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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue September 09, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030909 612.00 617.00 607.00 615.50 +10.25 841 1,444 -367
Nov03 030909 593.00 601.00 591.00 598.50 +8.50 25,860 133,836 -661
Jan04 030909 595.00 603.00 593.50 599.75 +7.50 3,622 22,508 -55
Mar04 030909 592.50 599.00 591.00 595.25 +5.00 2,151 20,205 -165
May04 030909 583.50 588.50 583.00 587.50 +6.00 1,156 24,913 +103
Jul04 030909 583.00 588.00 583.00 585.50 +3.75 455 6,504 -87
Aug04 030909 576.00 578.00 570.00 570.00 unch 2 234 +2
Total Volume and Open Interest 34,208 211,881 -1,174
Soybean Meal(CBOT)
Sep03 030909 207.00 207.00 204.00 205.80 unch 3,092 4,675 -1,158
Oct03 030909 188.20 189.70 187.20 189.20 +2.00 5,441 18,497 +259
Dec03 030909 186.00 189.00 185.80 188.10 +2.90 7,973 77,750 -210
Jan04 030909 185.50 188.80 185.30 187.60 +3.00 1,139 10,194 +237
Mar04 030909 184.20 187.80 184.20 186.90 +3.10 606 12,841 -3
May04 030909 182.20 185.30 182.20 184.60 +2.80 1,325 12,413 +275
Jul04 030909 182.50 185.30 182.30 184.70 +2.80 884 6,383 +226
Aug04 030909 179.00 182.00 179.00 180.60 +2.10 26 1,525 +8
Total Volume and Open Interest 21,247 148,853 -1
Soybean Oil(CBOT)
Sep03 030909 20.58 20.63 20.55 20.59 +0.07 1,017 1,581 -362
Oct03 030909 20.70 20.76 20.56 20.59 +0.01 7,284 28,137 -1,027
Dec03 030909 20.73 20.78 20.56 20.59 -0.01 11,393 53,969 -774
Jan04 030909 20.72 20.72 20.57 20.57 -0.01 158 10,253 +119
Mar04 030909 20.70 20.70 20.47 20.48 -0.10 265 13,140 -89
May04 030909 20.52 20.52 20.30 20.30 -0.15 974 11,714 +56
Jul04 030909 20.35 20.40 20.15 20.15 -0.15 80 7,607 +65
Aug04 030909 20.25 20.35 20.00 20.00 -0.21 50 964 +50
Total Volume and Open Interest 21,225 130,560 -1,960
Canola(WCE)
Sep03 030909 338.0 338.0 338.0 338.0 +2.5 5 1 +0
Nov03 030909 342.0 345.5 340.2 345.2 +3.9 2,256 36,109 -750
Jan04 030909 346.3 350.3 345.3 350.3 +4.3 58 3,197 -101
Mar04 030909 352.0 352.0 352.0 352.0 +1.3 37 360 -3
May04 030909 353.5 353.5 353.5 353.5 +1.4 10 10 +0
Total Volume and Open Interest 2,329 43,840 -850
Corn(CBOT)
Sep03 030909 234.50 235.00 233.25 234.25 +1.25 4,019 5,387 -1,508
Dec03 030909 242.00 243.00 240.75 242.75 +2.50 48,131 247,508 -875
Mar04 030909 248.00 249.50 247.25 249.00 +2.25 7,424 58,214 +2,211
May04 030909 251.50 252.50 250.25 252.25 +2.00 2,132 16,089 +114
Jul04 030909 253.25 254.50 252.25 254.00 +2.00 2,185 16,020 +245
Sep04 030909 247.25 248.50 247.00 247.00 +1.00 295 2,761 +173
Total Volume and Open Interest 65,048 356,126 +503
Wheat(CBOT)
Sep03 030909 350.50 350.50 344.50 347.00 -1.50 269 406 -347
Dec03 030909 361.00 362.25 357.25 358.50 -3.25 20,323 90,819 +1,932
Mar04 030909 370.00 371.00 366.75 369.00 -2.50 2,252 18,335 +545
May04 030909 357.00 357.00 354.00 354.50 -2.75 114 807 +5
Jul04 030909 333.00 333.00 328.00 330.25 -2.75 109 2,654 +47
Total Volume and Open Interest 23,073 113,131 +2,185
Wheat(KCBT)
Sep03 030909 347.00 347.50 344.50 344.50 -2.00 16 86 -306
Dec03 030909 358.00 358.25 354.75 356.75 -2.25 4,887 53,312 -443
Mar04 030909 365.50 366.00 362.75 365.75 +0.25 615 9,007 +197
May04 030909 354.00 354.00 353.00 353.00 unch 36 1,184 +1
Jul04 030909 334.00 334.00 332.00 334.00 +1.00 177 1,665 -7
Total Volume and Open Interest 5,731 65,275 -558
Wheat(MGE)
Sep03 030909 351.00 351.00 351.00 351.00 unch 20 39 +6
Dec03 030909 365.00 365.00 361.00 361.25 -2.50 2,818 19,845 -890
Mar04 030909 371.50 371.75 368.50 369.00 -2.50 758 4,562 +163
May04 030909 370.00 371.00 370.00 371.00 -0.50 5 193 +0
Jul04 030909 362.00 362.00 362.00 362.00 unch 50 135 +38
Total Volume and Open Interest 3,652 24,930 -682
Oats(CBOT)
Sep03 030909 138.00 142.00 137.50 142.00 +3.00 37 25 -50
Dec03 030909 142.00 148.75 141.75 147.25 +1.75 1,591 5,879 -119
Mar04 030909 149.25 154.00 149.25 152.25 +1.00 26 429 +11
May04 030909 158.00 158.00 157.00 157.50 -0.50 1 39 +0
Total Volume and Open Interest 1,654 6,375 -158
Rough Rice(CBOT)
Sep03 030909 7.10 7.23 7.10 7.23 +0.03 2 140 -3
Nov03 030909 7.18 7.32 7.16 7.30 +0.08 854 5,511 +105
Jan04 030909 7.38 7.48 7.36 7.48 +0.08 237 962 +174
Mar04 030909 7.55 7.66 7.54 7.66 +0.10 126 532 +96
Total Volume and Open Interest 1,331 7,767 +475
Live Cattle(CME)
Oct03 030909 86.825 87.750 86.650 87.025 +0.700 9,378 52,659 -1,336
Dec03 030909 84.600 84.800 83.500 84.075 -0.075 7,945 39,563 +1,932
Feb04 030909 82.300 82.600 81.400 81.850 -0.125 2,489 20,691 +458
Apr04 030909 79.750 80.000 79.000 79.425 -0.125 1,653 13,180 +199
Jun04 030909 74.050 74.550 73.550 74.000 -0.050 492 3,509 +206
Aug04 030909 73.000 73.300 72.900 73.000 -0.200 44 187 +28
Total Volume and Open Interest 22,173 130,230 +1,436
Feeder Cattle(CME)
Sep03 030909 98.850 99.500 98.600 98.800 +0.425 542 2,625 -112
Oct03 030909 97.200 97.850 96.350 96.425 -0.175 1,712 9,187 -512
Nov03 030909 95.700 96.500 95.200 95.275 -0.100 1,071 6,233 +298
Jan04 030909 91.700 92.150 91.000 91.025 -0.225 439 2,626 +102
Mar04 030909 89.000 89.400 88.400 88.775 -0.125 76 483 +0
Apr04 030909 88.000 88.350 87.600 87.600 -0.375 34 309 +12
May04 030909 87.950 88.000 87.500 87.800 -0.100 77 326 +66
Total Volume and Open Interest 3,952 21,790 -145
Lean Hogs(CME)
Oct03 030909 59.700 60.050 58.400 58.550 -0.275 6,965 22,891 -249
Dec03 030909 57.750 57.850 56.650 57.175 -0.300 5,309 15,961 +1,521
Feb04 030909 58.500 58.650 57.600 58.200 -0.325 1,030 5,002 +287
Apr04 030909 60.050 60.175 59.700 59.900 -0.425 206 1,744 +51
May04 030909 63.000 63.150 62.800 63.150 -0.350 63 397 +18
Jun04 030909 65.500 65.750 65.200 65.325 -0.550 166 801 +83
Jul04 030909 62.500 62.500 62.150 62.150 -0.550 53 282 +34
Aug04 030909 60.000 60.100 59.675 59.750 -0.350 30 116 +21
Total Volume and Open Interest 13,831 47,232 +1,772
Pork Bellies(CME)
Feb04 030909 90.250 90.250 87.650 87.725 -2.425 736 1,960 +197
Mar04 030909 90.000 90.000 88.500 88.500 -0.650 10 30 +0
May04 030909 89.600 89.600 89.600 89.600 unch 1 17 +1
Jul04 030909 92.400 92.400 92.400 92.400 unch 0 26 +0
Total Volume and Open Interest 747 2,033 +198
BFP Milk Class III(CME)
Sep03 030909 14.19 14.19 14.09 14.09 -0.11 180 6,083 +34
Oct03 030909 13.94 13.95 13.67 13.68 -0.26 82 5,272 -7
Nov03 030909 12.75 12.75 12.57 12.59 -0.16 6 4,035 +5
Dec03 030909 12.17 12.22 12.00 12.05 -0.12 16 3,209 +3
Jan04 030909 11.98 12.00 11.83 11.87 -0.13 38 1,184 +2
Total Volume and Open Interest 480 24,293 +101
Cocoa(NYBOT)
Sep03 030909 1773 1773 1738 1738 -28 8 278 -9
Dec03 030909 1696 1700 1655 1666 -30 2,347 33,647 +531
Mar04 030909 1674 1674 1635 1641 -28 498 18,627 -158
May04 030909 1641 1653 1641 1645 -27 556 7,162 +170
Jul04 030909 1646 1650 1646 1650 -27 30 4,171 +0
Sep04 030909 1656 1660 1655 1656 -26 162 5,499 +0
Dec04 030909 1664 1664 1664 1664 -25 62 5,860 -50
Total Volume and Open Interest 3,504 79,806 +484
Coffee "C"(NYBOT)
Sep03 030909 68.50 69.75 67.50 69.20 +0.70 88 237 -51
Dec03 030909 70.00 72.25 68.70 70.85 +0.50 35,044 51,375 +2,167
Mar04 030909 72.10 74.50 71.00 73.30 +0.65 4,248 9,266 +657
May04 030909 73.25 75.65 72.50 74.65 +0.65 956 2,817 +85
Jul04 030909 74.20 77.00 74.20 76.05 +0.65 427 1,430 +176
Sep04 030909 76.80 78.30 76.00 77.45 +0.65 497 3,454 +33
Total Volume and Open Interest 41,419 71,304 +3,100
Orange Juice(NYBOT)
Sep03 030909 81.90 81.90 79.50 80.10 -1.00 127 721 -111
Nov03 030909 79.70 80.10 79.55 79.70 +0.25 978 18,165 +333
Jan04 030909 81.65 81.90 81.35 81.40 +0.05 266 3,448 +162
Mar04 030909 83.50 83.60 83.30 83.50 +0.05 52 2,084 +13
May04 030909 84.95 85.00 84.70 85.00 +0.05 103 1,784 +84
Total Volume and Open Interest 1,526 26,430 +481
Sugar #11(NYBOT)
Oct03 030909 5.96 6.00 5.85 5.96 -0.05 22,083 80,024 -5,401
Mar04 030909 6.22 6.29 6.14 6.25 -0.02 15,871 60,050 +2,774
May04 030909 6.26 6.34 6.21 6.29 -0.02 2,276 19,897 -292
Jul04 030909 6.18 6.22 6.12 6.22 unch 1,684 18,435 +32
Oct04 030909 6.30 6.35 6.30 6.34 +0.02 213 15,117 -36
Total Volume and Open Interest 42,186 198,995 -2,894
London Cocoa(LCE)
Sep03 030909 1074 1081 1052 1053 -21 2,392 18,732 -1,727
Dec03 030909 1100 1107 1079 1080 -21 2,658 60,137 -164
Mar04 030909 1124 1132 1103 1104 -21 277 29,267 -2
May04 030909 1140 1147 1119 1119 -21 299 18,761 +57
Jul04 030909 1155 1156 1135 1135 -20 279 13,163 +103
Sep04 030909 1163 1163 1142 1142 -20 80 10,023 +20
Dec04 030909 1168 1168 1150 1150 -20 0 7,053 +0
Total Volume and Open Interest 6,035 163,943 -1,663
London Coffee(LCE)
Sep03 030909 793.00 793.00 760.00 780.00 -6.00 728 563 -50
Nov03 030909 815.00 816.00 781.00 808.00 -8.00 13,034 51,721 +109
Jan04 030909 827.00 830.00 802.00 822.00 -8.00 3,115 18,659 +493
Mar04 030909 840.00 844.00 815.00 834.00 -8.00 800 10,786 +79
May04 030909 831.00 847.00 831.00 847.00 -8.00 10 9,655 -10
Jul04 030909 844.00 860.00 844.00 860.00 -9.00 0 2,301 +0
Total Volume and Open Interest 17,937 98,720 +627
London Sugar(LCE)
Oct03 030909 183.00 183.80 180.30 183.20 -0.80 5,053 10,836 -1,394
Dec03 030909 187.50 187.50 183.30 186.20 -2.30 2,319 13,406 +761
Mar04 030909 190.00 191.00 187.70 189.90 -1.10 476 7,066 -53
May04 030909 190.50 191.00 189.50 191.00 unch 109 2,620 -35
Aug04 030909 190.80 191.80 190.50 191.10 +0.10 712 3,047 +150
Total Volume and Open Interest 8,680 39,981 -561
Cotton(NYBOT)
Oct03 030909 58.00 58.30 57.25 58.18 +0.53 729 2,777 -243
Dec03 030909 59.69 59.95 59.31 59.91 +0.53 6,734 43,348 -917
Mar04 030909 62.10 62.35 61.85 62.35 +0.55 991 10,706 +271
May04 030909 63.05 63.25 62.80 63.25 +0.50 102 3,147 +41
Jul04 030909 64.05 64.20 63.80 64.20 +0.50 48 2,434 +26
Oct04 030909 64.10 64.10 64.10 64.10 +0.45 9 119 +9
Total Volume and Open Interest 8,622 63,244 -813
Lumber(CME)
Sep03 030909 360.0 360.0 352.0 352.5 -10.3 387 934 -95
Nov03 030909 339.0 340.0 331.1 333.1 -6.1 620 2,305 +58
Jan04 030909 321.5 322.0 316.0 319.9 -2.6 44 531 +6
Mar04 030909 317.9 317.9 317.9 317.9 -5.9 2 41 +0
Total Volume and Open Interest 1,054 3,835 -30
Crude Oil(NYM)
Oct03 030909 29.00 29.25 28.86 29.18 +0.33 89,494 132,116 -11,726
Nov03 030909 29.12 29.28 28.92 29.23 +0.31 57,398 79,335 +4,325
Dec03 030909 28.80 28.96 28.60 28.94 +0.30 17,957 75,287 -493
Jan04 030909 28.45 28.56 28.30 28.56 +0.27 4,007 29,317 -394
Feb04 030909 28.02 28.25 28.00 28.22 +0.26 1,514 14,085 -516
Mar04 030909 27.70 27.89 27.67 27.89 +0.24 930 17,474 +206
Apr04 030909 27.40 27.57 27.40 27.57 +0.23 370 17,185 -107
May04 030909 27.26 27.26 27.26 27.26 +0.22 279 10,081 +71
Jun04 030909 26.82 26.95 26.82 26.95 +0.20 1,229 19,361 -593
Jul04 030909 26.65 26.67 26.65 26.67 +0.19 636 8,649 +0
Total Volume and Open Interest 176,956 519,790 -8,654
Heating Oil(NYM)
Oct03 030909 76.50 76.95 76.00 76.77 +0.91 27,645 44,284 -3,616
Nov03 030909 77.75 78.20 77.50 78.01 +0.79 9,818 20,181 +1,889
Dec03 030909 78.60 79.20 78.40 78.96 +0.79 5,404 23,738 +425
Jan04 030909 79.50 79.90 79.15 79.61 +0.79 2,264 12,798 -88
Feb04 030909 79.00 79.30 78.60 79.01 +0.79 1,503 10,272 +692
Mar04 030909 77.00 77.20 76.60 76.91 +0.79 674 11,043 +204
Apr04 030909 74.65 75.00 74.45 74.61 +0.79 663 4,960 +305
May04 030909 72.50 72.75 72.26 72.26 +0.79 50 2,239 +11
Jun04 030909 71.40 71.45 71.01 71.01 +0.79 150 3,352 +0
Jul04 030909 71.00 71.10 70.61 70.61 +0.79 3 1,559 +3
Total Volume and Open Interest 48,499 138,707 -25
Unleaded Gas(NYM)
Oct03 030909 87.20 88.80 87.10 88.33 +2.00 27,118 48,370 -1,085
Nov03 030909 81.90 82.70 81.50 82.44 +1.42 11,696 18,320 +2,162
Dec03 030909 78.80 79.09 78.65 79.09 +0.94 2,301 9,054 +633
Jan04 030909 77.50 78.09 77.50 78.09 +0.79 864 5,116 +432
Feb04 030909 78.30 78.30 78.00 78.14 +0.74 9 875 +0
Mar04 030909 78.79 78.79 78.79 78.79 +0.74 187 1,304 +95
Apr04 030909 84.69 84.69 84.69 84.69 +0.74 205 2,255 +37
May04 030909 84.49 84.49 84.49 84.49 +0.74 155 569 +0
Total Volume and Open Interest 42,380 86,144 +2,229
Natural Gas(NYM)
Oct03 030909 4.690 4.760 4.665 4.730 +0.069 34,795 54,771 +572
Nov03 030909 4.950 5.000 4.920 4.967 +0.048 10,721 30,046 +780
Dec03 030909 5.210 5.260 5.180 5.222 +0.043 3,783 27,842 +874
Jan04 030909 5.385 5.420 5.355 5.392 +0.038 2,890 24,672 -133
Feb04 030909 5.340 5.365 5.310 5.335 +0.031 1,319 20,695 +390
Mar04 030909 5.240 5.270 5.210 5.237 +0.028 1,413 18,038 +124
Apr04 030909 4.840 4.845 4.810 4.827 +0.038 886 17,476 +412
May04 030909 4.750 4.760 4.730 4.740 +0.036 708 12,898 +2
Total Volume and Open Interest 58,889 344,434 +4,246
Brent Crude Oil(IPE)
Oct03 030909 27.08 27.40 27.06 27.37 +0.20 40,430 57,441 -3,122
Nov03 030909 26.92 27.23 26.88 27.19 +0.22 38,533 81,942 -556
Dec03 030909 26.76 27.05 26.74 27.01 +0.23 18,294 37,423 +3,607
Jan04 030909 26.50 26.72 26.50 26.72 +0.21 1,871 15,940 +185
Feb04 030909 26.26 26.43 26.26 26.43 +0.20 839 7,605 -35
Mar04 030909 26.05 26.14 26.05 26.14 +0.19 364 7,288 -40
Apr04 030909 25.85 25.85 25.85 25.85 +0.16 0 5,273 +0
May04 030909 25.57 25.57 25.57 25.57 +0.14 100 4,362 -200
Total Volume and Open Interest 103,564 276,817 -1,247
Gas Oil(IPE)
Sep03 030909 229.25 232.50 229.00 231.50 -1.50 10,164 14,819 -5,549
Oct03 030909 230.75 233.75 230.50 232.75 -1.75 12,032 39,848 -2,349
Nov03 030909 231.75 234.25 231.50 233.75 -1.00 4,854 19,801 -1,096
Dec03 030909 232.50 233.50 232.50 233.00 -1.50 1,430 23,657 -441
Jan04 030909 231.25 231.75 231.00 231.50 -1.75 634 11,134 +489
Feb04 030909 229.50 229.50 228.75 229.25 -2.00 0 3,783 -1
Mar04 030909 225.50 225.50 225.25 225.25 -1.75 0 3,473 +0
Apr04 030909 220.50 221.00 220.50 221.00 -1.00 0 5,059 +0
Total Volume and Open Interest 30,314 137,341 -8,672
US Dollar Index(NYBOT)
Sep03 030909 97.38 97.38 96.21 96.43 -0.77 3,409 6,483 -2,222
Dec03 030909 97.77 97.83 96.66 96.86 -0.77 5,487 5,212 +1,183
Mar04 030909 97.54 97.54 97.31 97.31 -0.77 2,010 2,012 +1,995
Total Volume and Open Interest 10,906 13,719 +956
Australian Dollar(CME)
Sep03 030909 65.37 66.05 65.35 65.83 +0.85 7,525 20,640 -6,484
Dec03 030909 64.76 65.44 64.75 65.23 +0.85 7,273 13,727 +4,010
Mar04 030909 64.63 64.63 64.63 64.63 +0.85 17 416 +2
Total Volume and Open Interest 14,815 34,872 -2,472
British Pound(CME)
Sep03 030909 158.56 159.30 158.54 158.94 +0.54 5,024 29,855 -3,170
Dec03 030909 157.52 158.28 157.50 157.94 +0.54 4,606 13,675 +3,231
Mar04 030909 156.88 156.88 156.88 156.88 +0.48 241 242 +241
Total Volume and Open Interest 9,871 43,772 +302
Canadian Dollar(CME)
Sep03 030909 72.95 73.36 72.95 73.12 +0.23 10,895 46,157 -5,783
Dec03 030909 72.67 73.08 72.66 72.82 +0.23 10,730 25,494 +11,263
Mar04 030909 72.55 72.72 72.52 72.56 +0.23 227 2,259 +62
Jun04 030909 72.40 72.50 72.30 72.30 +0.23 2 935 +0
Total Volume and Open Interest 21,870 75,535 +5,550
Japanese Yen(CME)
Sep03 030909 85.97 86.09 85.54 85.61 -0.21 37,567 82,252 -31,982
Dec03 030909 86.24 86.40 85.77 85.87 -0.20 37,372 95,539 +30,334
Mar04 030909 86.13 86.13 86.13 86.13 -0.20 3 53 +3
Total Volume and Open Interest 74,942 177,899 -1,645
Swiss Franc(CME)
Sep03 030909 72.14 72.78 72.11 72.52 +0.45 17,012 42,713 -8,372
Dec03 030909 72.32 72.90 72.26 72.67 +0.45 17,923 27,009 +14,387
Mar04 030909 72.81 72.81 72.81 72.81 +0.45 88 90 +86
Total Volume and Open Interest 35,023 69,923 +6,101
EuroFX(CME)
Sep03 030909 111.37 112.40 111.33 112.22 +1.29 18,149 84,454 -7,688
Dec03 030909 111.07 112.10 111.02 111.93 +1.29 18,554 24,811 +10,339
Mar04 030909 111.13 111.80 111.10 111.66 +1.28 199 435 +97
Total Volume and Open Interest 36,912 109,838 +2,758
Mexican Peso(CME)
Sep03 030909 9047.0 9125.0 9030.0 9110.0 +57.0 8,378 30,923 -4,159
Dec03 030909 8942.0 9040.0 8930.0 9010.0 +62.0 16,019 25,253 +10,131
Total Volume and Open Interest 24,397 56,713 +5,972
30-Year T-Bonds(CBOT)
Sep03 030909 107~17 108~07 107~02 108~02 +0~07 18,214 52,078 -9,703
Dec03 030909 106~01 106~27 105~18 106~19 +0~06 240,586 351,444 +9,558
Mar04 030909 104~26 105~13 104~07 105~08 +0~06 1,235 5,588 +1,209
Total Volume and Open Interest 260,040 409,280 +1,069
Municipal Bonds(CBOT)
Sep03 030909 100~21 101~01 100~21 101~00 +0~08 208 1,070 -101
Dec03 030909 99~10 99~23 99~06 99~21 +0~06 47 807 +21
Total Volume and Open Interest 255 1,877 -80
10-Year T-Notes(CBOT)
Sep03 030909 112~115 112~300 112~055 112~255 +0~055 117,953 110,457 -26,789
Dec03 030909 110~165 111~045 110~105 110~310 +0~055 664,497 729,966 +878
Total Volume and Open Interest 782,454 840,699 -25,907
5-Year T-Notes(CBOT)
Sep03 030909 112~130 112~165 112~045 112~165 +0~050 2,519 186,519 -36,116
Dec03 030909 110~225 111~020 110~170 110~310 +0~060 254,282 572,923 +13,295
Mar04 030909 109~310 109~310 109~310 109~310 +0~080 86,373 572,923  
Total Volume and Open Interest 256,801 1,332,365  
2 Year T-Notes(CBOT)
Sep03 030909 107~096 107~104 107~092 107~104 +0~004 17,433 30,448 -9,725
Dec03 030909 107~004 107~013 106~124 107~013 +0~005 15,757 122,653 +5,222
Total Volume and Open Interest 33,190 153,101 -4,503
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030909 98.863 98.865 98.860 98.863 unch 82,607 580,258 -16,017
Dec03 030909 98.800 98.815 98.790 98.810 unch 117,920 733,125 -7,778
Mar04 030909 98.645 98.685 98.635 98.680 +0.020 146,181 660,362 -17,492
Jun04 030909 98.335 98.390 98.315 98.380 +0.045 177,181 547,094 -12,483
Sep04 030909 97.915 97.995 97.890 97.985 +0.060 122,466 566,696 +5,098
Dec04 030909 97.450 97.535 97.410 97.520 +0.055 95,055 495,524 +2,099
Mar05 030909 97.005 97.080 96.960 97.070 +0.045 46,157 295,606 -500
Jun05 030909 96.580 96.655 96.535 96.645 +0.035 35,849 223,993 -1,198
Sep05 030909 96.225 96.295 96.180 96.290 +0.035 23,165 151,115 -640
Dec05 030909 95.895 95.970 95.840 95.960 +0.035 10,571 140,044 -1,814
Mar06 030909 95.620 95.685 95.590 95.685 +0.035 15,009 126,112 -2,675
Jun06 030909 95.350 95.420 95.295 95.415 +0.035 13,734 122,477 +3,014
Total Volume and Open Interest 940,487 5,212,616 -41,513
3-Mth Euro-Yen(CME)
Sep03 030909 99.92 99.92 99.92 99.92 +0.01 21 11,536 -12
Dec03 030909 99.87 99.87 99.87 99.87 -0.01 275 2,911 -23
Mar04 030909 99.81 99.81 99.81 99.81 -0.02 1 7,864 -298
Jun04 030909 99.78 99.78 99.78 99.78 -0.01 139 6,443 -607
Sep04 030909 99.70 99.70 99.70 99.70 unch 64 5,028 +41
Dec04 030909 99.60 99.60 99.59 99.59 -0.02 70 1,503 -303
Mar05 030909 99.41 99.41 99.39 99.39 -0.05 0 5,353 -350
Jun05 030909 99.32 99.32 99.32 99.32 -0.06 0 366 +0
Sep05 030909 99.11 99.11 99.11 99.11 -0.07 0 5,259 +0
Dec05 030909 99.02 99.02 99.02 99.02 -0.05 0 36 +0
Total Volume and Open Interest 570 48,511 -1,552
3-Mth Euro-Yen(SIMEX)
Dec03 030909 99.87 99.87 99.87 99.87 -0.01 3,022 41,042 -252
Mar04 030909 99.82 99.82 99.81 99.82 unch 1,849 66,802 -996
Jun04 030909 99.79 99.79 99.77 99.79 unch 3,466 53,843 -848
Sep04 030909 99.72 99.72 99.70 99.71 -0.02 1,414 24,641 -90
Dec04 030909 99.60 99.61 99.59 99.60 -0.03 516 23,217 -287
Mar05 030909 99.42 99.42 99.42 99.42 -0.03 1,615 14,656 +1,180
Jun05 030909 99.33 99.33 99.33 99.33 -0.04 44 9,053 -86
Sep05 030909 99.15 99.16 99.13 99.13 -0.05 72 6,842 +61
Total Volume and Open Interest 13,781 305,269 -826
German Euro-Bund(EUREX)
Sep03 030908 113.47 113.50 113.27 113.33 +0.02 959,720 50,185 -284,184
Dec03 030909 112.35 112.78 112.29 112.45 -0.36 800,637 764,874 +48,411
Mar04 030909 112.00 112.00 112.00 112.00 -0.36 3,262 0 +0
Total Volume and Open Interest 875,590 764,874 -1,774
German Euro-Bobl(EUREX)
Sep03 030908 111.00 111.20 110.94 111.18 +0.26 474,378 21,297 -225,246
Dec03 030909 109.88 110.25 109.86 110.07 -0.13 525,622 602,701 +19,933
Mar04 030909 109.77 109.77 109.77 109.77 -0.27 1,240 0 +0
Total Volume and Open Interest 620,562 602,701 -1,364
Long Gilt(LIFFE)
Sep03 030909 117~24 117~30 117~18 117~18 -0~17 8,711 10,357 -4,107
Dec03 030909 116~30 117~05 116~22 116~25 -0~17 22,797 133,493 +1,173
Total Volume and Open Interest 31,508 143,850 -2,934
3-Mth Short Sterling(LIFFE)
Sep03 030909 96.30 96.32 96.30 96.32 unch 21,662 0 +0
Dec03 030909 96.16 96.17 96.13 96.15 -0.02 33,829 0 +0
Mar04 030909 95.95 95.96 95.91 95.94 -0.04 43,161 0 +0
Total Volume and Open Interest 148,362    
3-Mth Euribor(LIFFE)
Sep03 030909 97.820 97.855 97.820 97.850 unch 26,707 490,407 -2,664
Dec03 030909 97.795 97.840 97.795 97.830 unch 86,174 548,567 -1,865
Mar04 030909 97.725 97.760 97.710 97.740 -0.015 123,627 479,657 -3,006
Total Volume and Open Interest 589,611 2,802,879 +1,995
3-Mth Aus T-Bills(SFE)
Sep03 030909 95.13 95.13 95.12 95.13 -0.02 7,355 109,052 -16,965
Dec03 030909 94.98 94.99 94.94 94.98 -0.04 17,751 205,439 +6,933
Mar04 030909 94.83 94.85 94.80 94.82 -0.06 8,136 54,713 +5,247
Jun04 030909 94.74 94.74 94.68 94.70 -0.07 2,337 27,821 +882
Sep04 030909 94.65 94.65 94.60 94.60 -0.08 2,015 18,758 +781
Dec04 030909 94.57 94.57 94.51 94.53 -0.07 701 13,799 -22
Mar05 030909 94.49 94.49 94.43 94.45 -0.07 640 13,751 +537
Jun05 030909 94.42 94.42 94.38 94.39 -0.09 1,480 7,372 +885
Sep05 030909 94.34 94.35 94.34 94.35 -0.09 355 1,953 +164
Dec05 030909 94.33 94.33 94.33 94.33 -0.08 231 1,284 +183
Total Volume and Open Interest 41,231 454,967 -1,225
10-Year Aus T-Bonds(SFE)
Sep03 030909 94.46 94.47 94.43 94.45 -0.01 9,097 210,304 +9,423
Dec03 030909 94.42 94.44 94.39 94.41 -0.02 4,564 25,014 +16,116
Total Volume and Open Interest 37,581 209,779 +30,061
3-Year Aus T-Bonds(SFE)
Sep03 030909 94.81 94.82 94.76 94.79 -0.06 61,031 447,634 +33,981
Dec03 030909 94.74 94.75 94.69 94.71 -0.07 3,489 18,146 +2,648
Total Volume and Open Interest 64,520 465,780 +36,629
Gold(CMX)
Oct03 030909 381.4 384.0 380.5 381.8 +6.6 779 14,773 -151
Dec03 030909 382.4 384.8 381.4 382.8 +6.6 30,122 199,110 -2,394
Feb04 030909 383.6 385.0 382.2 383.6 +6.6 1,418 17,803 -12
Apr04 030909 386.5 386.5 383.2 384.4 +6.6 88 5,946 -30
Jun04 030909 383.5 387.0 383.5 385.2 +6.6 294 11,718 -38
Aug04 030909 386.5 386.5 386.0 386.0 +6.6 50 5,436 +0
Total Volume and Open Interest 32,771 281,748 -2,478
Silver(CMX)
Sep03 030909 521.5 530.0 521.5 524.7 +15.8 81 922 -1
Dec03 030909 521.5 530.5 521.0 526.5 +15.8 5,954 92,496 -216
Mar04 030909 526.5 531.0 521.0 527.5 +15.7 22 3,141 +10
May04 030909 528.4 528.4 528.4 528.4 +15.6 1 1,006 -1
Jul04 030909 529.3 529.3 529.3 529.3 +15.5 34 2,322 +1
Total Volume and Open Interest 6,094 104,851 -207
Platinum(NYM)
Oct03 030909 713.2 718.0 708.5 709.6 +1.3 465 8,580 -225
Jan04 030909 703.0 708.0 699.1 699.1 +0.8 154 679 +117
Apr04 030909 689.1 689.1 689.1 689.1 +0.8 0 1 +0
Total Volume and Open Interest 619 9,260 -108
Palladium(NYME)
Sep03 030909 232.00 234.00 230.90 230.90 -0.05 51 185 -210
Dec03 030909 234.00 236.00 230.50 232.70 +0.15 621 4,564 +196
Mar04 030909 233.20 233.20 233.20 233.20 +0.15 10 19 +0
Total Volume and Open Interest 675 4,797 -11
Copper(CMX)
Sep03 030909 82.15 82.15 81.15 81.35 -1.05 171 2,028 -294
Dec03 030909 82.90 82.95 81.70 82.00 -1.05 3,799 71,740 -226
Mar04 030909 83.00 83.00 82.10 82.30 -0.95 189 5,057 +106
May04 030909 82.45 82.45 82.45 82.45 -0.90 11 2,728 +5
Jul04 030909 82.50 82.50 82.50 82.50 -0.90 12 2,154 -3
Total Volume and Open Interest 4,390 93,719 -371
DJIA Index(CBOT)
Sep03 030909 9570 9570 9485 9513 -66 13,675 41,188 -1,115
Dec03 030909 9530 9530 9445 9478 -66 1,776 5,755 +629
Mar04 030909 9453 9453 9453 9453 -66 0 26 +0
Jun04 030909 9423 9423 9423 9423 -66      
Total Volume and Open Interest 15,451 46,969 -486
S & P 500(CME)
Sep03 030909 1027.70 1028.30 1020.80 1024.00 -6.60 68,568 438,909 -20,335
Dec03 030909 1026.30 1026.50 1019.50 1022.50 -6.60 27,574 196,250 +21,969
Mar04 030909 1020.70 1020.70 1020.70 1020.70 -6.60 2,382 6,002 +2,310
Jun04 030909 1019.70 1019.70 1019.70 1019.70 -6.70 14 275 -4
Total Volume and Open Interest 98,547 641,573 +3,939
S & P 500 E-Mini(Globex)
Sep03 030909 1031.00 1034.75 1020.50 1024.00 -6.50 671,760 523,931 +8,827
Dec03 030909 1029.00 1032.75 1019.00 1022.50 -6.50 10,228 16,629 +5,616
Total Volume and Open Interest 681,988 540,560 +14,443
NASDAQ 100(CME)
Sep03 030909 1380.50 1383.00 1364.50 1371.50 -16.50 16,030 85,728 -1,749
Dec03 030909 1381.00 1384.00 1370.00 1374.50 -16.50 3,048 10,244 +3,258
Mar04 030909 1384.00 1384.00 1371.00 1377.50 -16.50 28 28 +28
Total Volume and Open Interest 19,106 96,000 +1,537
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030909 1389.0 1393.5 1364.5 1371.5 -16.5 295,736 339,204 +8,724
Dec03 030909 1391.0 1394.0 1367.5 1374.5 -16.5 2,138 2,943 +973
Total Volume and Open Interest 297,874 342,147 +9,697
NYSE Composite(NYBOT)
Sep03 030909 542.50 542.50 542.50 542.50 -3.50 20 697 +10
Total Volume and Open Interest 20 697 +10
S & P Midcap 400(CME)
Sep03 030909 528.25 528.50 524.75 525.75 -3.25 1,318 12,310 -498
Dec03 030909 527.75 527.75 525.25 525.75 -3.25 508 765 +506
Mar04 030909 525.55 525.55 525.55 525.55 -3.25      
Total Volume and Open Interest 1,826 13,075 +8
Russell 2000(CME)
Sep03 030909 515.50 516.50 511.50 512.25 -3.75 1,887 22,530 -25
Dec03 030909 516.00 516.00 511.50 512.00 -3.70 346 1,262 +174
Mar04 030909 512.00 512.00 512.00 512.00 -4.05      
Total Volume and Open Interest 2,233 23,792 +149
Value Line(KCBT)
Sep03 030909 1379.00 1379.00 1379.00 1379.00 -10.00 6 19 +0
Total Volume and Open Interest 1 58 +0
Nikkei 225(CME)
Sep03 030909 10895 10900 10850 10880 +165 6,243 32,223 +607
Dec03 030909 10895 10900 10850 10865 +165 4,244 7,101 +3,126
Total Volume and Open Interest 10,487 39,325 +3,733
Nikkei 225(SIMEX)
Sep03 030909 10720 10945 10720 10925 +265 33,350 132,649 -4,104
Dec03 030909 10700 10915 10700 10895 +265 13,151 32,321 +12,653
Mar04 030909 10890 10890 10890 10890 +265      
Total Volume and Open Interest 46,501 164,970 +8,549
CAC 40(MATIF)
Sep03 030909 3413.0 3415.0 3384.5 3384.5 -35.0 27 1,866 +91
Oct03 030909 3389.5 3389.5 3389.5 3389.5 -34.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030909 3672.0 3672.0 3585.0 3595.0 -53.0 74,003 294,940 +1,145
Dec03 030909 3691.0 3691.0 3605.0 3613.5 -53.0 1,005 13,145 +500
Mar04 030909 3686.5 3689.5 3633.0 3633.0 -53.0 135 7,769 -117
Total Volume and Open Interest 75,143 315,854 +1,528
FT-SE 100(LIFFE)
Sep03 030909 4292.00 4295.00 4253.00 4272.00 -23.00 67,577 378,746 -1,857
Dec03 030909 4310.00 4310.00 4271.00 4288.00 -23.00 16,308 77,679 +9,349
Mar04 030909 4273.50 4283.50 4273.50 4283.00 -24.00 0 7,697 +0
Total Volume and Open Interest 83,885 468,794 +7,492
SPI 200(SFE)
Sep03 030909 3239.0 3247.0 3231.0 3240.0 +10.0 14,086 172,319 +641
Dec03 030909 3247.0 3253.0 3240.0 3247.0 +10.0 4,224 21,937 +4,131
Mar04 030909 3253.0 3253.0 3253.0 3253.0 +9.0 0 2,564 +0
Total Volume and Open Interest 18,313 199,018 +4,775
GSCI(CME)
Sep03 030909 231.60 233.00 231.60 233.00 +1.50 2,300 11,253 -2,081
Oct03 030909 232.40 233.50 232.30 233.10 +1.30 2,355 2,328 +2,090
Nov03 030909 233.20 233.20 233.20 233.20 +1.70      
Total Volume and Open Interest 4,655 13,581 +9
Bridge CRB Index(NYBOT)
Nov03 030909 245.00 246.00 244.75 245.00 +0.25 49 634 +28
Jan04 030909 244.25 244.25 244.25 244.25 +0.25 5 333 +3
Feb04 030909 242.00 242.00 242.00 242.00 +0.25 0 150 +0
Total Volume and Open Interest 54 1,117 +31
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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