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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 September 04, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030904 590.50 607.00 590.50 605.75 +19.50 1,587 3,717 +123
Nov03 030904 585.00 589.25 581.50 588.25 +7.50 30,353 133,743 -650
Jan04 030904 587.00 590.50 584.00 589.75 +7.25 2,383 21,860 -233
Mar04 030904 583.00 587.00 582.50 585.50 +6.25 1,270 19,307 -117
May04 030904 577.50 579.00 575.00 578.75 +5.00 1,023 24,256 -22
Jul04 030904 577.50 579.00 575.00 577.75 +4.50 493 6,418 +99
Aug04 030904 569.00 569.00 568.00 568.00 +4.00 55 230 +3
Total Volume and Open Interest 37,354 211,613 -651
Soybean Meal(CBOT)
Sep03 030904 199.00 204.50 198.00 204.20 +6.40 2,913 8,522 -765
Oct03 030904 183.50 185.90 181.80 185.60 +3.70 5,387 17,836 -368
Dec03 030904 181.90 183.00 179.60 182.70 +2.80 9,583 76,168 -197
Jan04 030904 181.50 182.00 179.80 181.60 +1.90 597 10,281 -92
Mar04 030904 179.80 181.50 179.70 181.50 +2.00 536 11,856 +51
May04 030904 178.50 179.20 176.80 178.90 +2.00 571 11,980 +228
Jul04 030904 177.00 179.00 176.60 179.00 +2.10 506 6,170 +54
Aug04 030904 176.00 176.00 174.50 175.00 +0.50 84 1,625 -35
Total Volume and Open Interest 20,359 148,365 -1,116
Soybean Oil(CBOT)
Sep03 030904 20.90 21.08 20.85 20.87 +0.11 2,470 2,734 -1,426
Oct03 030904 20.92 21.16 20.89 20.90 +0.10 5,614 29,676 -634
Dec03 030904 21.04 21.24 20.92 20.93 +0.08 12,923 57,099 -2,764
Jan04 030904 21.00 21.20 20.92 20.92 +0.08 413 9,773 -142
Mar04 030904 20.90 21.10 20.88 20.88 +0.06 721 12,321 +295
May04 030904 20.70 20.89 20.65 20.67 +0.07 621 11,280 +28
Jul04 030904 20.55 20.80 20.51 20.51 +0.12 170 7,103 +54
Aug04 030904 20.45 20.70 20.41 20.41 +0.19 41 847 +2
Total Volume and Open Interest 22,974 133,870 -4,587
Canola(WCE)
Sep03 030904 340.4 340.4 340.4 340.4 -0.8 3 141 +0
Nov03 030904 346.0 347.4 345.0 347.0 +0.6 2,924 36,570 -1,242
Jan04 030904 351.9 352.0 351.5 352.0 +0.6 176 2,154 +18
Mar04 030904 356.5 356.5 356.5 356.5 +0.5 20 346 +18
May04 030904 360.9 360.9 360.9 360.9 +0.9 0 17 +0
Total Volume and Open Interest 3,282 43,351 -1,364
Corn(CBOT)
Sep03 030904 238.00 243.00 237.50 242.50 +4.75 11,368 14,589 -3,350
Dec03 030904 244.25 247.25 243.25 247.00 +2.75 61,197 243,425 +2,611
Mar04 030904 250.25 252.25 249.00 252.00 +1.75 6,059 53,867 +755
May04 030904 252.75 254.25 251.75 254.00 +1.50 1,954 14,983 +765
Jul04 030904 253.25 255.00 252.75 254.75 +1.25 1,200 14,641 +163
Sep04 030904 248.00 248.75 247.25 248.00 unch 246 2,185 +217
Total Volume and Open Interest 82,666 353,537 +1,503
Wheat(CBOT)
Sep03 030904 358.50 358.75 354.00 354.00 -4.50 3,136 1,770 -763
Dec03 030904 371.50 373.00 367.50 367.75 -3.75 20,224 93,854 -115
Mar04 030904 379.00 380.75 376.00 376.25 -2.50 1,360 17,088 +259
May04 030904 362.00 363.00 360.50 361.00 unch 207 737 +39
Jul04 030904 334.00 336.50 333.50 336.00 +1.00 263 2,572 +110
Total Volume and Open Interest 25,191 116,121 -470
Wheat(KCBT)
Sep03 030904 355.00 356.00 355.00 355.00 -1.50 1,342 890 +61
Dec03 030904 366.00 368.50 365.50 365.75 -2.50 5,609 55,139 +93
Mar04 030904 374.00 375.00 360.00 372.00 -3.00 428 8,045 -34
May04 030904 360.00 360.00 360.00 360.00 -4.00 32 1,046 +14
Jul04 030904 340.50 341.00 339.00 339.00 -2.25 166 1,527 +61
Total Volume and Open Interest 7,578 66,668 +196
Wheat(MGE)
Sep03 030904 362.00 362.00 358.50 358.50 -8.50 143 538 -40
Dec03 030904 373.50 375.00 369.00 369.25 -5.75 2,771 20,731 +329
Mar04 030904 380.50 382.50 376.00 377.00 -4.25 537 3,812 +176
May04 030904 382.00 382.00 379.00 379.00 -2.25 3 132 +1
Jul04 030904 363.00 363.00 363.00 363.00 unch 0 97 +0
Total Volume and Open Interest 3,455 25,466 +466
Oats(CBOT)
Sep03 030904 143.50 145.75 143.50 145.75 +2.25 33 109 -10
Dec03 030904 146.75 149.25 146.50 149.00 +2.75 1,265 5,214 +213
Mar04 030904 151.50 152.50 151.50 152.25 +1.50 12 424 -2
May04 030904 155.00 155.75 155.00 155.75 +1.75 0 41 +0
Total Volume and Open Interest 1,310 5,791 +201
Rough Rice(CBOT)
Sep03 030904 7.24 7.35 7.20 7.35 +0.11 24 192 -6
Nov03 030904 7.36 7.52 7.30 7.46 +0.08 621 5,322 +22
Jan04 030904 7.48 7.63 7.48 7.61 +0.07 51 757 +25
Mar04 030904 7.65 7.83 7.62 7.77 +0.07 14 376 +14
Total Volume and Open Interest 714 7,166 +58
Live Cattle(CME)
Oct03 030904 85.100 85.300 84.250 84.900 +0.075 9,756 55,770 +184
Dec03 030904 82.875 83.000 82.200 82.775 -0.100 6,256 36,348 +1,543
Feb04 030904 81.350 81.350 80.400 80.925 -0.250 3,464 19,398 +858
Apr04 030904 78.900 78.950 78.225 78.625 -0.150 2,085 12,211 -5
Jun04 030904 73.650 73.650 73.125 73.450 -0.100 645 3,042 +199
Aug04 030904 72.550 72.550 72.550 72.550 unch 7 130 +4
Total Volume and Open Interest 22,381 127,513 +2,747
Feeder Cattle(CME)
Sep03 030904 97.650 97.650 96.600 97.175 -0.275 604 3,054 -173
Oct03 030904 95.700 95.875 94.550 95.225 -0.325 1,570 10,068 -135
Nov03 030904 94.200 94.250 93.250 93.975 -0.125 1,164 5,673 +231
Jan04 030904 90.250 90.300 89.350 89.925 -0.200 321 2,389 +92
Mar04 030904 88.250 88.250 87.400 88.150 -0.250 67 459 +32
Apr04 030904 87.200 87.400 87.200 87.400 -0.300 17 296 +12
May04 030904 87.500 87.500 86.800 87.400 -0.100 51 246 +18
Total Volume and Open Interest 3,794 22,185 +77
Lean Hogs(CME)
Oct03 030904 56.000 56.100 55.325 56.075 +0.300 5,842 23,128 -179
Dec03 030904 55.250 55.250 54.550 54.950 -0.150 3,900 12,071 +1,130
Feb04 030904 56.650 56.850 56.300 56.825 +0.250 834 4,166 +315
Apr04 030904 58.950 59.150 58.700 59.075 -0.125 144 1,571 +49
May04 030904 62.400 62.450 62.400 62.450 -0.050 56 354 +19
Jun04 030904 64.650 64.950 64.600 64.800 +0.025 52 589 +15
Jul04 030904 62.200 62.300 62.050 62.100 -0.100 27 236 +4
Aug04 030904 59.600 59.600 59.600 59.600 -0.150 3 81 +2
Total Volume and Open Interest 10,861 42,228 +1,357
Pork Bellies(CME)
Feb04 030904 83.250 84.300 83.150 84.150 +1.250 341 1,567 -42
Mar04 030904 83.100 83.150 83.100 83.150 +0.650 2 30 +1
May04 030904 84.400 84.400 84.400 84.400 +0.650 0 16 +0
Jul04 030904 86.400 86.400 86.400 86.400 +0.650 0 26 +0
Total Volume and Open Interest 343 1,639 -41
BFP Milk Class III(CME)
Aug03 030829 13.78 13.80 13.78 13.80 +0.03 4 5,086 -1
Sep03 030904 14.15 14.20 14.13 14.20 +0.02 37 6,042 +8
Oct03 030904 13.90 13.95 13.90 13.92 +0.02 90 5,249 +35
Nov03 030904 12.52 12.69 12.52 12.66 +0.14 91 3,929 +69
Dec03 030904 11.98 12.17 11.98 12.15 +0.15 55 3,163 +17
Total Volume and Open Interest 485 23,791 +195
Cocoa(NYBOT)
Sep03 030904 1730 1778 1730 1774 +45 131 333 -211
Dec03 030904 1668 1714 1668 1704 +41 5,213 32,431 -367
Mar04 030904 1643 1680 1643 1675 +40 1,473 17,926 +363
May04 030904 1655 1678 1655 1678 +41 365 6,950 -45
Jul04 030904 1683 1683 1683 1683 +41 8 4,171 +1
Sep04 030904 1677 1689 1677 1689 +41 278 5,379 +177
Dec04 030904 1696 1696 1696 1696 +41 11 5,810 +0
Total Volume and Open Interest 7,479 77,538 -82
Coffee "C"(NYBOT)
Sep03 030904 61.80 63.15 61.60 63.15 +1.40 116 400 -190
Dec03 030904 63.60 65.00 63.40 64.95 +1.60 4,551 50,599 -286
Mar04 030904 66.40 67.60 66.10 67.50 +1.55 607 8,425 +156
May04 030904 67.80 69.25 67.70 69.05 +1.50 180 2,756 -64
Jul04 030904 69.50 70.55 69.50 70.55 +1.40 71 1,173 +34
Sep04 030904 71.10 72.35 71.10 72.05 +1.35 32 3,534 +2
Total Volume and Open Interest 5,696 69,432 -332
Orange Juice(NYBOT)
Sep03 030904 78.75 79.30 78.75 79.25 +0.50 233 1,063 -258
Nov03 030904 77.20 77.90 77.20 77.70 +0.20 1,021 17,424 -83
Jan04 030904 79.20 79.80 79.10 79.55 +0.25 114 3,213 +55
Mar04 030904 81.30 81.75 81.30 81.75 +0.25 85 2,032 +10
May04 030904 83.50 83.50 83.25 83.25 +0.10 36 1,692 +35
Total Volume and Open Interest 1,489 25,652 -241
Sugar #11(NYBOT)
Oct03 030904 6.20 6.23 5.90 5.97 -0.16 25,445 90,438 -2,705
Mar04 030904 6.42 6.45 6.15 6.22 -0.13 17,082 49,394 +2,196
May04 030904 6.45 6.45 6.20 6.24 -0.12 4,021 19,926 +1,033
Jul04 030904 6.34 6.34 6.10 6.14 -0.09 6,877 18,905 +1,389
Oct04 030904 6.35 6.37 6.23 6.24 -0.03 2,147 13,868 +1,535
Total Volume and Open Interest 55,954 197,530 +3,505
London Cocoa(LCE)
Sep03 030904 1052 1083 1052 1083 +20 1,658 22,042 -981
Dec03 030904 1085 1110 1075 1110 +21 5,265 60,020 +1,800
Mar04 030904 1104 1133 1098 1133 +21 1,026 29,359 +291
May04 030904 1120 1148 1115 1148 +21 351 18,770 -205
Jul04 030904 1135 1162 1135 1162 +20 835 13,200 +420
Sep04 030904 1158 1169 1158 1169 +20 444 9,958 +89
Dec04 030904 1167 1178 1166 1178 +21 0 7,037 +0
Total Volume and Open Interest 9,929 167,098 +1,449
London Coffee(LCE)
Sep03 030904 728.00 743.00 728.00 740.00 +13.00 193 16,325 -144
Nov03 030904 746.00 769.00 743.00 759.00 +13.00 1,544 51,730 -250
Jan04 030904 758.00 780.00 757.00 771.00 +14.00 284 17,549 +56
Mar04 030904 775.00 790.00 772.00 782.00 +12.00 34 10,850 -2
May04 030904 803.00 803.00 796.00 796.00 +13.00 54 9,617 +50
Jul04 030904 809.00 809.00 809.00 809.00 +13.00 0 2,301 +0
Total Volume and Open Interest 2,109 113,401 -290
London Sugar(LCE)
Oct03 030904 190.30 191.30 186.20 187.50 -2.30 3,320 13,948 -1,496
Dec03 030904 190.50 192.20 187.50 189.00 -1.70 1,289 11,316 +455
Mar04 030904 193.50 193.50 189.00 190.50 -2.00 226 6,820 +21
May04 030904 193.10 193.40 190.00 191.00 -1.70 30 2,699 +5
Aug04 030904 194.00 194.00 191.00 191.00 -2.20 6 2,852 +0
Total Volume and Open Interest 4,916 40,556 -1,015
Cotton(NYBOT)
Oct03 030904 57.45 58.30 57.45 57.92 +0.33 379 3,017 -108
Dec03 030904 59.40 60.18 59.35 59.78 +0.26 5,325 43,522 -1,851
Mar04 030904 62.00 62.65 62.00 62.30 +0.35 1,126 10,075 +21
May04 030904 63.00 63.55 63.00 63.20 +0.20 78 3,005 +30
Jul04 030904 64.00 64.30 64.00 64.27 +0.51 83 2,394 +32
Oct04 030904 64.33 64.33 64.33 64.33 +0.38 0 110 +0
Total Volume and Open Interest 6,991 62,795 -1,876
Lumber(CME)
Sep03 030904 337.0 356.0 334.6 356.0 +18.5 916 1,272 -255
Nov03 030904 327.0 336.3 324.6 336.3 +10.0 995 2,048 +210
Jan04 030904 311.0 325.8 311.0 325.7 +9.9 80 395 +21
Mar04 030904 314.9 321.9 314.9 321.9 +9.9 3 29 -1
Total Volume and Open Interest 2,001 3,767 -21
Crude Oil(NYM)
Oct03 030904 29.48 29.55 28.51 28.98 -0.51 93,340 161,144 -9,815
Nov03 030904 29.35 29.50 28.40 28.97 -0.49 37,084 72,528 -961
Dec03 030904 29.05 29.12 28.15 28.67 -0.46 22,061 77,602 +344
Jan04 030904 28.80 28.82 28.05 28.33 -0.45 7,244 26,795 -254
Feb04 030904 28.40 28.40 27.95 28.01 -0.41 1,960 14,132 +169
Mar04 030904 28.04 28.05 27.42 27.69 -0.37 1,177 16,497 -476
Apr04 030904 27.65 27.65 27.15 27.37 -0.33 514 17,110 -58
May04 030904 27.30 27.30 27.06 27.06 -0.29 170 9,862 +10
Jun04 030904 26.59 26.95 26.58 26.76 -0.25 2,689 19,593 -17
Jul04 030904 26.45 26.60 26.45 26.48 -0.20 945 8,015 +249
Total Volume and Open Interest 172,925 536,762 -10,566
Heating Oil(NYM)
Oct03 030904 77.20 78.00 75.00 76.52 -1.02 32,481 52,989 -3,322
Nov03 030904 78.60 79.30 76.30 77.76 -1.07 11,551 17,507 +1,081
Dec03 030904 79.30 80.50 77.30 78.76 -1.07 8,651 22,677 +81
Jan04 030904 80.30 80.80 78.20 79.41 -1.02 3,927 11,581 +652
Feb04 030904 79.80 80.20 77.50 78.86 -0.97 1,259 9,492 +273
Mar04 030904 77.50 78.00 75.90 76.66 -0.77 579 9,124 +196
Apr04 030904 74.80 75.20 74.00 74.26 -0.57 610 4,659 +230
May04 030904 72.10 73.25 71.30 71.86 -0.37 205 1,522 +12
Jun04 030904 71.00 71.20 70.40 70.56 -0.27 864 3,257 +38
Jul04 030904 70.70 71.00 70.00 70.21 -0.22 396 876 +83
Total Volume and Open Interest 60,865 137,126 -430
Unleaded Gas(NYM)
Oct03 030904 84.30 86.50 82.80 85.28 +1.19 30,030 55,419 -2,903
Nov03 030904 80.20 81.40 78.40 80.31 +0.20 7,410 13,091 +949
Dec03 030904 78.30 78.70 76.50 77.81 -0.35 2,159 8,553 -578
Jan04 030904 78.20 78.30 76.30 77.31 -0.55 544 5,054 -180
Feb04 030904 77.50 77.90 77.50 77.56 -0.55 0 776 +0
Mar04 030904 79.00 79.00 78.21 78.21 -0.55 119 1,201 +119
Apr04 030904 85.00 85.00 83.96 83.96 -0.55 546 2,131 +250
May04 030904 84.40 84.40 83.76 83.76 -0.65 0 418 +0
Total Volume and Open Interest 40,908 86,844 -2,243
Natural Gas(NYM)
Oct03 030904 4.700 4.860 4.590 4.810 +0.116 22,623 58,181 +414
Nov03 030904 4.960 5.090 4.860 5.046 +0.085 7,346 29,807 -1,088
Dec03 030904 5.230 5.340 5.150 5.294 +0.065 4,838 26,169 +884
Jan04 030904 5.410 5.495 5.300 5.462 +0.056 5,328 24,481 +682
Feb04 030904 5.360 5.440 5.320 5.412 +0.056 1,579 19,261 +448
Mar04 030904 5.270 5.350 5.200 5.312 +0.056 2,978 17,752 -971
Apr04 030904 4.830 4.885 4.800 4.872 +0.055 2,235 16,693 -289
May04 030904 4.755 4.795 4.700 4.782 +0.046 614 12,287 +5
Total Volume and Open Interest 49,659 339,188 +824
Brent Crude Oil(IPE)
Oct03 030904 27.70 27.87 26.81 27.31 -0.43 57,193 79,734 -407
Nov03 030904 27.40 27.62 26.60 27.23 -0.27 39,080 83,154 +5,724
Dec03 030904 27.27 27.35 26.40 26.99 -0.26 31,087 33,217 -32
Jan04 030904 26.95 27.02 26.27 26.69 -0.25 7,075 14,879 -207
Feb04 030904 26.67 26.67 25.99 26.40 -0.23 2,655 7,766 +175
Mar04 030904 26.40 26.40 25.71 26.11 -0.21 2,795 7,007 -1,270
Apr04 030904 25.54 25.83 25.54 25.83 -0.18 300 5,573 -250
May04 030904 25.56 25.56 25.56 25.56 -0.15 75 4,362 +0
Total Volume and Open Interest 152,291 298,946 +4,256
Gas Oil(IPE)
Sep03 030904 235.50 237.50 227.50 230.75 -4.75 15,120 25,206 -3,427
Oct03 030904 237.25 239.00 229.00 231.75 -5.25 15,574 44,613 +1,252
Nov03 030904 238.25 239.00 230.50 232.00 -5.75 4,687 19,877 -1,520
Dec03 030904 237.75 237.75 230.00 231.50 -5.75 4,946 24,660 -437
Jan04 030904 236.75 236.75 230.25 230.25 -5.75 1,962 10,635 +1,003
Feb04 030904 234.00 234.00 228.25 228.25 -5.25 200 3,888 +100
Mar04 030904 224.00 224.00 224.00 224.00 -4.50 0 3,472 -475
Apr04 030904 219.50 219.50 219.50 219.50 -4.00 200 5,059 +0
Total Volume and Open Interest 43,089 152,887 -3,204
US Dollar Index(NYBOT)
Sep03 030904 98.93 99.10 98.23 98.27 -0.54 914 9,930 -166
Dec03 030904 99.39 99.51 98.66 98.71 -0.53 276 2,617 +20
Mar04 030904 99.15 99.15 99.15 99.15 -0.52 0 16 +0
Total Volume and Open Interest 1,190 12,575 -146
Australian Dollar(CME)
Sep03 030904 63.70 64.20 63.64 64.03 +0.02 2,306 29,720 -962
Dec03 030904 63.20 63.65 63.00 63.45 +0.02 627 2,853 +455
Mar04 030904 62.87 62.87 62.87 62.87 +0.02 0 404 +0
Total Volume and Open Interest 2,933 33,066 -507
British Pound(CME)
Sep03 030904 156.96 158.18 156.96 158.02 +1.06 3,020 38,297 -1,776
Dec03 030904 156.02 157.20 155.96 157.04 +1.06 257 2,645 +281
Mar04 030904 156.06 156.06 156.06 156.06 +1.06 0 1 +0
Total Volume and Open Interest 3,277 40,943 -1,495
Canadian Dollar(CME)
Sep03 030904 72.19 72.94 72.19 72.79 +0.32 9,289 55,469 +1,581
Dec03 030904 71.89 72.63 71.89 72.49 +0.32 791 7,260 +466
Mar04 030904 72.00 72.28 72.00 72.23 +0.32 212 2,083 +21
Jun04 030904 72.00 72.00 71.95 71.97 +0.32 1 913 +0
Total Volume and Open Interest 10,306 66,376 +2,062
Japanese Yen(CME)
Sep03 030904 85.64 85.71 85.41 85.69 -0.53 8,348 130,739 -413
Dec03 030904 85.88 85.96 85.66 85.94 -0.53 2,678 40,543 +2,211
Mar04 030904 86.21 86.21 86.21 86.21 -0.53 0 50 +0
Total Volume and Open Interest 11,026 171,382 +1,798
Swiss Franc(CME)
Sep03 030904 70.36 71.13 70.33 71.03 +0.33 4,381 59,656 +13
Dec03 030904 70.49 71.27 70.49 71.18 +0.33 474 2,639 +58
Mar04 030904 71.32 71.32 71.32 71.32 +0.33 0 4 +0
Total Volume and Open Interest 4,855 62,410 +71
EuroFX(CME)
Sep03 030904 108.15 109.24 108.10 109.22 +0.84 8,967 100,677 -909
Dec03 030904 107.85 108.95 107.84 108.94 +0.84 1,214 6,047 +848
Mar04 030904 108.11 108.68 108.11 108.68 +0.84 67 299 +15
Total Volume and Open Interest 10,250 107,139 -34
Mexican Peso(CME)
Sep03 030904 9150.0 9230.0 9137.0 9215.0 +68.0 6,974 38,852 -1,328
Dec03 030904 9045.0 9120.0 9040.0 9115.0 +68.0 2,051 10,328 +2,559
Total Volume and Open Interest 9,025 49,717 +1,231
30-Year T-Bonds(CBOT)
Sep03 030904 105~25 106~19 105~24 106~08 +0~19 64,398 135,496 -32,366
Dec03 030904 104~09 105~05 104~09 104~27 +0~20 246,311 303,449 +23,529
Mar04 030904 103~16 103~16 103~16 103~16 +0~20 2 541 -8
Total Volume and Open Interest 310,711 439,651 -8,845
Municipal Bonds(CBOT)
Sep03 030904 99~20 100~00 99~18 99~26 +0~13 179 1,428 -59
Dec03 030904 98~11 98~30 98~11 98~18 +0~13 78 496 +66
Total Volume and Open Interest 257 1,924 +7
10-Year T-Notes(CBOT)
Sep03 030904 110~220 111~185 110~200 111~110 +0~245 155,709 267,330 -60,370
Dec03 030904 108~250 109~220 108~230 109~140 +0~255 558,677 679,803 +45,823
Total Volume and Open Interest 714,386 947,147 -14,547
5-Year T-Notes(CBOT)
Sep03 030904 111~040 111~150 111~015 111~140 +0~180 63,084 0 +0
Dec03 030904 109~145 109~275 109~115 109~255 +0~190 226,138 0 +0
Total Volume and Open Interest 289,222    
2 Year T-Notes(CBOT)
Sep03 030904 107~040 107~058 107~032 107~058 +0~030 40,720 55,307 -12,032
Dec03 030904 106~056 106~084 106~053 106~084 +0~038 29,687 104,748 +8,530
Total Volume and Open Interest 70,407 160,055 -3,502
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030904 98.842 98.848 98.842 98.842 +0.003 44,997 632,142 -4,613
Dec03 030904 98.735 98.775 98.735 98.755 +0.025 68,387 734,695 +5,623
Mar04 030904 98.465 98.555 98.465 98.520 +0.075 107,508 684,709 -6,819
Jun04 030904 98.040 98.160 98.035 98.120 +0.110 102,653 561,054 +6,622
Sep04 030904 97.555 97.670 97.545 97.665 +0.155 85,755 544,161 -8,885
Dec04 030904 97.060 97.180 97.050 97.170 +0.160 55,632 481,058 +5,345
Mar05 030904 96.600 96.720 96.595 96.710 +0.160 33,726 286,894 +4,346
Jun05 030904 96.215 96.305 96.190 96.300 +0.160 32,208 224,917 +4,043
Sep05 030904 95.855 95.945 95.840 95.940 +0.150 14,845 152,856 +79
Dec05 030904 95.540 95.625 95.540 95.625 +0.145 9,377 144,954 +121
Mar06 030904 95.280 95.365 95.280 95.360 +0.140 11,258 129,896 +3,037
Jun06 030904 95.035 95.120 95.020 95.105 +0.130 11,423 120,183 +3,275
Total Volume and Open Interest 627,620 5,250,659 +24,260
3-Mth Euro-Yen(CME)
Sep03 030904 99.92 99.92 99.91 99.91 unch 7 11,599 -174
Dec03 030904 99.87 99.87 99.87 99.87 -0.01 60 3,400 +14
Mar04 030904 99.81 99.81 99.81 99.81 +0.01 1,197 8,252 +1,218
Jun04 030904 99.78 99.78 99.78 99.78 +0.03 490 5,661 +24
Sep04 030904 99.68 99.68 99.68 99.68 +0.07 240 3,878 +2,018
Dec04 030904 99.54 99.54 99.54 99.54 +0.09 0 1,007 -25
Mar05 030904 99.37 99.37 99.37 99.37 +0.10 146 5,356 +253
Jun05 030904 99.27 99.27 99.27 99.27 +0.11 0 266 +0
Sep05 030904 99.09 99.09 99.09 99.09 +0.11 0 5,086 -50
Dec05 030904 99.04 99.04 99.04 99.04 +0.10 27 44 +21
Total Volume and Open Interest 2,167 46,761 +3,292
3-Mth Euro-Yen(SIMEX)
Sep03 030904 99.92 99.92 99.91 99.91 -0.01 5,992 53,857 +4,842
Dec03 030904 99.88 99.88 99.87 99.87 -0.01 1,992 45,299 -153
Mar04 030904 99.80 99.82 99.80 99.81 unch 12,793 66,970 +5,167
Jun04 030904 99.76 99.80 99.76 99.78 +0.02 8,217 49,368 +1,443
Sep04 030904 99.65 99.70 99.65 99.69 +0.04 5,794 24,010 +2,924
Dec04 030904 99.54 99.56 99.54 99.55 +0.02 4,845 23,828 +1,062
Mar05 030904 99.34 99.37 99.34 99.37 +0.01 2,979 13,437 +231
Jun05 030904 99.27 99.28 99.27 99.28 +0.01 1,993 9,179 -1,182
Total Volume and Open Interest 44,913 303,739 +14,332
German Euro-Bund(EUREX)
Sep03 030904 112.64 113.07 112.58 113.03 +0.44 1,031,617 494,110 -80,771
Dec03 030904 111.70 112.15 111.66 112.11 +0.44 243,899 406,946 +114,193
Mar04 030904 111.67 111.67 111.67 111.67 +0.23 6,571 0 +0
Total Volume and Open Interest 1,282,087 901,056 +33,422
German Euro-Bobl(EUREX)
Sep03 030904 110.22 110.57 110.20 110.53 +0.33 789,303 365,749 -89,482
Dec03 030904 109.25 109.58 109.24 109.54 +0.30 247,405 339,431 +112,808
Mar04 030904 109.38 109.38 109.38 109.38 +0.33 6,613 0 +0
Total Volume and Open Interest 1,043,321 705,180 +23,326
Long Gilt(LIFFE)
Sep03 030904 117~04 117~14 117~01 117~09 +0~06 12,217 17,026 -6,074
Dec03 030904 116~10 116~23 116~05 116~15 +0~06 28,081 128,630 +6,092
Total Volume and Open Interest 40,298 145,656 +18
3-Mth Short Sterling(LIFFE)
Sep03 030904 96.28 96.33 96.28 96.31 +0.03 29,982 0 +0
Dec03 030904 96.10 96.15 96.07 96.11 +0.01 28,997 0 +0
Mar04 030904 95.80 95.88 95.78 95.83 +0.03 25,539 0 +0
Total Volume and Open Interest 152,551    
3-Mth Euribor(LIFFE)
Sep03 030904 97.845 97.855 97.840 97.845 unch 24,579 503,870 -1,623
Dec03 030904 97.780 97.790 97.770 97.785 +0.015 79,359 557,900 -8,462
Mar04 030904 97.595 97.640 97.585 97.620 +0.040 114,049 485,511 +4,961
Total Volume and Open Interest 561,626 2,800,296 +1,391
3-Mth Aus T-Bills(SFE)
Sep03 030904 95.14 95.14 95.12 95.14 unch 10,086 126,983 +2,076
Dec03 030904 94.99 94.99 94.96 94.97 -0.03 28,913 186,877 +13,649
Mar04 030904 94.87 94.87 94.81 94.82 -0.04 8,431 46,164 +2,834
Jun04 030904 94.71 94.73 94.70 94.70 -0.04 2,067 25,406 -1,450
Sep04 030904 94.60 94.62 94.59 94.60 -0.02 664 17,532 +7
Dec04 030904 94.51 94.53 94.50 94.50 -0.04 107 13,646 +51
Mar05 030904 94.43 94.45 94.41 94.41 -0.04 643 12,584 +118
Jun05 030904 94.36 94.36 94.35 94.35 -0.04 500 6,020 +330
Sep05 030904 94.33 94.33 94.30 94.30 -0.03 0 1,659 +0
Dec05 030904 94.25 94.26 94.25 94.26 -0.01 0 1,090 +0
Total Volume and Open Interest 51,411 438,826 +17,615
10-Year Aus T-Bonds(SFE)
Sep03 030904 94.33 94.35 94.30 94.33 unch 5,141 177,547 -4,137
Dec03 030904 94.30 94.30 94.27 94.29 0.00 47 599 +552
Total Volume and Open Interest 17,780 181,731 +8,825
3-Year Aus T-Bonds(SFE)
Sep03 030904 94.72 94.74 94.70 94.72 -0.01 64,119 410,012 +41,684
Dec03 030904 94.65 94.65 94.65 94.65 -0.01 83 83 +83
Total Volume and Open Interest 64,202 410,095 +41,767
Gold(CMX)
Oct03 030904 370.4 373.5 369.8 373.0 -1.0 1,496 15,115 -198
Dec03 030904 371.5 374.9 370.7 374.0 -1.0 39,947 194,602 +552
Feb04 030904 374.2 374.8 372.7 374.8 -1.0 1,768 17,798 +1,657
Apr04 030904 373.0 376.2 373.0 375.6 -1.0 1,027 5,777 -13
Jun04 030904 374.5 376.5 373.3 376.5 -1.0 489 12,024 -29
Aug04 030904 377.5 377.5 377.5 377.5 -1.0 17 5,436 +0
Total Volume and Open Interest 45,494 277,104 +2,123
Silver(CMX)
Sep03 030904 502.0 505.0 501.0 501.6 -4.4 588 1,236 -289
Dec03 030904 503.5 506.5 502.0 503.5 -4.5 10,253 90,208 -697
Mar04 030904 505.0 507.5 503.5 504.7 -4.5 48 3,070 +7
May04 030904 505.7 505.7 505.7 505.7 -4.5 0 1,007 +0
Jul04 030904 506.7 506.7 506.7 506.7 -4.5 3 2,222 +0
Total Volume and Open Interest 10,952 102,357 -954
Platinum(NYM)
Oct03 030904 713.0 715.0 709.0 714.1 -0.5 439 8,792 -91
Jan04 030904 703.0 703.0 700.0 702.6 -0.5 140 420 +86
Apr04 030904 694.6 694.6 694.6 694.6 -0.5 0 1 +0
Total Volume and Open Interest 579 9,213 -5
Palladium(NYME)
Sep03 030904 204.50 206.55 200.00 206.55 +5.75 197 422 -71
Dec03 030904 202.00 208.80 200.00 208.15 +5.75 538 4,342 +161
Mar04 030904 199.00 208.65 199.00 208.65 +5.75 1 9 +0
Total Volume and Open Interest 737 4,799 +89
Copper(CMX)
Sep03 030904 82.05 82.45 81.35 81.35 -1.10 592 2,861 -257
Dec03 030904 82.70 83.15 82.00 82.05 -1.15 15,176 68,191 +6,279
Mar04 030904 82.90 83.20 82.20 82.20 -1.05 46 5,102 +14
May04 030904 83.00 83.00 82.30 82.30 -1.00 11 2,723 +0
Jul04 030904 82.35 82.35 82.35 82.35 -1.00 0 2,153 +0
Total Volume and Open Interest 16,358 90,898 +6,117
DJIA Index(CBOT)
Sep03 030904 9560 9610 9535 9589 +18 13,295 42,397 -76
Dec03 030904 9525 9575 9510 9555 +18 306 4,813 +99
Mar04 030904 9530 9530 9530 9530 +18 1 26 +1
Jun04 030904 9500 9500 9500 9500 +18      
Total Volume and Open Interest 13,602 47,236 +24
S & P 500(CME)
Sep03 030904 1024.70 1029.20 1021.80 1028.20 +1.10 83,932 497,958 -19,227
Dec03 030904 1023.00 1027.40 1020.50 1026.70 +1.10 30,230 134,085 +21,720
Mar04 030904 1021.50 1025.50 1021.50 1025.00 +1.00 609 2,541 +316
Jun04 030904 1024.50 1024.50 1024.50 1024.50 +1.00 1 281 -1
Total Volume and Open Interest 114,774 634,994 +2,810
S & P 500 E-Mini(Globex)
Sep03 030904 1027.00 1029.50 1021.25 1028.25 +1.25 761,140 518,038 +6,461
Dec03 030904 1025.00 1027.50 1019.50 1026.75 +1.25 4,139 9,094 +2,979
Total Volume and Open Interest 765,279 527,132 +9,440
NASDAQ 100(CME)
Sep03 030904 1361.50 1377.00 1356.00 1375.00 +13.50 12,015 83,928 +477
Dec03 030904 1362.00 1378.00 1362.00 1378.00 +13.50 1,231 4,089 +551
Mar04 030904 1381.00 1381.00 1381.00 1381.00 +13.50 1 0 -1
Total Volume and Open Interest 13,247 88,017 +1,027
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030904 1361.5 1376.5 1356.0 1375.0 +13.5 313,291 321,684 -4,463
Dec03 030904 1363.0 1379.5 1360.0 1378.0 +13.5 1,260 1,383 +173
Total Volume and Open Interest 314,551 323,067 -4,290
NYSE Composite(NYBOT)
Sep03 030904 543.50 544.50 543.00 544.50 unch 0 713 -10
Total Volume and Open Interest 0 713 -10
S & P Midcap 400(CME)
Sep03 030904 526.00 527.50 523.00 526.80 +0.50 461 13,189 -15
Dec03 030904 526.75 526.80 526.75 526.80 +0.40 1 3 +0
Mar04 030904 526.60 526.60 526.60 526.60 +0.40      
Total Volume and Open Interest 462 13,192 -15
Russell 2000(CME)
Sep03 030904 510.75 513.00 508.00 511.75 +1.25 2,499 22,499 -832
Dec03 030904 510.00 511.75 508.75 511.40 +1.20 1,034 962 +906
Mar04 030904 511.80 511.80 511.80 511.80 +1.20      
Total Volume and Open Interest 3,533 23,461 +74
Value Line(KCBT)
Sep03 030904 1376.00 1379.50 1376.00 1379.50 +4.50 2 14 +1
Total Volume and Open Interest 9 53 +6
Nikkei 225(CME)
Sep03 030904 10610 10715 10610 10690 -110 3,734 34,646 +1,249
Dec03 030904 10650 10710 10620 10675 -115 708 1,310 +477
Total Volume and Open Interest 4,442 35,957 +1,726
Nikkei 225(SIMEX)
Sep03 030904 10800 10805 10640 10650 -85 40,165 141,915 -2,332
Dec03 030904 10750 10750 10615 10615 -85 4,461 6,187 +4,730
Mar04 030904 10610 10610 10610 10610 -85      
Total Volume and Open Interest 44,626 148,102 +2,398
CAC 40(MATIF)
Sep03 030904 3416.0 3439.5 3415.0 3421.5 -10.0 42 1,671 +100
Oct03 030904 3426.5 3426.5 3426.5 3426.5 -10.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030904 3639.5 3678.0 3632.0 3673.5 +20.0 94,073 294,267 +692
Dec03 030904 3658.5 3696.0 3652.0 3692.0 +20.0 1,018 12,581 +58
Mar04 030904 3679.0 3712.0 3679.0 3712.0 +20.0 209 7,863 +185
Total Volume and Open Interest 95,300 314,711 +935
FT-SE 100(LIFFE)
Sep03 030904 4251.00 4271.00 4240.50 4251.50 -16.00 89,760 384,636 -3,887
Dec03 030904 4267.00 4285.00 4258.00 4267.50 -15.50 21,869 59,987 +13,615
Mar04 030904 4261.00 4261.00 4261.00 4261.00 -16.00 0 7,697 +0
Total Volume and Open Interest 111,629 456,992 +9,728
SPI 200(SFE)
Sep03 030904 3215.0 3236.0 3215.0 3226.0 +16.0 10,723 170,194 +3,417
Dec03 030904 3230.0 3242.0 3228.0 3232.0 +16.0 1,569 13,738 +1,299
Mar04 030904 3244.0 3244.0 3237.0 3238.0 +16.0 1 2,363 +0
Total Volume and Open Interest 12,295 188,324 +4,717
GSCI(CME)
Sep03 030904 233.05 233.05 230.00 231.60 -1.90 117 13,387 -13
Oct03 030904 230.10 232.10 229.55 232.10 -1.40 9 188 +1
Nov03 030904 232.10 232.10 232.10 232.10 -1.40      
Total Volume and Open Interest 126 13,575 -12
Bridge CRB Index(NYBOT)
Nov03 030904 241.30 241.75 240.50 241.60 -0.15 16 576 -5
Jan04 030904 240.75 240.85 240.75 240.85 -0.15 1 327 +0
Feb04 030904 238.60 238.60 238.60 238.60 -0.15 0 150 +0
Total Volume and Open Interest 18 1,054 -4
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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