Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue September 16, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030916 621.00 621.75 609.00 610.75 -8.25 28,817 139,372 -950
Jan04 030916 623.00 624.00 612.75 615.00 -6.50 3,964 25,634 -84
Mar04 030916 618.50 619.00 610.00 611.25 -5.50 1,988 22,777 +494
May04 030916 604.00 604.50 598.25 600.50 -3.25 2,424 32,241 +397
Jul04 030916 599.50 599.50 595.00 596.00 -3.50 1,364 7,300 +79
Aug04 030916 586.00 586.00 583.00 583.00 -1.00 322 408 +107
Sep04 030916 566.00 566.00 566.00 566.00 -2.00 0 134 +0
Total Volume and Open Interest 39,155 230,260 -76
Soybean Meal(CBOT)
Oct03 030916 190.30 190.50 184.70 186.30 -3.00 5,266 18,536 -616
Dec03 030916 188.50 188.90 183.00 184.40 -3.40 10,294 75,667 -1,734
Jan04 030916 188.70 188.70 183.20 184.60 -3.20 1,667 11,309 +148
Mar04 030916 187.50 187.80 182.70 184.10 -2.70 862 13,430 +205
May04 030916 185.30 185.30 181.40 182.50 -2.20 2,133 15,534 -374
Jul04 030916 184.70 184.80 181.30 182.00 -2.10 1,589 7,678 +323
Aug04 030916 180.50 180.50 177.90 177.90 -1.70 157 1,340 -77
Sep04 030916 173.50 173.50 172.00 172.00 -2.10 661 2,493 -93
Total Volume and Open Interest 23,162 148,867 -2,178
Soybean Oil(CBOT)
Oct03 030916 22.50 22.52 22.28 22.33 -0.19 6,851 23,903 -2,253
Dec03 030916 22.52 22.53 22.25 22.28 -0.27 16,144 57,761 +3,273
Jan04 030916 22.50 22.50 22.27 22.29 -0.24 1,014 11,294 +43
Mar04 030916 22.30 22.35 22.18 22.18 -0.16 1,479 15,151 +341
May04 030916 21.90 22.01 21.80 21.88 -0.02 866 15,876 +481
Jul04 030916 21.60 21.83 21.60 21.75 +0.10 1,246 7,462 +322
Aug04 030916 21.50 21.62 21.50 21.60 +0.25 90 1,008 -90
Sep04 030916 21.00 21.00 21.00 21.00 unch 0 738 +0
Total Volume and Open Interest 27,690 135,924 +1,591
Canola(WCE)
Sep03 030912 350.7 350.7 346.8 346.8 -2.8 121 3 -120
Nov03 030916 355.5 355.5 352.5 352.9 -1.2 1,901 35,018 -2,004
Jan04 030916 359.7 360.0 358.3 358.7 -0.9 847 4,048 +578
Mar04 030916 366.0 366.0 363.7 363.7 -1.2 134 576 +119
May04 030916 367.5 367.5 367.5 367.5 -1.0 0 15 +0
Total Volume and Open Interest 2,882 44,148 -1,360
Corn(CBOT)
Dec03 030916 228.25 228.25 224.00 224.25 -2.75 46,260 231,420 -3,813
Mar04 030916 236.00 236.00 231.75 232.00 -3.25 8,905 67,059 +2,453
May04 030916 240.50 240.50 235.75 236.25 -3.25 3,546 18,561 +1,636
Jul04 030916 243.25 243.25 239.50 239.75 -2.75 2,740 17,432 +730
Sep04 030916 241.00 241.00 237.50 237.50 -3.00 207 2,979 +104
Dec04 030916 240.50 240.75 237.50 237.75 -2.75 712 9,820 +219
Total Volume and Open Interest 62,397 348,201 +1,250
Wheat(CBOT)
Dec03 030916 357.50 358.50 351.50 353.50 -2.75 13,668 86,696 -1,170
Mar04 030916 366.50 368.00 361.00 363.00 -3.00 2,110 18,862 +190
May04 030916 356.00 356.50 352.00 352.25 -3.25 87 947 +3
Jul04 030916 331.00 331.50 327.75 328.00 -2.50 119 2,804 +31
Sep04 030916 331.00 331.00 331.00 331.00 -3.00 38 65 +2
Total Volume and Open Interest 16,059 109,432 -992
Wheat(KCBT)
Sep03 030916 348.00 348.00 343.00 343.00 +1.00 0 16 +0
Dec03 030916 354.50 355.50 351.00 352.50 -1.00 3,230 50,418 -328
Mar04 030916 362.50 363.00 359.50 360.00 -1.50 566 9,483 +198
May04 030916 354.00 354.00 350.75 350.75 -0.75 129 1,375 +118
Jul04 030916 333.00 334.00 331.50 332.00 unch 100 1,924 +7
Total Volume and Open Interest 4,045 63,273 +15
Wheat(MGE)
Sep03 030916 349.00 349.00 349.00 349.00 -4.00 8 0 -8
Dec03 030916 359.50 360.75 355.00 358.00 -1.00 1,607 20,151 -1,356
Mar04 030916 365.00 367.00 361.50 363.50 -0.75 773 5,382 -130
May04 030916 365.50 366.00 365.50 366.00 -1.75 61 478 +3
Jul04 030916 360.75 361.00 360.75 361.00 unch 4 143 +2
Total Volume and Open Interest 2,456 26,312 -1,489
Oats(CBOT)
Dec03 030916 140.00 141.75 138.25 139.00 -0.25 752 5,674 +38
Mar04 030916 146.50 148.00 145.50 145.50 -0.50 35 642 +30
May04 030916 148.50 148.50 148.50 148.50 -0.50 0 52 -1
Jul04 030916 154.00 154.00 154.00 154.00 unch 0 17 +0
Total Volume and Open Interest 787 6,387 +36
Rough Rice(CBOT)
Sep03 030916 7.30 7.30 7.30 7.30 unch 7 38 -7
Nov03 030916 7.19 7.26 7.16 7.24 +0.02 278 5,287 -25
Jan04 030916 7.39 7.43 7.35 7.43 +0.03 68 1,221 -20
Mar04 030916 7.56 7.60 7.53 7.60 +0.02 40 700 +37
Total Volume and Open Interest 393 8,109 -15
Live Cattle(CME)
Oct03 030916 86.550 87.100 85.200 85.225 -0.850 12,898 40,187 -2,238
Dec03 030916 84.650 85.075 83.325 83.400 -0.975 9,699 43,830 +882
Feb04 030916 82.150 82.500 80.950 81.100 -0.875 2,615 22,245 +23
Apr04 030916 79.375 79.600 78.250 78.350 -0.875 1,241 13,813 -235
Jun04 030916 73.650 73.950 72.500 72.550 -0.950 312 4,662 -33
Aug04 030916 72.250 72.600 71.350 71.350 -0.450 66 516 +52
Total Volume and Open Interest 26,883 125,561 -1,599
Feeder Cattle(CME)
Sep03 030916 100.800 101.250 100.525 100.675 +0.225 336 1,864 +38
Oct03 030916 97.550 98.300 96.400 96.525 -0.575 1,549 8,341 +75
Nov03 030916 95.800 96.350 94.700 94.900 -0.500 747 7,078 -25
Jan04 030916 90.150 90.800 89.150 89.500 -0.400 387 2,994 +1
Mar04 030916 87.800 87.825 86.500 86.500 -0.800 31 562 +4
Apr04 030916 87.000 87.100 85.500 85.700 -0.800 16 368 +7
May04 030916 86.800 87.000 85.500 85.525 -0.975 22 326 +9
Total Volume and Open Interest 3,088 21,599 +109
Lean Hogs(CME)
Oct03 030916 59.150 59.400 58.100 58.150 -0.550 5,836 18,444 -1,295
Dec03 030916 57.700 58.250 56.550 56.800 -0.700 5,206 23,232 +989
Feb04 030916 58.400 58.900 57.950 58.200 -0.175 537 5,856 -8
Apr04 030916 59.050 59.300 58.550 58.800 -0.325 91 1,980 -1
May04 030916 62.500 62.500 62.200 62.200 -0.275 3 411 +1
Jun04 030916 64.750 64.950 64.400 64.400 -0.275 42 851 +14
Jul04 030916 61.750 61.750 61.175 61.175 -0.175 24 335 +12
Aug04 030916 59.000 59.000 58.650 58.725 -0.425 12 145 +5
Total Volume and Open Interest 11,766 51,309 -268
Pork Bellies(CME)
Feb04 030916 88.250 89.450 88.000 88.800 +0.875 283 1,918 -11
Mar04 030916 88.900 88.900 88.500 88.500 +0.800 2 31 +0
May04 030916 88.000 88.000 88.000 88.000 unch 0 17 +0
Jul04 030916 91.250 91.400 91.250 91.400 +0.150 2 27 -1
Aug04 030916 87.000 87.000 87.000 87.000 unch      
Total Volume and Open Interest 287 1,993  
BFP Milk Class III(CME)
Sep03 030916 14.21 14.24 14.21 14.24 +0.02 30 6,045 +2
Oct03 030916 13.87 13.90 13.85 13.90 -0.02 56 5,369 -3
Nov03 030916 12.83 12.84 12.81 12.84 unch 88 4,109 +4
Dec03 030916 12.21 12.24 12.21 12.24 unch 37 3,275 +0
Jan04 030916 11.95 11.95 11.90 11.92 -0.03 2 1,253 +1
Total Volume and Open Interest 310 25,173 +72
Cocoa(NYBOT)
Sep03 030916 1530 1562 1562 1562 unch 8 80 -37
Dec03 030916 1500 1505 1467 1470 -42 3,358 27,491 -1,848
Mar04 030916 1485 1485 1451 1453 -42 2,764 18,193 -1,507
May04 030916 1482 1482 1457 1457 -42 84 7,334 -16
Jul04 030916 1474 1474 1466 1466 -41 2 4,558 -17
Sep04 030916 1476 1476 1476 1476 -39 0 5,436 +0
Dec04 030916 1495 1495 1484 1484 -40 2,040 6,163 +294
Total Volume and Open Interest 8,256 73,777 -3,131
Coffee "C"(NYBOT)
Sep03 030916 64.25 64.50 60.50 60.50 -3.55 75 76 -5
Dec03 030916 65.40 66.40 62.30 62.60 -3.15 20,163 55,174 -3,821
Mar04 030916 67.80 68.70 64.80 65.00 -3.15 1,895 10,513 -191
May04 030916 69.00 70.10 66.50 66.50 -3.10 119 3,499 +1
Jul04 030916 70.50 71.25 67.90 68.00 -3.05 131 1,949 +57
Sep04 030916 72.00 73.00 69.50 69.50 -3.10 8 3,485 +0
Total Volume and Open Interest 22,410 77,659 -3,970
Orange Juice(NYBOT)
Nov03 030916 75.75 76.05 74.65 74.75 -1.10 3,401 18,747 -161
Jan04 030916 77.60 77.95 76.70 76.75 -0.95 1,345 3,946 +14
Mar04 030916 79.80 80.05 79.05 79.05 -0.95 365 2,550 +160
May04 030916 82.00 82.00 80.85 80.85 -0.80 42 2,044 +30
Jul04 030916 83.00 83.50 82.35 82.35 -0.80 0 201 +0
Total Volume and Open Interest 5,153 27,514 +43
Sugar #11(NYBOT)
Oct03 030916 5.88 6.03 5.78 5.96 +0.07 19,793 59,341 -6,304
Mar04 030916 6.15 6.28 6.08 6.22 +0.06 11,846 81,479 +4,740
May04 030916 6.23 6.31 6.18 6.27 +0.05 752 20,148 +9
Jul04 030916 6.16 6.23 6.10 6.19 +0.04 1,212 19,206 +306
Oct04 030916 6.31 6.38 6.28 6.34 +0.04 797 15,985 +184
Total Volume and Open Interest 35,025 202,094 -514
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030916 986 990 965 969 -18 2,395 74,541 -218
Mar04 030916 1013 1016 991 995 -19 770 30,069 +271
May04 030916 1024 1024 1010 1012 -18 420 19,319 +70
Jul04 030916 1039 1049 1026 1027 -19 84 13,506 +42
Sep04 030916 1048 1053 1036 1036 -18 6 9,844 +0
Dec04 030916 1045 1047 1045 1047 -17 3 7,112 +0
Total Volume and Open Interest 4,229 162,143 +419
London Coffee(LCE)
Sep03 030916 725.00 733.00 682.00 682.00 -58.00 77 224 -80
Nov03 030916 753.00 758.00 707.00 708.00 -58.00 5,210 51,207 -1,139
Jan04 030916 772.00 775.00 726.00 727.00 -55.00 718 20,096 +209
Mar04 030916 788.00 788.00 739.00 739.00 -56.00 163 10,697 -117
May04 030916 778.00 781.00 751.00 751.00 -56.00 4 9,696 +0
Jul04 030916 807.00 809.00 763.00 763.00 -56.00 316 2,549 +235
Total Volume and Open Interest 6,488 99,630 -892
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030916 185.00 187.00 183.80 187.00 +2.00 2,569 17,265 +102
Mar04 030916 188.00 190.00 187.50 190.00 +1.40 52 7,720 +0
May04 030916 189.00 191.60 189.00 191.60 +2.00 6 2,873 +6
Aug04 030916 190.10 192.60 190.10 192.60 +2.00 50 3,693 -10
Total Volume and Open Interest 4,730 35,512 -1,614
Cotton(NYBOT)
Oct03 030916 63.45 63.50 62.55 62.60 -1.25 553 2,882 -285
Dec03 030916 65.40 65.40 64.35 64.38 -1.32 12,758 57,567 +1,810
Mar04 030916 67.24 67.58 66.60 66.78 -1.01 3,783 13,904 +502
May04 030916 67.40 67.90 67.40 67.45 -0.96 545 3,379 +5
Jul04 030916 68.25 68.60 67.80 67.90 -1.10 415 2,664 -60
Oct04 030916 65.00 65.00 64.55 64.55 -0.95 0 152 -16
Total Volume and Open Interest 18,096 81,429 +1,997
Lumber(CME)
Nov03 030916 313.0 325.5 312.3 323.5 +8.0 861 2,624 +85
Jan04 030916 306.0 314.0 305.0 312.4 +4.6 135 611 +34
Mar04 030916 307.2 313.7 307.2 311.8 +4.5 8 63 +4
May04 030916 305.3 305.3 305.3 305.3 -1.9 0 24 +0
Total Volume and Open Interest 1,490 3,531 +36
Crude Oil(NYM)
Oct03 030916 27.98 27.98 27.36 27.56 -0.58 62,902 77,576 -12,943
Nov03 030916 28.00 28.05 27.45 27.68 -0.57 44,466 110,106 +4,790
Dec03 030916 27.83 27.85 27.37 27.47 -0.55 17,537 76,182 +327
Jan04 030916 27.55 27.60 27.15 27.26 -0.49 4,203 31,116 +213
Feb04 030916 27.30 27.35 27.06 27.06 -0.43 759 14,561 +63
Mar04 030916 27.00 27.10 26.83 26.87 -0.38 1,022 17,904 +200
Apr04 030916 26.70 26.80 26.69 26.69 -0.34 1,300 16,974 -568
May04 030916 26.70 26.70 26.51 26.51 -0.32 458 9,810 -116
Jun04 030916 26.56 26.56 26.33 26.33 -0.31 2,298 19,699 -345
Jul04 030916 26.35 26.35 26.15 26.15 -0.30 1,050 8,009 -709
Total Volume and Open Interest 144,442 501,316 -7,090
Heating Oil(NYM)
Oct03 030916 74.25 74.25 72.95 73.48 -1.22 20,160 35,492 -3,488
Nov03 030916 75.00 75.20 74.25 74.74 -1.15 8,253 29,316 +720
Dec03 030916 76.05 76.30 75.25 75.69 -1.15 6,363 25,781 +169
Jan04 030916 76.90 77.00 76.00 76.39 -1.10 3,188 16,103 +1,110
Feb04 030916 76.60 76.75 76.00 76.09 -1.05 1,736 13,193 -51
Mar04 030916 74.80 75.10 74.25 74.39 -0.95 1,311 11,870 -149
Apr04 030916 73.25 73.40 72.50 72.59 -0.80 892 4,697 -320
May04 030916 71.10 71.40 70.74 70.74 -0.65 165 2,391 +13
Jun04 030916 70.20 70.40 69.89 69.89 -0.55 594 3,693 +385
Jul04 030916 70.00 70.00 69.59 69.59 -0.50 183 1,755 +91
Total Volume and Open Interest 42,997 150,449 -1,517
Unleaded Gas(NYM)
Oct03 030916 85.00 85.00 81.50 83.46 -2.47 23,069 39,409 -1,491
Nov03 030916 79.50 79.50 77.00 78.60 -1.67 11,819 28,881 +1,272
Dec03 030916 76.00 76.25 74.75 76.00 -1.02 2,968 9,936 -203
Jan04 030916 75.50 75.70 74.70 75.30 -0.77 1,187 5,566 +102
Feb04 030916 75.20 76.00 75.20 75.50 -0.72 0 937 +0
Mar04 030916 76.00 76.30 76.00 76.30 -0.67 0 1,504 +0
Apr04 030916 82.25 82.70 82.25 82.50 -0.47 38 2,534 -13
May04 030916 82.30 82.50 82.30 82.50 -0.32 111 631 +53
Total Volume and Open Interest 39,192 90,003 -279
Natural Gas(NYM)
Oct03 030916 4.700 4.760 4.650 4.661 -0.024 27,325 51,389 -1,782
Nov03 030916 4.955 4.990 4.900 4.905 -0.042 8,432 39,617 +1,807
Dec03 030916 5.210 5.260 5.180 5.180 -0.042 2,303 27,883 -154
Jan04 030916 5.420 5.450 5.367 5.367 -0.043 3,287 25,547 +455
Feb04 030916 5.360 5.400 5.310 5.310 -0.043 1,044 20,897 +446
Mar04 030916 5.260 5.280 5.215 5.215 -0.043 1,857 19,030 +169
Apr04 030916 4.830 4.860 4.795 4.795 -0.045 1,423 17,859 +261
May04 030916 4.750 4.765 4.705 4.705 -0.045 1,174 12,994 -99
Total Volume and Open Interest 50,461 353,826 +423
Brent Crude Oil(IPE)
Nov03 030916 26.60 26.65 25.87 25.99 -0.48 47,300 94,560 +962
Dec03 030916 26.30 26.44 25.75 25.85 -0.42 17,644 59,457 +2,851
Jan04 030916 26.12 26.16 25.57 25.64 -0.40 2,903 17,961 -284
Feb04 030916 25.90 25.90 25.43 25.44 -0.39 464 8,694 +37
Mar04 030916 25.67 25.70 25.25 25.27 -0.35 45 6,096 +0
Apr04 030916 25.45 25.45 25.10 25.10 -0.31 0 4,966 +0
May04 030916 25.00 25.10 24.93 24.93 -0.29 410 4,422 +60
Jun04 030916 25.04 25.12 24.77 24.77 -0.28 700 13,513 +133
Total Volume and Open Interest 82,203 255,234 -6,430
Gas Oil(IPE)
Oct03 030916 226.00 226.50 219.25 221.75 -3.50 10,267 36,338 -743
Nov03 030916 227.75 227.75 222.00 223.00 -3.50 3,774 28,638 +343
Dec03 030916 227.50 228.00 222.50 224.00 -3.00 2,216 24,798 +128
Jan04 030916 227.00 227.25 224.00 224.00 -2.50 900 12,694 +375
Feb04 030916 225.75 225.75 222.75 222.75 -2.00 0 4,448 +0
Mar04 030916 219.50 219.50 219.50 219.50 -1.50 0 3,373 -100
Apr04 030916 216.00 216.00 216.00 216.00 -1.00 0 5,474 +0
May04 030916 212.75 212.75 212.75 212.75 -0.50 0 770 +0
Total Volume and Open Interest 18,007 133,316 +533
US Dollar Index(NYBOT)
Dec03 030916 96.52 97.19 96.35 97.12 +0.73 3,525 9,004 -30
Mar04 030916 97.47 97.55 97.47 97.55 +0.73 0 2,064 +0
Jun04 030916 98.00 98.00 98.00 98.00 +0.75 0 12 +0
Total Volume and Open Interest 6,479 12,129 -2,989
Australian Dollar(CME)
Dec03 030916 65.78 65.84 65.42 65.68 -0.33 6,890 34,065 +5,110
Mar04 030916 65.07 65.07 65.07 65.07 -0.33 3 435 +19
Jun04 030916 64.46 64.46 64.46 64.46 -0.33 0 12 +0
Total Volume and Open Interest 7,103 47,519 +4,843
British Pound(CME)
Dec03 030916 158.46 158.54 157.50 157.68 -1.52 1,960 28,155 -646
Mar04 030916 156.60 156.60 156.60 156.60 -1.52 1 256 +1
Jun04 030916 155.52 155.52 155.52 155.52 -1.52      
Total Volume and Open Interest 4,207 46,203 -2,698
Canadian Dollar(CME)
Dec03 030916 72.88 73.03 72.60 72.68 -0.27 5,084 56,633 -714
Mar04 030916 72.45 72.45 72.42 72.42 -0.27 19 2,570 -3
Jun04 030916 72.41 72.41 72.16 72.16 -0.27 5 955 +2
Sep04 030916 71.90 71.90 71.90 71.90 -0.27 2 577 +0
Total Volume and Open Interest 6,070 83,690 -1,546
Japanese Yen(CME)
Dec03 030916 86.26 86.45 86.05 86.34 +0.97 5,104 118,333 -1,918
Mar04 030916 86.50 86.59 86.50 86.59 +0.97 0 52 +0
Jun04 030916 86.86 86.86 86.86 86.86 +0.97 0 5 +0
Total Volume and Open Interest 6,176 149,638 -2,798
Swiss Franc(CME)
Dec03 030916 72.32 72.48 71.89 72.12 -0.61 2,736 40,392 -601
Mar04 030916 72.27 72.27 72.27 72.27 -0.61 0 193 +22
Jun04 030916 72.41 72.41 72.41 72.41 -0.61 0 109 +0
Total Volume and Open Interest 2,919 69,621 -867
EuroFX(CME)
Dec03 030916 112.09 112.19 111.28 111.44 -1.28 6,906 74,758 -2,605
Mar04 030916 111.73 111.76 111.07 111.17 -1.28 59 772 +8
Jun04 030916 110.92 110.92 110.92 110.92 -1.28 0 63 +0
Total Volume and Open Interest 12,430 111,875 -8,348
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030916 9042.0 9120.0 9032.0 9090.0 +60.0 1,657 33,030 +31
Total Volume and Open Interest 1,853 50,657 -166
30-Year T-Bonds(CBOT)
Sep03 030916 108~30 109~04 108~12 108~19 -0~22 7,081 22,470 -3,231
Dec03 030916 107~17 107~23 106~28 107~03 -0~22 165,075 381,532 +4,212
Mar04 030916 106~00 106~09 105~20 105~23 -0~22 215 8,479 +328
Total Volume and Open Interest 172,374 412,716 +1,306
Municipal Bonds(CBOT)
Sep03 030916 101~07 101~07 101~00 101~04 -0~12 87 345 -73
Dec03 030916 99~24 100~02 99~24 99~28 -0~12 125 1,477 +28
Total Volume and Open Interest 212 1,822 -45
10-Year T-Notes(CBOT)
Sep03 030916 113~285 114~010 113~140 113~220 -0~080 20,287 48,517 -16,334
Dec03 030916 112~015 112~075 111~190 111~270 -0~110 461,264 782,724 -4,523
Total Volume and Open Interest 481,554 832,055 -20,857
5-Year T-Notes(CBOT)
Sep03 030916 113~110 113~130 113~065 113~085 -0~020 3,250 0 +0
Dec03 030916 111~260 112~020 111~195 111~270 -0~025 188,111 0 +0
Mar04 030916 110~240 110~240 110~240 110~240 -0~025      
Total Volume and Open Interest 191,361    
2 Year T-Notes(CBOT)
Sep03 030916 108~008 108~009 107~124 108~001 -0~004 3,752 17,764 -2,293
Dec03 030916 107~049 107~060 107~044 107~049 -0~005 7,418 130,256 +74
Total Volume and Open Interest 11,170 148,020 -2,219
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030916 98.800 98.830 98.800 98.815 +0.010 104,446 743,281 +9,397
Mar04 030916 98.710 98.765 98.705 98.735 +0.010 127,206 660,652 +20,078
Jun04 030916 98.470 98.535 98.450 98.485 -0.005 143,056 581,027 -5,882
Sep04 030916 98.140 98.190 98.100 98.135 -0.030 109,011 572,440 +21,856
Dec04 030916 97.730 97.780 97.670 97.705 -0.050 78,754 522,581 -7,448
Mar05 030916 97.290 97.365 97.255 97.285 -0.040 34,519 301,680 -408
Jun05 030916 96.895 96.950 96.850 96.900 -0.020 30,526 226,950 -5,175
Sep05 030916 96.550 96.600 96.515 96.555 -0.020 32,409 160,822 +1,791
Dec05 030916 96.230 96.285 96.190 96.240 -0.020 8,842 139,273 -1,181
Mar06 030916 95.950 95.995 95.920 95.960 -0.020 9,414 128,272 +1,427
Jun06 030916 95.710 95.720 95.645 95.690 -0.020 4,598 125,119 +970
Sep06 030916 95.460 95.470 95.400 95.450 -0.020 9,711 90,147 +4,289
Total Volume and Open Interest 750,501 4,786,398 -479,720
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030916 99.89 99.89 99.88 99.88 unch 232 3,248 +254
Mar04 030916 99.85 99.85 99.84 99.84 unch 335 6,961 -210
Jun04 030916 99.83 99.83 99.82 99.82 -0.01 122 8,812 -125
Sep04 030916 99.78 99.78 99.76 99.76 -0.01 1,525 5,376 +61
Dec04 030916 99.68 99.68 99.68 99.68 unch 5 1,657 -255
Mar05 030916 99.48 99.48 99.48 99.48 unch 0 5,399 +0
Jun05 030916 99.39 99.39 99.39 99.39 unch 0 414 +0
Sep05 030916 99.20 99.20 99.20 99.20 unch 0 5,261 +0
Dec05 030916 99.12 99.12 99.12 99.12 +0.01 0 35 +0
Total Volume and Open Interest 2,219 38,250 -275
3-Mth Euro-Yen(SIMEX)
Dec03 030916 99.88 99.89 99.88 99.88 unch 138 41,839 -56
Mar04 030916 99.84 99.85 99.84 99.84 unch 34 65,204 -502
Jun04 030916 99.82 99.83 99.82 99.82 unch 27 56,710 -215
Sep04 030916 99.77 99.79 99.77 99.77 unch 20 25,620 -206
Dec04 030916 99.68 99.70 99.68 99.68 unch 42 24,479 -861
Mar05 030916 99.55 99.55 99.50 99.51 +0.01 0 14,599 +0
Jun05 030916 99.39 99.40 99.39 99.40 +0.01 0 9,033 +0
Sep05 030916 99.24 99.24 99.22 99.22 +0.01 50 8,345 +48
Total Volume and Open Interest 311 256,986 -1,792
German Euro-Bund(EUREX)
Dec03 030916 113.60 113.65 113.31 113.39 -0.19 818,676 784,004 +3,196
Mar04 030916 113.00 113.00 112.94 112.94 -0.18 3,480 190 +188
Jun04 030916 112.48 112.48 112.48 112.48 -0.19      
Total Volume and Open Interest 822,156 784,194 +3,384
German Euro-Bobl(EUREX)
Dec03 030916 110.73 110.73 110.53 110.61 -0.09 474,291 575,746 -16,457
Mar04 030916 110.15 110.26 110.15 110.16 -0.08 4,932 794 +0
Jun04 030916 110.06 110.06 110.06 110.06 -0.09      
Total Volume and Open Interest 479,223 576,540 -16,457
Long Gilt(LIFFE)
Sep03 030916 118~20 118~20 118~06 118~09 -0~15 776 8,399 -642
Dec03 030916 117~27 117~29 117~11 117~15 -0~15 27,176 128,967 +585
Total Volume and Open Interest 27,952 137,366 -57
3-Mth Short Sterling(LIFFE)
Sep03 030916 96.30 96.33 96.29 96.30 -0.01 15,278 0 +0
Dec03 030916 96.16 96.19 96.12 96.14 -0.04 30,447 0 +0
Mar04 030916 96.00 96.01 95.93 95.95 -0.07 45,741 0 +0
Total Volume and Open Interest 143,106    
3-Mth Euribor(LIFFE)
Dec03 030916 97.835 97.850 97.830 97.840 unch 84,507 584,458 +8,283
Mar04 030916 97.805 97.810 97.780 97.790 -0.005 66,110 483,618 +2,666
Jun04 030916 97.630 97.650 97.605 97.620 -0.010 81,766 344,313 +10,306
Total Volume and Open Interest 409,968 2,454,984 -393,041
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 030916 94.98 95.01 94.98 95.01 +0.02 12,986 220,972 +3,257
Mar04 030916 94.83 94.84 94.81 94.84 +0.02 4,542 70,367 +2,770
Jun04 030916 94.69 94.72 94.68 94.72 +0.03 1,945 35,352 +1,985
Sep04 030916 94.59 94.62 94.59 94.62 +0.02 1,141 21,168 +72
Dec04 030916 94.52 94.55 94.52 94.54 +0.02 374 14,704 -348
Mar05 030916 94.45 94.47 94.45 94.47 +0.02 1,703 16,289 +304
Jun05 030916 94.42 94.42 94.41 94.42 +0.02 357 8,451 -483
Sep05 030916 94.37 94.38 94.36 94.37 +0.02 407 2,446 +6
Dec05 030916 94.34 94.34 94.33 94.33 +0.01 1 1,548 +0
Total Volume and Open Interest 23,457 392,309 +7,564
10-Year Aus T-Bonds(SFE)
Dec03 030916 94.46 94.46 94.41 94.42 -0.03 3,109 122,031 +1,569
Mar04 030916 94.42 94.42 94.42 94.42        
3-Year Aus T-Bonds(SFE)
Dec03 030916 94.73 94.75 94.72 94.74 +0.01 47,285 231,776 +47,687
Mar04 030916 94.74 94.74 94.74 94.74        
Gold(CMX)
Oct03 030916 375.0 376.2 372.0 373.6 -1.0 1,487 13,851 -123
Dec03 030916 375.9 377.4 372.5 374.6 -1.0 32,914 200,333 -3,240
Feb04 030916 376.0 378.2 374.0 375.4 -1.0 1,091 19,119 +319
Apr04 030916 377.9 377.9 376.1 376.1 -1.0 818 6,753 +59
Jun04 030916 379.0 379.5 375.6 376.9 -1.0 410 11,707 +105
Aug04 030916 376.0 377.6 376.0 377.6 -1.0 9 5,447 +0
Total Volume and Open Interest 36,918 284,586 -2,814
Silver(CMX)
Sep03 030916 522.0 522.0 520.0 521.3 +2.0 49 763 -16
Dec03 030916 520.0 524.0 517.5 523.0 +2.0 12,977 98,120 -142
Mar04 030916 522.0 523.5 518.0 522.0 +0.5 692 5,870 +621
May04 030916 524.5 524.5 522.0 522.8 +0.5 1 1,006 -1
Jul04 030916 524.5 524.5 523.6 523.6 +0.5 12 2,326 +4
Total Volume and Open Interest 13,885 113,827 +479
Platinum(NYM)
Oct03 030916 700.0 703.0 696.5 696.7 -1.1 364 7,994 +36
Jan04 030916 689.0 689.8 684.2 685.6 -0.2 72 748 +34
Apr04 030916 675.6 675.6 675.6 675.6 -0.2 0 1 +0
Total Volume and Open Interest 436 8,743 +70
Palladium(NYME)
Sep03 030916 221.20 221.20 221.20 221.20 +15.65 45 185 +45
Dec03 030916 219.90 227.00 219.00 222.70 +15.65 773 5,151 +360
Mar04 030916 222.95 222.95 222.95 222.95 +15.40 18 27 +8
Total Volume and Open Interest 838 5,399 +415
Copper(CMX)
Sep03 030916 80.70 81.10 80.45 81.05 -0.50 409 1,742 +173
Dec03 030916 81.15 81.75 81.00 81.70 -0.50 4,927 70,792 -358
Mar04 030916 81.65 82.10 81.50 82.10 -0.40 63 5,130 +11
May04 030916 81.80 82.15 81.80 82.15 -0.40 2 2,753 +0
Jul04 030916 82.20 82.20 82.20 82.20 -0.40 1 2,145 +0
Total Volume and Open Interest 5,765 93,104 -72
DJIA Index(CBOT)
Sep03 030916 9465 9575 9460 9573 +122 5,411 28,258 -2,772
Dec03 030916 9429 9539 9420 9536 +120 12,530 18,899 +2,782
Mar04 030916 9405 9514 9405 9514 +121 95 58 -40
Jun04 030916 9484 9484 9484 9484 +121      
Total Volume and Open Interest 18,036 47,215 -30
S & P 500(CME)
Sep03 030916 1015.50 1030.20 1015.50 1029.40 +15.00 82,418 196,669 -49,548
Dec03 030916 1014.00 1028.30 1014.00 1027.70 +15.10 109,974 477,515 +54,314
Mar04 030916 1017.00 1026.10 1017.00 1026.10 +15.10 2,818 11,240 +2,653
Jun04 030916 1024.80 1024.80 1024.80 1024.80 +15.20 15 273 -2
Total Volume and Open Interest 195,235 685,841 +7,426
S & P 500 E-Mini(Globex)
Sep03 030916 1015.25 1030.00 1010.00 1029.50 +15.00 55,431 415,507 -54,089
Dec03 030916 1012.50 1028.25 1012.00 1027.75 +15.25 552,144 223,276 +19,432
Total Volume and Open Interest 607,575 638,783 -34,657
NASDAQ 100(CME)
Sep03 030916 1349.00 1385.00 1349.00 1383.50 +36.00 11,324 67,312 -5,753
Dec03 030916 1351.50 1387.00 1351.00 1386.00 +36.00 17,745 47,314 +5,780
Mar04 030916 1388.50 1388.50 1388.50 1388.50 +36.50 93 58 +27
Total Volume and Open Interest 29,162 114,684 +54
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030916 1348.0 1384.5 1348.0 1383.5 +36.0 19,119 276,987 -8,107
Dec03 030916 1350.5 1387.0 1350.0 1386.0 +36.0 254,462 105,339 +7,281
Total Volume and Open Interest 273,581 382,326 -826
NYSE Composite(NYBOT)
Sep03 030916 543.00 544.50 543.00 544.50 +6.00 36 584 +7
Total Volume and Open Interest 36 584 +7
S & P Midcap 400(CME)
Sep03 030916 520.00 526.65 520.00 526.65 +7.00 2,019 5,329 -1,385
Dec03 030916 520.50 526.75 520.50 526.50 +6.80 2,334 10,152 +1,737
Mar04 030916 526.30 526.30 526.30 526.30 +6.80      
Total Volume and Open Interest 4,354 15,482 +353
Russell 2000(CME)
Sep03 030916 511.00 515.35 511.00 515.35 +7.00 3,486 11,096 -2,385
Dec03 030916 508.50 515.50 508.50 515.00 +7.00 4,312 18,372 +3,855
Mar04 030916 515.00 515.00 515.00 515.00 +7.00      
Total Volume and Open Interest 7,798 29,468 +1,470
Value Line(KCBT)
Sep03 030916 1384.00 1385.00 1382.00 1382.00 +17.00 2 15 +0
Total Volume and Open Interest 2 56 +0
Nikkei 225(CME)
Dec03 030916 10935 11130 10935 11075 +320 1,354 22,403 -337
Mar04 030916 11085 11085 11085 11085 +320 0 1 +0
Total Volume and Open Interest 1,354 22,404 -337
Nikkei 225(SIMEX)
Dec03 030916 10780 10930 10740 10910 +205 16,905 0 -146,660
Mar04 030916 10900 10900 10900 10900 +205      
Jun04 030916 10860 10860 10860 10860 +205      
Total Volume and Open Interest 16,905    
CAC 40(MATIF)
Sep03 030916 3353.0 3400.5 3342.5 3392.5 +44.0 588 2,561 +74
Oct03 030916 3397.5 3397.5 3397.5 3397.5 +44.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030916 3530.0 3571.5 3508.5 3565.5 +43.5 123,232 186,424 -39,036
Dec03 030916 3547.0 3590.0 3528.0 3584.0 +44.5 45,374 126,738 +38,073
Mar04 030916 3552.5 3608.5 3549.0 3603.0 +44.5 504 8,447 +234
Total Volume and Open Interest 169,110 321,609 -729
FT-SE 100(LIFFE)
Sep03 030916 4263.00 4306.00 4255.00 4296.50 +35.50 108,162 243,812 -37,878
Dec03 030916 4278.00 4321.00 4270.50 4313.00 +36.00 77,128 227,807 +45,243
Mar04 030916 4308.00 4308.00 4308.00 4308.00 +36.00 269 10,473 +1
Total Volume and Open Interest 185,559 486,737 +7,366
SPI 200(SFE)
Sep03 030916 3190.0 3201.0 3183.0 3196.0 -1.0 27,122 150,036 -3,010
Dec03 030916 3202.0 3208.0 3190.0 3203.0 -2.0 21,303 81,848 +21,118
Mar04 030916 3206.0 3212.0 3206.0 3209.0 -1.0 129 2,668 +69
Total Volume and Open Interest 48,634 237,160 +18,188
GSCI(CME)
Oct03 030916 227.80 227.80 225.75 225.75 -3.55 632 11,577 +467
Nov03 030916 226.00 226.00 226.00 226.00 -3.50      
Dec03 030916 226.30 226.30 226.30 226.30        
Bridge CRB Index(NYBOT)
Nov03 030916 239.25 239.75 238.00 238.50 -0.75 152 618 -60
Jan04 030916 238.25 238.25 238.25 238.25 -0.75 3 333 -1
Feb04 030916 237.50 237.50 236.50 236.50 -0.75 4 149 -1
Total Volume and Open Interest 159 1,101 -62
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!