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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 Mon September 01, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030829 590.00 596.00 588.00 595.00 +4.50 4,775 5,379 -980
Nov03 030829 586.50 590.00 583.50 589.00 +0.75 37,546 137,754 +1,376
Jan04 030829 587.00 591.00 584.75 590.50 +1.00 2,945 20,264 +517
Mar04 030829 584.50 586.00 581.00 585.50 +0.75 1,442 18,587 +516
May04 030829 577.00 580.00 573.00 579.50 +2.00 1,942 23,866 +411
Jul04 030829 577.00 579.00 572.50 578.00 +0.75 344 6,215 +48
Aug04 030829 574.00 574.00 570.00 571.00 unch 4 225 +0
Total Volume and Open Interest 49,178 214,381 +1,920
Soybean Meal(CBOT)
Sep03 030829 200.80 201.30 199.00 201.10 +0.70 8,034 11,287 -1,792
Oct03 030829 186.60 187.00 184.40 185.30 -1.30 8,142 19,295 -115
Dec03 030829 184.60 184.90 182.50 183.40 -1.20 13,499 73,796 +1,505
Jan04 030829 184.80 184.80 182.60 183.40 -0.90 2,266 10,287 -104
Mar04 030829 184.10 184.10 181.80 183.40 -0.30 549 11,483 +101
May04 030829 181.80 181.80 179.00 180.70 -0.80 1,279 11,503 +144
Jul04 030829 181.50 181.80 179.20 180.30 -1.20 165 6,112 +257
Aug04 030829 177.20 178.00 177.20 177.50 -1.50 43 1,707 -19
Total Volume and Open Interest 34,292 149,266 +84
Soybean Oil(CBOT)
Sep03 030829 20.43 20.84 20.41 20.82 +0.52 7,310 7,329 -2,686
Oct03 030829 20.44 20.87 20.40 20.85 +0.50 6,558 31,743 +846
Dec03 030829 20.42 20.89 20.42 20.86 +0.53 10,721 66,620 -308
Jan04 030829 20.42 20.85 20.42 20.83 +0.55 1,380 10,954 +633
Mar04 030829 20.38 20.80 20.30 20.75 +0.53 1,059 11,608 +324
May04 030829 20.20 20.60 20.07 20.60 +0.60 720 10,973 +133
Jul04 030829 20.00 20.30 20.00 20.30 +0.46 373 7,244 +167
Aug04 030829 20.00 20.30 19.95 20.25 +0.40 181 904 +98
Total Volume and Open Interest 28,454 150,455 -793
Canola(WCE)
Sep03 030829 346.8 346.8 346.8 346.8 +0.8 1 291 +0
Nov03 030829 353.0 353.7 351.5 352.6 +0.4 2,269 36,564 -724
Jan04 030829 357.9 357.9 357.5 357.5 +0.5 30 2,079 -34
Mar04 030829 362.0 362.0 362.0 362.0 +0.5 0 299 +0
May04 030829 364.0 364.0 364.0 364.0 unch 0 17 +0
Total Volume and Open Interest 2,308 43,485 -805
Corn(CBOT)
Sep03 030829 229.75 233.75 227.75 233.25 +3.25 37,098 24,778 -11,736
Dec03 030829 238.25 242.00 236.50 241.75 +3.00 65,013 239,279 +8,648
Mar04 030829 244.75 248.25 243.00 247.75 +2.75 8,366 49,791 +939
May04 030829 246.75 251.00 245.75 250.25 +2.25 1,066 13,601 -28
Jul04 030829 248.00 250.75 247.25 250.50 +1.75 1,600 14,322 +313
Sep04 030829 243.00 245.50 241.50 244.50 +2.25 4 1,958 +4
Total Volume and Open Interest 114,338 352,763 -1,487
Wheat(CBOT)
Sep03 030829 359.50 368.00 355.50 367.50 +8.75 10,820 5,197 -3,389
Dec03 030829 373.50 382.00 368.50 381.00 +8.75 21,024 89,802 +1,571
Mar04 030829 380.00 389.50 376.50 388.25 +8.50 2,096 15,319 +532
May04 030829 365.00 373.50 363.00 373.25 +10.25 18 614 -16
Jul04 030829 336.00 344.00 335.00 343.00 +6.00 52 2,419 +6
Total Volume and Open Interest 34,011 113,449 -1,295
Wheat(KCBT)
Sep03 030829 357.00 366.00 354.00 365.25 +8.50 5,816 5,176 -3,119
Dec03 030829 370.00 377.50 366.00 376.50 +7.50 10,403 53,755 +1,490
Mar04 030829 375.00 383.00 373.00 383.00 +8.00 2,179 7,674 +834
May04 030829 365.00 370.00 365.00 370.00 +4.75 7 888 +3
Jul04 030829 343.00 346.00 341.00 344.00 +1.00 245 1,407 -24
Total Volume and Open Interest 18,650 68,920 -816
Wheat(MGE)
Sep03 030829 361.00 370.25 361.00 370.00 +10.00 3,968 1,302 -1,392
Dec03 030829 372.00 382.50 372.00 380.75 +8.75 7,548 20,429 +377
Mar04 030829 378.50 390.00 378.50 388.75 +10.25 776 3,304 +64
May04 030829 380.00 388.00 379.00 388.00 +8.00 39 82 +21
Jul04 030829 365.00 373.00 365.00 373.00 +8.00 96 92 +64
Total Volume and Open Interest 12,428 25,358 -866
Oats(CBOT)
Sep03 030829 137.00 139.00 136.00 139.00 +3.25 385 221 -179
Dec03 030829 140.75 142.50 140.00 142.25 +2.25 878 4,923 +245
Mar04 030829 147.00 147.25 146.00 147.25 +1.00 13 429 +4
May04 030829 150.00 150.50 150.00 150.50 -0.50 2 35 +0
Total Volume and Open Interest 1,278 5,611 +70
Rough Rice(CBOT)
Sep03 030829 7.38 7.45 7.38 7.45 unch 317 364 -323
Nov03 030829 7.52 7.62 7.42 7.54 -0.01 973 5,333 +16
Jan04 030829 7.65 7.77 7.57 7.69 -0.03 73 581 +65
Mar04 030829 7.78 7.83 7.77 7.83 -0.03 0 302 +0
Total Volume and Open Interest 1,413 6,988 -233
Live Cattle(CME)
Oct03 030829 82.000 83.100 82.000 82.850 +0.800 10,418 55,566 -2,162
Dec03 030829 80.050 81.000 80.050 80.950 +0.750 5,717 32,548 +1,646
Feb04 030829 79.275 79.850 79.200 79.700 +0.400 1,911 17,697 +46
Apr04 030829 77.400 77.750 77.250 77.525 +0.375 1,258 11,856 +288
Jun04 030829 72.450 72.700 72.300 72.550 +0.150 159 2,754 +108
Aug04 030829 72.100 72.100 72.100 72.100 unch 75 114 +41
Total Volume and Open Interest 20,408 121,512 -632
Feeder Cattle(CME)
Sep03 030829 95.650 96.300 95.400 96.225 +0.525 607 3,487 -13
Oct03 030829 93.325 94.100 93.325 93.925 +0.600 1,537 10,329 -438
Nov03 030829 91.600 92.250 91.350 92.200 +0.450 620 5,313 +23
Jan04 030829 88.300 88.850 88.200 88.750 +0.250 241 2,198 +96
Mar04 030829 86.400 87.250 86.300 87.250 +0.650 29 387 +0
Apr04 030829 85.750 86.250 85.750 86.250 +0.400 64 283 +6
May04 030829 85.850 86.300 85.850 86.300 +0.150 65 223 +21
Total Volume and Open Interest 3,472 23,873 -366
Lean Hogs(CME)
Oct03 030829 54.900 54.925 54.250 54.775 +0.575 7,122 23,966 +833
Dec03 030829 53.150 54.000 52.975 53.925 +0.850 2,346 9,956 +344
Feb04 030829 55.100 55.600 55.050 55.600 +0.225 468 3,667 +412
Apr04 030829 58.100 58.950 58.050 58.875 +0.400 91 1,464 +6
May04 030829 61.700 62.200 61.700 62.200 +0.350 10 313 +6
Jun04 030829 63.700 64.600 63.700 64.450 +0.575 73 527 +33
Jul04 030829 61.500 61.950 61.300 61.950 +0.550 12 213 -1
Aug04 030829 59.300 59.700 59.300 59.700 +0.500 6 76 +2
Total Volume and Open Interest 10,133 40,210 +1,635
Pork Bellies(CME)
Feb04 030829 84.250 84.300 83.025 84.075 -0.100 301 1,543 +5
Mar04 030829 83.300 83.300 83.300 83.300 -0.200 1 30 +0
May04 030829 84.300 84.300 84.300 84.300 -0.500 0 11 +0
Jul04 030829 86.500 86.500 86.500 86.500 unch 0 21 +0
Total Volume and Open Interest 302 1,605 +5
BFP Milk Class III(CME)
Aug03 030829 13.78 13.80 13.78 13.80 +0.03 4 5,086 -1
Sep03 030829 14.10 14.12 14.08 14.10 +0.03 52 5,932 +16
Oct03 030829 13.84 13.84 13.80 13.83 unch 31 5,202 +17
Nov03 030829 12.55 12.60 12.53 12.60 unch 16 3,774 +3
Dec03 030829 11.90 12.00 11.85 11.93 -0.07 19 3,033 +1
Total Volume and Open Interest 254 28,255 +137
Cocoa(NYBOT)
Sep03 030829 1800 1820 1800 1820 +12 44 654 -35
Dec03 030829 1755 1770 1716 1761 +8 8,819 33,418 -454
Mar04 030829 1728 1737 1693 1728 +6 917 18,303 +138
May04 030829 1730 1730 1730 1730 +4 224 6,901 +5
Jul04 030829 1724 1736 1724 1736 +6 82 4,177 -14
Sep04 030829 1740 1745 1728 1745 +10 47 5,173 -36
Dec04 030829 1750 1750 1750 1750 +5 100 5,810 +10
Total Volume and Open Interest 10,333 78,986 -447
Coffee "C"(NYBOT)
Sep03 030829 61.25 61.50 60.40 61.45 +0.55 276 725 -276
Dec03 030829 63.25 63.60 62.35 63.40 +0.30 4,894 48,648 -157
Mar04 030829 65.75 66.20 65.00 65.95 +0.35 462 7,658 +190
May04 030829 67.50 67.50 67.50 67.50 +0.35 38 2,733 +12
Jul04 030829 69.00 69.00 69.00 69.00 +0.30 8 1,115 +0
Sep04 030829 70.10 70.50 70.00 70.50 +0.25 15 3,501 +0
Total Volume and Open Interest 5,705 66,855 -231
Orange Juice(NYBOT)
Sep03 030829 78.30 79.50 78.30 79.20 +0.90 3,020 1,826 -2,188
Nov03 030829 77.20 78.20 77.20 78.00 +1.00 3,845 16,704 +1,704
Jan04 030829 79.50 79.80 79.40 79.75 +0.55 413 2,995 +132
Mar04 030829 82.00 82.00 81.25 81.80 +0.85 126 1,866 +55
May04 030829 83.40 83.55 83.20 83.55 +0.60 10 1,627 +2
Total Volume and Open Interest 7,414 25,246 -295
Sugar #11(NYBOT)
Oct03 030829 6.30 6.35 6.20 6.29 -0.11 16,872 96,141 +637
Mar04 030829 6.45 6.45 6.38 6.41 -0.14 5,400 41,880 +982
May04 030829 6.50 6.50 6.40 6.41 -0.13 1,203 18,845 +147
Jul04 030829 6.37 6.40 6.31 6.32 -0.13 821 18,023 +263
Oct04 030829 6.39 6.40 6.34 6.35 -0.09 837 12,518 +398
Total Volume and Open Interest 25,373 192,012 +2,469
London Cocoa(LCE)
Sep03 030901 1126 1126 1107 1115 -17 1,124 24,344 -204
Dec03 030901 1150 1150 1133 1141 -16 2,893 57,818 -723
Mar04 030901 1153 1171 1153 1165 -15 626 29,159 -107
May04 030901 1184 1184 1172 1179 -15 460 19,098 +255
Jul04 030901 1192 1192 1185 1192 -15 164 12,577 -91
Sep04 030901 1201 1201 1194 1200 -15 118 9,820 +26
Dec04 030901 1200 1207 1200 1207 -15 27 7,037 +17
Total Volume and Open Interest 5,580 166,461 -743
London Coffee(LCE)
Sep03 030901 723.00 734.00 723.00 728.00 +4.00 8,174 16,790 -674
Nov03 030901 747.00 753.00 745.00 748.00 +1.00 8,237 53,230 +2,785
Jan04 030901 762.00 766.00 757.00 760.00 +2.00 756 17,381 +183
Mar04 030901 777.00 777.00 771.00 774.00 +2.00 94 10,800 +23
May04 030901 787.00 792.00 787.00 787.00 +2.00 86 9,543 -748
Jul04 030901 799.00 804.00 799.00 799.00 +2.00 690 2,234 +656
Total Volume and Open Interest 18,037 115,002 +2,225
London Sugar(LCE)
Oct03 030901 193.00 195.10 193.00 194.20 -0.50 5,506 15,826 +88
Dec03 030901 192.40 195.50 192.40 194.70 +0.50 1,896 10,512 +299
Mar04 030901 195.50 196.70 195.50 196.70 +0.70 663 6,249 -91
May04 030901 197.20 197.20 197.20 197.20 +0.70 50 2,601 +35
Aug04 030901 196.90 196.90 196.70 196.70 +0.70 5 2,825 +3
Total Volume and Open Interest 8,228 40,924 +315
Cotton(NYBOT)
Oct03 030829 57.30 57.65 57.00 57.55 +0.80 196 3,207 -13
Dec03 030829 58.75 59.34 58.50 59.18 +0.82 7,118 44,241 -191
Mar04 030829 61.20 61.55 60.80 61.36 +0.66 247 10,040 -16
May04 030829 62.00 62.15 62.00 62.10 +0.60 26 2,975 +2
Jul04 030829 63.10 63.30 63.00 63.05 +0.50 4 2,332 -1
Oct04 030829 62.98 62.98 62.98 62.98 +0.88 0 110 +0
Total Volume and Open Interest 7,592 63,576 -219
Lumber(CME)
Sep03 030829 351.5 352.8 347.5 349.5 +3.8 677 1,782 -101
Nov03 030829 327.0 329.0 324.5 328.0 +8.2 565 1,486 +203
Jan04 030829 311.0 313.5 309.4 310.7 +1.9 81 289 +28
Mar04 030829 306.0 306.0 304.5 304.5 +8.5 5 32 -3
Total Volume and Open Interest 1,328 3,608 +127
Crude Oil(NYM)
Oct03 030829 31.68 32.05 31.45 31.57 +0.07 70,881 172,141 -242
Nov03 030829 31.42 31.75 31.27 31.31 +0.06 27,960 70,090 +4,399
Dec03 030829 30.95 31.18 30.75 30.83 +0.06 14,726 75,711 +1,124
Jan04 030829 30.42 30.55 30.28 30.28 +0.02 4,107 26,665 -64
Feb04 030829 30.00 30.00 29.74 29.74 -0.01 1,182 12,500 +260
Mar04 030829 29.40 29.45 29.20 29.20 -0.04 2,228 16,795 +578
Apr04 030829 28.90 28.90 28.67 28.67 -0.06 1,711 16,617 +819
May04 030829 28.17 28.17 28.17 28.17 -0.10 828 9,500 +550
Jun04 030829 27.85 27.90 27.73 27.73 -0.13 2,190 20,223 -897
Jul04 030829 27.50 27.50 27.35 27.35 -0.15 883 6,829 +698
Total Volume and Open Interest 128,972 540,178 +7,183
Heating Oil(NYM)
Oct03 030829 83.70 84.00 82.40 82.63 +0.23 19,147 55,697 +1,711
Nov03 030829 84.80 84.90 83.30 83.53 +0.18 3,910 16,384 +196
Dec03 030829 85.30 85.50 84.33 84.33 +0.18 2,479 21,683 -43
Jan04 030829 85.40 85.90 84.68 84.68 +0.13 830 10,333 -175
Feb04 030829 84.50 85.00 83.68 83.68 +0.03 442 8,253 +52
Mar04 030829 81.75 81.85 80.63 80.63 -0.12 357 8,975 +200
Apr04 030829 78.70 78.85 77.38 77.38 -0.17 244 4,242 +113
May04 030829 75.60 75.85 74.28 74.28 -0.22 2 1,462 +2
Jun04 030829 72.63 72.63 72.63 72.63 -0.22 47 3,532 +47
Jul04 030829 72.08 72.08 72.08 72.08 -0.22 4 781 +3
Total Volume and Open Interest 42,625 141,357 -3,401
Unleaded Gas(NYM)
Oct03 030829 92.50 93.20 91.60 92.82 +1.01 21,425 61,641 +844
Nov03 030829 86.20 86.30 85.60 86.02 +0.71 4,033 11,061 -208
Dec03 030829 83.50 83.80 82.70 83.07 +0.71 1,459 9,109 +386
Jan04 030829 82.40 82.40 82.17 82.17 +0.71 814 5,174 +259
Feb04 030829 82.02 82.02 82.02 82.02 +0.71 0 708 +0
Mar04 030829 82.47 82.47 82.47 82.47 +0.71 49 882 +44
Apr04 030829 87.97 87.97 87.97 87.97 +0.71 44 1,876 +0
May04 030829 87.57 87.57 87.57 87.57 +0.71 0 367 +0
Total Volume and Open Interest 45,022 97,044 -2,578
Natural Gas(NYM)
Oct03 030829 4.935 4.935 4.650 4.731 -0.213 33,117 54,356 -2,116
Nov03 030829 5.150 5.150 4.880 4.981 -0.178 7,580 30,713 +1,441
Dec03 030829 5.400 5.410 5.200 5.251 -0.153 3,708 24,535 +173
Jan04 030829 5.544 5.544 5.370 5.401 -0.143 3,765 23,373 +344
Feb04 030829 5.465 5.480 5.300 5.346 -0.138 1,306 18,171 +32
Mar04 030829 5.369 5.369 5.241 5.241 -0.128 1,778 17,893 +269
Apr04 030829 4.885 4.885 4.800 4.801 -0.098 1,936 16,326 +324
May04 030829 4.800 4.800 4.720 4.720 -0.091 273 11,804 -11
Total Volume and Open Interest 55,552 329,928 -1,275
Brent Crude Oil(IPE)
Oct03 030901 29.45 29.55 29.06 29.25 -0.24 31,778 96,491 +416
Nov03 030901 29.20 29.20 28.78 28.97 -0.26 11,388 77,985 -2,537
Dec03 030901 28.83 28.83 28.45 28.61 -0.25 5,446 32,080 +527
Jan04 030901 28.22 28.22 28.06 28.21 -0.20 741 14,928 -4
Feb04 030901 27.80 27.80 27.70 27.78 -0.16 1,350 7,190 +904
Mar04 030901 27.35 27.35 27.35 27.35 -0.12 280 8,662 -280
Apr04 030901 26.90 26.90 26.90 26.90 -0.09 50 5,661 -34
May04 030901 26.46 26.46 26.46 26.46 -0.07 0 4,412 +0
Total Volume and Open Interest 55,858 312,187 -160
Gas Oil(IPE)
Sep03 030901 250.25 251.50 245.50 247.75 -4.75 10,950 36,042 -1,100
Oct03 030901 252.00 253.25 247.50 248.50 -6.00 8,435 37,240 +843
Nov03 030901 252.50 252.50 247.50 248.50 -6.50 2,542 19,590 +962
Dec03 030901 249.75 250.00 246.25 246.50 -6.00 2,726 25,142 -295
Jan04 030901 244.00 244.00 244.00 244.00 -5.75 1,561 9,563 +506
Feb04 030901 239.50 239.50 239.50 239.50 -5.50 0 3,563 +0
Mar04 030901 237.00 237.00 234.75 234.75 -4.25 350 3,772 +175
Apr04 030901 229.00 229.00 229.00 229.00 -3.75 0 4,584 +0
Total Volume and Open Interest 26,564 154,473 +441
US Dollar Index(NYBOT)
Sep03 030829 98.80 98.81 97.92 98.10 -0.84 489 9,834 -110
Dec03 030829 99.20 99.23 98.35 98.52 -0.84 114 2,510 +35
Mar04 030829 98.94 98.94 98.94 98.94 -0.84 2 16 +1
Total Volume and Open Interest 612 12,370 -72
Australian Dollar(CME)
Sep03 030829 64.15 64.88 64.15 64.75 +0.69 2,709 30,304 -1,047
Dec03 030829 63.68 64.25 63.58 64.18 +0.70 82 1,061 +135
Mar04 030829 63.61 63.61 63.61 63.61 +0.71 0 404 +0
Total Volume and Open Interest 2,793 31,858 -910
British Pound(CME)
Sep03 030829 157.60 158.10 157.40 157.40 +0.04 1,900 47,499 +189
Dec03 030829 156.64 157.10 156.40 156.40 +0.04 52 1,895 +36
Mar04 030829 155.40 155.40 155.40 155.40 +0.04 0 1 +0
Total Volume and Open Interest 1,952 49,395 +225
Canadian Dollar(CME)
Sep03 030829 71.51 72.20 71.38 72.13 +0.56 6,694 52,865 -28
Dec03 030829 71.21 71.90 71.12 71.84 +0.56 531 5,091 +170
Mar04 030829 71.12 71.60 71.12 71.59 +0.56 11 2,062 +2
Jun04 030829 71.30 71.34 71.30 71.34 +0.56 3 913 +0
Total Volume and Open Interest 7,254 61,586 +142
Japanese Yen(CME)
Sep03 030829 85.96 86.15 85.65 85.80 +0.55 5,194 110,794 -953
Dec03 030829 86.23 86.37 85.92 86.05 +0.55 258 26,658 +115
Mar04 030829 86.32 86.32 86.32 86.32 +0.55 0 32 +0
Total Volume and Open Interest 5,452 137,534 -838
Swiss Franc(CME)
Sep03 030829 71.10 71.54 71.08 71.25 +0.67 4,287 57,754 -99
Dec03 030829 71.25 71.70 71.25 71.40 +0.67 39 1,528 +69
Mar04 030829 71.54 71.54 71.54 71.54 +0.67 0 4 +0
Total Volume and Open Interest 4,327 59,397 -29
EuroFX(CME)
Sep03 030829 109.23 109.94 109.22 109.66 +1.03 10,656 100,423 +3,209
Dec03 030829 108.92 109.65 108.92 109.39 +1.04 381 4,708 +860
Mar04 030829 108.73 109.13 108.73 109.13 +1.03 0 298 +0
Total Volume and Open Interest 11,054 105,533 +4,086
Mexican Peso(CME)
Sep03 030829 9025.0 9055.0 8995.0 9017.0 -33.0 7,677 39,274 +1,359
Dec03 030829 8930.0 8935.0 8910.0 8917.0 -33.0 1,201 4,436 -863
Total Volume and Open Interest 8,878 44,245 +496
30-Year T-Bonds(CBOT)
Sep03 030829 107~23 107~25 106~30 107~13 -0~06 292,921 251,873 -50,913
Dec03 030829 106~12 106~13 105~16 106~00 -0~07 124,598 220,451 +48,187
Mar04 030829 104~27 104~29 104~13 104~21 -0~07 56 536 +33
Total Volume and Open Interest 417,575 473,025 -2,693
Municipal Bonds(CBOT)
Sep03 030829 100~00 100~05 99~25 99~25 -0~07 431 1,684 -62
Dec03 030829 98~21 98~21 98~05 98~08 -0~15 146 136 +112
Total Volume and Open Interest 577 1,820 +50
10-Year T-Notes(CBOT)
Sep03 030829 111~230 111~280 111~055 111~170 -0~060 732,466 438,896 -123,036
Dec03 030829 109~295 110~020 109~110 109~230 -0~055 282,903 515,520 +103,425
Total Volume and Open Interest 1,015,386 954,430 -19,604
5-Year T-Notes(CBOT)
Sep03 030829 111~200 111~200 111~025 111~155 -0~045 279,348 0 +0
Dec03 030829 110~020 110~020 109~165 109~275 -0~060 72,209 0 +0
Total Volume and Open Interest 351,557    
2 Year T-Notes(CBOT)
Sep03 030829 107~041 107~041 107~024 107~037 -0~007 43,235 93,518 -33,986
Dec03 030829 106~072 106~073 106~052 106~066 -0~010 34,047 68,661 +22,501
Total Volume and Open Interest 77,282 162,179 -11,485
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030829 98.848 98.850 98.842 98.848 unch 53,012 635,416 -10,761
Dec03 030829 98.765 98.765 98.740 98.760 -0.005 108,173 733,524 -172
Mar04 030829 98.525 98.525 98.475 98.495 -0.035 136,339 699,965 +7,718
Jun04 030829 98.125 98.125 98.050 98.080 -0.050 175,070 551,590 +3,791
Sep04 030829 97.660 97.660 97.560 97.610 -0.060 119,544 553,346 -9,699
Dec04 030829 97.165 97.165 97.055 97.120 -0.050 93,855 478,671 +7,433
Mar05 030829 96.710 96.710 96.605 96.655 -0.055 37,420 280,615 -4,306
Jun05 030829 96.275 96.285 96.200 96.250 -0.045 31,110 219,318 +1,314
Sep05 030829 95.950 95.950 95.875 95.920 -0.035 15,913 149,694 +1,366
Dec05 030829 95.665 95.675 95.605 95.640 -0.035 14,868 142,589 +1,806
Mar06 030829 95.420 95.430 95.365 95.400 -0.030 11,583 127,054 -2,147
Jun06 030829 95.195 95.200 95.130 95.170 -0.025 11,398 118,647 -2,103
Total Volume and Open Interest 845,924 5,219,366 -4,443
3-Mth Euro-Yen(CME)
Sep03 030829 99.92 99.92 99.91 99.91 unch 27 11,633 +43
Dec03 030829 99.87 99.87 99.87 99.87 unch 122 3,316 +40
Mar04 030829 99.80 99.80 99.80 99.80 -0.01 351 6,928 -143
Jun04 030829 99.76 99.76 99.76 99.76 -0.01 551 6,777 +31
Sep04 030829 99.69 99.69 99.69 99.69 -0.01 0 1,756 -484
Dec04 030829 99.60 99.60 99.60 99.60 -0.02 50 1,073 -158
Mar05 030829 99.48 99.48 99.48 99.48 -0.03 1 5,154 -114
Jun05 030829 99.43 99.43 99.43 99.43 -0.04 0 475 +0
Sep05 030829 99.32 99.32 99.32 99.32 -0.03 0 5,085 +0
Dec05 030829 99.25 99.25 99.25 99.25 -0.02 0 20 +0
Total Volume and Open Interest 1,102 44,436 -785
3-Mth Euro-Yen(SIMEX)
Sep03 030901 99.91 99.91 99.91 99.91 -0.01 240 49,072 -1,036
Dec03 030901 99.88 99.88 99.87 99.88 unch 193 43,974 -1,549
Mar04 030901 99.81 99.81 99.79 99.79 -0.02 1,170 55,949 -516
Jun04 030901 99.76 99.76 99.75 99.75 -0.02 1,303 45,434 -226
Sep04 030901 99.68 99.68 99.64 99.65 -0.04 1,155 19,365 +248
Dec04 030901 99.58 99.58 99.54 99.55 -0.05 1,964 24,375 -399
Mar05 030901 99.47 99.47 99.42 99.42 -0.08 1,304 12,557 -1,462
Jun05 030901 99.43 99.43 99.34 99.34 -0.10 632 10,677 -92
Total Volume and Open Interest 8,161 279,081 -5,187
German Euro-Bund(EUREX)
Sep03 030901 114.12 114.14 113.67 113.72 -0.56 642,399 537,408 -188,609
Dec03 030901 113.22 113.23 112.77 112.82 -0.55 48,671 119,338 -19,092
Mar04 030901 112.57 112.57 112.57 112.57 -0.56 1,125 0 +0
Total Volume and Open Interest 692,195 656,746 -207,701
German Euro-Bobl(EUREX)
Sep03 030901 111.14 111.16 110.85 110.87 -0.34 436,529 537,408 -26,556
Dec03 030901 110.21 110.21 109.96 109.96 -0.34 39,006 119,338 +18,547
Mar04 030901 109.72 109.72 109.72 109.72 -0.34 2,232 2,064 +2,064
Total Volume and Open Interest 477,767 658,810 -5,945
Long Gilt(LIFFE)
Sep03 030901 118~14 118~17 118~05 118~12 -0~02 33,695 30,911 -6,337
Dec03 030901 117~19 117~21 117~10 117~17 -0~01 22,612 108,720 +8,573
Total Volume and Open Interest 56,307 139,631 +2,236
3-Mth Short Sterling(LIFFE)
Sep03 030901 96.35 96.35 96.33 96.34 -0.01 14,354 0 +0
Dec03 030901 96.18 96.19 96.16 96.17 -0.02 21,022 0 +0
Mar04 030901 95.91 95.91 95.87 95.89 -0.01 19,353 0 +0
Total Volume and Open Interest 91,100    
3-Mth Euribor(LIFFE)
Sep03 030901 97.845 97.855 97.845 97.850 +0.005 19,533 498,338 -958
Dec03 030901 97.795 97.815 97.795 97.805 +0.005 49,591 563,276 -1,139
Mar04 030901 97.680 97.680 97.650 97.665 +0.005 72,431 469,847 -178
Total Volume and Open Interest 315,151 2,753,142 +4,588
3-Mth Aus T-Bills(SFE)
Sep03 030901 95.15 95.15 95.14 95.15 -0.01 6,089 133,116 +3,222
Dec03 030901 95.08 95.10 95.06 95.07 -0.03 11,119 163,717 +8,269
Mar04 030901 94.97 95.00 94.96 94.97 -0.04 2,092 42,021 -640
Jun04 030901 94.86 94.88 94.86 94.87 -0.03 242 26,139 +444
Sep04 030901 94.77 94.79 94.76 94.76 -0.04 282 17,754 +86
Dec04 030901 94.69 94.70 94.67 94.68 -0.03 50 13,394 +300
Mar05 030901 94.58 94.59 94.58 94.59 -0.04 10 12,342 +10
Jun05 030901 94.56 94.56 94.54 94.54 -0.04 0 5,338 +45
Sep05 030901 94.47 94.47 94.47 94.47 -0.04 0 1,659 +0
Dec05 030901 94.41 94.41 94.41 94.41 -0.05 0 1,090 +0
Total Volume and Open Interest 19,886 417,445 +11,737
10-Year Aus T-Bonds(SFE)
Sep03 030901 94.46 94.47 94.46 94.46 -0.04 11,053 179,455 +0
Dec03 030901 94.46 94.46 94.46 94.46 -0.04      
Total Volume and Open Interest 11,053 179,455 +4,118
3-Year Aus T-Bonds(SFE)
Sep03 030901 94.86 94.88 94.84 94.86 -0.03 28,872 380,484 +22,756
Dec03 030901 94.80 94.80 94.80 94.80 -0.03      
Total Volume and Open Interest 28,872 380,484 +22,756
Gold(CMX)
Oct03 030829 373.2 378.0 373.0 375.8 +5.2 2,314 15,729 -7,130
Dec03 030829 374.0 379.0 374.0 376.8 +5.2 37,884 184,005 +8,556
Feb04 030829 377.0 379.0 377.0 377.5 +5.2 1,392 14,861 -597
Apr04 030829 378.2 379.2 378.2 378.3 +5.2 204 4,781 +51
Jun04 030829 381.0 381.5 379.2 379.2 +5.2 623 11,705 -349
Aug04 030829 381.5 381.5 380.1 380.1 +5.2 19 5,435 +10
Total Volume and Open Interest 42,545 262,132 +384
Silver(CMX)
Sep03 030829 516.0 518.0 509.5 510.9 -1.9 7,543 4,711 -4,145
Dec03 030829 517.0 519.5 512.0 513.2 -1.8 13,653 90,669 +3,944
Mar04 030829 519.0 519.5 514.2 514.2 -1.8 142 3,086 -98
May04 030829 519.5 519.5 515.2 515.2 -1.8 4 1,006 +0
Jul04 030829 521.0 521.0 516.0 516.0 -1.9 2 2,295 +2
Total Volume and Open Interest 21,454 106,255 -226
Platinum(NYM)
Oct03 030829 710.0 712.0 708.0 708.6 -3.9 641 8,821 -11
Jan04 030829 699.8 700.0 695.0 696.6 -1.9 58 323 +53
Apr04 030829 688.6 688.6 688.6 688.6 -1.9 0 1 +0
Total Volume and Open Interest 699 9,145 +42
Palladium(NYME)
Sep03 030829 204.00 207.00 201.25 201.80 -0.70 974 1,147 -65
Dec03 030829 205.00 212.00 203.75 203.90 -1.10 1,124 3,866 +611
Mar04 030829 204.40 204.40 204.40 204.40 -1.10 7 9 +0
Total Volume and Open Interest 2,127 5,049 +566
Copper(CMX)
Sep03 030829 79.65 80.40 79.55 80.30 +1.60 7,159 11,286 -2,791
Dec03 030829 80.45 81.10 80.40 81.05 +1.50 14,397 58,059 +3,309
Mar04 030829 81.00 81.20 80.85 81.20 +1.35 311 4,975 +85
May04 030829 81.30 81.30 81.30 81.30 +1.25 34 2,706 +20
Jul04 030829 81.75 81.75 81.40 81.40 +1.15 55 2,151 +17
Total Volume and Open Interest 23,537 88,686 +1,313
DJIA Index(CBOT)
Sep03 030829 9340 9419 9340 9409 +44 10,503 40,990 -465
Dec03 030829 9312 9385 9312 9375 +44 127 4,342 +384
Mar04 030829 9350 9350 9350 9350 +44 0 25 +0
Jun04 030829 9320 9320 9320 9320 +44      
Total Volume and Open Interest 10,630 45,357 -81
S & P 500(CME)
Sep03 030829 1000.00 1009.00 999.00 1007.70 +6.50 51,855 526,811 -9,080
Dec03 030829 998.80 1007.00 998.80 1006.10 +6.50 17,457 102,152 +17,241
Mar04 030829 1004.40 1004.40 1004.40 1004.40 +6.50 63 2,230 +28
Jun04 030829 1003.60 1003.60 1003.60 1003.60 +6.50 0 281 +0
Total Volume and Open Interest 69,375 631,602 +8,190
S & P 500 E-Mini(Globex)
Sep03 030829 1001.25 1009.25 999.00 1007.75 +6.50 434,530 510,748 +15,102
Dec03 030829 1001.00 1006.75 997.25 1006.00 +6.50 987 4,437 +307
Total Volume and Open Interest 435,517 515,185 +15,409
NASDAQ 100(CME)
Sep03 030829 1329.50 1346.00 1328.00 1342.00 +10.50 8,749 86,599 +86,599
Dec03 030829 1333.00 1344.50 1333.00 1344.50 +10.50 160 1,256 +1,256
Mar04 030829 1347.00 1347.00 1347.00 1347.00 +10.50 0 1 +1
Total Volume and Open Interest 8,909 87,856 +87,856
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030829 1330.5 1346.0 1326.5 1342.0 +1342.0 234,041 343,055 +343,055
Dec03 030829 1334.0 1348.0 1330.0 1344.5 +1344.5 676 1,312 +1,312
Total Volume and Open Interest 234,717 344,367 +344,367
NYSE Composite(NYBOT)
Sep03 030829 535.50 535.50 535.30 535.30 +3.45 20 723 -1
Total Volume and Open Interest 20 723 -1
S & P Midcap 400(CME)
Sep03 030829 515.00 519.10 514.00 518.80 +4.50 629 12,925 -108
Dec03 030829 518.90 518.90 518.90 518.90 +3.80      
Mar04 030829 519.40 519.40 519.40 519.40 +3.80      
Total Volume and Open Interest 629 12,925 -108
Russell 2000(CME)
Sep03 030829 494.50 499.00 493.75 497.45 +3.45 2,269 23,290 +74
Dec03 030829 497.20 497.20 497.20 497.20 +3.45 51 40 +30
Mar04 030829 497.55 497.55 497.55 497.55 +3.45      
Total Volume and Open Interest 2,320 23,330 +104
Value Line(KCBT)
Sep03 030829 1339.00 1344.00 1339.00 1344.00 +6.00 1 18 +0
Total Volume and Open Interest 2 35 +0
Nikkei 225(CME)
Sep03 030829 10305 10400 10300 10395 +10395 2,978 33,055 +33,055
Dec03 030829 10385 10385 10385 10385 +10385 6 184 +184
Total Volume and Open Interest 2,984 33,240 +33,240
Nikkei 225(SIMEX)
Sep03 030901 10430 10675 10375 10640 +305 17,488 142,788 +911
Dec03 030901 10430 10610 10385 10605 +305 2 463 +2
Mar04 030901 10600 10600 10600 10600 +305      
Total Volume and Open Interest 17,490 143,251 +913
CAC 40(MATIF)
Sep03 030901 3345.0 3375.5 3345.0 3370.5 +48.0 81,852 421,236 +176,105
Oct03 030901 3375.0 3375.0 3375.0 3375.0 +47.0 106 0 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030901 3519.5 3584.0 3519.0 3579.0 +88.5 71,621 289,489 +275
Dec03 030901 3536.0 3600.0 3536.0 3597.0 +89.0 603 12,562 +156
Mar04 030901 3587.0 3616.5 3587.0 3616.5 +89.5 72 7,613 +16
Total Volume and Open Interest 72,296 309,664 +447
FT-SE 100(LIFFE)
Sep03 030901 4197.00 4226.50 4188.50 4215.00 +42.50 60,024 387,773 +119
Dec03 030901 4235.00 4237.00 4208.50 4229.00 +43.00 3,040 40,351 +2,209
Mar04 030901 4215.50 4225.00 4215.50 4224.50 +43.50 0 6,947 +0
Total Volume and Open Interest 63,064 439,243 +2,328
SPI 200(SFE)
Sep03 030901 3208.0 3209.0 3198.0 3200.0 +3.0 12,171 176,003 +5,179
Dec03 030901 3212.0 3215.0 3206.0 3206.0 +3.0 998 11,345 +748
Mar04 030901 3210.0 3210.0 3210.0 3210.0 +3.0 91 2,363 +86
Total Volume and Open Interest 13,260 191,656 +6,013
GSCI(CME)
Sep03 030829 242.50 243.40 241.50 241.75 -0.25 34 13,222 -19
Oct03 030829 241.25 241.25 241.25 241.25 +0.25 0 109 +0
Nov03 030829 241.00 241.00 241.00 241.00 +0.75      
Total Volume and Open Interest 34 13,331 -19
Bridge CRB Index(NYBOT)
Nov03 030829 243.25 243.50 243.25 243.25 +0.25 12 510 +7
Jan04 030829 242.50 242.50 242.50 242.50 +0.25 3 327 +1
Feb04 030829 240.25 240.25 240.25 240.25 +0.25 0 150 +0
Total Volume and Open Interest 15 987 +8
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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Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!