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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 December 08, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031208 762.00 774.50 761.50 770.75 +10.25 38,833 102,141 -2,633
Mar04 031208 762.00 775.00 761.75 772.00 +10.25 20,147 59,876 +3,587
May04 031208 750.00 762.00 748.50 760.25 +10.75 6,113 45,548 -174
Jul04 031208 734.00 748.50 733.00 745.75 +12.25 3,912 25,673 -79
Aug04 031208 709.00 722.00 709.00 718.50 +9.50 700 5,353 +159
Sep04 031208 665.00 674.00 665.00 666.50 +5.50 189 1,668 +107
Nov04 031208 603.50 610.00 603.50 608.50 +4.50 1,137 14,080 +19
Total Volume and Open Interest 71,038 254,395 +989
Soybean Meal(CBOT)
Dec03 031208 225.90 227.20 224.90 226.20 +0.50 3,116 1,873 -1,820
Jan04 031208 226.00 228.00 225.50 227.50 +1.50 14,129 36,699 -276
Mar04 031208 226.50 229.70 226.30 228.70 +1.40 10,396 41,469 +688
May04 031208 224.50 227.50 224.50 226.40 +1.20 5,922 43,532 +1,156
Jul04 031208 221.80 224.80 221.70 223.70 +1.40 4,080 23,629 +233
Aug04 031208 216.00 217.90 214.30 215.50 +0.50 1,059 6,303 +343
Sep04 031208 204.00 204.50 203.50 203.90 +0.80 425 4,889 +107
Oct04 031208 184.50 184.50 182.70 183.10 +0.10 317 5,124 +170
Total Volume and Open Interest 40,309 176,042 +639
Soybean Oil(CBOT)
Dec03 031208 28.25 28.65 28.23 28.65 +0.70 3,075 3,660 -1,894
Jan04 031208 27.75 28.15 27.70 28.07 +0.64 11,746 49,250 -559
Mar04 031208 27.50 28.00 27.48 27.95 +0.73 7,611 49,370 +526
May04 031208 27.05 27.58 27.05 27.54 +0.66 2,683 37,377 -399
Jul04 031208 26.85 27.18 26.75 27.16 +0.71 1,391 33,325 -18
Aug04 031208 26.40 26.61 26.30 26.60 +0.68 95 3,882 +50
Sep04 031208 25.55 25.75 25.55 25.75 +0.55 139 2,651 +26
Oct04 031208 24.35 24.45 24.20 24.42 +0.47 35 2,698 +30
Total Volume and Open Interest 27,526 191,679 -1,873
Canola(WCE)
Jan04 031208 367.0 368.0 365.9 367.7 +1.8 2,180 20,601 -351
Mar04 031208 371.0 372.7 370.7 372.2 +2.2 1,247 12,649 +348
May04 031208 375.5 376.5 374.5 376.4 +0.9 75 4,911 +36
Jul04 031208 377.0 378.6 377.0 378.6 -0.4 25 3,768 +25
Sep04 031208 342.5 342.5 342.5 342.5 unch      
Total Volume and Open Interest 3,527 46,814 +58
Corn(CBOT)
Dec03 031208 245.75 249.00 245.50 246.75 +0.25 7,660 19,551 -2,467
Mar04 031208 247.00 250.25 246.75 248.00 -0.50 42,724 306,431 -251
May04 031208 250.25 252.75 250.00 250.75 -0.50 5,280 48,662 +839
Jul04 031208 251.00 254.50 251.00 252.25 -0.25 2,035 37,187 +341
Sep04 031208 248.75 250.00 248.50 248.50 +0.25 127 7,073 +20
Dec04 031208 247.00 248.50 246.75 247.00 -0.50 2,320 32,668 +160
Total Volume and Open Interest 60,226 454,745 -1,347
Wheat(CBOT)
Dec03 031208 393.00 396.50 389.00 396.50 +5.50 717 926 +279
Mar04 031208 404.00 410.00 400.00 409.50 +6.25 22,955 106,346 -300
May04 031208 398.00 406.50 397.00 405.25 +8.25 950 8,011 +92
Jul04 031208 369.50 378.00 368.50 377.25 +7.50 2,134 12,572 +281
Sep04 031208 375.00 380.00 374.00 380.00 +7.50 45 521 +19
Total Volume and Open Interest 27,018 129,284 +395
Wheat(KCBT)
Dec03 031208 400.00 403.50 400.00 403.50 +3.50 527 231 -422
Mar04 031208 398.00 404.00 396.00 403.75 +5.75 9,688 58,379 -945
May04 031208 391.50 398.00 391.50 397.75 +6.25 429 4,531 +27
Jul04 031208 371.00 379.25 370.50 379.00 +8.00 1,009 5,508 +65
Sep04 031208 375.50 380.50 375.50 380.50 +7.00 5 334 +0
Total Volume and Open Interest 11,662 69,361 -1,275
Wheat(MGE)
Dec03 031208 398.00 398.00 398.00 398.00 unch 21 41 -8
Mar04 031208 398.50 403.00 395.00 401.75 +2.50 3,904 26,964 +1,192
May04 031208 393.00 398.00 393.00 397.50 +4.50 1,051 4,001 +510
Jul04 031208 390.00 392.50 389.00 389.00 +3.00 38 874 +12
Sep04 031208 379.00 379.00 378.00 378.00 +3.00 45 625 -1
Total Volume and Open Interest 5,074 32,706 +1,717
Oats(CBOT)
Dec03 031208 144.25 144.25 143.00 143.00 +2.50 0 51 -76
Mar04 031208 147.00 148.75 146.75 147.25 +0.50 967 4,458 +21
May04 031208 149.00 149.75 149.00 149.00 unch 23 340 -9
Jul04 031208 152.00 152.00 152.00 152.00 unch 4 97 +3
Total Volume and Open Interest 994 4,953 -61
Rough Rice(CBOT)
Jan04 031208 8.73 8.73 8.64 8.69 unch 314 4,921 -245
Mar04 031208 8.88 8.89 8.84 8.89 -0.01 279 1,763 +72
May04 031208 8.94 8.94 8.94 8.94 unch 28 662 -17
Jul04 031208 8.99 8.99 8.99 8.99 unch 13 410 +0
Total Volume and Open Interest 650 7,786 -180
Live Cattle(CME)
Dec03 031208 96.900 97.200 95.950 97.025 +0.450 5,115 15,596 -1,880
Feb04 031208 91.850 91.875 90.900 91.625 -0.225 6,402 56,310 +954
Apr04 031208 83.150 83.150 82.500 82.925 -0.225 2,077 20,884 +184
Jun04 031208 75.400 75.650 75.250 75.550 +0.125 940 12,192 +103
Aug04 031208 74.300 74.400 74.100 74.225 -0.025 561 4,113 +250
Oct04 031208 77.350 77.400 77.200 77.325 unch 127 1,640 +37
Total Volume and Open Interest 15,337 112,515 -307
Feeder Cattle(CME)
Jan04 031208 98.900 98.900 97.900 97.950 -0.350 2,103 9,666 -250
Mar04 031208 92.800 92.800 91.850 92.200 +0.075 830 3,592 +99
Apr04 031208 89.600 89.700 89.150 89.200 +0.025 165 930 -24
May04 031208 89.900 90.250 89.650 90.075 +0.125 263 2,449 +19
Aug04 031208 90.600 90.600 90.350 90.550 +0.150 38 1,135 +3
Sep04 031208 89.900 89.900 89.900 89.900 unch 4 413 +4
Oct04 031208 89.900 89.900 89.900 89.900 unch 0 18 +0
Total Volume and Open Interest 3,403 18,204 -149
Lean Hogs(CME)
Dec03 031208 49.600 49.775 49.200 49.675 +0.625 1,823 6,007 +38
Feb04 031208 53.500 54.500 52.775 54.400 +0.600 3,720 26,611 +316
Apr04 031208 56.900 57.275 55.850 57.125 +0.025 876 7,306 +238
May04 031208 59.500 59.800 59.275 59.800 +0.150 106 958 +6
Jun04 031208 62.900 63.000 62.450 62.825 unch 283 2,671 +157
Jul04 031208 61.000 61.050 60.550 61.050 +0.150 80 796 +65
Aug04 031208 58.550 58.850 58.250 58.850 +0.250 50 521 +14
Oct04 031208 51.425 51.700 51.425 51.450 +0.100 11 340 +2
Total Volume and Open Interest 6,954 45,314 +838
Pork Bellies(CME)
Feb04 031208 86.300 87.725 85.550 87.625 +0.775 278 1,971 -11
Mar04 031208 86.100 86.500 85.600 86.500 +1.100 2 178 +2
May04 031208 86.500 86.500 86.500 86.500 +0.300 2 166 +2
Jul04 031208 90.500 90.500 90.500 90.500 +0.500 2 57 +0
Aug04 031208 90.250 90.250 90.250 90.250 +0.250 1 13 +0
Total Volume and Open Interest 285 2,385 -7
BFP Milk Class III(CME)
Dec03 031208 11.65 11.65 11.60 11.64 -0.01 24 4,035 +9
Jan04 031208 11.62 11.64 11.50 11.51 -0.14 141 2,576 +71
Feb04 031208 11.41 11.42 11.41 11.41 -0.06 14 1,759 +24
Mar04 031208 11.40 11.42 11.40 11.42 -0.07 2 1,595 +2
Apr04 031208 11.42 11.45 11.42 11.45 -0.04 0 1,096 +0
Total Volume and Open Interest 371 17,066 +155
Cocoa(NYBOT)
Dec03 031208 1591 1613 1591 1613 +28 4 74 -13
Mar04 031208 1585 1629 1581 1623 +28 5,093 31,485 +292
May04 031208 1578 1615 1576 1613 +25 1,741 14,186 -752
Jul04 031208 1578 1614 1578 1608 +22 359 12,870 +102
Sep04 031208 1605 1611 1605 1611 +23 264 7,399 +22
Dec04 031208 1595 1624 1592 1619 +22 285 8,738 +9
Mar05 031208 1595 1630 1591 1626 +18 0 3,870 +0
Total Volume and Open Interest 8,744 94,239 -340
Coffee "C"(NYBOT)
Dec03 031208 63.00 64.30 63.00 63.85 +1.95 18 117 -1
Mar04 031208 65.75 67.50 65.60 66.45 +1.80 6,037 51,951 -129
May04 031208 67.60 69.25 67.50 68.30 +1.75 289 8,118 +36
Jul04 031208 69.60 71.00 69.40 70.10 +1.70 149 5,190 -13
Sep04 031208 71.15 73.00 71.15 71.85 +1.70 114 5,835 -12
Dec04 031208 73.50 75.00 73.50 74.40 +1.65 290 3,588 +94
Total Volume and Open Interest 6,974 76,752 +35
Orange Juice(NYBOT)
Jan04 031208 70.10 70.30 69.20 69.55 -0.45 962 15,190 -460
Mar04 031208 73.50 73.70 72.50 72.90 -0.55 874 13,633 +364
May04 031208 76.00 76.30 75.50 75.50 -0.60 33 5,426 -1
Jul04 031208 78.75 78.75 78.10 78.10 -0.65 3 535 +3
Sep04 031208 81.40 81.40 80.70 80.70 -0.70 0 460 +0
Total Volume and Open Interest 1,872 35,541 -94
Sugar #11(NYBOT)
Mar04 031208 6.72 6.75 6.62 6.66 +0.01 21,108 114,251 -414
May04 031208 6.59 6.60 6.52 6.54 -0.01 3,996 26,612 +60
Jul04 031208 6.37 6.38 6.31 6.32 -0.02 3,728 30,934 +369
Oct04 031208 6.34 6.34 6.30 6.31 -0.01 2,223 18,301 +76
Mar05 031208 6.44 6.44 6.41 6.43 +0.02 274 7,816 -43
Total Volume and Open Interest 32,172 203,217 -512
London Cocoa(LCE)
Dec03 031208 912 930 905 926 +6 5,649 21,058 -2,316
Mar04 031208 945 967 940 963 +9 6,417 49,025 +1,225
May04 031208 962 985 960 982 +8 1,035 18,059 +226
Jul04 031208 990 1007 981 1004 +9 1,295 20,992 +385
Sep04 031208 998 1012 989 1012 +9 202 20,365 +71
Dec04 031208 993 1017 990 1013 +10 297 40,066 +47
Mar05 031208 1000 1025 1000 1021 +12 1,020 17,702 +646
Total Volume and Open Interest 15,916 188,465 +284
London Coffee(LCE)
Jan04 031208 694.00 726.00 693.00 723.00 +32.00 2,412 53,527 -373
Mar04 031208 708.00 737.00 706.00 734.00 +30.00 1,765 41,919 +498
May04 031208 725.00 750.00 723.00 748.00 +28.00 105 25,086 +72
Jul04 031208 737.00 764.00 737.00 764.00 +29.00 147 12,914 +88
Sep04 031208 755.00 778.00 753.00 778.00 +29.00 105 11,414 +68
Nov04 031208 770.00 791.00 768.00 791.00 +29.00 0 6,220 +0
Total Volume and Open Interest 4,734 152,380 +396
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031208 199.00 199.90 197.50 197.60 +0.10 4,025 18,291 +510
May04 031208 196.10 197.00 195.50 195.60 +0.60 789 7,921 -82
Aug04 031208 193.10 193.50 191.10 191.40 unch 625 7,113 -291
Oct04 031208 192.00 192.00 189.20 189.60 -0.40 287 3,924 -287
Total Volume and Open Interest 5,815 38,766 -92
Cotton(NYBOT)
Dec03 031205 68.50 68.50 67.74 67.74 +0.74 18 72 -9
Mar04 031208 71.65 71.80 68.90 70.04 -1.45 2,962 54,986 -528
May04 031208 72.62 72.65 70.20 71.20 -1.26 354 13,049 +4
Jul04 031208 73.30 73.30 71.00 71.88 -1.19 303 5,729 -26
Oct04 031208 64.35 64.35 64.35 64.35 -0.50 0 335 +0
Dec04 031208 65.25 65.35 64.25 64.60 -0.65 340 3,974 -127
Total Volume and Open Interest 3,982 79,188 -717
Lumber(CME)
Jan04 031208 290.0 292.0 287.2 287.4 -9.8 312 1,326 -27
Mar04 031208 304.0 304.0 298.0 300.4 -7.6 96 367 +5
May04 031208 308.0 308.0 304.5 305.1 -6.1 4 85 +0
Jul04 031208 311.1 315.8 311.1 315.8 -2.0 3 28 +1
Total Volume and Open Interest 415 1,807 -21
Crude Oil(NYM)
Jan04 031208 31.00 32.43 30.92 32.10 +1.37 74,633 139,767 -15,866
Feb04 031208 30.90 32.30 30.85 32.00 +1.36 49,034 74,088 +3,367
Mar04 031208 30.50 31.80 30.50 31.56 +1.31 13,871 51,619 +2,065
Apr04 031208 30.55 31.30 30.55 31.10 +1.23 5,609 31,060 +841
May04 031208 29.75 30.85 29.75 30.65 +1.17 2,475 17,444 +319
Jun04 031208 29.30 30.35 29.30 30.21 +1.13 4,678 31,007 -809
Jul04 031208 29.42 29.80 29.42 29.79 +1.09 971 19,250 +468
Aug04 031208 29.10 29.43 29.09 29.43 +1.05 292 11,364 +179
Sep04 031208 28.55 29.11 28.55 29.11 +1.01 121 16,541 -66
Oct04 031208 28.80 28.80 28.80 28.80 +0.97 269 11,546 +136
Nov04 031208 28.18 28.53 28.18 28.53 +0.93 761 9,370 -355
Dec04 031208 27.70 28.32 27.68 28.31 +0.89 4,693 36,102 +575
Jan05 031208 27.55 28.09 27.50 28.09 +0.87 1,363 11,994 +528
Feb05 031208 27.75 27.93 27.75 27.93 +0.85 285 4,206 -150
Mar05 031208 27.77 27.77 27.77 27.77 +0.83 100 4,315 +1
Apr05 031208 27.62 27.62 27.62 27.62 +0.81 0 1,866 +0
Total Volume and Open Interest 160,167 551,652 -9,436
Heating Oil(NYM)
Jan04 031208 87.15 91.70 87.15 90.54 +4.18 27,122 56,957 -3,124
Feb04 031208 87.70 91.65 87.35 90.56 +4.11 17,148 30,890 +3,309
Mar04 031208 85.10 88.75 85.10 88.01 +3.71 2,534 18,662 +223
Apr04 031208 81.70 84.50 81.70 84.06 +3.36 728 7,784 -223
May04 031208 80.66 80.66 80.66 80.66 +3.16 300 4,317 +17
Jun04 031208 76.70 78.51 76.70 78.51 +2.96 128 7,017 +19
Jul04 031208 75.70 77.36 75.70 77.36 +2.86 222 3,129 +145
Aug04 031208 75.65 77.21 75.65 77.21 +2.76 220 2,806 +100
Sep04 031208 77.76 77.76 77.76 77.76 +2.71 0 1,712 +0
Oct04 031208 78.31 78.31 78.31 78.31 +2.66 20 1,001 -9
Nov04 031208 78.76 78.76 78.76 78.76 +2.61 4 1,059 +4
Dec04 031208 79.21 79.21 79.21 79.21 +2.56 29 4,421 +29
Total Volume and Open Interest 48,471 142,885 +506
Unleaded Gas(NYM)
Jan04 031208 85.60 88.40 84.50 87.34 +2.21 18,128 50,945 -3,781
Feb04 031208 86.40 89.30 85.40 88.21 +2.48 9,344 16,655 +2,673
Mar04 031208 86.80 89.35 86.80 88.73 +2.45 1,755 6,662 +171
Apr04 031208 95.00 96.00 95.00 95.63 +2.45 1,166 9,279 +100
May04 031208 95.23 95.23 95.23 95.23 +2.48 286 6,037 +145
Jun04 031208 92.70 94.50 92.70 93.83 +2.48 190 3,265 +104
Jul04 031208 91.78 91.78 91.78 91.78 +2.43 25 170 +10
Aug04 031208 89.18 89.18 89.18 89.18 +2.38 0 851 +0
Sep04 031208 86.03 86.03 86.03 86.03 +2.38 0 1,100 +0
Oct04 031208 82.03 82.03 82.03 82.03 +2.38      
Nov04 031208 80.03 80.03 80.03 80.03        
Dec04 031208 78.95 78.95 78.95 78.95        
Natural Gas(NYM)
Jan04 031208 6.220 6.930 6.210 6.902 +0.767 38,777 55,241 +487
Feb04 031208 6.220 6.900 6.205 6.881 +0.749 15,737 34,393 +632
Mar04 031208 5.900 6.350 5.850 6.331 +0.524 9,090 28,154 +628
Apr04 031208 5.020 5.200 5.000 5.196 +0.214 6,844 22,748 -311
May04 031208 4.810 4.906 4.810 4.906 +0.114 3,528 19,983 +192
Jun04 031208 4.800 4.901 4.800 4.901 +0.109 1,291 15,409 +321
Jul04 031208 4.820 4.896 4.810 4.896 +0.104 1,653 13,351 +901
Aug04 031208 4.810 4.891 4.810 4.891 +0.099 1,453 12,416 +207
Sep04 031208 4.780 4.871 4.780 4.871 +0.099 478 12,016 +195
Oct04 031208 4.770 4.861 4.770 4.861 +0.099 1,529 11,985 +575
Nov04 031208 4.930 5.006 4.920 5.006 +0.099 618 10,089 +177
Dec04 031208 5.060 5.161 5.050 5.161 +0.099 788 11,485 -288
Jan05 031208 5.180 5.276 5.180 5.276 +0.099 722 8,234 +119
Feb05 031208 5.170 5.231 5.170 5.231 +0.094 130 8,031 -4
Mar05 031208 5.000 5.046 5.000 5.046 +0.079 39 7,350 +15
Apr05 031208 4.590 4.620 4.580 4.611 +0.044 123 7,471 +101
Total Volume and Open Interest 83,751 339,541 +4,313
Brent Crude Oil(IPE)
Jan04 031208 29.07 30.25 28.95 29.98 +1.24 28,324 68,791 -9,482
Feb04 031208 28.79 30.00 28.72 29.85 +1.28 24,919 67,747 -539
Mar04 031208 28.66 29.70 28.51 29.65 +1.28 9,744 28,346 +3,168
Apr04 031208 28.28 29.31 28.22 29.31 +1.22 1,147 14,003 -287
May04 031208 28.01 28.98 28.01 28.98 +1.17 184 10,673 -84
Jun04 031208 27.70 28.66 27.60 28.66 +1.13 796 26,507 -314
Jul04 031208 27.40 28.35 27.40 28.35 +1.10 100 10,268 -100
Aug04 031208 27.62 28.05 27.62 28.05 +1.06 0 7,701 +0
Sep04 031208 26.93 27.76 26.93 27.76 +1.02 0 6,924 +0
Oct04 031208 26.72 27.51 26.72 27.51 +0.98 10 3,105 +10
Nov04 031208 27.06 27.30 27.05 27.30 +0.96 0 3,921 +0
Dec04 031208 26.35 27.12 26.25 27.12 +0.93 3,146 27,275 -1,317
Total Volume and Open Interest 69,070 305,674 -8,995
Gas Oil(IPE)
Dec03 031208 258.75 267.25 256.50 267.00 +11.50 7,290 21,901 -1,158
Jan04 031208 258.00 266.50 256.25 266.00 +10.50 13,971 40,853 -1,103
Feb04 031208 254.00 262.25 253.00 262.00 +9.75 5,940 19,985 +1,602
Mar04 031208 247.00 255.25 247.00 255.25 +9.25 2,109 5,950 -291
Apr04 031208 248.25 248.25 248.25 248.25 +8.75 800 6,966 -300
May04 031208 242.50 242.50 242.50 242.50 +8.50 500 5,136 -300
Jun04 031208 239.75 239.75 239.75 239.75 +8.75 500 10,262 -200
Jul04 031208 239.25 239.25 239.25 239.25 +8.75 212 3,475 -248
Aug04 031208 238.75 238.75 238.75 238.75 +8.50 0 2,414 +0
Sep04 031208 238.25 238.25 238.25 238.25 +8.25 0 3,707 +0
Total Volume and Open Interest 31,522 149,018 -2,098
US Dollar Index(NYBOT)
Dec03 031208 89.23 89.23 88.69 88.75 -0.44 4,151 15,073 -2,942
Mar04 031208 89.50 89.67 89.09 89.16 -0.44 3,409 5,824 +2,403
Jun04 031208 89.61 89.61 89.61 89.61 -0.44 0 18 +0
Total Volume and Open Interest 7,560 20,916 -539
Australian Dollar(CME)
Dec03 031208 74.04 74.07 73.85 73.95 +0.39 5,130 50,590 -3,329
Mar04 031208 73.27 73.32 73.09 73.18 +0.39 5,637 16,978 +7,102
Jun04 031208 72.55 72.55 72.40 72.41 +0.39 8 338 +8
Total Volume and Open Interest 10,776 68,001 +3,782
British Pound(CME)
Dec03 031208 173.27 173.55 173.08 173.16 +0.31 12,070 53,637 -6,630
Mar04 031208 172.11 172.32 171.89 171.95 +0.31 10,145 27,852 +10,668
Jun04 031208 170.59 170.59 170.59 170.59 +0.31 2 8 +2
Total Volume and Open Interest 22,217 81,503 +4,040
Canadian Dollar(CME)
Dec03 031208 76.78 77.15 76.66 76.98 +0.42 9,431 61,212 -5,288
Mar04 031208 76.47 76.85 76.33 76.67 +0.42 6,936 19,125 +6,715
Jun04 031208 76.15 76.55 76.15 76.42 +0.42 3 1,370 -1
Sep04 031208 76.19 76.19 76.19 76.19 +0.42 0 731 +0
Total Volume and Open Interest 16,398 82,740 +1,432
Japanese Yen(CME)
Dec03 031208 93.10 93.36 92.94 93.11 +0.24 35,708 131,741 -7,476
Mar04 031208 93.42 93.66 93.15 93.39 +0.24 27,419 30,386 +25,293
Jun04 031208 93.68 93.68 93.68 93.68 +0.24 75 265 +29
Total Volume and Open Interest 63,202 162,446 +17,846
Swiss Franc(CME)
Dec03 031208 78.93 79.17 78.81 78.96 +0.49 10,524 58,418 -3,543
Mar04 031208 79.15 79.37 78.99 79.14 +0.50 4,872 19,734 +1,987
Jun04 031208 79.30 79.30 79.30 79.30 +0.50 10 130 +0
Total Volume and Open Interest 15,406 78,382 -1,556
EuroFX(CME)
Dec03 031208 122.17 122.37 121.98 122.19 +0.57 17,442 102,895 -11,919
Mar04 031208 121.89 122.06 121.69 121.89 +0.57 6,262 28,712 +3,465
Jun04 031208 121.80 121.80 121.50 121.60 +0.57 52 343 +29
Total Volume and Open Interest 23,820 132,136 -8,422
Mexican Peso(CME)
Dec03 031208 8900.0 8900.0 8872.0 8892.0 -13.0 7,969 30,752 -3,604
Mar04 031208 8790.0 8792.0 8760.0 8782.0 -13.0 2,749 11,321 +2,260
Total Volume and Open Interest 10,738 42,508 -1,324
30-Year T-Bonds(CBOT)
Dec03 031208 110~24 110~29 109~28 110~00 -0~29 21,014 127,599 -6,513
Mar04 031208 109~09 109~16 108~13 108~17 -0~29 337,880 366,700 +11,652
Jun04 031208 107~13 107~20 107~02 107~05 -0~29 686 3,219 +1
Total Volume and Open Interest 359,611 497,929 +5,140
Municipal Bonds(CBOT)
Dec03 031208 103~04 103~06 102~27 102~27 -0~13 386 1,358 -166
Mar04 031208 101~27 101~29 101~14 101~16 -0~13 463 1,032 +195
Total Volume and Open Interest 849 2,390 +29
10-Year T-Notes(CBOT)
Dec03 031208 113~135 113~200 113~020 113~045 -0~120 64,971 132,251 -20,332
Mar04 031208 112~015 112~065 111~200 111~225 -0~130 882,368 882,227 +33,314
Total Volume and Open Interest 947,341 1,014,509 +12,974
5-Year T-Notes(CBOT)
Dec03 031208 112~140 112~180 112~080 112~085 -0~075 24,944 0 +0
Mar04 031208 111~035 111~110 110~315 111~005 -0~075 394,285 0 +0
Total Volume and Open Interest 419,229    
2 Year T-Notes(CBOT)
Dec03 031208 107~060 107~060 107~041 107~044 -0~012 6,428 26,720 -722
Mar04 031208 106~088 106~097 106~080 106~082 -0~014 12,315 126,734 +2,346
Total Volume and Open Interest 18,743 153,454 +1,624
3-Mth T-Bills(IMM)
Eurodollars(CME)
Dec03 031208 98.825 98.827 98.820 98.823 unch 111,356 590,972 -3,273
Mar04 031208 98.720 98.725 98.700 98.710 -0.015 341,080 776,025 +38,161
Jun04 031208 98.455 98.460 98.410 98.425 -0.025 330,210 715,285 +26,753
Sep04 031208 98.075 98.100 98.040 98.050 -0.030 366,884 564,297 +1,532
Dec04 031208 97.640 97.675 97.600 97.610 -0.040 336,133 604,115 +8,332
Mar05 031208 97.220 97.255 97.175 97.185 -0.045 99,527 346,800 -1,052
Jun05 031208 96.840 96.870 96.785 96.800 -0.055 55,031 287,915 +8,082
Sep05 031208 96.515 96.545 96.455 96.460 -0.065 43,966 222,509 +862
Dec05 031208 96.240 96.260 96.185 96.185 -0.065 31,409 181,379 +1,842
Mar06 031208 96.020 96.040 95.965 95.965 -0.065 19,026 141,413 +3,276
Jun06 031208 95.810 95.840 95.755 95.760 -0.070 15,519 118,240 +545
Sep06 031208 95.620 95.650 95.580 95.580 -0.060 15,098 93,792 +1,384
Total Volume and Open Interest 1,822,710 5,252,250 +91,111
3-Mth Euro-Yen(CME)
Dec03 031208 99.93 99.93 99.93 99.93 unch 3 7,946 -31
Mar04 031208 99.90 99.90 99.90 99.90 unch 380 8,058 -823
Jun04 031208 99.88 99.88 99.88 99.88 -0.01 360 12,403 +217
Sep04 031208 99.85 99.85 99.85 99.85 +0.01 381 10,519 +221
Dec04 031208 99.77 99.77 99.77 99.77 +0.02 120 3,107 +1
Mar05 031208 99.60 99.60 99.60 99.60 unch 0 3,015 +0
Jun05 031208 99.52 99.52 99.52 99.52 +0.02 0 666 +0
Sep05 031208 99.42 99.42 99.42 99.42 +0.02 0 4,424 +0
Dec05 031208 99.31 99.31 99.31 99.31 +0.03 0 107 +0
Mar06 031208 99.22 99.22 99.22 99.22 +0.04 0 229 +0
Total Volume and Open Interest 1,244 51,412 -415
3-Mth Euro-Yen(SIMEX)
Dec03 031208 99.93 99.93 99.93 99.93 unch 263 43,555 -62
Mar04 031208 99.90 99.90 99.90 99.90 unch 1,482 60,593 -119
Jun04 031208 99.88 99.89 99.88 99.88 unch 688 67,529 -226
Sep04 031208 99.84 99.85 99.84 99.84 +0.01 84 42,776 -58
Dec04 031208 99.75 99.76 99.75 99.76 +0.02 297 32,469 -572
Mar05 031208 99.61 99.62 99.61 99.62 +0.02 177 19,410 +87
Jun05 031208 99.52 99.52 99.52 99.52 +0.01 0 11,163 +0
Sep05 031208 99.44 99.45 99.42 99.42 +0.01 1 14,254 +1
Total Volume and Open Interest 3,092 306,491 -849
German Euro-Bund(EUREX)
Dec03 031208 113.06 113.10 112.83 112.89 -0.13 860,884 680 -281,382
Mar04 031208 112.64 112.64 112.25 112.26 -0.30 959,212 791,033 +174,230
Jun04 031208 111.42 111.42 111.34 111.34 -0.37 1,028 3 +1
Total Volume and Open Interest 1,821,124 791,716 -107,151
German Euro-Bobl(EUREX)
Dec03 031208 110.45 110.45 110.31 110.40 -0.03 519,611 52,701 -213,431
Mar04 031208 109.99 110.04 109.73 109.76 -0.19 637,580 542,032 +82,032
Jun04 031208 109.01 109.01 109.01 109.01 -0.19 1,145 0 +0
Total Volume and Open Interest 1,158,336 594,733 -131,399
Long Gilt(LIFFE)
Dec03 031208 115~21 115~23 115~09 115~10 -0~10 3,155 20,674 +1,280
Mar04 031208 107~12 107~14 106~31 107~01 -0~11 42,801 165,790 -2,833
Total Volume and Open Interest 45,956 186,464 -1,553
3-Mth Short Sterling(LIFFE)
Dec03 031208 96.00 96.01 95.98 95.98 -0.02 36,964 215,540 -9,306
Mar04 031208 95.71 95.71 95.67 95.69 unch 77,580 182,558 +15,894
Jun04 031208 95.48 95.48 95.43 95.46 +0.02 66,288 171,347 +4,254
Total Volume and Open Interest 287,848 1,082,669 -9,769
3-Mth Euribor(LIFFE)
Dec03 031208 97.850 97.860 97.850 97.850 unch 60,644 548,171 -8,708
Mar04 031208 97.770 97.810 97.770 97.775 +0.005 140,562 474,159 -19,394
Jun04 031208 97.570 97.615 97.565 97.580 +0.015 156,850 437,933 -12,482
Total Volume and Open Interest 713,059 2,666,195 -81,161
3-Mth Aus T-Bills(SFE)
Dec03 031208 94.58 94.58 94.56 94.57 -0.01 10,656 127,802 -1,706
Mar04 031208 94.37 94.38 94.31 94.37 +0.06 27,351 191,733 +3,175
Jun04 031208 94.26 94.26 94.18 94.25 +0.08 13,889 76,005 +6,145
Sep04 031208 94.17 94.17 94.10 94.16 +0.09 5,022 34,361 +1,888
Dec04 031208 94.05 94.08 94.04 94.06 +0.09 1,821 23,463 +1,160
Mar05 031208 93.98 93.99 93.97 93.99 +0.11 1,055 18,236 +753
Jun05 031208 93.90 93.92 93.89 93.92 +0.12 185 12,625 +240
Sep05 031208 93.82 93.85 93.82 93.85 +0.11 60 5,222 +50
Dec05 031208 93.77 93.79 93.77 93.79 +0.11 50 2,118 +50
Mar06 031208 93.74 93.75 93.74 93.75 +0.10 50 800 +50
Total Volume and Open Interest 60,139 493,015 +11,805
10-Year Aus T-Bonds(SFE)
Dec03 031208 94.30 94.31 94.25 94.29 +0.15 162,842 597,027 +404,436
Mar04 031208 94.25 94.28 94.22 94.26 +0.16 10,548 21,325 +16,045
Total Volume and Open Interest 13,133 197,871 -12,906
3-Year Aus T-Bonds(SFE)
Dec03 031208 94.39 94.39 94.32 94.38 +0.13 46,701 530,640 +3,997
Mar04 031208 94.24 94.25 94.20 94.24 +0.14 2,768 12,560 +2,427
Total Volume and Open Interest 49,469 543,200 +6,424
Gold(CMX)
Dec03 031208 409.0 409.0 405.3 406.6 +0.2 655 2,314 -142
Feb04 031208 409.3 409.8 405.7 407.5 +0.2 46,824 198,172 +4,446
Apr04 031208 410.0 410.7 406.6 408.4 +0.2 730 12,653 +254
Jun04 031208 412.0 412.0 408.5 409.3 +0.2 1,013 16,649 +466
Aug04 031208 412.5 412.5 409.0 410.3 +0.2 0 7,535 +0
Oct04 031208 411.2 411.2 411.2 411.2 +0.2 0 805 +0
Total Volume and Open Interest 50,143 279,703 +4,891
Silver(CMX)
Dec03 031208 549.0 555.0 547.0 554.0 +6.8 322 872 -509
Mar04 031208 553.5 556.5 546.0 556.0 +6.8 9,847 82,434 +572
May04 031208 556.5 558.0 551.0 557.1 +6.8 47 2,565 +13
Jul04 031208 557.0 559.5 551.0 558.4 +6.8 28 2,902 -15
Sep04 031208 556.0 559.6 556.0 559.6 +6.8 0 614 +0
Total Volume and Open Interest 10,359 101,554 +89
Platinum(NYM)
Jan04 031208 798.1 802.0 796.0 801.9 +11.2 411 8,001 -252
Apr04 031208 792.0 795.0 788.0 794.4 +11.2 50 1,520 +5
Total Volume and Open Interest 461 9,525 -247
Palladium(NYME)
Dec03 031208 204.00 207.35 201.00 207.35 +6.05 16 231 -60
Mar04 031208 204.00 209.00 203.00 208.50 +5.70 378 5,470 -19
Jun04 031208 206.00 209.00 204.00 209.00 +5.70 94 449 +15
Total Volume and Open Interest 488 6,150 -64
Copper(CMX)
Dec03 031208 97.70 98.10 96.65 96.65 -0.25 452 4,096 -321
Mar04 031208 98.00 98.80 96.70 96.80 -0.30 5,089 66,126 -195
May04 031208 97.60 97.60 96.45 96.45 -0.35 46 3,814 +4
Jul04 031208 96.10 96.10 95.90 96.05 -0.45 91 3,231 +21
Sep04 031208 95.65 95.65 95.65 95.65 -0.45 4 1,551 +4
Total Volume and Open Interest 5,893 88,981 -449
DJIA Index(CBOT)
Dec03 031208 9835 9964 9830 9962 +104 8,528 33,157 -902
Mar04 031208 9805 9938 9805 9935 +103 143 4,346 +14
Jun04 031208 9915 9915 9915 9915 +103 0 2 +0
Total Volume and Open Interest 8,671 37,507 -888
S & P 500(CME)
Dec03 031208 1060.50 1069.50 1060.20 1069.10 +6.90 79,730 447,698 -26,199
Mar04 031208 1059.00 1068.20 1059.00 1067.70 +6.90 43,476 169,788 +33,374
Jun04 031208 1067.10 1067.10 1067.10 1067.10 +7.00 1,062 9,406 +1,086
Sep04 031208 1066.90 1066.90 1066.90 1066.90 +7.00 224 1,156 +194
Total Volume and Open Interest 124,494 628,157 +8,457
S & P 500 E-Mini(Globex)
Dec03 031208 1061.00 1069.50 1057.75 1069.00 +6.75 638,116 552,706 -8,949
Mar04 031208 1059.75 1068.25 1056.75 1067.75 +7.00 4,338 22,385 +82
Total Volume and Open Interest 642,454 575,091 -8,867
NASDAQ 100(CME)
Dec03 031208 1407.50 1420.50 1398.50 1417.50 +7.50 11,539 77,895 +859
Mar04 031208 1410.00 1422.00 1404.00 1421.00 +7.50 585 5,720 +420
Jun04 031208 1424.50 1424.50 1424.50 1424.50 +7.50 0 47 +0
Total Volume and Open Interest 12,124 83,662 +1,279
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031208 1409.5 1420.5 1398.5 1417.5 +7.5 307,835 263,123 +381
Mar04 031208 1412.0 1424.0 1402.5 1421.0 +7.5 516 3,211 +524
Total Volume and Open Interest 308,351 266,334 +905
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031208 562.00 566.75 562.00 565.75 +3.75 883 15,134 +31
Mar04 031208 567.00 567.00 563.50 565.85 +3.75 307 1,805 +444
Jun04 031208 565.90 565.90 565.90 565.90 +3.75 0 1 +0
Total Volume and Open Interest 1,190 16,940 +475
Russell 2000(CME)
Dec03 031208 539.00 543.25 535.25 542.75 +4.50 1,987 20,882 -657
Mar04 031208 540.00 543.50 536.25 542.65 +4.40 786 1,842 +680
Jun04 031208 542.75 542.75 542.75 542.75 +4.40      
Total Volume and Open Interest 2,773 22,724 +23
Value Line(KCBT)
Dec03 031208 1470.00 1476.00 1461.25 1476.00 +14.00 2 29 +0
Total Volume and Open Interest 4 43 +0
Nikkei 225(CME)
Dec03 031208 10020 10150 10020 10150 -140 4,113 34,935 -638
Mar04 031208 10020 10170 10020 10160 -140 1,528 1,946 +699
Total Volume and Open Interest 5,641 36,920 +61
Nikkei 225(SIMEX)
Dec03 031208 10260 10270 10010 10080 -305 23,200 132,174 -4,359
Mar04 031208 10270 10270 10020 10070 -310 7,255 22,106 +6,000
Jun04 031208 10025 10025 10025 10025 -310      
Total Volume and Open Interest 30,455 154,280 +1,641
CAC 40(MATIF)
Dec03 031208 3452.0 3452.0 3421.5 3440.5 -21.5 69,693 514,644 +0
Jan04 031208 3450.5 3454.5 3429.0 3445.5 -21.5 1,079 1,701 +0
Feb04 031208 3450.5 3450.5 3450.5 3450.5 -22.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031208 3808.0 3830.0 3781.0 3830.0 +1.5 99,873 292,426 +4,622
Mar04 031208 3825.5 3850.0 3801.5 3850.0 +1.0 1,993 15,445 +164
Jun04 031208 3845.0 3870.0 3828.0 3870.0 -0.5 724 5,690 +330
Total Volume and Open Interest 102,590 313,561 +5,116
FT-SE 100(LIFFE)
Dec03 031208 4356.50 4369.50 4340.50 4363.00 -13.00 92,471 355,923 -9,789
Mar04 031208 4351.00 4362.50 4334.50 4357.50 -13.50 39,637 79,357 +16,852
Jun04 031208 4370.50 4370.50 4370.50 4370.50 -13.00 1,001 6,821 -658
Total Volume and Open Interest 134,109 444,976 +6,129
SPI 200(SFE)
Dec03 031208 3230.0 3251.0 3229.0 3238.0 +6.0 10,105 174,396 -5,694
Mar04 031208 3244.0 3262.0 3244.0 3250.0 +5.0 2,441 13,263 +2,289
Jun04 031208 3261.0 3261.0 3261.0 3261.0 +5.0 165 2,961 -47
Total Volume and Open Interest 12,711 192,516 -3,452
GSCI(CME)
Dec03 031208 256.20 265.50 256.15 264.55 +9.30 1,822 11,177 -1,441
Jan04 031208 256.20 265.00 256.00 264.00 +9.30 2,285 2,903 +2,345
Feb04 031208 258.50 258.50 258.50 258.50 +8.25      
Total Volume and Open Interest 4,107 14,080 +904
Reuters CRB Index(NYBOT)
Jan04 031208 258.20 259.50 257.50 258.75 +2.75 42 537 -20
Feb04 031208 256.50 256.50 256.50 256.50 +2.75 2 66 +1
Apr04 031208 252.50 254.00 252.50 254.00 +2.75 4 128 +2
Total Volume and Open Interest 48 734 -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!