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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 08, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030908 611.00 612.00 603.25 605.25 -2.75 1,309 1,811 -578
Nov03 030908 592.00 593.75 585.75 590.00 +2.75 41,389 134,497 +428
Jan04 030908 593.00 595.00 588.50 592.25 +4.00 4,063 22,563 +513
Mar04 030908 591.00 591.00 586.00 590.25 +5.25 3,233 20,370 +695
May04 030908 581.00 582.50 578.75 581.50 +3.25 1,755 24,810 +445
Jul04 030908 580.50 581.75 578.00 581.75 +4.00 770 6,591 +82
Aug04 030908 570.00 571.00 570.00 570.00 +3.75 3 232 +0
Total Volume and Open Interest 52,808 213,055 +1,680
Soybean Meal(CBOT)
Sep03 030908 207.00 208.00 204.00 205.80 unch 4,880 5,833 -1,484
Oct03 030908 188.00 189.00 185.80 187.20 +0.80 9,489 18,238 +535
Dec03 030908 184.80 186.30 183.90 185.20 +1.50 13,826 77,960 +9
Jan04 030908 183.50 184.80 183.50 184.60 +2.10 982 9,957 -228
Mar04 030908 183.00 183.90 182.00 183.80 +1.90 2,306 12,844 +893
May04 030908 180.00 181.80 180.00 181.80 +2.00 1,833 12,138 +185
Jul04 030908 180.00 181.90 180.00 181.90 +2.10 748 6,157 -19
Aug04 030908 178.00 178.50 177.00 178.50 +3.00 112 1,517 -72
Total Volume and Open Interest 34,850 148,854 +88
Soybean Oil(CBOT)
Sep03 030908 20.70 20.74 20.39 20.52 -0.10 1,449 1,943 -198
Oct03 030908 20.70 20.79 20.40 20.58 -0.03 5,572 29,164 -392
Dec03 030908 20.82 20.85 20.42 20.60 -0.07 12,603 54,743 -1,804
Jan04 030908 20.60 20.64 20.42 20.58 -0.08 673 10,134 +212
Mar04 030908 20.78 20.78 20.40 20.58 -0.04 1,849 13,229 +813
May04 030908 20.45 20.45 20.25 20.45 +0.01 861 11,658 +191
Jul04 030908 20.37 20.37 20.30 20.30 +0.04 501 7,542 +484
Aug04 030908 20.30 20.30 20.21 20.21 +0.10 179 914 +40
Total Volume and Open Interest 23,803 132,520 -538
Canola(WCE)
Sep03 030908 335.5 335.5 335.5 335.5 unch 5 1 -5
Nov03 030908 343.0 343.2 340.5 341.3 +0.3 6,878 36,859 +827
Jan04 030908 345.7 346.0 345.5 346.0 +0.1 813 3,298 +609
Mar04 030908 350.7 350.7 350.7 350.7 +0.7 37 363 +21
May04 030908 352.1 352.1 352.1 352.1 unch 10 10 -7
Total Volume and Open Interest 7,779 44,690 +1,481
Corn(CBOT)
Sep03 030908 238.25 239.00 232.50 233.00 -4.75 6,872 6,895 -2,738
Dec03 030908 243.50 244.50 239.50 240.25 -2.75 52,049 248,383 +4,302
Mar04 030908 249.50 250.25 246.00 246.75 -2.00 6,946 56,003 +1,203
May04 030908 252.00 252.75 249.00 250.25 -1.00 2,101 15,975 +951
Jul04 030908 253.75 255.00 251.00 252.00 -1.00 2,932 15,775 +876
Sep04 030908 248.25 248.50 246.00 246.00 -1.25 55 2,588 +0
Total Volume and Open Interest 71,777 355,623 +4,577
Wheat(CBOT)
Sep03 030908 345.00 350.50 344.00 348.50 +3.50 687 753 -378
Dec03 030908 358.00 364.50 356.50 361.75 +2.75 28,688 88,887 -2,853
Mar04 030908 365.50 372.75 365.00 371.50 +4.00 2,060 17,790 +111
May04 030908 354.00 358.50 351.50 357.25 +3.75 198 802 +51
Jul04 030908 328.50 333.00 327.00 333.00 +4.00 511 2,607 +42
Total Volume and Open Interest 32,145 110,946 -3,027
Wheat(KCBT)
Sep03 030908 345.00 347.25 345.00 346.50 +1.75 164 392 -1
Dec03 030908 355.50 359.00 355.00 359.00 +1.50 9,654 53,755 -384
Mar04 030908 361.50 366.00 361.50 365.50 +3.00 1,235 8,810 +378
May04 030908 353.00 354.00 353.00 353.00 +2.50 258 1,183 +86
Jul04 030908 332.00 334.50 331.50 333.00 +1.25 465 1,672 +119
Total Volume and Open Interest 11,776 65,833 +198
Wheat(MGE)
Sep03 030908 349.00 351.00 349.00 351.00 +1.00 5 33 -42
Dec03 030908 361.00 364.50 360.00 363.75 +2.25 4,577 20,735 -406
Mar04 030908 367.50 372.00 367.50 371.50 +2.75 482 4,399 +278
May04 030908 371.00 371.50 371.00 371.50 +3.50 41 193 +21
Jul04 030908 360.00 362.00 360.00 362.00 +1.00 0 97 +0
Total Volume and Open Interest 5,106 25,612 -150
Oats(CBOT)
Sep03 030908 145.00 145.50 139.00 139.00 -10.50 22 75 -4
Dec03 030908 152.75 152.75 145.00 145.50 -7.25 2,877 5,998 +524
Mar04 030908 158.25 158.25 151.25 151.25 -5.25 31 418 +5
May04 030908 158.00 158.00 158.00 158.00 -3.00 1 39 -2
Total Volume and Open Interest 2,931 6,533 +523
Rough Rice(CBOT)
Sep03 030908 7.28 7.28 7.20 7.20 -0.10 3 143 -15
Nov03 030908 7.32 7.36 7.20 7.22 -0.17 458 5,406 +72
Jan04 030908 7.50 7.51 7.39 7.40 -0.15 113 788 +18
Mar04 030908 7.69 7.69 7.56 7.56 -0.16 32 436 +3
Total Volume and Open Interest 606 7,292 +78
Live Cattle(CME)
Oct03 030908 85.150 86.525 85.000 86.325 +1.300 9,191 53,995 -551
Dec03 030908 83.000 84.250 82.900 84.150 +1.250 5,378 37,631 +948
Feb04 030908 81.000 82.000 80.950 81.975 +1.075 2,695 20,233 +734
Apr04 030908 78.700 79.600 78.700 79.550 +0.825 856 12,981 +298
Jun04 030908 73.300 74.100 73.300 74.050 +0.675 627 3,303 +134
Aug04 030908 73.000 73.200 72.900 73.200 +0.650 71 159 +29
Total Volume and Open Interest 19,010 128,794 +1,573
Feeder Cattle(CME)
Sep03 030908 97.550 98.450 97.400 98.375 +1.225 349 2,737 -80
Oct03 030908 95.500 96.800 95.500 96.600 +1.200 1,159 9,699 -144
Nov03 030908 94.275 95.550 94.200 95.375 +1.225 857 5,935 +194
Jan04 030908 90.100 91.275 90.100 91.250 +1.175 259 2,524 +78
Mar04 030908 88.000 88.900 88.000 88.900 +0.900 27 483 +14
Apr04 030908 87.550 87.975 87.500 87.975 +0.825 5 297 +0
May04 030908 87.300 87.900 87.300 87.900 +0.700 11 260 +3
Total Volume and Open Interest 2,667 21,935 +65
Lean Hogs(CME)
Oct03 030908 58.300 59.100 57.900 58.825 +1.025 6,325 23,140 +196
Dec03 030908 56.850 57.700 56.600 57.475 +0.725 4,490 14,440 +1,517
Feb04 030908 58.200 58.700 57.750 58.525 +0.400 773 4,715 +370
Apr04 030908 60.150 60.400 59.700 60.325 +0.175 217 1,693 +73
May04 030908 63.750 63.750 63.000 63.500 -0.350 67 379 +32
Jun04 030908 65.700 66.050 65.350 65.875 -0.200 153 718 +106
Jul04 030908 63.000 63.100 62.350 62.700 -0.400 34 248 +8
Aug04 030908 60.500 60.500 60.100 60.100 -0.600 20 95 +14
Total Volume and Open Interest 12,089 45,460 +2,316
Pork Bellies(CME)
Feb04 030908 87.750 90.150 87.050 90.150 +3.000 559 1,763 +153
Mar04 030908 87.400 89.150 87.400 89.150 +3.000 6 30 -1
May04 030908 89.600 89.600 89.600 89.600 +2.200 0 16 +0
Jul04 030908 92.400 92.400 92.400 92.400 +3.000 0 26 +0
Total Volume and Open Interest 565 1,835 +152
BFP Milk Class III(CME)
Sep03 030908 14.18 14.20 14.18 14.20 +0.02 11 6,049 +0
Oct03 030908 13.90 13.94 13.90 13.94 unch 68 5,279 +21
Nov03 030908 12.74 12.75 12.70 12.75 +0.03 84 4,030 +57
Dec03 030908 12.13 12.17 12.13 12.17 +0.02 24 3,206 +9
Jan04 030908 11.98 12.00 11.98 12.00 +0.02 17 1,182 +12
Total Volume and Open Interest 370 24,192 +175
Cocoa(NYBOT)
Sep03 030908 1760 1777 1760 1766 -4 16 287 -13
Dec03 030908 1682 1706 1675 1696 -4 4,131 33,116 +223
Mar04 030908 1653 1679 1653 1669 -4 829 18,785 +136
May04 030908 1655 1677 1654 1672 -4 265 6,992 +26
Jul04 030908 1677 1677 1677 1677 -4 3 4,171 +0
Sep04 030908 1682 1682 1682 1682 -4 162 5,499 +105
Dec04 030908 1680 1689 1680 1689 -4 3 5,910 +0
Total Volume and Open Interest 5,428 79,322 +477
Coffee "C"(NYBOT)
Sep03 030908 64.50 68.50 64.50 68.50 +3.95 50 288 -125
Dec03 030908 67.00 70.50 66.80 70.35 +4.00 14,231 49,208 -875
Mar04 030908 69.60 72.75 69.40 72.65 +3.70 1,064 8,609 +84
May04 030908 71.30 74.00 71.25 74.00 +3.50 199 2,732 +7
Jul04 030908 72.50 75.40 72.10 75.40 +3.40 33 1,254 -3
Sep04 030908 74.00 76.80 74.00 76.80 +3.30 184 3,421 -115
Total Volume and Open Interest 15,907 68,204 -918
Orange Juice(NYBOT)
Sep03 030908 81.05 81.10 80.75 81.10 +0.45 128 832 -115
Nov03 030908 79.40 79.50 79.00 79.45 +0.35 1,849 17,832 +236
Jan04 030908 81.20 81.35 81.00 81.35 +0.25 448 3,286 +76
Mar04 030908 83.30 83.45 83.15 83.45 +0.35 43 2,071 +24
May04 030908 84.50 84.95 84.50 84.95 +0.40 3 1,700 +3
Total Volume and Open Interest 2,471 25,949 +224
Sugar #11(NYBOT)
Oct03 030908 6.06 6.16 6.00 6.01 -0.04 16,619 85,425 -1,903
Mar04 030908 6.35 6.39 6.25 6.27 -0.04 9,228 57,276 +2,025
May04 030908 6.41 6.44 6.29 6.31 -0.04 1,374 20,189 -43
Jul04 030908 6.30 6.34 6.21 6.22 -0.03 974 18,403 +196
Oct04 030908 6.39 6.42 6.32 6.32 -0.03 841 15,153 +168
Total Volume and Open Interest 30,032 201,889 +714
London Cocoa(LCE)
Sep03 030908 1073 1079 1057 1074 +1 800 20,459 -463
Dec03 030908 1095 1106 1083 1101 +1 1,645 60,301 -97
Mar04 030908 1116 1129 1109 1125 +2 476 29,269 -13
May04 030908 1132 1143 1120 1140 +2 369 18,704 -14
Jul04 030908 1140 1159 1138 1155 +2 278 13,060 -12
Sep04 030908 1164 1166 1162 1162 +2 110 10,003 +47
Dec04 030908 1170 1170 1170 1170 +2 3 7,053 +0
Total Volume and Open Interest 3,778 165,606 -543
London Coffee(LCE)
Sep03 030908 769.00 786.00 764.00 786.00 +24.00 1,074 613 -341
Nov03 030908 785.00 818.00 784.00 816.00 +31.00 8,441 51,612 -958
Jan04 030908 797.00 834.00 797.00 830.00 +33.00 1,859 18,166 +408
Mar04 030908 825.00 845.00 820.00 842.00 +34.00 679 10,707 -177
May04 030908 851.00 855.00 849.00 855.00 +33.00 52 9,665 +41
Jul04 030908 869.00 869.00 869.00 869.00 +34.00 4 2,301 +0
Total Volume and Open Interest 12,109 98,093 -1,027
London Sugar(LCE)
Oct03 030908 187.50 189.00 183.70 184.00 -3.00 4,250 12,230 -393
Dec03 030908 188.20 191.10 188.00 188.50 -0.60 1,374 12,645 +482
Mar04 030908 191.00 193.70 190.50 191.00 unch 590 7,119 +278
May04 030908 193.40 193.40 190.80 191.00 -0.50 205 2,655 -61
Aug04 030908 193.00 193.50 190.50 191.00 -0.50 150 2,897 +2
Total Volume and Open Interest 6,629 40,542 +368
Cotton(NYBOT)
Oct03 030908 58.70 58.80 57.30 57.65 -0.60 241 3,020 -18
Dec03 030908 60.35 60.45 59.02 59.38 -0.62 3,626 44,265 -39
Mar04 030908 62.65 62.75 61.55 61.80 -0.62 675 10,435 +38
May04 030908 63.55 63.65 62.75 62.75 -0.65 106 3,106 +14
Jul04 030908 64.45 64.60 63.70 63.70 -0.65 89 2,408 -15
Oct04 030908 63.65 63.65 63.65 63.65 -0.70 0 110 +0
Total Volume and Open Interest 4,746 64,057 -14
Lumber(CME)
Sep03 030908 359.0 362.8 354.6 362.8 +5.9 607 1,029 -91
Nov03 030908 333.1 339.7 330.6 339.2 +6.9 926 2,247 +24
Jan04 030908 318.9 322.7 317.0 322.5 +3.5 170 525 +15
Mar04 030908 323.8 323.9 323.8 323.8 +4.0 16 41 +10
Total Volume and Open Interest 1,719 3,865 -42
Crude Oil(NYM)
Oct03 030908 29.05 29.39 28.55 28.85 -0.03 61,634 143,842 -6,782
Nov03 030908 29.02 29.38 28.60 28.92 +0.06 35,135 75,010 +3,402
Dec03 030908 28.80 29.05 28.40 28.64 +0.06 23,982 75,780 +575
Jan04 030908 28.50 28.62 28.18 28.29 +0.04 8,441 29,711 +2,418
Feb04 030908 28.25 28.30 27.92 27.96 +0.02 2,724 14,601 +456
Mar04 030908 27.88 27.95 27.65 27.65 +0.02 2,034 17,268 +117
Apr04 030908 27.34 27.34 27.34 27.34 +0.02 1,079 17,292 +203
May04 030908 27.04 27.04 27.04 27.04 +0.02 1,694 10,010 +65
Jun04 030908 26.90 27.03 26.75 26.75 +0.02 1,704 19,954 -169
Jul04 030908 26.48 26.48 26.48 26.48 +0.02 636 8,649 +601
Total Volume and Open Interest 147,257 528,444 +4,013
Heating Oil(NYM)
Oct03 030908 77.00 77.50 75.40 75.86 -0.13 24,522 47,900 -3,782
Nov03 030908 78.25 78.60 76.70 77.22 -0.08 10,241 18,292 +615
Dec03 030908 79.10 79.60 77.75 78.17 -0.08 8,923 23,313 +491
Jan04 030908 79.60 80.30 78.50 78.82 -0.08 3,230 12,886 +486
Feb04 030908 78.35 79.60 78.00 78.22 -0.13 1,248 9,580 +176
Mar04 030908 77.20 77.50 76.00 76.12 -0.08 1,368 10,839 +439
Apr04 030908 75.10 75.10 73.82 73.82 -0.08 622 4,655 -267
May04 030908 72.50 72.80 71.47 71.47 -0.08 101 2,228 +34
Jun04 030908 70.55 70.55 70.22 70.22 -0.08 555 3,352 -267
Jul04 030908 71.20 71.20 69.82 69.82 -0.13 41 1,556 +16
Total Volume and Open Interest 51,048 138,732 -1,941
Unleaded Gas(NYM)
Oct03 030908 87.10 88.40 86.00 86.33 +0.18 19,780 49,455 -2,305
Nov03 030908 81.50 82.50 80.45 81.02 +0.20 7,694 16,158 -86
Dec03 030908 78.40 79.15 77.90 78.15 +0.15 1,866 8,421 +232
Jan04 030908 77.90 78.20 77.30 77.30 +0.10 1,243 4,684 -13
Feb04 030908 77.90 77.90 77.40 77.40 +0.10 252 875 +95
Mar04 030908 78.70 78.90 78.05 78.05 +0.10 39 1,209 +3
Apr04 030908 83.95 83.95 83.95 83.95 +0.20 85 2,218 +20
May04 030908 83.75 83.75 83.75 83.75 +0.20 155 569 +150
Total Volume and Open Interest 31,211 83,915 -1,824
Natural Gas(NYM)
Oct03 030908 4.850 4.885 4.650 4.661 -0.110 17,243 54,199 -1,862
Nov03 030908 5.100 5.120 4.915 4.919 -0.104 6,504 29,266 -787
Dec03 030908 5.340 5.360 5.170 5.179 -0.096 5,537 26,968 -81
Jan04 030908 5.510 5.520 5.350 5.354 -0.093 2,617 24,805 -372
Feb04 030908 5.450 5.460 5.300 5.304 -0.091 2,239 20,305 +675
Mar04 030908 5.355 5.360 5.209 5.209 -0.086 1,284 17,914 +127
Apr04 030908 4.910 4.920 4.789 4.789 -0.074 395 17,064 +29
May04 030908 4.800 4.830 4.704 4.704 -0.071 637 12,896 +204
Total Volume and Open Interest 39,107 340,188 -1,733
Brent Crude Oil(IPE)
Oct03 030908 27.32 27.65 26.87 27.17 -0.04 35,236 60,563 -13,159
Nov03 030908 27.08 27.43 26.70 26.97 +0.02 32,352 82,498 -7,113
Dec03 030908 26.85 27.15 26.50 26.78 +0.06 15,781 33,816 -4,032
Jan04 030908 26.52 26.82 26.38 26.51 +0.07 1,796 15,755 -654
Feb04 030908 26.32 26.52 26.20 26.23 +0.07 698 7,640 -100
Mar04 030908 26.00 26.15 25.90 25.95 +0.06 973 7,328 +210
Apr04 030908 25.69 25.69 25.69 25.69 +0.07 150 5,273 -300
May04 030908 25.40 25.43 25.40 25.43 +0.06 700 4,562 +200
Total Volume and Open Interest 91,001 278,064 -28,877
Gas Oil(IPE)
Sep03 030908 231.00 233.75 229.25 233.00 +2.50 11,563 20,368 -992
Oct03 030908 233.50 235.50 231.50 234.50 +2.50 11,473 42,197 -2,778
Nov03 030908 234.00 236.00 232.00 234.75 +2.25 5,663 20,897 +361
Dec03 030908 233.25 235.50 232.25 234.50 +3.00 185 24,098 -1,032
Jan04 030908 233.50 234.25 233.25 233.25 +3.00 151 10,645 -49
Feb04 030908 231.25 231.25 231.25 231.25 +3.00 21 3,784 +21
Mar04 030908 227.00 227.00 227.00 227.00 +2.50 1 3,473 +1
Apr04 030908 222.00 222.00 222.00 222.00 +2.25 0 5,059 +0
Total Volume and Open Interest 29,807 146,013 -4,768
US Dollar Index(NYBOT)
Sep03 030908 97.32 97.54 96.93 97.20 +0.07 3,002 8,705 -831
Dec03 030908 97.83 97.97 97.35 97.63 +0.07 1,642 4,029 +1,049
Mar04 030908 98.08 98.08 98.08 98.08 +0.09 1 17 +1
Total Volume and Open Interest 4,649 12,763 +219
Australian Dollar(CME)
Sep03 030908 64.58 65.15 64.48 64.98 +0.27 4,304 27,124 +471
Dec03 030908 63.99 64.55 63.83 64.38 +0.26 3,706 9,717 +4,142
Mar04 030908 63.78 63.78 63.78 63.78 +0.25 0 414 -1
Total Volume and Open Interest 8,010 37,344 +4,612
British Pound(CME)
Sep03 030908 158.60 158.76 158.26 158.40 -0.40 8,651 33,025 -5,616
Dec03 030908 157.64 157.80 157.30 157.40 -0.40 4,698 10,444 +5,108
Mar04 030908 156.40 156.40 156.40 156.40 -0.40 0 1 +0
Total Volume and Open Interest 13,349 43,470 -508
Canadian Dollar(CME)
Sep03 030908 72.83 72.96 72.55 72.89 -0.07 8,614 51,940 -1,419
Dec03 030908 72.55 72.67 72.25 72.59 -0.07 4,477 14,231 +3,144
Mar04 030908 72.10 72.38 72.10 72.33 -0.07 72 2,197 +43
Jun04 030908 71.90 72.12 71.90 72.07 -0.07 35 935 +21
Total Volume and Open Interest 13,244 69,985 +1,819
Japanese Yen(CME)
Sep03 030908 85.59 85.95 85.52 85.82 +0.20 21,237 114,234 -13,215
Dec03 030908 85.84 86.20 85.75 86.07 +0.20 20,029 65,205 +21,494
Mar04 030908 86.12 86.33 86.12 86.33 +0.19 0 50 +0
Total Volume and Open Interest 41,273 179,544 +8,284
Swiss Franc(CME)
Sep03 030908 71.95 72.28 71.85 72.07 -0.21 19,565 51,085 -6,107
Dec03 030908 72.14 72.48 71.96 72.22 -0.21 6,214 12,622 +7,182
Mar04 030908 72.36 72.36 72.36 72.36 -0.21 0 4 +0
Total Volume and Open Interest 25,779 63,822 +1,075
EuroFX(CME)
Sep03 030908 110.73 111.28 110.44 110.93 -0.10 20,839 92,142 -8,205
Dec03 030908 110.42 111.00 110.17 110.64 -0.10 8,253 14,472 +7,514
Mar04 030908 110.60 110.66 110.38 110.38 -0.10 51 338 -6
Total Volume and Open Interest 29,144 107,080 -696
Mexican Peso(CME)
Sep03 030908 9185.0 9193.0 9035.0 9053.0 -125.0 5,596 35,082 -2,124
Dec03 030908 9083.0 9090.0 8928.0 8948.0 -127.0 4,336 15,122 +3,835
Total Volume and Open Interest 9,932 50,741 +1,711
30-Year T-Bonds(CBOT)
Sep03 030908 108~03 108~31 107~13 107~27 -0~09 28,759 61,781 -26,230
Dec03 030908 106~22 107~18 105~28 106~13 -0~09 272,932 341,886 +12,182
Mar04 030908 105~00 106~06 105~00 105~02 -0~09 531 4,379 +499
Total Volume and Open Interest 302,227 408,211 -13,549
Municipal Bonds(CBOT)
Sep03 030908 100~29 101~11 100~23 100~24 -0~07 713 1,171 -194
Dec03 030908 99~22 100~00 99~14 99~15 -0~08 346 786 +239
Total Volume and Open Interest 1,059 1,957 +45
10-Year T-Notes(CBOT)
Sep03 030908 112~210 113~155 112~085 112~200 -0~060 93,458 137,246 -50,352
Dec03 030908 110~310 111~215 110~120 110~255 -0~050 667,566 729,088 +9,931
Total Volume and Open Interest 761,183 866,606 -40,262
5-Year T-Notes(CBOT)
Sep03 030908 112~110 112~270 112~110 112~115 -0~045 33,317 222,635 +222,635
Dec03 030908 110~245 111~105 110~230 110~250 -0~045 293,129 559,628 +559,628
Mar04 030908 109~230 109~230 109~230 109~230        
2 Year T-Notes(CBOT)
Sep03 030908 107~102 107~122 107~096 107~100 -0~004 20,690 40,173 -9,970
Dec03 030908 107~006 107~035 107~005 107~008 -0~005 20,530 117,431 +6,656
Total Volume and Open Interest 41,220 157,604 -3,314
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030908 98.855 98.865 98.855 98.863 +0.005 112,846 596,275 -28,279
Dec03 030908 98.800 98.820 98.790 98.810 unch 223,206 740,903 +3,094
Mar04 030908 98.655 98.695 98.640 98.660 -0.020 257,945 677,854 -7,881
Jun04 030908 98.355 98.420 98.330 98.335 -0.050 355,936 559,577 -4,917
Sep04 030908 97.960 98.050 97.915 97.925 -0.065 227,305 561,598 +22,433
Dec04 030908 97.480 97.615 97.450 97.465 -0.060 132,843 493,425 +8,351
Mar05 030908 97.030 97.185 97.010 97.025 -0.030 68,629 296,106 +4,714
Jun05 030908 96.610 96.780 96.590 96.610 -0.035 51,326 225,191 -680
Sep05 030908 96.255 96.415 96.235 96.255 -0.040 24,433 151,755 -726
Dec05 030908 95.920 96.100 95.905 95.925 -0.035 14,561 141,858 -2,000
Mar06 030908 95.640 95.800 95.625 95.650 -0.030 11,023 128,787 +18
Jun06 030908 95.365 95.525 95.350 95.380 -0.025 11,661 119,463 -341
Total Volume and Open Interest 1,534,839 5,254,129 -3,930
3-Mth Euro-Yen(CME)
Sep03 030908 99.92 99.92 99.91 99.91 unch 8 11,548 -55
Dec03 030908 99.88 99.88 99.88 99.88 unch 2 2,934 -47
Mar04 030908 99.83 99.83 99.83 99.83 +0.01 352 8,162 -139
Jun04 030908 99.79 99.79 99.79 99.79 -0.02 1,239 7,050 +772
Sep04 030908 99.72 99.73 99.70 99.70 -0.03 56 4,987 +183
Dec04 030908 99.62 99.64 99.61 99.61 -0.02 800 1,806 +799
Mar05 030908 99.44 99.44 99.44 99.44 -0.02 251 5,703 +245
Jun05 030908 99.38 99.38 99.38 99.38 unch 450 366 +100
Sep05 030908 99.18 99.18 99.18 99.18 -0.01 173 5,259 +173
Dec05 030908 99.07 99.07 99.07 99.07 +0.02 0 36 -6
Total Volume and Open Interest 3,331 50,063 +2,025
3-Mth Euro-Yen(SIMEX)
Sep03 030908 99.91 99.92 99.91 99.92 unch 551 53,542 -380
Dec03 030908 99.88 99.88 99.87 99.88 unch 2,178 41,294 -422
Mar04 030908 99.82 99.84 99.82 99.82 unch 4,099 67,798 -821
Jun04 030908 99.81 99.82 99.79 99.79 unch 5,560 54,691 -1,083
Sep04 030908 99.74 99.74 99.72 99.73 unch 1,548 24,731 -37
Dec04 030908 99.66 99.67 99.63 99.63 +0.04 905 23,504 -1,062
Mar05 030908 99.48 99.48 99.45 99.45 +0.04 306 13,476 -20
Jun05 030908 99.37 99.37 99.37 99.37 +0.02 518 9,139 -80
Total Volume and Open Interest 16,006 306,095 -3,713
German Euro-Bund(EUREX)
Sep03 030908 113.47 113.50 113.27 113.33 +0.02 959,720 50,185 -284,184
Dec03 030908 112.59 112.98 112.37 112.81 +0.40 879,375 716,463 +188,043
Mar04 030908 112.36 112.36 112.36 112.36 +0.40 5,810 0 +0
Total Volume and Open Interest 1,844,905 766,648 -96,141
German Euro-Bobl(EUREX)
Sep03 030908 111.00 111.20 110.94 111.18 +0.26 474,378 21,297 -225,246
Dec03 030908 110.05 110.37 109.96 110.20 +0.28 639,308 582,768 +110,827
Mar04 030908 110.04 110.04 110.04 110.04 +0.28 3,479 0 +0
Total Volume and Open Interest 1,117,165 604,065 -114,419
Long Gilt(LIFFE)
Sep03 030908 117~26 118~04 117~26 118~03 +0~12 987 14,464 -411
Dec03 030908 117~01 117~17 116~30 117~10 +0~12 33,418 132,320 +2,274
Total Volume and Open Interest 34,405 146,784 +1,863
3-Mth Short Sterling(LIFFE)
Sep03 030908 96.31 96.33 96.31 96.32 +0.01 21,573 0 +0
Dec03 030908 96.15 96.19 96.14 96.17 +0.03 33,397 0 +0
Mar04 030908 95.94 95.99 95.94 95.98 +0.06 40,799 0 +0
Total Volume and Open Interest 194,821    
3-Mth Euribor(LIFFE)
Sep03 030908 97.850 97.855 97.845 97.850 unch 26,925 493,071 -7,675
Dec03 030908 97.830 97.840 97.815 97.830 +0.015 109,306 550,432 -10,841
Mar04 030908 97.745 97.770 97.715 97.755 +0.045 166,880 482,663 -6,440
Total Volume and Open Interest 779,667 2,800,884 -14,837
3-Mth Aus T-Bills(SFE)
Sep03 030908 95.15 95.15 95.14 95.15 +0.01 7,884 126,017 +12,722
Dec03 030908 95.03 95.04 95.00 95.02 +0.03 15,161 198,506 +4,859
Mar04 030908 94.89 94.90 94.87 94.88 +0.04 5,100 49,466 +2,488
Jun04 030908 94.76 94.79 94.76 94.77 +0.05 2,399 26,939 +1,384
Sep04 030908 94.66 94.70 94.66 94.68 +0.07 1,518 17,977 +68
Dec04 030908 94.62 94.62 94.59 94.60 +0.08 355 13,821 +108
Mar05 030908 94.55 94.55 94.52 94.52 +0.08 386 13,214 +95
Jun05 030908 94.50 94.50 94.48 94.48 +0.11 275 6,487 +157
Sep05 030908 94.46 94.46 94.44 94.44 +0.11 109 1,789 +93
Dec05 030908 94.43 94.43 94.41 94.41 +0.12 25 1,101 +11
Total Volume and Open Interest 33,212 456,192 +21,985
10-Year Aus T-Bonds(SFE)
Sep03 030908 94.50 94.57 94.46 94.46 -0.04 12,270 200,881 +21,881
Dec03 030908 94.47 94.52 94.43 94.43 +0.07 7,264 8,898 +8,180
Total Volume and Open Interest 8,289 179,718 +1,572
3-Year Aus T-Bonds(SFE)
Sep03 030908 94.85 94.88 94.83 94.85 +0.09 41,610 413,653 +19,352
Dec03 030908 94.76 94.81 94.76 94.78 +0.10 9,107 15,498 +14,044
Total Volume and Open Interest 50,717 429,151 +33,396
Gold(CMX)
Oct03 030908 375.5 376.6 373.8 375.2 -2.5 1,383 14,924 -118
Dec03 030908 376.5 377.8 374.7 376.2 -2.5 49,933 201,504 +7,224
Feb04 030908 377.7 378.2 376.0 377.0 -2.5 508 17,815 -111
Apr04 030908 377.8 377.8 377.8 377.8 -2.5 405 5,976 -76
Jun04 030908 379.2 379.8 378.1 378.6 -2.5 567 11,756 -239
Aug04 030908 379.4 379.4 379.4 379.4 -2.5 50 5,436 +0
Total Volume and Open Interest 54,282 284,226 +7,129
Silver(CMX)
Sep03 030908 510.0 512.0 508.9 508.9 -4.0 236 923 -173
Dec03 030908 512.5 513.5 508.5 510.7 -4.3 16,028 92,712 +3,032
Mar04 030908 512.5 515.0 511.0 511.8 -4.3 190 3,131 +56
May04 030908 512.8 512.8 512.8 512.8 -4.3 1 1,007 +0
Jul04 030908 516.0 516.0 513.8 513.8 -4.2 102 2,321 +100
Total Volume and Open Interest 17,116 105,058 +3,342
Platinum(NYM)
Oct03 030908 711.5 711.5 707.2 708.3 -6.4 525 8,805 -2
Jan04 030908 702.0 702.0 698.0 698.3 -6.4 237 562 +91
Apr04 030908 688.3 688.3 688.3 688.3 -8.4 0 1 +0
Total Volume and Open Interest 762 9,368 +89
Palladium(NYME)
Sep03 030908 219.00 231.00 219.00 230.95 +10.55 56 395 -27
Dec03 030908 220.00 234.00 214.00 232.55 +10.55 401 4,368 +69
Mar04 030908 233.05 233.05 233.05 233.05 +10.55 10 19 +10
Total Volume and Open Interest 467 4,808 +52
Copper(CMX)
Sep03 030908 82.05 82.75 82.05 82.40 -0.30 511 2,322 -578
Dec03 030908 82.90 83.40 82.45 83.05 -0.30 9,778 71,966 +2,850
Mar04 030908 83.25 83.45 82.90 83.25 -0.25 88 4,951 +10
May04 030908 83.30 83.45 83.30 83.35 -0.25 11 2,723 +0
Jul04 030908 83.50 83.55 83.40 83.40 -0.25 4 2,157 +0
Total Volume and Open Interest 10,486 94,090 +2,294
DJIA Index(CBOT)
Sep03 030908 9515 9594 9510 9579 +74 15,040 42,303 -12
Dec03 030908 9480 9555 9478 9544 +73 355 5,126 +100
Mar04 030908 9519 9519 9519 9519 +73 0 26 +0
Jun04 030908 9489 9489 9489 9489 +73      
Total Volume and Open Interest 15,395 47,455 +88
S & P 500(CME)
Sep03 030908 1024.20 1032.70 1023.30 1030.60 +8.30 82,738 459,244 -20,433
Dec03 030908 1023.00 1030.30 1021.80 1029.10 +8.40 39,725 174,281 +28,300
Mar04 030908 1027.30 1027.30 1027.30 1027.30 +8.30 1,020 3,692 +436
Jun04 030908 1026.50 1026.50 1026.40 1026.40 +7.90 2 279 -2
Total Volume and Open Interest 123,493 637,634 +8,304
S & P 500 E-Mini(Globex)
Sep03 030908 1021.75 1032.75 1021.25 1030.50 +8.25 661,744 515,104 +4,003
Dec03 030908 1020.75 1031.00 1015.75 1029.00 +8.25 2,830 11,013 +1,241
Total Volume and Open Interest 664,574 526,117 +5,244
NASDAQ 100(CME)
Sep03 030908 1367.50 1389.00 1365.50 1388.00 +22.00 16,930 87,477 +2,918
Dec03 030908 1372.00 1392.00 1369.00 1391.00 +22.00 2,147 6,986 +2,013
Mar04 030908 1394.00 1394.00 1394.00 1394.00 +22.00      
Total Volume and Open Interest 19,077 94,463 +4,931
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030908 1364.5 1389.0 1363.0 1388.0 +22.0 335,973 330,480 -1,870
Dec03 030908 1368.0 1392.0 1368.0 1391.0 +22.0 1,153 1,970 +475
Total Volume and Open Interest 337,126 332,450 -1,395
NYSE Composite(NYBOT)
Sep03 030908 545.50 546.00 545.50 546.00 +4.00 1 687 +0
Total Volume and Open Interest 1 687 +0
S & P Midcap 400(CME)
Sep03 030908 524.50 530.00 524.50 529.00 +5.00 559 12,808 -58
Dec03 030908 529.00 529.00 529.00 529.00 +5.00 83 259 +25
Mar04 030908 528.80 528.80 528.80 528.80 +5.00      
Total Volume and Open Interest 642 13,067 -33
Russell 2000(CME)
Sep03 030908 510.50 517.75 510.50 516.00 +7.25 1,692 22,555 +23
Dec03 030908 510.75 517.00 510.50 515.70 +7.25 86 1,088 -17
Mar04 030908 516.05 516.05 516.05 516.05 +7.25      
Total Volume and Open Interest 1,778 23,643 +6
Value Line(KCBT)
Sep03 030908 1389.00 1389.00 1389.00 1389.00 +18.00 6 19 +4
Total Volume and Open Interest 8 58 +4
Nikkei 225(CME)
Sep03 030908 10640 10750 10630 10715 +155 4,595 31,616 -1,753
Dec03 030908 10625 10760 10625 10700 +155 2,067 3,975 +1,687
Total Volume and Open Interest 6,662 35,592 -66
Nikkei 225(SIMEX)
Sep03 030908 10570 10735 10545 10660 +5 28,302 136,753 -1,381
Dec03 030908 10560 10700 10530 10630 +10 7,053 19,668 +7,342
Mar04 030908 10625 10625 10625 10625 +10 40 0 +0
Total Volume and Open Interest 35,355 156,421 +5,961
CAC 40(MATIF)
Sep03 030908 3403.0 3419.5 3399.5 3419.5 +17.5 110 1,775 +61
Oct03 030908 3424.0 3424.0 3424.0 3424.0 +17.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030908 3629.0 3660.0 3614.0 3648.0 +35.0 93,230 293,795 +500
Dec03 030908 3649.5 3678.0 3634.5 3666.5 +35.0 935 12,645 -64
Mar04 030908 3658.5 3694.5 3658.0 3686.0 +35.0 226 7,886 +27
Total Volume and Open Interest 94,391 314,326 +463
FT-SE 100(LIFFE)
Sep03 030908 4244.50 4301.50 4244.00 4295.00 +36.50 42,926 380,603 +198
Dec03 030908 4259.00 4316.00 4259.00 4311.00 +36.50 2,590 68,330 +715
Mar04 030908 4307.00 4307.00 4307.00 4307.00 +39.00 0 7,697 +0
Total Volume and Open Interest 45,516 461,302 +913
SPI 200(SFE)
Sep03 030908 3206.0 3237.0 3206.0 3230.0 +19.0 11,550 171,678 +1,207
Dec03 030908 3215.0 3243.0 3215.0 3237.0 +19.0 3,435 17,806 +2,854
Mar04 030908 3244.0 3244.0 3244.0 3244.0 +20.0 88 2,564 +73
Total Volume and Open Interest 15,262 194,243 +4,074
GSCI(CME)
Sep03 030908 232.55 233.90 230.90 231.50 +0.50 98 13,334 -69
Oct03 030908 234.00 234.00 230.40 231.80 +0.30 62 238 -17
Nov03 030908 231.50 231.50 231.50 231.50 unch      
Total Volume and Open Interest 160 13,572 -86
Bridge CRB Index(NYBOT)
Nov03 030908 244.00 245.25 244.00 244.75 +0.25 111 606 +67
Jan04 030908 243.75 244.00 243.75 244.00 +0.25 4 330 +2
Feb04 030908 241.75 241.75 241.75 241.75 +0.25 0 150 +0
Total Volume and Open Interest 116 1,086 +68
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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