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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 Wed September 24, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030924 652.25 658.00 645.50 653.00 +2.00 57,810 137,241 -1,594
Jan04 030924 653.50 659.75 647.00 655.00 +2.50 8,531 30,550 +501
Mar04 030924 648.50 653.50 643.00 649.25 +0.50 4,987 24,599 +522
May04 030924 629.00 633.00 625.00 630.50 +1.00 7,135 38,133 +246
Jul04 030924 621.00 624.00 617.50 622.25 +1.00 3,431 9,298 +543
Aug04 030924 606.00 611.00 606.00 607.00 -0.25 81 1,174 +54
Sep04 030924 583.00 583.00 583.00 583.00 -1.00 26 134 +0
Total Volume and Open Interest 83,931 245,042 +758
Soybean Meal(CBOT)
Oct03 030924 195.00 195.20 191.20 193.60 -1.10 7,675 16,806 +20
Dec03 030924 194.00 194.50 191.20 193.40 -0.20 16,747 77,569 +694
Jan04 030924 193.80 194.40 191.00 193.20 -0.10 4,221 12,745 +649
Mar04 030924 192.00 193.00 189.50 192.00 +0.30 2,844 14,165 +526
May04 030924 187.50 188.00 185.50 187.30 +0.30 2,306 18,066 +302
Jul04 030924 185.20 186.00 183.50 185.90 +0.70 1,686 10,201 +125
Aug04 030924 181.00 181.50 180.00 181.50 +1.00 267 1,751 +175
Sep04 030924 174.00 175.00 174.00 174.60 +0.60 151 1,684 -32
Total Volume and Open Interest 37,617 158,217 +3,117
Soybean Oil(CBOT)
Oct03 030924 23.90 24.35 23.76 24.14 +0.26 6,267 14,785 -1,868
Dec03 030924 23.95 24.37 23.76 24.15 +0.25 16,674 72,652 -263
Jan04 030924 23.90 24.35 23.73 24.12 +0.25 2,536 13,707 +610
Mar04 030924 23.65 24.16 23.65 23.99 +0.20 1,717 16,875 +857
May04 030924 23.25 23.75 23.10 23.52 +0.25 2,810 16,696 -352
Jul04 030924 22.90 23.45 22.90 23.27 +0.26 2,122 9,438 -232
Aug04 030924 22.90 22.90 22.90 22.90 +0.20 25 1,138 -25
Sep04 030924 22.45 22.45 22.31 22.31 +0.11 25 761 +20
Total Volume and Open Interest 33,059 149,247 -1,311
Canola(WCE)
Nov03 030924 360.0 362.5 358.2 361.9 +2.3 6,521 32,646 +288
Jan04 030924 365.5 368.4 364.0 367.8 +2.3 1,115 4,950 +505
Mar04 030924 371.3 372.0 370.5 371.9 +1.9 603 837 +112
May04 030924 373.0 375.7 373.0 375.7 +0.9 7 24 +0
Jul04 030924 375.5 380.0 375.5 380.0 +2.5 403 1,901 +303
Total Volume and Open Interest 8,704 44,425 +1,208
Corn(CBOT)
Dec03 030924 222.75 225.25 221.50 224.25 +0.50 41,482 233,776 +1,087
Mar04 030924 230.00 232.75 229.25 231.75 +0.75 8,889 71,988 +1,597
May04 030924 234.00 237.00 233.75 236.25 +1.25 2,765 20,457 -639
Jul04 030924 237.75 240.50 237.00 239.50 +1.25 2,117 19,835 +329
Sep04 030924 237.00 239.00 236.50 237.75 +0.75 387 3,035 -108
Dec04 030924 237.25 239.50 237.25 238.25 +0.50 1,267 11,240 +231
Total Volume and Open Interest 56,959 361,227 +2,481
Wheat(CBOT)
Dec03 030924 344.50 354.00 343.00 353.00 +8.25 13,766 81,315 -688
Mar04 030924 354.25 364.00 353.50 363.25 +8.50 2,266 19,649 -24
May04 030924 350.00 357.50 349.50 356.50 +7.00 108 1,087 +62
Jul04 030924 329.50 333.50 329.00 333.00 +4.25 166 3,078 -12
Sep04 030924 336.00 337.00 336.00 337.00 +4.50 0 69 +0
Total Volume and Open Interest 16,306 105,274 -662
Wheat(KCBT)
Dec03 030924 341.25 350.00 341.25 349.75 +7.50 3,639 48,735 -546
Mar04 030924 350.00 358.00 349.50 357.75 +7.75 979 10,694 -114
May04 030924 346.00 352.50 346.00 352.25 +8.25 99 1,530 -17
Jul04 030924 332.00 336.50 332.00 336.00 +4.75 134 2,357 -80
Sep04 030924 341.00 341.00 341.00 341.00 +4.50 7 137 +0
Total Volume and Open Interest 4,858 63,467 -757
Wheat(MGE)
Dec03 030924 352.50 358.00 350.50 357.75 +6.00 2,196 20,379 +356
Mar04 030924 359.00 364.50 357.00 364.00 +6.50 853 6,881 +63
May04 030924 364.00 368.00 364.00 368.00 +6.00 0 604 -4
Jul04 030924 361.50 365.50 361.50 365.50 +4.50 0 255 +1
Sep04 030924 355.00 355.00 354.00 355.00 +3.00 0 118 +0
Total Volume and Open Interest 3,049 28,277 +416
Oats(CBOT)
Dec03 030924 141.50 144.50 140.50 141.50 -0.25 769 5,546 +50
Mar04 030924 147.50 150.50 147.50 148.25 -0.25 30 771 +3
May04 030924 151.50 151.50 151.50 151.50 unch 2 56 +1
Jul04 030924 154.00 154.00 154.00 154.00 unch 10 29 +4
Total Volume and Open Interest 811 6,404 +58
Rough Rice(CBOT)
Nov03 030924 7.48 7.50 7.41 7.49 +0.02 283 5,258 +5
Jan04 030924 7.60 7.65 7.58 7.65 +0.02 44 1,209 -12
Mar04 030924 7.78 7.82 7.75 7.82 +0.02 29 735 +15
May04 030924 7.99 7.99 7.99 7.99 +0.02 0 525 +0
Total Volume and Open Interest 356 8,093 +8
Live Cattle(CME)
Oct03 030924 87.600 88.200 87.000 87.200 -0.325 8,362 34,285 -954
Dec03 030924 84.950 85.550 84.400 84.675 -0.125 10,198 53,796 +2,280
Feb04 030924 82.400 82.700 81.900 82.050 -0.350 2,910 24,590 +568
Apr04 030924 79.225 79.400 78.700 78.850 -0.375 1,105 15,711 +116
Jun04 030924 73.100 73.225 72.600 72.800 -0.250 698 6,261 +213
Aug04 030924 72.300 72.350 71.850 71.850 -0.150 150 1,042 +129
Total Volume and Open Interest 23,511 135,982 +2,332
Feeder Cattle(CME)
Sep03 030924 101.900 102.100 101.800 101.950 +0.125 313 1,294 -147
Oct03 030924 99.500 100.125 98.850 99.425 +0.225 1,821 7,989 -99
Nov03 030924 97.300 97.300 96.000 96.375 +0.075 1,221 7,784 +136
Jan04 030924 90.000 90.500 89.750 90.050 +0.150 354 3,122 +39
Mar04 030924 87.175 87.400 87.000 87.175 unch 62 620 +0
Apr04 030924 86.500 86.500 86.500 86.500 unch 22 371 +4
May04 030924 86.400 86.700 86.150 86.150 -0.250 137 411 +75
Total Volume and Open Interest 3,932 21,670 +10
Lean Hogs(CME)
Oct03 030924 59.300 59.350 57.350 57.650 -1.650 4,607 15,519 -900
Dec03 030924 57.800 57.800 56.250 56.775 -0.775 3,904 26,316 +224
Feb04 030924 59.500 59.600 58.200 58.600 -0.975 764 6,888 +108
Apr04 030924 59.700 59.700 58.700 59.500 -0.200 154 2,252 +49
May04 030924 62.000 62.000 61.650 61.900 -0.575 17 440 +5
Jun04 030924 64.750 64.750 63.900 64.500 -0.225 12 1,051 +7
Jul04 030924 61.300 61.300 60.700 60.800 -0.325 17 375 -11
Aug04 030924 59.100 59.400 59.100 59.400 -0.150 0 143 +0
Total Volume and Open Interest 9,475 53,044 -518
Pork Bellies(CME)
Feb04 030924 85.100 85.650 84.750 85.175 +0.125 443 1,825 -32
Mar04 030924 84.750 84.900 84.500 84.500 unch 9 33 +5
May04 030924 86.250 86.350 86.250 86.250 -1.150 0 19 +0
Jul04 030924 89.000 89.000 89.000 89.000 -1.000 1 27 -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 030924 14.25 14.25 14.25 14.25 unch 11 5,950 -6
Oct03 030924 13.82 13.82 13.75 13.75 -0.07 101 5,439 -11
Nov03 030924 12.70 12.75 12.60 12.68 -0.02 26 4,239 +10
Dec03 030924 12.10 12.14 12.00 12.03 -0.07 30 3,373 +1
Jan04 030924 11.50 11.56 11.50 11.50 -0.06 85 1,286 -9
Total Volume and Open Interest 556 25,954 +160
Cocoa(NYBOT)
Dec03 030924 1582 1645 1555 1637 +34 7,337 25,987 -949
Mar04 030924 1548 1613 1538 1608 +32 2,492 19,841 +362
May04 030924 1550 1608 1537 1608 +29 575 7,873 +45
Jul04 030924 1612 1612 1612 1612 +28 234 4,804 +113
Sep04 030924 1621 1621 1621 1621 +29 251 5,599 +185
Dec04 030924 1628 1628 1628 1628 +30 100 6,608 +56
Mar05 030924 1640 1640 1640 1640 +27 60 2,885 +13
Total Volume and Open Interest 11,049 75,225 -175
Coffee "C"(NYBOT)
Dec03 030924 64.00 65.90 63.80 65.35 +1.15 9,539 49,748 -577
Mar04 030924 66.30 68.20 66.25 67.80 +1.30 1,146 11,215 -21
May04 030924 67.80 69.50 67.80 69.30 +1.35 95 3,728 +8
Jul04 030924 70.80 70.80 70.80 70.80 +1.40 270 2,207 +27
Sep04 030924 72.40 72.40 72.30 72.30 +1.40 119 3,634 +48
Dec04 030924 74.50 74.50 74.50 74.50 +1.40 91 1,817 -14
Total Volume and Open Interest 11,266 73,345 -534
Orange Juice(NYBOT)
Nov03 030924 74.85 75.40 74.80 75.35 +0.50 615 18,882 +92
Jan04 030924 77.00 77.40 76.90 77.40 +0.40 478 4,841 +246
Mar04 030924 79.50 79.75 79.50 79.55 +0.20 191 2,891 +84
May04 030924 81.50 81.55 81.50 81.55 +0.40 5 2,334 +3
Jul04 030924 83.55 83.55 83.55 83.55 +0.90 0 212 +0
Total Volume and Open Interest 1,289 29,186 +425
Sugar #11(NYBOT)
Oct03 030924 6.01 6.04 5.91 6.00 -0.02 14,469 32,890 -3,117
Mar04 030924 6.28 6.29 6.15 6.26 -0.02 13,654 96,531 +1,692
May04 030924 6.28 6.30 6.20 6.29 unch 2,082 21,063 +444
Jul04 030924 6.20 6.20 6.12 6.20 unch 1,106 19,210 -150
Oct04 030924 6.34 6.34 6.25 6.33 -0.01 538 16,590 +97
Total Volume and Open Interest 31,943 193,056 -1,056
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030924 999 1019 973 1017 +16 8,645 71,146 -669
Mar04 030924 1021 1040 996 1038 +15 3,830 30,515 -371
May04 030924 1034 1054 1013 1054 +16 1,772 20,876 +17
Jul04 030924 1040 1070 1028 1069 +17 1,798 13,426 -112
Sep04 030924 1048 1083 1041 1081 +19 1,112 11,193 -291
Dec04 030924 1051 1093 1051 1091 +20 1,621 8,818 +1,469
Total Volume and Open Interest 19,166 163,291 +168
London Coffee(LCE)
Sep03 030924 687.00 717.00 687.00 717.00 +9.00 27 101 +0
Nov03 030924 723.00 742.00 715.00 739.00 +9.00 1,925 41,381 -526
Jan04 030924 736.00 760.00 732.00 756.00 +8.00 1,063 25,592 +479
Mar04 030924 749.00 774.00 749.00 770.00 +8.00 76 11,969 +1
May04 030924 764.00 783.00 764.00 783.00 +8.00 0 10,311 +0
Jul04 030924 792.00 796.00 792.00 796.00 +8.00 0 3,698 +0
Total Volume and Open Interest 3,091 98,237 -46
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030924 185.60 185.70 183.20 183.50 -1.50 1,877 17,053 -578
Mar04 030924 187.70 189.00 186.40 187.00 -0.80 388 8,399 +112
May04 030924 190.50 190.50 188.80 188.80 -0.60 91 2,857 +35
Aug04 030924 191.50 191.50 190.10 190.40 -0.60 105 3,833 +19
Total Volume and Open Interest 2,573 35,180 -403
Cotton(NYBOT)
Oct03 030924 65.65 66.50 65.20 65.20 -0.20 480 991 -354
Dec03 030924 66.56 67.60 66.37 66.42 +0.06 10,475 63,538 +424
Mar04 030924 69.00 69.65 68.70 68.73 +0.32 3,546 18,785 +1,042
May04 030924 70.00 70.25 69.40 69.43 +0.28 332 3,704 +53
Jul04 030924 70.35 70.35 69.70 69.70 +0.05 111 2,882 +29
Oct04 030924 65.25 65.40 64.90 64.90 +0.10 9 180 +9
Total Volume and Open Interest 14,989 91,119 +1,190
Lumber(CME)
Nov03 030924 313.9 315.5 309.6 313.1 -2.4 559 2,459 -20
Jan04 030924 307.0 309.5 305.5 309.0 -0.5 95 622 -31
Mar04 030924 309.0 309.0 308.0 308.0 -0.1 5 89 -1
May04 030924 308.0 308.0 308.0 308.0 +0.5 0 24 +0
Total Volume and Open Interest 659 3,195 -52
Crude Oil(NYM)
Nov03 030924 27.85 28.59 27.75 28.24 +1.11 72,918 136,991 -4,831
Dec03 030924 27.75 28.28 27.55 27.96 +1.07 37,979 85,964 -1,923
Jan04 030924 27.40 27.88 27.25 27.60 +0.95 8,458 35,476 +1,864
Feb04 030924 27.00 27.50 27.00 27.32 +0.84 2,609 15,080 +422
Mar04 030924 26.90 27.20 26.80 27.07 +0.74 1,734 19,641 +175
Apr04 030924 26.60 27.05 26.50 26.86 +0.68 854 17,157 -355
May04 030924 26.85 26.85 26.66 26.66 +0.61 174 9,803 -51
Jun04 030924 26.35 26.60 26.35 26.46 +0.54 4,907 19,560 -878
Jul04 030924 26.29 26.29 26.29 26.29 +0.49 600 8,601 +368
Aug04 030924 26.14 26.14 26.14 26.14 +0.45 205 7,393 -138
Total Volume and Open Interest 138,729 480,590 -11,357
Heating Oil(NYM)
Oct03 030924 73.00 75.20 72.80 74.52 +3.69 18,468 24,044 -2,821
Nov03 030924 74.20 76.20 73.90 75.31 +3.27 14,336 36,996 +2,349
Dec03 030924 75.40 76.80 75.00 76.16 +3.02 6,234 28,950 -175
Jan04 030924 76.20 77.50 75.70 76.81 +2.87 3,120 18,941 +347
Feb04 030924 76.10 77.30 75.90 76.56 +2.67 2,268 14,308 -323
Mar04 030924 74.75 75.80 74.45 74.86 +2.32 1,187 14,329 +31
Apr04 030924 73.20 73.60 72.86 72.86 +1.97 465 5,472 +61
May04 030924 70.65 73.25 70.65 70.96 +1.72 149 2,647 +78
Jun04 030924 70.50 70.50 69.95 70.06 +1.52 169 4,984 +105
Jul04 030924 70.50 70.75 69.75 69.76 +1.42 7 1,878 +1
Total Volume and Open Interest 46,431 159,272 -331
Unleaded Gas(NYM)
Oct03 030924 83.00 87.50 81.70 86.54 +5.59 19,982 27,051 -3,056
Nov03 030924 77.25 79.30 76.10 78.35 +3.40 15,286 28,921 +1,325
Dec03 030924 75.00 76.40 74.70 75.60 +2.55 3,507 10,986 +819
Jan04 030924 75.60 75.70 75.45 75.45 +2.35 462 6,702 +357
Feb04 030924 75.70 75.85 75.70 75.85 +2.25 251 1,796 -53
Mar04 030924 76.65 76.65 76.65 76.65 +2.15 10 1,885 +0
Apr04 030924 83.25 83.25 83.25 83.25 +1.95 295 3,350 +91
May04 030924 83.15 83.15 83.15 83.15 +1.75 73 1,368 +33
Total Volume and Open Interest 39,866 82,739 -484
Natural Gas(NYM)
Oct03 030924 4.590 4.660 4.560 4.588 +0.077 37,241 37,531 -5,289
Nov03 030924 4.760 4.835 4.730 4.752 +0.055 22,033 57,912 +5,314
Dec03 030924 5.015 5.090 4.990 5.007 +0.035 3,447 33,107 +423
Jan04 030924 5.240 5.300 5.200 5.212 +0.024 1,691 28,202 -318
Feb04 030924 5.190 5.240 5.160 5.161 +0.018 3,090 21,478 -1,092
Mar04 030924 5.100 5.130 5.066 5.066 +0.019 3,318 21,004 +268
Apr04 030924 4.730 4.770 4.726 4.726 +0.023 1,249 19,154 +547
May04 030924 4.650 4.680 4.631 4.631 +0.018 668 12,987 +141
Total Volume and Open Interest 77,470 372,945 +56
Brent Crude Oil(IPE)
Nov03 030924 25.40 26.95 25.27 26.67 +1.15 39,246 88,100 -598
Dec03 030924 25.28 26.65 25.15 26.44 +1.10 23,602 76,269 -585
Jan04 030924 25.15 26.27 25.00 26.13 +1.00 6,127 24,332 +1,729
Feb04 030924 25.04 26.00 25.00 25.84 +0.88 2,342 11,812 +846
Mar04 030924 24.90 25.73 24.90 25.59 +0.77 2,046 8,434 +408
Apr04 030924 24.87 25.58 24.87 25.35 +0.66 429 4,628 -239
May04 030924 25.15 25.15 25.15 25.15 +0.59 0 4,650 +0
Jun04 030924 24.45 25.13 24.40 24.94 +0.51 2,325 16,900 +600
Total Volume and Open Interest 78,829 286,558 +3,522
Gas Oil(IPE)
Oct03 030924 215.25 228.50 215.25 228.50 +10.75 15,817 37,053 +276
Nov03 030924 217.00 229.00 216.50 228.50 +10.00 11,571 34,397 +999
Dec03 030924 217.50 228.50 217.00 227.75 +8.25 6,514 30,588 +921
Jan04 030924 217.50 228.00 217.50 227.00 +7.50 3,301 16,098 -1
Feb04 030924 216.25 224.50 216.25 224.50 +5.75 101 6,717 +101
Mar04 030924 214.50 221.75 214.50 221.75 +5.25 350 4,056 +104
Apr04 030924 210.25 218.00 210.25 218.00 +4.00 0 4,874 +0
May04 030924 214.75 214.75 214.75 214.75 +3.25 0 1,328 +0
Total Volume and Open Interest 39,835 154,737 +2,386
US Dollar Index(NYBOT)
Dec03 030924 94.54 94.55 94.00 94.07 -0.27 1,232 14,517 +914
Mar04 030924 94.48 94.48 94.48 94.48 -0.27 4 2,072 +1
Jun04 030924 94.93 94.93 94.93 94.93 -0.27 0 13 +0
Total Volume and Open Interest 1,236 16,602 +915
Australian Dollar(CME)
Dec03 030924 67.14 67.38 66.99 67.20 +0.10 3,005 40,753 +367
Mar04 030924 66.57 66.57 66.57 66.57 +0.10 1 418 +0
Jun04 030924 65.94 65.94 65.94 65.94 +0.10 2 10 -2
Total Volume and Open Interest 3,008 41,264 +365
British Pound(CME)
Dec03 030924 164.42 165.04 164.30 164.98 +0.66 3,211 36,143 +217
Mar04 030924 163.74 163.88 163.74 163.88 +0.66 2 258 +1
Jun04 030924 162.78 162.78 162.78 162.78 +0.66 0 1 +0
Total Volume and Open Interest 3,213 36,402 +218
Canadian Dollar(CME)
Dec03 030924 73.52 73.83 73.33 73.76 +0.29 5,313 61,573 +850
Mar04 030924 73.24 73.53 73.23 73.51 +0.29 32 2,636 -6
Jun04 030924 73.00 73.30 72.93 73.27 +0.29 114 1,257 +58
Sep04 030924 73.04 73.04 73.04 73.04 +0.29 116 824 +107
Total Volume and Open Interest 5,581 66,514 +1,013
Japanese Yen(CME)
Dec03 030924 89.93 90.14 89.54 89.91 +0.46 9,279 135,353 -3,587
Mar04 030924 90.12 90.22 90.12 90.16 +0.46 5 92 +3
Jun04 030924 90.43 90.43 90.43 90.43 +0.46 0 5 +0
Total Volume and Open Interest 9,284 135,500 -3,584
Swiss Franc(CME)
Dec03 030924 73.97 74.16 73.78 74.10 +0.17 5,958 38,762 +611
Mar04 030924 74.13 74.25 74.13 74.25 +0.17 1 194 +1
Jun04 030924 74.39 74.39 74.39 74.39 +0.17 0 109 +0
Total Volume and Open Interest 5,959 39,097 +612
EuroFX(CME)
Dec03 030924 114.37 114.69 114.10 114.58 +0.19 8,325 81,567 +480
Mar04 030924 114.02 114.35 113.94 114.31 +0.19 20 836 +2
Jun04 030924 113.64 114.06 113.64 114.06 +0.19 0 63 +0
Total Volume and Open Interest 8,345 82,549 +482
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030924 9127.0 9210.0 9120.0 9200.0 +63.0 7,618 27,470 -475
Total Volume and Open Interest 7,654 28,076 -464
30-Year T-Bonds(CBOT)
Dec03 030924 108~19 110~02 108~12 109~24 +1~02 204,255 408,826 +4,673
Mar04 030924 107~17 108~20 107~13 108~12 +1~02 126 13,256 -35
Jun04 030924 107~02 107~02 107~02 107~02 +1~02 51 184 +51
Total Volume and Open Interest 204,432 422,451 +4,689
Municipal Bonds(CBOT)
Dec03 030924 100~23 101~14 100~18 101~10 +0~20 34 1,550 +9
Total Volume and Open Interest 34 1,550 +9
10-Year T-Notes(CBOT)
Dec03 030924 112~065 113~060 112~005 112~295 +0~205 438,053 814,227 +2,480
Mar04 030924 110~220 111~220 110~215 111~155 +0~225 150 5,739 +65
Total Volume and Open Interest 438,203 819,966 +2,545
5-Year T-Notes(CBOT)
Dec03 030924 111~295 112~140 111~250 112~080 +0~100 179,987 0 +0
Mar04 030924 111~020 111~020 111~020 111~020 +0~100      
Total Volume and Open Interest 179,987    
2 Year T-Notes(CBOT)
Dec03 030924 107~036 107~056 107~028 107~052 +0~015 2,558 142,551 +1,250
Total Volume and Open Interest 3,610 152,422 +507
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030924 98.820 98.835 98.815 98.830 +0.010 47,164 746,800 +4,029
Mar04 030924 98.720 98.755 98.710 98.750 +0.020 72,229 676,071 +3,728
Jun04 030924 98.475 98.540 98.450 98.515 +0.035 137,864 573,314 +9,601
Sep04 030924 98.110 98.210 98.075 98.180 +0.060 121,145 558,443 +5,432
Dec04 030924 97.680 97.810 97.640 97.765 +0.075 65,518 513,369 -4,122
Mar05 030924 97.255 97.410 97.215 97.345 +0.080 30,025 300,088 +1,495
Jun05 030924 96.850 96.995 96.815 96.940 +0.080 24,222 220,538 +320
Sep05 030924 96.525 96.670 96.485 96.615 +0.085 27,816 174,411 +2,448
Dec05 030924 96.255 96.375 96.220 96.335 +0.080 9,804 144,017 -2,005
Mar06 030924 96.005 96.125 95.970 96.085 +0.080 7,939 131,624 +902
Jun06 030924 95.770 95.905 95.750 95.850 +0.080 8,135 122,089 +689
Sep06 030924 95.540 95.680 95.540 95.630 +0.080 8,369 102,587 -777
Total Volume and Open Interest 608,723 4,833,737 +24,163
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030924 99.89 99.89 99.88 99.89 +0.01 0 3,458 +100
Mar04 030924 99.84 99.84 99.84 99.84 -0.01 2 7,050 +35
Jun04 030924 99.83 99.83 99.83 99.83 -0.01 260 11,248 +193
Sep04 030924 99.78 99.78 99.77 99.78 unch 133 4,398 +74
Dec04 030924 99.70 99.70 99.70 99.70 -0.01 31 1,024 +19
Mar05 030924 99.54 99.54 99.54 99.54 -0.03 0 5,404 +0
Jun05 030924 99.44 99.44 99.44 99.44 -0.04 0 358 +0
Sep05 030924 99.32 99.32 99.32 99.32 unch 0 5,351 +250
Dec05 030924 99.18 99.18 99.18 99.18 -0.03 0 35 +0
Total Volume and Open Interest 426 39,378 +671
3-Mth Euro-Yen(SIMEX)
Dec03 030924 99.89 99.89 99.89 99.89 +0.01 202 39,572 +164
Mar04 030924 99.85 99.85 99.84 99.85 unch 321 64,118 -428
Jun04 030924 99.84 99.84 99.83 99.83 -0.01 236 57,691 +38
Sep04 030924 99.78 99.78 99.78 99.78 -0.01 412 27,907 +393
Dec04 030924 99.69 99.69 99.69 99.69 -0.02 486 24,703 +123
Mar05 030924 99.54 99.54 99.54 99.54 -0.03 0 15,037 +0
Jun05 030924 99.44 99.44 99.44 99.44 -0.03 20 9,076 +0
Sep05 030924 99.29 99.30 99.29 99.29 -0.03 500 9,141 +471
Total Volume and Open Interest 2,177 258,464 +761
German Euro-Bund(EUREX)
Dec03 030924 114.28 114.48 114.03 114.40 +0.11 870,809 805,798 +3,974
Mar04 030924 113.62 113.94 113.62 113.94 +0.09 8,747 282 +53
Jun04 030924 113.35 113.35 113.35 113.35 +0.06      
Total Volume and Open Interest 879,556 806,080 +4,027
German Euro-Bobl(EUREX)
Dec03 030924 111.30 111.55 111.14 111.53 +0.21 593,150 614,149 +9,712
Mar04 030924 111.10 111.10 111.10 111.10 +0.20 4,923 840 +0
Jun04 030924 110.73 110.73 110.73 110.73 +0.06      
Total Volume and Open Interest 598,073 614,989 +9,712
Long Gilt(LIFFE)
Sep03 030924 118~16 118~17 118~12 118~15 -0~04 189 9,173 -94
Dec03 030924 117~21 118~00 117~17 117~22 -0~04 29,675 131,693 -625
Total Volume and Open Interest 29,864 140,866 -719
3-Mth Short Sterling(LIFFE)
Dec03 030924 96.12 96.17 96.11 96.15 +0.02 14,588 0 +0
Mar04 030924 95.89 95.99 95.88 95.95 +0.04 18,587 0 +0
Jun04 030924 95.69 95.80 95.66 95.75 +0.05 11,975 0 +0
Total Volume and Open Interest 77,035    
3-Mth Euribor(LIFFE)
Dec03 030924 97.885 97.900 97.870 97.885 unch 73,279 595,366 +2,899
Mar04 030924 97.885 97.915 97.860 97.885 -0.005 90,642 495,737 +5,006
Jun04 030924 97.760 97.800 97.725 97.760 -0.010 97,793 382,940 -1,694
Total Volume and Open Interest 501,168 2,595,250 +13,258
3-Mth Aus T-Bills(SFE)
Dec03 030924 95.06 95.06 95.03 95.06 unch 14,322 204,787 -17,776
Mar04 030924 94.94 94.94 94.91 94.93 -0.01 12,730 80,829 -5,407
Jun04 030924 94.81 94.81 94.79 94.81 +0.01 5,377 38,549 -3,060
Sep04 030924 94.70 94.70 94.69 94.70 unch 1,069 22,979 -669
Dec04 030924 94.61 94.61 94.60 94.61 unch 468 15,657 +98
Mar05 030924 94.54 94.54 94.53 94.53 unch 218 16,732 -300
Jun05 030924 94.47 94.48 94.47 94.48 unch 130 9,280 -12
Sep05 030924 94.44 94.44 94.44 94.44 +0.01 129 2,647 +71
Dec05 030924 94.39 94.39 94.39 94.39 +0.01 20 1,642 +0
Mar06 030924 94.36 94.36 94.36 94.36 +0.01 20 743 +8
Total Volume and Open Interest 34,523 394,180 -27,027
10-Year Aus T-Bonds(SFE)
Dec03 030924 94.50 94.51 94.46 94.49 +0.01 10,308 130,023 +0
Mar04 030924 94.49 94.49 94.49 94.49 +0.01      
Total Volume and Open Interest 10,308 130,023 -6,415
3-Year Aus T-Bonds(SFE)
Dec03 030924 94.85 94.85 94.81 94.83 unch 40,070 271,041 -11,422
Mar04 030924 94.83 94.83 94.83 94.83 unch      
Total Volume and Open Interest 40,070 271,041 -11,422
Gold(CMX)
Oct03 030924 386.0 387.5 385.0 387.5 +1.6 1,636 12,791 +323
Dec03 030924 386.8 388.5 385.7 388.4 +1.4 38,924 206,307 +1,657
Feb04 030924 387.5 389.2 386.6 389.2 +1.4 1,204 20,428 +237
Apr04 030924 387.5 390.0 387.5 389.9 +1.4 1,916 6,760 -711
Jun04 030924 388.0 390.5 388.0 390.5 +1.3 341 11,236 +279
Aug04 030924 391.1 391.1 391.1 391.1 +1.2 0 5,636 +11
Total Volume and Open Interest 44,135 288,776 -1,151
Silver(CMX)
Sep03 030924 526.0 532.0 524.0 530.2 +6.7 96 544 -71
Dec03 030924 525.0 534.0 523.5 531.0 +6.5 13,626 95,893 -2,099
Mar04 030924 524.0 533.0 523.5 531.1 +6.6 416 8,468 +105
May04 030924 527.5 531.8 523.0 531.8 +6.6 5 1,055 +0
Jul04 030924 527.0 532.5 527.0 532.5 +6.6 4 2,083 +2
Total Volume and Open Interest 14,324 114,578 -1,971
Platinum(NYM)
Oct03 030924 704.5 706.5 702.5 705.8 -0.1 1,703 5,685 -696
Jan04 030924 695.0 697.5 693.0 696.5 +0.1 1,414 2,981 +899
Apr04 030924 686.5 686.5 686.5 686.5 +0.1 3 4 +3
Total Volume and Open Interest 3,120 8,670 +206
Palladium(NYME)
Sep03 030924 221.00 221.00 221.00 221.00 +4.50 0 136 +0
Dec03 030924 222.75 223.50 214.00 222.50 +4.50 155 5,375 +58
Mar04 030924 222.50 222.50 222.50 222.50 +4.50 0 30 +0
Total Volume and Open Interest 156 5,576 +59
Copper(CMX)
Sep03 030924 82.50 82.65 82.35 82.35 +0.35 274 1,266 -49
Dec03 030924 83.30 83.60 82.85 82.95 +0.35 5,154 72,634 +371
Mar04 030924 83.50 83.90 83.35 83.35 +0.35 387 5,349 +132
May04 030924 83.45 83.45 83.45 83.45 +0.35 173 2,921 +137
Jul04 030924 83.55 83.55 83.55 83.55 +0.35 83 2,135 -10
Total Volume and Open Interest 6,324 94,529 +667
DJIA Index(CBOT)
Sep03 030918 9580 9675 9550 9664 +101 3,636 23,301 -1,944
Dec03 030924 9540 9555 9381 9393 -134 11,905 30,928 -134
Mar04 030924 9515 9530 9365 9369 -134 275 550 +253
Jun04 030924 9339 9339 9339 9339 -134      
Total Volume and Open Interest 12,180 31,478 +119
S & P 500(CME)
Dec03 030924 1027.00 1027.70 1006.30 1007.30 -18.10 40,754 568,699 +1,226
Mar04 030924 1020.50 1020.50 1005.60 1005.60 -18.20 567 11,649 +72
Jun04 030924 1004.50 1004.50 1004.50 1004.50 -18.20 10 287 +0
Sep04 030924 1004.00 1004.00 1004.00 1004.00 -18.40 0 127 -41
Total Volume and Open Interest 41,333 580,785 +1,257
S & P 500 E-Mini(Globex)
Dec03 030924 1025.50 1028.25 1006.25 1007.25 -18.25 623,754 367,830 +14,051
Mar04 030924 1024.75 1024.75 1005.50 1005.50 -18.25 253 269 +234
Total Volume and Open Interest 624,007 368,099 +14,285
NASDAQ 100(CME)
Dec03 030924 1389.00 1390.00 1337.00 1337.50 -51.50 16,519 69,342 +1,565
Mar04 030924 1340.50 1340.50 1340.50 1340.50 -51.50 28 70 +13
Jun04 030924 1343.50 1343.50 1343.50 1343.50 -51.50      
Total Volume and Open Interest 16,547 69,412 +1,578
NASDAQ 100 E-Mini(GLOBEX)
Dec03 030924 1389.5 1393.5 1336.5 1337.5 -51.5 307,358 161,344 +10,517
Mar04 030924 1387.5 1387.5 1340.5 1340.5 -51.5 23 113 +11
Total Volume and Open Interest 307,381 161,457 +10,528
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 030924 530.75 530.75 520.50 520.90 -8.60 633 12,834 -47
Mar04 030924 520.70 520.70 520.70 520.70 -8.60 0 1 +0
Jun04 030924 521.15 521.15 521.15 521.15 -8.60 0 1 +0
Total Volume and Open Interest 633 12,836 -47
Russell 2000(CME)
Dec03 030924 520.00 520.25 506.25 506.25 -13.10 1,582 22,069 -237
Mar04 030924 506.25 506.25 506.25 506.25 -13.10      
Jun04 030924 506.25 506.25 506.25 506.25 -13.10      
Total Volume and Open Interest 1,582 22,069 -237
Value Line(KCBT)
Dec03 030924 1365.00 1365.00 1365.00 1365.00 -21.00 2 38 +0
Total Volume and Open Interest 2 38 +0
Nikkei 225(CME)
Dec03 030924 10450 10470 10150 10215 -235 3,233 26,637 +264
Mar04 030924 10225 10225 10225 10225 -235 0 1 +0
Total Volume and Open Interest 3,233 26,638 +264
Nikkei 225(SIMEX)
Dec03 030924 10540 10640 10340 10450 +5 33,922 0 -153,470
Mar04 030924 10440 10440 10440 10440 +5      
Jun04 030924 10400 10400 10400 10400 +5      
Total Volume and Open Interest 33,922    
CAC 40(MATIF)
Sep03 030924 3260.5 3301.5 3202.0 3264.0 -3.0      
Oct03 030924 3266.0 3305.0 3215.0 3269.0 -3.0      
Nov03 030924 3274.0 3274.0 3274.0 3274.0 -3.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 030924 3455.5 3468.5 3297.0 3320.0 -103.5 133,886 245,451 +3,677
Mar04 030924 3463.5 3477.5 3322.0 3337.5 -104.0 104 9,266 +44
Jun04 030924 3495.5 3495.5 3355.5 3355.5 -103.5 110 105 +105
Total Volume and Open Interest 134,100 254,822 +3,826
FT-SE 100(LIFFE)
Dec03 030924 4256.00 4281.50 4224.00 4255.50 +12.00 80,700 403,863 -3,955
Mar04 030924 4274.00 4274.00 4253.00 4253.00 +14.50 0 10,723 +0
Jun04 030924 4260.50 4260.50 4260.50 4260.50 +12.00 100 4,645 +0
Total Volume and Open Interest 80,800 419,231 -3,955
SPI 200(SFE)
Sep03 030918 3214.0 3228.0 3214.0 3226.0 +9.0 31,833 166,368 +2,105
Dec03 030924 3198.0 3213.0 3192.0 3207.0 +16.0 15,129 153,950 +2,258
Mar04 030924 3212.0 3217.0 3212.0 3213.0 +16.0 548 3,377 +170
Total Volume and Open Interest 16,311 160,699 +2,633
GSCI(CME)
Oct03 030924 226.50 229.15 225.45 228.50 +6.00 183 11,325 -80
Nov03 030924 229.50 229.50 229.50 229.50 +6.00      
Dec03 030924 230.50 230.50 230.50 230.50 +6.00      
Total Volume and Open Interest 183 11,325 -80
Bridge CRB Index(NYBOT)
Nov03 030924 240.50 242.40 240.25 242.35 +2.00 31 580 +0
Jan04 030924 242.10 242.10 242.10 242.10 +2.00 1 335 +1
Feb04 030924 240.35 240.35 240.35 240.35 +2.00 2 158 +1
Total Volume and Open Interest 34 1,075 +2
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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