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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 December 04, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031204 775.00 780.50 767.00 769.00 -9.25 42,828 105,242 -2,039
Mar04 031204 773.00 779.00 767.00 768.75 -8.75 16,727 53,871 +2,986
May04 031204 755.00 762.50 752.00 753.25 -6.25 8,337 45,213 +1,745
Jul04 031204 738.00 747.00 737.00 737.75 -5.50 4,495 24,553 +739
Aug04 031204 711.00 717.00 708.00 710.00 -5.00 681 4,813 +20
Sep04 031204 661.00 669.00 660.00 660.50 -1.50 100 1,423 +44
Nov04 031204 599.00 606.00 598.00 601.25 -0.75 1,369 14,034 +59
Total Volume and Open Interest 74,553 249,210 +3,562
Soybean Meal(CBOT)
Dec03 031204 231.50 233.00 229.50 230.00 -3.30 4,012 4,321 -899
Jan04 031204 232.60 233.70 230.50 230.90 -3.20 13,583 35,897 +838
Mar04 031204 232.00 233.60 230.80 230.90 -2.70 7,624 38,506 +259
May04 031204 229.00 231.60 228.30 228.40 -2.20 5,307 40,937 -66
Jul04 031204 226.00 228.50 225.00 225.10 -1.70 2,931 22,761 +441
Aug04 031204 218.30 220.00 218.30 218.50 -0.30 732 5,934 -154
Sep04 031204 205.50 206.50 204.10 204.10 -1.00 337 4,520 -54
Oct04 031204 183.50 186.00 183.10 183.10 -0.80 826 4,696 +41
Total Volume and Open Interest 36,205 169,982 +621
Soybean Oil(CBOT)
Dec03 031204 28.03 28.38 27.85 27.90 -0.29 3,706 7,096 -1,243
Jan04 031204 27.68 28.00 27.36 27.46 -0.38 15,493 51,241 +362
Mar04 031204 27.38 27.72 27.15 27.23 -0.31 8,728 47,021 +1,211
May04 031204 26.95 27.25 26.75 26.85 -0.22 3,808 37,870 -53
Jul04 031204 26.35 26.68 26.28 26.34 -0.18 2,166 32,472 +163
Aug04 031204 25.85 26.00 25.80 25.80 -0.16 185 3,741 +41
Sep04 031204 25.05 25.25 25.00 25.03 -0.07 128 2,383 +10
Oct04 031204 23.60 23.90 23.60 23.65 +0.08 36 2,623 +9
Total Volume and Open Interest 34,561 193,322 +587
Canola(WCE)
Jan04 031204 365.5 371.9 364.8 367.7 +0.7 4,819 21,988 +234
Mar04 031204 369.5 376.5 369.3 372.1 +1.5 2,243 11,957 +1,217
May04 031204 375.0 378.5 375.0 376.2 +0.7 333 4,727 +237
Jul04 031204 378.5 381.3 378.5 378.7 -0.3 16 3,693 +5
Sep04 031204 342.5 342.5 342.5 342.5 +1.6      
Total Volume and Open Interest 7,522 47,045 +1,804
Corn(CBOT)
Dec03 031204 249.75 250.75 246.50 246.75 -2.50 21,295 25,889 -7,303
Mar04 031204 252.00 253.75 248.50 249.00 -3.25 76,330 303,669 +13,444
May04 031204 254.75 256.50 251.25 251.75 -3.25 9,519 45,718 +304
Jul04 031204 256.00 258.25 252.75 253.25 -3.00 4,233 35,508 -467
Sep04 031204 251.75 253.00 250.00 250.00 -1.50 390 7,045 +45
Dec04 031204 249.50 250.00 248.25 248.50 -0.75 3,489 31,919 -135
Total Volume and Open Interest 115,312 452,905 +5,900
Wheat(CBOT)
Dec03 031204 404.00 409.00 398.00 399.50 -2.50 1,026 1,029 -323
Mar04 031204 415.00 421.50 410.50 411.00 -3.75 23,097 100,862 +3,177
May04 031204 406.00 413.00 405.00 405.50 -0.25 817 7,702 +35
Jul04 031204 378.25 382.00 375.50 376.75 -1.50 2,032 11,914 +674
Sep04 031204 379.00 384.00 379.00 379.75 -1.50 41 498 +7
Total Volume and Open Interest 27,077 122,829 +3,563
Wheat(KCBT)
Dec03 031204 417.00 420.50 410.00 410.00 -5.00 536 791 -477
Mar04 031204 411.50 416.00 406.00 407.50 -4.00 12,495 57,680 +2,505
May04 031204 403.00 407.25 400.00 400.75 -2.00 555 4,403 +182
Jul04 031204 381.00 384.50 378.00 379.50 -1.25 813 5,343 +229
Sep04 031204 385.00 385.00 381.00 381.00 -2.00 22 332 +12
Total Volume and Open Interest 14,445 68,927 +2,470
Wheat(MGE)
Dec03 031204 407.00 408.00 405.00 408.00 +4.00 35 93 -127
Mar04 031204 408.00 410.50 403.00 404.50 -3.00 3,799 25,046 +1,140
May04 031204 402.00 405.00 398.00 398.00 -3.25 191 3,418 +28
Jul04 031204 392.00 394.00 389.50 389.50 +0.50 135 849 +66
Sep04 031204 375.00 378.50 375.00 376.25 +1.75 75 605 +34
Total Volume and Open Interest 4,257 30,192 +1,155
Oats(CBOT)
Dec03 031204 144.50 144.75 141.50 141.50 -1.25 31 53 -31
Mar04 031204 151.50 152.00 147.50 147.75 -1.25 1,200 4,314 +3
May04 031204 154.75 155.00 151.25 151.25 -2.00 122 363 +42
Jul04 031204 155.00 155.00 154.00 154.00 +0.50 2 82 +0
Total Volume and Open Interest 1,358 4,819 +16
Rough Rice(CBOT)
Jan04 031204 8.70 8.75 8.57 8.66 -0.10 575 5,138 -91
Mar04 031204 8.85 8.90 8.75 8.83 -0.07 562 1,655 -228
May04 031204 8.99 8.99 8.83 8.91 -0.08 98 683 -3
Jul04 031204 8.95 9.00 8.90 9.00 -0.07 43 400 +15
Total Volume and Open Interest 1,280 7,897 -305
Live Cattle(CME)
Dec03 031204 98.200 98.200 96.700 97.050 -1.100 6,782 18,905 -3,151
Feb04 031204 92.500 92.850 91.700 91.875 -1.325 7,149 53,709 +1,573
Apr04 031204 82.950 82.950 81.850 82.750 -0.300 2,167 20,704 +460
Jun04 031204 75.400 75.400 74.650 75.200 -0.450 1,423 12,259 +221
Aug04 031204 74.150 74.200 73.500 73.900 -0.250 203 3,662 +6
Oct04 031204 77.000 77.050 76.700 77.025 -0.225 72 1,458 +14
Total Volume and Open Interest 17,887 112,405 -824
Feeder Cattle(CME)
Jan04 031204 99.500 99.700 98.850 98.850 -1.500 2,490 9,856 -140
Mar04 031204 92.650 92.750 92.100 92.100 -1.500 734 3,489 +110
Apr04 031204 90.000 90.250 89.000 89.350 -1.150 183 960 -21
May04 031204 90.500 90.650 89.525 89.625 -1.400 255 2,392 -4
Aug04 031204 90.800 90.800 90.000 90.050 -1.200 87 1,100 +32
Sep04 031204 90.700 90.700 89.800 89.850 -1.150 4 407 -3
Oct04 031204 90.850 90.850 89.800 89.800 -1.100 3 17 +2
Total Volume and Open Interest 3,756 18,222 -24
Lean Hogs(CME)
Dec03 031204 49.150 49.600 48.875 49.125 -0.350 2,107 6,567 +59
Feb04 031204 54.000 54.150 52.600 53.150 -1.200 5,307 26,065 +1,041
Apr04 031204 57.100 57.100 55.950 56.325 -1.125 1,180 7,176 -105
May04 031204 59.600 59.600 59.050 59.550 -0.300 23 938 -2
Jun04 031204 62.800 62.850 62.350 62.750 -0.250 232 2,450 +38
Jul04 031204 60.600 60.800 60.300 60.725 -0.150 35 678 +5
Aug04 031204 58.300 58.500 58.100 58.500 -0.450 20 493 -11
Oct04 031204 51.500 51.500 51.100 51.100 -0.050 2 321 +0
Total Volume and Open Interest 8,907 44,786 +1,025
Pork Bellies(CME)
Feb04 031204 86.000 87.050 85.500 86.150 +0.525 594 2,013 -92
Mar04 031204 85.000 85.000 85.000 85.000 +0.450 4 176 +0
May04 031204 86.025 86.025 86.025 86.025 unch 6 164 +0
Jul04 031204 89.450 89.625 89.450 89.625 +0.025 2 58 +2
Aug04 031204 90.000 90.000 90.000 90.000 unch 0 13 +0
Total Volume and Open Interest 606 2,424 -90
BFP Milk Class III(CME)
Nov03 031128 13.49 13.49 13.49 13.49 unch 6 6,041 +2
Dec03 031204 11.59 11.73 11.52 11.68 +0.12 159 4,022 -42
Jan04 031204 11.60 11.78 11.60 11.76 +0.14 102 2,467 +68
Feb04 031204 11.38 11.54 11.38 11.53 +0.13 55 1,717 -17
Mar04 031204 11.44 11.49 11.40 11.49 +0.05 45 1,591 +7
Total Volume and Open Interest 386 16,803 +22
Cocoa(NYBOT)
Dec03 031204 1595 1604 1595 1600 +29 0 87 +0
Mar04 031204 1610 1623 1590 1604 +28 3,617 31,170 +134
May04 031204 1597 1614 1585 1598 +31 617 14,764 +1
Jul04 031204 1594 1608 1585 1596 +31 287 12,528 +26
Sep04 031204 1593 1598 1588 1598 +31 157 7,342 -1
Dec04 031204 1618 1624 1598 1605 +27 133 8,657 -45
Mar05 031204 1615 1617 1615 1617 +28 693 3,875 +592
Total Volume and Open Interest 7,208 94,147 +2,411
Coffee "C"(NYBOT)
Dec03 031204 62.50 62.50 60.60 60.95 -1.55 73 127 -64
Mar04 031204 64.70 64.90 62.40 63.70 -1.55 12,580 52,307 -2,055
May04 031204 66.60 66.80 64.50 65.60 -1.50 1,432 7,843 -54
Jul04 031204 68.50 68.60 66.60 67.45 -1.45 292 5,221 -13
Sep04 031204 70.25 70.30 68.25 69.25 -1.40 297 5,775 +7
Dec04 031204 72.75 72.90 71.70 71.85 -1.30 563 3,469 +281
Total Volume and Open Interest 15,363 76,617 -1,823
Orange Juice(NYBOT)
Jan04 031204 69.00 70.00 68.70 69.95 +0.75 1,616 15,827 -483
Mar04 031204 72.30 73.25 72.00 73.20 +0.70 981 12,821 +160
May04 031204 75.25 75.80 75.25 75.80 +0.65 157 5,424 +75
Jul04 031204 77.50 78.40 77.50 78.40 +0.60 48 532 -10
Sep04 031204 81.00 81.00 81.00 81.00 +0.55 13 460 +13
Total Volume and Open Interest 2,822 35,350 -238
Sugar #11(NYBOT)
Mar04 031204 6.65 6.73 6.62 6.71 +0.13 42,745 114,004 +5,667
May04 031204 6.54 6.59 6.52 6.58 +0.08 8,566 26,104 +2,243
Jul04 031204 6.32 6.38 6.31 6.37 +0.06 8,142 29,848 +1,160
Oct04 031204 6.33 6.35 6.31 6.35 +0.04 4,307 17,834 -114
Mar05 031204 6.43 6.45 6.42 6.45 +0.03 204 7,271 +44
Total Volume and Open Interest 64,137 200,881 +9,017
London Cocoa(LCE)
Dec03 031204 912 935 912 931 +21 1,927 27,126 +118
Mar04 031204 944 970 944 965 +22 3,408 47,053 +743
May04 031204 975 986 970 984 +21 521 18,268 +99
Jul04 031204 988 1008 988 1005 +22 209 20,604 +83
Sep04 031204 998 1017 998 1013 +21 526 20,365 +252
Dec04 031204 1008 1021 1006 1016 +18 399 40,002 -263
Mar05 031204 1020 1030 1020 1025 +17 560 16,909 +535
Total Volume and Open Interest 7,550 191,525 +1,567
London Coffee(LCE)
Jan04 031204 697.00 698.00 683.00 686.00 -12.00 3,467 53,813 -297
Mar04 031204 706.00 712.00 695.00 699.00 -12.00 2,744 39,492 +927
May04 031204 727.00 727.00 710.00 714.00 -13.00 1,196 24,603 +229
Jul04 031204 735.00 738.00 725.00 729.00 -12.00 183 12,576 -128
Sep04 031204 752.00 752.00 741.00 743.00 -13.00 211 10,648 +187
Nov04 031204 754.00 764.00 754.00 757.00 -14.00 200 6,289 +200
Total Volume and Open Interest 8,001 148,674 +1,118
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031204 197.50 200.20 197.30 199.00 +1.60 4,665 20,057 +523
May04 031204 194.50 197.10 194.50 196.10 +1.80 522 8,182 +370
Aug04 031204 191.40 193.20 191.40 192.40 +0.60 613 7,323 +319
Oct04 031204 191.50 191.90 191.40 191.40 unch 173 4,261 +50
Total Volume and Open Interest 6,123 41,212 +1,406
Cotton(NYBOT)
Dec03 031204 67.00 67.00 67.00 67.00 -1.20 33 81 -4
Mar04 031204 72.25 72.25 70.30 71.23 -1.40 4,459 56,326 -22
May04 031204 72.90 72.95 71.65 72.35 -1.23 914 12,873 -111
Jul04 031204 72.60 73.10 72.25 72.85 -1.12 253 5,655 -18
Oct04 031204 64.85 64.85 64.85 64.85 -1.30 8 335 -5
Dec04 031204 66.00 66.20 65.10 65.30 -1.25 86 4,058 +25
Total Volume and Open Interest 5,753 80,411 -135
Lumber(CME)
Jan04 031204 300.2 301.4 290.3 294.0 -5.2 464 1,459 +46
Mar04 031204 308.7 309.5 301.1 305.2 -4.3 81 360 -2
May04 031204 311.1 312.9 308.5 310.1 -4.0 7 80 -1
Jul04 031204 313.2 316.8 312.9 316.8 -5.1 0 19 +0
Total Volume and Open Interest 552 1,918 +43
Crude Oil(NYM)
Jan04 031204 30.60 31.65 30.43 31.26 +0.16 80,917 154,775 -2,409
Feb04 031204 30.45 31.44 30.31 31.13 +0.20 40,384 64,684 +2,665
Mar04 031204 30.05 31.00 30.02 30.70 +0.21 10,796 47,640 +745
Apr04 031204 29.60 30.50 29.60 30.26 +0.21 5,605 29,688 +1,021
May04 031204 29.20 30.00 29.17 29.82 +0.21 2,380 16,294 +52
Jun04 031204 28.80 29.60 28.80 29.39 +0.22 7,170 31,596 -1,748
Jul04 031204 28.62 28.97 28.62 28.97 +0.22 2,204 18,293 +1,359
Aug04 031204 28.39 28.61 28.39 28.61 +0.22 442 11,055 +689
Sep04 031204 28.17 28.31 28.17 28.31 +0.22 714 16,368 +51
Oct04 031204 28.15 28.15 28.02 28.02 +0.22 1,550 11,460 -387
Nov04 031204 27.40 27.90 27.40 27.78 +0.22 1,400 9,596 +599
Dec04 031204 27.25 27.75 27.20 27.56 +0.22 2,146 35,420 +1,264
Jan05 031204 27.00 27.35 26.95 27.35 +0.22 424 11,690 +309
Feb05 031204 27.20 27.20 27.20 27.20 +0.22 150 4,346 +150
Mar05 031204 26.95 27.05 26.95 27.05 +0.21 2,450 4,437 +1,648
Apr05 031204 26.90 26.90 26.90 26.90 +0.20 0 1,866 +0
Total Volume and Open Interest 162,804 550,402 +5,753
Heating Oil(NYM)
Jan04 031204 85.70 89.30 84.80 88.19 +1.57 24,378 59,843 -2,542
Feb04 031204 85.60 89.20 85.05 88.24 +1.58 9,508 25,677 +786
Mar04 031204 83.90 86.70 83.40 85.89 +1.33 2,387 17,767 +169
Apr04 031204 80.90 82.04 80.90 82.04 +1.03 1,438 7,886 +308
May04 031204 78.35 79.00 78.25 78.69 +0.83 200 4,140 +48
Jun04 031204 76.64 76.64 76.64 76.64 +0.68 219 7,040 -66
Jul04 031204 75.00 75.49 75.00 75.49 +0.63 50 2,973 +25
Aug04 031204 75.90 75.90 75.39 75.39 +0.58 1 2,661 +0
Sep04 031204 75.99 75.99 75.99 75.99 +0.58 0 1,712 +0
Oct04 031204 76.00 76.59 76.00 76.59 +0.58 1 1,009 +0
Nov04 031204 76.50 77.50 76.50 77.09 +0.58 0 1,043 -21
Dec04 031204 77.00 77.70 77.00 77.59 +0.58 1 4,405 +0
Total Volume and Open Interest 38,225 139,188 -1,270
Unleaded Gas(NYM)
Jan04 031204 84.40 87.30 83.30 85.96 +0.32 20,348 54,665 -1,538
Feb04 031204 84.70 87.46 83.90 86.32 +0.39 6,343 12,575 +1,065
Mar04 031204 85.45 87.60 85.45 86.69 +0.31 1,013 6,253 +74
Apr04 031204 91.50 94.00 91.50 93.34 +0.31 1,274 9,079 +435
May04 031204 93.75 93.75 92.79 92.79 +0.26 425 5,852 +209
Jun04 031204 91.29 91.29 91.29 91.29 +0.21 260 3,160 +1
Jul04 031204 89.19 89.19 89.19 89.19 +0.16 10 160 +10
Aug04 031204 86.64 86.64 86.64 86.64 +0.11 150 751 +150
Sep04 031204 83.49 83.49 83.49 83.49 +0.06 10 1,050 +0
Oct04 031204 79.49 79.49 79.49 79.49 +0.06      
Total Volume and Open Interest 29,833 93,545 +406
Natural Gas(NYM)
Jan04 031204 5.755 6.560 5.740 6.337 +0.581 51,379 56,938 -3,885
Feb04 031204 5.720 6.480 5.710 6.303 +0.587 14,381 31,806 +810
Mar04 031204 5.480 6.050 5.480 5.923 +0.437 8,803 25,843 +664
Apr04 031204 4.850 5.170 4.850 5.073 +0.210 5,389 21,614 -307
May04 031204 4.750 4.950 4.750 4.893 +0.120 2,035 19,040 +365
Jun04 031204 4.760 4.920 4.760 4.893 +0.102 965 14,690 +274
Jul04 031204 4.770 4.920 4.760 4.883 +0.079 544 11,967 +52
Aug04 031204 4.770 4.930 4.770 4.888 +0.069 547 11,969 -35
Sep04 031204 4.785 4.870 4.770 4.868 +0.068 642 11,105 -163
Oct04 031204 4.775 4.870 4.775 4.858 +0.053 479 10,778 +64
Nov04 031204 4.930 5.010 4.930 4.992 +0.047 515 9,815 -91
Dec04 031204 5.100 5.180 5.080 5.140 +0.040 678 11,826 +91
Jan05 031204 5.190 5.250 5.190 5.250 +0.040 355 8,182 +131
Feb05 031204 5.200 5.250 5.200 5.200 +0.040 434 8,150 +282
Mar05 031204 5.060 5.060 5.020 5.020 +0.030 0 7,336 +0
Apr05 031204 4.620 4.620 4.610 4.610 +0.030 23 7,265 +0
Total Volume and Open Interest 88,254 329,018 -1,285
Brent Crude Oil(IPE)
Jan04 031204 29.38 29.65 28.40 29.23 +0.09 38,692 78,126 +884
Feb04 031204 29.16 29.36 28.30 28.99 +0.07 25,073 66,988 +1,294
Mar04 031204 28.90 29.06 28.09 28.72 +0.05 7,437 24,544 +906
Apr04 031204 28.55 28.66 27.80 28.38 +0.04 3,972 13,911 +810
May04 031204 28.21 28.52 27.51 28.05 +0.03 752 10,739 -210
Jun04 031204 27.85 27.97 27.25 27.74 +0.02 2,646 26,190 -91
Jul04 031204 27.54 27.54 27.26 27.43 -0.01 0 10,567 +0
Aug04 031204 27.25 27.25 27.13 27.13 -0.04 100 7,501 -100
Sep04 031204 27.06 27.06 26.87 26.87 -0.03 895 6,924 +57
Oct04 031204 26.64 26.64 26.64 26.64 -0.02 275 3,095 -201
Nov04 031204 26.48 26.48 26.42 26.42 -0.03 298 3,921 -98
Dec04 031204 26.30 26.55 25.93 26.25 -0.04 3,739 29,267 +1,049
Total Volume and Open Interest 86,779 311,854 +4,850
Gas Oil(IPE)
Dec03 031204 257.50 260.50 249.25 260.00 +6.00 12,092 25,839 -2,433
Jan04 031204 256.50 259.75 249.25 259.25 +6.75 13,769 39,121 -338
Feb04 031204 253.25 255.25 246.00 255.00 +6.00 3,891 17,403 +996
Mar04 031204 248.00 249.50 240.50 248.75 +5.75 402 5,944 -402
Apr04 031204 239.00 242.50 239.00 242.50 +5.50 12 7,439 +202
May04 031204 235.50 237.00 234.50 237.00 +4.75 10 5,315 +10
Jun04 031204 232.50 233.50 232.50 233.50 +4.00 1,018 10,662 -184
Jul04 031204 231.50 233.00 231.50 233.00 +3.75 5 3,134 +0
Aug04 031204 232.50 232.50 232.50 232.50 +3.25 0 2,414 +0
Sep04 031204 232.00 232.00 232.00 232.00 +3.00 400 3,707 +364
Total Volume and Open Interest 32,699 149,347 -2,025
US Dollar Index(NYBOT)
Dec03 031204 89.54 90.08 89.25 89.63 +0.06 788 18,368 -337
Mar04 031204 90.04 90.50 89.70 90.04 +0.07 400 3,316 +72
Jun04 031204 90.65 90.65 90.49 90.49 +0.07 2 18 +2
Total Volume and Open Interest 1,190 21,703 -263
Australian Dollar(CME)
Dec03 031204 73.46 73.78 73.05 73.46 -0.02 4,427 56,096 -2,986
Mar04 031204 72.70 72.89 72.35 72.69 -0.02 2,615 5,974 +2,300
Jun04 031204 71.92 71.92 71.92 71.92 -0.02 62 280 +41
Total Volume and Open Interest 7,104 62,444 -645
British Pound(CME)
Dec03 031204 172.29 172.77 171.62 172.13 -0.40 3,999 59,485 -3,074
Mar04 031204 171.09 171.60 170.40 170.91 -0.40 2,293 14,167 +2,514
Jun04 031204 170.10 170.10 169.50 169.59 -0.40 0 3 +0
Total Volume and Open Interest 6,292 73,661 -560
Canadian Dollar(CME)
Dec03 031204 76.42 76.80 76.00 76.14 -0.71 3,604 70,566 -1,317
Mar04 031204 76.11 76.50 75.70 75.84 -0.71 532 8,837 +186
Jun04 031204 75.95 76.15 75.55 75.59 -0.71 12 1,370 +3
Sep04 031204 75.47 75.47 75.36 75.36 -0.71 0 731 -4
Total Volume and Open Interest 4,176 81,796 -1,118
Japanese Yen(CME)
Dec03 031204 92.43 92.66 92.18 92.51 +0.03 7,137 139,177 +999
Mar04 031204 92.75 92.93 92.48 92.79 +0.03 858 4,445 +283
Jun04 031204 92.85 93.08 92.85 93.08 +0.03 19 218 +11
Total Volume and Open Interest 8,014 143,893 +1,293
Swiss Franc(CME)
Dec03 031204 77.53 78.15 77.15 77.65 +0.02 3,030 67,745 -596
Mar04 031204 77.73 78.25 77.37 77.82 +0.02 1,179 3,718 +1,013
Jun04 031204 77.98 77.98 77.98 77.98 +0.02 3 130 +3
Total Volume and Open Interest 4,212 71,693 +420
EuroFX(CME)
Dec03 031204 120.72 121.55 120.26 120.97 unch 10,370 125,182 -4,089
Mar04 031204 120.44 121.20 119.99 120.67 unch 2,148 7,720 +1,896
Jun04 031204 120.28 120.39 120.28 120.39 unch 54 320 +47
Total Volume and Open Interest 12,572 133,402 -2,149
Mexican Peso(CME)
Dec03 031204 8877.0 8920.0 8860.0 8887.0 +22.0 4,066 34,803 -413
Mar04 031204 8770.0 8807.0 8755.0 8777.0 +27.0 146 7,544 +51
Total Volume and Open Interest 4,219 42,762 -364
30-Year T-Bonds(CBOT)
Dec03 031204 108~17 109~06 108~10 109~01 +0~17 46,816 157,468 -17,246
Mar04 031204 107~01 107~23 106~26 107~19 +0~18 280,606 342,470 +20,434
Jun04 031204 105~21 106~07 105~21 106~07 +0~18 1,468 1,881 +1,141
Total Volume and Open Interest 328,891 502,223 +4,330
Municipal Bonds(CBOT)
Dec03 031204 101~24 102~05 101~24 102~05 +0~12 729 1,575 -217
Mar04 031204 100~12 101~00 100~12 100~26 +0~11 443 822 +296
Total Volume and Open Interest 1,172 2,397 +79
10-Year T-Notes(CBOT)
Dec03 031204 111~280 112~120 111~235 112~090 +0~135 103,482 195,830 -46,572
Mar04 031204 110~100 110~270 110~045 110~240 +0~150 605,931 825,789 +49,025
Total Volume and Open Interest 709,414 1,021,649 +2,454
5-Year T-Notes(CBOT)
Dec03 031204 111~130 111~210 111~130 111~195 +0~075 42,396 0 -309,036
Mar04 031204 109~295 110~110 109~290 110~090 +0~080 278,775 0 -646,660
Total Volume and Open Interest 321,171    
2 Year T-Notes(CBOT)
Dec03 031204 106~121 107~012 106~121 107~010 +0~010 13,218 34,744 -8,617
Mar04 031204 106~025 106~045 106~024 106~044 +0~011 13,138 119,126 +7,654
Total Volume and Open Interest 26,356 153,870 -963
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031204 98.808 98.817 98.805 98.815 +0.007 87,648 596,253 -4,201
Mar04 031204 98.595 98.660 98.595 98.645 +0.045 122,679 712,233 -5,929
Jun04 031204 98.205 98.300 98.205 98.285 +0.065 121,857 685,915 +7,416
Sep04 031204 97.770 97.870 97.765 97.850 +0.065 152,102 581,132 -6,480
Dec04 031204 97.295 97.395 97.285 97.375 +0.065 127,732 599,635 -2,654
Mar05 031204 96.880 96.975 96.870 96.955 +0.060 58,663 344,615 -5,253
Jun05 031204 96.520 96.600 96.500 96.580 +0.045 44,234 282,429 -867
Sep05 031204 96.210 96.290 96.200 96.265 +0.040 38,430 222,481 -6,405
Dec05 031204 95.950 96.020 95.950 96.000 +0.035 13,110 177,849 -445
Mar06 031204 95.730 95.810 95.730 95.790 +0.045 11,353 137,233 +45
Jun06 031204 95.560 95.610 95.545 95.595 +0.050 11,138 119,011 -68
Sep06 031204 95.370 95.420 95.360 95.420 +0.060 10,540 92,054 -487
Total Volume and Open Interest 832,780 5,148,053 -22,444
3-Mth Euro-Yen(CME)
Dec03 031204 99.93 99.93 99.93 99.93 unch 0 7,998 +49
Mar04 031204 99.89 99.89 99.89 99.89 unch 0 9,014 -70
Jun04 031204 99.88 99.88 99.88 99.88 unch 0 12,105 +40
Sep04 031204 99.82 99.82 99.82 99.82 unch 6 10,234 +166
Dec04 031204 99.73 99.73 99.73 99.73 unch 4 3,293 -67
Mar05 031204 99.57 99.57 99.57 99.57 unch 6 3,022 -40
Jun05 031204 99.48 99.48 99.48 99.48 +0.01 1 866 +64
Sep05 031204 99.38 99.38 99.38 99.38 +0.01 10 4,324 +48
Dec05 031204 99.27 99.27 99.27 99.27 +0.01 0 107 +63
Mar06 031204 99.18 99.18 99.18 99.18 +0.05 0 229 +0
Total Volume and Open Interest 27 52,130 +253
3-Mth Euro-Yen(SIMEX)
Dec03 031204 99.92 99.93 99.92 99.93 +0.01 1,954 43,771 +652
Mar04 031204 99.90 99.90 99.89 99.90 +0.01 2,039 60,832 +1,083
Jun04 031204 99.88 99.88 99.88 99.88 unch 7,445 67,102 -1,308
Sep04 031204 99.82 99.82 99.82 99.82 unch 8,371 43,489 +4,397
Dec04 031204 99.72 99.73 99.72 99.72 unch 295 32,664 +101
Mar05 031204 99.57 99.58 99.57 99.57 unch 39 19,537 +213
Jun05 031204 99.48 99.49 99.48 99.49 +0.01 42 11,151 +64
Sep05 031204 99.38 99.38 99.38 99.38 +0.01 178 13,707 +108
Total Volume and Open Interest 20,591 306,910 +5,396
German Euro-Bund(EUREX)
Dec03 031204 111.75 112.22 111.67 112.18 +0.39 946,011 477,446 -113,478
Mar04 031204 111.22 111.72 111.17 111.68 +0.39 336,731 448,137 +91,898
Jun04 031204 110.76 110.76 110.76 110.76 +0.39 5,532 2 +0
Total Volume and Open Interest 1,288,274 925,585 -21,580
German Euro-Bobl(EUREX)
Dec03 031204 109.66 110.02 109.62 110.00 +0.29 641,904 399,822 -46,352
Mar04 031204 109.10 109.46 109.05 109.43 +0.29 233,683 340,336 +78,171
Jun04 031204 108.70 108.70 108.70 108.70 +0.38 785 0 -40
Total Volume and Open Interest 876,372 740,158 +31,779
Long Gilt(LIFFE)
Dec03 031204 114~09 114~30 114~03 114~20 +0~04 6,311 20,042 -551
Mar04 031204 106~02 106~25 105~27 106~13 +0~04 41,353 169,537 -506
Total Volume and Open Interest 47,664 189,579 -1,057
3-Mth Short Sterling(LIFFE)
Dec03 031204 95.96 95.99 95.94 95.98 +0.02 24,326 216,389 +3,577
Mar04 031204 95.62 95.65 95.60 95.64 +0.01 25,144 168,603 +809
Jun04 031204 95.31 95.36 95.30 95.34 +0.01 27,067 171,605 -1,771
Total Volume and Open Interest 163,757 1,098,171 +3,591
3-Mth Euribor(LIFFE)
Dec03 031204 97.840 97.850 97.835 97.845 unch 36,624 568,518 -6,940
Mar04 031204 97.670 97.730 97.670 97.710 +0.010 100,054 502,146 -7,041
Jun04 031204 97.405 97.490 97.400 97.455 +0.010 115,030 449,786 +2,952
Total Volume and Open Interest 488,131 2,760,289 -8,511
3-Mth Aus T-Bills(SFE)
Dec03 031204 94.56 94.57 94.55 94.56 -0.01 25,207 142,227 +8,559
Mar04 031204 94.24 94.26 94.23 94.24 unch 24,401 191,914 +13,361
Jun04 031204 94.08 94.11 94.07 94.09 +0.01 7,684 73,312 +5,984
Sep04 031204 93.97 94.00 93.97 93.99 +0.02 3,685 33,379 +3,440
Dec04 031204 93.89 93.89 93.88 93.88 unch 175 21,955 +175
Mar05 031204 93.79 93.79 93.79 93.79 +0.01 162 17,675 +182
Jun05 031204 93.72 93.72 93.71 93.71 +0.01 403 12,434 +353
Sep05 031204 93.65 93.65 93.65 93.65 +0.01 247 5,554 +105
Dec05 031204 93.60 93.60 93.60 93.60 +0.01 200 2,418 +200
Mar06 031204 93.56 93.56 93.56 93.56 +0.01 0 750 +0
Total Volume and Open Interest 62,165 502,296 +32,360
10-Year Aus T-Bonds(SFE)
Dec03 031204 94.06 94.07 94.04 94.05 0.00 4,965 205,941 +4,128
Mar04 031204 94.02 94.03 94.01 94.02 unch 367 4,836 +548
Total Volume and Open Interest 21,539 206,101 +9,515
3-Year Aus T-Bonds(SFE)
Dec03 031204 94.16 94.19 94.16 94.17 +0.01 83,448 542,580 +50,940
Mar04 031204 94.02 94.03 94.02 94.02 +0.02 4,800 7,934 +4,750
Total Volume and Open Interest 88,248 550,514 +55,690
Gold(CMX)
Dec03 031204 401.5 405.0 400.0 403.3 -0.6 2,672 3,635 -3,143
Feb04 031204 402.0 406.0 400.8 404.2 -0.6 25,860 195,630 +252
Apr04 031204 404.0 405.6 401.8 405.1 -0.6 1,922 12,263 +1,163
Jun04 031204 404.0 407.0 402.7 406.1 -0.6 2,552 16,171 +112
Aug04 031204 407.1 407.1 407.1 407.1 -0.6 140 7,535 +100
Oct04 031204 408.1 408.1 408.1 408.1 -0.6 10 805 +9
Total Volume and Open Interest 33,675 277,518 -1,241
Silver(CMX)
Dec03 031204 543.0 547.0 536.0 545.2 -1.6 158 1,526 -676
Mar04 031204 546.0 548.0 538.0 547.2 -2.0 8,034 83,003 -645
May04 031204 547.5 548.3 543.0 548.3 -2.0 63 2,601 +22
Jul04 031204 545.0 549.6 542.0 549.6 -2.0 93 2,921 +24
Sep04 031204 550.8 550.8 550.8 550.8 -1.9 0 614 +0
Total Volume and Open Interest 8,541 102,777 -1,300
Platinum(NYM)
Jan04 031204 792.0 794.0 785.0 791.4 +14.6 533 8,311 -197
Apr04 031204 785.0 785.0 779.0 783.9 +14.6 154 1,491 +34
Total Volume and Open Interest 687 9,806 -163
Palladium(NYME)
Dec03 031204 193.10 199.00 193.10 198.40 +6.05 94 386 -139
Mar04 031204 194.20 203.00 194.20 200.00 +6.15 550 5,290 +55
Jun04 031204 195.50 204.00 195.50 200.75 +6.15 21 429 +17
Total Volume and Open Interest 665 6,105 -67
Copper(CMX)
Dec03 031204 97.95 97.95 96.20 96.30 -1.30 875 4,551 -368
Mar04 031204 98.10 98.15 96.30 96.50 -1.40 11,726 68,721 +425
May04 031204 97.40 97.40 96.20 96.20 -1.25 278 3,790 +63
Jul04 031204 96.10 96.10 95.90 95.90 -1.05 130 3,205 +88
Sep04 031204 96.00 96.00 95.50 95.50 -1.00 4 1,546 +2
Total Volume and Open Interest 13,726 91,978 +262
DJIA Index(CBOT)
Dec03 031204 9895 9930 9865 9922 +52 11,687 34,754 +7
Mar04 031204 9870 9909 9850 9897 +52 1,551 4,328 +822
Jun04 031204 9877 9877 9877 9877 +52 0 2 +0
Total Volume and Open Interest 13,238 39,085 +829
S & P 500(CME)
Dec03 031204 1065.10 1070.20 1062.80 1069.40 +4.30 84,075 494,893 -25,374
Mar04 031204 1064.00 1069.20 1062.00 1068.10 +4.30 37,340 109,087 +27,496
Jun04 031204 1067.60 1067.60 1067.60 1067.60 +4.30 2,510 5,785 +1,694
Sep04 031204 1067.60 1067.60 1067.60 1067.60 +4.10 469 1,071 +410
Total Volume and Open Interest 124,394 610,943 +4,226
S & P 500 E-Mini(Globex)
Dec03 031204 1064.75 1070.50 1062.75 1069.50 +4.50 676,617 556,056 +29,986
Mar04 031204 1062.75 1068.75 1061.75 1068.00 +4.25 9,121 22,534 +6,098
Total Volume and Open Interest 685,738 578,590 +36,084
NASDAQ 100(CME)
Dec03 031204 1423.00 1435.50 1410.50 1433.00 +15.00 15,009 76,989 +142
Mar04 031204 1426.00 1436.50 1415.50 1436.50 +15.00 361 3,781 +521
Jun04 031204 1440.00 1440.00 1440.00 1440.00 +15.00 0 47 +0
Total Volume and Open Interest 15,370 80,817 +663
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031204 1418.0 1435.5 1410.5 1433.0 +15.0 369,110 258,764 +6,332
Mar04 031204 1423.0 1438.0 1415.0 1436.5 +15.0 1,083 2,703 +427
Total Volume and Open Interest 370,193 261,467 +6,759
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031204 570.00 570.00 562.50 567.35 -1.05 1,858 16,008 -409
Mar04 031204 570.25 570.25 567.50 567.50 -1.05 678 791 +791
Jun04 031204 567.50 567.50 567.50 567.50 -1.25 0 1 +0
Total Volume and Open Interest 2,536 16,800 +382
Russell 2000(CME)
Dec03 031204 544.00 546.00 536.00 545.00 +1.50 3,167 21,450 -132
Mar04 031204 545.00 545.00 537.25 545.00 +1.50 581 936 +600
Jun04 031204 545.10 545.10 545.10 545.10 +1.50      
Total Volume and Open Interest 3,748 22,386 +468
Value Line(KCBT)
Dec03 031204 1474.00 1477.00 1474.00 1477.00 +1.00 10 30 -6
Total Volume and Open Interest 10 41 -6
Nikkei 225(CME)
Dec03 031204 10455 10465 10330 10395 +55 3,169 35,003 +635
Mar04 031204 10465 10465 10350 10405 +55 296 671 +143
Total Volume and Open Interest 3,465 35,715 +778
Nikkei 225(SIMEX)
Dec03 031204 10340 10455 10340 10420 +80 28,432 140,209 -4,199
Mar04 031204 10355 10440 10330 10430 +95 5,837 10,872 +5,747
Jun04 031204 10385 10385 10385 10385 +95      
Total Volume and Open Interest 34,269 151,081 +1,548
CAC 40(MATIF)
Dec03 031204 3491.0 3513.0 3482.0 3500.0 -7.0 76,963 511,908 +17,091
Jan04 031204 3502.5 3505.5 3498.5 3505.5 -6.5 3 1,701 -39
Feb04 031204 3510.5 3510.5 3510.5 3510.5 -7.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031204 3875.0 3899.5 3850.5 3857.5 -32.0 116,463 287,120 +294
Mar04 031204 3894.0 3919.0 3872.0 3878.0 -32.0 2,577 14,585 +962
Jun04 031204 3904.0 3938.5 3895.0 3899.5 -32.5 1,121 4,695 +43
Total Volume and Open Interest 120,161 306,400 +1,299
FT-SE 100(LIFFE)
Dec03 031204 4392.00 4395.00 4374.50 4390.00 -2.50 126,400 370,712 -10,316
Mar04 031204 4387.00 4389.50 4370.00 4385.00 -2.50 34,976 55,443 +18,446
Jun04 031204 4397.50 4397.50 4397.50 4397.50 -2.50 1,000 7,479 +500
Total Volume and Open Interest 164,876 436,785 +10,130
SPI 200(SFE)
Dec03 031204 3222.0 3241.0 3220.0 3231.0 +11.0 23,339 176,885 +10,101
Mar04 031204 3237.0 3253.0 3234.0 3244.0 +12.0 3,757 9,962 +3,504
Jun04 031204 3246.0 3256.0 3246.0 3256.0 +11.0 127 3,100 +6
Total Volume and Open Interest 27,224 191,917 +13,612
GSCI(CME)
Dec03 031204 253.00 260.90 252.00 258.30 +2.80 176 12,496 -76
Jan04 031204 257.10 258.25 256.70 257.50 +2.90 31 550 +29
Feb04 031204 253.30 253.30 253.30 253.30 +3.30      
Total Volume and Open Interest 207 13,046 -47
Reuters CRB Index(NYBOT)
Jan04 031204 257.50 258.00 255.75 257.00 +0.30 39 554 -13
Feb04 031204 255.25 255.25 254.00 255.00 +0.05 1 67 +2
Apr04 031204 253.50 253.50 252.25 252.75 -0.70 6 123 +4
Total Volume and Open Interest 46 747 -7
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!