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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 August 02, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug04 040802 600.00 606.00 583.00 598.00 -1.50 8,536 7,041 -2,419
Sep04 040802 573.00 580.00 562.00 569.50 -5.00 6,677 15,426 +437
Nov04 040802 567.00 576.00 558.00 566.00 -3.00 39,777 111,641 +1,720
Jan05 040802 575.50 582.00 566.00 574.50 -2.50 1,722 10,661 -197
Mar05 040802 583.00 590.00 574.00 582.25 -3.25 826 7,030 +166
May05 040802 592.00 595.00 578.00 586.50 -3.50 1,133 6,685 +296
Jul05 040802 591.00 599.00 588.00 590.50 -3.50 637 2,512 +230
Total Volume and Open Interest 59,499 162,870 +362
Soybean Meal(CBOT)
Aug04 040802 197.00 198.20 192.00 192.80 -5.20 8,452 6,101 -856
Sep04 040802 187.00 188.50 183.00 183.70 -3.30 8,122 24,558 +160
Oct04 040802 177.00 177.30 174.00 174.30 -1.20 2,261 20,984 +547
Dec04 040802 177.00 178.00 173.50 173.90 -1.60 17,517 47,898 +1,117
Jan05 040802 178.00 178.50 174.50 175.30 -1.20 1,796 8,907 +816
Mar05 040802 181.00 181.50 177.50 178.50 -1.30 1,601 6,196 +45
May05 040802 183.00 183.50 180.00 180.00 -1.30 1,378 7,997 +167
Jul05 040802 188.00 188.00 184.00 185.30 -2.00 1,023 6,132 +145
Total Volume and Open Interest 42,674 134,100 +2,484
Soybean Oil(CBOT)
Aug04 040802 21.80 22.00 21.70 21.74 -0.26 3,535 5,892 -1,603
Sep04 040802 21.55 21.88 21.42 21.72 +0.07 5,533 20,173 +806
Oct04 040802 20.95 21.52 20.85 21.29 +0.23 1,751 16,820 +91
Dec04 040802 20.40 21.17 20.30 20.85 +0.37 17,059 63,869 +1,299
Jan05 040802 20.50 20.95 20.45 20.85 +0.25 2,676 11,748 +959
Mar05 040802 20.65 21.15 20.65 20.95 +0.27 1,586 9,467 +788
May05 040802 20.75 21.15 20.75 21.05 +0.27 937 6,090 +107
Jul05 040802 20.90 21.25 20.90 21.05 +0.15 1,020 4,900 +425
Total Volume and Open Interest 35,109 144,446 +3,517
Canola(WCE)
Sep04 040730 320.5 320.5 320.5 320.5 -5.5 50 306 +0
Nov04 040730 328.0 328.0 321.9 324.7 -4.6 3,496 43,417 -642
Jan05 040730 328.2 330.0 328.0 330.0 -4.4 10 2,357 -36
Mar05 040730 335.0 335.0 335.0 335.0 -3.2 2 3,344 +0
May05 040730 340.0 340.0 337.0 337.0 -5.5 0 325 +0
Total Volume and Open Interest 3,558 50,777 -678
Corn(CBOT)
Sep04 040802 218.25 219.25 216.50 218.25 +1.00 11,649 142,746 -1,822
Dec04 040802 226.75 228.75 225.00 227.75 +2.25 43,896 313,226 +4,242
Mar05 040802 234.75 237.50 234.00 236.50 +2.25 4,705 61,904 +1,441
May05 040802 241.75 243.25 240.00 242.50 +2.25 924 22,809 +238
Jul05 040802 246.50 248.25 245.25 247.50 +2.25 1,031 20,259 +396
Sep05 040802 249.00 250.00 248.50 249.25 unch 155 4,538 +46
Total Volume and Open Interest 62,755 578,473 +4,715
Wheat(CBOT)
Sep04 040802 310.00 318.50 309.00 317.00 +4.75 14,678 85,595 +158
Dec04 040802 326.00 331.50 322.25 330.75 +5.25 11,822 56,376 +2,244
Mar05 040802 336.00 343.00 335.00 342.25 +5.25 2,206 13,065 +748
May05 040802 343.00 347.50 340.50 345.50 +5.00 32 824 +17
Jul05 040802 350.00 351.25 348.00 350.00 +2.00 299 3,041 +315
Total Volume and Open Interest 29,041 158,950 +3,481
Wheat(KCBT)
Sep04 040802 334.50 341.00 333.00 340.50 +6.75 14,495 35,702 +568
Dec04 040802 348.50 353.50 346.00 353.50 +5.00 9,168 30,037 +1,288
Mar05 040802 358.25 363.00 356.50 362.25 +5.00 1,395 7,471 +209
May05 040802 363.50 366.50 361.00 366.00 +6.00 153 1,246 +95
Jul05 040802 363.00 368.00 363.00 366.50 +3.50 81 699 +63
Total Volume and Open Interest 25,292 75,178 +2,223
Wheat(MGE)
Sep04 040802 350.00 353.00 348.00 352.75 +3.25 3,685 14,033 +223
Dec04 040802 362.50 363.00 358.50 363.00 +2.75 2,397 15,010 +331
Mar05 040802 372.00 373.75 371.00 373.25 +2.25 713 3,902 +393
May05 040802 375.00 379.00 374.50 379.00 +3.25 391 1,177 +212
Jul05 040802 379.50 379.50 379.50 379.50 +1.00 26 85 +26
Total Volume and Open Interest 7,212 34,222 +1,185
Oats(CBOT)
Sep04 040802 122.00 125.25 122.00 124.00 +2.25 286 2,471 -42
Dec04 040802 131.00 132.75 130.50 132.00 +2.25 753 6,633 +129
Mar05 040802 139.50 139.50 139.50 139.50 +2.25 52 766 +17
May05 040802 145.50 145.50 145.50 145.50 +1.50 0 82 +0
Total Volume and Open Interest 1,091 9,972 +104
Rough Rice(CBOT)
Sep04 040802 7.40 7.52 7.35 7.48 +0.39 95 1,171 -10
Nov04 040802 7.36 7.42 7.20 7.42 +0.45 259 1,818 -39
Jan05 040802 7.65 7.65 7.59 7.61 +0.41 32 583 +10
Mar05 040802 7.79 7.79 7.79 7.79 +0.35 5 315 +5
Total Volume and Open Interest 391 3,902 -34
Live Cattle(CME)
Aug04 040802 85.200 86.000 85.000 85.250 -0.475 4,773 20,014 -1,350
Oct04 040802 88.200 88.900 88.150 88.500 -0.250 7,442 66,826 +254
Dec04 040802 89.100 89.825 88.950 89.625 +0.125 1,660 16,298 +124
Feb05 040802 89.300 90.025 89.250 89.625 -0.300 717 10,623 +89
Apr05 040802 86.900 87.525 86.900 87.125 -0.325 326 3,889 +211
Jun05 040802 82.200 82.450 82.200 82.250 +0.050 36 1,244 +15
Total Volume and Open Interest 14,968 119,008 -654
Feeder Cattle(CME)
Aug04 040802 113.975 114.475 113.850 114.325 -0.325 949 6,679 -61
Sep04 040802 112.500 113.750 112.350 113.350 +0.375 939 5,390 -109
Oct04 040802 111.850 112.900 111.100 112.850 +0.750 725 5,293 +208
Nov04 040802 108.800 110.225 108.550 110.225 +1.125 47 1,819 +18
Jan05 040802 104.500 105.950 104.300 105.900 +1.300 105 1,125 +58
Mar05 040802 99.500 100.950 99.500 100.950 +0.950 17 304 +9
Apr05 040802 99.750 100.200 99.750 100.200 +0.400 4 100 +0
Total Volume and Open Interest 2,786 20,733 +123
Lean Hogs(CME)
Aug04 040802 77.775 78.600 77.650 78.500 +0.750 2,522 10,347 -382
Oct04 040802 69.350 70.750 69.250 70.350 +1.125 4,799 52,222 +1,175
Dec04 040802 64.650 66.000 64.650 65.900 +1.150 1,534 17,035 +411
Feb05 040802 62.350 63.250 62.250 63.125 +0.700 193 3,406 +31
Apr05 040802 60.750 61.100 60.700 60.950 +0.275 78 1,621 +36
May05 040802 62.300 62.300 62.300 62.300 -0.075 7 202 +2
Jun05 040802 64.450 64.750 64.450 64.750 +0.250 88 390 +84
Jul05 040802 61.600 61.600 61.600 61.600 -0.150 8 192 +0
Total Volume and Open Interest 9,230 85,423 +1,357
Pork Bellies(CME)
Aug04 040802 102.600 103.900 101.400 102.950 -1.150 288 1,435 -23
Feb05 040802 92.300 95.950 92.050 93.800 +0.850 37 285 +17
Mar05 040802 92.250 92.500 92.250 92.500 -0.050 1 3 -1
May05 040802 92.775 92.775 92.775 92.775 +0.025 0 3 +0
Total Volume and Open Interest 326 1,726 -7
Class III Milk(CME)
Aug04 040802 14.25 14.30 14.20 14.27 +0.02 65 5,359 -11
Sep04 040802 15.90 16.05 15.71 16.02 +0.10 171 5,426 -17
Oct04 040802 14.95 15.15 14.85 15.15 +0.18 231 3,387 +87
Nov04 040802 13.42 13.49 13.35 13.45 +0.03 40 2,367 +1
Dec04 040802 12.62 12.65 12.60 12.61 -0.01 34 1,973 +5
Total Volume and Open Interest 588 21,559 -5,620
Cocoa(NYBOT)
Sep04 040802 1685 1705 1669 1692 +47 5,406 39,972 +1,166
Dec04 040802 1690 1713 1683 1709 +49 1,677 21,365 +168
Mar05 040802 1708 1730 1708 1729 +49 739 12,085 +283
May05 040802 1741 1741 1741 1741 +49 95 11,674 +42
Jul05 040802 1753 1753 1753 1753 +49 71 11,388 +42
Sep05 040802 1767 1767 1767 1767 +49 0 4,854 +0
Dec05 040802 1777 1777 1777 1777 +49 410 5,351 +410
Total Volume and Open Interest 8,723 110,861 +2,311
Coffee "C"(NYBOT)
Sep04 040802 66.25 66.60 65.70 66.45 unch 11,754 55,710 +368
Dec04 040802 69.60 70.00 69.20 69.80 -0.05 7,187 24,839 +1,465
Mar05 040802 72.80 73.10 72.50 73.05 +0.05 1,222 7,225 +132
May05 040802 74.60 74.85 74.20 74.85 +0.20 460 2,024 +160
Jul05 040802 76.25 76.50 75.90 76.50 +0.25 56 1,177 +15
Sep05 040802 77.50 78.00 77.50 78.00 +0.35 48 402 +47
Total Volume and Open Interest 20,729 91,626 +2,187
Orange Juice(NYBOT)
Sep04 040802 60.55 61.30 60.50 60.85 -0.65 732 14,791 -128
Nov04 040802 61.80 62.20 61.65 62.10 -0.05 282 10,893 +91
Jan05 040802 64.50 64.50 64.05 64.10 -0.40 112 2,752 -42
Mar05 040802 66.15 66.25 66.00 66.15 -0.10 206 5,342 +66
May05 040802 69.50 69.70 69.50 69.50 -0.30 23 3,079 +10
Total Volume and Open Interest 1,356 37,010 -2
Sugar #11(NYBOT)
Oct04 040802 8.28 8.41 8.20 8.39 +0.11 16,088 203,176 +1,937
Mar05 040802 8.73 8.84 8.68 8.82 +0.10 3,955 52,619 +437
May05 040802 8.54 8.66 8.52 8.66 +0.12 704 18,619 -162
Jul05 040802 8.27 8.41 8.27 8.41 +0.14 876 12,895 -20
Oct05 040802 8.11 8.20 8.08 8.18 +0.08 462 12,749 -64
Total Volume and Open Interest 22,089 305,667 +2,098
London Cocoa(LCE)
Sep04 040802 938 965 938 964 +27 3,543 46,283 -802
Dec04 040802 960 991 960 990 +29 3,362 53,526 +109
Mar05 040802 980 1008 980 1008 +28 2,887 29,156 +1,042
May05 040802 1013 1022 1013 1022 +28 597 14,322 +376
Jul05 040802 1023 1036 1023 1036 +28 34 12,262 +0
Sep05 040802 1043 1049 1042 1049 +29 797 12,403 +699
Dec05 040802 1061 1061 1061 1061 +28 30 7,204 +21
Total Volume and Open Interest 11,250 177,621 +1,445
London Coffee(LCE)
Sep04 040802 657.00 665.00 655.00 661.00 -6.00 2,560 63,657 -277
Nov04 040802 680.00 682.00 673.00 678.00 -6.00 1,067 38,166 +288
Jan05 040802 695.00 696.00 687.00 692.00 -6.00 496 28,180 +199
Mar05 040802 711.00 711.00 702.00 706.00 -6.00 135 15,420 +24
May05 040802 720.00 721.00 720.00 721.00 -6.00 17 13,195 +13
Jul05 040802 741.00 741.00 735.00 735.00 -6.00 8 3,404 +8
Total Volume and Open Interest 4,381 163,018 -11
London Sugar(LCE)
Aug04 040716 244.50 248.90 244.00 248.90 +4.90 896 2,854 -394
Oct04 040802 251.50 255.30 251.40 255.00 +3.10 1,395 24,549 +26
Dec04 040802 254.00 257.00 254.00 257.00 +3.00 878 5,868 -211
Mar05 040802 260.60 263.50 260.50 263.10 +2.50 1,034 9,679 +102
May05 040802 259.10 262.00 259.10 262.00 +2.10 383 5,558 +75
Total Volume and Open Interest 4,031 54,222 +126
Cotton(NYBOT)
Oct04 040802 44.60 44.60 43.75 44.30 +0.47 265 3,204 -76
Dec04 040802 44.95 45.19 44.25 44.76 +0.36 7,256 55,791 +57
Mar05 040802 46.20 46.45 45.60 46.10 +0.33 1,552 13,011 -40
May05 040802 47.30 47.30 46.80 47.20 +0.20 513 2,973 +123
Jul05 040802 47.60 48.00 47.60 48.00 unch 871 3,041 +506
Oct05 040802 50.30 50.30 50.30 50.30 -0.10 0 25 +0
Total Volume and Open Interest 10,572 79,808 +579
Lumber(CME)
Sep04 040802 423.0 423.0 412.3 412.3 -10.0 661 4,444 +76
Nov04 040802 366.0 366.8 359.4 359.4 -10.0 181 1,442 +3
Jan05 040802 359.0 359.0 351.3 352.4 -7.7 54 327 +21
Mar05 040802 358.0 359.4 355.0 359.4 -5.6 0 44 +0
Total Volume and Open Interest 896 6,257 +100
Crude Oil(NYM)
Sep04 040802 43.60 43.94 43.27 43.82 +0.02 77,427 230,512 -1,992
Oct04 040802 42.83 43.25 42.60 43.16 +0.11 43,871 78,869 +2,393
Nov04 040802 42.35 42.70 42.10 42.63 +0.14 12,941 41,380 +2,039
Dec04 040802 41.75 42.15 41.68 42.14 +0.15 12,866 67,768 +1,234
Jan05 040802 41.18 41.62 41.18 41.62 +0.15 2,864 24,361 -217
Feb05 040802 41.00 41.18 41.00 41.18 +0.15 902 15,883 -100
Mar05 040802 40.25 40.77 40.25 40.77 +0.15 1,058 18,423 +710
Apr05 040802 40.15 40.39 40.15 40.39 +0.15 163 12,714 +31
May05 040802 40.02 40.02 40.02 40.02 +0.15 233 6,306 +30
Jun05 040802 39.20 39.67 39.20 39.67 +0.15 1,961 23,508 +196
Jul05 040802 39.37 39.37 39.37 39.37 +0.15 283 7,164 +170
Aug05 040802 39.12 39.12 39.12 39.12 +0.15 8 5,953 +8
Sep05 040802 38.69 38.90 38.69 38.90 +0.15 593 9,279 -87
Oct05 040802 38.70 38.70 38.70 38.70 +0.15 318 4,011 +238
Nov05 040802 38.51 38.51 38.51 38.51 +0.15 38 4,417 -22
Dec05 040802 37.95 38.34 37.92 38.34 +0.15 1,902 45,687 +1,033
Total Volume and Open Interest 163,377 705,826 +5,857
Heating Oil(NYM)
Sep04 040802 116.60 117.00 115.50 116.43 -0.50 19,192 77,242 +2,656
Oct04 040802 117.40 117.80 116.65 117.47 -0.36 4,221 20,619 +469
Nov04 040802 118.10 118.80 117.90 118.37 -0.31 2,213 14,167 +77
Dec04 040802 119.00 119.50 118.40 119.12 -0.31 3,614 25,918 +751
Jan05 040802 119.25 119.95 118.90 119.52 -0.31 1,127 12,308 -117
Feb05 040802 118.50 118.70 117.90 118.22 -0.21 454 12,830 +273
Mar05 040802 115.20 116.00 114.90 115.02 -0.16 509 11,060 +162
Apr05 040802 110.60 111.00 110.00 110.37 -0.11 58 2,944 +3
May05 040802 106.40 106.50 105.80 106.17 -0.06 151 2,654 +101
Jun05 040802 103.80 103.80 103.57 103.57 -0.06 454 5,085 -47
Jul05 040802 102.50 102.67 102.50 102.67 -0.06 390 5,907 -20
Aug05 040802 102.87 102.87 102.87 102.87 -0.06 2 410 +0
Total Volume and Open Interest 40,308 204,312 +570
Unleaded Gas(NYM)
Sep04 040802 129.80 129.80 128.10 128.62 -1.87 24,340 69,249 +1,216
Oct04 040802 124.70 124.90 123.50 124.08 -1.16 3,895 12,136 +290
Nov04 040802 121.00 121.00 120.63 120.63 -0.61 828 7,240 -14
Dec04 040802 117.60 118.20 117.25 117.63 -0.66 2,994 14,431 +874
Jan05 040802 116.50 117.25 116.50 116.73 -0.66 147 5,233 +72
Feb05 040802 117.03 117.03 117.03 117.03 -0.66 25 5,243 +3
Mar05 040802 117.68 117.68 117.68 117.68 -0.61 13 1,873 +9
Apr05 040802 124.23 124.23 124.23 124.23 -0.61 127 7,743 +29
May05 040802 123.93 123.93 123.93 123.93 -0.61 0 7,616 +0
Jun05 040802 122.63 122.63 122.63 122.63 -0.56 50 2,143 +0
Jul05 040802 120.33 120.33 120.33 120.33 -0.51 0 2,095 +0
Aug05 040802 117.58 117.58 117.58 117.58        
Natural Gas(NYM)
Sep04 040802 6.000 6.010 5.780 5.813 -0.299 25,363 69,357 -108
Oct04 040802 6.080 6.085 5.880 5.915 -0.267 9,014 40,290 -707
Nov04 040802 6.480 6.500 6.330 6.360 -0.186 3,237 19,676 +22
Dec04 040802 6.820 6.820 6.650 6.697 -0.144 4,512 28,170 +880
Jan05 040802 6.980 6.990 6.850 6.884 -0.133 2,536 25,286 +946
Feb05 040802 6.935 6.960 6.830 6.855 -0.123 1,385 16,981 +118
Mar05 040802 6.800 6.840 6.720 6.736 -0.109 1,991 17,585 +393
Apr05 040802 6.210 6.220 6.100 6.146 -0.061 1,902 13,763 -387
May05 040802 6.100 6.100 6.010 6.046 -0.041 254 12,210 +35
Jun05 040802 6.130 6.130 6.010 6.061 -0.039 230 8,660 +123
Jul05 040802 6.160 6.160 6.040 6.096 -0.034 332 11,919 +105
Aug05 040802 6.140 6.160 6.050 6.105 -0.034 268 8,619 +184
Sep05 040802 6.130 6.150 6.080 6.105 -0.034 118 8,094 +66
Oct05 040802 6.160 6.160 6.090 6.138 -0.024 689 7,354 +372
Nov05 040802 6.350 6.350 6.300 6.333 -0.014 293 7,190 +114
Dec05 040802 6.390 6.525 6.390 6.521 -0.006 418 6,528 +116
Total Volume and Open Interest 53,665 368,330 +3,009
Brent Crude Oil(IPE)
Sep04 040802 39.80 40.04 39.54 39.97 -0.06 33,027 82,385 +2,034
Oct04 040802 39.25 39.43 38.98 39.38 -0.04 21,548 84,515 -115
Nov04 040802 38.80 39.05 38.70 39.05 unch 5,441 16,080 +810
Dec04 040802 38.40 38.67 38.29 38.65 unch 6,212 31,744 +927
Jan05 040802 38.01 38.27 37.92 38.26 +0.01 1,841 13,269 +214
Feb05 040802 37.70 37.90 37.70 37.90 +0.01 225 7,700 +161
Mar05 040802 37.35 37.57 37.35 37.57 +0.01 227 11,655 +84
Apr05 040802 37.10 37.26 37.06 37.26 +0.02 47 6,369 +47
May05 040802 36.99 36.99 36.99 36.99 +0.03 0 1,593 +0
Jun05 040802 36.50 36.72 36.50 36.72 +0.02 1,798 15,305 -12
Jul05 040802 36.49 36.49 36.49 36.49 +0.02 419 2,034 +319
Aug05 040802 36.28 36.28 36.28 36.28 +0.02 0 111 +0
Sep05 040802 36.08 36.08 36.08 36.08 +0.03 0 3,215 +0
Total Volume and Open Interest 74,427 338,504 +4,849
Gas Oil(IPE)
Aug04 040802 371.00 372.50 369.50 372.25 +2.00 11,833 43,287 -1,101
Sep04 040802 369.00 370.00 367.00 368.75 +2.25 12,459 45,293 +1,808
Oct04 040802 364.00 365.50 363.00 364.00 +2.00 2,680 20,794 +313
Nov04 040802 358.50 358.75 357.75 358.25 +1.75 10 10,450 +10
Dec04 040802 353.00 353.50 351.50 352.25 +1.50 4,284 26,149 +879
Jan05 040802 347.00 348.50 346.00 347.25 +1.50 306 6,660 +100
Feb05 040802 342.00 342.00 341.25 341.75 +1.50 0 2,753 +0
Mar05 040802 334.75 335.25 334.75 335.25 +2.25 200 2,785 +0
Apr05 040802 327.00 327.00 327.00 327.00 +2.50 200 950 +50
May05 040802 321.50 321.50 321.50 321.50 +2.00 0 850 +0
Total Volume and Open Interest 34,446 187,971 +1,821
US Dollar Index(NYBOT)
Sep04 040802 89.98 89.98 89.52 89.93 -0.18 1,984 12,267 -12
Dec04 040802 89.77 90.20 89.77 90.16 -0.18 21 2,122 +3
Mar05 040802 90.39 90.39 90.39 90.39 -0.18 0 12 +0
Total Volume and Open Interest 2,015 14,412 +1
Australian Dollar(CME)
Sep04 040802 70.02 70.20 69.88 70.04 +0.25 1,189 29,530 -313
Dec04 040802 69.40 69.49 69.40 69.42 +0.25 2 278 +0
Mar05 040802 68.86 68.86 68.86 68.86 +0.25 0 31 +0
Total Volume and Open Interest 1,191 29,902 -313
British Pound(CME)
Sep04 040802 181.92 182.30 181.85 182.13 +0.89 3,862 66,567 +159
Dec04 040802 180.70 180.90 180.60 180.67 +0.87 13 457 +7
Mar05 040802 179.37 179.37 179.37 179.37 +0.87 0 6 +0
Total Volume and Open Interest 3,875 67,031 +166
Canadian Dollar(CME)
Sep04 040802 75.27 75.34 74.96 75.08 unch 6,197 68,372 -1,016
Dec04 040802 75.15 75.22 74.90 75.01 unch 61 4,659 -13
Mar05 040802 74.88 74.96 74.88 74.96 unch 3 784 +1
Jun05 040802 74.82 74.91 74.82 74.91 unch 0 562 +0
Total Volume and Open Interest 6,261 74,429 -1,028
Japanese Yen(CME)
Sep04 040802 90.08 90.56 90.07 90.39 +0.47 5,017 100,122 +2,050
Dec04 040802 90.57 90.94 90.57 90.83 +0.46 44 10,610 -46
Mar05 040802 91.36 91.36 91.36 91.36 +0.45 0 6 +0
Total Volume and Open Interest 5,061 110,741 +2,004
Swiss Franc(CME)
Sep04 040802 78.56 78.67 78.25 78.32 +0.22 2,564 42,713 +293
Dec04 040802 78.82 78.82 78.57 78.57 +0.22 3 139 +1
Mar05 040802 78.84 78.84 78.84 78.84 +0.22 0 6 +0
Total Volume and Open Interest 2,567 42,917 +294
EuroFX(CME)
Sep04 040802 120.47 120.60 120.19 120.28 +0.21 8,663 152,842 +2,650
Dec04 040802 120.38 120.42 120.20 120.21 +0.21 106 1,190 -11
Mar05 040802 120.40 120.54 120.15 120.21 +0.21 100 249 +2
Total Volume and Open Interest 8,869 154,373 +2,641
Mexican Peso(CME)
Sep04 040802 8720.0 8722.0 8680.0 8712.0 +17.0 4,868 45,382 +3,040
Dec04 040802 8582.0 8582.0 8582.0 8582.0 +17.0 0 1,349 +0
Total Volume and Open Interest 4,905 47,674 +3,065
30-Year T-Bonds(CBOT)
Sep04 040802 108~16 108~28 108~09 108~12 +0~05 319,805 513,026 +11,271
Dec04 040802 107~24 108~14 107~04 107~05 +0~04 1,943 20,540 +354
Mar05 040802 106~05 106~05 106~02 106~02 +0~04 9 160 +5
Total Volume and Open Interest 321,757 533,813 +11,630
Municipal Bonds(CBOT)
Sep04 040802 102~09 102~09 101~25 101~30 +0~06 577 2,542 +74
Total Volume and Open Interest 577 2,542 +74
10-Year T-Notes(CBOT)
Sep04 040802 111~000 111~080 110~245 110~280 +0~050 897,127 1,389,269 +5,801
Dec04 040802 109~260 109~270 109~185 109~215 +0~055 3,824 54,638 -73
Total Volume and Open Interest 900,951 1,444,095 +5,728
5-Year T-Notes(CBOT)
Sep04 040802 109~240 109~240 109~170 109~195 +0~035 546,591 0 +0
Dec04 040802 108~255 108~255 108~215 108~215 +0~030 3,548 0 -106,196
Total Volume and Open Interest 550,139    
2 Year T-Notes(CBOT)
Sep04 040802 105~085 105~085 105~076 105~080 +0~008 3,622 190,827 -2,269
Dec04 040802 105~001 105~001 105~001 105~001 +0~008 0 400 +0
Total Volume and Open Interest 3,622 191,227 -2,269
Eurodollars(CME)
Sep04 040802 98.075 98.085 98.065 98.080 +0.020 77,085 913,276 -12,662
Dec04 040802 97.675 97.685 97.650 97.670 +0.030 67,992 897,990 +11,710
Mar05 040802 97.285 97.300 97.250 97.280 +0.040 94,024 845,781 +5,480
Jun05 040802 96.925 96.940 96.880 96.910 +0.040 101,796 628,049 -12,061
Sep05 040802 96.590 96.600 96.535 96.570 +0.040 67,447 568,711 +3,418
Dec05 040802 96.290 96.290 96.235 96.260 +0.035 47,994 467,029 +5,775
Mar06 040802 96.060 96.060 96.005 96.025 +0.025 32,788 383,866 -3,888
Jun06 040802 95.870 95.870 95.810 95.830 +0.015 28,618 227,661 +896
Sep06 040802 95.690 95.700 95.640 95.670 +0.020 20,924 201,151 +2,164
Dec06 040802 95.520 95.530 95.495 95.505 +0.020 12,293 148,621 +2,196
Mar07 040802 95.380 95.395 95.355 95.365 +0.020 13,014 151,498 -1,279
Jun07 040802 95.250 95.260 95.225 95.235 +0.020 11,174 111,828 -129
Total Volume and Open Interest 600,158 6,159,789 +7,479
3-Mth Euro-Yen(CME)
Sep04 040802 99.91 99.91 99.91 99.91 unch 0 7,256 +100
Dec04 040802 99.87 99.87 99.87 99.87 unch 189 6,942 -31
Mar05 040802 99.80 99.80 99.80 99.80 unch 0 7,489 -777
Jun05 040802 99.69 99.69 99.69 99.69 unch 81 8,738 -349
Sep05 040802 99.56 99.56 99.56 99.56 unch 32 4,588 -311
Dec05 040802 99.42 99.42 99.42 99.42 unch 6 3,012 +29
Mar06 040802 99.28 99.28 99.28 99.28 unch 0 1,812 -200
Jun06 040802 99.14 99.14 99.14 99.14 unch 0 1,218 +0
Sep06 040802 99.00 99.00 99.00 99.00 -0.01 0 1,079 +0
Dec06 040802 98.88 98.88 98.88 98.88 -0.01 0 655 +0
Total Volume and Open Interest 458 43,655 -1,689
3-Mth Euro-Yen(SIMEX)
Sep04 040802 99.91 99.91 99.91 99.91 unch 4 46,534 +96
Dec04 040802 99.88 99.88 99.87 99.87 unch 263 66,016 -185
Mar05 040802 99.80 99.80 99.80 99.80 unch 3,115 61,714 +600
Jun05 040802 99.69 99.70 99.69 99.69 unch 1,258 60,704 +553
Sep05 040802 99.56 99.57 99.55 99.56 unch 1,516 45,261 +49
Dec05 040802 99.43 99.43 99.41 99.42 unch 1,840 39,654 +615
Mar06 040802 99.27 99.28 99.27 99.28 unch 966 27,812 -282
Jun06 040802 99.13 99.14 99.13 99.14 unch 684 13,514 +491
Total Volume and Open Interest 9,646 377,648 +1,937
German Euro-Bund(EUREX)
Sep04 040802 114.40 114.61 114.25 114.34 +0.09 1,119,882 1,092,203 +59,832
Dec04 040802 113.46 113.64 113.31 113.37 +0.07 955 20,584 +812
Mar05 040802 112.74 112.74 112.74 112.74 +0.12 492 5 +3
Total Volume and Open Interest 1,121,329 1,112,792 +60,647
German Euro-Bobl(EUREX)
Sep04 040802 111.06 111.24 111.00 111.07 +0.09 665,073 689,557 +17,361
Dec04 040802 110.13 110.19 110.13 110.15 +0.09 459 6,718 +127
Mar05 040802 109.68 109.68 109.68 109.68 +0.09      
Total Volume and Open Interest 665,532 696,275 +17,488
Long Gilt(LIFFE)
Sep04 040802 105~30 106~05 105~28 105~29 0~00 63,901 207,517 +3,074
Dec04 040802 105~21 105~21 105~21 105~21 0~00 200 0 +0
Total Volume and Open Interest 64,101 207,517 +3,074
3-Mth Short Sterling(LIFFE)
Sep04 040802 94.90 94.91 94.88 94.90 unch 31,963 210,107 +4,413
Dec04 040802 94.73 94.76 94.70 94.73 unch 68,417 248,897 +12,269
Mar05 040802 94.59 94.65 94.58 94.61 +0.01 56,644 204,542 -1,446
Total Volume and Open Interest 266,370 1,220,426 +16,027
3-Mth Euribor(LIFFE)
Sep04 040802 97.870 97.875 97.850 97.860 +0.010 113,875 514,654 +13,946
Dec04 040802 97.730 97.740 97.710 97.725 +0.020 148,313 561,560 -5,987
Mar05 040802 97.545 97.560 97.515 97.535 +0.030 153,210 431,403 +21,438
Total Volume and Open Interest 785,985 2,824,651 +47,883
3-Mth Aus T-Bills(SFE)
Sep04 040802 94.49 94.51 94.49 94.51 +0.03 27,051 126,643 +6,974
Dec04 040802 94.38 94.43 94.38 94.41 +0.07 59,136 138,527 +29,320
Mar05 040802 94.31 94.35 94.30 94.33 +0.07 9,790 63,574 -13
Jun05 040802 94.25 94.30 94.25 94.28 +0.07 2,692 30,951 -247
Sep05 040802 94.23 94.25 94.23 94.23 +0.07 696 18,992 -852
Dec05 040802 94.19 94.19 94.18 94.18 +0.07 309 14,451 +345
Mar06 040802 94.14 94.14 94.13 94.13 +0.07 188 10,813 -50
Jun06 040802 94.07 94.07 94.07 94.07 +0.07 168 6,722 +2
Sep06 040802 94.01 94.01 94.01 94.01 +0.07 26 2,897 +25
Dec06 040802 93.94 93.94 93.94 93.94 +0.06 1 1,812 +1
Total Volume and Open Interest 100,057 418,813 +35,505
10-Year Aus T-Bonds(SFE)
Sep04 040802 94.22 94.29 94.22 94.26 +0.12 18,947 201,905 +1,223
Dec04 040802 94.26 94.26 94.26 94.26 +0.12      
Total Volume and Open Interest 102,442 381,378 +21,080
3-Year Aus T-Bonds(SFE)
Sep04 040802 94.45 94.49 94.45 94.47 +0.09 83,174 381,378 +21,080
Dec04 040802 94.47 94.47 94.47 94.47 +0.09      
Total Volume and Open Interest 83,174 381,378 +21,080
Gold(CMX)
Aug04 040802 393.3 393.3 391.0 391.7 +0.7 4,977 6,282 -13,302
Oct04 040802 393.8 395.0 392.0 393.1 +0.7 1,554 20,268 +468
Dec04 040802 395.5 395.8 393.5 394.4 +0.7 33,884 137,872 +2,106
Feb05 040802 395.8 396.0 395.6 395.9 +0.7 338 7,230 -89
Apr05 040802 397.6 397.6 397.6 397.6 +0.7 423 4,556 -376
Jun05 040802 399.2 399.4 399.2 399.4 +0.7 17 14,126 -1
Aug05 040802 401.4 401.4 401.4 401.4 +0.6 156 2,980 +156
Oct05 040802 403.4 403.4 403.4 403.4 +0.5 0 281 +0
Dec05 040802 405.0 405.5 405.0 405.5 +0.5 71 6,110 +8
Feb06 040802 407.9 407.9 407.9 407.9 +0.5 0 853 +0
Apr06 040802 410.3 410.3 410.3 410.3 +0.5 0 485 +0
Jun06 040802 412.8 412.8 412.8 412.8 +0.5 0 7,769 +1
Total Volume and Open Interest 41,420 215,664 -11,029
Silver(CMX)
Sep04 040802 663.0 664.0 654.0 662.0 +6.0 20,190 56,099 -727
Dec04 040802 666.0 667.0 657.0 665.3 +6.1 2,772 22,707 +1,492
Mar05 040802 671.0 671.0 662.0 668.6 +6.1 75 5,245 +54
May05 040802 675.0 675.0 670.8 670.8 +6.1 0 1,113 +0
Jul05 040802 670.0 672.9 670.0 672.9 +6.1 1 1,972 +0
Sep05 040802 674.9 674.9 674.9 674.9 +6.1 0 98 +0
Dec05 040802 675.0 677.8 672.0 677.8 +6.1 7 3,133 -1
Total Volume and Open Interest 23,047 91,850 +819
Platinum(NYM)
Oct04 040802 827.0 832.0 825.5 826.3 +8.4 402 5,258 -32
Jan05 040802 820.3 820.3 820.3 820.3 +8.4 0 11 +0
Total Volume and Open Interest 402 5,269 -32
Palladium(NYME)
Sep04 040802 219.40 223.00 218.00 218.90 +1.70 218 7,555 +94
Dec04 040802 226.00 226.00 219.50 220.40 +1.70 13 733 +10
Mar05 040802 227.00 227.00 222.65 222.65 +1.70 0 9 +0
Total Volume and Open Interest 231 8,297 +104
Copper(CMX)
Sep04 040802 130.30 132.50 129.50 130.55 -0.25 11,725 43,349 +374
Dec04 040802 127.00 128.70 126.40 127.30 -0.25 3,799 14,356 +1,404
Mar05 040802 122.50 123.20 122.50 122.55 -0.95 103 2,509 +27
May05 040802 119.65 119.65 119.65 119.65 -1.05 10 447 +10
Jul05 040802 117.00 117.00 116.65 116.65 -1.10 10 824 -9
Total Volume and Open Interest 17,101 69,642 +2,408
DJIA Index(CBOT)
Sep04 040802 10088 10188 10080 10165 +25 6,373 42,128 -728
Dec04 040802 10075 10175 10075 10162 +25 2 368 +3
Mar05 040802 10095 10167 10095 10167 +25      
Total Volume and Open Interest 6,375 42,496 -725
S & P 500(CME)
Sep04 040802 1097.00 1108.30 1095.60 1105.50 +4.40 39,011 569,665 -1,599
Dec04 040802 1100.50 1107.80 1099.50 1105.90 +4.40 3,080 17,250 +1,989
Mar05 040802 1107.10 1107.10 1107.10 1107.10 +4.40 0 577 +50
Jun05 040802 1110.20 1110.20 1110.20 1110.20 +4.40 0 269 +0
Total Volume and Open Interest 42,091 587,822 +440
S & P 500 E-Mini(Globex)
Sep04 040802 1098.00 1108.25 1095.50 1105.50 +4.50 493,272 580,964 +1,086
Dec04 040802 1098.50 1108.25 1097.50 1106.00 +4.50 447 48,017 -127
Total Volume and Open Interest 493,719 628,981 +959
NASDAQ 100(CME)
Sep04 040802 1395.00 1411.00 1388.00 1407.00 +4.50 8,722 64,784 -7,061
Dec04 040802 1398.50 1412.00 1398.50 1412.00 +4.50 150 2,316 -94
Mar05 040802 1417.00 1417.00 1417.00 1417.00 +4.50 0 3 +0
Total Volume and Open Interest 8,872 67,103 -7,155
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040802 1400.0 1410.5 1387.5 1407.0 +4.5 272,122 259,176 +28,694
Dec04 040802 1391.0 1414.5 1391.0 1412.0 +4.5 30 4,882 +1
Total Volume and Open Interest 272,152 264,058 +28,695
S & P Midcap 400(CME)
Sep04 040802 575.50 580.50 571.50 579.50 +0.40 784 13,383 -85
Dec04 040802 579.25 579.25 579.25 579.25 +0.40      
Mar05 040802 579.25 579.25 579.25 579.25 +0.40      
Total Volume and Open Interest 784 13,383 -85
Russell 2000(CME)
Sep04 040802 546.50 552.00 542.50 550.50 -1.20 1,336 28,208 -203
Dec04 040802 550.50 550.50 550.50 550.50 -1.20      
Mar05 040802 550.50 550.50 550.50 550.50 -1.20      
Total Volume and Open Interest 1,336 28,208 -203
Value Line(KCBT)
Sep04 040802 1545.00 1545.00 1542.00 1542.00 +1.50 2 53 -1
Total Volume and Open Interest 2 53 -1
Nikkei 225(CME)
Sep04 040802 11190 11285 11180 11285 -10 2,407 31,881 -332
Dec04 040802 11285 11285 11285 11285 -10 0 21 +0
Total Volume and Open Interest 2,407 31,902 -332
Nikkei 225(SIMEX)
Sep04 040802 11220 11280 11155 11235 -75 17,128 142,072 -1,527
Dec04 040802 11200 11200 11200 11200 -75      
Mar05 040802 11195 11195 11195 11195 -75 0 1 +0
Total Volume and Open Interest 17,128 142,074 -1,527
CAC 40(MATIF)
Aug04 040802 3638.0 3645.0 3613.0 3628.0 -27.5 152,453 227,648 +134,486
Sep04 040802 3639.0 3650.0 3623.5 3635.0 -27.0 31,264 139,492 +27,763
Oct04 040802 3637.5 3637.5 3637.5 3637.5        
DAX Index(EUREX)
Sep04 040802 3887.0 3890.5 3850.5 3884.0 -20.0 99,663 148,450 +2,671
Dec04 040802 3905.5 3911.5 3872.0 3905.0 -20.0 239 5,393 +8
Mar05 040802 3928.0 3928.0 3913.0 3927.5 -20.5 46 6,699 -3
Total Volume and Open Interest 99,948 160,542 +2,676
FT-SE 100(LIFFE)
Sep04 040802 4391.00 4409.00 4380.50 4402.50 -7.50 61,658 443,168 +812
Dec04 040802 4425.00 4435.00 4423.00 4435.00 -7.50 1,005 31,813 +1,003
Mar05 040802 4442.00 4442.00 4442.00 4442.00 -7.50 0 4,984 +0
Total Volume and Open Interest 63,413 484,265 +2,065
SPI 200(SFE)
Sep04 040802 3517.0 3545.0 3515.0 3539.0 +11.0 12,249 152,175 +1,154
Dec04 040802 3532.0 3555.0 3532.0 3551.0 +11.0 65 5,479 +57
Mar05 040802 3561.0 3561.0 3561.0 3561.0 +10.0 0 1,842 +0
Total Volume and Open Interest 12,317 161,836 +1,214
GSCI(CME)
Aug04 040802 306.10 306.30 305.25 306.05 -0.80 600 16,802 +173
Sep04 040802 304.70 305.50 304.70 305.20 -0.25 273 273 +273
Oct04 040802 305.00 305.00 305.00 305.00 +0.25      
Total Volume and Open Interest 873 17,075 +446
Reuters CRB Index(NYBOT)
Aug04 040802 267.50 269.00 266.75 268.75 +1.75 7 242 +0
Nov04 040802 270.00 270.90 270.00 270.75 +1.75 4 123 +0
Jan05 040802 270.75 270.75 270.75 270.75 +1.75 0 52 +0
Total Volume and Open Interest 11 418 +0
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 © 1989- 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!