.00 715.50 705.00 710.00 +2.75 3,631 22,718 +209
Aug04 031126 679.00 686.00 679.00 684.00 +5.75 593 4,051 -30
Sep04 031126 643.00 643.00 639.00 639.00 +5.00 63 1,293 +30
Nov04 031126 575.00 581.50 574.00 579.00 +4.75 1,790 13,641 +222
Total Volume and Open Interest 66,899 241,924 -143
Soybean Meal(CBOT)
Dec03 031126 228.50 229.30 227.20 228.70 +2.10 12,610 18,906 -3,582
Jan04 031126 227.00 227.80 225.60 227.20 +1.60 13,378 32,486 +1,359
Mar04 031126 225.90 226.50 224.50 225.80 +1.20 8,482 33,889 +1,535
May04 031126 220.50 221.30 219.70 221.20 +1.50 3,454 38,753 +567
Jul04 031126 215.50 216.50 215.00 216.50 +1.70 2,336 21,667 +88
Aug04 031126 207.50 208.50 207.50 208.20 +1.90 319 5,692 +61
Sep04 031126 194.50 195.50 194.00 194.60 +1.60 252 4,844 +131
Oct04 031126 174.50 175.00 174.00 174.00 +0.60 49 4,593 +33
Total Volume and Open Interest 41,655 172,871 +441
Soybean Oil(CBOT)
Dec03 031126 26.90 27.07 26.82 26.93 +0.14 10,975 16,563 -3,387
Jan04 031126 26.70 26.90 26.56 26.61 unch 13,634 46,929 +1,521
Mar04 031126 26.50 26.67 26.30 26.38 +0.01 7,485 42,695 +1,986
May04 031126 26.20 26.35 25.98 26.00 -0.06 3,695 38,367 +1,119
Jul04 031126 25.60 25.78 25.50 25.51 -0.03 1,688 32,705 +440
Aug04 031126 25.10 25.25 24.97 24.97 -0.03 164 3,731 +46
Sep04 031126 24.35 24.45 24.20 24.20 -0.05 194 2,364 +36
Oct04 031126 23.25 23.25 23.10 23.12 +0.07 57 2,581 +47
Total Volume and Open Interest 38,697 194,229 +2,006
Canola(WCE)
Jan04 031127 368.5 368.6 367.0 367.3 -1.7 963 20,541 -194
Mar04 031127 372.0 372.0 370.7 371.1 -1.6 442 9,622 +142
May04 031127 375.5 375.5 375.1 375.1 -1.4 297 4,726 +21
Jul04 031127 378.0 378.0 378.0 378.0 -1.5 0 3,542 +0
Sep04 031127 340.9 340.9 340.9 340.9 -0.1      
Total Volume and Open Interest 1,702 42,872 -31
Corn(CBOT)
Dec03 031126 240.50 243.25 240.25 242.50 +3.00 55,731 79,710 -23,201
Mar04 031126 245.50 248.00 245.00 247.25 +2.75 75,921 256,919 +16,208
May04 031126 248.00 251.00 248.00 250.25 +2.75 7,101 41,975 +1,978
Jul04 031126 250.00 252.75 250.00 252.00 +2.25 4,810 35,340 -489
Sep04 031126 247.50 248.50 247.25 247.75 +1.75 395 6,780 +235
Dec04 031126 245.00 246.50 245.00 245.75 +1.00 1,641 30,690 +329
Total Volume and Open Interest 145,646 454,474 -4,923
Wheat(CBOT)
Dec03 031126 389.00 390.00 383.00 386.50 -1.75 9,133 11,026 -6,294
Mar04 031126 400.00 402.00 394.50 398.50 -0.25 23,876 90,684 +2,298
May04 031126 391.00 393.00 388.00 390.00 +0.50 503 6,599 +32
Jul04 031126 360.00 362.00 358.00 360.25 +1.00 1,397 10,032 +611
Sep04 031126 364.00 364.50 364.00 364.50 +0.50 26 450 -2
Total Volume and Open Interest 34,974 119,547 -3,396
Wheat(KCBT)
Dec03 031126 389.50 394.00 386.00 393.75 +4.50 5,934 6,340 -2,296
Mar04 031126 394.00 395.50 390.00 392.75 -0.25 9,755 50,537 +1,413
May04 031126 387.50 388.00 385.50 386.50 unch 522 3,830 +305
Jul04 031126 364.50 367.00 362.00 365.50 +0.50 369 4,385 +36
Sep04 031126 367.00 367.00 367.00 367.00 unch 3 300 +0
Total Volume and Open Interest 16,586 65,739 -539
Wheat(MGE)
Dec03 031126 398.00 399.00 391.25 391.75 -5.25 2,635 1,590 -2,589
Mar04 031126 402.00 402.50 397.50 399.50 -1.25 6,388 21,678 +425
May04 031126 399.00 399.00 394.75 394.75 -1.75 1,005 3,402 +203
Jul04 031126 380.00 380.00 380.00 380.00 -5.00 12 660 +7
Sep04 031126 368.00 368.00 368.00 368.00 -2.00 5 474 +5
Total Volume and Open Interest 10,046 27,970 -1,948
Oats(CBOT)
Dec03 031126 136.00 137.50 133.50 133.50 -1.50 1,472 1,497 -776
Mar04 031126 141.00 142.75 139.00 139.75 -0.25 2,124 4,831 +1,037
May04 031126 145.00 146.00 144.00 144.25 unch 94 266 +10
Jul04 031126 148.50 148.50 148.50 148.50 unch 3 82 -3
Total Volume and Open Interest 3,693 6,681 +268
Rough Rice(CBOT)
Jan04 031126 8.22 8.25 8.18 8.20 -0.04 384 5,144 -65
Mar04 031126 8.31 8.33 8.30 8.30 -0.02 99 1,740 -31
May04 031126 8.40 8.40 8.40 8.40 unch 8 690 +2
Jul04 031126 8.48 8.48 8.48 8.48 -0.01 3 387 +0
Total Volume and Open Interest 494 7,980 -94
Live Cattle(CME)
Dec03 031126 97.700 98.475 97.400 98.475 +1.500 9,762 27,392 -2,128
Feb04 031126 92.300 92.900 91.950 92.750 +0.950 10,252 47,964 +85
Apr04 031126 83.200 83.750 82.950 83.650 +0.600 2,978 19,122 +753
Jun04 031126 76.400 76.700 76.250 76.625 +0.275 1,785 11,351 +484
Aug04 031126 75.200 75.350 74.900 75.025 +0.125 340 4,421 +118
Oct04 031126 77.500 77.850 77.400 77.600 +0.475 460 1,209 +269
Total Volume and Open Interest 26,027 113,158 -209
Feeder Cattle(CME)
Jan04 031126 98.050 98.800 97.900 98.725 +0.975 1,552 9,831 +110
Mar04 031126 91.800 92.500 91.750 92.475 +0.725 532 2,723 +160
Apr04 031126 89.800 89.800 89.500 89.800 +0.600 55 943 +8
May04 031126 90.000 90.500 89.800 90.500 +1.125 275 2,061 +148
Aug04 031126 91.000 91.500 91.000 91.500 +0.600 69 984 +37
Sep04 031126 90.000 90.350 90.000 90.350 +0.250 34 396 +26
Oct04 031126 91.000 91.000 91.000 91.000 +0.800 3 4 +3
Total Volume and Open Interest 2,520 16,942 +492
Lean Hogs(CME)
Dec03 031126 49.350 49.500 48.400 48.450 -0.725 3,528 10,121 -950
Feb04 031126 53.425 53.600 53.075 53.200 +0.125 4,972 23,300 +1,225
Apr04 031126 57.000 57.300 56.350 56.650 -0.300 1,378 6,136 +372
May04 031126 60.000 60.300 59.700 60.300 +0.050 136 871 -2
Jun04 031126 63.850 63.925 63.200 63.625 -0.200 232 2,167 +18
Jul04 031126 61.200 61.250 61.150 61.200 +0.075 55 640 -1
Aug04 031126 59.100 59.100 59.100 59.100 -0.150 13 463 +0
Oct04 031126 52.300 52.300 51.700 51.700 -0.300 4 312 +2
Total Volume and Open Interest 10,322 44,099 +662
Pork Bellies(CME)
Feb04 031126 86.800 86.850 86.100 86.325 -0.125 1,039 2,004 +167
Mar04 031126 86.500 86.500 85.350 85.350 +0.100 8 170 +2
May04 031126 86.550 86.550 86.550 86.550 -0.700 57 164 +55
Jul04 031126 89.200 89.200 88.600 88.600 -1.000 7 54 +3
Aug04 031126 89.000 89.000 89.000 89.000 unch 0 9 +0
Total Volume and Open Interest 1,111 2,401 +227
BFP Milk Class III(CME)
Nov03 031126 13.46 13.49 13.46 13.49 +0.01 61 6,039 -16
Dec03 031126 11.55 11.60 11.47 11.55 -0.05 261 3,854 -99
Jan04 031126 11.70 11.70 11.60 11.67 -0.04 294 2,164 +99
Feb04 031126 11.43 11.43 11.43 11.43 unch 90 1,687 +14
Mar04 031126 11.43 11.43 11.38 11.41 unch 68 1,565 +34
Total Volume and Open Interest 1,140 22,120 +268
Cocoa(NYBOT)
Dec03 031126 1435 1450 1435 1446 +5 67 192 -23
Mar04 031126 1430 1445 1415 1438 +12 7,207 32,446 +128
May04 031126 1425 1437 1415 1433 +10 1,335 14,661 +388
Jul04 031126 1430 1435 1420 1435 +10 297 12,110 -7
Sep04 031126 1438 1438 1426 1438 +9 540 7,295 +13
Dec04 031126 1447 1449 1447 1449 +9 97 8,767 -28
Mar05 031126 1461 1461 1461 1461 +9 483 3,283 -100
Total Volume and Open Interest 10,819 92,774 +1,164
Coffee "C"(NYBOT)
Dec03 031126 58.00 58.00 57.60 57.75 +0.25 80 241 -103
Mar04 031126 60.30 60.95 60.20 60.65 +0.40 6,527 57,664 +510
May04 031126 62.15 62.90 62.15 62.50 +0.35 652 7,876 +179
Jul04 031126 64.25 64.65 64.25 64.35 +0.30 103 5,104 +39
Sep04 031126 66.20 66.60 66.15 66.15 +0.25 220 5,690 -132
Dec04 031126 68.75 69.00 68.70 68.70 +0.25 51 3,208 +45
Total Volume and Open Interest 7,682 81,487 +538
Orange Juice(NYBOT)
Jan04 031126 67.95 68.60 67.60 68.45 +1.10 1,810 17,303 +330
Mar04 031126 71.00 72.00 70.90 71.90 +1.10 940 11,283 +137
May04 031126 73.60 74.30 73.60 74.25 +0.70 182 5,461 -39
Jul04 031126 76.75 76.95 76.50 76.95 +0.65 4 537 +4
Sep04 031126 79.75 79.75 79.65 79.65 +0.60 45 480 +0
Total Volume and Open Interest 2,936 35,312 +432
Sugar #11(NYBOT)
Mar04 031126 6.15 6.32 6.15 6.25 +0.13 9,714 110,780 +205
May04 031126 6.21 6.36 6.21 6.28 +0.10 1,036 23,037 -62
Jul04 031126 6.11 6.20 6.11 6.15 +0.08 947 27,345 -255
Oct04 031126 6.18 6.22 6.17 6.19 +0.04 1,075 18,032 -76
Mar05 031126 6.35 6.35 6.32 6.32 +0.02 258 7,337 +216
Total Volume and Open Interest 13,228 192,221 +166
London Cocoa(LCE)
Dec03 031127 854 863 848 857 +2 824 32,177 -65
Mar04 031127 885 895 880 889 +2 3,215 45,707 -40
May04 031127 908 915 901 910 +2 1,557 17,556 +125
Jul04 031127 926 935 922 930 +2 317 20,133 -1
Sep04 031127 933 944 933 940 +2 387 20,020 -18
Dec04 031127 942 951 942 949 +2 98 40,118 +55
Mar05 031127 954 964 952 960 +3 752 16,293 +224
Total Volume and Open Interest 7,213 193,091 +315
London Coffee(LCE)
Nov03 031127 658.00 668.00 658.00 668.00 +10.00 23 4,788 -24
Jan04 031127 677.00 688.00 677.00 687.00 +9.00 3,393 56,003 -503
Mar04 031127 694.00 704.00 694.00 703.00 +7.00 1,646 34,899 +288
May04 031127 713.00 721.00 713.00 720.00 +7.00 1,372 24,229 +61
Jul04 031127 729.00 737.00 729.00 736.00 +7.00 212 12,632 +13
Sep04 031127 748.00 752.00 748.00 752.00 +7.00 218 10,041 -9
Total Volume and Open Interest 7,731 149,703 +644
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031127 188.90 190.50 188.90 189.90 +0.80 1,462 18,588 +94
May04 031127 189.80 190.00 189.10 189.40 +0.30 244 7,516 +115
Aug04 031127 188.50 189.10 188.50 188.70 +0.20 155 6,675 +70
Oct04 031127 189.90 189.90 189.40 189.40 +0.30 155 3,414 +80
Total Volume and Open Interest 2,091 37,403 +409
Cotton(NYBOT)
Dec03 031126 61.50 71.00 61.50 68.00 +5.41 100 340 -38
Mar04 031126 67.27 70.09 67.25 70.09 +3.00 13,761 59,891 -1,018
May04 031126 70.50 71.35 70.00 71.35 +3.00 4,597 13,765 -170
Jul04 031126 71.74 71.74 71.00 71.74 +3.00 2,367 5,436 -30
Oct04 031126 63.50 65.08 63.50 65.08 +3.00 169 349 +91
Dec04 031126 64.00 65.65 64.00 65.65 +3.00 1,382 3,811 +26
Total Volume and Open Interest 22,944 84,625 -748
Lumber(CME)
Jan04 031126 311.9 315.7 310.8 314.4 +0.9 383 1,469 +57
Mar04 031126 318.5 322.4 318.5 322.1 +1.1 89 313 -8
May04 031126 328.3 329.7 326.2 326.2 +1.1 6 58 +0
Jul04 031126 330.0 335.8 330.0 335.8 +5.9 3 19 +2
Total Volume and Open Interest 481 1,859 +51
Crude Oil(NYM)
Jan04 031126 29.85 30.45 29.76 30.41 +0.64 123,182 173,060 -13,914
Feb04 031126 29.60 30.25 29.55 30.22 +0.66 38,506 54,679 +416
Mar04 031126 29.15 29.90 29.15 29.84 +0.66 17,380 43,920 +522
Apr04 031126 28.90 29.45 28.82 29.45 +0.64 6,052 28,166 -749
May04 031126 28.75 29.06 28.50 29.06 +0.61 1,870 16,484 -46
Jun04 031126 28.05 28.68 28.05 28.68 +0.59 6,029 32,735 -674
Jul04 031126 27.90 28.30 27.80 28.30 +0.57 1,805 16,754 -681
Aug04 031126 27.55 27.97 27.55 27.97 +0.56 381 10,428 -17
Sep04 031126 27.10 27.69 27.10 27.69 +0.56 558 16,401 -49
Oct04 031126 27.05 27.43 26.98 27.43 +0.55 690 10,536 +203
Nov04 031126 26.70 27.21 26.70 27.21 +0.55 148 8,578 -53
Dec04 031126 26.46 27.02 26.46 27.02 +0.56 5,158 34,907 -1,335
Jan05 031126 26.82 26.82 26.82 26.82 +0.56 169 9,953 +8
Feb05 031126 26.67 26.67 26.67 26.67 +0.54 0 4,058 +0
Mar05 031126 26.54 26.54 26.54 26.54 +0.52 115 2,459 +0
Apr05 031126 26.41 26.41 26.41 26.41 +0.50 100 1,991 +0
Total Volume and Open Interest 206,242 546,340 -15,789
Heating Oil(NYM)
Dec03 031126 82.10 84.00 82.00 83.49 +1.61 22,847 8,478 -7,820
Jan04 031126 82.90 84.70 82.60 84.27 +1.66 31,973 58,239 -2,991
Feb04 031126 83.00 84.80 82.70 84.32 +1.61 7,795 23,213 -411
Mar04 031126 81.10 83.00 81.10 82.57 +1.46 3,211 16,798 +550
Apr04 031126 78.20 79.70 78.20 79.32 +1.36 709 7,613 +68
May04 031126 75.10 76.32 75.10 76.32 +1.31 131 4,451 -37
Jun04 031126 73.70 74.42 73.70 74.42 +1.26 807 7,101 -618
Jul04 031126 73.00 73.90 73.00 73.37 +1.26 65 2,711 +1
Aug04 031126 72.90 73.37 72.90 73.37 +1.26 312 2,618 +260
Sep04 031126 73.66 73.97 73.66 73.97 +1.26 8 1,697 +0
Oct04 031126 74.30 74.62 74.30 74.62 +1.26 17 1,002 +6
Nov04 031126 74.80 75.12 74.80 75.12 +1.26 214 1,095 -187
Total Volume and Open Interest 68,393 142,768 -10,758
Unleaded Gas(NYM)
Dec03 031126 81.50 87.00 81.50 83.66 +1.30 28,302 7,572 -11,130
Jan04 031126 81.30 84.00 81.25 83.44 +1.67 35,209 59,634 -1,195
Feb04 031126 81.70 84.50 81.70 83.79 +1.74 5,825 9,583 +279
Mar04 031126 81.90 84.50 81.50 84.34 +1.79 1,303 5,344 +194
Apr04 031126 90.10 91.19 90.00 91.19 +1.84 1,166 8,009 +457
May04 031126 89.75 90.84 89.75 90.84 +1.84 864 5,426 +616
Jun04 031126 89.54 89.54 89.54 89.54 +1.84 41 2,769 +36
Jul04 031126 87.54 87.54 87.54 87.54 +1.84 50 150 +0
Aug04 031126 85.04 85.04 85.04 85.04 +1.84 0 150 +0
Sep04 031126 81.89 81.89 81.89 81.89 +1.84 50 825 +50
Total Volume and Open Interest 72,810 99,462 -10,693
Natural Gas(NYM)
Jan04 031126 5.060 5.110 4.850 4.925 -0.125 31,739 68,599 -1,461
Feb04 031126 5.080 5.135 4.900 4.962 -0.118 5,056 31,517 -140
Mar04 031126 4.975 5.025 4.840 4.882 -0.093 3,760 26,679 +307
Apr04 031126 4.660 4.700 4.580 4.602 -0.053 1,624 21,162 +377
May04 031126 4.625 4.650 4.540 4.572 -0.048 1,410 18,167 +285
Jun04 031126 4.650 4.670 4.580 4.590 -0.048 686 14,014 +294
Jul04 031126 4.670 4.690 4.590 4.610 -0.045 362 11,724 +80
Aug04 031126 4.690 4.710 4.620 4.630 -0.045 434 11,485 +144
Sep04 031126 4.670 4.695 4.620 4.620 -0.045 434 10,526 +174
Oct04 031126 4.690 4.700 4.635 4.635 -0.043 824 10,653 -79
Nov04 031126 4.850 4.850 4.798 4.798 -0.043 459 9,809 -38
Dec04 031126 5.030 5.040 4.950 4.963 -0.038 1,411 11,376 +734
Jan05 031126 5.125 5.125 5.078 5.078 -0.033 265 7,487 -115
Feb05 031126 5.090 5.090 5.038 5.038 -0.033 150 8,043 +7
Mar05 031126 4.920 4.940 4.893 4.893 -0.030 422 7,198 -227
Apr05 031126 4.590 4.590 4.530 4.538 -0.033 518 7,220 +110
Total Volume and Open Interest 89,976 338,711 -17,057
Brent Crude Oil(IPE)
Jan04 031127 28.47 28.75 28.37 28.70 +0.23 41,272 86,692 -11,248
Feb04 031127 28.28 28.50 28.19 28.43 +0.16 15,651 62,442 -809
Mar04 031127 27.95 28.17 27.94 28.13 +0.13 3,281 21,493 +105
Apr04 031127 27.74 27.90 27.70 27.81 +0.12 1,552 11,686 +369
May04 031127 27.39 27.55 27.39 27.49 +0.13 65 11,017 -8
Jun04 031127 27.07 27.21 27.07 27.18 +0.13 1,206 26,517 -174
Jul04 031127 26.87 26.87 26.87 26.87 +0.13 450 10,127 +150
Aug04 031127 26.57 26.57 26.57 26.57 +0.12 0 7,376 +0
Sep04 031127 26.15 26.28 26.15 26.28 +0.08 40 6,392 +0
Oct04 031127 25.97 26.03 25.96 26.03 +0.06 0 2,751 +0
Nov04 031127 25.80 25.80 25.80 25.80 +0.05 0 2,451 +0
Dec04 031127 25.65 25.79 25.60 25.62 +0.03 1,500 28,431 +700
Total Volume and Open Interest 65,342 306,861 -11,015
Gas Oil(IPE)
Dec03 031127 251.00 253.50 251.00 253.25 +2.50 11,942 38,078 -5,558
Jan04 031127 249.50 251.25 249.50 250.75 +2.50 11,236 38,464 +61
Feb04 031127 246.00 247.00 246.00 246.75 +2.75 2,120 12,954 -1,497
Mar04 031127 240.75 240.75 240.75 240.75 +2.25 0 5,906 -300
Apr04 031127 235.00 235.00 235.00 235.00 +2.00 367 8,037 -500
May04 031127 230.25 230.25 230.25 230.25 +1.50 0 5,405 -200
Jun04 031127 227.00 228.00 227.00 227.75 +2.00 279 10,924 +72
Jul04 031127 227.50 227.50 227.50 227.50 +2.00 50 3,334 +0
Aug04 031127 227.25 227.25 227.25 227.25 +2.00 0 2,021 +0
Sep04 031127 227.00 227.00 227.00 227.00 +1.75 0 3,137 +0
Total Volume and Open Interest 26,554 151,857 -7,422
US Dollar Index(NYBOT)
Dec03 031126 91.54 91.54 90.50 90.72 -0.85 829 17,949 -370
Mar04 031126 91.92 91.92 90.95 91.13 -0.85 204 2,537 +40
Jun04 031126 91.58 91.58 91.58 91.58 -0.85 1 16 +0
Total Volume and Open Interest 1,033 20,503 -330
Australian Dollar(CME)
Dec03 031126 71.91 72.38 71.76 72.13 +0.45 1,869 59,721 -305
Mar04 031126 71.10 71.65 71.10 71.38 +0.45 121 1,759 +104
Jun04 031126 70.63 70.63 70.63 70.63 +0.45 4 233 +3
Total Volume and Open Interest 1,996 61,806 -198
British Pound(CME)
Dec03 031126 169.47 170.97 169.26 170.77 +1.19 2,053 66,325 +702
Mar04 031126 168.84 169.70 168.70 169.55 +1.20 52 822 +45
Jun04 031126 168.23 168.23 168.23 168.23 +1.20 0 3 +0
Total Volume and Open Interest 2,106 67,155 +746
Canadian Dollar(CME)
Dec03 031126 76.38 76.85 76.33 76.60 +0.50 3,938 69,990 -2,499
Mar04 031126 76.05 76.52 76.00 76.31 +0.50 460 6,819 +207
Jun04 031126 76.20 76.22 76.00 76.06 +0.50 9 1,356 +1
Sep04 031126 75.83 75.83 75.83 75.83 +0.50 1 726 +0
Total Volume and Open Interest 4,421 79,162 -2,281
Japanese Yen(CME)
Dec03 031126 91.22 91.90 91.18 91.68 +0.29 8,341 131,392 -2,069
Mar04 031126 91.50 92.20 91.50 91.96 +0.29 126 1,726 +78
Jun04 031126 92.25 92.25 92.25 92.25 +0.29 8 207 +3
Total Volume and Open Interest 8,476 133,380 -1,986
Swiss Franc(CME)
Dec03 031126 76.32 77.50 76.17 77.16 +1.32 2,843 66,130 -769
Mar04 031126 76.54 77.56 76.40 77.33 +1.32 82 581 +54
Jun04 031126 77.49 77.49 77.49 77.49 +1.32 0 113 +0
Total Volume and Open Interest 2,925 66,856 -715
EuroFX(CME)
Dec03 031126 118.18 119.44 117.91 119.16 +1.38 8,610 119,577 +1,799
Mar04 031126 117.86 119.10 117.69 118.87 +1.38 675 3,031 +369
Jun04 031126 118.59 118.59 118.59 118.59 +1.38 1 161 -1
Total Volume and Open Interest 9,287 122,880 +2,167
Mexican Peso(CME)
Dec03 031126 8787.0 8800.0 8770.0 8780.0 -38.0 5,799 37,213 -650
Mar04 031126 8672.0 8680.0 8662.0 8670.0 -38.0 1,467 6,331 +356
Total Volume and Open Interest 7,538 43,929 -22
30-Year T-Bonds(CBOT)
Dec03 031126 110~26 111~01 110~05 110~07 -0~18 314,529 302,414 -50,497
Mar04 031126 109~12 109~20 108~23 108~26 -0~18 129,173 223,816 +56,940
Jun04 031126 108~00 108~00 107~14 107~14 -0~18 94 446 +79
Total Volume and Open Interest 443,797 527,062 +6,523
Municipal Bonds(CBOT)
Dec03 031126 103~11 103~11 102~25 102~25 -0~17 220 2,191 +0
Mar04 031126 102~06 102~06 101~17 101~17 -0~16 101 88 +59
Total Volume and Open Interest 321 2,279 +59
10-Year T-Notes(CBOT)
Dec03 031126 113~155 113~225 113~005 113~020 -0~140 784,332 589,535 -108,006
Mar04 031126 112~035 112~095 111~195 111~210 -0~140 295,600 541,726 +124,457
Total Volume and Open Interest 1,079,932 1,131,290 +16,451
5-Year T-Notes(CBOT)
Dec03 031126 112~175 112~180 112~035 112~040 -0~115 283,974 560,040 +560,040
Mar04 031126 111~100 111~105 110~275 110~280 -0~115 72,811 353,813 +353,813
Total Volume and Open Interest 356,785 913,853 +913,853
2 Year T-Notes(CBOT)
Dec03 031126 107~045 107~048 107~021 107~022 -0~022 35,517 89,944 -27,130
Mar04 031126 106~085 106~085 106~057 106~060 -0~024 32,280 60,680 +22,781
Total Volume and Open Interest 67,797 150,624 -4,349
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031126 98.825 98.825 98.817 98.820 -0.003 58,165 635,112 +904
Mar04 031126 98.685 98.695 98.655 98.660 -0.030 90,550 703,320 +12,987
Jun04 031126 98.395 98.405 98.320 98.325 -0.075 116,906 659,346 +7,296
Sep04 031126 98.020 98.035 97.915 97.930 -0.100 141,523 567,160 -7,533
Dec04 031126 97.605 97.615 97.470 97.490 -0.120 102,498 508,987 +4,771
Mar05 031126 97.210 97.215 97.070 97.080 -0.130 39,457 332,845 +5,500
Jun05 031126 96.850 96.850 96.705 96.725 -0.115 33,102 280,513 +4,994
Sep05 031126 96.525 96.535 96.395 96.420 -0.105 32,186 220,555 +5,648
Dec05 031126 96.250 96.260 96.125 96.150 -0.090 13,978 177,304 +2,499
Mar06 031126 96.025 96.040 95.915 95.935 -0.085 7,935 134,401 +343
Jun06 031126 95.825 95.840 95.720 95.740 -0.080 6,125 116,449 -1,191
Sep06 031126 95.640 95.650 95.550 95.560 -0.070 6,842 93,469 -236
Total Volume and Open Interest 689,207 5,013,753 +52,647
3-Mth Euro-Yen(CME)
Dec03 031126 99.92 99.92 99.92 99.92 -0.01 1 7,896 +1
Mar04 031126 99.89 99.89 99.88 99.88 unch 15 9,099 +181
Jun04 031126 99.87 99.87 99.87 99.87 +0.01 1 12,951 +0
Sep04 031126 99.82 99.82 99.82 99.82 +0.01 66 8,860 +222
Dec04 031126 99.71 99.72 99.71 99.72 +0.01 331 3,416 +365
Mar05 031126 99.56 99.56 99.56 99.56 unch 10 3,735 -19
Jun05 031126 99.46 99.46 99.46 99.46 unch 0 592 +0
Sep05 031126 99.37 99.37 99.34 99.34 unch 0 4,436 +0
Dec05 031126 99.24 99.24 99.24 99.24 +0.02 0 49 +0
Mar06 031126 99.11 99.11 99.11 99.11 unch 0 229 +0
Total Volume and Open Interest 424 52,201 +750
3-Mth Euro-Yen(SIMEX)
Dec03 031127 99.92 99.92 99.92 99.92 unch 129 43,369 +36
Mar04 031127 99.89 99.89 99.88 99.88 -0.01 532 60,217 -131
Jun04 031127 99.87 99.87 99.87 99.87 unch 204 67,729 -40
Sep04 031127 99.82 99.82 99.81 99.81 unch 967 37,171 +486
Dec04 031127 99.72 99.72 99.71 99.71 unch 299 32,322 -39
Mar05 031127 99.57 99.57 99.56 99.56 -0.01 169 20,034 -55
Jun05 031127 99.48 99.48 99.47 99.47 -0.01 123 10,818 +9
Sep05 031127 99.37 99.39 99.37 99.37 unch 101 12,938 -396
Total Volume and Open Interest 2,534 298,778 -140
German Euro-Bund(EUREX)
Dec03 031127 112.06 112.15 111.82 111.83 -0.29 847,731 823,525 -16,140
Mar04 031127 111.52 111.58 111.30 111.31 -0.29 35,337 96,468 +12,243
Jun04 031127 110.33 110.33 110.33 110.33 -0.25 1,997 2 +1
Total Volume and Open Interest 885,065 919,995 -3,896
German Euro-Bobl(EUREX)
Dec03 031127 109.88 109.89 109.63 109.66 -0.22 530,227 588,166 +925
Mar04 031127 109.23 109.29 109.11 109.11 -0.24 44,273 128,182 +13,737
Jun04 031127 108.51 108.51 108.51 108.51 -0.22 385 0 +0
Total Volume and Open Interest 574,885 716,348 +14,662
Long Gilt(LIFFE)
Dec03 031127 114~12 114~24 114~08 114~19 -0~10 146,547 45,130 -58,732
Mar04 031127 106~04 106~16 105~31 106~11 -0~10 98,072 139,254 +60,292
Total Volume and Open Interest 244,619 184,384 +1,560
3-Mth Short Sterling(LIFFE)
Dec03 031127 95.93 95.95 95.93 95.94 -0.01 19,087 211,831 -2,090
Mar04 031127 95.58 95.59 95.55 95.56 -0.04 24,753 165,844 -1,320
Jun04 031127 95.26 95.27 95.23 95.24 -0.05 25,285 168,315 +435
Total Volume and Open Interest 136,192 1,058,662 +10,861
3-Mth Euribor(LIFFE)
Dec03 031127 97.830 97.830 97.815 97.825 -0.010 48,653 549,159 +5,822
Mar04 031127 97.710 97.710 97.645 97.675 -0.045 87,861 488,757 -6,408
Jun04 031127 97.480 97.480 97.385 97.425 -0.070 139,420 404,629 +6,045
Total Volume and Open Interest 566,194 2,628,679 +9,215
3-Mth Aus T-Bills(SFE)
Dec03 031127 94.59 94.59 94.55 94.57 -0.03 7,614 141,831 -5,909
Mar04 031127 94.25 94.26 94.21 94.23 -0.06 10,691 157,471 -4,928
Jun04 031127 94.11 94.11 94.06 94.08 -0.06 6,248 67,133 +2,552
Sep04 031127 94.00 94.00 93.97 93.98 -0.06 2,073 26,152 +704
Dec04 031127 93.90 93.90 93.86 93.87 -0.08 721 21,214 -36
Mar05 031127 93.79 93.80 93.77 93.78 -0.07 815 17,729 -280
Jun05 031127 93.72 93.72 93.70 93.70 -0.08 720 12,562 +100
Sep05 031127 93.66 93.66 93.64 93.64 -0.07 52 5,169 -20
Dec05 031127 93.57 93.57 93.57 93.57 -0.08 6 2,064 +0
Mar06 031127 93.54 93.54 93.52 93.52 -0.09 35 785 +10
Total Volume and Open Interest 28,975 452,732 -7,807
10-Year Aus T-Bonds(SFE)
Dec03 031127 94.10 94.10 94.03 94.04 -0.19 17,730 188,615 +6,326
Mar04 031127 94.03 94.03 94.03 94.03 -0.08      
Total Volume and Open Interest 17,730 188,615 -248
3-Year Aus T-Bonds(SFE)
Dec03 031127 94.18 94.18 94.13 94.15 -0.08 44,937 508,887 +17,065
Mar04 031127 94.03 94.03 94.03 94.03 -0.08 50 50 +50
Total Volume and Open Interest 44,987 508,937 +17,115
Gold(CMX)
Dec03 031126 392.0 402.0 391.6 396.8 +5.7 74,334 32,678 -30,164
Feb04 031126 393.3 402.0 392.8 398.0 +5.6 76,377 177,740 +41,988
Apr04 031126 394.5 401.5 393.8 398.9 +5.6 770 10,843 +279
Jun04 031126 395.8 403.0 395.3 399.9 +5.7 2,332 15,077 +1,070
Aug04 031126 400.9 400.9 400.9 400.9 +5.8 17 7,440 +0
Oct04 031126 401.9 401.9 401.9 401.9 +5.9 0 796 +0
Total Volume and Open Interest 155,173 285,510 +13,750
Silver(CMX)
Dec03 031126 530.0 539.0 530.0 535.5 +5.7 27,851 12,213 -13,210
Mar04 031126 534.0 541.5 532.0 538.2 +5.7 28,810 77,652 +16,120
May04 031126 539.5 542.0 537.0 539.3 +5.6 291 2,631 +122
Jul04 031126 541.0 543.0 540.5 540.5 +5.5 343 2,798 +148
Sep04 031126 541.6 541.6 541.6 541.6 +5.6 10 584 +0
Total Volume and Open Interest 58,528 107,762 +4,139
Platinum(NYM)
Jan04 031126 762.0 771.0 761.0 767.9 +10.2 301 8,352 -64
Apr04 031126 756.0 761.0 756.0 760.9 +10.7 13 801 +19
Total Volume and Open Interest 314 9,153 -45
Palladium(NYME)
Dec03 031126 188.25 189.50 187.00 188.80 -0.10 1,839 1,550 -1,050
Mar04 031126 190.00 193.90 188.50 190.75 -0.40 1,845 4,213 +781
Jun04 031126 190.00 194.00 190.00 191.50 -0.40 45 360 +26
Total Volume and Open Interest 3,729 6,123 -243
Copper(CMX)
Dec03 031126 89.80 90.75 89.75 90.70 +2.00 16,743 9,378 -12,723
Mar04 031126 90.45 91.45 90.45 91.40 +1.95 18,897 63,100 +9,885
May04 031126 90.65 91.35 90.65 91.35 +1.90 262 3,704 +104
Jul04 031126 90.60 91.30 90.60 91.30 +1.90 173 2,868 +66
Sep04 031126 90.40 91.30 90.40 91.20 +1.95 52 1,578 +58
Total Volume and Open Interest 37,612 90,649 -1,476
DJIA Index(CBOT)
Dec03 031126 9788 9800 9696 9767 +11 6,523 35,045 -500
Mar04 031126 9761 9774 9675 9741 +11 56 3,160 +12
Jun04 031126 9717 9717 9717 9717 +11 0 2 +0
Total Volume and Open Interest 6,579 38,207 -488
S & P 500(CME)
Dec03 031126 1057.30 1058.00 1047.20 1056.70 +3.50 37,447 531,778 +1,397
Mar04 031126 1055.50 1056.30 1049.70 1055.20 +3.50 1,758 65,096 +1,352
Jun04 031126 1054.50 1054.50 1054.50 1054.50 +3.50 135 3,761 +1
Sep04 031126 1054.30 1054.30 1054.30 1054.30 +3.60 29 430 +25
Total Volume and Open Interest 39,393 601,168 +2,799
S & P 500 E-Mini(Globex)
Dec03 031126 1053.00 1058.50 1047.25 1056.75 +3.50 562,943 488,777 +28,576
Mar04 031126 1052.25 1057.25 1046.00 1055.25 +3.50 623 2,311 +38
Total Volume and Open Interest 563,566 491,088 +28,614
NASDAQ 100(CME)
Dec03 031126 1425.00 1428.00 1400.00 1421.00 +6.50 10,207 84,464 -1,720
Mar04 031126 1426.50 1426.50 1412.50 1424.50 +6.50 70 2,313 +66
Jun04 031126 1428.00 1428.00 1428.00 1428.00 +6.50 0 47 +0
Total Volume and Open Interest 10,277 86,824 -1,654
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031126 1415.0 1428.0 1400.0 1421.0 +6.5 246,878 292,278 -9,565
Mar04 031126 1418.5 1431.0 1406.5 1424.5 +6.5 348 1,464 +160
Total Volume and Open Interest 247,226 293,742 -9,405
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031126 565.50 566.50 560.50 566.00 +3.65 464 16,281 +59
Mar04 031126 565.80 565.80 565.80 565.80 +3.65      
Jun04 031126 566.25 566.25 566.25 566.25 +3.65 0 1 +0
Total Volume and Open Interest 464 16,282 +59
Russell 2000(CME)
Dec03 031126 545.00 548.50 538.90 544.50 +2.50 1,318 21,649 +119
Mar04 031126 544.50 544.50 544.50 544.50 +2.50 0 1 +0
Jun04 031126 544.50 544.50 544.50 544.50 +2.50      
Total Volume and Open Interest 1,318 21,650 +119
Value Line(KCBT)
Dec03 031126 1469.00 1472.00 1458.50 1470.00 +10.00 8 33 +2
Total Volume and Open Interest 9 37 +2
Nikkei 225(CME)
Dec03 031126 10180 10200 10060 10150 +135 2,210 33,806 +89
Mar04 031126 10150 10200 10150 10160 +135 10 80 +3
Total Volume and Open Interest 2,220 33,916 +92
Nikkei 225(SIMEX)
Dec03 031127 10130 10180 10070 10155 +15 24,440 144,410 -652
Mar04 031127 10110 10155 10090 10150 +15 45 5,078 +30
Jun04 031127 10105 10105 10105 10105 +15      
Total Volume and Open Interest 24,485 149,488 -622
CAC 40(MATIF)
Nov03 031127 3429.5 3437.5 3417.5 3430.0 +15.0 131,493 608,162 +22,173
Dec03 031127 3434.0 3443.5 3423.5 3436.0 +15.5 66,455 219,109 +50,282
Jan04 031127 3441.0 3441.0 3441.0 3441.0 +15.5 0 40 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031127 3753.0 3761.5 3733.5 3756.0 +18.0 108,913 282,673 +1,341
Mar04 031127 3769.5 3781.0 3756.0 3776.0 +18.0 1,576 13,313 +228
Jun04 031127 3785.5 3799.0 3785.0 3797.5 +18.5 533 4,664 +173
Total Volume and Open Interest 111,022 300,650 +1,742
FT-SE 100(LIFFE)
Dec03 031127 4385.00 4395.50 4358.00 4364.00 -18.50 69,090 414,201 +5,914
Mar04 031127 4383.00 4383.00 4358.00 4359.00 -18.50 10,300 29,668 +9,999
Jun04 031127 4373.00 4373.00 4373.00 4373.00 -18.50 0 9,029 +0
Total Volume and Open Interest 79,390 454,549 +15,913
SPI 200(SFE)
Dec03 031127 3210.0 3211.0 3186.0 3188.0 -17.0 8,171 160,190 +1,259
Mar04 031127 3212.0 3212.0 3199.0 3199.0 -18.0 659 4,596 +595
Jun04 031127 3216.0 3216.0 3212.0 3212.0 -18.0 14 3,101 +5
Total Volume and Open Interest 8,906 169,842 +1,869
GSCI(CME)
Dec03 031126 242.40 245.00 242.00 244.25 +2.65 159 12,750 -56
Jan04 031126 243.50 243.50 243.50 243.50 +2.50 95 13 +5
Feb04 031126 240.50 240.50 240.50 240.50 +3.00      
Total Volume and Open Interest 254 12,763 -51
Reuters CRB Index(NYBOT)
Jan04 031126 248.25 250.00 247.00 249.00 +2.75 75 599 +14
Feb04 031126 245.50 247.25 245.50 247.25 +3.25 61 236 +2
Apr04 031126 245.25 246.00 245.25 246.00 +3.75 26 168 +1
Total Volume and Open Interest 162 1,006 +17
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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