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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed November 26, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031126 745.00 751.50 742.00 745.75 -0.25 43,596 111,654 -1,676
Mar04 031126 741.00 748.00 739.50 743.75 +2.25 11,308 45,564 +78
May04 031126 721.50 728.50 719.75 725.00 +4.50 5,916 42,956 +1,024
Jul04 031126 707.00 715.50 705.00 710.00 +2.75 3,631 22,718 +209
Aug04 031126 679.00 686.00 679.00 684.00 +5.75 593 4,051 -30
Sep04 031126 643.00 643.00 639.00 639.00 +5.00 63 1,293 +30
Nov04 031126 575.00 581.50 574.00 579.00 +4.75 1,790 13,641 +222
Total Volume and Open Interest 66,899 241,924 -143
Soybean Meal(CBOT)
Dec03 031126 228.50 229.30 227.20 228.70 +2.10 12,610 18,906 -3,582
Jan04 031126 227.00 227.80 225.60 227.20 +1.60 13,378 32,486 +1,359
Mar04 031126 225.90 226.50 224.50 225.80 +1.20 8,482 33,889 +1,535
May04 031126 220.50 221.30 219.70 221.20 +1.50 3,454 38,753 +567
Jul04 031126 215.50 216.50 215.00 216.50 +1.70 2,336 21,667 +88
Aug04 031126 207.50 208.50 207.50 208.20 +1.90 319 5,692 +61
Sep04 031126 194.50 195.50 194.00 194.60 +1.60 252 4,844 +131
Oct04 031126 174.50 175.00 174.00 174.00 +0.60 49 4,593 +33
Total Volume and Open Interest 41,655 172,871 +441
Soybean Oil(CBOT)
Dec03 031126 26.90 27.07 26.82 26.93 +0.14 10,975 16,563 -3,387
Jan04 031126 26.70 26.90 26.56 26.61 unch 13,634 46,929 +1,521
Mar04 031126 26.50 26.67 26.30 26.38 +0.01 7,485 42,695 +1,986
May04 031126 26.20 26.35 25.98 26.00 -0.06 3,695 38,367 +1,119
Jul04 031126 25.60 25.78 25.50 25.51 -0.03 1,688 32,705 +440
Aug04 031126 25.10 25.25 24.97 24.97 -0.03 164 3,731 +46
Sep04 031126 24.35 24.45 24.20 24.20 -0.05 194 2,364 +36
Oct04 031126 23.25 23.25 23.10 23.12 +0.07 57 2,581 +47
Total Volume and Open Interest 38,697 194,229 +2,006
Canola(WCE)
Jan04 031126 369.2 370.6 368.1 369.0 -0.2 4,375 20,735 -2,599
Mar04 031126 374.5 374.5 372.7 372.7 -0.8 594 9,480 +160
May04 031126 377.0 377.5 376.5 376.5 -0.9 1 4,705 +0
Jul04 031126 379.5 379.5 379.5 379.5 -1.0 48 3,542 +43
Sep04 031126 341.0 341.0 341.0 341.0 unch      
Total Volume and Open Interest 5,043 42,903 -2,376
Corn(CBOT)
Dec03 031126 240.50 243.25 240.25 242.50 +3.00 55,731 79,710 -23,201
Mar04 031126 245.50 248.00 245.00 247.25 +2.75 75,921 256,919 +16,208
May04 031126 248.00 251.00 248.00 250.25 +2.75 7,101 41,975 +1,978
Jul04 031126 250.00 252.75 250.00 252.00 +2.25 4,810 35,340 -489
Sep04 031126 247.50 248.50 247.25 247.75 +1.75 395 6,780 +235
Dec04 031126 245.00 246.50 245.00 245.75 +1.00 1,641 30,690 +329
Total Volume and Open Interest 145,646 454,474 -4,923
Wheat(CBOT)
Dec03 031126 389.00 390.00 383.00 386.50 -1.75 9,133 11,026 -6,294
Mar04 031126 400.00 402.00 394.50 398.50 -0.25 23,876 90,684 +2,298
May04 031126 391.00 393.00 388.00 390.00 +0.50 503 6,599 +32
Jul04 031126 360.00 362.00 358.00 360.25 +1.00 1,397 10,032 +611
Sep04 031126 364.00 364.50 364.00 364.50 +0.50 26 450 -2
Total Volume and Open Interest 34,974 119,547 -3,396
Wheat(KCBT)
Dec03 031126 389.50 394.00 386.00 393.75 +4.50 5,934 6,340 -2,296
Mar04 031126 394.00 395.50 390.00 392.75 -0.25 9,755 50,537 +1,413
May04 031126 387.50 388.00 385.50 386.50 unch 522 3,830 +305
Jul04 031126 364.50 367.00 362.00 365.50 +0.50 369 4,385 +36
Sep04 031126 367.00 367.00 367.00 367.00 unch 3 300 +0
Total Volume and Open Interest 16,586 65,739 -539
Wheat(MGE)
Dec03 031126 398.00 399.00 391.25 391.75 -5.25 2,635 1,590 -2,589
Mar04 031126 402.00 402.50 397.50 399.50 -1.25 6,388 21,678 +425
May04 031126 399.00 399.00 394.75 394.75 -1.75 1,005 3,402 +203
Jul04 031126 380.00 380.00 380.00 380.00 -5.00 12 660 +7
Sep04 031126 368.00 368.00 368.00 368.00 -2.00 5 474 +5
Total Volume and Open Interest 10,046 27,970 -1,948
Oats(CBOT)
Dec03 031126 136.00 137.50 133.50 133.50 -1.50 1,472 1,497 -776
Mar04 031126 141.00 142.75 139.00 139.75 -0.25 2,124 4,831 +1,037
May04 031126 145.00 146.00 144.00 144.25 unch 94 266 +10
Jul04 031126 148.50 148.50 148.50 148.50 unch 3 82 -3
Total Volume and Open Interest 3,693 6,681 +268
Rough Rice(CBOT)
Jan04 031126 8.22 8.25 8.18 8.20 -0.04 384 5,144 -65
Mar04 031126 8.31 8.33 8.30 8.30 -0.02 99 1,740 -31
May04 031126 8.40 8.40 8.40 8.40 unch 8 690 +2
Jul04 031126 8.48 8.48 8.48 8.48 -0.01 3 387 +0
Total Volume and Open Interest 494 7,980 -94
Live Cattle(CME)
Dec03 031126 97.700 98.475 97.400 98.475 +1.500 9,762 27,392 -2,128
Feb04 031126 92.300 92.900 91.950 92.750 +0.950 10,252 47,964 +85
Apr04 031126 83.200 83.750 82.950 83.650 +0.600 2,978 19,122 +753
Jun04 031126 76.400 76.700 76.250 76.625 +0.275 1,785 11,351 +484
Aug04 031126 75.200 75.350 74.900 75.025 +0.125 340 4,421 +118
Oct04 031126 77.500 77.850 77.400 77.600 +0.475 460 1,209 +269
Total Volume and Open Interest 26,027 113,158 -209
Feeder Cattle(CME)
Jan04 031126 98.050 98.800 97.900 98.725 +0.975 1,552 9,831 +110
Mar04 031126 91.800 92.500 91.750 92.475 +0.725 532 2,723 +160
Apr04 031126 89.800 89.800 89.500 89.800 +0.600 55 943 +8
May04 031126 90.000 90.500 89.800 90.500 +1.125 275 2,061 +148
Aug04 031126 91.000 91.500 91.000 91.500 +0.600 69 984 +37
Sep04 031126 90.000 90.350 90.000 90.350 +0.250 34 396 +26
Oct04 031126 91.000 91.000 91.000 91.000 +0.800 3 4 +3
Total Volume and Open Interest 2,520 16,942 +492
Lean Hogs(CME)
Dec03 031126 49.350 49.500 48.400 48.450 -0.725 3,528 10,121 -950
Feb04 031126 53.425 53.600 53.075 53.200 +0.125 4,972 23,300 +1,225
Apr04 031126 57.000 57.300 56.350 56.650 -0.300 1,378 6,136 +372
May04 031126 60.000 60.300 59.700 60.300 +0.050 136 871 -2
Jun04 031126 63.850 63.925 63.200 63.625 -0.200 232 2,167 +18
Jul04 031126 61.200 61.250 61.150 61.200 +0.075 55 640 -1
Aug04 031126 59.100 59.100 59.100 59.100 -0.150 13 463 +0
Oct04 031126 52.300 52.300 51.700 51.700 -0.300 4 312 +2
Total Volume and Open Interest 10,322 44,099 +662
Pork Bellies(CME)
Feb04 031126 86.800 86.850 86.100 86.325 -0.125 1,039 2,004 +167
Mar04 031126 86.500 86.500 85.350 85.350 +0.100 8 170 +2
May04 031126 86.550 86.550 86.550 86.550 -0.700 57 164 +55
Jul04 031126 89.200 89.200 88.600 88.600 -1.000 7 54 +3
Aug04 031126 89.000 89.000 89.000 89.000 unch 0 9 +0
Total Volume and Open Interest 1,111 2,401 +227
BFP Milk Class III(CME)
Nov03 031126 13.46 13.49 13.46 13.49 +0.01 61 6,039 -16
Dec03 031126 11.55 11.60 11.47 11.55 -0.05 261 3,854 -99
Jan04 031126 11.70 11.70 11.60 11.67 -0.04 294 2,164 +99
Feb04 031126 11.43 11.43 11.43 11.43 unch 90 1,687 +14
Mar04 031126 11.43 11.43 11.38 11.41 unch 68 1,565 +34
Total Volume and Open Interest 1,140 22,120 +268
Cocoa(NYBOT)
Dec03 031126 1435 1450 1435 1446 +5 67 192 -23
Mar04 031126 1430 1445 1415 1438 +12 7,207 32,446 +128
May04 031126 1425 1437 1415 1433 +10 1,335 14,661 +388
Jul04 031126 1430 1435 1420 1435 +10 297 12,110 -7
Sep04 031126 1438 1438 1426 1438 +9 540 7,295 +13
Dec04 031126 1447 1449 1447 1449 +9 97 8,767 -28
Mar05 031126 1461 1461 1461 1461 +9 483 3,283 -100
Total Volume and Open Interest 10,819 92,774 +1,164
Coffee "C"(NYBOT)
Dec03 031126 58.00 58.00 57.60 57.75 +0.25 80 241 -103
Mar04 031126 60.30 60.95 60.20 60.65 +0.40 6,527 57,664 +510
May04 031126 62.15 62.90 62.15 62.50 +0.35 652 7,876 +179
Jul04 031126 64.25 64.65 64.25 64.35 +0.30 103 5,104 +39
Sep04 031126 66.20 66.60 66.15 66.15 +0.25 220 5,690 -132
Dec04 031126 68.75 69.00 68.70 68.70 +0.25 51 3,208 +45
Total Volume and Open Interest 7,682 81,487 +538
Orange Juice(NYBOT)
Jan04 031126 67.95 68.60 67.60 68.45 +1.10 1,810 17,303 +330
Mar04 031126 71.00 72.00 70.90 71.90 +1.10 940 11,283 +137
May04 031126 73.60 74.30 73.60 74.25 +0.70 182 5,461 -39
Jul04 031126 76.75 76.95 76.50 76.95 +0.65 4 537 +4
Sep04 031126 79.75 79.75 79.65 79.65 +0.60 45 480 +0
Total Volume and Open Interest 2,936 35,312 +432
Sugar #11(NYBOT)
Mar04 031126 6.15 6.32 6.15 6.25 +0.13 9,714 110,780 +205
May04 031126 6.21 6.36 6.21 6.28 +0.10 1,036 23,037 -62
Jul04 031126 6.11 6.20 6.11 6.15 +0.08 947 27,345 -255
Oct04 031126 6.18 6.22 6.17 6.19 +0.04 1,075 18,032 -76
Mar05 031126 6.35 6.35 6.32 6.32 +0.02 258 7,337 +216
Total Volume and Open Interest 13,228 192,221 +166
London Cocoa(LCE)
Dec03 031126 857 863 848 855 +2 3,613 32,242 -1,335
Mar04 031126 888 894 879 887 +4 4,692 45,747 +699
May04 031126 908 913 900 908 +5 513 17,431 -183
Jul04 031126 928 930 919 928 +5 673 20,134 +302
Sep04 031126 935 939 930 938 +5 546 20,038 +105
Dec04 031126 949 950 940 947 +4 436 40,063 +16
Mar05 031126 954 959 949 957 +4 837 16,069 +240
Total Volume and Open Interest 11,370 192,776 -119
London Coffee(LCE)
Nov03 031126 658.00 663.00 658.00 658.00 +1.00 111 4,812 -228
Jan04 031126 673.00 679.00 672.00 678.00 +5.00 3,574 56,506 -590
Mar04 031126 689.00 696.00 689.00 696.00 +6.00 2,760 34,611 +102
May04 031126 712.00 713.00 710.00 713.00 +6.00 1,766 24,168 +379
Jul04 031126 727.00 730.00 727.00 729.00 +5.00 449 12,619 +117
Sep04 031126 743.00 745.00 743.00 745.00 +5.00 259 10,050 +68
Total Volume and Open Interest 9,219 149,059 +148
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031126 185.50 189.70 185.50 189.10 +3.10 2,898 18,494 +538
May04 031126 185.90 189.30 185.90 189.10 +3.10 715 7,401 +448
Aug04 031126 186.60 188.50 186.60 188.50 +3.00 190 6,605 +20
Oct04 031126 187.10 189.10 187.10 189.10 +3.10 130 3,334 -10
Total Volume and Open Interest 3,933 36,994 +996
Cotton(NYBOT)
Dec03 031126 61.50 71.00 61.50 68.00 +5.41 100 340 -38
Mar04 031126 67.27 70.09 67.25 70.09 +3.00 13,761 59,891 -1,018
May04 031126 70.50 71.35 70.00 71.35 +3.00 4,597 13,765 -170
Jul04 031126 71.74 71.74 71.00 71.74 +3.00 2,367 5,436 -30
Oct04 031126 63.50 65.08 63.50 65.08 +3.00 169 349 +91
Dec04 031126 64.00 65.65 64.00 65.65 +3.00 1,382 3,811 +26
Total Volume and Open Interest 22,944 84,625 -748
Lumber(CME)
Jan04 031126 311.9 315.7 310.8 314.4 +0.9 383 1,469 +57
Mar04 031126 318.5 322.4 318.5 322.1 +1.1 89 313 -8
May04 031126 328.3 329.7 326.2 326.2 +1.1 6 58 +0
Jul04 031126 330.0 335.8 330.0 335.8 +5.9 3 19 +2
Total Volume and Open Interest 481 1,859 +51
Crude Oil(NYM)
Jan04 031126 29.85 30.45 29.76 30.41 +0.64 123,182 173,060 -13,914
Feb04 031126 29.60 30.25 29.55 30.22 +0.66 38,506 54,679 +416
Mar04 031126 29.15 29.90 29.15 29.84 +0.66 17,380 43,920 +522
Apr04 031126 28.90 29.45 28.82 29.45 +0.64 6,052 28,166 -749
May04 031126 28.75 29.06 28.50 29.06 +0.61 1,870 16,484 -46
Jun04 031126 28.05 28.68 28.05 28.68 +0.59 6,029 32,735 -674
Jul04 031126 27.90 28.30 27.80 28.30 +0.57 1,805 16,754 -681
Aug04 031126 27.55 27.97 27.55 27.97 +0.56 381 10,428 -17
Sep04 031126 27.10 27.69 27.10 27.69 +0.56 558 16,401 -49
Oct04 031126 27.05 27.43 26.98 27.43 +0.55 690 10,536 +203
Nov04 031126 26.70 27.21 26.70 27.21 +0.55 148 8,578 -53
Dec04 031126 26.46 27.02 26.46 27.02 +0.56 5,158 34,907 -1,335
Jan05 031126 26.82 26.82 26.82 26.82 +0.56 169 9,953 +8
Feb05 031126 26.67 26.67 26.67 26.67 +0.54 0 4,058 +0
Mar05 031126 26.54 26.54 26.54 26.54 +0.52 115 2,459 +0
Apr05 031126 26.41 26.41 26.41 26.41 +0.50 100 1,991 +0
Total Volume and Open Interest 206,242 546,340 -15,789
Heating Oil(NYM)
Dec03 031126 82.10 84.00 82.00 83.49 +1.61 22,847 8,478 -7,820
Jan04 031126 82.90 84.70 82.60 84.27 +1.66 31,973 58,239 -2,991
Feb04 031126 83.00 84.80 82.70 84.32 +1.61 7,795 23,213 -411
Mar04 031126 81.10 83.00 81.10 82.57 +1.46 3,211 16,798 +550
Apr04 031126 78.20 79.70 78.20 79.32 +1.36 709 7,613 +68
May04 031126 75.10 76.32 75.10 76.32 +1.31 131 4,451 -37
Jun04 031126 73.70 74.42 73.70 74.42 +1.26 807 7,101 -618
Jul04 031126 73.00 73.90 73.00 73.37 +1.26 65 2,711 +1
Aug04 031126 72.90 73.37 72.90 73.37 +1.26 312 2,618 +260
Sep04 031126 73.66 73.97 73.66 73.97 +1.26 8 1,697 +0
Oct04 031126 74.30 74.62 74.30 74.62 +1.26 17 1,002 +6
Nov04 031126 74.80 75.12 74.80 75.12 +1.26 214 1,095 -187
Total Volume and Open Interest 68,393 142,768 -10,758
Unleaded Gas(NYM)
Dec03 031126 81.50 87.00 81.50 83.66 +1.30 28,302 7,572 -11,130
Jan04 031126 81.30 84.00 81.25 83.44 +1.67 35,209 59,634 -1,195
Feb04 031126 81.70 84.50 81.70 83.79 +1.74 5,825 9,583 +279
Mar04 031126 81.90 84.50 81.50 84.34 +1.79 1,303 5,344 +194
Apr04 031126 90.10 91.19 90.00 91.19 +1.84 1,166 8,009 +457
May04 031126 89.75 90.84 89.75 90.84 +1.84 864 5,426 +616
Jun04 031126 89.54 89.54 89.54 89.54 +1.84 41 2,769 +36
Jul04 031126 87.54 87.54 87.54 87.54 +1.84 50 150 +0
Aug04 031126 85.04 85.04 85.04 85.04 +1.84 0 150 +0
Sep04 031126 81.89 81.89 81.89 81.89 +1.84 50 825 +50
Total Volume and Open Interest 72,810 99,462 -10,693
Natural Gas(NYM)
Dec03 031125 4.645 4.920 4.610 4.860 +0.178 42,874 20,981 -8,185
Jan04 031126 5.060 5.110 4.850 4.925 -0.125 31,739 68,599 -1,461
Feb04 031126 5.080 5.135 4.900 4.962 -0.118 5,056 31,517 -140
Mar04 031126 4.975 5.025 4.840 4.882 -0.093 3,760 26,679 +307
Apr04 031126 4.660 4.700 4.580 4.602 -0.053 1,624 21,162 +377
May04 031126 4.625 4.650 4.540 4.572 -0.048 1,410 18,167 +285
Jun04 031126 4.650 4.670 4.580 4.590 -0.048 686 14,014 +294
Jul04 031126 4.670 4.690 4.590 4.610 -0.045 362 11,724 +80
Aug04 031126 4.690 4.710 4.620 4.630 -0.045 434 11,485 +144
Sep04 031126 4.670 4.695 4.620 4.620 -0.045 434 10,526 +174
Oct04 031126 4.690 4.700 4.635 4.635 -0.043 824 10,653 -79
Nov04 031126 4.850 4.850 4.798 4.798 -0.043 459 9,809 -38
Dec04 031126 5.030 5.040 4.950 4.963 -0.038 1,411 11,376 +734
Jan05 031126 5.125 5.125 5.078 5.078 -0.033 265 7,487 -115
Feb05 031126 5.090 5.090 5.038 5.038 -0.033 150 8,043 +7
Mar05 031126 4.920 4.940 4.893 4.893 -0.030 422 7,198 -227
Total Volume and Open Interest 89,976 338,711 -17,057
Brent Crude Oil(IPE)
Jan04 031126 28.20 28.52 28.06 28.47 +0.53 56,793 97,940 -4,838
Feb04 031126 27.98 28.31 27.90 28.27 +0.50 21,730 63,251 -578
Mar04 031126 27.60 28.05 27.60 28.00 +0.50 4,722 21,388 -367
Apr04 031126 27.48 27.69 27.37 27.69 +0.48 1,652 11,317 +1
May04 031126 27.10 27.36 27.10 27.36 +0.44 590 11,025 -50
Jun04 031126 26.82 27.05 26.73 27.05 +0.41 4,687 26,691 +20
Jul04 031126 26.55 26.74 26.55 26.74 +0.38 900 9,977 +550
Aug04 031126 26.45 26.45 26.45 26.45 +0.36 180 7,376 +0
Sep04 031126 26.09 26.20 26.09 26.20 +0.37 0 6,392 +0
Oct04 031126 25.97 25.97 25.97 25.97 +0.37 0 2,751 +0
Nov04 031126 25.75 25.75 25.75 25.75 +0.35 0 2,451 +0
Dec04 031126 25.40 25.59 25.33 25.59 +0.35 1,885 27,731 -793
Total Volume and Open Interest 93,814 317,876 -6,030
Gas Oil(IPE)
Dec03 031126 251.00 252.00 248.50 250.75 +4.75 18,505 43,636 -11,190
Jan04 031126 248.50 249.00 246.25 248.25 +4.75 13,126 38,403 -3,324
Feb04 031126 244.50 244.50 242.25 244.00 +4.75 6,826 14,451 +47
Mar04 031126 238.50 238.50 238.50 238.50 +4.75 1,357 6,206 +379
Apr04 031126 232.00 233.00 232.00 233.00 +4.25 1,662 8,537 +703
May04 031126 228.75 228.75 228.75 228.75 +4.00 212 5,605 +212
Jun04 031126 225.00 225.75 224.00 225.75 +3.75 2,429 10,852 -151
Jul04 031126 224.25 225.50 224.25 225.50 +3.75 681 3,334 +671
Aug04 031126 225.25 225.25 225.25 225.25 +3.75 10 2,021 +10
Sep04 031126 225.25 225.25 225.25 225.25 +4.00 10 3,137 -164
Total Volume and Open Interest 46,148 159,279 -12,537
US Dollar Index(NYBOT)
Dec03 031126 91.54 91.54 90.50 90.72 -0.85 829 17,949 -370
Mar04 031126 91.92 91.92 90.95 91.13 -0.85 204 2,537 +40
Jun04 031126 91.58 91.58 91.58 91.58 -0.85 1 16 +0
Total Volume and Open Interest 1,033 20,503 -330
Australian Dollar(CME)
Dec03 031126 71.91 72.38 71.76 72.13 +0.45 1,869 59,721 -305
Mar04 031126 71.10 71.65 71.10 71.38 +0.45 121 1,759 +104
Jun04 031126 70.63 70.63 70.63 70.63 +0.45 4 233 +3
Total Volume and Open Interest 1,996 61,806 -198
British Pound(CME)
Dec03 031126 169.47 170.97 169.26 170.77 +1.19 2,053 66,325 +702
Mar04 031126 168.84 169.70 168.70 169.55 +1.20 52 822 +45
Jun04 031126 168.23 168.23 168.23 168.23 +1.20 0 3 +0
Total Volume and Open Interest 2,106 67,155 +746
Canadian Dollar(CME)
Dec03 031126 76.38 76.85 76.33 76.60 +0.50 3,938 69,990 -2,499
Mar04 031126 76.05 76.52 76.00 76.31 +0.50 460 6,819 +207
Jun04 031126 76.20 76.22 76.00 76.06 +0.50 9 1,356 +1
Sep04 031126 75.83 75.83 75.83 75.83 +0.50 1 726 +0
Total Volume and Open Interest 4,421 79,162 -2,281
Japanese Yen(CME)
Dec03 031126 91.22 91.90 91.18 91.68 +0.29 8,341 131,392 -2,069
Mar04 031126 91.50 92.20 91.50 91.96 +0.29 126 1,726 +78
Jun04 031126 92.25 92.25 92.25 92.25 +0.29 8 207 +3
Total Volume and Open Interest 8,476 133,380 -1,986
Swiss Franc(CME)
Dec03 031126 76.32 77.50 76.17 77.16 +1.32 2,843 66,130 -769
Mar04 031126 76.54 77.56 76.40 77.33 +1.32 82 581 +54
Jun04 031126 77.49 77.49 77.49 77.49 +1.32 0 113 +0
Total Volume and Open Interest 2,925 66,856 -715
EuroFX(CME)
Dec03 031126 118.18 119.44 117.91 119.16 +1.38 8,610 119,577 +1,799
Mar04 031126 117.86 119.10 117.69 118.87 +1.38 675 3,031 +369
Jun04 031126 118.59 118.59 118.59 118.59 +1.38 1 161 -1
Total Volume and Open Interest 9,287 122,880 +2,167
Mexican Peso(CME)
Dec03 031126 8787.0 8800.0 8770.0 8780.0 -38.0 5,799 37,213 -650
Mar04 031126 8672.0 8680.0 8662.0 8670.0 -38.0 1,467 6,331 +356
Total Volume and Open Interest 7,538 43,929 -22
30-Year T-Bonds(CBOT)
Dec03 031126 110~26 111~01 110~05 110~07 -0~18 314,529 302,414 -50,497
Mar04 031126 109~12 109~20 108~23 108~26 -0~18 129,173 223,816 +56,940
Jun04 031126 108~00 108~00 107~14 107~14 -0~18 94 446 +79
Total Volume and Open Interest 443,797 527,062 +6,523
Municipal Bonds(CBOT)
Dec03 031126 103~11 103~11 102~25 102~25 -0~17 220 2,191 +0
Mar04 031126 102~06 102~06 101~17 101~17 -0~16 101 88 +59
Total Volume and Open Interest 321 2,279 +59
10-Year T-Notes(CBOT)
Dec03 031126 113~155 113~225 113~005 113~020 -0~140 784,332 589,535 -108,006
Mar04 031126 112~035 112~095 111~195 111~210 -0~140 295,600 541,726 +124,457
Total Volume and Open Interest 1,079,932 1,131,290 +16,451
5-Year T-Notes(CBOT)
Dec03 031126 112~175 112~180 112~035 112~040 -0~115 283,974 560,040 +560,040
Mar04 031126 111~100 111~105 110~275 110~280 -0~115 72,811 353,813 +353,813
Total Volume and Open Interest 356,785 913,853 +913,853
2 Year T-Notes(CBOT)
Dec03 031126 107~045 107~048 107~021 107~022 -0~022 35,517 89,944 -27,130
Mar04 031126 106~085 106~085 106~057 106~060 -0~024 32,280 60,680 +22,781
Total Volume and Open Interest 67,797 150,624 -4,349
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031126 98.825 98.825 98.817 98.820 -0.003 58,165 635,112 +904
Mar04 031126 98.685 98.695 98.655 98.660 -0.030 90,550 703,320 +12,987
Jun04 031126 98.395 98.405 98.320 98.325 -0.075 116,906 659,346 +7,296
Sep04 031126 98.020 98.035 97.915 97.930 -0.100 141,523 567,160 -7,533
Dec04 031126 97.605 97.615 97.470 97.490 -0.120 102,498 508,987 +4,771
Mar05 031126 97.210 97.215 97.070 97.080 -0.130 39,457 332,845 +5,500
Jun05 031126 96.850 96.850 96.705 96.725 -0.115 33,102 280,513 +4,994
Sep05 031126 96.525 96.535 96.395 96.420 -0.105 32,186 220,555 +5,648
Dec05 031126 96.250 96.260 96.125 96.150 -0.090 13,978 177,304 +2,499
Mar06 031126 96.025 96.040 95.915 95.935 -0.085 7,935 134,401 +343
Jun06 031126 95.825 95.840 95.720 95.740 -0.080 6,125 116,449 -1,191
Sep06 031126 95.640 95.650 95.550 95.560 -0.070 6,842 93,469 -236
Total Volume and Open Interest 689,207 5,013,753 +52,647
3-Mth Euro-Yen(CME)
Dec03 031126 99.92 99.92 99.92 99.92 -0.01 1 7,896 +1
Mar04 031126 99.89 99.89 99.88 99.88 unch 15 9,099 +181
Jun04 031126 99.87 99.87 99.87 99.87 +0.01 1 12,951 +0
Sep04 031126 99.82 99.82 99.82 99.82 +0.01 66 8,860 +222
Dec04 031126 99.71 99.72 99.71 99.72 +0.01 331 3,416 +365
Mar05 031126 99.56 99.56 99.56 99.56 unch 10 3,735 -19
Jun05 031126 99.46 99.46 99.46 99.46 unch 0 592 +0
Sep05 031126 99.37 99.37 99.34 99.34 unch 0 4,436 +0
Dec05 031126 99.24 99.24 99.24 99.24 +0.02 0 49 +0
Mar06 031126 99.11 99.11 99.11 99.11 unch 0 229 +0
Total Volume and Open Interest 424 52,201 +750
3-Mth Euro-Yen(SIMEX)
Dec03 031126 99.92 99.92 99.92 99.92 unch 150 43,333 -281
Mar04 031126 99.89 99.89 99.88 99.89 unch 476 60,348 -90
Jun04 031126 99.87 99.87 99.87 99.87 unch 66 67,769 -379
Sep04 031126 99.81 99.82 99.81 99.81 unch 675 36,685 +314
Dec04 031126 99.71 99.72 99.71 99.71 unch 689 32,361 +340
Mar05 031126 99.57 99.57 99.57 99.57 unch 270 20,089 -108
Jun05 031126 99.48 99.48 99.48 99.48 unch 10 10,809 +10
Sep05 031126 99.36 99.37 99.35 99.37 unch 112 13,334 +2
Total Volume and Open Interest 2,488 298,918 -232
German Euro-Bund(EUREX)
Dec03 031126 112.26 112.53 112.10 112.12 -0.14 933,444 839,665 +14,815
Mar04 031126 111.69 112.00 111.60 111.60 -0.12 17,911 84,225 +7,782
Jun04 031126 111.00 111.00 110.58 110.58 -0.14 1,224 1 +1
Total Volume and Open Interest 952,579 923,891 +22,598
German Euro-Bobl(EUREX)
Dec03 031126 110.06 110.21 109.86 109.88 -0.18 627,223 587,241 -11,250
Mar04 031126 109.53 109.64 109.35 109.35 -0.19 21,447 114,445 +10,831
Jun04 031126 108.73 108.73 108.73 108.73 -0.18      
Total Volume and Open Interest 648,670 701,686 -419
Long Gilt(LIFFE)
Dec03 031126 114~09 115~01 114~09 114~29 +0~24 123,955 103,862 -43,284
Mar04 031126 106~01 106~25 106~00 106~20 +0~23 72,842 78,962 +54,251
Total Volume and Open Interest 196,797 182,824 +10,967
3-Mth Short Sterling(LIFFE)
Dec03 031126 95.95 95.96 95.94 95.95 unch 20,793 213,921 +416
Mar04 031126 95.61 95.63 95.58 95.60 unch 28,200 167,164 -1,275
Jun04 031126 95.30 95.33 95.26 95.29 unch 30,201 167,880 +5,016
Total Volume and Open Interest 150,223 1,047,801 +17,809
3-Mth Euribor(LIFFE)
Dec03 031126 97.835 97.840 97.825 97.835 +0.005 66,478 543,337 +24
Mar04 031126 97.720 97.735 97.690 97.720 +0.010 127,268 495,165 +8,892
Jun04 031126 97.505 97.525 97.460 97.495 unch 165,014 398,584 +4,647
Total Volume and Open Interest 745,282 2,619,464 +6,172
3-Mth Aus T-Bills(SFE)
Dec03 031126 94.60 94.61 94.59 94.60 +0.01 10,330 147,740 -578
Mar04 031126 94.27 94.30 94.27 94.29 +0.02 10,609 162,399 +4,758
Jun04 031126 94.14 94.15 94.13 94.14 +0.02 3,371 64,581 +650
Sep04 031126 94.03 94.05 94.03 94.04 +0.03 1,220 25,448 +908
Dec04 031126 93.93 93.95 93.93 93.95 +0.05 478 21,250 +143
Mar05 031126 93.84 93.85 93.83 93.85 +0.03 268 18,009 -5
Jun05 031126 93.76 93.78 93.76 93.78 +0.04 310 12,462 +110
Sep05 031126 93.70 93.71 93.68 93.71 +0.04 100 5,189 +60
Dec05 031126 93.63 93.65 93.63 93.65 +0.03 2 2,064 +0
Mar06 031126 93.61 93.61 93.61 93.61 +0.03 10 775 +10
Total Volume and Open Interest 26,698 460,539 +6,056
10-Year Aus T-Bonds(SFE)
Dec03 031126 94.20 94.25 94.19 94.23 +0.09 2,802 182,289 -6,574
Mar04 031126 94.11 94.11 94.11 94.11 unch      
Total Volume and Open Interest 15,846 188,863 +3,472
3-Year Aus T-Bonds(SFE)
Dec03 031126 94.23 94.25 94.22 94.23 +0.03 40,468 491,822 +21,607
Mar04 031126 94.11 94.11 94.11 94.11 -0.02      
Total Volume and Open Interest 40,468 491,822 +21,607
Gold(CMX)
Dec03 031126 392.0 402.0 391.6 396.8 +5.7 74,334 32,678 -30,164
Feb04 031126 393.3 402.0 392.8 398.0 +5.6 76,377 177,740 +41,988
Apr04 031126 394.5 401.5 393.8 398.9 +5.6 770 10,843 +279
Jun04 031126 395.8 403.0 395.3 399.9 +5.7 2,332 15,077 +1,070
Aug04 031126 400.9 400.9 400.9 400.9 +5.8 17 7,440 +0
Oct04 031126 401.9 401.9 401.9 401.9 +5.9 0 796 +0
Total Volume and Open Interest 155,173 285,510 +13,750
Silver(CMX)
Dec03 031126 530.0 539.0 530.0 535.5 +5.7 27,851 12,213 -13,210
Mar04 031126 534.0 541.5 532.0 538.2 +5.7 28,810 77,652 +16,120
May04 031126 539.5 542.0 537.0 539.3 +5.6 291 2,631 +122
Jul04 031126 541.0 543.0 540.5 540.5 +5.5 343 2,798 +148
Sep04 031126 541.6 541.6 541.6 541.6 +5.6 10 584 +0
Total Volume and Open Interest 58,528 107,762 +4,139
Platinum(NYM)
Jan04 031126 762.0 771.0 761.0 767.9 +10.2 301 8,352 -64
Apr04 031126 756.0 761.0 756.0 760.9 +10.7 13 801 +19
Total Volume and Open Interest 314 9,153 -45
Palladium(NYME)
Dec03 031126 188.25 189.50 187.00 188.80 -0.10 1,839 1,550 -1,050
Mar04 031126 190.00 193.90 188.50 190.75 -0.40 1,845 4,213 +781
Jun04 031126 190.00 194.00 190.00 191.50 -0.40 45 360 +26
Total Volume and Open Interest 3,729 6,123 -243
Copper(CMX)
Dec03 031126 89.80 90.75 89.75 90.70 +2.00 16,743 9,378 -12,723
Mar04 031126 90.45 91.45 90.45 91.40 +1.95 18,897 63,100 +9,885
May04 031126 90.65 91.35 90.65 91.35 +1.90 262 3,704 +104
Jul04 031126 90.60 91.30 90.60 91.30 +1.90 173 2,868 +66
Sep04 031126 90.40 91.30 90.40 91.20 +1.95 52 1,578 +58
Total Volume and Open Interest 37,612 90,649 -1,476
DJIA Index(CBOT)
Dec03 031126 9788 9800 9696 9767 +11 6,523 35,045 -500
Mar04 031126 9761 9774 9675 9741 +11 56 3,160 +12
Jun04 031126 9717 9717 9717 9717 +11 0 2 +0
Total Volume and Open Interest 6,579 38,207 -488
S & P 500(CME)
Dec03 031126 1057.30 1058.00 1047.20 1056.70 +3.50 37,447 531,778 +1,397
Mar04 031126 1055.50 1056.30 1049.70 1055.20 +3.50 1,758 65,096 +1,352
Jun04 031126 1054.50 1054.50 1054.50 1054.50 +3.50 135 3,761 +1
Sep04 031126 1054.30 1054.30 1054.30 1054.30 +3.60 29 430 +25
Total Volume and Open Interest 39,393 601,168 +2,799
S & P 500 E-Mini(Globex)
Dec03 031126 1053.00 1058.50 1047.25 1056.75 +3.50 562,943 488,777 +28,576
Mar04 031126 1052.25 1057.25 1046.00 1055.25 +3.50 623 2,311 +38
Total Volume and Open Interest 563,566 491,088 +28,614
NASDAQ 100(CME)
Dec03 031126 1425.00 1428.00 1400.00 1421.00 +6.50 10,207 84,464 -1,720
Mar04 031126 1426.50 1426.50 1412.50 1424.50 +6.50 70 2,313 +66
Jun04 031126 1428.00 1428.00 1428.00 1428.00 +6.50 0 47 +0
Total Volume and Open Interest 10,277 86,824 -1,654
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031126 1415.0 1428.0 1400.0 1421.0 +6.5 246,878 292,278 -9,565
Mar04 031126 1418.5 1431.0 1406.5 1424.5 +6.5 348 1,464 +160
Total Volume and Open Interest 247,226 293,742 -9,405
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031126 565.50 566.50 560.50 566.00 +3.65 464 16,281 +59
Mar04 031126 565.80 565.80 565.80 565.80 +3.65      
Jun04 031126 566.25 566.25 566.25 566.25 +3.65 0 1 +0
Total Volume and Open Interest 464 16,282 +59
Russell 2000(CME)
Dec03 031126 545.00 548.50 538.90 544.50 +2.50 1,318 21,649 +119
Mar04 031126 544.50 544.50 544.50 544.50 +2.50 0 1 +0
Jun04 031126 544.50 544.50 544.50 544.50 +2.50      
Total Volume and Open Interest 1,318 21,650 +119
Value Line(KCBT)
Dec03 031126 1469.00 1472.00 1458.50 1470.00 +10.00 8 33 +2
Total Volume and Open Interest 9 37 +2
Nikkei 225(CME)
Dec03 031126 10180 10200 10060 10150 +135 2,210 33,806 +89
Mar04 031126 10150 10200 10150 10160 +135 10 80 +3
Total Volume and Open Interest 2,220 33,916 +92
Nikkei 225(SIMEX)
Dec03 031126 9980 10170 9960 10140 +140 19,296 145,062 +145,062
Mar04 031126 9990 10135 9990 10135 +140 15 5,048 +5,048
Jun04 031126 10090 10090 10090 10090 +140      
Total Volume and Open Interest 19,311 150,110 +150,110
CAC 40(MATIF)
Nov03 031126 3425.0 3452.5 3404.5 3415.0 -7.0 132,161 585,989 +18,007
Dec03 031126 3430.5 3457.0 3414.0 3420.5 -7.0 66,465 168,827 +9,368
Jan04 031126 3452.0 3452.0 3423.5 3425.5 -7.0 0 40 +40
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031126 3742.5 3793.5 3710.0 3738.0 -7.0 102,890 281,332 -1,081
Mar04 031126 3781.5 3809.0 3732.0 3758.0 -7.0 369 13,085 +12
Jun04 031126 3796.0 3831.5 3763.0 3779.0 -7.5 294 4,491 +258
Total Volume and Open Interest 103,553 298,908 -811
FT-SE 100(LIFFE)
Dec03 031126 4392.50 4435.00 4371.00 4382.50 -12.50 81,712 408,287 +1,093
Mar04 031126 4395.00 4420.00 4369.50 4377.50 -12.50 311 19,669 +29
Jun04 031126 4391.50 4391.50 4391.50 4391.50 -12.50 0 9,029 +0
Total Volume and Open Interest 82,023 438,636 +1,122
SPI 200(SFE)
Dec03 031126 3204.0 3210.0 3194.0 3205.0 +3.0 13,055 158,931 +540
Mar04 031126 3214.0 3217.0 3212.0 3217.0 +4.0 429 4,001 +248
Jun04 031126 3230.0 3230.0 3230.0 3230.0 +4.0 64 3,096 +48
Total Volume and Open Interest 13,588 167,973 +872
GSCI(CME)
Dec03 031126 242.40 245.00 242.00 244.25 +2.65 159 12,750 -56
Jan04 031126 243.50 243.50 243.50 243.50 +2.50 95 13 +5
Feb04 031126 240.50 240.50 240.50 240.50 +3.00      
Total Volume and Open Interest 254 12,763 -51
Reuters CRB Index(NYBOT)
Jan04 031126 248.25 250.00 247.00 249.00 +2.75 75 599 +14
Feb04 031126 245.50 247.25 245.50 247.25 +3.25 61 236 +2
Apr04 031126 245.25 246.00 245.25 246.00 +3.75 26 168 +1
Total Volume and Open Interest 162 1,006 +17
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!