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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue August 05, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug03 030805 541.00 543.00 537.25 542.00 +2.50 3,568 6,466 -1,639
Sep03 030805 523.00 523.50 517.00 519.50 -3.50 3,605 15,132 -299
Nov03 030805 516.00 516.50 510.00 512.75 -3.50 27,249 122,073 +1,633
Jan04 030805 520.50 520.50 515.25 517.75 -2.50 1,717 10,793 +341
Mar04 030805 521.00 522.00 518.50 522.00 -1.50 897 9,437 +270
May04 030805 523.00 524.00 520.25 523.75 -1.00 1,190 8,285 -249
Jul04 030805 528.00 528.00 524.50 527.75 -0.25 760 3,436 +151
Total Volume and Open Interest 39,121 177,098 +290
Soybean Meal(CBOT)
Aug03 030805 166.00 166.00 164.10 164.60 -1.10 4,529 6,208 -1,423
Sep03 030805 162.20 162.20 160.10 160.80 -1.30 6,236 25,226 -846
Oct03 030805 159.70 159.70 157.20 157.70 -2.00 3,117 18,759 -482
Dec03 030805 158.30 158.60 156.40 157.10 -1.70 7,758 64,172 -524
Jan04 030805 159.30 159.30 157.40 158.10 -1.60 548 9,226 +6
Mar04 030805 161.00 161.20 159.20 159.80 -1.40 456 7,386 +68
May04 030805 161.30 161.30 159.80 160.10 -1.50 326 6,249 -93
Jul04 030805 163.80 163.80 162.10 162.70 -1.10 227 4,836 +111
Total Volume and Open Interest 23,254 145,247 -3,167
Soybean Oil(CBOT)
Aug03 030805 19.42 19.42 19.30 19.39 -0.06 3,133 3,735 -710
Sep03 030805 19.37 19.38 19.25 19.31 -0.11 6,022 31,949 -497
Oct03 030805 19.37 19.37 19.21 19.27 -0.12 4,138 24,401 +382
Dec03 030805 19.10 19.10 18.91 18.99 -0.14 10,169 68,960 -884
Jan04 030805 19.15 19.15 18.98 19.01 -0.14 973 9,357 +573
Mar04 030805 19.12 19.12 19.00 19.05 -0.10 591 7,659 -297
May04 030805 19.13 19.13 19.01 19.06 -0.10 498 5,764 +119
Jul04 030805 19.15 19.15 19.01 19.07 -0.08 535 6,456 +71
Total Volume and Open Interest 26,162 161,384 -1,164
Canola(WCE)
Sep03 030805 341.0 341.0 341.0 341.0 -1.4 25 241 +0
Nov03 030805 346.7 346.7 344.8 345.0 -1.9 3,877 42,282 +0
Jan04 030805 350.6 350.6 348.3 349.0 -1.6 7 1,040 +0
Mar04 030805 353.5 353.5 353.5 353.5 -2.0 0 209 +0
May04 030805 358.0 358.0 358.0 358.0 -1.5 0 22 +0
Total Volume and Open Interest 4,384 47,992 +0
Corn(CBOT)
Sep03 030805 209.50 210.50 208.25 209.50 unch 17,692 116,768 -2,710
Dec03 030805 217.00 217.50 215.00 217.00 -0.25 43,552 218,480 +768
Mar04 030805 226.00 226.25 223.75 225.50 -0.50 2,406 44,976 +268
May04 030805 231.25 231.50 229.25 230.75 -0.50 677 10,976 -189
Jul04 030805 235.25 235.25 233.25 234.75 -0.50 503 9,467 +260
Sep04 030805 234.75 234.75 234.00 234.00 -0.75 113 1,777 +63
Total Volume and Open Interest 65,710 408,312 -1,321
Wheat(CBOT)
Sep03 030805 355.50 355.50 347.00 349.75 -4.25 8,901 51,751 -974
Dec03 030805 367.50 367.50 359.00 361.75 -5.00 15,873 52,954 +594
Mar04 030805 373.75 374.00 366.00 368.75 -5.00 1,517 8,989 +357
May04 030805 362.00 362.00 359.00 359.00 -2.50 22 443 +11
Jul04 030805 334.00 334.00 329.00 330.50 -2.50 61 1,258 +22
Total Volume and Open Interest 26,375 115,423 +11
Wheat(KCBT)
Sep03 030805 351.00 352.00 343.75 344.50 -4.50 4,841 32,382 -1,199
Dec03 030805 362.50 362.75 355.25 356.00 -4.75 5,015 31,591 +1,043
Mar04 030805 367.00 367.00 361.50 362.00 -4.00 306 4,246 -139
May04 030805 356.50 356.50 356.00 356.00 -2.00 31 790 +5
Jul04 030805 334.00 336.00 334.00 335.00 unch 34 737 +11
Total Volume and Open Interest 10,247 69,766 -259
Wheat(MGE)
Sep03 030805 371.00 371.50 362.00 363.25 -6.25 1,695 10,110 +253
Dec03 030805 377.00 377.00 370.00 371.00 -4.25 1,735 11,644 +425
Mar04 030805 380.50 380.50 377.00 377.25 -2.50 496 1,771 +206
May04 030805 379.50 379.50 379.50 379.50 -1.50 0 27 +0
Jul04 030805 373.00 373.00 368.00 368.00 -2.00 0 16 +0
Total Volume and Open Interest 3,952 23,666 +897
Oats(CBOT)
Sep03 030805 135.75 137.50 131.00 132.25 -3.00 312 1,185 -34
Dec03 030805 142.75 143.00 136.00 137.25 -4.00 700 4,623 +88
Mar04 030805 147.50 147.50 142.25 143.50 -4.00 16 391 +5
May04 030805 150.00 151.50 149.50 149.50 -3.50 0 17 +0
Total Volume and Open Interest 1,028 6,219 +59
Rough Rice(CBOT)
Sep03 030805 7.69 7.74 7.60 7.61 -0.13 481 1,452 -194
Nov03 030805 7.65 7.70 7.58 7.60 -0.10 878 4,621 +237
Jan04 030805 7.75 7.80 7.72 7.73 -0.09 13 355 -7
Mar04 030805 7.90 7.90 7.84 7.84 -0.11 42 167 +42
Total Volume and Open Interest 1,416 6,634 +80
Live Cattle(CME)
Aug03 030805 78.950 79.300 77.750 78.000 -0.775 3,167 11,742 -1,833
Oct03 030805 77.600 78.475 76.350 76.550 -1.000 5,513 58,814 -160
Dec03 030805 77.475 78.000 76.000 76.425 -1.050 1,843 20,138 +111
Feb04 030805 77.425 78.125 76.250 76.450 -0.975 732 12,632 +71
Apr04 030805 76.700 77.000 75.700 75.700 -1.100 526 5,668 +273
Jun04 030805 70.600 70.950 69.500 69.550 -1.050 56 1,674 +18
Total Volume and Open Interest 11,894 111,071 -1,505
Feeder Cattle(CME)
Aug03 030805 91.000 91.775 90.600 90.825 -0.100 648 6,756 -87
Sep03 030805 90.600 91.100 89.700 89.975 -0.650 293 4,915 -6
Oct03 030805 90.650 91.150 89.600 89.975 -0.675 830 7,295 +218
Nov03 030805 89.300 89.750 88.300 88.650 -0.675 259 3,904 +60
Jan04 030805 87.125 87.400 86.300 86.625 -0.425 84 1,502 +45
Mar04 030805 85.400 85.500 85.400 85.400 unch 13 149 +9
Apr04 030805 85.350 85.350 85.350 85.350 -0.150 2 166 +1
Total Volume and Open Interest 2,134 24,785 +245
Lean Hogs(CME)
Aug03 030805 58.000 58.125 57.250 57.675 -0.175 3,438 6,840 -1,026
Oct03 030805 52.000 52.675 51.350 52.325 +0.525 4,384 21,207 +751
Dec03 030805 50.900 51.300 50.500 50.650 -0.100 547 7,314 +145
Feb04 030805 54.600 54.600 54.200 54.500 -0.100 209 2,047 +27
Apr04 030805 57.775 57.900 57.725 57.850 -0.175 42 1,158 +18
May04 030805 61.275 61.275 61.275 61.275 -0.325 12 263 +11
Jun04 030805 62.550 62.550 62.400 62.400 -0.300 9 352 +5
Jul04 030805 60.075 60.075 60.075 60.075 -0.325 4 163 +0
Total Volume and Open Interest 8,651 39,374 -67
Pork Bellies(CME)
Aug03 030805 87.700 88.500 86.600 87.200 -0.225 552 1,186 -34
Feb04 030805 78.050 78.200 76.400 77.175 -0.675 208 622 +161
Mar04 030805 77.000 77.000 76.900 76.900 -0.850 3 11 +2
May04 030805 79.600 79.600 79.600 79.600 -0.400 0 3 +0
Total Volume and Open Interest 763 1,822 +129
BFP Milk Class III(CME)
Jul03 030731 11.75 11.75 11.75 11.75 unch 1 4,089 -12
Aug03 030805 13.85 13.85 13.75 13.84 -0.05 68 4,922 -29
Sep03 030805 14.51 14.51 14.35 14.40 -0.11 122 5,175 -3
Oct03 030805 13.72 13.72 13.58 13.60 -0.12 105 4,579 +34
Nov03 030805 12.92 12.92 12.85 12.89 -0.05 86 3,505 +35
Total Volume and Open Interest 452 25,044 +106
Cocoa(NYBOT)
Sep03 030805 1478 1486 1458 1469 -7 3,516 22,650 -837
Dec03 030805 1455 1460 1439 1447 -4 1,505 18,291 +527
Mar04 030805 1435 1437 1423 1429 -4 603 14,279 +92
May04 030805 1435 1435 1435 1435 -5 3 5,927 -3
Jul04 030805 1450 1450 1440 1440 -7 50 3,849 +31
Sep04 030805 1444 1444 1444 1444 -8 159 5,123 -96
Dec04 030805 1455 1455 1455 1455 -8 93 5,994 +10
Total Volume and Open Interest 5,939 80,392 -276
Coffee "C"(NYBOT)
Sep03 030805 65.00 65.00 63.10 63.25 -1.75 10,322 37,171 -1,933
Dec03 030805 67.00 67.00 65.30 65.45 -1.70 4,201 19,672 -205
Mar04 030805 69.25 69.45 67.85 67.85 -1.65 761 5,344 -117
May04 030805 70.50 71.00 69.10 69.25 -1.55 21 2,407 +9
Jul04 030805 70.75 70.75 70.75 70.75 -1.35 38 870 +18
Sep04 030805 73.50 73.50 72.30 72.30 -1.15 45 3,145 +7
Total Volume and Open Interest 15,434 70,749 -2,182
Orange Juice(NYBOT)
Sep03 030805 78.30 78.55 78.10 78.20 -0.30 914 16,796 -28
Nov03 030805 79.95 80.10 79.60 79.80 -0.15 478 4,934 +69
Jan04 030805 82.00 82.20 81.95 81.95 unch 124 1,942 +90
Mar04 030805 84.20 84.20 83.65 83.65 -0.25 126 1,082 +16
May04 030805 85.40 85.40 85.15 85.15 -0.25 0 1,256 +0
Total Volume and Open Interest 1,642 26,182 +147
Sugar #11(NYBOT)
Oct03 030805 7.30 7.39 7.28 7.35 +0.02 23,989 124,097 +771
Mar04 030805 7.22 7.31 7.22 7.27 +0.02 6,315 36,155 -700
May04 030805 7.08 7.10 7.06 7.08 unch 1,751 17,946 +190
Jul04 030805 6.73 6.75 6.71 6.72 +0.01 1,293 15,570 +293
Oct04 030805 6.57 6.62 6.57 6.61 +0.01 866 11,438 +2
Total Volume and Open Interest 34,361 208,151 +585
London Cocoa(LCE)
Sep03 030805 939 939 924 927 -8 2,539 39,400 +195
Dec03 030805 960 960 947 950 -6 3,006 53,392 +436
Mar04 030805 975 978 969 973 -5 251 29,558 -27
May04 030805 989 992 986 986 -5 52 13,597 -16
Jul04 030805 1003 1005 998 1000 -5 175 11,192 -78
Sep04 030805 1012 1014 1008 1009 -5 12 9,961 -5
Dec04 030805 1023 1025 1015 1019 -6 53 6,270 -17
Total Volume and Open Interest 6,222 168,584 +533
London Coffee(LCE)
Sep03 030805 728.00 729.00 704.00 706.00 -24.00 3,324 37,541 -990
Nov03 030805 743.00 743.00 718.00 719.00 -25.00 2,764 35,422 -152
Jan04 030805 755.00 755.00 731.00 731.00 -26.00 203 14,294 -10
Mar04 030805 766.00 766.00 745.00 745.00 -26.00 0 8,997 +0
May04 030805 783.00 783.00 759.00 759.00 -26.00 0 10,887 +0
Jul04 030805 771.00 771.00 771.00 771.00 -28.00 0 1,395 +0
Total Volume and Open Interest 6,291 111,292 -1,152
London Sugar(LCE)
Aug03 030716 203.00 204.00 201.80 203.00 +0.60 4,132 5,811 -1,710
Oct03 030805 214.50 215.20 213.00 213.20 -1.30 1,502 27,668 +195
Dec03 030805 212.60 213.50 212.20 212.20 -0.80 220 8,586 +83
Mar04 030805 212.00 212.40 211.20 211.20 -0.80 244 5,869 +27
May04 030805 209.50 210.20 209.00 209.00 -0.80 150 2,402 -109
Total Volume and Open Interest 2,473 50,719 +376
Cotton(NYBOT)
Oct03 030805 56.15 56.65 55.85 55.93 -0.02 525 3,506 +53
Dec03 030805 57.75 58.15 57.35 57.38 -0.10 8,614 44,969 +58
Mar04 030805 60.10 60.40 59.55 59.57 -0.39 533 8,868 +111
May04 030805 60.95 60.95 60.50 60.50 -0.30 22 2,587 +20
Jul04 030805 61.90 61.90 61.45 61.45 -0.25 28 2,410 +9
Oct04 030805 61.55 61.55 61.55 61.55 -0.20 0 109 +0
Total Volume and Open Interest 9,724 63,086 +251
Lumber(CME)
Sep03 030805 303.0 306.0 299.9 305.6 +9.6 700 1,489 +136
Nov03 030805 290.0 295.2 289.0 293.9 +6.2 258 411 +59
Jan04 030805 288.0 294.2 287.8 293.4 +3.6 15 107 +0
Mar04 030805 291.1 291.1 291.1 291.1 +3.1 1 18 -1
Total Volume and Open Interest 974 2,031 +194
Crude Oil(NYM)
Sep03 030805 32.20 32.49 32.10 32.22 +0.38 81,255 194,676 -12,076
Oct03 030805 31.92 32.15 31.83 31.91 +0.38 38,430 75,453 +3,510
Nov03 030805 31.38 31.50 31.30 31.36 +0.37 10,718 37,605 +1,064
Dec03 030805 30.75 30.93 30.65 30.76 +0.34 16,225 49,689 +226
Jan04 030805 30.05 30.30 30.05 30.14 +0.29 2,821 20,850 +307
Feb04 030805 29.60 29.63 29.50 29.55 +0.26 594 9,734 +287
Mar04 030805 29.05 29.12 28.99 28.99 +0.23 1,511 13,787 +5
Apr04 030805 28.45 28.60 28.45 28.48 +0.23 414 12,994 +254
May04 030805 28.05 28.05 28.05 28.05 +0.22 341 6,519 -82
Jun04 030805 27.80 27.83 27.70 27.71 +0.21 1,251 18,120 -297
Total Volume and Open Interest 160,935 547,440 -5,062
Heating Oil(NYM)
Sep03 030805 84.60 85.60 84.40 84.63 +1.16 30,622 59,954 +2,680
Oct03 030805 85.50 85.95 85.10 85.21 +1.20 8,431 16,166 -423
Nov03 030805 85.90 86.60 85.60 85.71 +1.20 2,341 10,511 +949
Dec03 030805 86.20 86.70 86.00 86.01 +1.20 6,197 18,373 +200
Jan04 030805 86.25 86.80 86.00 86.06 +1.15 719 9,794 -203
Feb04 030805 85.45 85.50 84.66 84.66 +1.05 511 7,820 +104
Mar04 030805 82.10 82.25 81.41 81.41 +0.85 438 9,245 -178
Apr04 030805 78.20 78.45 77.96 77.96 +0.70 230 3,839 +74
May04 030805 74.76 74.76 74.76 74.76 +0.55 46 1,022 +25
Jun04 030805 73.06 73.06 73.06 73.06 +0.45 216 3,283 +61
Total Volume and Open Interest 50,029 143,229 +3,381
Unleaded Gas(NYM)
Sep03 030805 94.30 95.80 94.30 95.39 +2.72 28,961 60,730 -247
Oct03 030805 88.80 89.20 88.20 88.82 +1.69 9,492 15,242 +1,449
Nov03 030805 85.25 85.50 84.90 85.07 +1.34 1,748 6,821 +385
Dec03 030805 81.75 82.95 81.75 82.57 +1.19 717 5,438 +196
Jan04 030805 81.20 81.70 81.20 81.70 +1.12 3 1,980 +2
Feb04 030805 81.65 81.65 81.65 81.65 +1.12 5 376 +0
Mar04 030805 82.10 82.10 82.10 82.10 +1.12 5 486 +0
Apr04 030805 87.55 87.55 87.55 87.55 +1.12 134 1,788 +99
Total Volume and Open Interest 41,065 92,861 +1,884
Natural Gas(NYM)
Sep03 030805 4.700 4.780 4.650 4.677 +0.047 31,820 55,640 -1,734
Oct03 030805 4.755 4.810 4.690 4.717 +0.047 6,388 33,915 +502
Nov03 030805 5.000 5.010 4.935 4.947 +0.047 1,657 25,113 +200
Dec03 030805 5.230 5.260 5.190 5.202 +0.047 3,401 24,970 -352
Jan04 030805 5.380 5.380 5.330 5.340 +0.055 2,235 21,790 -86
Feb04 030805 5.320 5.330 5.270 5.290 +0.055 737 16,468 +121
Mar04 030805 5.240 5.240 5.190 5.190 +0.045 2,316 15,597 +449
Apr04 030805 4.810 4.810 4.770 4.775 +0.082 858 14,098 -276
Total Volume and Open Interest 51,947 342,595 -75
Brent Crude Oil(IPE)
Sep03 030805 29.52 30.16 29.38 29.93 +0.40 33,450 101,051 -243
Oct03 030805 29.36 29.89 29.24 29.71 +0.35 24,352 78,437 +3,999
Nov03 030805 29.06 29.56 29.03 29.41 +0.34 5,825 26,747 +617
Dec03 030805 28.60 29.10 28.60 28.95 +0.31 8,471 26,929 +2,267
Jan04 030805 28.27 28.55 28.25 28.47 +0.28 2,322 11,238 +190
Feb04 030805 27.81 28.35 27.81 27.99 +0.26 28 5,024 +0
Mar04 030805 27.39 27.60 27.34 27.51 +0.22 150 6,237 +50
Apr04 030805 27.08 27.10 27.05 27.05 +0.20 690 5,685 -190
Total Volume and Open Interest 80,572 311,509 +9,531
Gas Oil(IPE)
Aug03 030805 250.50 256.75 250.50 255.75 +1.00 10,614 28,406 +226
Sep03 030805 251.25 258.25 251.25 257.25 +1.25 9,732 49,912 +2,142
Oct03 030805 251.75 257.75 251.75 257.50 +1.50 4,218 15,822 +1,707
Nov03 030805 251.25 256.25 251.25 256.25 +1.50 927 8,066 +182
Dec03 030805 249.00 253.75 248.00 253.75 +1.25 2,140 26,336 -595
Jan04 030805 246.50 250.50 246.50 250.50 +1.00 521 4,674 -200
Feb04 030805 242.50 246.50 242.50 246.50 +1.00 225 3,172 +125
Mar04 030805 236.50 240.75 236.50 240.75 +0.50 120 2,418 +20
Total Volume and Open Interest 28,756 153,004 +3,798
US Dollar Index(NYBOT)
Sep03 030805 96.40 96.68 96.24 96.37 +0.01 581 9,969 -1
Dec03 030805 96.98 97.00 96.76 96.76 +0.01 27 2,197 +6
Mar04 030805 97.16 97.16 97.16 97.16 +0.01 1 14 +1
Total Volume and Open Interest 609 12,184 +6
Australian Dollar(CME)
Sep03 030805 64.11 64.50 63.90 64.33 +0.08 2,845 32,266 -969
Dec03 030805 63.35 63.90 63.35 63.77 +0.08 2 513 +2
Mar04 030805 63.21 63.21 63.21 63.21 +0.08 2 388 +0
Total Volume and Open Interest 2,849 33,232 -967
British Pound(CME)
Sep03 030805 160.46 160.60 159.80 160.52 -0.02 3,884 44,176 +234
Dec03 030805 159.20 159.42 159.00 159.42 -0.02 1 946 +1
Mar04 030805 158.32 158.32 158.32 158.32 -0.02 0 1 +0
Total Volume and Open Interest 3,885 45,123 +235
Canadian Dollar(CME)
Sep03 030805 70.82 71.24 70.73 71.13 +0.10 4,601 55,952 +418
Dec03 030805 70.45 70.90 70.45 70.85 +0.10 59 3,919 +11
Mar04 030805 70.60 70.60 70.60 70.60 +0.10 18 1,625 +11
Jun04 030805 70.50 70.50 70.35 70.35 +0.10 5 875 +5
Total Volume and Open Interest 4,695 62,886 +457
Japanese Yen(CME)
Sep03 030805 83.11 83.60 83.08 83.46 +0.28 3,782 106,931 -33
Dec03 030805 83.31 83.78 83.31 83.71 +0.28 51 20,425 -27
Mar04 030805 83.98 83.98 83.98 83.98 +0.28 1 32 -1
Total Volume and Open Interest 3,834 127,390 -61
Swiss Franc(CME)
Sep03 030805 74.05 74.23 73.70 74.12 -0.15 12,292 45,152 +2,135
Dec03 030805 74.00 74.27 74.00 74.27 -0.15 22 424 +12
Mar04 030805 74.41 74.41 74.41 74.41 -0.15 0 5 +0
Total Volume and Open Interest 12,314 45,691 +2,147
EuroFX(CME)
Sep03 030805 113.14 113.46 112.92 113.35 -0.04 10,548 92,356 -1,642
Dec03 030805 112.90 113.10 112.72 113.07 -0.04 29 1,778 -3
Mar04 030805 112.83 112.83 112.83 112.83 -0.04 20 252 +1
Total Volume and Open Interest 10,598 94,460 -1,644
Mexican Peso(CME)
Sep03 030805 9292.0 9327.0 9245.0 9275.0 -17.0 6,081 34,454 -1,343
Dec03 030805 9180.0 9180.0 9155.0 9155.0 -17.0 4 1,648 +2
Total Volume and Open Interest 6,086 36,573 -1,340
30-Year T-Bonds(CBOT)
Sep03 030805 107~03 107~08 105~01 105~09 -1~13 280,923 497,624 -11,509
Dec03 030805 105~06 105~22 103~18 103~25 -1~13 1,632 38,442 -41
Mar04 030805 103~03 103~03 102~13 102~13 -1~13 1 170 +0
Total Volume and Open Interest 282,556 536,363 -11,550
Municipal Bonds(CBOT)
Sep03 030805 99~09 99~09 98~00 98~14 -0~22 85 2,231 -18
Dec03 030805 97~09 97~09 97~09 97~09 -0~22 4 1  
Total Volume and Open Interest 89 2,232  
10-Year T-Notes(CBOT)
Sep03 030805 111~310 112~025 110~205 110~270 -0~260 669,576 967,297 -19,344
Dec03 030805 109~130 110~090 108~315 109~045 -0~255 23,646 82,004 +4,689
Total Volume and Open Interest 693,222 1,049,331 -14,625
5-Year T-Notes(CBOT)
Sep03 030805 112~045 112~050 111~090 111~120 -0~195 261,236 0 +0
Dec03 030805 110~250 110~250 109~295 109~310 -0~195 8,739 16,348 -282
Total Volume and Open Interest 269,975 16,348 -282
2 Year T-Notes(CBOT)
Sep03 030805 107~061 107~061 107~020 107~024 -0~036 15,058 129,440 +2,836
Total Volume and Open Interest 15,058 129,440 +2,836
3-Mth T-Bills(IMM)
Sep03 030805 98.99 98.99 98.99 98.99 +0.00 28 35 +28
Total Volume and Open Interest 28 35 +28
Eurodollars(CME)
Sep03 030805 98.830 98.840 98.820 98.830 unch 92,390 777,045 -3,794
Dec03 030805 98.695 98.705 98.645 98.665 -0.030 206,456 807,396 -9,360
Mar04 030805 98.475 98.485 98.360 98.405 -0.070 176,448 704,017 -5,632
Jun04 030805 98.125 98.140 97.980 98.020 -0.095 179,132 559,328 -32,647
Sep04 030805 97.710 97.750 97.565 97.580 -0.110 102,188 542,370 +4,330
Dec04 030805 97.250 97.335 97.110 97.120 -0.110 87,433 495,187 -34,253
Mar05 030805 96.840 96.940 96.710 96.725 -0.080 37,572 278,414 -2,780
Jun05 030805 96.460 96.545 96.320 96.350 -0.035 29,266 219,362 -3,350
Sep05 030805 96.115 96.185 95.990 96.010 -0.030 16,407 162,957 -2,835
Dec05 030805 95.810 95.885 95.695 95.705 -0.030 15,086 157,915 +1,743
Mar06 030805 95.565 95.620 95.450 95.450 -0.020 9,950 137,395 -118
Jun06 030805 95.330 95.360 95.190 95.210 -0.010 12,171 125,707 +711
Total Volume and Open Interest 1,023,784 5,527,298 -89,505
3-Mth Euro-Yen(CME)
Sep03 030805 99.91 99.91 99.91 99.91 unch 293 11,390 +100
Dec03 030805 99.89 99.89 99.89 99.89 -0.01 0 2,690 +15
Mar04 030805 99.87 99.87 99.87 99.87 +0.01 120 6,063 -13
Jun04 030805 99.87 99.87 99.87 99.87 unch 72 7,663 +142
Sep04 030805 99.84 99.84 99.84 99.84 unch 0 1,676 +0
Dec04 030805 99.81 99.81 99.81 99.81 unch 0 575 +0
Mar05 030805 99.75 99.75 99.75 99.75 unch 0 5,202 +0
Jun05 030805 99.74 99.74 99.74 99.74 unch 0 418 +0
Sep05 030805 99.69 99.69 99.69 99.69 -0.01 0 5,000 +0
Dec05 030805 99.61 99.61 99.61 99.61 -0.02 0 20 +0
Total Volume and Open Interest 485 42,881 +244
3-Mth Euro-Yen(SIMEX)
Sep03 030805 99.91 99.91 99.90 99.90 -0.01 200 51,555 -144
Dec03 030805 99.89 99.89 99.89 99.89 unch 761 34,768 +46
Mar04 030805 99.87 99.87 99.86 99.86 -0.01 855 46,312 -948
Jun04 030805 99.87 99.87 99.87 99.87 unch 2 47,555 +68
Sep04 030805 99.84 99.84 99.84 99.84 unch 0 14,702 +0
Dec04 030805 99.81 99.82 99.81 99.81 unch 100 21,068 +1
Mar05 030805 99.75 99.76 99.75 99.75 -0.01 0 10,095 -400
Jun05 030805 99.74 99.74 99.74 99.74 unch 0 7,741 +0
Total Volume and Open Interest 1,918 249,622 -1,377
German Euro-Bund(EUREX)
Sep03 030804 114.20 114.48 113.96 114.45 +0.55 1,266,604 833,015 -7,481
Dec03 030804 113.22 113.50 113.05 113.50 +0.54 2,870 21,626 +840
Mar04 030804 113.30 113.30 113.30 113.30 +0.55 11,466 0 +0
Total Volume and Open Interest 1,280,940 854,641 -6,641
German Euro-Bobl(EUREX)
Sep03 030804 110.92 111.20 110.80 111.15 +0.35 868,367 606,553 +31,929
Dec03 030804 110.14 110.27 110.08 110.27 +0.34 2,870 13,656 +1,345
Mar04 030804 110.00 110.00 110.00 110.00 +0.35 6,217 0 +0
Total Volume and Open Interest 877,454 620,209 +33,274
Long Gilt(LIFFE)
Sep03 030804 118~31 119~08 118~25 119~05 +0~12 41,297 120,269 -3,456
Dec03 030804 118~09 118~09 118~09 118~09 +0~12      
Total Volume and Open Interest 41,297 120,269 -3,456
3-Mth Short Sterling(LIFFE)
Sep03 030804 96.40 96.47 96.39 96.45 +0.02 70,128 0 +0
Dec03 030804 96.26 96.32 96.25 96.29 -0.01 145,965 0 +0
Mar04 030804 96.02 96.09 95.99 96.06 unch 130,610 0 +0
Total Volume and Open Interest 507,773    
3-Mth Euribor(LIFFE)
Sep03 030804 97.875 97.875 97.850 97.860 +0.010 158,894 538,660 -14,857
Dec03 030804 97.810 97.855 97.810 97.845 +0.030 298,963 604,072 -44,556
Mar04 030804 97.630 97.685 97.620 97.675 +0.040 411,570 477,992 +10,222
Total Volume and Open Interest 1,678,126 2,833,579 -24,507
3-Mth Aus T-Bills(SFE)
Sep03 030805 95.27 95.28 95.26 95.27 -0.01 3,792 157,543 -6,124
Dec03 030805 95.32 95.32 95.29 95.30 -0.01 2,933 109,024 -14,280
Mar04 030805 95.29 95.29 95.26 95.27 -0.01 712 37,167 -3,351
Jun04 030805 95.15 95.16 95.14 95.15 -0.01 132 24,150 -373
Sep04 030805 95.02 95.02 95.01 95.01 unch 4 16,750 -724
Dec04 030805 94.88 94.88 94.87 94.88 +0.01 0 11,508 -590
Mar05 030805 94.75 94.76 94.74 94.75 +0.01 30 9,040 -65
Jun05 030805 94.66 94.66 94.64 94.65 +0.01 0 3,336 -85
Sep05 030805 94.55 94.55 94.55 94.55 unch 0 1,547 +0
Dec05 030805 94.47 94.47 94.47 94.47 +0.02 0 1,197 +0
Total Volume and Open Interest 7,603 372,100 -25,592
10-Year Aus T-Bonds(SFE)
Sep03 030805 94.54 94.56 94.52 94.53 +0.01 4,980 162,808 +0
Dec03 030805 94.53 94.53 94.53 94.53 +0.01      
Total Volume and Open Interest 4,980 162,808 -29,769
3-Year Aus T-Bonds(SFE)
Sep03 030805 95.08 95.09 95.05 95.06 unch 13,408 339,783 -64,591
Dec03 030805 95.06 95.06 95.06 95.06 unch      
Total Volume and Open Interest 13,408 339,783 -64,591
Gold(CMX)
Aug03 030805 348.9 349.8 348.2 349.6 +0.4 1,783 2,038 -2,155
Oct03 030805 349.0 350.8 348.9 350.4 +0.3 820 14,480 -153
Dec03 030805 350.3 351.5 349.3 351.2 +0.3 40,701 126,701 -4,363
Feb04 030805 351.9 352.0 351.9 352.0 +0.3 389 14,101 +71
Apr04 030805 352.8 352.8 352.8 352.8 +0.3 211 4,368 -200
Jun04 030805 353.3 354.0 352.6 353.6 +0.3 610 13,025 -120
Total Volume and Open Interest 44,894 202,427 -6,790
Silver(CMX)
Sep03 030805 500.0 501.0 491.0 494.0 -8.0 14,490 65,586 -2,479
Dec03 030805 501.0 502.5 492.5 495.4 -8.0 3,404 35,832 +1,379
Mar04 030805 501.0 501.0 496.0 496.7 -8.0 113 2,681 +82
May04 030805 497.7 497.7 497.7 497.7 -7.7 0 1,013 +0
Jul04 030805 500.0 506.0 498.7 498.7 -7.4 0 1,856 +0
Total Volume and Open Interest 18,060 110,922 -1,016
Platinum(NYM)
Oct03 030805 681.0 683.0 678.0 680.0 -3.7 412 8,023 +79
Jan04 030805 668.0 668.0 668.0 668.0 -3.7 5 63 +4
Total Volume and Open Interest 417 8,086 +83
Palladium(NYME)
Sep03 030805 180.00 182.00 175.00 178.50 -5.35 182 2,670 +77
Dec03 030805 178.25 178.25 178.25 178.25 -5.10 5 235 +3
Mar04 030805 179.75 179.75 179.75 179.75 -5.10 0 8 +0
Total Volume and Open Interest 187 2,918 +80
Copper(CMX)
Sep03 030805 80.90 81.40 80.65 80.85 -0.10 7,921 69,580 -727
Dec03 030805 81.05 81.60 80.85 81.05 -0.05 521 16,450 -606
Mar04 030805 80.85 80.85 80.85 80.85 unch 116 4,097 -97
May04 030805 80.85 80.85 80.85 80.85 unch 101 1,065 +15
Jul04 030805 80.85 80.85 80.85 80.85 unch 0 2,075 +0
Total Volume and Open Interest 8,804 100,955 -1,433
DJIA Index(CBOT)
Sep03 030805 9155 9169 8965 8973 -181 18,544 39,428 +563
Dec03 030805 9115 9115 8935 8938 -182 172 2,563 +114
Mar04 030805 8913 8913 8913 8913 -182 0 25 +0
Jun04 030805 8883 8883 8883 8883 -182      
Total Volume and Open Interest 18,716 42,016 +677
S & P 500(CME)
Sep03 030805 979.30 981.80 958.50 959.40 -20.90 54,035 569,313 -1,772
Dec03 030805 974.00 974.00 957.00 957.60 -20.80 261 40,039 +51
Mar04 030805 955.70 955.70 955.70 955.70 -20.90 10 1,534 +1
Jun04 030805 954.70 954.70 954.70 954.70 -20.90 2 261 +0
Total Volume and Open Interest 54,308 611,377 -1,720
S & P 500 E-Mini(Globex)
Sep03 030805 980.25 982.25 958.25 959.50 -20.75 704,289 528,912 +21,114
Dec03 030805 978.25 979.50 957.25 957.50 -21.00 629 1,667 +45
Total Volume and Open Interest 704,918 530,579 +21,159
NASDAQ 100(CME)
Sep03 030805 1265.00 1265.00 1215.00 1216.00 -49.50 17,033 0 -82,912
Dec03 030805 1225.00 1225.00 1218.50 1218.00 -49.50 1 0 -537
Mar04 030805 1220.50 1220.50 1221.00 1220.50 -49.50      
Total Volume and Open Interest 17,034    
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030804 1266.0 1279.0 1241.0 1265.5 -2.0 239,560 292,484 +7,137
Dec03 030804 1260.5 1280.5 1245.0 1267.5 -2.0 16 916 +0
Total Volume and Open Interest 239,576 293,400 +7,137
NYSE Composite(NYBOT)
Sep03 030805 519.50 519.50 511.50 511.50 -8.75 4 581 +1
Total Volume and Open Interest 4 581 +1
S & P Midcap 400(CME)
Sep03 030805 490.50 490.50 479.70 479.70 -9.80 828 12,906 -6
Dec03 030805 480.60 480.60 480.60 480.60 -9.80      
Mar04 030805 481.10 481.10 481.10 481.10 -9.80      
Total Volume and Open Interest 828 12,906 -6
Russell 2000(CME)
Sep03 030805 464.00 464.00 454.50 454.90 -8.10 2,303 21,703 -599
Dec03 030805 455.40 455.40 455.40 455.40 -8.10      
Mar04 030805 455.90 455.90 455.90 455.90 -8.10      
Total Volume and Open Interest 2,303 21,703 -599
Value Line(KCBT)
Sep03 030805 1245.00 1245.00 1245.00 1245.00 -18.50 1 32 +0
Total Volume and Open Interest 1 32 +0
Nikkei 225(CME)
Sep03 030804 9440 9490 9380 9425 -95 1,912 28,181 -212
Dec03 030804 9410 9500 9375 9415 -95 0 70 +0
Total Volume and Open Interest 1,912 28,252 -212
Nikkei 225(SIMEX)
Sep03 030805 9425 9455 9305 9420 +25 18,635 127,830 -346
Dec03 030805 9385 9385 9385 9385 +25 0 81 +0
Mar04 030805 9380 9380 9380 9380 +25      
Total Volume and Open Interest 18,635 127,911 -346
CAC 40(MATIF)
Aug03 030804 3165.0 3212.0 3129.0 3146.0 -30.0 62,303 348,152 +61,164
Sep03 030804 3172.0 3209.0 3136.5 3150.5 -30.0 1,458 185,742 +1,155
Oct03 030804 3156.0 3156.0 3156.0 3156.0 -30.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030805 3427.0 3468.0 3407.5 3444.0 +37.0 92,390 286,965 +1,633
Dec03 030805 3451.0 3477.5 3431.0 3461.5 +37.0 344 6,898 +144
Mar04 030805 3449.5 3496.5 3449.5 3480.0 +37.0 128 4,790 -18
Total Volume and Open Interest 92,862 298,653 +1,759
FT-SE 100(LIFFE)
Sep03 030805 4086.00 4115.00 4068.50 4102.50 +25.00 52,771 386,600 -2,518
Dec03 030805 4101.50 4123.00 4082.50 4115.00 +25.50 3,104 25,890 -1,677
Mar04 030805 4101.50 4117.00 4099.50 4108.00 +22.50 0 3,848 +0
Total Volume and Open Interest 55,875 420,266 -4,195
SPI 200(SFE)
Sep03 030804 3116.0 3128.0 3107.0 3109.0 -21.0 8,380 173,744 +2,384
Dec03 030804 3118.0 3127.0 3110.0 3110.0 -21.0 142 5,525 -40
Mar04 030804 3112.0 3112.0 3112.0 3112.0 -21.0 57 2,035 +34
Total Volume and Open Interest 8,580 182,896 +2,378
GSCI(CME)
Aug03 030805 240.90 242.00 240.25 240.25 +1.55 69 13,601 +44
Sep03 030805 240.50 240.50 239.00 239.70 +1.50 29 373 -21
Oct03 030805 237.75 237.75 237.75 237.75 +1.00      
Total Volume and Open Interest 98 13,974 +23
Bridge CRB Index(NYBOT)
Nov03 030805 237.25 237.25 236.00 236.00 -1.25 33 320 +13
Jan04 030805 236.00 236.00 236.00 236.00 -1.25 8 317 +3
Feb04 030805 234.50 234.50 234.50 234.50 -1.25 0 150 +0
Total Volume and Open Interest 68 896 -3
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

2009 Historical Reports-
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