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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 25, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030925 656.50 662.00 653.50 655.50 +2.50 50,010 137,818 +577
Jan04 030925 658.50 663.50 655.00 657.00 +2.00 11,756 32,036 +1,486
Mar04 030925 652.75 656.50 648.00 649.25 unch 4,388 24,811 +212
May04 030925 632.00 637.00 631.00 632.00 +1.50 4,212 37,821 -312
Jul04 030925 624.00 630.50 623.00 625.75 +3.50 1,569 9,292 -6
Aug04 030925 614.00 617.00 609.50 611.25 +4.25 26 1,200 +26
Sep04 030925 586.00 586.00 586.00 586.00 +3.00 5 139 +5
Total Volume and Open Interest 73,197 247,424 +2,382
Soybean Meal(CBOT)
Oct03 030925 194.00 196.00 193.80 195.70 +2.10 8,967 15,656 -1,150
Dec03 030925 194.00 196.00 193.60 195.60 +2.20 11,852 79,852 +2,283
Jan04 030925 193.70 196.00 193.50 195.70 +2.50 4,365 12,785 +40
Mar04 030925 192.40 194.30 192.00 194.10 +2.10 2,902 13,574 -591
May04 030925 187.80 190.20 187.40 190.00 +2.70 3,558 17,450 -616
Jul04 030925 186.40 188.70 185.80 188.70 +2.80 2,513 9,767 -434
Aug04 030925 182.00 184.50 182.00 184.20 +2.70 454 1,898 +147
Sep04 030925 175.00 177.50 175.00 177.00 +2.40 131 1,632 -52
Total Volume and Open Interest 36,716 158,615 +398
Soybean Oil(CBOT)
Oct03 030925 24.19 24.22 23.75 23.77 -0.37 7,390 12,588 -2,197
Dec03 030925 24.24 24.25 23.77 23.78 -0.37 15,922 76,633 +3,981
Jan04 030925 24.20 24.22 23.73 23.73 -0.39 1,686 13,444 -263
Mar04 030925 24.02 24.03 23.62 23.64 -0.35 1,303 17,232 +357
May04 030925 23.58 23.65 23.20 23.20 -0.32 3,064 17,389 +693
Jul04 030925 23.38 23.40 23.05 23.08 -0.19 1,369 9,663 +225
Aug04 030925 22.95 22.95 22.83 22.83 -0.07 10 1,148 +10
Sep04 030925 22.50 22.50 22.28 22.30 -0.01 25 786 +25
Total Volume and Open Interest 31,735 152,453 +3,206
Canola(WCE)
Nov03 030925 363.5 364.0 358.0 358.8 -3.1 3,062 32,060 -586
Jan04 030925 369.0 369.0 364.0 364.6 -3.2 334 5,096 +146
Mar04 030925 372.0 372.5 368.5 368.5 -3.4 225 1,022 +185
May04 030925 374.0 374.0 372.0 372.0 -3.7 27 51 +27
Jul04 030925 379.5 379.5 379.5 379.5 -0.5 200 2,101 +200
Total Volume and Open Interest 3,978 44,427 +2
Corn(CBOT)
Dec03 030925 225.50 228.50 225.00 226.25 +2.00 43,897 233,443 -333
Mar04 030925 233.00 236.50 233.00 233.75 +2.00 9,624 73,407 +1,419
May04 030925 237.75 240.50 237.50 238.50 +2.25 1,264 20,686 +229
Jul04 030925 240.50 244.00 240.25 241.50 +2.00 2,937 20,432 +597
Sep04 030925 239.00 240.50 238.50 239.00 +1.25 152 3,035 +0
Dec04 030925 238.75 239.50 237.75 238.75 +0.50 1,334 11,291 +51
Total Volume and Open Interest 59,240 363,212 +1,985
Wheat(CBOT)
Dec03 030925 354.00 363.00 354.00 360.50 +7.50 23,516 83,527 +2,212
Mar04 030925 365.00 373.00 364.50 371.00 +7.75 3,639 19,724 +75
May04 030925 359.00 366.00 358.50 363.25 +6.75 127 1,101 +14
Jul04 030925 334.00 340.50 334.00 338.75 +5.75 287 3,115 +37
Sep04 030925 340.00 344.00 340.00 343.00 +6.00 1 70 +1
Total Volume and Open Interest 27,573 107,615 +2,341
Wheat(KCBT)
Dec03 030925 351.75 361.00 351.50 358.50 +8.75 5,752 48,458 -277
Mar04 030925 360.00 368.50 359.75 366.50 +8.75 1,396 11,119 +425
May04 030925 355.00 362.50 355.00 360.25 +8.00 73 1,580 +50
Jul04 030925 338.00 345.00 337.50 341.75 +5.75 218 2,340 -17
Sep04 030925 345.00 347.00 345.00 347.00 +6.00 0 137 +0
Total Volume and Open Interest 7,439 63,648 +181
Wheat(MGE)
Dec03 030925 360.50 370.00 360.00 366.00 +8.25 2,211 20,606 +227
Mar04 030925 366.00 375.00 366.00 371.50 +7.50 616 6,913 +32
May04 030925 377.25 377.25 374.50 374.50 +6.50 11 602 -2
Jul04 030925 371.00 371.00 371.00 371.00 +5.50 29 256 +1
Sep04 030925 356.00 356.00 356.00 356.00 +1.00 40 108 -10
Total Volume and Open Interest 2,909 28,523 +246
Oats(CBOT)
Dec03 030925 143.00 144.75 142.00 142.50 +1.00 897 5,390 -156
Mar04 030925 150.00 150.75 148.50 148.75 +0.50 127 834 +63
May04 030925 152.00 152.50 152.00 152.00 +0.50 0 56 +0
Jul04 030925 154.00 154.00 154.00 154.00 unch 0 29 +0
Total Volume and Open Interest 1,024 6,311 -93
Rough Rice(CBOT)
Nov03 030925 7.50 7.52 7.40 7.43 -0.06 227 5,288 +30
Jan04 030925 7.66 7.69 7.58 7.59 -0.06 29 1,212 +3
Mar04 030925 7.85 7.85 7.77 7.77 -0.05 43 769 +34
May04 030925 7.94 7.94 7.94 7.94 -0.05 0 525 +0
Total Volume and Open Interest 299 8,160 +67
Live Cattle(CME)
Oct03 030925 86.800 87.250 86.100 86.500 -0.700 8,943 32,845 -1,440
Dec03 030925 84.350 84.800 83.800 84.375 -0.300 10,809 56,348 +2,552
Feb04 030925 81.700 82.100 81.150 81.700 -0.350 2,319 24,927 +337
Apr04 030925 78.300 78.950 78.150 78.650 -0.200 1,297 16,051 +340
Jun04 030925 72.550 72.875 72.250 72.450 -0.350 481 6,383 +122
Aug04 030925 71.750 72.000 71.750 71.950 +0.100 23 1,052 +10
Total Volume and Open Interest 23,949 137,931 +1,949
Feeder Cattle(CME)
Sep03 030925 101.900 101.950 101.800 101.850 -0.100 249 1,183 -111
Oct03 030925 98.700 99.400 98.400 99.075 -0.350 2,292 7,724 -265
Nov03 030925 95.750 96.500 95.425 96.025 -0.350 1,558 7,769 -15
Jan04 030925 89.500 89.900 89.000 89.850 -0.200 492 3,133 +11
Mar04 030925 86.200 86.900 86.200 86.900 -0.275 37 628 +8
Apr04 030925 85.800 86.050 85.800 86.050 -0.450 0 371 +0
May04 030925 85.900 85.900 85.400 85.800 -0.350 35 400 -11
Total Volume and Open Interest 4,664 21,287 -383
Lean Hogs(CME)
Oct03 030925 57.500 58.400 57.150 57.925 +0.275 6,645 13,735 -1,784
Dec03 030925 56.750 58.000 56.650 57.100 +0.325 7,626 27,063 +747
Feb04 030925 58.600 59.400 58.550 59.000 +0.400 798 6,982 +94
Apr04 030925 59.350 60.325 59.300 59.950 +0.450 213 2,307 +55
May04 030925 61.900 62.300 61.900 62.300 +0.400 38 460 +20
Jun04 030925 64.300 64.900 64.300 64.875 +0.375 33 1,050 -1
Jul04 030925 60.900 61.350 60.900 61.200 +0.400 56 414 +39
Aug04 030925 59.800 59.800 59.800 59.800 +0.400 2 142 -1
Total Volume and Open Interest 15,411 52,213 -831
Pork Bellies(CME)
Feb04 030925 85.175 87.750 85.175 87.150 +1.975 291 1,793 -32
Mar04 030925 86.000 86.500 86.000 86.450 +1.950 3 34 +1
May04 030925 87.500 87.500 87.000 87.000 +0.750 6 25 +6
Jul04 030925 89.450 89.450 89.450 89.450 +0.450 0 27 +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 030925 14.25 14.25 14.25 14.25 unch 0 5,930 -20
Oct03 030925 13.75 13.77 13.73 13.73 -0.02 114 5,473 +34
Nov03 030925 12.60 12.60 12.40 12.50 -0.18 51 4,251 +12
Dec03 030925 11.95 11.95 11.80 11.89 -0.14 18 3,384 +11
Jan04 030925 11.40 11.50 11.28 11.28 -0.22 20 1,294 +8
Total Volume and Open Interest 404 26,067 +113
Cocoa(NYBOT)
Dec03 030925 1680 1708 1656 1663 +26 5,260 26,842 +855
Mar04 030925 1655 1675 1632 1635 +27 1,594 20,067 +226
May04 030925 1653 1667 1634 1634 +26 431 8,120 +247
Jul04 030925 1663 1665 1638 1638 +26 14 4,806 +2
Sep04 030925 1647 1647 1647 1647 +26 0 5,599 +0
Dec04 030925 1655 1655 1655 1655 +27 100 6,557 -51
Mar05 030925 1667 1667 1667 1667 +27 0 2,885 +0
Total Volume and Open Interest 7,399 76,472 +1,247
Coffee "C"(NYBOT)
Dec03 030925 65.20 66.25 64.75 65.05 -0.30 7,977 50,355 +607
Mar04 030925 67.60 68.60 67.50 67.50 -0.30 1,871 11,408 +193
May04 030925 69.25 70.05 69.00 69.00 -0.30 78 3,739 +11
Jul04 030925 71.20 71.20 70.50 70.50 -0.30 50 2,247 +40
Sep04 030925 72.10 72.65 72.00 72.00 -0.30 2 3,634 +0
Dec04 030925 74.70 74.70 74.20 74.20 -0.30 0 1,815 -2
Total Volume and Open Interest 9,980 74,196 +851
Orange Juice(NYBOT)
Nov03 030925 75.10 75.30 74.60 75.10 -0.25 324 18,765 -117
Jan04 030925 77.40 77.60 76.70 77.50 +0.10 97 4,872 +31
Mar04 030925 79.80 80.10 79.35 80.00 +0.45 45 2,922 +31
May04 030925 82.00 82.00 82.00 82.00 +0.45 1 2,330 -4
Jul04 030925 84.25 84.25 84.25 84.25 +0.70 0 212 +0
Total Volume and Open Interest 472 29,127 -59
Sugar #11(NYBOT)
Oct03 030925 5.98 5.99 5.83 5.86 -0.14 16,708 30,912 -1,978
Mar04 030925 6.22 6.26 6.11 6.15 -0.11 17,420 102,353 +5,822
May04 030925 6.27 6.27 6.17 6.20 -0.09 692 21,159 +96
Jul04 030925 6.19 6.19 6.09 6.11 -0.09 1,485 19,346 +136
Oct04 030925 6.33 6.33 6.23 6.25 -0.08 704 16,938 +348
Total Volume and Open Interest 37,208 197,468 +4,412
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030925 1020 1075 1018 1022 +5 3,384 71,028 -118
Mar04 030925 1039 1083 1039 1046 +8 1,715 30,176 -339
May04 030925 1097 1097 1060 1061 +7 693 20,898 +22
Jul04 030925 1083 1105 1076 1077 +8 629 13,351 -75
Sep04 030925 1111 1111 1090 1090 +9 535 11,070 -123
Dec04 030925 1109 1109 1099 1099 +8 55 8,868 +50
Total Volume and Open Interest 7,133 162,746 -545
London Coffee(LCE)
Sep03 030925 725.00 726.00 725.00 726.00 +9.00 4 78 -23
Nov03 030925 737.00 748.00 734.00 745.00 +6.00 2,544 40,915 -466
Jan04 030925 756.00 767.00 754.00 762.00 +6.00 1,054 25,597 +5
Mar04 030925 774.00 780.00 773.00 776.00 +6.00 33 11,971 +2
May04 030925 789.00 789.00 789.00 789.00 +6.00 42 10,331 +20
Jul04 030925 802.00 802.00 802.00 802.00 +6.00 3 3,701 +3
Total Volume and Open Interest 3,680 97,778 -459
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030925 183.40 184.20 181.00 181.70 -1.80 1,303 17,591 +538
Mar04 030925 187.00 187.00 185.00 185.10 -1.90 742 8,787 +388
May04 030925 188.80 188.80 187.10 187.10 -1.70 26 2,851 -6
Aug04 030925 190.40 190.40 188.20 188.20 -2.20 70 3,888 +55
Total Volume and Open Interest 2,151 36,155 +975
Cotton(NYBOT)
Oct03 030925 64.50 64.80 64.50 64.80 -0.40 29 870 -121
Dec03 030925 66.15 66.42 65.85 66.16 -0.26 11,181 65,259 +1,721
Mar04 030925 68.25 68.60 68.10 68.38 -0.35 3,210 19,108 +323
May04 030925 68.85 69.20 68.80 69.00 -0.43 653 3,984 +280
Jul04 030925 69.00 69.30 69.00 69.30 -0.40 117 2,935 +53
Oct04 030925 64.50 64.50 64.15 64.15 -0.75 69 219 +39
Total Volume and Open Interest 15,312 93,439 +2,320
Lumber(CME)
Nov03 030925 308.7 315.2 308.2 312.3 -0.8 520 2,451 -8
Jan04 030925 307.3 311.9 307.3 309.5 +0.5 56 605 -17
Mar04 030925 310.9 311.9 310.9 311.0 +3.0 3 89 +0
May04 030925 309.6 309.6 309.6 309.6 +1.6 0 24 +0
Total Volume and Open Interest 579 3,170 -25
Crude Oil(NYM)
Nov03 030925 28.50 28.65 28.20 28.29 +0.05 108,963 137,361 +370
Dec03 030925 28.20 28.35 27.95 28.08 +0.12 64,808 87,036 +1,072
Jan04 030925 27.85 27.90 27.65 27.72 +0.12 16,647 36,615 +1,139
Feb04 030925 27.55 27.60 27.40 27.41 +0.09 6,896 15,746 +666
Mar04 030925 27.23 27.40 27.10 27.14 +0.07 6,296 21,825 +2,184
Apr04 030925 27.10 27.10 26.90 26.90 +0.04 2,715 17,306 +149
May04 030925 26.85 26.85 26.68 26.68 +0.02 843 9,750 -53
Jun04 030925 26.60 26.60 26.48 26.48 +0.02 3,639 18,666 -894
Jul04 030925 26.31 26.31 26.31 26.31 +0.02 1,010 8,394 -207
Aug04 030925 26.16 26.16 26.16 26.16 +0.02 0 7,393 +0
Total Volume and Open Interest 225,919 489,058 +8,468
Heating Oil(NYM)
Oct03 030925 74.80 75.00 73.85 74.11 -0.41 25,384 19,294 -4,750
Nov03 030925 75.50 75.90 74.70 75.01 -0.30 30,910 40,910 +3,914
Dec03 030925 76.30 76.85 75.80 75.96 -0.20 10,814 30,015 +1,065
Jan04 030925 77.25 77.50 76.70 76.71 -0.10 2,609 19,058 +117
Feb04 030925 77.40 77.40 76.51 76.51 -0.05 2,567 13,859 -449
Mar04 030925 75.60 75.70 74.86 74.86 unch 1,337 13,774 -555
Apr04 030925 73.50 73.70 72.86 72.86 unch 151 5,400 -72
May04 030925 71.50 71.70 70.91 70.91 -0.05 124 2,706 +59
Jun04 030925 70.50 70.50 69.96 69.96 -0.10 649 4,811 -173
Jul04 030925 70.20 70.20 69.66 69.66 -0.10 363 2,121 +243
Total Volume and Open Interest 75,412 158,961 -311
Unleaded Gas(NYM)
Oct03 030925 86.75 89.40 86.40 87.59 +1.05 30,516 25,136 -1,915
Nov03 030925 78.60 79.00 78.00 78.45 +0.10 28,547 34,236 +5,315
Dec03 030925 76.00 76.50 75.50 75.70 +0.10 5,833 11,851 +865
Jan04 030925 76.25 76.30 75.66 75.66 +0.21 1,000 7,192 +490
Feb04 030925 76.10 76.10 76.10 76.10 +0.25 308 1,801 +5
Mar04 030925 76.95 76.95 76.95 76.95 +0.30 361 1,763 -122
Apr04 030925 83.60 83.60 83.60 83.60 +0.35 601 3,414 +64
May04 030925 83.50 83.50 83.50 83.50 +0.35 355 1,648 +280
Total Volume and Open Interest 67,525 87,721 +4,982
Natural Gas(NYM)
Oct03 030925 4.530 4.620 4.490 4.542 -0.046 39,301 33,878 -3,653
Nov03 030925 4.700 4.780 4.630 4.703 -0.049 22,078 61,978 +4,066
Dec03 030925 4.930 5.030 4.900 4.949 -0.058 5,334 33,934 +827
Jan04 030925 5.140 5.220 5.110 5.134 -0.078 5,125 28,758 +556
Feb04 030925 5.110 5.170 5.070 5.086 -0.075 2,639 21,898 +420
Mar04 030925 4.990 5.060 4.980 4.988 -0.078 2,137 21,241 +237
Apr04 030925 4.700 4.745 4.670 4.678 -0.048 1,993 19,227 +73
May04 030925 4.600 4.645 4.580 4.583 -0.048 343 13,066 +79
Total Volume and Open Interest 86,618 374,465 +1,520
Brent Crude Oil(IPE)
Nov03 030925 26.95 27.20 26.74 26.81 +0.14 50,088 84,818 -3,282
Dec03 030925 26.70 26.87 26.42 26.53 +0.09 33,039 79,801 +3,532
Jan04 030925 26.30 26.54 26.13 26.23 +0.10 9,272 26,690 +2,358
Feb04 030925 26.02 26.19 25.93 25.93 +0.09 2,641 12,272 +460
Mar04 030925 25.70 25.91 25.67 25.67 +0.08 1,298 8,578 +144
Apr04 030925 25.45 25.63 25.42 25.42 +0.07 1,740 4,241 -387
May04 030925 25.48 25.48 25.20 25.20 +0.05 0 4,650 +0
Jun04 030925 25.14 25.23 24.98 24.98 +0.04 1,930 18,115 +1,215
Total Volume and Open Interest 104,758 292,173 +5,615
Gas Oil(IPE)
Oct03 030925 229.75 231.00 225.50 227.50 -1.00 19,837 37,378 +325
Nov03 030925 230.50 231.50 226.25 227.25 -1.25 16,135 38,668 +4,271
Dec03 030925 230.00 231.25 226.75 227.25 -0.50 7,887 31,456 +868
Jan04 030925 229.50 229.75 227.00 227.25 +0.25 2,549 17,691 +1,593
Feb04 030925 225.75 225.75 225.00 225.00 +0.50 260 6,577 -140
Mar04 030925 223.00 223.00 221.50 221.75 unch 50 4,106 +50
Apr04 030925 218.00 218.25 218.00 218.25 +0.25 1,000 5,774 +900
May04 030925 215.00 215.00 214.75 214.75 unch 0 1,328 +0
Total Volume and Open Interest 49,293 163,844 +9,107
US Dollar Index(NYBOT)
Dec03 030925 94.11 94.23 93.72 94.14 +0.07 1,679 15,301 +784
Mar04 030925 94.50 94.57 94.40 94.55 +0.07 3 2,075 +3
Jun04 030925 95.00 95.00 95.00 95.00 +0.07 0 13 +0
Total Volume and Open Interest 1,682 17,389 +787
Australian Dollar(CME)
Dec03 030925 67.64 67.71 67.25 67.32 +0.12 4,462 40,627 -126
Mar04 030925 66.69 66.69 66.69 66.69 +0.12 0 418 +0
Jun04 030925 66.06 66.06 66.06 66.06 +0.12 0 10 +0
Total Volume and Open Interest 4,462 41,138 -126
British Pound(CME)
Dec03 030925 165.00 165.44 164.62 165.06 +0.08 2,194 36,963 +820
Mar04 030925 164.30 164.30 163.96 163.96 +0.08 1 258 +0
Jun04 030925 162.86 162.86 162.86 162.86 +0.08 0 1 +0
Total Volume and Open Interest 2,195 37,222 +820
Canadian Dollar(CME)
Dec03 030925 73.81 74.10 73.70 73.76 unch 4,698 62,845 +1,272
Mar04 030925 73.75 73.77 73.51 73.51 unch 93 2,645 +9
Jun04 030925 73.34 73.45 73.27 73.27 unch 32 1,163 -94
Sep04 030925 73.25 73.25 73.04 73.04 unch 0 714 -110
Total Volume and Open Interest 4,830 67,563 +1,049
Japanese Yen(CME)
Dec03 030925 89.75 89.95 89.31 89.48 -0.43 11,001 135,967 +614
Mar04 030925 90.20 90.20 89.65 89.73 -0.43 6 96 +4
Jun04 030925 90.00 90.00 90.00 90.00 -0.43 0 5 +0
Total Volume and Open Interest 11,007 136,118 +618
Swiss Franc(CME)
Dec03 030925 74.35 74.70 74.23 74.46 +0.36 2,564 39,087 +325
Mar04 030925 74.49 74.76 74.49 74.61 +0.36 1 194 +0
Jun04 030925 74.75 74.75 74.75 74.75 +0.36 0 109 +0
Total Volume and Open Interest 2,565 39,422 +325
EuroFX(CME)
Dec03 030925 114.75 115.12 114.38 114.60 +0.02 8,042 82,722 +1,155
Mar04 030925 114.48 114.70 114.30 114.33 +0.02 36 861 +25
Jun04 030925 114.08 114.08 114.08 114.08 +0.02 5 60 -3
Total Volume and Open Interest 8,083 83,726 +1,177
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030925 9177.0 9190.0 9095.0 9110.0 -90.0 8,872 26,370 -1,100
Total Volume and Open Interest 8,897 26,991 -1,085
30-Year T-Bonds(CBOT)
Dec03 030925 109~23 110~17 109~13 110~09 +0~17 255,504 413,308 +4,482
Mar04 030925 108~30 109~04 108~08 108~28 +0~16 4,512 16,239 +2,983
Jun04 030925 107~18 107~18 107~18 107~18 +0~16 0 184 +0
Total Volume and Open Interest 260,017 429,916 +7,465
Municipal Bonds(CBOT)
Dec03 030925 101~09 101~19 101~01 101~15 +0~05 160 1,557 +7
Total Volume and Open Interest 160 1,557 +7
10-Year T-Notes(CBOT)
Dec03 030925 112~290 113~110 112~215 113~035 +0~060 572,742 810,941 -3,286
Mar04 030925 111~225 111~280 111~125 111~225 +0~070 543 5,923 +184
Total Volume and Open Interest 573,285 816,864 -3,102
5-Year T-Notes(CBOT)
Dec03 030925 112~075 112~170 112~035 112~105 +0~025 206,743 0 +0
Mar04 030925 111~025 111~045 111~025 111~045 +0~025      
Total Volume and Open Interest 206,743    
2 Year T-Notes(CBOT)
Dec03 030925 107~052 107~060 107~048 107~053 +0~001 2,247 142,453 -98
Total Volume and Open Interest 2,466 150,850 -1,572
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030925 98.825 98.835 98.820 98.830 unch 68,864 736,068 -10,732
Mar04 030925 98.735 98.765 98.725 98.750 unch 87,936 671,209 -4,862
Jun04 030925 98.510 98.550 98.480 98.515 unch 135,813 574,159 +845
Sep04 030925 98.165 98.235 98.135 98.190 +0.010 155,521 561,949 +3,506
Dec04 030925 97.760 97.825 97.720 97.775 +0.010 83,116 520,289 +6,920
Mar05 030925 97.330 97.415 97.295 97.355 +0.010 57,324 311,019 +10,931
Jun05 030925 96.935 97.020 96.900 96.960 +0.020 31,646 224,393 +3,855
Sep05 030925 96.605 96.690 96.570 96.635 +0.020 31,916 176,271 +1,860
Dec05 030925 96.335 96.410 96.300 96.355 +0.020 10,360 142,609 -1,408
Mar06 030925 96.085 96.145 96.055 96.105 +0.020 15,729 130,107 -1,517
Jun06 030925 95.850 95.910 95.820 95.870 +0.020 13,825 121,154 -935
Sep06 030925 95.650 95.710 95.600 95.650 +0.020 14,960 106,369 +3,782
Total Volume and Open Interest 753,901 4,848,521 +14,784
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030925 99.88 99.88 99.88 99.88 -0.01 2,445 5,478 +2,020
Mar04 030925 99.84 99.84 99.84 99.84 unch 81 6,968 -82
Jun04 030925 99.82 99.82 99.81 99.82 -0.01 59 11,303 +55
Sep04 030925 99.75 99.76 99.75 99.75 -0.03 495 4,682 +284
Dec04 030925 99.65 99.66 99.65 99.66 -0.04 0 1,024 +0
Mar05 030925 99.49 99.49 99.49 99.49 -0.05 0 5,004 -400
Jun05 030925 99.40 99.40 99.40 99.40 -0.04 0 358 +0
Sep05 030925 99.24 99.24 99.24 99.24 -0.08 0 4,951 -400
Dec05 030925 99.14 99.14 99.14 99.14 -0.04 0 35 +0
Total Volume and Open Interest 3,080 40,855 +1,477
3-Mth Euro-Yen(SIMEX)
Dec03 030925 99.89 99.89 99.88 99.88 -0.01 135 39,631 +59
Mar04 030925 99.85 99.85 99.83 99.83 -0.02 750 63,989 -129
Jun04 030925 99.83 99.83 99.81 99.81 -0.02 666 58,191 +500
Sep04 030925 99.78 99.78 99.75 99.76 -0.02 736 28,204 +297
Dec04 030925 99.65 99.66 99.65 99.66 -0.03 55 24,593 -110
Mar05 030925 99.55 99.55 99.49 99.49 -0.05 1,108 14,788 -249
Jun05 030925 99.44 99.45 99.39 99.39 -0.05 1,014 8,861 -215
Sep05 030925 99.27 99.27 99.24 99.24 -0.05 455 8,928 -213
Total Volume and Open Interest 4,969 258,354 -110
German Euro-Bund(EUREX)
Dec03 030925 114.48 114.63 114.23 114.37 -0.03 841,895 781,352 -24,446
Mar04 030925 113.97 114.03 113.92 113.92 -0.02 3,798 282 +0
Jun04 030925 113.32 113.32 113.32 113.32 -0.03      
Total Volume and Open Interest 845,693 781,634 -24,446
German Euro-Bobl(EUREX)
Dec03 030925 111.56 111.67 111.38 111.50 -0.03 546,400 594,568 -19,581
Mar04 030925 111.07 111.07 111.05 111.05 -0.05 5,693 863 +23
Jun04 030925 110.65 110.65 110.65 110.65 -0.08      
Total Volume and Open Interest 552,093 595,431 -19,558
Long Gilt(LIFFE)
Sep03 030925 118~23 118~23 118~17 118~22 +0~07 1,573 10,051 +878
Dec03 030925 117~31 118~10 117~17 117~29 +0~07 35,078 136,778 +5,085
Total Volume and Open Interest 36,651 146,829 +5,963
3-Mth Short Sterling(LIFFE)
Dec03 030925 96.17 96.20 96.15 96.17 +0.02 43,246 0 +0
Mar04 030925 95.99 96.05 95.96 96.01 +0.06 58,198 0 +0
Jun04 030925 95.80 95.86 95.77 95.82 +0.07 35,533 0 +0
Total Volume and Open Interest 207,579    
3-Mth Euribor(LIFFE)
Dec03 030925 97.895 97.905 97.890 97.900 +0.015 65,870 600,242 +4,876
Mar04 030925 97.910 97.930 97.895 97.915 +0.030 92,831 505,587 +9,850
Jun04 030925 97.795 97.825 97.780 97.810 +0.050 111,157 389,563 +6,623
Total Volume and Open Interest 476,383 2,616,985 +21,735
3-Mth Aus T-Bills(SFE)
Dec03 030925 95.07 95.09 95.07 95.08 +0.02 12,334 188,987 -15,800
Mar04 030925 94.97 94.99 94.96 94.98 +0.05 6,760 78,517 -2,312
Jun04 030925 94.87 94.89 94.86 94.86 +0.05 1,194 35,939 -2,610
Sep04 030925 94.77 94.78 94.76 94.76 +0.06 1,637 23,557 +578
Dec04 030925 94.69 94.70 94.67 94.67 +0.06 181 15,394 -263
Mar05 030925 94.61 94.63 94.59 94.60 +0.07 458 16,828 +96
Jun05 030925 94.56 94.59 94.53 94.54 +0.06 470 9,253 -27
Sep05 030925 94.53 94.54 94.50 94.50 +0.06 1 2,647 +0
Dec05 030925 94.48 94.48 94.45 94.45 +0.06 6 1,642 +0
Mar06 030925 94.46 94.46 94.42 94.42 +0.06 188 779 +36
Total Volume and Open Interest 23,305 373,848 -20,332
10-Year Aus T-Bonds(SFE)
Dec03 030925 94.57 94.62 94.57 94.58 +0.10 13,544 132,445 +2,422
Mar04 030925 94.58 94.58 94.58 94.58 +0.10      
Total Volume and Open Interest 13,544 132,445 +2,422
3-Year Aus T-Bonds(SFE)
Dec03 030925 94.90 94.94 94.89 94.90 +0.07 29,622 266,210 -4,831
Mar04 030925 94.90 94.90 94.90 94.90 +0.07      
Total Volume and Open Interest 29,622 266,210 -4,831
Gold(CMX)
Oct03 030925 391.8 393.8 384.0 385.0 -2.5 4,395 13,515 +724
Dec03 030925 392.5 394.8 385.1 385.9 -2.5 35,135 206,919 +612
Feb04 030925 392.9 396.0 386.7 386.7 -2.5 4,437 20,859 +431
Apr04 030925 394.0 396.0 387.2 387.4 -2.5 71 6,797 +37
Jun04 030925 395.1 395.7 388.0 388.0 -2.5 401 11,154 -82
Aug04 030925 395.6 395.6 388.6 388.6 -2.5 10 5,646 +10
Total Volume and Open Interest 84,855 294,675 +5,899
Silver(CMX)
Sep03 030925 534.0 536.0 518.0 521.4 -8.8 123 481 -63
Dec03 030925 534.5 539.5 521.0 522.2 -8.8 11,954 94,318 -1,575
Mar04 030925 537.0 539.0 521.0 522.6 -8.5 3,078 8,503 +35
May04 030925 531.0 531.0 523.0 523.3 -8.5 6 1,055 +0
Jul04 030925 537.5 539.0 521.5 524.1 -8.4 4 2,083 +0
Total Volume and Open Interest 29,197 113,001 -1,577
Platinum(NYM)
Oct03 030925 716.0 718.0 710.0 715.8 +10.0 1,185 4,977 -708
Jan04 030925 705.0 707.0 700.0 706.5 +10.0 1,096 3,546 +565
Apr04 030925 690.0 696.5 690.0 696.5 +10.0 0 4 +0
Total Volume and Open Interest 2,281 8,527 -143
Palladium(NYME)
Sep03 030925 219.00 219.00 216.85 216.85 -4.15 0 31 -105
Dec03 030925 223.00 223.00 217.50 218.10 -4.40 369 5,382 +7
Mar04 030925 218.10 218.10 218.10 218.10 -4.40 0 30 +0
Total Volume and Open Interest 369 5,478 -98
Copper(CMX)
Sep03 030925 82.35 82.80 82.00 82.75 +0.40 185 1,214 -52
Dec03 030925 82.90 83.35 82.25 83.25 +0.30 8,063 72,630 -4
Mar04 030925 83.00 83.70 83.00 83.60 +0.25 237 5,289 -60
May04 030925 83.40 83.75 83.40 83.75 +0.30 0 2,921 +0
Jul04 030925 83.85 83.85 83.85 83.85 +0.30 0 2,134 -1
Total Volume and Open Interest 17,644 94,591 +62
DJIA Index(CBOT)
Sep03 030918 9580 9675 9550 9664 +101 3,636 23,301 -1,944
Dec03 030925 9400 9424 9270 9280 -113 15,416 31,627 +699
Mar04 030925 9380 9390 9255 9255 -114 310 856 +306
Jun04 030925 9225 9225 9225 9225 -114      
Total Volume and Open Interest 15,726 32,483 +1,005
S & P 500(CME)
Dec03 030925 1009.20 1014.30 997.50 997.80 -9.50 61,140 568,859 +160
Mar04 030925 1007.00 1011.00 996.00 996.10 -9.50 77 11,677 +28
Jun04 030925 995.00 995.00 995.00 995.00 -9.50 51 298 +11
Sep04 030925 994.50 994.50 994.50 994.50 -9.50 0 127 +0
Total Volume and Open Interest 61,268 580,984 +199
S & P 500 E-Mini(Globex)
Dec03 030925 1007.25 1014.50 997.25 997.75 -9.50 923,217 365,513 -2,317
Mar04 030925 1008.25 1012.75 996.00 996.00 -9.50 133 331 +62
Total Volume and Open Interest 923,350 365,844 -2,255
NASDAQ 100(CME)
Dec03 030925 1343.50 1359.00 1319.00 1319.50 -18.00 20,132 72,120 +2,778
Mar04 030925 1340.00 1340.00 1322.50 1322.50 -18.00 28 70 +0
Jun04 030925 1325.50 1325.50 1325.50 1325.50 -18.00      
Total Volume and Open Interest 20,132 72,190 +2,778
NASDAQ 100 E-Mini(GLOBEX)
Dec03 030925 1338.0 1359.5 1319.0 1319.5 -18.0 460,521 171,472 +10,128
Mar04 030925 1343.0 1359.0 1322.5 1322.5 -18.0 29 136 +23
Total Volume and Open Interest 460,550 171,608 +10,151
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 030925 522.00 524.00 512.25 512.25 -8.65 747 12,825 -9
Mar04 030925 512.05 512.05 512.05 512.05 -8.65      
Jun04 030925 512.50 512.50 512.50 512.50 -8.65 0 1 +0
Total Volume and Open Interest 747 12,826 -10
Russell 2000(CME)
Dec03 030925 509.00 510.00 492.50 492.65 -13.60 1,914 21,889 -180
Mar04 030925 492.65 492.65 492.65 492.65 -13.60      
Jun04 030925 492.65 492.65 492.65 492.65 -13.60      
Total Volume and Open Interest 1,914 21,889 -180
Value Line(KCBT)
Dec03 030925 1343.00 1343.00 1343.00 1343.00 -22.00 0 38 +0
Total Volume and Open Interest 0 38 +0
Nikkei 225(CME)
Dec03 030925 10260 10315 10100 10120 -95 5,951 26,720 +83
Mar04 030925 10250 10250 10130 10130 -95 0 1 +0
Total Volume and Open Interest 5,951 26,721 +83
Nikkei 225(SIMEX)
Dec03 030925 10215 10375 10210 10265 -185 25,948 147,507 +147,507
Mar04 030925 10255 10255 10255 10255 -185 0 540 +540
Jun04 030925 10215 10215 10215 10215 -185      
Total Volume and Open Interest 25,948 148,047 +148,047
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 030925 3318.0 3377.0 3318.0 3345.0 +25.0 134,067 247,155 +1,704
Mar04 030925 3338.0 3389.0 3338.0 3363.0 +25.5 116 9,282 +16
Jun04 030925 3378.5 3395.5 3359.5 3381.0 +25.5 27 130 +25
Total Volume and Open Interest 134,210 256,567 +1,745
FT-SE 100(LIFFE)
Dec03 030925 4209.50 4240.50 4189.00 4225.00 -30.50 58,631 404,729 +866
Mar04 030925 4222.50 4222.50 4222.50 4222.50 -30.50 2 10,725 +2
Jun04 030925 4230.00 4230.00 4230.00 4230.00 -30.50 0 4,645 +0
Total Volume and Open Interest 58,633 420,099 +868
SPI 200(SFE)
Sep03 030918 3214.0 3228.0 3214.0 3226.0 +9.0 31,833 166,368 +2,105
Dec03 030925 3182.0 3183.0 3173.0 3181.0 -26.0 12,364 150,991 -2,959
Mar04 030925 3185.0 3187.0 3185.0 3187.0 -26.0 7 3,347 -30
Total Volume and Open Interest 12,584 157,771 -2,928
GSCI(CME)
Oct03 030925 230.00 230.00 228.50 228.50 unch 68 11,321 -4
Nov03 030925 229.50 229.50 229.50 229.50 unch      
Dec03 030925 229.50 229.50 229.50 229.50 -1.00      
Total Volume and Open Interest 68 11,321 -4
Bridge CRB Index(NYBOT)
Nov03 030925 244.25 244.25 242.50 242.75 +0.40 27 568 -12
Jan04 030925 243.50 243.50 241.75 242.50 +0.40 0 335 +0
Feb04 030925 240.75 240.75 240.75 240.75 +0.40 0 158 +0
Total Volume and Open Interest 27 1,063 -12
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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