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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 August 11, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug03 030811 549.00 560.00 549.00 556.50 +8.00 1,467 2,820 -445
Sep03 030811 526.00 536.50 525.00 535.25 +11.25 3,673 15,103 -139
Nov03 030811 523.00 532.00 522.00 530.50 +10.00 20,744 121,904 +321
Jan04 030811 527.50 536.50 527.00 534.50 +9.25 1,402 12,062 +294
Mar04 030811 531.00 539.00 531.00 537.50 +8.75 771 9,598 +18
May04 030811 533.00 539.00 533.00 538.00 +7.25 1,456 9,059 +328
Jul04 030811 537.00 543.00 536.50 540.00 +5.00 281 3,905 +73
Total Volume and Open Interest 29,960 176,155 +522
Soybean Meal(CBOT)
Aug03 030811 166.20 170.80 166.20 169.50 +4.00 1,716 3,741 -448
Sep03 030811 162.90 166.30 162.70 165.80 +3.20 7,586 24,699 -673
Oct03 030811 160.50 164.00 160.20 163.60 +3.90 1,307 17,970 -10
Dec03 030811 160.00 163.90 159.70 163.60 +4.50 7,661 64,229 +61
Jan04 030811 161.00 164.90 160.70 164.60 +4.20 1,137 10,402 +46
Mar04 030811 162.60 166.00 162.30 166.00 +4.00 824 7,899 +107
May04 030811 163.30 166.80 163.30 166.40 +3.40 1,017 6,329 -223
Jul04 030811 165.50 169.00 165.50 168.50 +3.10 338 4,930 +12
Total Volume and Open Interest 21,771 143,460 -1,095
Soybean Oil(CBOT)
Aug03 030811 19.53 19.70 19.45 19.51 -0.07 808 1,011 -369
Sep03 030811 19.51 19.73 19.48 19.50 -0.09 5,611 29,489 +405
Oct03 030811 19.45 19.67 19.45 19.45 -0.04 1,560 23,838 -308
Dec03 030811 19.17 19.43 19.12 19.22 +0.06 6,339 70,032 -356
Jan04 030811 19.18 19.41 19.18 19.21 +0.04 715 10,133 +128
Mar04 030811 19.20 19.37 19.17 19.21 +0.04 409 8,788 +239
May04 030811 19.20 19.34 19.18 19.21 +0.01 416 6,420 +330
Jul04 030811 19.18 19.33 19.18 19.20 +0.09 67 6,800 +67
Total Volume and Open Interest 15,933 159,850 +144
Canola(WCE)
Sep03 030811 338.2 338.2 338.2 338.2 -0.9 0 241 +0
Nov03 030811 343.6 344.9 342.6 342.7 -0.9 1,772 41,098 +181
Jan04 030811 348.4 348.4 346.5 346.5 -1.0 5 993 -5
Mar04 030811 351.5 351.5 351.5 351.5 -0.5 155 289 +70
May04 030811 355.0 355.0 355.0 355.0 -1.0 0 22 +0
Total Volume and Open Interest 2,183 46,976 +306
Corn(CBOT)
Sep03 030811 212.50 214.00 209.00 209.50 -3.25 19,570 108,384 -2,173
Dec03 030811 221.00 223.00 217.50 218.25 -3.25 35,457 220,041 +962
Mar04 030811 228.25 230.75 226.00 226.75 -3.00 4,568 44,564 -763
May04 030811 234.25 235.25 231.00 231.50 -3.25 543 10,852 +67
Jul04 030811 237.50 238.75 234.25 234.50 -3.25 848 10,373 +304
Sep04 030811 236.75 238.25 235.00 235.00 -1.50 40 1,708 -29
Total Volume and Open Interest 61,567 401,992 -1,623
Wheat(CBOT)
Sep03 030811 358.00 364.50 357.00 358.50 +1.00 7,884 42,567 -2,360
Dec03 030811 370.00 377.00 369.50 372.00 +1.75 14,717 63,997 +1,722
Mar04 030811 376.25 383.00 376.00 379.00 +1.50 1,114 10,286 +175
May04 030811 369.00 371.00 365.00 365.00 -0.50 73 490 +37
Jul04 030811 337.50 340.00 337.00 339.00 -0.50 399 1,545 +175
Total Volume and Open Interest 24,191 118,919 -248
Wheat(KCBT)
Sep03 030811 353.00 358.00 353.00 356.50 +3.50 4,581 28,274 -1,438
Dec03 030811 364.75 369.00 364.50 368.00 +3.50 4,416 36,714 +781
Mar04 030811 370.50 374.00 370.50 372.00 +1.50 404 4,184 -2
May04 030811 364.00 365.50 362.00 362.00 +2.00 0 722 +0
Jul04 030811 342.00 346.00 341.50 343.00 +0.50 34 739 -17
Total Volume and Open Interest 9,435 70,653 -676
Wheat(MGE)
Sep03 030811 367.50 373.50 367.50 371.75 +3.25 2,010 9,568 -99
Dec03 030811 375.50 381.50 375.00 380.00 +4.00 1,065 13,286 +292
Mar04 030811 382.50 387.50 382.25 385.75 +3.75 204 2,017 -18
May04 030811 387.50 387.50 387.50 387.50 +1.50 1 33 +1
Jul04 030811 372.00 372.00 372.00 372.00 +3.00 2 17 +1
Total Volume and Open Interest 3,307 25,046 +202
Oats(CBOT)
Sep03 030811 137.50 138.50 136.50 136.75 -1.25 114 1,072 -45
Dec03 030811 142.50 143.00 141.00 141.00 -0.50 408 4,719 -46
Mar04 030811 148.50 149.00 148.00 148.00 -0.50 10 388 -10
May04 030811 153.50 153.50 153.50 153.50 unch 0 13 +0
Total Volume and Open Interest 532 6,195 -101
Rough Rice(CBOT)
Sep03 030811 7.75 7.84 7.75 7.84 -0.03 67 1,435 +3
Nov03 030811 7.87 7.92 7.84 7.91 unch 561 4,893 +147
Jan04 030811 8.00 8.03 8.00 8.03 unch 4 353 +1
Mar04 030811 8.15 8.15 8.15 8.15 unch 0 183 +0
Total Volume and Open Interest 695 6,963 +206
Live Cattle(CME)
Aug03 030811 75.925 77.050 75.925 77.000 -0.425 1,770 8,143 -610
Oct03 030811 75.800 76.575 75.800 76.200 -1.100 6,662 58,619 -17
Dec03 030811 76.250 77.400 76.250 77.100 -0.650 3,089 21,706 -40
Feb04 030811 76.500 77.600 76.300 77.175 -0.625 1,949 14,165 +728
Apr04 030811 75.325 76.450 75.250 75.925 -0.750 794 6,931 +286
Jun04 030811 70.800 71.800 70.800 71.100 -0.600 347 1,790 -57
Total Volume and Open Interest 14,696 111,915 +311
Feeder Cattle(CME)
Aug03 030811 90.500 91.250 90.500 91.075 -0.400 798 4,810 -311
Sep03 030811 88.950 89.900 88.950 89.850 -0.600 484 4,569 -55
Oct03 030811 88.700 89.700 88.700 89.650 -0.550 1,443 8,177 +62
Nov03 030811 87.800 88.800 87.800 88.700 -0.600 314 4,107 +62
Jan04 030811 85.600 86.550 85.500 86.400 -0.550 164 1,622 +1
Mar04 030811 84.500 84.950 84.500 84.950 -0.550 26 215 +18
Apr04 030811 84.100 84.950 84.100 84.950 -0.550 14 184 +7
Total Volume and Open Interest 3,258 23,805 -212
Lean Hogs(CME)
Aug03 030811 60.350 60.450 59.750 60.125 -0.800 1,388 3,991 +58
Oct03 030811 54.050 54.575 53.500 54.225 -0.350 3,640 21,297 -231
Dec03 030811 51.750 52.200 51.450 52.050 +0.075 846 7,990 +203
Feb04 030811 55.225 55.400 54.950 55.175 -0.250 143 2,232 +27
Apr04 030811 58.800 58.850 58.550 58.750 -0.125 77 1,248 +25
May04 030811 61.450 61.450 61.450 61.450 -0.150 19 281 +7
Jun04 030811 62.800 62.850 62.750 62.850 -0.150 30 388 +17
Jul04 030811 60.800 60.800 60.800 60.800 -0.150 8 165 +2
Total Volume and Open Interest 6,152 37,632 +108
Pork Bellies(CME)
Aug03 030811 90.000 90.400 88.950 89.550 -1.575 268 1,023 -29
Feb04 030811 78.000 78.400 77.850 78.125 -0.350 107 742 +13
Mar04 030811 78.000 78.000 78.000 78.000 unch 0 11 +0
May04 030811 79.700 79.700 79.700 79.700 unch 0 3 +0
Jul04 030811 80.025 80.025 80.025 80.025 +0.025 0 1 +0
Total Volume and Open Interest 375 1,780 -16
BFP Milk Class III(CME)
Aug03 030811 13.77 13.84 13.76 13.84 +0.04 150 5,036 +0
Sep03 030811 14.52 14.60 14.50 14.55 -0.05 63 5,596 +30
Oct03 030811 13.95 13.95 13.87 13.92 -0.03 188 4,616 -43
Nov03 030811 12.95 12.99 12.91 12.93 -0.06 79 3,471 -36
Dec03 030811 12.45 12.45 12.40 12.45 -0.03 12 2,707 +11
Total Volume and Open Interest 517 25,746 -17
Cocoa(NYBOT)
Sep03 030811 1489 1515 1474 1513 +24 7,254 16,452 -4,515
Dec03 030811 1460 1480 1446 1469 +9 5,344 23,752 +2,643
Mar04 030811 1432 1460 1427 1448 +8 1,999 15,274 +245
May04 030811 1453 1453 1453 1453 +8 17 5,968 +2
Jul04 030811 1457 1457 1457 1457 +7 15 4,082 +207
Sep04 030811 1461 1461 1461 1461 +8 0 5,080 -18
Dec04 030811 1471 1471 1471 1471 +8 75 5,874 -65
Total Volume and Open Interest 14,704 80,720 -1,501
Coffee "C"(NYBOT)
Sep03 030811 63.00 63.40 60.30 61.10 -2.60 5,433 30,898 -3,252
Dec03 030811 66.00 66.10 63.25 63.95 -2.45 4,634 22,864 +1,139
Mar04 030811 68.40 68.40 66.00 66.55 -2.25 363 5,776 -19
May04 030811 69.50 69.50 68.00 68.00 -2.20 52 2,428 +8
Jul04 030811 70.00 70.00 69.50 69.50 -2.20 14 916 +7
Sep04 030811 70.60 71.25 70.60 71.00 -2.20 17 3,251 +4
Total Volume and Open Interest 10,654 68,393 -2,133
Orange Juice(NYBOT)
Sep03 030811 79.15 79.30 78.00 78.05 -1.05 1,079 15,821 -363
Nov03 030811 80.90 81.00 79.85 80.00 -0.65 722 5,959 +281
Jan04 030811 82.90 83.20 81.90 82.00 -0.65 56 1,996 +5
Mar04 030811 84.60 84.95 83.95 83.95 -0.40 153 1,201 +99
May04 030811 85.85 85.85 85.35 85.45 -0.40 30 1,301 +30
Total Volume and Open Interest 2,060 26,482 +71
Sugar #11(NYBOT)
Oct03 030811 6.65 6.83 6.65 6.81 +0.19 31,631 115,102 -6,741
Mar04 030811 6.75 6.88 6.72 6.87 +0.18 6,093 35,751 -921
May04 030811 6.70 6.80 6.68 6.80 +0.15 2,455 19,479 +589
Jul04 030811 6.48 6.60 6.48 6.60 +0.14 1,699 16,235 +32
Oct04 030811 6.44 6.51 6.44 6.51 +0.12 150 11,073 -17
Total Volume and Open Interest 42,148 201,118 -6,871
London Cocoa(LCE)
Sep03 030811 933 947 928 945 +11 4,526 36,937 -554
Dec03 030811 955 970 950 968 +11 3,336 53,839 +1,235
Mar04 030811 974 991 972 990 +11 1,424 30,433 +227
May04 030811 988 1004 988 1004 +12 739 17,766 +634
Jul04 030811 1005 1019 1004 1018 +11 52 11,633 +10
Sep04 030811 1027 1027 1027 1027 +11 106 9,866 -4
Dec04 030811 1037 1037 1037 1037 +11 56 6,542 +50
Total Volume and Open Interest 10,249 172,347 +1,598
London Coffee(LCE)
Sep03 030811 713.00 719.00 699.00 705.00 -4.00 3,310 33,701 +227
Nov03 030811 723.00 733.00 713.00 720.00 -3.00 829 37,610 +7
Jan04 030811 736.00 743.00 726.00 732.00 -3.00 163 14,367 +116
Mar04 030811 751.00 751.00 740.00 745.00 -4.00 41 9,118 +41
May04 030811 771.00 771.00 757.00 759.00 -3.00 0 9,896 +0
Jul04 030811 772.00 772.00 772.00 772.00 -3.00 0 1,486 -75
Total Volume and Open Interest 4,343 110,234 +316
London Sugar(LCE)
Aug03 030716 203.00 204.00 201.80 203.00 +0.60 4,132 5,811 -1,710
Oct03 030811 198.00 203.50 198.00 203.50 +5.30 3,962 24,130 -2,283
Dec03 030811 199.60 203.90 199.50 203.80 +4.10 1,151 7,606 -314
Mar04 030811 201.00 203.00 201.00 203.00 +3.60 495 5,935 -82
May04 030811 201.00 202.80 201.00 202.80 +3.40 80 2,384 +7
Total Volume and Open Interest 5,806 45,855 -2,697
Cotton(NYBOT)
Oct03 030811 56.95 57.00 55.65 55.90 -0.70 350 3,500 -119
Dec03 030811 58.40 58.45 56.97 57.39 -0.68 2,776 43,821 +50
Mar04 030811 60.40 60.40 59.50 59.83 -0.82 228 8,461 -66
May04 030811 61.30 61.40 60.45 60.75 -0.85 56 2,630 +28
Jul04 030811 61.50 61.75 61.45 61.75 -0.85 58 2,349 -28
Oct04 030811 62.00 62.00 62.00 62.00 -0.85 0 109 +0
Total Volume and Open Interest 3,470 61,463 -145
Lumber(CME)
Sep03 030811 303.6 306.0 298.8 298.8 -9.9 717 1,886 +95
Nov03 030811 287.7 291.0 285.5 286.5 -6.5 180 555 +51
Jan04 030811 291.0 291.0 287.5 288.1 -7.5 24 148 -3
Mar04 030811 280.2 280.2 280.2 280.2 -10.0 2 18 +0
Total Volume and Open Interest 931 2,621 +146
Crude Oil(NYM)
Sep03 030811 32.00 32.15 31.83 32.01 -0.17 103,578 151,757 -12,645
Oct03 030811 31.85 32.00 31.70 31.90 -0.17 72,524 109,766 +9,889
Nov03 030811 31.30 31.45 31.25 31.42 -0.13 16,381 42,209 +1,461
Dec03 030811 30.75 30.85 30.63 30.83 -0.11 14,111 52,312 +212
Jan04 030811 30.10 30.30 30.10 30.24 -0.10 2,690 22,508 +293
Feb04 030811 29.52 29.67 29.52 29.67 -0.10 1,805 10,811 -190
Mar04 030811 29.20 29.20 29.03 29.12 -0.10 2,011 15,309 +322
Apr04 030811 28.62 28.62 28.62 28.62 -0.10 1,598 13,406 +84
May04 030811 28.19 28.19 28.19 28.19 -0.10 267 8,381 +224
Jun04 030811 27.80 27.86 27.70 27.86 -0.10 4,200 15,523 -1,258
Total Volume and Open Interest 224,209 555,391 -363
Heating Oil(NYM)
Sep03 030811 83.50 84.00 83.10 83.54 -0.79 21,237 55,506 -2,987
Oct03 030811 84.50 84.70 83.80 84.58 -0.66 12,273 23,485 +2,310
Nov03 030811 85.00 85.40 84.80 85.23 -0.56 3,767 11,357 +816
Dec03 030811 85.50 85.70 85.25 85.63 -0.51 4,592 20,964 -66
Jan04 030811 85.40 85.80 85.40 85.78 -0.41 1,372 10,792 +326
Feb04 030811 84.25 84.65 84.10 84.53 -0.31 300 7,984 +78
Mar04 030811 81.30 81.65 81.10 81.43 -0.26 935 8,517 -391
Apr04 030811 77.50 78.40 77.50 78.18 -0.21 100 3,854 +66
May04 030811 75.25 75.25 75.08 75.08 -0.16 52 1,046 +8
Jun04 030811 73.38 73.38 73.38 73.38 -0.16 294 3,576 +23
Total Volume and Open Interest 45,136 150,339 +100
Unleaded Gas(NYM)
Sep03 030811 94.80 95.20 93.70 94.05 -1.45 24,433 54,291 -2,935
Oct03 030811 89.70 89.95 88.90 89.56 -0.86 13,800 24,323 +2,334
Nov03 030811 85.60 86.00 85.60 85.91 -0.56 2,154 7,023 +777
Dec03 030811 82.50 83.11 82.00 83.11 -0.51 981 6,667 +377
Jan04 030811 82.00 82.01 82.00 82.01 -0.51 579 2,928 +456
Feb04 030811 81.86 81.86 81.86 81.86 -0.46 10 308 +10
Mar04 030811 82.21 82.21 82.21 82.21 -0.41 10 485 +0
Apr04 030811 87.56 87.56 87.56 87.56 -0.36 10 1,841 +10
Total Volume and Open Interest 41,977 97,866 +1,029
Natural Gas(NYM)
Sep03 030811 5.080 5.220 5.080 5.129 +0.092 28,707 50,855 -2,658
Oct03 030811 5.150 5.260 5.140 5.183 +0.091 9,226 34,970 +1,240
Nov03 030811 5.345 5.440 5.340 5.378 +0.086 3,444 26,392 +774
Dec03 030811 5.555 5.650 5.555 5.583 +0.064 2,688 24,993 +166
Jan04 030811 5.690 5.760 5.690 5.710 +0.061 2,334 21,570 +57
Feb04 030811 5.610 5.685 5.600 5.620 +0.056 1,820 16,785 +582
Mar04 030811 5.470 5.540 5.460 5.490 +0.051 1,670 15,428 -163
Apr04 030811 4.970 5.030 4.967 4.967 +0.013 929 14,146 -397
Total Volume and Open Interest 53,780 342,613 -141
Brent Crude Oil(IPE)
Sep03 030811 29.85 30.05 29.67 29.91 -0.08 43,747 76,203 -12,356
Oct03 030811 29.67 29.73 29.47 29.61 -0.12 46,813 101,668 +12,407
Nov03 030811 29.32 29.40 29.20 29.34 -0.11 14,304 42,444 +4,063
Dec03 030811 28.80 28.98 28.80 28.94 -0.07 6,718 28,406 +885
Jan04 030811 28.29 28.48 28.29 28.48 -0.04 983 11,314 +267
Feb04 030811 28.00 28.02 28.00 28.02 -0.01 800 4,963 +163
Mar04 030811 27.55 27.56 27.54 27.56 +0.01 980 8,100 +670
Apr04 030811 27.12 27.12 27.12 27.12 +0.03 0 5,385 +0
Total Volume and Open Interest 119,284 333,240 +7,436
Gas Oil(IPE)
Aug03 030811 252.50 253.00 250.00 251.00 -0.75 7,897 16,074 -3,657
Sep03 030811 254.00 254.75 252.50 254.00 +0.50 15,899 60,395 -1,948
Oct03 030811 254.25 254.75 252.75 254.50 +1.00 6,791 20,926 +815
Nov03 030811 252.25 253.50 252.00 253.50 +1.50 1,409 10,027 +985
Dec03 030811 250.25 251.75 250.00 251.50 +2.00 2,537 25,543 -186
Jan04 030811 247.00 248.50 247.00 248.50 +3.00 500 5,882 +128
Feb04 030811 244.50 244.50 244.50 244.50 +4.00 200 3,072 +100
Mar04 030811 233.00 238.75 233.00 238.75 +4.75 0 2,418 -60
Total Volume and Open Interest 35,483 160,717 -4,318
US Dollar Index(NYBOT)
Sep03 030811 96.54 96.70 95.82 95.98 -0.59 907 9,483 -202
Dec03 030811 96.97 97.10 96.32 96.37 -0.59 4 2,196 +1
Mar04 030811 96.77 96.77 96.77 96.77 -0.59 0 14 +0
Total Volume and Open Interest 911 11,697 -201
Australian Dollar(CME)
Sep03 030811 65.40 65.75 65.38 65.70 +0.78 1,324 31,777 -157
Dec03 030811 64.88 65.14 64.88 65.14 +0.78 5 512 +1
Mar04 030811 64.58 64.58 64.58 64.58 +0.78 0 388 +0
Total Volume and Open Interest 1,329 32,742 -156
British Pound(CME)
Sep03 030811 159.78 160.68 159.74 160.42 +0.50 7,113 44,115 -334
Dec03 030811 159.50 159.50 159.32 159.32 +0.50 0 948 +0
Mar04 030811 158.22 158.22 158.22 158.22 +0.50 0 1 +0
Total Volume and Open Interest 7,113 45,064 -334
Canadian Dollar(CME)
Sep03 030811 71.80 72.54 71.76 72.37 +0.74 3,300 56,340 -986
Dec03 030811 71.52 72.25 71.48 72.09 +0.74 97 4,040 +27
Mar04 030811 71.40 71.84 71.40 71.84 +0.74 4 1,755 +1
Jun04 030811 71.18 71.59 71.18 71.59 +0.74 0 876 +0
Total Volume and Open Interest 3,401 63,533 -958
Japanese Yen(CME)
Sep03 030811 84.47 84.72 84.30 84.32 +0.27 5,892 101,906 -1,326
Dec03 030811 84.72 84.88 84.56 84.56 +0.27 546 21,006 +486
Mar04 030811 84.83 84.83 84.83 84.83 +0.27 0 32 +0
Total Volume and Open Interest 6,438 122,946 -840
Swiss Franc(CME)
Sep03 030811 73.48 73.88 73.45 73.69 +0.16 9,102 43,644 +156
Dec03 030811 73.70 74.00 73.70 73.84 +0.16 333 752 +327
Mar04 030811 73.98 73.98 73.98 73.98 +0.16 0 5 +0
Total Volume and Open Interest 9,435 44,511 +483
EuroFX(CME)
Sep03 030811 112.82 113.69 112.81 113.49 +0.67 11,999 93,256 -3,941
Dec03 030811 112.75 113.28 112.75 113.21 +0.67 324 2,101 +248
Mar04 030811 112.28 112.97 112.28 112.97 +0.67 50 280 +50
Total Volume and Open Interest 12,373 95,711 -3,643
Mexican Peso(CME)
Sep03 030811 9332.0 9360.0 9240.0 9250.0 -85.0 4,053 35,712 +1,195
Dec03 030811 9220.0 9220.0 9135.0 9135.0 -85.0 21 1,626 +11
Total Volume and Open Interest 4,082 37,811 +1,208
30-Year T-Bonds(CBOT)
Sep03 030811 107~29 107~31 106~18 106~29 -0~24 240,215 498,484 +3,516
Dec03 030811 106~18 106~18 105~06 105~15 -0~24 2,607 40,045 +662
Mar04 030811 104~00 104~04 104~00 104~04 -0~24 2 174 +1
Total Volume and Open Interest 244,343 538,867 +4,179
Municipal Bonds(CBOT)
Sep03 030811 99~08 99~10 99~00 99~02 -0~11 597 1,964 -154
Dec03 030811 97~31 97~31 97~31 97~31 -0~11 0 5 +0
Total Volume and Open Interest 597 1,969 -154
10-Year T-Notes(CBOT)
Sep03 030811 112~240 112~250 111~245 112~025 -0~155 591,305 881,549 -44,905
Dec03 030811 110~225 110~225 110~050 110~135 -0~160 24,349 105,077 +10,463
Total Volume and Open Interest 615,654 986,626 -34,442
5-Year T-Notes(CBOT)
Sep03 030811 112~070 112~080 111~285 112~030 -0~075 217,033 0 +0
Dec03 030811 110~275 110~285 110~190 110~240 -0~090 1,902 28,096 +614
Total Volume and Open Interest 218,935 28,096 +614
2 Year T-Notes(CBOT)
Sep03 030811 107~058 107~058 107~040 107~050 -0~014 11,070 132,930 -2,452
Total Volume and Open Interest 11,070 132,930 -2,452
3-Mth T-Bills(IMM)
Sep03 030811 99.03 99.03 99.03 99.03 unch 0 24 -4
Total Volume and Open Interest 0 24 -4
Eurodollars(CME)
Sep03 030811 98.855 98.865 98.850 98.855 unch 62,385 737,463 -7,201
Dec03 030811 98.735 98.750 98.725 98.740 -0.015 137,043 764,560 -30,138
Mar04 030811 98.530 98.540 98.485 98.505 -0.055 125,684 690,560 -14,015
Jun04 030811 98.190 98.205 98.115 98.145 -0.090 106,251 529,261 -6,581
Sep04 030811 97.805 97.815 97.710 97.725 -0.125 91,691 519,373 -8,303
Dec04 030811 97.395 97.410 97.275 97.290 -0.150 75,107 464,627 -4,106
Mar05 030811 97.025 97.050 96.900 96.920 -0.165 42,539 270,919 -3,421
Jun05 030811 96.680 96.700 96.560 96.575 -0.160 30,511 202,083 -1,514
Sep05 030811 96.360 96.390 96.235 96.260 -0.160 23,137 151,443 -2,662
Dec05 030811 96.070 96.080 95.960 95.970 -0.160 20,057 148,436 +75
Mar06 030811 95.815 95.825 95.700 95.715 -0.160 18,007 135,123 +1,904
Jun06 030811 95.570 95.570 95.440 95.460 -0.160 11,811 123,597 -178
Total Volume and Open Interest 811,938 5,306,380 -71,819
3-Mth Euro-Yen(CME)
Sep03 030811 99.91 99.91 99.91 99.91 unch 5 11,291 -80
Dec03 030811 99.89 99.89 99.89 99.89 unch 0 2,482 -5
Mar04 030811 99.87 99.87 99.87 99.87 unch 0 5,520 -25
Jun04 030811 99.87 99.87 99.87 99.87 unch 10 7,682 -28
Sep04 030811 99.84 99.84 99.84 99.84 unch 0 1,673 -4
Dec04 030811 99.80 99.80 99.80 99.80 -0.01 0 571 +0
Mar05 030811 99.74 99.74 99.74 99.74 -0.01 0 5,204 +0
Jun05 030811 99.73 99.73 99.73 99.73 -0.01 0 418 +0
Sep05 030811 99.68 99.68 99.68 99.68 -0.02 0 5,000 +0
Dec05 030811 99.61 99.61 99.61 99.61 -0.01 0 20 +0
Total Volume and Open Interest 15 42,055 -142
3-Mth Euro-Yen(SIMEX)
Sep03 030811 99.91 99.91 99.91 99.91 unch 13 50,830 -135
Dec03 030811 99.89 99.90 99.89 99.90 unch 1,538 35,660 +1,185
Mar04 030811 99.87 99.87 99.87 99.87 unch 710 47,827 -14
Jun04 030811 99.87 99.87 99.87 99.87 unch 26 44,170 -1,946
Sep04 030811 99.84 99.84 99.84 99.84 unch 541 14,676 -349
Dec04 030811 99.80 99.80 99.80 99.80 -0.01 602 20,797 +109
Mar05 030811 99.75 99.75 99.73 99.74 -0.01 749 10,576 +531
Jun05 030811 99.72 99.72 99.72 99.72 -0.02 88 7,929 +88
Total Volume and Open Interest 4,267 248,838 -531
German Euro-Bund(EUREX)
Sep03 030808 114.99 115.70 114.93 115.67 +0.91 695,179 777,865 -5,465
Dec03 030808 114.02 114.72 113.98 114.72 +0.90 1,846 29,130 +693
Mar04 030808 114.52 114.52 114.52 114.52 +0.91 2,616 0 -3,730
Total Volume and Open Interest 699,641 806,995 -8,502
German Euro-Bobl(EUREX)
Sep03 030808 111.66 112.17 111.63 112.15 +0.67 437,712 597,784 -5,461
Dec03 030808 110.91 111.29 110.91 111.29 +0.68 1,969 16,310 +1,062
Mar04 030808 111.00 111.00 111.00 111.00 +0.67 2,706 0 -2,064
Total Volume and Open Interest 442,387 614,094 -6,463
Long Gilt(LIFFE)
Sep03 030808 119~28 120~21 119~28 120~17 +0~24 27,527 116,167 -669
Dec03 030808 119~21 119~21 119~21 119~21 +0~24      
Total Volume and Open Interest 27,527 116,167 -669
3-Mth Short Sterling(LIFFE)
Sep03 030808 96.48 96.49 96.47 96.48 unch 25,556 0 +0
Dec03 030808 96.32 96.37 96.32 96.35 +0.04 42,712 0 +0
Mar04 030808 96.10 96.17 96.10 96.15 +0.06 40,768 0 +0
Total Volume and Open Interest 179,096    
3-Mth Euribor(LIFFE)
Sep03 030808 97.880 97.885 97.870 97.880 +0.005 51,599 505,061 -4,130
Dec03 030808 97.880 97.895 97.875 97.890 +0.025 76,090 559,035 -1,442
Mar04 030808 97.755 97.790 97.750 97.785 +0.055 114,881 429,910 -6,869
Total Volume and Open Interest 482,324 2,682,594 -15,159
3-Mth Aus T-Bills(SFE)
Sep03 030811 95.23 95.23 95.17 95.18 -0.06 5,144 158,437 -7,962
Dec03 030811 95.26 95.27 95.15 95.18 -0.11 7,564 125,880 -1,451
Mar04 030811 95.21 95.22 95.06 95.11 -0.14 2,375 38,912 -837
Jun04 030811 95.08 95.08 94.93 94.97 -0.15 1,341 23,635 -191
Sep04 030811 94.93 94.93 94.80 94.84 -0.16 770 16,142 -102
Dec04 030811 94.70 94.72 94.70 94.72 -0.17 610 11,737 +150
Mar05 030811 94.61 94.62 94.61 94.62 -0.16 1,030 10,046 +360
Jun05 030811 94.52 94.54 94.50 94.54 -0.15 800 4,191 +510
Sep05 030811 94.47 94.47 94.47 94.47 -0.15 122 1,659 +112
Dec05 030811 94.41 94.41 94.41 94.41 -0.14 22 1,207 +10
Total Volume and Open Interest 19,811 392,695 -9,391
10-Year Aus T-Bonds(SFE)
Sep03 030811 94.56 94.56 94.42 94.47 -0.11 9,031 170,192 +0
Dec03 030811 94.47 94.47 94.47 94.47 -0.11      
Total Volume and Open Interest 9,031 170,192 +128
3-Year Aus T-Bonds(SFE)
Sep03 030811 95.07 95.07 94.89 94.95 -0.14 26,558 347,819 -7,222
Dec03 030811 94.95 94.95 94.95 94.95 -0.14      
Total Volume and Open Interest 26,558 347,819 -7,222
Gold(CMX)
Aug03 030811 359.6 361.7 358.7 361.7 +5.4 151 423 -223
Oct03 030811 358.0 362.5 358.0 362.5 +5.4 649 14,802 +67
Dec03 030811 359.2 363.5 358.9 363.3 +5.4 36,965 129,587 +2,814
Feb04 030811 361.7 364.1 360.5 364.1 +5.4 3,019 14,129 -366
Apr04 030811 362.0 364.9 362.0 364.9 +5.4 165 4,397 +91
Jun04 030811 364.0 365.7 364.0 365.7 +5.5 12 13,192 +9
Total Volume and Open Interest 41,623 204,960 +2,984
Silver(CMX)
Sep03 030811 498.5 501.5 492.5 500.0 +0.8 12,845 64,192 +546
Dec03 030811 500.0 503.5 494.0 501.6 +0.9 4,441 37,094 -1,195
Mar04 030811 502.0 503.0 500.0 503.0 +0.9 13 2,676 +9
May04 030811 504.1 504.1 504.1 504.1 +1.0 0 1,013 +0
Jul04 030811 503.0 505.1 503.0 505.1 +1.0 1 1,857 +0
Total Volume and Open Interest 17,313 110,877 -642
Platinum(NYM)
Oct03 030811 688.0 696.0 688.0 695.4 +14.5 350 8,086 -4
Jan04 030811 682.0 686.4 682.0 686.4 +14.5 9 118 +9
Total Volume and Open Interest 359 8,204 +5
Palladium(NYME)
Sep03 030811 178.00 182.50 176.00 182.40 +3.60 62 2,302 -11
Dec03 030811 179.00 182.50 179.00 182.30 +3.60 10 560 -46
Mar04 030811 183.80 183.80 183.80 183.80 +3.60 0 8 +0
Total Volume and Open Interest 72 2,875 -57
Copper(CMX)
Sep03 030811 79.95 80.70 79.60 80.65 +0.50 14,767 64,826 -3,568
Dec03 030811 80.25 81.00 80.00 81.00 +0.55 1,675 18,228 +236
Mar04 030811 80.20 80.80 80.20 80.75 +0.50 136 4,225 +120
May04 030811 80.75 80.75 80.75 80.75 +0.50 2 1,221 +0
Jul04 030811 80.70 80.75 80.70 80.75 +0.50 2 2,097 +0
Total Volume and Open Interest 16,684 98,212 -3,282
DJIA Index(CBOT)
Sep03 030811 9180 9231 9120 9204 +22 10,581 40,986 +713
Dec03 030811 9150 9185 9148 9170 +22 18 2,742 +5
Mar04 030811 9145 9145 9145 9145 +22 0 25 +0
Jun04 030811 9115 9115 9115 9115 +22      
Total Volume and Open Interest 10,599 43,753 +718
S & P 500(CME)
Sep03 030811 977.00 984.70 973.00 981.30 +3.30 41,121 549,842 -4,677
Dec03 030811 982.00 982.00 971.50 979.50 +3.30 1,121 45,805 +450
Mar04 030811 977.40 977.40 977.40 977.40 +3.40 1 1,633 -1
Jun04 030811 976.40 976.40 976.40 976.40 +3.40 0 281 +0
Total Volume and Open Interest 42,255 597,686 -4,233
S & P 500 E-Mini(Globex)
Sep03 030811 978.00 984.75 972.75 981.25 +3.25 471,856 463,828 -10,043
Dec03 030811 976.00 982.50 972.00 979.50 +3.25 330 2,165 +132
Total Volume and Open Interest 472,186 465,993 -9,911
NASDAQ 100(CME)
Sep03 030811 1210.50 1232.00 1208.00 1222.50 +12.00 10,621 0 -80,924
Dec03 030811 1224.50 1227.50 1224.50 1224.50 +12.00      
Mar04 030811 1227.00 1230.00 1227.00 1227.00 +12.00      
Total Volume and Open Interest 10,621    
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030808 1219.0 1229.0 1204.0 1210.5 -8.5 252,709 301,869 +2,946
Dec03 030808 1227.5 1230.5 1208.5 1212.5 -9.0 33 1,047 -1
Total Volume and Open Interest 252,742 302,916 +2,945
NYSE Composite(NYBOT)
Sep03 030811 521.50 523.50 521.50 523.50 +1.50 0 570 +0
Total Volume and Open Interest 0 570 +0
S & P Midcap 400(CME)
Sep03 030811 484.25 488.25 483.50 487.50 +3.75 339 12,906 -19
Dec03 030811 488.40 488.40 488.40 488.40 +3.75      
Mar04 030811 488.90 488.90 488.90 488.90 +3.75      
Total Volume and Open Interest 339 12,906 -19
Russell 2000(CME)
Sep03 030811 453.75 460.00 452.90 459.85 +5.95 1,144 22,617 -22
Dec03 030811 460.35 460.35 460.35 460.35 +5.95      
Mar04 030811 460.85 460.85 460.85 460.85 +5.95      
Total Volume and Open Interest 1,144 22,617 -22
Value Line(KCBT)
Sep03 030811 1246.00 1253.00 1246.00 1253.00 +8.50 0 32 +0
Total Volume and Open Interest 0 32 +0
Nikkei 225(CME)
Sep03 030808 9340 9390 9325 9365 +30 1,157 27,548 -120
Dec03 030808 9355 9355 9355 9355 +30 3 109 +3
Total Volume and Open Interest 1,160 27,658 -117
Nikkei 225(SIMEX)
Sep03 030811 9355 9505 9330 9485 +155 18,870 125,051 -2,462
Dec03 030811 9450 9450 9450 9450 +155 0 81 +0
Mar04 030811 9445 9445 9445 9445 +155      
Total Volume and Open Interest 18,870 125,132 -2,462
CAC 40(MATIF)
Aug03 030808 3136.0 3194.0 3136.0 3169.0 +34.0 52,547 400,471 +12,152
Sep03 030808 3146.0 3197.5 3143.5 3173.5 +34.0 603 186,142 +131
Oct03 030808 3179.0 3179.0 3179.0 3179.0 +34.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030811 3355.0 3371.0 3317.5 3346.5 +18.5 66,553 282,258 -1,124
Dec03 030811 3371.5 3378.0 3341.0 3364.0 +18.5 152 7,091 -21
Mar04 030811 3366.5 3401.0 3366.5 3382.0 +18.5 60 4,808 +1
Total Volume and Open Interest 66,765 294,157 -1,144
FT-SE 100(LIFFE)
Sep03 030811 4143.50 4166.00 4136.00 4163.50 +35.50 45,659 381,918 +1,676
Dec03 030811 4158.00 4178.00 4153.50 4176.00 +35.50 1,338 27,636 -691
Mar04 030811 4157.00 4170.00 4147.00 4170.00 +38.00 8 4,143 +7
Total Volume and Open Interest 47,005 417,871 +992
SPI 200(SFE)
Sep03 030808 3122.0 3150.0 3122.0 3138.0 +15.0 7,690 170,240 +990
Dec03 030808 3148.0 3150.0 3140.0 3140.0 +15.0 476 6,127 +321
Mar04 030808 3149.0 3149.0 3142.0 3142.0 +15.0 10 2,020 +0
Total Volume and Open Interest 8,297 180,068 +1,390
GSCI(CME)
Aug03 030811 241.20 242.10 241.15 241.40 -1.35 2,401 8,557 -2,422
Sep03 030811 241.75 242.50 241.40 241.50 -1.20 2,393 5,152 +2,345
Oct03 030811 240.50 240.50 240.50 240.50 -0.50 1 1 +1
Total Volume and Open Interest 4,795 13,710 -76
Bridge CRB Index(NYBOT)
Nov03 030811 238.50 239.10 238.50 238.75 +0.90 13 351 +8
Jan04 030811 238.75 238.75 238.75 238.75 +0.90 0 323 +0
Feb04 030811 237.15 237.15 237.15 237.15 +0.90 0 150 +0
Total Volume and Open Interest 39 853 -9
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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!