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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed September 17, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 030917 611.00 619.00 611.00 617.25 +6.50 43,291 139,103 -269
Jan04 030917 615.00 621.50 614.50 620.00 +5.00 4,169 26,022 +388
Mar04 030917 611.00 618.50 611.00 616.25 +5.00 2,921 22,783 +6
May04 030917 600.00 605.50 600.00 604.25 +3.75 4,580 32,329 +88
Jul04 030917 596.50 602.00 596.00 601.00 +5.00 1,516 7,340 +40
Aug04 030917 589.00 589.00 587.00 587.00 +4.00 216 548 +140
Sep04 030917 569.00 569.00 569.00 569.00 +3.00 0 134 +0
Total Volume and Open Interest 57,094 230,740 +480
Soybean Meal(CBOT)
Oct03 030917 186.70 187.80 185.80 187.20 +0.90 7,132 16,974 -1,562
Dec03 030917 184.50 186.70 184.20 185.60 +1.20 14,564 75,276 -391
Jan04 030917 184.70 186.50 184.30 185.70 +1.10 2,702 11,289 -20
Mar04 030917 184.20 185.90 183.80 185.10 +1.00 995 13,444 +14
May04 030917 182.50 184.20 182.00 183.20 +0.70 3,474 15,430 -104
Jul04 030917 182.20 183.50 181.50 183.00 +1.00 2,324 7,891 +213
Aug04 030917 178.00 179.20 178.00 179.00 +1.10 400 1,254 -86
Sep04 030917 172.50 173.50 172.00 173.50 +1.50 1,004 2,052 -441
Total Volume and Open Interest 33,244 146,804 -2,063
Soybean Oil(CBOT)
Oct03 030917 22.35 22.85 22.32 22.79 +0.46 5,536 23,102 -801
Dec03 030917 22.32 22.86 22.32 22.77 +0.49 14,164 59,878 +2,117
Jan04 030917 22.34 22.78 22.34 22.72 +0.43 4,022 12,278 +984
Mar04 030917 22.20 22.85 22.20 22.68 +0.50 878 15,313 +162
May04 030917 21.85 22.30 21.85 22.29 +0.41 1,792 16,608 +732
Jul04 030917 21.78 22.10 21.78 22.02 +0.27 1,860 8,575 +1,113
Aug04 030917 21.63 21.80 21.63 21.80 +0.20 196 984 -24
Sep04 030917 21.35 21.35 21.35 21.35 +0.35 1 739 +1
Total Volume and Open Interest 28,513 140,230 +4,306
Canola(WCE)
Sep03 030912 350.7 350.7 346.8 346.8 -2.8 121 3 -120
Nov03 030917 352.9 357.5 352.6 355.5 +2.6 3,668 33,387 -1,631
Jan04 030917 358.5 363.0 358.5 361.0 +2.3 381 4,142 +94
Mar04 030917 366.0 366.5 366.0 366.5 +2.8 15 577 +1
May04 030917 370.5 370.5 370.5 370.5 +3.0 5 20 +5
Total Volume and Open Interest 4,074 42,622 -1,526
Corn(CBOT)
Dec03 030917 224.50 225.50 223.50 223.75 -0.50 52,603 227,260 -4,160
Mar04 030917 232.50 233.00 231.00 231.50 -0.50 11,379 68,225 +1,166
May04 030917 236.50 237.00 235.50 235.75 -0.50 3,441 19,389 +828
Jul04 030917 240.00 240.75 239.00 239.25 -0.50 3,513 18,102 +670
Sep04 030917 238.00 238.50 237.00 237.25 -0.25 144 2,995 +16
Dec04 030917 238.00 238.50 237.00 237.25 -0.50 1,158 10,147 +327
Total Volume and Open Interest 72,238 347,038 -1,163
Wheat(CBOT)
Dec03 030917 351.50 357.50 348.50 349.50 -4.00 16,884 87,262 +566
Mar04 030917 362.00 366.25 359.00 359.25 -3.75 1,958 19,339 +477
May04 030917 352.00 355.25 349.50 349.75 -2.50 132 987 +40
Jul04 030917 328.00 330.25 326.50 328.00 unch 192 2,831 +27
Sep04 030917 331.00 331.00 331.00 331.00 unch 0 65 +0
Total Volume and Open Interest 19,184 110,556 +1,124
Wheat(KCBT)
Sep03 030917 343.50 343.50 343.50 343.50 +0.50 15 16 +0
Dec03 030917 351.50 355.00 348.00 349.50 -3.00 5,920 49,946 -472
Mar04 030917 359.00 361.75 356.75 357.00 -3.00 951 9,751 +268
May04 030917 350.00 350.00 348.25 348.25 -2.50 21 1,383 +8
Jul04 030917 331.00 332.00 329.50 330.00 -2.00 176 1,869 -55
Total Volume and Open Interest 7,083 63,022 -251
Wheat(MGE)
Sep03 030917 349.00 349.00 349.00 349.00 unch      
Dec03 030917 357.00 358.75 354.50 355.50 -2.50 2,116 20,079 -72
Mar04 030917 362.00 365.50 361.50 361.75 -1.75 908 5,701 +319
May04 030917 365.00 365.00 365.00 365.00 -1.00 2 480 +2
Jul04 030917 361.00 361.00 361.00 361.00 unch 5 142 -1
Total Volume and Open Interest 3,046 26,559 +247
Oats(CBOT)
Dec03 030917 135.75 138.25 135.75 136.75 -2.25 717 5,776 +102
Mar04 030917 143.50 145.00 142.50 143.75 -1.75 19 653 +11
May04 030917 147.25 147.25 147.25 147.25 -1.25 0 52 +0
Jul04 030917 152.00 152.00 152.00 152.00 -2.00 0 17 +0
Total Volume and Open Interest 736 6,500 +113
Rough Rice(CBOT)
Sep03 030917 7.39 7.39 7.39 7.39 +0.09 0 38 +0
Nov03 030917 7.25 7.42 7.22 7.39 +0.14 204 5,290 +3
Jan04 030917 7.44 7.54 7.41 7.54 +0.11 48 1,229 +8
Mar04 030917 7.62 7.70 7.59 7.70 +0.10 4 703 +3
Total Volume and Open Interest 256 8,123 +14
Live Cattle(CME)
Oct03 030917 86.050 86.550 85.050 85.850 +0.625 12,155 38,556 -1,631
Dec03 030917 83.950 84.375 83.050 83.700 +0.300 9,936 44,895 +1,065
Feb04 030917 81.500 82.075 80.600 81.425 +0.325 3,620 22,670 +425
Apr04 030917 78.650 79.150 77.850 78.575 +0.225 1,847 14,284 +471
Jun04 030917 72.900 73.300 72.200 72.600 +0.050 1,071 4,955 +293
Aug04 030917 71.800 72.000 71.450 71.450 +0.100 131 633 +117
Total Volume and Open Interest 28,838 126,280 +719
Feeder Cattle(CME)
Sep03 030917 100.950 101.125 100.600 101.050 +0.375 198 1,790 -74
Oct03 030917 97.100 98.025 96.700 97.525 +1.000 1,996 8,136 -205
Nov03 030917 95.300 96.050 94.900 95.475 +0.575 986 7,122 +44
Jan04 030917 89.900 90.200 89.200 89.275 -0.225 308 3,063 +69
Mar04 030917 86.850 87.000 86.500 86.500 unch 77 596 +34
Apr04 030917 85.600 86.400 85.600 85.700 unch 23 369 +1
May04 030917 85.700 86.300 85.700 85.750 +0.225 17 323 -3
Total Volume and Open Interest 3,605 21,465 -134
Lean Hogs(CME)
Oct03 030917 59.000 60.150 58.550 59.150 +1.000 4,642 17,171 -1,273
Dec03 030917 57.800 58.650 57.050 57.500 +0.700 4,586 23,577 +345
Feb04 030917 58.500 59.300 58.200 58.725 +0.525 342 5,946 +90
Apr04 030917 58.800 59.750 58.800 59.300 +0.500 88 2,005 +25
May04 030917 61.950 62.600 61.950 62.600 +0.400 3 411 +0
Jun04 030917 64.475 64.850 64.450 64.800 +0.400 76 898 +47
Jul04 030917 61.200 61.500 61.200 61.250 +0.075 21 353 +18
Aug04 030917 58.750 58.750 58.500 58.725 unch 22 146 +1
Total Volume and Open Interest 9,787 50,564 -745
Pork Bellies(CME)
Feb04 030917 88.500 90.250 88.400 88.475 -0.325 272 1,920 +2
Mar04 030917 88.100 88.100 88.100 88.100 -0.400 5 26 -5
May04 030917 88.000 88.000 88.000 88.000 unch 0 17 +0
Jul04 030917 91.250 91.400 91.250 91.400 unch 1 27 +0
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 030917 14.24 14.25 14.23 14.24 unch 44 6,048 +3
Oct03 030917 13.84 13.95 13.80 13.90 unch 51 5,372 +3
Nov03 030917 12.83 12.84 12.77 12.83 -0.01 34 4,112 +3
Dec03 030917 12.24 12.30 12.18 12.29 +0.05 10 3,283 +8
Jan04 030917 11.87 11.87 11.80 11.86 -0.06 17 1,258 +5
Total Volume and Open Interest 430 25,353 +180
Cocoa(NYBOT)
Dec03 030917 1480 1526 1475 1515 +45 4,172 27,394 -97
Mar04 030917 1468 1503 1468 1496 +43 1,135 18,301 +108
May04 030917 1500 1500 1499 1499 +42 331 7,381 +47
Jul04 030917 1500 1513 1497 1509 +43 14 4,564 +6
Sep04 030917 1519 1519 1519 1519 +43 3 5,436 +0
Dec04 030917 1529 1529 1529 1529 +45 363 6,282 +119
Mar05 030917 1543 1543 1543 1543 +45 59 2,986 -59
Total Volume and Open Interest 6,152 73,784 +7
Coffee "C"(NYBOT)
Sep03 030917 61.50 61.75 61.50 61.70 +1.20 29 45 -31
Dec03 030917 62.00 63.90 62.00 63.70 +1.10 32,570 51,893 -3,281
Mar04 030917 65.20 66.05 64.80 66.05 +1.05 2,614 10,382 -131
May04 030917 66.50 67.55 66.30 67.55 +1.05 309 3,573 +74
Jul04 030917 68.00 69.05 67.80 69.05 +1.05 151 1,999 +50
Sep04 030917 69.50 70.55 69.50 70.55 +1.05 250 3,481 -4
Total Volume and Open Interest 35,993 74,304 -3,355
Orange Juice(NYBOT)
Nov03 030917 74.70 76.00 74.40 75.35 +0.60 1,949 18,732 -15
Jan04 030917 76.90 77.60 76.70 77.50 +0.75 929 4,343 +397
Mar04 030917 79.00 79.90 78.60 79.75 +0.70 67 2,587 +37
May04 030917 80.50 81.60 80.50 81.60 +0.75 32 2,050 +6
Jul04 030917 82.10 83.10 82.10 83.10 +0.75 11 212 +11
Total Volume and Open Interest 2,988 27,950 +436
Sugar #11(NYBOT)
Oct03 030917 5.96 6.03 5.90 5.92 -0.04 18,543 51,698 -7,643
Mar04 030917 6.25 6.28 6.08 6.10 -0.12 16,406 84,202 +2,723
May04 030917 6.29 6.33 6.15 6.15 -0.12 1,412 19,921 -227
Jul04 030917 6.21 6.23 6.07 6.08 -0.11 1,327 19,410 +204
Oct04 030917 6.36 6.38 6.24 6.24 -0.10 1,100 15,969 -16
Total Volume and Open Interest 39,290 197,537 -4,557
London Cocoa(LCE)
Sep03 030915 949 963 949 963 -1 2,835 697 -2,176
Dec03 030917 968 989 968 984 +15 1,648 74,386 -155
Mar04 030917 995 1014 993 1008 +13 2,418 30,700 +631
May04 030917 1012 1032 1012 1025 +13 353 19,460 +141
Jul04 030917 1036 1047 1032 1040 +13 231 13,578 +72
Sep04 030917 1040 1049 1040 1049 +13 449 9,453 -391
Dec04 030917 1063 1063 1060 1060 +13 1 7,113 +1
Total Volume and Open Interest 5,907 161,553 -590
London Coffee(LCE)
Sep03 030917 699.00 700.00 698.00 700.00 +18.00 49 180 -44
Nov03 030917 710.00 730.00 710.00 719.00 +11.00 16,560 45,066 -6,141
Jan04 030917 727.00 743.00 727.00 738.00 +11.00 5,003 22,272 +2,176
Mar04 030917 750.00 760.00 749.00 752.00 +13.00 976 11,052 +355
May04 030917 760.00 769.00 760.00 763.00 +12.00 313 9,752 +56
Jul04 030917 779.00 779.00 773.00 774.00 +11.00 649 3,086 +537
Total Volume and Open Interest 23,596 96,592 -3,038
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 030917 187.10 188.80 183.10 183.60 -3.40 1,160 17,550 +285
Mar04 030917 190.70 191.00 187.00 187.10 -2.90 365 7,915 +195
May04 030917 192.70 193.00 188.50 189.10 -2.50 5 2,878 +5
Aug04 030917 192.00 192.50 190.10 190.10 -2.50 85 3,703 +10
Total Volume and Open Interest 1,620 35,042 -470
Cotton(NYBOT)
Oct03 030917 62.85 64.65 62.10 64.63 +2.03 389 2,706 -176
Dec03 030917 64.85 66.70 64.00 66.59 +2.21 9,604 57,594 +27
Mar04 030917 66.75 68.79 66.40 68.75 +1.97 3,333 14,731 +827
May04 030917 67.45 69.50 67.40 69.40 +1.95 90 3,345 -34
Jul04 030917 69.10 69.90 68.85 69.90 +2.00 220 2,689 +25
Oct04 030917 65.60 65.60 65.60 65.60 +1.05 1 151 -1
Total Volume and Open Interest 13,657 82,098 +669
Lumber(CME)
Nov03 030917 324.6 325.9 318.0 325.1 +1.6 810 2,652 +28
Jan04 030917 312.0 315.0 309.0 314.9 +2.5 106 606 -5
Mar04 030917 311.4 315.6 311.2 313.0 +1.2 20 70 +7
May04 030917 313.5 313.5 310.2 310.2 +4.9 3 24 +0
Total Volume and Open Interest 939 3,352 -179
Crude Oil(NYM)
Oct03 030917 27.65 27.65 26.80 27.03 -0.53 67,041 69,695 -7,881
Nov03 030917 27.75 27.75 26.95 27.16 -0.52 78,176 117,312 +7,206
Dec03 030917 27.50 27.52 26.80 26.97 -0.50 44,306 78,255 +2,073
Jan04 030917 27.26 27.26 26.70 26.79 -0.47 11,767 33,674 +2,558
Feb04 030917 27.10 27.10 26.63 26.63 -0.43 1,717 14,894 +333
Mar04 030917 26.75 26.75 26.45 26.47 -0.40 1,773 17,894 -10
Apr04 030917 26.40 26.60 26.32 26.32 -0.37 1,728 17,001 +27
May04 030917 26.40 26.40 26.17 26.17 -0.34 552 9,696 -114
Jun04 030917 26.30 26.30 26.02 26.02 -0.31 1,836 19,468 -231
Jul04 030917 25.88 25.88 25.88 25.88 -0.27 1,231 7,562 -447
Total Volume and Open Interest 216,507 506,451 +5,135
Heating Oil(NYM)
Oct03 030917 73.20 73.30 70.90 71.15 -2.33 19,725 33,564 -1,928
Nov03 030917 74.40 74.50 72.50 72.67 -2.07 6,564 30,288 +972
Dec03 030917 75.30 75.70 73.40 73.72 -1.97 5,756 26,585 +804
Jan04 030917 75.90 76.40 74.50 74.52 -1.87 2,510 16,559 +456
Feb04 030917 75.80 76.10 74.37 74.37 -1.72 1,703 13,385 +192
Mar04 030917 74.60 74.60 72.92 72.92 -1.47 1,717 12,425 +555
Apr04 030917 72.00 72.80 71.32 71.32 -1.27 383 4,885 +188
May04 030917 70.75 70.90 69.67 69.67 -1.07 49 2,412 +21
Jun04 030917 69.90 70.05 68.97 68.97 -0.92 1,152 4,071 +378
Jul04 030917 69.75 69.75 68.72 68.72 -0.87 90 1,817 +62
Total Volume and Open Interest 39,711 152,195 +1,746
Unleaded Gas(NYM)
Oct03 030917 83.40 83.50 79.20 79.48 -3.98 26,619 36,774 -2,635
Nov03 030917 78.40 78.50 75.00 75.42 -3.18 13,070 28,698 -183
Dec03 030917 75.80 75.80 73.30 73.42 -2.58 2,184 9,924 -12
Jan04 030917 75.00 75.00 73.00 73.00 -2.30 1,112 5,680 +114
Feb04 030917 75.00 75.00 73.40 73.40 -2.10 615 1,241 +304
Mar04 030917 75.40 75.40 74.25 74.25 -2.05 767 1,652 +148
Apr04 030917 82.40 82.40 80.75 80.75 -1.75 818 2,806 +272
May04 030917 82.00 82.00 80.80 80.80 -1.70 436 852 +221
Total Volume and Open Interest 45,634 88,245 -1,758
Natural Gas(NYM)
Oct03 030917 4.630 4.655 4.550 4.642 -0.019 21,611 49,941 -1,448
Nov03 030917 4.870 4.880 4.780 4.852 -0.053 9,738 41,159 +1,542
Dec03 030917 5.170 5.170 5.090 5.137 -0.043 3,878 28,693 +810
Jan04 030917 5.360 5.360 5.280 5.328 -0.039 3,403 25,605 +58
Feb04 030917 5.320 5.320 5.240 5.278 -0.032 1,469 21,195 +298
Mar04 030917 5.220 5.220 5.150 5.183 -0.032 2,447 19,382 +352
Apr04 030917 4.820 4.820 4.770 4.778 -0.017 1,161 18,092 +233
May04 030917 4.720 4.720 4.675 4.688 -0.017 390 13,186 +192
Total Volume and Open Interest 45,969 356,048 +2,222
Brent Crude Oil(IPE)
Nov03 030917 26.05 26.17 25.50 25.67 -0.32 48,399 92,181 -2,379
Dec03 030917 25.91 25.97 25.35 25.47 -0.38 31,405 66,181 +6,724
Jan04 030917 25.67 25.73 25.18 25.28 -0.36 6,418 19,663 +1,702
Feb04 030917 25.45 25.55 24.80 25.12 -0.32 928 9,184 +490
Mar04 030917 25.28 25.28 24.96 24.97 -0.30 819 6,520 +424
Apr04 030917 25.16 25.18 24.73 24.82 -0.28 50 4,966 +0
May04 030917 24.69 24.69 24.69 24.69 -0.24 250 4,522 +100
Jun04 030917 24.86 24.89 24.50 24.57 -0.20 1,250 13,240 -273
Total Volume and Open Interest 93,189 260,977 +5,743
Gas Oil(IPE)
Oct03 030917 222.00 222.50 216.50 216.75 -5.00 13,472 36,444 +106
Nov03 030917 223.50 223.75 218.25 219.00 -4.00 7,801 27,725 -913
Dec03 030917 224.25 224.50 219.75 220.00 -4.00 6,035 26,823 +2,025
Jan04 030917 224.00 224.50 220.25 220.25 -3.75 2,384 13,621 +927
Feb04 030917 222.75 223.50 219.25 219.25 -3.50 1,119 4,697 +249
Mar04 030917 220.75 220.75 216.75 216.75 -2.75 0 3,373 +0
Apr04 030917 216.00 216.25 213.50 213.50 -2.50 0 5,474 +0
May04 030917 210.50 210.50 210.50 210.50 -2.25 0 770 +0
Total Volume and Open Interest 31,426 135,950 +2,634
US Dollar Index(NYBOT)
Dec03 030917 97.06 97.24 96.12 96.14 -0.98 2,508 9,709 +705
Mar04 030917 97.05 97.05 96.57 96.57 -0.98 1 2,065 +1
Jun04 030917 97.02 97.02 97.02 97.02 -0.98 2 14 +2
Total Volume and Open Interest 2,511 11,788 -341
Australian Dollar(CME)
Dec03 030917 65.83 65.99 65.68 65.98 +0.30 3,406 35,575 +1,510
Mar04 030917 65.37 65.37 65.37 65.37 +0.30 19 418 -17
Jun04 030917 64.76 64.76 64.76 64.76 +0.30 0 12 +0
Total Volume and Open Interest 3,425 36,082 -11,437
British Pound(CME)
Dec03 030917 159.24 160.02 158.98 159.98 +2.30 5,306 26,530 -1,625
Mar04 030917 158.90 158.90 158.90 158.90 +2.30 0 256 +0
Jun04 030917 157.82 157.82 157.82 157.82 +2.30      
Total Volume and Open Interest 5,306 26,786 -19,417
Canadian Dollar(CME)
Dec03 030917 72.86 73.02 72.64 72.99 +0.31 3,712 55,928 -705
Mar04 030917 72.58 72.73 72.52 72.73 +0.31 88 2,650 +80
Jun04 030917 72.30 72.47 72.27 72.47 +0.31 18 965 +10
Sep04 030917 72.21 72.21 72.21 72.21 +0.31 0 577 +0
Total Volume and Open Interest 5,313 81,631 -2,059
Japanese Yen(CME)
Dec03 030917 86.17 86.60 86.09 86.30 -0.04 15,099 126,551 +8,218
Mar04 030917 86.44 86.55 86.44 86.55 -0.04 2 55 +3
Jun04 030917 86.82 86.82 86.82 86.82 -0.04 0 5 +0
Total Volume and Open Interest 15,101 126,661 -22,977
Swiss Franc(CME)
Dec03 030917 72.61 72.92 72.40 72.88 +0.76 5,736 43,519 +3,127
Mar04 030917 72.96 73.03 72.96 73.03 +0.76 0 193 +0
Jun04 030917 73.17 73.17 73.17 73.17 +0.76 0 109 +0
Total Volume and Open Interest 5,736 43,853 -25,768
EuroFX(CME)
Dec03 030917 111.96 112.72 111.77 112.71 +1.27 9,697 79,684 +4,926
Mar04 030917 111.70 112.44 111.62 112.44 +1.27 14 763 -9
Jun04 030917 112.19 112.19 112.19 112.19 +1.27 0 63 +0
Total Volume and Open Interest 9,711 80,591 -31,284
Mexican Peso(CME)
Sep03 030915 9125.0 9130.0 9125.0 9130.0 +20.0 1,399 17,279 -1,381
Dec03 030917 9092.0 9102.0 9045.0 9060.0 -30.0 7,698 31,336 -1,694
Total Volume and Open Interest 7,698 31,881 -18,776
30-Year T-Bonds(CBOT)
Sep03 030917 108~31 110~10 108~31 110~03 +1~16 8,543 19,145 -3,325
Dec03 030917 107~10 108~31 107~07 108~19 +1~16 257,537 388,687 +7,155
Mar04 030917 106~09 107~15 106~09 107~07 +1~16 1,926 10,305 +1,826
Total Volume and Open Interest 268,093 418,455 +5,739
Municipal Bonds(CBOT)
Sep03 030917 101~13 101~31 101~13 101~31 +0~27 80 312 -33
Dec03 030917 100~06 100~22 100~05 100~19 +0~23 179 1,579 +102
Total Volume and Open Interest 259 1,891 +69
10-Year T-Notes(CBOT)
Sep03 030917 114~020 114~175 113~240 114~080 +0~180 16,929 39,668 -8,849
Dec03 030917 111~310 112~240 111~270 112~140 +0~190 608,862 780,194 -2,530
Total Volume and Open Interest 626,304 821,126 -10,929
5-Year T-Notes(CBOT)
Sep03 030917 113~175 113~230 113~170 113~170 +0~085 1,440 0 +0
Dec03 030917 112~045 112~120 111~275 112~055 +0~105 299,493 0 +0
Mar04 030917 111~025 111~025 111~025 111~025 +0~105      
Total Volume and Open Interest 300,933    
2 Year T-Notes(CBOT)
Sep03 030917 108~012 108~012 108~000 108~004 +0~003 5,256 15,061 -2,703
Dec03 030917 107~056 107~064 107~046 107~054 +0~005 6,562 132,117 +1,861
Total Volume and Open Interest 11,818 147,178 -842
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 030917 98.815 98.830 98.815 98.820 +0.005 132,108 739,904 -3,377
Mar04 030917 98.745 98.760 98.730 98.735 unch 151,247 675,822 +15,170
Jun04 030917 98.510 98.530 98.485 98.485 unch 165,321 588,829 +7,802
Sep04 030917 98.165 98.210 98.130 98.145 +0.010 142,515 552,777 -19,663
Dec04 030917 97.750 97.800 97.700 97.735 +0.030 120,435 514,956 -7,625
Mar05 030917 97.345 97.400 97.290 97.320 +0.035 64,286 292,467 -9,213
Jun05 030917 96.970 97.025 96.910 96.950 +0.050 60,990 221,723 -5,227
Sep05 030917 96.615 96.705 96.580 96.625 +0.070 32,848 167,607 +6,785
Dec05 030917 96.310 96.390 96.275 96.330 +0.090 27,418 143,433 +4,160
Mar06 030917 96.050 96.120 96.005 96.070 +0.110 13,231 130,098 +1,826
Jun06 030917 95.760 95.865 95.740 95.815 +0.125 22,226 121,182 -3,937
Sep06 030917 95.530 95.600 95.500 95.580 +0.130 12,790 89,044 -1,103
Total Volume and Open Interest 998,470 4,785,498 -900
3-Mth Euro-Yen(CME)
Sep03 030912 99.93 99.93 99.92 99.92 unch 5 10,062 -1,042
Dec03 030917 99.88 99.88 99.88 99.88 unch 554 3,390 +142
Mar04 030917 99.84 99.84 99.84 99.84 unch 68 7,246 +285
Jun04 030917 99.83 99.83 99.82 99.82 unch 323 8,922 +110
Sep04 030917 99.77 99.77 99.76 99.76 unch 423 4,159 -1,217
Dec04 030917 99.68 99.68 99.68 99.68 unch 90 997 -660
Mar05 030917 99.48 99.48 99.48 99.48 unch 0 5,399 +0
Jun05 030917 99.40 99.40 99.40 99.40 +0.01 0 414 +0
Sep05 030917 99.23 99.23 99.23 99.23 +0.03 0 5,261 +0
Dec05 030917 99.13 99.13 99.13 99.13 +0.01 0 35 +0
Total Volume and Open Interest 1,458 36,865 -1,385
3-Mth Euro-Yen(SIMEX)
Dec03 030917 99.88 99.89 99.88 99.89 +0.01 918 42,162 +323
Mar04 030917 99.84 99.84 99.84 99.84 unch 1,666 65,375 +171
Jun04 030917 99.83 99.83 99.82 99.82 unch 3,966 57,169 +459
Sep04 030917 99.78 99.78 99.77 99.77 unch 6,215 27,267 +1,647
Dec04 030917 99.68 99.69 99.67 99.68 unch 1,530 25,170 +691
Mar05 030917 99.51 99.52 99.51 99.51 unch 8 14,607 +8
Jun05 030917 99.41 99.41 99.40 99.40 unch 10 8,926 -107
Sep05 030917 99.23 99.23 99.23 99.23 +0.01 187 8,495 +150
Total Volume and Open Interest 14,507 260,290 +3,304
German Euro-Bund(EUREX)
Dec03 030917 113.44 113.78 113.23 113.68 +0.29 793,799 764,565 -19,439
Mar04 030917 113.02 113.21 112.97 113.21 +0.27 1,055 195 +5
Jun04 030917 112.77 112.77 112.77 112.77 +0.29 4,283 0 +0
Total Volume and Open Interest 799,137 764,760 -19,434
German Euro-Bobl(EUREX)
Dec03 030917 110.66 110.95 110.56 110.88 +0.27 464,509 580,227 +4,481
Mar04 030917 110.43 110.43 110.43 110.43 +0.27 2,155 839 +45
Jun04 030917 110.33 110.33 110.33 110.33 +0.27 777 0 +0
Total Volume and Open Interest 467,441 581,066 +4,526
Long Gilt(LIFFE)
Sep03 030917 117~31 118~07 117~31 118~02 -0~07 777 8,259 -140
Dec03 030917 117~08 117~19 117~03 117~09 -0~06 28,977 130,245 +1,278
Total Volume and Open Interest 29,754 138,504 +1,138
3-Mth Short Sterling(LIFFE)
Sep03 030917 96.30 96.31 96.29 96.30 unch 17,069 0 +0
Dec03 030917 96.14 96.18 96.06 96.08 -0.06 49,796 0 +0
Mar04 030917 95.95 95.98 95.80 95.83 -0.12 51,285 0 +0
Total Volume and Open Interest 192,773    
3-Mth Euribor(LIFFE)
Dec03 030917 97.845 97.850 97.835 97.845 +0.005 98,402 596,000 +11,542
Mar04 030917 97.795 97.820 97.790 97.810 +0.020 69,123 480,673 -2,945
Jun04 030917 97.630 97.670 97.615 97.650 +0.030 77,880 345,496 +1,183
Total Volume and Open Interest 440,100 2,471,368 +16,384
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 030917 94.99 95.00 94.93 94.99 -0.02 14,730 215,894 -5,078
Mar04 030917 94.81 94.83 94.77 94.82 -0.02 5,154 70,689 +322
Jun04 030917 94.69 94.70 94.65 94.70 -0.02 1,506 36,277 +925
Sep04 030917 94.58 94.60 94.55 94.60 -0.02 1,186 22,132 +964
Dec04 030917 94.50 94.52 94.47 94.52 -0.02 344 14,839 +135
Mar05 030917 94.44 94.45 94.40 94.45 -0.02 1,633 16,475 +186
Jun05 030917 94.38 94.39 94.38 94.39 -0.03 481 8,444 -7
Sep05 030917 94.34 94.37 94.34 94.34 -0.03 256 2,462 +16
Dec05 030917 94.33 94.33 94.31 94.31 -0.02 61 1,547 -1
Total Volume and Open Interest 25,452 389,808 -2,501
10-Year Aus T-Bonds(SFE)
Dec03 030917 94.39 94.41 94.35 94.39 -0.03 3,835 121,676 -355
Mar04 030917 94.39 94.39 94.39 94.39 -0.03      
Total Volume and Open Interest 8,260 122,031  
3-Year Aus T-Bonds(SFE)
Dec03 030917 94.72 94.74 94.65 94.73 -0.01 22,954 240,549 +8,773
Mar04 030917 94.73 94.73 94.73 94.73 -0.01      
Total Volume and Open Interest 22,954 240,549  
Gold(CMX)
Oct03 030917 374.5 377.2 374.1 376.3 +2.7 1,443 13,345 -506
Dec03 030917 375.2 378.0 375.0 377.3 +2.7 38,389 198,219 -2,114
Feb04 030917 376.3 378.2 376.3 378.1 +2.7 1,088 19,013 -106
Apr04 030917 378.8 378.8 378.8 378.8 +2.7 1,475 7,421 +668
Jun04 030917 378.2 379.5 378.2 379.5 +2.6 482 11,783 +76
Aug04 030917 378.0 380.2 378.0 380.2 +2.6 5 5,447 +0
Total Volume and Open Interest 43,981 283,175 -1,411
Silver(CMX)
Sep03 030917 524.0 529.0 524.0 527.9 +6.6 65 788 +25
Dec03 030917 523.0 530.5 523.0 529.2 +6.2 10,111 98,849 +729
Mar04 030917 526.5 530.0 525.0 527.5 +5.5 1,765 6,974 +1,104
May04 030917 528.2 528.2 528.2 528.2 +5.4 4 1,008 +2
Jul04 030917 528.9 528.9 528.9 528.9 +5.3 214 2,126 -200
Total Volume and Open Interest 12,452 115,510 +1,683
Platinum(NYM)
Oct03 030917 694.0 696.0 691.5 692.5 -4.2 633 7,885 -109
Jan04 030917 680.0 685.5 678.0 680.0 -5.6 180 885 +137
Apr04 030917 670.0 670.0 670.0 670.0 -5.6 0 1 +0
Total Volume and Open Interest 813 8,771 +28
Palladium(NYME)
Sep03 030917 215.75 215.75 215.75 215.75 -5.45 0 140 -45
Dec03 030917 215.00 219.00 213.00 217.25 -5.45 451 5,190 +39
Mar04 030917 217.50 217.50 217.50 217.50 -5.45 5 30 +3
Total Volume and Open Interest 456 5,396 -3
Copper(CMX)
Sep03 030917 81.55 81.90 81.15 81.90 +0.85 206 1,663 -79
Dec03 030917 82.30 82.65 81.70 82.55 +0.85 8,507 68,746 -2,046
Mar04 030917 82.60 82.95 82.30 82.95 +0.85 201 5,220 +90
May04 030917 83.00 83.00 83.00 83.00 +0.85 22 2,772 +19
Jul04 030917 82.65 83.05 82.65 83.05 +0.85 22 2,145 +0
Total Volume and Open Interest 9,209 91,181 -1,923
DJIA Index(CBOT)
Sep03 030917 9570 9595 9544 9563 -10 6,958 25,245 -3,013
Dec03 030917 9536 9557 9506 9525 -11 18,372 23,450 +4,551
Mar04 030917 9503 9503 9503 9503 -11 145 199 +141
Jun04 030917 9473 9473 9473 9473 -11      
Total Volume and Open Interest 25,475 48,894 +1,679
S & P 500(CME)
Sep03 030917 1028.20 1031.00 1024.20 1027.30 -2.10 74,911 161,228 -35,441
Dec03 030917 1027.00 1029.80 1022.40 1025.50 -2.20 113,057 528,790 +51,275
Mar04 030917 1026.50 1026.50 1023.90 1023.90 -2.20 152 11,063 -177
Jun04 030917 1022.90 1022.90 1022.90 1022.90 -1.90 15 260 -13
Total Volume and Open Interest 188,184 701,494 +15,653
S & P 500 E-Mini(Globex)
Sep03 030917 1029.25 1031.50 1024.25 1027.25 -2.25 57,658 396,115 -19,392
Dec03 030917 1027.75 1029.75 1022.25 1025.50 -2.25 664,916 321,307 +98,031
Total Volume and Open Interest 722,574 717,422 +78,639
NASDAQ 100(CME)
Sep03 030917 1380.00 1388.00 1370.00 1378.00 -5.50 12,645 64,799 -2,513
Dec03 030917 1382.00 1391.00 1371.00 1380.50 -5.50 25,286 55,402 +8,088
Mar04 030917 1383.00 1383.00 1383.00 1383.00 -5.50 93 58 +0
Total Volume and Open Interest 37,931 120,259 +5,575
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030917 1383.5 1387.5 1369.0 1378.0 -5.5 13,126 268,104 -8,883
Dec03 030917 1386.0 1390.5 1371.5 1380.5 -5.5 281,986 124,590 +19,251
Total Volume and Open Interest 295,112 392,694 +10,368
NYSE Composite(NYBOT)
Sep03 030917 545.00 545.00 543.00 543.25 -1.25 10 564 -20
Total Volume and Open Interest 10 564 -20
S & P Midcap 400(CME)
Sep03 030917 526.00 526.50 525.35 525.35 -1.30 1,720 4,132 -1,197
Dec03 030917 525.90 527.25 524.00 525.15 -1.35 2,242 11,683 +1,531
Mar04 030917 524.95 524.95 524.95 524.95 -1.35      
Total Volume and Open Interest 3,962 15,816 +334
Russell 2000(CME)
Sep03 030917 515.00 516.00 514.75 514.75 -0.60 2,938 9,588 -1,508
Dec03 030917 514.25 516.75 512.25 514.35 -0.65 4,116 19,625 +1,253
Mar04 030917 514.35 514.35 514.35 514.35 -0.65      
Total Volume and Open Interest 7,054 29,213 -255
Value Line(KCBT)
Sep03 030917 1383.00 1383.00 1383.00 1383.00 +1.00 1 14 -1
Total Volume and Open Interest 4 53 -3
Nikkei 225(CME)
Dec03 030917 10965 11020 10910 10935 -140 2,635 23,683 +1,280
Mar04 030917 10945 10945 10945 10945 -140 0 1 +0
Total Volume and Open Interest 2,635 23,684 +1,280
Nikkei 225(SIMEX)
Dec03 030917 11050 11085 10930 10960 +50 22,583 151,283 +151,283
Mar04 030917 10950 10950 10950 10950 +50 0 540 +540
Jun04 030917 10910 10910 10910 10910 +50      
Total Volume and Open Interest 22,583 151,823 +151,823
CAC 40(MATIF)
Sep03 030917 3422.0 3427.0 3384.5 3400.5 +8.0 324 3,121 +560
Oct03 030917 3405.5 3405.5 3405.5 3405.5 +8.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030917 3608.0 3615.0 3551.0 3553.0 -12.5 140,019 146,619 -39,805
Dec03 030917 3631.0 3634.0 3570.0 3572.0 -12.0 61,771 174,226 +47,488
Mar04 030917 3645.0 3650.0 3589.0 3591.0 -12.0 1,723 8,835 +388
Total Volume and Open Interest 203,513 329,680 +8,071
FT-SE 100(LIFFE)
Sep03 030917 4313.50 4332.50 4293.00 4295.00 -1.50 171,179 163,394 -80,418
Dec03 030917 4330.00 4348.00 4310.00 4311.00 -2.00 130,665 306,730 +78,923
Mar04 030917 4318.50 4318.50 4306.50 4306.50 -1.50 1,500 9,473 -1,000
Total Volume and Open Interest 303,344 484,242 -2,495
SPI 200(SFE)
Sep03 030917 3214.0 3226.0 3209.0 3217.0 +21.0 44,070 164,263 +14,227
Dec03 030917 3219.0 3232.0 3217.0 3222.0 +19.0 38,025 116,329 +34,481
Mar04 030917 3230.0 3233.0 3230.0 3230.0 +21.0 6 2,668 +0
Total Volume and Open Interest 82,418 286,120 +48,960
GSCI(CME)
Oct03 030917 225.00 225.00 222.00 222.50 -3.25 30 11,565 -12
Nov03 030917 223.25 223.25 223.25 223.25 -2.75      
Dec03 030917 224.75 224.75 224.75 224.75 -1.55      
Total Volume and Open Interest 50 13,707  
Bridge CRB Index(NYBOT)
Nov03 030917 238.50 239.00 238.00 239.00 +0.50 73 607 -11
Jan04 030917 237.00 238.75 237.00 238.75 +0.50 0 333 +0
Feb04 030917 237.00 237.00 237.00 237.00 +0.50 4 151 +2
Total Volume and Open Interest 79 1,093 -8
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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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!