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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 Fri September 17, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov04 040917 556.00 561.50 552.25 553.00 -4.25 36,877 127,932 -184
Jan05 040917 564.00 569.00 560.00 560.50 -4.75 6,151 21,448 +781
Mar05 040917 570.50 577.00 566.50 567.25 -5.25 2,125 14,955 +474
May05 040917 576.50 582.00 573.50 574.50 -3.00 1,454 11,467 -149
Jul05 040917 582.50 586.50 578.00 580.00 -3.25 1,735 6,310 +492
Aug05 040917 582.50 583.00 580.00 580.00 -3.50 9 213 +4
Sep05 040917 580.00 580.00 580.00 580.00 -2.00 0 34 +0
Total Volume and Open Interest 48,518 186,088 +1,410
Soybean Meal(CBOT)
Oct04 040917 163.00 166.00 162.70 163.40 -0.40 2,346 20,534 -371
Dec04 040917 165.00 167.70 164.30 165.40 -0.30 7,493 53,770 -182
Jan05 040917 167.00 168.80 166.00 166.70 -0.60 2,366 13,044 +837
Mar05 040917 169.80 172.50 169.50 170.50 +0.30 2,229 10,354 -254
May05 040917 173.00 175.00 172.50 173.10 unch 1,156 12,857 +157
Jul05 040917 176.00 178.00 175.70 176.50 +0.30 1,569 11,322 -120
Aug05 040917 177.00 177.80 176.50 177.00 unch 168 4,060 +57
Sep05 040917 177.00 179.00 176.50 177.20 +0.80 108 2,757 +109
Total Volume and Open Interest 17,471 132,221 +266
Soybean Oil(CBOT)
Oct04 040917 22.48 22.50 22.07 22.08 -0.39 3,638 20,500 -1,627
Dec04 040917 22.16 22.29 21.84 21.89 -0.29 12,520 59,177 -2,129
Jan05 040917 22.12 22.22 21.80 21.85 -0.32 2,450 13,389 +787
Mar05 040917 22.10 22.14 21.77 21.85 -0.28 2,459 13,050 +236
May05 040917 22.05 22.05 21.77 21.78 -0.30 818 8,235 -234
Jul05 040917 21.95 22.10 21.75 21.77 -0.25 1,230 8,124 +208
Aug05 040917 21.90 21.97 21.75 21.75 -0.20 86 3,233 +11
Sep05 040917 21.90 21.90 21.72 21.72 -0.08 257 1,633 +26
Total Volume and Open Interest 23,656 130,654 -2,586
Canola(WCE)
Sep04 040914 355.0 355.0 340.0 341.0 -8.2 0 388 +0
Nov04 040917 336.9 337.3 332.6 333.5 -3.4 2,782 36,684 +492
Jan05 040917 341.0 341.3 338.0 338.4 -3.0 73 5,621 +8
Mar05 040917 346.0 346.0 342.6 343.3 -2.2 120 3,897 +10
May05 040917 347.5 347.5 347.5 347.5 -2.0 1 321 +0
Total Volume and Open Interest 3,086 48,514 +560
Corn(CBOT)
Dec04 040917 217.50 217.50 215.00 215.25 -1.00 35,326 356,517 -1,952
Mar05 040917 226.75 227.50 225.00 225.25 -1.00 6,372 95,814 +1,546
May05 040917 233.25 233.75 231.75 232.00 -0.75 1,672 31,154 +329
Jul05 040917 238.00 238.25 236.75 237.00 -0.25 1,346 36,213 +88
Sep05 040917 243.75 243.75 242.50 242.50 -1.00 392 7,582 +36
Dec05 040917 249.75 250.00 248.50 248.75 -1.00 625 17,205 +223
Total Volume and Open Interest 45,743 545,926 +277
Wheat(CBOT)
Dec04 040917 339.75 341.50 331.00 333.25 -5.00 16,935 119,986 -1,519
Mar05 040917 349.50 351.25 341.50 343.75 -5.00 1,303 19,901 -64
May05 040917 353.50 355.50 346.50 348.25 -5.25 197 3,767 +55
Jul05 040917 354.00 355.50 347.00 349.00 -4.50 752 5,626 +250
Sep05 040917 358.50 359.00 352.00 354.50 -4.00 8 136 +15
Total Volume and Open Interest 19,211 149,533 -1,260
Wheat(KCBT)
Sep04 040914 348.50 348.50 348.50 348.50 -5.50 9 19 +0
Dec04 040917 365.25 367.00 355.00 359.75 -3.50 5,607 52,825 +188
Mar05 040917 373.00 373.50 364.00 367.00 -4.00 701 11,322 +153
May05 040917 371.00 374.00 366.00 366.00 -5.00 46 2,811 -26
Jul05 040917 371.00 373.50 364.00 371.00 unch 331 2,661 +104
Total Volume and Open Interest 6,701 69,679 +432
Wheat(MGE)
Sep04 040917 383.00 383.00 370.00 370.00 -10.00 0 2 +0
Dec04 040917 386.00 388.00 377.50 379.25 -5.50 4,158 24,132 -262
Mar05 040917 395.00 396.00 387.00 390.75 -1.75 312 6,273 +42
May05 040917 395.00 398.00 395.00 395.00 unch 131 1,944 +114
Jul05 040917 392.00 392.00 389.00 392.00 unch 119 674 +2
Total Volume and Open Interest 4,728 33,229 -102
Oats(CBOT)
Dec04 040917 169.50 171.50 165.50 165.50 -6.50 2,201 4,965 -197
Mar05 040917 174.25 175.00 170.50 171.00 -5.25 210 1,229 +73
May05 040917 174.00 174.00 174.00 174.00 -2.50 21 96 +11
Jul05 040917 177.50 177.50 177.50 177.50 -3.50 11 30 +8
Total Volume and Open Interest 2,443 6,320 -105
Rough Rice(CBOT)
Sep04 040917 7.28 7.28 7.28 7.28 -0.20 11 58 +6
Nov04 040917 7.33 7.35 7.30 7.30 -0.09 486 2,639 +32
Jan05 040917 7.55 7.55 7.52 7.52 -0.09 53 712 +23
Mar05 040917 7.75 7.75 7.73 7.73 -0.07 129 517 +56
Total Volume and Open Interest 679 3,953 +117
Live Cattle(CME)
Oct04 040917 85.250 85.950 84.800 85.450 -0.975 9,452 28,818 -3,068
Dec04 040917 88.600 89.100 87.400 88.675 -0.775 9,280 51,191 +1,907
Feb05 040917 88.700 89.850 88.700 89.625 -0.475 1,613 14,046 +341
Apr05 040917 87.000 87.400 86.300 87.225 -0.275 558 5,396 +160
Jun05 040917 82.900 83.350 82.775 83.175 -0.325 165 3,479 +21
Aug05 040917 82.350 82.925 82.350 82.900 -0.350 84 1,908 +51
Total Volume and Open Interest 21,177 104,964 -567
Feeder Cattle(CME)
Sep04 040917 114.400 114.750 114.100 114.650 -0.050 411 2,073 -91
Oct04 040917 112.000 112.125 111.600 111.900 -0.650 1,695 6,490 +69
Nov04 040917 110.100 110.350 109.700 110.025 -0.625 923 5,234 +164
Jan05 040917 105.100 105.500 104.800 105.350 -0.400 234 2,256 -30
Mar05 040917 101.000 101.650 101.000 101.575 -0.325 37 684 +27
Apr05 040917 100.600 100.950 100.600 100.750 -0.450 8 201 +4
May05 040917 100.600 100.600 100.300 100.500 -0.300 16 201 +4
Total Volume and Open Interest 3,324 17,139 +147
Lean Hogs(CME)
Oct04 040917 70.750 72.000 70.250 72.000 +2.000 8,931 22,453 -2,899
Dec04 040917 67.500 69.300 67.300 68.825 +1.525 8,143 42,916 +1,846
Feb05 040917 66.000 67.900 65.950 67.625 +1.575 1,630 9,355 +79
Apr05 040917 63.800 65.450 63.800 65.375 +1.475 365 3,637 +234
May05 040917 63.400 65.000 63.400 64.925 +1.400 58 701 +38
Jun05 040917 67.100 69.000 67.100 68.900 +1.400 217 1,549 +95
Jul05 040917 63.450 64.875 63.450 64.875 +1.625 144 440 +79
Aug05 040917 60.000 61.400 59.800 61.400 +1.500 49 135 +23
Total Volume and Open Interest 19,558 81,241 -499
Pork Bellies(CME)
Feb05 040917 96.200 99.075 96.200 99.075 +3.000 349 1,405 +50
Mar05 040917 96.200 98.950 96.200 98.950 +3.000 0 10 +0
May05 040917 97.400 97.400 97.400 97.400 +3.000 0 4 +0
Jul05 040917 94.450 94.450 94.450 94.450 +0.050 0 1 +0
Total Volume and Open Interest 349 1,420 +50
Class III Milk(CME)
Sep04 040917 14.63 14.65 14.63 14.65 +0.02 9 5,591 +4
Oct04 040917 13.63 13.69 13.50 13.60 -0.09 501 4,777 -214
Nov04 040917 12.75 12.80 12.70 12.75 unch 178 3,066 +19
Dec04 040917 12.20 12.25 12.20 12.25 -0.04 22 2,265 -8
Jan05 040917 12.05 12.10 12.05 12.07 -0.03 8 1,183 +3
Total Volume and Open Interest 885 23,200 -128
Cocoa(NYBOT)
Dec04 040917 1458 1468 1452 1461 +8 4,664 43,806 -580
Mar05 040917 1478 1485 1472 1481 +8 1,374 16,037 +271
May05 040917 1490 1494 1485 1491 +8 121 10,642 +57
Jul05 040917 1503 1503 1503 1503 +9 72 11,058 -150
Sep05 040917 1516 1516 1516 1516 +9 181 5,762 +113
Dec05 040917 1533 1533 1527 1532 +9 77 7,241 -47
Mar06 040917 1544 1544 1544 1544 +9 0 3,529 +0
Total Volume and Open Interest 6,489 99,667 -373
Coffee "C"(NYBOT)
Sep04 040917 75.40 75.40 75.35 75.35 +0.65 23 47 -34
Dec04 040917 79.50 80.15 78.30 78.75 +0.30 16,942 65,005 +415
Mar05 040917 82.60 83.00 81.30 81.65 +0.30 3,427 11,520 -167
May05 040917 84.80 84.95 83.30 83.50 +0.30 1,038 3,314 +60
Jul05 040917 86.00 86.00 84.95 85.20 +0.30 444 1,567 -109
Sep05 040917 87.35 87.35 86.65 86.65 +0.30 2 495 +1
Total Volume and Open Interest 21,905 82,333 +167
Orange Juice(NYBOT)
Nov04 040917 77.10 78.80 76.65 78.35 +0.65 883 19,753 -416
Jan05 040917 79.20 80.80 79.10 80.80 +1.00 208 6,512 -120
Mar05 040917 81.75 82.80 81.00 82.80 +1.05 66 8,216 +0
May05 040917 85.00 85.00 84.80 84.80 +0.15 28 4,070 +2
Jul05 040917 86.80 86.80 86.80 86.80 +0.45 0 473 +0
Total Volume and Open Interest 1,185 39,176 -534
Sugar #11(NYBOT)
Oct04 040917 7.68 7.72 7.58 7.59 -0.07 18,151 63,683 -9,063
Mar05 040917 8.54 8.58 8.40 8.42 -0.11 23,778 152,891 +4,845
May05 040917 8.60 8.66 8.51 8.52 -0.12 6,001 30,949 +2,790
Jul05 040917 8.35 8.40 8.30 8.30 -0.09 1,324 17,001 -26
Oct05 040917 8.16 8.25 8.16 8.20 -0.03 875 20,660 +547
Total Volume and Open Interest 50,574 293,691 -994
London Cocoa(LCE)
Sep04 040915 841 850 837 842 +7 666 3,324 -605
Dec04 040917 850 864 847 854 +3 4,341 81,164 +325
Mar05 040917 874 886 872 878 +3 1,492 31,560 -161
May05 040917 888 900 884 892 +3 476 16,878 +161
Jul05 040917 902 907 902 906 +3 78 13,314 +0
Sep05 040917 920 922 920 922 +3 152 19,502 +39
Dec05 040917 937 937 925 932 +4 528 9,696 +472
Total Volume and Open Interest 7,072 174,996 -2,352
London Coffee(LCE)
Sep04 040917 632.00 637.00 628.00 628.00 -5.00 45 4,834 +8
Nov04 040917 658.00 671.00 653.00 654.00 -7.00 3,856 73,700 -696
Jan05 040917 676.00 689.00 670.00 671.00 -7.00 1,462 32,964 -154
Mar05 040917 692.00 703.00 687.00 687.00 -7.00 749 20,260 +275
May05 040917 705.00 715.00 701.00 701.00 -7.00 537 14,344 +370
Jul05 040917 721.00 727.00 716.00 716.00 -6.00 0 4,036 +0
Total Volume and Open Interest 6,669 152,192 -177
London Sugar(LCE)
Oct04 040915 230.50 230.50 220.00 226.80 -3.70 3,846 2,040 -2,500
Dec04 040917 237.00 240.00 235.00 235.30 -2.20 7,130 13,359 -2,696
Mar05 040917 253.40 254.00 250.10 250.30 -2.30 2,341 16,098 +530
May05 040917 260.90 261.10 257.20 257.20 -2.50 544 7,759 +126
Aug05 040917 258.00 258.00 253.20 253.20 -3.00 492 4,222 -390
Total Volume and Open Interest 10,857 46,670 -2,118
Cotton(NYBOT)
Oct04 040917 49.10 50.50 49.10 50.21 +1.24 178 2,071 +10
Dec04 040917 47.58 48.85 47.58 48.43 +0.85 11,233 42,052 +1,049
Mar05 040917 49.50 50.30 49.30 49.86 +0.77 1,919 15,199 +317
May05 040917 50.50 51.20 50.35 51.17 +0.97 118 3,478 +1
Jul05 040917 51.80 52.00 51.80 52.00 +1.09 236 4,296 +89
Oct05 040917 52.75 52.75 52.75 52.75 +1.00 1 31 -1
Total Volume and Open Interest 13,722 69,038 +1,488
Lumber(CME)
Nov04 040917 361.0 361.0 353.1 353.1 -10.0 760 3,486 -111
Jan05 040917 348.1 348.1 340.4 340.4 -9.6 152 853 +5
Mar05 040917 349.5 349.5 345.8 345.8 -7.5 16 179 +8
May05 040917 349.1 349.1 345.1 345.1 -5.2 1 41 +1
Total Volume and Open Interest 929 4,559 -150
Crude Oil(NYM)
Oct04 040917 44.65 45.80 44.30 45.59 +1.71 101,898 58,033 -13,980
Nov04 040917 44.70 45.80 44.35 45.59 +1.67 83,377 182,756 +7,686
Dec04 040917 44.30 45.25 43.95 45.02 +1.50 23,524 95,849 +957
Jan05 040917 43.70 44.50 43.40 44.42 +1.39 4,842 39,170 +528
Feb05 040917 43.25 44.00 43.25 43.87 +1.29 1,269 23,223 -293
Mar05 040917 42.60 43.40 42.60 43.33 +1.20 2,650 24,442 +240
Apr05 040917 42.00 42.80 42.00 42.80 +1.12 611 13,712 -142
May05 040917 42.28 42.28 42.28 42.28 +1.04 294 13,963 +116
Jun05 040917 41.30 41.77 41.05 41.77 +0.96 1,639 21,645 +206
Jul05 040917 40.80 41.30 40.80 41.30 +0.88 203 11,562 +2
Aug05 040917 40.50 40.89 40.50 40.89 +0.81 0 7,037 +0
Sep05 040917 40.20 40.52 40.20 40.52 +0.73 800 9,563 +30
Oct05 040917 39.60 40.18 39.60 40.18 +0.67 0 4,901 +0
Nov05 040917 39.25 39.84 39.25 39.84 +0.61 178 6,122 +143
Dec05 040917 39.20 39.52 39.15 39.52 +0.55 6,166 42,750 +263
Jan06 040917 39.14 39.14 39.14 39.14 +0.50 200 5,003 -21
Total Volume and Open Interest 234,881 675,941 -1,379
Heating Oil(NYM)
Oct04 040917 124.30 126.95 123.60 126.41 +3.09 24,297 34,860 -3,421
Nov04 040917 125.00 127.60 124.40 127.06 +3.45 9,014 52,880 +1,508
Dec04 040917 125.75 127.50 125.20 127.41 +3.30 3,324 28,591 -214
Jan05 040917 125.80 127.80 125.00 127.46 +3.15 1,863 15,411 -30
Feb05 040917 124.00 125.96 123.70 125.96 +2.85 775 15,981 -209
Mar05 040917 120.00 122.40 120.00 121.96 +2.55 600 14,733 +188
Apr05 040917 115.70 117.50 115.70 117.01 +2.30 268 4,671 -43
May05 040917 111.00 112.51 111.00 112.51 +2.05 49 3,542 -12
Jun05 040917 109.56 109.56 109.56 109.56 +1.85 639 5,110 +7
Jul05 040917 108.41 108.41 108.41 108.41 +1.70 213 5,140 -13
Aug05 040917 108.31 108.31 108.31 108.31 +1.60 6 583 +2
Sep05 040917 108.71 108.71 108.71 108.71 +1.55 5 1,827 +5
Total Volume and Open Interest 41,121 194,075 -2,269
Unleaded Gas(NYM)
Oct04 040917 124.00 127.30 123.05 127.03 +4.40 26,453 31,979 -2,279
Nov04 040917 122.00 125.65 121.80 125.17 +4.53 13,846 47,928 +2,001
Dec04 040917 119.50 122.57 119.50 122.57 +4.33 2,924 19,485 +346
Jan05 040917 121.60 122.02 121.50 122.02 +4.13 681 10,629 +207
Feb05 040917 122.42 122.42 122.42 122.42 +4.08 579 6,931 -26
Mar05 040917 120.75 122.92 120.75 122.92 +4.03 403 3,387 +81
Apr05 040917 127.40 129.32 127.40 129.32 +3.83 213 9,756 -6
May05 040917 128.92 128.92 128.92 128.92 +3.73 18 9,115 +8
Jun05 040917 127.72 127.72 127.72 127.72 +3.68 50 3,128 -100
Jul05 040917 125.57 125.57 125.57 125.57 +3.63 2 1,960 +2
Aug05 040917 122.77 122.77 122.77 122.77 +3.53 1 1,600 +0
Sep05 040917 119.57 119.57 119.57 119.57 +3.48 6 373 +6
Total Volume and Open Interest 45,176 146,271 +240
Natural Gas(NYM)
Oct04 040917 4.820 5.270 4.780 5.108 +0.389 39,912 47,607 -2,767
Nov04 040917 5.480 5.850 5.470 5.714 +0.271 25,883 61,692 +3,383
Dec04 040917 6.240 6.600 6.230 6.359 +0.166 11,764 35,056 +1,702
Jan05 040917 6.600 6.900 6.590 6.701 +0.148 7,596 29,820 -1,135
Feb05 040917 6.600 6.800 6.600 6.691 +0.133 3,305 21,307 -61
Mar05 040917 6.500 6.700 6.500 6.573 +0.120 3,240 22,834 +490
Apr05 040917 6.000 6.100 6.000 6.045 +0.082 3,554 17,327 +1,462
May05 040917 5.880 5.960 5.880 5.920 +0.067 1,139 12,449 +236
Jun05 040917 5.940 5.995 5.900 5.948 +0.065 271 10,500 +1
Jul05 040917 5.930 6.030 5.930 5.980 +0.062 505 12,822 -42
Aug05 040917 5.970 6.050 5.970 6.005 +0.062 322 10,122 +111
Sep05 040917 5.960 6.030 5.960 5.995 +0.057 119 10,215 +9
Oct05 040917 6.020 6.060 6.000 6.020 +0.057 365 13,073 +82
Nov05 040917 6.250 6.280 6.240 6.252 +0.052 223 7,347 +68
Dec05 040917 6.460 6.510 6.460 6.465 +0.047 194 9,076 +115
Jan06 040917 6.630 6.630 6.605 6.605 +0.047 201 9,484 +41
Total Volume and Open Interest 99,172 405,174 +3,983
Brent Crude Oil(IPE)
Nov04 040917 41.05 42.52 40.91 42.45 +1.70 54,900 68,086 -13,501
Dec04 040917 40.43 41.90 40.40 41.84 +1.61 29,359 79,772 +2,091
Jan05 040917 39.97 41.30 39.92 41.26 +1.49 9,700 25,163 +2,583
Feb05 040917 39.52 40.83 39.52 40.79 +1.43 1,720 10,500 -1,001
Mar05 040917 39.10 40.33 39.10 40.33 +1.38 2,022 13,022 -833
Apr05 040917 38.70 39.88 38.70 39.88 +1.32 336 13,597 +102
May05 040917 39.47 39.47 39.47 39.47 +1.28 100 2,428 +100
Jun05 040917 38.05 39.07 38.00 39.07 +1.24 750 19,641 -600
Jul05 040917 38.67 38.67 38.67 38.67 +1.16 0 1,926 +0
Aug05 040917 38.29 38.29 38.29 38.29 +1.09 0 2,007 +0
Sep05 040917 37.92 37.92 37.92 37.92 +1.02 550 4,122 +550
Oct05 040917 37.57 37.57 37.57 37.57 +0.97      
Total Volume and Open Interest 104,367 316,676  
Gas Oil(IPE)
Oct04 040917 391.00 395.00 389.25 393.00 +12.25 13,527 57,931 -2,038
Nov04 040917 384.00 387.50 382.25 385.25 +11.00 7,602 33,383 +284
Dec04 040917 377.00 379.75 375.00 377.50 +10.75 4,621 24,345 -999
Jan05 040917 371.25 372.50 370.50 370.50 +10.75 1,481 11,851 +431
Feb05 040917 362.25 363.25 362.25 363.25 +11.00 210 3,123 -190
Mar05 040917 354.00 354.75 354.00 354.75 +10.50 545 4,103 +23
Apr05 040917 345.75 345.75 345.75 345.75 +9.75 0 1,990 +0
May05 040917 339.25 339.25 339.25 339.25 +8.75 0 1,750 +0
Jun05 040917 335.00 335.00 335.00 335.00 +8.50 160 8,949 -345
Jul05 040917 333.00 333.00 333.00 333.00 +8.25 75 925 +14
Total Volume and Open Interest 28,621 168,569 -4,065
US Dollar Index(NYBOT)
Dec04 040917 88.98 89.32 88.92 89.10 +0.11 1,297 11,025 +558
Mar05 040917 89.36 89.36 89.29 89.29 +0.11 0 2,262 +0
Jun05 040917 89.48 89.48 89.48 89.48 +0.11 0 12 +0
Total Volume and Open Interest 1,297 13,299 +558
Australian Dollar(CME)
Dec04 040917 69.42 69.45 69.08 69.25 -0.01 749 19,771 -665
Mar05 040917 68.70 68.70 68.70 68.70 -0.01 0 60 +0
Jun05 040917 68.20 68.20 68.20 68.20 -0.01 0 61 +0
Total Volume and Open Interest 749 19,901 -665
British Pound(CME)
Dec04 040917 178.35 178.50 177.72 178.07 -0.09 3,134 46,694 +561
Mar05 040917 176.80 176.87 176.80 176.87 -0.09 0 10 +1
Jun05 040917 175.77 175.77 175.77 175.77 -0.09      
Total Volume and Open Interest 3,134 46,706 +562
Canadian Dollar(CME)
Dec04 040917 76.86 76.99 76.50 76.96 -0.39 4,632 88,224 +861
Mar05 040917 76.79 76.86 76.50 76.86 -0.39 60 1,188 -42
Jun05 040917 76.60 76.80 76.50 76.77 -0.39 20 817 -5
Sep05 040917 76.68 76.68 76.68 76.68 -0.39 8 266 +0
Total Volume and Open Interest 4,720 90,516 +814
Japanese Yen(CME)
Dec04 040917 91.36 91.45 91.07 91.36 -0.34 3,376 77,523 -1,069
Mar05 040917 91.87 91.87 91.87 91.87 -0.34 1 427 +0
Jun05 040917 92.47 92.47 92.47 92.47 -0.34 0 4 +0
Total Volume and Open Interest 3,377 77,954 -1,069
Swiss Franc(CME)
Dec04 040917 79.13 79.22 78.80 79.04 -0.10 4,337 27,011 -2,737
Mar05 040917 79.30 79.30 79.30 79.30 -0.10 0 12 +4
Jun05 040917 79.60 79.60 79.60 79.60 -0.10 0 60 +0
Total Volume and Open Interest 4,337 27,083 -2,733
EuroFX(CME)
Dec04 040917 122.05 122.12 121.50 121.74 -0.08 6,030 84,498 -1,224
Mar05 040917 122.05 122.09 121.53 121.72 -0.08 142 738 +38
Jun05 040917 121.73 121.73 121.73 121.73 -0.08 0 140 +0
Total Volume and Open Interest 6,172 85,387 -1,187
Mexican Peso(CME)
Sep04 040913 8635.0 8640.0 8635.0 8640.0 +45.0 4,059 23,626 -5,632
Dec04 040917 8585.0 8615.0 8582.0 8612.0 +42.0 5,449 32,725 -2,254
Total Volume and Open Interest 5,449 33,551 -2,254
30-Year T-Bonds(CBOT)
Sep04 040917 113~22 113~30 113~00 113~02 -0~19 9,928 35,503 -5,415
Dec04 040917 112~18 112~23 111~27 111~28 -0~19 401,582 556,766 +26,336
Mar05 040917 111~10 111~15 110~22 110~25 -0~19 2,905 7,638 +2,392
Total Volume and Open Interest 414,415 599,994 +23,313
Municipal Bonds(CBOT)
Sep04 040917 104~20 104~20 104~12 104~16 -0~08 68 2,025 +12
Dec04 040917 103~25 103~25 103~05 103~08 -0~11 193 1,289 +85
Total Volume and Open Interest 261 3,314 +97
10-Year T-Notes(CBOT)
Sep04 040917 114~105 114~120 113~260 113~265 -0~120 32,112 68,532 -16,066
Dec04 040917 113~020 113~085 112~210 112~220 -0~120 1,008,899 1,435,997 +57,974
Total Volume and Open Interest 1,045,114 1,511,369 +43,491
5-Year T-Notes(CBOT)
Sep04 040917 111~230 111~230 111~160 111~170 -0~095 9,043 0 +0
Dec04 040917 111~070 111~070 110~255 110~260 -0~095 462,467 0 +0
Mar05 040917 109~290 109~290 109~290 109~290 -0~090 2,556 3,323 +2,622
Total Volume and Open Interest 474,066 3,323 +2,622
2 Year T-Notes(CBOT)
Sep04 040917 106~040 106~040 106~021 106~021 -0~023 964 25,084 -13,109
Dec04 040917 105~118 105~118 105~090 105~092 -0~025 5,976 186,715 -2,233
Total Volume and Open Interest 6,940 211,799 -15,342
Eurodollars(CME)
Dec04 040917 97.835 97.835 97.780 97.785 -0.040 56,625 890,922 +13,553
Mar05 040917 97.650 97.655 97.555 97.560 -0.085 72,577 836,053 +526
Jun05 040917 97.450 97.450 97.330 97.335 -0.105 99,477 928,375 +51,224
Sep05 040917 97.180 97.185 97.050 97.055 -0.120 81,037 659,906 +20,505
Dec05 040917 96.890 96.890 96.755 96.760 -0.115 97,226 535,181 +21,713
Mar06 040917 96.645 96.650 96.515 96.520 -0.110 55,069 421,044 +8,927
Jun06 040917 96.430 96.430 96.315 96.320 -0.105 48,226 261,429 +5,002
Sep06 040917 96.290 96.290 96.160 96.160 -0.110 44,305 200,179 -6,070
Dec06 040917 96.130 96.135 96.020 96.020 -0.090 17,758 155,528 -2,569
Mar07 040917 96.010 96.010 95.900 95.900 -0.085 17,724 153,065 -7,314
Jun07 040917 95.875 95.875 95.785 95.785 -0.075 20,693 115,771 +77
Sep07 040917 95.760 95.760 95.675 95.675 -0.070 11,795 91,012 -908
Total Volume and Open Interest 681,581 5,822,175 +117,957
3-Mth Euro-Yen(CME)
Sep04 040913 99.92 99.92 99.92 99.92 unch 30 6,271 +121
Dec04 040917 99.92 99.92 99.92 99.92 unch 0 8,586 +1,000
Mar05 040917 99.89 99.89 99.89 99.89 +0.01 1,000 19,539 +2,356
Jun05 040917 99.85 99.85 99.85 99.85 +0.01 0 9,758 +0
Sep05 040917 99.79 99.79 99.79 99.79 +0.01 0 8,025 -91
Dec05 040917 99.71 99.71 99.71 99.71 +0.02 0 4,238 -43
Mar06 040917 99.60 99.60 99.60 99.60 +0.02 1,000 9,092 +1,000
Jun06 040917 99.49 99.49 99.49 99.49 +0.02 0 2,246 +0
Sep06 040917 99.38 99.38 99.38 99.38 +0.03 0 1,654 +0
Dec06 040917 99.29 99.29 99.29 99.29 +0.03 0 657 +0
Total Volume and Open Interest 2,000 64,737 +4,222
3-Mth Euro-Yen(SIMEX)
Dec04 040917 99.92 99.92 99.92 99.92 unch 1,111 57,989 +226
Mar05 040917 99.89 99.89 99.89 99.89 +0.01 2,371 78,287 +963
Jun05 040917 99.86 99.86 99.85 99.85 +0.01 339 68,995 -41
Sep05 040917 99.78 99.79 99.78 99.79 +0.02 1,298 39,929 +561
Dec05 040917 99.71 99.72 99.71 99.71 +0.02 272 33,271 +43
Mar06 040917 99.60 99.62 99.60 99.61 +0.03 646 32,180 +115
Jun06 040917 99.51 99.51 99.50 99.50 +0.02 113 16,087 +103
Sep06 040917 99.40 99.41 99.40 99.40 +0.03 92 5,519 -154
Total Volume and Open Interest 6,315 345,004 +1,889
German Euro-Bund(EUREX)
Dec04 040917 115.18 115.40 115.15 115.31 +0.19 1,101,958 1,207,775 +106,472
Mar05 040917 114.56 114.63 114.51 114.58 +0.17 3,821 3,873 +3,318
Jun05 040917 113.70 113.93 113.70 113.81 +0.19 2,733 0 +0
Total Volume and Open Interest 1,108,512 1,211,648 +109,790
German Euro-Bobl(EUREX)
Dec04 040917 111.15 111.33 111.12 111.22 +0.10 619,810 765,625 +39,729
Mar05 040917 110.83 110.83 110.83 110.83 +0.11 4,521 4 +0
Jun05 040917 110.22 110.22 110.22 110.22 +0.10      
Total Volume and Open Interest 624,331 765,629 +765,629
Long Gilt(LIFFE)
Sep04 040917 107~14 107~14 107~08 107~10 +0~04 2,000 16,706 -677
Dec04 040917 107~05 107~07 106~30 107~01 +0~05 67,769 213,829 -2,072
Total Volume and Open Interest 69,769 230,535 -2,749
3-Mth Short Sterling(LIFFE)
Dec04 040917 94.93 94.95 94.91 94.91 unch 80,889 268,455 +9,929
Mar05 040917 94.84 94.87 94.82 94.83 +0.01 93,398 224,881 +9,635
Jun05 040917 94.82 94.86 94.80 94.81 +0.02 79,910 184,196 -12,047
Total Volume and Open Interest 395,215 1,130,726 +2,520
3-Mth Euribor(LIFFE)
Dec04 040917 97.745 97.755 97.735 97.745 +0.010 84,032 590,236 +9,084
Mar05 040917 97.575 97.605 97.570 97.580 +0.025 100,668 506,008 +8,209
Jun05 040917 97.410 97.450 97.400 97.410 +0.040 140,723 420,835 +14,732
Total Volume and Open Interest 535,362 2,700,030 +30,356
3-Mth Aus T-Bills(SFE)
Dec04 040917 94.63 94.64 94.60 94.61 +0.01 12,639 208,513 +1,392
Mar05 040917 94.62 94.62 94.58 94.58 +0.01 8,075 113,508 -1,847
Jun05 040917 94.60 94.60 94.55 94.56 +0.02 1,850 48,304 +517
Sep05 040917 94.57 94.57 94.53 94.53 +0.02 1,227 28,148 -1,017
Dec05 040917 94.54 94.55 94.50 94.51 +0.03 2,071 18,972 +115
Mar06 040917 94.49 94.49 94.47 94.47 +0.03 986 11,031 +104
Jun06 040917 94.45 94.45 94.44 94.44 +0.02 814 9,071 -93
Sep06 040917 94.45 94.45 94.42 94.43 +0.04 100 3,730 -84
Dec06 040917 94.40 94.40 94.39 94.39 +0.04 90 3,081 +31
Mar07 040917 94.37 94.38 94.37 94.38 +0.06 103 2,315 +63
Total Volume and Open Interest 28,728 449,400 -709
10-Year Aus T-Bonds(SFE)
Dec04 040917 94.69 94.71 94.64 94.64 +0.03 12,839 204,305 -15,340
Mar05 040917 94.64 94.64 94.64 94.64 +0.03      
Total Volume and Open Interest 69,923 356,561  
3-Year Aus T-Bonds(SFE)
Dec04 040917 94.90 94.92 94.83 94.84 +0.03 40,071 356,561 -21,694
Mar05 040917 94.84 94.84 94.84 94.84 +0.03      
Total Volume and Open Interest 40,071 356,561  
Gold(CMX)
Oct04 040917 405.3 406.5 403.7 406.1 +1.1 237 20,997 -461
Dec04 040917 407.2 409.0 405.0 407.6 +1.1 30,477 170,957 -1,011
Feb05 040917 409.8 410.7 407.0 409.1 +1.1 209 10,674 -30
Apr05 040917 410.6 410.6 410.6 410.6 +1.1 42 4,385 -30
Jun05 040917 411.5 412.3 410.0 412.3 +1.1 197 12,006 -40
Aug05 040917 414.1 414.1 414.1 414.1 +1.2 113 6,982 +0
Oct05 040917 415.9 415.9 415.9 415.9 +1.2 0 677 +0
Dec05 040917 417.8 417.8 417.8 417.8 +1.2 223 7,229 -85
Feb06 040917 419.9 419.9 419.9 419.9 +1.2 0 844 +0
Apr06 040917 422.0 422.0 422.0 422.0 +1.2 0 485 +0
Jun06 040917 424.2 424.2 424.2 424.2 +1.3 50 8,299 +51
Total Volume and Open Interest 31,553 250,585 -1,634
Silver(CMX)
Sep04 040917 625.9 625.9 625.9 625.9 -3.0 20 83 -8
Dec04 040917 631.5 632.5 621.0 628.8 -3.0 8,069 66,214 -264
Mar05 040917 634.0 634.0 625.5 632.3 -3.0 142 7,123 +17
May05 040917 634.5 634.5 634.5 634.5 -3.2 119 1,659 +82
Jul05 040917 637.2 637.2 637.2 637.2 -3.2 0 1,751 +0
Sep05 040917 639.7 639.7 639.7 639.7 -3.2 0 508 +0
Dec05 040917 646.0 646.0 642.9 642.9 -3.2 28 2,958 +23
Total Volume and Open Interest 8,379 81,934 -150
Platinum(NYM)
Oct04 040917 843.0 843.5 836.0 843.1 +0.8 713 5,261 -67
Jan05 040917 832.0 836.0 829.0 834.9 +0.6 122 538 +82
Total Volume and Open Interest 835 5,799 +15
Palladium(NYME)
Sep04 040917 207.70 207.70 207.70 207.70 -2.40 8 64 -126
Dec04 040917 211.00 211.00 207.00 208.85 -2.40 357 8,706 +135
Mar05 040917 210.60 210.60 210.60 210.60 -2.40 1 37 +1
Total Volume and Open Interest 366 8,807 +10
Copper(CMX)
Sep04 040917 130.20 130.30 128.85 130.20 +0.40 723 2,049 -296
Dec04 040917 130.40 130.70 129.00 130.20 +0.05 12,840 57,300 +4,042
Mar05 040917 126.00 126.40 125.70 126.40 +0.30 389 5,625 +111
May05 040917 123.40 123.40 123.40 123.40 +0.30 267 857 -45
Jul05 040917 120.60 120.60 120.60 120.60 +0.45 68 1,379 +41
Total Volume and Open Interest 15,974 77,999 +3,200
DJIA Index(CBOT)
Sep04 040916 10240 10283 10235 10253 +18 5,556 17,761 -2,948
Dec04 040917 10260 10315 10250 10283 +36 7,989 43,694 +1,269
Mar05 040917 10265 10278 10265 10278 +36 7 12 +0
Total Volume and Open Interest 12,204 58,178 -2,021
S & P 500(CME)
Dec04 040917 1127.20 1131.20 1124.60 1129.00 +4.40 50,560 596,056 +12,475
Mar05 040917 1129.50 1129.90 1129.50 1129.90 +4.40 828 10,351 +703
Jun05 040917 1131.90 1131.90 1131.90 1131.90 +4.30 5 554 +2
Sep05 040917 1134.60 1134.60 1134.60 1134.60 +4.30 0 35 +0
Total Volume and Open Interest 77,707 678,427 -2,056
S & P 500 E-Mini(Globex)
Dec04 040917 1124.50 1131.50 1122.75 1129.00 +4.50 452,590 527,236 +21,357
Mar05 040917 1130.00 1130.00 1130.00 1130.00 +22.25      
Total Volume and Open Interest 628,045 764,423  
NASDAQ 100(CME)
Dec04 040917 1422.50 1434.00 1419.00 1429.00 +3.50 13,407 70,744 +3,787
Mar05 040917 1435.00 1435.00 1435.00 1435.00 +3.50 2 5 +2
Jun05 040917 1441.00 1441.00 1441.00 1441.00        
NASDAQ 100 E-Mini(GLOBEX)
Dec04 040917 1425.0 1433.5 1419.0 1429.0 +3.5 226,926 200,151 -893
Mar05 040917 1435.0 1435.0 1435.0 1435.0 +47.0      
Total Volume and Open Interest 311,147 292,099  
S & P Midcap 400(CME)
Dec04 040917 593.50 595.00 591.00 592.50 -1.50 400 12,449 +96
Mar05 040917 594.00 594.00 594.00 594.00 -1.50 0 1 +0
Jun05 040917 592.50 592.50 592.50 592.50 -1.50      
Total Volume and Open Interest 1,139 17,869 +480
Russell 2000(CME)
Dec04 040917 574.50 575.20 569.00 573.50 -0.75 1,833 25,303 +343
Mar05 040917 573.50 573.50 573.50 573.50 -0.75      
Jun05 040917 573.50 573.50 573.50 573.50 -0.75      
Total Volume and Open Interest 4,288 43,891 +43,891
Value Line(KCBT)
Sep04 040917 1586.80 1586.80 1586.80 1586.80 +5.80 10 46 -5
Total Volume and Open Interest 26 57 -1
Nikkei 225(CME)
Dec04 040917 11110 11130 11060 11095 -40 1,622 22,778 -515
Mar05 040917 11105 11105 11105 11105 -40 0 14 +0
Total Volume and Open Interest 1,622 22,793 -515
Nikkei 225(SIMEX)
Dec04 040917 11125 11125 11000 11075 -25 17,095 136,303 +1,061
Mar05 040917 11070 11070 11070 11070 -25 0 4 +0
Jun05 040917 11025 11025 11025 11025 -25 0 3 +0
Total Volume and Open Interest 17,095 136,310 +1,061
CAC 40(MATIF)
Sep04 040917 3683.5 3739.5 3683.5 3726.0 +30.0 44,923 442,201 +5,746
Oct04 040917 3698.0 3741.0 3691.5 3729.0 +30.0 404 2,471 +552
Nov04 040917 3736.0 3736.0 3736.0 3736.0 +30.0 7 7 +7
Total Volume and Open Interest 49,662 472,164 +11,722
DAX Index(EUREX)
Sep04 040917 3958.0 3984.0 3955.5 3984.0 +17.0 227,907 50,508 -37,251
Dec04 040917 3980.0 4023.0 3977.5 4008.0 +20.0 160,799 130,648 +24,312
Mar05 040917 4001.0 4041.0 4000.0 4031.0 +20.0 6,251 9,320 +152
Total Volume and Open Interest 394,957 190,476 -12,787
FT-SE 100(LIFFE)
Sep04 040917 4556.00 4595.50 4552.50 4589.50 +32.50 139,506 109,338 -39,037
Dec04 040917 4586.00 4635.50 4583.50 4624.50 +36.50 118,644 423,219 +34,420
Mar05 040917 4632.50 4632.50 4632.50 4632.50 +37.00 0 10,485 +0
Total Volume and Open Interest 258,155 549,301 -4,617
SPI 200(SFE)
Sep04 040916 3615.0 3616.0 3591.0 3597.0 -30.0 29,884 91,598 -42,587
Dec04 040917 3641.0 3644.0 3632.0 3635.0 -4.0 19,588 147,780 -2,586
Mar05 040917 3645.0 3649.0 3642.0 3642.0 -5.0 48 2,535 -2
Total Volume and Open Interest 23,901 246,671 -2,795
GSCI(CME)
Oct04 040917 309.70 314.70 309.40 314.70 +9.05 296 18,090 -125
Nov04 040917 314.50 314.50 314.50 314.50 +7.50 0 3 +0
Dec04 040917 314.50 314.50 314.50 314.50        
Reuters CRB Index(NYBOT)
Nov04 040917 275.50 275.75 274.75 275.75 +2.40 19 214 -2
Jan05 040917 275.75 275.75 275.75 275.75 +2.40 0 205 +0
Feb05 040917 273.75 273.75 273.75 273.75 +2.40 0 4 +0
Total Volume and Open Interest 19 523 -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 © 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!