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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 28, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031128 749.00 758.00 747.00 756.25 +10.50 28,625 110,586 -1,068
Mar04 031128 747.50 755.00 746.00 754.00 +10.25 9,913 46,525 +961
May04 031128 729.00 739.00 728.00 738.00 +13.00 4,739 43,131 +175
Jul04 031128 713.00 724.50 713.00 722.00 +12.00 3,233 22,700 -18
Aug04 031128 690.00 695.00 690.00 694.00 +10.00 758 4,336 +285
Sep04 031128 644.00 647.00 644.00 646.00 +7.00 316 1,297 +4
Nov04 031128 581.00 587.00 581.00 584.00 +5.00 807 13,683 +42
Total Volume and Open Interest 48,391 242,305 +381
Soybean Meal(CBOT)
Dec03 031128 229.30 231.20 228.30 228.40 -0.30 9,891 11,401 -7,505
Jan04 031128 228.00 229.70 227.30 227.90 +0.70 10,182 33,501 +1,015
Mar04 031128 226.80 228.50 226.80 227.90 +2.10 6,281 35,078 +1,189
May04 031128 222.50 224.20 222.50 224.10 +2.90 4,049 39,210 +457
Jul04 031128 217.30 219.50 217.30 218.70 +2.20 2,555 21,978 +311
Aug04 031128 209.00 210.50 208.50 208.70 +0.50 568 5,801 +109
Sep04 031128 195.50 197.50 195.50 196.00 +1.40 446 4,728 -116
Oct04 031128 174.50 176.30 174.50 174.50 +0.50 457 4,589 -4
Total Volume and Open Interest 35,376 168,523 -4,348
Soybean Oil(CBOT)
Dec03 031128 26.97 27.75 26.97 27.72 +0.79 8,433 13,046 -3,517
Jan04 031128 26.69 27.33 26.67 27.31 +0.70 11,592 47,892 +963
Mar04 031128 26.48 27.05 26.48 27.00 +0.62 4,888 43,097 +402
May04 031128 26.15 26.60 26.10 26.57 +0.57 2,826 38,552 +185
Jul04 031128 25.61 26.05 25.61 25.95 +0.44 1,514 32,754 +49
Aug04 031128 25.40 25.40 25.30 25.32 +0.35 242 3,647 -84
Sep04 031128 24.30 24.40 24.30 24.30 +0.10 375 2,430 +66
Oct04 031128 23.17 23.17 23.17 23.17 +0.05 117 2,599 +18
Total Volume and Open Interest 30,378 192,403 -1,826
Canola(WCE)
Jan04 031128 368.0 370.0 368.0 369.1 +1.8 963 20,541 +0
Mar04 031128 372.7 374.5 372.7 373.1 +2.0 442 9,622 +0
May04 031128 376.5 378.0 376.5 377.7 +2.6 297 4,726 +0
Jul04 031128 380.0 380.4 380.0 380.4 +2.4 0 3,542 +0
Sep04 031128 340.9 340.9 340.9 340.9 unch      
Total Volume and Open Interest 1,702 42,872 +0
Corn(CBOT)
Dec03 031128 244.00 245.50 242.75 245.00 +2.50 38,138 59,072 -20,638
Mar04 031128 249.50 249.75 247.00 248.75 +1.50 62,802 273,503 +16,584
May04 031128 252.00 252.25 250.00 252.00 +1.75 4,919 43,065 +1,090
Jul04 031128 254.25 254.25 252.00 253.00 +1.00 3,182 36,074 +734
Sep04 031128 248.25 249.25 248.25 249.00 +1.25 140 6,816 +36
Dec04 031128 246.25 247.00 245.50 246.75 +1.00 2,587 31,084 +394
Total Volume and Open Interest 111,812 452,687 -1,787
Wheat(CBOT)
Dec03 031128 387.00 395.00 386.50 394.25 +7.75 7,527 8,064 -2,962
Mar04 031128 400.00 408.00 399.00 406.75 +8.25 16,282 92,971 +2,287
May04 031128 393.00 397.00 392.00 396.50 +6.50 424 6,722 +123
Jul04 031128 361.00 365.00 360.50 364.75 +4.50 994 10,282 +250
Sep04 031128 367.00 368.00 366.00 368.00 +3.50 12 449 -1
Total Volume and Open Interest 25,288 119,248 -299
Wheat(KCBT)
Dec03 031128 395.00 406.00 395.00 405.00 +11.25 5,310 3,741 -2,599
Mar04 031128 394.00 402.00 394.00 401.75 +9.00 6,759 51,093 +556
May04 031128 388.00 395.00 387.50 394.50 +8.00 77 3,852 +22
Jul04 031128 365.00 373.50 365.00 372.50 +7.00 523 4,504 +119
Sep04 031128 371.00 372.00 371.00 372.00 +5.00 0 300 +0
Total Volume and Open Interest 12,669 63,837 -1,902
Wheat(MGE)
Dec03 031128 393.00 400.00 392.00 400.00 +8.25 1,595 889 -701
Mar04 031128 400.00 406.00 399.50 405.50 +6.00 3,935 22,550 +872
May04 031128 395.00 398.00 395.00 397.00 +2.25 438 3,534 +132
Jul04 031128 383.00 383.00 380.00 380.00 unch 2 661 +1
Sep04 031128 373.00 373.50 373.00 373.00 +5.00 2 474 +0
Total Volume and Open Interest 5,972 28,274 +304
Oats(CBOT)
Dec03 031128 133.75 137.00 133.50 134.50 +1.00 1,833 488 -1,009
Mar04 031128 139.50 143.50 139.50 141.00 +1.25 2,206 5,053 +222
May04 031128 146.50 146.75 145.00 145.00 +0.75 67 320 +54
Jul04 031128 147.50 150.00 147.50 149.50 +1.00 0 82 +0
Total Volume and Open Interest 4,106 5,948 -733
Rough Rice(CBOT)
Jan04 031128 8.22 8.42 8.12 8.41 +0.21 130 5,183 +39
Mar04 031128 8.31 8.50 8.25 8.50 +0.20 40 1,736 -4
May04 031128 8.43 8.60 8.43 8.60 +0.20 0 690 +0
Jul04 031128 8.68 8.68 8.68 8.68 +0.20 0 387 +0
Total Volume and Open Interest 170 8,015 +35
Live Cattle(CME)
Dec03 031128 98.525 99.300 98.275 99.250 +0.775 6,309 26,352 -1,040
Feb04 031128 92.650 93.250 92.150 93.175 +0.425 5,830 47,463 -501
Apr04 031128 83.650 83.950 83.100 83.925 +0.275 1,584 19,284 +162
Jun04 031128 76.450 76.900 76.450 76.800 +0.175 749 11,443 +92
Aug04 031128 75.150 75.225 75.000 75.075 +0.050 1,228 3,543 -878
Oct04 031128 77.400 78.000 77.400 77.750 +0.150 111 1,253 +44
Total Volume and Open Interest 15,918 111,018 -2,140
Feeder Cattle(CME)
Jan04 031128 99.000 99.500 98.500 99.375 +0.650 1,213 9,908 +77
Mar04 031128 92.500 93.500 92.150 93.375 +0.900 452 2,860 +137
Apr04 031128 89.800 90.500 89.800 90.500 +0.700 15 941 -2
May04 031128 90.600 91.150 90.400 90.975 +0.475 144 2,097 +36
Aug04 031128 91.650 91.750 91.600 91.600 +0.100 45 1,004 +20
Sep04 031128 90.700 90.700 90.700 90.700 +0.350 3 398 +2
Oct04 031128 91.000 91.000 91.000 91.000 unch 2 5 +1
Total Volume and Open Interest 1,874 17,213 +271
Lean Hogs(CME)
Dec03 031128 49.000 50.100 48.800 49.950 +1.500 2,809 9,311 -810
Feb04 031128 53.500 55.200 53.400 55.200 +2.000 2,712 23,529 +229
Apr04 031128 57.000 58.350 57.000 58.275 +1.625 610 6,248 +112
May04 031128 60.025 60.975 60.000 60.975 +0.675 31 877 +6
Jun04 031128 63.650 64.700 63.650 64.650 +1.025 33 2,172 +5
Jul04 031128 61.500 62.000 61.500 62.000 +0.800 6 640 +0
Aug04 031128 59.050 59.400 59.000 59.400 +0.300 0 463 +0
Oct04 031128 52.000 52.000 52.000 52.000 +0.300 6 313 +1
Total Volume and Open Interest 6,219 43,650 -449
Pork Bellies(CME)
Feb04 031128 86.350 88.700 86.350 88.075 +1.750 155 1,973 -31
Mar04 031128 86.700 88.100 86.700 87.050 +1.700 4 172 +2
May04 031128 87.500 87.500 87.500 87.500 +0.950 1 164 +0
Jul04 031128 90.000 90.500 90.000 90.500 +1.900 1 54 +0
Aug04 031128 90.000 90.000 90.000 90.000 +1.000 0 9 +0
Total Volume and Open Interest 161 2,372 -29
BFP Milk Class III(CME)
Nov03 031128 13.49 13.49 13.49 13.49 unch 6 6,041 +2
Dec03 031128 11.55 11.55 11.55 11.55 unch 158 3,947 +93
Jan04 031128 11.67 11.67 11.67 11.67 unch 60 2,202 +38
Feb04 031128 11.43 11.43 11.43 11.43 unch 16 1,688 +1
Mar04 031128 11.41 11.41 11.41 11.41 unch 16 1,570 +5
Total Volume and Open Interest 322 22,284 +164
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 031128 857 869 856 868 +11 1,791 0 -32,177
Mar04 031128 885 901 885 899 +10 2,168 0 -45,707
May04 031128 910 920 910 919 +9 487 0 -17,556
Jul04 031128 931 940 931 939 +9 188 0 -20,133
Sep04 031128 940 949 940 949 +9 99 0 -20,020
Dec04 031128 951 958 951 958 +9 17 0 -40,118
Mar05 031128 958 969 958 969 +9 857 0 -16,293
Total Volume and Open Interest 5,737    
London Coffee(LCE)
Nov03 031128 664.00 668.00 664.00 668.00 unch 4,782 0 -4,788
Jan04 031128 689.00 691.00 673.00 678.00 -9.00 2,807 0 -56,003
Mar04 031128 705.00 705.00 688.00 694.00 -9.00 2,144 0 -34,899
May04 031128 722.00 722.00 705.00 710.00 -10.00 297 0 -24,229
Jul04 031128 734.00 736.00 723.00 726.00 -10.00 178 0 -12,632
Sep04 031128 751.00 751.00 738.00 741.00 -11.00 139 0 -10,041
Total Volume and Open Interest 10,347    
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031128 190.40 190.40 189.00 189.50 -0.40 830 0 -18,588
May04 031128 189.50 189.50 189.00 189.00 -0.40 10 0 -7,516
Aug04 031128 188.50 188.50 187.90 188.30 -0.40 82 0 -6,675
Oct04 031128 189.00 189.00 189.00 189.00 -0.40 10 0 -3,414
Total Volume and Open Interest 954    
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 031128 312.2 316.3 311.2 313.8 -0.6 237 1,522 +53
Mar04 031128 322.1 323.5 320.1 322.7 +0.6 45 316 +3
May04 031128 328.5 329.9 326.2 326.2 unch 37 74 +16
Jul04 031128 334.9 334.9 334.9 334.9 -0.9 1 20 +1
Total Volume and Open Interest 320 1,932 +73
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 031128 28.70 28.77 28.44 28.45 -0.25 20,618 0 -86,692
Feb04 031128 28.40 28.50 28.20 28.20 -0.23 7,905 0 -62,442
Mar04 031128 28.15 28.18 27.93 27.93 -0.20 1,484 0 -21,493
Apr04 031128 27.80 27.90 27.63 27.63 -0.18 306 0 -11,686
May04 031128 27.47 27.47 27.33 27.33 -0.16 64 0 -11,017
Jun04 031128 27.15 27.25 27.03 27.03 -0.15 766 0 -26,517
Jul04 031128 26.74 26.74 26.74 26.74 -0.13      
Aug04 031128 26.48 26.48 26.48 26.48 -0.09      
Sep04 031128 26.22 26.22 26.22 26.22 -0.06 50 0 -6,392
Oct04 031128 26.19 26.19 25.99 25.99 -0.04 400 0 -2,751
Nov04 031128 25.92 25.92 25.77 25.77 -0.03      
Dec04 031128 25.74 25.80 25.60 25.60 -0.02 631 0 -28,431
Total Volume and Open Interest 32,604    
Gas Oil(IPE)
Dec03 031128 253.25 254.00 250.75 251.00 -2.25 7,822 0 -38,078
Jan04 031128 251.50 252.25 249.50 249.75 -1.00 6,040 0 -38,464
Feb04 031128 247.75 247.75 246.00 246.50 -0.25 904 0 -12,954
Mar04 031128 241.75 241.75 240.75 240.75 unch      
Apr04 031128 235.00 235.00 235.00 235.00 unch      
May04 031128 230.25 230.25 230.25 230.25 unch      
Jun04 031128 227.50 227.50 227.50 227.50 -0.25 491 0 -10,924
Jul04 031128 227.25 227.25 227.25 227.25 -0.25      
Aug04 031128 227.00 227.00 227.00 227.00 -0.25      
Sep04 031128 226.75 226.75 226.75 226.75 -0.25      
Total Volume and Open Interest 15,843    
US Dollar Index(NYBOT)
Dec03 031128 90.61 90.63 90.13 90.28 -0.44 262 17,993 +44
Mar04 031128 90.66 90.78 90.56 90.69 -0.44 0 2,583 +46
Jun04 031128 91.14 91.14 91.14 91.14 -0.44 0 16 +0
Total Volume and Open Interest 262 20,593 +90
Australian Dollar(CME)
Dec03 031128 72.22 72.32 72.04 72.26 +0.13 2,070 60,741 +1,020
Mar04 031128 71.47 71.58 71.35 71.51 +0.13 142 1,894 +135
Jun04 031128 70.76 70.76 70.76 70.76 +0.13 0 233 +0
Total Volume and Open Interest 2,212 62,961 +1,155
British Pound(CME)
Dec03 031128 171.83 172.20 171.76 172.03 +1.26 9,120 69,977 +3,652
Mar04 031128 170.74 171.04 170.56 170.81 +1.26 103 914 +92
Jun04 031128 169.49 169.49 169.49 169.49 +1.26 0 3 +0
Total Volume and Open Interest 9,223 70,899 +3,744
Canadian Dollar(CME)
Dec03 031128 77.09 77.10 76.80 77.03 +0.43 5,920 73,349 +3,359
Mar04 031128 76.78 76.82 76.50 76.74 +0.43 637 7,057 +238
Jun04 031128 76.50 76.50 76.49 76.49 +0.43 10 1,354 -2
Sep04 031128 76.26 76.26 76.26 76.26 +0.43 0 726 +0
Total Volume and Open Interest 6,568 82,758 +3,596
Japanese Yen(CME)
Dec03 031128 91.47 91.55 91.24 91.34 -0.34 6,494 134,641 +3,249
Mar04 031128 91.71 91.82 91.58 91.62 -0.34 124 1,816 +90
Jun04 031128 91.91 91.91 91.91 91.91 -0.34 0 207 +0
Total Volume and Open Interest 6,619 136,717 +3,337
Swiss Franc(CME)
Dec03 031128 77.50 77.66 77.28 77.40 +0.24 5,330 67,325 +1,195
Mar04 031128 77.71 77.80 77.48 77.57 +0.24 139 653 +72
Jun04 031128 77.73 77.73 77.73 77.73 +0.24 0 113 +0
Total Volume and Open Interest 5,469 68,123 +1,267
EuroFX(CME)
Dec03 031128 119.89 120.10 119.66 119.84 +0.68 50,994 126,901 +7,324
Mar04 031128 119.60 119.78 119.40 119.55 +0.68 432 3,121 +90
Jun04 031128 119.24 119.28 119.24 119.27 +0.68 0 161 +0
Total Volume and Open Interest 51,426 130,294 +7,414
Mexican Peso(CME)
Dec03 031128 8757.0 8770.0 8690.0 8762.0 -18.0 1,625 36,956 -257
Mar04 031128 8655.0 8655.0 8600.0 8652.0 -18.0 320 6,351 +20
Total Volume and Open Interest 1,945 43,692 -237
30-Year T-Bonds(CBOT)
Dec03 031128 110~04 110~07 109~01 109~09 -0~30 118,563 259,309 -43,105
Mar04 031128 108~21 108~25 107~23 107~27 -0~31 218,383 261,845 +38,029
Jun04 031128 107~04 107~04 106~15 106~15 -0~31 8 423 -23
Total Volume and Open Interest 336,954 521,963 -5,099
Municipal Bonds(CBOT)
Dec03 031128 102~26 102~26 102~10 102~11 -0~14 235 2,092 -99
Mar04 031128 101~17 101~17 101~03 101~03 -0~14 178 202 +114
Total Volume and Open Interest 413 2,294 +15
10-Year T-Notes(CBOT)
Dec03 031128 113~010 113~010 112~110 112~130 -0~210 375,783 453,107 -136,428
Mar04 031128 111~170 111~190 110~260 110~285 -0~245 578,177 628,351 +86,625
Total Volume and Open Interest 953,960 1,081,487 -49,803
5-Year T-Notes(CBOT)
Dec03 031128 112~000 112~005 111~205 111~210 -0~150 117,991 0 -560,040
Mar04 031128 110~240 110~245 110~115 110~120 -0~160 237,075 0 -353,813
Total Volume and Open Interest 355,066    
2 Year T-Notes(CBOT)
Dec03 031128 107~020 107~021 107~012 107~012 -0~010 42,648 62,966 -26,978
Mar04 031128 106~056 106~058 106~044 106~048 -0~012 43,408 90,373 +29,693
Total Volume and Open Interest 86,056 153,339 +2,715
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031128 98.817 98.820 98.812 98.817 -0.003 43,526 629,665 -5,447
Mar04 031128 98.625 98.635 98.615 98.620 -0.040 97,104 702,930 -390
Jun04 031128 98.290 98.295 98.250 98.255 -0.070 133,877 655,685 -3,661
Sep04 031128 97.875 97.890 97.830 97.835 -0.095 178,210 577,552 +10,392
Dec04 031128 97.420 97.430 97.380 97.380 -0.110 152,167 513,786 +4,799
Mar05 031128 97.020 97.025 96.980 96.980 -0.100 40,424 335,437 +2,592
Jun05 031128 96.675 96.685 96.620 96.625 -0.100 26,691 278,800 -1,713
Sep05 031128 96.360 96.375 96.320 96.320 -0.100 23,143 223,684 +3,129
Dec05 031128 96.100 96.115 96.055 96.055 -0.095 8,854 176,485 -819
Mar06 031128 95.895 95.895 95.840 95.840 -0.095 5,333 134,142 -259
Jun06 031128 95.675 95.675 95.645 95.645 -0.095 5,172 116,735 +286
Sep06 031128 95.490 95.500 95.460 95.460 -0.100 6,735 93,835 +366
Total Volume and Open Interest 748,161 5,027,305 +13,552
3-Mth Euro-Yen(CME)
Dec03 031128 99.92 99.93 99.92 99.93 +0.01 0 7,946 +50
Mar04 031128 99.89 99.89 99.89 99.89 +0.01 301 9,275 +176
Jun04 031128 99.87 99.87 99.87 99.87 unch 0 12,951 +0
Sep04 031128 99.83 99.83 99.83 99.83 +0.01 103 8,922 +62
Dec04 031128 99.74 99.74 99.74 99.74 +0.02 111 3,256 -160
Mar05 031128 99.60 99.60 99.60 99.60 +0.04 0 3,735 +0
Jun05 031128 99.50 99.50 99.50 99.50 +0.04 0 592 +0
Sep05 031128 99.40 99.40 99.39 99.39 +0.05 23 4,439 +3
Dec05 031128 99.28 99.28 99.28 99.28 +0.04 10 44 -5
Mar06 031128 99.17 99.17 99.17 99.17 +0.06 0 229 +0
Total Volume and Open Interest 548 52,327 +126
3-Mth Euro-Yen(SIMEX)
Dec03 031128 99.92 99.92 99.92 99.92 unch 599 0 -43,369
Mar04 031128 99.89 99.89 99.89 99.89 +0.01 1,090 0 -60,217
Jun04 031128 99.87 99.88 99.87 99.88 +0.01 377 0 -67,729
Sep04 031128 99.82 99.83 99.82 99.83 +0.02 1,751 0 -37,171
Dec04 031128 99.71 99.74 99.71 99.74 +0.03 832 0 -32,322
Mar05 031128 99.58 99.60 99.58 99.60 +0.04 403 0 -20,034
Jun05 031128 99.49 99.52 99.49 99.51 +0.04 71 0 -10,818
Sep05 031128 99.37 99.42 99.37 99.41 +0.04 808 0 -12,938
Total Volume and Open Interest 6,031    
German Euro-Bund(EUREX)
Dec03 031128 111.91 112.31 111.75 111.88 +0.05 479,629 0 -823,525
Mar04 031128 111.39 111.78 111.24 111.36 +0.05 21,572 0 -96,468
Jun04 031128 110.62 110.62 110.41 110.41 +0.08 200 0 -2
Total Volume and Open Interest 501,401    
German Euro-Bobl(EUREX)
Dec03 031128 109.68 109.97 109.61 109.64 -0.02 304,447 0 -588,166
Mar04 031128 109.16 109.41 109.07 109.10 -0.01 22,893 0 -128,182
Jun04 031128 108.54 108.54 108.54 108.54 +0.03 2,440 0 +0
Total Volume and Open Interest 329,780    
Long Gilt(LIFFE)
Dec03 031128 114~07 114~25 114~05 114~16 -0~03 37,011 0 -45,130
Mar04 031128 105~28 106~17 105~26 106~08 -0~03 26,346 0 -139,254
Total Volume and Open Interest 63,357    
3-Mth Short Sterling(LIFFE)
Dec03 031128 95.94 95.96 95.93 95.95 +0.01 14,009 0 -211,831
Mar04 031128 95.56 95.59 95.54 95.57 +0.01 16,586 0 -165,844
Jun04 031128 95.24 95.28 95.22 95.25 +0.01 15,722 0 -168,315
Total Volume and Open Interest 103,609    
3-Mth Euribor(LIFFE)
Dec03 031128 97.825 97.835 97.820 97.825 unch 42,008 0 -549,159
Mar04 031128 97.645 97.705 97.645 97.670 -0.005 62,218 0 -488,757
Jun04 031128 97.390 97.460 97.385 97.410 -0.015 84,795 0 -404,629
Total Volume and Open Interest 403,800    
3-Mth Aus T-Bills(SFE)
Dec03 031128 94.57 94.59 94.57 94.59 +0.02 13,173 0 -141,831
Mar04 031128 94.23 94.26 94.23 94.26 +0.03 26,981 0 -157,471
Jun04 031128 94.09 94.10 94.09 94.10 +0.02 8,104 0 -67,133
Sep04 031128 93.98 93.99 93.98 93.99 +0.01 3,318 0 -26,152
Dec04 031128 93.88 93.89 93.88 93.89 +0.02 1,013 0 -21,214
Mar05 031128 93.79 93.80 93.79 93.80 +0.02 210 0 -17,729
Jun05 031128 93.71 93.73 93.70 93.73 +0.03 356 0 -12,562
Sep05 031128 93.63 93.67 93.63 93.67 +0.03 156 0 -5,169
Dec05 031128 93.62 93.62 93.62 93.62 +0.05 4 0 -2,064
Mar06 031128 93.58 93.58 93.58 93.58 +0.06 55 0 -785
Total Volume and Open Interest 53,377    
10-Year Aus T-Bonds(SFE)
Dec03 031128 94.06 94.06 94.04 94.04 0.00 2,802 182,289 -6,326
Mar04 031128 94.03 94.03 94.03 94.03 0.00      
Total Volume and Open Interest 17,784    
3-Year Aus T-Bonds(SFE)
Dec03 031128 94.15 94.16 94.14 94.15 unch 66,892 0 -508,887
Mar04 031128 94.02 94.02 94.02 94.02 -0.01 76 0 -50
Total Volume and Open Interest 66,968    
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 031128 9753 9800 9745 9787 +20 7,212 35,769 +724
Mar04 031128 9740 9769 9735 9760 +19 103 3,200 +40
Jun04 031128 9736 9736 9736 9736 +19 0 2 +0
Total Volume and Open Interest 7,315 38,971 +764
S & P 500(CME)
Dec03 031128 1056.70 1060.10 1056.00 1057.80 +1.10 30,766 529,828 -1,950
Mar04 031128 1056.00 1058.50 1056.00 1056.40 +1.20 2,369 67,476 +2,380
Jun04 031128 1055.80 1055.80 1055.80 1055.80 +1.30 149 3,849 +88
Sep04 031128 1055.80 1055.80 1055.80 1055.80 +1.50 0 430 +0
Total Volume and Open Interest 33,284 601,686 +518
S & P 500 E-Mini(Globex)
Dec03 031128 1059.00 1060.25 1053.75 1057.75 +1.00 480,652 485,444 -3,333
Mar04 031128 1058.00 1058.75 1054.75 1056.50 +1.25 338 2,391 +80
Total Volume and Open Interest 480,990 487,835 -3,253
NASDAQ 100(CME)
Dec03 031128 1418.00 1428.00 1416.00 1425.00 +4.00 12,849 84,808 +344
Mar04 031128 1423.00 1428.50 1423.00 1428.50 +4.00 555 2,867 +554
Jun04 031128 1432.00 1432.00 1432.00 1432.00 +4.00 0 47 +0
Total Volume and Open Interest 13,404 87,722 +898
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031128 1423.0 1428.0 1412.0 1425.0 +4.0 229,994 289,153 -3,125
Mar04 031128 1429.0 1430.5 1416.5 1428.5 +4.0 135 1,474 +10
Total Volume and Open Interest 230,129 290,627 -3,115
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031128 566.00 569.00 565.70 567.05 +1.05 452 16,341 +60
Mar04 031128 566.85 566.85 566.85 566.85 +1.05      
Jun04 031128 567.30 567.30 567.30 567.30 +1.05 0 1 +0
Total Volume and Open Interest 452 16,342 +60
Russell 2000(CME)
Dec03 031128 543.50 548.50 543.50 546.50 +2.00 1,512 21,583 -66
Mar04 031128 546.50 546.50 546.50 546.50 +2.00 0 1 +0
Jun04 031128 546.50 546.50 546.50 546.50 +2.00      
Total Volume and Open Interest 1,512 21,584 -66
Value Line(KCBT)
Dec03 031128 1476.00 1476.00 1470.00 1470.00 unch 9 34 +1
Total Volume and Open Interest 9 38 +1
Nikkei 225(CME)
Dec03 031128 10130 10220 10100 10165 +15 2,734 33,830 +24
Mar04 031128 10220 10220 10155 10175 +15 91 170 +90
Total Volume and Open Interest 2,826 34,031 +115
Nikkei 225(SIMEX)
Dec03 031128 10170 10170 10025 10145 -10 13,467 0 -144,410
Mar04 031128 10130 10140 10040 10140 -10 6 0 -5,078
Jun04 031128 10095 10095 10095 10095 -10      
Total Volume and Open Interest 13,473    
CAC 40(MATIF)
Nov03 031127 3429.5 3437.5 3417.5 3430.0 +15.0 131,493 608,162 +22,173
Dec03 031128 3444.0 3449.0 3401.0 3435.0 -1.0 110,826 297,105 +77,996
Jan04 031128 3449.5 3449.5 3416.0 3440.5 -0.5 0 1,055 +1,015
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031128 3757.5 3775.5 3694.0 3747.5 -8.5 108,913 282,673 +0
Mar04 031128 3778.0 3795.5 3715.0 3767.5 -8.5 1,576 13,313 +0
Jun04 031128 3814.0 3814.0 3740.0 3789.0 -8.5 533 4,664 +0
Total Volume and Open Interest 111,022 300,650 +0
FT-SE 100(LIFFE)
Dec03 031128 4375.00 4385.50 4338.50 4346.00 -18.00 27,084 0 -414,201
Mar04 031128 4373.00 4374.00 4338.00 4341.00 -18.00 463 0 -29,668
Jun04 031128 4355.00 4355.00 4355.00 4355.00 -18.00      
Total Volume and Open Interest 27,547    
SPI 200(SFE)
Dec03 031128 3190.0 3191.0 3177.0 3189.0 +1.0 8,624 0 -160,190
Mar04 031128 3195.0 3201.0 3194.0 3201.0 +2.0 531 0 -4,596
Jun04 031128 3213.0 3213.0 3213.0 3213.0 +1.0 23 0 -3,101
Total Volume and Open Interest 9,178    
GSCI(CME)
Dec03 031128 244.75 245.35 244.70 244.70 +0.45 404 12,629 -121
Jan04 031128 244.60 244.60 244.60 244.60 +1.10 5 8 -5
Feb04 031128 242.00 242.00 242.00 242.00 +1.50      
Total Volume and Open Interest 409 12,637 -126
Reuters CRB Index(NYBOT)
Jan04 031128 249.00 249.00 249.00 249.00 unch 75 599 +0
Feb04 031128 247.25 247.25 247.25 247.25 unch 61 236 +0
Apr04 031128 246.00 246.00 246.00 246.00 unch 26 168 +0
Total Volume and Open Interest 162 1,006 +0
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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