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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 Fri September 26, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030926 652.50 661.00 651.75 656.50 +1.00 49,469 141,967 +4,149
Jan04 030926 654.00 662.75 653.75 658.25 +1.25 8,343 32,449 +413
Mar04 030926 647.50 654.50 647.00 651.00 +1.75 4,308 25,375 +564
May04 030926 630.00 636.00 630.00 632.75 +0.75 3,289 38,055 +234
Jul04 030926 624.00 630.50 624.00 627.25 +1.50 1,466 9,461 +169
Aug04 030926 613.00 617.00 611.50 612.50 +1.25 115 1,178 -22
Sep04 030926 587.00 587.00 587.00 587.00 +1.00 0 139 +0
Total Volume and Open Interest 68,522 253,512 +6,088
Soybean Meal(CBOT)
Oct03 030926 194.70 197.10 194.10 195.30 -0.40 10,247 14,595 -1,061
Dec03 030926 194.50 197.80 194.30 196.00 +0.40 13,868 80,387 +535
Jan04 030926 194.30 197.80 194.30 196.20 +0.50 4,175 13,481 +696
Mar04 030926 193.10 195.60 192.80 195.00 +0.90 1,806 13,876 +302
May04 030926 189.20 192.00 189.10 191.00 +1.00 1,433 17,672 +222
Jul04 030926 188.00 190.50 188.00 189.00 +0.30 700 9,923 +156
Aug04 030926 183.90 185.80 183.90 184.00 -0.20 211 1,934 +36
Sep04 030926 177.00 178.50 177.00 177.50 +0.50 205 1,715 +83
Total Volume and Open Interest 33,816 159,929 +1,314
Soybean Oil(CBOT)
Oct03 030926 23.70 23.72 23.46 23.61 -0.16 7,588 11,036 -1,552
Dec03 030926 23.68 23.70 23.47 23.66 -0.12 14,853 76,489 -144
Jan04 030926 23.63 23.65 23.47 23.61 -0.12 1,950 13,857 +413
Mar04 030926 23.55 23.55 23.33 23.50 -0.14 1,862 17,748 +516
May04 030926 23.05 23.20 22.95 23.13 -0.07 692 17,577 +188
Jul04 030926 23.00 23.08 22.95 23.00 -0.08 567 9,867 +204
Aug04 030926 22.75 22.75 22.71 22.71 -0.12 26 1,162 +14
Sep04 030926 22.40 22.40 22.26 22.26 -0.04 34 815 +29
Total Volume and Open Interest 28,552 152,214 -239
Canola(WCE)
Nov03 030926 358.0 360.2 356.0 356.2 -2.6 3,565 33,248 +1,188
Jan04 030926 362.2 365.4 361.7 362.5 -2.1 571 5,357 +261
Mar04 030926 367.0 367.0 366.0 366.0 -2.5 270 1,253 +231
May04 030926 372.0 372.0 372.0 372.0 unch 12 51 +0
Jul04 030926 377.0 377.0 377.0 377.0 -2.5 0 2,101 +0
Total Volume and Open Interest 4,418 46,107 +1,680
Corn(CBOT)
Dec03 030926 226.00 227.50 225.25 226.25 unch 50,375 230,264 -3,179
Mar04 030926 233.50 235.00 233.00 233.75 unch 9,349 74,935 +1,528
May04 030926 237.75 239.25 237.50 238.50 unch 1,924 21,155 +469
Jul04 030926 241.25 242.50 240.50 241.25 -0.25 1,655 20,621 +189
Sep04 030926 238.50 239.00 238.25 238.50 -0.50 110 3,133 +98
Dec04 030926 238.50 238.50 237.25 238.00 -0.75 896 11,546 +255
Total Volume and Open Interest 64,385 362,613 -599
Wheat(CBOT)
Dec03 030926 361.00 364.50 357.00 359.50 -1.00 29,299 83,341 -186
Mar04 030926 371.00 374.00 367.00 369.50 -1.50 5,397 20,302 +578
May04 030926 364.00 367.50 361.00 364.00 +0.75 280 1,312 +211
Jul04 030926 338.00 341.00 337.75 339.75 +1.00 712 3,259 +144
Sep04 030926 343.00 344.50 342.00 344.00 +1.00 16 84 +14
Total Volume and Open Interest 35,729 108,394 +779
Wheat(KCBT)
Dec03 030926 359.00 361.50 356.00 356.25 -2.25 9,941 48,343 -115
Mar04 030926 366.00 369.25 364.00 364.25 -2.25 1,672 11,482 +363
May04 030926 361.50 363.00 358.00 358.25 -2.00 69 1,634 +54
Jul04 030926 342.00 343.00 339.50 339.75 -2.00 380 2,427 +87
Sep04 030926 345.00 345.00 345.00 345.00 -2.00 1 137 +0
Total Volume and Open Interest 12,063 64,037 +389
Wheat(MGE)
Dec03 030926 366.50 369.00 363.00 363.50 -2.50 4,387 21,286 +680
Mar04 030926 372.00 375.00 369.00 370.50 -1.00 989 7,214 +301
May04 030926 378.00 378.00 375.00 375.00 +0.50 6 608 +6
Jul04 030926 372.00 372.00 368.00 368.00 -3.00 0 256 +0
Sep04 030926 356.00 356.00 356.00 356.00 unch 0 108 +0
Total Volume and Open Interest 5,382 29,510 +987
Oats(CBOT)
Dec03 030926 142.75 144.00 140.00 140.25 -2.25 1,525 5,394 +4
Mar04 030926 149.50 149.50 147.00 147.00 -1.75 27 829 -5
May04 030926 152.50 152.50 151.00 151.00 -1.00 1 56 +0
Jul04 030926 153.50 153.50 153.50 153.50 -0.50 0 29 +0
Total Volume and Open Interest 1,553 6,310 -1
Rough Rice(CBOT)
Nov03 030926 7.44 7.45 7.38 7.41 -0.02 233 5,237 -51
Jan04 030926 7.59 7.59 7.55 7.56 -0.03 60 1,186 -26
Mar04 030926 7.73 7.74 7.73 7.74 -0.03 18 780 +11
May04 030926 7.91 7.91 7.91 7.91 -0.03 0 525 +0
Total Volume and Open Interest 311 8,094 -66
Live Cattle(CME)
Oct03 030926 86.150 86.250 85.300 85.600 -0.900 8,758 29,419 -3,426
Dec03 030926 84.050 84.075 82.925 83.250 -1.125 8,887 58,457 +2,109
Feb04 030926 81.450 81.500 80.550 80.850 -0.850 2,306 24,987 +60
Apr04 030926 78.500 78.500 77.800 78.075 -0.575 1,034 16,265 +214
Jun04 030926 72.500 72.500 71.900 72.000 -0.450 422 6,598 +215
Aug04 030926 71.950 72.050 71.300 71.400 -0.550 2 1,052 +0
Total Volume and Open Interest 21,682 137,227 -704
Feeder Cattle(CME)
Oct03 030926 98.600 98.650 98.000 98.300 -0.775 1,496 7,661 -63
Nov03 030926 95.800 95.800 94.900 95.475 -0.550 734 7,852 +83
Jan04 030926 89.900 89.900 89.000 89.400 -0.450 206 3,142 +9
Mar04 030926 86.600 86.600 85.850 86.300 -0.600 8 630 +2
Apr04 030926 85.500 85.500 85.200 85.500 -0.550 4 370 -1
May04 030926 85.000 85.250 84.900 85.000 -0.800 37 398 -2
Aug04 030926 85.000 85.025 85.000 85.025 -0.775 0 79 +0
Total Volume and Open Interest 2,714 21,312 +25
Lean Hogs(CME)
Oct03 030926 57.450 57.700 56.300 56.425 -1.500 4,385 13,059 -676
Dec03 030926 56.850 57.100 55.550 55.850 -1.250 5,413 27,282 +219
Feb04 030926 58.800 58.950 57.850 58.100 -0.900 610 7,008 +26
Apr04 030926 59.750 59.875 59.050 59.300 -0.650 274 2,383 +76
May04 030926 62.200 62.200 62.150 62.150 -0.150 27 461 +1
Jun04 030926 64.700 64.900 64.350 64.600 -0.275 62 1,069 +19
Jul04 030926 60.950 61.500 60.950 61.300 +0.100 17 419 +5
Aug04 030926 59.900 59.900 59.900 59.900 +0.100 0 142 +0
Total Volume and Open Interest 10,790 51,884 -329
Pork Bellies(CME)
Feb04 030926 87.150 88.400 85.950 85.975 -1.175 391 1,818 +25
Mar04 030926 87.100 87.400 86.000 86.000 -0.450 3 32 -2
May04 030926 86.300 86.300 86.300 86.300 -0.700 1 25 +0
Jul04 030926 89.250 89.400 89.250 89.400 -0.050 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 030926 14.25 14.27 14.25 14.25 unch 22 5,913 -17
Oct03 030926 13.73 13.90 13.65 13.83 +0.10 206 5,634 +161
Nov03 030926 12.45 12.65 12.00 12.65 +0.15 83 4,259 +8
Dec03 030926 11.85 12.03 11.65 11.99 +0.10 53 3,399 +15
Jan04 030926 11.25 11.50 11.20 11.50 +0.22 83 1,345 +51
Total Volume and Open Interest 1,055 26,463 +396
Cocoa(NYBOT)
Dec03 030926 1625 1625 1595 1602 -61 5,420 26,153 -689
Mar04 030926 1595 1597 1570 1580 -55 2,310 20,349 +282
May04 030926 1595 1595 1581 1581 -53 478 8,144 +24
Jul04 030926 1600 1600 1580 1586 -52 72 4,796 -10
Sep04 030926 1587 1595 1587 1595 -52 0 5,599 +0
Dec04 030926 1603 1603 1603 1603 -52 96 6,513 -44
Mar05 030926 1615 1615 1615 1615 -52 6 2,879 -6
Total Volume and Open Interest 8,432 75,958 -514
Coffee "C"(NYBOT)
Dec03 030926 64.50 64.50 63.00 63.35 -1.70 6,876 50,395 +40
Mar04 030926 66.00 66.40 65.75 65.90 -1.60 1,065 11,481 +73
May04 030926 67.50 68.00 67.40 67.40 -1.60 128 3,741 +2
Jul04 030926 69.25 69.50 68.90 68.90 -1.60 15 2,237 -10
Sep04 030926 70.80 71.00 70.45 70.45 -1.55 31 3,632 -2
Dec04 030926 73.00 73.00 72.70 72.70 -1.50 89 1,892 +77
Total Volume and Open Interest 8,204 74,376 +180
Orange Juice(NYBOT)
Nov03 030926 74.95 74.95 73.50 74.10 -1.00 533 18,720 -45
Jan04 030926 77.00 77.20 76.10 76.55 -0.95 247 4,932 +60
Mar04 030926 79.70 79.70 79.00 79.30 -0.70 143 3,024 +102
May04 030926 81.30 81.30 81.30 81.30 -0.70 0 2,330 +0
Jul04 030926 83.55 83.55 83.55 83.55 -0.70 0 212 +0
Total Volume and Open Interest 923 29,244 +117
Sugar #11(NYBOT)
Oct03 030926 5.80 5.97 5.75 5.95 +0.09 10,547 27,514 -3,398
Mar04 030926 6.11 6.29 6.10 6.25 +0.10 15,329 103,321 +968
May04 030926 6.20 6.31 6.18 6.28 +0.08 995 21,392 +233
Jul04 030926 6.12 6.20 6.08 6.18 +0.07 981 19,363 +17
Oct04 030926 6.25 6.29 6.23 6.29 +0.04 472 16,862 -76
Total Volume and Open Interest 28,538 195,234 -2,234
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030926 1016 1017 973 988 -34 4,788 70,024 -1,004
Mar04 030926 1039 1040 998 1014 -32 2,255 30,183 +7
May04 030926 1051 1056 1027 1030 -31 964 20,439 -459
Jul04 030926 1070 1072 1037 1044 -33 821 13,725 +374
Sep04 030926 1081 1086 1059 1059 -31 825 11,177 +107
Dec04 030926 1092 1092 1059 1068 -31 50 8,918 +50
Total Volume and Open Interest 9,916 161,826 -920
London Coffee(LCE)
Sep03 030926 715.00 717.00 712.00 713.00 -13.00 7 51 -27
Nov03 030926 735.00 746.00 728.00 738.00 -7.00 2,552 40,957 +42
Jan04 030926 761.00 763.00 747.00 755.00 -7.00 855 25,804 +207
Mar04 030926 775.00 777.00 768.00 769.00 -7.00 44 12,004 +33
May04 030926 780.00 782.00 780.00 782.00 -7.00 0 10,331 +0
Jul04 030926 797.00 797.00 795.00 795.00 -7.00 0 3,701 +0
Total Volume and Open Interest 3,458 98,033 +255
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030926 181.20 183.50 180.50 183.00 +1.30 1,504 18,192 +601
Mar04 030926 185.20 187.00 184.40 186.30 +1.20 451 8,869 +82
May04 030926 188.10 188.10 188.10 188.10 +1.00 98 2,910 +59
Aug04 030926 189.00 190.00 188.10 190.00 +1.80 103 3,933 +45
Total Volume and Open Interest 2,181 36,942 +787
Cotton(NYBOT)
Oct03 030926 64.20 64.41 64.20 64.41 -0.39 3 869 -1
Dec03 030926 65.85 65.90 65.50 65.82 -0.34 4,442 65,100 -159
Mar04 030926 67.90 68.04 67.70 68.00 -0.38 868 19,285 +177
May04 030926 68.80 68.80 68.50 68.70 -0.30 74 3,965 -19
Jul04 030926 68.65 69.05 68.65 69.03 -0.27 2 2,934 -1
Oct04 030926 64.00 64.10 64.00 64.10 -0.05 14 205 -14
Total Volume and Open Interest 5,406 93,419 -20
Lumber(CME)
Nov03 030926 306.0 306.0 302.3 302.3 -10.0 468 2,474 +23
Jan04 030926 308.3 308.3 299.5 299.5 -10.0 76 632 +27
Mar04 030926 310.0 310.0 302.0 302.0 -9.0 10 89 +0
May04 030926 308.0 308.0 303.0 303.0 -6.6 0 24 +0
Total Volume and Open Interest 554 3,220 +50
Crude Oil(NYM)
Nov03 030926 28.19 28.35 27.87 28.16 -0.13 66,072 137,717 +356
Dec03 030926 27.95 28.10 27.67 27.92 -0.16 38,938 84,413 -2,623
Jan04 030926 27.60 27.60 27.38 27.56 -0.16 10,086 36,250 -365
Feb04 030926 27.30 27.30 27.18 27.25 -0.16 5,272 16,809 +1,063
Mar04 030926 27.00 27.05 26.91 26.98 -0.16 4,420 21,825 +0
Apr04 030926 26.84 26.84 26.74 26.74 -0.16 2,539 18,216 +910
May04 030926 26.52 26.52 26.52 26.52 -0.16 988 9,913 +163
Jun04 030926 26.35 26.42 26.28 26.32 -0.16 1,464 18,850 +184
Jul04 030926 26.20 26.25 26.15 26.15 -0.16 538 8,137 -257
Aug04 030926 26.00 26.00 26.00 26.00 -0.16 200 7,273 -120
Total Volume and Open Interest 138,387 489,004 -54
Heating Oil(NYM)
Oct03 030926 73.70 75.30 73.20 74.85 +0.74 14,461 15,927 -3,367
Nov03 030926 74.60 76.30 74.20 75.37 +0.36 17,495 44,048 +3,138
Dec03 030926 75.60 77.00 75.20 76.22 +0.26 12,290 30,313 +298
Jan04 030926 76.25 77.50 76.10 76.82 +0.11 3,741 20,016 +958
Feb04 030926 76.00 77.40 76.00 76.52 +0.01 1,328 14,079 +220
Mar04 030926 74.45 75.70 74.45 74.72 -0.14 1,900 14,632 +858
Apr04 030926 72.60 73.40 72.40 72.57 -0.29 779 5,958 +558
May04 030926 70.90 71.20 70.42 70.42 -0.49 63 2,737 +31
Jun04 030926 69.90 70.15 69.37 69.37 -0.59 750 4,998 +187
Jul04 030926 69.75 69.75 69.07 69.07 -0.59 13 2,127 +6
Total Volume and Open Interest 53,548 162,026 +3,065
Unleaded Gas(NYM)
Oct03 030926 87.10 89.00 86.00 88.74 +1.15 24,402 21,006 -4,130
Nov03 030926 78.10 79.40 77.10 78.61 +0.16 21,597 36,355 +2,119
Dec03 030926 75.65 76.10 74.70 75.45 -0.25 6,174 13,498 +1,647
Jan04 030926 75.00 76.00 75.00 75.25 -0.41 422 7,267 +75
Feb04 030926 75.65 75.65 75.65 75.65 -0.45 43 1,781 -20
Mar04 030926 76.75 76.75 76.45 76.45 -0.50 460 2,143 +380
Apr04 030926 82.95 82.95 82.95 82.95 -0.65 145 3,443 +29
May04 030926 82.85 82.85 82.85 82.85 -0.65 85 1,706 +58
Total Volume and Open Interest 53,378 87,904 +183
Natural Gas(NYM)
Oct03 030926 4.470 4.520 4.400 4.430 -0.112 41,911 18,418 -15,460
Nov03 030926 4.660 4.685 4.600 4.621 -0.082 28,833 65,847 +3,869
Dec03 030926 4.900 4.930 4.860 4.881 -0.068 7,918 34,287 +353
Jan04 030926 5.100 5.125 5.065 5.071 -0.063 6,358 29,466 +708
Feb04 030926 5.050 5.080 5.033 5.033 -0.053 3,314 22,505 +607
Mar04 030926 4.980 4.990 4.930 4.946 -0.042 4,100 21,270 +29
Apr04 030926 4.670 4.705 4.665 4.681 +0.003 1,405 19,721 +494
May04 030926 4.590 4.620 4.590 4.593 +0.010 558 13,325 +259
Total Volume and Open Interest 97,479 365,764 -8,701
Brent Crude Oil(IPE)
Nov03 030926 26.58 26.77 26.40 26.64 -0.17 39,113 82,540 -2,278
Dec03 030926 26.28 26.50 26.16 26.37 -0.16 23,845 79,015 -786
Jan04 030926 26.10 26.14 25.88 26.04 -0.19 5,063 26,505 -185
Feb04 030926 25.81 25.82 25.61 25.74 -0.19 2,695 11,557 -715
Mar04 030926 25.57 25.60 25.35 25.49 -0.18 1,161 8,331 -247
Apr04 030926 25.31 25.33 25.27 25.27 -0.15 900 4,497 +256
May04 030926 25.10 25.10 25.00 25.07 -0.13 260 4,750 +100
Jun04 030926 24.90 24.99 24.87 24.87 -0.11 2,065 18,450 +335
Total Volume and Open Interest 80,606 290,352 -1,821
Gas Oil(IPE)
Oct03 030926 225.50 228.00 224.25 226.25 -1.25 14,550 34,120 -3,258
Nov03 030926 226.50 228.25 225.25 226.50 -0.75 16,523 35,923 -2,745
Dec03 030926 226.25 227.75 225.00 226.50 -0.75 8,842 32,773 +1,317
Jan04 030926 226.50 227.25 225.00 226.00 -1.25 1,784 17,789 +98
Feb04 030926 223.75 223.75 223.75 223.75 -1.25 542 6,709 +132
Mar04 030926 221.00 221.00 220.50 220.50 -1.25 1,342 4,372 +266
Apr04 030926 217.00 217.00 217.00 217.00 -1.25 151 5,721 -53
May04 030926 213.75 213.75 213.75 213.75 -1.00 700 1,228 -100
Total Volume and Open Interest 45,361 160,088 -3,756
US Dollar Index(NYBOT)
Dec03 030926 94.19 94.42 94.00 94.25 +0.11 1,497 15,279 -22
Mar04 030926 94.66 94.66 94.66 94.66 +0.11 4 2,077 +2
Jun04 030926 95.11 95.11 95.11 95.11 +0.11 0 13 +0
Total Volume and Open Interest 1,501 17,369 -20
Australian Dollar(CME)
Dec03 030926 66.96 67.18 66.80 66.86 -0.46 1,370 7,509,568 +7,468,941
Mar04 030926 66.35 66.48 66.23 66.23 -0.46 0 418 +0
Jun04 030926 65.60 65.60 65.60 65.60 -0.46 0 10 +0
Total Volume and Open Interest 1,370 41,575 +437
British Pound(CME)
Dec03 030926 165.20 165.36 164.70 164.92 -0.14 14,342 45,721 +8,758
Mar04 030926 163.78 164.30 163.78 163.82 -0.14 1 260 +2
Jun04 030926 162.72 162.72 162.72 162.72 -0.14 0 1 +0
Total Volume and Open Interest 14,343 45,982 +8,760
Canadian Dollar(CME)
Dec03 030926 73.59 73.68 73.37 73.61 -0.15 3,046 62,875 +30
Mar04 030926 73.34 73.38 73.15 73.36 -0.15 40 2,624 -21
Jun04 030926 73.05 73.12 73.05 73.12 -0.15 7 1,162 -1
Sep04 030926 72.89 72.89 72.89 72.89 -0.15 3 715 +1
Total Volume and Open Interest 3,096 67,572 +9
Japanese Yen(CME)
Dec03 030926 89.46 89.82 89.25 89.57 +0.09 9,331 135,226 -741
Mar04 030926 89.82 89.82 89.75 89.82 +0.09 3 98 +2
Jun04 030926 90.09 90.09 90.09 90.09 +0.09 0 5 +0
Total Volume and Open Interest 9,334 135,379 -739
Swiss Franc(CME)
Dec03 030926 74.60 74.68 74.28 74.57 +0.11 13,330 43,244 +4,157
Mar04 030926 74.71 74.72 74.71 74.72 +0.11 4 195 +1
Jun04 030926 74.86 74.86 74.86 74.86 +0.11 0 109 +0
Total Volume and Open Interest 13,334 43,580 +4,158
EuroFX(CME)
Dec03 030926 114.63 114.72 114.15 114.45 -0.15 11,726 82,908 +186
Mar04 030926 114.00 114.30 113.95 114.18 -0.15 9 865 +4
Jun04 030926 113.93 113.93 113.93 113.93 -0.15 0 60 +0
Total Volume and Open Interest 11,735 83,916 +190
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030926 9127.0 9150.0 8990.0 9005.0 -105.0 5,741 26,024 -346
Total Volume and Open Interest 5,741 26,645 -346
30-Year T-Bonds(CBOT)
Dec03 030926 110~09 111~15 110~00 111~04 +0~27 254,278 418,447 +5,139
Mar04 030926 109~09 110~01 108~28 109~23 +0~27 668 16,332 +93
Jun04 030926 107~22 108~13 107~22 108~13 +0~27 0 184 +0
Total Volume and Open Interest 254,946 435,148 +5,232
Municipal Bonds(CBOT)
Dec03 030926 101~20 101~28 101~14 101~22 +0~07 89 1,553 -4
Total Volume and Open Interest 89 1,553 -4
10-Year T-Notes(CBOT)
Dec03 030926 113~040 114~030 113~005 113~265 +0~230 583,941 820,305 +9,364
Mar04 030926 112~000 112~185 111~315 112~145 +0~240 1,786 6,881 +958
Total Volume and Open Interest 585,727 827,186 +10,322
5-Year T-Notes(CBOT)
Dec03 030926 112~160 113~000 112~110 112~275 +0~170 213,474 0 +0
Mar04 030926 111~225 111~225 111~225 111~225 +0~180 20 0 +0
Total Volume and Open Interest 213,494    
2 Year T-Notes(CBOT)
Dec03 030926 107~060 107~076 107~052 107~072 +0~019 6,331 143,270 +817
Total Volume and Open Interest 6,589 150,592 -258
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030926 98.835 98.840 98.830 98.835 +0.005 64,789 729,549 -6,519
Mar04 030926 98.755 98.770 98.745 98.765 +0.015 119,247 660,863 -10,346
Jun04 030926 98.535 98.570 98.510 98.550 +0.035 199,183 560,935 -13,224
Sep04 030926 98.220 98.265 98.180 98.235 +0.045 207,318 568,676 +6,727
Dec04 030926 97.815 97.865 97.765 97.845 +0.070 99,932 519,568 -721
Mar05 030926 97.395 97.455 97.350 97.430 +0.075 48,407 312,293 +1,274
Jun05 030926 97.000 97.070 96.955 97.045 +0.085 47,229 226,318 +1,925
Sep05 030926 96.660 96.750 96.630 96.725 +0.090 30,637 177,290 +1,019
Dec05 030926 96.395 96.485 96.350 96.450 +0.095 11,739 141,668 -941
Mar06 030926 96.150 96.245 96.105 96.205 +0.100 11,075 127,902 -2,205
Jun06 030926 95.910 96.015 95.870 95.975 +0.105 10,804 119,280 -1,874
Sep06 030926 95.700 95.800 95.660 95.760 +0.110 7,902 105,452 -917
Total Volume and Open Interest 893,224 4,825,432 -23,089
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030926 99.89 99.89 99.89 99.89 +0.01 414 5,643 +165
Mar04 030926 99.84 99.84 99.84 99.84 unch 169 7,128 +160
Jun04 030926 99.81 99.81 99.81 99.81 -0.01 470 11,039 -264
Sep04 030926 99.73 99.73 99.73 99.73 -0.02 368 4,750 +68
Dec04 030926 99.63 99.63 99.63 99.63 -0.03 225 1,088 +64
Mar05 030926 99.46 99.46 99.46 99.46 -0.03 15 5,004 +0
Jun05 030926 99.34 99.34 99.34 99.34 -0.06 0 358 +0
Sep05 030926 99.18 99.18 99.18 99.18 -0.06 0 4,751 -200
Dec05 030926 99.10 99.10 99.10 99.10 -0.04 0 35 +0
Total Volume and Open Interest 1,661 40,848 -7
3-Mth Euro-Yen(SIMEX)
Dec03 030926 99.88 99.89 99.88 99.88 unch 789 39,710 +79
Mar04 030926 99.84 99.85 99.84 99.84 +0.01 986 63,968 -21
Jun04 030926 99.82 99.82 99.81 99.81 unch 2,335 58,451 +260
Sep04 030926 99.76 99.76 99.73 99.73 -0.03 2,486 29,420 +1,216
Dec04 030926 99.65 99.65 99.61 99.63 -0.03 805 24,458 -135
Mar05 030926 99.49 99.49 99.45 99.46 -0.03 66 14,658 -130
Jun05 030926 99.38 99.38 99.34 99.35 -0.04 724 9,006 +145
Sep05 030926 99.21 99.21 99.21 99.21 -0.03 75 8,931 +3
Total Volume and Open Interest 8,286 259,791 +1,437
German Euro-Bund(EUREX)
Dec03 030926 114.37 115.02 114.34 114.87 +0.50 1,150,481 778,316 -3,036
Mar04 030926 114.07 114.54 114.07 114.45 +0.53 5,604 704 +422
Jun04 030926 113.82 113.82 113.82 113.82 +0.50      
Total Volume and Open Interest 1,156,085 779,020 -2,614
German Euro-Bobl(EUREX)
Dec03 030926 111.48 111.86 111.45 111.77 +0.27 652,194 594,008 -560
Mar04 030926 111.34 111.34 111.34 111.34 +0.29 3,888 1,564 +701
Jun04 030926 110.92 110.92 110.92 110.92 +0.27      
Total Volume and Open Interest 656,082 595,572 +141
Long Gilt(LIFFE)
Sep03 030926 118~20 118~26 118~20 118~26 +0~03 505 10,052 +1
Dec03 030926 117~27 118~17 117~23 118~15 +0~18 65,619 136,228 -550
Total Volume and Open Interest 66,124 146,280 -549
3-Mth Short Sterling(LIFFE)
Dec03 030926 96.16 96.20 96.15 96.18 +0.01 43,212 0 +0
Mar04 030926 95.99 96.04 95.96 96.01 unch 79,769 0 +0
Jun04 030926 95.80 95.86 95.77 95.82 unch 66,386 0 +0
Total Volume and Open Interest 292,048    
3-Mth Euribor(LIFFE)
Dec03 030926 97.900 97.930 97.895 97.915 +0.015 105,307 591,716 -8,526
Mar04 030926 97.905 97.955 97.900 97.935 +0.020 109,858 507,759 +2,172
Jun04 030926 97.795 97.850 97.785 97.830 +0.020 128,090 388,344 -1,219
Total Volume and Open Interest 612,540 2,607,925 -9,060
3-Mth Aus T-Bills(SFE)
Dec03 030926 95.09 95.09 95.05 95.06 -0.02 19,468 189,729 +742
Mar04 030926 94.99 95.00 94.95 94.97 -0.01 19,102 84,067 +5,550
Jun04 030926 94.88 94.88 94.84 94.86 unch 6,660 40,021 +4,082
Sep04 030926 94.76 94.76 94.75 94.76 unch 2,637 24,910 +1,353
Dec04 030926 94.67 94.68 94.66 94.67 unch 633 15,786 +392
Mar05 030926 94.60 94.60 94.60 94.60 unch 1,870 17,831 +1,003
Jun05 030926 94.53 94.54 94.53 94.54 unch 1,792 10,114 +861
Sep05 030926 94.49 94.49 94.48 94.49 -0.01 59 2,704 +57
Dec05 030926 94.47 94.47 94.45 94.45 unch 15 1,652 +10
Mar06 030926 94.45 94.45 94.42 94.42 unch 7 783 +4
Total Volume and Open Interest 52,249 387,907 +14,059
10-Year Aus T-Bonds(SFE)
Dec03 030926 94.64 94.64 94.58 94.60 +0.01 2,911 141,814 +9,369
Mar04 030926 94.60 94.60 94.60 94.60 +0.01      
Total Volume and Open Interest 27,047 143,300 +10,855
3-Year Aus T-Bonds(SFE)
Dec03 030926 94.95 94.95 94.89 94.90 unch 67,928 307,318 +41,108
Mar04 030926 94.90 94.90 94.90 94.90 unch      
Total Volume and Open Interest 67,928 307,318 +41,108
Gold(CMX)
Oct03 030926 384.5 385.8 379.5 380.8 -4.2 3,099 16,246 +2,731
Dec03 030926 386.0 386.6 380.1 381.8 -4.1 72,422 204,664 -2,255
Feb04 030926 387.5 387.7 381.0 382.6 -4.1 1,504 20,933 +74
Apr04 030926 384.7 385.0 382.0 383.3 -4.1 339 6,864 +67
Jun04 030926 384.0 385.1 382.7 383.9 -4.1 100 11,190 +36
Aug04 030926 384.5 384.5 384.5 384.5 -4.1 662 6,269 +623
Total Volume and Open Interest 78,776 296,135 +1,460
Silver(CMX)
Sep03 030926 523.5 523.5 513.7 513.7 -7.7 324 201 -280
Dec03 030926 523.0 523.5 513.5 514.5 -7.7 24,790 91,050 -3,268
Mar04 030926 524.0 524.0 515.0 515.1 -7.5 1,406 9,214 +711
May04 030926 515.9 515.9 515.9 515.9 -7.4 3 1,055 +0
Jul04 030926 523.0 523.0 516.7 516.7 -7.4 14 2,085 +2
Total Volume and Open Interest 26,827 110,309 -2,692
Platinum(NYM)
Oct03 030926 707.5 707.5 688.0 697.4 -18.4 2,265 3,738 -1,239
Jan04 030926 703.5 703.5 677.0 686.4 -20.1 2,415 4,912 +1,366
Apr04 030926 676.4 676.4 676.4 676.4 -20.1 2 4 +0
Total Volume and Open Interest 4,682 8,654 +127
Palladium(NYME)
Dec03 030926 212.00 214.75 203.20 211.55 -6.55 135 5,369 -13
Mar04 030926 208.00 211.55 208.00 211.55 -6.55 0 30 +0
Jun04 030926 212.05 212.05 212.05 212.05 -6.55 0 35 +0
Total Volume and Open Interest 139 5,467 -11
Copper(CMX)
Sep03 030926 81.95 82.00 81.50 81.65 -1.10 886 1,190 -24
Dec03 030926 82.40 82.50 81.60 82.15 -1.10 8,669 74,235 +1,605
Mar04 030926 82.75 82.75 82.40 82.60 -1.00 484 5,309 +20
May04 030926 82.95 83.00 82.80 82.80 -0.95 230 2,970 +49
Jul04 030926 82.90 82.90 82.90 82.90 -0.95 0 2,134 +0
Total Volume and Open Interest 11,354 96,359 +1,768
DJIA Index(CBOT)
Sep03 030918 9580 9675 9550 9664 +101 3,636 23,301 -1,944
Dec03 030926 9285 9328 9265 9280 unch 16,360 31,436 -191
Mar04 030926 9270 9270 9255 9255 unch 245 1,045 +189
Jun04 030926 9225 9225 9225 9225 unch      
Total Volume and Open Interest 16,605 32,481 -2
S & P 500(CME)
Dec03 030926 1000.00 1002.00 994.00 994.50 -3.30 55,196 572,230 +3,371
Mar04 030926 997.50 997.50 992.70 992.70 -3.40 312 11,678 +1
Jun04 030926 991.60 991.60 991.60 991.60 -3.40 72 336 +38
Sep04 030926 991.10 991.10 991.10 991.10 -3.40 0 127 +0
Total Volume and Open Interest 55,581 584,394 +3,410
S & P 500 E-Mini(Globex)
Dec03 030926 997.75 1002.00 994.00 994.50 -3.25 805,260 368,013 +2,500
Mar04 030926 995.25 998.50 992.75 992.75 -3.25 371 482 +151
Total Volume and Open Interest 805,631 368,495 +2,651
NASDAQ 100(CME)
Dec03 030926 1324.00 1336.00 1309.00 1310.50 -9.00 16,591 73,050 +930
Mar04 030926 1313.50 1313.50 1313.50 1313.50 -9.00 1 44 -26
Jun04 030926 1316.50 1316.50 1316.50 1316.50 -9.00      
Total Volume and Open Interest 16,592 73,094 +904
NASDAQ 100 E-Mini(GLOBEX)
Dec03 030926 1320.5 1336.0 1309.0 1310.5 -9.0 402,165 173,899 +2,427
Mar04 030926 1321.0 1338.5 1313.5 1313.5 -9.0 32 157 +21
Total Volume and Open Interest 402,197 174,056 +2,448
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 030926 514.00 514.00 508.00 508.00 -4.25 1,039 13,130 +305
Mar04 030926 507.80 507.80 507.80 507.80 -4.25      
Jun04 030926 508.25 508.25 508.25 508.25 -4.25 0 1 +0
Total Volume and Open Interest 1,039 13,131 +305
Russell 2000(CME)
Dec03 030926 494.00 494.50 483.25 483.50 -9.15 3,351 21,499 -390
Mar04 030926 483.50 483.50 483.50 483.50 -9.15      
Jun04 030926 483.50 483.50 483.50 483.50 -9.15      
Total Volume and Open Interest 3,351 21,499 -390
Value Line(KCBT)
Dec03 030926 1324.00 1324.00 1324.00 1324.00 -19.00 0 38 +0
Total Volume and Open Interest 0 38 +0
Nikkei 225(CME)
Dec03 030926 10290 10300 10170 10205 +85 4,313 26,022 -698
Mar04 030926 10215 10215 10215 10215 +85 4 5 +4
Total Volume and Open Interest 4,317 26,027 -694
Nikkei 225(SIMEX)
Dec03 030926 10150 10360 10145 10285 +20 23,944 145,743 -1,764
Mar04 030926 10275 10275 10275 10275 +20 0 540 +0
Jun04 030926 10235 10235 10235 10235 +20      
Total Volume and Open Interest 23,944 146,283 -1,764
CAC 40(MATIF)
Sep03 030926 3200.5 3235.0 3177.0 3216.5 -47.5 109,558 655,958 +655,958
Oct03 030926 3209.5 3235.0 3183.5 3222.0 -47.0 12,726 22,877 +22,877
Nov03 030926 3196.0 3226.5 3195.0 3226.5 -47.5 0 12 +12
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 030926 3323.0 3362.0 3288.5 3343.0 -2.0 142,138 247,056 -99
Mar04 030926 3348.0 3360.0 3314.0 3360.0 -3.0 467 9,333 +51
Jun04 030926 3331.5 3377.5 3331.5 3377.5 -3.5 49 170 +40
Total Volume and Open Interest 142,654 256,559 -8
FT-SE 100(LIFFE)
Dec03 030926 4190.50 4214.50 4156.00 4167.00 -58.00 67,492 401,924 -2,805
Mar04 030926 4160.50 4160.50 4160.50 4160.50 -62.00 0 10,725 +0
Jun04 030926 4169.00 4169.00 4169.00 4169.00 -61.00 0 4,645 +0
Total Volume and Open Interest 67,492 417,294 -2,805
SPI 200(SFE)
Sep03 030918 3214.0 3228.0 3214.0 3226.0 +9.0 31,833 166,368 +2,105
Dec03 030926 3165.0 3187.0 3165.0 3173.0 -8.0 15,116 147,892 -3,099
Mar04 030926 3187.0 3187.0 3179.0 3179.0 -8.0 20 3,228 -119
Total Volume and Open Interest 15,148 154,301 -3,470
GSCI(CME)
Oct03 030926 227.80 227.80 226.70 227.40 -1.10 15 11,316 -5
Nov03 030926 228.50 228.50 228.50 228.50 -1.00      
Dec03 030926 229.00 229.00 229.00 229.00 -0.50      
Total Volume and Open Interest 15 11,316 -5
Bridge CRB Index(NYBOT)
Nov03 030926 240.75 240.90 240.30 240.50 -2.25 35 565 -3
Jan04 030926 240.25 240.25 240.25 240.25 -2.25 3 335 +0
Feb04 030926 238.50 238.50 238.50 238.50 -2.25 0 158 +0
Total Volume and Open Interest 38 1,060 -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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