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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon September 29, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030929 666.00 684.00 665.00 683.25 +26.75 42,470 143,519 +1,552
Jan04 030929 667.50 686.00 666.50 684.50 +26.25 6,742 32,380 -69
Mar04 030929 660.00 674.50 657.50 674.00 +23.00 3,835 25,890 +515
May04 030929 640.00 650.00 639.00 649.50 +16.75 3,657 37,766 -289
Jul04 030929 633.50 642.50 633.00 642.25 +15.00 1,036 9,570 +109
Aug04 030929 618.50 628.50 618.50 627.50 +15.00 107 1,160 -18
Sep04 030929 592.00 598.00 592.00 598.00 +11.00 2 139 +0
Total Volume and Open Interest 58,688 255,359 +1,847
Soybean Meal(CBOT)
Oct03 030929 197.80 202.80 196.40 202.60 +7.30 8,410 13,546 -1,049
Dec03 030929 198.30 203.50 197.00 203.20 +7.20 14,992 81,565 +1,178
Jan04 030929 198.30 203.00 197.00 203.00 +6.80 1,853 14,050 +569
Mar04 030929 196.50 200.20 194.60 200.20 +5.20 1,648 14,227 +351
May04 030929 193.00 194.50 190.40 194.50 +3.50 1,857 17,950 +278
Jul04 030929 191.00 193.50 188.70 193.00 +4.00 871 9,950 +27
Aug04 030929 186.00 188.00 185.00 188.00 +4.00 123 1,948 +14
Sep04 030929 180.00 180.30 177.50 180.10 +2.60 97 1,746 +31
Total Volume and Open Interest 30,773 161,403 +1,474
Soybean Oil(CBOT)
Oct03 030929 23.95 24.61 23.91 24.40 +0.79 8,701 8,852 -2,184
Dec03 030929 23.96 24.64 23.94 24.41 +0.75 18,482 77,871 +1,382
Jan04 030929 23.90 24.58 23.90 24.35 +0.74 2,303 13,826 -31
Mar04 030929 23.80 24.44 23.80 24.25 +0.75 992 18,062 +314
May04 030929 23.50 24.05 23.50 23.82 +0.69 894 17,407 -170
Jul04 030929 23.35 23.90 23.35 23.65 +0.65 195 9,919 +52
Aug04 030929 23.30 23.32 23.30 23.32 +0.61 5 1,161 -1
Sep04 030929 22.90 23.05 22.90 22.90 +0.64 3 814 -1
Total Volume and Open Interest 32,630 151,439 -775
Canola(WCE)
Nov03 030929 360.0 363.5 360.0 362.5 +6.3 3,183 33,264 +16
Jan04 030929 366.5 369.2 366.0 368.6 +6.1 238 5,455 +98
Mar04 030929 369.5 372.5 369.5 371.5 +5.5 5 1,248 -5
May04 030929 377.5 377.5 377.5 377.5 +5.5 0 51 +0
Jul04 030929 382.0 382.5 382.0 382.5 +5.5 0 2,101 +0
Total Volume and Open Interest 3,669 46,421 +314
Corn(CBOT)
Dec03 030929 227.25 228.25 223.75 226.00 -0.25 26,717 227,871 -2,393
Mar04 030929 234.50 235.75 231.75 233.75 unch 4,051 75,882 +947
May04 030929 239.50 240.25 236.50 238.50 unch 875 21,280 +125
Jul04 030929 242.50 243.00 239.75 241.25 unch 1,093 20,794 +173
Sep04 030929 240.00 240.00 238.00 238.25 -0.25 192 3,175 +42
Dec04 030929 238.75 239.00 237.50 238.75 +0.75 567 11,828 +282
Total Volume and Open Interest 33,525 361,813 -800
Wheat(CBOT)
Dec03 030929 358.00 360.00 353.50 355.25 -4.25 25,046 85,495 +2,154
Mar04 030929 368.25 369.50 363.00 364.75 -4.75 3,906 21,114 +812
May04 030929 364.00 364.50 359.00 360.00 -4.00 681 1,826 +514
Jul04 030929 341.00 341.00 335.00 338.00 -1.75 184 3,277 +18
Sep04 030929 343.00 343.00 341.00 342.00 -2.00 5 83 -1
Total Volume and Open Interest 29,823 111,892 +3,498
Wheat(KCBT)
Dec03 030929 355.00 356.00 351.25 352.75 -3.50 5,855 48,177 -166
Mar04 030929 363.50 364.00 359.50 360.00 -4.25 1,744 11,654 +172
May04 030929 356.00 357.00 356.00 357.00 -1.25 132 1,702 +68
Jul04 030929 340.00 340.50 338.00 338.50 -1.25 224 2,367 -60
Sep04 030929 344.00 344.00 344.00 344.00 -1.00 0 137 +0
Total Volume and Open Interest 7,956 64,052 +15
Wheat(MGE)
Dec03 030929 363.00 363.50 358.50 362.00 -1.50 2,619 20,937 -349
Mar04 030929 370.00 370.00 365.75 367.50 -3.00 604 7,243 +29
May04 030929 374.00 374.00 371.00 371.00 -4.00 7 609 +1
Jul04 030929 368.00 368.00 366.00 366.00 -2.00 2 256 +0
Sep04 030929 356.00 356.00 353.50 353.50 -2.50 0 108 +0
Total Volume and Open Interest 3,232 29,191 -319
Oats(CBOT)
Dec03 030929 139.75 143.00 139.50 140.25 unch 738 5,252 -142
Mar04 030929 147.50 148.50 147.00 147.00 unch 5 827 -2
May04 030929 150.50 150.50 150.50 150.50 -0.50 2 58 +2
Jul04 030929 153.50 153.50 153.50 153.50 unch 0 29 +0
Total Volume and Open Interest 745 6,168 -142
Rough Rice(CBOT)
Nov03 030929 7.40 7.42 7.38 7.40 -0.01 191 5,205 -32
Jan04 030929 7.58 7.58 7.55 7.56 unch 54 1,189 +3
Mar04 030929 7.72 7.74 7.72 7.74 unch 10 780 +0
May04 030929 7.91 7.91 7.91 7.91 unch 0 525 +0
Total Volume and Open Interest 255 8,065 -29
Live Cattle(CME)
Oct03 030929 85.250 87.000 84.725 86.950 +1.350 6,678 29,275 -144
Dec03 030929 82.900 84.700 82.300 84.550 +1.300 7,299 58,227 -230
Feb04 030929 80.700 82.000 80.150 81.900 +1.050 2,587 24,892 -95
Apr04 030929 77.700 78.750 77.500 78.625 +0.550 896 16,479 +214
Jun04 030929 71.850 72.800 71.700 72.750 +0.750 733 7,104 +506
Aug04 030929 71.450 71.950 71.300 71.950 +0.550 91 1,117 +65
Total Volume and Open Interest 18,528 137,708 +481
Feeder Cattle(CME)
Oct03 030929 97.900 99.400 97.400 99.325 +1.025 1,516 7,399 -262
Nov03 030929 94.850 96.350 94.400 96.275 +0.800 861 8,049 +197
Jan04 030929 89.050 90.250 88.550 90.250 +0.850 745 3,351 +209
Mar04 030929 85.550 86.900 85.500 86.850 +0.550 24 639 +9
Apr04 030929 85.300 86.000 85.300 86.000 +0.500 8 369 -1
May04 030929 84.700 85.400 84.700 85.400 +0.400 29 409 +11
Aug04 030929 85.000 85.200 85.000 85.200 +0.175 2 79 +0
Total Volume and Open Interest 3,185 20,295 -1,017
Lean Hogs(CME)
Oct03 030929 55.400 55.650 55.000 55.475 -0.950 3,143 12,293 -766
Dec03 030929 53.850 54.250 53.850 53.850 -2.000 4,597 27,364 +82
Feb04 030929 56.750 56.750 56.125 56.550 -1.550 720 6,974 -34
Apr04 030929 57.950 58.000 57.400 57.900 -1.400 333 2,501 +118
May04 030929 60.875 60.875 60.400 60.850 -1.300 23 444 -17
Jun04 030929 64.000 64.000 63.250 63.450 -1.150 47 1,043 -26
Jul04 030929 59.950 60.400 59.950 60.150 -1.150 21 433 +14
Aug04 030929 58.600 58.925 58.600 58.925 -0.975 0 142 +0
Total Volume and Open Interest 8,892 51,260 -624
Pork Bellies(CME)
Feb04 030929 85.000 85.500 84.300 85.125 -0.850 405 1,817 -1
Mar04 030929 84.850 84.850 84.850 84.850 -1.150 3 30 -2
May04 030929 85.000 85.000 85.000 85.000 -1.300 0 25 +0
Jul04 030929 89.400 89.400 89.400 89.400 unch 2 29 +2
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 030929 14.26 14.26 14.26 14.26 +0.01 40 5,902 -11
Oct03 030929 13.82 14.04 13.82 14.01 +0.18 241 5,621 -13
Nov03 030929 12.62 12.70 12.60 12.60 -0.05 394 4,358 +99
Dec03 030929 11.99 11.99 11.92 11.97 -0.02 111 3,395 -4
Jan04 030929 11.50 11.56 11.50 11.56 +0.06 73 1,331 -14
Total Volume and Open Interest 991 26,540 +77
Cocoa(NYBOT)
Dec03 030929 1580 1609 1571 1605 +3 4,486 25,434 -719
Mar04 030929 1553 1588 1550 1584 +4 1,484 20,232 -117
May04 030929 1550 1586 1550 1586 +5 186 8,197 +53
Jul04 030929 1567 1591 1567 1591 +5 264 4,861 +65
Sep04 030929 1600 1600 1600 1600 +5 32 5,616 +17
Dec04 030929 1608 1608 1608 1608 +5 0 6,513 +0
Mar05 030929 1620 1620 1620 1620 +5 0 2,879 +0
Total Volume and Open Interest 6,452 75,257 -701
Coffee "C"(NYBOT)
Dec03 030929 63.25 64.25 63.20 63.40 +0.05 5,894 50,221 -174
Mar04 030929 66.00 66.80 65.85 65.95 +0.05 1,011 11,794 +313
May04 030929 67.85 68.10 67.40 67.45 +0.05 66 3,767 +26
Jul04 030929 69.00 69.00 68.95 68.95 +0.05 27 2,253 +16
Sep04 030929 71.10 71.10 70.50 70.50 +0.05 2 3,631 -1
Dec04 030929 72.75 72.75 72.75 72.75 +0.05 6 1,889 -3
Total Volume and Open Interest 7,007 74,553 +177
Orange Juice(NYBOT)
Nov03 030929 73.80 75.20 73.80 75.05 +0.95 1,443 18,466 -254
Jan04 030929 76.50 77.90 76.20 77.80 +1.25 627 5,095 +163
Mar04 030929 79.25 80.50 79.25 80.50 +1.20 213 3,072 +48
May04 030929 82.00 82.50 82.00 82.50 +1.20 0 2,330 +0
Jul04 030929 84.50 84.50 84.50 84.50 +0.95 0 212 +0
Total Volume and Open Interest 2,283 29,201 -43
Sugar #11(NYBOT)
Oct03 030929 6.03 6.13 6.00 6.13 +0.18 12,143 22,190 -5,324
Mar04 030929 6.34 6.42 6.29 6.40 +0.15 16,750 104,295 +974
May04 030929 6.34 6.42 6.32 6.41 +0.13 965 21,457 +65
Jul04 030929 6.22 6.29 6.22 6.27 +0.09 877 19,620 +257
Oct04 030929 6.32 6.37 6.32 6.37 +0.08 560 16,761 -101
Total Volume and Open Interest 31,364 191,129 -4,105
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030929 986 995 975 992 +4 3,184 69,557 -467
Mar04 030929 1010 1017 999 1015 +1 1,495 30,292 +109
May04 030929 1018 1031 1016 1031 +1 1,006 20,207 -232
Jul04 030929 1031 1047 1031 1045 +1 665 13,884 +159
Sep04 030929 1048 1060 1047 1060 +1 999 10,989 -188
Dec04 030929 1069 1069 1069 1069 +1 403 9,043 +125
Total Volume and Open Interest 7,983 161,563 -263
London Coffee(LCE)
Sep03 030929 710.00 710.00 709.00 709.00 -4.00 22 43 -8
Nov03 030929 731.00 738.00 728.00 735.00 -3.00 2,720 40,600 -357
Jan04 030929 748.00 755.00 745.00 752.00 -3.00 1,029 25,987 +183
Mar04 030929 762.00 769.00 759.00 766.00 -3.00 105 12,014 +10
May04 030929 774.00 779.00 774.00 779.00 -3.00 2 10,331 +0
Jul04 030929 794.00 795.00 792.00 792.00 -3.00 24 3,705 +4
Total Volume and Open Interest 3,902 97,865 -168
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030929 183.40 187.00 183.40 186.50 +3.50 884 18,341 +149
Mar04 030929 187.40 190.00 187.40 190.00 +3.70 583 9,017 +148
May04 030929 190.00 191.40 190.00 191.40 +3.30 10 2,920 +10
Aug04 030929 190.90 192.00 190.90 192.00 +2.00 120 4,003 +70
Total Volume and Open Interest 1,667 37,249 +307
Cotton(NYBOT)
Oct03 030929 64.20 66.70 64.20 66.70 +2.29 3 359 -510
Dec03 030929 65.55 67.80 65.40 67.75 +1.93 3,945 66,575 +1,475
Mar04 030929 67.70 69.70 67.70 69.68 +1.68 1,185 19,588 +303
May04 030929 68.40 70.40 68.40 70.40 +1.70 104 4,155 +190
Jul04 030929 68.65 70.60 68.65 70.60 +1.57 39 2,947 +13
Oct04 030929 65.85 65.85 65.85 65.85 +1.75 5 200 -5
Total Volume and Open Interest 5,370 94,892 +1,473
Lumber(CME)
Nov03 030929 297.5 301.0 295.9 299.5 -2.8 187 2,424 -50
Jan04 030929 301.0 301.0 297.0 300.5 +1.0 139 660 +28
Mar04 030929 301.0 302.5 299.5 300.5 -1.5 47 109 +20
May04 030929 302.0 302.0 300.3 300.3 -2.7 2 26 +2
Total Volume and Open Interest 375 3,220 +0
Crude Oil(NYM)
Nov03 030929 28.40 28.62 28.30 28.40 +0.24 53,658 134,104 -3,613
Dec03 030929 28.25 28.35 28.07 28.17 +0.25 31,016 85,855 +1,442
Jan04 030929 27.90 27.90 27.75 27.79 +0.23 5,914 36,520 +270
Feb04 030929 27.60 27.60 27.45 27.46 +0.21 3,172 16,624 -185
Mar04 030929 27.20 27.25 27.15 27.17 +0.19 2,825 22,045 +220
Apr04 030929 26.94 27.00 26.91 26.91 +0.17 1,228 18,362 +146
May04 030929 26.67 26.67 26.67 26.67 +0.15 913 10,209 +296
Jun04 030929 26.55 26.60 26.46 26.46 +0.14 1,584 18,279 -571
Jul04 030929 26.28 26.28 26.28 26.28 +0.13 418 7,936 -201
Aug04 030929 26.12 26.12 26.12 26.12 +0.12 585 7,567 +294
Total Volume and Open Interest 108,027 489,754 +750
Heating Oil(NYM)
Oct03 030929 75.40 76.30 75.20 75.60 +0.75 14,292 11,459 -4,468
Nov03 030929 76.00 76.90 76.00 76.16 +0.79 18,670 47,817 +3,769
Dec03 030929 77.00 77.70 76.80 76.96 +0.74 10,439 29,196 -1,117
Jan04 030929 77.60 78.30 77.56 77.56 +0.74 5,217 20,751 +735
Feb04 030929 77.30 78.00 77.26 77.26 +0.74 2,710 13,844 -235
Mar04 030929 75.10 76.05 75.10 75.36 +0.64 1,334 14,729 +97
Apr04 030929 73.10 73.80 73.06 73.06 +0.49 582 6,254 +296
May04 030929 71.00 71.50 70.81 70.81 +0.39 542 2,792 +55
Jun04 030929 70.10 70.30 69.60 69.71 +0.34 503 5,154 +156
Jul04 030929 70.25 70.25 69.41 69.41 +0.34 63 2,152 +25
Total Volume and Open Interest 54,567 161,479 -547
Unleaded Gas(NYM)
Oct03 030929 90.00 90.00 84.20 84.49 -4.25 19,947 12,869 -8,137
Nov03 030929 79.50 79.50 77.50 77.67 -0.94 19,238 38,678 +2,323
Dec03 030929 76.10 76.60 75.27 75.27 -0.18 3,596 13,709 +211
Jan04 030929 76.00 76.50 75.27 75.27 +0.02 688 7,073 -194
Feb04 030929 76.35 76.85 75.72 75.72 +0.07 131 1,906 +125
Mar04 030929 77.45 77.65 76.57 76.57 +0.12 269 2,157 +14
Apr04 030929 83.12 83.12 83.12 83.12 +0.17 625 3,623 +180
May04 030929 83.50 83.50 83.02 83.02 +0.17 110 1,756 +50
Total Volume and Open Interest 44,954 82,584 -5,320
Natural Gas(NYM)
Nov03 030929 4.740 4.940 4.730 4.895 +0.274 28,140 68,084 +2,237
Dec03 030929 5.000 5.165 4.980 5.130 +0.249 9,325 35,133 +846
Jan04 030929 5.170 5.320 5.170 5.300 +0.229 7,105 30,214 +748
Feb04 030929 5.110 5.270 5.110 5.246 +0.213 4,107 22,003 -502
Mar04 030929 5.020 5.155 5.020 5.140 +0.194 3,884 21,842 +572
Apr04 030929 4.760 4.845 4.750 4.830 +0.149 2,346 19,822 +101
May04 030929 4.650 4.740 4.650 4.727 +0.134 771 13,416 +91
Jun04 030929 4.660 4.740 4.660 4.729 +0.116 432 12,466 +288
Total Volume and Open Interest 91,734 354,883 -10,881
Brent Crude Oil(IPE)
Nov03 030929 26.95 27.05 26.74 26.83 +0.19 29,643 80,504 -2,036
Dec03 030929 26.69 26.73 26.44 26.50 +0.13 19,831 81,003 +1,988
Jan04 030929 26.35 26.40 26.17 26.17 +0.13 5,515 27,464 +959
Feb04 030929 25.97 26.05 25.85 25.85 +0.11 2,180 11,656 +99
Mar04 030929 25.74 25.74 25.57 25.58 +0.09 1,047 8,389 +58
Apr04 030929 25.47 25.47 25.34 25.34 +0.07 170 4,547 +50
May04 030929 25.19 25.19 25.12 25.12 +0.05 250 4,770 +20
Jun04 030929 25.00 25.08 24.90 24.90 +0.03 706 18,329 -121
Total Volume and Open Interest 64,814 291,436 +1,084
Gas Oil(IPE)
Oct03 030929 229.50 232.75 229.25 232.50 +6.25 12,487 34,459 +339
Nov03 030929 229.50 232.50 229.00 232.00 +5.50 9,142 37,148 +1,225
Dec03 030929 228.50 231.50 228.25 230.75 +4.25 2,944 32,939 +166
Jan04 030929 228.50 230.00 228.00 230.00 +4.00 1,370 17,847 +58
Feb04 030929 227.50 227.50 227.50 227.50 +3.75 0 6,709 +0
Mar04 030929 222.00 223.50 221.00 223.50 +3.00 247 4,172 -200
Apr04 030929 219.00 219.50 219.00 219.25 +2.25 147 5,574 -147
May04 030929 215.75 215.75 215.75 215.75 +2.00 0 1,228 +0
Total Volume and Open Interest 26,387 161,479 +1,391
US Dollar Index(NYBOT)
Dec03 030929 94.24 94.68 93.32 93.44 -0.81 2,028 15,675 +396
Mar04 030929 95.03 95.03 93.83 93.85 -0.81 0 2,077 +0
Jun04 030929 94.20 94.30 94.20 94.30 -0.81 0 13 +0
Total Volume and Open Interest 2,028 17,765 +396
Australian Dollar(CME)
Dec03 030929 66.54 67.13 66.52 67.06 +0.20 1,371 40,853 -7,468,715
Mar04 030929 66.43 66.43 66.43 66.43 +0.20 7 432 +14
Jun04 030929 65.80 65.80 65.80 65.80 +0.20 0 10 +0
Total Volume and Open Interest 1,382 41,382 -193
British Pound(CME)
Dec03 030929 163.80 165.80 163.76 165.66 +0.74 1,677 46,450 +729
Mar04 030929 162.60 164.56 162.60 164.56 +0.74 2 261 +1
Jun04 030929 163.46 163.46 163.46 163.46 +0.74 0 1 +0
Total Volume and Open Interest 1,679 46,712 +730
Canadian Dollar(CME)
Dec03 030929 73.14 73.75 73.09 73.67 +0.06 2,949 63,193 +318
Mar04 030929 72.85 73.50 72.85 73.42 +0.06 111 2,727 +103
Jun04 030929 72.80 73.18 72.80 73.18 +0.06 24 1,075 -87
Sep04 030929 72.55 73.05 72.55 72.95 +0.06 8 601 -114
Total Volume and Open Interest 3,094 67,794 +222
Japanese Yen(CME)
Dec03 030929 89.80 90.52 89.78 90.30 +0.73 9,423 135,758 +532
Mar04 030929 90.22 90.65 90.22 90.55 +0.73 8 98 +0
Jun04 030929 90.82 90.82 90.82 90.82 +0.73 0 5 +0
Total Volume and Open Interest 9,431 135,911 +532
Swiss Franc(CME)
Dec03 030929 74.12 75.50 74.12 75.46 +0.89 6,984 42,521 -723
Mar04 030929 75.61 75.61 75.61 75.61 +0.89 1 195 +0
Jun04 030929 75.75 75.75 75.75 75.75 +0.89 0 109 +0
Total Volume and Open Interest 6,985 42,857 -723
EuroFX(CME)
Dec03 030929 113.86 115.72 113.84 115.60 +1.15 9,424 81,877 -1,031
Mar04 030929 113.63 115.38 113.63 115.33 +1.15 61 877 +12
Jun04 030929 115.08 115.08 115.08 115.08 +1.15 0 60 +0
Total Volume and Open Interest 9,485 82,897 -1,019
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030929 8987.0 9050.0 8935.0 9030.0 +25.0 8,403 27,125 +1,101
Total Volume and Open Interest 8,453 27,730 +1,085
30-Year T-Bonds(CBOT)
Dec03 030929 111~05 111~12 110~09 110~11 -0~25 236,448 427,925 +9,478
Mar04 030929 109~19 109~25 108~30 108~30 -0~25 3,941 16,623 +291
Jun04 030929 107~28 107~28 107~20 107~20 -0~25 2 184 +0
Total Volume and Open Interest 240,391 444,917 +9,769
Municipal Bonds(CBOT)
Dec03 030929 101~20 101~20 101~10 101~13 -0~09 132 1,576 +23
Total Volume and Open Interest 132 1,576 +23
10-Year T-Notes(CBOT)
Dec03 030929 113~295 113~315 113~135 113~160 -0~105 581,067 834,897 +14,592
Mar04 030929 112~120 112~150 112~030 112~035 -0~110 453 6,939 +58
Total Volume and Open Interest 581,520 841,836 +14,650
5-Year T-Notes(CBOT)
Dec03 030929 112~290 112~315 112~215 112~220 -0~055 214,141 0 +0
Mar04 030929 111~170 111~170 111~170 111~170 -0~055 60 41 +41
Total Volume and Open Interest 214,201 41 +41
2 Year T-Notes(CBOT)
Dec03 030929 107~076 107~076 107~068 107~068 -0~004 7,105 144,292 +1,022
Total Volume and Open Interest 8,033 149,510 -1,082
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030929 98.835 98.840 98.830 98.835 unch 79,636 732,357 +2,808
Mar04 030929 98.760 98.770 98.750 98.755 -0.010 103,974 655,826 -5,037
Jun04 030929 98.550 98.565 98.530 98.535 -0.015 151,855 572,348 +11,413
Sep04 030929 98.245 98.250 98.205 98.210 -0.025 176,726 581,490 +12,814
Dec04 030929 97.850 97.860 97.805 97.815 -0.030 99,844 529,960 +10,392
Mar05 030929 97.435 97.455 97.395 97.405 -0.025 39,782 317,589 +5,296
Jun05 030929 97.060 97.060 97.010 97.015 -0.030 42,740 234,105 +7,787
Sep05 030929 96.740 96.745 96.680 96.690 -0.035 38,023 183,129 +5,839
Dec05 030929 96.465 96.465 96.400 96.410 -0.040 15,447 143,421 +1,753
Mar06 030929 96.210 96.215 96.155 96.160 -0.045 13,313 126,863 -1,039
Jun06 030929 95.980 95.985 95.925 95.930 -0.045 11,035 119,639 +359
Sep06 030929 95.780 95.780 95.710 95.710 -0.050 11,692 109,017 +3,565
Total Volume and Open Interest 833,932 4,884,607 +59,175
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030929 99.89 99.89 99.89 99.89 unch 350 5,624 -19
Mar04 030929 99.84 99.84 99.84 99.84 unch 0 7,110 -18
Jun04 030929 99.81 99.81 99.81 99.81 unch 0 10,923 -116
Sep04 030929 99.74 99.74 99.74 99.74 +0.01 1 4,057 -693
Dec04 030929 99.63 99.63 99.63 99.63 unch 1 1,019 -69
Mar05 030929 99.46 99.46 99.46 99.46 unch 1 5,004 +0
Jun05 030929 99.34 99.34 99.34 99.34 unch 0 298 -60
Sep05 030929 99.18 99.18 99.18 99.18 unch 0 4,751 +0
Dec05 030929 99.11 99.11 99.11 99.11 +0.01 0 35 +0
Total Volume and Open Interest 353 39,873 -975
3-Mth Euro-Yen(SIMEX)
Dec03 030929 99.89 99.89 99.89 99.89 +0.01 148 39,646 -64
Mar04 030929 99.84 99.85 99.84 99.85 +0.01 5,234 64,386 +418
Jun04 030929 99.81 99.82 99.81 99.81 unch 2,570 59,121 +670
Sep04 030929 99.74 99.74 99.74 99.74 +0.01 1,816 30,045 +625
Dec04 030929 99.62 99.64 99.62 99.64 +0.01 3,324 25,545 +1,087
Mar05 030929 99.47 99.47 99.47 99.47 +0.01 160 14,804 +146
Jun05 030929 99.35 99.36 99.35 99.36 +0.01 199 9,119 +113
Sep05 030929 99.22 99.22 99.22 99.22 +0.01 0 8,931 +0
Total Volume and Open Interest 13,451 262,786 +2,995
German Euro-Bund(EUREX)
Dec03 030929 114.95 114.98 114.44 114.81 -0.06 963,241 802,238 +23,922
Mar04 030929 114.27 114.38 114.05 114.38 -0.07 3,622 919 +215
Jun04 030929 113.76 113.76 113.76 113.76 -0.06 8,160 5 +5
Total Volume and Open Interest 975,023 803,162 +24,142
German Euro-Bobl(EUREX)
Dec03 030929 111.80 111.82 111.44 111.77 unch 523,888 608,749 +14,741
Mar04 030929 111.17 111.34 111.17 111.34 unch 1,000 1,564 +0
Jun04 030929 110.92 110.92 110.92 110.92 unch      
Total Volume and Open Interest 524,888 610,313 +14,741
Long Gilt(LIFFE)
Dec03 030929 118~13 118~13 117~26 118~07 -0~08 41,011 135,860 -368
Mar04 030929 109~20 109~31 109~20 109~31 -0~06      
Total Volume and Open Interest 41,647 145,659 -621
3-Mth Short Sterling(LIFFE)
Dec03 030929 96.17 96.20 96.16 96.18 unch 32,925 0 +0
Mar04 030929 96.02 96.02 95.98 96.01 unch 48,476 0 +0
Jun04 030929 95.83 95.84 95.78 95.82 unch 33,638 0 +0
Total Volume and Open Interest 168,013    
3-Mth Euribor(LIFFE)
Dec03 030929 97.915 97.950 97.900 97.925 +0.010 98,365 604,550 +12,834
Mar04 030929 97.945 97.960 97.900 97.940 +0.005 96,863 513,765 +6,006
Jun04 030929 97.845 97.850 97.775 97.830 unch 91,371 383,793 -4,551
Total Volume and Open Interest 498,118 2,609,089 +1,164
3-Mth Aus T-Bills(SFE)
Dec03 030929 95.08 95.08 95.06 95.08 +0.02 10,929 181,874 -7,855
Mar04 030929 94.99 94.99 94.98 94.99 +0.02 7,676 82,485 -1,582
Jun04 030929 94.90 94.90 94.87 94.88 +0.02 2,620 39,982 -39
Sep04 030929 94.80 94.80 94.77 94.78 +0.02 1,107 25,069 +159
Dec04 030929 94.71 94.71 94.69 94.69 +0.02 164 15,682 -104
Mar05 030929 94.64 94.64 94.63 94.63 +0.03 625 17,829 -2
Jun05 030929 94.59 94.59 94.57 94.57 +0.03 115 9,857 -257
Sep05 030929 94.55 94.55 94.52 94.52 +0.03 252 2,939 +235
Dec05 030929 94.48 94.48 94.48 94.48 +0.03 150 1,600 -52
Mar06 030929 94.45 94.45 94.45 94.45 +0.03 30 811 +28
Total Volume and Open Interest 23,688 378,451 -9,456
10-Year Aus T-Bonds(SFE)
Dec03 030929 94.67 94.68 94.64 94.65 +0.06 4,214 140,863 -951
Mar04 030929 94.65 94.65 94.65 94.65 +0.06      
Total Volume and Open Interest 10,149 141,814 -1,486
3-Year Aus T-Bonds(SFE)
Dec03 030929 94.94 94.96 94.93 94.94 +0.04 41,060 290,071 -17,247
Mar04 030929 94.94 94.94 94.94 94.94 +0.04      
Total Volume and Open Interest 41,060 290,071 -17,247
Gold(CMX)
Oct03 030929 381.0 385.0 381.0 382.4 +1.6 7,322 11,269 -4,977
Dec03 030929 381.3 386.1 381.2 383.2 +1.4 57,247 202,355 -2,309
Feb04 030929 381.8 386.9 381.3 384.0 +1.4 1,371 20,729 -204
Apr04 030929 383.1 386.5 383.0 384.7 +1.4 853 6,927 +63
Jun04 030929 383.1 387.0 383.1 385.4 +1.5 112 11,209 +19
Aug04 030929 386.1 386.1 386.1 386.1 +1.6 0 6,269 +0
Total Volume and Open Interest 67,651 288,460 -7,675
Silver(CMX)
Dec03 030929 515.0 522.0 507.0 507.5 -7.0 20,274 88,685 -2,365
Mar04 030929 516.5 522.0 508.4 508.4 -6.7 974 9,894 +680
May04 030929 509.2 509.2 509.2 509.2 -6.7 60 1,105 +50
Jul04 030929 515.0 516.0 510.0 510.0 -6.7 27 2,091 +6
Sep04 030929 523.0 523.0 510.9 510.9 -6.7 2 661 +0
Total Volume and Open Interest 21,617 108,767 -1,542
Platinum(NYM)
Oct03 030929 703.0 705.0 696.0 702.7 +5.3 1,830 2,951 -787
Jan04 030929 690.5 696.8 686.2 695.7 +9.3 2,366 5,326 +414
Apr04 030929 685.7 685.7 685.7 685.7 +9.3 2 6 +2
Total Volume and Open Interest 4,198 8,283 -371
Palladium(NYME)
Dec03 030929 209.00 214.90 208.00 208.60 -2.95 438 5,266 -103
Mar04 030929 214.00 215.00 208.60 208.60 -2.95 1 31 +1
Jun04 030929 209.10 209.10 209.10 209.10 -2.95 0 35 +0
Total Volume and Open Interest 439 5,332 -135
Copper(CMX)
Dec03 030929 81.90 82.75 81.50 82.40 +0.25 10,360 72,295 -1,940
Mar04 030929 82.45 83.10 82.15 82.85 +0.25 74 5,359 +50
May04 030929 83.05 83.05 83.05 83.05 +0.25 208 3,008 +38
Jul04 030929 83.15 83.15 83.15 83.15 +0.25 1 2,133 -1
Sep04 030929 83.25 83.25 83.25 83.25 +0.25 0 1,154 -10
Total Volume and Open Interest 12,282 93,815 -2,544
DJIA Index(CBOT)
Sep03 030918 9580 9675 9550 9664 +101 3,636 23,301 -1,944
Dec03 030929 9315 9364 9257 9342 +62 11,364 30,633 -803
Mar04 030929 9275 9317 9275 9317 +62 2 1,045 +0
Jun04 030929 9287 9287 9287 9287 +62      
Total Volume and Open Interest 11,366 31,678 -803
S & P 500(CME)
Dec03 030929 998.00 1005.30 993.30 1004.20 +9.70 45,287 572,266 +36
Mar04 030929 994.50 1002.40 994.50 1002.40 +9.70 23 11,668 -10
Jun04 030929 1001.20 1001.20 1001.20 1001.20 +9.60 0 336 +0
Sep04 030929 1000.70 1000.70 1000.70 1000.70 +9.60 0 127 +0
Total Volume and Open Interest 45,310 584,420 +26
S & P 500 E-Mini(Globex)
Dec03 030929 995.25 1005.50 992.75 1004.25 +9.75 745,028 388,341 +20,328
Mar04 030929 993.00 1003.25 993.00 1002.50 +9.75 134 526 +44
Total Volume and Open Interest 745,162 388,867 +20,372
NASDAQ 100(CME)
Dec03 030929 1319.00 1337.00 1307.00 1336.00 +25.50 14,303 73,542 +492
Mar04 030929 1339.00 1339.00 1339.00 1339.00 +25.50 0 44 +0
Jun04 030929 1342.00 1342.00 1342.00 1342.00 +25.50      
Total Volume and Open Interest 14,303 73,586 +492
NASDAQ 100 E-Mini(GLOBEX)
Dec03 030929 1311.0 1336.0 1306.5 1336.0 +25.5 363,153 185,073 +11,174
Mar04 030929 1321.5 1339.0 1310.0 1339.0 +25.5 2,095 2,022 +1,865
Total Volume and Open Interest 365,248 187,095 +13,039
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 030929 509.00 514.75 508.25 514.75 +6.75 817 13,084 -46
Mar04 030929 514.55 514.55 514.55 514.55 +6.75      
Jun04 030929 515.00 515.00 515.00 515.00 +6.75 0 1 +0
Total Volume and Open Interest 817 13,085 -46
Russell 2000(CME)
Dec03 030929 486.50 493.30 480.50 493.20 +9.70 2,528 20,829 -670
Mar04 030929 493.20 493.20 493.20 493.20 +9.70      
Jun04 030929 493.20 493.20 493.20 493.20 +9.70      
Total Volume and Open Interest 2,528 20,829 -670
Value Line(KCBT)
Dec03 030929 1326.00 1339.00 1322.00 1339.00 +15.00 0 38 +0
Total Volume and Open Interest 0 38 +0
Nikkei 225(CME)
Dec03 030929 10250 10320 10230 10310 +105 3,039 24,755 -1,267
Mar04 030929 10320 10320 10320 10320 +105 0 5 +0
Total Volume and Open Interest 3,039 24,760 -1,267
Nikkei 225(SIMEX)
Dec03 030929 10240 10310 10120 10170 -115 20,046 145,656 -87
Mar04 030929 10160 10160 10160 10160 -115 0 540 +0
Jun04 030929 10120 10120 10120 10120 -115      
Total Volume and Open Interest 20,046 146,196 -87
CAC 40(MATIF)
Sep03 030929 3200.0 3245.0 3171.5 3188.5 -28.0 273,155 668,145 +12,187
Oct03 030929 3204.5 3249.0 3176.0 3193.0 -29.0 160,857 85,267 +62,390
Nov03 030929 3229.0 3229.0 3198.0 3198.0 -28.5 100 262 +250
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 030929 3327.0 3379.0 3295.0 3325.0 -18.0 140,372 247,480 +424
Mar04 030929 3358.0 3390.0 3315.5 3342.0 -18.0 284 9,350 +17
Jun04 030929 3403.5 3408.0 3332.5 3359.5 -18.0 47 194 +24
Total Volume and Open Interest 140,703 257,024 +465
FT-SE 100(LIFFE)
Dec03 030929 4168.00 4204.50 4147.50 4159.00 -8.00 60,605 403,193 +1,269
Mar04 030929 4185.00 4186.00 4152.00 4152.00 -8.50 0 10,725 +0
Jun04 030929 4178.50 4178.50 4161.00 4161.00 -8.00 0 4,645 +0
Total Volume and Open Interest 60,605 418,563 +1,269
SPI 200(SFE)
Sep03 030918 3214.0 3228.0 3214.0 3226.0 +9.0 31,833 166,368 +2,105
Dec03 030929 3165.0 3175.0 3155.0 3167.0 -6.0 11,578 148,377 +485
Mar04 030929 3167.0 3179.0 3167.0 3173.0 -6.0 8 3,138 -90
Total Volume and Open Interest 11,737 154,714 +413
GSCI(CME)
Oct03 030929 228.00 230.15 228.00 229.10 +1.70 3 11,316 +0
Nov03 030929 228.50 228.50 228.50 228.50 unch      
Dec03 030929 229.75 229.75 229.75 229.75 +0.75      
Total Volume and Open Interest 3 11,316 +0
Bridge CRB Index(NYBOT)
Nov03 030929 240.75 242.50 240.75 242.50 +2.00 82 558 -7
Jan04 030929 242.25 242.25 242.25 242.25 +2.00 0 334 -1
Feb04 030929 240.50 240.50 240.50 240.50 +2.00 0 158 +0
Total Volume and Open Interest 82 1,052 -8
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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