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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 September 10, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030910 617.00 617.00 612.00 616.50 +1.00 367 1,220 -224
Nov03 030910 599.50 600.00 593.50 596.50 -2.00 40,322 134,307 +471
Jan04 030910 600.50 600.50 595.75 599.00 -0.75 3,993 22,990 +482
Mar04 030910 597.00 597.00 592.00 594.75 -0.50 3,117 20,863 +658
May04 030910 586.00 587.00 583.50 585.25 -2.25 4,239 26,353 +1,440
Jul04 030910 584.50 585.00 582.00 584.00 -1.50 994 6,893 +389
Aug04 030910 577.00 577.00 571.00 571.00 +1.00 68 242 +8
Total Volume and Open Interest 53,297 215,151 +3,270
Soybean Meal(CBOT)
Sep03 030910 205.50 206.00 204.00 205.60 -0.20 2,439 3,708 -967
Oct03 030910 189.30 189.30 187.60 187.90 -1.30 7,147 18,142 -355
Dec03 030910 188.10 188.20 186.10 186.60 -1.50 11,890 79,141 +1,391
Jan04 030910 187.50 187.70 186.10 186.40 -1.20 777 10,336 +142
Mar04 030910 187.00 187.10 185.00 185.30 -1.60 2,024 12,883 +42
May04 030910 184.70 184.70 182.80 183.00 -1.60 2,895 12,485 +72
Jul04 030910 184.50 184.50 182.70 183.00 -1.70 495 6,497 +114
Aug04 030910 180.50 180.50 178.50 178.50 -2.10 148 1,401 -124
Total Volume and Open Interest 28,089 149,283 +430
Soybean Oil(CBOT)
Sep03 030910 20.60 20.79 20.56 20.76 +0.17 1,126 965 -616
Oct03 030910 20.62 20.85 20.60 20.81 +0.22 5,319 27,286 -851
Dec03 030910 20.66 20.86 20.56 20.77 +0.18 8,294 54,519 +550
Jan04 030910 20.65 20.84 20.55 20.71 +0.14 129 10,154 -99
Mar04 030910 20.55 20.75 20.47 20.67 +0.19 918 13,566 +426
May04 030910 20.34 20.55 20.30 20.47 +0.17 2,266 12,221 +507
Jul04 030910 20.25 20.50 20.25 20.37 +0.22 521 7,325 -282
Aug04 030910 20.10 20.40 20.10 20.20 +0.20 36 994 +30
Total Volume and Open Interest 18,834 130,205 -355
Canola(WCE)
Sep03 030910 341.0 341.0 341.0 341.0 +3.0 123 123 +122
Nov03 030910 344.2 349.0 343.7 347.6 +2.4 2,224 36,216 +107
Jan04 030910 349.0 353.0 349.0 352.1 +1.8 20 3,044 -153
Mar04 030910 356.5 356.5 356.0 356.0 +4.0 53 354 -6
May04 030910 360.5 360.5 360.5 360.5 +7.0 0 10 +0
Total Volume and Open Interest 2,470 43,895 +55
Corn(CBOT)
Sep03 030910 234.00 235.75 233.50 235.00 +0.75 4,110 3,357 -2,030
Dec03 030910 241.75 242.75 241.25 242.25 -0.50 36,546 249,337 +1,829
Mar04 030910 248.25 249.50 247.50 249.25 +0.25 4,506 58,903 +689
May04 030910 251.25 252.50 251.00 252.00 -0.25 924 16,335 +246
Jul04 030910 253.25 254.75 253.00 254.00 unch 925 16,356 +336
Sep04 030910 247.25 248.50 247.00 247.00 unch 62 2,803 +42
Total Volume and Open Interest 47,514 357,358 +1,232
Wheat(CBOT)
Sep03 030910 346.00 348.50 344.50 345.00 -2.00 264 376 -30
Dec03 030910 358.50 362.00 357.00 357.75 -0.75 17,757 89,011 -1,808
Mar04 030910 368.50 371.50 366.50 367.25 -1.75 2,668 18,693 +358
May04 030910 354.00 358.00 354.00 354.75 +0.25 186 886 +79
Jul04 030910 329.25 331.50 328.50 330.25 unch 293 2,677 +23
Total Volume and Open Interest 21,169 111,753 -1,378
Wheat(KCBT)
Sep03 030910 347.00 347.00 345.00 345.00 +0.50 16 86 +0
Dec03 030910 357.50 358.50 355.00 357.50 +0.75 4,887 53,312 +0
Mar04 030910 365.00 366.25 363.00 365.50 -0.25 615 9,007 +0
May04 030910 353.00 353.00 353.00 353.00 unch 36 1,184 +0
Jul04 030910 334.00 334.00 332.00 332.75 -1.25 177 1,665 +0
Total Volume and Open Interest 5,731 65,275 +0
Wheat(MGE)
Sep03 030910 354.00 354.00 353.50 353.50 +2.50 5 19 -20
Dec03 030910 360.00 368.00 360.00 366.75 +5.50 2,127 19,696 -149
Mar04 030910 368.00 374.00 368.00 372.25 +3.25 442 4,671 +109
May04 030910 370.00 373.50 370.00 373.50 +2.50 12 194 +1
Jul04 030910 363.00 363.00 363.00 363.00 +1.00 0 135 +0
Total Volume and Open Interest 2,586 24,871 -59
Oats(CBOT)
Sep03 030910 142.00 142.00 142.00 142.00 unch 18 15 -10
Dec03 030910 145.50 146.50 144.50 145.25 -2.00 1,407 5,851 -28
Mar04 030910 151.00 152.50 150.50 150.50 -1.75 70 407 -22
May04 030910 155.50 155.50 155.50 155.50 -2.00 17 42 +3
Total Volume and Open Interest 1,517 6,319 -56
Rough Rice(CBOT)
Sep03 030910 7.21 7.21 7.21 7.21 -0.02 16 120 -20
Nov03 030910 7.21 7.36 7.16 7.28 -0.02 605 5,397 -114
Jan04 030910 7.42 7.54 7.39 7.48 unch 186 1,101 +139
Mar04 030910 7.67 7.68 7.63 7.63 -0.03 24 546 +14
Total Volume and Open Interest 983 7,872 +105
Live Cattle(CME)
Oct03 030910 87.275 87.275 85.900 86.800 -0.225 16,213 47,939 -4,720
Dec03 030910 84.100 84.175 83.100 84.075 unch 11,489 40,129 +566
Feb04 030910 81.950 81.950 80.950 81.700 -0.150 3,462 21,247 +556
Apr04 030910 79.500 79.500 78.850 79.275 -0.150 1,479 13,610 +430
Jun04 030910 74.100 74.100 73.400 73.900 -0.100 546 3,768 +259
Aug04 030910 73.000 73.000 72.500 72.850 -0.150 42 193 +6
Total Volume and Open Interest 33,476 127,256 -2,974
Feeder Cattle(CME)
Sep03 030910 99.250 99.250 98.200 99.000 +0.200 458 2,434 -191
Oct03 030910 96.700 96.700 95.450 96.275 -0.150 2,555 8,644 -543
Nov03 030910 95.400 95.450 94.200 94.925 -0.350 1,348 6,413 +180
Jan04 030910 91.000 91.000 89.800 90.325 -0.700 367 2,721 +95
Mar04 030910 87.600 88.050 87.275 87.700 -1.075 101 541 +58
Apr04 030910 87.250 87.250 86.300 86.750 -0.850 47 340 +31
May04 030910 87.150 87.150 86.400 86.900 -0.900 18 334 +8
Total Volume and Open Interest 4,904 21,438 -352
Lean Hogs(CME)
Oct03 030910 59.600 60.250 58.850 59.225 +0.675 6,990 22,008 -883
Dec03 030910 57.800 58.400 57.200 58.350 +1.175 5,851 17,152 +1,191
Feb04 030910 58.250 58.800 58.100 58.525 +0.325 918 5,091 +89
Apr04 030910 59.900 60.150 59.300 59.850 -0.050 112 1,786 +42
May04 030910 62.750 63.200 62.750 63.200 +0.050 29 397 +0
Jun04 030910 65.150 65.600 65.100 65.400 +0.075 57 811 +10
Jul04 030910 62.300 62.600 62.200 62.300 +0.150 16 289 +7
Aug04 030910 59.850 59.875 59.850 59.875 +0.125 22 129 +13
Total Volume and Open Interest 13,996 47,701 +469
Pork Bellies(CME)
Feb04 030910 88.800 89.400 88.200 88.975 +1.250 650 1,844 -116
Mar04 030910 88.900 88.900 88.900 88.900 +0.400 2 30 +0
May04 030910 89.600 89.600 89.600 89.600 unch 0 17 +0
Jul04 030910 92.400 92.400 92.400 92.400 unch 0 26 +0
Total Volume and Open Interest 652 1,917 -116
BFP Milk Class III(CME)
Sep03 030910 14.06 14.15 14.02 14.15 +0.06 83 6,006 -77
Oct03 030910 13.69 13.78 13.55 13.77 +0.09 104 5,296 +24
Nov03 030910 12.59 12.68 12.50 12.68 +0.09 97 4,020 -15
Dec03 030910 12.05 12.10 12.00 12.10 +0.05 109 3,233 +24
Jan04 030910 11.87 11.95 11.85 11.95 +0.08 71 1,240 +56
Total Volume and Open Interest 637 24,424 +131
Cocoa(NYBOT)
Sep03 030910 1729 1729 1670 1698 -40 28 243 -35
Dec03 030910 1645 1660 1619 1631 -35 3,447 33,323 -324
Mar04 030910 1620 1622 1599 1610 -31 1,317 18,480 -147
May04 030910 1630 1630 1610 1615 -30 433 7,344 +182
Jul04 030910 1638 1638 1611 1622 -28 99 4,185 +14
Sep04 030910 1628 1628 1628 1628 -28 169 5,576 +77
Dec04 030910 1648 1648 1637 1637 -27 51 5,818 -42
Total Volume and Open Interest 5,545 79,531 -275
Coffee "C"(NYBOT)
Sep03 030910 68.00 69.10 68.00 69.10 -0.10 101 175 -62
Dec03 030910 70.25 71.65 69.50 70.75 -0.10 28,327 54,756 +3,381
Mar04 030910 72.50 74.00 71.50 73.25 -0.05 4,894 10,373 +1,107
May04 030910 73.90 75.40 73.30 74.65 unch 776 2,927 +110
Jul04 030910 75.10 76.60 75.10 76.05 unch 542 1,764 +334
Sep04 030910 76.60 78.00 76.60 77.45 unch 148 3,458 +4
Total Volume and Open Interest 35,003 76,236 +4,932
Orange Juice(NYBOT)
Sep03 030910 79.75 82.35 79.75 82.35 +2.25 5 716 -5
Nov03 030910 79.90 80.45 79.45 80.35 +0.65 1,282 18,527 +362
Jan04 030910 81.60 82.20 81.40 82.00 +0.60 244 3,544 +96
Mar04 030910 83.50 84.10 83.30 84.00 +0.50 257 2,266 +182
May04 030910 85.00 85.50 84.50 85.50 +0.50 205 1,952 +168
Total Volume and Open Interest 1,993 27,233 +803
Sugar #11(NYBOT)
Oct03 030910 6.00 6.11 5.98 6.10 +0.14 19,791 77,403 -2,621
Mar04 030910 6.35 6.39 6.31 6.37 +0.12 15,460 64,368 +4,318
May04 030910 6.40 6.42 6.37 6.42 +0.13 734 19,991 +94
Jul04 030910 6.30 6.33 6.28 6.32 +0.10 2,216 18,334 -101
Oct04 030910 6.43 6.46 6.40 6.45 +0.11 714 15,678 +561
Total Volume and Open Interest 39,307 201,285 +2,290
London Cocoa(LCE)
Sep03 030910 1051 1053 1027 1032 -21 2,493 16,497 -2,235
Dec03 030910 1080 1080 1050 1058 -22 1,980 60,145 +8
Mar04 030910 1104 1104 1077 1083 -21 929 29,538 +271
May04 030910 1115 1119 1090 1098 -21 357 18,716 -45
Jul04 030910 1135 1135 1106 1114 -21 458 13,249 +86
Sep04 030910 1137 1137 1117 1121 -21 72 9,981 -42
Dec04 030910 1145 1145 1128 1129 -21 10 7,063 +10
Total Volume and Open Interest 6,364 162,056 -1,887
London Coffee(LCE)
Sep03 030910 765.00 770.00 760.00 768.00 -12.00 112 519 -44
Nov03 030910 793.00 807.00 786.00 796.00 -12.00 7,985 50,863 -858
Jan04 030910 812.00 820.00 800.00 812.00 -10.00 1,593 19,092 +433
Mar04 030910 820.00 830.00 816.00 824.00 -10.00 384 10,755 -31
May04 030910 833.00 840.00 833.00 838.00 -9.00 38 9,624 -31
Jul04 030910 850.00 850.00 850.00 850.00 -10.00 26 2,312 +11
Total Volume and Open Interest 10,442 98,326 -394
London Sugar(LCE)
Oct03 030910 183.90 183.90 180.00 182.30 -0.90 4,570 9,440 -1,396
Dec03 030910 185.00 188.00 185.00 186.80 +0.60 3,046 14,980 +1,574
Mar04 030910 189.10 192.10 189.10 191.80 +1.90 1,067 7,195 +129
May04 030910 191.90 192.50 191.90 192.50 +1.50 170 2,700 +80
Aug04 030910 193.50 194.00 193.50 194.00 +2.90 257 3,074 +27
Total Volume and Open Interest 9,130 40,395 +414
Cotton(NYBOT)
Oct03 030910 58.80 61.00 58.80 60.70 +2.52 254 2,744 -33
Dec03 030910 60.90 62.91 60.90 62.52 +2.61 3,929 42,872 -476
Mar04 030910 64.40 64.95 64.00 64.64 +2.29 524 10,787 +81
May04 030910 65.30 65.80 65.10 65.50 +2.25 52 3,152 +5
Jul04 030910 66.50 66.80 66.15 66.45 +2.25 47 2,461 +27
Oct04 030910 65.60 65.60 65.60 65.60 +1.50 0 119 +0
Total Volume and Open Interest 4,806 62,848 -396
Lumber(CME)
Sep03 030910 352.5 354.0 349.0 353.0 +0.5 394 835 -99
Nov03 030910 332.8 332.8 326.0 328.7 -4.4 658 2,426 +121
Jan04 030910 319.0 319.0 314.1 316.3 -3.6 108 534 +3
Mar04 030910 316.1 320.8 314.9 320.7 +2.8 0 41 +0
Total Volume and Open Interest 1,160 3,860 +25
Crude Oil(NYM)
Oct03 030910 29.01 29.42 28.60 29.35 +0.17 64,555 119,456 -12,660
Nov03 030910 29.05 29.48 28.72 29.43 +0.20 43,877 86,707 +7,372
Dec03 030910 28.80 29.20 28.45 29.13 +0.19 15,908 74,979 -308
Jan04 030910 28.63 28.73 28.50 28.73 +0.17 4,939 29,211 -106
Feb04 030910 28.00 28.38 28.00 28.37 +0.15 2,495 14,040 -45
Mar04 030910 27.95 28.05 27.95 28.03 +0.14 1,018 17,405 -69
Apr04 030910 27.65 27.70 27.65 27.70 +0.13 835 17,020 -165
May04 030910 27.40 27.40 27.37 27.37 +0.11 186 10,001 -80
Jun04 030910 26.85 27.10 26.85 27.05 +0.10 1,350 19,447 +86
Jul04 030910 26.78 26.78 26.77 26.77 +0.10 54 8,667 +18
Total Volume and Open Interest 139,604 515,097 -4,693
Heating Oil(NYM)
Oct03 030910 76.20 77.35 75.40 77.18 +0.41 21,887 43,335 -949
Nov03 030910 77.25 78.60 76.60 78.45 +0.44 7,917 21,638 +1,457
Dec03 030910 78.50 79.60 77.60 79.40 +0.44 4,263 23,743 +5
Jan04 030910 79.30 80.40 78.75 80.05 +0.44 1,063 12,843 +45
Feb04 030910 78.60 79.90 78.20 79.50 +0.49 778 10,623 +351
Mar04 030910 76.60 77.90 76.50 77.45 +0.54 540 11,360 +317
Apr04 030910 74.10 75.60 74.10 75.20 +0.59 408 5,234 +274
May04 030910 71.80 73.30 71.80 72.90 +0.64 20 2,250 +11
Jun04 030910 72.20 72.20 71.50 71.65 +0.64 145 3,340 -12
Jul04 030910 70.15 72.00 70.15 71.25 +0.64 15 1,568 +9
Total Volume and Open Interest 38,209 141,190 +2,483
Unleaded Gas(NYM)
Oct03 030910 88.30 89.00 86.60 87.92 -0.41 22,956 45,500 -2,870
Nov03 030910 82.20 82.80 80.70 82.33 -0.11 10,968 20,434 +2,114
Dec03 030910 79.00 79.25 78.05 79.25 +0.16 1,748 9,453 +399
Jan04 030910 78.40 78.40 78.40 78.40 +0.31 711 5,214 +98
Feb04 030910 78.00 78.55 78.00 78.55 +0.41 21 878 +3
Mar04 030910 79.25 79.25 79.25 79.25 +0.46 73 1,337 +33
Apr04 030910 85.25 85.25 85.25 85.25 +0.56 88 2,288 +33
May04 030910 85.05 85.05 85.05 85.05 +0.56 0 569 +0
Total Volume and Open Interest 36,565 85,954 -190
Natural Gas(NYM)
Oct03 030910 4.750 4.985 4.710 4.968 +0.238 29,867 53,019 -1,752
Nov03 030910 4.985 5.195 4.920 5.178 +0.211 9,784 30,852 +806
Dec03 030910 5.240 5.430 5.200 5.418 +0.196 3,022 27,575 -267
Jan04 030910 5.410 5.580 5.380 5.576 +0.184 1,938 24,508 -164
Feb04 030910 5.340 5.510 5.340 5.508 +0.173 1,028 20,716 +21
Mar04 030910 5.250 5.410 5.240 5.398 +0.161 1,405 18,113 +75
Apr04 030910 4.850 4.950 4.830 4.928 +0.101 442 17,393 -83
May04 030910 4.760 4.840 4.760 4.835 +0.095 271 12,960 +62
Total Volume and Open Interest 52,876 343,196 -1,238
Brent Crude Oil(IPE)
Oct03 030910 27.30 27.56 26.92 27.52 +0.15 35,969 47,244 -10,197
Nov03 030910 27.12 27.38 26.75 27.36 +0.17 29,361 83,524 +1,582
Dec03 030910 26.90 27.18 26.60 27.15 +0.14 17,018 40,532 +3,109
Jan04 030910 26.67 26.90 26.35 26.88 +0.16 3,039 16,959 +1,019
Feb04 030910 26.37 26.59 26.07 26.59 +0.16 1,330 7,907 +302
Mar04 030910 26.05 26.30 26.00 26.30 +0.16 250 7,486 +198
Apr04 030910 25.91 26.01 25.81 26.01 +0.16 0 5,273 +0
May04 030910 25.72 25.72 25.72 25.72 +0.15 0 4,362 +0
Total Volume and Open Interest 89,082 272,365 -4,452
Gas Oil(IPE)
Sep03 030910 232.00 233.00 228.00 230.75 -0.75 9,577 12,412 -2,407
Oct03 030910 232.75 234.50 229.50 233.25 +0.50 11,548 38,777 -1,071
Nov03 030910 234.00 235.25 231.00 234.50 +0.75 4,765 20,362 +561
Dec03 030910 233.00 234.50 230.25 234.00 +1.00 3,068 23,256 -401
Jan04 030910 231.50 233.25 230.25 232.75 +1.25 1,625 10,653 -481
Feb04 030910 229.25 230.50 229.25 230.50 +1.25 1,585 4,377 +594
Mar04 030910 226.00 226.75 226.00 226.75 +1.50 75 3,473 +0
Apr04 030910 221.75 222.25 220.50 222.25 +1.25 25 5,084 +25
Total Volume and Open Interest 33,168 134,661 -2,680
US Dollar Index(NYBOT)
Sep03 030910 96.42 96.82 96.41 96.51 +0.08 2,410 5,110 -1,373
Dec03 030910 96.90 97.25 96.81 96.94 +0.08 2,527 6,922 +1,710
Mar04 030910 97.48 97.48 97.39 97.39 +0.08 3 2,012 +0
Total Volume and Open Interest 4,940 14,056 +337
Australian Dollar(CME)
Sep03 030910 65.75 65.90 65.60 65.70 -0.13 5,139 17,759 -2,881
Dec03 030910 65.14 65.37 65.02 65.10 -0.13 7,162 18,680 +4,953
Mar04 030910 64.50 64.50 64.50 64.50 -0.13 37 402 -14
Total Volume and Open Interest 12,338 36,930 +2,058
British Pound(CME)
Sep03 030910 158.92 159.32 158.92 159.08 +0.14 5,460 26,429 -3,426
Dec03 030910 157.90 158.34 157.74 158.08 +0.14 6,998 18,091 +4,416
Mar04 030910 157.00 157.00 157.00 157.00 +0.12 7 247 +5
Total Volume and Open Interest 12,465 44,767 +995
Canadian Dollar(CME)
Sep03 030910 73.14 73.34 73.06 73.20 +0.08 12,554 37,395 -8,762
Dec03 030910 72.87 73.05 72.75 72.90 +0.08 15,228 37,390 +11,896
Mar04 030910 72.75 72.76 72.55 72.64 +0.08 255 2,329 +70
Jun04 030910 72.25 72.38 72.25 72.38 +0.08 25 950 +15
Total Volume and Open Interest 28,080 78,757 +3,222
Japanese Yen(CME)
Sep03 030910 85.66 85.70 85.30 85.42 -0.19 20,955 60,733 -21,519
Dec03 030910 85.91 85.98 85.55 85.68 -0.19 25,758 110,947 +15,408
Mar04 030910 86.13 86.13 85.94 85.94 -0.19 0 53 +0
Total Volume and Open Interest 46,713 171,788 -6,111
Swiss Franc(CME)
Sep03 030910 72.11 72.34 72.07 72.30 -0.22 6,236 38,587 -4,126
Dec03 030910 72.26 72.56 72.17 72.45 -0.22 8,383 31,131 +4,122
Mar04 030910 72.59 72.59 72.59 72.59 -0.22 1 90 +0
Total Volume and Open Interest 14,620 69,919 -4
EuroFX(CME)
Sep03 030910 111.76 112.20 111.75 112.11 -0.11 15,673 78,366 -6,088
Dec03 030910 111.47 111.93 111.43 111.82 -0.11 19,158 35,922 +11,111
Mar04 030910 111.25 111.62 111.20 111.55 -0.11 218 514 +79
Total Volume and Open Interest 35,065 114,940 +5,102
Mexican Peso(CME)
Sep03 030910 9110.0 9160.0 9090.0 9142.0 +32.0 14,613 21,507 -9,416
Dec03 030910 9005.0 9060.0 8990.0 9040.0 +30.0 21,061 27,900 +2,647
Total Volume and Open Interest 35,683 49,952 -6,761
30-Year T-Bonds(CBOT)
Sep03 030910 108~11 109~13 107~31 109~08 +1~06 27,350 37,221 -14,857
Dec03 030910 106~25 107~31 106~13 107~25 +1~06 262,349 358,367 +6,923
Mar04 030910 105~18 106~18 105~16 106~14 +1~06 1,689 7,010 +1,422
Total Volume and Open Interest 291,413 402,793 -6,487
Municipal Bonds(CBOT)
Sep03 030910 101~02 101~18 100~05 101~17 +0~17 316 907 -163
Dec03 030910 99~23 100~08 99~23 100~06 +0~17 366 937 +130
Total Volume and Open Interest 682 1,844 -33
10-Year T-Notes(CBOT)
Sep03 030910 113~010 113~220 112~240 113~200 +0~265 35,034 92,964 -17,493
Dec03 030910 111~015 111~290 110~285 111~260 +0~270 615,785 738,146 +8,180
Total Volume and Open Interest 650,821 831,388 -9,311
5-Year T-Notes(CBOT)
Sep03 030910 112~170 113~025 112~170 113~025 +0~180 16,563 0 -186,519
Dec03 030910 110~315 111~205 110~315 111~190 +0~200 253,820 0 -572,923
Mar04 030910 110~190 110~190 110~190 110~190 +0~200      
Total Volume and Open Interest 270,383    
2 Year T-Notes(CBOT)
Sep03 030910 107~108 107~121 107~105 107~121 +0~017 5,382 27,947 -2,501
Dec03 030910 107~014 107~037 107~014 107~034 +0~021 11,702 127,306 +4,653
Total Volume and Open Interest 17,084 155,253 +2,152
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030910 98.863 98.865 98.860 98.863 unch 54,316 573,579 -6,679
Dec03 030910 98.805 98.820 98.800 98.815 +0.005 88,835 729,187 -3,938
Mar04 030910 98.675 98.720 98.670 98.710 +0.030 119,820 659,137 -1,225
Jun04 030910 98.375 98.475 98.375 98.460 +0.080 128,717 548,944 +1,850
Sep04 030910 97.990 98.120 97.980 98.105 +0.120 80,671 573,675 +6,979
Dec04 030910 97.520 97.685 97.520 97.660 +0.140 58,108 498,661 +3,137
Mar05 030910 97.060 97.235 97.060 97.220 +0.150 28,588 294,277 -1,329
Jun05 030910 96.645 96.830 96.645 96.805 +0.160 30,728 224,143 +150
Sep05 030910 96.295 96.470 96.295 96.450 +0.160 20,373 155,328 +4,213
Dec05 030910 95.965 96.155 95.965 96.125 +0.165 18,504 141,198 +1,154
Mar06 030910 95.690 95.860 95.690 95.845 +0.160 11,601 127,381 +1,269
Jun06 030910 95.465 95.600 95.460 95.585 +0.170 5,687 122,186 -291
Total Volume and Open Interest 690,328 5,223,969 +11,353
3-Mth Euro-Yen(CME)
Sep03 030910 99.93 99.93 99.92 99.92 unch 5 11,534 -2
Dec03 030910 99.88 99.88 99.88 99.88 +0.01 112 2,972 +61
Mar04 030910 99.83 99.83 99.82 99.83 +0.02 131 7,588 -276
Jun04 030910 99.80 99.80 99.80 99.80 +0.02 275 6,716 +273
Sep04 030910 99.72 99.73 99.72 99.73 +0.03 38 5,153 +125
Dec04 030910 99.61 99.61 99.61 99.61 +0.02 555 2,133 +630
Mar05 030910 99.40 99.41 99.40 99.41 +0.02 16 5,353 +0
Jun05 030910 99.32 99.32 99.32 99.32 unch 0 366 +0
Sep05 030910 99.11 99.11 99.11 99.11 unch 1 5,260 +1
Dec05 030910 99.01 99.01 98.98 98.98 -0.04 0 36 +0
Total Volume and Open Interest 1,133 49,323 +812
3-Mth Euro-Yen(SIMEX)
Dec03 030910 99.87 99.88 99.87 99.88 +0.01 1,597 41,308 +266
Mar04 030910 99.81 99.82 99.81 99.82 unch 5,081 67,333 +531
Jun04 030910 99.78 99.80 99.78 99.79 unch 2,593 55,235 +1,392
Sep04 030910 99.70 99.72 99.70 99.72 +0.01 1,145 24,993 +352
Dec04 030910 99.59 99.62 99.59 99.61 +0.01 993 24,300 +1,083
Mar05 030910 99.41 99.41 99.41 99.41 -0.01 0 14,656 +0
Jun05 030910 99.32 99.32 99.32 99.32 -0.01 2 8,962 -91
Sep05 030910 99.12 99.12 99.11 99.11 -0.02 70 6,663 -179
Total Volume and Open Interest 16,612 311,363 +6,094
German Euro-Bund(EUREX)
Sep03 030908 113.47 113.50 113.27 113.33 +0.02 959,720 50,185 -284,184
Dec03 030910 112.65 113.03 112.50 112.91 +0.46 887,917 760,283 -4,591
Mar04 030910 112.45 112.45 112.45 112.45 +0.45 5,652 0 +0
Total Volume and Open Interest 893,569 760,283 -4,591
German Euro-Bobl(EUREX)
Sep03 030908 111.00 111.20 110.94 111.18 +0.26 474,378 21,297 -225,246
Dec03 030910 110.23 110.42 110.15 110.35 +0.28 509,582 614,281 +11,580
Mar04 030910 109.88 109.88 109.88 109.88 +0.11 753 253 +253
Total Volume and Open Interest 510,335 614,534 +11,833
Long Gilt(LIFFE)
Sep03 030910 117~21 118~02 117~21 118~01 +0~15 1,422 9,967 -390
Dec03 030910 116~28 117~12 116~26 117~08 +0~15 27,020 133,172 -321
Total Volume and Open Interest 28,442 143,139 -711
3-Mth Short Sterling(LIFFE)
Sep03 030910 96.32 96.33 96.31 96.32 unch 12,773 0 +0
Dec03 030910 96.16 96.18 96.15 96.17 +0.02 24,230 0 +0
Mar04 030910 95.95 96.00 95.94 95.97 +0.03 25,694 0 +0
Total Volume and Open Interest 117,901    
3-Mth Euribor(LIFFE)
Sep03 030910 97.850 97.855 97.845 97.850 unch 32,526 478,853 -11,554
Dec03 030910 97.840 97.840 97.820 97.830 unch 102,676 551,475 +2,908
Mar04 030910 97.760 97.770 97.745 97.760 +0.020 110,189 480,398 +741
Total Volume and Open Interest 604,789 2,819,233 +16,354
3-Mth Aus T-Bills(SFE)
Sep03 030910 95.13 95.13 95.12 95.13 unch 11,674 107,993 -1,059
Dec03 030910 95.00 95.01 94.97 95.01 +0.03 23,781 214,904 +9,465
Mar04 030910 94.83 94.85 94.82 94.84 +0.02 10,738 60,244 +5,531
Jun04 030910 94.73 94.73 94.70 94.72 +0.02 1,858 28,115 +294
Sep04 030910 94.63 94.64 94.61 94.63 +0.03 497 19,153 +395
Dec04 030910 94.54 94.55 94.53 94.54 +0.01 483 14,010 +211
Mar05 030910 94.47 94.48 94.46 94.47 +0.02 1,546 15,171 +1,420
Jun05 030910 94.41 94.44 94.41 94.43 +0.04 478 7,430 +58
Sep05 030910 94.40 94.41 94.38 94.41 +0.06 3 1,956 +3
Dec05 030910 94.37 94.37 94.37 94.37 +0.04 0 1,284 +0
Total Volume and Open Interest 51,060 471,287 +16,320
10-Year Aus T-Bonds(SFE)
Sep03 030910 94.49 94.50 94.46 94.49 +0.04 9,809 194,922 -15,382
Dec03 030910 94.44 94.46 94.43 94.44 +0.03 6,396 39,372 +14,358
Total Volume and Open Interest 30,936 235,318 +25,539
3-Year Aus T-Bonds(SFE)
Sep03 030910 94.82 94.83 94.79 94.83 +0.04 83,085 504,562 +56,928
Dec03 030910 94.75 94.75 94.72 94.75 +0.04 48,413 67,784 +49,638
Total Volume and Open Interest 131,498 572,346 +106,566
Gold(CMX)
Oct03 030910 379.5 381.8 379.0 380.1 -1.7 1,313 14,736 -37
Dec03 030910 380.3 382.8 379.8 381.1 -1.7 45,488 200,396 +1,286
Feb04 030910 381.2 383.6 380.9 381.9 -1.7 522 18,126 +323
Apr04 030910 382.7 384.3 382.2 382.7 -1.7 5 5,945 -1
Jun04 030910 384.0 385.5 382.3 383.5 -1.7 619 11,694 -24
Aug04 030910 384.3 384.3 384.3 384.3 -1.7 2 5,436 +0
Total Volume and Open Interest 49,461 283,325 +1,577
Silver(CMX)
Sep03 030910 524.5 528.0 524.0 524.7 unch 121 800 -122
Dec03 030910 523.0 529.0 522.0 526.5 unch 22,628 97,003 +4,507
Mar04 030910 525.0 530.5 525.0 527.4 -0.1 204 3,227 +86
May04 030910 529.0 529.0 528.2 528.2 -0.2 0 1,006 +0
Jul04 030910 527.0 529.0 527.0 529.0 -0.3 0 2,322 +0
Total Volume and Open Interest 23,244 109,498 +4,647
Platinum(NYM)
Oct03 030910 703.0 705.0 698.5 699.0 -10.6 865 8,366 -214
Jan04 030910 696.0 697.0 687.5 687.5 -11.6 236 699 +20
Apr04 030910 677.5 677.5 677.5 677.5 -11.6 0 1 +0
Total Volume and Open Interest 1,101 9,066 -194
Palladium(NYME)
Sep03 030910 226.00 226.00 219.25 219.25 -11.65 64 155 -30
Dec03 030910 225.00 228.00 218.00 220.65 -12.05 456 4,678 +114
Mar04 030910 221.15 221.15 221.15 221.15 -12.05 0 19 +0
Total Volume and Open Interest 520 4,881 +84
Copper(CMX)
Sep03 030910 80.95 81.25 80.35 80.35 -1.00 214 1,841 -187
Dec03 030910 81.85 81.95 80.70 81.00 -1.00 7,667 71,894 +154
Mar04 030910 81.85 82.20 81.15 81.40 -0.90 92 5,104 +47
May04 030910 82.00 82.30 81.50 81.50 -0.95 0 2,728 +0
Jul04 030910 82.10 82.10 81.60 81.60 -0.90 2 2,156 +2
Total Volume and Open Interest 8,081 94,004 +285
DJIA Index(CBOT)
Sep03 030910 9492 9498 9393 9434 -79 10,956 41,103 -85
Dec03 030910 9455 9457 9360 9399 -79 1,026 6,138 +383
Mar04 030910 9420 9420 9360 9360 -93 0 26 +0
Jun04 030910 9330 9330 9330 9330 -93      
Total Volume and Open Interest 11,982 47,267 +298
S & P 500(CME)
Sep03 030910 1019.50 1021.50 1009.30 1013.60 -10.40 108,204 386,365 -52,544
Dec03 030910 1018.00 1019.80 1007.50 1012.00 -10.50 73,868 252,118 +55,868
Mar04 030910 1011.00 1011.00 1006.50 1010.20 -10.50 721 6,706 +704
Jun04 030910 1009.20 1009.20 1009.20 1009.20 -10.50 0 275 +0
Total Volume and Open Interest 182,793 645,598 +4,025
S & P 500 E-Mini(Globex)
Sep03 030910 1023.25 1024.25 1009.25 1013.50 -10.50 621,684 515,453 -8,478
Dec03 030910 1021.75 1022.50 1007.75 1012.00 -10.50 20,519 29,250 +12,621
Total Volume and Open Interest 642,203 544,703 +4,143
NASDAQ 100(CME)
Sep03 030910 1358.50 1363.00 1332.00 1338.00 -33.50 16,896 86,289 +561
Dec03 030910 1362.00 1365.00 1337.00 1341.00 -33.50 4,511 13,995 +3,751
Mar04 030910 1344.00 1344.00 1344.00 1344.00 -33.50 3 31 +3
Total Volume and Open Interest 21,410 100,315 +4,315
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030910 1368.0 1370.0 1332.0 1338.0 -33.5 285,010 336,517 -2,687
Dec03 030910 1369.5 1373.5 1335.5 1341.0 -33.5 2,606 4,144 +1,201
Total Volume and Open Interest 287,616 340,661 -1,486
NYSE Composite(NYBOT)
Sep03 030910 539.00 539.00 537.25 538.50 -4.00 0 687 -10
Total Volume and Open Interest 0 687 -10
S & P Midcap 400(CME)
Sep03 030910 523.50 523.50 514.25 516.25 -9.50 4,030 10,242 -2,068
Dec03 030910 524.00 524.00 514.50 516.25 -9.50 2,499 3,271 +2,506
Mar04 030910 516.05 516.05 516.05 516.05 -9.50      
Total Volume and Open Interest 6,529 13,513 +438
Russell 2000(CME)
Sep03 030910 510.00 510.00 501.50 501.90 -10.35 3,339 20,695 -1,835
Dec03 030910 510.00 510.00 501.50 501.65 -10.35 1,563 2,971 +1,709
Mar04 030910 501.65 501.65 501.65 501.65 -10.35      
Total Volume and Open Interest 4,902 23,666 -126
Value Line(KCBT)
Sep03 030910 1355.00 1355.00 1355.00 1355.00 -24.00 0 19 +0
Total Volume and Open Interest 1 58 +0
Nikkei 225(CME)
Sep03 030910 10800 10820 10730 10740 -140 13,252 31,359 -864
Dec03 030910 10785 10810 10715 10725 -140 12,768 18,506 +11,405
Total Volume and Open Interest 26,020 49,866 +10,541
Nikkei 225(SIMEX)
Sep03 030910 10845 10945 10830 10845 -80 63,159 120,875 -11,774
Dec03 030910 10805 10920 10805 10820 -75 41,028 71,137 +38,816
Mar04 030910 10815 10815 10815 10815 -75      
Total Volume and Open Interest 104,187 192,012 +27,042
CAC 40(MATIF)
Sep03 030910 3378.5 3378.5 3337.0 3337.0 -47.5 75 1,893 +27
Oct03 030910 3342.0 3342.0 3342.0 3342.0 -47.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030910 3585.0 3585.0 3524.0 3543.0 -52.0 104,004 292,360 -2,580
Dec03 030910 3599.0 3599.0 3543.0 3561.0 -52.5 3,354 15,203 +2,058
Mar04 030910 3616.0 3616.0 3564.0 3580.0 -53.0 80 7,765 -4
Total Volume and Open Interest 107,438 315,328 -526
FT-SE 100(LIFFE)
Sep03 030910 4251.00 4263.50 4240.50 4253.00 -19.00 87,260 352,785 -25,961
Dec03 030910 4267.00 4279.00 4260.50 4269.00 -19.00 22,763 89,960 +12,281
Mar04 030910 4263.50 4264.00 4260.50 4264.00 -19.00 2,500 9,372 +1,675
Total Volume and Open Interest 112,523 456,789 -12,005
SPI 200(SFE)
Sep03 030910 3230.0 3230.0 3214.0 3217.0 -23.0 9,580 168,241 -4,078
Dec03 030910 3238.0 3238.0 3222.0 3224.0 -23.0 1,741 22,998 +1,061
Mar04 030910 3239.0 3239.0 3229.0 3229.0 -24.0 28 2,592 +28
Total Volume and Open Interest 11,703 196,247 -2,771
GSCI(CME)
Sep03 030910 235.00 235.00 233.15 234.80 +1.80 2,260 9,106 -2,147
Oct03 030910 232.60 234.60 231.60 234.60 +1.50 2,138 4,513 +2,185
Nov03 030910 234.70 234.70 234.70 234.70 +1.50      
Total Volume and Open Interest 4,398 13,619 +38
Bridge CRB Index(NYBOT)
Nov03 030910 246.00 246.25 245.50 245.50 +0.50 43 652 +18
Jan04 030910 244.90 245.25 244.75 244.75 +0.50 0 333 +0
Feb04 030910 242.50 242.50 242.50 242.50 +0.50 0 150 +0
Total Volume and Open Interest 43 1,135 +18
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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