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 02, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030902 585.00 586.00 575.50 579.75 -15.25 3,577 4,838 -541
Nov03 030902 578.00 579.00 569.50 574.50 -14.50 36,484 134,615 -3,139
Jan04 030902 578.00 581.50 572.50 576.25 -14.25 4,803 21,570 +1,306
Mar04 030902 577.00 578.50 571.00 574.00 -11.50 1,690 19,356 +769
May04 030902 569.50 572.00 563.50 568.25 -11.25 2,447 24,323 +457
Jul04 030902 570.00 571.00 563.50 568.50 -9.50 982 6,303 +88
Aug04 030902 560.00 560.00 559.00 559.25 -11.75 1 225 +0
Total Volume and Open Interest 50,707 213,263 -1,118
Soybean Meal(CBOT)
Sep03 030902 198.00 199.00 193.30 195.70 -5.40 6,360 9,972 -1,315
Oct03 030902 180.20 182.20 178.30 180.10 -5.20 9,759 18,372 -923
Dec03 030902 179.00 180.00 176.70 178.20 -5.20 15,393 76,550 +2,754
Jan04 030902 179.50 179.70 176.90 178.00 -5.40 1,228 10,449 +162
Mar04 030902 180.00 180.00 176.50 178.10 -5.30 819 11,758 +275
May04 030902 178.00 178.00 174.50 175.80 -4.90 2,301 11,545 +42
Jul04 030902 176.30 176.30 174.20 175.80 -4.50 544 5,990 -122
Aug04 030902 175.00 175.00 172.00 173.00 -4.50 69 1,641 -66
Total Volume and Open Interest 36,907 149,983 +717
Soybean Oil(CBOT)
Sep03 030902 20.60 20.72 20.39 20.61 -0.21 4,246 5,235 -2,094
Oct03 030902 20.58 20.75 20.40 20.59 -0.26 9,790 30,891 -852
Dec03 030902 20.70 20.77 20.39 20.57 -0.29 28,187 61,847 -4,773
Jan04 030902 20.70 20.70 20.45 20.57 -0.26 1,414 10,573 -381
Mar04 030902 20.65 20.65 20.35 20.53 -0.22 1,130 11,924 +316
May04 030902 20.50 20.50 20.20 20.39 -0.21 2,776 11,310 +337
Jul04 030902 20.20 20.35 20.10 20.21 -0.09 332 7,033 -211
Aug04 030902 20.00 20.12 20.00 20.12 -0.13 208 845 -59
Total Volume and Open Interest 48,173 142,669 -7,786
Canola(WCE)
Sep03 030902 338.8 338.8 338.8 338.8 -8.0 0 291 +0
Nov03 030902 349.0 349.5 344.0 344.5 -8.1 2,869 36,399 -165
Jan04 030902 354.0 354.0 349.0 349.5 -8.0 10 2,079 +0
Mar04 030902 354.5 354.5 354.5 354.5 -7.5 100 326 +27
May04 030902 357.9 357.9 357.9 357.9 -6.1 0 17 +0
Total Volume and Open Interest 3,050 43,407 -78
Corn(CBOT)
Sep03 030902 229.50 232.75 229.50 232.50 -0.75 19,228 21,207 -3,571
Dec03 030902 237.25 240.25 237.00 240.00 -1.75 52,503 239,226 -53
Mar04 030902 243.75 246.75 243.50 246.50 -1.25 4,640 51,498 +1,707
May04 030902 247.00 249.25 246.75 249.00 -1.25 1,624 14,149 +548
Jul04 030902 247.75 250.50 247.75 250.25 -0.25 761 14,311 -11
Sep04 030902 244.50 244.50 244.50 244.50 unch 35 1,966 +8
Total Volume and Open Interest 80,055 351,875 -888
Wheat(CBOT)
Sep03 030902 364.50 365.50 360.50 363.25 -4.25 4,456 3,166 -2,031
Dec03 030902 378.00 379.00 374.50 377.25 -3.75 26,463 92,070 +2,268
Mar04 030902 385.00 386.00 382.25 385.25 -3.00 2,563 16,079 +760
May04 030902 370.00 370.00 365.00 368.00 -5.25 83 682 +68
Jul04 030902 339.00 339.00 336.00 337.00 -6.00 189 2,450 +31
Total Volume and Open Interest 33,759 114,549 +1,100
Wheat(KCBT)
Sep03 030902 361.00 362.00 357.50 359.00 -6.25 4,394 1,893 -3,283
Dec03 030902 369.00 374.00 368.00 371.25 -5.25 10,185 55,173 +1,418
Mar04 030902 377.00 380.00 376.00 377.00 -6.00 920 7,985 +311
May04 030902 364.00 367.50 363.00 365.25 -4.75 19 903 +15
Jul04 030902 340.00 342.00 339.00 342.00 -2.00 115 1,439 +32
Total Volume and Open Interest 15,633 67,413 -1,507
Wheat(MGE)
Sep03 030902 366.50 368.00 364.50 366.00 -4.00 1,288 697 -605
Dec03 030902 377.00 379.75 375.00 378.25 -2.50 5,036 20,540 +111
Mar04 030902 384.75 386.50 384.00 386.00 -2.75 607 3,551 +247
May04 030902 387.00 387.00 387.00 387.00 -1.00 69 128 +46
Jul04 030902 366.00 366.00 366.00 366.00 -7.00 9 97 +5
Total Volume and Open Interest 7,022 25,169 -189
Oats(CBOT)
Sep03 030902 137.00 145.00 137.00 145.00 +6.00 124 167 -54
Dec03 030902 140.75 147.00 140.50 146.75 +4.50 546 4,949 +26
Mar04 030902 148.00 153.00 146.00 152.00 +4.75 53 428 -1
May04 030902 149.75 155.00 149.75 155.00 +4.50 1 36 +1
Total Volume and Open Interest 724 5,583 -28
Rough Rice(CBOT)
Sep03 030902 7.33 7.33 7.18 7.20 -0.25 31 341 -23
Nov03 030902 7.54 7.54 7.30 7.32 -0.22 411 5,298 -35
Jan04 030902 7.58 7.63 7.47 7.48 -0.21 163 601 +20
Mar04 030902 7.68 7.68 7.62 7.64 -0.19 19 309 +7
Total Volume and Open Interest 669 6,987 -1
Live Cattle(CME)
Oct03 030902 83.000 83.875 82.900 83.325 +0.475 6,912 55,968 +402
Dec03 030902 81.000 81.550 80.750 81.375 +0.425 3,970 33,985 +1,437
Feb04 030902 79.700 80.000 79.350 79.850 +0.150 1,855 18,308 +611
Apr04 030902 77.550 77.800 77.150 77.550 +0.025 903 12,101 +245
Jun04 030902 72.600 72.900 72.250 72.550 unch 285 2,829 +75
Aug04 030902 72.100 72.100 72.100 72.100 unch 0 114 +0
Total Volume and Open Interest 14,240 123,942 +2,430
Feeder Cattle(CME)
Sep03 030902 96.250 96.550 96.150 96.425 +0.200 519 3,362 -125
Oct03 030902 94.250 94.600 93.950 94.175 +0.250 1,224 10,376 +47
Nov03 030902 92.400 92.750 92.200 92.600 +0.400 442 5,404 +91
Jan04 030902 88.800 89.150 88.600 88.875 +0.125 121 2,208 +10
Mar04 030902 87.200 87.400 87.200 87.400 +0.150 55 419 +32
Apr04 030902 86.350 86.400 86.350 86.400 +0.150 2 283 +0
May04 030902 86.100 86.400 86.100 86.400 +0.100 9 228 +5
Total Volume and Open Interest 2,372 22,280 -1,593
Lean Hogs(CME)
Oct03 030902 55.050 55.275 54.675 55.175 +0.400 3,350 23,771 -195
Dec03 030902 54.000 54.500 53.850 54.350 +0.425 1,393 10,141 +185
Feb04 030902 55.650 56.050 55.600 56.025 +0.425 508 3,814 +147
Apr04 030902 58.700 58.900 58.400 58.875 unch 127 1,524 +60
May04 030902 61.800 62.200 61.800 62.200 unch 27 336 +23
Jun04 030902 64.450 64.550 64.225 64.400 -0.050 76 570 +43
Jul04 030902 61.550 62.000 61.500 61.975 +0.025 14 224 +11
Aug04 030902 59.500 59.500 59.500 59.500 -0.200 2 78 +2
Total Volume and Open Interest 5,501 40,488 +278
Pork Bellies(CME)
Feb04 030902 84.100 85.000 83.800 84.075 unch 241 1,546 +3
Mar04 030902 83.300 83.300 83.300 83.300 unch 0 30 +0
May04 030902 84.300 84.300 84.300 84.300 unch 0 11 +0
Jul04 030902 86.000 86.000 86.000 86.000 -0.500 0 21 +0
Total Volume and Open Interest 241 1,608 +3
BFP Milk Class III(CME)
Aug03 030829 13.78 13.80 13.78 13.80 +0.03 4 5,086 -1
Sep03 030902 14.12 14.15 14.10 14.13 +0.03 239 6,030 +98
Oct03 030902 13.83 13.85 13.77 13.82 -0.01 28 5,211 +9
Nov03 030902 12.58 12.60 12.50 12.50 -0.10 19 3,787 +13
Dec03 030902 11.93 11.93 11.87 11.89 -0.04 121 3,143 +110
Total Volume and Open Interest 565 23,487 -4,768
Cocoa(NYBOT)
Sep03 030902 1765 1797 1765 1792 -28 25 632 -22
Dec03 030902 1725 1740 1692 1733 -28 3,545 32,882 -536
Mar04 030902 1690 1708 1670 1703 -25 581 17,446 -857
May04 030902 1708 1708 1686 1706 -24 2 6,902 +1
Jul04 030902 1715 1720 1708 1712 -24 6 4,171 -6
Sep04 030902 1695 1718 1695 1718 -27 132 5,169 -4
Dec04 030902 1700 1725 1700 1725 -25 200 5,810 +0
Total Volume and Open Interest 4,503 77,550 -1,436
Coffee "C"(NYBOT)
Sep03 030902 61.90 62.00 61.00 61.90 +0.45 126 628 -97
Dec03 030902 63.90 64.05 62.70 63.70 +0.30 7,508 50,036 +1,388
Mar04 030902 66.10 66.60 65.35 66.25 +0.30 1,091 7,979 +321
May04 030902 67.95 67.95 67.10 67.75 +0.25 38 2,755 +22
Jul04 030902 69.40 69.40 68.60 69.25 +0.25 11 1,126 +11
Sep04 030902 71.00 71.00 70.40 70.75 +0.25 40 3,530 +29
Total Volume and Open Interest 8,879 68,539 +1,684
Orange Juice(NYBOT)
Sep03 030902 79.35 79.70 79.20 79.30 +0.10 943 1,354 -472
Nov03 030902 78.20 78.75 78.05 78.50 +0.50 1,268 17,184 +480
Jan04 030902 79.75 80.60 79.75 80.30 +0.55 239 3,159 +164
Mar04 030902 81.75 82.25 81.75 82.25 +0.45 193 1,990 +124
May04 030902 84.25 84.25 83.60 83.60 +0.05 16 1,644 +17
Total Volume and Open Interest 2,659 25,559 +313
Sugar #11(NYBOT)
Oct03 030902 6.20 6.31 6.18 6.20 -0.09 31,565 92,176 -3,965
Mar04 030902 6.42 6.45 6.37 6.39 -0.02 18,252 46,223 +4,343
May04 030902 6.43 6.44 6.38 6.39 -0.02 6,417 19,158 +313
Jul04 030902 6.34 6.35 6.31 6.32 unch 2,228 18,331 +308
Oct04 030902 6.36 6.36 6.30 6.34 -0.01 721 12,189 -329
Total Volume and Open Interest 59,781 193,000 +988
London Cocoa(LCE)
Sep03 030902 1111 1112 1080 1102 -13 917 0 -24,344
Dec03 030902 1139 1140 1102 1129 -12 795 0 -57,818
Mar04 030902 1162 1164 1125 1153 -12 176 0 -29,159
May04 030902 1174 1174 1145 1167 -12 166 0 -19,098
Jul04 030902 1190 1192 1159 1181 -11 185 0 -12,577
Sep04 030902 1190 1193 1166 1189 -11 109 0 -9,820
Dec04 030902 1196 1196 1196 1196 -11 32 0 -7,037
Total Volume and Open Interest 2,431    
London Coffee(LCE)
Sep03 030902 730.00 738.00 725.00 728.00 unch 266 0 -16,790
Nov03 030902 748.00 756.00 744.00 748.00 unch 1,409 0 -53,230
Jan04 030902 760.00 766.00 756.00 758.00 -2.00 268 0 -17,381
Mar04 030902 773.00 780.00 770.00 770.00 -4.00 15 0 -10,800
May04 030902 790.00 790.00 783.00 783.00 -4.00 12 0 -9,543
Jul04 030902 804.00 804.00 796.00 796.00 -3.00 29 0 -2,234
Total Volume and Open Interest 2,009    
London Sugar(LCE)
Oct03 030902 193.90 194.10 192.10 192.30 -1.90 1,729 0 -15,826
Dec03 030902 193.50 194.20 192.50 193.00 -1.70 406 0 -10,512
Mar04 030902 196.00 196.80 194.00 194.00 -2.70 23 0 -6,249
May04 030902 195.30 195.30 193.50 194.20 -3.00 10 0 -2,601
Aug04 030902 194.00 194.60 194.00 194.20 -2.50 10 0 -2,825
Total Volume and Open Interest 2,218    
Cotton(NYBOT)
Oct03 030902 57.45 57.90 57.20 57.50 -0.05 247 3,195 -12
Dec03 030902 59.10 59.75 58.85 59.39 +0.21 9,967 45,514 +1,273
Mar04 030902 61.25 61.94 61.10 61.65 +0.29 686 10,016 -24
May04 030902 62.20 62.90 62.20 62.58 +0.48 20 2,978 +3
Jul04 030902 63.30 63.60 63.30 63.50 +0.45 26 2,344 +12
Oct04 030902 63.60 63.60 63.60 63.60 +0.62 0 110 +0
Total Volume and Open Interest 11,049 64,829 +1,253
Lumber(CME)
Sep03 030902 351.0 355.3 349.8 350.4 +0.9 810 1,596 -186
Nov03 030902 333.0 335.6 331.3 332.7 +4.7 548 1,617 +131
Jan04 030902 314.0 318.7 314.0 317.8 +7.1 113 338 +49
Mar04 030902 307.1 309.1 307.0 309.1 +4.6 5 29 -3
Total Volume and Open Interest 1,476 3,599 -9
Crude Oil(NYM)
Oct03 030902 31.35 31.40 29.25 29.41 -2.16 55,950 173,828 +1,687
Nov03 030902 31.30 31.30 29.17 29.35 -1.96 23,006 71,943 +1,853
Dec03 030902 30.63 30.68 28.85 29.00 -1.83 13,972 76,906 +1,195
Jan04 030902 30.08 30.08 28.58 28.63 -1.65 2,758 27,088 +423
Feb04 030902 29.50 29.50 28.25 28.25 -1.49 1,186 13,123 +623
Mar04 030902 28.96 28.96 27.87 27.87 -1.33 548 16,917 +122
Apr04 030902 28.44 28.49 27.49 27.49 -1.18 997 16,854 +237
May04 030902 27.13 27.13 27.13 27.13 -1.04 838 10,037 +537
Jun04 030902 27.50 27.50 26.70 26.78 -0.95 3,215 20,461 +238
Jul04 030902 26.65 26.65 26.45 26.45 -0.90 939 7,424 +595
Total Volume and Open Interest 106,208 548,298 +8,120
Heating Oil(NYM)
Oct03 030902 81.80 81.90 77.00 77.09 -5.54 17,104 58,297 +2,600
Nov03 030902 82.75 83.00 78.20 78.33 -5.20 2,240 16,626 +242
Dec03 030902 83.80 83.90 79.28 79.28 -5.05 1,962 21,747 +64
Jan04 030902 84.20 84.20 79.83 79.83 -4.85 428 10,231 -102
Feb04 030902 82.55 82.55 79.18 79.18 -4.50 479 8,110 -143
Mar04 030902 80.30 80.30 76.58 76.58 -4.05 493 8,832 -143
Apr04 030902 76.60 76.60 73.78 73.78 -3.60 225 4,304 +62
May04 030902 71.75 72.50 71.03 71.03 -3.25 17 1,475 +13
Jun04 030902 70.20 71.00 69.58 69.58 -3.05 0 3,532 +0
Jul04 030902 70.15 71.00 69.18 69.18 -2.90 0 781 +0
Total Volume and Open Interest 30,757 140,782 -575
Unleaded Gas(NYM)
Oct03 030902 91.50 91.50 84.50 84.74 -8.08 17,808 61,990 +349
Nov03 030902 84.80 85.00 79.40 79.77 -6.25 2,892 11,892 +831
Dec03 030902 81.80 82.50 77.47 77.47 -5.60 754 9,183 +74
Jan04 030902 81.10 81.10 77.02 77.02 -5.15 197 5,289 +115
Feb04 030902 78.50 78.70 77.12 77.12 -4.90 0 708 +0
Mar04 030902 79.30 79.30 77.67 77.67 -4.80 200 1,082 +200
Apr04 030902 83.80 83.80 83.32 83.32 -4.65 200 1,891 +15
May04 030902 83.07 83.07 83.07 83.07 -4.50 0 367 +0
Total Volume and Open Interest 34,353 94,296 -2,748
Natural Gas(NYM)
Oct03 030902 4.610 4.700 4.550 4.639 -0.092 32,034 57,856 +3,500
Nov03 030902 4.890 4.960 4.830 4.911 -0.070 7,542 30,898 +185
Dec03 030902 5.170 5.220 5.120 5.186 -0.065 2,743 25,135 +600
Jan04 030902 5.330 5.390 5.290 5.355 -0.046 2,031 23,527 +154
Feb04 030902 5.290 5.350 5.250 5.305 -0.041 1,075 18,542 +371
Mar04 030902 5.190 5.240 5.165 5.205 -0.036 1,372 18,176 +283
Apr04 030902 4.790 4.820 4.750 4.786 -0.015 962 16,620 +294
May04 030902 4.710 4.740 4.670 4.705 -0.015 855 12,148 +344
Total Volume and Open Interest 50,951 335,950 +6,022
Brent Crude Oil(IPE)
Oct03 030902 29.32 29.32 27.43 27.52 -1.73 22,145 0 -96,491
Nov03 030902 28.97 28.97 27.20 27.26 -1.71 5,821 0 -77,985
Dec03 030902 28.51 28.57 26.90 27.00 -1.61 2,727 0 -32,080
Jan04 030902 28.06 28.17 26.64 26.68 -1.53 613 0 -14,928
Feb04 030902 27.15 27.15 26.30 26.37 -1.41 101 0 -7,190
Mar04 030902 27.24 27.25 26.06 26.06 -1.29      
Apr04 030902 26.80 26.80 25.75 25.75 -1.15      
May04 030902 26.40 26.40 25.45 25.45 -1.01      
Total Volume and Open Interest 31,974    
Gas Oil(IPE)
Sep03 030902 247.00 248.00 233.25 237.75 -10.00 12,954 0 -36,042
Oct03 030902 247.75 250.00 235.00 238.50 -10.00 8,351 0 -37,240
Nov03 030902 247.75 249.75 236.25 239.75 -8.75 746 0 -19,590
Dec03 030902 247.75 247.75 234.50 238.25 -8.25 481 0 -25,142
Jan04 030902 245.25 245.25 235.00 236.25 -7.75 250 0 -9,563
Feb04 030902 241.75 242.00 232.75 232.75 -6.75      
Mar04 030902 236.75 236.75 227.75 227.75 -7.00 50 0 -3,772
Apr04 030902 230.25 230.25 222.00 222.00 -7.00      
Total Volume and Open Interest 22,832    
US Dollar Index(NYBOT)
Sep03 030902 98.51 99.11 98.51 99.06 +0.96 90 9,755 -79
Dec03 030902 99.02 99.55 99.02 99.49 +0.97 4 2,530 +20
Mar04 030902 99.92 99.92 99.92 99.92 +0.98 0 16 +0
Total Volume and Open Interest 94 12,311 -59
Australian Dollar(CME)
Sep03 030902 64.00 64.25 63.55 63.63 -1.12 3,341 29,509 -795
Dec03 030902 63.41 63.58 62.98 63.05 -1.13 646 1,566 +505
Mar04 030902 62.47 62.47 62.47 62.47 -1.14 0 404 +0
Total Volume and Open Interest 3,987 31,568 -290
British Pound(CME)
Sep03 030902 156.72 157.34 156.66 156.82 -0.58 1,605 47,387 -112
Dec03 030902 155.70 156.30 155.68 155.84 -0.56 594 2,294 +399
Mar04 030902 154.86 154.86 154.86 154.86 -0.54 0 1 +0
Total Volume and Open Interest 2,199 49,682 +287
Canadian Dollar(CME)
Sep03 030902 71.93 72.18 71.77 71.86 -0.27 8,367 52,669 -196
Dec03 030902 71.64 71.90 71.49 71.57 -0.27 2,077 6,637 +1,546
Mar04 030902 71.40 71.52 71.32 71.32 -0.27 51 2,062 +0
Jun04 030902 71.05 71.20 71.05 71.07 -0.27 6 907 -6
Total Volume and Open Interest 10,525 62,932 +1,346
Japanese Yen(CME)
Sep03 030902 85.53 86.39 85.47 86.10 +0.30 28,334 124,047 +13,253
Dec03 030902 85.80 86.62 85.76 86.35 +0.30 873 27,117 +459
Mar04 030902 86.62 86.62 86.62 86.62 +0.30 0 32 +0
Total Volume and Open Interest 29,207 151,246 +13,712
Swiss Franc(CME)
Sep03 030902 70.67 70.95 70.51 70.57 -0.68 4,753 56,653 -1,101
Dec03 030902 70.80 71.06 70.66 70.72 -0.68 474 1,904 +376
Mar04 030902 70.86 70.86 70.86 70.86 -0.68 0 4 +0
Total Volume and Open Interest 5,227 58,672 -725
EuroFX(CME)
Sep03 030902 108.49 108.89 108.16 108.20 -1.46 8,112 101,161 +738
Dec03 030902 108.19 108.60 107.88 107.93 -1.46 814 4,829 +121
Mar04 030902 108.20 108.20 107.67 107.67 -1.46 71 299 +1
Total Volume and Open Interest 8,999 106,393 +860
Mexican Peso(CME)
Sep03 030902 9042.0 9075.0 9037.0 9060.0 +43.0 3,880 38,615 -659
Dec03 030902 8950.0 8960.0 8940.0 8960.0 +43.0 1,597 5,493 +1,057
Total Volume and Open Interest 5,479 44,643 +398
30-Year T-Bonds(CBOT)
Sep03 030902 107~11 107~11 105~10 105~22 -1~23 107,280 209,330 -42,543
Dec03 030902 105~23 105~27 103~28 104~08 -1~24 212,362 252,917 +32,466
Mar04 030902 103~19 104~08 102~30 102~30 -1~23 71 598 +62
Total Volume and Open Interest 319,713 463,010 -10,015
Municipal Bonds(CBOT)
Sep03 030902 98~31 99~09 98~30 99~02 -0~23 145 1,629 -55
Dec03 030902 97~14 97~26 97~13 97~26 -0~14 124 225 +89
Total Volume and Open Interest 269 1,854 +34
10-Year T-Notes(CBOT)
Sep03 030902 111~030 111~090 110~000 110~090 -1~080 195,583 374,185 -64,711
Dec03 030902 109~080 109~135 108~025 108~125 -1~105 393,439 558,348 +42,828
Total Volume and Open Interest 589,022 932,547 -21,883
5-Year T-Notes(CBOT)
Sep03 030902 110~290 111~060 110~230 110~230 -0~245 70,033 0 +0
Dec03 030902 109~075 109~175 109~005 109~010 -0~265 155,099 0 +0
Total Volume and Open Interest 225,132    
2 Year T-Notes(CBOT)
Sep03 030902 107~016 107~028 107~013 107~016 -0~021 7,656 88,046 -5,472
Dec03 030902 106~037 106~060 106~034 106~036 -0~030 9,173 72,997 +4,336
Total Volume and Open Interest 16,829 161,043 -1,136
3-Mth T-Bills(IMM)
Eurodollars(CME)
Sep03 030902 98.845 98.848 98.838 98.840 -0.008 36,850 632,770 -2,646
Dec03 030902 98.725 98.750 98.715 98.725 -0.035 62,153 728,207 -5,317
Mar04 030902 98.430 98.475 98.410 98.425 -0.070 80,416 691,866 -8,099
Jun04 030902 97.975 98.040 97.960 97.965 -0.115 90,325 543,901 -7,689
Sep04 030902 97.480 97.545 97.445 97.465 -0.145 69,793 550,264 -3,082
Dec04 030902 96.965 97.045 96.935 96.960 -0.160 47,679 478,421 -250
Mar05 030902 96.500 96.590 96.490 96.500 -0.155 13,932 281,107 +492
Jun05 030902 96.105 96.195 96.070 96.100 -0.150 13,213 218,419 -899
Sep05 030902 95.770 95.845 95.730 95.760 -0.160 5,467 149,073 -621
Dec05 030902 95.490 95.550 95.455 95.470 -0.170 4,336 142,357 -232
Mar06 030902 95.240 95.305 95.215 95.220 -0.180 3,643 126,839 -215
Jun06 030902 95.010 95.070 94.980 94.980 -0.190 2,678 117,887 -760
Total Volume and Open Interest 452,175 5,195,521 -23,845
3-Mth Euro-Yen(CME)
Sep03 030902 99.92 99.92 99.91 99.91 unch 2 11,627 -6
Dec03 030902 99.87 99.87 99.87 99.87 unch 2 3,334 +18
Mar04 030902 99.78 99.78 99.78 99.78 -0.02 3 6,851 -77
Jun04 030902 99.72 99.72 99.71 99.71 -0.05 1 6,807 +30
Sep04 030902 99.60 99.60 99.59 99.59 -0.10 3 1,724 -32
Dec04 030902 99.45 99.45 99.45 99.45 -0.15 0 987 -86
Mar05 030902 99.29 99.29 99.27 99.27 -0.21 1 5,154 +0
Jun05 030902 99.20 99.20 99.16 99.16 -0.27 1 166 -309
Sep05 030902 98.98 98.98 98.98 98.98 -0.34 0 5,085 +0
Dec05 030902 98.95 98.95 98.90 98.94 -0.31 5 25 +5
Total Volume and Open Interest 19 43,979 -457
3-Mth Euro-Yen(SIMEX)
Sep03 030902 99.91 99.91 99.91 99.91 unch 671 0 -49,072
Dec03 030902 99.87 99.88 99.87 99.87 -0.01 150 0 -43,974
Mar04 030902 99.80 99.80 99.78 99.78 -0.01 1,618 0 -55,949
Jun04 030902 99.75 99.75 99.72 99.72 -0.03 1,882 0 -45,434
Sep04 030902 99.64 99.65 99.59 99.60 -0.05 1,271 0 -19,365
Dec04 030902 99.55 99.55 99.45 99.45 -0.10 2,071 0 -24,375
Mar05 030902 99.40 99.40 99.27 99.27 -0.15 80 0 -12,557
Jun05 030902 99.30 99.30 99.18 99.19 -0.15 200 0 -10,677
Total Volume and Open Interest 7,943    
German Euro-Bund(EUREX)
Sep03 030902 113.61 113.61 112.58 112.59 -1.13 258,301 0 -537,408
Dec03 030902 112.69 112.69 111.67 111.67 -1.15 43,092 0 -119,338
Mar04 030902 111.44 111.44 111.44 111.44 -1.13 3,396 0 +0
Total Volume and Open Interest 304,789    
German Euro-Bobl(EUREX)
Sep03 030902 110.75 110.75 110.08 110.09 -0.78 201,519 0 -537,408
Dec03 030902 109.83 109.83 109.16 109.17 -0.79 56,612 0 -119,338
Mar04 030902 108.94 108.94 108.94 108.94 -0.78 7,348 0 -2,064
Total Volume and Open Interest 265,479    
Long Gilt(LIFFE)
Sep03 030902 117~25 117~28 117~03 117~10 -1~02 8,053 0 -30,911
Dec03 030902 116~30 116~30 116~08 116~15 -1~02 10,730 0 -108,720
Total Volume and Open Interest 18,783    
3-Mth Short Sterling(LIFFE)
Sep03 030902 96.32 96.33 96.31 96.33 -0.01 14,683 0 +0
Dec03 030902 96.13 96.16 96.10 96.15 -0.02 7,059 0 +0
Mar04 030902 95.84 95.86 95.80 95.85 -0.04 10,278 0 +0
Total Volume and Open Interest 52,889    
3-Mth Euribor(LIFFE)
Sep03 030902 97.845 97.850 97.840 97.845 -0.005 24,943 0 -498,338
Dec03 030902 97.790 97.795 97.755 97.780 -0.025 24,442 0 -563,276
Mar04 030902 97.640 97.640 97.560 97.595 -0.070 34,286 0 -469,847
Total Volume and Open Interest 156,250    
3-Mth Aus T-Bills(SFE)
Sep03 030902 95.14 95.15 95.12 95.14 -0.01 6,503 0 -133,116
Dec03 030902 95.06 95.06 95.00 95.02 -0.05 9,376 0 -163,717
Mar04 030902 94.96 94.96 94.87 94.89 -0.08 2,698 0 -42,021
Jun04 030902 94.84 94.84 94.76 94.77 -0.10 1,012 0 -26,139
Sep04 030902 94.73 94.73 94.66 94.66 -0.10 191 0 -17,754
Dec04 030902 94.63 94.64 94.57 94.58 -0.10 427 0 -13,394
Mar05 030902 94.55 94.55 94.49 94.49 -0.10 30 0 -12,342
Jun05 030902 94.51 94.51 94.42 94.43 -0.11 76 0 -5,338
Sep05 030902 94.38 94.38 94.36 94.36 -0.11      
Dec05 030902 94.33 94.33 94.31 94.31 -0.10      
Total Volume and Open Interest 20,313    
10-Year Aus T-Bonds(SFE)
Sep03 030902 94.45 94.45 94.35 94.35 -0.11 6,868 172,906 -6,549
Dec03 030902 94.32 94.32 94.32 94.32 -0.15      
Total Volume and Open Interest 6,717    
3-Year Aus T-Bonds(SFE)
Sep03 030902 94.84 94.84 94.74 94.76 -0.10 34,837 0 -380,484
Dec03 030902 94.70 94.70 94.70 94.70 -0.10      
Total Volume and Open Interest 34,837    
Gold(CMX)
Oct03 030902 374.5 377.0 372.5 373.3 -2.5 1,803 16,114 +385
Dec03 030902 375.0 377.9 373.5 374.3 -2.5 39,490 188,930 +4,925
Feb04 030902 376.5 377.0 375.1 375.1 -2.4 676 14,887 +26
Apr04 030902 377.0 379.0 375.9 375.9 -2.4 3,338 5,816 +1,035
Jun04 030902 379.5 379.5 376.8 376.8 -2.4 32 11,697 -8
Aug04 030902 377.8 377.8 377.8 377.8 -2.3 1 5,436 +1
Total Volume and Open Interest 46,069 269,114 +6,982
Silver(CMX)
Sep03 030902 512.0 513.0 497.0 498.8 -12.1 1,559 2,368 -2,343
Dec03 030902 513.0 515.0 497.0 501.0 -12.2 10,461 93,062 +2,393
Mar04 030902 514.5 514.5 499.0 502.3 -11.9 88 3,084 -2
May04 030902 503.5 505.5 503.3 503.3 -11.9 1 1,007 +1
Jul04 030902 507.0 507.0 502.0 504.3 -11.7 1 2,221 -74
Total Volume and Open Interest 12,125 106,251 -4
Platinum(NYM)
Oct03 030902 715.0 716.0 711.0 715.7 +7.1 267 8,879 +58
Jan04 030902 703.0 703.7 703.0 703.7 +7.1 31 324 +1
Apr04 030902 695.7 695.7 695.7 695.7 +7.1 0 1 +0
Total Volume and Open Interest 298 9,204 +59
Palladium(NYME)
Sep03 030902 205.00 207.00 199.00 199.85 -1.95 116 1,065 -82
Dec03 030902 205.00 206.00 201.00 201.85 -2.05 261 3,985 +119
Mar04 030902 202.35 202.35 202.35 202.35 -2.05 0 9 +0
Total Volume and Open Interest 377 5,086 +37
Copper(CMX)
Sep03 030902 81.60 81.60 80.95 80.95 +0.65 1,841 3,448 -7,838
Dec03 030902 82.00 82.30 81.60 81.75 +0.70 10,959 59,259 +1,200
Mar04 030902 82.00 82.25 81.80 81.85 +0.65 150 4,978 +3
May04 030902 82.20 82.20 81.95 81.95 +0.65 71 2,718 +12
Jul04 030902 82.05 82.05 82.05 82.05 +0.65 2 2,153 +2
Total Volume and Open Interest 13,435 82,340 -6,346
DJIA Index(CBOT)
Sep03 030902 9438 9535 9375 9521 +112 6,791 41,583 +593
Dec03 030902 9400 9495 9350 9488 +113 151 4,461 +119
Mar04 030902 9463 9463 9463 9463 +113 0 25 +0
Jun04 030902 9433 9433 9433 9433 +113      
Total Volume and Open Interest 6,942 46,069 +712
S & P 500(CME)
Sep03 030902 1009.70 1022.50 1004.50 1022.10 +14.40 31,740 527,168 +357
Dec03 030902 1008.50 1020.50 1003.50 1020.50 +14.40 746 102,387 +235
Mar04 030902 1018.90 1018.90 1018.90 1018.90 +14.50 8 2,230 +0
Jun04 030902 1018.40 1018.40 1018.40 1018.40 +14.80 0 281 +0
Total Volume and Open Interest 32,494 632,193 +591
S & P 500 E-Mini(Globex)
Sep03 030902 1008.25 1022.75 1004.50 1022.00 +14.25 370,783 502,455 -8,293
Dec03 030902 1006.00 1021.00 1003.50 1020.50 +14.50 693 4,901 +464
Total Volume and Open Interest 371,476 507,356 -7,829
NASDAQ 100(CME)
Sep03 030902 1347.00 1363.50 1334.00 1363.00 +21.00 6,297 82,152 -4,447
Dec03 030902 1350.00 1366.00 1339.50 1366.00 +21.50 328 1,575 +319
Mar04 030902 1369.00 1369.00 1369.00 1369.00 +22.00 0 1 +0
Total Volume and Open Interest 6,625 83,728 -4,128
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030902 1341.0 1363.5 1333.0 1363.0 +21.0 122,803 322,540 -20,515
Dec03 030902 1348.0 1366.5 1337.0 1366.0 +21.5 1,022 970 -342
Total Volume and Open Interest 123,825 323,510 -20,857
NYSE Composite(NYBOT)
Sep03 030902 542.00 542.00 542.00 542.00 +6.70 20 723 +0
Total Volume and Open Interest 20 723 +0
S & P Midcap 400(CME)
Sep03 030902 520.00 524.80 516.80 524.50 +5.70 465 12,959 +34
Dec03 030902 518.50 524.25 516.50 524.25 +5.35      
Mar04 030902 524.40 524.40 524.40 524.40 +5.00      
Total Volume and Open Interest 465 12,959 +34
Russell 2000(CME)
Sep03 030902 498.50 508.00 496.25 507.25 +9.80 1,462 23,762 +472
Dec03 030902 502.00 506.95 502.00 506.95 +9.75 15 55 +15
Mar04 030902 507.35 507.35 507.35 507.35 +9.80      
Total Volume and Open Interest 1,477 23,817 +487
Value Line(KCBT)
Sep03 030902 1352.50 1366.50 1352.50 1366.50 +22.50 35 12 -6
Total Volume and Open Interest 97 46 +11
Nikkei 225(CME)
Sep03 030902 10730 10890 10640 10770 +375 1,693 33,730 +675
Dec03 030902 10750 10920 10650 10760 +375 8 185 +1
Total Volume and Open Interest 1,701 33,916 +676
Nikkei 225(SIMEX)
Sep03 030902 10665 10755 10620 10750 +110 37,197 0 -142,788
Dec03 030902 10655 10715 10610 10715 +110 714 0 -463
Mar04 030902 10710 10710 10710 10710 +110      
Total Volume and Open Interest 37,911    
CAC 40(MATIF)
Sep03 030902 3383.0 3383.0 3351.5 3378.0 +7.5 1,465 103 -421,133
Oct03 030902 3383.0 3383.0 3383.0 3383.0 +8.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030902 3571.0 3596.0 3534.5 3569.0 -10.0 71,621 289,489 +0
Dec03 030902 3590.0 3610.0 3557.0 3587.0 -10.0 603 12,562 +0
Mar04 030902 3604.0 3625.5 3586.0 3607.0 -9.5 72 7,613 +0
Total Volume and Open Interest 72,296 309,664 +0
FT-SE 100(LIFFE)
Sep03 030902 4217.50 4222.00 4189.50 4210.00 -5.00 33,592 0 -387,773
Dec03 030902 4231.50 4234.00 4210.00 4224.00 -5.00 2,530 0 -40,351
Mar04 030902 4205.50 4219.50 4205.50 4219.50 -5.00 500 0 -6,947
Total Volume and Open Interest 36,622    
SPI 200(SFE)
Sep03 030902 3209.0 3220.0 3200.0 3216.0 +16.0 7,844 0 -176,003
Dec03 030902 3214.0 3225.0 3208.0 3222.0 +16.0 682 0 -11,345
Mar04 030902 3226.0 3226.0 3226.0 3226.0 +16.0      
Total Volume and Open Interest 8,631    
GSCI(CME)
Sep03 030902 240.40 240.70 232.10 232.10 -9.65 101 13,195 -27
Oct03 030902 238.10 238.10 231.50 231.50 -9.75 78 177 +68
Nov03 030902 233.00 233.00 233.00 233.00 -8.00      
Total Volume and Open Interest 179 13,372 +41
Bridge CRB Index(NYBOT)
Nov03 030902 243.00 243.00 241.00 241.05 -2.20 100 559 +49
Jan04 030902 240.30 240.30 240.30 240.30 -2.20 0 327 +0
Feb04 030902 238.05 238.05 238.05 238.05 -2.20 0 150 +0
Total Volume and Open Interest 100 1,036 +49
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

Newsflash

48 Unique Charts! Each chart exhibits two seasonal patterns: the most recent 15 years and up to the last 40 years, depending on how long the contract has actually traded. Each market is represented by its nearby contract (until rollover). Just $39! Order Now!