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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon September 15, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030915 622.00 624.00 616.25 619.00 -4.00 48,296 140,322 +4,048
Jan04 030915 623.50 625.75 618.50 621.50 -3.00 7,083 25,718 +1,096
Mar04 030915 617.00 618.00 613.50 616.75 -0.75 3,175 22,283 +1,169
May04 030915 604.00 604.00 601.00 603.75 -0.75 6,465 31,844 +1,158
Jul04 030915 600.00 600.00 597.00 599.50 +1.00 1,071 7,221 +28
Aug04 030915 583.00 587.00 583.00 584.00 +2.75 95 301 +2
Sep04 030915 568.00 568.00 568.00 568.00 +4.00 90 134 +86
Total Volume and Open Interest 67,085 230,336 +7,083
Soybean Meal(CBOT)
Oct03 030915 191.20 191.50 188.20 189.30 -2.10 6,959 19,152 -506
Dec03 030915 190.00 190.40 187.00 187.80 -2.30 13,930 77,401 -217
Jan04 030915 189.80 189.80 187.10 187.80 -2.30 1,692 11,161 +221
Mar04 030915 188.60 188.60 186.00 186.80 -1.90 1,673 13,225 +295
May04 030915 185.70 185.70 184.00 184.70 -1.00 4,347 15,908 +1,075
Jul04 030915 184.50 185.40 183.60 184.10 -1.70 590 7,355 +166
Aug04 030915 180.50 181.20 179.40 179.60 -1.70 19 1,417 -18
Sep04 030915 175.50 175.50 174.00 174.10 -0.90 446 2,586 +27
Total Volume and Open Interest 31,782 151,045 -200
Soybean Oil(CBOT)
Oct03 030915 22.42 22.55 22.11 22.52 +0.14 10,711 26,156 -2,739
Dec03 030915 22.40 22.59 22.12 22.55 +0.17 29,637 54,488 +4,397
Jan04 030915 22.32 22.53 22.15 22.53 +0.22 2,122 11,251 +523
Mar04 030915 22.10 22.34 21.90 22.34 +0.17 1,699 14,810 +538
May04 030915 21.80 21.90 21.60 21.90 +0.10 3,548 15,395 +1,118
Jul04 030915 21.40 21.70 21.37 21.65 +0.15 748 7,140 +210
Aug04 030915 21.25 21.35 21.20 21.35 +0.20 28 1,098 +28
Sep04 030915 21.00 21.00 21.00 21.00 +0.20 2 738 +2
Total Volume and Open Interest 48,934 134,333 +3,778
Canola(WCE)
Sep03 030912 350.7 350.7 346.8 346.8 -2.8 121 3 -120
Nov03 030915 353.4 354.5 352.0 354.1 -0.1 5,561 37,022 -2,083
Jan04 030915 359.5 360.0 359.2 359.6 +0.1 287 3,470 +64
Mar04 030915 364.5 365.0 363.7 364.9 +0.5 9 457 +5
May04 030915 368.5 368.5 368.5 368.5 +2.5 0 15 +0
Total Volume and Open Interest 5,938 45,508 -1,938
Corn(CBOT)
Dec03 030915 228.00 228.25 225.75 227.00 -1.00 75,237 235,233 -7,154
Mar04 030915 235.75 236.25 233.75 235.25 -0.50 12,089 64,606 +649
May04 030915 239.25 240.25 237.50 239.50 unch 1,632 16,925 +143
Jul04 030915 242.25 243.25 240.75 242.50 +0.50 1,950 16,702 +81
Sep04 030915 239.00 240.50 238.25 240.50 +1.50 223 2,875 +76
Dec04 030915 239.50 241.00 238.25 240.50 +1.00 969 9,601 -120
Total Volume and Open Interest 92,740 346,951 -6,713
Wheat(CBOT)
Dec03 030915 350.00 357.00 349.00 356.25 +4.75 27,840 87,866 +373
Mar04 030915 359.50 366.50 359.50 366.00 +4.50 4,967 18,672 +88
May04 030915 352.00 355.50 352.00 355.50 +4.25 111 944 +2
Jul04 030915 328.00 331.00 328.00 330.50 +1.75 225 2,773 +17
Sep04 030915 334.00 334.00 334.00 334.00 +3.00 10 63 +10
Total Volume and Open Interest 33,237 110,424 +325
Wheat(KCBT)
Sep03 030915 342.00 342.00 342.00 342.00 unch 2 16 -23
Dec03 030915 351.00 354.00 349.75 353.50 +2.50 5,849 50,746 -349
Mar04 030915 358.50 362.00 358.00 361.50 +3.50 1,234 9,285 -51
May04 030915 350.50 352.50 350.00 351.50 +2.50 17 1,257 +15
Jul04 030915 330.00 332.00 330.00 332.00 +1.00 306 1,917 +76
Total Volume and Open Interest 7,423 63,258 -317
Wheat(MGE)
Sep03 030915 353.00 357.50 353.00 353.00 +2.50 4 8 -4
Dec03 030915 357.00 360.00 356.50 359.00 +2.00 4,284 21,507 +946
Mar04 030915 365.00 366.50 364.00 364.25 +0.25 1,097 5,512 +511
May04 030915 367.50 369.25 367.50 367.75 +0.75 277 475 +192
Jul04 030915 363.00 363.00 361.00 361.00 unch 9 141 +6
Total Volume and Open Interest 5,673 27,801 +1,651
Oats(CBOT)
Dec03 030915 138.75 140.25 138.75 139.25 +0.50 1,353 5,636 -88
Mar04 030915 145.50 146.00 145.50 146.00 +0.50 347 612 +158
May04 030915 149.00 149.00 149.00 149.00 unch 1 53 +1
Jul04 030915 154.00 154.00 154.00 154.00 unch 0 17 +0
Total Volume and Open Interest 1,753 6,351 +94
Rough Rice(CBOT)
Sep03 030915 7.21 7.30 7.21 7.30 +0.10 12 45 -12
Nov03 030915 7.19 7.23 7.17 7.22 -0.01 684 5,312 -37
Jan04 030915 7.37 7.42 7.35 7.40 -0.05 90 1,241 +7
Mar04 030915 7.59 7.59 7.58 7.58 -0.04 117 663 +71
Total Volume and Open Interest 1,009 8,124 +99
Live Cattle(CME)
Oct03 030915 87.000 87.400 85.150 86.075 -0.500 10,088 42,425 -1,433
Dec03 030915 84.050 84.800 82.600 84.375 +0.575 7,600 42,948 +497
Feb04 030915 81.550 82.200 80.300 81.975 +0.425 3,042 22,222 +862
Apr04 030915 79.025 79.350 77.950 79.225 +0.400 1,171 14,048 +103
Jun04 030915 73.200 73.500 72.225 73.500 +0.500 897 4,695 +462
Aug04 030915 72.250 72.600 71.800 71.800 -0.550 201 464 +181
Total Volume and Open Interest 23,083 127,160 +717
Feeder Cattle(CME)
Sep03 030915 100.800 100.850 99.800 100.450 -0.050 295 1,826 -225
Oct03 030915 96.800 97.350 95.950 97.100 +0.500 2,502 8,266 -364
Nov03 030915 95.050 95.600 94.050 95.400 +0.425 1,121 7,103 +309
Jan04 030915 89.900 90.100 88.650 89.900 +0.050 346 2,993 +74
Mar04 030915 87.100 87.300 86.600 87.300 +0.300 33 558 +1
Apr04 030915 86.500 86.500 86.150 86.500 unch 19 361 +10
May04 030915 86.500 86.500 85.800 86.500 +0.100 15 317 +4
Total Volume and Open Interest 4,346 21,490 -184
Lean Hogs(CME)
Oct03 030915 58.850 59.000 57.850 58.700 +0.300 6,006 19,739 -998
Dec03 030915 57.600 58.050 56.800 57.500 +0.325 5,720 22,243 +1,344
Feb04 030915 58.250 58.700 57.800 58.375 +0.175 1,033 5,864 +50
Apr04 030915 59.250 59.300 58.650 59.125 unch 246 1,981 +46
May04 030915 62.000 62.475 62.000 62.475 -0.225 19 410 +2
Jun04 030915 64.700 64.850 64.300 64.675 -0.225 63 837 -3
Jul04 030915 61.700 61.800 61.250 61.350 -0.150 19 323 +14
Aug04 030915 58.900 59.150 58.900 59.150 -0.150 4 140 +1
Total Volume and Open Interest 13,113 51,577 +458
Pork Bellies(CME)
Feb04 030915 87.400 88.400 86.625 87.925 unch 303 1,929 -3
Mar04 030915 86.700 87.700 86.700 87.700 unch 3 31 +1
May04 030915 88.000 88.000 88.000 88.000 -1.600 1 17 +0
Jul04 030915 90.000 91.250 90.000 91.250 -0.250 0 28 +0
Aug04 030915 87.000 87.000 87.000 87.000        
BFP Milk Class III(CME)
Sep03 030915 14.21 14.22 14.21 14.22 +0.01 76 6,043 +13
Oct03 030915 13.90 13.92 13.87 13.92 unch 40 5,372 +6
Nov03 030915 12.80 12.85 12.78 12.84 +0.02 102 4,105 -65
Dec03 030915 12.20 12.24 12.20 12.24 unch 109 3,275 -32
Jan04 030915 11.95 11.95 11.95 11.95 -0.04 20 1,252 +5
Total Volume and Open Interest 405 25,101 -52
Cocoa(NYBOT)
Sep03 030915 1562 1562 1562 1562 +3 7 117 -25
Dec03 030915 1500 1515 1479 1512 +13 9,682 29,339 -2,434
Mar04 030915 1488 1500 1466 1495 +10 3,308 19,700 +905
May04 030915 1492 1500 1470 1499 +10 400 7,350 +77
Jul04 030915 1496 1507 1496 1507 +10 136 4,575 +53
Sep04 030915 1515 1515 1515 1515 +10 78 5,436 -67
Dec04 030915 1524 1524 1524 1524 +11 10 5,869 -68
Total Volume and Open Interest 13,622 76,908 -1,600
Coffee "C"(NYBOT)
Sep03 030915 66.50 66.50 64.05 64.05 -4.40 14 81 -40
Dec03 030915 69.00 69.20 65.60 65.75 -4.40 13,864 58,995 +1,426
Mar04 030915 71.50 71.50 68.00 68.15 -4.35 2,818 10,704 +114
May04 030915 72.60 72.90 69.60 69.60 -4.30 734 3,498 +319
Jul04 030915 74.00 74.00 71.05 71.05 -4.20 340 1,892 +119
Sep04 030915 75.50 75.50 72.60 72.60 -4.05 74 3,485 +27
Total Volume and Open Interest 17,909 81,629 +2,009
Orange Juice(NYBOT)
Nov03 030915 77.80 78.00 74.65 75.85 -2.70 1,510 18,908 +32
Jan04 030915 79.70 80.00 76.90 77.70 -2.80 310 3,932 +146
Mar04 030915 82.50 82.50 78.85 80.00 -2.90 37 2,390 +45
May04 030915 82.00 82.00 81.65 81.65 -2.75 0 2,014 +0
Jul04 030915 83.15 83.15 83.15 83.15 -2.75 0 201 +0
Total Volume and Open Interest 1,857 27,471 +223
Sugar #11(NYBOT)
Oct03 030915 6.09 6.11 5.87 5.89 -0.16 18,093 65,645 -5,052
Mar04 030915 6.32 6.33 6.14 6.16 -0.13 13,558 76,739 +6,053
May04 030915 6.35 6.36 6.22 6.22 -0.11 1,368 20,139 +10
Jul04 030915 6.28 6.30 6.15 6.15 -0.10 1,353 18,900 +145
Oct04 030915 6.40 6.42 6.30 6.30 -0.07 525 15,801 +88
Total Volume and Open Interest 35,044 202,608 +1,215
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030915 979 988 967 987 unch 5,687 74,759 -81
Mar04 030915 1003 1014 994 1014 unch 1,647 29,798 -42
May04 030915 1022 1031 1011 1030 -1 1,231 19,249 +424
Jul04 030915 1032 1046 1032 1046 +1 684 13,464 -22
Sep04 030915 1048 1054 1043 1054 +1 191 9,844 -43
Dec04 030915 1057 1064 1057 1064 +3 20 7,112 +3
Total Volume and Open Interest 12,428 161,724 -1,936
London Coffee(LCE)
Sep03 030915 770.00 770.00 740.00 740.00 -26.00 113 304 -11
Nov03 030915 795.00 799.00 760.00 766.00 -27.00 19,225 52,346 -909
Jan04 030915 809.00 813.00 780.00 782.00 -27.00 424 19,887 +58
Mar04 030915 826.00 826.00 791.00 795.00 -27.00 90 10,814 +2
May04 030915 808.00 808.00 807.00 807.00 -28.00 0 9,696 +0
Jul04 030915 826.00 831.00 817.00 819.00 -29.00 16 2,314 +2
Total Volume and Open Interest 19,885 100,522 -858
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030915 187.30 189.40 184.50 185.00 -3.00 3,379 17,163 +845
Mar04 030915 189.90 189.90 188.10 188.60 -2.90 884 7,720 +138
May04 030915 190.50 190.50 189.60 189.60 -2.90 183 2,867 +117
Aug04 030915 193.20 193.20 190.60 190.60 -2.90 362 3,703 +304
Total Volume and Open Interest 8,049 37,126 -1,079
Cotton(NYBOT)
Oct03 030915 63.65 64.20 62.65 63.85 -0.62 802 3,167 +762
Dec03 030915 65.42 66.05 64.50 65.70 -0.43 18,746 55,757 +2,831
Mar04 030915 66.90 68.00 66.35 67.79 -0.02 3,769 13,402 +1,094
May04 030915 67.80 68.65 67.40 68.41 -0.24 736 3,374 -210
Jul04 030915 68.60 69.00 68.20 69.00 -0.20 468 2,724 -58
Oct04 030915 65.50 65.50 65.50 65.50 -0.65 24 168 +24
Total Volume and Open Interest 24,598 79,432 +4,454
Lumber(CME)
Sep03 030915 363.0 370.4 363.0 366.9 +5.0 620 296 -331
Nov03 030915 322.5 326.4 314.1 315.5 -4.1 977 2,539 +31
Jan04 030915 312.4 314.9 305.7 307.8 -2.2 163 577 +1
Mar04 030915 315.0 315.1 307.3 307.3 -0.9 11 59 +4
Total Volume and Open Interest 1,771 3,495 -295
Crude Oil(NYM)
Oct03 030915 28.30 28.45 27.85 28.14 -0.13 97,626 90,519 -5,763
Nov03 030915 28.50 28.55 28.00 28.25 -0.15 66,569 105,316 +3,835
Dec03 030915 28.25 28.30 27.75 28.02 -0.14 33,229 75,855 -1,891
Jan04 030915 27.90 27.90 27.45 27.75 -0.11 6,587 30,903 -852
Feb04 030915 27.60 27.60 27.30 27.49 -0.08 1,746 14,498 +559
Mar04 030915 27.30 27.30 27.05 27.25 -0.05 2,218 17,704 -328
Apr04 030915 27.05 27.05 26.95 27.03 -0.02 1,406 17,542 +482
May04 030915 26.85 26.90 26.83 26.83 +0.01 144 9,926 +24
Jun04 030915 26.60 26.64 26.55 26.64 +0.05 3,515 20,044 +1,237
Jul04 030915 26.45 26.45 26.45 26.45 +0.09 369 8,718 -59
Total Volume and Open Interest 221,723 508,406 -4,411
Heating Oil(NYM)
Oct03 030915 74.60 75.45 73.80 74.70 -0.07 25,799 38,980 -416
Nov03 030915 76.10 76.70 75.20 75.89 -0.28 13,136 28,596 +1,551
Dec03 030915 77.00 77.60 76.30 76.84 -0.33 11,250 25,612 +1,541
Jan04 030915 77.60 78.30 77.10 77.49 -0.38 8,011 14,993 +1,125
Feb04 030915 77.40 78.00 76.75 77.14 -0.43 4,417 13,244 +1,923
Mar04 030915 76.00 76.50 75.20 75.34 -0.48 1,652 12,019 +119
Apr04 030915 74.00 74.30 73.39 73.39 -0.48 509 5,017 -81
May04 030915 72.40 72.40 71.39 71.39 -0.43 116 2,378 +71
Jun04 030915 71.50 71.50 70.44 70.44 -0.38 752 3,308 +260
Jul04 030915 71.00 71.00 70.05 70.09 -0.38 106 1,664 +90
Total Volume and Open Interest 66,307 151,966 +6,283
Unleaded Gas(NYM)
Oct03 030915 85.20 86.50 84.80 85.93 +1.41 26,726 40,900 -3,076
Nov03 030915 80.40 80.90 79.80 80.27 +0.09 11,738 27,609 +1,156
Dec03 030915 77.00 77.50 76.80 77.02 -0.41 2,251 10,139 +685
Jan04 030915 76.00 76.60 76.00 76.07 -0.56 594 5,464 +6
Feb04 030915 76.22 76.22 76.22 76.22 -0.61 70 937 +48
Mar04 030915 76.97 76.97 76.97 76.97 -0.61 82 1,504 -14
Apr04 030915 83.70 83.70 82.97 82.97 -0.61 115 2,547 +61
May04 030915 83.00 83.00 82.82 82.82 -0.61 0 578 +5
Total Volume and Open Interest 41,831 90,282 -929
Natural Gas(NYM)
Oct03 030915 4.670 4.725 4.620 4.685 -0.081 38,835 53,171 +1,264
Nov03 030915 4.940 4.975 4.900 4.947 -0.088 14,675 37,810 +2,852
Dec03 030915 5.210 5.250 5.195 5.222 -0.073 4,138 28,037 -623
Jan04 030915 5.400 5.450 5.385 5.410 -0.065 4,127 25,092 +277
Feb04 030915 5.350 5.390 5.330 5.353 -0.059 1,087 20,451 +171
Mar04 030915 5.250 5.280 5.230 5.258 -0.050 2,049 18,861 +479
Apr04 030915 4.850 4.873 4.830 4.840 -0.033 1,183 17,598 -133
May04 030915 4.770 4.783 4.731 4.750 -0.033 203 13,093 +6
Total Volume and Open Interest 68,872 353,403 +4,777
Brent Crude Oil(IPE)
Oct03 030915 26.73 26.85 26.50 26.70 -0.07 35,101 9,809 -22,869
Nov03 030915 26.45 26.60 26.17 26.47 +0.10 65,056 93,598 -3,381
Dec03 030915 26.18 26.38 26.01 26.27 +0.07 29,917 56,606 +3,468
Jan04 030915 26.03 26.12 25.80 26.04 +0.07 8,497 18,245 -293
Feb04 030915 25.84 25.90 25.64 25.83 +0.09 1,322 8,657 -70
Mar04 030915 25.50 25.62 25.50 25.62 +0.09 2,480 6,096 -1,131
Apr04 030915 25.41 25.41 25.41 25.41 +0.10 1,750 4,966 +70
May04 030915 25.21 25.22 25.21 25.22 +0.11 100 4,362 +0
Total Volume and Open Interest 150,328 261,664 -26,978
Gas Oil(IPE)
Oct03 030915 225.75 227.00 223.50 225.25 +0.75 22,139 37,081 -6,511
Nov03 030915 227.50 228.50 225.50 226.50 +0.50 11,852 28,295 +3,531
Dec03 030915 227.50 228.75 225.75 227.00 +1.00 6,206 24,670 +615
Jan04 030915 226.00 228.00 226.00 226.50 +1.00 1,858 12,319 +1,399
Feb04 030915 224.75 224.75 224.75 224.75 +0.75 525 4,448 -228
Mar04 030915 221.00 221.00 221.00 221.00 +0.25 200 3,473 +50
Apr04 030915 217.00 217.00 217.00 217.00 unch 440 5,474 +340
May04 030915 213.25 213.25 213.25 213.25 unch 40 770 +0
Total Volume and Open Interest 43,975 132,783 -848
US Dollar Index(NYBOT)
Sep03 030915 96.05 96.22 96.01 96.08 +0.05 210 4,008 -109
Dec03 030915 96.56 96.71 96.35 96.39 -0.07 3,665 9,034 +1,357
Mar04 030915 96.82 96.82 96.82 96.82 -0.09 1 2,064 +1
Total Volume and Open Interest 3,876 15,118 +1,249
Australian Dollar(CME)
Sep03 030915 66.38 66.38 66.38 66.38 +0.19 1,896 13,216 -1,330
Dec03 030915 65.70 66.05 65.68 66.01 +0.43 6,412 28,955 +4,248
Mar04 030915 65.50 65.50 65.40 65.40 +0.43 11 416 +10
Total Volume and Open Interest 8,319 42,676 +2,928
British Pound(CME)
Sep03 030915 160.40 160.40 160.40 160.40 unch 3,478 19,845 -1,939
Dec03 030915 159.46 159.52 159.00 159.20 -0.20 14,131 28,801 +5,070
Mar04 030915 158.32 158.32 158.12 158.12 -0.20 9 255 +8
Total Volume and Open Interest 17,618 48,901 +3,139
Canadian Dollar(CME)
Sep03 030915 73.12 73.27 72.96 73.25 -0.07 3,418 23,576 -3,269
Dec03 030915 72.78 72.97 72.58 72.95 -0.07 8,084 57,347 +6,076
Mar04 030915 72.69 72.69 72.69 72.69 -0.07 311 2,573 +244
Jun04 030915 72.18 72.43 72.18 72.43 -0.07 13 953 +4
Total Volume and Open Interest 11,835 85,236 +3,050
Japanese Yen(CME)
Sep03 030915 85.15 85.19 85.01 85.12 -0.11 5,047 32,078 -11,846
Dec03 030915 85.36 85.50 85.22 85.37 -0.11 14,797 120,251 +1,127
Mar04 030915 85.62 85.62 85.62 85.62 -0.11 3 52 +1
Total Volume and Open Interest 19,847 152,436 -10,718
Swiss Franc(CME)
Sep03 030915 72.52 72.60 72.52 72.60 +0.07 2,197 29,183 -1,800
Dec03 030915 72.63 72.85 72.46 72.73 +0.04 10,735 40,993 -53
Mar04 030915 72.88 72.88 72.88 72.88 +0.04 1 171 +1
Total Volume and Open Interest 12,963 70,488 -1,822
EuroFX(CME)
Sep03 030915 112.85 113.02 112.63 112.94 +0.08 12,863 41,957 -14,406
Dec03 030915 112.56 112.81 112.29 112.72 +0.15 31,314 77,363 +12,972
Mar04 030915 112.16 112.50 112.16 112.45 +0.15 272 764 -79
Total Volume and Open Interest 44,449 120,223 -1,513
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030915 9040.0 9045.0 9010.0 9030.0 +28.0 4,711 32,999 +779
Total Volume and Open Interest 6,120 50,823 -602
30-Year T-Bonds(CBOT)
Sep03 030915 109~06 109~20 108~19 109~09 +0~04 5,745 25,701 -1,439
Dec03 030915 107~25 108~06 107~02 107~25 +0~03 238,447 377,320 +8,393
Mar04 030915 106~00 106~13 105~29 106~13 +0~02 594 8,151 +484
Total Volume and Open Interest 244,787 411,410 +7,438
Municipal Bonds(CBOT)
Sep03 030915 101~00 101~18 100~28 101~16 +0~16 269 418 -143
Dec03 030915 99~26 100~13 99~19 100~08 +0~14 260 1,449 +168
Total Volume and Open Interest 529 1,867 +25
10-Year T-Notes(CBOT)
Sep03 030915 113~270 114~025 113~100 113~300 +0~085 31,471 64,851 -6,503
Dec03 030915 112~010 112~110 111~160 112~060 +0~075 656,333 787,247 +18,487
Total Volume and Open Interest 687,809 852,912 +11,988
5-Year T-Notes(CBOT)
Sep03 030915 113~010 113~120 112~315 113~105 +0~080 2,230 0 +0
Dec03 030915 111~185 112~000 111~125 111~295 +0~105 246,930 0 +0
Mar04 030915 110~265 110~265 110~265 110~265 +0~105      
Total Volume and Open Interest 249,160    
2 Year T-Notes(CBOT)
Sep03 030915 107~118 108~009 107~116 108~005 +0~013 6,772 20,057 -3,217
Dec03 030915 107~040 107~057 107~032 107~054 +0~014 13,038 130,182 +2,474
Total Volume and Open Interest 19,810 150,239 -743
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030915 98.860 98.860 98.860 98.860 -0.003 87,035 545,209 -22,475
Dec03 030915 98.800 98.825 98.795 98.805 unch 144,841 733,884 +6,239
Mar04 030915 98.685 98.735 98.680 98.725 +0.025 199,009 640,574 +5,791
Jun04 030915 98.440 98.505 98.425 98.490 +0.040 244,198 586,909 -4,666
Sep04 030915 98.105 98.190 98.075 98.165 +0.040 144,365 550,584 -37,403
Dec04 030915 97.690 97.770 97.640 97.755 +0.050 108,863 530,029 +7,979
Mar05 030915 97.250 97.340 97.210 97.325 +0.060 53,987 302,088 +5,287
Jun05 030915 96.850 96.930 96.810 96.920 +0.055 46,447 232,125 -1,032
Sep05 030915 96.495 96.580 96.470 96.575 +0.065 29,441 159,031 -2,880
Dec05 030915 96.190 96.275 96.150 96.260 +0.070 25,462 140,454 -1,573
Mar06 030915 95.910 95.990 95.870 95.980 +0.070 15,813 126,845 -50
Jun06 030915 95.650 95.720 95.610 95.710 +0.060 13,609 124,149 +1,614
Total Volume and Open Interest 1,178,797 5,266,118 -40,061
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030915 99.88 99.88 99.88 99.88 unch 2 2,994 +2
Mar04 030915 99.84 99.84 99.84 99.84 unch 986 7,171 +109
Jun04 030915 99.82 99.83 99.82 99.83 +0.01 1,401 8,937 +2,378
Sep04 030915 99.77 99.77 99.77 99.77 +0.01 93 5,315 +140
Dec04 030915 99.68 99.68 99.68 99.68 unch 222 1,912 +169
Mar05 030915 99.48 99.48 99.48 99.48 unch 0 5,399 +0
Jun05 030915 99.39 99.39 99.39 99.39 unch 0 414 +0
Sep05 030915 99.20 99.20 99.20 99.20 unch 3 5,261 -1
Dec05 030915 99.11 99.11 99.11 99.11 -0.01 0 35 +0
Total Volume and Open Interest 2,707 38,525 -8,645
3-Mth Euro-Yen(SIMEX)
Dec03 030915 99.88 99.88 99.88 99.88 unch 1,541 41,895 +293
Mar04 030915 99.84 99.84 99.84 99.84 unch 6,069 65,706 -948
Jun04 030915 99.82 99.83 99.82 99.82 unch 3,206 56,925 +1,775
Sep04 030915 99.77 99.77 99.77 99.77 +0.01 3,257 25,826 +542
Dec04 030915 99.67 99.68 99.67 99.68 +0.01 923 25,340 +837
Mar05 030915 99.50 99.50 99.50 99.50 unch 167 14,599 +53
Jun05 030915 99.39 99.39 99.39 99.39 unch 130 9,033 -130
Sep05 030915 99.21 99.21 99.21 99.21 +0.01 1,560 8,297 +1,561
Total Volume and Open Interest 18,353 258,778 -47,509
German Euro-Bund(EUREX)
Dec03 030915 113.62 113.71 113.35 113.58 -0.18 1,100,352 780,808 +9,760
Mar04 030915 113.23 113.23 113.04 113.12 -0.17 6,665 2 +1
Jun04 030915 112.67 112.67 112.67 112.67 -0.18      
Total Volume and Open Interest 1,107,017 780,810 +9,761
German Euro-Bobl(EUREX)
Dec03 030915 110.70 110.74 110.55 110.70 -0.13 625,193 592,203 +1,001
Mar04 030915 110.24 110.24 110.24 110.24 -0.11 4,113 794 -9
Jun04 030915 110.15 110.15 110.15 110.15 -0.13 960 0 +0
Total Volume and Open Interest 630,266 592,997 +992
Long Gilt(LIFFE)
Sep03 030915 118~28 118~28 118~15 118~24 -0~06 292 9,041 -287
Dec03 030915 117~32 118~04 117~21 117~30 -0~06 47,999 128,382 -3,354
Total Volume and Open Interest 48,291 137,423 -3,641
3-Mth Short Sterling(LIFFE)
Sep03 030915 96.32 96.32 96.30 96.31 -0.01 19,195 0 +0
Dec03 030915 96.17 96.20 96.15 96.18 -0.01 38,775 0 +0
Mar04 030915 96.03 96.05 95.98 96.02 -0.02 59,746 0 +0
Total Volume and Open Interest 189,515    
3-Mth Euribor(LIFFE)
Sep03 030915 97.850 97.850 97.845 97.850 +0.005 28,079 455,519 -19,849
Dec03 030915 97.840 97.850 97.830 97.840 -0.005 90,497 576,175 +8,455
Mar04 030915 97.795 97.805 97.780 97.795 unch 120,560 480,952 -1,279
Total Volume and Open Interest 616,051 2,848,025 -6,801
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 030915 94.97 94.99 94.95 94.99 +0.04 12,144 217,715 -2,889
Mar04 030915 94.80 94.83 94.79 94.82 +0.05 5,474 67,597 -702
Jun04 030915 94.67 94.70 94.66 94.69 +0.05 3,301 33,367 +666
Sep04 030915 94.56 94.60 94.56 94.60 +0.07 2,228 21,096 +1,244
Dec04 030915 94.49 94.52 94.49 94.52 +0.07 1,181 15,052 +401
Mar05 030915 94.41 94.46 94.41 94.45 +0.08 1,850 15,985 +456
Jun05 030915 94.40 94.40 94.39 94.40 +0.09 1,449 8,934 +659
Sep05 030915 94.36 94.37 94.35 94.35 +0.07 170 2,440 +170
Dec05 030915 94.32 94.32 94.32 94.32 +0.07 302 1,548 +110
Total Volume and Open Interest 28,120 384,745 -94,040
10-Year Aus T-Bonds(SFE)
Sep03 030915 94.46 94.46 94.44 94.45 +0.05 37,705 209,928 +0
Dec03 030915 94.42 94.46 94.40 94.45 +0.09 2,719 120,462 +11,705
Total Volume and Open Interest 74,983 318,685 -3,678
3-Year Aus T-Bonds(SFE)
Sep03 030915 94.78 94.78 94.76 94.78 +0.06 63,919 520,411 -43,148
Dec03 030915 94.69 94.73 94.69 94.73 +0.09 60,308 184,089 -5,542
Total Volume and Open Interest 124,227 704,500 -48,690
Gold(CMX)
Oct03 030915 376.5 376.5 373.0 374.6 -1.3 1,824 13,974 -300
Dec03 030915 377.0 377.4 373.5 375.6 -1.3 47,065 203,573 -2,153
Feb04 030915 377.4 378.0 375.0 376.4 -1.3 2,272 18,800 +633
Apr04 030915 378.5 378.5 375.5 377.1 -1.3 1,966 6,694 +264
Jun04 030915 379.0 379.0 377.0 377.9 -1.2 318 11,602 -99
Aug04 030915 378.6 378.6 378.6 378.6 -1.1 0 5,447 +0
Total Volume and Open Interest 53,634 287,400 -1,624
Silver(CMX)
Sep03 030915 522.0 522.0 509.0 519.3 -0.6 56 779 -112
Dec03 030915 521.5 523.5 510.5 521.0 -0.7 21,590 98,262 -1,104
Mar04 030915 518.0 521.5 516.0 521.5 -0.4 1,040 5,249 +763
May04 030915 517.0 522.3 517.0 522.3 -0.4 2 1,007 +0
Jul04 030915 519.0 523.1 519.0 523.1 -0.4 13 2,322 +1
Total Volume and Open Interest 22,821 113,348 -394
Platinum(NYM)
Oct03 030915 698.0 703.0 697.0 697.8 +1.0 651 7,958 -235
Jan04 030915 686.0 686.0 683.0 685.8 +1.0 62 714 +10
Apr04 030915 675.8 675.8 675.8 675.8 +1.0 0 1 +0
Total Volume and Open Interest 713 8,673 -225
Palladium(NYME)
Sep03 030915 205.55 205.55 205.55 205.55 -8.05 0 140 +0
Dec03 030915 203.10 208.50 203.10 207.05 -7.95 369 4,791 -36
Mar04 030915 208.00 208.00 207.55 207.55 -7.95 1 19 +0
Total Volume and Open Interest 374 4,984 -32
Copper(CMX)
Sep03 030915 81.45 81.80 81.45 81.55 +0.55 303 1,569 -52
Dec03 030915 82.15 82.70 82.05 82.20 +0.60 7,673 71,150 -316
Mar04 030915 82.60 83.00 82.50 82.50 +0.55 73 5,119 +0
May04 030915 82.55 82.55 82.55 82.55 +0.55 3 2,753 +3
Jul04 030915 82.80 82.80 82.60 82.60 +0.55 0 2,145 +0
Total Volume and Open Interest 8,285 93,176 -246
DJIA Index(CBOT)
Sep03 030915 9485 9490 9440 9451 -22 7,294 31,030 -5,303
Dec03 030915 9445 9455 9401 9416 -21 17,730 16,117 +4,994
Mar04 030915 9393 9393 9393 9393 -14 0 98 +0
Jun04 030915 9363 9363 9363 9363 -14      
Total Volume and Open Interest 25,024 47,245 -309
S & P 500(CME)
Sep03 030915 1019.00 1019.50 1013.50 1014.40 -3.70 87,177 246,217 -58,685
Dec03 030915 1017.30 1018.00 1011.60 1012.60 -3.80 121,838 423,201 +64,486
Mar04 030915 1011.00 1011.00 1011.00 1011.00 -3.80 2,272 8,587 +1,379
Jun04 030915 1009.60 1009.60 1009.60 1009.60 -3.80 0 275 +0
Total Volume and Open Interest 211,292 678,415 +7,181
S & P 500 E-Mini(Globex)
Sep03 030915 1019.00 1020.75 1013.50 1014.50 -3.50 86,942 469,596 -38,386
Dec03 030915 1016.75 1018.75 1011.50 1012.50 -4.00 654,027 203,844 +70,998
Total Volume and Open Interest 740,969 673,440 +32,612
NASDAQ 100(CME)
Sep03 030915 1360.00 1362.00 1346.50 1347.50 -12.00 15,889 73,065 -3,428
Dec03 030915 1364.00 1366.50 1347.00 1350.00 -12.00 24,120 41,534 +10,484
Mar04 030915 1352.00 1352.00 1352.00 1352.00 -12.50 0 31 +0
Total Volume and Open Interest 40,009 114,630 +7,056
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030915 1359.5 1364.5 1345.5 1347.5 -12.0 33,690 285,094 -33,993
Dec03 030915 1363.0 1367.0 1347.5 1350.0 -12.0 333,302 98,058 +26,335
Total Volume and Open Interest 366,992 383,152 -7,658
NYSE Composite(NYBOT)
Sep03 030915 539.00 539.00 538.50 538.50 -1.50 0 577 +0
Total Volume and Open Interest 0 577 +0
S & P Midcap 400(CME)
Sep03 030915 521.00 521.50 519.00 519.65 -1.05 2,076 6,714 -1,383
Dec03 030915 522.00 522.50 519.00 519.70 -1.05 2,577 8,415 +2,071
Mar04 030915 519.50 519.50 519.50 519.50 -1.05      
Total Volume and Open Interest 4,653 15,129 +688
Russell 2000(CME)
Sep03 030915 509.00 512.50 506.50 508.35 -0.15 3,996 13,481 -2,812
Dec03 030915 509.50 512.75 506.25 508.00 -0.25 4,966 14,517 +3,303
Mar04 030915 508.00 508.00 508.00 508.00 -0.25      
Total Volume and Open Interest 8,962 27,998 +491
Value Line(KCBT)
Sep03 030915 1364.75 1365.00 1364.75 1365.00 -3.00 3 15 -3
Total Volume and Open Interest 5 56 -3
Nikkei 225(CME)
Dec03 030915 10730 10770 10700 10755 +30 3,991 22,740 +511
Mar04 030915 10765 10765 10765 10765 +30 0 1 +0
Total Volume and Open Interest 3,991 22,741 -25,170
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 030915 3359.0 3367.0 3342.0 3348.5 +17.0 71 2,487 +140
Oct03 030915 3353.5 3353.5 3353.5 3353.5 +17.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030915 3526.0 3548.5 3506.0 3522.0 +27.5 141,406 225,460 -35,408
Dec03 030915 3543.5 3567.5 3525.0 3539.5 +26.5 43,179 88,665 +37,300
Mar04 030915 3570.5 3585.5 3546.5 3558.5 +27.0 621 8,213 +14
Total Volume and Open Interest 185,206 322,338 +1,906
FT-SE 100(LIFFE)
Sep03 030915 4260.00 4276.50 4255.00 4261.00 +19.50 123,676 281,690 -46,299
Dec03 030915 4273.00 4292.00 4270.50 4277.00 +20.00 84,675 182,564 +58,336
Mar04 030915 4272.50 4285.50 4272.00 4272.00 +19.50 0 10,472 +0
Total Volume and Open Interest 208,576 479,371 +12,010
SPI 200(SFE)
Sep03 030915 3196.0 3201.0 3181.0 3197.0 +5.0 24,991 153,046 -12,291
Dec03 030915 3209.0 3209.0 3190.0 3205.0 +6.0 18,811 60,730 +17,870
Mar04 030915 3205.0 3210.0 3201.0 3210.0 +4.0 110 2,599 -2
Total Volume and Open Interest 44,006 218,972 +5,617
GSCI(CME)
Oct03 030915 228.60 229.30 228.40 229.30 +0.80 2,398 11,110 +2,391
Nov03 030915 229.50 229.50 229.50 229.50 unch      
Total Volume and Open Interest 4,830 13,713 -20
Bridge CRB Index(NYBOT)
Nov03 030915 239.80 241.00 239.25 239.25 -1.85 161 678 -38
Jan04 030915 239.00 239.00 239.00 239.00 -1.35 8 334 +2
Feb04 030915 238.00 238.00 237.25 237.25 -0.85 0 150 +0
Total Volume and Open Interest 169 1,163 -36
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!