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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu October 02, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031002 700.00 701.00 692.00 697.00 +9.75 44,375 139,554 +3
Jan04 031002 705.00 705.00 695.00 699.25 +9.25 11,578 37,017 +1,423
Mar04 031002 695.00 695.50 688.50 693.00 +8.75 5,573 26,993 +151
May04 031002 674.00 674.00 668.50 672.00 +8.25 5,509 37,349 +23
Jul04 031002 666.50 666.50 661.00 664.25 +7.75 3,545 11,271 +1,036
Aug04 031002 650.00 652.50 649.00 649.00 +7.50 100 1,256 +39
Sep04 031002 618.00 620.50 617.00 617.75 +8.75 55 188 +45
Total Volume and Open Interest 72,144 259,470 +3,009
Soybean Meal(CBOT)
Oct03 031002 205.00 205.00 202.00 202.20 +0.80 5,020 9,152 -1,276
Dec03 031002 206.50 207.00 203.80 204.30 +1.70 14,719 84,593 +357
Jan04 031002 206.50 206.50 204.00 204.70 +1.60 3,435 15,143 +121
Mar04 031002 205.50 205.50 202.60 203.10 +1.50 4,384 15,741 +348
May04 031002 200.00 201.00 197.80 197.90 +0.60 2,437 20,045 +298
Jul04 031002 199.00 199.50 195.60 195.80 +0.10 1,247 10,511 -25
Aug04 031002 194.00 194.00 191.50 192.00 +0.70 84 2,284 +56
Sep04 031002 187.00 187.00 183.00 183.00 unch 87 2,096 +30
Total Volume and Open Interest 32,577 166,844 +140
Soybean Oil(CBOT)
Oct03 031002 25.20 25.49 25.13 25.48 +0.71 2,228 4,031 -865
Dec03 031002 25.32 25.47 25.03 25.42 +0.67 13,776 79,716 -607
Jan04 031002 25.35 25.43 25.03 25.36 +0.63 1,926 14,791 +288
Mar04 031002 25.15 25.35 24.90 25.25 +0.60 1,419 18,718 +237
May04 031002 24.75 25.00 24.60 24.96 +0.65 1,633 17,885 +294
Jul04 031002 24.50 24.80 24.40 24.79 +0.64 634 11,114 -136
Aug04 031002 24.30 24.40 24.30 24.40 +0.60 30 1,166 +7
Sep04 031002 23.82 23.82 23.82 23.82 +0.52 7 824 +7
Total Volume and Open Interest 22,709 151,549 -853
Canola(WCE)
Nov03 031002 369.5 371.9 367.5 371.4 +7.2 3,280 30,998 +152
Jan04 031002 376.0 377.8 373.5 377.2 +7.0 941 7,024 +241
Mar04 031002 378.5 380.1 378.0 380.1 +6.5 41 1,209 -36
May04 031002 385.0 385.3 385.0 385.3 +7.1 8 54 +1
Jul04 031002 389.0 389.9 389.0 389.9 +5.9 50 2,051 -50
Total Volume and Open Interest 4,738 45,537 +292
Corn(CBOT)
Dec03 031002 222.00 222.50 220.00 220.25 unch 47,712 226,968 +650
Mar04 031002 231.00 231.00 228.00 228.50 unch 10,496 84,812 +1,828
May04 031002 235.50 235.50 233.50 233.75 +0.25 1,419 22,466 +350
Jul04 031002 238.25 239.00 237.00 237.00 unch 3,907 22,209 +745
Sep04 031002 236.50 237.00 236.00 236.00 +0.50 69 3,090 +30
Dec04 031002 237.50 238.00 236.50 237.00 +0.75 2,433 13,612 +1,182
Total Volume and Open Interest 66,047 374,140 +4,782
Wheat(CBOT)
Dec03 031002 366.00 367.00 355.75 359.00 -5.25 16,936 87,914 +200
Mar04 031002 376.00 376.50 365.75 369.50 -4.75 3,838 22,345 +347
May04 031002 370.00 370.50 363.50 365.75 -4.50 355 2,114 +83
Jul04 031002 343.00 343.50 337.00 339.75 -2.75 688 3,781 +138
Sep04 031002 341.00 343.00 341.00 343.00 -3.50 0 90 -2
Total Volume and Open Interest 21,824 116,374 +772
Wheat(KCBT)
Dec03 031002 364.00 365.00 356.00 360.50 -1.75 7,074 46,863 -626
Mar04 031002 371.25 372.00 364.00 368.00 -1.25 2,012 12,408 +93
May04 031002 365.00 365.50 361.00 363.50 -1.00 84 1,722 +33
Jul04 031002 344.00 344.00 339.00 344.00 +0.50 464 2,523 +102
Sep04 031002 347.00 347.00 347.00 347.00 -1.50 4 140 +3
Total Volume and Open Interest 9,640 63,674 -393
Wheat(MGE)
Dec03 031002 370.00 370.00 361.00 367.00 +0.50 2,553 20,724 -547
Mar04 031002 376.00 377.00 369.00 373.50 +0.50 722 7,565 -1
May04 031002 373.50 377.00 373.50 377.00 +0.75 38 697 +27
Jul04 031002 371.00 371.00 371.00 371.00 unch 2 262 -1
Sep04 031002 356.00 356.00 356.00 356.00 +0.50 0 115 +0
Total Volume and Open Interest 3,315 29,401 -522
Oats(CBOT)
Dec03 031002 147.75 148.00 144.50 144.75 -2.00 1,402 5,195 +63
Mar04 031002 151.50 151.75 149.50 150.00 -1.00 237 955 +52
May04 031002 154.00 154.00 154.00 154.00 +2.00 0 58 +0
Jul04 031002 154.50 154.50 154.50 154.50 +0.50 0 29 +0
Total Volume and Open Interest 1,639 6,239 +115
Rough Rice(CBOT)
Nov03 031002 7.20 7.32 7.17 7.30 +0.07 462 5,090 +46
Jan04 031002 7.40 7.49 7.35 7.46 +0.05 88 1,310 +15
Mar04 031002 7.56 7.67 7.55 7.67 +0.07 73 848 +46
May04 031002 7.75 7.83 7.74 7.83 +0.06 0 525 +0
Total Volume and Open Interest 623 8,139 +107
Live Cattle(CME)
Oct03 031002 88.500 89.925 88.500 89.500 +0.600 6,184 24,033 -2,986
Dec03 031002 85.250 86.750 85.200 86.200 +0.550 9,875 63,573 +2,198
Feb04 031002 82.700 83.850 82.700 83.500 +0.550 2,454 25,382 +180
Apr04 031002 79.550 80.400 79.500 80.225 +0.625 1,620 16,385 +93
Jun04 031002 73.900 74.450 73.625 74.200 +0.600 570 7,469 +186
Aug04 031002 73.200 73.600 72.900 73.325 +0.375 239 1,384 +230
Total Volume and Open Interest 21,179 139,071 -33
Feeder Cattle(CME)
Oct03 031002 100.350 101.850 100.350 101.575 +1.150 1,510 6,766 -514
Nov03 031002 97.650 99.075 97.500 98.650 +0.850 1,200 8,105 +28
Jan04 031002 91.800 93.600 91.800 92.950 +0.575 1,518 4,068 +174
Mar04 031002 88.350 89.650 88.200 89.400 +0.900 134 772 +55
Apr04 031002 87.150 88.000 87.000 88.000 +0.750 33 393 +6
May04 031002 86.150 86.950 85.800 86.950 +0.800 24 478 +15
Aug04 031002 86.200 87.000 86.200 87.000 +0.750 12 110 +12
Total Volume and Open Interest 4,431 20,692 -224
Lean Hogs(CME)
Oct03 031002 55.000 55.300 54.650 55.075 -0.700 2,411 10,217 -554
Dec03 031002 54.000 55.100 54.000 54.700 -0.225 5,626 26,590 +394
Feb04 031002 56.950 57.950 56.900 57.825 +0.450 1,733 6,740 -44
Apr04 031002 58.400 59.100 58.350 59.050 +0.275 453 2,698 +202
May04 031002 61.400 62.150 61.300 62.150 +0.450 60 468 +11
Jun04 031002 64.400 64.950 64.150 64.925 +0.425 106 1,116 +45
Jul04 031002 60.700 61.500 60.650 61.500 +0.600 16 450 +7
Aug04 031002 59.800 60.125 59.750 60.125 +0.175 13 159 +7
Total Volume and Open Interest 10,420 48,506 +69
Pork Bellies(CME)
Feb04 031002 86.700 86.950 85.200 86.525 -0.475 184 1,773 -48
Mar04 031002 86.600 86.600 85.700 85.700 -0.400 0 30 +0
May04 031002 86.600 86.600 86.600 86.600 +0.500 0 25 +0
Jul04 031002 88.500 88.500 88.500 88.500 unch 0 29 +0
Aug04 031002 87.000 87.000 87.000 87.000 unch      
Total Volume and Open Interest 278 1,990 -3
BFP Milk Class III(CME)
Sep03 030930 14.26 14.28 14.26 14.27 +0.01 754 5,895 -7
Oct03 031002 14.15 14.20 13.86 14.12 -0.03 193 5,760 +35
Nov03 031002 12.69 12.69 12.40 12.67 -0.02 205 4,733 +103
Dec03 031002 11.95 11.95 11.90 11.93 -0.02 40 3,439 +34
Jan04 031002 11.63 11.63 11.60 11.63 unch 27 1,383 +8
Total Volume and Open Interest 738 21,402 +217
Cocoa(NYBOT)
Dec03 031002 1545 1562 1533 1554 -9 4,963 25,045 -169
Mar04 031002 1530 1544 1520 1539 -7 921 19,942 -166
May04 031002 1530 1544 1524 1544 -7 138 8,408 +77
Jul04 031002 1550 1550 1542 1550 -6 44 4,904 +17
Sep04 031002 1550 1558 1550 1558 -5 155 5,668 +59
Dec04 031002 1560 1566 1553 1566 -7 92 6,513 +0
Mar05 031002 1579 1579 1579 1579 -5 0 2,879 +0
Total Volume and Open Interest 6,313 74,885 -182
Coffee "C"(NYBOT)
Dec03 031002 66.00 66.90 63.30 64.50 -0.65 10,330 49,460 -196
Mar04 031002 68.90 69.40 66.00 66.95 -0.60 2,095 11,997 +260
May04 031002 70.40 70.50 67.60 68.35 -0.60 258 3,820 -6
Jul04 031002 71.90 72.00 69.50 69.75 -0.60 326 2,443 +96
Sep04 031002 73.50 73.50 71.15 71.15 -0.60 5 3,731 +4
Dec04 031002 75.00 75.00 73.30 73.45 -0.55 7 1,833 +6
Total Volume and Open Interest 13,023 74,384 +162
Orange Juice(NYBOT)
Nov03 031002 75.60 75.80 75.20 75.30 -0.65 615 18,178 -34
Jan04 031002 78.50 78.60 78.10 78.10 -0.75 358 5,931 +59
Mar04 031002 81.25 81.25 80.65 80.70 -0.65 253 3,367 +108
May04 031002 82.80 82.80 82.80 82.80 -0.50 0 2,401 +0
Jul04 031002 85.00 85.05 84.90 84.95 -0.10 0 213 +0
Total Volume and Open Interest 1,227 30,118 +134
Sugar #11(NYBOT)
Mar04 031002 6.42 6.44 6.35 6.38 -0.06 9,257 106,798 +6,560
May04 031002 6.43 6.43 6.40 6.42 -0.05 1,766 20,405 -369
Jul04 031002 6.29 6.29 6.26 6.27 -0.03 1,401 19,430 +127
Oct04 031002 6.39 6.39 6.36 6.37 -0.03 1,618 16,219 -153
Mar05 031002 6.45 6.45 6.44 6.45 -0.02 670 3,782 +67
Total Volume and Open Interest 14,744 169,846 +172
London Cocoa(LCE)
Dec03 031002 972 977 949 957 -12 2,544 69,655 +197
Mar04 031002 990 1002 974 982 -12 1,191 30,823 -117
May04 031002 1014 1014 992 998 -12 333 20,153 -71
Jul04 031002 1031 1031 1007 1013 -12 606 13,402 -431
Sep04 031002 1041 1041 1020 1027 -12 950 11,012 +136
Dec04 031002 1044 1044 1037 1037 -12 26 9,103 +26
Mar05 031002 1047 1054 1043 1048 -12 50 7,049 +0
Total Volume and Open Interest 5,743 161,846 -225
London Coffee(LCE)
Nov03 031002 747.00 758.00 734.00 737.00 -5.00 3,124 39,033 -19
Jan04 031002 765.00 776.00 754.00 758.00 -3.00 1,693 27,538 +379
Mar04 031002 782.00 791.00 773.00 773.00 -3.00 176 12,111 +64
May04 031002 795.00 801.00 786.00 786.00 -2.00 42 10,336 +5
Jul04 031002 810.00 810.00 798.00 798.00 -3.00 217 3,715 +0
Sep04 031002 817.00 817.00 812.00 812.00 -3.00 13 3,279 +4
Total Volume and Open Interest 5,272 97,922 +433
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031002 186.10 187.00 183.90 184.00 -2.20 1,518 18,657 +471
Mar04 031002 190.20 190.20 188.50 188.50 -2.10 280 8,819 -28
May04 031002 191.50 191.50 191.50 191.50 -0.80 0 2,832 +0
Aug04 031002 192.50 192.50 191.50 192.00 -0.80 170 4,195 +24
Total Volume and Open Interest 2,048 37,391 +482
Cotton(NYBOT)
Oct03 031002 66.70 67.10 66.70 67.10 +0.65 1 349 +0
Dec03 031002 67.50 68.40 67.10 68.30 +0.85 6,019 70,551 +669
Mar04 031002 69.75 70.60 69.30 70.42 +0.78 1,984 20,354 +157
May04 031002 70.40 71.10 70.20 71.10 +0.70 257 4,620 -17
Jul04 031002 70.55 71.55 70.55 71.55 +0.80 77 3,107 +36
Oct04 031002 65.55 65.55 65.55 65.55 +0.05 8 185 -8
Total Volume and Open Interest 8,436 100,266 +832
Lumber(CME)
Nov03 031002 293.0 303.0 292.0 302.5 +3.0 507 2,388 -62
Jan04 031002 295.0 301.5 293.3 299.7 +1.4 91 701 +17
Mar04 031002 298.0 304.0 298.0 304.0 +4.0 7 99 -2
May04 031002 300.5 300.5 295.0 295.0 -3.4 3 28 +1
Total Volume and Open Interest 608 3,217 -46
Crude Oil(NYM)
Nov03 031002 29.75 29.98 29.65 29.84 +0.45 87,292 135,011 -4,562
Dec03 031002 29.60 29.75 29.40 29.57 +0.40 49,371 92,562 +1,020
Jan04 031002 29.10 29.30 28.97 29.10 +0.37 10,195 37,513 +1,580
Feb04 031002 28.65 28.80 28.55 28.65 +0.33 2,879 17,700 +489
Mar04 031002 28.20 28.35 28.15 28.24 +0.28 3,453 23,078 +623
Apr04 031002 27.75 27.87 27.75 27.87 +0.23 1,242 17,937 +285
May04 031002 27.50 27.60 27.50 27.54 +0.20 913 10,092 +12
Jun04 031002 27.30 27.33 27.10 27.25 +0.16 3,953 18,740 +625
Jul04 031002 26.95 26.98 26.95 26.98 +0.12 1,498 7,234 -564
Aug04 031002 26.75 26.75 26.75 26.75 +0.09 852 8,446 +782
Total Volume and Open Interest 170,103 500,107 -653
Heating Oil(NYM)
Nov03 031002 81.00 81.80 80.25 80.83 +0.98 26,181 50,668 -1,426
Dec03 031002 82.00 82.25 81.00 81.51 +0.98 13,214 31,079 +89
Jan04 031002 82.40 82.40 81.60 81.96 +0.98 4,499 20,605 -157
Feb04 031002 82.05 82.05 81.00 81.46 +0.93 2,825 13,887 +40
Mar04 031002 79.70 79.75 79.00 79.21 +0.83 1,696 15,392 +149
Apr04 031002 77.10 77.10 76.00 76.36 +0.68 346 6,476 +91
May04 031002 74.60 74.60 73.66 73.66 +0.58 74 2,822 +46
Jun04 031002 72.00 72.11 72.00 72.11 +0.43 1,672 5,502 +749
Jul04 031002 72.00 72.00 71.51 71.51 +0.33 165 2,082 -67
Aug04 031002 71.61 71.61 71.61 71.61 +0.23 79 1,615 +11
Total Volume and Open Interest 51,087 156,024 -2,045
Unleaded Gas(NYM)
Nov03 031002 81.00 82.70 80.80 82.05 +1.54 24,152 41,389 -857
Dec03 031002 79.30 80.15 79.00 79.64 +1.23 7,992 16,486 +1,182
Jan04 031002 79.20 79.50 78.80 78.80 +0.54 987 6,558 +14
Feb04 031002 78.95 78.95 78.95 78.95 +0.34 117 2,119 +100
Mar04 031002 79.55 79.55 79.55 79.55 +0.19 106 2,360 +38
Apr04 031002 85.85 85.85 85.85 85.85 +0.04 112 3,568 +75
May04 031002 85.55 85.55 85.55 85.55 -0.11 3 1,968 +3
Jun04 031002 84.70 84.70 84.70 84.70 -0.31 0 862 +0
Total Volume and Open Interest 33,469 75,310 -2,234
Natural Gas(NYM)
Nov03 031002 4.680 4.710 4.565 4.686 +0.009 53,032 66,185 +3,677
Dec03 031002 4.950 4.980 4.860 4.964 +0.022 9,657 37,119 +564
Jan04 031002 5.140 5.180 5.060 5.164 +0.022 6,311 31,493 +674
Feb04 031002 5.110 5.140 5.030 5.126 +0.022 2,841 21,487 -368
Mar04 031002 5.010 5.040 4.940 5.031 +0.022 2,933 21,643 +427
Apr04 031002 4.750 4.770 4.700 4.766 +0.028 1,840 20,410 +379
May04 031002 4.655 4.690 4.620 4.676 +0.028 904 13,949 +383
Jun04 031002 4.680 4.696 4.640 4.696 +0.033 399 12,488 +27
Total Volume and Open Interest 81,977 355,305 +5,645
Brent Crude Oil(IPE)
Nov03 031002 27.80 28.78 27.80 28.27 +0.39 36,845 77,810 -172
Dec03 031002 27.53 28.02 27.40 27.81 +0.28 31,322 82,126 +1,686
Jan04 031002 27.02 27.53 27.01 27.42 +0.27 7,486 30,162 +2,481
Feb04 031002 26.80 27.10 26.80 27.03 +0.24 2,178 11,113 -892
Mar04 031002 26.50 26.72 26.45 26.65 +0.19 1,395 9,000 +162
Apr04 031002 26.05 26.31 26.05 26.31 +0.16 317 4,734 +187
May04 031002 25.88 26.06 25.88 25.98 +0.10 0 4,430 +0
Jun04 031002 25.62 25.80 25.60 25.69 +0.06 1,642 20,223 +1,012
Total Volume and Open Interest 83,335 298,049 +6,059
Gas Oil(IPE)
Oct03 031002 241.00 247.50 240.50 244.75 +6.75 15,442 29,053 -780
Nov03 031002 239.75 245.00 239.50 241.75 +5.00 13,930 40,289 +1,040
Dec03 031002 238.50 242.25 238.25 240.00 +4.25 10,093 31,325 -1,016
Jan04 031002 237.00 240.00 237.00 237.75 +3.25 3,356 17,063 -655
Feb04 031002 234.00 236.50 233.75 233.75 +2.50 1,110 7,365 +681
Mar04 031002 231.50 231.50 228.75 228.75 +1.75 889 4,582 +10
Apr04 031002 224.00 224.00 224.00 224.00 +1.75 15 5,346 +15
May04 031002 219.50 219.75 219.25 219.75 +1.75 100 1,228 +0
Total Volume and Open Interest 47,495 160,321 +1,233
US Dollar Index(NYBOT)
Dec03 031002 92.71 93.00 92.50 92.73 +0.03 1,548 19,128 +665
Mar04 031002 93.14 93.14 93.14 93.14 -0.01 22 2,076 +2
Jun04 031002 93.59 93.59 93.59 93.59 -0.01 1 13 +0
Total Volume and Open Interest 1,571 21,217 +667
Australian Dollar(CME)
Dec03 031002 67.91 68.17 67.72 68.10 -0.05 7,647 47,035 +4,901
Mar04 031002 67.40 67.50 67.40 67.46 -0.05 68 540 +44
Jun04 031002 66.82 66.82 66.82 66.82 -0.05 0 10 +0
Total Volume and Open Interest 7,715 47,672 +4,945
British Pound(CME)
Dec03 031002 166.02 166.70 165.66 166.16 +0.28 5,122 47,922 -134
Mar04 031002 165.18 165.28 165.04 165.04 +0.28 3 266 +2
Jun04 031002 163.92 163.92 163.92 163.92 +0.28 0 1 +0
Total Volume and Open Interest 5,125 48,189 -132
Canadian Dollar(CME)
Dec03 031002 73.85 74.53 73.73 74.35 +0.35 3,500 65,680 +982
Mar04 031002 73.60 74.24 73.48 74.10 +0.35 7 2,797 +14
Jun04 031002 73.85 73.90 73.80 73.86 +0.35 18 1,092 +16
Sep04 031002 73.60 73.63 73.60 73.63 +0.35 65 643 +45
Total Volume and Open Interest 3,594 70,417 +1,059
Japanese Yen(CME)
Dec03 031002 90.39 90.65 90.22 90.52 -0.09 10,712 149,254 +5,059
Mar04 031002 90.56 90.77 90.56 90.77 -0.09 9 113 +7
Jun04 031002 91.02 91.02 91.02 91.02 -0.09 0 79 +0
Total Volume and Open Interest 10,769 149,489 +5,058
Swiss Franc(CME)
Dec03 031002 76.08 76.31 75.78 76.05 -0.16 7,795 44,552 +1,692
Mar04 031002 76.20 76.20 76.20 76.20 -0.16 0 198 +0
Jun04 031002 76.34 76.34 76.34 76.34 -0.16 0 109 +0
Total Volume and Open Interest 7,795 44,891 +1,692
EuroFX(CME)
Dec03 031002 116.81 117.05 116.38 116.67 -0.20 10,463 89,378 -1,355
Mar04 031002 116.35 116.65 116.16 116.40 -0.20 146 961 -23
Jun04 031002 116.15 116.15 116.15 116.15 -0.20 0 62 +0
Total Volume and Open Interest 10,609 90,486 -1,378
Mexican Peso(CME)
Dec03 031002 8925.0 8937.0 8830.0 8885.0 -117.0 3,103 28,443 +124
Mar04 031002 8830.0 8830.0 8760.0 8772.0 -118.0 0 442 +0
Total Volume and Open Interest 3,103 29,010 +124
30-Year T-Bonds(CBOT)
Dec03 031002 111~30 111~30 110~12 111~10 -0~24 248,028 436,179 +1,134
Mar04 031002 109~19 110~11 109~02 109~29 -0~24 973 17,922 +347
Jun04 031002 108~07 108~17 108~07 108~17 -0~25 20 192 +5
Total Volume and Open Interest 249,021 454,489 +1,496
Municipal Bonds(CBOT)
Dec03 031002 101~17 101~25 101~01 101~14 -0~17 76 1,557 +13
Total Volume and Open Interest 76 1,557 +13
10-Year T-Notes(CBOT)
Dec03 031002 114~160 114~160 113~170 114~005 -0~195 537,773 820,339 +504
Mar04 031002 112~080 112~300 112~075 112~215 -0~210 1,360 7,861 +984
Total Volume and Open Interest 539,133 828,200 +1,488
5-Year T-Notes(CBOT)
Dec03 031002 113~040 113~090 112~245 113~035 -0~115 204,013 0 -719,460
Mar04 031002 111~315 111~315 111~315 111~315 -0~125 0 47 -1
Total Volume and Open Interest 204,013 47 -1
2 Year T-Notes(CBOT)
Dec03 031002 107~098 107~104 107~080 107~100 -0~008 6,592 141,292 -3,665
Total Volume and Open Interest 6,592 141,292 -3,665
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031002 98.865 98.875 98.855 98.870 -0.005 111,519 751,543 +11,777
Mar04 031002 98.825 98.845 98.795 98.825 -0.025 182,148 699,747 +29,214
Jun04 031002 98.645 98.660 98.585 98.625 -0.050 170,834 566,516 +1,547
Sep04 031002 98.330 98.350 98.260 98.310 -0.065 178,374 571,903 -12,185
Dec04 031002 97.920 97.965 97.855 97.925 -0.065 126,705 513,316 -17,187
Mar05 031002 97.520 97.565 97.450 97.530 -0.060 66,316 311,989 -6,351
Jun05 031002 97.120 97.175 97.045 97.145 -0.045 46,470 237,161 +3,379
Sep05 031002 96.780 96.840 96.690 96.805 -0.045 36,030 183,748 -918
Dec05 031002 96.470 96.535 96.410 96.510 -0.045 17,443 139,523 +1,135
Mar06 031002 96.220 96.275 96.145 96.255 -0.045 19,908 128,655 +5,429
Jun06 031002 95.970 96.035 95.910 96.010 -0.045 14,695 119,288 +3,280
Sep06 031002 95.760 95.810 95.670 95.790 -0.050 13,269 105,616 +617
Total Volume and Open Interest 1,028,917 4,909,446 +21,735
3-Mth Euro-Yen(CME)
Dec03 031002 99.91 99.91 99.91 99.91 +0.01 115 5,203 +516
Mar04 031002 99.87 99.87 99.87 99.87 +0.01 0 7,216 -206
Jun04 031002 99.84 99.84 99.84 99.84 +0.01 0 10,781 -217
Sep04 031002 99.78 99.78 99.77 99.78 +0.02 64 4,438 +191
Dec04 031002 99.69 99.70 99.69 99.70 +0.04 0 1,308 +78
Mar05 031002 99.56 99.56 99.56 99.56 +0.06 0 5,001 +0
Jun05 031002 99.46 99.46 99.46 99.46 +0.08 0 288 -10
Sep05 031002 99.33 99.33 99.31 99.31 +0.09 20 4,842 +11
Dec05 031002 99.22 99.22 99.22 99.22 +0.08 0 35 +0
Mar06 031002 99.05 99.05 99.05 99.05 +0.08 0 205 +0
Total Volume and Open Interest 199 40,164 +363
3-Mth Euro-Yen(SIMEX)
Dec03 031002 99.90 99.91 99.90 99.91 +0.01 5,401 40,485 +139
Mar04 031002 99.86 99.87 99.86 99.87 +0.01 13,555 63,271 -336
Jun04 031002 99.83 99.85 99.83 99.85 +0.02 3,392 60,677 +1,590
Sep04 031002 99.77 99.79 99.76 99.78 +0.02 1,833 29,768 +550
Dec04 031002 99.67 99.70 99.67 99.69 +0.03 1,093 25,224 +518
Mar05 031002 99.50 99.58 99.50 99.57 +0.06 488 14,999 +196
Jun05 031002 99.43 99.49 99.43 99.48 +0.08 51 8,729 -189
Sep05 031002 99.25 99.35 99.25 99.33 +0.09 0 8,906 +0
Total Volume and Open Interest 25,813 263,248 +2,468
German Euro-Bund(EUREX)
Dec03 031001 115.25 115.45 115.09 115.20 +0.04 1,080,026 822,760 +28,912
Mar04 031001 114.77 114.78 114.75 114.75 +0.03 4,628 5,462 +4,306
Jun04 031001 114.20 114.20 114.20 114.20 +0.09 2,408 400 +400
Total Volume and Open Interest 1,087,062 828,622 +33,618
German Euro-Bobl(EUREX)
Dec03 031001 112.06 112.13 111.89 112.01 unch 639,473 646,375 +38,192
Mar04 031001 111.61 111.61 111.58 111.59 +0.02 13,952 6,805 +4,926
Jun04 031001 111.01 111.01 111.01 111.01 unch 4,154 0 +0
Total Volume and Open Interest 657,579 653,180 +43,118
Long Gilt(LIFFE)
Dec03 031001 118~15 118~16 118~08 118~13 unch 66,842 133,687 +467
Mar04 031001 110~05 110~05 110~05 110~05 unch      
Total Volume and Open Interest 66,842 133,687 +467
3-Mth Short Sterling(LIFFE)
Dec03 031001 96.22 96.22 96.18 96.20 -0.01 71,260 0 +0
Mar04 031001 96.08 96.09 96.03 96.06 -0.01 87,343 0 +0
Jun04 031001 95.92 95.93 95.87 95.91 unch 84,623 0 +0
Total Volume and Open Interest 389,974    
3-Mth Euribor(LIFFE)
Dec03 031001 97.990 97.990 97.950 97.965 -0.010 177,132 648,226 +12,415
Mar04 031001 98.005 98.010 97.970 97.995 -0.005 208,002 533,863 +19,820
Jun04 031001 97.915 97.915 97.870 97.905 unch 170,440 397,889 +993
Total Volume and Open Interest 912,670 2,717,194 +78,185
3-Mth Aus T-Bills(SFE)
Dec03 031002 95.09 95.10 95.07 95.09 -0.01 40,909 191,641 +4,744
Mar04 031002 95.00 95.02 94.98 95.01 unch 20,708 97,298 +9,438
Jun04 031002 94.89 94.92 94.87 94.91 unch 6,195 42,585 +2,298
Sep04 031002 94.80 94.81 94.78 94.80 unch 2,144 25,119 +407
Dec04 031002 94.73 94.73 94.70 94.72 -0.01 1,215 15,920 +228
Mar05 031002 94.65 94.65 94.65 94.65 unch 1,206 18,013 +191
Jun05 031002 94.60 94.60 94.58 94.59 -0.01 441 10,312 +249
Sep05 031002 94.55 94.55 94.54 94.55 -0.02 170 3,147 +99
Dec05 031002 94.53 94.53 94.53 94.53 -0.01 11 1,636 +0
Mar06 031002 94.51 94.51 94.51 94.51 -0.02 0 814 +0
Total Volume and Open Interest 72,999 406,841 +17,654
10-Year Aus T-Bonds(SFE)
Dec03 031002 94.74 94.74 94.69 94.70 -0.05 36,484 164,119 +0
Mar04 031002 94.70 94.70 94.70 94.70 -0.05      
Total Volume and Open Interest 36,484 164,119 +16,635
3-Year Aus T-Bonds(SFE)
Dec03 031002 94.99 94.99 94.96 94.97 -0.03 85,287 339,172 +41,809
Mar04 031002 94.97 94.97 94.97 94.97 -0.03      
Total Volume and Open Interest 85,287 339,172 +41,809
Gold(CMX)
Oct03 031002 384.0 384.9 380.5 383.1 -1.2 83 1,847 -781
Dec03 031002 385.2 385.6 382.0 383.7 -1.3 30,993 200,646 +287
Feb04 031002 386.5 386.5 382.5 384.5 -1.3 606 19,902 -345
Apr04 031002 387.4 387.4 384.5 385.3 -1.2 22 7,116 -7
Jun04 031002 386.0 386.0 386.0 386.0 -1.2 45 11,315 -36
Aug04 031002 388.0 388.0 386.7 386.7 -1.2 70 6,342 -2
Total Volume and Open Interest 31,881 277,084 -838
Silver(CMX)
Dec03 031002 511.0 513.0 507.5 510.0 -0.5 15,921 83,129 -2,001
Mar04 031002 508.0 514.0 508.0 510.9 -0.5 935 11,010 +572
May04 031002 510.0 511.7 510.0 511.7 -0.5 2 1,107 +0
Jul04 031002 515.0 515.0 512.5 512.5 -0.5 4 2,106 +2
Sep04 031002 513.3 513.3 513.3 513.3 -0.5 0 662 +0
Total Volume and Open Interest 17,236 104,078 -1,464
Platinum(NYM)
Oct03 031002 708.0 712.0 708.0 711.0 -1.8 519 420 -616
Jan04 031002 705.0 706.8 703.0 704.5 -2.3 1,132 7,825 +420
Apr04 031002 695.5 695.5 695.5 695.5 -1.3 0 6 +0
Total Volume and Open Interest 1,651 8,251 -196
Palladium(NYME)
Dec03 031002 214.50 216.00 211.00 212.10 -1.70 153 5,372 +28
Mar04 031002 212.10 212.10 212.10 212.10 -1.70 10 56 +8
Jun04 031002 212.60 212.60 212.60 212.60 -1.70 0 35 +0
Total Volume and Open Interest 163 5,463 +36
Copper(CMX)
Dec03 031002 83.60 83.70 82.90 83.35 +1.05 8,702 72,610 +1,500
Mar04 031002 84.20 84.20 83.45 83.75 +1.00 57 5,732 +15
May04 031002 83.80 84.00 83.80 84.00 +1.00 0 3,016 +0
Jul04 031002 84.10 84.10 84.10 84.10 +1.00 0 2,133 +0
Sep04 031002 84.25 84.25 84.25 84.25 +1.00 0 1,156 +0
Total Volume and Open Interest 8,960 91,932 +1,310
DJIA Index(CBOT)
Dec03 031002 9425 9480 9395 9467 +31 15,067 31,948 +618
Mar04 031002 9405 9445 9395 9440 +30 177 1,245 +174
Jun04 031002 9410 9410 9410 9410 +30      
Total Volume and Open Interest 15,244 33,193 +792
S & P 500(CME)
Dec03 031002 1014.70 1021.00 1011.50 1019.60 +3.20 80,436 567,063 -6,424
Mar04 031002 1017.90 1017.90 1017.90 1017.90 +3.30 2,510 15,984 +4,286
Jun04 031002 1016.60 1016.60 1016.60 1016.60 +3.30 36 368 +32
Sep04 031002 1016.10 1016.10 1016.10 1016.10 +3.30 0 127 +0
Total Volume and Open Interest 82,982 583,565 -2,106
S & P 500 E-Mini(Globex)
Dec03 031002 1016.25 1021.00 1011.50 1019.50 +3.00 915,508 394,365 +8,975
Mar04 031002 1012.50 1018.25 1010.50 1018.00 +3.50 236 716 +166
Total Volume and Open Interest 915,744 395,081 +9,141
NASDAQ 100(CME)
Dec03 031002 1332.00 1345.00 1326.00 1338.50 +5.00 19,519 0 -70,314
Mar04 031002 1334.50 1341.50 1334.50 1341.50 +4.50      
Jun04 031002 1344.50 1344.50 1344.50 1344.50 +4.00      
Total Volume and Open Interest 19,519    
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031001 1305.5 1338.5 1304.5 1333.5 +27.5 428,158 187,273 -3,663
Mar04 031001 1314.5 1340.0 1314.5 1337.0 +28.0 468 1,376 -388
Total Volume and Open Interest 428,626 188,649 -4,051
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031002 520.50 524.50 520.00 524.50 +3.75 524 12,801 -18
Mar04 031002 524.30 524.30 524.30 524.30 +3.75      
Jun04 031002 524.75 524.75 524.75 524.75 +3.75 0 1 +0
Total Volume and Open Interest 524 12,802 -18
Russell 2000(CME)
Dec03 031002 499.00 505.00 498.50 504.50 +4.90 5,247 20,054 -351
Mar04 031002 504.50 504.50 504.50 504.50 +4.90      
Jun04 031002 504.50 504.50 504.50 504.50 +4.90      
Total Volume and Open Interest 5,247 20,054 -351
Value Line(KCBT)
Dec03 031002 1361.00 1361.00 1361.00 1361.00 +4.00 2 38 +0
Total Volume and Open Interest 2 38 +0
Nikkei 225(CME)
Dec03 031001 10360 10560 10330 10545 +360 5,882 26,211 +980
Mar04 031001 10555 10555 10555 10555 +360 0 5 +0
Total Volume and Open Interest 5,882 26,216 +980
Nikkei 225(SIMEX)
Dec03 031002 10520 10680 10460 10660 +295 22,401 147,946 +1,321
Mar04 031002 10650 10650 10650 10650 +295 0 540 +0
Jun04 031002 10610 10610 10610 10610 +295      
Total Volume and Open Interest 22,401 148,486 +1,321
CAC 40(MATIF)
Oct03 031001 3140.0 3230.0 3126.0 3194.0 +56.0 147,299 203,785 +0
Nov03 031001 3152.5 3198.5 3134.0 3198.5 +56.0 2,228 362 +0
Dec03 031001 3157.0 3216.5 3140.0 3203.5 +55.5 9,918 105,125 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031002 3354.5 3372.0 3284.5 3299.0 -34.5 129,258 243,610 -3,303
Mar04 031002 3369.5 3386.0 3305.5 3315.5 -35.5 459 9,951 +159
Jun04 031002 3386.0 3391.0 3323.0 3333.5 -35.5 325 652 +305
Total Volume and Open Interest 130,042 254,213 -2,839
FT-SE 100(LIFFE)
Dec03 031002 4196.50 4222.50 4186.00 4209.00 +39.50 81,011 415,973 +6,664
Mar04 031002 4185.00 4202.50 4181.00 4202.00 +40.00 66 10,107 -8
Jun04 031002 4211.00 4211.00 4211.00 4211.00 +39.50 0 5,895 +0
Total Volume and Open Interest 81,077 431,975 +6,656
SPI 200(SFE)
Dec03 031001 3154.0 3167.0 3151.0 3160.0 +3.0 13,362 148,859 +4,898
Mar04 031001 3166.0 3168.0 3166.0 3166.0 +3.0 162 3,209 +70
Jun04 031001 3173.0 3173.0 3173.0 3173.0 +3.0 30 2,227 +0
Total Volume and Open Interest 13,554 155,467 +4,968
GSCI(CME)
Oct03 031002 235.60 235.60 234.50 235.20 +2.00 60 11,196 +2
Nov03 031002 235.40 235.80 234.70 235.40 +2.00 9 191 -2
Dec03 031002 235.75 235.75 235.75 235.75 +1.75      
Total Volume and Open Interest 69 11,387 +0
Bridge CRB Index(NYBOT)
Nov03 031002 245.10 245.50 243.75 245.50 +0.75 16 516 +1
Jan04 031002 243.50 245.25 243.50 245.25 +0.75 2 337 +2
Feb04 031002 242.00 243.50 242.00 243.50 +0.75 8 160 +2
Total Volume and Open Interest 26 1,016 +5
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

2009 Historical Reports-
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