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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 18, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030918 620.50 629.50 619.00 627.00 +9.75 34,502 139,704 +601
Jan04 030918 624.00 632.50 622.00 630.25 +10.25 4,819 26,459 +437
Mar04 030918 620.00 628.00 618.50 625.75 +9.50 2,323 22,612 -171
May04 030918 607.00 613.50 606.00 612.50 +8.25 2,743 32,790 +461
Jul04 030918 604.00 609.00 603.00 607.00 +6.00 1,464 7,848 +508
Aug04 030918 590.00 595.50 590.00 592.00 +5.00 355 739 +191
Sep04 030918 573.00 573.00 573.00 573.00 +4.00 2 134 +0
Total Volume and Open Interest 46,726 232,880 +2,140
Soybean Meal(CBOT)
Oct03 030918 188.00 188.30 186.50 187.70 +0.50 5,045 17,409 +435
Dec03 030918 186.30 187.40 185.10 186.20 +0.60 12,570 76,697 +1,421
Jan04 030918 186.50 187.30 185.50 186.30 +0.60 2,808 11,285 -4
Mar04 030918 185.50 186.30 184.80 185.70 +0.60 1,526 13,737 +293
May04 030918 183.80 184.70 182.20 182.60 -0.60 3,922 15,076 -354
Jul04 030918 183.00 184.00 181.20 182.10 -0.90 2,085 8,287 +396
Aug04 030918 179.00 180.00 177.50 177.50 -1.50 163 1,234 -20
Sep04 030918 173.50 174.00 171.50 172.00 -1.50 261 1,889 -163
Total Volume and Open Interest 28,899 148,823 +2,019
Soybean Oil(CBOT)
Oct03 030918 22.82 23.45 22.82 23.26 +0.47 3,676 22,791 -311
Dec03 030918 22.90 23.49 22.85 23.27 +0.50 13,081 61,647 +1,769
Jan04 030918 22.85 23.38 22.84 23.22 +0.50 2,174 12,135 -143
Mar04 030918 22.80 23.30 22.75 23.17 +0.49 2,701 15,227 -86
May04 030918 22.40 22.90 22.30 22.71 +0.42 1,179 17,085 +477
Jul04 030918 22.25 22.60 22.20 22.50 +0.48 345 8,494 -81
Aug04 030918 22.15 22.30 22.10 22.25 +0.45 90 1,026 +42
Sep04 030918 21.70 21.75 21.70 21.75 +0.40 0 739 +0
Total Volume and Open Interest 23,631 141,908 +1,678
Canola(WCE)
Sep03 030912 350.7 350.7 346.8 346.8 -2.8 121 3 -120
Nov03 030918 357.0 361.2 356.5 356.6 +1.1 3,743 33,554 +167
Jan04 030918 362.5 366.5 362.3 362.4 +1.4 234 4,286 +144
Mar04 030918 368.5 369.5 367.5 367.5 +1.0 13 578 +1
May04 030918 373.0 373.0 372.5 372.5 +2.0 0 20 +0
Total Volume and Open Interest 5,267 43,580 +958
Corn(CBOT)
Dec03 030918 224.50 225.00 223.50 223.75 unch 37,980 228,713 +1,453
Mar04 030918 232.00 232.75 231.25 231.50 unch 6,865 68,928 +703
May04 030918 236.50 237.00 235.75 235.75 unch 1,084 19,721 +332
Jul04 030918 239.75 240.75 239.50 239.50 +0.25 1,568 18,739 +637
Sep04 030918 238.75 238.75 237.75 238.00 +0.75 15 3,002 +7
Dec04 030918 238.00 238.75 237.25 238.25 +1.00 456 10,224 +77
Total Volume and Open Interest 48,004 350,220 +3,182
Wheat(CBOT)
Dec03 030918 346.50 347.00 338.50 340.75 -8.75 14,768 87,080 -182
Mar04 030918 356.00 356.00 348.50 350.50 -8.75 1,770 19,509 +170
May04 030918 346.00 346.50 344.00 344.50 -5.25 100 1,010 +23
Jul04 030918 327.25 327.25 324.00 325.00 -3.00 320 2,877 +46
Sep04 030918 328.00 328.00 328.00 328.00 -3.00 0 65 +0
Total Volume and Open Interest 16,964 110,617 +61
Wheat(KCBT)
Sep03 030918 331.50 331.50 331.50 331.50 -12.00 1 1 -15
Dec03 030918 347.00 347.00 337.00 340.75 -8.75 4,883 50,351 +405
Mar04 030918 355.50 355.50 346.50 350.00 -7.00 552 9,846 +95
May04 030918 346.00 346.00 342.00 342.00 -6.25 94 1,343 -40
Jul04 030918 328.00 328.50 326.00 327.25 -2.75 280 1,982 +113
Total Volume and Open Interest 5,810 63,580 +558
Wheat(MGE)
Sep03 030918 349.00 349.00 349.00 349.00 unch      
Dec03 030918 354.00 354.00 347.00 347.50 -8.00 2,614 20,045 -34
Mar04 030918 361.00 361.00 354.50 354.75 -7.00 513 5,775 +74
May04 030918 360.00 360.50 359.50 359.50 -5.50 3 480 +0
Jul04 030918 360.00 360.00 359.00 360.00 -1.00 0 142 +0
Total Volume and Open Interest 3,130 26,599 +40
Oats(CBOT)
Dec03 030918 136.75 138.00 135.00 138.00 +1.25 865 5,740 -36
Mar04 030918 144.00 145.25 142.00 144.75 +1.00 184 722 +69
May04 030918 149.00 149.50 147.75 147.75 +0.50 6 55 +3
Jul04 030918 154.00 154.00 152.00 152.00 unch 0 17 +0
Total Volume and Open Interest 1,055 6,536 +36
Rough Rice(CBOT)
Sep03 030918 7.40 7.50 7.40 7.40 +0.01 0 38 +0
Nov03 030918 7.43 7.62 7.41 7.47 +0.09 533 5,410 +120
Jan04 030918 7.59 7.78 7.59 7.63 +0.09 66 1,229 +0
Mar04 030918 7.86 7.86 7.78 7.78 +0.08 22 706 +3
Total Volume and Open Interest 651 8,273 +150
Live Cattle(CME)
Oct03 030918 85.650 86.150 85.250 86.000 +0.150 14,595 36,756 -1,800
Dec03 030918 83.450 83.550 82.900 83.250 -0.450 12,358 47,727 +2,832
Feb04 030918 81.300 81.300 80.600 81.000 -0.425 3,000 23,250 +580
Apr04 030918 78.500 78.500 77.650 78.000 -0.575 1,584 14,710 +426
Jun04 030918 72.550 72.550 71.825 72.150 -0.450 688 4,815 -140
Aug04 030918 70.800 71.000 70.700 70.700 -0.750 4 633 +0
Total Volume and Open Interest 32,256 128,180 +1,900
Feeder Cattle(CME)
Sep03 030918 100.750 101.000 100.550 100.900 -0.150 185 1,773 -17
Oct03 030918 97.375 97.500 96.850 97.200 -0.325 1,573 8,224 +88
Nov03 030918 95.250 95.400 94.800 95.200 -0.275 739 7,261 +139
Jan04 030918 89.250 89.250 88.700 88.800 -0.475 233 3,085 +22
Mar04 030918 86.400 86.400 86.100 86.300 -0.200 37 583 -13
Apr04 030918 85.650 85.650 85.300 85.300 -0.400 12 375 +6
May04 030918 85.500 85.500 85.400 85.400 -0.350 16 321 -2
Total Volume and Open Interest 2,808 21,695 +230
Lean Hogs(CME)
Oct03 030918 59.600 60.400 59.450 60.300 +1.150 5,552 16,992 -179
Dec03 030918 57.800 58.400 57.550 57.925 +0.425 5,723 24,728 +1,151
Feb04 030918 58.700 59.950 58.600 59.850 +1.125 512 6,122 +176
Apr04 030918 59.400 60.250 59.300 60.175 +0.875 308 2,105 +100
May04 030918 62.100 62.900 62.100 62.900 +0.300 11 418 +7
Jun04 030918 64.750 65.100 64.650 65.075 +0.275 174 1,022 +124
Jul04 030918 61.475 61.500 61.400 61.475 +0.225 31 373 +20
Aug04 030918 58.700 59.200 58.600 59.200 +0.475 13 155 +9
Total Volume and Open Interest 12,329 51,974 +1,410
Pork Bellies(CME)
Feb04 030918 88.400 88.650 86.800 87.675 -0.800 291 1,895 -25
Mar04 030918 87.250 87.250 87.250 87.250 -0.850 0 26 +0
May04 030918 88.000 88.000 88.000 88.000 unch 0 17 +0
Jul04 030918 91.400 91.400 91.400 91.400 unch 1 28 +1
Aug04 030916 87.000 87.000 87.000 87.000 unch      
Total Volume and Open Interest 287 1,993  
BFP Milk Class III(CME)
Sep03 030918 14.23 14.25 14.23 14.25 +0.01 136 5,953 -95
Oct03 030918 13.93 13.94 13.85 13.88 -0.02 70 5,414 +42
Nov03 030918 12.84 12.95 12.79 12.87 +0.04 142 4,150 +38
Dec03 030918 12.26 12.30 12.18 12.29 unch 133 3,333 +50
Jan04 030918 11.85 11.99 11.78 11.83 -0.03 55 1,290 +32
Total Volume and Open Interest 797 25,529 +176
Cocoa(NYBOT)
Dec03 030918 1507 1510 1469 1478 -37 3,900 27,549 +155
Mar04 030918 1490 1490 1455 1462 -34 586 18,337 +36
May04 030918 1470 1475 1469 1469 -30 255 7,445 +64
Jul04 030918 1477 1480 1477 1480 -29 66 4,548 -16
Sep04 030918 1490 1490 1490 1490 -29 26 5,410 -26
Dec04 030918 1500 1500 1500 1500 -29 0 6,282 +0
Mar05 030918 1516 1516 1516 1516 -27 0 2,986 +0
Total Volume and Open Interest 4,918 73,957 +173
Coffee "C"(NYBOT)
Sep03 030918 61.50 62.00 60.60 60.60 -1.10 7 20 -25
Dec03 030918 63.35 64.25 62.35 62.60 -1.10 12,173 50,398 -1,495
Mar04 030918 65.90 66.60 64.75 64.95 -1.10 2,147 10,348 -34
May04 030918 67.50 68.00 66.45 66.45 -1.10 807 3,679 +106
Jul04 030918 69.00 69.00 67.80 67.95 -1.10 240 2,108 +109
Sep04 030918 70.50 70.50 69.45 69.45 -1.10 198 3,571 +90
Total Volume and Open Interest 15,722 72,945 -1,359
Orange Juice(NYBOT)
Nov03 030918 75.05 75.40 74.00 74.25 -1.10 1,154 18,610 -122
Jan04 030918 77.05 77.50 76.20 76.45 -1.05 386 4,481 +138
Mar04 030918 79.65 79.80 78.75 79.15 -0.60 66 2,599 +12
May04 030918 81.70 81.70 80.50 81.15 -0.45 31 2,040 -10
Jul04 030918 82.90 82.90 82.90 82.90 -0.20 5 212 +0
Total Volume and Open Interest 1,642 27,968 +18
Sugar #11(NYBOT)
Oct03 030918 5.88 6.00 5.87 6.00 +0.08 10,012 48,054 -3,644
Mar04 030918 6.07 6.18 6.02 6.18 +0.08 14,270 87,452 +3,250
May04 030918 6.12 6.22 6.10 6.22 +0.07 2,437 20,203 +282
Jul04 030918 6.07 6.15 6.05 6.15 +0.07 1,167 19,421 +11
Oct04 030918 6.26 6.30 6.23 6.30 +0.06 824 16,111 +142
Total Volume and Open Interest 29,339 197,868 +331
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030918 984 984 944 957 -27 2,351 73,320 -1,066
Mar04 030918 1008 1008 970 983 -25 1,838 31,158 +458
May04 030918 1018 1018 986 1000 -25 516 19,557 +97
Jul04 030918 1030 1032 1005 1015 -25 136 13,629 +51
Sep04 030918 1040 1040 1022 1024 -25 35 9,473 +20
Dec04 030918 1033 1035 1020 1035 -25 47 7,075 -38
Total Volume and Open Interest 5,122 161,164 -389
London Coffee(LCE)
Sep03 030918 705.00 711.00 696.00 696.00 -4.00 68 125 -55
Nov03 030918 726.00 733.00 712.00 712.00 -7.00 4,712 43,475 -1,591
Jan04 030918 745.00 750.00 730.00 730.00 -8.00 1,697 22,579 +307
Mar04 030918 756.00 761.00 743.00 744.00 -8.00 416 11,376 +324
May04 030918 774.00 774.00 756.00 756.00 -7.00 105 9,801 +49
Jul04 030918 779.00 785.00 767.00 767.00 -7.00 43 3,129 +43
Total Volume and Open Interest 7,042 95,669 -923
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030918 183.00 184.50 182.90 184.30 +0.70 1,743 17,947 +397
Mar04 030918 187.10 187.50 186.10 187.50 +0.40 274 8,007 +92
May04 030918 188.50 189.00 188.00 189.00 -0.10 137 2,943 +65
Aug04 030918 189.60 190.50 189.10 190.00 -0.10 60 3,726 +23
Total Volume and Open Interest 2,242 35,617 +575
Cotton(NYBOT)
Oct03 030918 64.40 65.00 63.80 63.87 -0.76 609 1,459 -1,247
Dec03 030918 66.50 66.80 65.50 65.84 -0.75 15,037 61,039 +3,445
Mar04 030918 67.50 68.95 67.50 68.12 -0.63 4,923 16,029 +1,298
May04 030918 68.50 69.35 68.50 68.76 -0.64 186 3,408 +63
Jul04 030918 69.15 69.60 69.00 69.20 -0.70 180 2,752 +63
Oct04 030918 65.60 65.60 65.05 65.05 -0.55 0 151 +0
Total Volume and Open Interest 20,952 85,732 +3,634
Lumber(CME)
Nov03 030918 321.0 322.5 315.1 315.1 -10.0 594 2,691 +39
Jan04 030918 314.8 314.8 304.9 304.9 -10.0 101 627 +21
Mar04 030918 312.9 312.9 304.0 306.0 -7.0 28 81 +11
May04 030918 309.0 309.0 306.1 306.1 -4.1 4 20 -4
Total Volume and Open Interest 727 3,419 +67
Crude Oil(NYM)
Oct03 030918 26.75 27.30 26.71 27.17 +0.14 74,604 51,211 -18,484
Nov03 030918 26.85 27.35 26.80 27.24 +0.08 88,313 128,834 +11,522
Dec03 030918 26.75 27.08 26.55 26.98 +0.01 40,787 82,925 +4,670
Jan04 030918 26.55 26.85 26.50 26.81 +0.02 9,069 33,547 -127
Feb04 030918 26.40 26.66 26.30 26.66 +0.03 3,502 14,431 -463
Mar04 030918 26.30 26.51 26.20 26.51 +0.04 2,282 18,120 +226
Apr04 030918 26.30 26.42 26.25 26.37 +0.05 1,997 16,737 -264
May04 030918 26.20 26.23 26.20 26.23 +0.06 1,299 9,396 -300
Jun04 030918 26.00 26.09 25.95 26.09 +0.07 3,183 19,144 -324
Jul04 030918 25.97 25.97 25.97 25.97 +0.09 335 7,610 +48
Total Volume and Open Interest 233,268 504,791 -1,660
Heating Oil(NYM)
Oct03 030918 70.70 71.40 70.20 70.74 -0.41 25,029 33,928 +364
Nov03 030918 72.20 72.70 71.70 72.24 -0.43 8,766 32,290 +2,002
Dec03 030918 73.30 73.70 72.85 73.39 -0.33 10,056 27,967 +1,382
Jan04 030918 74.20 74.70 73.80 74.24 -0.28 5,616 17,207 +648
Feb04 030918 74.30 74.60 73.90 74.24 -0.13 2,650 14,077 +692
Mar04 030918 72.80 73.40 72.80 72.94 +0.02 2,787 13,353 +928
Apr04 030918 71.25 71.80 71.00 71.44 +0.12 569 4,899 +14
May04 030918 69.50 70.10 69.50 69.89 +0.22 310 2,516 +104
Jun04 030918 69.20 69.24 68.90 69.24 +0.27 318 4,309 +238
Jul04 030918 68.70 69.30 68.50 69.04 +0.32 104 1,808 -9
Total Volume and Open Interest 56,257 158,595 +6,400
Unleaded Gas(NYM)
Oct03 030918 79.00 81.10 79.00 80.17 +0.69 25,360 33,847 -2,927
Nov03 030918 75.30 76.30 74.70 75.13 -0.29 15,594 27,104 -1,594
Dec03 030918 73.40 74.00 73.00 73.23 -0.19 3,390 10,300 +376
Jan04 030918 73.10 73.40 72.90 72.98 -0.02 1,095 5,622 -58
Feb04 030918 73.70 74.00 73.43 73.43 +0.03 396 1,485 +244
Mar04 030918 74.50 75.00 74.33 74.33 +0.08 242 1,683 +31
Apr04 030918 81.03 81.03 81.03 81.03 +0.28 213 2,811 +5
May04 030918 81.40 81.40 80.80 81.13 +0.33 211 982 +130
Total Volume and Open Interest 46,502 84,453 -3,792
Natural Gas(NYM)
Oct03 030918 4.580 4.590 4.450 4.471 -0.171 38,430 46,807 -3,134
Nov03 030918 4.800 4.805 4.650 4.724 -0.128 24,920 43,375 +2,216
Dec03 030918 5.080 5.085 4.970 5.011 -0.126 8,303 31,127 +2,434
Jan04 030918 5.270 5.280 5.160 5.214 -0.114 3,407 26,852 +1,247
Feb04 030918 5.240 5.240 5.150 5.169 -0.109 2,340 21,887 +692
Mar04 030918 5.150 5.150 5.070 5.076 -0.107 2,661 20,203 +821
Apr04 030918 4.770 4.770 4.700 4.701 -0.077 2,215 18,775 +683
May04 030918 4.675 4.675 4.613 4.613 -0.075 999 12,889 -297
Total Volume and Open Interest 88,496 362,047 +5,999
Brent Crude Oil(IPE)
Nov03 030918 25.60 25.72 25.25 25.59 -0.08 43,297 91,486 -695
Dec03 030918 25.40 25.54 25.12 25.46 -0.01 27,607 73,169 +6,988
Jan04 030918 25.28 25.38 25.00 25.27 -0.01 9,489 21,346 +1,683
Feb04 030918 25.10 25.20 24.85 25.11 -0.01 3,216 10,459 +1,275
Mar04 030918 24.88 25.03 24.73 24.96 -0.01 617 6,783 +263
Apr04 030918 24.70 24.83 24.70 24.83 +0.01 275 5,166 +200
May04 030918 24.58 24.73 24.58 24.73 +0.04 0 4,422 -100
Jun04 030918 24.55 24.63 24.40 24.63 +0.06 3,489 13,712 +472
Total Volume and Open Interest 93,714 274,868 +13,891
Gas Oil(IPE)
Oct03 030918 216.50 216.50 212.25 214.75 -2.00 11,198 37,255 +811
Nov03 030918 217.75 218.00 214.00 216.75 -2.25 11,514 29,635 +1,910
Dec03 030918 218.75 219.25 216.00 217.50 -2.50 5,255 28,709 +1,886
Jan04 030918 219.25 219.25 216.75 218.25 -2.00 1,903 13,968 +347
Feb04 030918 218.00 218.00 216.25 217.75 -1.50 1,681 6,189 +1,492
Mar04 030918 215.00 216.00 215.00 215.50 -1.25 514 3,567 +194
Apr04 030918 213.00 213.00 213.00 213.00 -0.50 200 5,074 -400
May04 030918 210.50 210.50 210.50 210.50 unch 0 770 +0
Total Volume and Open Interest 33,058 142,783 +6,833
US Dollar Index(NYBOT)
Dec03 030918 96.28 96.45 95.60 96.31 +0.17 2,380 10,851 +1,142
Mar04 030918 96.35 96.74 96.35 96.74 +0.17 1 2,065 +0
Jun04 030918 97.17 97.17 97.17 97.17 +0.15 0 14 +0
Total Volume and Open Interest 2,381 12,930 +1,142
Australian Dollar(CME)
Dec03 030918 66.19 66.38 65.90 66.06 +0.08 1,824 36,175 +600
Mar04 030918 65.70 65.70 65.44 65.44 +0.07 0 418 +0
Jun04 030918 64.82 64.82 64.82 64.82 +0.06 0 12 +0
Total Volume and Open Interest 1,830 36,688 +606
British Pound(CME)
Dec03 030918 160.64 161.22 160.36 160.42 +0.44 6,618 28,683 +2,153
Mar04 030918 159.34 159.34 159.34 159.34 +0.44 0 256 +0
Jun04 030918 158.26 158.26 158.26 158.26 +0.44      
Total Volume and Open Interest 6,618 28,939 +2,153
Canadian Dollar(CME)
Dec03 030918 72.99 73.25 72.88 73.15 +0.16 3,455 56,865 +937
Mar04 030918 72.75 72.95 72.75 72.89 +0.16 107 2,637 -13
Jun04 030918 72.50 72.63 72.50 72.63 +0.16 60 997 +32
Sep04 030918 72.20 72.37 72.20 72.37 +0.16 0 577 +0
Total Volume and Open Interest 3,622 61,291 -20,340
Japanese Yen(CME)
Dec03 030918 87.00 87.40 86.90 86.95 +0.65 6,460 129,461 +2,910
Mar04 030918 87.25 87.59 87.20 87.20 +0.65 2 56 +1
Jun04 030918 87.47 87.47 87.47 87.47 +0.65 0 5 +0
Total Volume and Open Interest 6,462 129,572 +2,911
Swiss Franc(CME)
Dec03 030918 72.61 72.92 72.22 72.29 -0.59 6,204 40,897 -2,622
Mar04 030918 72.75 72.75 72.44 72.44 -0.59 2 193 +0
Jun04 030918 72.58 72.58 72.58 72.58 -0.59 0 109 +0
Total Volume and Open Interest 6,206 41,231 -2,622
EuroFX(CME)
Dec03 030918 112.60 113.18 112.00 112.15 -0.56 8,183 79,126 -558
Mar04 030918 112.70 112.74 111.88 111.88 -0.56 142 767 +4
Jun04 030918 111.63 111.63 111.63 111.63 -0.56 0 63 +0
Total Volume and Open Interest 8,325 80,039 -552
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030918 9067.0 9095.0 9050.0 9070.0 +10.0 6,337 30,882 -454
Total Volume and Open Interest 6,337 31,427 -454
30-Year T-Bonds(CBOT)
Sep03 030918 110~20 110~26 109~15 110~05 +0~02 10,820 12,197 -6,948
Dec03 030918 108~26 109~13 107~28 108~21 +0~02 273,804 398,747 +10,060
Mar04 030918 107~05 108~02 106~20 107~09 +0~02 1,019 10,654 +349
Total Volume and Open Interest 285,643 421,916 +3,461
Municipal Bonds(CBOT)
Sep03 030918 102~07 102~07 101~30 102~00 +0~01 163 295 -17
Dec03 030918 101~02 101~02 100~08 100~16 -0~03 213 1,608 +29
Total Volume and Open Interest 376 1,903 +12
10-Year T-Notes(CBOT)
Sep03 030918 114~150 114~205 113~240 114~055 -0~025 26,934 32,963 -6,705
Dec03 030918 112~175 112~290 111~270 112~115 -0~025 642,145 810,458 +30,264
Total Volume and Open Interest 672,200 847,452 +26,326
5-Year T-Notes(CBOT)
Sep03 030918 113~220 113~220 113~090 113~125 -0~045 1,240 0 +0
Dec03 030918 112~105 112~120 111~235 112~015 -0~040 225,028 0 +0
Mar04 030918 110~305 110~305 110~305 110~305 -0~040      
Total Volume and Open Interest 226,268    
2 Year T-Notes(CBOT)
Sep03 030918 108~004 108~004 107~113 107~118 -0~014 5,026 13,241 -1,820
Dec03 030918 107~053 107~054 107~032 107~037 -0~017 7,760 135,020 +2,903
Total Volume and Open Interest 12,786 148,261 +1,083
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030918 98.825 98.825 98.810 98.820 unch 73,356 742,439 +2,535
Mar04 030918 98.740 98.745 98.700 98.715 -0.020 90,954 674,155 -1,667
Jun04 030918 98.495 98.500 98.420 98.450 -0.035 144,225 588,634 -195
Sep04 030918 98.155 98.165 98.025 98.085 -0.060 153,707 562,607 +9,830
Dec04 030918 97.740 97.750 97.600 97.660 -0.075 94,713 516,984 +2,028
Mar05 030918 97.340 97.350 97.190 97.250 -0.070 48,583 287,296 -5,171
Jun05 030918 96.980 96.985 96.825 96.860 -0.090 41,578 216,019 -5,704
Sep05 030918 96.660 96.675 96.520 96.555 -0.070 37,732 165,249 -2,358
Dec05 030918 96.400 96.420 96.230 96.270 -0.060 23,750 141,507 -1,926
Mar06 030918 96.140 96.165 95.970 96.020 -0.050 20,588 132,656 +2,558
Jun06 030918 95.905 95.905 95.720 95.785 -0.030 14,409 123,532 +2,350
Sep06 030918 95.660 95.660 95.500 95.570 -0.010 18,171 97,980 +8,936
Total Volume and Open Interest 825,864 4,805,946 +20,448
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030918 99.88 99.88 99.88 99.88 unch 0 3,445 +55
Mar04 030918 99.84 99.84 99.84 99.84 unch 0 7,251 +5
Jun04 030918 99.83 99.83 99.82 99.82 unch 5 10,219 +1,297
Sep04 030918 99.78 99.78 99.77 99.77 +0.01 101 4,186 +27
Dec04 030918 99.69 99.69 99.68 99.68 unch 15 1,012 +15
Mar05 030918 99.50 99.50 99.50 99.50 +0.02 0 5,399 +0
Jun05 030918 99.40 99.40 99.40 99.40 unch 0 414 +0
Sep05 030918 99.27 99.27 99.26 99.26 +0.03 0 5,261 +0
Dec05 030918 99.16 99.16 99.16 99.16 +0.03 0 35 +0
Total Volume and Open Interest 121 38,264 +1,399
3-Mth Euro-Yen(SIMEX)
Dec03 030918 99.88 99.88 99.88 99.88 -0.01 4,476 43,925 +1,763
Mar04 030918 99.84 99.84 99.84 99.84 unch 2,135 65,552 +177
Jun04 030918 99.82 99.83 99.82 99.83 +0.01 2,473 57,850 +681
Sep04 030918 99.78 99.78 99.77 99.78 +0.01 1,646 27,792 +525
Dec04 030918 99.68 99.70 99.68 99.69 +0.01 336 24,282 -888
Mar05 030918 99.52 99.52 99.52 99.52 +0.01 201 14,788 +181
Jun05 030918 99.41 99.41 99.41 99.41 +0.01 153 9,076 +150
Sep05 030918 99.28 99.28 99.26 99.26 +0.03 0 8,495 +0
Total Volume and Open Interest 11,470 262,869 +2,579
German Euro-Bund(EUREX)
Dec03 030918 113.74 114.02 113.35 113.56 -0.12 1,128,702 800,505 +35,940
Mar04 030918 113.19 113.19 113.11 113.11 -0.10 9,563 215 +20
Jun04 030918 112.66 112.66 112.66 112.66 -0.11 200 0 +0
Total Volume and Open Interest 1,138,465 800,720 +35,960
German Euro-Bobl(EUREX)
Dec03 030918 110.86 111.03 110.64 110.76 -0.12 616,677 602,144 +21,917
Mar04 030918 110.32 110.32 110.32 110.32 -0.11 4,238 839 +0
Jun04 030918 110.21 110.21 110.21 110.21 -0.12 5,144 0 +0
Total Volume and Open Interest 626,059 602,983 +21,917
Long Gilt(LIFFE)
Sep03 030918 118~17 118~17 118~09 118~09 +0~07 296 8,078 -181
Dec03 030918 117~20 117~31 117~11 117~16 +0~07 41,596 130,251 +6
Total Volume and Open Interest 41,892 138,329 -175
3-Mth Short Sterling(LIFFE)
Dec03 030918 96.10 96.13 96.07 96.10 +0.02 89,273 0 +0
Mar04 030918 95.85 95.89 95.81 95.85 +0.02 126,322 0 +0
Jun04 030918 95.64 95.68 95.58 95.63 +0.01 72,202 0 +0
Total Volume and Open Interest 415,409    
3-Mth Euribor(LIFFE)
Dec03 030918 97.840 97.855 97.840 97.850 +0.005 63,682 603,913 +7,913
Mar04 030918 97.805 97.845 97.805 97.825 +0.015 70,912 489,862 +9,189
Jun04 030918 97.650 97.695 97.640 97.665 +0.015 96,439 361,162 +15,666
Total Volume and Open Interest 507,479 2,519,363 +47,995
3-Mth Aus T-Bills(SFE)
Sep03 030911 95.12 95.13 95.05 95.06 -0.07 10,842 94,156 -13,837
Dec03 030918 95.00 95.02 94.98 95.02 +0.03 30,727 214,847 -1,047
Mar04 030918 94.81 94.85 94.80 94.85 +0.03 11,374 72,056 +1,367
Jun04 030918 94.68 94.72 94.67 94.72 +0.02 4,405 36,043 -234
Sep04 030918 94.59 94.62 94.57 94.62 +0.02 2,695 23,738 +1,606
Dec04 030918 94.50 94.55 94.50 94.54 +0.02 700 15,234 +395
Mar05 030918 94.46 94.47 94.46 94.47 +0.02 860 16,425 -50
Jun05 030918 94.41 94.43 94.41 94.42 +0.03 426 8,391 -53
Sep05 030918 94.37 94.37 94.37 94.37 +0.03 71 2,532 +70
Dec05 030918 94.34 94.34 94.34 94.34 +0.03 1 1,547 +0
Total Volume and Open Interest 51,260 391,863 +2,055
10-Year Aus T-Bonds(SFE)
Dec03 030918 94.44 94.47 94.43 94.45 +0.06 4,106 125,302 +3,626
Mar04 030918 94.45 94.45 94.45 94.45 +0.06      
Total Volume and Open Interest 12,218 121,676 -355
3-Year Aus T-Bonds(SFE)
Dec03 030918 94.75 94.78 94.73 94.76 +0.03 48,391 250,644 +10,095
Mar04 030918 94.76 94.76 94.76 94.76 +0.03      
Total Volume and Open Interest 48,391 250,644 +10,095
Gold(CMX)
Oct03 030918 377.5 380.0 375.5 376.7 +0.4 1,087 13,241 -104
Dec03 030918 378.8 381.0 376.2 377.7 +0.4 34,739 200,954 +2,735
Feb04 030918 381.0 381.7 378.0 378.5 +0.4 2,182 17,834 -1,179
Apr04 030918 379.2 379.2 379.2 379.2 +0.4 984 7,388 -33
Jun04 030918 380.6 381.4 379.0 379.9 +0.4 170 11,692 -91
Aug04 030918 380.6 380.6 380.6 380.6 +0.4 1 5,447 +0
Total Volume and Open Interest 39,770 284,796 +1,621
Silver(CMX)
Sep03 030918 535.0 535.0 518.5 525.5 -2.4 518 1,093 +305
Dec03 030918 534.5 537.5 519.5 526.5 -2.7 11,562 99,546 +697
Mar04 030918 530.0 536.0 521.0 525.0 -2.5 918 7,670 +696
May04 030918 525.7 525.7 525.7 525.7 -2.5 0 1,008 +0
Jul04 030918 531.0 531.0 521.5 526.4 -2.5 0 2,126 +0
Total Volume and Open Interest 13,308 117,250 +1,740
Platinum(NYM)
Oct03 030918 699.0 702.0 696.0 698.8 +6.3 1,253 7,583 -302
Jan04 030918 688.0 688.8 684.0 688.8 +8.8 310 1,081 +196
Apr04 030918 678.8 678.8 678.8 678.8 +8.8 0 1 +0
Total Volume and Open Interest 1,563 8,665 -106
Palladium(NYME)
Sep03 030918 215.00 215.00 215.00 215.00 -0.75 0 140 +0
Dec03 030918 216.00 219.00 214.00 216.50 -0.75 168 5,178 -12
Mar04 030918 216.75 216.75 216.75 216.75 -0.75 0 30 +0
Total Volume and Open Interest 168 5,384 -12
Copper(CMX)
Sep03 030918 81.30 82.40 81.30 82.30 +0.40 168 1,662 -1
Dec03 030918 81.80 82.95 81.70 82.90 +0.35 5,017 69,481 +735
Mar04 030918 82.80 83.30 82.70 83.30 +0.35 215 5,243 +23
May04 030918 83.35 83.35 83.35 83.35 +0.35 0 2,772 +0
Jul04 030918 83.40 83.40 83.40 83.40 +0.35 1 2,145 +0
Total Volume and Open Interest 5,504 91,997 +816
DJIA Index(CBOT)
Sep03 030918 9580 9675 9550 9664 +101 3,636 23,301 -1,944
Dec03 030918 9530 9629 9501 9625 +100 11,558 25,200 +1,750
Mar04 030918 9525 9602 9525 9602 +99 0 199 +0
Jun04 030918 9572 9572 9572 9572 +99      
Total Volume and Open Interest 15,194 48,700 -194
S & P 500(CME)
Sep03 030918 1027.50 1040.50 1025.70 1039.30 +12.00 42,204 133,338 -27,890
Dec03 030918 1025.70 1038.50 1023.70 1037.30 +11.80 78,240 551,714 +22,924
Mar04 030918 1035.30 1035.80 1035.30 1035.80 +11.90 585 11,555 +492
Jun04 030918 1034.80 1034.80 1034.80 1034.80 +11.90 17 271 +11
Total Volume and Open Interest 121,049 697,028 -4,466
S & P 500 E-Mini(Globex)
Sep03 030918 1027.00 1040.50 1025.50 1039.25 +12.00 34,792 351,942 -44,173
Dec03 030918 1025.50 1038.50 1023.50 1037.25 +11.75 567,196 316,506 -4,801
Total Volume and Open Interest 601,988 668,448 -48,974
NASDAQ 100(CME)
Sep03 030918 1374.50 1401.00 1369.00 1398.50 +20.50 8,905 60,180 -4,619
Dec03 030918 1376.00 1405.00 1370.00 1401.00 +20.50 16,079 61,625 +6,223
Mar04 030918 1403.50 1403.50 1403.50 1403.50 +20.50 0 58 +0
Total Volume and Open Interest 24,984 121,863 +1,604
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030918 1378.5 1402.0 1368.5 1398.5 +20.5 9,220 263,572 -4,532
Dec03 030918 1379.0 1405.0 1370.0 1401.0 +20.5 266,410 122,929 -1,661
Total Volume and Open Interest 275,630 386,501 -6,193
NYSE Composite(NYBOT)
Sep03 030918 549.50 549.50 549.50 549.50 +6.25 160 504 -60
Total Volume and Open Interest 160 504 -60
S & P Midcap 400(CME)
Sep03 030918 525.25 531.70 525.00 531.70 +6.35 1,101 3,043 -1,089
Dec03 030918 525.50 532.00 524.00 531.50 +6.35 1,482 12,602 +919
Mar04 030918 531.30 531.30 531.30 531.30 +6.35      
Total Volume and Open Interest 2,583 15,646 -170
Russell 2000(CME)
Sep03 030918 514.00 519.90 513.25 519.90 +5.15 1,507 8,932 -656
Dec03 030918 514.75 520.25 511.50 519.50 +5.15 3,155 21,083 +1,458
Mar04 030918 519.50 519.50 519.50 519.50 +5.15      
Total Volume and Open Interest 4,662 30,015 +802
Value Line(KCBT)
Sep03 030918 1391.50 1395.00 1391.00 1395.00 +12.00 0 14 +0
Total Volume and Open Interest 0 53 +0
Nikkei 225(CME)
Dec03 030918 11025 11175 11005 11160 +225 2,742 23,848 +165
Mar04 030918 11170 11170 11170 11170 +225 0 1 +0
Total Volume and Open Interest 2,742 23,849 +165
Nikkei 225(SIMEX)
Dec03 030918 10910 11080 10840 11065 +105 27,019 154,230 +2,947
Mar04 030918 11055 11055 11055 11055 +105 0 540 +0
Jun04 030918 11015 11015 11015 11015 +105      
Total Volume and Open Interest 27,019 154,770 +2,947
CAC 40(MATIF)
Sep03 030918 3390.5 3430.0 3390.5 3419.5 +19.0 500 3,409 +288
Oct03 030918 3424.5 3424.5 3424.5 3424.5 +19.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030918 3568.0 3628.0 3553.5 3626.0 +73.0 139,577 123,497 -23,122
Dec03 030918 3589.0 3647.0 3572.5 3645.5 +73.5 56,319 200,817 +26,591
Mar04 030918 3606.0 3665.5 3592.5 3664.5 +73.5 571 8,782 -53
Total Volume and Open Interest 196,467 333,096 +3,416
FT-SE 100(LIFFE)
Sep03 030918 4294.50 4321.50 4287.50 4309.50 +14.50 116,691 120,546 -42,848
Dec03 030918 4310.50 4337.50 4304.00 4325.50 +14.50 93,439 356,462 +49,732
Mar04 030918 4321.00 4321.00 4321.00 4321.00 +14.50 500 10,723 +1,250
Total Volume and Open Interest 210,630 492,376 +8,134
SPI 200(SFE)
Sep03 030918 3214.0 3228.0 3214.0 3226.0 +9.0 31,833 166,368 +2,105
Dec03 030918 3227.0 3236.0 3221.0 3230.0 +8.0 33,915 148,786 +32,457
Mar04 030918 3229.0 3237.0 3227.0 3237.0 +7.0 68 2,628 -40
Total Volume and Open Interest 66,220 320,921 +34,801
GSCI(CME)
Oct03 030918 220.75 222.00 220.20 222.00 -0.50 101 11,525 -40
Nov03 030918 223.00 223.00 223.00 223.00 -0.25      
Dec03 030918 224.00 224.00 224.00 224.00 -0.75      
Total Volume and Open Interest 101 11,525 -2,182
Bridge CRB Index(NYBOT)
Nov03 030918 238.75 238.75 236.10 237.10 -1.90 42 590 -17
Jan04 030918 236.85 236.85 236.85 236.85 -1.90 1 333 +0
Feb04 030918 235.75 235.75 235.10 235.10 -1.90 3 151 +0
Total Volume and Open Interest 46 1,076 -17
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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