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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 08, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug03 030808 544.00 549.00 541.00 548.50 +5.50 1,712 3,265 -601
Sep03 030808 519.50 525.25 517.50 524.00 +4.75 5,887 15,242 -143
Nov03 030808 516.50 521.00 513.75 520.50 +5.00 30,049 121,583 -869
Jan04 030808 520.50 525.50 518.25 525.25 +5.00 1,750 11,768 +158
Mar04 030808 525.00 529.00 522.50 528.75 +4.00 1,691 9,580 -104
May04 030808 526.00 531.00 525.00 530.75 +3.75 1,358 8,731 +264
Jul04 030808 532.00 535.00 529.00 535.00 +4.00 442 3,832 +211
Total Volume and Open Interest 43,012 175,633 -1,020
Soybean Meal(CBOT)
Aug03 030808 164.70 166.50 164.70 165.50 +0.80 2,335 4,189 -439
Sep03 030808 160.80 162.90 160.80 162.60 +1.50 5,474 25,372 -4
Oct03 030808 158.20 160.50 158.00 159.70 +1.90 1,526 17,980 -115
Dec03 030808 157.80 159.90 157.30 159.10 +1.90 10,760 64,168 +650
Jan04 030808 159.00 160.50 158.50 160.40 +2.10 2,902 10,356 +371
Mar04 030808 160.70 162.20 160.20 162.00 +1.90 1,169 7,792 +264
May04 030808 161.50 163.00 161.50 163.00 +2.10 702 6,552 +134
Jul04 030808 164.00 165.50 163.50 165.40 +1.60 200 4,918 +3
Total Volume and Open Interest 25,101 144,555 +873
Soybean Oil(CBOT)
Aug03 030808 19.60 19.60 19.38 19.58 -0.02 576 1,380 -676
Sep03 030808 19.54 19.61 19.42 19.59 +0.05 6,630 29,084 +156
Oct03 030808 19.45 19.50 19.36 19.49 +0.04 3,285 24,146 +407
Dec03 030808 19.13 19.22 19.06 19.16 unch 11,354 70,388 +1,376
Jan04 030808 19.08 19.17 19.07 19.17 +0.02 301 10,005 -64
Mar04 030808 19.12 19.20 19.06 19.17 +0.03 1,023 8,549 +508
May04 030808 19.10 19.20 19.05 19.20 +0.07 404 6,090 -46
Jul04 030808 19.08 19.15 19.08 19.11 -0.02 518 6,733 +150
Total Volume and Open Interest 24,333 159,706 +1,982
Canola(WCE)
Sep03 030808 339.1 339.1 339.1 339.1 -3.4 0 241 +0
Nov03 030808 347.9 348.4 343.5 343.6 -3.4 996 40,917 -284
Jan04 030808 347.5 347.5 347.5 347.5 -3.8 15 998 +13
Mar04 030808 355.0 355.0 352.0 352.0 -3.0 0 219 +0
May04 030808 356.0 356.0 356.0 356.0 -2.0 0 22 +0
Total Volume and Open Interest 1,011 46,670 -271
Corn(CBOT)
Sep03 030808 213.25 214.00 212.25 212.75 +0.50 21,002 110,557 -4,049
Dec03 030808 221.25 221.75 220.25 221.50 +1.25 45,625 219,079 -301
Mar04 030808 229.50 230.00 228.50 229.75 +1.25 3,789 45,327 -85
May04 030808 234.75 235.00 233.50 234.75 +1.00 225 10,785 +66
Jul04 030808 238.00 238.00 237.00 237.75 +0.50 834 10,069 +173
Sep04 030808 236.50 237.75 236.25 236.50 +0.50 8 1,737 +3
Total Volume and Open Interest 72,643 403,615 -4,405
Wheat(CBOT)
Sep03 030808 356.50 358.00 354.00 357.50 +0.25 9,895 44,927 -4,001
Dec03 030808 370.50 371.50 367.00 370.25 -0.75 17,967 62,275 +2,571
Mar04 030808 376.50 378.50 374.00 377.50 -0.75 1,578 10,111 +347
May04 030808 364.00 367.00 363.00 365.50 +0.50 13 453 +6
Jul04 030808 333.00 340.00 333.00 339.50 +6.00 203 1,370 +98
Total Volume and Open Interest 29,656 119,167 -979
Wheat(KCBT)
Sep03 030808 352.50 353.50 350.00 353.00 +0.50 7,938 29,712 -942
Dec03 030808 362.50 365.00 361.00 364.50 -0.25 6,287 35,933 +2,248
Mar04 030808 369.00 370.50 367.00 370.50 +0.50 597 4,186 -21
May04 030808 360.00 360.00 360.00 360.00 -1.00 111 722 -85
Jul04 030808 339.00 343.00 339.00 342.50 +3.50 31 756 +20
Total Volume and Open Interest 14,964 71,329 +1,220
Wheat(MGE)
Sep03 030808 371.00 372.25 368.00 368.50 -3.00 2,091 9,667 -265
Dec03 030808 378.50 379.00 375.50 376.00 -3.00 1,279 12,994 +354
Mar04 030808 382.50 385.25 382.00 382.00 -2.00 280 2,035 +80
May04 030808 387.00 387.00 386.00 386.00 -1.00 5 32 +5
Jul04 030808 373.00 375.00 369.00 369.00 unch 0 16 +0
Total Volume and Open Interest 3,655 24,844 +174
Oats(CBOT)
Sep03 030808 138.50 138.75 136.00 138.00 +0.50 170 1,117 -15
Dec03 030808 141.75 143.00 140.00 141.50 +0.75 567 4,765 +18
Mar04 030808 148.00 148.50 146.50 148.50 +0.50 88 398 -14
May04 030808 153.50 153.50 153.50 153.50 unch 0 13 +0
Total Volume and Open Interest 825 6,296 -11
Rough Rice(CBOT)
Sep03 030808 7.72 7.88 7.72 7.87 +0.12 26 1,432 -10
Nov03 030808 7.73 7.92 7.67 7.91 +0.14 207 4,746 +65
Jan04 030808 7.79 8.03 7.79 8.03 +0.15 1 352 +5
Mar04 030808 8.15 8.15 8.15 8.15 +0.14 0 183 +0
Total Volume and Open Interest 234 6,757 +60
Live Cattle(CME)
Aug03 030808 76.800 77.475 76.050 77.425 +0.550 3,511 8,753 -1,266
Oct03 030808 75.900 77.600 75.650 77.300 +1.200 9,562 58,636 -432
Dec03 030808 76.750 78.250 76.525 77.750 +1.000 3,486 21,746 -89
Feb04 030808 76.800 78.100 76.700 77.800 +0.850 1,292 13,437 +251
Apr04 030808 75.900 76.775 75.800 76.675 +0.700 1,624 6,645 +342
Jun04 030808 71.000 72.000 71.000 71.700 +0.850 877 1,847 +56
Total Volume and Open Interest 20,454 111,604 -1,071
Feeder Cattle(CME)
Aug03 030808 91.350 91.500 91.075 91.475 +0.125 927 5,121 -517
Sep03 030808 89.750 90.500 89.400 90.450 +0.800 569 4,624 -288
Oct03 030808 89.700 90.250 89.400 90.200 +0.450 1,351 8,115 +377
Nov03 030808 88.400 89.350 88.100 89.300 +0.775 287 4,045 -2
Jan04 030808 86.000 87.000 86.000 86.950 +0.750 91 1,621 +56
Mar04 030808 85.000 85.500 85.000 85.500 +0.300 41 197 +28
Apr04 030808 85.000 85.500 85.000 85.500 +0.300 26 177 +14
Total Volume and Open Interest 3,314 24,017 -322
Lean Hogs(CME)
Aug03 030808 60.200 60.975 60.000 60.925 +0.800 3,137 3,933 -1,247
Oct03 030808 53.550 54.650 53.050 54.575 +1.025 4,397 21,528 -421
Dec03 030808 51.750 52.000 51.100 51.975 +0.325 861 7,787 +102
Feb04 030808 55.100 55.450 54.700 55.425 +0.300 314 2,205 +30
Apr04 030808 58.400 58.900 58.050 58.875 +0.600 22 1,223 +8
May04 030808 61.450 61.600 61.100 61.600 +0.175 0 274 +0
Jun04 030808 62.700 63.100 62.700 63.000 +0.250 6 371 +1
Jul04 030808 60.650 61.000 60.650 60.950 +0.400 1 163 +0
Total Volume and Open Interest 8,740 37,524 -1,526
Pork Bellies(CME)
Aug03 030808 90.200 91.500 90.100 91.125 +0.575 333 1,052 -31
Feb04 030808 78.200 78.900 78.150 78.475 +0.225 121 729 +25
Mar04 030808 78.000 78.000 78.000 78.000 unch 0 11 +0
May04 030808 79.700 79.700 79.700 79.700 -0.300 0 3 +0
Jul04 030808 80.000 80.000 80.000 80.000 unch 1 1  
Total Volume and Open Interest 455 1,796  
BFP Milk Class III(CME)
Aug03 030808 13.82 13.85 13.77 13.80 -0.05 76 5,036 +3
Sep03 030808 14.55 14.60 14.53 14.60 +0.02 134 5,566 +63
Oct03 030808 13.86 13.96 13.85 13.95 +0.09 160 4,659 +45
Nov03 030808 12.97 13.00 12.96 12.99 +0.06 36 3,507 +6
Dec03 030808 12.50 12.50 12.45 12.48 +0.03 30 2,696 -12
Total Volume and Open Interest 450 25,763 +114
Cocoa(NYBOT)
Sep03 030808 1470 1502 1470 1489 +27 4,118 20,967 -1,002
Dec03 030808 1456 1472 1451 1460 +14 2,846 21,109 +724
Mar04 030808 1443 1445 1434 1440 +14 815 15,029 +372
May04 030808 1442 1445 1442 1445 +14 145 5,966 +18
Jul04 030808 1450 1450 1450 1450 +13 0 3,875 +0
Sep04 030808 1453 1453 1453 1453 +13 92 5,098 +22
Dec04 030808 1463 1463 1463 1463 +12 15 5,939 -40
Total Volume and Open Interest 8,031 82,221 +94
Coffee "C"(NYBOT)
Sep03 030808 64.50 64.85 63.50 63.70 -0.75 7,701 34,150 -1,207
Dec03 030808 67.15 67.25 66.10 66.40 -0.50 4,560 21,725 +958
Mar04 030808 69.50 69.70 68.60 68.80 -0.50 549 5,795 +80
May04 030808 70.75 70.75 70.20 70.20 -0.50 38 2,420 +3
Jul04 030808 71.80 71.80 71.70 71.70 -0.40 48 909 +2
Sep04 030808 73.50 73.50 73.20 73.20 -0.30 162 3,247 +114
Total Volume and Open Interest 13,279 70,526 +79
Orange Juice(NYBOT)
Sep03 030808 79.10 79.40 78.50 79.10 +0.20 949 16,184 -13
Nov03 030808 80.70 81.10 80.50 80.65 +0.10 665 5,678 +503
Jan04 030808 82.90 83.10 82.65 82.65 +0.05 39 1,991 +16
Mar04 030808 84.30 84.80 84.10 84.35 +0.05 42 1,102 +25
May04 030808 85.70 86.00 85.70 85.85 +0.20 26 1,271 +14
Total Volume and Open Interest 1,739 26,411 +558
Sugar #11(NYBOT)
Oct03 030808 6.70 6.73 6.58 6.62 -0.17 47,111 121,843 -10,084
Mar04 030808 6.82 6.83 6.65 6.69 -0.16 11,672 36,672 -612
May04 030808 6.77 6.77 6.61 6.65 -0.15 3,071 18,890 +937
Jul04 030808 6.50 6.53 6.44 6.46 -0.09 1,917 16,203 -339
Oct04 030808 6.40 6.45 6.39 6.39 -0.06 1,075 11,090 -548
Total Volume and Open Interest 65,202 207,989 -10,387
London Cocoa(LCE)
Sep03 030808 927 945 927 934 +6 1,881 37,491 +17
Dec03 030808 953 967 949 957 +6 3,616 52,604 -1,221
Mar04 030808 983 988 976 979 +6 2,459 30,206 +636
May04 030808 998 998 990 992 +6 1,662 17,132 +1,446
Jul04 030808 1012 1012 1004 1007 +7 997 11,623 +372
Sep04 030808 1021 1021 1013 1016 +7 761 9,870 -59
Dec04 030808 1029 1029 1023 1026 +7 10 6,492 +0
Total Volume and Open Interest 11,386 170,749 +1,191
London Coffee(LCE)
Sep03 030808 723.00 726.00 708.00 709.00 -12.00 2,366 33,474 -1,101
Nov03 030808 736.00 740.00 723.00 723.00 -12.00 920 37,603 +90
Jan04 030808 747.00 752.00 735.00 735.00 -12.00 166 14,251 +62
Mar04 030808 765.00 765.00 749.00 749.00 -12.00 325 9,077 +12
May04 030808 762.00 762.00 762.00 762.00 -13.00 22 9,896 +10
Jul04 030808 775.00 775.00 775.00 775.00 -12.00 33 1,561 +2
Total Volume and Open Interest 4,198 109,918 -625
London Sugar(LCE)
Aug03 030716 203.00 204.00 201.80 203.00 +0.60 4,132 5,811 -1,710
Oct03 030808 201.00 202.10 198.20 198.20 -3.40 9,626 26,413 -1,246
Dec03 030808 203.50 203.90 199.20 199.70 -3.90 1,820 7,920 -467
Mar04 030808 203.00 203.00 199.00 199.40 -3.40 525 6,017 +149
May04 030808 202.70 202.70 199.30 199.40 -3.10 24 2,377 -5
Total Volume and Open Interest 12,616 48,552 -1,872
Cotton(NYBOT)
Oct03 030808 56.40 56.75 56.15 56.60 +0.20 258 3,619 +44
Dec03 030808 57.65 58.40 57.65 58.07 +0.39 4,992 43,771 -613
Mar04 030808 60.30 60.75 60.15 60.65 +0.44 276 8,527 -318
May04 030808 61.25 61.60 61.25 61.60 +0.50 40 2,602 +15
Jul04 030808 62.60 62.60 62.60 62.60 +0.63 10 2,377 -8
Oct04 030808 62.85 62.85 62.85 62.85 +0.65 0 109 +0
Total Volume and Open Interest 5,577 61,608 -880
Lumber(CME)
Sep03 030808 312.0 315.0 307.5 308.7 -2.8 926 1,791 +74
Nov03 030808 298.0 300.0 292.0 293.0 -4.5 116 504 -9
Jan04 030808 294.5 297.1 294.5 295.6 +0.8 37 151 +9
Mar04 030808 293.0 293.0 290.2 290.2 +0.2 1 18 +0
Total Volume and Open Interest 1,081 2,475 +75
Crude Oil(NYM)
Sep03 030808 32.20 32.85 31.70 32.18 -0.21 90,528 164,402 -14,022
Oct03 030808 32.15 32.63 31.50 32.07 -0.16 63,573 99,877 +16,358
Nov03 030808 31.65 32.05 31.07 31.55 -0.13 14,773 40,748 +1,704
Dec03 030808 30.90 31.30 30.50 30.94 -0.10 13,149 52,100 +1,068
Jan04 030808 30.50 30.55 30.15 30.34 -0.07 3,701 22,215 -384
Feb04 030808 29.95 29.95 29.77 29.77 -0.05 2,120 11,001 +794
Mar04 030808 29.30 29.35 29.05 29.22 -0.03 765 14,987 +650
Apr04 030808 28.68 28.85 28.55 28.72 -0.02 275 13,322 +77
May04 030808 28.23 28.29 28.23 28.29 -0.02 1,819 8,157 +954
Jun04 030808 27.86 28.00 27.70 27.96 -0.02 1,524 16,781 +39
Total Volume and Open Interest 200,460 555,754 +6,901
Heating Oil(NYM)
Sep03 030808 84.95 86.05 83.25 84.33 -1.12 21,199 58,493 -2,948
Oct03 030808 85.70 86.80 84.30 85.24 -0.89 10,770 21,175 +2,694
Nov03 030808 86.35 87.00 85.10 85.79 -0.89 2,438 10,541 +262
Dec03 030808 86.40 87.25 85.45 86.14 -0.84 3,260 21,030 +680
Jan04 030808 86.80 87.30 85.80 86.19 -0.79 613 10,466 +348
Feb04 030808 85.50 85.80 84.25 84.84 -0.69 206 7,906 +192
Mar04 030808 82.30 82.30 81.20 81.69 -0.59 641 8,908 -451
Apr04 030808 78.00 78.50 78.00 78.39 -0.44 572 3,788 +13
May04 030808 74.80 75.24 74.80 75.24 -0.34 2 1,038 +2
Jun04 030808 73.20 73.70 73.20 73.54 -0.29 97 3,553 -25
Total Volume and Open Interest 39,813 150,239 +779
Unleaded Gas(NYM)
Sep03 030808 95.95 97.00 94.00 95.50 -0.85 25,053 57,226 -1,656
Oct03 030808 90.60 91.70 89.00 90.42 -0.59 14,194 21,989 +4,128
Nov03 030808 87.10 87.30 85.25 86.47 -0.54 2,736 6,246 +603
Dec03 030808 83.62 83.62 83.62 83.62 -0.49 762 6,290 -67
Jan04 030808 82.95 83.25 82.52 82.52 -0.44 44 2,472 +5
Feb04 030808 82.32 82.32 82.32 82.32 -0.54 0 298 +0
Mar04 030808 82.62 82.62 82.62 82.62 -0.59 0 485 -1
Apr04 030808 87.92 87.92 87.92 87.92 -0.64 0 1,831 +0
Total Volume and Open Interest 42,789 96,837 +3,012
Natural Gas(NYM)
Sep03 030808 5.050 5.090 4.990 5.037 -0.045 50,920 53,513 -3,342
Oct03 030808 5.090 5.140 5.040 5.092 -0.042 13,076 33,730 -398
Nov03 030808 5.300 5.330 5.260 5.292 -0.040 4,319 25,618 +476
Dec03 030808 5.520 5.555 5.485 5.519 -0.041 2,539 24,827 +80
Jan04 030808 5.650 5.680 5.620 5.649 -0.039 3,955 21,513 -880
Feb04 030808 5.570 5.590 5.525 5.564 -0.037 1,921 16,203 -782
Mar04 030808 5.450 5.470 5.420 5.439 -0.037 1,921 15,591 -366
Apr04 030808 4.975 4.975 4.940 4.954 -0.022 1,408 14,543 -388
Total Volume and Open Interest 86,446 342,754 -3,955
Brent Crude Oil(IPE)
Sep03 030808 30.10 30.58 29.70 29.99 -0.26 35,250 88,559 -1,781
Oct03 030808 29.86 30.38 29.45 29.73 -0.32 36,229 89,261 +7,880
Nov03 030808 29.56 29.95 29.07 29.45 -0.31 13,945 38,381 +6,325
Dec03 030808 29.09 29.50 28.75 29.01 -0.28 7,157 27,521 +264
Jan04 030808 28.70 28.98 28.30 28.52 -0.27 1,557 11,047 +85
Feb04 030808 28.17 28.17 28.03 28.03 -0.27 171 4,800 -41
Mar04 030808 27.70 27.87 27.55 27.55 -0.26 300 7,430 +0
Apr04 030808 27.09 27.09 27.09 27.09 -0.24 0 5,385 +0
Total Volume and Open Interest 97,929 325,804 +12,937
Gas Oil(IPE)
Aug03 030808 256.50 260.00 251.50 251.75 -3.25 7,439 19,731 -454
Sep03 030808 257.75 261.50 253.25 253.50 -2.75 9,952 62,343 +3,432
Oct03 030808 258.25 261.25 253.50 253.50 -2.75 6,384 20,111 +2,837
Nov03 030808 257.50 258.50 252.00 252.00 -2.75 111 9,042 +61
Dec03 030808 254.75 257.00 249.50 249.50 -2.75 1,803 25,729 -361
Jan04 030808 250.50 253.75 245.50 245.50 -3.50 530 5,754 +455
Feb04 030808 246.00 246.00 240.50 240.50 -4.25 300 2,972 -100
Mar04 030808 234.00 234.00 234.00 234.00 -4.75 60 2,478 +60
Total Volume and Open Interest 28,574 165,035 +7,810
US Dollar Index(NYBOT)
Sep03 030808 95.93 96.58 95.93 96.57 +0.61 981 9,685 +29
Dec03 030808 96.60 96.96 96.60 96.96 +0.61 12 2,195 +2
Mar04 030808 97.36 97.36 97.36 97.36 +0.61 0 14 +0
Total Volume and Open Interest 993 11,898 +31
Australian Dollar(CME)
Sep03 030808 64.96 65.18 64.81 64.92 +0.03 1,874 31,934 +43
Dec03 030808 64.45 64.45 64.35 64.36 +0.03 1 511 -3
Mar04 030808 63.80 63.80 63.80 63.80 +0.03 0 388 +0
Total Volume and Open Interest 1,875 32,898 +40
British Pound(CME)
Sep03 030808 160.74 161.00 159.88 159.92 -1.52 9,921 44,449 -860
Dec03 030808 158.82 158.82 158.82 158.82 -1.52 2 948 +0
Mar04 030808 157.72 157.72 157.72 157.72 -1.52 12 1 +0
Total Volume and Open Interest 9,935 45,398 -860
Canadian Dollar(CME)
Sep03 030808 71.48 71.83 71.37 71.63 +0.02 6,690 57,326 +1,069
Dec03 030808 71.20 71.55 71.13 71.35 +0.02 248 4,013 +45
Mar04 030808 71.08 71.25 71.08 71.10 +0.02 97 1,754 +90
Jun04 030808 70.85 70.85 70.85 70.85 +0.02 0 876 +0
Total Volume and Open Interest 7,035 64,491 +1,204
Japanese Yen(CME)
Sep03 030808 84.09 84.25 84.00 84.05 -0.05 34,239 103,232 -4,090
Dec03 030808 84.40 84.42 84.29 84.29 -0.06 77 20,520 +61
Mar04 030808 84.56 84.56 84.56 84.56 -0.06 0 32 +0
Total Volume and Open Interest 34,316 123,786 -4,029
Swiss Franc(CME)
Sep03 030808 73.79 73.87 73.42 73.53 -0.54 4,662 43,488 +947
Dec03 030808 73.83 73.83 73.68 73.68 -0.54 4 425 +1
Mar04 030808 73.82 73.82 73.82 73.82 -0.54 0 5 +0
Total Volume and Open Interest 4,666 44,028 +948
EuroFX(CME)
Sep03 030808 113.18 113.37 112.75 112.82 -0.75 15,276 97,197 +4,506
Dec03 030808 112.75 113.04 112.45 112.54 -0.75 45 1,853 -7
Mar04 030808 112.30 112.30 112.30 112.30 -0.75 71 230 -12
Total Volume and Open Interest 15,392 99,354 +4,487
Mexican Peso(CME)
Sep03 030808 9342.0 9355.0 9325.0 9335.0 +10.0 6,194 34,517 +868
Dec03 030808 9220.0 9220.0 9220.0 9220.0 +10.0 23 1,615 -10
Total Volume and Open Interest 6,217 36,603 +858
30-Year T-Bonds(CBOT)
Sep03 030808 108~07 109~05 107~19 107~21 -0~06 299,673 494,968 -2,425
Dec03 030808 106~25 107~21 106~06 106~07 -0~05 1,639 39,383 +236
Mar04 030808 106~01 106~01 104~28 104~28 -0~05 0 173 +0
Total Volume and Open Interest 301,350 534,688 -2,152
Municipal Bonds(CBOT)
Sep03 030808 100~00 100~14 99~11 99~13 -0~04 107 2,118 +4
Dec03 030808 98~10 98~10 98~10 98~10 -0~04 10 5 +3
Total Volume and Open Interest 117 2,123 +7
10-Year T-Notes(CBOT)
Sep03 030808 112~220 113~150 112~155 112~180 +0~030 696,393 926,454 -9,973
Dec03 030808 111~015 111~265 110~290 110~295 +0~025 21,625 94,614 +3,721
Total Volume and Open Interest 718,018 1,021,068 -6,252
5-Year T-Notes(CBOT)
Sep03 030808 112~185 112~305 112~100 112~105 +0~035 238,690 0 -826,916
Dec03 030808 111~080 111~180 111~010 111~010 +0~040 7,680 27,482 +2,201
Total Volume and Open Interest 246,370 27,482 +2,201
2 Year T-Notes(CBOT)
Sep03 030808 107~072 107~082 107~061 107~064 +0~008 9,505 135,382 +1,397
Total Volume and Open Interest 9,505 135,382 +1,397
3-Mth T-Bills(IMM)
Sep03 030808 99.03 99.03 99.03 99.03 +0.01 10 28 -10
Total Volume and Open Interest 10 28 -10
Eurodollars(CME)
Sep03 030808 98.855 98.870 98.855 98.855 unch 68,291 744,664 -6,422
Dec03 030808 98.775 98.785 98.750 98.755 -0.005 149,790 794,698 -13,189
Mar04 030808 98.580 98.595 98.550 98.560 +0.015 155,623 704,575 +497
Jun04 030808 98.260 98.290 98.230 98.235 +0.025 166,133 535,842 +2,553
Sep04 030808 97.880 97.950 97.845 97.850 +0.030 82,091 527,676 -4,054
Dec04 030808 97.465 97.550 97.435 97.440 +0.035 74,063 468,733 +107
Mar05 030808 97.125 97.210 97.080 97.085 +0.040 39,970 274,340 +460
Jun05 030808 96.810 96.900 96.735 96.735 +0.025 36,226 203,597 -2,662
Sep05 030808 96.495 96.625 96.420 96.420 +0.025 14,930 154,105 -682
Dec05 030808 96.200 96.330 96.130 96.130 +0.030 12,592 148,361 -2,316
Mar06 030808 95.945 96.070 95.875 95.875 +0.030 11,080 133,219 -2,245
Jun06 030808 95.690 95.820 95.620 95.620 +0.030 10,004 123,775 -1,253
Total Volume and Open Interest 866,602 5,378,199 -29,164
3-Mth Euro-Yen(CME)
Sep03 030808 99.91 99.91 99.91 99.91 unch 0 11,371 -14
Dec03 030808 99.89 99.89 99.89 99.89 unch 4 2,487 -154
Mar04 030808 99.87 99.87 99.87 99.87 unch 72 5,545 +17
Jun04 030808 99.87 99.87 99.87 99.87 unch 285 7,710 -55
Sep04 030808 99.84 99.84 99.84 99.84 unch 1 1,677 +1
Dec04 030808 99.81 99.81 99.81 99.81 unch 0 571 -4
Mar05 030808 99.75 99.75 99.75 99.75 unch 0 5,204 +0
Jun05 030808 99.74 99.74 99.74 99.74 unch 0 418 +0
Sep05 030808 99.70 99.70 99.70 99.70 +0.01 0 5,000 +0
Dec05 030808 99.62 99.62 99.62 99.62 +0.01 0 20 +0
Total Volume and Open Interest 362 42,197 -209
3-Mth Euro-Yen(SIMEX)
Sep03 030808 99.91 99.91 99.91 99.91 unch 251 50,965 -171
Dec03 030808 99.89 99.90 99.89 99.90 unch 220 34,475 -54
Mar04 030808 99.87 99.87 99.87 99.87 unch 265 47,841 -35
Jun04 030808 99.87 99.87 99.87 99.87 unch 17 46,116 -139
Sep04 030808 99.84 99.84 99.84 99.84 unch 2 15,025 -99
Dec04 030808 99.81 99.81 99.81 99.81 unch 583 20,688 -45
Mar05 030808 99.75 99.75 99.75 99.75 unch 0 10,045 +0
Jun05 030808 99.75 99.75 99.74 99.74 unch 0 7,841 +0
Total Volume and Open Interest 1,338 249,369 -543
German Euro-Bund(EUREX)
Sep03 030807 114.62 114.95 114.48 114.76 +0.31 841,538 783,330 -7,118
Dec03 030807 113.62 113.99 113.62 113.82 +0.32 7,445 28,437 +4,712
Mar04 030807 113.61 113.61 113.61 113.61 +0.31 2,753 3,730 +3,730
Total Volume and Open Interest 851,736 815,497 +1,324
German Euro-Bobl(EUREX)
Sep03 030807 111.39 111.60 111.30 111.48 +0.20 489,700 603,245 +156
Dec03 030807 110.45 110.70 110.45 110.61 +0.20 2,739 15,248 +263
Mar04 030807 110.33 110.33 110.33 110.33 +0.20 2,238 2,064 +2,064
Total Volume and Open Interest 494,677 620,557 +2,483
Long Gilt(LIFFE)
Sep03 030807 119~16 120~00 119~15 119~25 +0~10 34,175 116,836 -1,394
Dec03 030807 118~29 118~29 118~29 118~29 +0~10      
Total Volume and Open Interest 34,175 116,836 -1,394
3-Mth Short Sterling(LIFFE)
Sep03 030807 96.47 96.49 96.46 96.48 +0.02 23,753 0 +0
Dec03 030807 96.28 96.33 96.27 96.31 +0.04 55,581 0 +0
Mar04 030807 96.05 96.10 96.05 96.09 +0.05 44,629 0 +0
Total Volume and Open Interest 194,754    
3-Mth Euribor(LIFFE)
Sep03 030807 97.875 97.880 97.865 97.875 +0.005 58,898 509,191 -8,662
Dec03 030807 97.865 97.875 97.845 97.865 +0.015 81,940 560,477 -19,953
Mar04 030807 97.715 97.740 97.690 97.730 +0.035 79,712 436,779 -4,657
Total Volume and Open Interest 428,111 2,697,753 -33,861
3-Mth Aus T-Bills(SFE)
Sep03 030808 95.25 95.25 95.23 95.24 unch 8,830 166,399 -743
Dec03 030808 95.30 95.31 95.27 95.29 unch 13,404 127,331 +6,618
Mar04 030808 95.28 95.28 95.23 95.25 unch 5,175 39,749 +1,457
Jun04 030808 95.14 95.14 95.11 95.12 unch 1,086 23,826 -273
Sep04 030808 94.98 95.01 94.98 95.00 +0.01 720 16,244 +49
Dec04 030808 94.86 94.89 94.86 94.89 +0.03 282 11,587 -105
Mar05 030808 94.76 94.78 94.76 94.78 +0.02 781 9,686 +276
Jun05 030808 94.68 94.70 94.68 94.69 +0.02 209 3,681 +75
Sep05 030808 94.64 94.64 94.62 94.62 +0.04 0 1,547 +0
Dec05 030808 94.57 94.57 94.55 94.55 +0.05 0 1,197 +0
Total Volume and Open Interest 30,487 402,086 +7,354
10-Year Aus T-Bonds(SFE)
Sep03 030808 94.58 94.60 94.57 94.58 +0.03 12,702 170,064 +0
Dec03 030808 94.58 94.58 94.58 94.58 +0.03      
Total Volume and Open Interest 12,702 170,064 +3,162
3-Year Aus T-Bonds(SFE)
Sep03 030808 95.11 95.12 95.08 95.09 +0.01 52,389 355,041 +22,326
Dec03 030808 95.09 95.09 95.09 95.09 +0.01      
Total Volume and Open Interest 52,389 355,041 +22,326
Gold(CMX)
Aug03 030808 354.0 357.5 352.3 356.3 +3.8 407 646 -59
Oct03 030808 354.5 358.0 353.0 357.1 +3.8 1,345 14,735 +90
Dec03 030808 355.0 359.7 353.9 357.9 +3.8 24,289 126,773 +2,538
Feb04 030808 355.5 358.8 355.0 358.7 +3.8 230 14,495 -117
Apr04 030808 355.6 359.5 355.6 359.5 +3.8 0 4,306 +0
Jun04 030808 359.3 360.2 359.3 360.2 +3.7 89 13,183 -22
Total Volume and Open Interest 26,561 201,976 +2,392
Silver(CMX)
Sep03 030808 505.0 506.0 496.0 499.2 -4.6 15,769 63,646 -469
Dec03 030808 508.0 508.0 498.0 500.7 -4.5 4,703 38,289 +2,014
Mar04 030808 506.0 507.0 501.0 502.1 -4.4 7 2,667 +6
May04 030808 503.1 503.1 503.1 503.1 -4.4 0 1,013 +0
Jul04 030808 511.0 511.0 504.1 504.1 -4.4 1 1,857 +1
Total Volume and Open Interest 20,735 111,519 +1,574
Platinum(NYM)
Oct03 030808 681.0 681.0 678.0 680.9 -0.9 489 8,090 +67
Jan04 030808 666.0 671.9 666.0 671.9 +0.1 53 109 +35
Total Volume and Open Interest 542 8,199 +102
Palladium(NYME)
Sep03 030808 181.00 181.00 176.10 178.80 -1.20 44 2,313 -8
Dec03 030808 181.00 181.00 178.50 178.70 -1.20 16 606 -3
Mar04 030808 180.20 180.20 180.20 180.20 -1.20 0 8 +0
Total Volume and Open Interest 60 2,932 -11
Copper(CMX)
Sep03 030808 81.90 82.30 79.40 80.15 -1.35 8,337 68,394 -903
Dec03 030808 82.25 82.50 79.75 80.45 -1.30 1,701 17,992 +417
Mar04 030808 81.65 81.65 79.90 80.25 -1.20 77 4,105 +4
May04 030808 80.30 80.30 80.25 80.25 -1.20 88 1,221 +59
Jul04 030808 80.25 80.25 80.25 80.25 -1.20 15 2,097 +15
Total Volume and Open Interest 10,593 101,494 -437
DJIA Index(CBOT)
Sep03 030808 9130 9185 9110 9182 +62 15,712 40,273 -614
Dec03 030808 9100 9148 9090 9148 +62 13 2,737 +5
Mar04 030808 9123 9123 9123 9123 +62 0 25 +0
Jun04 030808 9093 9093 9093 9093 +62      
Total Volume and Open Interest 15,725 43,035 -609
S & P 500(CME)
Sep03 030808 977.80 979.80 972.00 978.00 +3.50 57,670 554,519 -7,240
Dec03 030808 975.00 976.20 971.50 976.20 +3.50 1,621 45,355 +1,989
Mar04 030808 974.00 974.00 974.00 974.00 +3.40 0 1,634 +0
Jun04 030808 973.00 973.00 973.00 973.00 +3.40 0 281 +0
Total Volume and Open Interest 59,291 601,919 -5,251
S & P 500 E-Mini(Globex)
Sep03 030808 974.00 980.00 972.25 978.00 +3.50 652,919 473,871 -45,058
Dec03 030808 972.00 977.50 970.25 976.25 +3.50 316 2,033 +175
Total Volume and Open Interest 653,235 475,904 -44,883
NASDAQ 100(CME)
Sep03 030808 1224.00 1229.00 1204.00 1210.50 -9.00 12,784 0 -81,042
Dec03 030808 1212.50 1212.50 1212.50 1212.50 -9.00 6 0 -540
Mar04 030808 1215.00 1215.00 1215.00 1215.00 -9.00      
Total Volume and Open Interest 12,790    
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030807 1215.0 1227.0 1208.5 1219.0 +4.5 326,856 298,923 +12,451
Dec03 030807 1217.5 1227.0 1213.5 1221.5 +5.0 160 1,048 +21
Total Volume and Open Interest 327,016 299,971 +12,472
NYSE Composite(NYBOT)
Sep03 030808 522.00 522.00 522.00 522.00 +3.00 0 570 +0
Total Volume and Open Interest 0 570 +0
S & P Midcap 400(CME)
Sep03 030808 483.50 484.25 481.25 483.75 +1.25 531 12,925 +45
Dec03 030808 484.65 484.65 484.65 484.65 +1.25      
Mar04 030808 485.15 485.15 485.15 485.15 +1.25      
Total Volume and Open Interest 531 12,925 +45
Russell 2000(CME)
Sep03 030808 455.00 455.00 451.00 453.90 -0.60 1,633 22,639 +584
Dec03 030808 454.40 454.40 454.40 454.40 -0.60      
Mar04 030808 454.90 454.90 454.90 454.90 -0.60      
Total Volume and Open Interest 1,633 22,639 +584
Value Line(KCBT)
Sep03 030808 1244.50 1244.50 1244.50 1244.50 +2.50 1 32 +0
Total Volume and Open Interest 1 32 +0
Nikkei 225(CME)
Sep03 030807 9270 9345 9250 9335 +15 2,352 27,668 +522
Dec03 030807 9325 9335 9325 9325 +15 0 106 +0
Total Volume and Open Interest 2,352 27,775 +522
Nikkei 225(SIMEX)
Sep03 030808 9300 9370 9250 9330 +35 20,186 127,513 -1,737
Dec03 030808 9295 9295 9295 9295 +35 0 81 +0
Mar04 030808 9290 9290 9290 9290 +35      
Total Volume and Open Interest 20,224 127,594 -1,755
CAC 40(MATIF)
Aug03 030807 3140.0 3159.0 3108.0 3135.0 -8.0 73,222 388,319 +2,829
Sep03 030807 3158.5 3163.5 3115.0 3139.5 +2.0 525 186,011 +349
Oct03 030807 3145.0 3145.0 3145.0 3145.0 +2.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030808 3343.0 3376.0 3315.0 3328.0 -6.0 87,570 283,382 +252
Dec03 030808 3354.0 3389.0 3333.0 3345.5 -6.0 118 7,112 +21
Mar04 030808 3373.0 3407.5 3360.5 3363.5 -6.0 77 4,807 +17
Total Volume and Open Interest 87,765 295,301 +290
FT-SE 100(LIFFE)
Sep03 030808 4095.00 4145.00 4081.50 4128.00 +54.00 45,475 380,242 +886
Dec03 030808 4095.50 4153.00 4095.50 4140.50 +54.50 1,033 28,327 +458
Mar04 030808 4129.00 4137.00 4129.00 4132.00 +53.50 268 4,136 +127
Total Volume and Open Interest 46,776 416,879 +1,471
SPI 200(SFE)
Sep03 030807 3131.0 3140.0 3122.0 3123.0 -1.0 11,829 169,250 +755
Dec03 030807 3132.0 3140.0 3125.0 3125.0 -1.0 585 5,806 +332
Mar04 030807 3140.0 3140.0 3127.0 3127.0 -1.0 42 2,020 +42
Total Volume and Open Interest 12,503 178,678 +1,143
GSCI(CME)
Aug03 030808 243.75 243.75 240.10 242.75 -1.40 2,562 10,979 -2,600
Sep03 030808 243.20 244.45 241.20 242.70 -1.00 2,514 2,807 +2,439
Oct03 030808 242.30 242.30 241.00 241.00 -1.00      
Total Volume and Open Interest 5,076 13,786 -161
Bridge CRB Index(NYBOT)
Nov03 030808 237.95 238.00 237.25 237.85 -0.10 19 343 +10
Jan04 030808 237.85 237.85 237.85 237.85 -0.10 3 323 +2
Feb04 030808 236.25 236.25 236.25 236.25 -0.10 0 150 +0
Total Volume and Open Interest 53 862 -15
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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