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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 Wed August 06, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug03 030806 542.50 545.00 536.25 540.00 -2.00 3,971 4,684 -1,782
Sep03 030806 519.50 523.00 516.75 520.00 +0.50 6,689 15,188 +56
Nov03 030806 512.50 516.50 509.75 515.00 +2.25 29,199 122,276 +203
Jan04 030806 517.00 521.00 515.00 520.25 +2.50 818 10,749 -44
Mar04 030806 522.00 524.50 519.50 524.25 +2.25 472 9,430 -7
May04 030806 521.00 526.50 521.00 526.25 +2.50 256 8,382 +97
Jul04 030806 526.50 530.50 526.00 530.25 +2.50 156 3,456 +20
Total Volume and Open Interest 41,623 175,653 -1,445
Soybean Meal(CBOT)
Aug03 030806 164.50 165.50 163.30 164.10 -0.50 3,380 5,545 -663
Sep03 030806 160.60 161.40 159.00 160.50 -0.30 7,226 24,893 -333
Oct03 030806 157.50 157.50 155.50 157.10 -0.60 2,128 18,597 -162
Dec03 030806 156.50 156.60 154.40 156.20 -0.90 10,497 63,162 -1,010
Jan04 030806 157.50 157.50 155.50 157.40 -0.70 1,263 9,421 +195
Mar04 030806 158.80 159.20 157.50 159.20 -0.60 538 7,306 -80
May04 030806 159.70 159.90 157.80 159.80 -0.30 470 6,314 +65
Jul04 030806 162.10 162.10 160.50 161.90 -0.80 464 5,030 +194
Total Volume and Open Interest 26,061 143,405 -1,842
Soybean Oil(CBOT)
Aug03 030806 19.43 19.75 19.43 19.75 +0.36 1,434 3,329 -406
Sep03 030806 19.36 19.69 19.33 19.68 +0.37 6,086 31,203 -746
Oct03 030806 19.33 19.58 19.30 19.56 +0.29 3,200 24,062 -339
Dec03 030806 19.06 19.32 19.01 19.31 +0.32 9,852 68,110 -850
Jan04 030806 19.12 19.29 19.12 19.29 +0.28 855 9,898 +541
Mar04 030806 19.05 19.30 19.05 19.30 +0.25 543 7,761 +102
May04 030806 19.06 19.28 19.06 19.26 +0.20 305 5,884 +120
Jul04 030806 19.18 19.22 19.06 19.15 +0.08 609 6,381 -75
Total Volume and Open Interest 22,974 159,737 -1,647
Canola(WCE)
Sep03 030806 342.0 342.0 342.0 342.0 +1.0 0 241 +0
Nov03 030806 344.5 346.5 343.6 346.2 +1.2 1,661 41,241 -1,041
Jan04 030806 350.3 350.3 350.3 350.3 +1.3 26 988 -52
Mar04 030806 354.5 354.5 354.5 354.5 +1.0 0 219 +10
May04 030806 357.2 357.2 357.2 357.2 -0.8 0 22 +0
Total Volume and Open Interest 1,687 46,984 -1,008
Corn(CBOT)
Sep03 030806 209.25 212.00 209.25 211.50 +2.00 16,516 115,486 -1,282
Dec03 030806 217.00 219.50 216.25 219.00 +2.00 32,368 219,331 +851
Mar04 030806 225.25 228.00 225.00 227.50 +2.00 2,158 45,146 +170
May04 030806 231.00 232.75 230.25 232.50 +1.75 728 10,702 -274
Jul04 030806 234.75 236.50 234.25 236.25 +1.50 851 9,594 +127
Sep04 030806 235.50 235.50 235.50 235.50 +1.50 57 1,734 -43
Total Volume and Open Interest 52,940 407,895 -417
Wheat(CBOT)
Sep03 030806 350.00 361.00 349.50 358.50 +8.75 6,145 50,944 -807
Dec03 030806 363.00 374.00 361.50 370.75 +9.00 16,673 52,532 -422
Mar04 030806 368.75 380.00 368.50 377.50 +8.75 718 9,043 +54
May04 030806 362.50 368.00 362.50 366.00 +7.00 8 444 +1
Jul04 030806 330.50 335.00 330.50 334.50 +4.00 109 1,256 -2
Total Volume and Open Interest 23,658 114,247 -1,176
Wheat(KCBT)
Sep03 030806 345.50 354.50 345.00 353.25 +8.75 4,499 32,471 +89
Dec03 030806 357.00 366.00 356.50 364.50 +8.50 3,939 31,623 +32
Mar04 030806 364.00 371.00 364.00 369.75 +7.75 390 4,067 -179
May04 030806 357.00 362.00 357.00 362.00 +6.00 11 796 +6
Jul04 030806 337.00 339.50 337.00 338.75 +3.75 87 746 +9
Total Volume and Open Interest 8,926 69,723 -43
Wheat(MGE)
Sep03 030806 364.00 373.00 362.00 372.75 +9.50 1,506 10,000 -110
Dec03 030806 371.00 379.50 370.00 379.25 +8.25 1,312 11,675 +31
Mar04 030806 376.75 384.00 376.00 383.00 +5.75 390 1,870 +99
May04 030806 383.50 383.50 383.50 383.50 +4.00 0 27 +0
Jul04 030806 369.00 369.00 369.00 369.00 +1.00 1 16 +0
Total Volume and Open Interest 3,214 23,688 +22
Oats(CBOT)
Sep03 030806 129.00 134.00 128.50 133.25 +1.00 304 1,161 -24
Dec03 030806 134.00 139.50 134.00 138.00 +0.75 778 4,671 +48
Mar04 030806 141.00 145.00 141.00 145.00 +1.50 32 406 +15
May04 030806 151.00 151.00 151.00 151.00 +1.50 4 13 -4
Total Volume and Open Interest 1,118 6,254 +35
Rough Rice(CBOT)
Sep03 030806 7.71 7.74 7.60 7.64 +0.03 96 1,450 -2
Nov03 030806 7.71 7.77 7.60 7.65 +0.05 224 4,690 +69
Jan04 030806 7.85 7.89 7.71 7.78 +0.05 39 360 +5
Mar04 030806 7.90 7.90 7.90 7.90 +0.06 28 183 +16
Total Volume and Open Interest 392 6,727 +93
Live Cattle(CME)
Aug03 030806 78.250 78.375 77.675 77.975 -0.025 3,518 10,751 -991
Oct03 030806 76.850 77.200 76.100 76.825 +0.275 11,187 58,190 -624
Dec03 030806 76.600 76.900 76.250 76.775 +0.350 4,566 21,808 +1,670
Feb04 030806 76.700 76.950 76.475 76.925 +0.475 2,099 13,023 +391
Apr04 030806 75.950 76.000 75.475 75.975 +0.275 1,361 6,132 +464
Jun04 030806 69.900 70.450 69.900 70.050 +0.500 116 1,762 +88
Total Volume and Open Interest 22,950 112,116 +1,045
Feeder Cattle(CME)
Aug03 030806 91.000 91.550 90.550 91.475 +0.650 1,326 6,165 -591
Sep03 030806 90.100 90.375 89.400 90.225 +0.250 551 4,746 -169
Oct03 030806 90.100 90.350 89.350 90.250 +0.275 1,578 7,441 +146
Nov03 030806 88.500 88.950 88.000 88.950 +0.300 497 3,948 +44
Jan04 030806 86.500 86.700 85.900 86.425 -0.200 144 1,518 +16
Mar04 030806 84.600 85.300 84.600 85.300 -0.100 22 164 +15
Apr04 030806 85.000 85.300 85.000 85.300 -0.050 0 166 +0
Total Volume and Open Interest 4,118 24,246 -539
Lean Hogs(CME)
Aug03 030806 59.050 59.675 58.600 59.675 +2.000 2,496 6,064 -776
Oct03 030806 52.650 53.750 52.500 53.575 +1.250 3,792 21,553 +346
Dec03 030806 51.200 51.775 51.000 51.650 +1.000 797 7,565 +251
Feb04 030806 54.800 55.400 54.550 55.350 +0.850 189 2,098 +51
Apr04 030806 57.775 58.600 57.775 58.550 +0.700 28 1,162 +4
May04 030806 61.000 61.550 61.000 61.525 +0.250 0 263 +0
Jun04 030806 62.600 62.800 62.600 62.800 +0.400 1 352 +0
Jul04 030806 60.600 60.600 60.600 60.600 +0.525 0 163 +0
Total Volume and Open Interest 7,311 39,258 -116
Pork Bellies(CME)
Aug03 030806 87.900 90.200 87.900 90.200 +3.000 356 1,156 -30
Feb04 030806 77.850 79.300 77.750 78.625 +1.450 123 663 +41
Mar04 030806 77.500 78.500 77.500 78.200 +1.300 1 11 +0
May04 030806 80.250 80.250 80.250 80.250 +0.650 0 3 +0
Total Volume and Open Interest 480 1,833 +11
BFP Milk Class III(CME)
Jul03 030731 11.75 11.75 11.75 11.75 unch 1 4,089 -12
Aug03 030806 13.84 13.89 13.82 13.89 +0.05 158 4,992 +70
Sep03 030806 14.41 14.52 14.38 14.50 +0.10 419 5,444 +269
Oct03 030806 13.60 13.80 13.60 13.80 +0.20 320 4,563 -16
Nov03 030806 12.85 12.95 12.85 12.94 +0.05 43 3,499 -6
Total Volume and Open Interest 1,136 25,441 +397
Cocoa(NYBOT)
Sep03 030806 1472 1522 1420 1435 -34 2,510 21,910 -740
Dec03 030806 1450 1500 1410 1415 -32 1,963 18,654 +363
Mar04 030806 1430 1468 1396 1396 -33 356 14,297 +18
May04 030806 1430 1465 1401 1401 -34 60 5,922 -5
Jul04 030806 1407 1407 1407 1407 -33 88 3,875 +26
Sep04 030806 1411 1411 1411 1411 -33 25 5,110 -13
Dec04 030806 1422 1422 1422 1422 -33 35 5,979 -15
Total Volume and Open Interest 5,047 80,026 -366
Coffee "C"(NYBOT)
Sep03 030806 63.50 64.00 63.05 63.90 +0.65 6,329 36,038 -1,133
Dec03 030806 65.60 66.25 65.30 66.15 +0.70 2,845 20,006 +334
Mar04 030806 68.10 68.60 67.90 68.55 +0.70 415 5,542 +198
May04 030806 69.30 70.00 69.30 69.95 +0.70 15 2,414 +7
Jul04 030806 71.00 71.35 70.90 71.35 +0.60 3 872 +2
Sep04 030806 72.70 72.85 72.50 72.85 +0.55 6 3,129 -16
Total Volume and Open Interest 9,694 70,123 -626
Orange Juice(NYBOT)
Sep03 030806 78.20 78.70 78.10 78.55 +0.35 1,042 16,443 -353
Nov03 030806 79.90 80.20 79.70 80.20 +0.40 511 5,073 +139
Jan04 030806 82.20 82.40 81.90 82.10 +0.15 269 1,959 +17
Mar04 030806 83.90 83.90 83.85 83.85 +0.20 39 1,077 -5
May04 030806 85.00 85.40 85.00 85.35 +0.20 1 1,257 +1
Total Volume and Open Interest 1,862 25,981 -201
Sugar #11(NYBOT)
Oct03 030806 7.31 7.34 7.24 7.28 -0.07 16,656 128,185 +4,088
Mar04 030806 7.22 7.26 7.18 7.24 -0.03 6,271 36,911 +756
May04 030806 7.01 7.08 7.00 7.06 -0.02 1,346 17,849 -97
Jul04 030806 6.68 6.75 6.68 6.73 +0.01 1,648 16,217 +647
Oct04 030806 6.59 6.63 6.59 6.63 +0.02 591 11,614 +176
Total Volume and Open Interest 26,760 213,721 +5,570
London Cocoa(LCE)
Sep03 030806 925 960 915 921 -6 1,186 38,427 -973
Dec03 030806 947 989 938 943 -7 1,597 53,879 +487
Mar04 030806 973 1000 961 966 -7 218 29,535 -23
May04 030806 983 1002 975 979 -7 48 13,586 -11
Jul04 030806 995 1014 990 993 -7 385 11,207 +15
Sep04 030806 1001 1023 998 1002 -7 107 9,926 -35
Dec04 030806 1013 1042 1010 1012 -7 141 6,355 +85
Total Volume and Open Interest 3,712 168,149 -435
London Coffee(LCE)
Sep03 030806 707.00 721.00 707.00 717.00 +11.00 5,269 35,832 -1,709
Nov03 030806 719.00 734.00 719.00 731.00 +12.00 3,513 37,277 +1,855
Jan04 030806 737.00 748.00 736.00 743.00 +12.00 478 14,319 +25
Mar04 030806 749.00 760.00 749.00 756.00 +11.00 95 9,011 +14
May04 030806 770.00 773.00 770.00 770.00 +11.00 90 10,877 -10
Jul04 030806 778.00 785.00 778.00 782.00 +11.00 0 1,395 +0
Total Volume and Open Interest 9,445 111,467 +175
London Sugar(LCE)
Aug03 030716 203.00 204.00 201.80 203.00 +0.60 4,132 5,811 -1,710
Oct03 030806 212.50 212.50 210.10 210.10 -3.10 1,019 27,837 +169
Dec03 030806 211.20 212.50 210.50 210.50 -1.70 25 8,588 +2
Mar04 030806 210.60 211.70 209.50 209.50 -1.70 13 5,878 +9
May04 030806 209.50 209.50 208.30 208.30 -0.70 86 2,382 -20
Total Volume and Open Interest 1,566 50,873 +154
Cotton(NYBOT)
Oct03 030806 56.10 57.40 56.00 57.40 +1.47 309 3,529 +23
Dec03 030806 57.50 58.95 57.50 58.85 +1.47 6,983 44,133 -836
Mar04 030806 59.95 61.10 59.95 61.10 +1.53 2,112 8,438 -430
May04 030806 61.50 62.00 61.50 62.00 +1.50 84 2,591 +4
Jul04 030806 62.00 62.95 62.00 62.95 +1.50 102 2,383 -27
Oct04 030806 63.10 63.10 63.10 63.10 +1.55 0 109 +0
Total Volume and Open Interest 9,612 61,831 -1,255
Lumber(CME)
Sep03 030806 307.1 311.3 304.1 310.7 +5.1 766 1,557 +68
Nov03 030806 294.9 297.7 292.5 297.6 +3.7 257 433 +22
Jan04 030806 289.0 295.5 289.0 295.3 +1.9 30 120 +13
Mar04 030806 294.0 294.0 294.0 294.0 +2.9 1 18 +0
Total Volume and Open Interest 1,054 2,134 +103
Crude Oil(NYM)
Sep03 030806 32.55 32.62 31.45 31.70 -0.52 70,116 189,205 -5,471
Oct03 030806 32.25 32.28 31.20 31.46 -0.45 36,603 78,590 +3,137
Nov03 030806 31.70 31.70 30.77 30.97 -0.39 10,474 39,556 +1,951
Dec03 030806 31.00 31.05 30.15 30.39 -0.37 18,294 53,444 +3,755
Jan04 030806 30.40 30.40 29.65 29.81 -0.33 2,693 21,373 +523
Feb04 030806 29.70 29.70 29.05 29.27 -0.28 1,178 10,021 +287
Mar04 030806 29.10 29.10 28.45 28.75 -0.24 1,368 14,565 +778
Apr04 030806 28.30 28.30 28.27 28.27 -0.21 422 13,221 +227
May04 030806 28.10 28.10 27.86 27.86 -0.19 1,257 6,928 +409
Jun04 030806 27.75 27.80 27.45 27.55 -0.16 5,698 17,577 -543
Total Volume and Open Interest 154,819 554,737 +7,297
Heating Oil(NYM)
Sep03 030806 85.50 85.70 82.60 83.40 -1.23 24,019 62,704 +2,750
Oct03 030806 86.00 86.20 83.30 84.01 -1.20 6,037 16,749 +583
Nov03 030806 86.50 86.65 84.00 84.61 -1.10 1,291 10,550 +39
Dec03 030806 86.60 87.00 84.50 84.96 -1.05 4,983 19,944 +1,571
Jan04 030806 86.95 87.00 84.70 85.06 -1.00 1,904 9,806 +12
Feb04 030806 85.35 85.55 83.50 83.76 -0.90 347 7,745 -75
Mar04 030806 82.30 82.30 80.50 80.66 -0.75 218 9,248 +3
Apr04 030806 78.85 78.85 77.20 77.36 -0.60 144 3,803 -36
May04 030806 75.45 75.45 74.10 74.26 -0.50 5 1,022 +0
Jun04 030806 73.80 73.80 72.50 72.61 -0.45 299 3,543 +260
Total Volume and Open Interest 39,273 148,329 +5,100
Unleaded Gas(NYM)
Sep03 030806 96.20 97.10 93.25 94.72 -0.67 29,269 60,143 -587
Oct03 030806 89.60 90.00 87.30 88.58 -0.24 11,180 15,523 +281
Nov03 030806 85.80 85.90 84.78 84.78 -0.29 2,600 5,581 -1,240
Dec03 030806 83.10 83.10 82.10 82.18 -0.39 1,461 5,777 +339
Jan04 030806 81.28 81.28 81.28 81.28 -0.42 383 2,140 +160
Feb04 030806 81.23 81.23 81.23 81.23 -0.42 78 321 -55
Mar04 030806 81.63 81.63 81.63 81.63 -0.47 114 580 +94
Apr04 030806 87.03 87.03 87.03 87.03 -0.52 52 1,831 +43
Total Volume and Open Interest 45,137 91,896 -965
Natural Gas(NYM)
Sep03 030806 4.740 4.760 4.660 4.745 +0.068 27,351 57,700 +2,060
Oct03 030806 4.765 4.800 4.700 4.788 +0.071 7,354 34,519 +604
Nov03 030806 4.990 5.020 4.950 5.013 +0.066 2,451 25,265 +152
Dec03 030806 5.230 5.280 5.205 5.263 +0.061 2,492 24,805 -165
Jan04 030806 5.380 5.420 5.340 5.398 +0.058 1,811 22,070 +280
Feb04 030806 5.330 5.360 5.290 5.343 +0.053 1,501 16,906 +438
Mar04 030806 5.230 5.260 5.200 5.238 +0.048 2,729 15,693 +96
Apr04 030806 4.815 4.835 4.800 4.823 +0.048 1,003 14,353 +255
Total Volume and Open Interest 51,457 346,689 +4,094
Brent Crude Oil(IPE)
Sep03 030806 30.20 30.59 29.30 29.48 -0.45 39,703 94,042 -7,009
Oct03 030806 29.71 30.30 29.15 29.26 -0.45 27,034 74,853 -3,584
Nov03 030806 29.39 29.90 28.97 28.99 -0.42 8,325 27,794 +1,047
Dec03 030806 29.15 29.40 28.55 28.56 -0.39 6,869 25,817 -1,112
Jan04 030806 28.81 28.90 28.08 28.08 -0.39 2,366 11,362 +124
Feb04 030806 28.30 28.30 27.61 27.63 -0.36 125 4,991 -33
Mar04 030806 27.82 27.86 27.19 27.19 -0.32 980 6,530 +293
Apr04 030806 27.30 27.30 26.76 26.76 -0.29 300 5,585 -100
Total Volume and Open Interest 89,850 302,899 -8,610
Gas Oil(IPE)
Aug03 030806 256.25 260.00 250.25 251.75 -4.00 15,020 21,459 -6,947
Sep03 030806 257.75 260.50 251.50 253.00 -4.25 16,500 56,218 +6,306
Oct03 030806 257.50 260.25 251.00 252.75 -4.75 4,549 15,461 -361
Nov03 030806 257.00 258.50 251.50 251.50 -4.75 1,768 8,951 +885
Dec03 030806 254.50 255.75 248.25 249.50 -4.25 3,199 25,946 -390
Jan04 030806 252.00 252.00 246.50 246.50 -4.00 800 5,049 +375
Feb04 030806 242.25 242.25 242.25 242.25 -4.25 300 3,072 -100
Mar04 030806 236.50 236.50 236.50 236.50 -4.25 300 2,418 +0
Total Volume and Open Interest 43,436 152,972 -32
US Dollar Index(NYBOT)
Sep03 030806 95.99 96.58 95.81 96.42 +0.05 542 9,592 -377
Dec03 030806 96.40 96.81 96.21 96.81 +0.05 3 2,193 -4
Mar04 030806 97.21 97.21 97.21 97.21 +0.05 0 14 +0
Total Volume and Open Interest 545 11,803 -381
Australian Dollar(CME)
Sep03 030806 64.57 64.67 64.38 64.57 +0.24 1,151 32,387 +121
Dec03 030806 64.00 64.01 63.90 64.01 +0.24 26 515 +2
Mar04 030806 63.45 63.45 63.45 63.45 +0.24 0 388 +0
Total Volume and Open Interest 1,177 33,355 +123
British Pound(CME)
Sep03 030806 161.20 161.20 159.98 160.44 -0.08 2,285 44,771 +595
Dec03 030806 160.14 160.14 159.34 159.34 -0.08 2 947 +1
Mar04 030806 158.24 158.24 158.24 158.24 -0.08 0 1 +0
Total Volume and Open Interest 2,287 45,719 +596
Canadian Dollar(CME)
Sep03 030806 71.27 71.29 70.91 71.07 -0.06 3,024 55,533 -419
Dec03 030806 71.00 71.00 70.67 70.79 -0.06 118 3,939 +20
Mar04 030806 70.65 70.65 70.54 70.54 -0.06 0 1,649 +24
Jun04 030806 70.29 70.29 70.29 70.29 -0.06 3 877 +2
Total Volume and Open Interest 3,147 62,515 -371
Japanese Yen(CME)
Sep03 030806 83.28 83.38 83.12 83.27 -0.19 7,512 104,935 -1,996
Dec03 030806 83.55 83.58 83.44 83.52 -0.19 39 20,451 +26
Mar04 030806 83.79 83.79 83.79 83.79 -0.19 0 32 +0
Total Volume and Open Interest 7,551 125,420 -1,970
Swiss Franc(CME)
Sep03 030806 74.32 74.43 73.87 74.04 -0.08 8,949 42,768 -2,384
Dec03 030806 74.40 74.40 74.19 74.19 -0.08 2 423 -1
Mar04 030806 74.33 74.33 74.33 74.33 -0.08 0 5 +0
Total Volume and Open Interest 8,951 43,306 -2,385
EuroFX(CME)
Sep03 030806 113.78 113.83 113.12 113.32 -0.03 7,817 91,156 -1,200
Dec03 030806 113.48 113.53 112.91 113.04 -0.03 53 1,817 +39
Mar04 030806 112.80 112.80 112.80 112.80 -0.03 22 252 +0
Total Volume and Open Interest 7,895 93,299 -1,161
Mexican Peso(CME)
Sep03 030806 9237.0 9327.0 9235.0 9295.0 +20.0 7,302 34,371 -83
Dec03 030806 9140.0 9205.0 9140.0 9180.0 +25.0 7 1,643 -5
Total Volume and Open Interest 7,309 36,485 -88
30-Year T-Bonds(CBOT)
Sep03 030806 105~26 107~26 105~11 107~16 +2~07 371,230 498,570 +946
Dec03 030806 104~04 106~08 103~29 106~01 +2~08 2,018 38,328 -114
Mar04 030806 103~23 104~21 103~23 104~21 +2~08 17 172 +2
Total Volume and Open Interest 373,265 537,197 +834
Municipal Bonds(CBOT)
Sep03 030806 98~24 99~14 98~22 99~06 +0~24 164 2,195 -36
Dec03 030806 98~01 98~01 98~01 98~01 +0~24 0 2 +1
Total Volume and Open Interest 164 2,197 -35
10-Year T-Notes(CBOT)
Sep03 030806 111~090 112~125 110~260 112~065 +1~115 788,662 969,352 +2,055
Dec03 030806 109~130 110~200 109~130 110~185 +1~140 17,950 83,461 +1,457
Total Volume and Open Interest 806,612 1,052,813 +3,482
5-Year T-Notes(CBOT)
Sep03 030806 111~180 112~035 111~155 112~005 +0~205 355,947 0 +0
Dec03 030806 110~055 110~205 110~055 110~205 +0~215 86 0 -16,348
Total Volume and Open Interest 356,033    
2 Year T-Notes(CBOT)
Sep03 030806 107~033 107~048 107~028 107~048 +0~024 12,892 129,223 -217
Total Volume and Open Interest 12,892 129,223 -217
3-Mth T-Bills(IMM)
Sep03 030806 99.00 99.00 99.00 99.00 +0.01 5 38 +3
Total Volume and Open Interest 5 38 +3
Eurodollars(CME)
Sep03 030806 98.825 98.845 98.825 98.840 +0.010 92,309 758,311 -18,734
Dec03 030806 98.670 98.705 98.660 98.695 +0.030 207,281 816,961 +9,565
Mar04 030806 98.425 98.470 98.415 98.465 +0.060 265,639 709,693 +5,676
Jun04 030806 98.060 98.115 98.045 98.105 +0.085 231,357 541,435 -17,893
Sep04 030806 97.640 97.705 97.615 97.700 +0.120 136,325 548,821 +6,451
Dec04 030806 97.200 97.295 97.170 97.290 +0.170 119,872 496,557 +1,370
Mar05 030806 96.805 96.950 96.780 96.945 +0.220 63,961 279,657 +1,243
Jun05 030806 96.430 96.615 96.425 96.615 +0.265 53,648 212,065 -7,297
Sep05 030806 96.110 96.315 96.110 96.310 +0.300 27,195 158,555 -4,402
Dec05 030806 95.815 96.015 95.815 96.015 +0.310 18,375 156,581 -1,334
Mar06 030806 95.560 95.780 95.560 95.760 +0.310 14,462 137,630 +235
Jun06 030806 95.330 95.510 95.330 95.505 +0.295 15,423 125,688 -19
Total Volume and Open Interest 1,305,857 5,503,704 -23,594
3-Mth Euro-Yen(CME)
Sep03 030806 99.91 99.91 99.91 99.91 unch 0 11,260 -130
Dec03 030806 99.89 99.89 99.89 99.89 unch 27 2,665 -25
Mar04 030806 99.87 99.87 99.87 99.87 unch 110 5,498 -565
Jun04 030806 99.87 99.87 99.87 99.87 unch 207 7,585 -78
Sep04 030806 99.84 99.84 99.84 99.84 unch 0 1,676 +0
Dec04 030806 99.81 99.81 99.81 99.81 unch 0 575 +0
Mar05 030806 99.75 99.75 99.75 99.75 unch 2 5,204 +2
Jun05 030806 99.74 99.74 99.74 99.74 unch 0 418 +0
Sep05 030806 99.69 99.69 99.69 99.69 unch 0 5,000 +0
Dec05 030806 99.61 99.61 99.61 99.61 unch 0 20 +0
Total Volume and Open Interest 346 42,095 -786
3-Mth Euro-Yen(SIMEX)
Sep03 030806 99.91 99.91 99.91 99.91 +0.01 746 51,303 -252
Dec03 030806 99.89 99.89 99.89 99.89 unch 430 34,632 -136
Mar04 030806 99.87 99.87 99.87 99.87 +0.01 4,872 47,496 +1,184
Jun04 030806 99.87 99.87 99.87 99.87 unch 7,414 46,236 -1,319
Sep04 030806 99.84 99.84 99.84 99.84 unch 651 14,994 +292
Dec04 030806 99.81 99.81 99.81 99.81 unch 295 21,068 +0
Mar05 030806 99.75 99.75 99.75 99.75 unch 55 10,045 -50
Jun05 030806 99.74 99.74 99.74 99.74 unch 50 7,791 +50
Total Volume and Open Interest 14,523 249,396 -226
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 030806 95.29 95.29 95.23 95.24 -0.03 12,690 161,597 +4,054
Dec03 030806 95.29 95.30 95.23 95.26 -0.04 5,999 110,496 +1,472
Mar04 030806 95.25 95.25 95.16 95.20 -0.07 1,897 36,638 -529
Jun04 030806 95.12 95.12 95.05 95.07 -0.08 656 23,665 -485
Sep04 030806 94.98 94.98 94.93 94.94 -0.07 732 16,857 +107
Dec04 030806 94.84 94.84 94.81 94.81 -0.07 723 11,992 +484
Mar05 030806 94.72 94.72 94.69 94.69 -0.06 422 9,232 +192
Jun05 030806 94.56 94.59 94.56 94.59 -0.06 80 3,366 +30
Sep05 030806 94.50 94.50 94.50 94.50 -0.05 0 1,547 +0
Dec05 030806 94.41 94.41 94.41 94.41 -0.06 0 1,197 +0
Total Volume and Open Interest 23,199 377,425 +5,325
10-Year Aus T-Bonds(SFE)
Sep03 030806 94.47 94.48 94.44 94.47 -0.06 12,382 168,665 +5,857
Dec03 030806 94.47 94.47 94.47 94.47 -0.06      
Total Volume and Open Interest 12,382 168,665 +5,857
3-Year Aus T-Bonds(SFE)
Sep03 030806 95.03 95.03 94.95 95.00 -0.06 30,139 321,060 -18,723
Dec03 030806 95.00 95.00 95.00 95.00 -0.06      
Total Volume and Open Interest 30,139 321,060 -18,723
Gold(CMX)
Aug03 030806 352.0 352.2 349.0 350.8 +1.2 102 757 -1,281
Oct03 030806 351.7 353.0 349.5 351.6 +1.2 625 14,535 +55
Dec03 030806 353.4 354.0 350.2 352.4 +1.2 18,662 126,422 -279
Feb04 030806 351.9 354.4 351.8 353.2 +1.2 1,230 13,917 -184
Apr04 030806 354.0 354.0 354.0 354.0 +1.2 60 4,306 -62
Jun04 030806 356.0 356.0 354.5 354.8 +1.2 80 13,016 -9
Total Volume and Open Interest 21,243 200,599 -1,828
Silver(CMX)
Sep03 030806 494.0 498.5 491.0 497.0 +3.0 14,786 64,555 -1,031
Dec03 030806 495.0 500.0 492.0 498.4 +3.0 2,599 35,903 +71
Mar04 030806 497.0 501.0 497.0 499.7 +3.0 17 2,660 -21
May04 030806 500.7 500.7 500.7 500.7 +3.0 0 1,013 +0
Jul04 030806 501.7 501.7 501.7 501.7 +3.0 28 1,856 +0
Total Volume and Open Interest 18,290 110,005 -917
Platinum(NYM)
Oct03 030806 680.0 684.5 680.0 683.4 +3.4 304 8,033 +10
Jan04 030806 670.0 673.4 670.0 673.4 +5.4 0 63 +0
Total Volume and Open Interest 304 8,096 +10
Palladium(NYME)
Sep03 030806 177.50 179.00 176.50 177.75 -0.75 268 2,633 -37
Dec03 030806 176.00 179.00 176.00 177.65 -0.60 13 248 +13
Mar04 030806 179.15 179.15 179.15 179.15 -0.60 0 8 +0
Total Volume and Open Interest 281 2,894 -24
Copper(CMX)
Sep03 030806 81.05 81.20 80.40 80.45 -0.40 5,849 68,932 -648
Dec03 030806 81.25 81.35 80.60 80.70 -0.35 1,502 17,426 +976
Mar04 030806 80.30 80.30 80.30 80.30 -0.55 0 4,097 +0
May04 030806 80.30 80.30 80.30 80.30 -0.55 0 1,065 +0
Jul04 030806 80.30 80.30 80.30 80.30 -0.55 0 2,075 +0
Total Volume and Open Interest 7,494 101,260 +305
DJIA Index(CBOT)
Sep03 030806 9003 9120 8975 9032 +59 18,799 39,019 -409
Dec03 030806 8975 9060 8945 8998 +60 51 2,606 +43
Mar04 030806 8973 8973 8973 8973 +60 0 25 +0
Jun04 030806 8943 8943 8943 8943 +60      
Total Volume and Open Interest 18,850 41,650 -366
S & P 500(CME)
Sep03 030806 961.50 975.50 959.20 965.10 +5.70 55,429 556,463 -12,850
Dec03 030806 960.00 973.80 960.00 963.30 +5.70 4,849 42,831 +2,792
Mar04 030806 961.30 961.30 961.30 961.30 +5.60 20 1,549 +15
Jun04 030806 960.30 960.30 960.30 960.30 +5.60 20 281 +20
Total Volume and Open Interest 60,318 601,254 -10,123
S & P 500 E-Mini(Globex)
Sep03 030806 959.00 975.25 958.50 965.00 +5.50 716,130 486,890 -42,022
Dec03 030806 957.00 973.00 957.00 963.25 +5.75 342 1,744 +77
Total Volume and Open Interest 716,472 488,634 -41,945
NASDAQ 100(CME)
Sep03 030806 1222.50 1238.00 1211.00 1214.50 -1.50      
Dec03 030806 1223.00 1228.50 1216.00 1216.50 -1.50      
Mar04 030806 1219.00 1219.00 1218.50 1219.00 -1.50      
Total Volume and Open Interest      
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 030806 514.50 514.50 514.50 514.50 +3.00 31 590 +9
Total Volume and Open Interest 31 590 +9
S & P Midcap 400(CME)
Sep03 030806 482.25 485.00 478.50 480.00 +0.30 701 12,825 -81
Dec03 030806 480.90 480.90 480.90 480.90 +0.30      
Mar04 030806 481.40 481.40 481.40 481.40 +0.30      
Total Volume and Open Interest 701 12,825 -81
Russell 2000(CME)
Sep03 030806 456.00 458.00 451.50 451.75 -3.15 2,016 21,675 -28
Dec03 030806 452.25 452.25 452.25 452.25 -3.15      
Mar04 030806 452.75 452.75 452.75 452.75 -3.15      
Total Volume and Open Interest 2,016 21,675 -28
Value Line(KCBT)
Sep03 030806 1236.00 1239.50 1236.00 1239.50 -5.50 0 32 +0
Total Volume and Open Interest 0 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 030806 9290 9380 9260 9325 -95 25,630 128,530 +700
Dec03 030806 9290 9290 9290 9290 -95 0 81 +0
Mar04 030806 9285 9285 9285 9285 -95      
Total Volume and Open Interest 25,630 128,611 +700
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 030806 3390.0 3411.0 3325.5 3377.5 -66.5 98,705 280,427 -6,538
Dec03 030806 3410.0 3428.0 3345.5 3394.5 -67.0 540 7,279 +381
Mar04 030806 3416.0 3422.5 3364.0 3413.5 -66.5 106 4,789 -1
Total Volume and Open Interest 99,351 292,495 -6,158
FT-SE 100(LIFFE)
Sep03 030806 4075.00 4081.00 4024.00 4051.00 -51.50 44,726 385,128 -1,472
Dec03 030806 4093.00 4093.00 4040.50 4063.00 -52.00 2,533 26,426 +536
Mar04 030806 4056.00 4056.00 4056.00 4056.00 -52.00 161 4,009 +161
Total Volume and Open Interest 47,702 419,737 -529
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 030806 242.45 242.45 238.00 239.25 -1.00 17 13,608 +7
Sep03 030806 240.20 240.20 238.45 238.50 -1.20 8 372 -1
Oct03 030806 237.00 237.00 237.00 237.00 -0.75      
Total Volume and Open Interest 25 13,980 +6
Bridge CRB Index(NYBOT)
Nov03 030806 237.00 237.00 235.20 236.10 +0.10 61 330 +10
Jan04 030806 236.10 236.10 236.10 236.10 +0.10 9 321 +4
Feb04 030806 234.50 234.50 234.50 234.50 unch 0 150 +0
Total Volume and Open Interest 128 890 -6
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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