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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 Fri September 12, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030912 639.00 648.00 638.00 648.00 +10.50 753 470 -535
Nov03 030912 613.50 625.00 613.00 623.00 +7.25 73,197 136,274 +3,225
Jan04 030912 615.00 626.50 614.50 624.50 +7.75 10,170 24,622 +1,721
Mar04 030912 608.50 619.50 608.50 617.50 +6.75 4,755 21,114 +283
May04 030912 596.50 605.00 596.00 604.50 +5.50 9,601 30,686 +3,584
Jul04 030912 592.50 601.00 592.50 598.50 +3.25 2,721 7,193 +321
Aug04 030912 580.00 582.00 580.00 581.25 +1.25 274 299 +45
Total Volume and Open Interest 102,615 223,253 +8,786
Soybean Meal(CBOT)
Sep03 030912 206.50 212.00 204.00 211.50 +5.50 2,256 1,542 -1,189
Oct03 030912 191.20 193.00 190.50 191.40 -0.80 8,807 19,658 +848
Dec03 030912 188.80 191.70 188.30 190.10 -0.30 21,895 77,618 -1,024
Jan04 030912 188.80 191.30 188.80 190.10 +0.10 1,407 10,940 +368
Mar04 030912 187.00 189.50 186.80 188.70 +0.50 2,150 12,930 -165
May04 030912 184.00 187.20 184.00 185.70 +0.60 6,694 14,833 +2,162
Jul04 030912 184.00 186.20 184.00 185.80 +1.30 2,458 7,189 +583
Aug04 030912 182.00 182.00 181.30 181.30 +1.30 170 1,435 +29
Total Volume and Open Interest 46,968 151,245 +1,964
Soybean Oil(CBOT)
Sep03 030912 21.95 22.23 21.88 22.23 +0.50 948 876 +309
Oct03 030912 21.95 22.48 21.85 22.38 +0.65 9,060 28,895 +1,733
Dec03 030912 21.90 22.48 21.85 22.38 +0.65 22,361 50,091 -4,383
Jan04 030912 21.85 22.40 21.80 22.31 +0.66 1,451 10,728 +218
Mar04 030912 21.58 22.18 21.55 22.17 +0.59 1,302 14,272 +322
May04 030912 21.20 21.80 21.20 21.80 +0.52 4,604 14,277 +1,382
Jul04 030912 21.50 21.50 21.50 21.50 +0.48 1,774 6,930 -231
Aug04 030912 21.10 21.15 21.10 21.15 +0.25 103 1,070 +70
Total Volume and Open Interest 42,579 130,555 -362
Canola(WCE)
Sep03 030912 350.7 350.7 346.8 346.8 -2.8 121 3 -120
Nov03 030912 353.0 356.9 351.5 354.2 +0.1 10,417 39,105 +2,088
Jan04 030912 358.0 361.8 358.0 359.5 unch 720 3,406 +315
Mar04 030912 364.4 364.4 364.4 364.4 +0.6 130 452 +93
May04 030912 366.0 366.0 366.0 366.0 -1.5 5 15 +5
Total Volume and Open Interest 11,548 47,446 +2,483
Corn(CBOT)
Sep03 030912 225.50 232.00 223.00 227.00 -0.50 1,439 470 -973
Dec03 030912 230.75 231.75 227.50 228.00 -5.00 98,596 242,387 -6,424
Mar04 030912 237.75 239.50 235.50 235.75 -4.75 16,800 63,957 +2,684
May04 030912 241.25 242.75 239.00 239.50 -4.50 3,155 16,782 +144
Jul04 030912 244.75 245.50 241.75 242.00 -4.50 2,553 16,621 +156
Sep04 030912 242.50 242.50 239.00 239.00 -3.50 88 2,799 -17
Total Volume and Open Interest 125,108 353,664 -4,249
Wheat(CBOT)
Sep03 030912 339.50 344.50 338.00 338.50 -1.50 209 214 -22
Dec03 030912 351.00 358.50 348.50 351.50 -0.25 32,827 87,493 -2,376
Mar04 030912 360.00 367.50 357.50 361.50 unch 2,603 18,584 +4
May04 030912 351.00 356.50 350.00 351.25 unch 228 942 +29
Jul04 030912 329.00 333.50 327.00 328.75 +0.25 404 2,756 +64
Total Volume and Open Interest 36,271 110,099 -2,301
Wheat(KCBT)
Sep03 030912 340.00 342.00 340.00 342.00 +1.50 43 39 -18
Dec03 030912 350.00 355.75 349.00 351.00 -0.75 10,687 51,095 -1,046
Mar04 030912 358.50 364.50 357.50 358.00 -3.00 1,505 9,336 -35
May04 030912 352.00 353.00 349.00 349.00 -0.50 69 1,242 +54
Jul04 030912 330.50 334.75 329.50 331.00 -0.50 262 1,841 +87
Total Volume and Open Interest 12,566 63,575 -958
Wheat(MGE)
Sep03 030912 350.50 350.50 350.50 350.50 +1.00 8 12 -7
Dec03 030912 356.00 361.00 355.25 357.00 -1.00 3,611 20,561 +561
Mar04 030912 364.00 368.25 363.00 364.00 -1.25 836 5,001 +186
May04 030912 368.00 372.00 366.50 367.00 -1.25 47 283 +30
Jul04 030912 363.00 363.00 361.00 361.00 +0.50 1 135 +0
Total Volume and Open Interest 4,506 26,150 +772
Oats(CBOT)
Sep03 030912 136.50 136.50 136.50 136.50 +0.50 9 8 +1
Dec03 030912 137.50 140.50 137.25 138.75 -0.50 1,451 5,724 +26
Mar04 030912 143.75 146.75 143.50 145.50 unch 105 454 +37
May04 030912 149.00 149.00 149.00 149.00 -1.00 12 52 +10
Total Volume and Open Interest 1,607 6,257 +89
Rough Rice(CBOT)
Sep03 030912 7.10 7.20 7.05 7.20 +0.21 70 57 -61
Nov03 030912 7.12 7.27 7.10 7.24 +0.10 522 5,349 -117
Jan04 030912 7.33 7.45 7.32 7.45 +0.12 99 1,234 +57
Mar04 030912 7.55 7.62 7.52 7.62 +0.10 52 592 +20
Total Volume and Open Interest 820 8,025 -85
Live Cattle(CME)
Oct03 030912 87.900 87.900 86.575 86.575 -1.500 10,287 43,858 -2,111
Dec03 030912 84.900 84.975 83.700 83.800 -1.400 8,271 42,451 +998
Feb04 030912 82.850 82.850 81.425 81.550 -1.375 2,867 21,360 +226
Apr04 030912 79.775 79.850 78.500 78.825 -1.150 1,369 13,945 +289
Jun04 030912 74.000 74.000 73.000 73.000 -1.350 831 4,233 +139
Aug04 030912 73.550 73.550 72.100 72.350 -1.050 19 283 +6
Total Volume and Open Interest 23,742 126,443 -475
Feeder Cattle(CME)
Sep03 030912 100.450 100.550 99.700 100.500 +0.125 569 2,051 -285
Oct03 030912 98.000 98.250 96.350 96.600 -1.175 1,407 8,630 +74
Nov03 030912 96.400 96.400 94.850 94.975 -1.375 985 6,794 +150
Jan04 030912 91.300 91.350 89.850 89.850 -1.500 501 2,919 +105
Mar04 030912 88.650 88.650 87.000 87.000 -1.500 48 557 +14
Apr04 030912 86.700 86.700 86.500 86.500 -1.050 39 351 +16
May04 030912 86.500 86.550 86.400 86.400 -1.400 48 313 -5
Total Volume and Open Interest 3,626 21,674 +78
Lean Hogs(CME)
Oct03 030912 60.100 60.100 58.375 58.400 -1.975 6,557 20,737 -1,026
Dec03 030912 58.850 58.850 57.050 57.175 -1.875 7,083 20,899 +1,950
Feb04 030912 59.075 59.075 57.450 58.200 -1.225 1,329 5,814 +358
Apr04 030912 59.850 59.850 58.350 59.125 -1.125 169 1,935 +72
May04 030912 63.300 63.300 61.800 62.700 -0.750 8 408 -2
Jun04 030912 65.650 65.700 64.100 64.900 -0.750 30 840 +2
Jul04 030912 62.550 62.550 61.250 61.500 -1.025 15 309 +7
Aug04 030912 59.800 59.800 59.300 59.300 -0.675 1 139 +1
Total Volume and Open Interest 15,192 51,119 +1,362
Pork Bellies(CME)
Feb04 030912 89.500 89.650 87.600 87.925 -2.275 349 1,932 -1
Mar04 030912 89.400 89.400 87.700 87.700 -2.150 6 30 -6
May04 030912 89.600 89.600 89.600 89.600 unch 0 17 +0
Jul04 030912 91.500 91.500 91.500 91.500 -2.100 2 28 +2
Total Volume and Open Interest 357 2,007 -5
BFP Milk Class III(CME)
Sep03 030912 14.21 14.22 14.20 14.21 +0.01 45 6,030 -3
Oct03 030912 13.90 13.92 13.85 13.92 unch 61 5,366 +20
Nov03 030912 12.82 12.82 12.78 12.82 unch 113 4,170 +65
Dec03 030912 12.20 12.25 12.16 12.24 +0.04 80 3,307 +27
Jan04 030912 11.94 11.99 11.90 11.99 unch 12 1,247 +5
Total Volume and Open Interest 613 25,153 +281
Cocoa(NYBOT)
Sep03 030912 1550 1562 1550 1559 -29 18 142 -37
Dec03 030912 1530 1530 1481 1499 -29 6,993 31,773 -1,348
Mar04 030912 1495 1500 1468 1485 -27 2,049 18,795 +74
May04 030912 1500 1500 1473 1489 -27 90 7,273 -13
Jul04 030912 1506 1507 1482 1497 -27 389 4,522 +337
Sep04 030912 1500 1505 1500 1505 -27 210 5,503 -73
Dec04 030912 1513 1513 1513 1513 -27 120 5,937 +68
Total Volume and Open Interest 10,095 78,508 -991
Coffee "C"(NYBOT)
Sep03 030912 70.75 70.75 68.00 68.45 -1.90 56 121 +7
Dec03 030912 72.80 72.80 69.30 70.15 -1.90 13,565 57,569 +4,201
Mar04 030912 74.75 74.90 71.75 72.50 -1.90 3,514 10,590 -177
May04 030912 76.00 76.10 73.30 73.90 -1.90 711 3,179 +157
Jul04 030912 77.25 77.30 74.60 75.25 -1.90 249 1,773 -4
Sep04 030912 78.85 78.85 76.40 76.65 -1.90 113 3,458 -1
Total Volume and Open Interest 18,309 79,620 +4,281
Orange Juice(NYBOT)
Nov03 030912 79.75 79.90 78.00 78.55 -1.85 2,206 18,876 +134
Jan04 030912 81.70 81.70 80.00 80.50 -1.70 340 3,786 +89
Mar04 030912 83.75 83.75 82.50 82.90 -1.30 61 2,345 +23
May04 030912 84.40 84.40 84.40 84.40 -1.30 35 2,014 -21
Jul04 030912 85.90 85.90 85.90 85.90 -1.30 1 201 -1
Total Volume and Open Interest 2,643 27,248 -442
Sugar #11(NYBOT)
Oct03 030912 6.01 6.10 6.00 6.05 +0.05 12,442 70,697 -3,199
Mar04 030912 6.29 6.35 6.23 6.29 +0.01 8,459 70,686 +2,841
May04 030912 6.34 6.39 6.29 6.33 unch 653 20,129 -9
Jul04 030912 6.25 6.30 6.20 6.25 +0.01 727 18,755 +20
Oct04 030912 6.40 6.41 6.33 6.37 -0.01 237 15,713 +67
Total Volume and Open Interest 22,790 201,393 -378
London Cocoa(LCE)
Sep03 030912 971 982 945 964 -8 900 2,873 -714
Dec03 030912 996 1006 965 987 -10 5,152 74,840 +208
Mar04 030912 1025 1033 995 1014 -9 1,245 29,840 +283
May04 030912 1038 1047 1009 1031 -7 623 18,825 +40
Jul04 030912 1054 1058 1024 1045 -9 1,238 13,486 +62
Sep04 030912 1060 1063 1035 1053 -8 169 9,887 -106
Dec04 030912 1060 1061 1048 1061 -8 49 7,109 +46
Total Volume and Open Interest 9,552 163,660 -270
London Coffee(LCE)
Sep03 030912 781.00 792.00 766.00 766.00 -15.00 29 315 -81
Nov03 030912 806.00 824.00 789.00 793.00 -16.00 5,075 53,255 +1,698
Jan04 030912 822.00 837.00 805.00 809.00 -15.00 1,246 19,829 +334
Mar04 030912 846.00 849.00 822.00 822.00 -14.00 84 10,812 +25
May04 030912 835.00 835.00 835.00 835.00 -14.00 33 9,696 +5
Jul04 030912 869.00 869.00 848.00 848.00 -14.00 0 2,312 +0
Total Volume and Open Interest 6,467 101,380 +1,981
London Sugar(LCE)
Oct03 030912 186.00 187.30 185.00 186.10 -0.40 3,701 5,155 -1,738
Dec03 030912 187.00 188.90 186.40 188.00 +0.10 3,488 16,318 +625
Mar04 030912 191.00 192.60 190.50 191.50 unch 625 7,582 +152
May04 030912 192.50 193.50 191.90 192.50 unch 77 2,750 +40
Aug04 030912 192.30 194.50 192.30 193.50 unch 303 3,399 +150
Total Volume and Open Interest 8,204 38,205 -781
Cotton(NYBOT)
Oct03 030912 63.40 64.50 63.15 64.47 +0.77 980 2,405 -79
Dec03 030912 65.40 66.18 65.00 66.13 +0.61 21,267 52,926 +6,713
Mar04 030912 67.10 67.90 66.80 67.81 +0.17 4,130 12,308 +1,292
May04 030912 67.70 68.65 67.50 68.65 +0.15 545 3,584 +219
Jul04 030912 68.40 69.30 68.35 69.20 -0.25 615 2,782 +207
Oct04 030912 66.50 66.50 66.15 66.15 -0.45 34 144 +25
Total Volume and Open Interest 27,810 74,978 +8,476
Lumber(CME)
Sep03 030912 350.0 362.0 350.0 361.9 +12.4 330 627 -102
Nov03 030912 315.1 321.1 315.1 319.6 +0.9 530 2,508 +22
Jan04 030912 307.4 310.1 305.0 310.0 +3.7 239 576 +13
Mar04 030912 311.0 312.1 308.2 308.2 -2.5 32 55 +10
Total Volume and Open Interest 1,131 3,790 -57
Crude Oil(NYM)
Oct03 030912 28.80 28.82 27.85 28.27 -0.55 66,852 96,282 -11,488
Nov03 030912 28.85 28.88 27.95 28.40 -0.55 47,651 101,481 +9,193
Dec03 030912 28.55 28.55 27.75 28.16 -0.53 18,340 77,746 +2,407
Jan04 030912 28.05 28.05 27.65 27.86 -0.48 3,638 31,755 +935
Feb04 030912 27.75 27.75 27.43 27.57 -0.44 2,368 13,939 +304
Mar04 030912 27.25 27.30 27.10 27.30 -0.39 809 18,032 -5
Apr04 030912 26.90 27.10 26.90 27.05 -0.32 151 17,060 +34
May04 030912 26.78 26.82 26.78 26.82 -0.26 161 9,902 +0
Jun04 030912 26.45 26.59 26.45 26.59 -0.22 1,066 18,807 -211
Jul04 030912 26.40 26.40 26.36 26.36 -0.19 105 8,777 +50
Total Volume and Open Interest 145,652 512,817 +1,493
Heating Oil(NYM)
Oct03 030912 75.10 75.20 71.50 74.77 -0.78 20,651 39,396 -1,547
Nov03 030912 76.50 76.50 75.20 76.17 -0.90 8,577 27,045 +2,472
Dec03 030912 77.50 77.50 76.25 77.17 -0.90 6,240 24,071 +412
Jan04 030912 78.20 78.25 77.00 77.87 -0.90 2,354 13,868 +473
Feb04 030912 77.90 78.00 77.00 77.57 -0.80 2,174 11,321 +396
Mar04 030912 76.00 76.30 75.45 75.82 -0.70 1,295 11,900 +367
Apr04 030912 73.85 74.25 73.70 73.87 -0.55 837 5,098 -106
May04 030912 72.00 72.00 71.75 71.82 -0.40 65 2,307 +49
Jun04 030912 70.80 71.00 70.40 70.82 -0.25 513 3,048 -224
Jul04 030912 70.50 70.60 70.20 70.47 -0.20 23 1,574 +6
Total Volume and Open Interest 42,868 145,683 +2,378
Unleaded Gas(NYM)
Oct03 030912 83.80 84.75 82.20 84.52 -0.12 25,560 43,976 -217
Nov03 030912 80.00 80.30 78.30 80.18 -0.26 10,264 26,453 +2,828
Dec03 030912 77.50 77.50 76.30 77.43 -0.47 1,906 9,454 +76
Jan04 030912 76.80 76.80 75.10 76.63 -0.57 708 5,458 +74
Feb04 030912 76.20 76.83 76.20 76.83 -0.57 14 889 +2
Mar04 030912 77.00 77.58 77.00 77.58 -0.57 1 1,518 +1
Apr04 030912 82.70 83.58 82.70 83.58 -0.57 256 2,486 +86
May04 030912 83.43 83.43 83.43 83.43 -0.57 101 573 +1
Total Volume and Open Interest 39,016 91,211 +2,974
Natural Gas(NYM)
Oct03 030912 4.685 4.820 4.635 4.766 +0.028 37,760 51,907 +842
Nov03 030912 4.950 5.070 4.900 5.035 +0.047 12,688 34,958 +1,631
Dec03 030912 5.210 5.320 5.170 5.295 +0.047 5,078 28,660 +843
Jan04 030912 5.400 5.500 5.360 5.475 +0.043 3,276 24,815 -241
Feb04 030912 5.350 5.430 5.320 5.412 +0.040 2,260 20,280 +347
Mar04 030912 5.245 5.330 5.210 5.308 +0.040 2,159 18,382 +570
Apr04 030912 4.830 4.900 4.810 4.873 +0.030 1,067 17,731 +181
May04 030912 4.750 4.800 4.720 4.783 +0.029 437 13,087 +53
Total Volume and Open Interest 68,351 348,626 +4,811
Brent Crude Oil(IPE)
Oct03 030912 27.15 27.20 26.25 26.77 -0.25 27,088 32,678 -8,252
Nov03 030912 26.90 27.00 26.05 26.37 -0.51 40,399 96,979 +5,732
Dec03 030912 26.75 26.78 25.85 26.20 -0.50 18,793 53,138 +4,971
Jan04 030912 26.48 26.55 25.60 25.97 -0.49 2,889 18,538 +292
Feb04 030912 26.20 26.25 25.42 25.74 -0.45 878 8,727 -416
Mar04 030912 25.99 25.99 25.34 25.53 -0.41 561 7,227 -98
Apr04 030912 25.21 25.31 25.13 25.31 -0.38 125 4,896 -377
May04 030912 24.92 25.11 24.92 25.11 -0.34 0 4,362 +0
Total Volume and Open Interest 98,290 288,642 +3,466
Gas Oil(IPE)
Oct03 030912 233.00 233.00 222.50 224.50 -7.00 25,083 43,592 +1,129
Nov03 030912 233.50 233.50 224.75 226.00 -6.75 10,494 24,764 +3,263
Dec03 030912 232.00 232.00 226.00 226.00 -6.75 4,384 24,055 +42
Jan04 030912 231.00 231.00 225.50 225.50 -6.25 604 10,920 -103
Feb04 030912 228.75 228.75 224.00 224.00 -5.75 200 4,676 +0
Mar04 030912 222.50 224.50 220.75 220.75 -5.00 0 3,423 +0
Apr04 030912 217.00 217.00 217.00 217.00 -3.75 200 5,134 +0
May04 030912 213.50 213.50 213.25 213.25 -3.00 0 770 +0
Total Volume and Open Interest 47,999 133,631 -1,473
US Dollar Index(NYBOT)
Sep03 030912 96.62 96.79 95.82 96.03 -0.53 755 4,117 -523
Dec03 030912 97.06 97.43 96.20 96.46 -0.53 1,753 7,677 +175
Mar04 030912 97.10 97.10 96.91 96.91 -0.53 51 2,063 +51
Total Volume and Open Interest 2,559 13,869 -297
Australian Dollar(CME)
Sep03 030912 66.03 66.39 66.00 66.19 +0.24 2,153 14,546 -1,112
Dec03 030912 65.41 65.84 65.40 65.58 +0.24 3,967 24,707 +2,849
Mar04 030912 65.10 65.10 64.97 64.97 +0.24 5 406 +4
Total Volume and Open Interest 6,125 39,748 +1,741
British Pound(CME)
Sep03 030912 159.38 160.68 159.36 160.40 +0.94 3,589 21,784 -1,235
Dec03 030912 158.36 159.72 158.36 159.40 +0.94 4,318 23,731 +2,341
Mar04 030912 158.70 158.70 158.32 158.32 +0.94 2 247 +0
Total Volume and Open Interest 7,909 45,762 +1,106
Canadian Dollar(CME)
Sep03 030912 73.03 73.45 73.03 73.32 +0.43 5,395 26,845 -1,794
Dec03 030912 72.61 73.17 72.60 73.02 +0.43 7,722 51,271 +3,610
Mar04 030912 72.80 72.85 72.75 72.76 +0.43 16 2,329 +0
Jun04 030912 72.50 72.50 72.50 72.50 +0.43 48 949 +0
Total Volume and Open Interest 13,217 82,186 +1,827
Japanese Yen(CME)
Sep03 030912 85.44 85.66 85.10 85.23 -0.19 10,248 43,924 -9,376
Dec03 030912 85.68 85.93 85.34 85.48 -0.20 10,762 119,124 +6,920
Mar04 030912 85.73 85.73 85.73 85.73 -0.21 0 51 +0
Total Volume and Open Interest 21,010 163,154 -2,456
Swiss Franc(CME)
Sep03 030912 71.87 72.75 71.84 72.53 +0.24 7,192 30,983 -2,743
Dec03 030912 71.99 73.00 71.99 72.69 +0.25 9,371 41,046 +7,101
Mar04 030912 72.84 72.84 72.84 72.84 +0.26 80 170 +80
Total Volume and Open Interest 16,643 72,310 +4,438
EuroFX(CME)
Sep03 030912 111.74 113.24 111.74 112.86 +0.87 9,636 56,363 -7,573
Dec03 030912 111.46 112.95 111.45 112.57 +0.87 15,157 64,391 +12,430
Mar04 030912 111.70 112.52 111.70 112.30 +0.87 160 843 +230
Total Volume and Open Interest 24,953 121,736 +5,087
Mexican Peso(CME)
Sep03 030912 9100.0 9117.0 9080.0 9110.0 +18.0 1,648 18,660 -914
Dec03 030912 9000.0 9020.0 8975.0 9002.0 +12.0 8,040 32,220 +3,114
Total Volume and Open Interest 9,688 51,425 +2,200
30-Year T-Bonds(CBOT)
Sep03 030912 108~18 110~08 108~18 109~05 +0~22 7,048 27,140 -3,806
Dec03 030912 107~03 108~26 106~30 107~22 +0~22 214,175 368,927 +1,130
Mar04 030912 107~07 107~07 106~05 106~11 +0~22 678 7,667 +616
Total Volume and Open Interest 222,025 403,972 -2,031
Municipal Bonds(CBOT)
Sep03 030912 101~06 101~18 101~00 101~00 +0~06 453 561 -321
Dec03 030912 99~24 100~12 99~24 99~26 +0~06 427 1,281 +240
Total Volume and Open Interest 880 1,842 -81
10-Year T-Notes(CBOT)
Sep03 030912 113~080 114~100 113~080 113~215 +0~160 30,288 71,354 -7,278
Dec03 030912 111~130 112~200 111~115 111~305 +0~190 587,652 768,760 +4,225
Total Volume and Open Interest 618,036 840,924 -2,986
5-Year T-Notes(CBOT)
Sep03 030912 112~280 113~145 112~280 113~025 +0~110 2,070 0 +0
Dec03 030912 111~095 112~050 111~095 111~190 +0~115 246,133 0 +0
Mar04 030912 110~160 110~160 110~160 110~160 +0~085      
Total Volume and Open Interest 248,203    
2 Year T-Notes(CBOT)
Sep03 030912 107~112 108~008 107~112 107~120 +0~014 4,635 23,274 -1,242
Dec03 030912 107~021 107~054 107~020 107~040 +0~020 7,536 127,708 -1,031
Total Volume and Open Interest 12,171 150,982 -2,273
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030912 98.860 98.868 98.860 98.863 unch 64,560 567,684 -415
Dec03 030912 98.800 98.830 98.795 98.805 +0.005 84,991 727,645 +5,510
Mar04 030912 98.665 98.735 98.665 98.700 +0.035 125,432 634,783 -11,332
Jun04 030912 98.400 98.515 98.395 98.450 +0.055 171,253 591,575 +16,734
Sep04 030912 98.030 98.190 98.025 98.125 +0.100 90,801 587,987 +1,536
Dec04 030912 97.580 97.775 97.580 97.705 +0.125 78,329 522,050 +10,728
Mar05 030912 97.140 97.340 97.140 97.265 +0.130 36,539 296,801 -1,711
Jun05 030912 96.725 96.950 96.725 96.865 +0.145 27,669 233,157 +5,411
Sep05 030912 96.375 96.570 96.375 96.510 +0.145 13,540 161,911 +510
Dec05 030912 96.050 96.270 96.050 96.190 +0.150 10,181 142,027 -470
Mar06 030912 95.770 95.980 95.770 95.910 +0.150 9,136 126,895 -542
Jun06 030912 95.535 95.705 95.535 95.650 +0.145 10,733 122,535 -375
Total Volume and Open Interest 778,421 5,306,179 +32,030
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030912 99.88 99.88 99.88 99.88 unch 0 2,992 -8
Mar04 030912 99.83 99.84 99.83 99.84 +0.01 0 7,062 +30
Jun04 030912 99.82 99.83 99.82 99.82 +0.02 50 6,559 +54
Sep04 030912 99.76 99.77 99.76 99.76 +0.03 160 5,175 +153
Dec04 030912 99.67 99.68 99.66 99.68 +0.03 830 1,743 +775
Mar05 030912 99.48 99.48 99.48 99.48 +0.03 55 5,399 +46
Jun05 030912 99.39 99.39 99.39 99.39 +0.03 48 414 +48
Sep05 030912 99.24 99.24 99.20 99.20 +0.04 0 5,262 +1
Dec05 030912 99.12 99.12 99.12 99.12 +0.01 0 35 +0
Total Volume and Open Interest 1,148 47,170 +312
3-Mth Euro-Yen(SIMEX)
Dec03 030912 99.88 99.88 99.88 99.88 unch 498 41,602 -473
Mar04 030912 99.83 99.84 99.83 99.84 +0.01 687 66,654 -360
Jun04 030912 99.80 99.82 99.80 99.82 +0.02 925 55,150 +254
Sep04 030912 99.74 99.77 99.73 99.76 +0.02 844 25,284 +211
Dec04 030912 99.64 99.67 99.63 99.67 +0.03 236 24,503 +110
Mar05 030912 99.48 99.50 99.48 99.50 +0.03 470 14,546 -110
Jun05 030912 99.37 99.39 99.37 99.39 +0.04 241 9,163 +203
Sep05 030912 99.20 99.20 99.20 99.20 +0.03 63 6,736 +63
Total Volume and Open Interest 5,850 306,287 -3,801
German Euro-Bund(EUREX)
Dec03 030912 112.75 113.91 112.66 113.76 +1.02 1,151,031 771,048 +3,110
Mar04 030912 113.12 113.29 113.12 113.29 +1.00 5,423 1 +1
Jun04 030912 112.85 112.85 112.85 112.85 +1.02      
Total Volume and Open Interest 1,156,454 771,049 +3,111
German Euro-Bobl(EUREX)
Dec03 030912 110.13 110.89 110.05 110.83 +0.72 686,059 591,202 -2,882
Mar04 030912 109.65 110.35 109.65 110.35 +0.72 2,577 803 +500
Jun04 030912 110.28 110.28 110.28 110.28 +0.70 1,190 0 +0
Total Volume and Open Interest 689,826 592,005 -2,382
Long Gilt(LIFFE)
Sep03 030912 118~04 118~30 118~03 118~30 +1~01 3,404 9,328 -60
Dec03 030912 117~04 118~11 117~03 118~04 +1~01 35,460 131,736 -892
Total Volume and Open Interest 38,864 141,064 -952
3-Mth Short Sterling(LIFFE)
Sep03 030912 96.31 96.33 96.31 96.32 +0.01 11,753 0 +0
Dec03 030912 96.15 96.20 96.14 96.19 +0.04 31,775 0 +0
Mar04 030912 95.94 96.06 95.93 96.04 +0.10 53,711 0 +0
Total Volume and Open Interest 171,235    
3-Mth Euribor(LIFFE)
Sep03 030912 97.845 97.850 97.845 97.845 -0.005 30,376 475,368 -3,529
Dec03 030912 97.810 97.860 97.810 97.845 +0.025 83,343 567,720 -716
Mar04 030912 97.725 97.810 97.720 97.795 +0.060 111,195 482,231 +1,855
Total Volume and Open Interest 636,655 2,854,826 +413
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 030912 94.93 94.95 94.91 94.95 +0.01 39,221 220,604 +936
Mar04 030912 94.76 94.77 94.75 94.77 +0.01 15,050 68,299 +7,865
Jun04 030912 94.59 94.64 94.59 94.64 +0.01 5,932 32,701 +3,609
Sep04 030912 94.50 94.53 94.50 94.53 unch 1,601 19,852 +765
Dec04 030912 94.42 94.45 94.42 94.45 unch 793 14,651 +605
Mar05 030912 94.35 94.37 94.35 94.37 unch 689 15,529 +392
Jun05 030912 94.31 94.33 94.31 94.31 -0.02 695 8,275 +669
Sep05 030912 94.29 94.30 94.28 94.28 -0.03 76 2,270 -36
Dec05 030912 94.28 94.28 94.25 94.25 -0.04 154 1,438 +154
Total Volume and Open Interest 74,883 478,785 +14,944
10-Year Aus T-Bonds(SFE)
Sep03 030912 94.40 94.42 94.39 94.40 -0.03 5,439 209,928 -18,445
Dec03 030912 94.36 94.37 94.35 94.36 -0.02 5,942 108,757 +14,767
Total Volume and Open Interest 121,407 322,363 +88,069
3-Year Aus T-Bonds(SFE)
Sep03 030912 94.70 94.73 94.70 94.72 -0.01 176,628 563,559 +120,001
Dec03 030912 94.61 94.64 94.61 94.64 -0.01 136,956 189,631 +116,035
Total Volume and Open Interest 313,584 753,190 +236,036
Gold(CMX)
Oct03 030912 380.5 381.5 375.0 375.9 -3.9 1,070 14,274 -2
Dec03 030912 381.0 383.0 376.2 376.9 -3.9 43,898 205,726 +1,667
Feb04 030912 383.5 383.5 377.3 377.7 -3.9 307 18,167 +106
Apr04 030912 378.8 378.8 378.4 378.4 -4.0 250 6,430 +58
Jun04 030912 382.5 385.5 379.0 379.1 -4.1 15 11,701 +4
Aug04 030912 379.7 379.7 379.7 379.7 -4.3 0 5,447 +0
Total Volume and Open Interest 45,772 289,024 +1,934
Silver(CMX)
Sep03 030912 534.0 534.5 519.9 519.9 -12.8 123 891 -35
Dec03 030912 534.5 538.0 518.0 521.7 -12.8 15,869 99,366 +1,332
Mar04 030912 536.0 539.0 518.5 521.9 -12.8 1,235 4,486 +1,171
May04 030912 530.0 530.0 522.7 522.7 -12.8 0 1,007 +0
Jul04 030912 538.0 539.0 523.5 523.5 -12.8 0 2,321 +0
Total Volume and Open Interest 17,490 113,742 +2,641
Platinum(NYM)
Oct03 030912 704.0 704.0 693.2 696.8 -4.8 1,482 8,193 -139
Jan04 030912 695.0 695.0 680.2 684.8 -5.3 46 704 -2
Apr04 030912 674.8 674.8 674.8 674.8 -5.3 0 1 +0
Total Volume and Open Interest 1,528 8,898 -141
Palladium(NYME)
Sep03 030912 213.60 213.60 213.60 213.60 -3.90 0 140 -12
Dec03 030912 219.00 220.00 211.50 215.00 -3.90 204 4,827 -6
Mar04 030912 215.00 215.50 215.00 215.50 -3.90 0 19 +0
Total Volume and Open Interest 204 5,016 -18
Copper(CMX)
Sep03 030912 82.20 82.20 81.00 81.00 -1.25 225 1,621 -353
Dec03 030912 82.90 82.95 81.45 81.60 -1.25 9,529 71,466 +891
Mar04 030912 82.85 82.85 81.95 81.95 -1.20 477 5,119 -11
May04 030912 82.20 82.20 82.00 82.00 -1.20 5 2,750 +1
Jul04 030912 82.05 82.05 82.05 82.05 -1.20 5 2,145 -3
Total Volume and Open Interest 10,429 93,422 +533
DJIA Index(CBOT)
Sep03 030912 9460 9488 9380 9473 +13 9,947 36,333 -3,012
Dec03 030912 9425 9455 9345 9437 +12 19,058 11,123 +4,612
Mar04 030912 9407 9407 9407 9407 +21 0 98 +0
Jun04 030912 9377 9377 9377 9377 +21      
Total Volume and Open Interest 29,005 47,554 +1,600
S & P 500(CME)
Sep03 030912 1013.50 1020.00 1007.50 1018.10 +1.30 95,416 304,902 -38,574
Dec03 030912 1011.80 1018.30 1005.50 1016.40 +1.20 114,209 358,715 +60,183
Mar04 030912 1007.00 1014.80 1007.00 1014.80 +1.40 1 7,208 +1
Jun04 030912 1013.40 1013.40 1013.40 1013.40 +1.00 0 275 +0
Total Volume and Open Interest 209,626 671,234 +21,611
S & P 500 E-Mini(Globex)
Sep03 030912 1017.00 1020.00 1007.00 1018.00 +1.25 162,052 507,982 -15,714
Dec03 030912 1015.25 1018.25 1005.25 1016.50 +1.25 611,338 132,846 +81,756
Total Volume and Open Interest 773,390 640,828 +66,042
NASDAQ 100(CME)
Sep03 030912 1340.50 1359.50 1329.00 1359.50 +7.00 17,560 76,493 -7,544
Dec03 030912 1343.50 1362.50 1332.00 1362.00 +6.50 20,867 31,050 +12,829
Mar04 030912 1364.50 1364.50 1364.50 1364.50 +6.00 0 31 +0
Total Volume and Open Interest 38,427 107,574 +5,285
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030912 1352.0 1361.0 1329.0 1359.5 +7.0 99,286 319,087 -19,106
Dec03 030912 1356.0 1363.5 1331.5 1362.0 +6.5 331,834 71,723 +56,824
Total Volume and Open Interest 431,120 390,810 +37,718
NYSE Composite(NYBOT)
Sep03 030912 540.00 540.00 540.00 540.00 +1.00 220 577 -100
Total Volume and Open Interest 220 577 -100
S & P Midcap 400(CME)
Sep03 030912 517.00 520.80 514.00 520.70 +3.20 2,289 8,097 -983
Dec03 030912 516.75 521.00 513.50 520.75 +3.25 2,467 6,344 +1,824
Mar04 030912 520.55 520.55 520.55 520.55 +3.25      
Total Volume and Open Interest 4,756 14,441 +841
Russell 2000(CME)
Sep03 030912 505.50 509.50 500.00 508.50 +1.95 5,944 16,293 -2,763
Dec03 030912 505.00 510.00 500.50 508.25 +2.00 6,819 11,214 +5,716
Mar04 030912 508.25 508.25 508.25 508.25 +2.00      
Total Volume and Open Interest 12,763 27,507 +2,953
Value Line(KCBT)
Sep03 030912 1355.00 1368.00 1355.00 1368.00 +3.50 1 18 -1
Total Volume and Open Interest 2 59 -1
Nikkei 225(CME)
Dec03 030912 10750 10750 10650 10725 +110 5,043 22,229 +2,435
Mar04 030912 10735 10735 10735 10735 +110 0 1 +0
Total Volume and Open Interest 7,755 47,911 +816
Nikkei 225(SIMEX)
Dec03 030912 10670 10725 10580 10705 +170 56,099 146,660 +26,364
Mar04 030912 10695 10695 10695 10695 +165 500 540 +500
Jun04 030912 10655 10655 10655 10655 +170      
Total Volume and Open Interest 91,544 147,200 -80,918
CAC 40(MATIF)
Sep03 030912 3377.0 3380.5 3321.5 3331.5 -26.5 244 2,347 +379
Oct03 030912 3336.5 3336.5 3336.5 3336.5 -26.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030912 3565.0 3576.0 3472.5 3494.5 -67.5 145,488 260,868 -29,615
Dec03 030912 3582.0 3593.0 3492.0 3513.0 -67.5 39,498 51,365 +34,145
Mar04 030912 3608.5 3612.0 3512.0 3531.5 -68.5 848 8,199 +481
Total Volume and Open Interest 185,834 320,432 +5,011
FT-SE 100(LIFFE)
Sep03 030912 4257.50 4274.50 4229.00 4241.50 +7.00 77,161 327,989 -13,097
Dec03 030912 4269.50 4290.00 4245.00 4257.00 +7.00 29,168 124,228 +17,542
Mar04 030912 4252.50 4252.50 4252.50 4252.50 +7.00 0 10,472 +0
Total Volume and Open Interest 106,579 467,361 +4,445
SPI 200(SFE)
Sep03 030912 3197.0 3204.0 3188.0 3192.0 +7.0 31,698 165,337 +4,575
Dec03 030912 3206.0 3210.0 3196.0 3199.0 +7.0 19,323 42,860 +17,463
Mar04 030912 3214.0 3214.0 3205.0 3206.0 +8.0 6 2,601 -3
Total Volume and Open Interest 51,052 213,355 +22,060
GSCI(CME)
Sep03 030912 227.50 228.00 227.50 227.90 -3.35 2,376 5,014 -2,157
Oct03 030912 230.40 230.40 227.20 228.50 -3.00 2,460 8,719 +2,089
Nov03 030912 229.50 229.50 229.50 229.50 -2.25      
Total Volume and Open Interest 4,836 13,733 -68
Bridge CRB Index(NYBOT)
Nov03 030912 245.50 245.50 241.00 241.10 -4.90 51 716 +7
Jan04 030912 243.75 243.75 240.35 240.35 -4.90 3 332 -3
Feb04 030912 238.10 238.10 238.10 238.10 -4.90 0 150 +0
Total Volume and Open Interest 54 1,199 +4
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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