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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon August 04, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug03 030804 538.00 545.00 537.50 539.50 +2.00 5,202 8,105 -1,051
Sep03 030804 525.00 527.75 520.00 523.00 -1.50 6,739 15,431 +321
Nov03 030804 518.00 521.50 512.00 516.25 -1.25 34,804 120,440 -1,478
Jan04 030804 522.00 525.00 516.00 520.25 -1.50 663 10,452 +58
Mar04 030804 524.00 528.00 520.00 523.50 -1.75 739 9,167 +116
May04 030804 524.50 528.75 521.00 524.75 -0.75 947 8,534 +144
Jul04 030804 528.00 532.00 525.00 528.00 -0.50 511 3,285 +60
Total Volume and Open Interest 49,728 176,808 -1,799
Soybean Meal(CBOT)
Aug03 030804 168.80 168.80 165.50 165.70 -3.10 4,472 7,631 -1,187
Sep03 030804 164.10 164.50 161.60 162.10 -2.00 5,069 26,072 +704
Oct03 030804 159.70 160.50 158.20 159.70 -0.40 1,490 19,241 -93
Dec03 030804 158.50 160.10 157.60 158.80 -0.50 10,557 64,696 -75
Jan04 030804 159.30 160.80 158.50 159.70 -0.10 748 9,220 -50
Mar04 030804 161.20 162.40 160.20 161.20 -0.10 439 7,318 +33
May04 030804 161.70 162.70 160.50 161.60 -0.40 618 6,342 +39
Jul04 030804 163.50 164.70 163.20 163.80 -0.30 282 4,725 +141
Total Volume and Open Interest 23,830 148,414 -612
Soybean Oil(CBOT)
Aug03 030804 19.45 19.72 19.44 19.45 -0.02 5,327 4,445 -3,214
Sep03 030804 19.45 19.65 19.40 19.42 -0.03 8,655 32,446 +418
Oct03 030804 19.38 19.56 19.36 19.39 -0.01 4,599 24,019 -131
Dec03 030804 19.05 19.34 19.05 19.13 -0.03 13,680 69,844 +610
Jan04 030804 19.12 19.25 19.12 19.15 unch 1,356 8,784 +498
Mar04 030804 19.15 19.26 19.15 19.15 -0.04 948 7,956 -119
May04 030804 19.22 19.27 19.15 19.16 -0.02 671 5,645 +189
Jul04 030804 19.20 19.25 19.15 19.15 -0.03 1,604 6,385 +547
Total Volume and Open Interest 36,946 162,548 -1,183
Canola(WCE)
Sep03 030801 342.4 342.4 342.4 342.4 unch 25 241 +21
Nov03 030801 345.0 347.7 345.0 346.9 +1.9 3,877 42,282 +85
Jan04 030801 350.6 350.6 350.6 350.6 +1.4 7 1,040 +0
Mar04 030801 354.0 355.5 354.0 355.5 +1.0 0 209 +0
May04 030801 359.5 359.5 359.5 359.5 unch 0 22 +0
Total Volume and Open Interest 4,384 47,992 +381
Corn(CBOT)
Sep03 030804 207.50 210.50 207.25 209.50 +2.75 20,895 119,478 -3,632
Dec03 030804 215.00 218.00 214.50 217.25 +3.25 48,203 217,712 +3,165
Mar04 030804 224.00 226.75 223.75 226.00 +2.75 3,423 44,708 +522
May04 030804 229.00 231.75 229.00 231.25 +2.75 816 11,165 +464
Jul04 030804 233.75 236.00 233.75 235.25 +2.50 738 9,207 +100
Sep04 030804 236.00 236.00 234.75 234.75 +1.25 11 1,714 +2
Total Volume and Open Interest 74,509 409,633 +658
Wheat(CBOT)
Sep03 030804 352.00 356.00 350.00 354.00 +3.00 16,179 52,725 -2,708
Dec03 030804 363.50 367.25 361.50 366.75 +3.75 28,803 52,360 +4,897
Mar04 030804 370.00 374.00 370.00 373.75 +3.25 2,449 8,632 +509
May04 030804 359.00 362.00 359.00 361.50 +5.50 17 432 +11
Jul04 030804 329.00 333.00 328.00 333.00 +4.50 80 1,236 +26
Total Volume and Open Interest 47,530 115,412 +2,736
Wheat(KCBT)
Sep03 030804 345.50 350.00 344.00 349.00 +2.50 8,941 33,581 -182
Dec03 030804 358.00 361.00 356.50 360.75 +1.75 7,461 30,548 +2,160
Mar04 030804 365.00 366.00 361.50 366.00 +3.00 480 4,385 -69
May04 030804 358.00 358.00 357.00 358.00 +3.00 6 785 -14
Jul04 030804 337.00 337.00 335.00 335.00 -1.00 49 726 +7
Total Volume and Open Interest 16,937 70,025 +1,902
Wheat(MGE)
Sep03 030804 368.00 370.00 367.00 369.50 -0.75 2,416 9,857 -118
Dec03 030804 375.00 376.00 373.50 375.25 -1.25 1,809 11,219 +457
Mar04 030804 378.00 381.00 378.00 379.75 -1.25 253 1,565 +38
May04 030804 381.00 381.00 381.00 381.00 +2.00 0 27 +0
Jul04 030804 370.00 370.00 370.00 370.00 unch 3 16 +1
Total Volume and Open Interest 4,486 22,769 +383
Oats(CBOT)
Sep03 030804 137.00 141.00 135.00 135.25 -4.50 168 1,219 -17
Dec03 030804 142.50 146.75 141.00 141.25 -3.75 903 4,535 +149
Mar04 030804 149.25 149.25 147.50 147.50 -2.75 28 386 +7
May04 030804 153.00 153.00 153.00 153.00 -2.00 0 17 +0
Total Volume and Open Interest 1,099 6,160 +139
Rough Rice(CBOT)
Sep03 030804 7.69 7.77 7.52 7.74 -0.01 104 1,646 +7
Nov03 030804 7.72 7.77 7.55 7.70 -0.03 505 4,384 +83
Jan04 030804 7.75 7.90 7.75 7.82 -0.06 49 362 +20
Mar04 030804 7.90 7.95 7.90 7.95 -0.05 23 125 +21
Total Volume and Open Interest 685 6,554 +134
Live Cattle(CME)
Aug03 030804 79.000 79.350 78.700 78.775 -0.450 5,055 13,575 -3,539
Oct03 030804 78.300 78.325 77.500 77.550 -0.750 8,002 58,974 +1,093
Dec03 030804 77.750 77.950 77.400 77.475 -0.525 2,642 20,027 -147
Feb04 030804 77.650 77.700 77.250 77.425 -0.275 1,372 12,561 +636
Apr04 030804 76.700 76.975 76.550 76.800 -0.125 632 5,395 +38
Jun04 030804 70.700 71.000 70.600 70.600 -0.025 76 1,656 +52
Total Volume and Open Interest 17,890 112,576 -1,863
Feeder Cattle(CME)
Aug03 030804 90.850 91.250 90.700 90.925 +0.125 467 6,843 -19
Sep03 030804 90.600 90.750 90.200 90.625 -0.125 334 4,921 -1
Oct03 030804 90.750 90.950 90.150 90.650 -0.125 918 7,077 +437
Nov03 030804 89.500 89.500 89.000 89.325 -0.300 247 3,844 +115
Jan04 030804 87.000 87.250 86.850 87.050 -0.100 44 1,457 +10
Mar04 030804 85.250 85.450 85.250 85.400 +0.100 1 140 +1
Apr04 030804 85.300 85.500 85.300 85.500 -0.100 0 165 +0
Total Volume and Open Interest 2,012 24,540 +543
Lean Hogs(CME)
Aug03 030804 56.550 58.000 56.550 57.850 +1.675 2,397 7,866 -634
Oct03 030804 51.150 52.500 51.150 51.800 +0.675 3,742 20,456 -252
Dec03 030804 50.200 51.200 50.200 50.750 +0.750 525 7,169 -1
Feb04 030804 54.325 55.150 54.325 54.600 +0.275 127 2,020 +25
Apr04 030804 57.800 58.100 57.550 58.025 +0.500 42 1,140 +17
May04 030804 60.600 61.600 60.600 61.600 +0.450 10 252 -3
Jun04 030804 62.200 62.700 62.150 62.700 +0.500 6 347 -2
Jul04 030804 60.200 60.400 60.200 60.400 +0.200 0 163 +0
Total Volume and Open Interest 6,854 39,441 -850
Pork Bellies(CME)
Aug03 030804 85.550 87.450 85.550 87.425 +1.525 477 1,220 -65
Feb04 030804 77.850 78.850 77.825 77.850 -0.200 194 461 +108
Mar04 030804 78.000 78.100 77.750 77.750 -0.200 0 9 +0
May04 030804 80.000 80.000 80.000 80.000 -1.000 0 3 +0
Total Volume and Open Interest 671 1,693 +43
BFP Milk Class III(CME)
Jul03 030731 11.75 11.75 11.75 11.75 unch 1 4,089 -12
Aug03 030804 13.90 13.90 13.83 13.89 unch 74 4,951 -30
Sep03 030804 14.52 14.70 14.40 14.51 -0.02 221 5,178 +6
Oct03 030804 13.73 13.75 13.68 13.72 +0.02 124 4,545 +23
Nov03 030804 12.94 12.98 12.90 12.94 unch 95 3,470 +16
Total Volume and Open Interest 719 24,938 +112
Cocoa(NYBOT)
Sep03 030804 1475 1485 1450 1476 +11 2,928 23,487 -5,441
Dec03 030804 1458 1458 1430 1451 +8 1,803 17,764 +21
Mar04 030804 1442 1442 1422 1433 +8 329 14,187 +11
May04 030804 1435 1440 1435 1440 +5 0 5,930 +0
Jul04 030804 1442 1447 1442 1447 +4 50 3,818 +12
Sep04 030804 1461 1461 1451 1452 +1 13 5,219 +0
Dec04 030804 1473 1473 1463 1463 unch 376 5,984 -57
Total Volume and Open Interest 5,499 80,668 -5,454
Coffee "C"(NYBOT)
Sep03 030804 66.50 66.75 64.40 65.00 -0.05 14,659 39,104 -860
Dec03 030804 68.40 68.50 66.70 67.15 -0.15 5,102 19,877 +139
Mar04 030804 70.50 70.75 69.20 69.50 -0.15 1,541 5,461 +551
May04 030804 71.70 72.00 70.60 70.80 -0.15 131 2,398 +83
Jul04 030804 73.25 73.25 72.10 72.10 -0.15 16 852 +14
Sep04 030804 74.25 74.25 73.45 73.45 -0.15 616 3,138 +303
Total Volume and Open Interest 22,216 72,931 +245
Orange Juice(NYBOT)
Sep03 030804 79.35 79.35 78.30 78.50 -0.50 932 16,824 -149
Nov03 030804 81.10 81.25 79.80 79.95 -0.80 426 4,865 +214
Jan04 030804 82.40 82.50 81.95 81.95 -0.55 42 1,852 +13
Mar04 030804 84.80 84.80 83.90 83.90 -0.50 25 1,066 -7
May04 030804 85.40 85.40 85.40 85.40 -0.50 12 1,256 +2
Total Volume and Open Interest 1,437 26,035 +73
Sugar #11(NYBOT)
Oct03 030804 7.25 7.33 7.11 7.33 +0.09 13,437 123,326 +2,401
Mar04 030804 7.21 7.25 7.12 7.25 +0.03 3,924 36,855 -438
May04 030804 7.07 7.08 6.98 7.08 unch 849 17,756 +36
Jul04 030804 6.70 6.72 6.63 6.71 +0.01 827 15,277 +50
Oct04 030804 6.59 6.60 6.53 6.60 +0.02 534 11,436 +254
Total Volume and Open Interest 19,660 207,566 +2,293
London Cocoa(LCE)
Sep03 030804 932 939 921 935 +3 1,333 39,205 -572
Dec03 030804 951 962 943 956 unch 1,421 52,956 +244
Mar04 030804 975 983 966 978 unch 167 29,585 +51
May04 030804 997 997 979 991 unch 26 13,613 -3
Jul04 030804 1009 1009 995 1005 unch 139 11,270 -37
Sep04 030804 1003 1014 1003 1014 -1 2 9,966 +0
Dec04 030804 1028 1028 1015 1025 -1 32 6,287 +32
Total Volume and Open Interest 3,120 168,051 -285
London Coffee(LCE)
Sep03 030804 734.00 740.00 723.00 730.00 -3.00 10,113 38,531 -874
Nov03 030804 750.00 754.00 739.00 744.00 -3.00 3,066 35,574 -54
Jan04 030804 762.00 767.00 750.00 757.00 -3.00 481 14,304 +292
Mar04 030804 771.00 771.00 771.00 771.00 -3.00 22 8,997 +17
May04 030804 785.00 785.00 785.00 785.00 -3.00 1 10,887 +0
Jul04 030804 799.00 799.00 799.00 799.00 -3.00 0 1,395 +0
Total Volume and Open Interest 13,683 112,444 -619
London Sugar(LCE)
Aug03 030716 203.00 204.00 201.80 203.00 +0.60 4,132 5,811 -1,710
Oct03 030804 212.00 214.90 211.20 214.50 +2.60 1,489 27,473 +116
Dec03 030804 210.50 213.20 210.10 213.00 +2.60 288 8,503 +86
Mar04 030804 211.00 212.00 211.00 212.00 +2.80 140 5,842 +73
May04 030804 207.00 209.80 206.60 209.80 +2.60 229 2,511 -1
Total Volume and Open Interest 2,201 50,343 +278
Cotton(NYBOT)
Oct03 030804 56.30 56.40 55.75 55.95 -0.40 371 3,453 +52
Dec03 030804 57.80 57.91 57.26 57.48 -0.43 7,206 44,911 -539
Mar04 030804 60.30 60.40 59.75 59.96 -0.47 630 8,757 +149
May04 030804 61.20 61.20 60.65 60.80 -0.45 58 2,567 +33
Jul04 030804 61.75 61.75 61.55 61.70 -0.45 11 2,401 +4
Oct04 030804 61.75 61.75 61.75 61.75 -0.50 0 109 +0
Total Volume and Open Interest 8,277 62,835 -301
Lumber(CME)
Sep03 030804 290.6 296.0 290.0 296.0 +10.0 650 1,353 -77
Nov03 030804 282.0 287.7 281.0 287.7 +10.0 115 352 +15
Jan04 030804 285.0 289.8 284.9 289.8 +9.8 14 107 +5
Mar04 030804 287.9 288.0 287.9 288.0 +10.0 0 19 +0
Total Volume and Open Interest 779 1,837 -57
Crude Oil(NYM)
Sep03 030804 32.06 32.40 31.80 31.84 -0.47 124,906 206,752 +14,752
Oct03 030804 31.70 32.05 31.48 31.53 -0.42 54,459 71,943 +8,489
Nov03 030804 31.12 31.50 30.95 30.99 -0.37 13,708 36,541 +229
Dec03 030804 30.50 30.80 30.40 30.42 -0.37 18,399 49,463 +4,096
Jan04 030804 29.90 30.08 29.85 29.85 -0.34 3,570 20,543 +197
Feb04 030804 29.30 29.55 29.28 29.29 -0.30 576 9,447 +75
Mar04 030804 28.90 28.90 28.76 28.76 -0.27 987 13,782 +513
Apr04 030804 28.35 28.40 28.25 28.25 -0.24 566 12,740 +98
May04 030804 27.80 27.83 27.80 27.83 -0.23 565 6,601 +341
Jun04 030804 27.45 27.70 27.45 27.50 -0.21 2,517 18,417 -414
Total Volume and Open Interest 229,959 552,502 +31,149
Heating Oil(NYM)
Sep03 030804 84.25 85.20 83.30 83.47 -1.65 34,054 57,274 +8,730
Oct03 030804 84.75 85.60 83.90 84.01 -1.63 6,531 16,589 +771
Nov03 030804 85.30 86.10 84.50 84.51 -1.63 3,849 9,562 +463
Dec03 030804 85.60 86.10 84.81 84.81 -1.63 5,471 18,173 +312
Jan04 030804 85.75 85.85 84.91 84.91 -1.63 986 9,997 +367
Feb04 030804 84.15 84.25 83.61 83.61 -1.63 584 7,716 -118
Mar04 030804 81.05 81.50 80.56 80.56 -1.68 551 9,423 +188
Apr04 030804 77.80 78.10 77.26 77.26 -1.73 127 3,765 +70
May04 030804 75.00 75.00 74.21 74.21 -1.78 253 997 -41
Jun04 030804 73.50 73.50 72.61 72.61 -1.83 167 3,222 -51
Total Volume and Open Interest 52,678 139,848 +8,789
Unleaded Gas(NYM)
Sep03 030804 93.60 95.00 92.50 92.67 -1.67 32,255 60,977 +2,994
Oct03 030804 88.20 88.90 87.00 87.13 -1.82 9,755 13,793 +630
Nov03 030804 84.90 84.90 83.70 83.73 -1.82 1,576 6,436 +421
Dec03 030804 82.00 82.40 81.38 81.38 -1.87 1,134 5,242 +21
Jan04 030804 81.70 81.70 80.58 80.58 -1.97 155 1,978 -21
Feb04 030804 80.53 80.53 80.53 80.53 -2.02 32 376 +14
Mar04 030804 80.98 80.98 80.98 80.98 -2.07 23 486 +13
Apr04 030804 87.35 87.35 86.43 86.43 -2.22 69 1,689 +19
Total Volume and Open Interest 44,999 90,977 +1,572
Natural Gas(NYM)
Sep03 030804 4.810 4.875 4.615 4.630 -0.244 28,414 57,374 -354
Oct03 030804 4.840 4.910 4.660 4.670 -0.239 7,671 33,413 -1,234
Nov03 030804 5.050 5.120 4.880 4.900 -0.222 4,015 24,913 +417
Dec03 030804 5.320 5.365 5.150 5.155 -0.210 3,001 25,322 +65
Jan04 030804 5.440 5.490 5.280 5.285 -0.207 2,925 21,876 -578
Feb04 030804 5.400 5.430 5.235 5.235 -0.202 1,143 16,347 +24
Mar04 030804 5.300 5.340 5.145 5.145 -0.197 2,942 15,148 -345
Apr04 030804 4.820 4.850 4.693 4.693 -0.157 1,388 14,374 +186
Total Volume and Open Interest 54,802 342,670 -1,476
Brent Crude Oil(IPE)
Sep03 030804 29.63 30.11 29.52 29.53 -0.46 47,488 101,294 +2,243
Oct03 030804 29.49 29.87 29.34 29.36 -0.51 25,187 74,438 -604
Nov03 030804 29.24 29.53 29.07 29.07 -0.48 6,584 26,130 +2,160
Dec03 030804 28.80 29.10 28.63 28.64 -0.50 11,436 24,662 -191
Jan04 030804 28.39 28.40 28.19 28.19 -0.50 2,863 11,048 +455
Feb04 030804 27.90 27.90 27.73 27.73 -0.54 528 5,024 +281
Mar04 030804 27.56 27.56 27.29 27.29 -0.56 702 6,187 +237
Apr04 030804 27.08 27.08 26.85 26.85 -0.58 1,000 5,875 +20
Total Volume and Open Interest 104,007 301,978 +7,241
Gas Oil(IPE)
Aug03 030804 252.00 255.50 250.75 254.75 +3.25 9,681 28,180 -233
Sep03 030804 252.75 256.50 251.75 256.00 +3.00 11,385 47,770 +4,754
Oct03 030804 252.25 256.25 251.50 256.00 +2.25 4,118 14,115 +1,189
Nov03 030804 251.75 254.75 250.75 254.75 +2.75 570 7,884 +150
Dec03 030804 249.50 252.50 248.75 252.50 +2.25 2,409 26,931 +293
Jan04 030804 246.50 249.50 246.50 249.50 +1.75 0 4,874 +0
Feb04 030804 242.75 245.50 242.75 245.50 +1.25 0 3,047 +0
Mar04 030804 237.50 240.25 237.50 240.25 +1.25 0 2,398 +0
Total Volume and Open Interest 28,763 149,206 +6,704
US Dollar Index(NYBOT)
Sep03 030804 96.77 96.85 96.21 96.36 -0.51 1,062 9,970 +24
Dec03 030804 97.00 97.12 96.70 96.75 -0.52 24 2,191 +11
Mar04 030804 97.10 97.15 97.10 97.15 -0.52 98 13 +0
Total Volume and Open Interest 1,187 12,178 +37
Australian Dollar(CME)
Sep03 030804 64.80 64.83 64.20 64.25 -0.62 4,196 33,235 -478
Dec03 030804 64.25 64.25 63.69 63.69 -0.62 4 511 +0
Mar04 030804 63.75 63.75 63.13 63.13 -0.62 0 388 +0
Total Volume and Open Interest 4,200 34,199 -478
British Pound(CME)
Sep03 030804 160.78 160.90 160.18 160.54 +0.18 4,124 43,942 -276
Dec03 030804 159.60 159.60 159.44 159.44 +0.18 2 945 -2
Mar04 030804 158.34 158.34 158.34 158.34 +0.18 0 1 +0
Total Volume and Open Interest 4,126 44,888 -278
Canadian Dollar(CME)
Sep03 030804 71.22 71.24 70.85 71.03 -0.29 6,166 55,534 +577
Dec03 030804 70.90 70.90 70.60 70.75 -0.29 165 3,908 +9
Mar04 030804 70.55 70.55 70.38 70.50 -0.29 2 1,614 -2
Jun04 030804 70.20 70.25 70.20 70.25 -0.29 1 870 +0
Total Volume and Open Interest 6,342 62,429 +592
Japanese Yen(CME)
Sep03 030804 83.08 83.28 83.01 83.18 -0.22 13,295 106,964 -1,029
Dec03 030804 83.25 83.47 83.25 83.43 -0.22 23 20,452 -4
Mar04 030804 83.68 83.70 83.68 83.70 -0.22 0 33 +0
Total Volume and Open Interest 13,318 127,451 -1,033
Swiss Franc(CME)
Sep03 030804 73.64 74.40 73.54 74.27 +0.98 9,170 43,017 -627
Dec03 030804 73.84 74.42 73.84 74.42 +0.99 169 412 +1
Mar04 030804 74.56 74.56 74.56 74.56 +0.98 2 5 +0
Total Volume and Open Interest 9,341 43,544 -626
EuroFX(CME)
Sep03 030804 112.92 113.63 112.83 113.39 +0.91 14,191 93,998 -469
Dec03 030804 112.62 113.22 112.62 113.11 +0.91 65 1,781 +9
Mar04 030804 112.87 112.87 112.87 112.87 +0.91 21 251 -1
Total Volume and Open Interest 14,278 96,104 -461
Mexican Peso(CME)
Sep03 030804 9400.0 9430.0 9275.0 9292.0 -110.0 7,483 35,797 -1,072
Dec03 030804 9290.0 9290.0 9172.0 9172.0 -110.0 2 1,646 +0
Total Volume and Open Interest 7,485 37,913 -1,072
30-Year T-Bonds(CBOT)
Sep03 030804 106~09 107~02 105~16 106~22 +0~23 426,564 509,133 -4,256
Dec03 030804 105~00 105~14 104~05 105~06 +0~23 5,446 38,483 -184
Mar04 030804 103~22 103~26 103~22 103~26 +0~23 122 170 +51
Total Volume and Open Interest 432,132 547,913 -4,389
Municipal Bonds(CBOT)
Sep03 030804 98~23 99~06 98~13 99~04 +0~18 392 2,249 -6
Dec03 030804 97~22 97~31 97~22 97~31        
10-Year T-Notes(CBOT)
Sep03 030804 110~275 111~290 110~220 111~210 +1~035 928,370 986,641 +3,065
Dec03 030804 109~190 110~005 108~310 109~300 +1~060 14,021 77,315 +2,932
Total Volume and Open Interest 942,391 1,063,956 +5,997
5-Year T-Notes(CBOT)
Sep03 030804 111~170 112~015 111~130 111~315 +0~240 401,653 0 +0
Dec03 030804 110~030 110~185 110~010 110~185 +0~265 1,036 16,630 +16,630
Total Volume and Open Interest 402,689 16,630 +16,630
2 Year T-Notes(CBOT)
Sep03 030804 107~041 107~064 107~032 107~060 +0~038 14,695 126,604 +3,842
Total Volume and Open Interest 14,695 126,604 +3,842
3-Mth T-Bills(IMM)
Sep03 030804 98.96 98.99 98.96 98.99 -0.07 0 7 +0
Total Volume and Open Interest 0 7 +0
Eurodollars(CME)
Sep03 030804 98.830 98.840 98.820 98.830 +0.015 180,549 780,839 +7,528
Dec03 030804 98.685 98.710 98.655 98.695 +0.040 303,404 816,756 +15,143
Mar04 030804 98.435 98.490 98.390 98.475 +0.090 301,277 709,649 +15,856
Jun04 030804 98.060 98.130 98.015 98.115 +0.115 316,090 591,975 +20,618
Sep04 030804 97.640 97.710 97.580 97.690 +0.125 221,817 538,040 +19,422
Dec04 030804 97.160 97.240 97.090 97.230 +0.160 190,553 529,440 +16,935
Mar05 030804 96.705 96.820 96.645 96.805 +0.180 86,321 281,194 +10,280
Jun05 030804 96.295 96.385 96.195 96.385 +0.180 59,230 222,712 +5,162
Sep05 030804 95.950 96.040 95.895 96.040 +0.170 15,033 165,792 -970
Dec05 030804 95.660 95.740 95.580 95.735 +0.165 12,677 156,172 -349
Mar06 030804 95.415 95.475 95.315 95.470 +0.165 9,817 137,513 +93
Jun06 030804 95.155 95.235 95.075 95.220 +0.155 9,579 124,996 +715
Total Volume and Open Interest 1,740,346 5,616,803 +107,757
3-Mth Euro-Yen(CME)
Sep03 030804 99.91 99.91 99.91 99.91 unch 0 11,290 +15
Dec03 030804 99.90 99.90 99.90 99.90 unch 0 2,675 -13
Mar04 030804 99.86 99.86 99.86 99.86 -0.01 0 6,076 -200
Jun04 030804 99.87 99.87 99.87 99.87 unch 80 7,521 -30
Sep04 030804 99.84 99.84 99.84 99.84 unch 0 1,676 +75
Dec04 030804 99.81 99.81 99.81 99.81 unch 0 575 +150
Mar05 030804 99.75 99.75 99.75 99.75 -0.02 0 5,202 +0
Jun05 030804 99.74 99.74 99.74 99.74 unch 0 418 +0
Sep05 030804 99.70 99.70 99.70 99.70 unch 0 5,000 +0
Dec05 030804 99.63 99.63 99.63 99.63 +0.01 0 20 +0
Total Volume and Open Interest 80 42,637 -3
3-Mth Euro-Yen(SIMEX)
Sep03 030804 99.91 99.91 99.91 99.91 unch 340 51,699 +100
Dec03 030804 99.90 99.90 99.89 99.89 unch 1,918 34,722 +1,115
Mar04 030804 99.87 99.87 99.87 99.87 +0.01 1,787 47,260 +1,233
Jun04 030804 99.87 99.87 99.87 99.87 unch 667 47,487 -43
Sep04 030804 99.84 99.84 99.84 99.84 unch 611 14,702 -499
Dec04 030804 99.81 99.81 99.81 99.81 unch 313 21,067 +25
Mar05 030804 99.76 99.76 99.76 99.76 +0.01 735 10,495 +567
Jun05 030804 99.74 99.74 99.74 99.74 unch 969 7,741 -619
Total Volume and Open Interest 7,340 250,999 +1,879
German Euro-Bund(EUREX)
Sep03 030801 113.88 114.40 113.57 113.90 -0.10 1,348,367 840,496 +44,046
Dec03 030801 112.95 113.44 112.65 112.96 -0.11 972 20,786 +816
Mar04 030801 112.75 112.75 112.75 112.75 -0.10 20,469 0 +0
Total Volume and Open Interest 1,369,808 861,282 +44,862
German Euro-Bobl(EUREX)
Sep03 030801 111.16 111.19 110.41 110.80 -0.50 711,935 574,624 +12,969
Dec03 030801 110.13 110.25 109.70 109.93 -0.49 2,249 12,311 +1,154
Mar04 030801 109.65 109.65 109.65 109.65 -0.50 4,326 0 -2,064
Total Volume and Open Interest 718,510 586,935 +12,059
Long Gilt(LIFFE)
Sep03 030801 118~26 119~08 118~12 118~25 -0~06 40,200 123,725 +9,540
Dec03 030801 117~29 117~29 117~29 117~29 -0~06      
Total Volume and Open Interest 40,200 123,725 +9,540
3-Mth Short Sterling(LIFFE)
Sep03 030801 96.47 96.48 96.35 96.43 -0.08 53,863 0 +0
Dec03 030801 96.42 96.43 96.18 96.30 -0.19 79,758 0 +0
Mar04 030801 96.20 96.22 95.90 96.06 -0.24 69,014 0 +0
Total Volume and Open Interest 302,722    
3-Mth Euribor(LIFFE)
Sep03 030801 97.895 97.900 97.835 97.850 -0.050 107,846 553,517 -14,902
Dec03 030801 97.900 97.915 97.790 97.815 -0.120 156,491 648,628 +3,179
Mar04 030801 97.775 97.790 97.575 97.635 -0.195 221,480 467,770 +37,683
Total Volume and Open Interest 874,064 2,858,086 +65,838
3-Mth Aus T-Bills(SFE)
Sep03 030804 95.28 95.30 95.27 95.28 -0.01 8,386 163,667 +4,857
Dec03 030804 95.30 95.32 95.29 95.31 -0.01 13,669 123,304 +10,577
Mar04 030804 95.27 95.28 95.25 95.28 +0.01 4,266 40,518 +551
Jun04 030804 95.14 95.16 95.14 95.16 +0.02 1,445 24,523 +352
Sep04 030804 95.01 95.01 95.01 95.01 +0.03 574 17,474 +313
Dec04 030804 94.87 94.87 94.87 94.87 +0.05 135 12,098 +64
Mar05 030804 94.72 94.74 94.72 94.74 +0.05 192 9,105 +106
Jun05 030804 94.64 94.64 94.64 94.64 +0.06 20 3,421 -20
Sep05 030804 94.55 94.55 94.55 94.55 +0.06 0 1,547 +0
Dec05 030804 94.45 94.45 94.45 94.45 +0.04 0 1,197 +0
Total Volume and Open Interest 28,687 397,692 +16,800
10-Year Aus T-Bonds(SFE)
Sep03 030804 94.46 94.51 94.46 94.51 +0.08 15,298 192,577 +0
Dec03 030804 94.51 94.51 94.51 94.51 +0.08      
Total Volume and Open Interest 15,298 192,577 +14,043
3-Year Aus T-Bonds(SFE)
Sep03 030804 95.03 95.06 95.02 95.06 +0.05 43,051 404,374 +35,296
Dec03 030804 95.06 95.06 95.06 95.06 +0.05      
Total Volume and Open Interest 43,051 404,374 +35,296
Gold(CMX)
Aug03 030804 347.2 350.8 346.3 349.2 +3.1 2,275 4,193 -1,613
Oct03 030804 349.0 351.2 347.3 350.1 +3.1 2,087 14,633 +89
Dec03 030804 349.6 351.8 348.0 350.9 +3.1 59,013 131,064 -8,846
Feb04 030804 350.3 352.5 349.5 351.7 +3.1 840 14,030 +350
Apr04 030804 352.5 352.5 352.5 352.5 +3.1 9 4,568 +5
Jun04 030804 352.5 354.0 352.5 353.3 +3.1 153 13,145 +71
Total Volume and Open Interest 64,444 209,217 -9,815
Silver(CMX)
Sep03 030804 501.0 505.0 495.5 502.0 -7.7 12,987 68,065 -288
Dec03 030804 502.0 508.0 496.0 503.4 -7.3 2,670 34,453 +196
Mar04 030804 504.5 504.7 500.0 504.7 -7.0 3 2,599 +10
May04 030804 505.4 505.4 505.4 505.4 -6.7 2 1,013 +1
Jul04 030804 506.1 506.1 506.1 506.1 -6.2 1 1,856 +1
Total Volume and Open Interest 15,684 111,938 -73
Platinum(NYM)
Oct03 030804 675.0 684.0 673.0 683.7 +4.8 729 7,944 +85
Jan04 030804 666.0 671.7 666.0 671.7 +4.8 9 59 +5
Total Volume and Open Interest 738 8,003 +90
Palladium(NYME)
Sep03 030804 185.75 185.75 181.00 183.85 -1.40 283 2,593 +21
Dec03 030804 186.50 186.50 183.35 183.35 -1.90 26 232 +10
Mar04 030804 184.85 184.85 184.85 184.85 -1.90 0 8 +0
Total Volume and Open Interest 309 2,838 +31
Copper(CMX)
Sep03 030804 81.10 81.15 80.30 80.95 -0.90 7,557 70,307 +276
Dec03 030804 81.30 81.30 80.45 81.10 -0.80 2,364 17,056 +424
Mar04 030804 80.70 80.85 80.40 80.85 -0.70 366 4,194 +86
May04 030804 80.85 80.85 80.85 80.85 -0.65 6 1,050 +0
Jul04 030804 80.85 80.85 80.85 80.85 -0.65 1 2,075 -1
Total Volume and Open Interest 10,616 102,388 +746
DJIA Index(CBOT)
Sep03 030804 9160 9190 9026 9154 +14 13,769 38,865 -1,000
Dec03 030804 9100 9155 8995 9120 +14 37 2,449 +5
Mar04 030804 9095 9095 9095 9095 +14 0 25 +0
Jun04 030804 9065 9065 9065 9065 +14      
Total Volume and Open Interest 13,806 41,339 -995
S & P 500(CME)
Sep03 030804 978.00 985.00 965.00 980.30 +0.70 53,476 571,085 -108
Dec03 030804 976.00 978.40 966.50 978.40 +0.60 2,888 39,988 +4,552
Mar04 030804 976.60 976.60 976.60 976.60 +0.60 40 1,533 -31
Jun04 030804 975.60 975.60 975.60 975.60 +0.60 0 261 +0
Total Volume and Open Interest 56,404 613,097 +4,413
S & P 500 E-Mini(Globex)
Sep03 030804 979.25 985.00 964.75 980.25 +0.75 620,181 507,798 +40,545
Dec03 030804 975.75 982.00 963.75 978.50 +0.75 580 1,622 -64
Total Volume and Open Interest 620,761 509,420 +40,481
NASDAQ 100(CME)
Sep03 030804 1264.00 1279.00 1241.00 1265.50 -2.00 12,495 0 -81,742
Dec03 030804 1256.00 1270.00 1256.00 1267.50 -2.00 1 0 -538
Mar04 030804 1270.00 1270.00 1270.50 1270.00 -2.00      
Total Volume and Open Interest 12,496    
NASDAQ 100 E-Mini(GLOBEX)
Sep03 030801 1278.5 1284.5 1260.0 1267.5 -11.5 287,433 285,347 -6,707
Dec03 030801 1281.0 1281.0 1266.0 1269.5 -11.5 148 916 +34
Total Volume and Open Interest 287,581 286,263 -6,673
NYSE Composite(NYBOT)
Sep03 030804 521.00 521.00 520.25 520.25 unch 10 580 +10
Total Volume and Open Interest 10 580 +10
S & P Midcap 400(CME)
Sep03 030804 491.25 493.25 485.25 489.50 -1.25 1,005 12,912 -59
Dec03 030804 490.40 490.40 490.40 490.40 -1.25      
Mar04 030804 490.90 490.90 490.90 490.90 -1.25      
Total Volume and Open Interest 1,005 12,912 -59
Russell 2000(CME)
Sep03 030804 466.00 468.50 459.25 463.00 -3.75 2,634 22,302 +222
Dec03 030804 463.50 463.50 463.50 463.50 -3.75      
Mar04 030804 464.00 464.00 464.00 464.00 -3.75      
Total Volume and Open Interest 2,634 22,302 +222
Value Line(KCBT)
Sep03 030804 1255.00 1263.50 1255.00 1263.50 -4.50 0 32 +0
Total Volume and Open Interest 0 32 +0
Nikkei 225(CME)
Sep03 030801 9550 9570 9500 9520 -170 2,938 28,393 +352
Dec03 030801 9510 9510 9510 9510 -170 0 70 +0
Total Volume and Open Interest 2,938 28,464 +352
Nikkei 225(SIMEX)
Sep03 030804 9500 9535 9385 9395 -215 16,480 128,176 -707
Dec03 030804 9360 9360 9360 9360 -215 0 81 +0
Mar04 030804 9355 9355 9355 9355 -215      
Total Volume and Open Interest 16,480 128,257 -707
CAC 40(MATIF)
Aug03 030801 3193.5 3225.0 3164.0 3176.0 -40.5 106,374 286,988 +65,409
Sep03 030801 3210.0 3227.0 3173.5 3180.5 -40.5 3,603 184,587 +3,330
Oct03 030801 3186.0 3186.0 3186.0 3186.0 unch      
Total Volume and Open Interest      
DAX Index(EUREX)
Sep03 030804 3427.0 3475.0 3372.0 3407.0 -35.0 83,947 285,332 +4,627
Dec03 030804 3437.5 3488.5 3390.5 3424.5 -35.0 1,628 6,754 +507
Mar04 030804 3444.0 3507.5 3409.0 3443.0 -35.0 1,545 4,808 +1,383
Total Volume and Open Interest 87,120 296,894 +6,517
FT-SE 100(LIFFE)
Sep03 030804 4073.00 4132.00 4059.50 4077.50 -11.00 50,133 389,118 -2,919
Dec03 030804 4077.00 4138.50 4077.00 4089.50 -11.00 1,519 27,567 +1,267
Mar04 030804 4085.50 4085.50 4085.50 4085.50 -11.50 42 3,848 +4
Total Volume and Open Interest 52,098 424,461 -1,520
SPI 200(SFE)
Sep03 030801 3125.0 3136.0 3122.0 3130.0 +13.0 12,888 171,360 -517
Dec03 030801 3133.0 3134.0 3131.0 3131.0 +13.0 49 5,565 +26
Mar04 030801 3134.0 3136.0 3133.0 3133.0 +14.0 6 2,001 +0
Total Volume and Open Interest 12,962 180,518 -479
GSCI(CME)
Aug03 030804 240.40 242.00 238.70 238.70 -3.80 184 13,557 +123
Sep03 030804 238.60 238.75 238.20 238.20 -3.80 37 394 +8
Oct03 030804 236.75 236.75 236.75 236.75 -3.25      
Total Volume and Open Interest 221 13,951 +131
Bridge CRB Index(NYBOT)
Aug03 030804 235.00 236.00 235.00 235.50 -0.25 90 128 -27
Nov03 030804 237.25 237.75 236.70 237.25 -0.50 82 307 -46
Jan04 030804 236.75 237.25 236.75 237.25 -0.50 50 314 +50
Total Volume and Open Interest 272 899 +27
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!