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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue September 30, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030930 674.50 691.00 674.00 677.25 -6.00 58,531 140,690 -2,829
Jan04 030930 675.50 692.50 675.00 679.75 -4.75 11,955 33,309 +929
Mar04 030930 665.50 683.00 665.00 674.50 +0.50 6,847 25,569 -321
May04 030930 641.50 657.50 641.50 652.50 +3.00 8,529 37,934 +168
Jul04 030930 638.00 649.50 638.00 646.75 +4.50 3,856 10,451 +881
Aug04 030930 626.00 636.00 624.00 631.50 +4.00 180 1,173 +13
Sep04 030930 600.00 601.00 600.00 600.00 +2.00 19 139 +0
Total Volume and Open Interest 91,631 254,382 -977
Soybean Meal(CBOT)
Oct03 030930 200.30 205.20 199.50 199.80 -2.80 11,458 11,194 -2,352
Dec03 030930 199.50 205.40 199.00 200.80 -2.40 15,658 83,550 +1,985
Jan04 030930 199.50 205.00 199.20 201.00 -2.00 4,044 14,731 +681
Mar04 030930 198.50 202.30 197.00 199.20 -1.00 2,151 15,247 +1,020
May04 030930 193.00 196.90 193.00 195.00 +0.50 3,299 18,794 +844
Jul04 030930 192.50 195.50 191.50 192.80 -0.20 1,954 10,537 +587
Aug04 030930 187.50 191.00 187.00 188.50 +0.50 326 2,077 +129
Sep04 030930 181.00 183.00 181.00 181.00 +0.90 310 1,923 +177
Total Volume and Open Interest 39,726 164,677 +3,274
Soybean Oil(CBOT)
Oct03 030930 24.20 24.80 24.18 24.71 +0.31 6,623 6,050 -2,802
Dec03 030930 24.18 24.85 24.15 24.66 +0.25 17,416 78,430 +559
Jan04 030930 24.15 24.80 24.15 24.62 +0.27 3,611 14,409 +583
Mar04 030930 24.05 24.60 24.05 24.57 +0.32 3,140 18,155 +93
May04 030930 23.70 24.35 23.70 24.30 +0.48 1,738 17,360 -47
Jul04 030930 23.60 24.12 23.60 24.12 +0.47 2,350 11,009 +1,090
Aug04 030930 23.45 23.90 23.45 23.80 +0.48 27 1,156 -5
Sep04 030930 23.22 23.22 23.22 23.22 +0.32 27 817 +3
Total Volume and Open Interest 36,023 150,616 -823
Canola(WCE)
Nov03 030930 361.0 365.0 360.0 361.8 -0.7 4,448 31,093 -2,171
Jan04 030930 366.5 370.9 366.0 367.4 -1.2 1,769 6,305 +850
Mar04 030930 372.0 372.0 371.0 371.0 -0.5 26 1,242 -6
May04 030930 376.0 376.0 376.0 376.0 -1.5 0 51 +0
Jul04 030930 382.0 382.0 382.0 382.0 -0.5 50 2,101 +0
Total Volume and Open Interest 6,498 44,964 -1,457
Corn(CBOT)
Dec03 030930 224.00 225.00 220.00 220.25 -5.75 37,442 228,230 +359
Mar04 030930 232.00 233.00 228.50 228.75 -5.00 6,637 76,967 +1,085
May04 030930 236.50 237.75 233.50 233.75 -4.75 1,061 21,381 +101
Jul04 030930 240.00 241.25 237.00 237.25 -4.00 1,049 20,969 +175
Sep04 030930 238.25 238.25 235.00 235.50 -2.75 107 3,082 -93
Dec04 030930 238.00 239.25 236.75 237.00 -1.75 696 11,970 +142
Total Volume and Open Interest 47,009 363,587 +1,774
Wheat(CBOT)
Dec03 030930 354.00 363.00 353.50 360.25 +5.00 13,029 84,727 -768
Mar04 030930 363.50 372.50 363.00 369.50 +4.75 1,328 21,255 +141
May04 030930 359.00 369.00 359.00 367.00 +7.00 124 1,886 +60
Jul04 030930 336.00 345.00 336.00 344.00 +6.00 169 3,343 +66
Sep04 030930 345.00 348.00 343.00 348.00 +6.00 4 84 +1
Total Volume and Open Interest 14,674 111,412 -480
Wheat(KCBT)
Dec03 030930 351.50 359.00 351.50 356.75 +4.00 3,880 46,927 -1,250
Mar04 030930 359.00 366.00 359.00 364.25 +4.25 341 11,719 +65
May04 030930 359.50 362.00 359.50 359.75 +2.75 17 1,709 +7
Jul04 030930 338.00 342.50 338.00 342.00 +3.50 128 2,321 -46
Sep04 030930 344.00 344.00 344.00 344.00 unch 0 137 +0
Total Volume and Open Interest 4,368 62,829 -1,223
Wheat(MGE)
Dec03 030930 359.00 365.00 358.00 364.00 +2.00 1,763 21,192 +255
Mar04 030930 365.50 372.00 365.50 370.50 +3.00 317 7,192 -51
May04 030930 374.75 375.00 373.50 373.50 +2.50 46 645 +36
Jul04 030930 368.00 368.00 368.00 368.00 +2.00 20 263 +7
Sep04 030930 356.00 356.00 355.50 355.50 +2.00 16 115 +7
Total Volume and Open Interest 2,162 29,445 +254
Oats(CBOT)
Dec03 030930 139.50 145.00 139.50 145.00 +4.75 764 5,149 -103
Mar04 030930 146.00 149.75 146.00 149.50 +2.50 7 828 +1
May04 030930 151.00 151.00 151.00 151.00 +0.50 0 58 +0
Jul04 030930 154.00 154.00 154.00 154.00 +0.50 0 29 +0
Total Volume and Open Interest 771 6,066 -102
Rough Rice(CBOT)
Nov03 030930 7.38 7.38 7.28 7.31 -0.09 100 5,228 +23
Jan04 030930 7.55 7.55 7.46 7.49 -0.07 34 1,194 +5
Mar04 030930 7.70 7.70 7.65 7.67 -0.07 10 780 +0
May04 030930 7.84 7.84 7.84 7.84 -0.07 0 525 +0
Total Volume and Open Interest 144 8,093 +28
Live Cattle(CME)
Oct03 030930 87.050 87.775 86.850 87.600 +0.650 8,579 27,708 -1,567
Dec03 030930 84.450 85.050 84.250 84.950 +0.400 8,661 59,988 +1,761
Feb04 030930 82.000 82.400 81.750 82.075 +0.175 2,974 25,110 +218
Apr04 030930 78.700 78.975 78.600 78.850 +0.225 765 16,579 +100
Jun04 030930 72.750 73.125 72.700 72.950 +0.200 276 7,187 +83
Aug04 030930 72.000 72.250 72.000 72.100 +0.150 37 1,122 +5
Total Volume and Open Interest 21,543 138,399 +691
Feeder Cattle(CME)
Oct03 030930 99.200 99.550 99.100 99.375 +0.050 1,544 7,425 +26
Nov03 030930 96.400 96.750 96.150 96.600 +0.325 1,139 8,177 +128
Jan04 030930 90.350 91.000 90.350 90.950 +0.700 390 3,509 +158
Mar04 030930 86.950 87.250 86.750 87.225 +0.375 82 692 +53
Apr04 030930 85.975 86.000 85.975 86.000 unch 25 375 +6
May04 030930 85.300 85.400 85.150 85.250 -0.150 93 451 +42
Aug04 030930 85.350 85.350 85.250 85.250 +0.050 3 78 -1
Total Volume and Open Interest 3,276 20,707 +412
Lean Hogs(CME)
Oct03 030930 55.350 55.950 54.850 55.525 +0.050 3,352 11,617 -676
Dec03 030930 53.500 54.250 52.900 53.600 -0.250 4,572 27,401 +37
Feb04 030930 56.150 56.600 55.750 56.475 -0.075 787 6,915 -59
Apr04 030930 57.600 58.200 57.350 58.100 +0.200 165 2,490 -11
May04 030930 60.650 60.850 60.500 60.850 unch 25 461 +17
Jun04 030930 63.100 63.600 63.100 63.550 +0.100 29 1,046 +3
Jul04 030930 60.000 60.150 60.000 60.100 -0.050 18 447 +14
Aug04 030930 58.800 58.950 58.800 58.950 +0.025 3 145 +3
Total Volume and Open Interest 8,953 50,588 -672
Pork Bellies(CME)
Feb04 030930 85.500 86.500 84.800 86.350 +1.225 352 1,780 -37
Mar04 030930 86.000 86.000 86.000 86.000 +1.150 1 30 +0
May04 030930 86.000 86.000 86.000 86.000 +1.000 0 25 +0
Jul04 030930 88.400 88.400 88.400 88.400 -1.000 0 29 +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 030930 14.26 14.28 14.26 14.27 +0.01 754 5,895 -7
Oct03 030930 14.01 14.20 13.99 14.18 +0.17 289 5,626 +5
Nov03 030930 12.60 12.70 12.48 12.67 +0.07 263 4,430 +72
Dec03 030930 11.95 11.95 11.92 11.95 -0.02 16 3,397 +2
Jan04 030930 11.53 11.60 11.53 11.58 +0.02 78 1,374 +43
Total Volume and Open Interest 1,623 26,742 +202
Cocoa(NYBOT)
Dec03 030930 1615 1648 1615 1626 +21 3,576 25,621 +187
Mar04 030930 1599 1626 1595 1606 +22 681 20,291 +59
May04 030930 1600 1623 1600 1608 +22 107 8,276 +79
Jul04 030930 1627 1635 1614 1614 +23 40 4,901 +40
Sep04 030930 1630 1630 1623 1623 +23 0 5,616 +0
Dec04 030930 1630 1630 1630 1630 +22 0 6,513 +0
Mar05 030930 1641 1641 1641 1641 +21 0 2,879 +0
Total Volume and Open Interest 4,405 75,623 +366
Coffee "C"(NYBOT)
Dec03 030930 63.50 64.10 62.80 62.90 -0.50 4,136 50,099 -122
Mar04 030930 66.10 66.50 65.30 65.40 -0.55 739 11,839 +45
May04 030930 67.75 67.95 66.90 66.90 -0.55 173 3,765 -2
Jul04 030930 69.30 69.40 68.40 68.40 -0.55 97 2,260 +7
Sep04 030930 70.75 70.75 69.90 69.90 -0.60 54 3,676 +45
Dec04 030930 73.25 73.25 72.20 72.20 -0.55 0 1,891 +2
Total Volume and Open Interest 5,199 74,528 -25
Orange Juice(NYBOT)
Nov03 030930 75.30 77.35 74.75 76.15 +1.10 564 18,368 -98
Jan04 030930 78.00 79.50 77.45 78.90 +1.10 452 5,305 +210
Mar04 030930 80.65 82.00 80.25 81.40 +0.90 238 3,202 +130
May04 030930 82.25 84.00 82.25 83.50 +1.00 100 2,396 +66
Jul04 030930 84.50 85.25 84.50 85.25 +0.75 0 212 +0
Total Volume and Open Interest 1,354 29,509 +308
Sugar #11(NYBOT)
Oct03 030930 6.10 6.23 5.98 6.20 +0.07 18,622 13,160 -9,030
Mar04 030930 6.40 6.48 6.26 6.44 +0.04 25,015 102,820 -1,475
May04 030930 6.42 6.47 6.31 6.44 +0.03 2,927 21,144 -313
Jul04 030930 6.27 6.34 6.20 6.32 +0.05 3,417 19,758 +138
Oct04 030930 6.37 6.42 6.32 6.41 +0.04 1,682 16,418 -343
Total Volume and Open Interest 51,787 180,124 -11,005
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030930 995 1015 981 1013 +21 3,307 69,336 -221
Mar04 030930 1017 1037 1005 1036 +21 1,943 31,109 +817
May04 030930 1033 1054 1023 1052 +21 186 20,245 +38
Jul04 030930 1042 1069 1040 1067 +22 46 13,868 -16
Sep04 030930 1056 1082 1056 1081 +21 114 10,981 -8
Dec04 030930 1068 1091 1068 1091 +22 0 9,043 +0
Total Volume and Open Interest 5,707 162,184 +621
London Coffee(LCE)
Sep03 030930 703.00 710.00 703.00 709.00 unch 40 26 -17
Nov03 030930 733.00 733.00 717.00 728.00 -7.00 1,318 40,464 -136
Jan04 030930 748.00 751.00 735.00 746.00 -6.00 320 25,974 -13
Mar04 030930 763.00 766.00 750.00 760.00 -6.00 116 12,003 -11
May04 030930 775.00 775.00 770.00 773.00 -6.00 8 10,331 +0
Jul04 030930 789.00 790.00 777.00 785.00 -7.00 25 3,701 -4
Total Volume and Open Interest 1,827 97,684 -181
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030930 187.00 188.70 186.20 187.10 +0.60 1,282 18,388 +47
Mar04 030930 190.60 191.70 189.50 190.60 +0.60 419 8,928 -89
May04 030930 192.40 193.50 190.50 192.00 +0.60 37 2,953 +33
Aug04 030930 192.90 193.80 191.00 192.60 +0.60 130 4,055 +52
Total Volume and Open Interest 1,913 37,257 +8
Cotton(NYBOT)
Oct03 030930 67.25 67.25 66.75 66.75 +0.05 28 348 -11
Dec03 030930 68.10 68.70 67.20 68.01 +0.26 8,701 68,443 +1,868
Mar04 030930 69.60 70.50 69.20 70.04 +0.36 939 19,883 +295
May04 030930 70.33 71.20 70.20 70.90 +0.50 201 4,252 +97
Jul04 030930 70.50 71.45 70.50 71.25 +0.65 223 3,044 +97
Oct04 030930 65.50 65.90 65.50 65.80 -0.05 0 200 +0
Total Volume and Open Interest 10,151 97,260 +2,368
Lumber(CME)
Nov03 030930 297.2 309.5 289.5 309.5 +10.0 812 2,375 -49
Jan04 030930 298.0 308.6 292.1 308.3 +7.8 149 679 +19
Mar04 030930 300.5 310.0 296.1 310.0 +9.5 19 102 -7
May04 030930 300.0 300.0 298.2 298.2 -2.1 1 27 +1
Total Volume and Open Interest 981 3,184 -36
Crude Oil(NYM)
Nov03 030930 28.55 29.38 28.48 29.20 +0.80 48,533 133,470 -634
Dec03 030930 28.35 29.10 28.25 28.92 +0.75 29,179 86,186 +331
Jan04 030930 27.95 28.65 27.90 28.48 +0.69 7,116 37,065 +545
Feb04 030930 27.65 28.25 27.65 28.08 +0.62 3,173 16,464 -160
Mar04 030930 27.30 27.85 27.25 27.73 +0.56 927 21,545 -500
Apr04 030930 27.50 27.50 27.40 27.42 +0.51 1,205 17,886 -476
May04 030930 27.17 27.17 27.13 27.13 +0.46 229 10,112 -97
Jun04 030930 26.97 27.07 26.85 26.88 +0.42 1,970 18,787 +508
Jul04 030930 26.68 26.68 26.28 26.66 +0.38 50 7,940 +4
Aug04 030930 26.47 26.47 26.47 26.47 +0.35 0 7,567 +0
Total Volume and Open Interest 94,916 489,299 -455
Heating Oil(NYM)
Oct03 030930 76.05 78.50 75.50 77.78 +2.18 18,469 5,938 -5,521
Nov03 030930 76.70 79.20 76.30 78.75 +2.59 19,545 50,201 +2,384
Dec03 030930 77.40 79.80 77.20 79.50 +2.54 6,912 30,156 +960
Jan04 030930 78.05 80.40 77.85 80.05 +2.49 1,162 20,912 +161
Feb04 030930 77.70 80.00 77.70 79.70 +2.44 2,187 14,218 +374
Mar04 030930 75.70 78.00 75.70 77.70 +2.34 2,152 14,769 +40
Apr04 030930 73.70 75.40 73.70 75.15 +2.09 462 6,320 +66
May04 030930 71.45 72.80 71.45 72.70 +1.89 671 2,737 -55
Jun04 030930 71.25 71.45 71.25 71.45 +1.74 776 5,574 +420
Jul04 030930 71.50 71.50 70.85 71.05 +1.64 3 2,150 -2
Total Volume and Open Interest 52,351 160,303 -1,176
Unleaded Gas(NYM)
Oct03 030930 85.00 90.40 83.50 88.28 +3.79 25,735 7,280 -5,589
Nov03 030930 78.10 81.00 78.00 80.37 +2.70 21,211 40,038 +1,360
Dec03 030930 75.50 78.25 75.50 77.72 +2.45 5,364 14,776 +1,067
Jan04 030930 77.70 77.70 77.30 77.62 +2.35 989 6,631 -442
Feb04 030930 77.97 77.97 77.97 77.97 +2.25 137 1,989 +83
Mar04 030930 78.72 78.72 78.72 78.72 +2.15 278 2,157 +0
Apr04 030930 85.17 85.17 85.17 85.17 +2.05 254 3,515 -108
May04 030930 85.07 85.07 85.07 85.07 +2.05 287 1,920 +164
Total Volume and Open Interest 54,314 79,168 -3,416
Natural Gas(NYM)
Nov03 030930 4.890 4.940 4.820 4.830 -0.065 53,418 65,412 -2,672
Dec03 030930 5.110 5.170 5.070 5.082 -0.048 9,190 35,500 +367
Jan04 030930 5.270 5.340 5.240 5.262 -0.038 7,247 30,126 -88
Feb04 030930 5.230 5.280 5.190 5.212 -0.034 3,003 22,039 +36
Mar04 030930 5.110 5.165 5.100 5.107 -0.033 4,792 22,203 +361
Apr04 030930 4.790 4.850 4.790 4.802 -0.028 2,405 19,765 -57
May04 030930 4.720 4.735 4.707 4.709 -0.018 406 13,451 +35
Jun04 030930 4.720 4.750 4.700 4.719 -0.010 1,043 12,471 +5
Total Volume and Open Interest 87,073 351,631 -3,252
Brent Crude Oil(IPE)
Nov03 030930 26.85 27.80 26.81 27.61 +0.78 29,136 80,087 -417
Dec03 030930 26.58 27.35 26.47 27.25 +0.75 23,630 79,813 -1,190
Jan04 030930 26.25 26.90 26.13 26.88 +0.71 6,842 26,291 -1,173
Feb04 030930 25.92 26.54 25.90 26.52 +0.67 1,701 11,940 +284
Mar04 030930 25.72 26.22 25.72 26.22 +0.64 325 8,589 +200
Apr04 030930 25.45 25.92 25.45 25.92 +0.58 100 4,547 +0
May04 030930 25.63 25.70 25.63 25.68 +0.56 150 4,630 -140
Jun04 030930 25.00 25.52 25.00 25.46 +0.56 1,752 18,812 +483
Total Volume and Open Interest 66,821 290,378 -1,058
Gas Oil(IPE)
Oct03 030930 230.75 237.50 230.25 236.25 +3.75 13,123 33,085 -1,374
Nov03 030930 230.25 237.00 230.00 236.25 +4.25 10,145 37,805 +657
Dec03 030930 229.50 236.00 229.25 235.50 +4.75 6,537 32,090 -849
Jan04 030930 228.25 235.00 228.00 234.50 +4.50 3,779 17,627 -220
Feb04 030930 226.50 231.75 226.50 231.75 +4.25 0 6,709 +0
Mar04 030930 221.50 228.00 221.50 227.75 +4.25 809 4,422 +250
Apr04 030930 223.00 223.50 223.00 223.50 +4.25 215 5,381 -193
May04 030930 218.25 219.25 218.25 219.25 +3.50 0 1,228 +0
Total Volume and Open Interest 35,108 159,833 -1,646
US Dollar Index(NYBOT)
Dec03 030930 93.26 93.61 92.43 93.20 -0.24 1,724 15,764 +89
Mar04 030930 93.00 93.75 93.00 93.61 -0.24 11 2,074 -3
Jun04 030930 93.70 94.06 93.60 94.06 -0.24 2 12 -1
Total Volume and Open Interest 1,737 17,850 +85
Australian Dollar(CME)
Dec03 030930 67.62 68.17 67.00 67.46 +0.40 1,274 41,452 +599
Mar04 030930 67.15 67.39 66.83 66.83 +0.40 0 435 +3
Jun04 030930 66.20 66.20 66.20 66.20 +0.40 0 10 +0
Total Volume and Open Interest 1,274 41,984 +602
British Pound(CME)
Dec03 030930 166.04 166.52 164.98 165.36 -0.30 3,956 47,860 +1,410
Mar04 030930 165.20 165.20 163.96 164.24 -0.32 1 262 +1
Jun04 030930 163.12 163.12 163.12 163.12 -0.34 0 1 +0
Total Volume and Open Interest 3,957 48,123 +1,411
Canadian Dollar(CME)
Dec03 030930 73.97 74.25 73.68 73.77 +0.10 4,583 63,934 +741
Mar04 030930 73.73 73.90 73.50 73.52 +0.10 47 2,733 +6
Jun04 030930 73.52 73.65 73.28 73.28 +0.10 6 1,070 -5
Sep04 030930 73.12 73.12 73.05 73.05 +0.10 10 596 -5
Total Volume and Open Interest 4,660 68,532 +738
Japanese Yen(CME)
Dec03 030930 90.74 91.05 89.65 89.96 -0.34 10,728 142,053 +6,295
Mar04 030930 91.17 91.17 90.10 90.21 -0.34 3 104 +6
Jun04 030930 90.46 90.46 90.46 90.46 -0.36 63 68 +63
Total Volume and Open Interest 10,795 142,276 +6,365
Swiss Franc(CME)
Dec03 030930 75.87 76.51 75.64 75.89 +0.43 10,298 44,648 +2,127
Mar04 030930 76.48 76.48 76.04 76.04 +0.43 0 196 +1
Jun04 030930 76.18 76.18 76.18 76.18 +0.43 0 109 +0
Total Volume and Open Interest 10,298 44,985 +2,128
EuroFX(CME)
Dec03 030930 116.31 117.15 115.99 116.20 +0.60 18,868 86,610 +4,733
Mar04 030930 116.10 116.74 115.88 115.93 +0.60 15 880 +3
Jun04 030930 115.75 115.75 115.68 115.68 +0.60 0 60 +0
Total Volume and Open Interest 18,884 87,634 +4,737
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030930 9020.0 9040.0 8962.0 9025.0 -5.0 6,682 27,714 +589
Total Volume and Open Interest 6,745 28,280 +550
30-Year T-Bonds(CBOT)
Dec03 030930 110~13 112~11 110~09 112~05 +1~26 191,439 427,852 -73
Mar04 030930 108~31 110~28 108~31 110~24 +1~26 97 16,668 +45
Jun04 030930 109~13 109~13 109~13 109~13 +1~25 3 187 +3
Total Volume and Open Interest 191,539 444,892 -25
Municipal Bonds(CBOT)
Dec03 030930 101~18 102~12 101~14 102~03 +0~22 112 1,567 -9
Total Volume and Open Interest 112 1,567 -9
10-Year T-Notes(CBOT)
Dec03 030930 113~165 114~215 113~120 114~200 +1~040 489,523 813,521 -21,376
Mar04 030930 113~030 113~100 112~155 113~100 +1~065 727 7,088 +149
Total Volume and Open Interest 490,250 820,609 -21,227
5-Year T-Notes(CBOT)
Dec03 030930 112~255 113~155 112~245 113~150 +0~250 165,244 0 +0
Mar04 030930 112~120 112~120 112~120 112~120 +0~270 0 41 +0
Total Volume and Open Interest 165,244 41 +0
2 Year T-Notes(CBOT)
Dec03 030930 107~076 107~102 107~072 107~101 +0~033 6,243 141,514 -2,778
Total Volume and Open Interest 6,243 141,514 -7,996
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030930 98.840 98.870 98.835 98.865 +0.030 43,344 734,897 +2,540
Mar04 030930 98.760 98.840 98.760 98.835 +0.080 36,507 652,408 -3,418
Jun04 030930 98.555 98.685 98.550 98.670 +0.135 52,912 566,793 -5,555
Sep04 030930 98.235 98.400 98.230 98.375 +0.165 68,640 580,854 -636
Dec04 030930 97.835 98.025 97.830 97.990 +0.175 53,546 525,188 -4,772
Mar05 030930 97.430 97.640 97.430 97.585 +0.180 22,315 315,773 -1,816
Jun05 030930 97.035 97.235 97.035 97.185 +0.170 17,676 232,544 -1,561
Sep05 030930 96.715 96.900 96.715 96.855 +0.165 17,339 181,443 -1,686
Dec05 030930 96.445 96.620 96.445 96.570 +0.160 5,868 142,220 -1,201
Mar06 030930 96.195 96.370 96.195 96.320 +0.160 5,326 126,102 -761
Jun06 030930 95.965 96.140 95.965 96.085 +0.155 4,790 118,842 -797
Sep06 030930 95.750 95.890 95.750 95.870 +0.160 2,697 107,549 -1,468
Total Volume and Open Interest 359,938 4,864,311 -20,296
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030930 99.89 99.89 99.89 99.89 unch 530 5,084 -540
Mar04 030930 99.85 99.85 99.85 99.85 +0.01 0 7,110 +0
Jun04 030930 99.82 99.82 99.82 99.82 +0.01 0 10,883 -40
Sep04 030930 99.74 99.74 99.74 99.74 unch 160 4,432 +375
Dec04 030930 99.65 99.65 99.65 99.65 +0.02 0 1,019 +0
Mar05 030930 99.49 99.49 99.49 99.49 +0.03 0 5,004 +0
Jun05 030930 99.37 99.38 99.37 99.38 +0.04 0 298 +0
Sep05 030930 99.21 99.22 99.21 99.22 +0.04 0 4,751 +0
Dec05 030930 99.12 99.12 99.12 99.12 +0.01 0 35 +0
Total Volume and Open Interest 690 39,668 -205
3-Mth Euro-Yen(SIMEX)
Dec03 030930 99.89 99.90 99.89 99.90 +0.01 853 40,434 +788
Mar04 030930 99.84 99.85 99.84 99.85 unch 1,161 63,519 -867
Jun04 030930 99.81 99.82 99.80 99.82 +0.01 867 59,522 +401
Sep04 030930 99.74 99.75 99.74 99.75 +0.01 495 29,056 -989
Dec04 030930 99.64 99.65 99.64 99.65 +0.01 351 24,795 -750
Mar05 030930 99.49 99.49 99.49 99.49 +0.02 2 14,803 -1
Jun05 030930 99.35 99.38 99.35 99.38 +0.02 51 8,968 -151
Sep05 030930 99.22 99.22 99.22 99.22 unch 0 8,906 -25
Total Volume and Open Interest 3,780 261,192 -1,594
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 030930 95.06 95.07 95.01 95.03 -0.05 12,046 176,686 -5,188
Mar04 030930 94.96 94.96 94.90 94.92 -0.07 5,638 81,718 -767
Jun04 030930 94.86 94.86 94.80 94.82 -0.06 1,041 39,880 -102
Sep04 030930 94.74 94.75 94.69 94.71 -0.07 321 24,979 -90
Dec04 030930 94.65 94.65 94.61 94.62 -0.07 197 15,809 +127
Mar05 030930 94.54 94.56 94.54 94.56 -0.07 216 17,716 -113
Jun05 030930 94.52 94.52 94.48 94.50 -0.07 225 10,007 +150
Sep05 030930 94.46 94.47 94.44 94.46 -0.06 1 2,939 +0
Dec05 030930 94.43 94.44 94.42 94.43 -0.05 0 1,600 +0
Mar06 030930 94.38 94.42 94.38 94.40 -0.05 0 811 +0
Total Volume and Open Interest 19,685 372,468 -5,983
10-Year Aus T-Bonds(SFE)
Dec03 030930 94.60 94.63 94.58 94.60 -0.06 13,551 140,863 +0
Mar04 030930 94.60 94.60 94.60 94.60 -0.06      
Total Volume and Open Interest 13,551 140,863 -951
3-Year Aus T-Bonds(SFE)
Dec03 030930 94.90 94.91 94.85 94.87 -0.07 31,020 270,557 -19,514
Mar04 030930 94.87 94.87 94.87 94.87 -0.07      
Total Volume and Open Interest 31,020 270,557 -19,514
Gold(CMX)
Oct03 030930 384.2 388.7 384.2 385.4 +3.0 5,080 7,241 -4,028
Dec03 030930 385.5 389.4 385.1 386.1 +2.9 46,080 202,868 +513
Feb04 030930 387.0 390.5 386.2 386.9 +2.9 1,592 19,901 -828
Apr04 030930 386.3 389.8 386.3 387.6 +2.9 471 7,059 +132
Jun04 030930 389.1 390.0 388.3 388.3 +2.9 686 11,424 +215
Aug04 030930 391.5 391.5 389.0 389.0 +2.9 115 6,343 +74
Total Volume and Open Interest 54,266 284,646 -3,814
Silver(CMX)
Dec03 030930 513.0 519.0 509.5 514.2 +6.7 19,345 84,661 -4,024
Mar04 030930 514.0 519.0 511.0 515.0 +6.6 467 10,110 +216
May04 030930 515.8 515.8 515.8 515.8 +6.6 2 1,105 +0
Jul04 030930 516.0 516.6 514.0 516.6 +6.6 29 2,094 +3
Sep04 030930 517.4 517.4 517.4 517.4 +6.5 3 662 +1
Total Volume and Open Interest 19,996 104,700 -4,067
Platinum(NYM)
Oct03 030930 710.0 710.0 704.0 706.9 +4.2 2,937 1,425 -1,526
Jan04 030930 699.5 703.8 696.0 699.4 +3.7 3,426 7,065 +1,739
Apr04 030930 689.4 689.4 689.4 689.4 +3.7 0 6 +0
Total Volume and Open Interest 6,363 8,496 +213
Palladium(NYME)
Dec03 030930 211.00 216.00 210.00 215.15 +6.55 159 5,270 +4
Mar04 030930 215.15 215.15 215.15 215.15 +6.55 38 48 +17
Jun04 030930 215.65 215.65 215.65 215.65 +6.55 0 35 +0
Total Volume and Open Interest 197 5,353 +21
Copper(CMX)
Dec03 030930 82.20 82.40 81.45 81.85 -0.55 8,692 71,724 -571
Mar04 030930 82.05 82.40 82.05 82.35 -0.50 29 5,340 -19
May04 030930 82.80 82.85 82.60 82.60 -0.45 8 3,008 +0
Jul04 030930 82.70 82.70 82.70 82.70 -0.45 0 2,133 +0
Sep04 030930 82.90 82.90 82.85 82.85 -0.40 0 1,154 +0
Total Volume and Open Interest 11,300 93,314 -501
DJIA Index(CBOT)
Sep03 030918 9580 9675 9550 9664 +101 3,636 23,301 -1,944
Dec03 030930 9320 9324 9195 9258 -84 12,572 30,789 +156
Mar04 030930 9205 9260 9205 9233 -84 2 1,046 +1
Jun04 030930 9203 9203 9203 9203 -84      
Total Volume and Open Interest 12,574 31,835 +157
S & P 500(CME)
Dec03 030930 1000.30 1001.20 988.00 994.10 -10.10 51,145 569,651 -2,615
Mar04 030930 991.00 992.30 991.00 992.30 -10.10 104 11,640 -28
Jun04 030930 990.90 990.90 990.90 990.90 -10.30 0 336 +0
Sep04 030930 990.40 990.40 990.40 990.40 -10.30 0 127 +0
Total Volume and Open Interest 51,249 581,777 -2,643
S & P 500 E-Mini(Globex)
Dec03 030930 1003.75 1005.00 987.75 994.00 -10.25 756,865 381,686 -6,655
Mar04 030930 1002.50 1002.50 986.50 992.25 -10.25 54 533 +7
Total Volume and Open Interest 756,919 382,219 -6,648
NASDAQ 100(CME)
Dec03 030930 1326.00 1327.00 1303.00 1306.00 -30.00 17,105 0 -73,542
Mar04 030930 1309.00 1309.00 1309.00 1309.00 -30.00      
Jun04 030930 1312.00 1312.00 1312.00 1312.00 -30.00      
Total Volume and Open Interest 17,105    
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 030930 512.50 515.00 507.75 510.35 -4.40 913 12,814 -270
Mar04 030930 510.15 510.15 510.15 510.15 -4.40      
Jun04 030930 510.60 510.60 510.60 510.60 -4.40 0 1 +0
Total Volume and Open Interest 913 12,815 -270
Russell 2000(CME)
Dec03 030930 491.00 492.00 481.75 487.85 -5.35 2,438 20,506 -323
Mar04 030930 487.85 487.85 487.85 487.85 -5.35      
Jun04 030930 487.85 487.85 487.85 487.85 -5.35      
Total Volume and Open Interest 2,438 20,506 -323
Value Line(KCBT)
Dec03 030930 1327.00 1327.00 1327.00 1327.00 -12.00 15 38 +0
Total Volume and Open Interest 15 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 030930 10310 10425 10230 10240 +70 21,710 145,051 -605
Mar04 030930 10230 10230 10230 10230 +70 0 540 +0
Jun04 030930 10190 10190 10190 10190 +70      
Total Volume and Open Interest 21,710 145,591 -605
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 030930 3314.0 3346.0 3216.5 3268.5 -56.5 103,325 246,646 -834
Mar04 030930 3347.5 3353.5 3243.0 3285.0 -57.0 421 9,487 +137
Jun04 030930 3356.0 3356.0 3251.0 3300.5 -59.0 123 276 +82
Total Volume and Open Interest 103,869 256,409 -615
FT-SE 100(LIFFE)
Dec03 030930 4171.00 4179.00 4091.50 4106.00 -53.00 43,944 400,002 -3,191
Mar04 030930 4160.00 4160.00 4093.00 4099.00 -53.00 700 10,121 -604
Jun04 030930 4108.00 4108.00 4108.00 4108.00 -53.00 1,250 5,895 +1,250
Total Volume and Open Interest 45,894 416,018 -2,545
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 030930 230.40 233.10 229.55 232.50 +3.40 268 11,147 -169
Nov03 030930 232.70 232.80 232.15 232.70 +4.20 260 170 +170
Dec03 030930 232.50 232.50 232.50 232.50 +2.75      
Total Volume and Open Interest 528 11,317 +1
Bridge CRB Index(NYBOT)
Nov03 030930 242.50 244.75 242.50 244.00 +1.50 32 547 -11
Jan04 030930 242.00 243.75 242.00 243.75 +1.50 0 334 +0
Feb04 030930 240.50 242.00 240.50 242.00 +1.50 0 158 +0
Total Volume and Open Interest 32 1,041 -11
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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