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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 August 01, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug03 030801 537.00 540.00 536.00 537.50 +5.00 8,509 9,156 -1,777
Sep03 030801 523.50 531.50 522.00 524.50 +5.25 5,730 15,110 -60
Nov03 030801 513.50 522.00 513.50 517.50 +8.50 34,443 121,918 -1,858
Jan04 030801 519.50 525.50 519.50 521.75 +8.50 1,953 10,394 +354
Mar04 030801 524.00 529.00 523.00 525.25 +8.00 914 9,051 +301
May04 030801 524.50 529.00 524.00 525.50 +7.75 1,799 8,390 +53
Jul04 030801 529.50 532.50 527.00 528.50 +7.00 201 3,225 +26
Total Volume and Open Interest 53,633 178,607 -2,933
Soybean Meal(CBOT)
Aug03 030801 169.70 171.50 168.00 168.80 unch 6,118 8,818 -1,409
Sep03 030801 164.50 166.50 163.60 164.10 +0.70 6,491 25,368 +619
Oct03 030801 159.40 161.30 159.40 160.10 +2.40 2,112 19,334 +369
Dec03 030801 158.00 160.50 157.70 159.30 +2.80 10,403 64,771 +604
Jan04 030801 159.00 161.00 159.00 159.80 +2.40 1,893 9,270 +235
Mar04 030801 160.00 162.20 159.80 161.30 +2.10 1,167 7,285 -19
May04 030801 160.30 162.50 160.30 162.00 +2.80 2,434 6,303 +289
Jul04 030801 164.00 164.50 163.50 164.10 +2.90 580 4,584 +184
Total Volume and Open Interest 31,790 149,026 +1,272
Soybean Oil(CBOT)
Aug03 030801 19.40 19.60 19.40 19.47 +0.10 7,109 7,659 -1,967
Sep03 030801 19.35 19.60 19.32 19.45 +0.12 10,321 32,028 +1,401
Oct03 030801 19.25 19.54 19.25 19.40 +0.16 3,547 24,150 +760
Dec03 030801 18.91 19.29 18.88 19.16 +0.25 26,131 69,234 +6,100
Jan04 030801 18.92 19.30 18.92 19.15 +0.23 4,460 8,286 +1,031
Mar04 030801 19.18 19.30 19.16 19.19 +0.18 1,899 8,075 +174
May04 030801 19.15 19.35 19.15 19.18 +0.14 1,794 5,456 +302
Jul04 030801 19.15 19.30 19.15 19.18 +0.15 1,358 5,838 +757
Total Volume and Open Interest 57,225 163,731 +8,975
Canola(WCE)
Sep03 030801 342.4 342.4 342.4 342.4 unch 25 241 +21
Nov03 030801 345.0 347.7 345.0 346.9 +1.9 3,877 42,282 +85
Jan04 030801 350.6 350.6 350.6 350.6 +1.4 7 1,040 +0
Mar04 030801 354.0 355.5 354.0 355.5 +1.0 0 209 +0
May04 030801 359.5 359.5 359.5 359.5 unch 0 22 +0
Total Volume and Open Interest 4,384 47,992 +381
Corn(CBOT)
Sep03 030801 207.25 210.00 206.00 206.75 +0.75 16,336 123,110 -1,064
Dec03 030801 213.00 217.00 213.00 214.00 +2.00 32,240 214,547 +3,485
Mar04 030801 222.00 226.00 222.00 223.25 +2.25 3,861 44,186 +804
May04 030801 228.00 231.00 228.00 228.50 +1.50 480 10,701 +178
Jul04 030801 232.50 235.00 232.50 232.75 +1.50 593 9,107 +208
Sep04 030801 235.00 236.00 233.50 233.50 +1.50 1 1,712 +1
Total Volume and Open Interest 53,818 408,975 +3,763
Wheat(CBOT)
Sep03 030801 350.00 355.00 347.00 351.00 +2.50 20,650 55,433 -39
Dec03 030801 360.50 367.00 359.00 363.00 +4.00 20,165 47,463 +4,417
Mar04 030801 367.00 372.50 365.50 370.50 +4.25 1,922 8,123 +210
May04 030801 358.00 358.00 356.00 356.00 -2.00 56 421 +36
Jul04 030801 329.00 332.00 328.00 328.50 -0.50 251 1,210 +67
Total Volume and Open Interest 43,052 112,676 +4,694
Wheat(KCBT)
Sep03 030801 343.50 349.00 342.00 346.50 +4.25 9,497 33,763 -683
Dec03 030801 355.25 360.00 353.75 359.00 +5.25 8,778 28,388 +1,577
Mar04 030801 360.00 366.00 360.00 363.00 +4.50 1,044 4,454 -82
May04 030801 356.00 356.00 355.00 355.00 +2.00 28 799 +21
Jul04 030801 339.00 340.00 336.00 336.00 -4.00 68 719 +44
Total Volume and Open Interest 19,415 68,123 +877
Wheat(MGE)
Sep03 030801 366.50 370.75 366.00 370.25 +3.75 3,091 9,975 -148
Dec03 030801 371.50 378.00 371.50 376.50 +5.25 2,363 10,762 +302
Mar04 030801 377.00 383.50 377.00 381.00 +5.00 495 1,527 +171
May04 030801 379.00 379.00 379.00 379.00 unch 0 27 +0
Jul04 030801 370.00 370.00 370.00 370.00 unch 0 15 +0
Total Volume and Open Interest 5,959 22,386 +332
Oats(CBOT)
Sep03 030801 140.50 144.50 139.00 139.75 unch 220 1,236 -36
Dec03 030801 146.25 149.50 144.00 145.00 -1.00 783 4,386 -90
Mar04 030801 151.50 153.50 149.50 150.25 -0.75 6 379 +1
May04 030801 155.00 155.00 155.00 155.00 unch 0 17 +0
Total Volume and Open Interest 1,009 6,021 -125
Rough Rice(CBOT)
Sep03 030801 7.42 7.76 7.34 7.75 +0.31 501 1,639 -39
Nov03 030801 7.44 7.74 7.35 7.73 +0.32 955 4,301 +166
Jan04 030801 7.51 7.88 7.51 7.88 +0.35 19 342 +7
Mar04 030801 7.66 8.00 7.63 8.00 +0.34 0 104 +0
Total Volume and Open Interest 1,477 6,420 +134
Live Cattle(CME)
Aug03 030801 78.700 79.250 78.250 79.225 +0.600 4,120 17,114 -450
Oct03 030801 78.100 78.400 77.400 78.300 +0.600 5,848 57,881 -413
Dec03 030801 77.350 78.000 77.075 78.000 +0.775 2,490 20,174 +168
Feb04 030801 77.350 77.750 77.150 77.700 +0.325 877 11,925 +119
Apr04 030801 76.600 76.950 76.500 76.925 -0.075 453 5,357 -37
Jun04 030801 70.500 70.800 70.500 70.625 +0.150 105 1,604 +102
Total Volume and Open Interest 13,985 114,439 -527
Feeder Cattle(CME)
Aug03 030801 90.550 90.850 90.400 90.800 +0.450 1,001 6,862 +50
Sep03 030801 90.500 90.900 90.200 90.750 +0.450 343 4,922 -102
Oct03 030801 90.650 90.800 90.250 90.775 +0.250 956 6,640 +149
Nov03 030801 89.500 89.700 88.950 89.625 +0.175 194 3,729 +39
Jan04 030801 87.000 87.150 86.800 87.150 +0.075 47 1,447 +8
Mar04 030801 85.300 85.300 85.300 85.300 +0.100 6 139 +1
Apr04 030801 85.600 85.600 85.600 85.600 +0.100 9 165 +3
Total Volume and Open Interest 2,558 23,997 +150
Lean Hogs(CME)
Aug03 030801 56.850 57.275 56.050 56.175 -1.125 3,200 8,500 -795
Oct03 030801 51.150 52.100 50.750 51.125 -0.175 4,011 20,708 +737
Dec03 030801 50.325 50.950 49.900 50.000 -0.125 631 7,170 +44
Feb04 030801 54.250 54.800 54.250 54.325 +0.025 144 1,995 +37
Apr04 030801 57.300 57.650 57.300 57.525 +0.225 45 1,123 +8
May04 030801 60.900 61.150 60.900 61.150 +0.150 9 255 +5
Jun04 030801 62.600 62.600 62.200 62.200 +0.075 8 349 +1
Jul04 030801 60.200 60.200 60.200 60.200 +0.075 12 163 +10
Total Volume and Open Interest 8,069 40,291 +55
Pork Bellies(CME)
Aug03 030801 86.450 87.000 85.500 85.900 -0.950 267 1,285 -71
Feb04 030801 78.650 79.150 77.900 78.050 -0.600 97 353 +38
Mar04 030801 77.950 77.950 77.950 77.950 -0.350 0 9 +0
May04 030801 81.000 81.000 81.000 81.000 unch 0 3 +0
Total Volume and Open Interest 364 1,650 -33
BFP Milk Class III(CME)
Jul03 030731 11.75 11.75 11.75 11.75 unch 1 4,089 -12
Aug03 030801 13.87 13.93 13.85 13.89 +0.02 181 4,981 +123
Sep03 030801 14.36 14.53 14.34 14.53 +0.21 174 5,172 +63
Oct03 030801 13.65 13.73 13.64 13.70 +0.08 270 4,522 +12
Nov03 030801 12.80 12.95 12.79 12.94 +0.15 109 3,454 +61
Total Volume and Open Interest 902 24,826 -3,774
Cocoa(NYBOT)
Sep03 030801 1455 1480 1450 1465 unch 3,903 28,928 -112
Dec03 030801 1435 1453 1428 1443 unch 1,549 17,743 -783
Mar04 030801 1423 1436 1418 1425 -6 889 14,176 +1,467
May04 030801 1435 1435 1435 1435 -9 37 5,930 -522
Jul04 030801 1443 1443 1443 1443 -9 100 3,806 -46
Sep04 030801 1451 1451 1451 1451 -9 1 5,219 -27
Dec04 030801 1463 1463 1463 1463 -8 0 6,041 +0
Total Volume and Open Interest 6,479 86,122 -23
Coffee "C"(NYBOT)
Sep03 030801 64.00 65.70 64.00 65.05 +1.60 11,842 39,964 -2,262
Dec03 030801 66.50 68.00 66.50 67.30 +1.50 5,488 19,738 +1,520
Mar04 030801 68.75 70.20 68.75 69.65 +1.50 636 4,910 +298
May04 030801 70.20 71.50 70.20 70.95 +1.40 165 2,315 -28
Jul04 030801 73.00 73.00 72.25 72.25 +1.30 63 838 +28
Sep04 030801 73.50 74.45 73.50 73.60 +1.15 467 2,835 +92
Total Volume and Open Interest 18,885 72,686 -236
Orange Juice(NYBOT)
Sep03 030801 78.80 79.20 78.55 79.00 -0.50 1,108 16,973 -218
Nov03 030801 80.75 81.00 80.40 80.75 -0.35 290 4,651 +47
Jan04 030801 82.45 82.70 82.45 82.50 -0.35 6 1,839 +4
Mar04 030801 84.70 84.80 84.40 84.40 -0.40 15 1,073 +9
May04 030801 86.50 86.50 85.90 85.90 -0.40 12 1,254 +11
Total Volume and Open Interest 1,431 25,962 -147
Sugar #11(NYBOT)
Oct03 030801 7.17 7.25 7.15 7.24 +0.03 40,376 120,925 +7,609
Mar04 030801 7.18 7.22 7.16 7.22 +0.01 11,626 37,293 +1,781
May04 030801 7.06 7.08 7.03 7.08 unch 1,550 17,720 -91
Jul04 030801 6.70 6.72 6.67 6.70 -0.01 2,151 15,227 +184
Oct04 030801 6.56 6.59 6.55 6.58 +0.01 944 11,182 -255
Total Volume and Open Interest 56,849 205,273 +9,236
London Cocoa(LCE)
Sep03 030801 938 938 927 932 -6 2,422 39,777 -640
Dec03 030801 952 962 951 956 -6 6,743 52,712 +3,928
Mar04 030801 978 980 973 978 -5 758 29,534 -94
May04 030801 993 993 989 991 -6 570 13,616 +109
Jul04 030801 1007 1009 1002 1005 -6 508 11,307 -121
Sep04 030801 1014 1015 1014 1015 -6 433 9,966 +1
Dec04 030801 1028 1028 1025 1026 -6 250 6,255 +250
Total Volume and Open Interest 12,187 168,336 +3,895
London Coffee(LCE)
Sep03 030801 711.00 741.00 710.00 733.00 +20.00 5,004 39,405 -1,002
Nov03 030801 725.00 755.00 724.00 747.00 +20.00 1,733 35,628 +102
Jan04 030801 740.00 765.00 740.00 760.00 +19.00 353 14,012 +265
Mar04 030801 755.00 774.00 754.00 774.00 +19.00 0 8,980 +0
May04 030801 775.00 788.00 775.00 788.00 +19.00 0 10,887 +0
Jul04 030801 802.00 802.00 802.00 802.00 +19.00 0 1,395 +0
Total Volume and Open Interest 7,110 113,063 -685
London Sugar(LCE)
Aug03 030716 203.00 204.00 201.80 203.00 +0.60 4,132 5,811 -1,710
Oct03 030801 211.70 212.80 211.00 211.90 -0.30 2,950 27,357 +22
Dec03 030801 211.00 211.20 209.20 210.40 +0.20 129 8,417 +67
Mar04 030801 209.00 209.50 208.50 209.20 unch 487 5,769 +44
May04 030801 207.60 208.00 207.00 207.20 unch 227 2,512 -90
Total Volume and Open Interest 4,286 50,065 -147
Cotton(NYBOT)
Oct03 030801 57.00 57.10 56.30 56.35 -0.56 525 3,401 +3
Dec03 030801 58.55 58.70 57.90 57.91 -0.52 10,464 45,450 +770
Mar04 030801 61.20 61.20 60.40 60.43 -0.62 472 8,608 +61
May04 030801 61.90 61.90 61.25 61.25 -0.60 110 2,534 -18
Jul04 030801 62.41 62.41 62.15 62.15 -0.60 159 2,397 -54
Oct04 030801 62.25 62.25 62.25 62.25 -0.60 0 109 +0
Total Volume and Open Interest 11,740 63,136 +772
Lumber(CME)
Sep03 030801 282.0 287.5 281.0 286.0 +6.5 759 1,430 +39
Nov03 030801 275.5 277.9 274.1 277.7 +4.3 202 337 +0
Jan04 030801 274.8 280.0 274.8 280.0 +5.6 22 102 -4
Mar04 030801 278.0 278.0 278.0 278.0 +2.8 0 19 +0
Total Volume and Open Interest 984 1,894 +34
Crude Oil(NYM)
Sep03 030801 30.80 32.38 30.80 32.31 +1.77 69,186 192,000 -5,982
Oct03 030801 30.60 32.00 30.55 31.95 +1.70 35,789 63,454 -1,032
Nov03 030801 30.10 31.40 30.10 31.36 +1.58 10,828 36,312 +1,827
Dec03 030801 29.60 30.79 29.50 30.79 +1.47 8,206 45,367 +673
Jan04 030801 29.20 30.19 29.17 30.19 +1.34 2,433 20,346 +300
Feb04 030801 28.78 29.59 28.78 29.59 +1.20 641 9,372 +134
Mar04 030801 28.31 29.03 28.31 29.03 +1.07 2,308 13,269 -77
Apr04 030801 28.30 28.50 28.30 28.49 +0.93 1,486 12,642 +880
May04 030801 27.95 28.06 27.95 28.06 +0.85 110 6,260 -7
Jun04 030801 27.15 27.75 27.15 27.71 +0.77 4,099 18,831 +122
Total Volume and Open Interest 141,876 521,353 -1,407
Heating Oil(NYM)
Sep03 030801 80.80 85.40 80.50 85.12 +5.26 22,980 48,544 +1,945
Oct03 030801 81.40 85.70 81.30 85.64 +5.18 3,501 15,818 +1,072
Nov03 030801 82.10 86.20 82.10 86.14 +5.03 1,392 9,099 +372
Dec03 030801 82.25 86.44 82.20 86.44 +4.88 3,600 17,861 +466
Jan04 030801 82.95 86.54 82.95 86.54 +4.73 632 9,630 -33
Feb04 030801 81.65 85.24 81.65 85.24 +4.43 580 7,834 +134
Mar04 030801 79.30 82.24 79.20 82.24 +4.03 367 9,235 -81
Apr04 030801 76.60 78.99 76.60 78.99 +3.58 159 3,695 +36
May04 030801 75.60 75.99 75.50 75.99 +3.28 10 1,038 +10
Jun04 030801 74.44 74.44 74.44 74.44 +3.08 462 3,273 +407
Total Volume and Open Interest 42,866 131,059 +447
Unleaded Gas(NYM)
Sep03 030801 89.80 94.60 89.70 94.34 +5.52 26,503 57,983 -140
Oct03 030801 85.40 89.20 85.10 88.95 +4.63 4,837 13,163 +1,290
Nov03 030801 82.00 85.55 82.00 85.55 +4.33 879 6,015 -31
Dec03 030801 79.90 83.25 79.70 83.25 +4.13 2,106 5,221 +1,040
Jan04 030801 80.85 82.55 80.85 82.55 +4.03 50 1,999 -40
Feb04 030801 82.55 82.55 82.55 82.55 +3.98 0 362 +0
Mar04 030801 81.00 83.05 81.00 83.05 +3.93 95 473 +14
Apr04 030801 88.65 88.65 88.65 88.65 +3.68 123 1,670 -3
Total Volume and Open Interest 48,211 89,405 -4,266
Natural Gas(NYM)
Sep03 030801 4.720 4.895 4.710 4.874 +0.156 34,584 57,728 +2,312
Oct03 030801 4.745 4.925 4.745 4.909 +0.161 7,867 34,647 +1,546
Nov03 030801 4.980 5.130 4.980 5.122 +0.139 3,446 24,496 +8
Dec03 030801 5.235 5.380 5.230 5.365 +0.137 3,516 25,257 +314
Jan04 030801 5.410 5.500 5.400 5.492 +0.136 3,645 22,454 -420
Feb04 030801 5.330 5.450 5.310 5.437 +0.128 1,751 16,323 +305
Mar04 030801 5.240 5.360 5.220 5.342 +0.119 2,312 15,493 -446
Apr04 030801 4.760 4.850 4.760 4.850 +0.119 1,186 14,188 +454
Total Volume and Open Interest 63,615 344,146 +4,931
Brent Crude Oil(IPE)
Sep03 030801 28.45 30.05 28.40 29.99 +1.62 38,826 99,051 -2,747
Oct03 030801 28.22 29.90 28.22 29.87 +1.70 21,154 75,042 -802
Nov03 030801 28.05 29.55 28.01 29.55 +1.66 5,516 23,970 +1,830
Dec03 030801 27.77 29.14 27.73 29.14 +1.62 7,864 24,853 +173
Jan04 030801 26.30 28.69 26.30 28.69 +1.55 968 10,593 +144
Feb04 030801 26.91 28.27 26.91 28.27 +1.50 475 4,743 +9
Mar04 030801 26.55 27.85 26.55 27.85 +1.45 800 5,950 -450
Apr04 030801 26.29 27.43 26.29 27.43 +1.39 43 5,855 +43
Total Volume and Open Interest 81,875 294,737 -164
Gas Oil(IPE)
Aug03 030801 242.00 255.00 241.75 251.50 +8.50 9,307 28,413 -2,447
Sep03 030801 243.00 255.75 243.00 253.00 +9.25 9,813 43,016 +3,002
Oct03 030801 243.50 254.25 242.75 253.75 +10.00 2,186 12,926 +836
Nov03 030801 243.25 252.00 243.00 252.00 +8.50 644 7,734 +316
Dec03 030801 242.00 250.25 241.75 250.25 +8.00 1,923 26,638 -235
Jan04 030801 247.75 247.75 247.75 247.75 +7.50 0 4,874 +0
Feb04 030801 244.25 244.25 244.25 244.25 +7.00 0 3,047 +0
Mar04 030801 239.00 239.00 239.00 239.00 +6.75 0 2,398 +0
Total Volume and Open Interest 23,873 142,502 +1,472
US Dollar Index(NYBOT)
Sep03 030801 97.10 97.72 96.70 96.87 -0.27 1,559 9,946 -236
Dec03 030801 97.61 98.00 97.15 97.27 -0.27 21 2,180 +10
Mar04 030801 97.67 97.67 97.67 97.67 -0.27 0 13 +0
Total Volume and Open Interest 1,582 12,141 -224
Australian Dollar(CME)
Sep03 030801 64.51 65.17 64.30 64.87 +0.37 2,797 33,713 -863
Dec03 030801 64.45 64.45 64.31 64.31 +0.37 14 511 -4
Mar04 030801 63.75 63.75 63.75 63.75 +0.37 0 388 +0
Total Volume and Open Interest 2,811 34,677 -867
British Pound(CME)
Sep03 030801 160.06 160.82 159.94 160.36 -0.10 4,329 44,218 +201
Dec03 030801 159.00 159.26 159.00 159.26 -0.10 5 947 -1
Mar04 030801 158.16 158.16 158.16 158.16 -0.10 0 1 +0
Total Volume and Open Interest 4,334 45,166 +200
Canadian Dollar(CME)
Sep03 030801 70.96 71.70 70.85 71.32 +0.44 5,571 54,957 -236
Dec03 030801 70.69 71.40 70.69 71.04 +0.44 289 3,899 -98
Mar04 030801 70.95 71.00 70.79 70.79 +0.44 11 1,616 +4
Jun04 030801 70.70 70.70 70.54 70.54 +0.44 5 870 +0
Total Volume and Open Interest 5,883 61,837 -330
Japanese Yen(CME)
Sep03 030801 83.01 83.60 82.96 83.40 +0.36 19,093 107,993 +9,238
Dec03 030801 83.18 83.72 83.18 83.65 +0.38 2 20,456 +1
Mar04 030801 83.92 83.92 83.92 83.92 +0.42 0 33 +0
Total Volume and Open Interest 19,095 128,484 +9,239
Swiss Franc(CME)
Sep03 030801 73.11 73.53 72.96 73.29 +0.27 8,542 43,644 -1,336
Dec03 030801 73.22 73.52 73.22 73.43 +0.27 6 411 -2
Mar04 030801 73.58 73.58 73.58 73.58 +0.27 0 5 +0
Total Volume and Open Interest 8,548 44,170 -1,338
EuroFX(CME)
Sep03 030801 111.60 112.62 111.45 112.48 +0.22 16,568 94,467 +565
Dec03 030801 111.31 112.30 111.31 112.20 +0.22 337 1,772 +103
Mar04 030801 111.05 111.96 111.05 111.96 +0.22 40 252 -15
Total Volume and Open Interest 16,950 96,565 +651
Mexican Peso(CME)
Sep03 030801 9355.0 9420.0 9350.0 9402.0 unch 15,385 36,869 -4,099
Dec03 030801 9260.0 9282.0 9260.0 9282.0 unch 79 1,646 +8
Total Volume and Open Interest 15,635 38,985 -4,016
30-Year T-Bonds(CBOT)
Sep03 030801 106~06 106~10 104~06 105~31 +0~11 554,342 513,389 +2,538
Dec03 030801 103~21 104~21 102~26 104~15 +0~11 7,408 38,667 -958
Mar04 030801 103~11 103~11 102~21 103~03 +0~11 88 119 +47
Total Volume and Open Interest 561,863 552,302 +1,652
Municipal Bonds(CBOT)
Sep03 030801 97~24 99~05 97~23 98~18 -0~01 457 2,255 +17
Total Volume and Open Interest 457 2,255 +17
10-Year T-Notes(CBOT)
Sep03 030801 111~000 111~075 109~200 110~175 -0~025 1,122,099 983,576 +25,833
Dec03 030801 108~105 109~085 107~200 108~240 +0~010 17,245 74,383 +2,914
Total Volume and Open Interest 1,139,344 1,057,959 +28,747
5-Year T-Notes(CBOT)
Sep03 030801 110~230 111~195 110~215 111~075 -0~030 423,275 0 -789,655
Dec03 030801 109~070 109~305 109~070 109~240 -0~050 56 0 -14,217
Total Volume and Open Interest 423,331    
2 Year T-Notes(CBOT)
Sep03 030801 107~008 107~052 107~004 107~022 -0~018 11,853 122,762 +1,541
Total Volume and Open Interest 11,853 122,762 +1,541
3-Mth T-Bills(IMM)
Sep03 030801 99.06 99.06 99.06 99.06 -0.01 0 7 +0
Total Volume and Open Interest 0 7 +0
Eurodollars(CME)
Sep03 030801 98.770 98.845 98.765 98.815 -0.030 174,576 773,311 -13,019
Dec03 030801 98.620 98.710 98.610 98.655 -0.060 408,061 801,613 +23,371
Mar04 030801 98.315 98.490 98.300 98.385 -0.075 418,972 693,793 +38,757
Jun04 030801 97.860 98.135 97.860 98.000 -0.100 390,669 571,357 +15,084
Sep04 030801 97.380 97.730 97.370 97.565 -0.130 222,931 518,618 +7,222
Dec04 030801 96.920 97.280 96.870 97.070 -0.170 127,783 512,505 -6,043
Mar05 030801 96.470 96.880 96.470 96.625 -0.175 55,454 270,914 +209
Jun05 030801 96.000 96.420 96.000 96.205 -0.155 49,827 217,550 +8,116
Sep05 030801 95.595 96.045 95.595 95.870 -0.125 18,098 166,762 +2,677
Dec05 030801 95.365 95.700 95.365 95.570 -0.095 15,760 156,521 +2,832
Mar06 030801 95.070 95.400 95.070 95.305 -0.065 10,962 137,420 +2,946
Jun06 030801 94.810 95.150 94.810 95.065 -0.045 14,672 124,281 +2,620
Total Volume and Open Interest 1,943,267 5,509,046 +86,603
3-Mth Euro-Yen(CME)
Sep03 030801 99.91 99.91 99.91 99.91 unch 0 11,275 -20
Dec03 030801 99.90 99.90 99.90 99.90 unch 0 2,688 +2
Mar04 030801 99.87 99.87 99.87 99.87 unch 167 6,276 +297
Jun04 030801 99.87 99.87 99.87 99.87 -0.01 1 7,551 +103
Sep04 030801 99.84 99.84 99.84 99.84 -0.01 25 1,601 +30
Dec04 030801 99.81 99.81 99.81 99.81 -0.02 0 425 +0
Mar05 030801 99.77 99.77 99.77 99.77 unch 2 5,202 +2
Jun05 030801 99.74 99.74 99.74 99.74 -0.02 0 418 +0
Sep05 030801 99.70 99.70 99.70 99.70 -0.02 0 5,000 +0
Dec05 030801 99.62 99.62 99.62 99.62 -0.03 0 20 +0
Total Volume and Open Interest 195 42,640 +439
3-Mth Euro-Yen(SIMEX)
Sep03 030801 99.91 99.91 99.91 99.91 unch 257 51,599 +172
Dec03 030801 99.90 99.90 99.89 99.89 -0.01 403 33,607 -275
Mar04 030801 99.87 99.87 99.86 99.86 -0.01 119 46,027 -592
Jun04 030801 99.87 99.87 99.86 99.87 -0.01 2,162 47,530 +1,601
Sep04 030801 99.85 99.85 99.84 99.84 -0.01 359 15,201 -557
Dec04 030801 99.81 99.82 99.81 99.81 -0.02 376 21,042 -9
Mar05 030801 99.76 99.76 99.75 99.75 -0.03 37 9,928 -136
Jun05 030801 99.75 99.75 99.74 99.74 -0.02 350 8,360 +295
Total Volume and Open Interest 4,163 249,120 +574
German Euro-Bund(EUREX)
Sep03 030731 114.93 115.15 113.93 114.00 -0.75 1,227,404 796,450 +3,290
Dec03 030731 114.02 114.16 113.01 113.07 -0.74 2,052 19,970 +1,470
Mar04 030731 112.85 112.85 112.85 112.85 -0.75 8,236 0 -3,730
Total Volume and Open Interest 1,237,692 816,420 +1,030
German Euro-Bobl(EUREX)
Sep03 030731 112.00 112.15 111.25 111.30 -0.59 596,519 561,655 +4,426
Dec03 030731 111.16 111.23 110.42 110.42 -0.58 184 11,157 +13
Mar04 030731 110.15 110.15 110.15 110.15 -0.59 1,926 2,064 -1,750
Total Volume and Open Interest 598,629 574,876 +2,689
Long Gilt(LIFFE)
Sep03 030731 119~27 119~32 118~26 118~31 -0~24 34,405 114,185 -3,821
Dec03 030731 118~03 118~03 118~03 118~03 -0~24      
Total Volume and Open Interest 34,405 114,185 -3,821
3-Mth Short Sterling(LIFFE)
Sep03 030731 96.56 96.57 96.48 96.51 -0.05 22,675 0 +0
Dec03 030731 96.56 96.58 96.43 96.49 -0.07 44,307 0 +0
Mar04 030731 96.39 96.44 96.21 96.30 -0.10 57,121 0 +0
Total Volume and Open Interest 178,849    
3-Mth Euribor(LIFFE)
Sep03 030731 97.935 97.940 97.895 97.900 -0.030 54,108 568,419 -20,567
Dec03 030731 98.000 98.010 97.910 97.935 -0.060 66,088 645,449 -548
Mar04 030731 97.915 97.935 97.790 97.830 -0.080 107,717 430,087 -14,784
Total Volume and Open Interest 435,150 2,792,248 -55,139
3-Mth Aus T-Bills(SFE)
Sep03 030801 95.29 95.30 95.27 95.29 -0.02 23,116 158,810 +5,440
Dec03 030801 95.31 95.32 95.30 95.32 -0.05 33,562 112,727 +8,878
Mar04 030801 95.28 95.28 95.25 95.27 -0.08 6,230 39,967 +2,119
Jun04 030801 95.15 95.15 95.12 95.14 -0.09 1,603 24,171 +197
Sep04 030801 95.00 95.00 94.95 94.98 -0.10 136 17,161 -53
Dec04 030801 94.84 94.86 94.79 94.82 -0.12 5 12,034 +0
Mar05 030801 94.71 94.71 94.67 94.69 -0.12 50 8,999 +107
Jun05 030801 94.61 94.61 94.57 94.58 -0.13 70 3,441 +20
Sep05 030801 94.49 94.49 94.49 94.49 -0.13 0 1,547 +0
Dec05 030801 94.41 94.41 94.41 94.41 -0.13 0 1,197 +0
Total Volume and Open Interest 64,772 380,892 +16,708
10-Year Aus T-Bonds(SFE)
Sep03 030801 94.43 94.46 94.39 94.43 -0.12 17,122 178,534 +0
Dec03 030801 94.43 94.43 94.43 94.43 -0.12      
Total Volume and Open Interest 17,122 178,534 +7,041
3-Year Aus T-Bonds(SFE)
Sep03 030801 95.04 95.04 94.99 95.01 -0.11 58,607 369,078 +13,143
Dec03 030801 95.01 95.01 95.01 95.01 -0.11      
Total Volume and Open Interest 58,607 369,078 +13,143
Gold(CMX)
Aug03 030801 352.0 354.0 345.0 346.1 -7.9 2,554 5,806 -11,375
Oct03 030801 353.5 355.0 346.0 347.0 -8.0 1,759 14,544 +373
Dec03 030801 353.8 355.7 346.0 347.8 -8.0 41,083 139,910 +371
Feb04 030801 354.8 356.8 348.6 348.6 -8.0 317 13,680 +16
Apr04 030801 355.8 355.8 349.4 349.4 -7.9 256 4,563 -205
Jun04 030801 358.3 358.3 350.0 350.2 -7.9 382 13,074 -133
Total Volume and Open Interest 46,463 219,032 -10,947
Silver(CMX)
Sep03 030801 516.0 516.5 506.0 509.7 -2.3 26,648 68,353 -2,585
Dec03 030801 515.0 518.0 508.0 510.7 -2.1 10,626 34,257 +5,960
Mar04 030801 513.0 513.0 511.7 511.7 -2.1 64 2,589 +12
May04 030801 515.0 515.0 512.1 512.1 -2.0 0 1,012 +0
Jul04 030801 518.0 518.0 512.3 512.3 -1.5 202 1,855 +0
Total Volume and Open Interest 37,731 112,011 +3,356
Platinum(NYM)
Oct03 030801 682.0 682.0 674.5 678.9 -6.8 459 7,859 -50
Jan04 030801 666.0 667.0 666.0 666.9 -6.8 10 54 +10
Total Volume and Open Interest 469 7,913 -40
Palladium(NYME)
Sep03 030801 186.00 187.00 185.00 185.25 +3.25 210 2,572 -33
Dec03 030801 184.00 185.25 184.00 185.25 +3.25 23 222 +12
Mar04 030801 186.75 186.75 186.75 186.75 +3.25 0 8 +0
Total Volume and Open Interest 233 2,807 -21
Copper(CMX)
Sep03 030801 82.40 82.45 81.40 81.85 -0.20 20,588 70,031 +2,549
Dec03 030801 82.35 82.40 81.50 81.90 -0.20 3,822 16,632 +1,157
Mar04 030801 81.90 81.90 81.20 81.55 -0.25 452 4,108 +269
May04 030801 81.50 81.50 81.50 81.50 -0.30 178 1,050 +7
Jul04 030801 81.50 81.50 81.50 81.50 -0.30 0 2,076 +0
Total Volume and Open Interest 25,243 101,642 +2,153
DJIA Index(CBOT)
Sep03 030801 9235 9245 9115 9140 -67 24,627 39,865 +1,254
Dec03 030801 9190 9190 9095 9106 -66 231 2,444 +67
Mar04 030801 9081 9081 9081 9081 -66 0 25 +0
Jun04 030801 9051 9051 9051 9051 -66      
Total Volume and Open Interest 24,858 42,334 +1,321
S & P 500(CME)
Sep03 030801 987.00 987.50 977.00 979.60 -9.70 74,217 571,193 +484
Dec03 030801 985.50 985.50 976.60 977.80 -9.60 3,456 35,436 +1,794
Mar04 030801 976.00 976.00 976.00 976.00 -9.60 0 1,564 +0
Jun04 030801 975.00 975.00 975.00 975.00 -9.60 0 261 +0
Total Volume and Open Interest 77,673 608,684 +2,278
S & P 500 E-Mini(Globex)
Sep03 030801 988.75 992.75 977.00 979.50 -9.75 850,836 467,253 +17,803
Dec03 030801 986.50 989.75 975.25 977.75 -9.75 658 1,686 -56
Total Volume and Open Interest 851,494 468,939 +17,747
NASDAQ 100(CME)
Sep03 030801 1277.00 1279.00 1260.00 1267.50 -11.50 16,712 0 -82,232
Dec03 030801 1265.00 1265.00 1265.00 1269.50 -11.50 51 0 -520
Mar04 030801 1272.00 1272.00 1267.50 1272.00 -11.50      
Total Volume and Open Interest 16,763    
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030731 1264.0 1301.0 1264.0 1279.0 +14.5 181,467 292,054 +5,736
Dec03 030731 1269.0 1300.0 1269.0 1281.0 +14.5 58 882 +44
Total Volume and Open Interest 181,525 292,936 +5,780
NYSE Composite(NYBOT)
Sep03 030801 520.25 520.25 520.25 520.25 -5.15 6 570 +0
Total Volume and Open Interest 6 570 +0
S & P Midcap 400(CME)
Sep03 030801 496.00 496.50 489.50 490.75 -6.05 765 12,971 -64
Dec03 030801 491.65 491.65 491.65 491.65 -6.05      
Mar04 030801 492.15 492.15 492.15 492.15 -6.05      
Total Volume and Open Interest 765 12,971 -64
Russell 2000(CME)
Sep03 030801 475.00 475.50 465.50 466.75 -9.35 1,763 22,080 +159
Dec03 030801 467.25 467.25 467.25 467.25 -9.35      
Mar04 030801 467.75 467.75 467.75 467.75 -9.35      
Total Volume and Open Interest 1,763 22,080 +159
Value Line(KCBT)
Sep03 030801 1268.00 1268.00 1268.00 1268.00 -15.00 10 32 +2
Total Volume and Open Interest 10 32 +2
Nikkei 225(CME)
Sep03 030731 9600 9735 9600 9690 +70 2,260 28,041 -580
Dec03 030731 9680 9680 9680 9680 +70 7 70 +5
Total Volume and Open Interest 2,267 28,112 -575
Nikkei 225(SIMEX)
Sep03 030801 9660 9675 9515 9610 +40 17,698 128,883 -2,426
Dec03 030801 9575 9575 9575 9575 +40 0 81 +0
Mar04 030801 9570 9570 9570 9570 +40      
Total Volume and Open Interest 17,698 128,964 -2,426
CAC 40(MATIF)
Aug03 030731 3182.5 3226.5 3159.5 3216.5 +37.5 84,486 221,579 +155,566
Sep03 030731 3190.0 3229.0 3164.5 3221.0 +38.0 12,034 181,257 +20,556
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030801 3467.0 3485.5 3411.5 3442.0 -36.5 105,157 280,705 -1,284
Dec03 030801 3486.5 3494.0 3435.5 3459.5 -36.0 1,201 6,247 +791
Mar04 030801 3512.5 3512.5 3459.5 3478.0 -36.0 1,003 3,425 +610
Total Volume and Open Interest 107,361 290,377 +117
FT-SE 100(LIFFE)
Sep03 030801 4121.50 4133.00 4074.50 4088.50 -46.00 65,360 392,037 +8,646
Dec03 030801 4140.00 4140.50 4092.00 4100.50 -45.50 1,118 26,300 +4
Mar04 030801 4131.00 4131.50 4097.00 4097.00 -40.00 0 3,844 +0
Total Volume and Open Interest 66,514 425,981 +8,650
SPI 200(SFE)
Sep03 030731 3089.0 3128.0 3089.0 3117.0 +34.0 9,557 171,877 +995
Dec03 030731 3124.0 3124.0 3118.0 3118.0 +34.0 54 5,539 +2
Mar04 030731 3124.0 3124.0 3119.0 3119.0 +34.0 0 2,001 +0
Total Volume and Open Interest 9,611 180,997 +997
GSCI(CME)
Aug03 030801 234.00 242.50 234.00 242.50 +9.30 638 13,434 +148
Sep03 030801 233.65 242.00 233.65 242.00 +9.00 119 386 +103
Oct03 030801 240.00 240.00 240.00 240.00 +8.50      
Total Volume and Open Interest 757 13,820 +251
Bridge CRB Index(NYBOT)
Aug03 030801 234.75 236.25 234.75 235.75 +1.50 63 155 -55
Nov03 030801 236.50 237.75 236.50 237.75 +1.50 54 353 -49
Jan04 030801 237.25 237.75 237.25 237.75 +1.50 50 264 +50
Total Volume and Open Interest 217 872 -4
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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