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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed October 01, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031001 681.00 688.50 678.50 687.25 +10.00 61,980 139,551 -1,139
Jan04 031001 683.00 691.50 680.50 690.00 +10.25 12,784 35,594 +2,285
Mar04 031001 676.50 685.50 675.50 684.25 +9.75 5,851 26,842 +1,273
May04 031001 654.00 664.50 654.00 663.75 +11.25 6,457 37,326 -608
Jul04 031001 646.50 658.00 646.50 656.50 +9.75 2,987 10,235 -216
Aug04 031001 641.50 645.00 640.00 641.50 +10.00 173 1,217 +44
Sep04 031001 607.50 612.00 607.50 609.00 +9.00 13 143 +4
Total Volume and Open Interest 91,881 256,461 +2,079
Soybean Meal(CBOT)
Oct03 031001 200.80 202.70 200.40 201.40 +1.60 7,524 10,428 -766
Dec03 031001 201.50 204.00 201.30 202.60 +1.80 17,904 84,236 +686
Jan04 031001 201.50 204.00 201.30 203.10 +2.10 3,095 15,022 +291
Mar04 031001 200.00 202.20 199.20 201.60 +2.40 1,876 15,393 +146
May04 031001 195.00 197.50 194.50 197.30 +2.30 2,958 19,747 +953
Jul04 031001 193.00 195.70 193.00 195.70 +2.90 2,513 10,536 -1
Aug04 031001 188.50 191.50 188.50 191.30 +2.80 579 2,228 +151
Sep04 031001 181.50 183.50 181.50 183.00 +2.00 418 2,066 +143
Total Volume and Open Interest 38,437 166,704 +2,027
Soybean Oil(CBOT)
Oct03 031001 24.69 24.83 24.55 24.77 +0.06 6,601 4,896 -1,154
Dec03 031001 24.60 24.89 24.54 24.75 +0.09 24,273 80,323 +1,893
Jan04 031001 24.62 24.80 24.56 24.73 +0.11 1,905 14,503 +94
Mar04 031001 24.55 24.77 24.46 24.65 +0.08 1,706 18,481 +326
May04 031001 24.20 24.48 24.15 24.31 +0.01 1,420 17,591 +231
Jul04 031001 24.05 24.20 24.05 24.15 +0.03 905 11,250 +241
Aug04 031001 23.90 23.90 23.80 23.80 unch 3 1,159 +3
Sep04 031001 23.60 23.60 23.30 23.30 +0.08 0 817 +0
Total Volume and Open Interest 37,948 152,402 +1,786
Canola(WCE)
Nov03 031001 363.5 366.8 362.1 364.2 +2.4 3,925 30,846 -247
Jan04 031001 368.5 372.5 368.0 370.2 +2.8 993 6,783 +478
Mar04 031001 373.5 375.0 373.5 373.6 +2.6 12 1,245 +3
May04 031001 378.2 378.2 378.2 378.2 +2.2 2 53 +2
Jul04 031001 384.0 384.0 384.0 384.0 +2.0 10 2,101 +0
Total Volume and Open Interest 4,987 45,245 +281
Corn(CBOT)
Dec03 031001 219.00 221.00 218.75 220.25 unch 74,093 226,318 -1,912
Mar04 031001 227.75 229.25 227.25 228.50 -0.25 17,246 82,984 +6,017
May04 031001 233.00 234.00 232.50 233.50 -0.25 3,381 22,116 +735
Jul04 031001 236.00 237.50 236.00 237.00 -0.25 3,676 21,464 +495
Sep04 031001 236.25 236.50 235.00 235.50 unch 168 3,060 -22
Dec04 031001 236.50 237.50 236.00 236.25 -0.75 1,097 12,430 +460
Total Volume and Open Interest 99,672 369,358 +5,771
Wheat(CBOT)
Dec03 031001 359.00 365.75 358.50 364.25 +4.00 19,131 87,714 +2,987
Mar04 031001 368.50 375.00 367.50 374.25 +4.75 2,826 21,998 +743
May04 031001 365.00 371.50 365.00 370.25 +3.25 316 2,031 +145
Jul04 031001 341.00 343.50 340.50 342.50 -1.50 874 3,643 +300
Sep04 031001 346.50 346.50 346.50 346.50 -1.50 17 92 +8
Total Volume and Open Interest 23,174 115,602 +4,190
Wheat(KCBT)
Dec03 031001 356.50 363.50 354.75 362.25 +5.50 5,748 47,489 +562
Mar04 031001 363.50 371.00 363.00 369.25 +5.00 1,780 12,315 +596
May04 031001 360.00 366.00 360.00 364.50 +4.75 95 1,689 -20
Jul04 031001 342.00 344.50 340.50 343.50 +1.50 286 2,421 +100
Sep04 031001 349.00 350.00 348.50 348.50 +4.50 0 137 +0
Total Volume and Open Interest 7,909 64,067 +1,238
Wheat(MGE)
Dec03 031001 363.00 368.00 362.00 366.50 +2.50 3,159 21,271 +79
Mar04 031001 370.50 374.50 369.50 373.00 +2.50 938 7,566 +374
May04 031001 376.50 377.00 376.25 376.25 +2.75 74 670 +25
Jul04 031001 370.00 371.00 370.00 371.00 +3.00 0 263 +0
Sep04 031001 355.50 355.50 355.50 355.50 unch 7 115 +0
Total Volume and Open Interest 4,178 29,923 +478
Oats(CBOT)
Dec03 031001 143.75 147.00 143.50 146.75 +1.75 1,321 5,132 -17
Mar04 031001 149.00 151.00 148.50 151.00 +1.50 142 903 +75
May04 031001 152.00 152.00 152.00 152.00 +1.00 0 58 +0
Jul04 031001 154.00 154.00 154.00 154.00 unch 0 29 +0
Total Volume and Open Interest 1,463 6,124 +58
Rough Rice(CBOT)
Nov03 031001 7.30 7.31 7.23 7.23 -0.08 548 5,044 -184
Jan04 031001 7.48 7.48 7.41 7.41 -0.08 222 1,295 +101
Mar04 031001 7.64 7.64 7.60 7.60 -0.07 79 802 +22
May04 031001 7.77 7.77 7.77 7.77 -0.07 0 525 +0
Total Volume and Open Interest 849 8,032 -61
Live Cattle(CME)
Oct03 031001 87.800 88.950 87.250 88.900 +1.300 5,467 27,019 -689
Dec03 031001 85.400 85.750 84.400 85.650 +0.700 6,128 61,375 +1,387
Feb04 031001 82.200 83.000 81.675 82.950 +0.875 1,897 25,202 +92
Apr04 031001 79.025 79.700 78.750 79.600 +0.750 1,286 16,292 -287
Jun04 031001 73.000 73.900 72.850 73.600 +0.650 302 7,283 +96
Aug04 031001 72.750 73.200 72.550 72.950 +0.850 74 1,154 +32
Total Volume and Open Interest 15,354 139,104 +705
Feeder Cattle(CME)
Oct03 031001 99.500 100.500 99.150 100.425 +1.050 1,643 7,280 -145
Nov03 031001 96.700 97.900 96.550 97.800 +1.200 1,004 8,077 -100
Jan04 031001 91.100 92.400 90.950 92.375 +1.425 931 3,894 +385
Mar04 031001 86.950 88.500 86.950 88.500 +1.275 65 717 +25
Apr04 031001 86.000 87.250 86.000 87.250 +1.250 20 387 +12
May04 031001 85.500 86.150 85.300 86.150 +0.900 24 463 +12
Aug04 031001 85.250 86.250 85.175 86.250 +1.000 20 98 +20
Total Volume and Open Interest 3,707 20,916 +209
Lean Hogs(CME)
Oct03 031001 55.000 55.900 54.850 55.775 +0.250 3,857 10,771 -846
Dec03 031001 53.350 55.175 53.100 54.925 +1.325 8,945 26,196 -1,205
Feb04 031001 56.250 57.500 56.050 57.375 +0.900 873 6,784 -131
Apr04 031001 58.000 58.800 57.500 58.775 +0.675 435 2,496 +6
May04 031001 60.750 61.700 60.750 61.700 +0.850 14 457 -4
Jun04 031001 63.500 64.600 63.250 64.500 +0.950 51 1,071 +25
Jul04 031001 60.300 61.025 60.275 60.900 +0.800 13 443 -4
Aug04 031001 58.900 59.950 58.900 59.950 +1.000 9 152 +7
Total Volume and Open Interest 14,209 48,437 -2,151
Pork Bellies(CME)
Feb04 031001 86.350 87.350 86.300 87.000 +0.650 299 1,821 +41
Mar04 031001 86.100 86.100 86.100 86.100 +0.100 1 30 +0
May04 031001 86.100 86.100 86.100 86.100 +0.100 0 25 +0
Jul04 031001 88.500 88.500 88.500 88.500 +0.100 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 031001 14.17 14.17 14.12 14.15 -0.03 381 5,725 +99
Nov03 031001 12.65 12.73 12.60 12.69 +0.02 289 4,630 +200
Dec03 031001 11.90 11.99 11.89 11.95 unch 13 3,405 +8
Jan04 031001 11.58 11.63 11.58 11.63 +0.05 18 1,375 +1
Total Volume and Open Interest 841 21,185 -5,557
Cocoa(NYBOT)
Dec03 031001 1611 1643 1555 1563 -63 3,593 25,214 -407
Mar04 031001 1590 1618 1540 1546 -60 1,045 20,108 -183
May04 031001 1602 1609 1545 1551 -57 165 8,331 +55
Jul04 031001 1586 1615 1556 1556 -58 79 4,887 -14
Sep04 031001 1597 1627 1563 1563 -60 27 5,609 -7
Dec04 031001 1638 1638 1573 1573 -57 0 6,513 +0
Mar05 031001 1584 1584 1584 1584 -57 0 2,879 +0
Total Volume and Open Interest 4,909 75,067 -556
Coffee "C"(NYBOT)
Dec03 031001 63.50 65.90 63.40 65.15 +2.25 7,197 49,656 -443
Mar04 031001 66.60 68.30 66.50 67.55 +2.15 1,654 11,737 -102
May04 031001 68.40 69.50 68.20 68.95 +2.05 165 3,826 +61
Jul04 031001 69.60 71.00 69.60 70.35 +1.95 216 2,347 +87
Sep04 031001 71.75 71.75 71.75 71.75 +1.85 130 3,727 +51
Dec04 031001 74.00 74.00 74.00 74.00 +1.80 105 1,827 -64
Total Volume and Open Interest 9,571 74,222 -306
Orange Juice(NYBOT)
Nov03 031001 76.50 76.50 75.75 75.95 -0.20 2,075 18,212 -156
Jan04 031001 79.20 79.20 78.50 78.85 -0.05 1,157 5,872 +567
Mar04 031001 81.75 81.75 81.05 81.35 -0.05 203 3,259 +57
May04 031001 83.30 83.30 83.30 83.30 -0.20 12 2,401 +5
Jul04 031001 85.05 85.05 85.05 85.05 -0.20 1 213 +1
Total Volume and Open Interest 3,449 29,984 +475
Sugar #11(NYBOT)
Mar04 031001 6.43 6.47 6.40 6.44 unch 28,925 100,238 -2,582
May04 031001 6.45 6.48 6.42 6.47 +0.03 2,425 20,774 -370
Jul04 031001 6.32 6.32 6.29 6.30 -0.02 2,013 19,303 -455
Oct04 031001 6.41 6.41 6.37 6.40 -0.01 663 16,372 -46
Mar05 031001 6.48 6.49 6.45 6.47 -0.01 111 3,715 -5
Total Volume and Open Interest 46,414 169,674 -10,450
London Cocoa(LCE)
Dec03 031001 1004 1007 954 969 -44 2,756 69,458 +122
Mar04 031001 1027 1030 979 994 -42 899 30,940 -169
May04 031001 1037 1043 1000 1010 -42 265 20,224 -21
Jul04 031001 1058 1060 1010 1025 -42 172 13,833 -35
Sep04 031001 1072 1076 1030 1039 -42 133 10,876 -105
Dec04 031001 1040 1049 1040 1049 -42 46 9,077 +34
Mar05 031001 1063 1063 1060 1060 -42 107 7,049 +61
Total Volume and Open Interest 4,378 162,071 -113
London Coffee(LCE)
Nov03 031001 720.00 749.00 716.00 742.00 +14.00 3,897 39,052 -1,412
Jan04 031001 738.00 767.00 736.00 761.00 +15.00 1,688 27,159 +1,185
Mar04 031001 755.00 776.00 754.00 776.00 +16.00 69 12,047 +44
May04 031001 786.00 792.00 786.00 788.00 +15.00 17 10,331 +0
Jul04 031001 777.00 801.00 777.00 801.00 +16.00 75 3,715 +14
Sep04 031001 793.00 818.00 793.00 815.00 +16.00 0 3,275 +0
Total Volume and Open Interest 5,753 97,489 -195
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031001 187.90 187.90 186.00 186.20 -0.90 1,829 18,186 -202
Mar04 031001 191.00 191.50 190.30 190.60 unch 516 8,847 -81
May04 031001 192.30 192.30 192.30 192.30 +0.30 203 2,832 -121
Aug04 031001 192.30 193.50 192.30 192.80 +0.20 384 4,171 +116
Total Volume and Open Interest 3,012 36,909 -348
Cotton(NYBOT)
Oct03 031001 66.70 66.70 66.45 66.45 -0.30 17 349 +1
Dec03 031001 67.50 68.10 67.20 67.45 -0.56 13,184 69,882 +1,439
Mar04 031001 69.60 70.15 69.45 69.64 -0.40 2,868 20,197 +314
May04 031001 70.40 70.90 70.30 70.40 -0.50 722 4,637 +385
Jul04 031001 70.60 71.10 70.60 70.75 -0.50 131 3,071 +27
Oct04 031001 65.60 65.60 65.50 65.50 -0.30 10 193 -7
Total Volume and Open Interest 17,124 99,434 +2,174
Lumber(CME)
Nov03 031001 308.0 308.0 299.5 299.5 -10.0 943 2,450 +75
Jan04 031001 303.3 305.0 298.3 298.3 -10.0 170 684 +5
Mar04 031001 305.6 305.6 300.0 300.0 -10.0 24 101 -1
May04 031001 303.0 303.3 298.4 298.4 +0.2 2 27 +0
Total Volume and Open Interest 1,139 3,263 +79
Crude Oil(NYM)
Nov03 031001 29.05 29.50 28.85 29.39 +0.19 101,282 139,573 +6,103
Dec03 031001 28.85 29.24 28.67 29.17 +0.25 50,621 91,542 +5,356
Jan04 031001 28.40 28.75 28.30 28.73 +0.25 10,881 35,933 -1,132
Feb04 031001 28.00 28.32 27.90 28.32 +0.24 3,637 17,211 +747
Mar04 031001 27.70 27.96 27.53 27.96 +0.23 3,477 22,455 +910
Apr04 031001 27.35 27.64 27.35 27.64 +0.22 3,117 17,652 -234
May04 031001 27.10 27.34 27.10 27.34 +0.21 196 10,080 -32
Jun04 031001 26.90 27.10 26.90 27.09 +0.21 5,384 18,115 -672
Jul04 031001 26.60 26.86 26.60 26.86 +0.20 731 7,798 -142
Aug04 031001 26.66 26.66 26.66 26.66 +0.19 475 7,664 +97
Total Volume and Open Interest 194,521 500,760 +11,461
Heating Oil(NYM)
Nov03 031001 79.00 80.00 78.00 79.85 +1.10 32,977 52,094 +1,893
Dec03 031001 79.40 80.70 78.85 80.53 +1.03 11,639 30,990 +834
Jan04 031001 79.90 81.00 79.40 80.98 +0.93 3,170 20,762 -150
Feb04 031001 79.65 80.60 79.20 80.53 +0.83 2,278 13,847 -371
Mar04 031001 77.70 78.40 77.10 78.38 +0.68 1,845 15,243 +474
Apr04 031001 75.15 75.85 74.80 75.68 +0.53 431 6,385 +65
May04 031001 72.50 73.40 72.40 73.08 +0.38 273 2,776 +39
Jun04 031001 71.70 72.00 71.30 71.68 +0.23 1,945 4,753 -821
Jul04 031001 71.18 71.18 71.18 71.18 +0.13 3 2,149 -1
Aug04 031001 71.65 71.65 71.00 71.38 +0.08 19 1,604 -12
Total Volume and Open Interest 65,699 158,069 -2,234
Unleaded Gas(NYM)
Nov03 031001 80.40 80.70 78.30 80.51 +0.14 28,754 42,246 +2,208
Dec03 031001 77.80 78.55 76.50 78.41 +0.69 5,557 15,304 +528
Jan04 031001 77.60 78.26 77.20 78.26 +0.64 725 6,544 -87
Feb04 031001 78.61 78.61 78.61 78.61 +0.64 51 2,019 +30
Mar04 031001 78.00 79.36 77.80 79.36 +0.64 174 2,322 +165
Apr04 031001 85.81 85.81 85.81 85.81 +0.64 77 3,493 -22
May04 031001 85.66 85.66 85.66 85.66 +0.59 50 1,965 +45
Jun04 031001 85.01 85.01 85.01 85.01 +0.59 41 862 +0
Total Volume and Open Interest 50,168 77,544 -1,624
Natural Gas(NYM)
Nov03 031001 4.790 4.810 4.620 4.677 -0.153 39,307 62,508 -2,904
Dec03 031001 5.015 5.050 4.890 4.942 -0.140 10,703 36,555 +1,055
Jan04 031001 5.210 5.230 5.100 5.142 -0.120 7,298 30,819 +693
Feb04 031001 5.170 5.180 5.060 5.104 -0.108 5,029 21,855 -184
Mar04 031001 5.080 5.080 4.980 5.009 -0.098 4,389 21,216 -987
Apr04 031001 4.770 4.775 4.710 4.738 -0.064 2,317 20,031 +266
May04 031001 4.670 4.680 4.630 4.648 -0.061 806 13,566 +115
Jun04 031001 4.690 4.700 4.663 4.663 -0.056 425 12,461 -10
Total Volume and Open Interest 73,086 349,660 -1,971
Brent Crude Oil(IPE)
Nov03 031001 27.62 27.90 27.33 27.88 +0.27 45,678 77,982 -2,105
Dec03 031001 27.25 27.55 26.98 27.53 +0.28 30,238 80,440 +627
Jan04 031001 26.85 27.15 26.62 27.15 +0.27 7,282 27,681 +1,390
Feb04 031001 26.48 26.79 26.30 26.79 +0.27 1,983 12,005 +65
Mar04 031001 26.18 26.46 26.00 26.46 +0.24 1,174 8,838 +249
Apr04 031001 25.94 26.15 25.77 26.15 +0.23 160 4,547 +0
May04 031001 25.88 25.88 25.88 25.88 +0.20 200 4,430 -200
Jun04 031001 25.40 25.63 25.33 25.63 +0.17 2,549 19,211 +399
Total Volume and Open Interest 91,956 291,990 +1,612
Gas Oil(IPE)
Oct03 031001 236.00 240.00 236.00 238.00 +1.75 15,324 29,833 -3,252
Nov03 031001 235.75 238.75 235.50 236.75 +0.50 12,576 39,249 +1,444
Dec03 031001 235.00 237.00 234.75 235.75 +0.25 5,847 32,341 +251
Jan04 031001 234.50 235.50 234.00 234.50 unch 4,123 17,718 +91
Feb04 031001 231.00 232.75 230.50 231.25 -0.50 80 6,684 -25
Mar04 031001 228.75 228.75 226.50 227.00 -0.75 400 4,572 +150
Apr04 031001 222.25 222.25 222.25 222.25 -1.25 200 5,331 -50
May04 031001 218.75 218.75 218.00 218.00 -1.25 100 1,228 +0
Total Volume and Open Interest 42,299 159,088 -745
US Dollar Index(NYBOT)
Dec03 031001 93.11 93.12 92.66 92.70 -0.50 5,914 18,463 +2,699
Mar04 031001 93.41 93.41 93.15 93.15 -0.46 2 2,074 +0
Jun04 031001 93.50 93.60 93.50 93.60 -0.46 4 13 +1
Total Volume and Open Interest 5,920 20,550 +2,700
Australian Dollar(CME)
Dec03 031001 67.70 68.25 67.50 68.15 +0.69 3,119 42,134 +682
Mar04 031001 67.00 67.55 67.00 67.51 +0.68 71 496 +61
Jun04 031001 66.87 66.87 66.87 66.87 +0.67 0 10 +0
Total Volume and Open Interest 3,190 42,727 +743
British Pound(CME)
Dec03 031001 164.76 166.02 164.44 165.88 +0.52 4,648 48,056 +196
Mar04 031001 163.50 164.76 163.50 164.76 +0.52 5 264 +2
Jun04 031001 163.64 163.64 163.64 163.64 +0.52 0 1 +0
Total Volume and Open Interest 4,653 48,321 +198
Canadian Dollar(CME)
Dec03 031001 73.95 74.07 73.80 74.00 +0.23 6,195 64,698 +764
Mar04 031001 73.72 73.75 73.64 73.75 +0.23 256 2,783 +50
Jun04 031001 73.45 73.51 73.40 73.51 +0.23 20 1,076 +6
Sep04 031001 73.20 73.28 73.20 73.28 +0.23 6 598 +2
Total Volume and Open Interest 6,481 69,358 +826
Japanese Yen(CME)
Dec03 031001 90.29 90.66 90.23 90.61 +0.65 19,089 144,195 +2,142
Mar04 031001 90.75 90.86 90.75 90.86 +0.65 11 106 +2
Jun04 031001 91.11 91.11 91.11 91.11 +0.65 11 79 +11
Total Volume and Open Interest 19,111 144,431 +2,155
Swiss Franc(CME)
Dec03 031001 76.00 76.30 75.88 76.21 +0.32 10,760 42,860 -1,788
Mar04 031001 76.36 76.36 76.36 76.36 +0.32 6 198 +2
Jun04 031001 76.50 76.50 76.50 76.50 +0.32 0 109 +0
Total Volume and Open Interest 10,766 43,199 -1,786
EuroFX(CME)
Dec03 031001 116.46 116.99 116.38 116.87 +0.67 19,597 90,733 +4,123
Mar04 031001 116.20 116.67 116.20 116.60 +0.67 229 984 +104
Jun04 031001 116.35 116.35 116.35 116.35 +0.67 3 62 +2
Total Volume and Open Interest 19,829 91,864 +4,230
Mexican Peso(CME)
Dec03 031001 9037.0 9070.0 8997.0 9002.0 -23.0 5,788 28,319 +605
Mar04 031001 8890.0 8890.0 8890.0 8890.0 -22.0 0 442 +1
Total Volume and Open Interest 5,788 28,886 +606
30-Year T-Bonds(CBOT)
Dec03 031001 112~05 112~08 111~17 112~02 -0~03 309,248 435,045 +7,193
Mar04 031001 110~24 110~25 110~10 110~21 -0~03 1,238 17,575 +907
Jun04 031001 109~10 109~10 109~10 109~10 -0~03 0 187 +0
Total Volume and Open Interest 310,502 452,993 +8,101
Municipal Bonds(CBOT)
Dec03 031001 102~00 102~07 101~26 101~31 -0~04 101 1,544 -23
Total Volume and Open Interest 101 1,544 -23
10-Year T-Notes(CBOT)
Dec03 031001 114~185 114~240 114~060 114~200 unch 703,218 819,835 +6,314
Mar04 031001 113~060 113~130 113~000 113~105 +0~005 717 6,877 -211
Total Volume and Open Interest 703,935 826,712 +6,103
5-Year T-Notes(CBOT)
Dec03 031001 113~130 113~185 113~065 113~150 unch 282,288 0 +0
Mar04 031001 112~120 112~120 112~120 112~120 unch 0 48 +7
Total Volume and Open Interest 282,288 48 +7
2 Year T-Notes(CBOT)
Dec03 031001 107~101 107~114 107~097 107~108 +0~007 8,807 144,957 +3,443
Total Volume and Open Interest 8,807 144,957 +3,443
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031001 98.860 98.885 98.860 98.875 +0.010 151,841 739,766 +4,869
Mar04 031001 98.815 98.865 98.815 98.850 +0.015 176,856 670,533 +18,125
Jun04 031001 98.660 98.705 98.630 98.675 +0.005 212,850 564,969 -1,824
Sep04 031001 98.375 98.420 98.335 98.375 unch 219,213 584,088 +3,234
Dec04 031001 97.980 98.035 97.950 97.990 unch 143,457 530,503 +5,315
Mar05 031001 97.580 97.635 97.545 97.590 +0.005 57,922 318,340 +2,567
Jun05 031001 97.175 97.235 97.150 97.190 +0.005 44,527 233,782 +1,238
Sep05 031001 96.840 96.895 96.810 96.850 -0.005 43,000 184,666 +3,223
Dec05 031001 96.565 96.590 96.520 96.555 -0.015 23,004 138,388 -3,832
Mar06 031001 96.315 96.330 96.275 96.300 -0.020 28,167 123,226 -2,876
Jun06 031001 96.075 96.090 96.040 96.055 -0.030 19,828 116,008 -2,834
Sep06 031001 95.870 95.870 95.820 95.840 -0.030 17,171 104,999 -2,550
Total Volume and Open Interest 1,229,342 4,887,711 +23,400
3-Mth Euro-Yen(CME)
Dec03 031001 99.90 99.90 99.90 99.90 +0.01 0 4,687 -397
Mar04 031001 99.86 99.86 99.86 99.86 +0.01 0 7,422 +312
Jun04 031001 99.83 99.83 99.83 99.83 +0.01 237 10,998 +115
Sep04 031001 99.76 99.76 99.76 99.76 +0.02 0 4,247 -185
Dec04 031001 99.66 99.66 99.66 99.66 +0.01 288 1,230 +211
Mar05 031001 99.50 99.50 99.50 99.50 +0.01 13 5,001 -3
Jun05 031001 99.38 99.38 99.38 99.38 unch 5 298 +0
Sep05 031001 99.23 99.23 99.22 99.22 unch 82 4,831 +80
Dec05 031001 99.14 99.14 99.14 99.14 +0.02 0 35 +0
Mar06 031001 98.97 98.97 98.97 98.97 +0.02 0 205 +0
Total Volume and Open Interest 625 39,801 +133
3-Mth Euro-Yen(SIMEX)
Dec03 031001 99.90 99.90 99.90 99.90 unch 743 40,346 -88
Mar04 031001 99.85 99.86 99.85 99.86 +0.01 1,980 63,607 +88
Jun04 031001 99.82 99.83 99.82 99.83 +0.01 795 59,087 -435
Sep04 031001 99.76 99.77 99.76 99.76 +0.01 570 29,218 +162
Dec04 031001 99.65 99.67 99.65 99.66 +0.01 76 24,706 -89
Mar05 031001 99.48 99.51 99.48 99.51 +0.02 1 14,803 +0
Jun05 031001 99.38 99.41 99.38 99.40 +0.02 200 8,918 -50
Sep05 031001 99.24 99.24 99.24 99.24 +0.02 30 8,906 +0
Total Volume and Open Interest 4,395 260,780 -412
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 031001 95.06 95.11 95.06 95.10 +0.07 24,663 186,897 +10,211
Mar04 031001 94.97 95.01 94.97 95.01 +0.09 13,919 87,860 +6,142
Jun04 031001 94.89 94.91 94.86 94.91 +0.09 2,432 40,287 +407
Sep04 031001 94.77 94.80 94.77 94.80 +0.09 547 24,712 -267
Dec04 031001 94.68 94.73 94.68 94.73 +0.11 308 15,692 -117
Mar05 031001 94.65 94.65 94.63 94.65 +0.09 482 17,822 +106
Jun05 031001 94.60 94.60 94.57 94.60 +0.10 119 10,063 +56
Sep05 031001 94.53 94.57 94.53 94.57 +0.11 236 3,048 +109
Dec05 031001 94.52 94.54 94.52 94.54 +0.11 125 1,636 +36
Mar06 031001 94.53 94.53 94.53 94.53 +0.13 23 814 +3
Total Volume and Open Interest 42,889 389,187 +16,719
10-Year Aus T-Bonds(SFE)
Dec03 031001 94.70 94.75 94.69 94.75 +0.15 19,612 147,484 +6,621
Mar04 031001 94.75 94.75 94.75 94.75 +0.15      
Total Volume and Open Interest 19,612 147,484 +6,621
3-Year Aus T-Bonds(SFE)
Dec03 031001 94.97 95.00 94.95 95.00 +0.13 75,373 297,363 +26,806
Mar04 031001 95.00 95.00 95.00 95.00 +0.13      
Total Volume and Open Interest 75,373 297,363 +26,806
Gold(CMX)
Oct03 031001 385.5 386.3 383.0 384.3 -1.1 3,738 2,628 -4,613
Dec03 031001 386.2 386.9 383.6 385.0 -1.1 49,624 200,359 -2,509
Feb04 031001 387.0 387.3 384.6 385.8 -1.1 1,471 20,247 +346
Apr04 031001 386.5 387.7 386.5 386.5 -1.1 157 7,123 +64
Jun04 031001 389.0 389.0 386.5 387.2 -1.1 579 11,351 -73
Aug04 031001 387.9 387.9 387.9 387.9 -1.1 1 6,344 +1
Total Volume and Open Interest 56,070 277,922 -6,724
Silver(CMX)
Dec03 031001 513.5 513.5 507.5 510.5 -3.7 15,099 85,130 +469
Mar04 031001 513.5 513.5 508.0 511.4 -3.6 1,445 10,438 +328
May04 031001 511.0 512.2 511.0 512.2 -3.6 2 1,107 +2
Jul04 031001 512.0 514.0 510.0 513.0 -3.6 5 2,104 +10
Sep04 031001 513.8 513.8 513.8 513.8 -3.6 6 662 +0
Total Volume and Open Interest 16,686 105,542 +842
Platinum(NYM)
Oct03 031001 709.5 713.5 708.0 712.8 +5.9 651 1,036 -389
Jan04 031001 703.0 708.0 703.0 706.8 +7.4 1,033 7,405 +340
Apr04 031001 696.8 696.8 696.8 696.8 +7.4 0 6 +0
Total Volume and Open Interest 1,684 8,447 -49
Palladium(NYME)
Dec03 031001 215.00 217.50 213.50 213.80 -1.35 239 5,344 +74
Mar04 031001 214.00 214.00 213.80 213.80 -1.35 0 48 +0
Jun04 031001 214.30 214.30 214.30 214.30 -1.35 0 35 +0
Total Volume and Open Interest 239 5,427 +74
Copper(CMX)
Dec03 031001 82.30 82.75 81.80 82.30 +0.45 8,564 71,110 -614
Mar04 031001 82.85 82.95 82.70 82.75 +0.40 756 5,717 +377
May04 031001 83.00 83.00 83.00 83.00 +0.40 13 3,016 +8
Jul04 031001 83.10 83.10 83.10 83.10 +0.40 0 2,133 +0
Sep04 031001 83.25 83.25 83.25 83.25 +0.40 2 1,156 +2
Total Volume and Open Interest 9,856 90,622 -2,692
DJIA Index(CBOT)
Dec03 031001 9280 9440 9276 9436 +178 16,954 31,330 +541
Mar04 031001 9260 9410 9260 9410 +177 29 1,071 +25
Jun04 031001 9380 9380 9380 9380 +177      
Total Volume and Open Interest 16,983 32,401 +566
S & P 500(CME)
Dec03 031001 997.30 1017.00 997.30 1016.40 +22.30 76,191 573,487 +3,836
Mar04 031001 998.50 1014.60 998.50 1014.60 +22.30 57 11,698 +58
Jun04 031001 1013.30 1013.30 1013.30 1013.30 +22.40 15 336 +0
Sep04 031001 1012.80 1012.80 1012.80 1012.80 +22.40 0 127 +0
Total Volume and Open Interest 76,263 585,671 +3,894
S & P 500 E-Mini(Globex)
Dec03 031001 995.50 1017.00 995.00 1016.50 +22.50 1,004,864 385,390 +3,704
Mar04 031001 994.50 1014.50 994.50 1014.50 +22.25 177 550 +17
Total Volume and Open Interest 1,005,041 385,940 +3,721
NASDAQ 100(CME)
Dec03 031001 1313.00 1338.00 1306.00 1333.50 +27.50      
Mar04 031001 1337.00 1339.00 1337.00 1337.00 +28.00      
Jun04 031001 1340.50 1342.00 1340.50 1340.50 +28.50      
Total Volume and Open Interest      
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 031001 511.50 521.50 511.50 520.75 +10.40 1,326 12,819 +5
Mar04 031001 520.55 520.55 520.55 520.55 +10.40      
Jun04 031001 521.00 521.00 521.00 521.00 +10.40 0 1 +0
Total Volume and Open Interest 1,326 12,820 +5
Russell 2000(CME)
Dec03 031001 487.25 500.00 487.25 499.60 +11.75 2,716 20,405 -101
Mar04 031001 499.60 499.60 499.60 499.60 +11.75      
Jun04 031001 499.60 499.60 499.60 499.60 +11.75      
Total Volume and Open Interest 2,716 20,405 -101
Value Line(KCBT)
Dec03 031001 1332.00 1357.00 1332.00 1357.00 +30.00 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 031001 10200 10380 10165 10365 +125 24,276 146,625 +1,574
Mar04 031001 10355 10355 10355 10355 +125 0 540 +0
Jun04 031001 10315 10315 10315 10315 +125      
Total Volume and Open Interest 24,276 147,165 +1,574
CAC 40(MATIF)
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
Dec03 030929 3215.0 3251.5 3188.0 3203.0 -28.0 24,282 86,762 +30,846
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031001 3263.0 3335.0 3231.0 3333.5 +65.0 158,059 246,913 +267
Mar04 031001 3294.5 3351.0 3256.0 3351.0 +66.0 722 9,792 +305
Jun04 031001 3314.5 3369.0 3284.5 3369.0 +68.5 189 347 +71
Total Volume and Open Interest 158,970 257,052 +643
FT-SE 100(LIFFE)
Dec03 031001 4106.50 4183.00 4104.00 4169.50 +63.50 85,888 409,309 +9,307
Mar04 031001 4113.00 4174.50 4113.00 4162.00 +63.00 10 10,115 -6
Jun04 031001 4171.50 4171.50 4171.50 4171.50 +63.50 0 5,895 +0
Total Volume and Open Interest 85,898 425,319 +9,301
SPI 200(SFE)
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
Jun04 030929 3180.0 3180.0 3180.0 3180.0 -6.0 81 2,227 -42
Total Volume and Open Interest 11,737 154,714 +413
GSCI(CME)
Oct03 031001 232.50 233.20 231.10 233.20 +0.70 78 11,194 +47
Nov03 031001 231.60 233.40 231.60 233.40 +0.70 133 193 +23
Dec03 031001 234.00 234.00 234.00 234.00 +1.50      
Total Volume and Open Interest 211 11,387 +70
Bridge CRB Index(NYBOT)
Nov03 031001 244.25 245.00 244.00 244.75 +0.75 56 515 -32
Jan04 031001 244.00 244.50 244.00 244.50 +0.75 4 335 +1
Feb04 031001 243.00 243.25 242.50 242.75 +0.75 1 158 +0
Total Volume and Open Interest 62 1,011 -30
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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