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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 Tue September 23, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030923 648.50 659.75 647.50 651.00 -0.25 49,712 138,835 -95
Jan04 030923 650.50 661.25 649.50 652.50 -0.50 6,914 30,049 +1,449
Mar04 030923 647.00 657.00 645.50 648.75 +0.25 3,700 24,077 +207
May04 030923 627.00 634.00 626.00 629.50 +0.25 6,611 37,887 +997
Jul04 030923 620.00 625.00 619.00 621.25 -0.25 2,546 8,755 +255
Aug04 030923 608.00 610.50 606.00 607.25 +1.50 217 1,120 +65
Sep04 030923 590.00 590.50 581.00 584.00 -2.00 31 134 +0
Total Volume and Open Interest 70,381 244,284 +3,119
Soybean Meal(CBOT)
Oct03 030923 194.10 196.60 193.20 194.70 +0.20 8,701 16,786 -750
Dec03 030923 193.10 196.40 192.50 193.60 -0.20 14,282 76,875 -1,215
Jan04 030923 193.30 195.80 192.60 193.30 -0.80 2,949 12,096 -836
Mar04 030923 192.80 194.50 191.30 191.70 -1.70 2,243 13,639 -510
May04 030923 188.80 189.50 186.50 187.00 -2.50 3,902 17,764 +563
Jul04 030923 186.80 187.70 184.80 185.20 -2.40 2,141 10,076 +486
Aug04 030923 182.50 183.50 180.50 180.50 -2.10 627 1,576 +247
Sep04 030923 176.50 176.50 174.00 174.00 -2.50 334 1,716 -17
Total Volume and Open Interest 35,970 155,100 -1,651
Soybean Oil(CBOT)
Oct03 030923 23.76 24.18 23.68 23.88 -0.06 5,536 16,653 -1,734
Dec03 030923 23.80 24.18 23.71 23.90 +0.03 15,313 72,915 +604
Jan04 030923 23.73 24.14 23.64 23.87 +0.07 1,966 13,097 +508
Mar04 030923 23.60 23.97 23.55 23.79 +0.12 655 16,018 +151
May04 030923 23.20 23.44 23.10 23.27 +0.02 2,668 17,048 -841
Jul04 030923 23.00 23.15 22.87 23.01 -0.04 2,873 9,670 +752
Aug04 030923 22.65 22.70 22.65 22.70 unch 264 1,163 +129
Sep04 030923 22.20 22.20 22.20 22.20 -0.01 1 741 +1
Total Volume and Open Interest 29,498 150,558 -368
Canola(WCE)
Nov03 030923 359.8 364.3 358.7 359.6 -0.2 2,800 32,358 -728
Jan04 030923 365.5 370.0 365.1 365.5 -0.3 341 4,445 +18
Mar04 030923 370.0 374.0 370.0 370.0 -0.4 107 725 +31
May04 030923 377.5 377.5 374.8 374.8 +0.8 5 24 +0
Jul04 030923 376.5 377.5 376.5 377.5 unch 228 1,598 +150
Total Volume and Open Interest 3,626 43,217 -399
Corn(CBOT)
Dec03 030923 226.75 227.00 223.50 223.75 -4.00 32,836 232,689 +446
Mar04 030923 234.00 234.25 230.50 231.00 -4.00 6,015 70,391 +497
May04 030923 238.25 238.25 234.25 235.00 -4.25 1,619 21,096 +355
Jul04 030923 241.50 241.75 238.00 238.25 -4.25 1,212 19,506 -397
Sep04 030923 239.00 239.00 237.00 237.00 -2.75 81 3,143 +46
Dec04 030923 239.00 239.00 237.00 237.75 -2.00 1,049 11,009 -52
Total Volume and Open Interest 42,846 358,746 +915
Wheat(CBOT)
Dec03 030923 345.50 348.75 341.00 344.75 -0.75 15,368 82,003 -116
Mar04 030923 356.00 358.50 351.50 354.75 -0.75 2,823 19,673 +88
May04 030923 350.00 353.00 347.50 349.50 -2.00 181 1,025 -15
Jul04 030923 330.00 331.00 327.50 328.75 -0.75 447 3,090 +75
Sep04 030923 332.50 332.50 332.50 332.50 -1.00 7 69 +2
Total Volume and Open Interest 18,829 105,936 +35
Wheat(KCBT)
Dec03 030923 343.50 345.50 340.50 342.25 -2.75 5,141 49,281 -1,164
Mar04 030923 352.50 353.00 348.25 350.00 -3.00 1,113 10,808 +133
May04 030923 346.50 348.00 344.00 344.00 -2.50 17 1,547 -1
Jul04 030923 333.00 333.00 330.50 331.25 -1.25 340 2,437 +100
Sep04 030923 338.50 338.75 336.50 336.50 -0.75 100 137 +79
Total Volume and Open Interest 6,711 64,224 -853
Wheat(MGE)
Dec03 030923 353.50 354.50 350.00 351.75 -1.00 2,173 20,023 -741
Mar04 030923 360.50 361.00 356.50 357.50 -2.00 322 6,818 +9
May04 030923 362.00 362.00 362.00 362.00 -2.25 58 608 +46
Jul04 030923 361.00 361.00 361.00 361.00 -2.00 3 254 -1
Sep04 030923 352.00 352.00 352.00 352.00 -2.00 0 118 +0
Total Volume and Open Interest 2,556 27,861 -687
Oats(CBOT)
Dec03 030923 146.25 146.50 141.50 141.75 -4.00 1,590 5,496 -197
Mar04 030923 152.00 152.00 148.50 148.50 -3.50 132 768 +12
May04 030923 151.00 151.50 151.00 151.50 -1.00 0 55 +0
Jul04 030923 156.00 156.00 154.00 154.00 +0.50 0 25 +0
Total Volume and Open Interest 1,722 6,346 -185
Rough Rice(CBOT)
Nov03 030923 7.47 7.50 7.45 7.47 unch 349 5,253 +21
Jan04 030923 7.63 7.64 7.62 7.63 unch 99 1,221 +32
Mar04 030923 7.79 7.80 7.79 7.80 unch 31 720 +12
May04 030923 7.97 7.97 7.97 7.97 unch 0 525 +0
Total Volume and Open Interest 479 8,085 +17
Live Cattle(CME)
Oct03 030923 86.150 87.525 86.050 87.525 +1.500 6,669 35,239 -778
Dec03 030923 83.400 84.800 83.400 84.800 +1.500 7,296 51,516 +1,532
Feb04 030923 81.175 82.450 81.150 82.400 +1.325 1,573 24,022 +62
Apr04 030923 78.000 79.450 78.000 79.225 +1.225 1,150 15,595 +618
Jun04 030923 72.350 73.500 72.350 73.050 +0.925 671 6,048 +330
Aug04 030923 71.800 72.450 71.800 72.000 +0.975 136 913 +126
Total Volume and Open Interest 17,552 133,650 +1,921
Feeder Cattle(CME)
Sep03 030923 101.600 101.950 101.550 101.825 +0.375 333 1,441 -161
Oct03 030923 98.000 99.200 97.850 99.200 +1.500 1,161 8,088 +12
Nov03 030923 95.000 96.300 95.000 96.300 +1.500 1,064 7,648 +136
Jan04 030923 88.900 89.900 88.800 89.900 +1.475 425 3,083 +13
Mar04 030923 86.000 87.275 86.000 87.175 +1.400 39 620 -17
Apr04 030923 85.200 86.500 85.200 86.500 +1.375 31 367 +11
May04 030923 85.200 86.400 85.200 86.400 +1.400 27 336 +12
Total Volume and Open Interest 3,081 21,660 +6
Lean Hogs(CME)
Oct03 030923 59.850 60.100 58.800 59.300 -1.050 1,875 16,419 -277
Dec03 030923 57.650 58.100 57.000 57.550 -0.500 2,370 26,092 +793
Feb04 030923 59.500 59.625 58.850 59.575 -0.250 602 6,780 +237
Apr04 030923 59.300 59.750 59.300 59.700 -0.125 113 2,203 +2
May04 030923 62.250 62.475 62.250 62.475 -0.075 7 435 +5
Jun04 030923 64.675 64.750 64.500 64.725 -0.075 15 1,044 +2
Jul04 030923 61.125 61.200 61.000 61.125 -0.275 8 386 +6
Aug04 030923 59.550 59.550 59.550 59.550 +0.075 7 143 -3
Total Volume and Open Interest 4,997 53,562 +765
Pork Bellies(CME)
Feb04 030923 87.300 87.300 85.025 85.050 -2.325 236 1,857 +33
Mar04 030923 86.000 86.000 84.500 84.500 -2.300 2 28 +2
May04 030923 87.400 87.400 87.400 87.400 -0.900 2 19 +2
Jul04 030923 90.000 90.000 90.000 90.000 -1.400 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 030923 14.22 14.25 14.22 14.25 +0.03 13 5,956 +2
Oct03 030923 13.85 13.90 13.70 13.82 -0.05 130 5,450 -30
Nov03 030923 12.78 12.78 12.70 12.70 -0.08 74 4,229 +32
Dec03 030923 12.15 12.15 11.90 12.10 -0.10 37 3,372 +9
Jan04 030923 11.70 11.70 11.50 11.56 -0.10 88 1,295 +5
Total Volume and Open Interest 461 25,794 +70
Cocoa(NYBOT)
Dec03 030923 1555 1625 1555 1603 +100 3,465 26,936 +56
Mar04 030923 1560 1590 1552 1576 +88 1,866 19,479 +845
May04 030923 1563 1587 1560 1579 +84 85 7,828 +30
Jul04 030923 1576 1585 1560 1584 +79 283 4,691 +120
Sep04 030923 1583 1600 1582 1592 +75 1 5,414 +0
Dec04 030923 1598 1598 1598 1598 +71 20 6,552 +0
Mar05 030923 1613 1613 1613 1613 +68 76 2,872 -29
Total Volume and Open Interest 6,162 75,400 +1,142
Coffee "C"(NYBOT)
Dec03 030923 64.25 65.80 64.00 64.20 -0.55 8,053 50,325 +700
Mar04 030923 67.00 68.10 66.50 66.50 -0.55 1,779 11,236 +366
May04 030923 68.30 69.75 67.95 67.95 -0.55 226 3,720 -16
Jul04 030923 69.60 71.00 69.40 69.40 -0.55 20 2,180 +19
Sep04 030923 71.20 72.35 70.90 70.90 -0.55 5 3,586 +5
Dec04 030923 73.40 74.65 73.10 73.10 -0.55 14 1,831 +6
Total Volume and Open Interest 10,115 73,879 +1,095
Orange Juice(NYBOT)
Nov03 030923 75.50 75.50 74.60 74.85 -0.55 496 18,790 +126
Jan04 030923 77.70 77.70 76.80 77.00 -0.65 268 4,595 +154
Mar04 030923 79.50 79.50 79.15 79.35 -0.15 102 2,807 -21
May04 030923 81.00 81.15 81.00 81.15 -0.15 95 2,331 +93
Jul04 030923 82.65 82.65 82.65 82.65 -0.15 0 212 +0
Total Volume and Open Interest 961 28,761 +352
Sugar #11(NYBOT)
Oct03 030923 6.07 6.08 5.98 6.02 -0.05 11,176 36,007 -3,292
Mar04 030923 6.34 6.36 6.23 6.28 -0.06 15,002 94,839 +3,596
May04 030923 6.35 6.35 6.23 6.29 -0.05 1,292 20,619 -47
Jul04 030923 6.24 6.25 6.15 6.20 -0.05 755 19,360 -93
Oct04 030923 6.39 6.39 6.30 6.34 -0.05 319 16,493 +215
Total Volume and Open Interest 29,044 194,112 +522
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030923 952 1008 950 1001 +46 1,989 71,815 +334
Mar04 030923 978 1029 976 1023 +43 887 30,886 -49
May04 030923 1004 1045 1004 1038 +42 389 20,859 +198
Jul04 030923 1017 1059 1016 1052 +40 315 13,538 +16
Sep04 030923 1028 1069 1028 1062 +40 294 11,484 -125
Dec04 030923 1066 1077 1065 1071 +39 392 7,349 +199
Total Volume and Open Interest 4,500 163,123 +728
London Coffee(LCE)
Sep03 030923 693.00 708.00 693.00 708.00 +9.00 21 101 +21
Nov03 030923 713.00 732.00 713.00 730.00 +9.00 3,982 41,907 -130
Jan04 030923 734.00 748.00 733.00 748.00 +8.00 1,724 25,113 +922
Mar04 030923 748.00 762.00 746.00 762.00 +8.00 253 11,968 +201
May04 030923 775.00 775.00 775.00 775.00 +8.00 445 10,311 +296
Jul04 030923 788.00 788.00 788.00 788.00 +8.00 413 3,698 +315
Total Volume and Open Interest 6,839 98,283 +1,625
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030923 185.90 187.50 185.00 185.00 -1.40 841 17,631 +63
Mar04 030923 188.60 190.20 187.50 187.80 -1.40 662 8,287 -46
May04 030923 190.50 191.70 189.40 189.40 -1.50 166 2,822 -143
Aug04 030923 192.70 192.70 191.00 191.00 -1.80 109 3,814 -11
Total Volume and Open Interest 1,798 35,583 -137
Cotton(NYBOT)
Oct03 030923 64.20 65.60 64.20 65.40 +1.85 213 1,345 -13
Dec03 030923 65.60 66.50 65.50 66.36 +1.14 4,328 63,114 -277
Mar04 030923 68.05 68.90 67.95 68.41 +0.86 902 17,743 +295
May04 030923 68.75 69.50 68.73 69.15 +0.87 212 3,651 +62
Jul04 030923 69.10 69.90 69.10 69.65 +0.97 284 2,853 -17
Oct04 030923 64.80 64.80 64.80 64.80 +0.65 25 171 -3
Total Volume and Open Interest 6,016 89,929 +66
Lumber(CME)
Nov03 030923 309.5 316.0 309.5 315.5 +7.6 646 2,479 -31
Jan04 030923 307.0 309.5 307.0 309.5 +3.3 171 653 +2
Mar04 030923 308.1 309.5 308.1 308.1 +1.1 6 90 +2
May04 030923 307.5 307.5 307.5 307.5 +0.4 0 24 +0
Total Volume and Open Interest 824 3,247 -27
Crude Oil(NYM)
Nov03 030923 27.45 27.69 27.10 27.13 -0.06 75,060 141,822 +3,311
Dec03 030923 27.23 27.35 26.85 26.89 -0.11 29,567 87,887 -67
Jan04 030923 27.05 27.10 26.65 26.65 -0.17 11,059 33,612 -577
Feb04 030923 26.85 26.85 26.47 26.48 -0.19 1,405 14,658 -116
Mar04 030923 26.60 26.65 26.32 26.33 -0.19 2,374 19,466 +770
Apr04 030923 26.50 26.50 26.18 26.18 -0.19 479 17,512 -89
May04 030923 26.23 26.23 26.05 26.05 -0.18 233 9,854 +36
Jun04 030923 26.20 26.20 25.92 25.92 -0.18 2,557 20,438 +726
Jul04 030923 25.80 25.80 25.80 25.80 -0.19 225 8,233 -51
Aug04 030923 25.83 25.83 25.69 25.69 -0.19 330 7,531 -55
Total Volume and Open Interest 171,410 491,947 -12,548
Heating Oil(NYM)
Oct03 030923 71.50 71.90 70.60 70.83 +0.64 18,396 26,865 -2,340
Nov03 030923 72.80 73.20 71.90 72.04 +0.39 11,059 34,647 +241
Dec03 030923 74.00 74.20 72.90 73.14 +0.34 7,929 29,125 +435
Jan04 030923 74.70 75.05 73.80 73.94 +0.29 4,658 18,594 +1,062
Feb04 030923 74.70 75.05 73.89 73.89 +0.19 1,829 14,631 +663
Mar04 030923 73.50 73.90 72.54 72.54 +0.04 1,684 14,298 +828
Apr04 030923 72.40 72.40 70.89 70.89 -0.11 1,425 5,411 +303
May04 030923 70.70 70.70 69.24 69.24 -0.21 300 2,569 +0
Jun04 030923 70.10 70.10 68.54 68.54 -0.26 663 4,879 +220
Jul04 030923 69.85 69.85 68.34 68.34 -0.31 22 1,877 -7
Total Volume and Open Interest 48,180 159,603 +1,470
Unleaded Gas(NYM)
Oct03 030923 80.60 81.10 80.00 80.95 +0.95 22,675 30,107 -1,054
Nov03 030923 75.60 75.60 74.50 74.95 +0.34 14,116 27,596 +1,845
Dec03 030923 73.75 73.90 72.80 73.05 +0.04 3,236 10,167 -75
Jan04 030923 73.90 73.90 73.10 73.10 +0.04 763 6,345 +186
Feb04 030923 74.20 74.20 73.60 73.60 -0.06 67 1,849 +24
Mar04 030923 74.50 74.50 74.50 74.50 -0.11 102 1,885 +34
Apr04 030923 81.30 81.30 81.30 81.30 -0.11 182 3,259 +123
May04 030923 81.40 81.40 81.40 81.40 -0.16 75 1,335 +0
Total Volume and Open Interest 41,217 83,223 +1,084
Natural Gas(NYM)
Oct03 030923 4.550 4.605 4.495 4.511 +0.017 28,464 42,820 -1,592
Nov03 030923 4.780 4.800 4.680 4.697 -0.026 16,009 52,598 +2,563
Dec03 030923 5.045 5.070 4.960 4.972 -0.031 4,392 32,684 -1,139
Jan04 030923 5.280 5.280 5.180 5.188 -0.033 4,164 28,520 +862
Feb04 030923 5.230 5.230 5.140 5.143 -0.035 2,341 22,570 -223
Mar04 030923 5.140 5.140 5.047 5.047 -0.041 2,886 20,736 +546
Apr04 030923 4.760 4.770 4.703 4.703 -0.035 1,348 18,607 -13
May04 030923 4.690 4.690 4.613 4.613 -0.037 223 12,846 +12
Total Volume and Open Interest 62,616 372,889 +1,967
Brent Crude Oil(IPE)
Nov03 030923 25.80 26.00 25.49 25.52 -0.01 33,801 88,698 -495
Dec03 030923 25.65 25.80 25.33 25.34 -0.07 17,333 76,854 +795
Jan04 030923 25.40 25.54 25.12 25.13 -0.11 4,408 22,603 +54
Feb04 030923 25.24 25.38 24.96 24.96 -0.14 647 10,966 +264
Mar04 030923 25.15 25.23 24.82 24.82 -0.17 1,035 8,026 +45
Apr04 030923 25.02 25.02 24.69 24.69 -0.18 250 4,867 -250
May04 030923 24.56 24.56 24.56 24.56 -0.20 550 4,650 +228
Jun04 030923 24.69 24.80 24.41 24.43 -0.21 965 16,300 +635
Total Volume and Open Interest 63,347 283,036 +1,643
Gas Oil(IPE)
Oct03 030923 214.00 218.50 214.00 217.75 +3.25 16,624 36,777 +2,038
Nov03 030923 217.00 220.00 216.75 218.50 +1.75 11,502 33,398 +3,258
Dec03 030923 218.00 220.75 218.00 219.50 +1.25 4,372 29,667 +643
Jan04 030923 219.25 220.75 219.25 219.50 +0.75 1,310 16,099 +11
Feb04 030923 218.75 218.75 218.75 218.75 +0.75 1,000 6,616 -228
Mar04 030923 216.75 217.00 216.25 216.50 +0.50 408 3,952 +208
Apr04 030923 214.00 214.00 214.00 214.00 +0.50 300 4,874 +0
May04 030923 211.50 211.50 211.50 211.50 +0.25 0 1,328 +0
Total Volume and Open Interest 35,985 152,351 +6,050
US Dollar Index(NYBOT)
Dec03 030923 94.40 94.45 93.85 94.34 +0.13 3,128 13,603 +1,908
Mar04 030923 94.78 94.80 94.70 94.75 +0.11 7 2,071 +3
Jun04 030923 95.20 95.20 95.20 95.20 +0.13 0 13 +0
Total Volume and Open Interest 3,135 15,687 +1,911
Australian Dollar(CME)
Dec03 030923 67.16 67.40 67.00 67.10 -0.29 4,058 40,386 +1,884
Mar04 030923 66.47 66.47 66.47 66.47 -0.29 3 418 +2
Jun04 030923 66.08 66.08 65.84 65.84 -0.29 0 12 +0
Total Volume and Open Interest 4,061 40,899 +1,886
British Pound(CME)
Dec03 030923 164.20 164.92 164.04 164.32 +0.14 7,690 35,926 +4,073
Mar04 030923 163.20 163.70 163.20 163.22 +0.12 11 257 +1
Jun04 030923 162.12 162.12 162.12 162.12 +0.10 0 1 +0
Total Volume and Open Interest 7,701 36,184 +4,074
Canadian Dollar(CME)
Dec03 030923 73.69 73.72 73.32 73.47 -0.64 4,814 60,723 +1,286
Mar04 030923 73.25 73.32 73.05 73.22 -0.63 87 2,642 -10
Jun04 030923 73.00 73.10 72.95 72.98 -0.61 117 1,199 +194
Sep04 030923 72.75 72.75 72.75 72.75 -0.58 12 717 +117
Total Volume and Open Interest 5,079 65,501 +1,592
Japanese Yen(CME)
Dec03 030923 89.73 90.02 89.38 89.45 -0.04 18,377 138,940 -4,150
Mar04 030923 89.99 89.99 89.70 89.70 -0.04 14 89 +11
Jun04 030923 89.97 89.97 89.97 89.97 -0.04 0 5 +0
Total Volume and Open Interest 18,393 139,084 -4,139
Swiss Franc(CME)
Dec03 030923 73.94 74.20 73.85 73.93 -0.23 10,279 38,151 -5,414
Mar04 030923 74.16 74.16 74.08 74.08 -0.23 0 193 +0
Jun04 030923 74.22 74.22 74.22 74.22 -0.23 0 109 +0
Total Volume and Open Interest 10,279 38,485 -5,414
EuroFX(CME)
Dec03 030923 114.31 114.70 114.25 114.39 -0.18 23,253 81,087 +465
Mar04 030923 114.12 114.12 114.12 114.12 -0.18 44 834 +81
Jun04 030923 113.87 113.87 113.87 113.87 -0.18 0 63 +0
Total Volume and Open Interest 23,297 82,067 +546
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030923 9232.0 9232.0 9130.0 9137.0 -73.0 13,337 27,945 -2,214
Total Volume and Open Interest 13,403 28,540 -2,219
30-Year T-Bonds(CBOT)
Dec03 030923 108~08 108~29 107~15 108~22 +0~20 253,809 404,153 -1,878
Mar04 030923 106~16 107~12 106~15 107~10 +0~20 800 13,291 +113
Jun04 030923 106~00 106~00 106~00 106~00 +0~20 0 133 +0
Total Volume and Open Interest 254,609 417,762 -4,072
Municipal Bonds(CBOT)
Dec03 030923 100~08 100~25 100~08 100~22 +0~06 216 1,541 -69
Total Volume and Open Interest 216 1,541 -331
10-Year T-Notes(CBOT)
Dec03 030923 112~080 112~120 111~205 112~090 +0~055 699,703 811,747 +4,323
Mar04 030923 110~090 110~270 110~090 110~250 +0~045 1,119 5,674 +839
Total Volume and Open Interest 700,822 817,421 -22,995
5-Year T-Notes(CBOT)
Dec03 030923 111~180 112~000 111~165 111~300 +0~060 251,734 0 +0
Mar04 030923 110~240 110~240 110~240 110~240 +0~030      
Total Volume and Open Interest 251,734    
2 Year T-Notes(CBOT)
Dec03 030923 107~025 107~041 107~024 107~037 +0~004 5,221 141,301 +1,365
Total Volume and Open Interest 5,324 151,915 +1,162
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030923 98.820 98.830 98.815 98.820 unch 44,715 742,771 +1,160
Mar04 030923 98.705 98.740 98.695 98.730 +0.010 77,960 672,343 -5,693
Jun04 030923 98.430 98.490 98.415 98.480 +0.030 164,870 563,713 -16,597
Sep04 030923 98.045 98.130 98.035 98.120 +0.040 129,085 553,011 -3,272
Dec04 030923 97.595 97.700 97.585 97.690 +0.050 90,690 517,491 -3,327
Mar05 030923 97.160 97.275 97.155 97.265 +0.050 43,890 298,593 +6,743
Jun05 030923 96.770 96.865 96.745 96.860 +0.045 26,098 220,218 +124
Sep05 030923 96.420 96.530 96.410 96.530 +0.050 28,092 171,963 -240
Dec05 030923 96.145 96.260 96.135 96.255 +0.050 13,728 146,022 +4,898
Mar06 030923 95.885 96.005 95.885 96.005 +0.050 12,823 130,722 +403
Jun06 030923 95.645 95.770 95.645 95.770 +0.050 12,978 121,400 -688
Sep06 030923 95.430 95.550 95.430 95.550 +0.040 6,002 103,364 +340
Total Volume and Open Interest 685,608 4,809,574 -17,651
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030923 99.88 99.88 99.88 99.88 unch 182 3,358 +150
Mar04 030923 99.85 99.85 99.85 99.85 unch 50 7,015 -85
Jun04 030923 99.83 99.84 99.83 99.84 unch 196 11,055 +84
Sep04 030923 99.79 99.79 99.78 99.78 unch 161 4,324 +111
Dec04 030923 99.70 99.71 99.70 99.71 unch 5 1,005 +4
Mar05 030923 99.57 99.57 99.57 99.57 unch 14 5,404 +5
Jun05 030923 99.48 99.48 99.48 99.48 unch 17 358 +17
Sep05 030923 99.32 99.32 99.32 99.32 unch 0 5,101 +0
Dec05 030923 99.21 99.21 99.21 99.21 +0.01 0 35 +0
Total Volume and Open Interest 625 38,707 +296
3-Mth Euro-Yen(SIMEX)
Dec03 030923 99.88 99.88 99.88 99.88 unch 605 39,408 -628
Mar04 030923 99.85 99.85 99.84 99.85 unch 933 64,546 +108
Jun04 030923 99.83 99.84 99.83 99.84 +0.01 279 57,653 +55
Sep04 030923 99.79 99.79 99.79 99.79 +0.01 551 27,514 +187
Dec04 030923 99.70 99.71 99.70 99.71 +0.01 370 24,580 +164
Mar05 030923 99.57 99.57 99.57 99.57 +0.01 330 15,037 +148
Jun05 030923 99.46 99.47 99.46 99.47 +0.01 740 9,076 +40
Sep05 030923 99.30 99.32 99.30 99.32 +0.01 0 8,670 +131
Total Volume and Open Interest 3,918 257,703 +315
German Euro-Bund(EUREX)
Dec03 030923 114.32 114.37 113.99 114.29 +0.05 1,022,937 801,824 -25,850
Mar04 030923 113.84 113.85 113.70 113.85 +0.06 12,133 229 +6
Jun04 030923 113.29 113.29 113.29 113.29 unch      
Total Volume and Open Interest 1,035,070 802,053 -25,844
German Euro-Bobl(EUREX)
Dec03 030923 111.39 111.39 111.13 111.32 -0.01 660,617 604,437 -6,473
Mar04 030923 110.90 110.90 110.90 110.90 +0.01 4,300 840 +0
Jun04 030923 110.67 110.67 110.67 110.67 -0.11      
Total Volume and Open Interest 664,917 605,277 -6,473
Long Gilt(LIFFE)
Sep03 030923 118~18 118~20 118~11 118~20 +0~04 1,139 9,267 +508
Dec03 030923 117~28 117~29 117~16 117~27 +0~04 28,694 132,318 +2,954
Total Volume and Open Interest 29,833 141,585 +3,462
3-Mth Short Sterling(LIFFE)
Dec03 030923 96.12 96.13 96.11 96.13 +0.01 21,240 0 +0
Mar04 030923 95.90 95.91 95.88 95.91 +0.02 25,237 0 +0
Jun04 030923 95.69 95.71 95.65 95.70 +0.03 13,932 0 +0
Total Volume and Open Interest 93,423    
3-Mth Euribor(LIFFE)
Dec03 030923 97.895 97.905 97.875 97.885 -0.005 148,406 592,467 -8,176
Mar04 030923 97.910 97.925 97.870 97.890 +0.005 167,711 490,731 +6,142
Jun04 030923 97.800 97.800 97.735 97.770 +0.015 146,644 384,634 +18,584
Total Volume and Open Interest 742,605 2,581,992 +47,850
3-Mth Aus T-Bills(SFE)
Dec03 030923 95.08 95.08 95.05 95.06 unch 28,880 222,563 +15,130
Mar04 030923 94.94 94.96 94.92 94.94 +0.02 18,634 86,236 +9,905
Jun04 030923 94.81 94.82 94.78 94.80 +0.02 3,590 41,609 +1,866
Sep04 030923 94.69 94.71 94.68 94.70 +0.04 884 23,648 -371
Dec04 030923 94.60 94.62 94.60 94.61 +0.04 596 15,559 -101
Mar05 030923 94.52 94.55 94.52 94.53 +0.03 196 17,032 -149
Jun05 030923 94.45 94.48 94.45 94.48 +0.04 391 9,292 +291
Sep05 030923 94.40 94.44 94.40 94.43 +0.03 15 2,576 +0
Dec05 030923 94.38 94.38 94.38 94.38 +0.01 15 1,642 +15
Mar06 030923 94.35 94.35 94.35 94.35 +0.01 0 735 +0
Total Volume and Open Interest 53,201 421,207 +26,586
10-Year Aus T-Bonds(SFE)
Dec03 030923 94.49 94.50 94.46 94.47 unch 2,080 130,023 -6,415
Mar04 030923 94.47 94.47 94.47 94.47 unch      
Total Volume and Open Interest 22,514 136,438 +11,642
3-Year Aus T-Bonds(SFE)
Dec03 030923 94.84 94.86 94.82 94.83 +0.03 79,335 282,463 +39,600
Mar04 030923 94.83 94.83 94.83 94.83 +0.03      
Total Volume and Open Interest 79,335 282,463 +39,600
Gold(CMX)
Oct03 030923 386.3 386.8 383.5 385.9 -1.3 2,278 12,468 +136
Dec03 030923 387.5 388.1 384.3 387.0 -1.3 50,680 204,650 -940
Feb04 030923 387.5 388.3 385.0 387.8 -1.3 1,247 20,191 -208
Apr04 030923 386.8 388.5 386.8 388.5 -1.3 76 7,471 -13
Jun04 030923 387.5 389.5 387.5 389.2 -1.3 613 10,957 -207
Aug04 030923 389.9 389.9 389.9 389.9 -1.3 234 5,625 +62
Total Volume and Open Interest 55,575 289,927 -1,116
Silver(CMX)
Sep03 030923 525.0 525.5 523.5 523.5 -3.0 39 615 -18
Dec03 030923 527.5 528.0 518.0 524.5 -3.0 9,869 97,992 -622
Mar04 030923 526.0 526.0 519.0 524.5 -2.0 166 8,363 +25
May04 030923 528.0 528.0 521.0 525.2 -2.0 8 1,055 +0
Jul04 030923 521.0 525.9 521.0 525.9 -2.0 4 2,081 +0
Total Volume and Open Interest 10,368 116,549 -545
Platinum(NYM)
Oct03 030923 706.0 707.0 703.0 705.9 +2.2 306 6,381 -82
Jan04 030923 696.5 697.8 693.0 696.4 +2.2 179 2,082 +38
Apr04 030923 692.0 692.0 686.4 686.4 +2.2 0 1 +0
Total Volume and Open Interest 485 8,464 -44
Palladium(NYME)
Sep03 030923 216.50 216.50 216.50 216.50 -2.00 0 136 -4
Dec03 030923 215.00 218.50 212.50 218.00 -2.00 294 5,317 +71
Mar04 030923 218.00 218.00 218.00 218.00 -2.00 0 30 +0
Total Volume and Open Interest 297 5,517 +65
Copper(CMX)
Sep03 030923 82.50 82.50 82.00 82.00 -0.60 155 1,315 -130
Dec03 030923 83.10 83.15 82.40 82.60 -0.55 5,105 72,263 +111
Mar04 030923 83.60 83.60 83.00 83.00 -0.60 191 5,217 -33
May04 030923 83.10 83.10 83.10 83.10 -0.60 17 2,784 +12
Jul04 030923 83.25 83.25 83.20 83.20 -0.60 8 2,145 +0
Total Volume and Open Interest 5,756 93,862 +19
DJIA Index(CBOT)
Sep03 030918 9580 9675 9550 9664 +101 3,636 23,301 -1,944
Dec03 030923 9525 9545 9470 9527 +21 11,134 31,062 +429
Mar04 030923 9510 9510 9503 9503 +20 12 297 +2
Jun04 030923 9473 9473 9473 9473 +20      
Total Volume and Open Interest 11,146 31,359 +431
S & P 500(CME)
Dec03 030923 1022.00 1028.50 1019.30 1025.40 +4.10 50,471 567,473 -496
Mar04 030923 1022.50 1023.80 1022.50 1023.80 +4.10 68 11,577 +53
Jun04 030923 1022.70 1022.70 1022.70 1022.70 +4.00 0 287 +0
Sep04 030923 1022.40 1022.40 1022.40 1022.40 +4.00 0 168 +41
Total Volume and Open Interest 50,539 579,528 -402
S & P 500 E-Mini(Globex)
Dec03 030923 1021.25 1028.50 1019.25 1025.50 +4.25 752,271 353,779 -5,023
Mar04 030923 1021.00 1025.00 1018.25 1023.75 +4.00 41 35 +35
Total Volume and Open Interest 752,312 353,814 -351,125
NASDAQ 100(CME)
Dec03 030923 1368.00 1391.50 1366.00 1389.00 +23.50 14,804 67,777 +2,255
Mar04 030923 1392.00 1392.00 1392.00 1392.00 +23.00 27 57 -1
Jun04 030923 1395.00 1395.00 1395.00 1395.00 +22.50      
Total Volume and Open Interest 14,831 67,834 +2,254
NASDAQ 100 E-Mini(GLOBEX)
Dec03 030923 1366.5 1391.5 1364.5 1389.0 +23.5 342,356 150,827 +13,912
Mar04 030923 1372.0 1393.0 1372.0 1392.0 +23.0 102 102 +102
Total Volume and Open Interest 342,458 150,929 -237,236
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 030923 526.00 529.75 526.00 529.50 +3.75 815 12,881 +83
Mar04 030923 529.30 529.30 529.30 529.30 +3.75 0 1 +1
Jun04 030923 529.75 529.75 529.75 529.75 +3.75 0 1 +0
Total Volume and Open Interest 815 12,883 +84
Russell 2000(CME)
Dec03 030923 512.50 519.50 512.50 519.35 +7.70 1,921 22,306 +24
Mar04 030923 519.35 519.35 519.35 519.35 +7.70      
Jun04 030923 519.35 519.35 519.35 519.35 +7.70      
Total Volume and Open Interest 1,921 22,306 +24
Value Line(KCBT)
Dec03 030923 1382.00 1386.00 1382.00 1386.00 +6.50 0 38 +0
Total Volume and Open Interest 0 38 +0
Nikkei 225(CME)
Dec03 030923 10400 10500 10400 10450 +100 5,245 26,373 +978
Mar04 030923 10460 10460 10460 10460 +100 0 1 +0
Total Volume and Open Interest 5,245 26,374 +978
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 030923 3281.0 3300.5 3243.0 3267.0 -19.0 102,672 595,300 +591,263
Oct03 030923 3287.0 3303.0 3249.5 3272.0 -20.0 6,400 4,020 +4,020
Nov03 030923 3260.5 3277.0 3259.5 3277.0 -19.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 030923 3496.0 3504.0 3413.0 3423.5 -54.5 119,023 241,774 +5,547
Mar04 030923 3509.5 3509.5 3435.0 3441.5 -54.5 170 9,222 +91
Jun04 030923 3472.5 3490.5 3453.5 3459.0 -55.5      
Total Volume and Open Interest 119,193 250,996  
FT-SE 100(LIFFE)
Dec03 030923 4257.00 4267.50 4212.50 4243.50 +4.00 66,968 407,818 +5,917
Mar04 030923 4238.50 4238.50 4238.50 4238.50 +4.00 0 10,723 +0
Jun04 030923 4248.00 4248.50 4248.00 4248.50 -5.50 0 4,645 +0
Total Volume and Open Interest 66,968 423,186 -88,760
SPI 200(SFE)
Sep03 030918 3214.0 3228.0 3214.0 3226.0 +9.0 31,833 166,368 +2,105
Dec03 030923 3202.0 3207.0 3183.0 3191.0 -17.0 11,894 151,692 -2,428
Mar04 030923 3202.0 3202.0 3195.0 3197.0 -17.0 345 3,207 +137
Total Volume and Open Interest 12,267 158,066 -2,291
GSCI(CME)
Oct03 030923 223.55 223.80 222.00 222.50 +0.30 83 11,405 -34
Nov03 030923 223.50 223.50 223.50 223.50 +0.30      
Dec03 030923 224.50 224.50 224.50 224.50 +0.50      
Total Volume and Open Interest 83 11,405 -34
Bridge CRB Index(NYBOT)
Nov03 030923 242.40 242.40 240.25 240.35 -0.65 151 580 +73
Jan04 030923 241.00 241.00 240.10 240.10 -0.65 4 334 +1
Feb04 030923 238.75 238.75 238.35 238.35 -0.65 9 157 +4
Total Volume and Open Interest 164 1,073 +78
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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