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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 September 05, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030905 607.00 617.50 607.00 608.00 +2.25 2,367 2,389 -1,328
Nov03 030905 589.50 596.50 585.00 587.25 -1.00 31,533 134,069 +326
Jan04 030905 591.50 597.00 586.50 588.25 -1.50 2,531 22,050 +190
Mar04 030905 585.00 593.00 583.00 585.00 -0.50 1,453 19,675 +368
May04 030905 578.00 584.25 575.50 578.25 -0.50 1,133 24,365 +109
Jul04 030905 578.00 582.50 574.50 577.75 unch 595 6,509 +91
Aug04 030905 566.25 566.25 566.25 566.25 -1.75 3 232 +2
Total Volume and Open Interest 39,908 211,375 -238
Soybean Meal(CBOT)
Sep03 030905 205.50 209.00 204.80 205.80 +1.60 4,231 7,317 -1,205
Oct03 030905 187.00 189.00 185.70 186.40 +0.80 10,256 17,703 -133
Dec03 030905 184.20 185.80 182.70 183.70 +1.00 13,980 77,951 +1,783
Jan04 030905 183.30 184.70 182.00 182.50 +0.90 1,340 10,185 -96
Mar04 030905 181.80 183.70 181.00 181.90 +0.40 524 11,951 +95
May04 030905 180.00 181.20 179.00 179.80 +0.90 962 11,953 -27
Jul04 030905 179.00 181.30 178.80 179.80 +0.80 143 6,176 +6
Aug04 030905 176.00 178.00 175.50 175.50 +0.50 130 1,589 -36
Total Volume and Open Interest 31,718 148,766 +401
Soybean Oil(CBOT)
Sep03 030905 20.85 20.95 20.59 20.62 -0.25 2,646 2,141 -593
Oct03 030905 20.90 20.97 20.57 20.61 -0.29 8,553 29,556 -120
Dec03 030905 20.95 21.02 20.60 20.67 -0.26 17,888 56,547 -552
Jan04 030905 20.93 20.97 20.65 20.66 -0.26 715 9,922 +149
Mar04 030905 20.80 20.88 20.50 20.62 -0.26 482 12,416 +95
May04 030905 20.62 20.70 20.35 20.44 -0.23 423 11,467 +187
Jul04 030905 20.55 20.65 20.26 20.26 -0.25 160 7,058 -45
Aug04 030905 20.45 20.60 20.11 20.11 -0.30 85 874 +27
Total Volume and Open Interest 31,102 133,058 -812
Canola(WCE)
Sep03 030905 335.5 335.5 335.5 335.5 -4.9 135 6 -135
Nov03 030905 345.0 345.9 338.8 341.0 -6.0 2,289 36,032 -538
Jan04 030905 349.6 349.7 343.8 345.9 -6.1 962 2,689 +535
Mar04 030905 349.2 350.0 349.2 350.0 -6.5 0 342 -4
May04 030905 357.0 357.0 352.1 352.1 -8.8 0 17 +0
Total Volume and Open Interest 3,481 43,209 -142
Corn(CBOT)
Sep03 030905 242.50 242.75 236.75 237.75 -4.75 10,630 9,633 -4,956
Dec03 030905 246.75 246.75 242.50 243.00 -4.00 58,812 244,081 +656
Mar04 030905 251.25 252.00 248.00 248.75 -3.25 7,496 54,800 +933
May04 030905 253.25 254.00 250.75 251.25 -2.75 1,013 15,024 +41
Jul04 030905 254.50 255.50 252.25 253.00 -1.75 1,442 14,899 +258
Sep04 030905 247.75 248.00 246.50 247.25 -0.75 515 2,588 +403
Total Volume and Open Interest 80,854 351,046 -2,491
Wheat(CBOT)
Sep03 030905 352.00 352.00 344.50 345.00 -9.00 1,486 1,131 -639
Dec03 030905 363.00 365.00 358.00 359.00 -8.75 18,614 91,740 -2,114
Mar04 030905 373.00 373.50 366.75 367.50 -8.75 3,257 17,679 +591
May04 030905 360.00 360.00 353.00 353.50 -7.50 56 751 +14
Jul04 030905 334.00 335.50 328.00 329.00 -7.00 228 2,565 -7
Total Volume and Open Interest 23,649 113,973 -2,148
Wheat(KCBT)
Sep03 030905 355.00 355.00 344.50 344.75 -10.25 87 393 -497
Dec03 030905 364.50 364.75 354.50 357.50 -8.25 6,572 54,139 -1,000
Mar04 030905 370.50 371.00 362.50 362.50 -9.50 1,474 8,432 +387
May04 030905 361.00 361.00 350.50 350.50 -9.50 114 1,097 +51
Jul04 030905 338.00 338.00 331.00 331.75 -7.25 182 1,553 +26
Total Volume and Open Interest 8,429 65,635 -1,033
Wheat(MGE)
Sep03 030905 356.50 356.50 350.00 350.00 -8.50 94 75 -463
Dec03 030905 368.50 368.50 361.00 361.50 -7.75 4,680 21,141 +410
Mar04 030905 375.00 375.00 368.50 368.75 -8.25 866 4,121 +309
May04 030905 374.00 374.00 368.00 368.00 -11.00 51 172 +40
Jul04 030905 361.00 361.00 361.00 361.00 -2.00 0 97 +0
Total Volume and Open Interest 5,691 25,762 +296
Oats(CBOT)
Sep03 030905 148.00 149.50 146.00 149.50 +3.75 55 79 -30
Dec03 030905 149.75 153.00 149.50 152.75 +3.75 1,296 5,474 +260
Mar04 030905 153.75 156.75 153.75 156.50 +4.25 30 413 -11
May04 030905 161.00 161.00 161.00 161.00 +5.25 1 41 +0
Total Volume and Open Interest 1,382 6,010 +219
Rough Rice(CBOT)
Sep03 030905 7.38 7.40 7.30 7.30 -0.05 70 158 -34
Nov03 030905 7.48 7.54 7.38 7.39 -0.07 399 5,334 +12
Jan04 030905 7.64 7.66 7.55 7.55 -0.06 26 770 +13
Mar04 030905 7.82 7.82 7.72 7.72 -0.05 64 433 +57
Total Volume and Open Interest 559 7,214 +48
Live Cattle(CME)
Oct03 030905 84.950 85.175 83.900 85.025 +0.125 10,113 54,546 -1,224
Dec03 030905 82.750 83.000 81.700 82.900 +0.125 5,834 36,683 +335
Feb04 030905 81.000 81.050 80.100 80.900 -0.025 2,470 19,499 +101
Apr04 030905 78.550 78.875 78.100 78.725 +0.100 1,205 12,683 +472
Jun04 030905 73.450 73.450 72.750 73.375 -0.075 234 3,169 +127
Aug04 030905 72.975 73.000 72.550 72.550 unch 0 130 +0
Total Volume and Open Interest 20,003 127,221 -292
Feeder Cattle(CME)
Sep03 030905 97.050 97.200 96.550 97.150 -0.025 466 2,817 -237
Oct03 030905 95.050 95.550 94.500 95.400 +0.175 1,392 9,843 -225
Nov03 030905 93.650 94.250 93.200 94.150 +0.175 956 5,741 +68
Jan04 030905 89.650 90.200 89.200 90.075 +0.150 291 2,446 +57
Mar04 030905 87.900 88.100 87.450 88.000 -0.150 126 469 +10
Apr04 030905 87.000 87.150 87.000 87.150 -0.250 22 297 +1
May04 030905 86.700 87.200 86.525 87.200 -0.200 33 257 +11
Total Volume and Open Interest 3,286 21,870 -315
Lean Hogs(CME)
Oct03 030905 56.400 57.950 56.150 57.800 +1.725 4,723 22,944 -184
Dec03 030905 55.150 56.800 55.025 56.750 +1.800 2,680 12,923 +852
Feb04 030905 56.825 58.175 56.750 58.125 +1.300 591 4,345 +179
Apr04 030905 59.000 60.200 59.000 60.150 +1.075 98 1,620 +49
May04 030905 62.400 63.900 62.400 63.850 +1.400 9 347 -7
Jun04 030905 64.950 66.200 64.875 66.075 +1.275 71 612 +23
Jul04 030905 62.250 63.300 62.250 63.100 +1.000 12 240 +4
Aug04 030905 60.000 60.700 60.000 60.700 +1.100 0 81 +0
Total Volume and Open Interest 8,184 43,144 +916
Pork Bellies(CME)
Feb04 030905 84.600 87.150 84.600 87.150 +3.000 235 1,610 +43
Mar04 030905 84.250 86.150 84.250 86.150 +3.000 2 31 +1
May04 030905 87.400 87.400 87.400 87.400 +3.000 0 16 +0
Jul04 030905 89.400 89.400 89.400 89.400 +3.000 0 26 +0
Total Volume and Open Interest 237 1,683 +44
BFP Milk Class III(CME)
Sep03 030905 14.20 14.22 14.18 14.18 -0.02 22 6,049 +7
Oct03 030905 13.94 13.96 13.89 13.94 +0.02 25 5,258 +9
Nov03 030905 12.69 12.72 12.66 12.72 +0.06 70 3,973 +44
Dec03 030905 12.15 12.15 12.10 12.15 unch 62 3,197 +34
Jan04 030905 11.95 11.98 11.95 11.98 +0.03 80 1,170 +33
Total Volume and Open Interest 545 24,017 +226
Cocoa(NYBOT)
Sep03 030905 1779 1779 1765 1770 -4 22 300 -33
Dec03 030905 1715 1719 1685 1700 -4 5,050 32,893 +462
Mar04 030905 1690 1692 1657 1673 -2 1,462 18,649 +723
May04 030905 1662 1676 1662 1676 -2 151 6,966 +16
Jul04 030905 1673 1681 1673 1681 -2 0 4,171 +0
Sep04 030905 1672 1687 1670 1686 -3 75 5,394 +15
Dec04 030905 1685 1693 1685 1693 -3 100 5,910 +100
Total Volume and Open Interest 6,891 78,845 +1,307
Coffee "C"(NYBOT)
Sep03 030905 63.25 64.55 63.25 64.55 +1.40 242 413 +13
Dec03 030905 65.40 66.40 65.30 66.35 +1.40 10,627 50,083 -516
Mar04 030905 67.90 69.00 67.80 68.95 +1.45 1,527 8,525 +100
May04 030905 69.50 70.50 69.45 70.50 +1.45 212 2,725 -31
Jul04 030905 71.00 72.00 70.95 72.00 +1.45 115 1,257 +84
Sep04 030905 72.50 73.80 72.50 73.50 +1.45 15 3,536 +2
Total Volume and Open Interest 12,843 69,122 -310
Orange Juice(NYBOT)
Sep03 030905 79.35 82.10 79.35 80.65 +1.40 170 947 -116
Nov03 030905 77.70 79.50 77.70 79.10 +1.40 531 17,596 +172
Jan04 030905 79.80 81.10 79.55 81.10 +1.55 152 3,210 -3
Mar04 030905 81.90 83.10 81.90 83.10 +1.35 35 2,047 +15
May04 030905 84.90 84.90 84.55 84.55 +1.30 5 1,697 +5
Total Volume and Open Interest 893 25,725 +73
Sugar #11(NYBOT)
Oct03 030905 5.94 6.05 5.92 6.05 +0.08 34,777 87,328 -3,110
Mar04 030905 6.21 6.32 6.21 6.31 +0.09 19,494 55,251 +5,857
May04 030905 6.25 6.37 6.24 6.35 +0.11 1,798 20,232 +306
Jul04 030905 6.17 6.25 6.17 6.25 +0.11 3,159 18,207 -698
Oct04 030905 6.26 6.35 6.26 6.35 +0.11 1,328 14,985 +1,117
Total Volume and Open Interest 61,145 201,175 +3,645
London Cocoa(LCE)
Sep03 030905 1084 1091 1070 1073 -10 1,808 20,922 -1,120
Dec03 030905 1111 1119 1096 1100 -10 2,143 60,398 +378
Mar04 030905 1136 1143 1120 1123 -10 660 29,282 -77
May04 030905 1148 1158 1138 1138 -10 369 18,718 -52
Jul04 030905 1159 1173 1150 1153 -9 165 13,072 -128
Sep04 030905 1172 1176 1160 1160 -9 2 9,956 -2
Dec04 030905 1164 1168 1164 1168 -10 28 7,053 +16
Total Volume and Open Interest 5,238 166,149 -949
London Coffee(LCE)
Sep03 030905 742.00 763.00 742.00 762.00 +22.00 15,758 954 -15,371
Nov03 030905 760.00 788.00 760.00 785.00 +26.00 5,879 52,570 +840
Jan04 030905 775.00 800.00 774.00 797.00 +26.00 865 17,758 +209
Mar04 030905 790.00 811.00 790.00 808.00 +26.00 301 10,884 +34
May04 030905 803.00 822.00 803.00 822.00 +26.00 7 9,624 +7
Jul04 030905 814.00 835.00 814.00 835.00 +26.00 0 2,301 +0
Total Volume and Open Interest 22,810 99,120 -14,281
London Sugar(LCE)
Oct03 030905 186.00 187.50 185.90 187.00 -0.50 4,386 12,623 -1,325
Dec03 030905 187.60 189.50 187.50 189.10 +0.10 2,560 12,163 +847
Mar04 030905 190.50 191.50 189.50 191.00 +0.50 353 6,841 +21
May04 030905 190.50 191.50 190.50 191.50 +0.50 57 2,716 +17
Aug04 030905 191.10 191.50 191.10 191.50 +0.50 84 2,895 +43
Total Volume and Open Interest 7,741 40,174 -382
Cotton(NYBOT)
Oct03 030905 57.96 58.25 57.75 58.25 +0.33 916 3,038 +21
Dec03 030905 59.78 60.00 59.41 60.00 +0.22 11,896 44,304 +782
Mar04 030905 62.00 62.45 61.90 62.42 +0.12 2,580 10,397 +322
May04 030905 63.07 63.40 63.05 63.40 +0.20 248 3,092 +87
Jul04 030905 64.00 64.35 64.00 64.35 +0.08 195 2,423 +29
Oct04 030905 64.35 64.35 64.35 64.35 +0.02 0 110 +0
Total Volume and Open Interest 15,885 64,071 +1,276
Lumber(CME)
Sep03 030905 360.0 366.7 354.5 356.9 +0.9 671 1,120 -152
Nov03 030905 340.0 346.0 331.0 332.3 -4.0 780 2,223 +175
Jan04 030905 326.4 329.4 317.5 319.0 -6.7 268 510 +115
Mar04 030905 321.0 323.0 317.5 319.8 -2.1 6 31 +2
Total Volume and Open Interest 1,725 3,907 +140
Crude Oil(NYM)
Oct03 030905 28.93 29.10 28.65 28.88 -0.10 111,967 150,624 -10,520
Nov03 030905 28.83 29.03 28.65 28.86 -0.11 56,014 71,608 -920
Dec03 030905 28.50 28.74 28.35 28.58 -0.09 32,194 75,205 -2,397
Jan04 030905 28.10 28.35 28.10 28.25 -0.08 10,718 27,293 +498
Feb04 030905 28.09 28.10 27.94 27.94 -0.07 2,783 14,145 +13
Mar04 030905 27.65 27.75 27.63 27.63 -0.06 3,306 17,151 +654
Apr04 030905 27.25 27.50 27.25 27.32 -0.05 1,420 17,089 -21
May04 030905 27.05 27.05 27.02 27.02 -0.04 1,313 9,945 +83
Jun04 030905 26.75 26.85 26.73 26.73 -0.03 3,870 20,123 +530
Jul04 030905 26.50 26.50 26.46 26.46 -0.02 817 8,048 +33
Total Volume and Open Interest 240,036 524,431 -12,331
Heating Oil(NYM)
Oct03 030905 76.30 77.00 75.60 75.99 -0.53 29,509 51,682 -1,307
Nov03 030905 77.20 78.05 76.80 77.30 -0.46 11,228 17,677 +170
Dec03 030905 78.10 79.00 78.00 78.25 -0.51 10,701 22,822 +145
Jan04 030905 78.60 79.80 78.50 78.90 -0.51 4,266 12,400 +819
Feb04 030905 78.20 79.25 78.00 78.35 -0.51 2,923 9,404 -88
Mar04 030905 76.10 77.20 76.10 76.20 -0.46 3,250 10,400 +1,276
Apr04 030905 73.75 74.80 73.75 73.90 -0.36 862 4,922 +263
May04 030905 72.25 72.30 71.55 71.55 -0.31 757 2,194 +672
Jun04 030905 70.80 71.10 70.30 70.30 -0.26 1,428 3,619 +362
Jul04 030905 70.75 70.75 69.95 69.95 -0.26 692 1,540 +664
Total Volume and Open Interest 66,442 140,673 +3,547
Unleaded Gas(NYM)
Oct03 030905 84.90 86.40 84.50 86.15 +0.87 36,564 51,760 -3,659
Nov03 030905 80.00 81.10 79.60 80.82 +0.51 15,127 16,244 +3,153
Dec03 030905 77.50 78.00 77.50 78.00 +0.19 2,945 8,189 -364
Jan04 030905 76.90 77.20 76.75 77.20 -0.11 1,018 4,697 -357
Feb04 030905 77.75 77.75 77.20 77.30 -0.26 34 780 +4
Mar04 030905 77.60 77.95 77.60 77.95 -0.26 154 1,206 +5
Apr04 030905 83.75 83.75 83.75 83.75 -0.21 252 2,198 +67
May04 030905 83.55 83.55 83.55 83.55 -0.21 2 419 +1
Total Volume and Open Interest 56,147 85,739 -1,105
Natural Gas(NYM)
Oct03 030905 4.780 4.830 4.760 4.771 -0.039 49,463 56,061 -2,120
Nov03 030905 5.000 5.050 4.995 5.023 -0.023 12,397 30,053 +246
Dec03 030905 5.250 5.290 5.245 5.275 -0.019 7,776 27,049 +880
Jan04 030905 5.435 5.460 5.420 5.447 -0.015 6,840 25,177 +696
Feb04 030905 5.390 5.410 5.375 5.395 -0.017 2,734 19,630 +369
Mar04 030905 5.290 5.310 5.270 5.295 -0.017 2,702 17,787 +35
Apr04 030905 4.870 4.870 4.850 4.863 -0.009 1,305 17,035 +342
May04 030905 4.790 4.795 4.760 4.775 -0.007 1,238 12,692 +405
Total Volume and Open Interest 90,117 341,921 +2,733
Brent Crude Oil(IPE)
Oct03 030905 27.20 27.45 26.95 27.21 -0.10 51,896 73,722 -6,012
Nov03 030905 26.93 27.20 26.77 26.95 -0.28 42,178 89,611 +6,457
Dec03 030905 26.74 26.90 26.55 26.72 -0.27 26,419 37,848 +4,631
Jan04 030905 26.33 26.60 26.32 26.44 -0.25 2,891 16,409 +1,530
Feb04 030905 26.07 26.16 26.07 26.16 -0.24 795 7,740 -26
Mar04 030905 25.77 26.02 25.76 25.89 -0.22 916 7,118 +111
Apr04 030905 25.85 25.85 25.62 25.62 -0.21 400 5,573 +0
May04 030905 25.45 25.45 25.30 25.37 -0.19 0 4,362 +0
Total Volume and Open Interest 135,770 306,941 +7,995
Gas Oil(IPE)
Sep03 030905 231.50 232.25 229.00 230.50 -0.25 14,174 21,360 -3,846
Oct03 030905 233.00 234.00 230.75 232.00 +0.25 16,037 44,975 +362
Nov03 030905 232.75 234.00 231.75 232.50 +0.50 7,213 20,536 +659
Dec03 030905 232.50 233.50 231.50 231.50 unch 3,685 25,130 +470
Jan04 030905 231.25 232.25 230.25 230.25 unch 1,200 10,694 +59
Feb04 030905 230.00 231.25 228.25 228.25 unch 400 3,763 -125
Mar04 030905 227.00 227.00 224.50 224.50 +0.50 0 3,472 +0
Apr04 030905 219.75 219.75 219.75 219.75 +0.25 0 5,059 +0
Total Volume and Open Interest 44,759 150,781 -2,106
US Dollar Index(NYBOT)
Sep03 030905 98.25 98.33 97.07 97.13 -1.14 1,053 9,536 -394
Dec03 030905 98.70 98.78 97.50 97.56 -1.15 735 2,980 +363
Mar04 030905 98.50 98.50 97.99 97.99 -1.16 0 16 +0
Total Volume and Open Interest 1,788 12,544 -31
Australian Dollar(CME)
Sep03 030905 64.22 64.85 64.18 64.71 +0.68 4,647 26,653 -3,067
Dec03 030905 63.60 64.27 63.60 64.12 +0.67 2,608 5,575 +2,722
Mar04 030905 63.53 63.53 63.53 63.53 +0.66 35 415 +11
Total Volume and Open Interest 7,290 32,732 -334
British Pound(CME)
Sep03 030905 157.80 159.04 157.66 158.80 +0.78 5,003 38,641 +344
Dec03 030905 156.80 158.04 156.74 157.80 +0.76 2,734 5,336 +2,691
Mar04 030905 156.80 156.80 156.80 156.80 +0.74 0 1 +0
Total Volume and Open Interest 7,737 43,978 +3,035
Canadian Dollar(CME)
Sep03 030905 72.81 73.25 72.78 72.96 +0.17 13,378 53,359 -2,110
Dec03 030905 72.53 72.95 72.48 72.66 +0.17 4,914 11,087 +3,827
Mar04 030905 72.23 72.47 72.23 72.40 +0.17 92 2,154 +71
Jun04 030905 72.00 72.32 72.00 72.14 +0.17 12 914 +1
Total Volume and Open Interest 18,434 68,166 +1,790
Japanese Yen(CME)
Sep03 030905 85.63 85.94 85.37 85.62 -0.07 10,871 127,449 -3,290
Dec03 030905 85.90 86.09 85.63 85.87 -0.07 3,887 43,711 +3,168
Mar04 030905 86.14 86.14 86.14 86.14 -0.07 0 50 +0
Total Volume and Open Interest 14,758 171,260 -122
Swiss Franc(CME)
Sep03 030905 70.92 72.35 70.82 72.28 +1.25 6,676 57,192 -2,464
Dec03 030905 71.06 72.48 71.01 72.43 +1.25 3,070 5,440 +2,801
Mar04 030905 72.57 72.57 72.57 72.57 +1.25 0 4 +0
Total Volume and Open Interest 9,746 62,747 +337
EuroFX(CME)
Sep03 030905 109.23 111.10 109.16 111.03 +1.81 10,242 100,347 -330
Dec03 030905 108.94 110.77 108.80 110.74 +1.80 2,730 6,958 +911
Mar04 030905 109.55 110.48 109.55 110.48 +1.80 75 344 +45
Total Volume and Open Interest 13,078 107,776 +637
Mexican Peso(CME)
Sep03 030905 9200.0 9213.0 9150.0 9178.0 -37.0 6,286 37,206 -1,646
Dec03 030905 9095.0 9110.0 9050.0 9075.0 -40.0 1,822 11,287 +959
Total Volume and Open Interest 8,108 49,030 -687
30-Year T-Bonds(CBOT)
Sep03 030905 106~12 108~15 106~08 108~04 +1~28 132,479 88,011 -47,485
Dec03 030905 105~00 107~02 104~25 106~22 +1~27 375,686 329,704 +26,255
Mar04 030905 104~02 105~15 104~02 105~11 +1~27 3,341 3,880 +3,339
Total Volume and Open Interest 511,506 421,760 -17,891
Municipal Bonds(CBOT)
Sep03 030905 100~05 101~04 100~05 100~31 +1~05 281 1,365 -63
Dec03 030905 98~30 101~00 98~30 99~23 +1~05 182 547 +51
Total Volume and Open Interest 463 1,912 -12
10-Year T-Notes(CBOT)
Sep03 030905 111~110 112~305 111~110 112~260 +1~150 176,101 187,598 -79,732
Dec03 030905 109~150 111~035 109~125 110~305 +1~165 769,948 719,157 +39,354
Total Volume and Open Interest 946,173 906,868 -40,279
5-Year T-Notes(CBOT)
Sep03 030905 111~190 112~160 111~185 112~160 +1~020 55,830 0 +0
Dec03 030905 110~005 110~300 109~305 110~295 +1~040 291,733 0 +0
Total Volume and Open Interest 347,563    
2 Year T-Notes(CBOT)
Sep03 030905 107~067 107~104 107~064 107~104 +0~046 18,819 50,143 -5,164
Dec03 030905 106~092 107~014 106~088 107~013 +0~057 14,050 110,775 +6,027
Total Volume and Open Interest 32,869 160,918 +863
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030905 98.845 98.860 98.845 98.857 +0.015 70,791 624,554 -7,588
Dec03 030905 98.770 98.815 98.755 98.810 +0.055 123,073 737,809 +3,114
Mar04 030905 98.545 98.685 98.535 98.680 +0.160 176,218 685,735 +1,026
Jun04 030905 98.155 98.390 98.145 98.385 +0.265 202,434 564,494 +3,440
Sep04 030905 97.700 97.995 97.690 97.990 +0.325 133,371 539,165 -4,996
Dec04 030905 97.210 97.530 97.195 97.525 +0.355 78,569 485,074 +4,016
Mar05 030905 96.760 97.065 96.750 97.055 +0.345 40,518 291,392 +4,498
Jun05 030905 96.330 96.650 96.330 96.645 +0.345 33,938 225,871 +954
Sep05 030905 95.970 96.310 95.970 96.295 +0.355 15,822 152,481 -375
Dec05 030905 95.650 95.975 95.650 95.960 +0.335 11,446 143,858 -1,096
Mar06 030905 95.395 95.685 95.395 95.680 +0.320 10,942 128,769 -1,127
Jun06 030905 95.135 95.405 95.130 95.405 +0.300 10,562 119,804 -379
Total Volume and Open Interest 958,574 5,258,059 +7,400
3-Mth Euro-Yen(CME)
Sep03 030905 99.91 99.91 99.91 99.91 unch 3 11,603 +4
Dec03 030905 99.88 99.88 99.88 99.88 +0.01 301 2,981 -419
Mar04 030905 99.82 99.82 99.82 99.82 +0.01 31 8,301 +49
Jun04 030905 99.80 99.81 99.80 99.81 +0.03 445 6,278 +617
Sep04 030905 99.73 99.74 99.73 99.73 +0.05 11 4,804 +926
Dec04 030905 99.61 99.63 99.61 99.63 +0.09 0 1,007 +0
Mar05 030905 99.46 99.46 99.46 99.46 +0.09 4 5,458 +102
Jun05 030905 99.38 99.38 99.38 99.38 +0.11 0 266 +0
Sep05 030905 99.19 99.19 99.19 99.19 +0.10 0 5,086 +0
Dec05 030905 99.05 99.05 99.05 99.05 +0.01 0 42 -2
Total Volume and Open Interest 795 48,038 +1,277
3-Mth Euro-Yen(SIMEX)
Sep03 030905 99.91 99.92 99.91 99.92 +0.01 393 53,922 +65
Dec03 030905 99.88 99.88 99.88 99.88 +0.01 3,441 41,716 -3,583
Mar04 030905 99.81 99.82 99.81 99.82 +0.01 8,511 68,619 +1,649
Jun04 030905 99.79 99.81 99.77 99.79 +0.01 15,540 55,774 +6,406
Sep04 030905 99.69 99.74 99.69 99.73 +0.04 4,406 24,768 +758
Dec04 030905 99.56 99.64 99.54 99.59 +0.04 1,707 24,566 +738
Mar05 030905 99.39 99.46 99.39 99.41 +0.04 102 13,496 +59
Jun05 030905 99.35 99.37 99.35 99.35 +0.07 521 9,219 +40
Total Volume and Open Interest 34,671 309,808 +6,069
German Euro-Bund(EUREX)
Sep03 030905 113.08 113.46 113.01 113.31 +0.28 1,251,711 334,369 -159,741
Dec03 030905 112.13 112.55 112.10 112.41 +0.30 419,595 528,420 +121,474
Mar04 030905 111.96 111.96 111.96 111.96 +0.29 3,819 0 +0
Total Volume and Open Interest 1,675,125 862,789 -38,267
German Euro-Bobl(EUREX)
Sep03 030905 110.63 111.01 110.58 110.92 +0.39 846,122 246,543 -119,206
Dec03 030905 109.61 110.01 109.58 109.92 +0.38 382,003 471,941 +132,510
Mar04 030905 109.76 109.76 109.76 109.76 +0.38 9,842 0 +0
Total Volume and Open Interest 1,237,967 718,484 +13,304
Long Gilt(LIFFE)
Sep03 030905 117~16 117~29 117~15 117~23 +0~14 6,684 14,875 -2,151
Dec03 030905 116~21 117~07 116~19 116~29 +0~14 29,726 130,046 +1,416
Total Volume and Open Interest 36,410 144,921 -735
3-Mth Short Sterling(LIFFE)
Sep03 030905 96.32 96.33 96.28 96.31 unch 59,001 0 +0
Dec03 030905 96.15 96.17 96.10 96.14 +0.03 63,176 0 +0
Mar04 030905 95.87 95.94 95.85 95.92 +0.09 41,172 0 +0
Total Volume and Open Interest 244,087    
3-Mth Euribor(LIFFE)
Sep03 030905 97.850 97.855 97.845 97.850 +0.005 127,677 500,746 -3,124
Dec03 030905 97.790 97.835 97.785 97.815 +0.030 88,510 561,273 +3,373
Mar04 030905 97.640 97.725 97.640 97.710 +0.090 97,164 489,103 +3,592
Total Volume and Open Interest 662,316 2,815,721 +15,425
3-Mth Aus T-Bills(SFE)
Sep03 030905 95.14 95.15 95.13 95.14 unch 10,786 113,295 -13,688
Dec03 030905 94.99 94.99 94.96 94.99 +0.02 26,605 193,647 +6,770
Mar04 030905 94.84 94.84 94.82 94.84 +0.02 5,812 46,978 +814
Jun04 030905 94.72 94.72 94.70 94.72 +0.02 1,856 25,555 +149
Sep04 030905 94.62 94.62 94.60 94.61 +0.01 1,075 17,909 +377
Dec04 030905 94.50 94.52 94.50 94.52 +0.02 326 13,713 +67
Mar05 030905 94.43 94.44 94.42 94.44 +0.03 935 13,119 +535
Jun05 030905 94.37 94.38 94.36 94.37 +0.02 330 6,330 +310
Sep05 030905 94.31 94.33 94.31 94.33 +0.03 67 1,696 +37
Dec05 030905 94.27 94.29 94.27 94.29 +0.03 10 1,090 +0
Total Volume and Open Interest 47,822 434,207 -4,619
10-Year Aus T-Bonds(SFE)
Sep03 030905 94.39 94.51 94.39 94.50 +0.17 7,872 179,000 +1,453
Dec03 030905 94.36 94.36 94.36 94.36 +0.07 453 718 +119
Total Volume and Open Interest 13,262 178,146 -3,585
3-Year Aus T-Bonds(SFE)
Sep03 030905 94.75 94.76 94.72 94.76 +0.04 32,749 394,301 -15,711
Dec03 030905 94.68 94.68 94.66 94.68 +0.03 1,371 1,454 +1,371
Total Volume and Open Interest 34,120 395,755 -14,340
Gold(CMX)
Oct03 030905 372.0 379.0 371.9 377.7 +4.7 942 15,042 -73
Dec03 030905 373.3 380.9 372.6 378.7 +4.7 31,045 194,280 -322
Feb04 030905 375.6 381.0 375.5 379.5 +4.7 826 17,926 +128
Apr04 030905 379.0 381.5 379.0 380.3 +4.7 479 6,052 +275
Jun04 030905 376.5 382.0 375.5 381.1 +4.6 83 11,995 -29
Aug04 030905 381.9 381.9 381.9 381.9 +4.4 0 5,436 +0
Total Volume and Open Interest 33,418 277,097 -7
Silver(CMX)
Sep03 030905 505.0 515.0 505.0 512.9 +11.3 163 1,096 -140
Dec03 030905 505.0 518.5 505.0 515.0 +11.5 4,265 89,680 -528
Mar04 030905 514.0 519.0 514.0 516.1 +11.4 21 3,075 +5
May04 030905 518.0 518.5 517.1 517.1 +11.4 0 1,007 +0
Jul04 030905 512.0 518.0 512.0 518.0 +11.3 1 2,221 -1
Total Volume and Open Interest 4,480 101,716 -641
Platinum(NYM)
Oct03 030905 714.0 715.5 712.5 714.7 +0.6 396 8,807 +15
Jan04 030905 703.0 705.0 703.0 704.7 +2.1 68 471 +51
Apr04 030905 696.7 696.7 696.7 696.7 +2.1 0 1 +0
Total Volume and Open Interest 464 9,279 +66
Palladium(NYME)
Sep03 030905 217.50 222.00 217.50 220.40 +13.85 24 422 +0
Dec03 030905 219.00 225.00 218.00 222.00 +13.85 284 4,299 -43
Mar04 030905 222.50 222.50 222.50 222.50 +13.85 3 9 +0
Total Volume and Open Interest 311 4,756 -43
Copper(CMX)
Sep03 030905 81.80 83.20 81.70 82.70 +1.35 1,043 2,900 +39
Dec03 030905 82.50 83.85 82.30 83.35 +1.30 8,631 69,116 +925
Mar04 030905 82.65 84.00 82.65 83.50 +1.30 105 4,941 -161
May04 030905 83.60 83.60 83.60 83.60 +1.30 11 2,723 +0
Jul04 030905 83.65 83.65 83.65 83.65 +1.30 4 2,157 +4
Total Volume and Open Interest 10,006 91,796 +898
DJIA Index(CBOT)
Sep03 030905 9565 9573 9455 9505 -84 10,446 42,315 -82
Dec03 030905 9530 9530 9425 9471 -84 685 5,026 +213
Mar04 030905 9446 9446 9446 9446 -84 0 26 +0
Jun04 030905 9416 9416 9416 9416 -84      
Total Volume and Open Interest 11,131 47,367 +131
S & P 500(CME)
Sep03 030905 1023.00 1029.50 1017.70 1022.30 -5.90 60,644 479,677 -18,281
Dec03 030905 1021.30 1027.20 1016.50 1020.70 -6.00 17,470 145,981 +11,896
Mar04 030905 1019.00 1019.00 1019.00 1019.00 -6.00 828 3,256 +715
Jun04 030905 1018.50 1018.50 1018.50 1018.50 -6.00 1 281 +0
Total Volume and Open Interest 78,949 629,330 -5,664
S & P 500 E-Mini(Globex)
Sep03 030905 1029.00 1029.75 1017.75 1022.25 -6.00 577,262 511,101 -6,937
Dec03 030905 1027.50 1027.75 1016.25 1020.75 -6.00 2,179 9,772 +678
Total Volume and Open Interest 579,441 520,873 -6,259
NASDAQ 100(CME)
Sep03 030905 1366.00 1381.50 1354.00 1366.00 -9.00 12,820 84,559 +631
Dec03 030905 1370.00 1382.00 1358.50 1369.00 -9.00 1,155 4,973 +884
Mar04 030905 1372.00 1372.00 1372.00 1372.00 -9.00      
Total Volume and Open Interest 13,975 89,532 +1,515
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030905 1380.0 1381.5 1354.0 1366.0 -9.0 279,110 332,350 +10,666
Dec03 030905 1382.0 1384.5 1356.5 1369.0 -9.0 748 1,495 +112
Total Volume and Open Interest 279,858 333,845 +10,778
NYSE Composite(NYBOT)
Sep03 030905 540.30 542.00 540.30 542.00 -2.50 40 687 -26
Total Volume and Open Interest 40 687 -26
S & P Midcap 400(CME)
Sep03 030905 524.75 528.00 522.00 524.00 -2.80 862 12,866 -323
Dec03 030905 524.25 524.25 524.00 524.00 -2.80 180 234 +231
Mar04 030905 523.80 523.80 523.80 523.80 -2.80      
Total Volume and Open Interest 1,042 13,100 -92
Russell 2000(CME)
Sep03 030905 510.00 515.20 506.50 508.75 -3.00 1,773 22,532 +33
Dec03 030905 508.50 508.50 508.00 508.45 -2.95 400 1,105 +143
Mar04 030905 508.80 508.80 508.80 508.80 -3.00      
Total Volume and Open Interest 2,173 23,637 +176
Value Line(KCBT)
Sep03 030905 1372.00 1372.00 1371.00 1371.00 -8.50 1 15 +1
Total Volume and Open Interest 2 54 +1
Nikkei 225(CME)
Sep03 030905 10635 10665 10540 10560 -130 3,300 33,369 -1,277
Dec03 030905 10640 10690 10545 10545 -130 1,302 2,288 +978
Total Volume and Open Interest 4,602 35,658 -299
Nikkei 225(SIMEX)
Sep03 030905 10720 10725 10590 10655 +5 25,690 138,134 -3,781
Dec03 030905 10700 10700 10570 10620 +5 6,717 12,326 +6,139
Mar04 030905 10615 10615 10615 10615 +5      
Total Volume and Open Interest 32,407 150,460 +2,358
CAC 40(MATIF)
Sep03 030905 3400.0 3404.5 3390.5 3402.0 -19.5 72 1,714 +43
Oct03 030905 3406.5 3406.5 3406.5 3406.5 -20.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030905 3672.0 3681.5 3601.5 3613.0 -60.5 77,889 293,295 -972
Dec03 030905 3696.0 3696.5 3625.0 3631.5 -60.5 848 12,709 +128
Mar04 030905 3713.0 3713.0 3646.0 3651.0 -61.0 107 7,859 -4
Total Volume and Open Interest 78,844 313,863 -848
FT-SE 100(LIFFE)
Sep03 030905 4255.00 4265.00 4228.50 4258.50 +7.00 73,225 380,405 -4,231
Dec03 030905 4270.00 4279.50 4248.50 4274.50 +7.00 16,786 67,615 +7,628
Mar04 030905 4268.00 4268.00 4268.00 4268.00 +7.00 0 7,697 +0
Total Volume and Open Interest 90,011 460,389 +3,397
SPI 200(SFE)
Sep03 030905 3225.0 3227.0 3205.0 3211.0 -15.0 11,492 170,471 +277
Dec03 030905 3227.0 3227.0 3214.0 3218.0 -14.0 1,769 14,952 +1,214
Mar04 030905 3229.0 3229.0 3221.0 3224.0 -14.0 210 2,491 +128
Total Volume and Open Interest 13,795 190,169 +1,845
GSCI(CME)
Sep03 030905 231.20 231.70 231.00 231.00 -0.60 578 13,403 +16
Oct03 030905 230.60 231.60 230.60 231.50 -0.60 89 255 +67
Nov03 030905 231.50 231.50 231.50 231.50 -0.60      
Total Volume and Open Interest 667 13,658 +83
Bridge CRB Index(NYBOT)
Nov03 030905 242.75 244.50 242.50 244.50 +2.90 80 539 -37
Jan04 030905 241.50 243.75 241.50 243.75 +2.90 3 328 +1
Feb04 030905 241.50 241.50 241.50 241.50 +2.90 0 150 +0
Total Volume and Open Interest 83 1,018 -36
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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