Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue December 16, 2003
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan04 031216 771.50 772.50 758.00 764.25 -8.75 25,286 75,032 -8,082
Mar04 031216 776.00 777.50 762.50 768.50 -9.00 37,467 82,381 +8,936
May04 031216 765.50 766.00 752.00 757.00 -8.50 5,108 52,586 -223
Jul04 031216 753.00 755.00 742.00 746.50 -7.50 2,438 27,486 +256
Aug04 031216 727.00 728.00 719.00 722.75 -6.25 386 5,612 +25
Sep04 031216 680.00 680.00 670.00 672.00 -4.00 111 2,310 -20
Nov04 031216 620.00 620.00 612.00 615.00 -3.75 1,011 15,046 +110
Total Volume and Open Interest 71,811 260,552 +1,003
Soybean Meal(CBOT)
Jan04 031216 230.00 230.00 226.70 228.10 -2.50 9,084 30,315 -2,708
Mar04 031216 230.80 231.20 228.10 229.30 -2.60 8,382 46,881 +1,203
May04 031216 228.00 228.20 225.20 226.20 -2.80 2,655 44,151 +170
Jul04 031216 223.80 224.00 221.00 222.00 -2.30 1,418 26,209 +180
Aug04 031216 215.00 215.00 213.50 214.30 -1.70 301 6,938 -112
Sep04 031216 204.00 204.30 202.50 203.10 -1.40 279 4,925 +33
Oct04 031216 183.50 183.50 182.80 183.50 +0.20 112 5,559 +55
Dec04 031216 180.00 180.50 179.30 180.30 unch 109 11,738 +17
Total Volume and Open Interest 22,340 177,593 -1,250
Soybean Oil(CBOT)
Jan04 031216 28.40 28.40 27.85 28.16 -0.38 13,980 40,318 -5,491
Mar04 031216 28.28 28.31 27.72 28.05 -0.37 16,450 60,579 +6,102
May04 031216 27.90 27.95 27.45 27.72 -0.37 2,281 38,719 +177
Jul04 031216 27.55 27.55 27.10 27.33 -0.40 859 34,161 -88
Aug04 031216 26.90 26.90 26.65 26.80 -0.35 144 3,808 +43
Sep04 031216 26.10 26.15 25.90 26.05 -0.45 217 3,351 +134
Oct04 031216 25.10 25.10 24.75 24.83 -0.27 275 3,040 +126
Dec04 031216 24.25 24.25 24.00 24.18 -0.17 216 8,917 +104
Total Volume and Open Interest 34,462 193,556 +994
Canola(WCE)
Jan04 031216 363.5 363.5 359.0 362.0 -3.2 6,132 16,646 -347
Mar04 031216 368.0 368.0 363.0 366.3 -2.4 4,546 19,416 +2,028
May04 031216 371.0 371.0 368.4 370.5 unch 385 5,288 +265
Jul04 031216 374.5 374.5 371.5 374.2 -0.6 166 3,860 +60
Sep04 031216 338.0 338.0 338.0 338.0 -2.0      
Total Volume and Open Interest 11,912 51,007 +2,206
Corn(CBOT)
Mar04 031216 253.00 254.00 249.75 252.00 -1.50 47,572 317,306 +6,457
May04 031216 255.25 256.25 252.25 254.00 -1.75 4,610 50,926 -173
Jul04 031216 257.75 258.00 254.00 255.25 -2.25 2,952 38,354 -145
Sep04 031216 252.25 252.75 249.50 250.50 -1.50 69 7,625 -6
Dec04 031216 249.25 249.75 247.25 248.50 -1.00 2,225 35,696 +99
Mar05 031216 254.00 254.00 252.00 253.00 -0.50 85 2,303 +64
Total Volume and Open Interest 57,543 453,395 +6,098
Wheat(CBOT)
Mar04 031216 383.50 390.00 381.50 389.50 +3.00 16,846 100,301 -3,664
May04 031216 383.00 389.00 380.50 388.50 +3.50 676 7,979 +45
Jul04 031216 361.00 367.00 359.00 366.75 +3.50 1,327 12,798 -23
Sep04 031216 364.00 370.00 363.00 370.00 +4.00 8 536 +1
Dec04 031216 374.50 381.50 374.50 381.50 +5.00 9 986 -5
Total Volume and Open Interest 18,866 122,638 -3,896
Wheat(KCBT)
Dec03 031216 392.00 392.00 392.00 392.00 unch      
Mar04 031216 386.00 392.00 382.00 391.75 +3.75 5,643 52,277 -826
May04 031216 382.00 386.50 380.50 386.50 +2.50 318 4,479 -120
Jul04 031216 364.00 369.00 362.00 368.75 +2.25 132 5,303 +18
Sep04 031216 370.00 372.00 370.00 372.00 +3.50 0 436 +0
Total Volume and Open Interest 6,094 62,972 -931
Wheat(MGE)
Dec03 031216 405.00 405.00 405.00 405.00 unch      
Mar04 031216 393.50 397.50 390.50 397.50 +2.75 2,114 27,107 +310
May04 031216 386.50 392.00 385.25 391.50 +3.25 116 4,171 +43
Jul04 031216 380.00 383.00 379.50 382.00 +2.50 27 804 +16
Sep04 031216 371.50 374.25 371.50 374.25 +2.25 53 719 +23
Total Volume and Open Interest 2,326 33,022 +397
Oats(CBOT)
Mar04 031216 147.50 149.50 146.25 147.50 -0.75 1,201 4,586 -29
May04 031216 150.00 151.50 150.00 150.25 unch 58 418 -15
Jul04 031216 150.50 150.50 150.50 150.50 +0.50 2 102 +0
Sep04 031216 146.00 146.00 146.00 146.00 unch 0 1 +0
Total Volume and Open Interest 1,266 5,118 -42
Rough Rice(CBOT)
Jan04 031216 8.40 8.56 8.40 8.55 +0.12 351 4,570 -61
Mar04 031216 8.60 8.75 8.60 8.74 +0.14 226 2,082 +78
May04 031216 8.79 8.84 8.69 8.83 +0.14 11 730 +1
Jul04 031216 8.76 8.91 8.76 8.91 +0.13 23 456 +0
Total Volume and Open Interest 611 7,869 +18
Live Cattle(CME)
Dec03 031216 94.300 94.400 92.625 92.850 -1.225 2,789 8,194 -95
Feb04 031216 90.500 90.800 89.100 89.200 -0.775 6,106 53,664 +138
Apr04 031216 82.900 83.100 81.750 82.075 -0.650 1,553 20,887 +75
Jun04 031216 75.650 75.775 74.400 74.700 -0.875 536 12,455 +106
Aug04 031216 74.550 74.700 73.900 74.075 -0.375 232 4,641 +2
Oct04 031216 77.650 77.650 77.325 77.325 -0.225 56 2,480 +23
Total Volume and Open Interest 11,390 104,387 +270
Feeder Cattle(CME)
Jan04 031216 96.150 96.600 94.450 94.700 -1.050 1,554 7,455 -382
Mar04 031216 91.550 92.000 90.250 90.700 -0.375 529 4,022 +139
Apr04 031216 89.500 89.700 88.750 88.775 -0.425 34 1,021 +1
May04 031216 90.500 90.500 89.350 89.400 -0.850 105 2,775 -13
Aug04 031216 91.750 91.800 91.250 91.250 -0.250 66 1,197 +0
Sep04 031216 90.500 90.500 90.400 90.450 -0.250 2 417 +2
Oct04 031216 90.600 90.600 90.550 90.550 -0.150 2 32 +2
Total Volume and Open Interest 2,292 16,925 -251
Lean Hogs(CME)
Feb04 031216 52.050 52.750 51.400 51.750 -1.050 2,767 27,830 -427
Apr04 031216 55.250 55.750 54.200 54.425 -1.425 861 7,736 -102
May04 031216 57.900 57.900 57.400 57.850 -0.425 14 977 +3
Jun04 031216 61.000 61.150 60.500 60.550 -0.725 92 3,232 +21
Jul04 031216 59.250 59.250 58.550 58.550 -0.700 73 929 +35
Aug04 031216 57.700 57.700 57.100 57.350 -0.500 16 635 +5
Oct04 031216 50.800 50.800 50.525 50.525 -0.200 6 371 +5
Dec04 031216 50.800 50.800 50.450 50.450 -0.150 8 113 +3
Total Volume and Open Interest 3,838 41,824 -4,018
Pork Bellies(CME)
Feb04 031216 85.300 86.000 84.600 84.800 -0.500 639 1,968 +29
Mar04 031216 85.700 86.000 84.800 84.800 -0.200 95 263 +11
May04 031216 86.600 86.700 85.975 85.975 +0.025 1 204 +0
Jul04 031216 88.250 88.250 88.000 88.000 -0.250 0 66 +0
Aug04 031216 87.700 87.750 87.600 87.600 -0.150 1 12 -1
Total Volume and Open Interest 736 2,513 +39
BFP Milk Class III(CME)
Dec03 031216 11.72 11.75 11.72 11.75 +0.05 12 3,911 -2
Jan04 031216 11.51 11.63 11.51 11.62 +0.08 39 2,865 +32
Feb04 031216 11.38 11.46 11.38 11.43 +0.05 15 1,829 +11
Mar04 031216 11.36 11.43 11.36 11.43 +0.07 19 1,649 +8
Apr04 031216 11.54 11.60 11.54 11.60 +0.06 12 1,168 +10
Total Volume and Open Interest 179 17,786 +115
Cocoa(NYBOT)
Dec03 031212 1644 1644 1644 1644 -17 31 48 +4
Mar04 031216 1600 1605 1562 1573 -64 2,592 33,544 +74
May04 031216 1593 1602 1571 1574 -63 211 14,331 +35
Jul04 031216 1595 1602 1575 1576 -63 316 13,125 +82
Sep04 031216 1598 1602 1579 1579 -61 24 6,771 +18
Dec04 031216 1605 1610 1583 1589 -59 0 9,892 -65
Mar05 031216 1605 1613 1590 1590 -61 94 4,195 +2
Total Volume and Open Interest 3,237 97,456 +99
Coffee "C"(NYBOT)
Dec03 031216 60.00 60.00 60.00 60.00 +0.10 8 13 +1
Mar04 031216 62.60 63.20 62.10 62.50 +0.30 16,170 50,259 +487
May04 031216 64.60 65.10 64.10 64.40 +0.30 1,882 8,776 +382
Jul04 031216 66.70 66.95 66.00 66.20 +0.30 395 5,144 -70
Sep04 031216 68.35 68.50 67.90 68.00 +0.30 406 5,975 +54
Dec04 031216 70.95 71.10 70.50 70.70 +0.40 149 3,694 +118
Total Volume and Open Interest 19,175 76,119 +1,082
Orange Juice(NYBOT)
Jan04 031216 66.75 67.00 65.80 65.95 -0.65 2,462 12,742 -533
Mar04 031216 70.00 70.10 69.30 69.35 -0.30 2,522 16,908 +750
May04 031216 72.20 72.30 71.85 71.95 -0.20 105 5,661 +75
Jul04 031216 74.85 75.00 74.35 74.35 -0.15 134 565 +22
Sep04 031216 77.20 77.20 77.20 77.20 -0.20 77 454 +31
Total Volume and Open Interest 5,307 36,654 +352
Sugar #11(NYBOT)
Mar04 031216 6.50 6.56 6.45 6.55 +0.10 31,310 121,969 -4,928
May04 031216 6.43 6.48 6.39 6.47 +0.08 5,780 28,622 -1,410
Jul04 031216 6.26 6.31 6.23 6.30 +0.06 2,592 33,854 -382
Oct04 031216 6.24 6.29 6.23 6.29 +0.05 1,912 19,535 -239
Mar05 031216 6.38 6.42 6.38 6.42 +0.04 111 7,944 -15
Total Volume and Open Interest 42,280 218,195 -6,834
London Cocoa(LCE)
Dec03 031212 960 970 950 950 +6 2,456 1,687 -1,978
Mar04 031216 960 960 920 925 -37 2,700 54,318 +365
May04 031216 979 979 943 947 -36 160 18,310 -17
Jul04 031216 1002 1002 966 969 -36 794 21,607 +585
Sep04 031216 1007 1009 980 980 -33 146 20,629 +52
Dec04 031216 1001 1003 978 980 -32 439 40,149 -99
Mar05 031216 1000 1000 979 984 -33 39 18,026 +17
Total Volume and Open Interest 4,278 174,237 -194
London Coffee(LCE)
Jan04 031216 715.00 733.00 710.00 728.00 +17.00 6,140 39,745 -2,493
Mar04 031216 706.00 725.00 706.00 718.00 +12.00 5,868 47,727 +1,268
May04 031216 725.00 737.00 725.00 731.00 +11.00 1,730 25,710 +745
Jul04 031216 737.00 747.00 736.00 745.00 +11.00 436 13,678 +155
Sep04 031216 752.00 762.00 751.00 759.00 +11.00 67 11,901 +54
Nov04 031216 770.00 774.00 770.00 772.00 +11.00 0 6,197 +0
Total Volume and Open Interest 14,841 146,858 +329
London Sugar(LCE)
Dec03 031114 179.70 180.00 176.60 177.30 -2.20 2,376 1,321 -2,144
Mar04 031216 193.50 195.50 193.50 195.30 +1.70 3,309 17,750 -180
May04 031216 193.80 194.10 192.70 193.90 +1.30 476 7,673 +10
Aug04 031216 190.50 190.50 189.50 190.40 +0.80 312 7,401 +123
Oct04 031216 189.50 189.50 189.20 189.20 +1.00 45 4,031 +30
Total Volume and Open Interest 4,203 38,802 +38
Cotton(NYBOT)
Mar04 031216 70.60 71.00 69.85 69.92 -0.65 4,967 54,706 +183
May04 031216 71.80 71.80 71.02 71.10 -0.57 455 12,678 +107
Jul04 031216 72.40 72.40 71.80 71.80 -0.55 432 5,588 -95
Oct04 031216 64.80 64.80 64.67 64.67 +0.02 7 335 +0
Dec04 031216 65.20 65.35 64.90 64.94 -0.01 55 4,291 +6
Mar05 031216 67.05 67.05 67.05 67.05 unch 0 702 +0
Total Volume and Open Interest 5,916 78,712 +218
Lumber(CME)
Jan04 031216 277.0 284.0 277.0 279.0 -2.6 480 1,284 -45
Mar04 031216 296.0 301.8 294.0 295.2 -2.7 302 556 +62
May04 031216 304.3 308.0 303.3 303.3 -3.2 31 115 +18
Jul04 031216 312.1 315.8 311.1 315.8 +1.8 26 33 +3
Total Volume and Open Interest 842 1,992 +39
Crude Oil(NYM)
Jan04 031216 33.05 33.15 32.70 32.89 -0.29 97,766 67,096 -20,650
Feb04 031216 33.10 33.23 32.82 32.95 -0.29 112,469 157,397 +20,543
Mar04 031216 32.59 32.60 32.30 32.36 -0.26 28,059 62,567 +6,091
Apr04 031216 31.95 32.00 31.70 31.75 -0.25 7,604 35,891 +107
May04 031216 31.30 31.36 31.10 31.17 -0.24 4,174 19,133 -6
Jun04 031216 30.80 30.85 30.62 30.62 -0.23 9,108 33,644 -208
Jul04 031216 30.29 30.30 30.11 30.11 -0.23 1,143 21,660 +717
Aug04 031216 29.80 29.82 29.69 29.69 -0.23 510 13,051 +205
Sep04 031216 29.47 29.50 29.32 29.32 -0.23 1,137 17,593 +705
Oct04 031216 29.15 29.15 29.03 29.03 -0.22 827 13,661 -48
Nov04 031216 28.90 28.90 28.77 28.77 -0.20 262 9,980 +107
Dec04 031216 28.60 28.69 28.52 28.54 -0.20 6,400 38,187 +26
Jan05 031216 28.29 28.29 28.29 28.29 -0.19 497 12,891 -35
Feb05 031216 28.10 28.10 28.10 28.10 -0.19 525 4,454 +147
Mar05 031216 27.92 27.92 27.92 27.92 -0.19 197 4,419 +5
Apr05 031216 27.74 27.74 27.74 27.74 -0.19 0 1,941 +0
Total Volume and Open Interest 275,689 598,051 +7,567
Heating Oil(NYM)
Jan04 031216 92.15 92.25 90.95 91.84 -0.22 27,947 44,838 -3,513
Feb04 031216 92.60 92.90 91.50 92.33 -0.27 18,363 46,832 +5,366
Mar04 031216 90.50 90.50 89.80 90.18 -0.12 3,025 20,734 +127
Apr04 031216 86.10 86.25 85.80 85.88 -0.27 1,040 8,004 -212
May04 031216 82.18 82.18 82.18 82.18 -0.37 226 4,537 -92
Jun04 031216 79.50 79.68 79.50 79.68 -0.42 1,008 6,891 -286
Jul04 031216 78.43 78.43 78.43 78.43 -0.47 254 3,610 +146
Aug04 031216 78.18 78.18 78.18 78.18 -0.47 105 2,723 -100
Sep04 031216 78.58 78.58 78.58 78.58 -0.47 0 1,778 +0
Oct04 031216 79.50 79.50 79.08 79.08 -0.47 0 1,027 +0
Nov04 031216 79.53 79.53 79.53 79.53 -0.47 26 1,324 +4
Dec04 031216 80.60 80.60 79.93 79.93 -0.47 394 5,142 +170
Total Volume and Open Interest 52,403 150,689 +1,614
Unleaded Gas(NYM)
Jan04 031216 90.00 91.10 89.05 90.33 +0.05 20,159 37,379 -3,951
Feb04 031216 91.00 92.00 90.20 91.11 -0.19 11,795 35,964 +3,794
Mar04 031216 91.95 92.00 91.35 91.61 -0.19 1,638 8,940 +396
Apr04 031216 98.30 98.50 97.30 98.01 -0.39 880 10,265 +55
May04 031216 97.10 97.31 97.10 97.31 -0.47 394 7,137 -35
Jun04 031216 96.00 96.00 95.61 95.61 -0.57 396 3,842 -224
Jul04 031216 93.50 93.50 93.36 93.36 -0.62 120 487 +87
Aug04 031216 90.70 90.70 90.61 90.61 -0.67 1 861 +0
Sep04 031216 87.40 87.50 87.26 87.26 -0.72 71 1,490 +60
Oct04 031216 83.00 83.00 82.86 82.86 -0.77 1 201 +1
Nov04 031216 80.61 80.61 80.61 80.61 -0.82 0 250 +0
Dec04 031216 79.46 79.46 79.46 79.46 -0.72 0 150 +0
Total Volume and Open Interest 35,455 106,966 +183
Natural Gas(NYM)
Jan04 031216 6.775 6.795 6.610 6.747 -0.207 27,125 47,934 -1,298
Feb04 031216 6.795 6.810 6.650 6.786 -0.205 13,289 47,964 +3,245
Mar04 031216 6.480 6.500 6.350 6.481 -0.155 3,320 32,422 -344
Apr04 031216 5.260 5.290 5.210 5.266 -0.070 2,043 23,922 +53
May04 031216 5.000 5.050 4.980 5.021 -0.025 1,351 19,693 +318
Jun04 031216 4.950 5.020 4.950 5.001 -0.015 722 14,978 +38
Jul04 031216 4.960 5.020 4.960 5.011 -0.010 1,128 12,981 +136
Aug04 031216 4.985 5.036 4.970 5.026 -0.005 990 12,401 +245
Sep04 031216 4.970 5.016 4.970 5.016 -0.005 642 12,546 +329
Oct04 031216 5.000 5.021 4.990 5.021 unch 759 12,514 +252
Nov04 031216 5.190 5.220 5.190 5.216 unch 910 9,445 -312
Dec04 031216 5.390 5.410 5.380 5.406 +0.005 1,646 12,794 +369
Jan05 031216 5.530 5.560 5.500 5.546 +0.005 1,796 9,167 +348
Feb05 031216 5.490 5.511 5.480 5.511 +0.010 801 7,842 -5
Mar05 031216 5.280 5.296 5.280 5.296 +0.015 179 7,761 +59
Apr05 031216 4.730 4.746 4.730 4.746 +0.005 172 7,755 +65
Total Volume and Open Interest 57,693 353,767 +3,740
Brent Crude Oil(IPE)
Jan04 031216 30.47 30.47 30.00 30.38 +0.06 34,151 27,668 +3,720
Feb04 031216 30.35 30.40 29.91 29.97 -0.28 60,091 104,139 +7,291
Mar04 031216 30.12 30.13 29.75 29.75 -0.29 15,253 56,445 +631
Apr04 031216 29.74 29.74 29.44 29.44 -0.28 6,544 17,659 +1,422
May04 031216 29.37 29.37 29.09 29.09 -0.27 2,807 10,340 -543
Jun04 031216 28.93 29.00 28.73 28.74 -0.26 2,445 27,099 +501
Jul04 031216 28.62 28.65 28.40 28.40 -0.27 34 10,768 -38
Aug04 031216 28.34 28.34 28.08 28.08 -0.29 69 8,324 +65
Sep04 031216 27.76 27.76 27.76 27.76 -0.34 460 7,378 +215
Oct04 031216 27.50 27.50 27.50 27.50 -0.36 635 4,381 -175
Nov04 031216 27.28 27.28 27.28 27.28 -0.36 535 5,122 +335
Dec04 031216 27.25 27.40 27.09 27.09 -0.37 1,967 28,222 +87
Total Volume and Open Interest 125,726 339,596 +13,859
Gas Oil(IPE)
Jan04 031216 272.50 275.00 266.00 270.75 -1.25 17,758 51,817 +3,170
Feb04 031216 269.25 271.25 264.50 267.75 -0.50 8,263 31,916 +3,107
Mar04 031216 262.50 262.50 258.50 261.00 +0.25 1,730 6,863 +1,023
Apr04 031216 253.25 253.75 253.25 253.75 +0.50 418 7,358 +400
May04 031216 247.00 247.00 247.00 247.00 unch 0 4,925 +0
Jun04 031216 243.50 243.75 240.50 242.50 -0.50 1,248 11,659 +447
Jul04 031216 242.00 242.00 242.00 242.00 -0.50 0 4,025 +0
Aug04 031216 241.25 241.25 241.25 241.25 -0.75 0 2,414 +0
Sep04 031216 240.50 240.50 240.50 240.50 -1.00 0 3,707 +0
Oct04 031216 239.75 239.75 239.75 239.75 -1.25 0 3,643 +0
Total Volume and Open Interest 29,417 154,206 +8,147
US Dollar Index(NYBOT)
Mar04 031216 88.84 88.92 88.55 88.74 -0.14 2,297 19,153 +858
Jun04 031216 89.17 89.17 89.17 89.17 -0.14 4 2,009 +1
Sep04 031216 89.61 89.61 89.61 89.61 -0.14 0 1 +0
Total Volume and Open Interest 2,320 23,616 +842
Australian Dollar(CME)
Mar04 031216 73.69 73.70 73.55 73.55 -0.01 3,988 55,713 +13
Jun04 031216 72.76 72.76 72.76 72.76 -0.02 82 366 -11
Sep04 031216 71.97 71.97 71.97 71.97 -0.03 0 66 +0
Total Volume and Open Interest 6,231 71,140 -1,187
British Pound(CME)
Mar04 031216 173.50 174.40 173.47 174.23 +0.91 5,449 65,674 -779
Jun04 031216 172.90 172.90 172.87 172.87 +0.91 0 15 +0
Sep04 031216 171.51 171.51 171.51 171.51 +0.91 3 8 +2
Total Volume and Open Interest 12,981 86,632 -8,928
Canadian Dollar(CME)
Mar04 031216 75.48 75.77 74.90 75.11 -0.68 5,824 61,287 +1,404
Jun04 031216 75.15 75.50 74.80 74.86 -0.68 32 1,850 -16
Sep04 031216 75.10 75.10 74.55 74.63 -0.68 22 1,326 +21
Dec04 031216 74.78 74.78 74.40 74.40 -0.68 14 628 -1
Total Volume and Open Interest 8,659 85,812 +1,122
Japanese Yen(CME)
Mar04 031216 93.23 93.40 93.12 93.32 +0.13 4,948 139,681 +2,841
Jun04 031216 93.61 93.61 93.61 93.61 +0.13 92 401 +64
Sep04 031216 93.97 93.97 93.97 93.97 +0.13 0 48 +0
Total Volume and Open Interest 7,260 166,582 +18
Swiss Franc(CME)
Mar04 031216 79.65 79.74 79.40 79.57 +0.15 4,645 43,539 +994
Jun04 031216 79.69 79.73 79.69 79.73 +0.15 33 197 +34
Sep04 031216 79.90 79.90 79.90 79.90 +0.15 0 2 +0
Total Volume and Open Interest 9,325 69,195 -4,104
EuroFX(CME)
Mar04 031216 123.06 123.20 122.70 123.00 +0.31 14,819 125,108 +7,353
Jun04 031216 122.78 122.83 122.50 122.70 +0.31 181 536 +51
Sep04 031216 122.50 122.50 122.30 122.42 +0.31 9 57 +5
Total Volume and Open Interest 17,023 167,987 +4,224
Mexican Peso(CME)
Dec03 031215 8880.0 8887.0 8865.0 8865.0 -12.0 436 15,054 -747
Mar04 031216 8720.0 8775.0 8690.0 8770.0 +43.0 6,303 29,358 -565
Total Volume and Open Interest 6,495 44,508 -1,185
30-Year T-Bonds(CBOT)
Dec03 031216 110~14 110~28 110~09 110~23 +0~15 31,691 58,718 -12,570
Mar04 031216 109~00 109~15 108~23 109~08 +0~15 202,323 394,430 -2,107
Jun04 031216 108~00 108~00 107~11 107~27 +0~15 35 9,836 -99
Total Volume and Open Interest 234,057 463,401 -14,771
Municipal Bonds(CBOT)
Dec03 031216 103~06 103~18 103~06 103~18 +0~16 226 543 -332
Mar04 031216 101~28 102~07 101~26 102~06 +0~14 132 1,741 +77
Total Volume and Open Interest 358 2,284 -255
10-Year T-Notes(CBOT)
Dec03 031216 113~200 113~265 113~100 113~220 +0~100 23,034 37,151 -7,897
Mar04 031216 112~025 112~120 111~255 112~075 +0~110 456,214 895,241 -6,888
Total Volume and Open Interest 479,253 932,453 -14,780
5-Year T-Notes(CBOT)
Dec03 031216 112~175 112~215 112~175 112~215 +0~075 3,491 0 +0
Mar04 031216 111~110 111~175 111~055 111~155 +0~075 206,710 0 +0
Total Volume and Open Interest 210,201    
2 Year T-Notes(CBOT)
Dec03 031216 107~072 107~074 107~064 107~074 +0~009 2,024 13,897 -505
Mar04 031216 106~109 106~120 106~104 106~114 +0~009 8,240 135,245 -2,011
Total Volume and Open Interest 10,264 149,142 -2,516
3-Mth T-Bills(IMM)
Eurodollars(CME)
Mar04 031216 98.755 98.770 98.750 98.755 +0.005 99,410 798,197 +14,872
Jun04 031216 98.540 98.570 98.530 98.550 +0.015 95,889 701,879 +2,166
Sep04 031216 98.190 98.240 98.170 98.210 +0.025 111,065 593,168 -379
Dec04 031216 97.775 97.830 97.735 97.790 +0.045 110,615 526,499 +9,360
Mar05 031216 97.365 97.410 97.310 97.375 +0.055 51,936 322,247 -1,348
Jun05 031216 96.950 97.000 96.905 96.970 +0.065 28,231 276,057 -4,938
Sep05 031216 96.605 96.640 96.550 96.620 +0.060 28,182 214,257 -3,869
Dec05 031216 96.325 96.365 96.275 96.335 +0.055 28,956 171,134 -3,269
Mar06 031216 96.100 96.135 96.040 96.110 +0.055 10,077 142,319 +171
Jun06 031216 95.885 95.920 95.825 95.895 +0.055 7,709 124,124 +591
Sep06 031216 95.690 95.730 95.630 95.700 +0.050 8,382 97,026 +628
Dec06 031216 95.490 95.530 95.435 95.500 +0.050 8,440 99,004 +1,385
Total Volume and Open Interest 645,255 4,656,707 -511,720
3-Mth Euro-Yen(CME)
Dec03 031215 99.93 99.93 99.93 99.93 unch 1,023 7,930 -53
Mar04 031216 99.90 99.90 99.90 99.90 unch 256 11,559 -53
Jun04 031216 99.90 99.90 99.90 99.90 +0.01 11 12,459 -231
Sep04 031216 99.86 99.86 99.86 99.86 unch 229 11,834 -52
Dec04 031216 99.81 99.81 99.81 99.81 unch 188 3,526 +71
Mar05 031216 99.70 99.71 99.70 99.71 +0.01 1 4,060 +0
Jun05 031216 99.60 99.60 99.60 99.60 +0.01 1 1,391 +34
Sep05 031216 99.50 99.50 99.50 99.50 +0.01 2 4,670 -64
Dec05 031216 99.37 99.37 99.37 99.37 +0.02 0 69 +0
Mar06 031216 99.20 99.20 99.20 99.20 unch 0 287 +0
Total Volume and Open Interest 688 51,159 -8,225
3-Mth Euro-Yen(SIMEX)
Mar04 031216 99.90 99.90 99.90 99.90 unch 960 61,497 +116
Jun04 031216 99.89 99.90 99.89 99.90 +0.01 1,001 67,209 -46
Sep04 031216 99.86 99.86 99.86 99.86 +0.01 535 43,881 -219
Dec04 031216 99.81 99.81 99.81 99.81 +0.02 254 34,303 -103
Mar05 031216 99.69 99.71 99.69 99.70 +0.02 96 20,226 -23
Jun05 031216 99.60 99.61 99.60 99.61 +0.01 888 12,572 +442
Sep05 031216 99.50 99.51 99.50 99.51 +0.01 1,115 14,656 +66
Dec05 031216 99.40 99.40 99.40 99.40 +0.01 0 3,097 +0
Total Volume and Open Interest 5,237 270,227 -42,662
German Euro-Bund(EUREX)
Mar04 031216 113.11 113.12 112.72 112.92 -0.16 435,597 825,621 -22,428
Jun04 031216 112.06 112.08 111.86 111.93 -0.22 1,780 25 +0
Sep04 031216 111.82 111.82 111.82 111.82 -0.30 300 0 +0
Total Volume and Open Interest 437,677 825,646 -22,428
German Euro-Bobl(EUREX)
Mar04 031216 110.48 110.50 110.22 110.31 -0.17 318,974 611,949 +6,130
Jun04 031216 109.50 109.55 109.50 109.55 -0.11 24 0 +0
Sep04 031216 109.08 109.08 109.08 109.08 -0.17      
Total Volume and Open Interest 318,998 611,949 +6,130
Long Gilt(LIFFE)
Dec03 031216 116~17 116~27 116~13 116~27 +0~18 6,515 17,713 -1,258
Mar04 031216 108~03 108~21 108~02 108~16 +0~17 20,024 162,761 -58
Total Volume and Open Interest 26,539 180,474 -1,316
3-Mth Short Sterling(LIFFE)
Dec03 031216 95.98 96.01 95.97 95.99 +0.01 14,533 186,764 -6,592
Mar04 031216 95.77 95.84 95.76 95.83 +0.09 32,895 164,105 -2,368
Jun04 031216 95.57 95.66 95.55 95.64 +0.10 20,863 192,512 +2,521
Total Volume and Open Interest 101,312 1,038,917 -8,201
3-Mth Euribor(LIFFE)
Mar04 031216 97.820 97.820 97.800 97.800 unch 88,717 456,184 -107
Jun04 031216 97.690 97.690 97.640 97.650 +0.005 86,254 430,510 -3,961
Sep04 031216 97.495 97.495 97.430 97.440 +0.015 84,813 314,856 +3,534
Total Volume and Open Interest 539,931 2,885,913 +216,340
3-Mth Aus T-Bills(SFE)
Dec03 031211 94.54 94.54 94.51 94.51 -0.04 13,627 121,084 +3,716
Mar04 031216 94.43 94.45 94.42 94.45 +0.03 26,295 202,642 +508
Jun04 031216 94.30 94.31 94.28 94.31 +0.03 8,240 90,167 +2,447
Sep04 031216 94.17 94.21 94.17 94.21 +0.04 2,573 38,349 +1,391
Dec04 031216 94.07 94.10 94.07 94.10 +0.04 1,215 24,873 +111
Mar05 031216 93.98 94.01 93.98 94.01 +0.05 880 17,005 -418
Jun05 031216 93.91 93.93 93.91 93.93 +0.05 688 13,374 +118
Sep05 031216 93.84 93.84 93.84 93.84 +0.05 751 6,009 +90
Dec05 031216 93.76 93.77 93.76 93.77 +0.05 300 2,479 +120
Mar06 031216 93.71 93.71 93.71 93.71 +0.04 330 824 -16
Total Volume and Open Interest 41,672 396,716 +4,645
10-Year Aus T-Bonds(SFE)
Mar04 031216 94.17 94.19 94.16 94.19 +0.08 4,212 135,873 -8,911
Jun04 031216 94.19 94.19 94.19 94.19        
3-Year Aus T-Bonds(SFE)
Mar04 031216 94.25 94.27 94.24 94.27 +0.07 113,706 262,612 +61,701
Jun04 031216 94.27 94.27 94.27 94.27        
Gold(CMX)
Dec03 031216 410.0 410.0 407.0 407.7 -1.5 86 787 -35
Feb04 031216 410.7 411.2 408.1 408.4 -1.5 44,006 199,225 +4,250
Apr04 031216 411.9 411.9 409.4 409.4 -1.4 381 14,043 +213
Jun04 031216 412.8 412.8 410.0 410.3 -1.4 545 17,497 +264
Aug04 031216 413.7 413.7 411.2 411.2 -1.4 24 7,487 +30
Oct04 031216 412.1 412.1 412.1 412.1 -1.4 1 888 -1
Total Volume and Open Interest 45,156 281,946 +4,756
Silver(CMX)
Dec03 031216 566.5 567.0 562.9 562.9 -1.0 25 297 -29
Mar04 031216 569.5 571.5 564.0 564.5 -1.2 11,104 83,835 +881
May04 031216 571.0 571.0 564.5 565.3 -1.3 184 3,259 +8
Jul04 031216 573.5 573.5 566.4 566.4 -1.3 54 3,115 +25
Sep04 031216 567.2 567.2 567.2 567.2 -1.3 0 640 +0
Total Volume and Open Interest 11,964 103,376 +554
Platinum(NYM)
Jan04 031216 823.0 826.5 823.0 824.3 +1.6 572 7,709 +26
Apr04 031216 816.0 818.0 815.0 817.3 +3.4 130 2,106 +0
Total Volume and Open Interest 702 9,819 +26
Palladium(NYME)
Dec03 031216 203.00 203.00 203.00 203.00 -3.75 1 101 -24
Mar04 031216 208.00 208.00 203.50 204.10 -3.90 269 6,152 +118
Jun04 031216 208.00 208.00 204.60 204.60 -3.90 5 459 +3
Total Volume and Open Interest 275 6,712 +97
Copper(CMX)
Dec03 031216 100.55 100.85 100.00 100.75 +0.95 326 2,762 -102
Mar04 031216 100.35 100.80 99.70 100.40 +0.95 4,957 66,645 +466
May04 031216 99.70 100.10 99.60 99.95 +1.00 77 3,848 -2
Jul04 031216 99.00 99.50 99.00 99.40 +0.95 60 3,312 +3
Sep04 031216 98.90 98.90 98.90 98.90 +0.95 6 1,576 -2
Total Volume and Open Interest 6,408 88,929 +338
DJIA Index(CBOT)
Dec03 031216 10020 10135 10015 10123 +98 9,326 22,572 -4,162
Mar04 031216 9991 10110 9990 10098 +98 17,466 23,060 +5,247
Jun04 031216 10050 10078 10050 10078 +98 1 6 +1
Total Volume and Open Interest 26,793 45,640 +1,086
S & P 500(CME)
Dec03 031216 1069.50 1076.00 1068.30 1074.90 +6.10 106,878 182,064 -57,388
Mar04 031216 1068.50 1074.70 1066.70 1073.50 +6.10 145,053 496,857 +67,963
Jun04 031216 1072.50 1072.50 1072.50 1072.50 +6.10 1,249 10,840 +1,066
Sep04 031216 1071.90 1071.90 1071.90 1071.90 +6.20 376 1,649 +348
Total Volume and Open Interest 253,558 691,780 +12,185
S & P 500 E-Mini(Globex)
Dec03 031216 1069.00 1076.00 1067.25 1075.00 +6.25 76,639 445,707 -24,956
Mar04 031216 1067.50 1074.75 1065.50 1073.50 +6.00 822,025 276,857 +56,522
Total Volume and Open Interest 898,664 722,564 +31,566
NASDAQ 100(CME)
Dec03 031216 1400.00 1405.50 1385.00 1401.50 +2.00 16,249 60,775 -5,444
Mar04 031216 1402.00 1411.50 1387.00 1404.50 +2.00 28,636 55,322 +9,329
Jun04 031216 1407.50 1407.50 1407.50 1407.50 +2.00 0 47 +0
Total Volume and Open Interest 44,885 116,144 +3,885
NASDAQ 100 E-Mini(GLOBEX)
Dec03 031216 1398.0 1408.0 1385.0 1401.5 +2.5 30,196 242,927 -6,723
Mar04 031216 1401.5 1411.5 1387.0 1404.5 +2.0 414,412 104,859 +11,747
Total Volume and Open Interest 444,608 347,786 +5,024
NYSE Composite(NYBOT)
S & P Midcap 400(CME)
Dec03 031216 560.25 560.25 554.00 558.35 +0.80 3,169 7,052 -1,703
Mar04 031216 557.75 560.25 553.20 558.50 +0.85 3,877 12,846 +2,228
Jun04 031216 558.55 558.55 558.55 558.55 +0.85 0 1 +0
Total Volume and Open Interest 7,046 19,899 +525
Russell 2000(CME)
Dec03 031216 535.00 538.30 531.00 538.30 +4.40 3,158 10,317 -2,146
Mar04 031216 535.50 538.00 528.50 538.00 +4.35 4,707 17,719 +3,006
Jun04 031216 538.10 538.10 538.10 538.10 +4.35      
Total Volume and Open Interest 7,865 28,036 +860
Value Line(KCBT)
Dec03 031216 1460.00 1471.00 1460.00 1471.00 +5.00 0 23 +0
Total Volume and Open Interest 15 45 +5
Nikkei 225(CME)
Mar04 031216 10225 10315 10210 10305 +55 3,013 20,886 +694
Jun04 031216 10270 10295 10270 10295 +55 0 32 +0
Total Volume and Open Interest 3,013 20,925 +694
Nikkei 225(SIMEX)
Mar04 031216 10210 10290 10170 10250 -195 25,288 124,226 +4,041
Jun04 031216 10210 10210 10210 10210 -195 300 300 +300
Sep04 031216 10210 10210 10210 10210 -195      
Total Volume and Open Interest 25,588 124,526 +4,341
CAC 40(MATIF)
Dec03 031216 3476.5 3509.0 3466.0 3507.5 +11.5 66,589 576,654 +25,474
Jan04 031216 3473.5 3513.0 3473.5 3494.5 -6.5 2,240 2,878 +24
Feb04 031216 3500.5 3500.5 3500.5 3500.5 -6.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Dec03 031216 3849.0 3888.5 3836.0 3876.0 +13.5 160,573 176,457 -43,138
Mar04 031216 3868.0 3908.5 3856.5 3896.5 +13.0 69,592 151,937 +44,328
Jun04 031216 3896.0 3929.5 3878.5 3918.0 +13.5 1,108 6,871 +116
Total Volume and Open Interest 231,273 335,265 +1,306
FT-SE 100(LIFFE)
Dec03 031216 4337.50 4354.00 4329.50 4334.50 -21.50 115,175 257,810 -45,064
Mar04 031216 4333.00 4348.00 4324.50 4328.50 -21.50 84,435 231,140 +50,430
Jun04 031216 4339.50 4339.50 4339.50 4339.50 -21.50 0 8,973 +0
Total Volume and Open Interest 199,610 502,548 +5,366
SPI 200(SFE)
Dec03 031216 3226.0 3230.0 3214.0 3224.0 -22.0 45,305 219,893 +16,667
Mar04 031216 3240.0 3241.0 3225.0 3233.0 -25.0 31,353 72,467 +27,965
Jun04 031216 3237.0 3245.0 3236.0 3245.0 -24.0 8 2,973 +2
Total Volume and Open Interest 76,666 297,198 +44,634
GSCI(CME)
Jan04 031216 266.95 266.95 263.90 266.15 -2.15 45 13,568 +46
Feb04 031216 261.55 261.55 261.55 261.55 -1.50 0 4 +0
Mar04 031216 254.10 254.10 254.10 254.10 -5.90      
Total Volume and Open Interest 114 14,014  
Reuters CRB Index(NYBOT)
Jan04 031216 260.50 260.50 258.25 258.60 -0.95 47 492 -5
Feb04 031216 256.25 256.60 256.25 256.60 -0.95 1 72 +1
Apr04 031216 255.50 255.50 253.75 253.80 -0.95 13 168 +6
Total Volume and Open Interest 61 736 +2
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

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!