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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 Thu September 11, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030911 649.00 649.00 635.00 637.50 +21.00 350 1,005 -215
Nov03 030911 629.00 630.00 614.00 615.75 +19.25 31,261 133,049 -1,258
Jan04 030911 626.00 629.00 615.75 616.75 +17.75 3,181 22,901 -89
Mar04 030911 626.00 627.00 610.00 610.75 +16.00 2,850 20,831 -32
May04 030911 600.00 605.00 597.50 599.00 +13.75 2,944 27,102 +749
Jul04 030911 601.00 603.00 594.50 595.25 +11.25 1,254 6,872 -21
Aug04 030911 587.00 589.00 580.00 580.00 +9.00 17 254 +12
Total Volume and Open Interest 42,360 214,467 -684
Soybean Meal(CBOT)
Sep03 030911 217.00 217.00 204.50 206.00 +0.40 2,245 2,731 -977
Oct03 030911 197.00 197.50 191.40 192.20 +4.30 6,994 18,810 +668
Dec03 030911 195.50 196.00 189.60 190.40 +3.80 9,123 78,642 -499
Jan04 030911 195.50 195.50 189.20 190.00 +3.60 656 10,572 +236
Mar04 030911 193.00 194.40 187.70 188.20 +2.90 1,735 13,095 +212
May04 030911 190.00 190.00 184.70 185.10 +2.10 1,911 12,671 +186
Jul04 030911 189.00 189.50 183.80 184.50 +1.50 645 6,606 +109
Aug04 030911 183.00 183.00 180.00 180.00 +1.50 171 1,406 +5
Total Volume and Open Interest 23,769 149,281 -2
Soybean Oil(CBOT)
Sep03 030911 21.50 21.73 21.50 21.73 +0.97 648 567 -398
Oct03 030911 21.40 21.76 21.40 21.73 +0.92 6,009 27,162 -124
Dec03 030911 21.65 21.78 21.52 21.73 +0.96 9,292 54,474 -45
Jan04 030911 21.55 21.65 21.51 21.65 +0.94 615 10,510 +356
Mar04 030911 21.55 21.60 21.35 21.58 +0.91 994 13,950 +384
May04 030911 21.30 21.31 21.05 21.28 +0.81 1,853 12,895 +674
Jul04 030911 21.00 21.16 20.99 21.02 +0.65 789 7,161 -164
Aug04 030911 20.90 20.90 20.80 20.90 +0.70 29 1,000 +6
Total Volume and Open Interest 21,057 130,917 +712
Canola(WCE)
Sep03 030911 349.6 349.6 349.6 349.6 +8.6 0 123 +0
Nov03 030911 355.0 360.0 354.0 354.1 +6.5 2,401 37,017 +801
Jan04 030911 361.7 364.0 359.5 359.5 +7.4 82 3,091 +47
Mar04 030911 367.8 367.8 363.8 363.8 +7.8 5 359 +5
May04 030911 367.5 367.5 367.5 367.5 +7.0 0 10 +0
Total Volume and Open Interest 2,848 44,963 +1,068
Corn(CBOT)
Sep03 030911 235.50 235.50 225.00 227.50 -7.50 3,176 1,443 -1,914
Dec03 030911 242.00 242.00 232.50 233.00 -9.25 42,841 248,811 -526
Mar04 030911 248.75 249.00 240.25 240.50 -8.75 9,882 61,273 +2,370
May04 030911 251.00 251.50 241.00 244.00 -8.00 1,468 16,638 +303
Jul04 030911 253.25 253.50 246.25 246.50 -7.50 1,494 16,465 +109
Sep04 030911 247.00 247.00 242.50 242.50 -4.50 26 2,816 +13
Total Volume and Open Interest 59,671 357,913 +555
Wheat(CBOT)
Sep03 030911 346.50 346.50 339.00 340.00 -5.00 187 236 -140
Dec03 030911 358.50 359.50 350.50 351.75 -6.00 14,666 89,869 +858
Mar04 030911 368.50 369.00 360.50 361.50 -5.75 1,851 18,580 -113
May04 030911 354.50 354.50 349.00 351.25 -3.50 46 913 +27
Jul04 030911 330.00 330.00 327.00 328.50 -1.75 206 2,692 +15
Total Volume and Open Interest 16,956 112,400 +647
Wheat(KCBT)
Sep03 030911 346.00 346.50 340.50 340.50 -4.50 25 57 -29
Dec03 030911 358.50 359.00 349.00 351.75 -5.75 4,317 52,141 -1,171
Mar04 030911 367.00 367.00 358.50 361.00 -4.50 507 9,371 +364
May04 030911 354.00 354.00 347.50 349.50 -3.50 24 1,188 +4
Jul04 030911 332.00 333.50 329.75 331.50 -1.25 163 1,754 +89
Total Volume and Open Interest 5,037 64,533 -742
Wheat(MGE)
Sep03 030911 358.00 358.00 349.50 349.50 -4.00 3 19 +0
Dec03 030911 366.00 366.50 358.00 358.00 -8.75 2,966 20,000 +304
Mar04 030911 370.25 370.50 365.00 365.25 -7.00 509 4,815 +144
May04 030911 370.00 370.00 368.25 368.25 -5.25 104 253 +59
Jul04 030911 360.50 360.50 360.50 360.50 -2.50 0 135 +0
Total Volume and Open Interest 3,583 25,378 +507
Oats(CBOT)
Sep03 030911 137.50 137.75 136.00 136.00 -6.00 0 7 -8
Dec03 030911 147.50 147.50 139.00 139.25 -6.00 721 5,698 -153
Mar04 030911 152.00 152.00 145.25 145.50 -5.00 56 417 +10
May04 030911 153.00 153.00 150.00 150.00 -5.50 0 42 +0
Total Volume and Open Interest 777 6,168 -151
Rough Rice(CBOT)
Sep03 030911 7.10 7.15 6.99 6.99 -0.22 0 118 -2
Nov03 030911 7.20 7.25 7.13 7.14 -0.14 426 5,466 +69
Jan04 030911 7.35 7.40 7.33 7.33 -0.15 102 1,177 +76
Mar04 030911 7.56 7.56 7.52 7.52 -0.11 58 572 +26
Total Volume and Open Interest 676 8,110 +238
Live Cattle(CME)
Oct03 030911 86.950 88.300 86.950 88.075 +1.275 13,900 45,969 -1,970
Dec03 030911 84.125 85.300 84.050 85.200 +1.125 10,265 41,453 +1,324
Feb04 030911 81.750 82.950 81.700 82.925 +1.225 3,169 21,134 -113
Apr04 030911 79.275 80.000 79.275 79.975 +0.700 736 13,656 +46
Jun04 030911 73.900 74.400 73.900 74.350 +0.450 627 4,094 +326
Aug04 030911 72.850 73.500 72.850 73.400 +0.550 104 277 +84
Total Volume and Open Interest 28,912 126,918 -338
Feeder Cattle(CME)
Sep03 030911 99.000 100.400 98.950 100.375 +1.375 509 2,336 -98
Oct03 030911 96.350 97.775 96.325 97.775 +1.500 1,918 8,556 -88
Nov03 030911 95.000 96.425 94.950 96.350 +1.425 1,107 6,644 +231
Jan04 030911 90.400 91.450 90.350 91.350 +1.025 598 2,814 +93
Mar04 030911 87.950 88.850 87.850 88.500 +0.800 85 543 +2
Apr04 030911 86.900 87.800 86.900 87.550 +0.800 35 335 -5
May04 030911 86.900 87.850 86.750 87.800 +0.900 60 318 -16
Total Volume and Open Interest 4,355 21,596 +158
Lean Hogs(CME)
Oct03 030911 59.600 61.200 59.150 60.375 +1.150 5,847 21,763 -245
Dec03 030911 58.500 59.500 57.900 59.050 +0.700 5,205 18,949 +1,797
Feb04 030911 58.600 59.500 58.550 59.425 +0.900 845 5,456 +365
Apr04 030911 60.050 60.250 59.750 60.250 +0.400 227 1,863 +77
May04 030911 63.200 63.500 63.200 63.450 +0.250 21 410 +13
Jun04 030911 65.175 65.650 65.175 65.650 +0.250 67 838 +27
Jul04 030911 62.350 62.800 62.350 62.525 +0.225 30 302 +13
Aug04 030911 59.900 59.975 59.900 59.975 +0.100 13 138 +9
Total Volume and Open Interest 12,260 49,757 +2,056
Pork Bellies(CME)
Feb04 030911 89.200 90.800 88.900 90.200 +1.225 425 1,933 +89
Mar04 030911 89.050 90.025 89.050 89.850 +0.950 7 36 +6
May04 030911 89.600 89.600 89.600 89.600 unch 0 17 +0
Jul04 030911 93.250 93.600 93.250 93.600 +1.200 0 26 +0
Total Volume and Open Interest 432 2,012 +95
BFP Milk Class III(CME)
Sep03 030911 14.20 14.21 14.19 14.20 +0.05 96 6,033 +27
Oct03 030911 13.77 13.99 13.76 13.92 +0.15 196 5,346 +50
Nov03 030911 12.68 12.84 12.68 12.82 +0.14 119 4,105 +85
Dec03 030911 12.15 12.24 12.15 12.20 +0.10 111 3,280 +47
Jan04 030911 11.95 11.99 11.95 11.99 +0.04 31 1,242 +2
Total Volume and Open Interest 1,023 24,872 +448
Cocoa(NYBOT)
Sep03 030911 1680 1680 1588 1588 -110 53 179 -64
Dec03 030911 1608 1617 1522 1528 -103 4,206 33,121 -202
Mar04 030911 1587 1597 1510 1512 -98 1,914 18,721 +241
May04 030911 1595 1595 1516 1516 -99 215 7,286 -58
Jul04 030911 1588 1596 1524 1524 -98 24 4,185 +0
Sep04 030911 1590 1590 1527 1532 -96 0 5,576 +0
Dec04 030911 1601 1601 1540 1540 -97 287 5,869 +51
Total Volume and Open Interest 6,990 79,499 -32
Coffee "C"(NYBOT)
Sep03 030911 69.00 70.50 68.50 70.35 +1.25 14 114 -61
Dec03 030911 70.75 72.80 70.30 72.05 +1.30 17,271 53,368 -1,388
Mar04 030911 73.00 75.00 72.75 74.40 +1.15 2,835 10,767 +394
May04 030911 74.50 76.50 74.40 75.80 +1.15 620 3,022 +95
Jul04 030911 76.00 77.60 75.75 77.15 +1.10 134 1,777 +13
Sep04 030911 77.00 78.75 77.00 78.55 +1.10 150 3,459 +1
Total Volume and Open Interest 21,079 75,339 -897
Orange Juice(NYBOT)
Nov03 030911 81.10 81.45 79.50 80.40 +0.05 1,781 18,742 +215
Jan04 030911 82.90 83.00 81.60 82.20 +0.20 485 3,697 +153
Mar04 030911 84.65 84.70 83.70 84.20 +0.20 116 2,322 +56
May04 030911 86.00 86.00 85.70 85.70 +0.20 97 2,035 +83
Jul04 030911 87.50 87.50 87.20 87.20 +0.20 0 202 +0
Total Volume and Open Interest 2,755 27,690 +457
Sugar #11(NYBOT)
Oct03 030911 6.14 6.18 5.99 6.00 -0.10 16,790 73,896 -3,507
Mar04 030911 6.43 6.45 6.26 6.28 -0.09 10,647 67,845 +3,477
May04 030911 6.46 6.47 6.23 6.33 -0.09 554 20,138 +147
Jul04 030911 6.38 6.38 6.22 6.24 -0.08 569 18,735 +401
Oct04 030911 6.47 6.49 6.36 6.38 -0.07 132 15,646 -32
Total Volume and Open Interest 28,706 201,771 +486
London Cocoa(LCE)
Sep03 030911 1030 1030 972 972 -60 13,047 3,587 -12,910
Dec03 030911 1055 1058 989 997 -61 18,431 74,632 +14,487
Mar04 030911 1077 1077 1017 1023 -60 1,582 29,557 +19
May04 030911 1090 1090 1032 1038 -60 186 18,785 +69
Jul04 030911 1106 1106 1048 1054 -60 413 13,424 +175
Sep04 030911 1121 1121 1061 1061 -60 63 9,993 +12
Dec04 030911 1120 1120 1069 1069 -60 4 7,063 +0
Total Volume and Open Interest 33,759 163,930 +1,874
London Coffee(LCE)
Sep03 030911 771.00 781.00 765.00 781.00 +13.00 270 396 -123
Nov03 030911 794.00 814.00 789.00 809.00 +13.00 5,632 51,557 +694
Jan04 030911 810.00 826.00 806.00 824.00 +12.00 662 19,495 +403
Mar04 030911 823.00 840.00 821.00 836.00 +12.00 138 10,787 +32
May04 030911 835.00 850.00 835.00 849.00 +11.00 78 9,691 +67
Jul04 030911 862.00 862.00 862.00 862.00 +12.00 0 2,312 +0
Total Volume and Open Interest 6,780 99,399 +1,073
London Sugar(LCE)
Oct03 030911 182.90 188.70 182.90 186.50 +4.20 3,599 6,893 -2,547
Dec03 030911 186.90 188.70 186.80 187.90 +1.10 2,954 15,693 +713
Mar04 030911 193.00 193.40 190.50 191.50 -0.30 953 7,430 +235
May04 030911 192.90 192.90 192.50 192.50 unch 260 2,710 +10
Aug04 030911 193.50 193.50 192.60 193.50 -0.50 244 3,249 +175
Total Volume and Open Interest 8,033 38,986 -1,409
Cotton(NYBOT)
Oct03 030911 62.70 63.70 62.50 63.70 +3.00 1,535 2,484 -260
Dec03 030911 65.00 65.52 64.75 65.52 +3.00 21,710 46,213 +3,341
Mar04 030911 67.00 67.64 66.91 67.64 +3.00 2,708 11,016 +229
May04 030911 68.50 68.50 68.00 68.50 +3.00 472 3,365 +213
Jul04 030911 69.10 69.45 68.75 69.45 +3.00 215 2,575 +114
Oct04 030911 67.25 67.25 66.60 66.60 +1.00 0 119 +0
Total Volume and Open Interest 26,688 66,502 +3,654
Lumber(CME)
Sep03 030911 352.0 356.5 341.5 349.5 -3.5 332 729 -106
Nov03 030911 326.5 328.0 318.7 318.7 -10.0 695 2,486 +60
Jan04 030911 315.6 315.6 306.3 306.3 -10.0 116 563 +29
Mar04 030911 314.0 315.0 310.7 310.7 -10.0 11 45 +4
Total Volume and Open Interest 1,154 3,847 -13
Crude Oil(NYM)
Oct03 030911 29.46 29.46 28.70 28.82 -0.53 86,413 107,770 -11,686
Nov03 030911 29.47 29.49 28.82 28.95 -0.48 57,412 92,288 +5,581
Dec03 030911 29.15 29.20 28.55 28.69 -0.44 22,029 75,339 +360
Jan04 030911 28.70 28.70 28.20 28.34 -0.39 7,279 30,820 +1,609
Feb04 030911 28.15 28.15 27.95 28.01 -0.36 2,214 13,635 -405
Mar04 030911 27.85 27.85 27.68 27.69 -0.34 1,778 18,037 +632
Apr04 030911 27.60 27.60 27.37 27.37 -0.33 299 17,026 +6
May04 030911 27.08 27.08 27.08 27.08 -0.29 296 9,902 -99
Jun04 030911 26.95 26.95 26.77 26.81 -0.24 2,326 19,018 -429
Jul04 030911 26.70 26.70 26.55 26.55 -0.22 189 8,727 +60
Total Volume and Open Interest 184,741 511,324 -3,773
Heating Oil(NYM)
Oct03 030911 77.50 77.50 75.20 75.55 -1.63 23,491 40,943 -2,392
Nov03 030911 78.30 78.50 76.60 77.07 -1.38 9,718 24,573 +2,935
Dec03 030911 79.40 79.60 77.55 78.07 -1.33 3,095 23,659 -84
Jan04 030911 80.30 80.30 78.10 78.77 -1.28 1,779 13,395 +552
Feb04 030911 79.70 79.70 78.00 78.37 -1.13 1,378 10,925 +302
Mar04 030911 77.60 77.60 76.00 76.52 -0.93 953 11,533 +173
Apr04 030911 75.60 75.60 73.70 74.42 -0.78 342 5,204 -30
May04 030911 72.90 72.90 72.10 72.22 -0.68 28 2,258 +8
Jun04 030911 71.65 71.65 70.80 71.07 -0.58 358 3,272 -68
Jul04 030911 70.50 70.85 70.50 70.67 -0.58 16 1,568 +0
Total Volume and Open Interest 42,621 143,305 +2,115
Unleaded Gas(NYM)
Oct03 030911 88.10 88.40 84.25 84.64 -3.28 26,515 44,193 -1,307
Nov03 030911 82.00 82.00 80.00 80.44 -1.89 14,326 23,625 +3,191
Dec03 030911 78.85 79.00 77.50 77.90 -1.35 2,071 9,378 -75
Jan04 030911 77.85 77.85 77.00 77.20 -1.20 726 5,384 +170
Feb04 030911 78.40 78.40 77.40 77.40 -1.15 19 887 +9
Mar04 030911 78.15 78.15 78.15 78.15 -1.10 200 1,517 +180
Apr04 030911 85.25 85.25 84.00 84.15 -1.10 200 2,400 +112
May04 030911 84.00 84.00 84.00 84.00 -1.05 30 572 +3
Total Volume and Open Interest 44,087 88,237 +2,283
Natural Gas(NYM)
Oct03 030911 4.800 4.820 4.685 4.738 -0.230 50,137 51,065 -1,954
Nov03 030911 5.040 5.050 4.960 4.988 -0.190 17,399 33,327 +2,475
Dec03 030911 5.290 5.300 5.215 5.248 -0.170 4,107 27,817 +242
Jan04 030911 5.460 5.490 5.400 5.432 -0.144 3,950 25,056 +548
Feb04 030911 5.405 5.420 5.350 5.372 -0.136 2,548 19,933 -783
Mar04 030911 5.310 5.330 5.250 5.268 -0.130 2,871 17,812 -301
Apr04 030911 4.860 4.880 4.830 4.843 -0.085 2,203 17,550 +157
May04 030911 4.750 4.775 4.750 4.754 -0.081 725 13,034 +74
Total Volume and Open Interest 86,850 343,815 +619
Brent Crude Oil(IPE)
Oct03 030911 27.55 27.72 26.92 27.02 -0.50 41,631 40,930 -6,314
Nov03 030911 27.40 27.53 26.78 26.88 -0.48 49,676 91,247 +7,723
Dec03 030911 27.22 27.28 26.60 26.70 -0.45 19,359 48,167 +7,635
Jan04 030911 26.91 27.01 26.35 26.46 -0.42 4,626 18,246 +1,287
Feb04 030911 26.64 26.76 26.19 26.19 -0.40 1,388 9,143 +1,236
Mar04 030911 26.31 26.35 25.94 25.94 -0.36 1,520 7,325 -161
Apr04 030911 26.00 26.00 25.69 25.69 -0.32 800 5,273 +0
May04 030911 25.45 25.45 25.45 25.45 -0.27 0 4,362 +0
Total Volume and Open Interest 121,970 285,176 +12,811
Gas Oil(IPE)
Oct03 030911 234.50 235.75 230.00 231.50 -1.75 17,337 42,463 +3,686
Nov03 030911 235.75 236.50 231.75 232.75 -1.75 4,402 21,501 +1,139
Dec03 030911 235.75 236.00 231.50 232.75 -1.25 3,782 24,013 +757
Jan04 030911 235.25 235.25 231.75 231.75 -1.00 942 11,023 +370
Feb04 030911 232.50 232.50 229.75 229.75 -0.75 449 4,676 +299
Mar04 030911 225.75 225.75 225.75 225.75 -1.00 100 3,423 -50
Apr04 030911 223.25 223.25 220.75 220.75 -1.50 167 5,134 +50
May04 030911 216.25 216.25 216.25 216.25 -1.75 0 770 +0
Total Volume and Open Interest 41,113 135,104 +443
US Dollar Index(NYBOT)
Sep03 030911 96.60 96.90 96.22 96.56 +0.05 665 4,640 -470
Dec03 030911 97.02 97.32 96.60 96.99 +0.05 1,421 7,502 +580
Mar04 030911 97.14 97.44 97.14 97.44 +0.05 1 2,012 +0
Total Volume and Open Interest 2,087 14,166 +110
Australian Dollar(CME)
Sep03 030911 65.92 66.03 65.63 65.95 +0.25 5,245 15,658 -2,101
Dec03 030911 65.28 65.48 64.97 65.34 +0.24 6,648 21,858 +3,178
Mar04 030911 64.85 64.85 64.73 64.73 +0.23 0 402 +0
Total Volume and Open Interest 11,893 38,007 +1,077
British Pound(CME)
Sep03 030911 159.40 159.54 159.18 159.46 +0.38 5,335 23,019 -3,410
Dec03 030911 158.42 158.72 158.04 158.46 +0.38 5,627 21,390 +3,299
Mar04 030911 157.10 157.38 157.10 157.38 +0.38 0 247 +0
Total Volume and Open Interest 10,962 44,656 -111
Canadian Dollar(CME)
Sep03 030911 73.12 73.17 72.70 72.89 -0.31 11,986 28,639 -8,756
Dec03 030911 72.78 72.96 72.40 72.59 -0.31 13,952 47,661 +10,271
Mar04 030911 72.20 72.33 72.15 72.33 -0.31 65 2,329 +0
Jun04 030911 72.00 72.08 72.00 72.07 -0.31 10 949 -1
Total Volume and Open Interest 26,122 80,359 +1,602
Japanese Yen(CME)
Sep03 030911 85.40 85.80 85.35 85.42 unch 23,296 53,300 -7,433
Dec03 030911 85.68 86.15 85.54 85.68 unch 34,978 112,204 +1,257
Mar04 030911 85.94 85.94 85.94 85.94 unch 2 51 -2
Total Volume and Open Interest 58,276 165,610 -6,178
Swiss Franc(CME)
Sep03 030911 72.25 72.38 71.97 72.29 -0.01 6,113 33,726 -4,861
Dec03 030911 72.40 72.62 72.07 72.44 -0.01 6,314 33,945 +2,814
Mar04 030911 72.58 72.58 72.58 72.58 -0.01 0 90 +0
Total Volume and Open Interest 12,427 67,872 -2,047
EuroFX(CME)
Sep03 030911 112.13 112.53 111.59 111.99 -0.12 11,912 63,936 -14,430
Dec03 030911 111.86 112.27 111.26 111.70 -0.12 22,462 51,961 +16,039
Mar04 030911 111.25 111.43 111.25 111.43 -0.12 181 613 +99
Total Volume and Open Interest 34,556 116,649 +1,709
Mexican Peso(CME)
Sep03 030911 9135.0 9145.0 9060.0 9092.0 -50.0 2,392 19,574 -1,933
Dec03 030911 9040.0 9045.0 8950.0 8990.0 -50.0 7,316 29,106 +1,206
Total Volume and Open Interest 9,708 49,225 -727
30-Year T-Bonds(CBOT)
Sep03 030911 109~07 109~15 108~07 108~15 -0~25 12,318 30,946 -6,275
Dec03 030911 107~22 107~28 106~23 107~00 -0~25 223,643 367,797 +9,430
Mar04 030911 106~27 106~27 105~20 105~21 -0~25 748 7,051 +41
Total Volume and Open Interest 236,723 406,003 +3,210
Municipal Bonds(CBOT)
Sep03 030911 101~14 101~14 100~26 100~26 -0~23 328 882 -25
Dec03 030911 100~00 100~04 99~20 99~20 -0~18 313 1,041 +104
Total Volume and Open Interest 641 1,923 +79
10-Year T-Notes(CBOT)
Sep03 030911 113~165 113~175 113~000 113~055 -0~145 55,340 78,632 -14,332
Dec03 030911 111~240 111~260 111~045 111~115 -0~145 612,226 764,535 +26,389
Total Volume and Open Interest 668,033 843,910 +12,522
5-Year T-Notes(CBOT)
Sep03 030911 112~310 112~310 112~235 112~235 -0~110 20,652 0 +0
Dec03 030911 111~145 111~220 111~045 111~075 -0~115 290,409 0 +0
Mar04 030911 110~075 110~075 110~075 110~075 -0~115      
Total Volume and Open Interest 311,061    
2 Year T-Notes(CBOT)
Sep03 030911 107~117 107~121 107~105 107~106 -0~015 4,354 24,516 -3,431
Dec03 030911 107~028 107~032 107~017 107~020 -0~014 9,639 128,739 +1,433
Total Volume and Open Interest 13,993 153,255 -1,998
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030911 98.863 98.863 98.860 98.863 unch 69,531 568,099 -5,480
Dec03 030911 98.805 98.810 98.795 98.800 -0.015 102,598 722,135 -7,052
Mar04 030911 98.680 98.700 98.650 98.665 -0.045 174,707 646,115 -13,022
Jun04 030911 98.420 98.450 98.375 98.395 -0.065 223,799 574,841 +25,897
Sep04 030911 98.055 98.095 98.000 98.025 -0.080 98,364 586,451 +12,776
Dec04 030911 97.615 97.655 97.550 97.580 -0.080 87,279 511,322 +12,661
Mar05 030911 97.180 97.225 97.115 97.135 -0.085 44,947 298,512 +4,235
Jun05 030911 96.770 96.805 96.700 96.720 -0.085 29,456 227,746 +3,603
Sep05 030911 96.415 96.460 96.340 96.365 -0.085 19,832 161,401 +6,073
Dec05 030911 96.090 96.135 96.025 96.040 -0.085 11,726 142,497 +1,299
Mar06 030911 95.810 95.835 95.745 95.760 -0.085 9,288 127,437 +56
Jun06 030911 95.555 95.595 95.480 95.505 -0.080 10,197 122,910 +724
Total Volume and Open Interest 938,237 5,274,149 +50,180
3-Mth Euro-Yen(CME)
Sep03 030911 99.93 99.93 99.92 99.92 unch 152 11,104 -430
Dec03 030911 99.88 99.88 99.88 99.88 unch 200 3,000 +28
Mar04 030911 99.83 99.83 99.83 99.83 unch 133 7,032 -556
Jun04 030911 99.80 99.80 99.80 99.80 unch 92 6,505 -211
Sep04 030911 99.74 99.74 99.73 99.73 unch 71 5,022 -131
Dec04 030911 99.65 99.65 99.65 99.65 +0.04 5 968 -1,165
Mar05 030911 99.46 99.46 99.45 99.45 +0.04 1 5,353 +0
Jun05 030911 99.35 99.36 99.35 99.36 +0.04 0 366 +0
Sep05 030911 99.16 99.16 99.16 99.16 +0.05 0 5,261 +1
Dec05 030911 99.11 99.11 99.11 99.11 +0.13 6 35 -1
Total Volume and Open Interest 660 46,858 -2,465
3-Mth Euro-Yen(SIMEX)
Dec03 030911 99.88 99.88 99.88 99.88 unch 1,395 42,075 +767
Mar04 030911 99.82 99.83 99.82 99.83 +0.01 1,219 67,014 -319
Jun04 030911 99.80 99.80 99.80 99.80 +0.01 881 54,896 -339
Sep04 030911 99.74 99.74 99.74 99.74 +0.02 593 25,073 +80
Dec04 030911 99.64 99.64 99.64 99.64 +0.03 715 24,393 +93
Mar05 030911 99.44 99.47 99.44 99.47 +0.06 0 14,656 +0
Jun05 030911 99.37 99.37 99.35 99.35 +0.03 0 8,960 -2
Sep05 030911 99.20 99.21 99.16 99.17 +0.06 10 6,673 +10
Total Volume and Open Interest 5,863 310,088 -1,275
German Euro-Bund(EUREX)
Dec03 030911 113.05 113.23 112.54 112.74 -0.17 973,942 767,938 +7,655
Mar04 030911 112.34 112.34 112.29 112.29 -0.16 8,520 0 +0
Jun04 030911 111.83 111.83 111.83 111.83 -0.17      
Total Volume and Open Interest 982,462 767,938 +7,655
German Euro-Bobl(EUREX)
Dec03 030911 110.45 110.56 110.00 110.11 -0.24 554,087 594,084 -20,197
Mar04 030911 109.93 109.93 109.63 109.63 -0.25 5,048 303 +50
Jun04 030911 109.58 109.58 109.58 109.58 -0.24      
Total Volume and Open Interest 559,135 594,387 -20,147
Long Gilt(LIFFE)
Sep03 030911 118~07 118~11 117~26 117~29 -0~04 3,765 9,388 -579
Dec03 030911 117~14 117~19 116~30 117~04 -0~04 50,148 132,628 -544
Total Volume and Open Interest 53,913 142,016 -1,123
3-Mth Short Sterling(LIFFE)
Sep03 030911 96.32 96.33 96.30 96.31 -0.01 11,090 0 +0
Dec03 030911 96.17 96.20 96.14 96.15 -0.02 20,849 0 +0
Mar04 030911 95.99 96.02 95.92 95.94 -0.03 23,769 0 +0
Total Volume and Open Interest 88,791    
3-Mth Euribor(LIFFE)
Sep03 030911 97.850 97.855 97.845 97.850 unch 31,256 478,897 +44
Dec03 030911 97.835 97.840 97.810 97.820 -0.010 69,073 568,436 +16,961
Mar04 030911 97.770 97.780 97.720 97.735 -0.025 84,965 480,376 -22
Total Volume and Open Interest 490,655 2,854,413 +35,180
3-Mth Aus T-Bills(SFE)
Sep03 030911 95.12 95.13 95.05 95.06 -0.07 10,842 94,156 -13,837
Dec03 030911 95.03 95.03 94.92 94.94 -0.07 22,358 219,668 +4,764
Mar04 030911 94.87 94.87 94.72 94.76 -0.08 5,241 60,434 +190
Jun04 030911 94.72 94.73 94.59 94.63 -0.09 3,447 29,092 +977
Sep04 030911 94.63 94.63 94.50 94.53 -0.10 708 19,087 -66
Dec04 030911 94.56 94.56 94.42 94.45 -0.09 195 14,046 +36
Mar05 030911 94.46 94.49 94.35 94.37 -0.10 150 15,137 -34
Jun05 030911 94.43 94.45 94.31 94.33 -0.10 295 7,606 +176
Sep05 030911 94.41 94.41 94.29 94.31 -0.10 378 2,306 +350
Dec05 030911 94.38 94.39 94.28 94.29 -0.08 0 1,284 +0
Total Volume and Open Interest 43,614 463,841 -7,446
10-Year Aus T-Bonds(SFE)
Sep03 030911 94.52 94.52 94.39 94.43 -0.06 9,056 228,373 +33,451
Dec03 030911 94.47 94.47 94.34 94.38 -0.07 6,896 93,990 +54,618
Total Volume and Open Interest 29,932 234,294 -1,024
3-Year Aus T-Bonds(SFE)
Sep03 030911 94.86 94.86 94.69 94.73 -0.10 35,320 443,558 -61,004
Dec03 030911 94.78 94.78 94.61 94.65 -0.10 13,007 73,596 +5,812
Total Volume and Open Interest 48,327 517,154 -55,192
Gold(CMX)
Oct03 030911 380.0 380.9 375.0 379.8 -0.3 1,692 14,276 -460
Dec03 030911 380.5 382.2 375.7 380.8 -0.3 35,688 204,059 +3,663
Feb04 030911 381.7 382.6 377.5 381.6 -0.3 501 18,061 -65
Apr04 030911 382.5 382.5 379.5 382.4 -0.3 483 6,372 +427
Jun04 030911 380.0 383.5 380.0 383.2 -0.3 318 11,697 +3
Aug04 030911 384.0 384.0 384.0 384.0 -0.3 11 5,447 +11
Total Volume and Open Interest 38,984 287,090 +3,765
Silver(CMX)
Sep03 030911 527.5 536.5 526.0 532.7 +8.0 213 926 +126
Dec03 030911 527.0 537.0 525.0 534.5 +8.0 10,828 98,034 +1,031
Mar04 030911 528.0 537.5 527.5 534.7 +7.3 262 3,315 +88
May04 030911 535.5 535.5 535.5 535.5 +7.3 1 1,007 +1
Jul04 030911 536.3 536.3 536.3 536.3 +7.3 25 2,321 -1
Total Volume and Open Interest 11,812 111,101 +1,603
Platinum(NYM)
Oct03 030911 697.0 703.0 693.2 701.6 +2.6 1,196 8,332 -34
Jan04 030911 686.0 691.0 682.2 690.1 +2.6 189 706 +7
Apr04 030911 680.1 680.1 680.1 680.1 +2.6 0 1 +0
Total Volume and Open Interest 1,385 9,039 -27
Palladium(NYME)
Sep03 030911 217.50 217.50 217.50 217.50 -1.75 4 152 -3
Dec03 030911 220.50 221.00 216.00 218.90 -1.75 481 4,833 +155
Mar04 030911 219.40 219.40 219.40 219.40 -1.75 0 19 +0
Total Volume and Open Interest 486 5,034 +153
Copper(CMX)
Sep03 030911 81.35 82.50 81.35 82.25 +1.90 438 1,974 +133
Dec03 030911 82.00 83.50 81.85 82.85 +1.85 11,899 70,575 -1,319
Mar04 030911 82.50 83.70 82.50 83.15 +1.75 244 5,130 +26
May04 030911 83.65 83.65 83.20 83.20 +1.70 37 2,749 +21
Jul04 030911 83.70 83.70 83.25 83.25 +1.65 49 2,148 -8
Total Volume and Open Interest 12,983 92,889 -1,115
DJIA Index(CBOT)
Sep03 030911 9440 9505 9405 9460 +26 12,577 39,345 -1,758
Dec03 030911 9405 9470 9365 9425 +26 1,111 6,511 +373
Mar04 030911 9386 9386 9386 9386 +26 81 98 +72
Jun04 030911 9356 9356 9356 9356 +26      
Total Volume and Open Interest 13,769 45,954 -1,313
S & P 500(CME)
Sep03 030911 1015.00 1021.00 1012.00 1016.80 +3.20 100,572 343,476 -42,889
Dec03 030911 1013.50 1019.90 1010.70 1015.20 +3.20 61,022 298,532 +46,414
Mar04 030911 1015.00 1015.00 1013.40 1013.40 +3.20 503 7,207 +501
Jun04 030911 1012.40 1012.40 1012.40 1012.40 +3.20 0 275 +0
Total Volume and Open Interest 162,097 649,623 +4,025
S & P 500 E-Mini(Globex)
Sep03 030911 1013.75 1021.25 1010.75 1016.75 +3.25 773,685 523,696 +8,243
Dec03 030911 1013.50 1019.75 1009.25 1015.25 +3.25 33,610 51,090 +21,840
Total Volume and Open Interest 807,295 574,786 +30,083
NASDAQ 100(CME)
Sep03 030911 1338.00 1358.00 1328.00 1352.50 +14.50 18,640 84,037 -2,252
Dec03 030911 1341.00 1362.00 1330.00 1355.50 +14.50 6,232 18,221 +4,226
Mar04 030911 1358.50 1358.50 1358.50 1358.50 +14.50 1 31 +0
Total Volume and Open Interest 24,873 102,289 +1,974
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030911 1337.5 1358.5 1327.0 1352.5 +14.5 371,974 338,193 +1,676
Dec03 030911 1340.0 1362.5 1330.0 1355.5 +14.5 19,406 14,899 +10,755
Total Volume and Open Interest 391,380 353,092 +12,431
NYSE Composite(NYBOT)
Sep03 030911 539.25 540.50 539.00 539.00 +0.50 40 677 -10
Total Volume and Open Interest 40 677 -10
S & P Midcap 400(CME)
Sep03 030911 515.50 518.75 514.75 517.50 +1.25 2,075 9,080 -1,162
Dec03 030911 515.50 520.00 515.00 517.50 +1.25 1,472 4,520 +1,249
Mar04 030911 517.30 517.30 517.30 517.30 +1.25      
Total Volume and Open Interest 3,547 13,600 +87
Russell 2000(CME)
Sep03 030911 501.75 507.75 501.50 506.55 +4.65 4,488 19,056 -1,639
Dec03 030911 502.00 508.00 501.25 506.25 +4.60 3,420 5,498 +2,527
Mar04 030911 506.25 506.25 506.25 506.25 +4.60      
Total Volume and Open Interest 7,908 24,554 +888
Value Line(KCBT)
Sep03 030911 1365.00 1365.00 1364.50 1364.50 +9.50 0 19 +0
Total Volume and Open Interest 0 60 +2
Nikkei 225(CME)
Sep03 030911 10580 10660 10570 10630 -110 6,475 27,300 -4,059
Dec03 030911 10590 10650 10560 10615 -110 6,699 19,794 +1,288
Total Volume and Open Interest 13,174 47,095 -2,771
Nikkei 225(SIMEX)
Dec03 030911 10710 10720 10495 10535 -285 49,102 120,296 +49,159
Mar04 030911 10530 10530 10530 10530 -285 40 40 +40
Jun04 030911 10485 10485 10485 10485 -285      
Total Volume and Open Interest 115,589 228,118 +36,106
CAC 40(MATIF)
Sep03 030911 3354.0 3367.0 3339.0 3358.0 +21.0 379 1,968 +75
Oct03 030911 3363.0 3363.0 3363.0 3363.0 +21.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030911 3516.0 3567.0 3497.0 3562.0 +19.0 107,776 290,483 -1,877
Dec03 030911 3532.0 3584.0 3517.5 3580.5 +19.5 4,943 17,220 +2,017
Mar04 030911 3537.0 3600.5 3537.0 3600.0 +20.0 405 7,718 -47
Total Volume and Open Interest 113,124 315,421 +93
FT-SE 100(LIFFE)
Sep03 030911 4224.50 4270.00 4223.50 4234.50 -18.50 60,466 341,086 -11,699
Dec03 030911 4240.50 4284.00 4240.50 4250.00 -19.00 19,523 106,686 +16,726
Mar04 030911 4245.50 4245.50 4245.50 4245.50 -18.50 1,100 10,472 +1,100
Total Volume and Open Interest 81,089 462,916 +6,127
SPI 200(SFE)
Sep03 030911 3205.0 3215.0 3184.0 3185.0 -32.0 11,205 160,762 -7,479
Dec03 030911 3214.0 3221.0 3192.0 3192.0 -32.0 4,500 25,397 +2,399
Mar04 030911 3219.0 3224.0 3198.0 3198.0 -31.0 112 2,604 +12
Total Volume and Open Interest 15,966 191,295 -4,952
GSCI(CME)
Sep03 030911 232.80 232.80 231.25 231.25 -3.55 2,140 7,171 -1,935
Oct03 030911 234.35 234.35 231.50 231.50 -3.10 2,320 6,630 +2,117
Nov03 030911 231.75 231.75 231.75 231.75 -2.95      
Total Volume and Open Interest 4,460 13,801 +182
Bridge CRB Index(NYBOT)
Nov03 030911 246.30 246.50 244.60 246.00 +0.50 126 709 +57
Jan04 030911 245.00 245.25 245.00 245.25 +0.50 4 335 +2
Feb04 030911 243.00 243.00 243.00 243.00 +0.50 0 150 +0
Total Volume and Open Interest 131 1,195 +60
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!