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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 22, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030922 647.00 652.00 644.00 651.25 +13.25 41,959 138,930 -972
Jan04 030922 650.00 654.50 646.75 653.00 +12.75 7,215 28,600 +667
Mar04 030922 645.00 649.00 643.00 648.50 +12.25 3,647 23,870 +882
May04 030922 625.50 630.00 625.00 629.25 +9.25 7,155 36,890 +1,837
Jul04 030922 620.00 622.00 618.00 621.50 +8.00 3,114 8,500 +414
Aug04 030922 609.00 609.00 605.00 605.75 +7.50 340 1,055 +248
Sep04 030922 585.00 586.00 583.00 586.00 +7.00 0 134 +0
Total Volume and Open Interest 65,202 241,165 +3,433
Soybean Meal(CBOT)
Oct03 030922 194.50 194.60 192.90 194.50 +3.80 5,391 17,536 -70
Dec03 030922 193.50 194.00 192.30 193.80 +3.90 11,664 78,090 +287
Jan04 030922 194.50 194.50 192.40 194.10 +3.80 1,702 12,932 +1,419
Mar04 030922 193.00 193.50 191.40 193.40 +4.00 1,499 14,149 +208
May04 030922 189.50 189.70 187.60 189.50 +3.00 5,068 17,201 +1,256
Jul04 030922 188.50 189.00 186.00 187.60 +2.10 2,406 9,590 +477
Aug04 030922 185.00 185.00 182.00 182.60 +1.10 156 1,329 +84
Sep04 030922 181.00 181.00 175.80 176.50 +0.80 442 1,733 +130
Total Volume and Open Interest 29,741 156,751 +4,213
Soybean Oil(CBOT)
Oct03 030922 23.65 23.95 23.50 23.94 +0.47 7,138 18,387 -3,684
Dec03 030922 23.73 23.94 23.50 23.87 +0.46 13,153 72,311 +2,366
Jan04 030922 23.65 23.88 23.50 23.80 +0.45 1,641 12,589 +207
Mar04 030922 23.60 23.74 23.36 23.67 +0.41 914 15,867 +247
May04 030922 23.05 23.25 22.90 23.25 +0.44 2,981 17,889 +328
Jul04 030922 22.90 23.10 22.80 23.05 +0.38 1,302 8,918 +57
Aug04 030922 22.60 22.70 22.55 22.70 +0.30 19 1,034 +4
Sep04 030922 22.40 22.40 22.21 22.21 +0.26 5 740 +0
Total Volume and Open Interest 28,215 150,926 -190
Canola(WCE)
Sep03 030912 350.7 350.7 346.8 346.8 -2.8 121 3 -120
Nov03 030922 358.0 360.5 357.8 359.8 +5.2 4,011 33,086 -791
Jan04 030922 364.0 366.0 363.5 365.8 +5.3 1,403 4,427 -240
Mar04 030922 367.5 370.4 367.5 370.4 +4.9 171 694 +122
May04 030922 372.5 374.0 372.5 374.0 +4.0 6 24 +0
Total Volume and Open Interest 5,958 43,616 -755
Corn(CBOT)
Dec03 030922 227.00 228.00 226.25 227.75 +1.75 43,069 232,243 +2,951
Mar04 030922 235.50 236.00 233.75 235.00 +1.25 8,797 69,894 +1,180
May04 030922 240.00 240.00 238.25 239.25 +1.00 1,902 20,741 +695
Jul04 030922 243.25 243.75 241.50 242.50 +0.25 2,283 19,903 +543
Sep04 030922 240.50 240.50 239.25 239.75 +0.75 377 3,097 +83
Dec04 030922 240.00 240.25 239.00 239.75 +0.75 1,626 11,061 +673
Total Volume and Open Interest 58,275 357,831 +6,124
Wheat(CBOT)
Dec03 030922 348.50 351.00 342.50 345.50 -1.75 21,230 82,119 -897
Mar04 030922 359.00 361.00 352.00 355.50 -2.00 2,721 19,585 -67
May04 030922 352.50 353.50 349.00 351.50 +0.25 439 1,040 +65
Jul04 030922 333.00 335.00 329.00 329.50 -2.25 406 3,015 +94
Sep04 030922 335.00 335.00 333.50 333.50 -1.50 2 67 +2
Total Volume and Open Interest 24,805 105,901 -803
Wheat(KCBT)
Dec03 030922 346.00 348.00 341.50 345.00 +0.50 7,001 50,445 -13
Mar04 030922 355.00 355.75 350.25 353.00 +0.25 1,403 10,675 -18
May04 030922 347.00 347.00 346.00 346.50 +1.50 75 1,548 +26
Jul04 030922 335.00 335.00 331.00 332.50 +0.25 436 2,337 +130
Sep04 030922 338.00 338.00 337.25 337.25 +0.25 15 58 +15
Total Volume and Open Interest 8,930 65,077 +140
Wheat(MGE)
Sep03 030922 349.00 349.00 349.00 349.00 unch      
Dec03 030922 353.00 353.50 350.00 352.75 +2.50 3,822 20,764 -210
Mar04 030922 360.00 360.50 357.00 359.50 +2.25 1,081 6,809 +420
May04 030922 363.50 365.00 362.00 364.25 +2.25 71 562 +41
Jul04 030922 363.00 363.00 363.00 363.00 +2.00 58 255 +34
Total Volume and Open Interest 5,071 28,548 +295
Oats(CBOT)
Dec03 030922 143.00 146.00 143.00 145.75 +5.50 769 5,693 +135
Mar04 030922 149.50 152.00 149.50 152.00 +5.00 16 756 -1
May04 030922 152.50 152.50 152.50 152.50 +3.00 0 55 +0
Jul04 030922 153.50 153.50 153.50 153.50 +1.50 0 25 -1
Total Volume and Open Interest 785 6,531 +133
Rough Rice(CBOT)
Nov03 030922 7.47 7.59 7.36 7.47 +0.01 228 5,232 -75
Jan04 030922 7.67 7.73 7.53 7.63 +0.01 112 1,189 -41
Mar04 030922 7.83 7.83 7.70 7.80 +0.03 35 708 -13
May04 030922 7.97 7.97 7.97 7.97 +0.03 1 525 +1
Total Volume and Open Interest 400 8,068 -122
Live Cattle(CME)
Oct03 030922 85.100 86.100 84.950 86.025 +0.525 6,769 36,017 +20
Dec03 030922 82.350 83.475 82.200 83.300 +0.725 7,331 49,984 +858
Feb04 030922 80.300 81.175 80.050 81.075 +0.725 2,071 23,960 +647
Apr04 030922 77.325 78.100 77.125 78.000 +0.675 1,106 14,977 +75
Jun04 030922 71.300 72.150 71.300 72.125 +0.775 924 5,718 +583
Aug04 030922 70.100 71.350 70.100 71.025 +0.875 61 787 +42
Total Volume and Open Interest 18,272 131,729 +2,224
Feeder Cattle(CME)
Sep03 030922 101.150 101.500 101.100 101.450 +0.250 291 1,602 -184
Oct03 030922 96.600 97.750 96.550 97.700 +0.950 1,065 8,076 -38
Nov03 030922 94.200 94.900 93.800 94.800 +0.275 901 7,512 +164
Jan04 030922 87.500 88.450 87.500 88.425 +0.275 450 3,070 -2
Mar04 030922 85.150 85.850 85.150 85.775 +0.175 92 637 +48
Apr04 030922 84.400 85.125 84.400 85.125 +0.575 33 356 -21
May04 030922 84.500 85.000 84.400 85.000 +0.300 10 324 +4
Total Volume and Open Interest 2,847 21,654 -25
Lean Hogs(CME)
Oct03 030922 60.400 60.850 60.075 60.350 -0.225 2,715 16,696 +307
Dec03 030922 58.000 58.400 57.700 58.050 -0.225 3,346 25,299 +195
Feb04 030922 59.700 60.000 59.400 59.825 -0.175 590 6,543 +129
Apr04 030922 60.100 60.100 59.600 59.825 -0.400 116 2,201 +25
May04 030922 62.500 62.550 62.500 62.550 -0.175 5 430 +4
Jun04 030922 64.700 64.850 64.700 64.800 -0.200 53 1,042 +11
Jul04 030922 61.650 61.650 61.400 61.400 -0.250 9 380 -3
Aug04 030922 59.250 59.475 59.250 59.475 -0.650 8 146 -6
Total Volume and Open Interest 6,844 52,797 +663
Pork Bellies(CME)
Feb04 030922 88.100 88.450 87.200 87.375 -0.525 406 1,824 -41
Mar04 030922 86.800 86.800 86.800 86.800 -0.200 0 26 +0
May04 030922 88.300 88.300 88.300 88.300 -0.200 0 17 +0
Jul04 030922 91.400 91.400 91.400 91.400 unch 0 28 +0
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 030922 14.22 14.22 14.22 14.22 -0.03 8 5,954 +0
Oct03 030922 13.80 13.90 13.60 13.87 -0.01 171 5,480 +13
Nov03 030922 12.84 12.84 12.76 12.78 -0.07 72 4,197 +23
Dec03 030922 12.24 12.24 12.15 12.20 -0.04 27 3,363 +1
Jan04 030922 11.73 11.75 11.66 11.66 -0.13 52 1,290 +8
Total Volume and Open Interest 362 25,724 +62
Cocoa(NYBOT)
Dec03 030922 1519 1535 1488 1503 -16 3,435 26,880 +435
Mar04 030922 1495 1515 1472 1488 -15 510 18,634 +78
May04 030922 1503 1503 1493 1495 -16 234 7,798 +0
Jul04 030922 1515 1516 1505 1505 -16 22 4,571 +22
Sep04 030922 1525 1525 1517 1517 -14 2,019 5,414 +9
Dec04 030922 1527 1527 1527 1527 -14 250 6,552 +240
Mar05 030922 1553 1553 1545 1545 -14 10 2,901 +10
Total Volume and Open Interest 6,689 74,258 +694
Coffee "C"(NYBOT)
Dec03 030922 63.00 64.85 63.00 64.75 +1.75 5,355 49,625 -41
Mar04 030922 65.50 67.30 65.45 67.05 +1.70 741 10,870 +97
May04 030922 67.10 68.50 67.10 68.50 +1.65 186 3,736 +70
Jul04 030922 68.90 70.25 68.80 69.95 +1.60 41 2,161 +19
Sep04 030922 70.40 71.45 70.40 71.45 +1.60 25 3,581 -1
Dec04 030922 72.50 73.65 72.00 73.65 +1.60 84 1,825 -82
Total Volume and Open Interest 6,516 72,784 +130
Orange Juice(NYBOT)
Nov03 030922 74.35 75.40 74.00 75.40 +1.50 610 18,664 -6
Jan04 030922 76.50 77.70 76.35 77.65 +1.60 262 4,441 +33
Mar04 030922 79.20 79.50 79.10 79.50 +0.90 78 2,828 +53
May04 030922 81.00 81.30 81.00 81.30 +0.70 12 2,238 +11
Jul04 030922 82.80 82.80 82.80 82.80 +0.45 0 212 +0
Total Volume and Open Interest 962 28,409 +91
Sugar #11(NYBOT)
Oct03 030922 5.96 6.08 5.94 6.07 +0.10 8,772 39,299 -3,654
Mar04 030922 6.18 6.35 6.18 6.34 +0.15 8,046 91,243 +1,362
May04 030922 6.23 6.35 6.23 6.34 +0.11 685 20,666 +194
Jul04 030922 6.16 6.26 6.16 6.25 +0.09 662 19,453 +175
Oct04 030922 6.34 6.41 6.34 6.39 +0.07 240 16,278 -67
Total Volume and Open Interest 18,415 193,590 -1,987
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030922 967 969 945 955 -12 2,232 71,481 -926
Mar04 030922 992 994 970 980 -12 1,518 30,935 -31
May04 030922 1003 1003 986 996 -12 614 20,661 +332
Jul04 030922 1015 1020 1007 1012 -11 347 13,522 -90
Sep04 030922 1029 1032 1014 1022 -11 2,080 11,609 +2,052
Dec04 030922 1035 1036 1026 1032 -11 127 7,150 +93
Total Volume and Open Interest 7,050 162,395 +1,497
London Coffee(LCE)
Sep03 030922 698.00 699.00 698.00 699.00 +6.00 26 80 -26
Nov03 030922 714.00 724.00 697.00 721.00 +11.00 4,293 42,037 -266
Jan04 030922 736.00 740.00 717.00 740.00 +11.00 1,395 24,191 +742
Mar04 030922 749.00 754.00 733.00 754.00 +11.00 396 11,767 +169
May04 030922 761.00 767.00 745.00 767.00 +12.00 207 10,015 +167
Jul04 030922 768.00 780.00 757.00 780.00 +14.00 241 3,383 +233
Total Volume and Open Interest 6,572 96,658 +1,023
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030922 184.00 186.50 183.20 186.40 +1.90 788 17,568 +97
Mar04 030922 186.60 189.30 186.60 189.20 +1.70 340 8,333 +85
May04 030922 190.40 190.90 189.60 190.90 +1.90 14 2,965 +0
Aug04 030922 191.00 192.80 191.00 192.80 +1.80 34 3,825 +0
Total Volume and Open Interest 1,201 35,720 +202
Cotton(NYBOT)
Oct03 030922 64.30 64.30 63.40 63.55 -0.05 269 1,358 -24
Dec03 030922 66.20 66.20 65.15 65.22 -0.35 8,546 63,391 +1,515
Mar04 030922 68.35 68.45 67.55 67.55 -0.36 2,191 17,448 +906
May04 030922 68.85 69.00 68.28 68.28 -0.34 404 3,589 +99
Jul04 030922 69.30 69.40 68.68 68.68 -0.37 364 2,870 +101
Oct04 030922 64.30 64.30 63.75 64.15 unch 0 174 +0
Total Volume and Open Interest 11,838 89,863 +2,642
Lumber(CME)
Nov03 030922 306.8 308.0 301.5 307.9 -1.4 628 2,510 -58
Jan04 030922 304.1 307.0 301.7 306.2 +2.1 199 651 +8
Mar04 030922 305.3 308.0 305.3 307.0 +1.5 13 88 +2
May04 030922 307.1 307.1 307.1 307.1 +1.0 3 24 +2
Total Volume and Open Interest 843 3,274 -46
Crude Oil(NYM)
Oct03 030922 27.10 27.28 26.72 26.96 -0.07 58,548 27,532 -9,139
Nov03 030922 27.20 27.38 26.85 27.19 +0.12 93,095 138,511 -211
Dec03 030922 26.95 27.16 26.70 27.00 +0.18 39,607 87,954 +4,123
Jan04 030922 26.77 26.92 26.60 26.82 +0.15 7,214 34,189 -367
Feb04 030922 26.70 26.72 26.45 26.67 +0.14 3,156 14,774 +116
Mar04 030922 26.50 26.66 26.50 26.52 +0.13 2,012 18,696 +395
Apr04 030922 26.50 26.50 26.20 26.37 +0.12 2,202 17,601 +578
May04 030922 26.23 26.23 26.23 26.23 +0.11 2,522 9,818 -13
Jun04 030922 26.10 26.20 26.00 26.10 +0.11 3,476 19,712 -688
Jul04 030922 25.99 25.99 25.99 25.99 +0.11 915 8,284 +475
Total Volume and Open Interest 219,756 504,495 -3,525
Heating Oil(NYM)
Oct03 030922 70.40 71.25 69.70 70.19 +0.30 22,097 29,205 -1,470
Nov03 030922 71.75 72.55 71.20 71.65 +0.27 15,128 34,406 +1,476
Dec03 030922 73.00 73.80 72.50 72.80 +0.27 10,771 28,690 -18
Jan04 030922 74.00 74.60 73.50 73.65 +0.27 3,429 17,532 +710
Feb04 030922 74.10 74.60 73.50 73.70 +0.27 1,668 13,968 +294
Mar04 030922 73.00 73.30 72.30 72.50 +0.32 817 13,470 +183
Apr04 030922 71.70 71.80 71.00 71.00 +0.27 526 5,108 +36
May04 030922 70.15 70.50 69.45 69.45 +0.27 97 2,569 +23
Jun04 030922 69.55 69.70 68.80 68.80 +0.27 630 4,659 +194
Jul04 030922 69.50 69.50 68.65 68.65 +0.32 94 1,884 +50
Total Volume and Open Interest 55,740 158,133 +1,724
Unleaded Gas(NYM)
Oct03 030922 79.00 80.20 78.40 80.00 +1.30 21,737 31,161 -3,225
Nov03 030922 74.70 75.25 73.90 74.61 +0.30 11,694 25,751 +302
Dec03 030922 73.10 73.65 73.00 73.01 +0.20 3,457 10,242 +188
Jan04 030922 73.10 73.10 73.06 73.06 +0.25 742 6,159 +28
Feb04 030922 74.00 74.00 73.66 73.66 +0.25 219 1,825 +227
Mar04 030922 75.30 75.30 74.61 74.61 +0.25 164 1,851 +103
Apr04 030922 81.60 81.60 81.41 81.41 +0.25 280 3,136 +186
May04 030922 81.56 81.56 81.56 81.56 +0.25 155 1,335 +75
Total Volume and Open Interest 38,448 82,139 -2,116
Natural Gas(NYM)
Oct03 030922 4.460 4.520 4.390 4.494 +0.011 28,134 44,412 -2,584
Nov03 030922 4.660 4.760 4.600 4.723 +0.018 13,488 50,035 +3,066
Dec03 030922 4.930 5.035 4.900 5.003 +0.003 6,726 33,823 +891
Jan04 030922 5.150 5.240 5.130 5.221 +0.004 2,956 27,658 +322
Feb04 030922 5.110 5.200 5.100 5.178 +0.004 1,752 22,793 +217
Mar04 030922 5.050 5.110 5.010 5.088 +0.004 1,581 20,190 +489
Apr04 030922 4.710 4.740 4.690 4.738 +0.009 1,279 18,620 +174
May04 030922 4.620 4.660 4.605 4.650 +0.009 370 12,834 -2
Total Volume and Open Interest 61,810 370,922 +2,099
Brent Crude Oil(IPE)
Nov03 030922 25.12 25.70 25.05 25.53 +0.21 42,711 89,193 +1,753
Dec03 030922 25.07 25.58 25.04 25.41 +0.16 26,181 76,059 +3,439
Jan04 030922 24.93 25.40 24.91 25.24 +0.14 8,988 22,549 -2,834
Feb04 030922 24.90 25.23 24.89 25.10 +0.15 1,840 10,702 +4
Mar04 030922 24.70 25.10 24.70 24.99 +0.17 809 7,981 +200
Apr04 030922 24.97 24.97 24.87 24.87 +0.16 370 5,117 -130
May04 030922 24.60 24.80 24.60 24.76 +0.17 420 4,422 +0
Jun04 030922 24.39 24.80 24.39 24.64 +0.17 1,723 15,665 +73
Total Volume and Open Interest 88,617 281,393 +2,100
Gas Oil(IPE)
Oct03 030922 210.50 214.75 209.00 214.50 +3.25 11,895 34,739 -1,617
Nov03 030922 213.00 217.00 212.00 216.75 +3.50 6,835 30,140 +376
Dec03 030922 214.50 218.50 214.00 218.25 +3.50 5,637 29,024 -556
Jan04 030922 215.00 219.00 215.00 218.75 +3.00 2,183 16,088 +758
Feb04 030922 214.75 218.00 214.75 218.00 +3.00 1,604 6,844 +735
Mar04 030922 215.00 216.00 215.00 216.00 +3.00 291 3,744 +91
Apr04 030922 213.00 213.50 213.00 213.50 +2.75 200 4,874 -200
May04 030922 211.25 211.25 211.25 211.25 +2.75 566 1,328 +558
Total Volume and Open Interest 30,980 146,301 +453
US Dollar Index(NYBOT)
Dec03 030922 94.15 94.73 94.05 94.21 -1.13 2,517 11,695 +816
Mar04 030922 94.80 94.80 94.55 94.64 -1.16 2 2,068 +2
Jun04 030922 95.07 95.07 95.07 95.07 -1.18 1 13 -1
Total Volume and Open Interest 2,520 13,776 +817
Australian Dollar(CME)
Dec03 030922 67.28 67.64 67.22 67.39 +0.76 3,227 38,502 +1,778
Mar04 030922 66.95 66.95 66.76 66.76 +0.75 16 416 -2
Jun04 030922 66.13 66.13 66.13 66.13 +0.74 0 12 +0
Total Volume and Open Interest 3,243 39,013 +1,776
British Pound(CME)
Dec03 030922 163.58 164.58 163.34 164.18 +1.82 5,128 31,853 +2,146
Mar04 030922 162.70 163.22 162.70 163.10 +1.82 0 256 +0
Jun04 030922 162.02 162.02 162.02 162.02 +1.82 1 1 +1
Total Volume and Open Interest 5,129 32,110 +2,147
Canadian Dollar(CME)
Dec03 030922 74.25 74.26 73.85 74.11 +0.32 7,589 59,437 +1,376
Mar04 030922 73.95 73.95 73.69 73.85 +0.32 77 2,652 +14
Jun04 030922 73.50 73.59 73.50 73.59 +0.32 11 1,005 +6
Sep04 030922 73.38 73.38 73.25 73.33 +0.32 5 600 +3
Total Volume and Open Interest 7,687 63,909 +1,399
Japanese Yen(CME)
Dec03 030922 89.46 89.88 89.28 89.49 +1.80 15,675 143,090 +2,919
Mar04 030922 89.55 90.10 89.55 89.74 +1.80 13 78 +14
Jun04 030922 90.01 90.01 90.01 90.01 +1.80 0 5 +0
Total Volume and Open Interest 15,688 143,223 +2,933
Swiss Franc(CME)
Dec03 030922 73.97 74.23 73.86 74.16 +0.95 12,176 43,565 +1,597
Mar04 030922 74.31 74.31 74.31 74.31 +0.95 0 193 +0
Jun04 030922 74.45 74.45 74.45 74.45 +0.95 0 109 +0
Total Volume and Open Interest 12,176 43,899 +1,597
EuroFX(CME)
Dec03 030922 114.40 114.78 114.15 114.57 +1.29 11,618 80,622 -27
Mar04 030922 114.11 114.37 114.11 114.30 +1.29 50 753 -27
Jun04 030922 114.05 114.05 114.05 114.05 +1.29 0 63 +0
Total Volume and Open Interest 11,668 81,521 -54
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030922 9145.0 9220.0 9125.0 9210.0 +105.0 3,922 30,159 -142
Total Volume and Open Interest 3,977 30,759 -87
30-Year T-Bonds(CBOT)
Dec03 030922 108~29 109~05 107~07 108~02 -1~02 207,944 406,031 +6,747
Mar04 030922 106~17 107~04 105~30 106~22 -1~02 1,197 13,178 +756
Jun04 030922 105~12 105~12 105~12 105~12 -1~02 0 133 +0
Total Volume and Open Interest 216,334 421,834 +3,870
Municipal Bonds(CBOT)
Dec03 030922 100~21 100~21 99~28 100~16 -0~14 178 1,610 -14
Total Volume and Open Interest 214 1,872 -31
10-Year T-Notes(CBOT)
Dec03 030922 112~110 112~110 111~135 112~035 -0~140 461,706 807,424 +6,015
Mar04 030922 110~210 110~210 110~200 110~205 -0~130 530 4,835 +198
Total Volume and Open Interest 474,177 840,416 +4,711
5-Year T-Notes(CBOT)
Dec03 030922 111~200 111~255 111~105 111~240 -0~070 192,135 0 +0
Mar04 030922 110~210 110~210 110~210 110~210 -0~070      
Total Volume and Open Interest 193,061    
2 Year T-Notes(CBOT)
Dec03 030922 107~017 107~034 107~016 107~033 +0~001 10,633 139,936 +2,598
Total Volume and Open Interest 13,948 150,753 +3,729
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030922 98.815 98.825 98.815 98.820 unch 39,660 741,611 -7,472
Mar04 030922 98.705 98.720 98.685 98.720 unch 53,587 678,036 -2,647
Jun04 030922 98.415 98.450 98.390 98.450 unch 90,605 580,310 -1,324
Sep04 030922 98.035 98.085 97.990 98.080 unch 91,008 556,283 -270
Dec04 030922 97.585 97.655 97.535 97.640 unch 61,678 520,818 -2,477
Mar05 030922 97.160 97.220 97.100 97.215 -0.005 42,523 291,850 -7,929
Jun05 030922 96.775 96.825 96.700 96.815 -0.025 33,958 220,094 -6,069
Sep05 030922 96.455 96.490 96.355 96.480 -0.050 28,790 172,203 -4,038
Dec05 030922 96.150 96.205 96.060 96.205 -0.050 12,052 141,124 +4
Mar06 030922 95.905 95.955 95.825 95.955 -0.055 17,071 130,319 -2,911
Jun06 030922 95.715 95.720 95.595 95.720 -0.060 12,112 122,088 -1,727
Sep06 030922 95.500 95.510 95.380 95.510 -0.060 12,490 103,024 +2,289
Total Volume and Open Interest 545,843 4,827,225 -32,687
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030922 99.89 99.89 99.88 99.88 unch 77 3,208 -659
Mar04 030922 99.85 99.85 99.85 99.85 +0.01 0 7,100 -326
Jun04 030922 99.83 99.84 99.83 99.84 +0.02 0 10,971 -173
Sep04 030922 99.79 99.79 99.78 99.78 +0.02 22 4,213 -243
Dec04 030922 99.70 99.71 99.70 99.71 +0.03 0 1,001 -28
Mar05 030922 99.58 99.58 99.57 99.57 +0.06 150 5,399 +50
Jun05 030922 99.48 99.48 99.48 99.48 +0.07 0 341 -73
Sep05 030922 99.32 99.32 99.32 99.32 +0.06 0 5,101 -711
Dec05 030922 99.20 99.20 99.20 99.20 +0.04 0 35 +0
Total Volume and Open Interest 249 38,411 -2,163
3-Mth Euro-Yen(SIMEX)
Dec03 030922 99.88 99.89 99.88 99.88 unch 1,457 40,036 +443
Mar04 030922 99.84 99.85 99.84 99.85 +0.01 1,224 64,438 -1,405
Jun04 030922 99.83 99.83 99.83 99.83 unch 1,480 57,598 -559
Sep04 030922 99.77 99.78 99.77 99.78 +0.01 953 27,327 +7
Dec04 030922 99.70 99.70 99.69 99.70 +0.01 158 24,416 -63
Mar05 030922 99.52 99.58 99.52 99.56 +0.04 273 14,889 +1
Jun05 030922 99.42 99.48 99.42 99.46 +0.05 257 9,036 -40
Sep05 030922 99.31 99.31 99.31 99.31 +0.05 20 8,539 -156
Total Volume and Open Interest 5,822 257,388 -1,772
German Euro-Bund(EUREX)
Dec03 030922 113.59 114.32 113.56 114.24 +0.49 693,836 827,674 +18,541
Mar04 030922 113.81 113.81 113.79 113.79 +0.47 5,400 223 +0
Jun04 030922 113.29 113.29 113.29 113.29 +0.44 400 0 +0
Total Volume and Open Interest 699,636 827,897 +18,541
German Euro-Bobl(EUREX)
Dec03 030922 110.89 111.41 110.88 111.33 +0.38 437,185 610,910 +16,451
Mar04 030922 110.89 110.89 110.89 110.89 +0.39 1,381 840 +1
Jun04 030922 110.78 110.78 110.78 110.78 +0.38 170 0 +0
Total Volume and Open Interest 438,736 611,750 +16,452
Long Gilt(LIFFE)
Sep03 030922 118~21 118~24 118~15 118~15 +0~01 100 8,759 -69
Dec03 030922 117~31 118~00 117~19 117~22 +0~02 32,364 129,364 -3,897
Total Volume and Open Interest 32,464 138,123 -3,966
3-Mth Short Sterling(LIFFE)
Dec03 030922 96.13 96.13 96.10 96.12 +0.01 24,172 0 +0
Mar04 030922 95.92 95.94 95.87 95.89 +0.01 25,180 0 +0
Jun04 030922 95.71 95.72 95.66 95.67 +0.01 16,240 0 +0
Total Volume and Open Interest 135,997    
3-Mth Euribor(LIFFE)
Dec03 030922 97.865 97.915 97.855 97.890 +0.030 68,681 600,643 -675
Mar04 030922 97.860 97.915 97.850 97.885 +0.045 73,352 484,589 -11,548
Jun04 030922 97.690 97.790 97.680 97.755 +0.065 72,574 366,050 -1,932
Total Volume and Open Interest 384,168 2,534,142 -16,378
3-Mth Aus T-Bills(SFE)
Dec03 030922 95.02 95.06 95.02 95.06 +0.05 4,338 207,433 -17,413
Mar04 030922 94.85 94.94 94.85 94.92 +0.07 1,818 76,331 +648
Jun04 030922 94.71 94.79 94.71 94.78 +0.07 830 39,743 +1,681
Sep04 030922 94.66 94.68 94.63 94.66 +0.06 313 24,019 +46
Dec04 030922 94.58 94.58 94.54 94.57 +0.05 273 15,660 -123
Mar05 030922 94.52 94.52 94.50 94.50 +0.05 10 17,181 +10
Jun05 030922 94.48 94.48 94.44 94.44 +0.04 0 9,001 +0
Sep05 030922 94.40 94.40 94.40 94.40 +0.05 20 2,576 -5
Dec05 030922 94.37 94.37 94.37 94.37 +0.05 0 1,627 +0
Mar06 030922 94.34 94.34 94.34 94.34 +0.04 0 735 +0
Total Volume and Open Interest 7,602 394,621 -15,156
10-Year Aus T-Bonds(SFE)
Dec03 030922 94.43 94.51 94.41 94.47 +0.03 4,755 136,438 +11,642
Mar04 030922 94.47 94.47 94.47 94.47 +0.03      
Total Volume and Open Interest 5,067 124,796 -506
3-Year Aus T-Bonds(SFE)
Dec03 030922 94.74 94.82 94.73 94.80 +0.06 13,849 242,863 -6,172
Mar04 030922 94.80 94.80 94.80 94.80 +0.06      
Total Volume and Open Interest 13,849 242,863 -6,172
Gold(CMX)
Oct03 030922 385.8 388.0 383.8 387.2 +5.3 1,225 12,332 -541
Dec03 030922 387.0 389.0 384.9 388.3 +5.4 48,742 205,590 +6,734
Feb04 030922 388.0 389.1 386.0 389.1 +5.4 4,053 20,399 +2,404
Apr04 030922 388.0 390.0 386.5 389.8 +5.4 1,135 7,484 +102
Jun04 030922 389.0 391.0 387.0 390.5 +5.4 1,735 11,164 -450
Aug04 030922 391.2 391.2 391.2 391.2 +5.4 0 5,563 +0
Total Volume and Open Interest 57,980 291,043 +8,649
Silver(CMX)
Sep03 030922 527.0 527.0 526.5 526.5 -1.7 15 633 -207
Dec03 030922 534.0 535.0 524.5 527.5 -1.7 9,848 98,614 +287
Mar04 030922 532.0 533.5 524.5 526.5 -1.2 478 8,338 +158
May04 030922 526.0 529.0 526.0 527.2 -1.2 3 1,055 -1
Jul04 030922 530.0 530.0 527.0 527.9 -1.2 0 2,081 +0
Total Volume and Open Interest 10,457 117,094 +319
Platinum(NYM)
Oct03 030922 701.5 705.0 701.0 703.7 +7.4 864 6,463 -256
Jan04 030922 691.0 694.2 691.0 694.2 +7.4 464 2,044 +326
Apr04 030922 684.2 684.2 684.2 684.2 +7.4 0 1 +0
Total Volume and Open Interest 1,328 8,508 +70
Palladium(NYME)
Sep03 030922 218.50 218.50 218.50 218.50 -2.75 0 140 +0
Dec03 030922 221.50 223.00 217.00 220.00 -2.75 260 5,246 +112
Mar04 030922 220.00 220.00 220.00 220.00 -3.00 0 30 +0
Total Volume and Open Interest 260 5,452 +112
Copper(CMX)
Sep03 030922 82.95 82.95 82.45 82.60 +0.10 212 1,445 -84
Dec03 030922 83.45 83.70 82.95 83.15 +0.05 7,170 72,152 +1,315
Mar04 030922 83.80 83.85 83.50 83.60 +0.10 106 5,250 -8
May04 030922 84.05 84.05 83.70 83.70 +0.15 0 2,772 +0
Jul04 030922 83.80 83.80 83.80 83.80 +0.20 0 2,145 +0
Total Volume and Open Interest 7,581 93,843 +1,233
DJIA Index(CBOT)
Sep03 030918 9580 9675 9550 9664 +101 3,636 23,301 -1,944
Dec03 030922 9525 9540 9462 9506 -95 8,390 30,633 +105
Mar04 030922 9500 9500 9482 9483 -95 30 295 +30
Jun04 030922 9453 9453 9453 9453 -95      
Total Volume and Open Interest 8,420 30,928 -22,056
S & P 500(CME)
Dec03 030922 1024.30 1025.00 1016.00 1021.30 -11.60 43,368 567,969 +3,723
Mar04 030922 1022.00 1022.00 1019.00 1019.70 -11.70 135 11,524 -12
Jun04 030922 1018.70 1018.70 1018.70 1018.70 -11.70 19 287 +0
Sep04 030922 1018.40 1018.40 1018.40 1018.40 -11.70 0 127 +0
Total Volume and Open Interest 43,522 579,930 -119,315
S & P 500 E-Mini(Globex)
Dec03 030922 1031.75 1031.75 1015.75 1021.25 -11.75 583,482 358,802 -11,224
Mar04 030922 1026.25 1026.25 1015.00 1019.75 -11.75      
Total Volume and Open Interest 587,664 704,939  
NASDAQ 100(CME)
Dec03 030922 1374.50 1377.00 1359.50 1365.50 -29.00 9,951 65,522 +80
Mar04 030922 1369.00 1369.00 1369.00 1369.00 -28.50 0 58 +0
Jun04 030922 1372.50 1372.50 1372.50 1372.50 -27.50      
Total Volume and Open Interest 9,951 65,580  
NASDAQ 100 E-Mini(GLOBEX)
Dec03 030922 1392.0 1392.0 1359.5 1365.5 -29.0 225,736 136,915 -6,020
Mar04 030922 1377.5 1378.5 1369.0 1369.0 -28.5      
Total Volume and Open Interest 226,325 388,165  
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 030922 526.50 527.50 524.00 525.75 -3.65 717 12,798 -41
Mar04 030922 525.55 525.55 525.55 525.55 -3.65      
Jun04 030922 526.00 526.00 526.00 526.00 -3.65 0 1 +0
Total Volume and Open Interest 717 12,799 -2,980
Russell 2000(CME)
Dec03 030922 513.00 516.00 510.00 511.65 -6.75 1,523 22,282 +381
Mar04 030922 511.65 511.65 511.65 511.65 -6.75      
Jun04 030922 511.65 511.65 511.65 511.65 -6.75      
Total Volume and Open Interest 1,523 22,282 -8,105
Value Line(KCBT)
Dec03 030922 1379.50 1379.50 1379.50 1379.50 -16.50 0 38 +0
Total Volume and Open Interest 0 38 -2
Nikkei 225(CME)
Dec03 030922 10455 10510 10320 10350 -535 3,824 25,395 +753
Mar04 030922 10360 10360 10360 10360 -535 0 1 +0
Total Volume and Open Interest 3,824 25,396 +753
Nikkei 225(SIMEX)
Dec03 030922 10770 10775 10375 10445 -500 20,284 153,470 -522
Mar04 030922 10435 10435 10435 10435 -500 0 540 +0
Jun04 030922 10395 10395 10395 10395 -500      
Total Volume and Open Interest 20,284 154,010 -522
CAC 40(MATIF)
Sep03 030922 3363.0 3365.0 3265.0 3286.0 -95.0 44 4,037 +133
Oct03 030922 3357.5 3357.5 3275.0 3292.0 -93.5      
Nov03 030922 3296.0 3296.0 3296.0 3296.0        
DAX Index(EUREX)
Dec03 030922 3552.0 3559.0 3474.5 3478.0 -131.0 97,050 236,227 +7,025
Mar04 030922 3574.0 3574.0 3496.0 3496.0 -132.0 3,453 9,131 -108
Jun04 030922 3514.5 3514.5 3514.5 3514.5        
FT-SE 100(LIFFE)
Dec03 030922 4239.50 4243.50 4211.00 4239.50 -19.50 89,105 401,901 +10,574
Mar04 030922 4234.50 4234.50 4234.50 4234.50 -20.00 0 10,723 +0
Jun04 030922 4254.00 4254.00 4254.00 4254.00 -9.50 0 4,645 +0
Total Volume and Open Interest 114,926 511,946 +19,331
SPI 200(SFE)
Sep03 030918 3214.0 3228.0 3214.0 3226.0 +9.0 31,833 166,368 +2,105
Dec03 030922 3227.0 3236.0 3197.0 3208.0 -26.0 12,432 154,120 +3,177
Mar04 030922 3222.0 3222.0 3206.0 3214.0 -26.0 129 3,070 +80
Total Volume and Open Interest 12,564 160,357 -69,145
GSCI(CME)
Oct03 030922 221.70 223.00 220.90 222.20 +0.70 176 11,439 -66
Nov03 030922 223.20 223.20 223.20 223.20 +0.70      
Dec03 030922 224.00 224.00 224.00 224.00 +0.50      
Total Volume and Open Interest 176 11,439 -66
Bridge CRB Index(NYBOT)
Nov03 030922 241.00 242.00 240.75 241.00 +1.55 50 507 +3
Jan04 030922 240.50 240.75 240.00 240.75 +1.55 0 333 +0
Feb04 030922 238.50 239.00 238.50 239.00 +1.55 0 153 +0
Total Volume and Open Interest 50 995 +3
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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