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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 Thu October 16, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov03 031016 728.50 732.50 720.00 725.50 -2.00 59,341 109,612 -5,487
Jan04 031016 725.50 731.50 719.50 725.25 -0.25 24,052 62,594 +1,470
Mar04 031016 702.00 712.50 698.00 704.50 +4.00 8,187 27,876 -1,174
May04 031016 659.00 669.00 658.00 662.00 +4.00 3,868 39,243 -715
Jul04 031016 649.00 656.00 648.50 650.50 +5.00 4,192 14,797 -25
Aug04 031016 639.00 640.00 627.00 628.00 +8.25 296 1,683 +85
Sep04 031016 605.50 606.00 605.00 605.50 +0.50 0 195 +0
Total Volume and Open Interest 101,377 263,568 -5,759
Soybean Meal(CBOT)
Dec03 031016 218.30 218.90 216.00 217.90 -0.50 22,078 76,337 -1,048
Jan04 031016 215.50 216.20 213.80 215.40 -0.20 4,017 17,642 +214
Mar04 031016 206.80 210.00 206.80 208.60 +1.80 5,719 20,176 +918
May04 031016 193.50 196.80 193.50 195.70 +1.40 4,126 25,024 +309
Jul04 031016 189.50 192.00 189.30 190.70 +1.00 3,474 13,908 +173
Aug04 031016 183.70 185.50 183.50 184.00 +0.20 254 3,182 +30
Sep04 031016 177.00 177.50 174.50 174.50 unch 291 3,707 +219
Oct04 031016 164.00 166.00 164.00 164.10 +0.60 436 2,852 +231
Total Volume and Open Interest 42,024 169,519 +1,163
Soybean Oil(CBOT)
Dec03 031016 26.53 26.65 26.15 26.32 +0.05 19,005 72,533 -1,144
Jan04 031016 26.30 26.42 25.94 26.16 +0.11 2,091 18,937 -209
Mar04 031016 25.60 25.78 25.40 25.68 +0.24 2,650 21,625 -349
May04 031016 24.98 25.07 24.75 25.03 +0.23 4,605 19,005 -779
Jul04 031016 24.50 24.75 24.40 24.67 +0.29 2,590 17,069 +701
Aug04 031016 24.00 24.15 24.00 24.15 +0.17 118 1,821 +66
Sep04 031016 23.65 23.65 23.45 23.45 +0.14 130 1,031 +80
Oct04 031016 22.60 22.85 22.60 22.72 +0.32 143 1,523 +101
Total Volume and Open Interest 31,593 157,563 -1,627
Canola(WCE)
Nov03 031016 378.0 379.0 375.7 377.0 unch 6,856 30,102 -180
Jan04 031016 383.0 385.0 381.5 382.7 -0.3 2,396 13,453 +453
Mar04 031016 384.0 386.0 384.0 385.1 +0.1 347 1,608 +128
May04 031016 385.7 387.5 385.7 386.5 +0.5 720 1,692 +642
Jul04 031016 389.0 390.0 384.5 384.5 -5.0 214 3,216 +44
Total Volume and Open Interest 10,659 54,456 +982
Corn(CBOT)
Dec03 031016 217.00 217.25 214.25 214.75 -1.75 29,217 234,757 +670
Mar04 031016 224.00 224.50 221.50 221.75 -2.00 7,044 104,602 +2,015
May04 031016 228.50 228.75 226.00 226.50 -1.75 1,040 22,181 +105
Jul04 031016 232.00 232.00 229.25 229.75 -1.50 1,870 25,783 -35
Sep04 031016 233.50 233.50 231.75 231.75 -0.75 246 4,864 +100
Dec04 031016 236.25 236.75 235.00 235.75 -0.50 2,304 18,928 +681
Total Volume and Open Interest 42,495 412,990 +4,100
Wheat(CBOT)
Dec03 031016 333.50 336.50 331.25 336.25 +1.75 33,013 76,068 -4,091
Mar04 031016 344.50 347.50 342.00 347.00 +2.25 6,197 22,591 -141
May04 031016 344.00 347.50 343.00 347.00 +3.50 949 2,565 +202
Jul04 031016 324.50 328.50 324.50 328.25 +2.25 1,715 4,425 -51
Sep04 031016 332.00 332.00 332.00 332.00 +3.00 20 136 +16
Total Volume and Open Interest 41,935 105,984 -4,039
Wheat(KCBT)
Dec03 031016 338.00 339.00 335.50 337.75 +0.25 8,516 43,732 +973
Mar04 031016 346.75 348.00 344.00 346.50 +0.25 3,220 16,886 +829
May04 031016 347.50 348.50 347.00 347.50 unch 113 1,991 +97
Jul04 031016 332.00 333.25 331.00 333.00 +2.00 493 2,402 +81
Sep04 031016 332.00 332.00 332.00 332.00 unch 6 231 +0
Total Volume and Open Interest 12,353 65,269 +1,982
Wheat(MGE)
Dec03 031016 346.50 349.00 345.25 348.75 +2.50 2,999 18,248 +285
Mar04 031016 352.50 353.50 350.00 353.00 +1.50 1,770 10,804 +681
May04 031016 358.00 358.00 355.75 357.50 +1.25 261 1,550 +99
Jul04 031016 359.00 359.50 359.00 359.50 +1.50 44 464 +20
Sep04 031016 351.00 352.00 351.00 352.00 +1.00 52 332 +17
Total Volume and Open Interest 5,126 31,448 +1,102
Oats(CBOT)
Dec03 031016 136.75 138.50 136.25 137.25 -1.25 948 4,966 +199
Mar04 031016 144.00 144.00 142.00 142.25 -2.00 157 1,015 +14
May04 031016 147.25 147.25 144.50 145.50 -2.25 4 73 +2
Jul04 031016 147.00 147.00 147.00 147.00 -5.00 0 29 +0
Total Volume and Open Interest 1,109 6,085 +215
Rough Rice(CBOT)
Nov03 031016 6.82 6.95 6.78 6.94 +0.08 645 4,182 -56
Jan04 031016 7.02 7.16 6.99 7.16 +0.11 191 1,872 +66
Mar04 031016 7.21 7.33 7.20 7.33 +0.10 26 1,021 +5
May04 031016 7.39 7.50 7.39 7.50 +0.09 18 591 +1
Total Volume and Open Interest 881 8,034 +17
Live Cattle(CME)
Oct03 031016 102.000 102.000 99.925 99.925 -3.000 7,489 7,164 -5,065
Dec03 031016 91.000 91.200 88.750 89.125 -2.500 15,247 57,320 -1,958
Feb04 031016 85.700 86.100 83.500 83.750 -2.750 4,153 26,631 -546
Apr04 031016 80.250 80.350 78.400 79.050 -1.600 2,644 19,157 +250
Jun04 031016 74.100 74.350 73.300 73.525 -1.125 1,267 9,397 -388
Aug04 031016 73.100 73.200 72.200 72.700 -0.550 181 2,895 +107
Total Volume and Open Interest 31,264 123,981 -7,505
Feeder Cattle(CME)
Oct03 031016 106.600 106.600 105.325 105.625 -1.200 1,470 3,426 -421
Nov03 031016 102.600 102.850 101.350 101.350 -1.500 2,391 7,372 +610
Jan04 031016 97.250 97.400 96.125 96.125 -1.500 1,837 6,152 +96
Mar04 031016 92.100 92.100 91.450 91.450 -1.500 103 1,527 -4
Apr04 031016 89.550 89.600 88.900 88.900 -1.500 20 687 -2
May04 031016 89.100 89.100 87.900 87.900 -1.500 49 747 +0
Aug04 031016 88.250 88.250 87.750 87.750 -1.500 82 419 +47
Total Volume and Open Interest 5,984 20,433 +357
Lean Hogs(CME)
Dec03 031016 60.500 60.500 59.025 59.025 -2.000 4,268 29,381 +44
Feb04 031016 62.400 62.650 61.000 61.000 -2.000 2,516 10,477 +954
Apr04 031016 61.850 62.100 60.600 61.025 -1.325 1,107 4,240 +671
May04 031016 62.950 63.100 61.775 62.275 -1.500 45 624 +16
Jun04 031016 66.000 66.200 65.500 65.850 -0.750 63 1,537 +14
Jul04 031016 62.000 62.400 61.900 62.000 -0.600 39 527 -1
Aug04 031016 60.000 60.125 60.000 60.125 -0.850 28 211 +5
Oct04 031016 52.200 52.200 51.725 51.725 -0.725 6 109 +4
Total Volume and Open Interest 8,074 47,108 -1,649
Pork Bellies(CME)
Feb04 031016 90.900 90.900 88.575 88.575 -3.000 272 1,986 +53
Mar04 031016 89.600 89.650 88.000 88.025 -2.825 8 48 +1
May04 031016 90.050 90.050 88.200 88.200 -3.000 1 36 +0
Jul04 031016 91.600 91.600 91.600 91.600 -3.000 4 32 +3
Aug04 031016 92.500 92.500 92.500 92.500 -1.200 0 3 +0
Total Volume and Open Interest 285 2,105 +57
BFP Milk Class III(CME)
Oct03 031016 14.29 14.36 14.29 14.33 +0.03 22 5,656 -8
Nov03 031016 12.88 13.00 12.88 12.98 +0.10 141 4,960 -5
Dec03 031016 11.85 11.99 11.85 11.99 +0.13 40 3,638 +3
Jan04 031016 11.45 11.46 11.45 11.45 unch 24 1,478 +17
Feb04 031016 11.25 11.26 11.25 11.25 unch 7 1,279 +1
Total Volume and Open Interest 256 22,458 +16
Cocoa(NYBOT)
Dec03 031016 1475 1477 1446 1458 -22 2,530 25,573 +230
Mar04 031016 1455 1455 1425 1435 -23 880 19,994 +181
May04 031016 1445 1445 1430 1436 -22 123 10,142 +46
Jul04 031016 1447 1447 1441 1446 -24 71 5,404 +51
Sep04 031016 1470 1470 1450 1457 -22 102 6,347 +53
Dec04 031016 1465 1475 1465 1470 -19 0 6,892 +0
Mar05 031016 1478 1478 1478 1478 -24 0 3,129 +0
Total Volume and Open Interest 3,706 79,022 +561
Coffee "C"(NYBOT)
Dec03 031016 60.75 61.60 60.60 61.40 +0.35 8,575 49,293 -593
Mar04 031016 63.50 64.40 63.40 64.20 +0.35 2,875 15,280 +327
May04 031016 65.40 66.00 65.30 65.95 +0.35 326 4,348 -62
Jul04 031016 67.00 67.80 67.00 67.55 +0.35 226 2,628 -10
Sep04 031016 68.70 69.30 68.65 69.05 +0.35 281 4,405 +75
Dec04 031016 71.10 71.75 70.85 71.50 +0.35 134 1,808 +16
Total Volume and Open Interest 12,427 78,873 -239
Orange Juice(NYBOT)
Nov03 031016 68.10 69.05 68.10 68.25 -0.05 2,704 15,424 -662
Jan04 031016 70.00 70.70 69.90 70.15 +0.10 3,357 9,574 +266
Mar04 031016 72.60 73.20 72.50 72.75 +0.10 431 4,111 +161
May04 031016 75.00 75.25 74.85 74.85 +0.30 85 2,610 +2
Jul04 031016 78.00 78.00 76.85 76.85 +0.30 54 308 +44
Total Volume and Open Interest 6,662 32,278 -158
Sugar #11(NYBOT)
Mar04 031016 6.09 6.14 5.92 5.97 -0.13 13,100 115,892 +788
May04 031016 6.15 6.20 6.04 6.09 -0.07 2,228 19,834 +287
Jul04 031016 6.13 6.15 6.04 6.09 -0.04 2,327 22,229 +516
Oct04 031016 6.28 6.29 6.19 6.25 -0.03 1,992 16,707 +209
Mar05 031016 6.40 6.41 6.35 6.40 -0.02 705 4,853 +246
Total Volume and Open Interest 20,557 183,476 +2,070
London Cocoa(LCE)
Dec03 031016 910 910 885 891 -14 2,998 63,169 +44
Mar04 031016 933 934 913 920 -13 1,853 43,633 +405
May04 031016 951 952 931 937 -14 392 15,588 -88
Jul04 031016 964 964 950 952 -14 379 13,475 +208
Sep04 031016 970 970 962 968 -14 315 15,853 +25
Dec04 031016 977 981 976 981 -15 575 9,214 -167
Mar05 031016 986 991 986 991 -15 477 7,603 +242
Total Volume and Open Interest 7,154 169,347 +683
London Coffee(LCE)
Nov03 031016 689.00 692.00 675.00 692.00 +3.00 2,899 31,235 -827
Jan04 031016 711.00 715.00 698.00 714.00 +3.00 4,784 35,111 +1,300
Mar04 031016 729.00 733.00 720.00 733.00 +3.00 1,473 15,559 +879
May04 031016 745.00 750.00 736.00 750.00 +4.00 156 12,080 +44
Jul04 031016 756.00 764.00 750.00 764.00 +4.00 3 3,749 +3
Sep04 031016 777.00 777.00 777.00 777.00 +4.00 0 3,965 +0
Total Volume and Open Interest 9,315 104,339 +1,399
London Sugar(LCE)
Oct03 030915 187.10 187.50 183.20 185.00 -1.10 3,241 2,672 -2,483
Dec03 031016 177.50 178.00 175.50 176.80 -0.70 1,212 19,585 +117
Mar04 031016 182.50 183.20 180.70 181.90 -0.50 429 9,987 -147
May04 031016 185.40 186.00 184.00 184.80 -0.60 42 3,007 +24
Aug04 031016 186.10 186.10 185.00 185.50 -0.60 327 4,413 -28
Total Volume and Open Interest 2,237 40,001 -128
Cotton(NYBOT)
Dec03 031016 74.00 75.25 73.82 74.09 -0.39 19,845 70,665 -2,292
Mar04 031016 77.40 78.30 76.52 76.70 -0.66 10,772 26,569 +2,350
May04 031016 78.70 79.40 77.65 77.66 -0.92 1,601 6,908 +379
Jul04 031016 79.30 79.40 77.90 77.95 -0.73 470 3,747 +115
Oct04 031016 69.00 69.10 69.00 69.10 +0.35 9 253 +6
Dec04 031016 69.80 70.00 68.90 69.62 +0.32 242 1,634 +137
Total Volume and Open Interest 32,963 109,951 +706
Lumber(CME)
Nov03 031016 292.5 297.7 291.0 291.5 -3.8 674 2,485 -117
Jan04 031016 287.0 292.8 287.0 289.7 +2.4 195 893 -26
Mar04 031016 288.3 294.0 288.2 294.0 +3.0 15 114 +9
May04 031016 286.0 286.0 286.0 286.0 -6.1 1 28 +0
Total Volume and Open Interest 885 3,520 -134
Crude Oil(NYM)
Nov03 031016 31.95 32.00 31.27 31.54 -0.23 47,666 62,711 -9,951
Dec03 031016 32.05 32.10 31.40 31.66 -0.20 76,059 185,694 +8,017
Jan04 031016 31.65 31.65 31.10 31.31 -0.17 26,787 53,987 +2,469
Feb04 031016 30.90 30.90 30.79 30.83 -0.15 9,067 25,014 +2,317
Mar04 031016 30.45 30.49 30.15 30.30 -0.15 4,500 27,737 +1,104
Apr04 031016 29.75 29.90 29.70 29.78 -0.15 1,446 20,882 +845
May04 031016 29.32 29.44 29.30 29.30 -0.15 1,409 11,473 +683
Jun04 031016 29.00 29.00 28.80 28.85 -0.15 2,450 23,557 +1,018
Jul04 031016 28.52 28.56 28.44 28.44 -0.15 889 9,339 +864
Aug04 031016 28.18 28.25 28.10 28.10 -0.15 802 9,247 +616
Sep04 031016 27.80 27.80 27.75 27.79 -0.14 131 15,539 +599
Oct04 031016 27.50 27.50 27.49 27.49 -0.13 28 8,164 +384
Nov04 031016 27.25 27.25 27.23 27.23 -0.12 448 7,386 +599
Dec04 031016 27.05 27.05 26.95 26.99 -0.11 3,065 27,067 +1,270
Jan05 031016 26.77 26.77 26.75 26.75 -0.11 215 7,271 -8
Feb05 031016 26.60 26.60 26.56 26.56 -0.11 0 3,018 +0
Total Volume and Open Interest 177,255 573,561 +11,310
Heating Oil(NYM)
Nov03 031016 87.50 87.50 86.00 86.26 -0.62 11,686 34,517 -266
Dec03 031016 88.35 88.40 86.90 87.07 -0.71 9,804 56,789 +1,232
Jan04 031016 88.80 88.80 87.45 87.62 -0.66 2,563 22,593 +199
Feb04 031016 88.40 88.40 87.05 87.07 -0.61 868 14,544 +83
Mar04 031016 85.70 85.70 84.62 84.62 -0.46 2,032 13,167 -393
Apr04 031016 81.40 81.50 81.22 81.22 -0.41 659 7,153 +188
May04 031016 77.82 77.82 77.82 77.82 -0.41 368 3,614 +113
Jun04 031016 75.47 75.47 75.47 75.47 -0.41 770 6,047 +184
Jul04 031016 74.37 74.37 74.37 74.37 -0.36 228 3,380 +376
Aug04 031016 74.12 74.12 74.12 74.12 -0.36 1 1,932 -2
Sep04 031016 74.52 74.52 74.52 74.52 -0.31 34 1,611 +149
Oct04 031016 75.02 75.02 75.02 75.02 -0.26 0 1,104 +180
Total Volume and Open Interest 29,688 171,331 +2,642
Unleaded Gas(NYM)
Nov03 031016 88.80 89.00 86.55 87.59 -0.82 14,784 32,426 -755
Dec03 031016 86.90 86.90 84.60 85.41 -1.10 9,788 43,504 +2,229
Jan04 031016 84.60 85.00 84.00 84.36 -0.80 2,855 10,242 +325
Feb04 031016 85.00 85.00 84.46 84.46 -0.70 393 2,586 +148
Mar04 031016 85.10 85.10 85.01 85.01 -0.60 320 2,226 -18
Apr04 031016 91.31 91.31 91.31 91.31 -0.45 285 3,735 -26
May04 031016 90.00 90.66 90.00 90.66 -0.45 195 1,875 -205
Jun04 031016 89.26 89.26 89.26 89.26 -0.45 20 982 +20
Total Volume and Open Interest 28,640 97,576 +1,718
Natural Gas(NYM)
Nov03 031016 5.450 5.500 5.350 5.411 -0.020 27,827 45,669 +536
Dec03 031016 5.770 5.830 5.700 5.752 -0.028 14,363 51,825 +558
Jan04 031016 5.920 5.960 5.850 5.907 -0.019 7,920 34,078 +186
Feb04 031016 5.865 5.885 5.720 5.847 -0.021 4,861 22,403 -75
Mar04 031016 5.580 5.600 5.510 5.572 -0.026 3,833 20,011 -226
Apr04 031016 4.910 4.910 4.880 4.902 -0.031 2,746 23,061 +107
May04 031016 4.780 4.780 4.720 4.762 -0.031 2,099 15,102 +143
Jun04 031016 4.780 4.780 4.730 4.759 -0.031 334 13,260 -97
Jul04 031016 4.780 4.780 4.740 4.759 -0.031 496 10,721 -130
Aug04 031016 4.760 4.770 4.750 4.769 -0.031 436 10,253 +40
Sep04 031016 4.750 4.752 4.720 4.752 -0.031 838 8,943 +352
Oct04 031016 4.770 4.770 4.740 4.757 -0.031 302 8,305 +3
Nov04 031016 4.925 4.925 4.885 4.912 -0.031 31 7,568 +5
Dec04 031016 5.060 5.070 5.040 5.067 -0.031 122 9,514 +4
Jan05 031016 5.150 5.167 5.140 5.167 -0.031 114 7,251 +58
Feb05 031016 5.105 5.117 5.095 5.117 -0.031 28 7,980 +18
Total Volume and Open Interest 67,657 362,273 +1,429
Brent Crude Oil(IPE)
Dec03 031016 30.27 30.38 29.75 30.00 -0.10 53,334 107,617 -4,705
Jan04 031016 29.85 29.88 29.38 29.55 -0.10 19,602 63,094 +8,486
Feb04 031016 29.41 29.41 28.89 29.10 -0.10 1,314 14,254 -36
Mar04 031016 28.94 29.05 28.58 28.65 -0.08 819 12,655 +726
Apr04 031016 28.50 28.50 28.23 28.23 -0.08 360 7,405 -40
May04 031016 28.08 28.08 27.81 27.81 -0.10 870 5,757 +860
Jun04 031016 27.67 27.68 27.39 27.40 -0.11 1,900 23,150 +373
Jul04 031016 27.00 27.12 27.00 27.03 -0.10 175 7,661 +50
Aug04 031016 26.94 26.94 26.69 26.69 -0.11 200 3,643 +75
Sep04 031016 26.50 26.73 26.40 26.40 -0.09 400 3,642 +100
Oct04 031016 26.56 26.56 26.14 26.14 -0.07 300 2,191 +300
Dec04 031016 25.90 25.94 25.60 25.69 -0.04 1,870 29,080 +200
Total Volume and Open Interest 114,485 311,432 -15,366
Gas Oil(IPE)
Nov03 031016 263.75 266.50 260.25 262.50 -1.50 12,692 50,051 +1,221
Dec03 031016 260.75 262.75 257.25 259.75 -1.50 12,467 44,619 +1,367
Jan04 031016 258.00 259.50 255.00 257.00 -1.50 4,406 20,567 +1,419
Feb04 031016 253.75 253.75 249.50 251.25 -1.75 409 8,051 +19
Mar04 031016 244.50 244.50 244.50 244.50 -2.50 501 5,205 -194
Apr04 031016 241.00 241.00 237.75 237.75 -2.75 652 5,199 +290
May04 031016 233.75 233.75 231.75 231.75 -2.75 1,256 2,557 +539
Jun04 031016 232.00 232.00 228.00 229.50 -2.50 850 11,576 -553
Jul04 031016 229.00 229.00 229.00 229.00 -2.50 0 1,586 +0
Aug04 031016 228.50 228.50 228.50 228.50 -2.00 403 1,213 +403
Total Volume and Open Interest 34,939 166,292 +5,247
US Dollar Index(NYBOT)
Dec03 031016 92.86 93.18 92.27 92.90 +0.18 1,223 19,973 -309
Mar04 031016 93.05 93.31 92.70 93.31 +0.18 7 2,097 +4
Jun04 031016 93.82 93.82 93.76 93.76 +0.18 0 15 +0
Total Volume and Open Interest 1,230 22,085 -305
Australian Dollar(CME)
Dec03 031016 68.48 68.86 68.46 68.49 -0.05 1,520 49,964 +53
Mar04 031016 68.12 68.12 67.84 67.84 -0.05 1 583 +0
Jun04 031016 67.19 67.19 67.19 67.19 -0.05 0 92 +0
Total Volume and Open Interest 1,521 50,721 +53
British Pound(CME)
Dec03 031016 166.56 167.50 166.48 166.68 +0.59 3,404 52,354 -1,234
Mar04 031016 166.00 166.17 165.52 165.52 +0.59 0 229 +3
Jun04 031016 164.36 164.36 164.36 164.36 +0.59 0 1 +0
Total Volume and Open Interest 3,404 52,584 -1,231
Canadian Dollar(CME)
Dec03 031016 75.32 76.00 75.32 75.74 +0.54 3,623 74,545 -501
Mar04 031016 75.15 75.70 75.15 75.49 +0.54 710 3,678 +703
Jun04 031016 75.08 75.30 75.08 75.25 +0.54 9 1,142 +14
Sep04 031016 75.05 75.05 75.02 75.02 +0.54 0 649 +0
Total Volume and Open Interest 4,346 80,239 +220
Japanese Yen(CME)
Dec03 031016 91.29 91.75 91.10 91.17 -0.36 4,613 152,032 -1,678
Mar04 031016 91.85 92.00 91.45 91.45 -0.36 56 409 +2
Jun04 031016 91.73 91.73 91.73 91.73 -0.36 0 111 +0
Total Volume and Open Interest 4,669 152,600 -1,676
Swiss Franc(CME)
Dec03 031016 75.12 75.75 74.95 75.07 -0.27 4,141 54,529 +261
Mar04 031016 75.25 75.25 75.22 75.22 -0.27 0 166 +0
Jun04 031016 75.36 75.36 75.36 75.36 -0.27 0 109 +0
Total Volume and Open Interest 4,141 54,836 +261
EuroFX(CME)
Dec03 031016 115.96 116.78 115.70 115.84 -0.46 16,631 105,483 +1,024
Mar04 031016 116.15 116.40 115.50 115.56 -0.46 103 1,313 +1
Jun04 031016 115.29 115.29 115.29 115.29 -0.46 0 62 +0
Total Volume and Open Interest 16,735 106,941 +1,026
Mexican Peso(CME)
Dec03 031016 8870.0 8882.0 8765.0 8797.0 -63.0 2,090 38,759 +156
Mar04 031016 8760.0 8760.0 8675.0 8682.0 -63.0 22 506 +3
Total Volume and Open Interest 2,112 39,413 +159
30-Year T-Bonds(CBOT)
Dec03 031016 106~14 107~04 105~22 106~00 -0~12 242,780 414,924 +4,089
Mar04 031016 104~18 105~20 104~10 104~19 -0~12 1,997 17,403 -785
Jun04 031016 103~07 103~07 103~07 103~07 -0~12 100 388 +92
Total Volume and Open Interest 244,984 433,091 +3,496
Municipal Bonds(CBOT)
Dec03 031016 99~10 99~31 99~06 99~14 +0~01 213 1,619 +67
Total Volume and Open Interest 213 1,619 +67
10-Year T-Notes(CBOT)
Dec03 031016 111~075 111~215 110~155 110~185 -0~205 662,976 931,670 +6,253
Mar04 031016 109~170 110~035 108~290 108~305 -0~220 12,685 44,174 +9,222
Total Volume and Open Interest 675,662 975,854 +15,475
5-Year T-Notes(CBOT)
Dec03 031016 111~155 111~235 110~245 110~280 -0~195 270,135 0 +0
Mar04 031016 110~080 110~080 109~170 109~170 -0~210 2,656 14,084 +14,084
Total Volume and Open Interest 272,791 14,084 +14,084
2 Year T-Notes(CBOT)
Dec03 031016 107~020 107~030 106~106 106~108 -0~046 9,788 145,025 -2,177
Total Volume and Open Interest 9,788 145,025 -2,177
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031016 98.825 98.825 98.770 98.780 -0.040 93,353 721,607 +6,407
Mar04 031016 98.660 98.700 98.545 98.555 -0.110 151,213 681,809 +8,707
Jun04 031016 98.340 98.390 98.180 98.195 -0.155 218,328 570,722 -2,372
Sep04 031016 97.950 98.005 97.760 97.770 -0.190 255,210 562,359 +9,226
Dec04 031016 97.530 97.585 97.285 97.290 -0.245 162,084 543,950 -2,612
Mar05 031016 97.130 97.190 96.875 96.880 -0.255 49,834 325,982 +5,230
Jun05 031016 96.755 96.820 96.520 96.530 -0.240 32,535 258,225 +3,542
Sep05 031016 96.440 96.495 96.220 96.225 -0.220 31,098 194,444 -1,342
Dec05 031016 96.145 96.205 95.945 95.955 -0.190 21,137 147,931 +5,768
Mar06 031016 95.880 95.935 95.710 95.715 -0.170 11,647 130,182 +303
Jun06 031016 95.620 95.685 95.475 95.475 -0.155 10,830 120,875 -334
Sep06 031016 95.380 95.440 95.250 95.260 -0.130 7,684 103,849 +2,343
Total Volume and Open Interest 1,089,496 4,908,978 +44,407
3-Mth Euro-Yen(CME)
Dec03 031016 99.91 99.91 99.91 99.91 unch 146 6,275 +876
Mar04 031016 99.88 99.88 99.88 99.88 unch 145 7,053 +45
Jun04 031016 99.87 99.87 99.86 99.86 unch 74 11,771 +85
Sep04 031016 99.80 99.80 99.79 99.79 -0.01 33 6,414 -258
Dec04 031016 99.70 99.70 99.68 99.68 -0.02 0 1,704 -21
Mar05 031016 99.58 99.58 99.57 99.57 unch 12 5,304 +105
Jun05 031016 99.47 99.47 99.47 99.47 unch 0 317 +0
Sep05 031016 99.30 99.30 99.30 99.30 -0.04 0 4,952 +1
Dec05 031016 99.25 99.25 99.25 99.25 unch 0 73 +0
Mar06 031016 99.14 99.14 99.14 99.14 unch 0 229 +0
Total Volume and Open Interest 410 45,035 +919
3-Mth Euro-Yen(SIMEX)
Dec03 031016 99.91 99.91 99.91 99.91 unch 159 42,107 +848
Mar04 031016 99.89 99.89 99.88 99.89 unch 2,544 60,848 +921
Jun04 031016 99.87 99.87 99.87 99.87 unch 1,626 62,419 +885
Sep04 031016 99.80 99.80 99.80 99.80 -0.01 1,543 33,195 +650
Dec04 031016 99.70 99.70 99.70 99.70 -0.01 1,152 27,099 +590
Mar05 031016 99.58 99.58 99.57 99.58 unch 682 16,975 +400
Jun05 031016 99.47 99.49 99.47 99.48 unch 179 10,363 +131
Sep05 031016 99.34 99.35 99.34 99.35 -0.01 0 8,803 -9
Total Volume and Open Interest 8,640 274,152 +5,166
German Euro-Bund(EUREX)
Dec03 031016 112.47 112.90 112.22 112.31 -0.09 1,120,424 861,106 +21,997
Mar04 031016 111.88 112.31 111.76 111.76 -0.10 1,067 6,889 +411
Jun04 031016 111.31 111.31 111.31 111.31 -0.09 10,231 0 +0
Total Volume and Open Interest 1,131,722 867,995 +22,408
German Euro-Bobl(EUREX)
Dec03 031016 110.02 110.32 109.82 109.85 -0.13 715,816 597,974 -12,320
Mar04 031016 109.58 109.62 109.34 109.34 -0.14 4,359 16,605 +107
Jun04 031016 108.84 108.84 108.84 108.84 -0.14 10,368 0 -2,185
Total Volume and Open Interest 730,543 614,579 -14,398
Long Gilt(LIFFE)
Dec03 031016 115~04 115~18 114~22 115~12 +0~06 55,801 156,283 +3,465
Mar04 031016 107~02 107~07 107~02 107~06 +0~07      
Total Volume and Open Interest 55,801 156,283 +3,465
3-Mth Short Sterling(LIFFE)
Dec03 031016 96.07 96.09 96.03 96.07 unch 28,068 0 +0
Mar04 031016 95.71 95.77 95.65 95.74 +0.02 41,070 0 +0
Jun04 031016 95.40 95.47 95.33 95.45 +0.03 41,443 0 +0
Total Volume and Open Interest 181,429    
3-Mth Euribor(LIFFE)
Dec03 031016 97.850 97.865 97.825 97.855 unch 56,727 675,912 -2,396
Mar04 031016 97.735 97.775 97.695 97.760 +0.015 99,360 446,546 -1,939
Jun04 031016 97.505 97.570 97.445 97.550 +0.030 148,256 378,654 -7,134
Total Volume and Open Interest 619,367 2,623,596 -8,012
3-Mth Aus T-Bills(SFE)
Dec03 031016 94.86 94.89 94.86 94.89 unch 6,983 208,049 -4,172
Mar04 031016 94.65 94.69 94.65 94.68 -0.01 6,298 83,750 -6,688
Jun04 031016 94.51 94.53 94.49 94.50 -0.04 1,991 43,259 -738
Sep04 031016 94.38 94.39 94.35 94.37 -0.04 722 24,521 -170
Dec04 031016 94.28 94.28 94.25 94.25 -0.05 296 17,985 +140
Mar05 031016 94.19 94.20 94.16 94.16 -0.05 441 17,420 -63
Jun05 031016 94.10 94.10 94.07 94.08 -0.06 156 10,339 -152
Sep05 031016 94.04 94.04 93.99 94.01 -0.05 42 3,256 -159
Dec05 031016 93.97 94.00 93.92 93.95 -0.04 0 1,629 -100
Mar06 031016 93.93 93.96 93.93 93.93 -0.02 0 874 +0
Total Volume and Open Interest 16,929 411,626 -12,127
10-Year Aus T-Bonds(SFE)
Dec03 031016 94.28 94.30 94.26 94.28 -0.04 7,248 154,546 -524
Mar04 031016 94.28 94.28 94.28 94.28 -0.04      
Total Volume and Open Interest 11,929 155,070 -3,640
3-Year Aus T-Bonds(SFE)
Dec03 031016 94.50 94.53 94.49 94.50 -0.05 38,236 331,184 -6,538
Mar04 031016 94.50 94.50 94.50 94.50 -0.05      
Total Volume and Open Interest 38,236 331,184 -6,538
Gold(CMX)
Oct03 031016 372.7 372.7 372.7 372.7 +0.1 2 293 -1
Dec03 031016 372.3 375.7 371.2 373.2 +0.1 33,347 165,746 -1,842
Feb04 031016 373.3 376.4 372.0 374.1 +0.1 2,496 21,360 +775
Apr04 031016 376.8 376.8 374.5 374.9 +0.1 382 7,158 +105
Jun04 031016 378.0 378.0 374.0 375.6 +0.1 656 10,998 -304
Aug04 031016 376.3 376.3 376.3 376.3 +0.1 15 6,971 -15
Total Volume and Open Interest 39,061 244,417 -1,716
Silver(CMX)
Dec03 031016 493.0 497.5 489.0 492.2 -2.5 10,979 66,086 +902
Mar04 031016 493.5 498.0 490.0 493.4 -2.4 1,099 11,621 +3
May04 031016 501.0 501.0 494.4 494.4 -2.4 0 1,120 +0
Jul04 031016 502.5 502.5 494.0 495.4 -2.4 6 2,181 +5
Sep04 031016 495.9 495.9 495.9 495.9 -2.4 0 575 +0
Total Volume and Open Interest 12,209 87,940 +945
Platinum(NYM)
Oct03 031016 728.0 732.1 728.0 732.1 +2.9 2 96 -1
Jan04 031016 720.0 725.0 718.2 723.1 +1.9 388 8,104 +18
Apr04 031016 713.1 713.1 713.1 713.1 +1.9 0 40 +0
Total Volume and Open Interest 390 8,240 +17
Palladium(NYME)
Dec03 031016 184.00 194.00 182.50 193.00 +1.35 974 5,457 -215
Mar04 031016 190.00 193.00 186.00 193.00 +1.35 16 183 +11
Jun04 031016 190.00 193.00 190.00 193.00 +1.35 30 37 +0
Total Volume and Open Interest 1,020 5,677 -204
Copper(CMX)
Dec03 031016 89.00 90.20 88.80 89.40 -0.40 7,572 88,681 +228
Mar04 031016 89.55 90.55 89.30 89.85 -0.40 840 7,842 +208
May04 031016 90.00 90.00 89.75 89.75 -0.50 15 3,180 +5
Jul04 031016 90.00 90.00 89.75 89.75 -0.50 15 2,134 +9
Sep04 031016 89.90 89.90 89.65 89.65 -0.60 0 1,187 +0
Total Volume and Open Interest 8,740 110,138 +511
DJIA Index(CBOT)
Dec03 031016 9770 9800 9704 9771 +3 9,616 32,137 +175
Mar04 031016 9725 9746 9725 9746 +3 34 1,256 +18
Jun04 031016 9721 9721 9721 9721 +3 1 1 +0
Total Volume and Open Interest 9,651 33,394 +193
S & P 500(CME)
Dec03 031016 1041.80 1052.20 1041.80 1049.20 +4.70 48,139 566,055 +1,368
Mar04 031016 1048.00 1048.00 1047.70 1047.70 +4.80 3 15,329 +0
Jun04 031016 1047.10 1047.10 1047.10 1047.10 +5.10 16 545 +11
Sep04 031016 1047.10 1047.10 1047.10 1047.10 +5.40 1 178 +1
Total Volume and Open Interest 48,159 582,131 +1,380
S & P 500 E-Mini(Globex)
Dec03 031016 1043.00 1052.25 1041.25 1049.25 +4.75 661,440 467,195 -8,131
Mar04 031016 1043.25 1050.00 1041.75 1047.75 +4.75 82 1,389 +28
Total Volume and Open Interest 661,522 468,584 -8,103
NASDAQ 100(CME)
Dec03 031016 1413.50 1430.00 1412.00 1428.00 +11.50 11,647 74,592 +1,397
Mar04 031016 1431.00 1431.00 1431.00 1431.00 +11.50 0 54 +0
Jun04 031016 1434.00 1434.00 1434.00 1434.00 +11.50      
Total Volume and Open Interest 11,647 74,646 +1,397
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031016 1413.5 1430.0 1406.5 1428.0 +11.5 340,807 198,195 -5,668
Mar04 031016 1417.0 1432.5 1416.0 1431.0 +11.5 70 1,223 +16
Total Volume and Open Interest 340,877 199,418 -5,652
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031016 539.50 544.75 539.50 543.30 +3.80 902 13,661 +86
Mar04 031016 543.10 543.10 543.10 543.10 +3.80      
Jun04 031016 543.55 543.55 543.55 543.55 +3.80 0 1 +0
Total Volume and Open Interest 902 13,662 +86
Russell 2000(CME)
Dec03 031016 525.50 531.00 525.00 529.60 +4.60 1,557 21,841 -223
Mar04 031016 529.60 529.60 529.60 529.60 +4.60      
Jun04 031016 529.60 529.60 529.60 529.60 +4.60      
Total Volume and Open Interest 1,557 21,841 -223
Value Line(KCBT)
Dec03 031016 1425.00 1429.00 1425.00 1427.50 +5.50 9 40 +0
Total Volume and Open Interest 9 40 +0
Nikkei 225(CME)
Dec03 031016 11010 11100 10950 11095 +245 1,644 27,664 -97
Mar04 031016 11105 11105 11105 11105 +245 2 7 +2
Total Volume and Open Interest 1,646 27,671 -95
Nikkei 225(SIMEX)
Dec03 031016 10860 11040 10825 11020 +135 20,426 156,705 +128
Mar04 031016 11015 11015 11015 11015 +135 0 1,585 +0
Jun04 031016 10970 10970 10970 10970 +135      
Total Volume and Open Interest 20,426 158,290 +128
CAC 40(MATIF)
Oct03 031016 3365.0 3397.5 3348.5 3361.0 -17.5 75,032 467,637 -31,509
Nov03 031016 3362.0 3395.0 3362.0 3365.5 -17.5 196 3,271 +30
Dec03 031016 3370.5 3399.0 3363.0 3371.5 -17.0 1,727 119,391 +1,074
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031016 3563.5 3610.0 3535.5 3591.0 +13.0 123,578 251,643 -907
Mar04 031016 3577.0 3620.0 3557.0 3610.0 +13.0 491 10,074 -76
Jun04 031016 3623.5 3640.5 3582.5 3630.5 +13.5 150 1,360 +128
Total Volume and Open Interest 124,219 263,077 -855
FT-SE 100(LIFFE)
Dec03 031016 4366.50 4383.50 4325.00 4341.00 -33.50 79,821 412,075 +8,643
Mar04 031016 4365.50 4370.00 4335.50 4335.50 -34.00 217 10,433 -5
Jun04 031016 4349.00 4349.00 4349.00 4349.00 -34.50 100 6,241 +100
Total Volume and Open Interest 80,138 429,329 +8,738
SPI 200(SFE)
Dec03 031016 3285.0 3305.0 3285.0 3304.0 +12.0 11,285 149,024 -1,350
Mar04 031016 3308.0 3314.0 3308.0 3314.0 +13.0 16 3,639 +7
Jun04 031016 3323.0 3323.0 3323.0 3323.0 +13.0 15 2,164 -45
Total Volume and Open Interest 11,328 156,097 -1,388
GSCI(CME)
Nov03 031016 251.50 251.50 249.00 249.00 -1.85 140 11,509 +106
Dec03 031016 249.25 249.25 249.25 249.25 -0.75 10 10 +5
Jan04 031016 247.25 247.25 247.25 247.25 -2.60      
Total Volume and Open Interest 231 13,458  
Reuters CRB Index(NYBOT)
Nov03 031016 248.00 248.50 245.50 246.25 -0.25 29 489 -2
Jan04 031016 245.50 245.75 245.00 245.25 -0.25 1 387 +1
Feb04 031016 242.75 242.75 242.75 242.75 -0.25 0 172 +0
Total Volume and Open Interest 30 1,060 -1
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!