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 Wed September 03, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep03 030903 582.00 589.00 582.00 586.25 +6.50 3,072 3,594 -1,244
Nov03 030903 577.00 584.00 576.50 580.75 +6.25 45,621 134,393 -222
Jan04 030903 579.00 585.50 578.50 582.50 +6.25 4,515 22,093 +523
Mar04 030903 576.00 583.50 576.00 579.25 +5.25 1,390 19,424 +68
May04 030903 570.50 576.00 570.50 573.75 +5.50 1,625 24,278 -45
Jul04 030903 571.50 575.50 571.00 573.25 +4.75 741 6,319 +16
Aug04 030903 567.50 568.00 564.00 564.00 +4.75 6 227 +2
Total Volume and Open Interest 57,157 212,264 -999
Soybean Meal(CBOT)
Sep03 030903 196.10 198.10 196.10 197.80 +2.10 5,238 9,287 -685
Oct03 030903 181.00 183.00 180.70 181.90 +1.80 8,818 18,204 -168
Dec03 030903 179.00 181.20 178.80 179.90 +1.70 17,252 76,365 -185
Jan04 030903 179.30 181.00 178.80 179.70 +1.70 963 10,373 -76
Mar04 030903 178.70 180.40 178.70 179.50 +1.40 550 11,805 +47
May04 030903 176.50 177.80 176.20 176.90 +1.10 1,286 11,752 +207
Jul04 030903 176.50 177.50 176.40 176.90 +1.10 1,110 6,116 +126
Aug04 030903 173.00 175.50 173.00 174.50 +1.50 89 1,660 +19
Total Volume and Open Interest 35,738 149,481 -502
Soybean Oil(CBOT)
Sep03 030903 20.60 20.85 20.60 20.76 +0.15 2,976 4,160 -1,075
Oct03 030903 20.60 20.88 20.55 20.80 +0.21 5,697 30,310 -581
Dec03 030903 20.53 20.92 20.53 20.85 +0.28 17,653 59,863 -1,984
Jan04 030903 20.55 20.88 20.55 20.84 +0.27 1,328 9,915 -658
Mar04 030903 20.55 20.82 20.52 20.82 +0.29 342 12,026 +102
May04 030903 20.40 20.60 20.40 20.60 +0.21 952 11,252 -58
Jul04 030903 20.30 20.53 20.30 20.39 +0.18 901 7,049 +16
Aug04 030903 20.12 20.30 20.12 20.22 +0.10 22 845 +0
Total Volume and Open Interest 29,896 138,457 -4,212
Canola(WCE)
Sep03 030903 341.2 341.2 341.2 341.2 +2.4 150 141 -150
Nov03 030903 345.0 347.3 345.0 346.4 +1.9 8,710 37,812 +1,413
Jan04 030903 350.5 351.9 350.5 351.4 +1.9 141 2,136 +57
Mar04 030903 355.4 356.0 355.4 356.0 +1.5 18 328 +2
May04 030903 360.0 360.0 360.0 360.0 +2.1 0 17 +0
Total Volume and Open Interest 9,024 44,715 +1,308
Corn(CBOT)
Sep03 030903 234.50 238.00 233.25 237.75 +5.25 10,870 17,939 -3,268
Dec03 030903 242.00 244.75 240.50 244.25 +4.25 40,584 240,814 +1,588
Mar04 030903 247.50 250.50 247.00 250.25 +3.75 4,667 53,112 +1,614
May04 030903 250.50 252.75 249.50 252.50 +3.50 510 14,218 +69
Jul04 030903 252.00 254.25 251.00 253.50 +3.25 676 14,478 +167
Sep04 030903 245.00 248.25 244.50 248.00 +3.50 2 1,968 +2
Total Volume and Open Interest 57,907 352,034 +159
Wheat(CBOT)
Sep03 030903 363.00 363.00 357.50 358.50 -4.75 2,243 2,533 -633
Dec03 030903 377.00 377.50 370.50 371.50 -5.75 18,764 93,969 +1,899
Mar04 030903 385.00 385.00 378.50 378.75 -6.50 2,539 16,829 +750
May04 030903 365.50 366.50 360.00 361.00 -7.00 44 698 +16
Jul04 030903 337.00 339.00 335.00 335.00 -2.00 133 2,462 +12
Total Volume and Open Interest 23,726 116,591 +2,042
Wheat(KCBT)
Sep03 030903 359.75 360.00 355.50 356.50 -2.50 947 829 -1,064
Dec03 030903 371.50 372.00 366.50 368.25 -3.00 5,313 55,046 -127
Mar04 030903 379.50 379.50 373.75 375.00 -2.00 640 8,079 +94
May04 030903 365.00 366.00 364.00 364.00 -1.25 158 1,032 +129
Jul04 030903 342.50 343.50 340.50 341.25 -0.75 370 1,466 +27
Total Volume and Open Interest 7,428 66,472 -941
Wheat(MGE)
Sep03 030903 368.00 368.00 364.50 367.00 +1.00 293 578 -119
Dec03 030903 379.00 380.00 374.50 375.00 -3.25 3,354 20,402 -138
Mar04 030903 387.50 388.00 381.25 381.25 -4.75 823 3,636 +85
May04 030903 382.00 382.00 381.25 381.25 -5.75 17 131 +3
Jul04 030903 363.00 363.00 363.00 363.00 -3.00 0 97 +0
Total Volume and Open Interest 4,487 25,000 -169
Oats(CBOT)
Sep03 030903 145.00 145.00 143.00 143.50 -1.50 93 119 -48
Dec03 030903 146.25 148.00 145.00 146.25 -0.50 998 5,001 +52
Mar04 030903 151.50 151.50 150.75 150.75 -1.25 31 426 -2
May04 030903 154.00 154.00 154.00 154.00 -1.00 5 41 +5
Total Volume and Open Interest 1,127 5,590 +7
Rough Rice(CBOT)
Sep03 030903 7.20 7.24 7.15 7.24 +0.04 146 198 -143
Nov03 030903 7.31 7.40 7.28 7.38 +0.06 1,203 5,300 +2
Jan04 030903 7.46 7.54 7.45 7.54 +0.06 159 732 +131
Mar04 030903 7.62 7.70 7.62 7.70 +0.06 95 362 +53
Total Volume and Open Interest 1,715 7,108 +121
Live Cattle(CME)
Oct03 030903 83.500 84.825 83.450 84.825 +1.500 8,327 55,586 -382
Dec03 030903 81.375 82.875 81.250 82.875 +1.500 4,298 34,805 +820
Feb04 030903 79.750 81.325 79.700 81.175 +1.325 1,633 18,540 +232
Apr04 030903 77.675 78.900 77.600 78.775 +1.225 660 12,216 +115
Jun04 030903 72.600 73.600 72.500 73.550 +1.000 421 2,843 +14
Aug04 030903 72.500 72.750 72.500 72.550 +0.450 12 126 +12
Total Volume and Open Interest 15,459 124,766 +824
Feeder Cattle(CME)
Sep03 030903 96.250 97.500 96.250 97.450 +1.025 367 3,227 -135
Oct03 030903 94.150 95.675 94.100 95.550 +1.375 1,297 10,203 -173
Nov03 030903 92.525 94.100 92.500 94.100 +1.500 1,003 5,442 +38
Jan04 030903 89.000 90.300 89.000 90.125 +1.250 377 2,297 +89
Mar04 030903 87.450 88.450 87.400 88.400 +1.000 27 427 +8
Apr04 030903 86.800 87.700 86.800 87.700 +1.300 8 284 +1
May04 030903 86.450 87.700 86.400 87.500 +1.100 7 228 +0
Total Volume and Open Interest 3,086 22,108 -172
Lean Hogs(CME)
Oct03 030903 55.150 55.900 54.900 55.775 +0.600 4,529 23,307 -464
Dec03 030903 54.300 55.200 53.950 55.100 +0.750 2,722 10,941 +800
Feb04 030903 55.850 56.600 55.750 56.575 +0.550 969 3,851 +37
Apr04 030903 58.550 59.200 58.550 59.200 +0.325 225 1,522 -2
May04 030903 62.000 62.500 61.950 62.500 +0.300 9 335 -1
Jun04 030903 64.050 64.900 64.000 64.775 +0.375 40 574 +4
Jul04 030903 61.850 62.200 61.700 62.200 +0.225 33 232 +8
Aug04 030903 59.700 59.750 59.700 59.750 +0.250 1 79 +1
Total Volume and Open Interest 8,528 40,871 +383
Pork Bellies(CME)
Feb04 030903 83.800 83.800 82.275 82.900 -1.175 215 1,609 +63
Mar04 030903 83.000 83.000 82.500 82.500 -0.800 2 29 -1
May04 030903 83.750 83.750 83.750 83.750 -0.550 5 16 +5
Jul04 030903 85.750 85.750 85.750 85.750 -0.250 5 26 +5
Total Volume and Open Interest 227 1,680 +72
Class III Milk(CME)
Sep03 030903 14.14 14.18 14.13 14.18 +0.05 88 6,034 +4
Oct03 030903 13.82 13.94 13.82 13.90 +0.08 71 5,214 +3
Nov03 030903 12.50 12.55 12.50 12.52 +0.02 91 3,860 +73
Dec03 030903 11.90 12.00 11.90 12.00 +0.11 64 3,146 +3
Jan04 030903 11.81 11.90 11.80 11.90 +0.10 1 1,120 +1
Total Volume and Open Interest 352 23,596 +109
Cocoa(NYBOT)
Sep03 030903 1750 1750 1727 1729 -63 17 544 -88
Dec03 030903 1685 1688 1652 1663 -70 4,181 32,798 -84
Mar04 030903 1660 1660 1625 1635 -68 479 17,563 +117
May04 030903 1653 1653 1637 1637 -69 167 6,995 +93
Jul04 030903 1635 1642 1635 1642 -70 10 4,170 -1
Sep04 030903 1648 1648 1648 1648 -70 37 5,202 +33
Dec04 030903 1655 1655 1655 1655 -70 30 5,810 +0
Total Volume and Open Interest 4,921 77,620 +70
Coffee "C"(NYBOT)
Sep03 030903 62.25 62.25 61.30 61.75 -0.15 134 590 -38
Dec03 030903 63.70 64.00 63.20 63.35 -0.35 7,803 50,885 +849
Mar04 030903 66.35 66.50 65.90 65.95 -0.30 1,628 8,269 +290
May04 030903 67.80 67.90 67.55 67.55 -0.20 174 2,820 +65
Jul04 030903 69.30 69.70 69.10 69.15 -0.10 45 1,139 +13
Sep04 030903 70.50 71.00 70.50 70.70 -0.05 109 3,532 +2
Total Volume and Open Interest 10,035 69,764 +1,225
Orange Juice(NYBOT)
Sep03 030903 79.55 79.55 78.65 78.75 -0.55 135 1,321 -33
Nov03 030903 78.60 78.80 76.65 77.50 -1.00 872 17,507 +323
Jan04 030903 80.50 80.50 79.00 79.30 -1.00 114 3,158 -1
Mar04 030903 82.50 82.50 81.50 81.50 -0.75 74 2,022 +32
May04 030903 83.90 83.90 83.00 83.15 -0.45 16 1,657 +13
Total Volume and Open Interest 1,211 25,893 +334
Sugar #11(NYBOT)
Oct03 030903 6.15 6.17 6.08 6.13 -0.07 19,101 93,143 +967
Mar04 030903 6.36 6.38 6.29 6.35 -0.04 9,586 47,198 +975
May04 030903 6.37 6.39 6.30 6.36 -0.03 2,131 18,893 -265
Jul04 030903 6.31 6.32 6.20 6.23 -0.09 2,315 17,516 -815
Oct04 030903 6.34 6.34 6.27 6.27 -0.07 1,418 12,333 +144
Total Volume and Open Interest 34,803 194,025 +1,025
Sugar #14(NYBOT)
Sep03 030808 21.36 21.45 21.36 21.45 -0.15 75 1,892 +0
Nov03 030903 21.05 21.10 21.05 21.08 -0.01 80 3,608 -52
Jan04 030903 21.01 21.01 21.01 21.01 -0.02 5 2,658 +5
Mar04 030903 21.12 21.13 21.12 21.12 -0.03 68 2,538 +28
May04 030903 21.11 21.11 21.11 21.11 +0.01 5 1,467 +5
Total Volume and Open Interest 164 12,841 -8
London Cocoa(LCE)
Sep03 030903 1087 1090 1060 1063 -39 1,257 23,023 -663
Dec03 030903 1122 1122 1084 1089 -40 3,004 58,220 +283
Mar04 030903 1140 1140 1108 1112 -41 748 29,068 -73
May04 030903 1151 1151 1124 1127 -40 406 18,975 -223
Jul04 030903 1165 1169 1140 1142 -39 655 12,780 +128
Sep04 030903 1174 1174 1148 1149 -40 76 9,869 +24
Dec04 030903 1157 1157 1157 1157 -39 0 7,037 +0
Total Volume and Open Interest 6,248 165,649 -454
London Coffee(LCE)
Sep03 030903 731.00 735.00 726.00 727.00 -1.00 280 16,469 -183
Nov03 030903 752.00 754.00 745.00 746.00 -2.00 2,859 51,980 -889
Jan04 030903 762.00 764.00 757.00 757.00 -1.00 545 17,493 +95
Mar04 030903 770.00 770.00 770.00 770.00 unch 62 10,852 +54
May04 030903 788.00 790.00 783.00 783.00 unch 25 9,567 +25
Jul04 030903 796.00 796.00 796.00 796.00 unch 250 2,301 +60
Total Volume and Open Interest 4,021 113,691 -838
London Sugar(LCE)
Oct03 030903 192.00 193.00 189.20 189.80 -2.50 3,245 15,444 -48
Dec03 030903 192.50 193.50 190.00 190.70 -2.30 1,168 10,861 +300
Mar04 030903 194.00 194.00 192.00 192.50 -1.50 1,139 6,799 +529
May04 030903 192.10 192.70 192.00 192.70 -1.50 157 2,694 +99
Aug04 030903 193.60 193.60 193.10 193.20 -1.00 45 2,852 +27
Total Volume and Open Interest 5,759 41,571 +912
Cotton(NYBOT)
Oct03 030903 57.35 57.60 57.01 57.59 +0.09 547 3,125 -70
Dec03 030903 59.20 59.55 58.95 59.52 +0.13 10,440 45,373 -141
Mar04 030903 61.50 61.95 61.30 61.95 +0.30 564 10,054 +38
May04 030903 62.53 63.00 62.45 63.00 +0.42 27 2,975 -3
Jul04 030903 63.10 63.90 63.10 63.76 +0.26 32 2,362 +18
Oct04 030903 63.95 63.95 63.95 63.95 +0.35 0 110 +0
Total Volume and Open Interest 11,610 64,671 -158
Lumber(CME)
Sep03 030903 347.0 348.0 336.1 337.5 -12.9 559 1,527 -69
Nov03 030903 330.2 332.5 323.3 326.3 -6.4 684 1,838 +221
Jan04 030903 317.0 318.5 312.5 315.8 -2.0 134 374 +36
Mar04 030903 310.5 312.0 310.5 312.0 +2.9 2 30 +1
Total Volume and Open Interest 1,379 3,788 +189
Crude Oil(NYM)
Oct03 030903 29.45 29.68 29.15 29.49 +0.08 162,822 170,959 -2,869
Nov03 030903 29.33 29.60 29.08 29.46 +0.11 47,794 73,489 +1,546
Dec03 030903 29.05 29.25 28.80 29.13 +0.13 31,185 77,258 +352
Jan04 030903 28.70 28.86 28.62 28.78 +0.15 5,398 27,049 -39
Feb04 030903 28.30 28.50 28.30 28.42 +0.17 2,553 13,963 +840
Mar04 030903 27.95 28.12 27.87 28.06 +0.19 894 16,973 +56
Apr04 030903 27.60 27.74 27.60 27.70 +0.21 1,058 17,168 +314
May04 030903 27.35 27.35 27.35 27.35 +0.22 519 9,852 -185
Jun04 030903 27.05 27.05 27.00 27.01 +0.23 5,953 19,610 -851
Jul04 030903 26.68 26.68 26.68 26.68 +0.23 560 7,766 +342
Aug04 030903 26.40 26.45 26.40 26.40 +0.21 405 5,535 +202
Sep04 030903 26.25 26.25 26.16 26.16 +0.20 670 10,493 +472
Oct04 030903 26.00 26.00 25.95 25.95 +0.20 15 5,639 +4
Nov04 030903 25.83 25.83 25.76 25.76 +0.21 5 5,348 +0
Dec04 030903 25.30 25.63 25.30 25.57 +0.22 4,496 22,966 -1,175
Jan05 030903 25.40 25.40 25.40 25.40 +0.22 10 5,631 -5
Total Volume and Open Interest 266,215 547,328 -970
Heating Oil(NYM)
Oct03 030903 76.70 78.00 76.30 77.54 +0.45 40,994 56,311 -1,986
Nov03 030903 78.00 79.10 77.50 78.83 +0.50 13,220 16,426 -200
Dec03 030903 78.90 80.10 78.75 79.83 +0.55 8,850 22,596 +849
Jan04 030903 79.50 80.80 79.50 80.43 +0.60 3,644 10,929 +698
Feb04 030903 79.00 80.25 79.00 79.83 +0.65 2,228 9,219 +1,109
Mar04 030903 76.70 78.25 76.70 77.43 +0.85 385 8,928 +96
Apr04 030903 74.70 75.50 74.30 74.83 +1.05 380 4,429 +125
May04 030903 72.25 72.80 72.23 72.23 +1.20 50 1,510 +35
Jun04 030903 70.60 71.40 70.60 70.83 +1.25 435 3,219 -313
Jul04 030903 70.70 71.00 70.43 70.43 +1.25 13 793 +12
Aug04 030903 70.40 71.20 70.40 70.63 +1.25 14 914 +14
Sep04 030903 70.80 71.60 70.80 71.03 +1.25 3 471 +2
Total Volume and Open Interest 70,253 137,556 -3,226
Unleaded Gas(NYM)
Oct03 030903 84.30 85.50 83.00 84.09 -0.65 34,644 58,322 -3,668
Nov03 030903 79.30 80.65 79.00 80.11 +0.34 5,375 12,142 +250
Dec03 030903 77.50 78.50 77.40 78.16 +0.69 1,722 9,131 -52
Jan04 030903 77.50 78.20 77.00 77.86 +0.84 431 5,234 -55
Feb04 030903 78.11 78.11 78.11 78.11 +0.99 68 776 +68
Total Volume and Open Interest 42,325 89,087 -5,209
RBOB Gasoline(NYMEX)
e-MiNY RBOB Gasoline(NYMEX)
Natural Gas(NYM)
Oct03 030903 4.685 4.710 4.630 4.694 +0.055 35,152 57,767 -89
Nov03 030903 4.950 4.980 4.910 4.961 +0.050 8,408 30,895 -3
Dec03 030903 5.170 5.235 5.150 5.229 +0.043 6,903 25,285 +150
Jan04 030903 5.360 5.420 5.360 5.406 +0.051 4,538 23,799 +272
Feb04 030903 5.310 5.365 5.310 5.356 +0.051 2,161 18,813 +271
Mar04 030903 5.215 5.260 5.215 5.256 +0.051 2,442 18,723 +547
Apr04 030903 4.790 4.845 4.775 4.817 +0.031 1,152 16,982 +362
May04 030903 4.720 4.760 4.720 4.736 +0.031 307 12,282 +134
Jun04 030903 4.730 4.780 4.720 4.741 +0.026 368 11,481 +197
Jul04 030903 4.755 4.780 4.725 4.746 +0.021 392 8,534 -43
Aug04 030903 4.760 4.780 4.730 4.751 +0.026 181 8,428 +35
Sep04 030903 4.720 4.770 4.720 4.738 +0.023 159 6,727 +89
Oct04 030903 4.740 4.780 4.740 4.763 +0.023 166 6,752 +30
Nov04 030903 4.920 4.950 4.920 4.933 +0.018 76 6,816 +18
Dec04 030903 5.100 5.120 5.080 5.101 +0.015 110 8,976 +15
Jan05 030903 5.180 5.220 5.180 5.196 +0.015 13 7,463 +11
Total Volume and Open Interest 63,392 338,364 +2,414
Brent Crude Oil(ICE)
Oct03 030903 27.80 28.00 27.38 27.74 +0.22 72,269 80,141 +80,141
Nov03 030903 27.80 27.80 27.20 27.50 +0.24 35,668 77,430 +77,430
Dec03 030903 27.28 27.55 26.95 27.25 +0.25 26,680 33,249 +33,249
Jan04 030903 26.81 26.99 26.70 26.94 +0.26 4,100 15,086 +15,086
Feb04 030903 26.49 26.67 26.49 26.63 +0.26 723 7,591 +7,591
Mar04 030903 26.15 26.35 26.15 26.32 +0.26 1,140 8,277 +8,277
Apr04 030903 25.95 26.05 25.95 26.01 +0.26 750 5,823 +5,823
May04 030903 25.74 25.74 25.71 25.71 +0.26 150 4,362 +4,362
Jun04 030903 25.38 25.48 25.20 25.41 +0.26 6,535 15,795 +15,795
Jul04 030903 25.00 25.13 25.00 25.13 +0.28 250 4,880 +4,880
Aug04 030903 24.92 24.92 24.92 24.92 +0.29 1,600 3,443 +3,443
Sep04 030903 24.73 24.73 24.73 24.73 +0.30 650 2,730 +2,730
Total Volume and Open Interest 153,912 294,690 +294,690
Gas Oil(ICE)
Sep03 030903 237.50 238.00 232.25 235.50 -2.25 17,487 28,633 +28,633
Oct03 030903 238.50 240.00 234.50 237.00 -1.50 17,854 43,361 +43,361
Nov03 030903 238.00 239.75 235.50 237.75 -2.00 5,062 21,397 +21,397
Dec03 030903 237.00 238.25 235.00 237.25 -1.00 3,767 25,097 +25,097
Jan04 030903 234.50 236.50 234.00 236.00 -0.25 548 9,632 +9,632
Feb04 030903 232.00 233.50 232.00 233.50 +0.75 475 3,788 +3,788
Mar04 030903 228.50 228.50 228.50 228.50 +0.75 800 3,947 +3,947
Apr04 030903 220.50 223.50 220.50 223.50 +1.50 575 5,059 +5,059
May04 030903 215.00 218.25 215.00 218.25 +2.00 100 570 +570
Jun04 030903 215.00 215.00 214.50 214.50 +2.00 100 5,392 +5,392
Total Volume and Open Interest 46,768 156,091 +156,091
US Dollar Index(NYBOT)
Sep03 030903 99.08 99.40 98.57 98.81 -0.25 1,049 10,096 +341
Dec03 030903 99.60 99.87 99.05 99.24 -0.25 238 2,597 +67
Mar04 030903 99.67 99.67 99.67 99.67 -0.25 0 16 +0
Total Volume and Open Interest 1,289 12,721 +410
Australian Dollar(CME)
Sep03 030903 63.61 64.05 63.45 64.01 +0.38 4,211 30,682 +1,173
Dec03 030903 63.02 63.48 62.95 63.43 +0.38 1,050 2,398 +832
Mar04 030903 62.85 62.85 62.85 62.85 +0.38 0 404 +0
Total Volume and Open Interest 5,261 33,573 +2,005
British Pound(CME)
Sep03 030903 156.16 157.50 156.12 156.96 +0.14 12,841 40,073 -7,314
Dec03 030903 155.16 156.54 155.16 155.98 +0.14 441 2,364 +70
Mar04 030903 155.00 155.00 155.00 155.00 +0.14 0 1 +0
Total Volume and Open Interest 13,282 42,438 -7,244
Canadian Dollar(CME)
Sep03 030903 71.62 72.55 71.62 72.47 +0.61 10,479 53,888 +1,219
Dec03 030903 71.30 72.25 71.30 72.17 +0.60 581 6,794 +157
Mar04 030903 71.10 72.00 71.10 71.91 +0.59 11 2,062 +0
Jun04 030903 71.53 71.65 71.53 71.65 +0.58 22 913 +6
Total Volume and Open Interest 11,093 64,314 +1,382
Japanese Yen(CME)
Sep03 030903 86.02 86.31 85.94 86.22 +0.12 19,073 131,152 +7,105
Dec03 030903 86.28 86.56 86.22 86.47 +0.12 11,901 38,332 +11,215
Mar04 030903 86.74 86.74 86.74 86.74 +0.12 18 50 +18
Total Volume and Open Interest 30,992 169,584 +18,338
Swiss Franc(CME)
Sep03 030903 70.40 70.94 70.36 70.70 +0.13 6,224 59,643 +2,990
Dec03 030903 70.57 71.02 70.53 70.85 +0.13 766 2,581 +677
Mar04 030903 70.99 70.99 70.99 70.99 +0.13 0 4 +0
Total Volume and Open Interest 6,990 62,339 +3,667
EuroFX(CME)
Sep03 030903 107.79 108.68 107.73 108.38 +0.18 12,567 101,586 +425
Dec03 030903 107.49 108.38 107.46 108.10 +0.17 1,667 5,199 +370
Mar04 030903 107.28 107.84 107.28 107.84 +0.17 59 284 -15
Total Volume and Open Interest 14,293 107,173 +780
Mexican Peso(CME)
Sep03 030903 9060.0 9247.5 9060.0 9147.5 +87.5 5,380 40,180 +1,565
Oct03 030903 9112.5 9112.5 9025.0 9112.5 +87.5 0 50 +0
Total Volume and Open Interest 7,770 48,486 +3,843
30-Year T-Bonds(CBOT)
Sep03 030903 105~24 106~08 105~15 105~21 -0~01 83,255 167,862 -41,468
Dec03 030903 104~09 104~26 103~31 104~07 -0~01 300,113 279,920 +27,003
Mar04 030903 103~01 103~08 102~28 102~28 -0~02 75 549 -49
Total Volume and Open Interest 383,443 448,496 -14,514
10-Year T-Notes(CBOT)
Sep03 030903 110~080 110~230 110~080 110~185 +0~095 133,152 327,700 -46,485
Dec03 030903 108~125 108~260 108~110 108~205 +0~080 682,754 633,980 +75,632
Total Volume and Open Interest 815,906 961,694 +29,147
5-Year T-Notes(CBOT)
Sep03 030903 110~310 110~310 110~245 110~280 +0~050 59,399 0 +0
Dec03 030903 109~085 109~090 109~020 109~065 +0~055 259,386 0 +0
Total Volume and Open Interest 318,785    
2 Year T-Notes(CBOT)
Sep03 030903 107~024 107~028 107~018 107~028 +0~012 21,138 67,339 -20,707
Dec03 030903 106~044 106~048 106~038 106~046 +0~010 23,306 96,218 +23,221
Total Volume and Open Interest 44,444 163,557 +2,514
Eurodollars(CME)
Sep03 030903 98.840 98.845 98.840 98.840 unch 53,977 636,755 +3,985
Dec03 030903 98.730 98.740 98.725 98.730 +0.005 87,541 729,072 +865
Mar04 030903 98.440 98.460 98.430 98.445 +0.020 124,499 691,528 -338
Jun04 030903 97.990 98.030 97.970 98.010 +0.045 147,175 554,432 +10,531
Sep04 030903 97.495 97.535 97.465 97.510 +0.045 126,511 553,046 +2,782
Dec04 030903 96.995 97.030 96.960 97.010 +0.050 88,831 475,713 -2,708
Mar05 030903 96.540 96.570 96.495 96.550 +0.050 36,653 282,548 +1,441
Jun05 030903 96.130 96.180 96.100 96.140 +0.040 29,014 220,874 +2,455
Sep05 030903 95.800 95.830 95.760 95.790 +0.030 19,573 152,777 +3,704
Dec05 030903 95.490 95.515 95.465 95.480 +0.010 11,920 144,833 +2,476
Mar06 030903 95.245 95.265 95.200 95.220 unch 7,576 126,859 +20
Jun06 030903 94.975 95.025 94.960 94.975 -0.005 7,364 116,908 -979
Sep06 030903 94.800 94.800 94.740 94.750 -0.010 7,043 82,475 +803
Dec06 030903 94.560 94.565 94.530 94.535 -0.020 3,320 67,561 -451
Mar07 030903 94.375 94.385 94.345 94.355 -0.025 3,087 70,876 +1,269
Jun07 030903 94.225 94.225 94.180 94.180 -0.035 3,728 59,818 -117
Sep07 030903 94.110 94.110 94.030 94.030 -0.040 5,590 46,600 +2,322
Dec07 030903 93.980 93.980 93.900 93.900 -0.040 4,059 38,381 +1,148
Total Volume and Open Interest 778,427 5,226,399 +30,878
3-Mth Euro-Yen(CME)
Sep03 030903 99.91 99.91 99.91 99.91 unch 204 11,773 +146
Dec03 030903 99.88 99.88 99.88 99.88 +0.01 338 3,386 +52
Mar04 030903 99.80 99.80 99.79 99.80 +0.02 1,386 7,034 +183
Jun04 030903 99.77 99.77 99.74 99.75 +0.04 1,099 5,637 -1,170
Sep04 030903 99.61 99.64 99.61 99.61 +0.02 258 1,860 +136
Dec04 030903 99.45 99.45 99.45 99.45 unch 150 1,032 +45
Mar05 030903 99.34 99.34 99.27 99.27 unch 4 5,103 -51
Jun05 030903 99.16 99.16 99.16 99.16 unch 3 266 +100
Sep05 030903 98.98 98.98 98.98 98.98 unch 1 5,136 +51
Dec05 030903 98.95 98.95 98.90 98.94 unch 7 23 -2
Total Volume and Open Interest 3,459 43,469 -510
3-Mth Euro-Yen(SIMEX)
Sep03 030903 99.91 99.92 99.91 99.92 +0.01 91 49,015 +49,015
Dec03 030903 99.87 99.88 99.86 99.88 +0.01 7,048 45,452 +45,452
Mar04 030903 99.77 99.81 99.75 99.81 +0.03 12,223 61,803 +61,803
Jun04 030903 99.72 99.77 99.69 99.76 +0.04 9,325 47,925 +47,925
Sep04 030903 99.58 99.67 99.53 99.65 +0.05 4,459 21,086 +21,086
Dec04 030903 99.43 99.54 99.38 99.53 +0.08 2,628 22,766 +22,766
Mar05 030903 99.22 99.36 99.18 99.36 +0.09 2,500 13,206 +13,206
Jun05 030903 99.15 99.27 99.10 99.27 +0.08 1,796 10,361 +10,361
Total Volume and Open Interest 40,440 289,407 +289,407
German Euro-Bund(EUREX)
Sep03 030903 112.57 112.92 112.53 112.59 unch 1,031,617 574,881 -82,744
Dec03 030903 111.60 111.99 111.60 111.67 unch 243,899 292,753 +112,813
Mar04 030903 111.44 111.44 111.44 111.44 unch 6,571 0 +0
Total Volume and Open Interest 1,282,087 867,634 +30,069
German Euro-Bobl(EUREX)
Sep03 030903 110.10 110.35 110.05 110.20 +0.11 789,303 455,231 -67,417
Dec03 030903 109.12 109.41 109.09 109.24 +0.07 247,405 226,623 +70,348
Mar04 030903 109.05 109.05 109.05 109.05 +0.11 6,613 0 +0
Total Volume and Open Interest 1,043,321 681,854 +2,931
Long Gilt(LIFFE)
Sep03 030903 117~06 117~09 116~31 117~03 -0~08 14,759 23,100 -7,093
Dec03 030903 116~13 116~15 116~04 116~08 -0~07 50,735 122,538 +9,751
Total Volume and Open Interest 65,494 145,638 +2,658
3-Mth Short Sterling(LIFFE)
Sep03 030903 96.31 96.33 96.28 96.28 -0.05 16,235 176,239 +2,843
Dec03 030903 96.12 96.14 96.09 96.10 -0.05 45,897 233,014 +1,349
Mar04 030903 95.82 95.84 95.78 95.80 -0.05 46,106 203,065 +2,901
Total Volume and Open Interest 174,366 1,143,306 +12,875
3-Mth Euribor(LIFFE)
Sep03 030903 97.845 97.845 97.835 97.845 unch 38,683 505,493 +3,700
Dec03 030903 97.755 97.775 97.750 97.770 -0.010 106,884 566,362 +2,687
Mar04 030903 97.560 97.595 97.555 97.580 -0.015 177,959 480,550 +6,746
Total Volume and Open Interest 781,243 2,798,905 +31,804
3-Mth Aus T-Bills(SFE)
Sep03 030903 95.12 95.14 95.11 95.14 unch 13,594 124,907 +124,907
Dec03 030903 94.98 95.00 94.97 95.00 -0.02 25,160 173,228 +173,228
Mar04 030903 94.84 94.86 94.82 94.86 -0.03 7,823 43,330 +43,330
Jun04 030903 94.72 94.74 94.70 94.74 -0.03 4,279 26,856 +26,856
Sep04 030903 94.59 94.62 94.59 94.62 -0.04 819 17,525 +17,525
Dec04 030903 94.51 94.54 94.51 94.54 -0.04 447 13,595 +13,595
Mar05 030903 94.43 94.46 94.43 94.45 -0.04 420 12,466 +12,466
Jun05 030903 94.39 94.39 94.39 94.39 -0.04 668 5,690 +5,690
Sep05 030903 94.33 94.33 94.33 94.33 -0.03 140 1,659 +1,659
Dec05 030903 94.27 94.27 94.27 94.27 -0.04 30 1,090 +1,090
Total Volume and Open Interest 53,380 421,211 +421,211
10-Year Aus T-Bonds(SFE)
Sep03 030903 94.27 94.33 94.26 94.33 -0.02 3,453 181,684 +8,778
Dec03 030903 94.24 94.29 94.24 94.29 -0.02 0 47 +47
Total Volume and Open Interest 18,456 172,906 +172,906
3-Year Aus T-Bonds(SFE)
Sep03 030903 94.69 94.73 94.67 94.73 -0.03 67,993 368,328 +368,328
Dec03 030903 94.60 94.66 94.60 94.66 -0.04      
Total Volume and Open Interest 67,993 368,328 +368,328
Gold(CMX)
Oct03 030903 370.8 375.8 370.0 374.0 +0.7 1,882 15,313 -801
Dec03 030903 371.9 376.7 370.9 375.0 +0.7 43,913 194,050 +5,120
Feb04 030903 373.1 377.5 371.5 375.8 +0.7 5,507 16,141 +1,254
Apr04 030903 378.3 378.3 376.6 376.6 +0.7 285 5,790 -26
Jun04 030903 375.0 377.5 374.5 377.5 +0.7 476 12,053 +356
Aug04 030903 378.5 378.5 378.5 378.5 +0.7 0 5,436 +0
Oct04 030903 379.5 379.5 379.5 379.5 +0.7 0 232 +0
Dec04 030903 380.0 380.7 377.0 380.7 +0.7 255 13,032 -33
Feb05 030903 382.0 382.0 382.0 382.0 +0.7 0 1,346 +0
Apr05 030903 383.3 383.3 383.3 383.3 +0.7 0 100 +0
Jun05 030903 384.8 384.8 384.8 384.8 +0.7 0 5,953 +0
Total Volume and Open Interest 52,381 274,981 +5,867
Silver(CMX)
Sep03 030903 500.5 507.0 497.5 506.0 +7.2 496 1,525 -843
Dec03 030903 501.5 509.0 499.5 508.0 +7.0 22,873 90,905 -2,157
Mar04 030903 507.0 510.0 507.0 509.2 +6.9 244 3,063 -21
May04 030903 510.2 510.2 510.2 510.2 +6.9 3 1,007 +0
Jul04 030903 508.0 511.2 508.0 511.2 +6.9 9 2,222 +1
Sep04 030903 511.8 511.8 511.8 511.8 +6.9 0 635 +0
Dec04 030903 510.0 514.0 507.0 513.3 +6.9 78 3,014 +54
Total Volume and Open Interest 23,729 103,311 -2,940
Platinum(NYM)
Oct03 030903 713.0 715.0 711.5 714.6 -1.1 625 8,883 +4
Jan04 030903 703.0 703.1 701.0 703.1 -0.6 10 334 +10
Apr04 030903 695.1 695.1 695.1 695.1 -0.6 0 1 +0
Total Volume and Open Interest 635 9,218 +14
Palladium(NYME)
Sep03 030903 195.50 201.50 193.00 200.80 +0.95 238 493 -572
Dec03 030903 198.00 203.00 195.50 202.40 +0.55 440 4,181 +196
Mar04 030903 202.90 202.90 202.90 202.90 +0.55 0 9 +0
Total Volume and Open Interest 678 4,710 -376
Copper(CMX)
Sep03 030903 82.10 82.75 81.80 82.45 +1.50 426 3,118 -330
Dec03 030903 82.85 83.40 82.40 83.20 +1.45 13,021 61,912 +2,653
Mar04 030903 82.80 83.30 82.50 83.25 +1.40 431 5,088 +110
May04 030903 83.30 83.30 83.30 83.30 +1.35 31 2,723 +5
Jul04 030903 83.35 83.35 83.35 83.35 +1.30 0 2,153 +0
Total Volume and Open Interest 14,026 84,781 +2,441
Aluminum(CMX)
Sep03 030903 68.15 68.15 68.15 68.15 +1.10 0 17 -2,040
Oct03 030903 67.65 68.35 67.65 68.35 +1.10 0 2,161 +76
Nov03 030903 68.55 68.55 68.55 68.55 +1.10 2 434 +10
Dec03 030903 68.20 68.75 68.20 68.75 +1.10 6 1,468 +1
Jan04 030903 68.90 68.90 68.90 68.90 +1.05 0 601 +0
Feb04 030903 69.05 69.05 69.05 69.05 +1.00 0 308 +0
Total Volume and Open Interest 13 7,268 -642
DJIA Index(CBOT)
Sep03 030903 9548 9593 9507 9571 +50 16,656 42,473 +890
Dec03 030903 9505 9555 9480 9537 +49 558 4,714 +253
Mar04 030903 9505 9512 9505 9512 +49 0 25 +0
Jun04 030903 9482 9482 9482 9482 +49      
Total Volume and Open Interest 17,214 47,212 +1,143
S & P 500(CME)
Sep03 030903 1024.30 1029.50 1022.00 1027.10 +5.00 79,103 517,185 -9,983
Dec03 030903 1022.80 1028.00 1020.50 1025.60 +5.10 11,867 112,365 +9,978
Mar04 030903 1024.00 1024.00 1024.00 1024.00 +5.10 30 2,225 -5
Jun04 030903 1023.50 1023.50 1023.50 1023.50 +5.10 20 282 +1
Total Volume and Open Interest 91,020 632,184 -9
S & P 500 E-Mini(Globex)
Sep03 030903 1022.00 1029.75 1020.25 1027.00 +5.00 820,276 511,577 +9,122
Dec03 030903 1020.50 1027.25 1019.00 1025.50 +5.00 3,430 6,115 +1,214
Total Volume and Open Interest 823,706 517,692 +10,336
NASDAQ 100(CME)
Sep03 030903 1372.50 1376.00 1354.50 1361.50 -1.50 13,934 83,451 +83,451
Dec03 030903 1375.50 1375.50 1360.00 1364.50 -1.50 1,751 3,538 +3,538
Mar04 030903 1377.00 1377.00 1367.50 1367.50 -1.50 0 1 +1
Total Volume and Open Interest 15,685 86,990 +86,990
NASDAQ 100 E-Mini(Globex)
Sep03 030903 1364.00 1376.50 1354.00 1361.50 -1.50 301,002 326,147 +326,147
Dec03 030903 1368.00 1379.00 1357.00 1364.50 -1.50 948 1,210 +1,210
Total Volume and Open Interest 301,950 327,357 +327,357
S & P Midcap 400(CME)
Sep03 030903 525.50 527.25 524.80 526.30 +1.80 892 13,204 +245
Dec03 030903 526.50 526.50 526.40 526.40 +2.15 9 3 +3
Mar04 030903 526.20 526.20 526.20 526.20 +1.80      
Total Volume and Open Interest 897 13,207 +248
Russell 2000(CME)
Sep03 030903 509.40 512.10 507.50 510.50 +3.25 2,651 23,331 -431
Dec03 030903 510.20 510.20 510.20 510.20 +3.25 1 56 +1
Mar04 030903 510.60 510.60 510.60 510.60 +3.25      
Total Volume and Open Interest 2,652 23,387 -430
Russell 2000 E-Mini(Globex)
Sep03 030903 507.30 512.00 507.30 510.50 +3.20 19,407 38,346 -1,814
Dec03 030903 510.30 511.10 508.70 510.20 +3.20 276 523 +523
Total Volume and Open Interest 19,683 38,869 -1,570
Value Line(KCBT)
Sep03 030903 1371.00 1375.00 1371.00 1375.00 +8.50 1 13 +1
Total Volume and Open Interest 2 47 +1
Nikkei 225(CME)
Sep03 030903 10745 10745 10595 10735 -15 40,165 144,247 +949
Dec03 030903 10715 10715 10585 10700 -15 4,461 1,457 +291
Total Volume and Open Interest 44,626 145,704 +1,240
Nikkei 225(SGX)
Sep03 030903 10745 10745 10595 10735 -15 40,165 144,247 +949
Dec03 030903 10715 10715 10585 10700 -15 4,461 1,457 +291
Mar04 030903 10695 10695 10695 10695 -15      
Total Volume and Open Interest 44,626 145,704 +1,240
CAC 40(EURONEXT)
Sep03 030903 3395.0 3439.0 3389.0 3426.0 +53.5 52,477 468,563 +7,669
Oct03 030903 3404.5 3444.0 3404.5 3431.5 +53.5 153 1,671 +100
Nov03 030903 3436.5 3436.5 3436.5 3436.5 +53.5      
Total Volume and Open Interest 52,630 508,196  
Hang Seng Index(HKFE)
Sep03 030903 11005 11089 10986 11075 +137 22,901 84,279 +103
Oct03 030903 10999 11085 10995 11073 +140 183 73 +29
Total Volume and Open Interest 23,133 84,905 +120
DAX(EUREX)
Sep03 030903 3603.0 3660.5 3603.0 3653.5 +84.5 94,073 293,575 +149
Dec03 030903 3630.5 3676.0 3624.5 3672.0 +85.0 1,018 12,523 -79
Mar04 030903 3665.0 3693.5 3652.0 3692.0 +85.0 209 7,678 +68
Total Volume and Open Interest 95,300 313,776 +138
FT-SE 100(EURONEXT)
Sep03 030903 4230.00 4285.50 4224.50 4267.50 +57.50 47,429 388,523 -1,523
Dec03 030903 4244.00 4298.50 4244.00 4283.00 +59.00 4,597 46,372 +2,046
Mar04 030903 4277.00 4277.00 4277.00 4277.00 +57.50 500 7,697 +500
Total Volume and Open Interest 53,026 447,264 +1,523
SPI 200(SFE)
Sep03 030903 3234.0 3234.0 3208.0 3210.0 -6.0 9,496 166,777 +166,777
Dec03 030903 3235.0 3237.0 3214.0 3216.0 -6.0 946 12,439 +12,439
Mar04 030903 3239.0 3239.0 3222.0 3222.0 -4.0 0 2,363 +2,363
Total Volume and Open Interest 10,444 183,607 +183,607
GSCI(CME)
Sep03 030903 232.30 234.10 232.00 233.50 +1.40 348 13,400 +205
Oct03 030903 232.85 233.65 232.85 233.50 +2.00 26 187 +10
Nov03 030903 233.50 233.50 233.50 233.50 +0.50      
Total Volume and Open Interest 374 13,587 +215
Reuters CRB Index(NYBOT)
Nov03 030903 241.00 241.75 241.00 241.75 +0.70 77 581 +22
Jan04 030903 239.75 241.00 239.75 241.00 +0.70 0 327 +0
Feb04 030903 238.75 238.75 238.75 238.75 +0.70 0 150 +0
Total Volume and Open Interest 77 1,058 +22
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 © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

MRCI's Special Spread Charts has two new additions!
Seasonal AVERAGE charts for both Live Cattle & Lean Hogs. Being able to see at what average spread different
delivery months trade --- and when --- can help producers better hedge their livestock and traders to find spread value.
Updated daily for MRCI Online subscribers!