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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed August 04, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug04 040804 599.00 607.00 590.00 590.00 -9.50 3,616 5,862 -507
Sep04 040804 569.00 580.00 565.00 565.50 -7.25 6,817 16,734 +969
Nov04 040804 561.00 568.00 556.00 557.00 -10.00 37,479 118,623 +2,995
Jan05 040804 568.00 574.00 564.00 564.00 -10.00 1,492 10,784 +2
Mar05 040804 577.00 581.00 569.00 570.50 -11.50 724 7,406 +175
May05 040804 585.00 585.00 576.00 576.50 -10.50 568 6,716 -16
Jul05 040804 589.00 589.00 580.00 580.00 -11.00 135 2,569 +3
Total Volume and Open Interest 51,014 170,577 +3,607
Soybean Meal(CBOT)
Aug04 040804 187.00 188.50 183.50 183.80 -4.20 3,451 4,543 -688
Sep04 040804 179.00 182.20 178.50 179.40 -1.00 5,962 23,984 -426
Oct04 040804 171.50 174.00 170.50 171.80 -1.00 2,668 21,087 -31
Dec04 040804 172.00 174.00 171.00 171.80 -1.60 11,246 47,171 -1,424
Jan05 040804 173.50 175.00 172.50 172.70 -1.70 1,359 8,859 -150
Mar05 040804 177.00 178.50 176.00 176.30 -1.70 1,098 6,189 -8
May05 040804 180.00 180.80 178.00 178.30 -2.20 2,441 8,700 +445
Jul05 040804 184.00 184.00 181.50 181.80 -2.20 1,634 6,230 -218
Total Volume and Open Interest 30,529 132,463 -2,579
Soybean Oil(CBOT)
Aug04 040804 21.80 22.08 21.63 21.76 +0.04 2,508 3,296 -1,009
Sep04 040804 21.70 21.97 21.45 21.52 -0.03 7,118 19,923 -407
Oct04 040804 21.40 21.65 21.10 21.12 -0.14 1,571 17,112 +310
Dec04 040804 21.18 21.33 20.60 20.71 -0.30 8,822 64,564 +5
Jan05 040804 21.15 21.15 20.72 20.74 -0.28 534 11,776 +99
Mar05 040804 21.20 21.20 20.80 20.85 -0.27 987 10,027 +350
May05 040804 21.25 21.40 20.90 21.00 -0.20 477 6,212 +182
Jul05 040804 21.25 21.30 21.00 21.00 -0.18 761 5,658 +548
Total Volume and Open Interest 23,449 144,539 +354
Canola(WCE)
Sep04 040804 319.6 319.6 319.6 319.6 unch 0 306 +0
Nov04 040804 322.0 324.1 321.1 321.2 -1.5 4,715 42,475 -942
Jan05 040804 327.4 327.7 326.8 326.8 -1.0 372 2,404 +47
Mar05 040804 333.0 333.0 330.6 330.6 -1.9 497 3,276 -68
May05 040804 337.0 337.0 337.0 337.0 +0.5 0 343 +18
Total Volume and Open Interest 5,584 49,802 -975
Corn(CBOT)
Sep04 040804 219.00 222.50 217.75 221.25 +2.00 16,933 137,565 -2,268
Dec04 040804 228.75 232.25 227.25 231.25 +2.50 40,726 316,101 +163
Mar05 040804 238.75 241.50 236.00 240.25 +2.50 7,723 65,250 +3,146
May05 040804 244.00 247.00 242.25 246.25 +2.75 1,804 23,361 +303
Jul05 040804 248.75 252.00 247.25 251.25 +2.50 1,220 21,401 +544
Sep05 040804 250.50 253.00 249.75 252.00 +2.00 188 4,704 +154
Total Volume and Open Interest 70,308 582,365 +2,535
Wheat(CBOT)
Sep04 040804 319.00 321.25 314.00 318.50 +1.50 11,260 83,202 -965
Dec04 040804 334.00 334.75 328.00 332.75 +1.50 15,067 63,197 +4,286
Mar05 040804 343.50 346.75 340.00 344.50 +1.75 1,660 13,977 +772
May05 040804 345.00 350.00 345.00 348.75 +3.25 82 853 +29
Jul05 040804 351.00 353.00 348.00 352.00 +1.00 225 3,020 -23
Total Volume and Open Interest 28,296 164,297 +4,098
Wheat(KCBT)
Sep04 040804 340.50 345.00 338.50 342.00 +2.75 3,620 33,997 -1,445
Dec04 040804 352.50 358.00 351.00 354.50 +2.75 2,852 30,691 +221
Mar05 040804 362.00 366.50 360.75 363.50 +2.50 352 7,568 -58
May05 040804 367.00 367.50 365.00 367.50 +2.00 31 1,251 +1
Jul05 040804 367.00 372.00 365.00 370.00 +3.00 23 776 +7
Total Volume and Open Interest 6,878 74,310 -1,274
Wheat(MGE)
Sep04 040804 355.00 356.50 352.00 354.50 +1.50 2,576 13,710 +147
Dec04 040804 365.00 365.25 361.25 363.50 +1.25 1,241 14,828 +160
Mar05 040804 374.50 374.50 371.50 373.50 +1.50 91 4,102 +30
May05 040804 377.00 378.75 377.00 378.75 +1.50 22 1,206 -7
Jul05 040804 380.50 380.50 380.50 380.50 +1.50 0 85 +0
Total Volume and Open Interest 3,931 33,946 +330
Oats(CBOT)
Sep04 040804 124.75 131.00 124.75 129.50 +4.75 284 2,184 -51
Dec04 040804 132.00 139.25 132.00 137.50 +5.25 391 6,752 -162
Mar05 040804 138.50 145.00 138.50 144.50 +5.75 30 804 +28
May05 040804 147.00 147.00 147.00 147.00 +4.00 0 84 +0
Total Volume and Open Interest 705 9,844 -185
Rough Rice(CBOT)
Sep04 040804 7.46 7.50 7.36 7.36 -0.07 81 1,099 -17
Nov04 040804 7.37 7.42 7.35 7.35 -0.04 155 1,954 +7
Jan05 040804 7.55 7.55 7.55 7.55 -0.02 12 592 +9
Mar05 040804 7.74 7.74 7.74 7.74 -0.01 0 315 +0
Total Volume and Open Interest 248 3,975 -5
Live Cattle(CME)
Aug04 040804 83.300 84.950 83.150 84.825 +1.750 8,747 16,565 -3,061
Oct04 040804 86.500 87.850 86.050 87.500 +1.125 13,948 66,264 -1,481
Dec04 040804 87.700 89.350 87.400 89.275 +1.750 2,469 16,726 +199
Feb05 040804 88.300 89.550 88.000 89.500 +1.200 1,103 10,730 -245
Apr05 040804 86.350 87.400 86.050 87.375 +1.275 435 3,931 +23
Jun05 040804 81.700 82.500 81.700 82.325 +0.625 118 1,318 +64
Total Volume and Open Interest 26,958 115,747 -4,402
Feeder Cattle(CME)
Aug04 040804 111.500 113.800 111.500 113.750 +2.200 2,231 6,173 -449
Sep04 040804 110.350 112.600 110.350 112.550 +2.100 985 5,292 -91
Oct04 040804 110.100 112.200 109.650 112.050 +2.000 1,821 5,966 +555
Nov04 040804 107.600 109.600 107.600 109.575 +1.825 247 1,816 -11
Jan05 040804 103.650 105.750 103.650 105.500 +1.750 182 1,145 +31
Mar05 040804 99.450 101.325 99.350 101.325 +1.525 1 307 +0
Apr05 040804 100.000 100.700 100.000 100.700 +1.200 4 92 -1
Total Volume and Open Interest 5,472 20,814 +34
Lean Hogs(CME)
Aug04 040804 77.950 78.800 77.800 78.550 +1.175 3,040 9,541 -540
Oct04 040804 69.550 70.750 69.250 70.200 +0.950 4,609 54,397 +552
Dec04 040804 64.850 65.725 64.500 65.450 +0.675 1,132 18,184 +414
Feb05 040804 62.400 63.450 62.400 63.425 +0.875 361 3,755 +143
Apr05 040804 60.475 61.100 60.050 61.100 +0.525 166 1,839 +97
May05 040804 61.550 61.925 61.500 61.900 -0.025 17 209 +7
Jun05 040804 63.800 64.250 63.500 64.250 +0.200 18 422 +6
Jul05 040804 61.300 61.300 60.600 61.050 -0.250 17 202 +8
Total Volume and Open Interest 9,360 88,557 +687
Pork Bellies(CME)
Aug04 040804 99.850 101.000 98.500 99.275 -0.675 825 1,057 -351
Feb05 040804 94.675 97.200 94.675 96.000 +1.325 497 779 +339
Mar05 040804 94.500 94.500 94.500 94.500 unch 3 5 +1
May05 040804 95.775 95.775 95.775 95.775 unch 1 2 -1
Total Volume and Open Interest 1,326 1,843 -12
Class III Milk(CME)
Aug04 040804 14.23 14.25 14.08 14.14 -0.07 10 5,140 -15
Sep04 040804 15.92 16.00 15.36 15.38 -0.47 145 5,707 -19
Oct04 040804 15.08 15.10 14.60 14.65 -0.33 103 3,332 +1
Nov04 040804 13.40 13.45 13.15 13.20 -0.20 9 2,376 +6
Dec04 040804 12.63 12.65 12.54 12.54 -0.08 4 1,975 +1
Total Volume and Open Interest 303 21,599 -12
Cocoa(NYBOT)
Sep04 040804 1728 1738 1700 1727 +4 7,261 41,015 +856
Dec04 040804 1741 1754 1719 1745 +4 7,378 25,315 +2,837
Mar05 040804 1760 1772 1745 1765 +5 401 12,138 +106
May05 040804 1775 1775 1775 1775 +4 145 11,629 -45
Jul05 040804 1786 1786 1786 1786 +5 230 11,305 -42
Sep05 040804 1798 1798 1798 1798 +6 275 4,906 +75
Dec05 040804 1808 1808 1808 1808 +6 1,200 6,291 +940
Total Volume and Open Interest 16,955 116,826 +4,727
Coffee "C"(NYBOT)
Sep04 040804 66.00 66.90 66.00 66.30 -0.50 8,286 55,303 -337
Dec04 040804 70.00 70.30 69.60 69.75 -0.50 3,859 26,028 -210
Mar05 040804 73.20 73.40 72.80 73.00 -0.50 226 7,230 -1
May05 040804 75.10 75.50 74.70 74.80 -0.40 103 2,209 +24
Jul05 040804 76.80 76.90 76.40 76.45 -0.35 57 1,207 +5
Sep05 040804 78.50 78.50 78.00 78.00 -0.35 17 446 +16
Total Volume and Open Interest 12,548 92,676 -503
Orange Juice(NYBOT)
Sep04 040804 60.55 60.60 59.40 59.40 -1.05 873 14,513 -255
Nov04 040804 61.40 61.50 60.50 60.60 -0.85 467 11,422 +114
Jan05 040804 63.75 63.75 62.70 63.00 -0.60 99 2,615 -47
Mar05 040804 65.75 65.75 64.60 64.90 -0.80 215 5,470 +113
May05 040804 68.25 68.25 67.50 68.00 -0.80 66 3,076 -26
Total Volume and Open Interest 1,723 37,252 -98
Sugar #11(NYBOT)
Oct04 040804 8.28 8.28 8.08 8.15 -0.23 20,357 215,857 +6,152
Mar05 040804 8.67 8.71 8.58 8.64 -0.17 7,296 56,263 +1,455
May05 040804 8.55 8.56 8.50 8.50 -0.16 922 18,597 +36
Jul05 040804 8.32 8.34 8.18 8.28 -0.16 836 13,786 +260
Oct05 040804 8.15 8.15 8.05 8.05 -0.20 246 12,696 +123
Total Volume and Open Interest 30,460 323,235 +8,406
London Cocoa(LCE)
Sep04 040804 991 992 970 985 unch 4,600 43,808 -1,159
Dec04 040804 1022 1022 996 1012 +1 7,871 57,609 +4,046
Mar05 040804 1030 1035 1017 1029 +1 575 28,296 -128
May05 040804 1040 1047 1040 1042 unch 361 14,283 -12
Jul05 040804 1060 1060 1056 1056 unch 20 12,251 -16
Sep05 040804 1069 1069 1069 1069 unch 536 14,857 +391
Dec05 040804 1078 1083 1078 1081 unch 2 7,229 +2
Total Volume and Open Interest 13,965 180,798 +3,124
London Coffee(LCE)
Sep04 040804 665.00 668.00 655.00 655.00 -10.00 5,164 60,326 -1,914
Nov04 040804 683.00 684.00 671.00 674.00 -9.00 3,892 41,432 +2,377
Jan05 040804 695.00 699.00 686.00 688.00 -9.00 1,310 28,849 +652
Mar05 040804 715.00 715.00 701.00 703.00 -8.00 336 15,755 +111
May05 040804 723.00 725.00 717.00 718.00 -8.00 221 13,202 +1
Jul05 040804 736.00 736.00 732.00 732.00 -8.00 142 3,556 +137
Total Volume and Open Interest 11,275 164,326 +1,574
London Sugar(LCE)
Aug04 040716 244.50 248.90 244.00 248.90 +4.90 896 2,854 -394
Oct04 040804 254.00 256.40 250.00 250.70 -3.90 1,925 25,800 +643
Dec04 040804 255.00 256.80 253.40 253.60 -3.40 270 5,950 +57
Mar05 040804 262.00 262.00 258.50 258.70 -3.80 386 9,810 +51
May05 040804 259.00 259.50 258.40 258.40 -3.10 216 6,125 +30
Total Volume and Open Interest 3,041 56,290 +821
Cotton(NYBOT)
Oct04 040804 45.50 45.85 44.80 44.95 -0.51 465 2,961 -65
Dec04 040804 45.90 46.25 45.25 45.48 -0.47 6,271 54,834 -730
Mar05 040804 47.25 47.50 46.60 46.82 -0.18 1,087 12,746 -222
May05 040804 48.30 48.30 47.55 47.73 -0.17 240 2,995 +14
Jul05 040804 48.95 49.05 48.40 48.60 -0.15 249 3,240 +109
Oct05 040804 50.90 50.90 50.90 50.90 +0.30 0 25 +0
Total Volume and Open Interest 8,321 78,625 -894
Lumber(CME)
Sep04 040804 422.0 428.5 421.0 428.5 +10.0 693 4,347 +25
Nov04 040804 369.4 376.6 368.0 376.4 +9.8 213 1,546 +36
Jan05 040804 359.0 361.9 356.1 361.5 +5.4 32 347 +12
Mar05 040804 364.8 364.9 364.8 364.9 +1.1 0 44 +0
Total Volume and Open Interest 938 6,284 +73
Crude Oil(NYM)
Sep04 040804 44.20 44.25 42.78 42.83 -1.32 88,814 228,546 -2,259
Oct04 040804 43.65 43.70 42.25 42.30 -1.36 55,729 93,146 +10,941
Nov04 040804 43.17 43.17 41.75 41.84 -1.30 12,388 45,599 +1,734
Dec04 040804 42.55 42.65 41.30 41.37 -1.28 9,979 68,909 +650
Jan05 040804 42.05 42.05 40.86 40.86 -1.26 3,762 25,508 +1,012
Feb05 040804 41.32 41.35 40.43 40.43 -1.24 824 16,225 +258
Mar05 040804 41.15 41.15 40.03 40.03 -1.22 1,097 18,515 +282
Apr05 040804 39.66 39.66 39.66 39.66 -1.20 1,001 12,772 -67
May05 040804 39.30 39.30 39.30 39.30 -1.18 740 6,466 +126
Jun05 040804 40.10 40.10 38.97 38.97 -1.16 3,295 23,750 -274
Jul05 040804 38.68 38.68 38.68 38.68 -1.15 403 7,014 -125
Aug05 040804 38.44 38.44 38.44 38.44 -1.14 143 5,959 +5
Sep05 040804 38.24 38.24 38.24 38.24 -1.12 178 9,234 -38
Oct05 040804 38.06 38.06 38.06 38.06 -1.10 236 4,207 +195
Nov05 040804 37.88 37.88 37.88 37.88 -1.09 105 4,423 +5
Dec05 040804 38.50 38.50 37.72 37.72 -1.08 4,803 45,211 -362
Total Volume and Open Interest 186,285 725,884 +12,641
Heating Oil(NYM)
Sep04 040804 118.25 118.40 115.20 115.56 -2.59 21,306 77,528 +1,664
Oct04 040804 118.90 119.10 116.40 116.54 -2.66 5,476 22,805 +1,584
Nov04 040804 119.90 120.10 117.39 117.39 -2.66 2,694 15,046 +16
Dec04 040804 120.40 120.90 118.09 118.09 -2.66 1,798 26,334 +169
Jan05 040804 121.20 121.40 118.39 118.39 -2.71 1,461 12,521 +271
Feb05 040804 120.00 120.00 117.04 117.04 -2.66 608 13,114 +228
Mar05 040804 116.60 117.00 113.84 113.84 -2.56 104 10,911 -35
Apr05 040804 112.40 112.40 109.24 109.24 -2.41 206 2,949 +12
May05 040804 107.70 107.70 105.09 105.09 -2.26 85 2,672 +9
Jun05 040804 104.80 104.80 102.49 102.49 -2.16 480 5,130 +34
Jul05 040804 103.00 103.00 101.64 101.64 -2.06 357 5,962 +53
Aug05 040804 103.10 103.10 101.89 101.89 -2.01 0 410 +0
Total Volume and Open Interest 36,053 206,642 +4,256
Unleaded Gas(NYM)
Sep04 040804 128.20 128.20 120.00 120.34 -8.32 27,380 65,448 -2,069
Oct04 040804 123.60 124.00 117.20 117.35 -6.92 10,183 14,961 +2,097
Nov04 040804 119.00 120.00 116.00 116.00 -5.25 4,984 9,160 +1,351
Dec04 040804 118.25 118.25 114.40 114.40 -4.10 4,602 14,771 +313
Jan05 040804 115.00 115.00 113.95 113.95 -3.80 1,311 5,594 +169
Feb05 040804 116.00 116.00 114.40 114.40 -3.75 442 5,796 +266
Mar05 040804 115.05 115.05 115.05 115.05 -3.75 250 2,078 +222
Apr05 040804 121.85 121.85 121.85 121.85 -3.55 605 8,128 -130
May05 040804 121.70 121.70 121.70 121.70 -3.40 350 7,914 +298
Jun05 040804 120.65 120.65 120.65 120.65 -3.20 50 2,191 +50
Jul05 040804 118.55 118.55 118.55 118.55 -3.05 0 1,595 +0
Aug05 040804 115.90 115.90 115.90 115.90 -2.95 0 500 +0
Total Volume and Open Interest 50,157 138,136 +2,567
Natural Gas(NYM)
Sep04 040804 5.710 5.770 5.640 5.661 -0.155 26,024 67,294 -1,196
Oct04 040804 5.805 5.870 5.740 5.763 -0.155 12,678 41,773 +187
Nov04 040804 6.290 6.330 6.235 6.253 -0.130 7,124 20,965 +971
Dec04 040804 6.700 6.740 6.650 6.678 -0.070 6,004 29,163 +371
Jan05 040804 6.910 6.960 6.880 6.893 -0.050 4,808 25,734 +198
Feb05 040804 6.890 6.930 6.860 6.870 -0.046 2,504 17,434 +130
Mar05 040804 6.800 6.800 6.755 6.758 -0.040 4,425 18,619 +479
Apr05 040804 6.210 6.240 6.180 6.180 -0.028 2,560 14,324 +304
May05 040804 6.130 6.140 6.080 6.080 -0.023 803 12,389 +228
Jun05 040804 6.140 6.160 6.100 6.100 -0.019 632 8,688 +56
Jul05 040804 6.180 6.190 6.137 6.137 -0.019 388 11,989 +52
Aug05 040804 6.200 6.200 6.150 6.150 -0.018 235 8,709 +94
Sep05 040804 6.200 6.200 6.150 6.150 -0.018 291 8,252 +121
Oct05 040804 6.230 6.230 6.175 6.175 -0.018 1,349 7,699 +246
Nov05 040804 6.415 6.415 6.375 6.375 -0.018 420 7,340 +120
Dec05 040804 6.600 6.620 6.565 6.565 -0.018 956 6,739 +69
Total Volume and Open Interest 75,618 374,821 +3,296
Brent Crude Oil(IPE)
Sep04 040804 40.72 40.99 39.70 39.70 -0.94 39,475 73,881 -2,532
Oct04 040804 40.03 40.17 38.86 38.88 -1.02 31,330 86,786 +2,480
Nov04 040804 39.60 39.74 38.48 38.48 -1.05 6,370 18,530 +820
Dec04 040804 39.16 39.24 38.03 38.03 -1.06 3,688 31,173 +9
Jan05 040804 38.76 38.86 37.61 37.61 -1.06 814 13,516 +349
Feb05 040804 38.41 38.41 37.26 37.26 -1.02 770 8,259 +544
Mar05 040804 37.94 38.00 36.94 36.94 -0.99 335 12,090 +235
Apr05 040804 37.52 37.52 36.65 36.65 -0.94 0 6,444 +0
May05 040804 36.40 36.40 36.40 36.40 -0.91 0 1,593 +0
Jun05 040804 36.85 36.85 36.15 36.15 -0.88 670 14,811 -375
Jul05 040804 35.94 35.94 35.94 35.94 -0.86 0 2,034 +0
Aug05 040804 35.74 35.74 35.74 35.74 -0.85 0 111 +0
Sep05 040804 35.55 35.55 35.55 35.55 -0.84 0 3,215 +0
Total Volume and Open Interest 87,627 336,742 +2,650
Gas Oil(IPE)
Aug04 040804 380.00 381.50 373.50 379.75 +1.50 9,955 38,370 -1,705
Sep04 040804 377.25 378.75 372.00 377.25 +2.00 9,610 46,827 +833
Oct04 040804 373.25 373.75 369.25 372.75 +2.75 5,062 22,041 +529
Nov04 040804 366.00 366.75 362.50 366.00 +2.25 2,135 10,803 +243
Dec04 040804 360.00 360.00 356.75 359.25 +2.50 1,782 24,717 +356
Jan05 040804 354.50 354.50 353.00 354.00 +2.25 1,517 7,855 +575
Feb05 040804 348.00 348.25 346.00 348.25 +2.25 22 2,975 +22
Mar05 040804 341.50 341.50 341.50 341.50 +2.25 200 2,785 +0
Apr05 040804 334.00 334.00 333.25 333.25 +2.25 0 950 +0
May05 040804 328.25 328.25 328.25 328.25 +2.25 0 850 +0
Total Volume and Open Interest 32,583 185,677 +1,319
US Dollar Index(NYBOT)
Sep04 040804 89.70 90.34 89.68 89.83 +0.13 723 12,186 +128
Dec04 040804 90.35 90.45 90.06 90.06 +0.13 2 2,125 -1
Mar05 040804 90.29 90.29 90.29 90.29 +0.13 0 12 +0
Total Volume and Open Interest 725 14,334 +127
Australian Dollar(CME)
Sep04 040804 69.95 70.20 69.83 70.14 -0.13 1,672 30,226 +405
Dec04 040804 69.35 69.52 69.22 69.52 -0.13 8 283 -6
Mar05 040804 68.96 68.96 68.96 68.96 -0.13 0 31 +0
Total Volume and Open Interest 1,680 30,603 +399
British Pound(CME)
Sep04 040804 180.95 181.89 180.92 181.79 -0.10 3,985 70,451 +2,762
Dec04 040804 180.45 180.45 180.32 180.32 -0.11 13 475 +12
Mar05 040804 179.02 179.02 179.02 179.02 -0.11 0 6 +0
Total Volume and Open Interest 3,998 70,933 +2,774
Canadian Dollar(CME)
Sep04 040804 75.55 76.15 75.55 76.04 +0.13 5,047 70,827 +2,703
Dec04 040804 75.46 76.05 75.46 75.97 +0.13 154 4,734 +58
Mar05 040804 75.70 75.92 75.70 75.92 +0.13 5 764 -10
Jun05 040804 75.75 75.87 75.75 75.87 +0.13 5 568 +1
Total Volume and Open Interest 5,211 76,946 +2,752
Japanese Yen(CME)
Sep04 040804 89.72 90.13 89.62 90.07 -0.47 5,041 102,883 +1,115
Dec04 040804 90.25 90.54 90.25 90.51 -0.47 3 10,572 +4
Mar05 040804 91.04 91.04 91.04 91.04 -0.47 0 10 +4
Total Volume and Open Interest 5,044 113,468 +1,123
Swiss Franc(CME)
Sep04 040804 77.92 78.66 77.87 78.38 +0.12 1,837 42,074 -785
Dec04 040804 78.63 78.63 78.63 78.63 +0.12 6 191 +46
Mar05 040804 78.90 78.90 78.90 78.90 +0.12 0 6 +0
Total Volume and Open Interest 1,845 42,332 -737
EuroFX(CME)
Sep04 040804 119.70 120.61 119.61 120.33 -0.10 7,191 155,394 +78
Dec04 040804 119.66 120.30 119.64 120.26 -0.10 32 1,233 +20
Mar05 040804 119.69 120.45 119.65 120.26 -0.10 66 249 +3
Total Volume and Open Interest 7,289 156,968 +101
Mexican Peso(CME)
Sep04 040804 8695.0 8702.0 8660.0 8672.0 -25.0 3,613 46,936 +1,961
Dec04 040804 8540.0 8542.0 8540.0 8542.0 -25.0 12 1,349 +0
Total Volume and Open Interest 3,645 49,273 +1,981
30-Year T-Bonds(CBOT)
Sep04 040804 108~23 109~06 108~14 108~23 -0~02 202,507 517,939 +9,948
Dec04 040804 107~26 107~30 107~07 107~16 -0~02 1,236 20,797 +162
Mar05 040804 106~13 106~13 106~13 106~13 -0~02 2 162 +2
Total Volume and Open Interest 203,745 538,985 +10,112
Municipal Bonds(CBOT)
Sep04 040804 102~00 102~03 101~20 101~28 -0~02 166 2,642 +53
Total Volume and Open Interest 166 2,642 +53
10-Year T-Notes(CBOT)
Sep04 040804 111~005 111~095 110~260 111~005 -0~020 559,093 1,359,931 -21,231
Dec04 040804 109~265 110~025 109~235 109~260 -0~020 36,262 77,932 +9,900
Total Volume and Open Interest 595,359 1,438,055 -11,327
5-Year T-Notes(CBOT)
Sep04 040804 109~250 109~290 109~190 109~235 unch 297,844 0 +0
Dec04 040804 108~275 108~275 108~260 108~260 unch 16,997 138,610 +14,692
Total Volume and Open Interest 314,841 138,610 +14,692
2 Year T-Notes(CBOT)
Sep04 040804 105~084 105~090 105~076 105~082 unch 2,265 188,933 -3,018
Dec04 040804 105~012 105~012 105~009 105~009 +0~004 0 400 +0
Total Volume and Open Interest 2,265 189,333 -3,018
Eurodollars(CME)
Sep04 040804 98.085 98.100 98.075 98.080 unch 49,360 894,526 +621
Dec04 040804 97.675 97.700 97.645 97.675 -0.005 47,100 909,986 +1,846
Mar05 040804 97.295 97.315 97.250 97.280 -0.015 49,175 865,907 +2,710
Jun05 040804 96.925 96.955 96.885 96.915 -0.015 59,870 647,633 +20,976
Sep05 040804 96.580 96.620 96.550 96.575 -0.010 40,130 560,443 -9,011
Dec05 040804 96.280 96.310 96.245 96.270 -0.005 30,592 468,404 +911
Mar06 040804 96.050 96.075 96.015 96.045 -0.005 21,779 380,698 -1,530
Jun06 040804 95.850 95.890 95.830 95.850 unch 17,304 220,971 -3,871
Sep06 040804 95.700 95.720 95.680 95.690 unch 10,456 198,323 +719
Dec06 040804 95.545 95.570 95.510 95.530 unch 4,998 144,867 -1,261
Mar07 040804 95.405 95.430 95.380 95.400 +0.005 6,957 156,431 -2,135
Jun07 040804 95.285 95.305 95.255 95.275 +0.005 5,870 109,696 -1,544
Total Volume and Open Interest 376,387 6,174,279 +9,108
3-Mth Euro-Yen(CME)
Sep04 040804 99.91 99.91 99.91 99.91 unch 8 7,118 -138
Dec04 040804 99.89 99.89 99.89 99.89 +0.02 0 6,932 -10
Mar05 040804 99.83 99.83 99.83 99.83 +0.02 520 7,950 +411
Jun05 040804 99.73 99.73 99.73 99.73 +0.03 68 8,596 -290
Sep05 040804 99.60 99.60 99.60 99.60 +0.03 20 4,601 -12
Dec05 040804 99.48 99.48 99.48 99.48 +0.05 500 3,541 +490
Mar06 040804 99.35 99.35 99.35 99.35 +0.06 0 1,890 +78
Jun06 040804 99.21 99.21 99.21 99.21 +0.06 0 1,218 +0
Sep06 040804 99.08 99.08 99.08 99.08 +0.08 0 1,079 +0
Dec06 040804 98.94 98.94 98.94 98.94 +0.06 0 655 +0
Total Volume and Open Interest 1,116 44,446 +529
3-Mth Euro-Yen(SIMEX)
Sep04 040804 99.91 99.91 99.91 99.91 unch 170 46,162 -958
Dec04 040804 99.88 99.89 99.88 99.89 +0.02 467 65,348 -961
Mar05 040804 99.81 99.83 99.81 99.83 +0.02 1,106 62,149 +375
Jun05 040804 99.71 99.73 99.71 99.73 +0.03 1,305 61,760 +778
Sep05 040804 99.58 99.61 99.58 99.60 +0.03 72 44,638 -673
Dec05 040804 99.47 99.48 99.46 99.48 +0.05 340 39,635 -53
Mar06 040804 99.31 99.35 99.31 99.35 +0.06 311 27,977 +119
Jun06 040804 99.20 99.21 99.20 99.21 +0.06 727 13,894 +276
Total Volume and Open Interest 4,882 378,203 -896
German Euro-Bund(EUREX)
Sep04 040804 114.54 114.72 114.41 114.66 +0.14 698,973 1,126,699 +1,068
Dec04 040804 113.60 113.69 113.48 113.69 +0.13 1,925 20,977 +185
Mar05 040804 112.96 112.96 112.96 112.96 +0.14 231 7 +3
Total Volume and Open Interest 701,129 1,147,683 +1,256
German Euro-Bobl(EUREX)
Sep04 040804 111.19 111.29 111.10 111.28 +0.11 460,432 703,506 -5,693
Dec04 040804 110.26 110.36 110.23 110.36 +0.11 1,816 7,070 +352
Mar05 040804 109.88 109.88 109.88 109.88 +0.11 245 0 +0
Total Volume and Open Interest 462,493 710,576 -5,341
Long Gilt(LIFFE)
Sep04 040804 105~28 106~05 105~28 106~01 +0~02 40,309 197,211 -7,983
Dec04 040804 105~25 105~25 105~25 105~25 +0~03      
Total Volume and Open Interest 40,309 197,211 -7,983
3-Mth Short Sterling(LIFFE)
Sep04 040804 94.90 94.92 94.89 94.90 +0.01 25,685 208,922 +3,760
Dec04 040804 94.73 94.76 94.72 94.73 +0.01 33,086 274,630 +7,442
Mar05 040804 94.60 94.64 94.59 94.61 +0.01 22,898 201,057 -2,029
Total Volume and Open Interest 127,861 1,236,661 +12,724
3-Mth Euribor(LIFFE)
Sep04 040804 97.865 97.865 97.850 97.855 unch 39,202 513,804 -1,171
Dec04 040804 97.735 97.745 97.710 97.730 +0.010 87,332 569,896 +6,715
Mar05 040804 97.555 97.575 97.525 97.550 +0.015 102,542 452,080 +6,906
Total Volume and Open Interest 506,755 2,892,652 +24,930
3-Mth Aus T-Bills(SFE)
Sep04 040804 94.49 94.53 94.48 94.52 +0.03 6,699 102,893 -6,621
Dec04 040804 94.39 94.44 94.38 94.43 +0.05 15,989 100,705 -30,431
Mar05 040804 94.31 94.37 94.30 94.36 +0.06 2,270 54,659 -5,264
Jun05 040804 94.27 94.32 94.27 94.32 +0.07 1,344 32,237 -742
Sep05 040804 94.24 94.28 94.24 94.28 +0.07 1,505 19,382 +320
Dec05 040804 94.21 94.25 94.21 94.25 +0.08 934 14,874 +284
Mar06 040804 94.15 94.20 94.15 94.20 +0.08 240 11,003 +185
Jun06 040804 94.10 94.15 94.10 94.15 +0.10 250 6,722 +0
Sep06 040804 94.05 94.09 94.05 94.09 +0.10 0 2,897 +0
Dec06 040804 94.00 94.04 94.00 94.04 +0.12 0 1,812 +0
Total Volume and Open Interest 29,231 350,615 -42,269
10-Year Aus T-Bonds(SFE)
Sep04 040804 94.29 94.36 94.28 94.32 +0.08 14,112 202,909 -7,979
Dec04 040804 94.32 94.32 94.32 94.32 +0.08      
Total Volume and Open Interest 14,112 202,909 -192,170
3-Year Aus T-Bonds(SFE)
Sep04 040804 94.50 94.56 94.48 94.54 +0.09 27,989 327,897 -67,182
Dec04 040804 94.54 94.54 94.54 94.54 +0.09      
Total Volume and Open Interest 27,989 327,897 -67,182
Gold(CMX)
Aug04 040804 392.0 393.5 390.5 392.2 -1.8 2,692 1,774 -2,717
Oct04 040804 392.3 394.8 391.5 393.4 -1.8 1,130 20,159 -102
Dec04 040804 394.0 395.9 393.0 394.7 -1.8 40,485 143,311 +4,623
Feb05 040804 395.5 397.2 394.3 396.3 -1.8 2,411 8,508 +567
Apr05 040804 397.9 397.9 397.9 397.9 -1.9 20 4,556 +1
Jun05 040804 399.7 399.7 399.7 399.7 -1.9 53 14,165 +18
Aug05 040804 401.6 401.6 401.6 401.6 -2.0 0 2,980 +0
Oct05 040804 403.6 403.6 403.6 403.6 -2.0 0 281 +0
Dec05 040804 406.0 406.0 405.7 405.7 -2.0 5 6,121 -3
Feb06 040804 408.0 408.0 408.0 408.0 -2.1 0 853 +0
Apr06 040804 410.3 410.3 410.3 410.3 -2.2 0 485 +0
Jun06 040804 412.7 412.7 412.7 412.7 -2.3 0 7,769 +0
Total Volume and Open Interest 46,796 217,814 +2,387
Silver(CMX)
Sep04 040804 660.0 683.0 657.5 673.7 +5.2 14,059 58,618 +1,799
Dec04 040804 661.0 686.0 660.0 677.1 +5.2 4,179 23,042 +655
Mar05 040804 669.0 685.5 669.0 680.6 +5.2 1,040 5,296 +14
May05 040804 682.8 682.8 682.8 682.8 +5.1 2 1,118 +2
Jul05 040804 684.9 684.9 684.9 684.9 +5.1 3 1,971 -1
Sep05 040804 686.8 686.8 686.8 686.8 +5.0 0 98 +0
Dec05 040804 689.6 689.6 689.6 689.6 +4.9 26 3,089 +0
Total Volume and Open Interest 19,311 94,715 +2,469
Platinum(NYM)
Oct04 040804 829.0 834.5 827.0 831.2 +2.1 412 5,397 +6
Jan05 040804 825.2 825.2 825.2 825.2 +2.1 0 11 +0
Total Volume and Open Interest 412 5,408 +6
Palladium(NYME)
Sep04 040804 216.60 219.00 215.50 218.45 +0.95 330 7,522 +52
Dec04 040804 220.00 221.50 218.00 220.15 +1.15 154 861 +116
Mar05 040804 222.40 222.40 222.40 222.40 +1.15 0 12 +0
Total Volume and Open Interest 484 8,395 +168
Copper(CMX)
Sep04 040804 129.00 130.10 127.50 129.45 -0.85 6,022 43,551 +490
Dec04 040804 126.20 127.10 125.40 126.85 -0.55 1,909 15,955 +1,045
Mar05 040804 122.00 122.50 122.00 122.45 -0.55 85 2,586 -23
May05 040804 119.75 119.75 119.75 119.75 -0.35 0 449 +0
Jul05 040804 117.05 117.05 117.05 117.05 -0.05 1 826 +1
Total Volume and Open Interest 8,488 71,515 +1,492
DJIA Index(CBOT)
Sep04 040804 10052 10149 10045 10105 +15 5,565 42,159 +66
Dec04 040804 10048 10130 10048 10102 +15 9 582 +3
Mar05 040804 10107 10107 10107 10107 +15 0 1 +0
Total Volume and Open Interest 5,574 42,742 +69
S & P 500(CME)
Sep04 040804 1093.80 1102.00 1091.30 1096.90 -0.40 35,273 565,449 -4,244
Dec04 040804 1095.00 1099.80 1095.00 1097.20 -0.50 3,321 20,983 +3,262
Mar05 040804 1098.40 1098.40 1098.40 1098.40 -0.50 0 527 +0
Jun05 040804 1101.50 1101.50 1101.50 1101.50 -0.50 0 269 +0
Total Volume and Open Interest 38,594 587,289 -982
S & P 500 E-Mini(Globex)
Sep04 040804 1097.50 1102.25 1089.00 1097.00 -0.25 575,958 589,699 +1,310
Dec04 040804 1094.50 1102.25 1091.00 1097.25 -0.50 666 47,830 +97
Total Volume and Open Interest 576,624 637,529 +1,407
NASDAQ 100(CME)
Sep04 040804 1376.00 1388.00 1370.00 1379.00 +0.50 9,910 65,114 +1,427
Dec04 040804 1387.00 1387.00 1384.00 1384.00 +0.50 0 2,317 +0
Mar05 040804 1389.00 1389.00 1389.00 1389.00 +0.50 0 3 +0
Total Volume and Open Interest 9,910 67,434 +1,427
NASDAQ 100 E-Mini(GLOBEX)
Sep04 040804 1378.5 1388.5 1369.0 1379.0 +0.5 316,830 218,761 -1,042
Dec04 040804 1385.0 1392.5 1379.0 1384.0 +0.5 5 4,890 +0
Total Volume and Open Interest 316,835 223,651 -1,042
S & P Midcap 400(CME)
Sep04 040804 570.20 574.25 566.25 571.00 -1.25 805 13,683 +74
Dec04 040804 570.75 570.75 570.75 570.75 -1.25      
Mar05 040804 570.75 570.75 570.75 570.75 -1.25      
Total Volume and Open Interest 805 13,683 +53
Russell 2000(CME)
Sep04 040804 538.00 546.00 534.50 540.75 -0.25 978 28,893 +488
Dec04 040804 540.75 540.75 540.75 540.75 -0.25      
Mar05 040804 540.75 540.75 540.75 540.75 -0.25      
Total Volume and Open Interest 978 28,893 +488
Value Line(KCBT)
Sep04 040804 1517.00 1519.00 1517.00 1519.00 -4.00 1 54 +0
Total Volume and Open Interest 1 54 +0
Nikkei 225(CME)
Sep04 040804 11035 11115 11025 11080 -35 2,890 31,875 +313
Dec04 040804 11055 11080 11010 11080 -35 0 21 +0
Total Volume and Open Interest 2,890 31,896 +313
Nikkei 225(SIMEX)
Sep04 040804 11085 11090 10880 11065 -80 19,108 141,463 -809
Dec04 040804 10975 11030 10880 11030 -80      
Mar05 040804 11025 11025 11025 11025 -80 0 1 +0
Total Volume and Open Interest 19,108 141,465 -809
CAC 40(MATIF)
Aug04 040804 3624.0 3637.0 3596.5 3613.5 -42.5 40,599 287,304 +8,939
Sep04 040804 3632.5 3643.5 3604.0 3620.0 -42.5 663 147,169 +885
Oct04 040804 3623.0 3623.0 3623.0 3623.0 -42.5      
Total Volume and Open Interest 41,262 446,891 +9,824
DAX Index(EUREX)
Sep04 040804 3850.0 3854.5 3816.0 3846.0 -24.0 78,456 149,232 -1,002
Dec04 040804 3866.0 3874.0 3839.0 3867.0 -24.0 110 5,414 +68
Mar05 040804 3895.0 3895.0 3861.0 3889.0 -24.5 96 6,625 -60
Total Volume and Open Interest 78,662 161,271 -994
FT-SE 100(LIFFE)
Sep04 040804 4398.50 4410.50 4368.50 4402.00 -14.00 50,407 455,039 +4,765
Dec04 040804 4420.00 4433.00 4418.00 4433.00 -15.50 0 31,813 +0
Mar05 040804 4441.50 4441.50 4441.50 4441.50 -14.00 1,200 5,684 +700
Total Volume and Open Interest 52,807 498,036 +6,665
SPI 200(SFE)
Sep04 040804 3538.0 3546.0 3531.0 3544.0 +5.0 10,255 151,637 -1,106
Dec04 040804 3554.0 3556.0 3546.0 3556.0 +4.0 97 5,506 -1
Mar05 040804 3566.0 3566.0 3566.0 3566.0 +3.0 0 2,027 +100
Total Volume and Open Interest 10,392 162,115 -867
GSCI(CME)
Aug04 040804 307.45 307.45 300.00 300.10 -7.10 215 16,674 +99
Sep04 040804 306.60 306.60 300.30 300.30 -6.90 5 304 +5
Oct04 040804 300.50 300.50 300.50 300.50 -6.70      
Total Volume and Open Interest 220 16,978 +104
Reuters CRB Index(NYBOT)
Nov04 040804 270.60 270.60 270.35 270.35 -1.40 15 126 -1
Jan05 040804 270.85 270.85 270.85 270.85 -0.65 0 52 +0
Feb05 040804 270.35 270.35 270.35 270.35 -1.15 0 1 +0
Total Volume and Open Interest 32 396 -9
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!