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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu August 07, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug03 030807 538.50 545.50 535.00 543.00 +3.00 2,782 3,866 -818
Sep03 030807 518.00 522.50 515.50 519.25 -0.75 4,181 15,385 +197
Nov03 030807 514.00 519.00 511.50 515.50 +0.50 26,368 122,452 +176
Jan04 030807 519.50 523.50 518.00 520.25 unch 2,172 11,610 +861
Mar04 030807 523.50 527.00 521.25 524.75 +0.50 1,184 9,684 +254
May04 030807 525.50 528.75 525.00 527.00 +0.75 1,134 8,467 +85
Jul04 030807 530.00 532.50 529.50 531.00 +0.75 753 3,621 +165
Total Volume and Open Interest 38,785 176,653 +1,000
Soybean Meal(CBOT)
Aug03 030807 163.80 165.30 163.80 164.70 +0.60 3,156 4,628 -917
Sep03 030807 160.40 161.90 160.30 161.10 +0.60 4,551 25,376 +483
Oct03 030807 156.70 159.00 156.70 157.80 +0.70 1,940 18,095 -502
Dec03 030807 155.70 158.50 155.50 157.20 +1.00 11,693 63,518 +356
Jan04 030807 156.80 159.20 156.80 158.30 +0.90 1,446 9,985 +564
Mar04 030807 159.50 161.00 158.70 160.10 +0.90 1,167 7,528 +222
May04 030807 160.30 161.80 159.50 160.90 +1.10 1,007 6,418 +104
Jul04 030807 162.40 164.00 162.00 163.80 +1.90 436 4,915 -115
Total Volume and Open Interest 25,577 143,682 +277
Soybean Oil(CBOT)
Aug03 030807 19.68 19.85 19.60 19.60 -0.15 3,668 2,056 -1,273
Sep03 030807 19.60 19.84 19.52 19.54 -0.14 8,392 28,928 -2,275
Oct03 030807 19.55 19.77 19.43 19.45 -0.11 2,045 23,739 -323
Dec03 030807 19.23 19.43 19.15 19.16 -0.15 11,506 69,012 +902
Jan04 030807 19.23 19.40 19.15 19.15 -0.14 721 10,069 +171
Mar04 030807 19.20 19.35 19.10 19.14 -0.16 1,642 8,041 +280
May04 030807 19.20 19.32 19.13 19.13 -0.13 746 6,136 +252
Jul04 030807 19.20 19.20 19.12 19.13 -0.02 791 6,583 +202
Total Volume and Open Interest 29,828 157,724 -2,013
Canola(WCE)
Sep03 030807 342.5 342.5 342.5 342.5 +0.5 0 241 +0
Nov03 030807 345.3 347.0 345.3 347.0 +0.8 2,460 41,201 -40
Jan04 030807 350.3 351.3 350.3 351.3 +1.0 2 985 -3
Mar04 030807 355.0 355.0 355.0 355.0 +0.5 0 219 +0
May04 030807 358.0 358.0 358.0 358.0 +0.8 0 22 +0
Total Volume and Open Interest 2,462 46,941 -43
Corn(CBOT)
Sep03 030807 211.75 213.75 211.50 212.25 +0.75 13,638 114,606 -880
Dec03 030807 219.00 221.50 218.75 220.25 +1.25 37,580 219,380 +49
Mar04 030807 227.00 229.75 227.00 228.50 +1.00 2,760 45,412 +266
May04 030807 232.25 234.25 232.25 233.75 +1.25 306 10,719 +17
Jul04 030807 236.50 237.75 235.75 237.25 +1.00 984 9,896 +302
Sep04 030807 236.25 236.50 236.00 236.00 +0.50 0 1,734 +0
Total Volume and Open Interest 56,135 408,020 +125
Wheat(CBOT)
Sep03 030807 358.00 361.00 355.00 357.25 -1.25 13,485 48,928 -2,016
Dec03 030807 370.50 373.50 367.50 371.00 +0.25 27,094 59,704 +7,172
Mar04 030807 377.00 379.50 375.00 378.25 +0.75 1,542 9,764 +721
May04 030807 363.50 366.50 363.50 365.00 -1.00 25 447 +3
Jul04 030807 334.50 335.00 333.00 333.50 -1.00 192 1,272 +16
Total Volume and Open Interest 42,342 120,146 +5,899
Wheat(KCBT)
Sep03 030807 355.00 356.00 352.00 352.50 -0.75 6,726 30,654 -1,817
Dec03 030807 366.00 367.00 363.00 364.75 +0.25 6,948 33,685 +2,062
Mar04 030807 372.00 372.00 368.75 370.00 +0.25 257 4,207 +140
May04 030807 362.00 363.00 361.00 361.00 -1.00 23 807 +11
Jul04 030807 339.00 340.00 339.00 339.00 +0.25 73 736 -10
Total Volume and Open Interest 14,027 70,109 +386
Wheat(MGE)
Sep03 030807 372.50 374.50 369.75 371.50 -1.25 3,292 9,932 -68
Dec03 030807 379.00 381.50 376.75 379.00 -0.25 2,834 12,640 +965
Mar04 030807 382.50 386.00 382.50 384.00 +1.00 200 1,955 +85
May04 030807 387.00 387.00 387.00 387.00 +3.50 0 27 +0
Jul04 030807 369.00 369.00 369.00 369.00 unch 0 16 +0
Total Volume and Open Interest 6,326 24,670 +982
Oats(CBOT)
Sep03 030807 133.00 137.50 132.50 137.50 +4.25 143 1,132 -29
Dec03 030807 137.75 141.75 137.50 140.75 +2.75 614 4,747 +76
Mar04 030807 145.00 148.00 145.00 148.00 +3.00 25 412 +6
May04 030807 153.50 153.50 153.50 153.50 +2.50 0 13 +0
Total Volume and Open Interest 782 6,307 +53
Rough Rice(CBOT)
Sep03 030807 7.70 7.75 7.70 7.75 +0.11 191 1,442 -8
Nov03 030807 7.68 7.77 7.61 7.77 +0.12 387 4,681 -9
Jan04 030807 7.88 7.88 7.88 7.88 +0.10 21 347 -13
Mar04 030807 8.01 8.01 8.01 8.01 +0.11 0 183 +0
Total Volume and Open Interest 599 6,697 -30
Live Cattle(CME)
Aug03 030807 77.875 77.900 76.475 76.875 -1.100 2,536 10,019 -732
Oct03 030807 76.725 76.725 75.775 76.100 -0.725 7,762 59,068 +878
Dec03 030807 76.650 77.000 76.225 76.750 -0.025 2,086 21,835 +27
Feb04 030807 76.800 77.000 76.400 76.950 +0.025 704 13,186 +163
Apr04 030807 75.775 76.100 75.450 75.975 unch 921 6,303 +171
Jun04 030807 70.200 71.100 70.150 70.850 +0.800 138 1,791 +29
Total Volume and Open Interest 14,253 112,675 +559
Feeder Cattle(CME)
Aug03 030807 91.500 91.550 91.025 91.350 -0.125 1,061 5,638 -527
Sep03 030807 90.200 90.200 89.500 89.650 -0.575 687 4,912 +166
Oct03 030807 90.225 90.225 89.500 89.750 -0.500 1,493 7,738 +297
Nov03 030807 88.500 88.650 88.050 88.525 -0.425 369 4,047 +99
Jan04 030807 86.200 86.350 85.900 86.200 -0.225 103 1,565 +47
Mar04 030807 85.000 85.200 84.500 85.200 -0.100 5 169 +5
Apr04 030807 85.050 85.200 84.900 85.200 -0.100 7 163 -3
Total Volume and Open Interest 3,740 24,339 +93
Lean Hogs(CME)
Aug03 030807 60.000 60.400 59.575 60.125 +0.450 3,566 5,180 -884
Oct03 030807 53.600 53.850 52.700 53.550 -0.025 6,164 21,949 +396
Dec03 030807 51.900 51.950 51.100 51.650 unch 1,052 7,685 +120
Feb04 030807 55.275 55.450 55.000 55.125 -0.225 308 2,175 +77
Apr04 030807 58.500 58.500 58.200 58.275 -0.275 99 1,215 +53
May04 030807 61.425 61.425 61.425 61.425 -0.100 25 274 +11
Jun04 030807 63.000 63.100 62.700 62.750 -0.050 27 370 +18
Jul04 030807 60.750 60.750 60.550 60.550 -0.050 0 163 +0
Total Volume and Open Interest 11,242 39,050 -208
Pork Bellies(CME)
Aug03 030807 90.600 91.000 89.700 90.550 +0.350 331 1,083 -73
Feb04 030807 78.900 79.000 78.200 78.250 -0.375 136 704 +41
Mar04 030807 78.000 78.000 78.000 78.000 -0.200 2 11 +0
May04 030807 80.000 80.000 80.000 80.000 -0.250 0 3 +0
Jul04 030807 80.000 80.000 80.000 80.000        
BFP Milk Class III(CME)
Aug03 030807 13.88 13.90 13.85 13.85 -0.04 124 5,033 +41
Sep03 030807 14.47 14.64 14.47 14.58 +0.08 132 5,503 +59
Oct03 030807 13.75 13.94 13.75 13.86 +0.06 64 4,614 +51
Nov03 030807 12.94 12.97 12.93 12.93 -0.01 60 3,501 +2
Dec03 030807 12.45 12.50 12.42 12.45 unch 12 2,708 +11
Total Volume and Open Interest 460 25,649 +208
Cocoa(NYBOT)
Sep03 030807 1455 1488 1447 1462 +27 6,637 21,969 +59
Dec03 030807 1430 1470 1430 1446 +31 3,563 20,385 +1,731
Mar04 030807 1418 1445 1413 1426 +30 994 14,657 +360
May04 030807 1422 1431 1420 1431 +30 229 5,948 +26
Jul04 030807 1437 1437 1437 1437 +30 0 3,875 +0
Sep04 030807 1430 1440 1430 1440 +29 84 5,076 -34
Dec04 030807 1451 1451 1451 1451 +29 50 5,979 +0
Total Volume and Open Interest 11,598 82,127 +2,101
Coffee "C"(NYBOT)
Sep03 030807 64.25 64.65 62.80 64.45 +0.55 4,629 35,357 -681
Dec03 030807 66.40 67.00 65.20 66.90 +0.75 3,183 20,767 +761
Mar04 030807 68.70 69.40 67.85 69.30 +0.75 647 5,715 +173
May04 030807 70.00 70.70 70.00 70.70 +0.75 27 2,417 +3
Jul04 030807 71.25 72.10 71.10 72.10 +0.75 171 907 +35
Sep04 030807 72.75 73.50 72.50 73.50 +0.65 22 3,133 +4
Total Volume and Open Interest 8,739 70,447 +324
Orange Juice(NYBOT)
Sep03 030807 79.00 79.10 78.60 78.90 +0.35 687 16,197 -246
Nov03 030807 80.40 80.70 80.20 80.55 +0.35 283 5,175 +102
Jan04 030807 82.40 82.60 82.40 82.60 +0.50 112 1,975 +16
Mar04 030807 84.20 84.30 84.20 84.30 +0.45 3 1,077 +0
May04 030807 85.00 85.65 85.00 85.65 +0.30 30 1,257 +0
Total Volume and Open Interest 1,115 25,853 -128
Sugar #11(NYBOT)
Oct03 030807 7.15 7.21 6.70 6.79 -0.49 15,115 131,927 +3,742
Mar04 030807 7.18 7.19 6.81 6.85 -0.39 5,998 37,284 +373
May04 030807 7.02 7.03 6.78 6.80 -0.26 964 17,953 +104
Jul04 030807 6.70 6.72 6.53 6.55 -0.18 1,514 16,542 +325
Oct04 030807 6.60 6.60 6.42 6.45 -0.18 325 11,638 +24
Total Volume and Open Interest 24,177 218,376 +4,655
London Cocoa(LCE)
Sep03 030807 923 938 923 928 +7 2,363 37,474 -953
Dec03 030807 945 960 945 951 +8 6,635 53,825 -54
Mar04 030807 970 983 969 973 +7 879 29,570 +35
May04 030807 986 993 983 986 +7 3,439 15,686 +2,100
Jul04 030807 1002 1009 998 1000 +7 525 11,251 +44
Sep04 030807 1011 1017 1006 1009 +7 87 9,929 +3
Dec04 030807 1024 1024 1019 1019 +7 298 6,492 +137
Total Volume and Open Interest 14,380 169,558 +1,409
London Coffee(LCE)
Sep03 030807 720.00 723.00 713.00 721.00 +4.00 3,332 34,575 -1,257
Nov03 030807 734.00 737.00 727.00 735.00 +4.00 850 37,513 +236
Jan04 030807 747.00 748.00 743.00 747.00 +4.00 659 14,189 -130
Mar04 030807 762.00 762.00 756.00 761.00 +5.00 117 9,065 +54
May04 030807 774.00 775.00 773.00 775.00 +5.00 1,038 9,886 -991
Jul04 030807 786.00 787.00 786.00 787.00 +5.00 229 1,559 +164
Total Volume and Open Interest 7,249 110,543 -924
London Sugar(LCE)
Aug03 030716 203.00 204.00 201.80 203.00 +0.60 4,132 5,811 -1,710
Oct03 030807 210.70 210.70 196.00 201.60 -8.50 1,832 27,659 -178
Dec03 030807 210.70 211.50 199.00 203.60 -6.90 549 8,387 -201
Mar04 030807 210.20 210.50 202.60 202.80 -6.70 151 5,868 -10
May04 030807 203.00 203.00 202.50 202.50 -5.80 14 2,382 +0
Total Volume and Open Interest 2,802 50,424 -449
Cotton(NYBOT)
Oct03 030807 57.10 57.25 56.25 56.40 -1.00 202 3,575 +46
Dec03 030807 58.50 58.80 57.56 57.68 -1.17 5,170 44,384 +251
Mar04 030807 60.82 60.85 59.95 60.21 -0.89 818 8,845 +407
May04 030807 61.70 61.80 61.05 61.10 -0.90 118 2,587 -4
Jul04 030807 61.97 61.97 61.97 61.97 -0.98 37 2,385 +2
Oct04 030807 62.20 62.20 62.20 62.20 -0.90 0 109 +0
Total Volume and Open Interest 6,534 62,488 +657
Lumber(CME)
Sep03 030807 309.5 312.5 302.8 311.5 +0.8 868 1,717 +160
Nov03 030807 294.0 297.8 290.9 297.5 -0.1 248 513 +80
Jan04 030807 296.3 296.4 288.9 294.8 -0.5 43 142 +22
Mar04 030807 294.0 294.0 290.0 290.0 -4.0 0 18 +0
Total Volume and Open Interest 1,165 2,400 +266
Crude Oil(NYM)
Sep03 030807 31.90 32.44 31.78 32.39 +0.69 104,572 178,424 -10,781
Oct03 030807 31.72 32.25 31.55 32.23 +0.77 51,382 83,519 +4,929
Nov03 030807 31.20 31.68 31.03 31.68 +0.71 14,719 39,044 -512
Dec03 030807 30.55 31.04 30.50 31.04 +0.65 24,788 51,032 -2,412
Jan04 030807 29.97 30.41 29.85 30.41 +0.60 5,237 22,599 +1,226
Feb04 030807 29.45 29.82 29.45 29.82 +0.55 2,749 10,207 +186
Mar04 030807 28.95 29.25 28.92 29.25 +0.50 1,072 14,337 -228
Apr04 030807 28.74 28.74 28.74 28.74 +0.47 268 13,245 +24
May04 030807 28.31 28.31 28.31 28.31 +0.45 432 7,203 +275
Jun04 030807 27.70 27.98 27.63 27.98 +0.43 4,586 16,742 -835
Total Volume and Open Interest 216,228 548,853 -5,884
Heating Oil(NYM)
Sep03 030807 83.50 85.60 83.40 85.45 +2.05 23,832 61,441 -1,263
Oct03 030807 84.20 86.30 84.10 86.13 +2.12 7,923 18,481 +1,732
Nov03 030807 84.90 86.68 84.75 86.68 +2.07 1,445 10,279 -271
Dec03 030807 85.20 86.98 85.20 86.98 +2.02 3,547 20,350 +406
Jan04 030807 85.50 87.10 85.25 86.98 +1.92 1,481 10,118 +312
Feb04 030807 84.10 85.53 84.10 85.53 +1.77 328 7,714 -31
Mar04 030807 81.00 82.28 81.00 82.28 +1.62 315 9,359 +111
Apr04 030807 77.90 78.83 77.90 78.83 +1.47 91 3,775 -28
May04 030807 75.20 75.58 75.20 75.58 +1.32 85 1,036 +14
Jun04 030807 73.05 73.83 73.05 73.83 +1.22 176 3,578 +35
Total Volume and Open Interest 39,494 149,460 +1,131
Unleaded Gas(NYM)
Sep03 030807 95.00 96.50 94.20 96.35 +1.63 28,820 58,882 -1,261
Oct03 030807 88.90 91.10 88.40 91.01 +2.43 13,806 17,861 +2,338
Nov03 030807 84.90 87.01 84.70 87.01 +2.23 2,460 5,643 +62
Dec03 030807 82.40 84.11 82.40 84.11 +1.93 2,200 6,357 +580
Jan04 030807 81.00 82.96 81.00 82.96 +1.68 390 2,467 +327
Feb04 030807 82.86 82.86 82.86 82.86 +1.63 0 298 -23
Mar04 030807 83.21 83.21 83.21 83.21 +1.58 0 486 -94
Apr04 030807 88.56 88.56 88.56 88.56 +1.53 0 1,831 +0
Total Volume and Open Interest 47,676 93,825 +1,929
Natural Gas(NYM)
Sep03 030807 4.810 5.140 4.800 5.082 +0.337 21,589 56,855 -845
Oct03 030807 4.850 5.180 4.850 5.134 +0.346 4,450 34,128 -391
Nov03 030807 5.080 5.360 5.070 5.332 +0.319 2,256 25,142 -123
Dec03 030807 5.330 5.570 5.330 5.560 +0.297 1,148 24,747 -58
Jan04 030807 5.470 5.710 5.460 5.688 +0.290 1,686 22,393 +323
Feb04 030807 5.420 5.620 5.400 5.601 +0.258 1,616 16,985 +79
Mar04 030807 5.315 5.490 5.295 5.476 +0.238 2,544 15,957 +264
Apr04 030807 4.860 4.990 4.850 4.976 +0.153 2,411 14,931 +578
Total Volume and Open Interest 40,761 346,709 +20
Brent Crude Oil(IPE)
Sep03 030807 29.56 30.30 29.56 30.25 +0.77 42,236 90,340 -3,702
Oct03 030807 29.35 30.07 29.35 30.05 +0.79 32,137 81,381 +6,528
Nov03 030807 29.20 29.76 29.20 29.76 +0.77 9,770 32,056 +4,262
Dec03 030807 28.72 29.29 28.72 29.29 +0.73 10,530 27,257 +1,440
Jan04 030807 28.08 28.79 28.08 28.79 +0.71 3,129 10,962 -400
Feb04 030807 27.62 28.30 27.62 28.30 +0.67 410 4,841 -150
Mar04 030807 27.44 27.81 27.44 27.81 +0.62 1,500 7,430 +900
Apr04 030807 27.33 27.33 27.33 27.33 +0.57 460 5,385 -200
Total Volume and Open Interest 108,772 312,867 +9,968
Gas Oil(IPE)
Aug03 030807 252.00 255.00 252.00 255.00 +3.25 8,621 20,185 -1,274
Sep03 030807 253.50 257.00 253.50 256.25 +3.25 12,700 58,911 +2,693
Oct03 030807 253.50 256.25 253.50 256.25 +3.50 4,089 17,274 +1,813
Nov03 030807 254.25 254.75 253.50 254.75 +3.25 540 8,981 +30
Dec03 030807 251.00 252.25 251.00 252.25 +2.75 2,168 26,090 +144
Jan04 030807 248.00 249.00 248.00 249.00 +2.50 550 5,299 +250
Feb04 030807 243.75 244.75 243.75 244.75 +2.50 0 3,072 +0
Mar04 030807 238.00 238.75 238.00 238.75 +2.25 0 2,418 +0
Total Volume and Open Interest 30,265 157,225 +4,253
US Dollar Index(NYBOT)
Sep03 030807 96.45 96.45 95.67 95.96 -0.46 1,170 9,656 +64
Dec03 030807 96.92 96.92 96.15 96.35 -0.46 7 2,193 +0
Mar04 030807 96.75 96.75 96.75 96.75 -0.46 0 14 +0
Total Volume and Open Interest 1,177 11,867 +64
Australian Dollar(CME)
Sep03 030807 64.53 65.04 64.45 64.89 +0.32 1,421 31,891 -496
Dec03 030807 64.20 64.33 64.20 64.33 +0.32 7 514 -1
Mar04 030807 63.77 63.77 63.77 63.77 +0.32 0 388 +0
Total Volume and Open Interest 1,428 32,858 -497
British Pound(CME)
Sep03 030807 160.44 161.54 160.40 161.44 +1.00 5,303 45,309 +538
Dec03 030807 160.20 160.34 160.20 160.34 +1.00 1 948 +1
Mar04 030807 159.24 159.24 159.24 159.24 +1.00 0 1 +0
Total Volume and Open Interest 5,304 46,258 +539
Canadian Dollar(CME)
Sep03 030807 71.19 71.66 71.13 71.61 +0.54 5,516 56,257 +724
Dec03 030807 70.90 71.40 70.89 71.33 +0.54 75 3,968 +29
Mar04 030807 70.90 71.08 70.90 71.08 +0.54 5 1,664 +15
Jun04 030807 70.83 70.83 70.83 70.83 +0.54 0 876 -1
Total Volume and Open Interest 5,601 63,287 +772
Japanese Yen(CME)
Sep03 030807 83.51 84.28 83.48 84.10 +0.83 6,713 107,322 +2,387
Dec03 030807 83.83 84.55 83.82 84.35 +0.83 14 20,459 +8
Mar04 030807 84.62 84.62 84.62 84.62 +0.83 0 32 +0
Total Volume and Open Interest 6,727 127,815 +2,395
Swiss Franc(CME)
Sep03 030807 73.97 74.32 73.85 74.07 +0.03 8,077 42,541 -227
Dec03 030807 74.25 74.25 74.22 74.22 +0.03 0 424 +1
Mar04 030807 74.36 74.36 74.36 74.36 +0.03 0 5 +0
Total Volume and Open Interest 8,077 43,080 -226
EuroFX(CME)
Sep03 030807 113.46 114.06 113.39 113.57 +0.25 10,682 92,691 +1,535
Dec03 030807 113.36 113.67 113.28 113.29 +0.25 186 1,860 +43
Mar04 030807 113.15 113.15 113.05 113.05 +0.25 30 242 -10
Total Volume and Open Interest 10,898 94,867 +1,568
Mexican Peso(CME)
Sep03 030807 9292.0 9360.0 9255.0 9325.0 +30.0 6,956 33,649 -722
Dec03 030807 9220.0 9220.0 9210.0 9210.0 +30.0 82 1,625 -18
Total Volume and Open Interest 7,038 35,745 -740
30-Year T-Bonds(CBOT)
Sep03 030807 107~20 108~08 106~24 107~27 +0~11 170,114 497,393 -1,177
Dec03 030807 106~06 106~22 105~11 106~12 +0~11 5,196 39,147 +819
Mar04 030807 105~01 105~01 105~01 105~01 +0~12 3 173 +1
Total Volume and Open Interest 175,313 536,840 -357
Municipal Bonds(CBOT)
Sep03 030807 99~12 99~18 99~01 99~17 +0~11 280 2,114 -81
Dec03 030807 98~04 98~14 98~04 98~14 +0~13 0 2 +0
Total Volume and Open Interest 280 2,116 -81
10-Year T-Notes(CBOT)
Sep03 030807 112~110 112~230 111~280 112~150 +0~085 687,722 936,427 -32,925
Dec03 030807 110~175 111~015 110~100 110~270 +0~085 17,423 90,893 +7,432
Total Volume and Open Interest 705,145 1,027,320 -25,493
5-Year T-Notes(CBOT)
Sep03 030807 112~060 112~085 111~260 112~070 +0~065 301,965 0 +0
Dec03 030807 110~260 110~290 110~260 110~290 +0~085 1,148 25,281 +25,281
Total Volume and Open Interest 303,113 25,281 +25,281
2 Year T-Notes(CBOT)
Sep03 030807 107~056 107~058 107~036 107~056 +0~008 16,347 133,985 +4,762
Total Volume and Open Interest 16,347 133,985 +4,762
3-Mth T-Bills(IMM)
Sep03 030807 99.01 99.02 99.01 99.02 +0.02 0 38 +0
Total Volume and Open Interest 0 38 +0
Eurodollars(CME)
Sep03 030807 98.850 98.865 98.840 98.855 +0.015 58,402 751,086 -7,225
Dec03 030807 98.715 98.765 98.705 98.760 +0.065 119,240 807,887 -9,074
Mar04 030807 98.480 98.560 98.465 98.545 +0.080 127,479 704,078 -5,615
Jun04 030807 98.135 98.220 98.110 98.210 +0.105 166,276 533,289 -8,146
Sep04 030807 97.740 97.825 97.710 97.820 +0.120 104,717 531,730 -17,091
Dec04 030807 97.340 97.415 97.305 97.405 +0.115 118,298 468,626 -27,931
Mar05 030807 97.000 97.050 96.950 97.045 +0.100 72,002 273,880 -5,777
Jun05 030807 96.665 96.710 96.610 96.710 +0.095 54,019 206,259 -5,806
Sep05 030807 96.350 96.400 96.310 96.395 +0.085 37,263 154,787 -3,768
Dec05 030807 96.055 96.110 96.025 96.100 +0.085 29,525 150,677 -5,904
Mar06 030807 95.800 95.855 95.760 95.845 +0.085 18,782 135,464 -2,166
Jun06 030807 95.545 95.600 95.510 95.590 +0.085 12,102 125,028 -660
Total Volume and Open Interest 978,489 5,407,363 -96,341
3-Mth Euro-Yen(CME)
Sep03 030807 99.91 99.91 99.91 99.91 unch 125 11,385 +125
Dec03 030807 99.89 99.89 99.89 99.89 unch 106 2,641 -24
Mar04 030807 99.87 99.87 99.87 99.87 unch 0 5,528 +30
Jun04 030807 99.87 99.87 99.87 99.87 unch 89 7,765 +180
Sep04 030807 99.84 99.84 99.84 99.84 unch 0 1,676 +0
Dec04 030807 99.81 99.81 99.81 99.81 unch 8 575 +0
Mar05 030807 99.75 99.75 99.75 99.75 unch 2 5,204 +0
Jun05 030807 99.74 99.74 99.74 99.74 unch 0 418 +0
Sep05 030807 99.69 99.69 99.69 99.69 unch 0 5,000 +0
Dec05 030807 99.61 99.61 99.61 99.61 unch 0 20 +0
Total Volume and Open Interest 330 42,406 +311
3-Mth Euro-Yen(SIMEX)
Sep03 030807 99.91 99.91 99.90 99.91 unch 353 51,136 -167
Dec03 030807 99.90 99.90 99.90 99.90 +0.01 600 34,529 -103
Mar04 030807 99.87 99.87 99.86 99.87 unch 2,129 47,876 +380
Jun04 030807 99.87 99.87 99.87 99.87 unch 1,197 46,255 +19
Sep04 030807 99.84 99.84 99.84 99.84 unch 240 15,124 +130
Dec04 030807 99.81 99.81 99.80 99.81 unch 751 20,733 -335
Mar05 030807 99.75 99.75 99.75 99.75 unch 2 10,045 +0
Jun05 030807 99.74 99.74 99.74 99.74 unch 254 7,841 +50
Total Volume and Open Interest 6,272 249,912 +516
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 030807 95.25 95.26 95.23 95.24 unch 23,158 167,142 +5,545
Dec03 030807 95.27 95.30 95.25 95.29 +0.03 24,907 120,713 +10,217
Mar04 030807 95.22 95.26 95.19 95.25 +0.05 7,750 38,292 +1,654
Jun04 030807 95.10 95.12 95.08 95.12 +0.05 2,163 24,099 +434
Sep04 030807 94.97 94.99 94.94 94.99 +0.05 518 16,195 -662
Dec04 030807 94.83 94.87 94.82 94.86 +0.05 155 11,692 -300
Mar05 030807 94.73 94.76 94.72 94.76 +0.07 300 9,410 +178
Jun05 030807 94.63 94.67 94.63 94.67 +0.08 250 3,606 +240
Sep05 030807 94.58 94.58 94.58 94.58 +0.08 0 1,547 +0
Dec05 030807 94.50 94.50 94.50 94.50 +0.09 0 1,197 +0
Total Volume and Open Interest 59,203 394,732 +17,307
10-Year Aus T-Bonds(SFE)
Sep03 030807 94.54 94.58 94.50 94.55 +0.08 10,961 166,902 -1,763
Dec03 030807 94.55 94.55 94.55 94.55 +0.08      
Total Volume and Open Interest 10,961 166,902 -1,763
3-Year Aus T-Bonds(SFE)
Sep03 030807 95.05 95.10 95.02 95.08 +0.08 39,348 332,715 +11,655
Dec03 030807 95.08 95.08 95.08 95.08 +0.08      
Total Volume and Open Interest 39,348 332,715 +11,655
Gold(CMX)
Aug03 030807 351.5 353.4 351.5 352.5 +1.7 384 705 -52
Oct03 030807 350.7 354.4 350.0 353.3 +1.7 925 14,645 +110
Dec03 030807 351.3 355.0 351.0 354.1 +1.7 33,050 124,235 -2,187
Feb04 030807 351.8 355.1 351.8 354.9 +1.7 2,099 14,612 +695
Apr04 030807 355.7 355.7 355.7 355.7 +1.7 9 4,306 +0
Jun04 030807 354.5 357.0 353.5 356.5 +1.7 308 13,205 +189
Total Volume and Open Interest 37,180 199,584 -1,015
Silver(CMX)
Sep03 030807 493.0 509.0 491.0 503.8 +6.8 6,879 64,115 -440
Dec03 030807 496.0 510.0 492.0 505.2 +6.8 1,180 36,275 +372
Mar04 030807 505.0 508.0 505.0 506.5 +6.8 11 2,661 +1
May04 030807 507.5 507.5 507.5 507.5 +6.8 0 1,013 +0
Jul04 030807 509.0 509.0 508.5 508.5 +6.8 0 1,856 +0
Total Volume and Open Interest 8,080 109,945 -60
Platinum(NYM)
Oct03 030807 682.0 682.0 677.0 681.8 -1.6 336 8,023 -10
Jan04 030807 672.0 672.0 670.0 671.8 -1.6 34 74 +11
Total Volume and Open Interest 370 8,097 +1
Palladium(NYME)
Sep03 030807 181.00 181.00 177.75 180.00 +2.25 407 2,321 -312
Dec03 030807 177.00 179.90 177.00 179.90 +2.25 437 609 +361
Mar04 030807 181.40 181.40 181.40 181.40 +2.25 0 8 +0
Total Volume and Open Interest 844 2,943 +49
Copper(CMX)
Sep03 030807 80.60 81.80 80.25 81.50 +1.05 3,787 69,297 +365
Dec03 030807 80.85 81.95 80.45 81.75 +1.05 864 17,575 +149
Mar04 030807 81.30 81.45 81.30 81.45 +1.15 43 4,101 +4
May04 030807 81.40 81.45 81.40 81.45 +1.15 135 1,162 +97
Jul04 030807 81.50 81.50 81.45 81.45 +1.15 10 2,082 +7
Total Volume and Open Interest 5,254 101,931 +671
DJIA Index(CBOT)
Sep03 030807 9013 9125 9006 9120 +88 20,103 40,887 +1,868
Dec03 030807 8985 9086 8985 9086 +88 242 2,732 +126
Mar04 030807 9061 9061 9061 9061 +88 0 25 +0
Jun04 030807 9031 9031 9031 9031 +88      
Total Volume and Open Interest 20,345 43,644 +1,994
S & P 500(CME)
Sep03 030807 966.00 975.00 962.00 974.50 +9.40 59,560 561,759 +5,296
Dec03 030807 964.50 973.00 960.50 972.70 +9.40 1,129 43,366 +535
Mar04 030807 970.60 970.60 970.60 970.60 +9.30 145 1,634 +85
Jun04 030807 969.60 969.60 969.60 969.60 +9.30 0 281 +0
Total Volume and Open Interest 60,834 607,170 +5,916
S & P 500 E-Mini(Globex)
Sep03 030807 965.00 975.25 962.00 974.50 +9.50 722,594 518,929 +32,039
Dec03 030807 962.00 973.00 960.25 972.75 +9.50 387 1,858 +114
Total Volume and Open Interest 722,981 520,787 +32,153
NASDAQ 100(CME)
Sep03 030807 1216.00 1227.00 1208.50 1219.50 +5.00      
Dec03 030807 1222.00 1222.00 1216.00 1221.50 +5.00      
Mar04 030807 1224.00 1224.00 1224.00 1224.00 +5.00      
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 030807 519.00 519.00 519.00 519.00 +4.50 2 570 -20
Total Volume and Open Interest 2 570 -20
S & P Midcap 400(CME)
Sep03 030807 481.25 482.50 477.00 482.50 +2.50 524 12,880 +55
Dec03 030807 483.40 483.40 483.40 483.40 +2.50      
Mar04 030807 483.90 483.90 483.90 483.90 +2.50      
Total Volume and Open Interest 524 12,880 +55
Russell 2000(CME)
Sep03 030807 453.50 454.50 448.75 454.50 +2.75 2,088 22,055 +380
Dec03 030807 455.00 455.00 455.00 455.00 +2.75      
Mar04 030807 455.50 455.50 455.50 455.50 +2.75      
Total Volume and Open Interest 2,088 22,055 +380
Value Line(KCBT)
Sep03 030807 1236.50 1242.00 1236.50 1242.00 +2.50 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 030807 9330 9340 9220 9295 -30 24,073 129,250 +720
Dec03 030807 9260 9260 9260 9260 -30 0 81 +0
Mar04 030807 9255 9255 9255 9255 -30      
Total Volume and Open Interest 24,091 129,349 +738
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 030807 3371.0 3371.0 3307.0 3334.0 -43.5 109,922 283,130 +2,703
Dec03 030807 3382.0 3382.0 3330.0 3351.5 -43.0 564 7,091 -188
Mar04 030807 3401.0 3401.0 3350.0 3369.5 -44.0 214 4,790 +1
Total Volume and Open Interest 110,700 295,011 +2,516
FT-SE 100(LIFFE)
Sep03 030807 4060.00 4085.00 4039.00 4074.00 +23.00 61,395 379,356 -5,772
Dec03 030807 4076.50 4093.50 4055.00 4086.00 +23.00 1,732 27,869 +1,443
Mar04 030807 4064.50 4086.00 4046.50 4078.50 +22.50 0 4,009 +0
Total Volume and Open Interest 63,127 415,408 -4,329
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 030807 240.20 244.15 240.20 244.15 +4.90 64 13,579 -29
Sep03 030807 240.00 243.90 240.00 243.70 +5.20 20 368 -4
Oct03 030807 242.00 242.00 242.00 242.00 +5.00      
Total Volume and Open Interest 84 13,947 -33
Bridge CRB Index(NYBOT)
Nov03 030807 236.50 238.25 236.50 237.95 +1.85 53 333 +3
Jan04 030807 236.25 237.95 236.25 237.95 +1.85 0 321 +0
Feb04 030807 236.35 236.35 236.35 236.35 +1.85 2 150 +0
Total Volume and Open Interest 91 877 -13
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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