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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 Tue October 02, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071002 973.00 973.00 942.00 943.75 -47.75 13,934 276,211 -3,165
Jan08 071002 990.00 990.00 960.00 962.00 -47.50 5,806 101,350 +6,594
Mar08 071002 1001.00 1001.00 972.50 973.25 -47.00 1,598 46,026 +590
May08 071002 1000.00 1001.00 976.00 977.00 -44.00 1,229 35,362 +196
Jul08 071002 1004.00 1006.00 982.00 983.50 -41.50 1,199 40,739 -57
Aug08 071002 978.00 978.00 978.00 978.00 -42.00 6 1,099 -36
Sep08 071002 960.00 960.00 960.00 960.00 -25.00 22 591 -2
Total Volume and Open Interest 25,782 576,935 +4,769
Soybean Meal(CBOT)
Oct07 071002 271.00 273.00 262.00 262.90 -15.90 3,120 5,424 -301
Dec07 071002 280.00 280.00 268.00 268.70 -16.10 9,265 108,687 +315
Jan08 071002 280.00 282.00 271.30 271.80 -15.60 1,090 18,052 -428
Mar08 071002 284.50 285.50 274.00 275.50 -15.00 728 23,526 +109
May08 071002 282.50 283.80 273.30 274.40 -13.90 1,267 22,829 +325
Jul08 071002 283.50 285.00 274.60 275.30 -13.70 973 20,691 -353
Aug08 071002 280.50 281.00 271.50 271.50 -13.00 164 4,558 +44
Sep08 071002 275.00 276.00 268.00 268.50 -9.40 240 4,048 +110
Total Volume and Open Interest 17,711 219,397 -147
Soybean Oil(CBOT)
Oct07 071002 38.50 38.50 37.55 38.03 -1.02 2,463 6,124 -1,522
Dec07 071002 39.32 39.32 38.00 38.60 -1.03 11,207 165,630 -3,822
Jan08 071002 39.40 39.40 38.55 39.13 -0.99 3,264 27,202 +2,480
Mar08 071002 39.70 39.70 39.10 39.58 -0.90 867 27,518 +1,409
May08 071002 39.78 39.78 39.35 39.78 -0.92 1,104 14,068 +226
Jul08 071002 40.20 40.20 39.50 40.03 -0.82 1,357 14,489 -604
Aug08 071002 40.05 40.05 39.80 40.00 -0.80 0 1,594 +0
Sep08 071002 40.10 40.10 39.80 39.95 -0.85 0 726 +0
Total Volume and Open Interest 21,111 275,716 -2,416
Canola(WCE)
Nov07 071002 434.8 434.8 424.0 426.0 -8.0 6,113 76,404 -3,120
Jan08 071002 445.6 445.6 435.1 437.2 -8.0 2,812 27,124 -62
Mar08 071002 450.0 450.4 444.6 446.4 -7.4 215 4,182 -6
May08 071002 456.2 456.2 449.6 451.8 -8.4 52 2,263 +30
Jul08 071002 460.5 460.5 454.8 456.5 -7.1 187 4,941 +139
Total Volume and Open Interest 9,602 123,006 -2,872
Corn(CBOT)
Dec07 071002 360.00 360.50 348.75 348.75 -20.00 16,312 629,320 -3,672
Mar08 071002 375.50 376.50 365.50 365.50 -20.00 5,051 166,575 +5,227
May08 071002 386.75 386.75 375.00 375.00 -20.00 542 42,656 +471
Jul08 071002 395.50 395.50 384.00 384.00 -20.00 2,631 103,460 -202
Sep08 071002 400.00 400.00 389.25 389.50 -19.75 113 13,975 +20
Dec08 071002 406.50 406.50 395.50 395.50 -20.00 2,404 159,055 +490
Total Volume and Open Interest 27,301 1,158,748 +2,680
Wheat(CBOT)
Dec07 071002 934.00 938.00 922.50 922.50 -30.00 4,237 235,695 +303
Mar08 071002 940.00 946.00 930.50 930.50 -30.00 1,197 58,702 +1,633
May08 071002 857.00 857.00 845.00 845.00 -30.00 139 8,976 +117
Jul08 071002 678.00 680.00 664.00 664.00 -30.00 1,347 62,270 -352
Sep08 071002 682.00 682.00 666.00 666.00 -30.00 645 3,907 -72
Total Volume and Open Interest 7,990 397,091 +1,860
Wheat(KCBT)
Dec07 071002 938.00 942.00 919.25 919.25 -30.00 11,943 100,937 -355
Mar08 071002 935.00 937.00 917.00 917.00 -30.00 3,344 20,304 +39
May08 071002 865.00 865.00 850.00 850.00 -30.00 130 1,127 +68
Jul08 071002 688.00 695.00 671.00 672.00 -29.00 3,274 17,866 +551
Sep08 071002 695.00 695.00 675.00 676.00 -24.00 1,255 1,926 +923
Total Volume and Open Interest 20,974 145,378 +2,043
Wheat(MGE)
Dec07 071002 919.00 920.00 896.50 896.50 -30.00 7,002 44,673 -1,427
Mar08 071002 916.00 920.00 894.50 895.00 -29.50 3,243 18,467 +905
May08 071002 892.00 892.00 863.00 870.00 -22.00 188 1,748 +59
Jul08 071002 802.00 808.00 782.00 790.50 -17.50 141 846 +38
Sep08 071002 700.00 700.00 675.00 677.00 -28.00 1,112 2,878 +634
Total Volume and Open Interest 12,236 71,217 +517
Oats(CBOT)
Dec07 071002 283.75 283.75 273.00 276.00 -13.00 242 11,684 +142
Mar08 071002 293.00 293.00 284.00 286.00 -12.50 47 2,115 +7
May08 071002 294.50 294.50 293.00 293.00 -11.50 15 135 +5
Jul08 071002 299.00 299.00 299.00 299.00 -3.50 0 43 +0
Total Volume and Open Interest 304 13,988 +154
Rough Rice(CBOT)
Nov07 071002 11.68 11.68 11.52 11.57 -0.14 586 10,769 -219
Jan08 071002 11.98 11.98 11.88 11.88 -0.16 381 3,397 +517
Mar08 071002 12.25 12.25 12.12 12.12 -0.18 0 1,342 +0
May08 071002 12.24 12.24 12.24 12.24 -0.16 12 254 +4
Total Volume and Open Interest 1,077 16,512 +328
Live Cattle(CME)
Oct07 071002 96.200 96.400 95.650 95.730 -0.500 10,038 28,562 -3,457
Dec07 071002 98.635 98.850 97.900 97.980 -0.620 20,527 124,721 +47
Feb08 071002 100.250 100.400 99.800 99.830 -0.470 5,737 49,376 +449
Apr08 071002 100.250 100.400 99.750 99.850 -0.500 2,991 24,176 +118
Jun08 071002 96.000 96.150 95.800 95.930 -0.205 1,484 10,887 +614
Aug08 071002 95.200 95.350 95.150 95.180 unch 487 3,604 +534
Total Volume and Open Interest 41,649 243,651 -1,328
Feeder Cattle(CME)
Oct07 071002 115.550 116.200 115.400 115.930 +0.850 1,455 5,996 -331
Nov07 071002 115.250 116.100 115.135 115.680 +0.730 3,100 12,102 -579
Jan08 071002 114.500 115.150 114.300 114.950 +0.720 1,377 5,683 +309
Mar08 071002 112.600 113.300 112.500 113.250 +0.850 46 1,417 +20
Apr08 071002 112.900 113.600 112.900 113.550 +0.700 83 531 +34
May08 071002 113.000 113.600 113.000 113.600 +0.600 32 986 +4
Aug08 071002 113.500 113.900 113.500 113.800 +0.550 43 209 +7
Total Volume and Open Interest 6,136 26,924 -536
Lean Hogs(CME)
Oct07 071002 58.200 58.300 57.700 58.200 +0.050 6,659 15,451 -1,729
Dec07 071002 59.550 59.950 59.250 59.380 -0.170 18,865 94,230 +697
Feb08 071002 65.500 66.225 65.200 66.035 +0.500 6,317 32,323 +447
Apr08 071002 67.850 68.550 67.600 68.475 +0.525 3,507 17,743 +76
May08 071002 72.250 73.680 72.050 73.580 +0.780 22 1,680 +9
Jun08 071002 75.535 76.200 75.000 76.150 +0.615 1,706 11,657 +820
Jul08 071002 73.400 75.035 73.150 74.600 +0.770 657 2,655 -130
Aug08 071002 71.850 71.900 71.600 71.800 -0.100 595 1,394 +40
Total Volume and Open Interest 38,746 177,923 +447
Pork Bellies(CME)
Feb08 071002 87.800 87.950 86.200 86.885 -0.545 290 1,013 +88
Mar08 071002 86.850 86.850 86.850 86.850 -0.850 46 88 +43
May08 071002 89.250 89.250 89.080 89.080 -0.220 3 58 +3
Jul08 071002 89.400 89.400 89.400 89.400 -0.800 85 82 +64
Aug08 071002 89.500 89.500 89.500 89.500 -0.700 28 34 +28
Total Volume and Open Interest 452 1,275 +226
Class III Milk(CME)
Oct07 071002 18.55 18.65 18.55 18.64 +0.18 99 4,128 -13
Nov07 071002 17.65 17.65 17.50 17.62 +0.11 153 3,935 -24
Dec07 071002 17.20 17.20 17.05 17.10 +0.03 407 3,728 -108
Jan08 071002 16.35 16.35 16.35 16.35 +0.10 25 2,115 +6
Feb08 071002 15.95 15.95 15.87 15.87 +0.05 22 2,140 +5
Total Volume and Open Interest 903 30,693 -7
Cocoa(ICE)
Dec07 071002 2010 2010 1908 1917 -113 8,090 68,904 +2,203
Mar08 071002 1958 1975 1910 1910 -83 2,331 32,226 +332
May08 071002 1917 1917 1917 1917 -76 482 11,489 +53
Jul08 071002 1918 1918 1918 1918 -74 341 4,325 -141
Sep08 071002 1926 1926 1926 1926 -71 359 4,132 +164
Dec08 071002 1947 1947 1947 1947 -68 384 12,784 +56
Mar09 071002 1963 1963 1963 1963 -78 0 773 +0
Total Volume and Open Interest 11,987 134,635 +2,667
Coffee "C"(ICE)
Dec07 071002 134.70 135.40 133.50 134.30 -0.55 21,562 106,158 +1,118
Mar08 071002 138.30 138.80 137.35 137.85 -0.55 7,145 30,705 +362
May08 071002 139.40 139.80 139.40 139.80 -0.55 2,523 9,473 +17
Jul08 071002 142.05 142.05 141.55 141.55 -0.55 1,109 4,979 +379
Sep08 071002 143.00 143.00 143.00 143.00 -0.50 826 8,511 +242
Dec08 071002 145.00 147.00 144.70 144.70 -0.55 376 5,984 +43
Total Volume and Open Interest 34,607 171,338 +2,022
Orange Juice(ICE)
Nov07 071002 131.00 132.50 129.90 132.50 +3.20 2,802 13,892 -1,276
Jan08 071002 131.00 132.50 130.00 132.45 +3.25 2,297 7,989 +491
Mar08 071002 131.00 132.45 130.00 132.45 +2.75 109 4,024 +53
May08 071002 132.45 132.45 132.45 132.45 +2.25 4 590 +0
Jul08 071002 132.45 132.45 132.45 132.45 +1.75 0 136 +0
Sep08 071002 132.45 132.45 132.45 132.45 +1.25 0 119 +0
Total Volume and Open Interest 5,214 27,621 -730
Sugar #11(ICE)
Mar08 071002 9.84 10.05 9.80 10.02 +0.09 59,725 390,062 -4,228
May08 071002 9.91 10.06 9.90 10.06 +0.07 5,690 63,450 +565
Jul08 071002 9.90 9.95 9.88 9.95 +0.04 1,548 57,173 -144
Oct08 071002 10.10 10.16 10.07 10.16 -0.03 937 49,856 +150
Mar09 071002 10.39 10.42 10.35 10.42 -0.07 1,583 35,550 +32
Total Volume and Open Interest 71,488 635,804 -4,431
Sugar #14(ICE)
Nov07 071002 21.19 21.19 21.19 21.19 -0.04 1,354 671 -1,109
Jan08 071002 20.89 20.89 20.84 20.84 -0.05 57 3,902 +0
Mar08 071002 20.63 20.63 20.63 20.63 -0.07 20 3,119 +10
May08 071002 20.70 20.70 20.70 20.70 -0.07 50 1,334 +0
Jul08 071002 20.83 20.83 20.83 20.83 -0.11 0 385 +0
Total Volume and Open Interest 1,491 9,809 -1,089
London Cocoa(LCE)
Dec07 071002 991 1026 950 962 -33 4,317 72,441 -851
Mar08 071002 1003 1010 966 977 -29 2,893 44,663 +569
May08 071002 1010 1016 974 986 -30 1,000 18,431 +169
Jul08 071002 1022 1022 982 993 -29 520 16,581 +242
Sep08 071002 1029 1029 990 1002 -28 202 19,578 +45
Dec08 071002 1035 1035 1002 1014 -27 0 8,076 +0
Mar09 071002 1023 1023 1023 1023 -27 0 115 +0
Total Volume and Open Interest 8,932 179,895 +174
London Coffee(LCE)
Nov07 071002 1975.00 1981.00 1950.00 1952.00 -18.00 4,236 78,298 -1,124
Jan08 071002 1830.00 1839.00 1810.00 1817.00 -14.00 5,193 60,072 +1,153
Mar08 071002 1807.00 1819.00 1796.00 1797.00 -14.00 1,129 14,269 +199
May08 071002 1822.00 1822.00 1806.00 1806.00 -11.00 309 4,618 -185
Jul08 071002 1825.00 1825.00 1811.00 1811.00 -12.00 214 1,252 +43
Sep08 071002 1811.00 1811.00 1811.00 1811.00 -12.00 0 998 +0
Total Volume and Open Interest 11,081 159,807 +86
London Sugar(LCE)
Dec07 071002 275.00 278.70 273.50 278.00 +1.80 2,589 42,604 +127
Mar08 071002 280.30 286.30 280.30 284.50 +1.00 942 23,379 +314
May08 071002 285.50 288.90 285.30 287.00 +0.30 461 7,397 +209
Aug08 071002 287.50 291.00 286.80 288.80 +0.30 215 5,963 +38
Oct08 071002 293.00 295.20 292.70 293.80 -0.90 259 4,578 +86
Total Volume and Open Interest 4,576 86,800 +834
Cotton(ICE)
Oct07 071002 62.05 62.05 60.30 60.30 -1.75 2 7 +1
Dec07 071002 64.20 64.30 62.85 63.24 -1.87 14,882 144,772 +57
Mar08 071002 67.65 67.70 66.50 66.63 -1.86 5,902 55,260 +1,605
May08 071002 68.70 69.00 67.83 67.83 -1.89 577 6,301 +298
Jul08 071002 69.90 69.90 68.90 69.10 -1.65 187 7,390 +73
Oct08 071002 71.00 71.50 70.25 70.25 -1.70 0 264 +0
Total Volume and Open Interest 22,945 233,686 +1,917
Lumber(CME)
Nov07 071002 244.0 244.0 238.7 240.5 -5.8 1,773 5,136 -63
Jan08 071002 268.0 269.0 263.2 263.7 -7.2 1,567 4,059 +900
Mar08 071002 282.7 283.4 279.8 279.8 -5.7 67 408 +5
May08 071002 285.0 285.0 280.0 283.0 -0.1 0 54 +0
Total Volume and Open Interest 3,407 9,661 +842
Crude Oil(NYM)
Nov07 071002 79.45 80.05 78.90 80.05 -0.19 269,038 327,060 -13,855
Dec07 071002 78.45 79.05 78.10 79.04 -0.24 125,522 236,920 +5,330
Jan08 071002 77.50 78.17 77.35 78.17 -0.33 33,400 88,884 +1,184
Feb08 071002 76.97 77.47 76.78 77.47 -0.40 14,211 44,630 +1,089
Mar08 071002 76.91 76.91 76.91 76.91 -0.43 8,748 44,683 -805
Apr08 071002 76.45 76.45 76.45 76.45 -0.41 4,739 46,093 +594
May08 071002 76.05 76.05 76.05 76.05 -0.39 1,379 45,089 -580
Jun08 071002 75.35 75.68 75.35 75.68 -0.37 6,176 55,451 +1,385
Jul08 071002 75.33 75.33 75.33 75.33 -0.35 339 16,686 +61
Aug08 071002 75.01 75.01 75.01 75.01 -0.33 264 11,304 -22
Sep08 071002 74.73 74.73 74.73 74.73 -0.31 934 36,794 +397
Oct08 071002 74.47 74.47 74.47 74.47 -0.29 174 22,263 +88
Nov08 071002 74.22 74.22 74.22 74.22 -0.28 20 15,172 +20
Dec08 071002 73.70 73.98 73.50 73.98 -0.27 10,495 156,162 -406
Jan09 071002 73.74 73.74 73.74 73.74 -0.27 35 22,678 +25
Feb09 071002 73.53 73.53 73.53 73.53 -0.27 25 15,226 +25
Total Volume and Open Interest 496,722 1,420,830 +7
Heating Oil(NYM)
Nov07 071002 216.50 217.05 214.75 216.23 -1.84 44,740 92,273 -5,406
Dec07 071002 218.30 218.40 218.00 218.18 -1.84 19,207 53,641 +827
Jan08 071002 218.00 219.73 218.00 219.73 -1.69 8,238 29,028 -102
Feb08 071002 219.13 219.13 219.13 219.13 -1.39 2,844 15,149 +316
Mar08 071002 216.88 216.88 216.88 216.88 -1.09 1,118 7,559 -30
Apr08 071002 213.23 213.23 213.23 213.23 -1.04 730 7,267 -137
May08 071002 209.63 209.63 209.63 209.63 -0.99 569 2,896 +34
Jun08 071002 207.00 207.63 207.00 207.63 -0.99 1,433 12,064 -455
Jul08 071002 207.13 207.13 207.13 207.13 -0.79 277 1,957 +8
Aug08 071002 207.48 207.48 207.48 207.48 -0.69 158 676 -1
Sep08 071002 208.78 208.78 208.78 208.78 -0.59 120 993 -4
Oct08 071002 210.48 210.48 210.48 210.48 -0.54 65 573 +29
Total Volume and Open Interest 79,958 228,518 -4,879
Gasoline(NYMEX)
Nov07 071002 198.29 198.98 194.85 198.28 +0.15 32,176 90,866 +533
Dec07 071002 198.72 199.75 196.07 199.13 -0.20 11,643 29,763 +591
Jan08 071002 200.60 201.37 198.22 200.98 -0.15 4,440 18,626 -159
Feb08 071002 200.93 203.31 200.22 202.78 -0.20 2,343 9,728 +131
Mar08 071002 203.15 205.10 202.44 204.58 -0.20 1,883 10,795 +522
Apr08 071002 216.08 218.22 216.00 218.18 -0.20 1,293 11,004 +489
May08 071002 217.43 219.18 216.92 219.18 -0.30 247 4,562 +14
Jun08 071002 217.27 218.79 216.43 218.78 -0.25 421 5,827 +111
Jul08 071002 217.33 217.33 217.33 217.33 -0.15 220 1,969 -75
Aug08 071002 214.93 214.93 214.93 214.93 -0.05 200 853 +77
Total Volume and Open Interest 55,974 190,724 -4,670
e-MiNY RBOB Gasoline(NYMEX)
Nov07 071002 196.00 198.28 195.40 198.28 +0.15 2 3 +0
Dec07 071002 199.13 199.13 197.60 199.13 -0.20 1 2 +1
Jan08 071002 200.98 200.98 200.98 200.98 -0.15      
Feb08 071002 202.78 202.78 202.78 202.78 -0.20      
Total Volume and Open Interest 3 5 +1
Natural Gas(NYM)
Nov07 071002 7.180 7.450 7.170 7.427 +0.377 62,523 131,707 -2,411
Dec07 071002 7.885 8.067 7.875 8.067 +0.270 23,635 59,230 +2,291
Jan08 071002 8.235 8.397 8.235 8.397 +0.234 11,100 56,309 +1,243
Feb08 071002 8.255 8.422 8.255 8.422 +0.229 2,103 32,663 -27
Mar08 071002 8.130 8.217 8.130 8.217 +0.216 4,844 43,695 -222
Apr08 071002 7.670 7.787 7.670 7.787 +0.176 2,344 36,630 -172
May08 071002 7.805 7.805 7.805 7.805 +0.174 1,093 28,404 +179
Jun08 071002 7.872 7.872 7.872 7.872 +0.171 1,131 17,967 +155
Jul08 071002 7.800 7.949 7.800 7.949 +0.165 380 12,767 -285
Aug08 071002 8.009 8.009 8.009 8.009 +0.165 116 11,387 -36
Sep08 071002 8.027 8.027 8.027 8.027 +0.163 542 9,457 +258
Oct08 071002 7.960 8.104 7.960 8.104 +0.161 743 34,407 +34
Nov08 071002 8.499 8.499 8.499 8.499 +0.156 177 20,046 +82
Dec08 071002 8.889 8.889 8.889 8.889 +0.151 79 14,004 +16
Jan09 071002 9.144 9.144 9.144 9.144 +0.151 258 32,669 +75
Feb09 071002 9.090 9.141 9.090 9.141 +0.151 14 4,398 -13
Total Volume and Open Interest 113,373 752,072 +1,197
Brent Crude Oil(ICE)
Nov07 071002 77.56 77.74 76.31 77.38 -0.26 100,041 102,050 -5,927
Dec07 071002 77.40 77.59 76.07 77.07 -0.42 76,503 187,597 +2,743
Jan08 071002 77.23 77.23 75.93 76.88 -0.49 24,733 65,209 +3,417
Feb08 071002 76.78 76.78 75.74 76.64 -0.53 6,738 27,813 -247
Mar08 071002 76.65 76.65 75.63 76.40 -0.55 3,349 19,135 +293
Apr08 071002 76.44 76.44 75.40 76.16 -0.57 2,470 16,748 -88
May08 071002 75.93 75.93 75.93 75.93 -0.58 2,269 11,869 +1,663
Jun08 071002 75.83 75.83 74.98 75.71 -0.56 4,719 34,806 +1,049
Jul08 071002 75.51 75.51 75.51 75.51 -0.52 0 6,064 +0
Aug08 071002 75.30 75.30 75.30 75.30 -0.50 0 3,860 +0
Sep08 071002 75.07 75.07 75.07 75.07 -0.50 32 3,912 +3
Oct08 071002 74.87 74.87 74.87 74.87 -0.49 28 4,712 +0
Nov08 071002 74.67 74.67 74.67 74.67 -0.48 0 10,887 +15
Dec08 071002 74.71 74.77 73.86 74.47 -0.47 4,170 53,225 -181
Total Volume and Open Interest 226,006 648,041 +2,981
Gas Oil(ICE)
Oct07 071002 686.75 686.75 671.75 675.50 -13.00 35,783 64,592 -1,375
Nov07 071002 686.00 686.00 671.50 675.25 -12.75 34,200 97,003 +4,313
Dec07 071002 683.25 683.75 671.50 675.00 -12.00 16,994 59,659 +2,721
Jan08 071002 684.25 684.25 675.75 678.50 -10.75 4,725 37,122 +909
Feb08 071002 680.25 680.25 672.75 674.75 -10.00 1,282 20,588 +334
Mar08 071002 674.00 674.00 668.50 668.50 -9.50 387 11,341 +133
Apr08 071002 666.75 666.75 659.50 661.25 -9.25 218 7,436 +29
May08 071002 659.75 659.75 654.00 654.00 -9.00 75 10,751 +0
Jun08 071002 655.75 655.75 648.00 650.25 -8.50 973 31,725 -192
Jul08 071002 649.50 650.75 649.50 650.75 -7.75 0 4,582 +0
Total Volume and Open Interest 95,410 376,482 +0
US Dollar Index(ICE)
Dec07 071002 77.860 78.300 77.860 78.200 +0.390 4,510 36,421 +230
Mar08 071002 78.110 78.145 78.110 78.130 +0.390 9 2,821 +1
Jun08 071002 78.100 78.100 78.100 78.100 +0.390 0 433 +0
Total Volume and Open Interest 4,519 39,675 +231
Australian Dollar(CME)
Dec07 071002 88.38 88.38 87.96 88.32 -0.88 2,476 92,873 +7,670
Mar08 071002 87.89 87.89 87.89 87.89 -0.87 0 200 -4
Jun08 071002 87.37 87.37 87.37 87.37 -0.87 0 285 +0
Total Volume and Open Interest 2,476 93,365 +7,665
British Pound(CME)
Dec07 071002 203.79 203.88 203.72 203.77 -0.31 3,025 93,905 +1,943
Mar08 071002 203.27 203.27 203.27 203.27 -0.29 0 404 +62
Jun08 071002 202.75 202.75 202.75 202.75 -0.25 0 16 +0
Total Volume and Open Interest 3,025 94,335 +2,005
Canadian Dollar(CME)
Dec07 071002 100.33 100.37 99.96 100.30 -0.70 2,221 139,774 +5,713
Mar08 071002 100.10 100.34 100.10 100.34 -0.70 0 1,674 +9
Jun08 071002 100.39 100.39 100.39 100.39 -0.70 0 691 +3
Sep08 071002 100.37 100.44 100.37 100.44 -0.70 3 419 +8
Total Volume and Open Interest 2,224 142,712 +5,733
Japanese Yen(CME)
Dec07 071002 87.19 87.19 86.99 87.11 -0.08 4,492 176,656 +16,840
Mar08 071002 87.96 87.96 87.96 87.96 -0.08 0 8,625 +0
Jun08 071002 88.74 88.74 88.74 88.74 -0.08 0 16,335 +0
Total Volume and Open Interest 4,492 202,011 +16,840
Swiss Franc(CME)
Dec07 071002 85.51 85.58 85.47 85.50 -0.54 1,255 74,661 -1,253
Mar08 071002 85.96 85.96 85.96 85.96 -0.53 0 122 +1
Jun08 071002 86.34 86.34 86.34 86.34 -0.53 0 3 +0
Total Volume and Open Interest 1,255 74,792 -1,252
EuroFX(CME)
Dec07 071002 141.84 141.85 141.63 141.75 -0.85 2,441 209,987 +372
Mar08 071002 141.94 141.94 141.87 141.87 -0.84 0 1,380 +24
Jun08 071002 141.93 141.93 141.93 141.93 -0.83 0 134 +0
Total Volume and Open Interest 2,441 211,568 +397
Mexican Peso(CME)
Oct07 071002 916.2 916.2 916.2 916.2 -1.2 0 69 +0
Nov07 071002 914.2 914.2 914.2 914.2 -1.2 0 86 +0
Total Volume and Open Interest 9,499 75,881 -2,360
30-Year T-Bonds(CBOT)
Dec07 071002 111~28 112~10 111~14 112~00 +0~09 284,549 918,556 +15,659
Mar08 071002 111~27 112~07 111~27 111~29 +0~10 14 1,651 +0
Jun08 071002 111~27 111~27 111~27 111~27 +0~11 2 217 +1
Total Volume and Open Interest 284,566 920,447 +15,661
10-Year T-Notes(CBOT)
Dec07 071002 109~135 109~255 109~055 109~195 +0~085 957,207 2,250,978 +37,946
Mar08 071002 108~265 109~100 108~245 109~050 +0~090 1,724 76,980 +548
Jun08 071002 108~305 108~305 108~305 108~305 +0~090 0 14 +0
Total Volume and Open Interest 958,931 2,327,972 +38,494
5-Year T-Notes(CBOT)
Dec07 071002 106~275 107~090 106~270 107~045 +0~055 419,295 0 +0
Mar08 071002 106~215 107~000 106~215 107~000 +0~070 16 0 +0
Jun08 071002 107~000 107~000 107~000 107~000 +0~070      
Total Volume and Open Interest 419,311    
2 Year T-Notes(CBOT)
Dec07 071002 103~045 103~068 103~045 103~064 +0~011 1,390 922,478 +21,013
Total Volume and Open Interest 1,390 922,478 +11,711
Eurodollars(CME)
Dec07 071002 95.065 95.095 95.060 95.075 -0.030 19,891 1,551,776 -9,139
Mar08 071002 95.390 95.455 95.385 95.420 +0.005 23,862 1,508,827 -18,126
Jun08 071002 95.550 95.635 95.540 95.600 +0.025 19,964 1,358,828 -3,132
Sep08 071002 95.610 95.715 95.600 95.685 +0.040 14,959 1,220,497 +7,696
Dec08 071002 95.595 95.710 95.590 95.685 +0.050 19,483 1,257,439 -8,219
Mar09 071002 95.530 95.645 95.525 95.620 +0.055 15,388 773,011 -671
Jun09 071002 95.430 95.535 95.425 95.515 +0.060 12,298 521,681 -414
Sep09 071002 95.335 95.440 95.330 95.420 +0.065 9,055 390,820 +341
Dec09 071002 95.245 95.360 95.245 95.330 +0.065 11,087 264,805 -2,045
Mar10 071002 95.180 95.290 95.180 95.265 +0.065 3,921 176,878 +931
Jun10 071002 95.215 95.215 95.190 95.195 +0.060 6,984 138,811 -1,221
Sep10 071002 95.100 95.140 95.100 95.125 +0.055 7,995 120,796 +610
Dec10 071002 94.990 95.050 94.990 95.050 +0.055 6,727 103,470 +157
Mar11 071002 94.935 94.995 94.935 94.995 +0.055 6,744 88,886 -2,055
Jun11 071002 94.930 94.935 94.930 94.935 +0.055 6,932 89,016 +561
Sep11 071002 94.815 94.875 94.815 94.875 +0.050 8,696 78,063 -128
Dec11 071002 94.760 94.820 94.760 94.815 +0.050 3,097 55,141 +1,222
Mar12 071002 94.720 94.780 94.720 94.770 +0.045 3,285 42,612 +272
Total Volume and Open Interest 209,837 10,111,728 -49,825
30 Day Federal Funds(CBOT)
Oct07 071002 3.520 3.520 3.520 3.520 -0.010 251 82,348 +1,017
Nov07 071002 3.670 3.690 3.670 3.685 unch 468 98,311 -2,116
Dec07 071002 3.795 3.810 3.795 3.810 unch 423 56,642 -519
Jan08 071002 3.865 3.865 3.865 3.865 unch 542 40,731 +845
Feb08 071002 3.940 3.945 3.940 3.945 +0.005 26 23,625 +403
Mar08 071002 3.980 3.980 3.970 3.970 +0.005 4 3,170 -97
Total Volume and Open Interest 1,714 311,079 -90,440
30 Day Fed Funds(e-CBOT)
Oct07 071002 95.260 95.275 95.260 95.270 +0.005 5,021 0 +0
Nov07 071002 95.435 95.445 95.410 95.435 unch 20,762 0 +0
Dec07 071002 95.560 95.570 95.535 95.560 unch 7,131 0 +0
Jan08 071002 95.615 95.625 95.590 95.620 +0.005 3,371 0 +0
Feb08 071002 95.695 95.705 95.655 95.700 +0.015 1,682 0 +0
Mar08 071002 95.720 95.735 95.690 95.720 +0.015 273 0 +0
Total Volume and Open Interest 38,240    
3-Mth Euro-Yen(CME)
Dec07 071002 99.13 99.13 99.13 99.13 -0.02 969 17,719 +826
Mar08 071002 99.10 99.10 99.10 99.10 -0.01 249 6,637 +222
Jun08 071002 99.06 99.06 99.06 99.06 -0.01 660 3,422 +117
Sep08 071002 99.00 99.00 99.00 99.00 -0.01 699 4,092 +719
Dec08 071002 98.91 98.91 98.91 98.91 -0.01 188 2,026 +91
Mar09 071002 98.83 98.83 98.83 98.83 -0.01 107 427 +107
Jun09 071002 98.76 98.76 98.76 98.76 unch 0 100 +0
Sep09 071002 98.67 98.67 98.67 98.67 -0.01      
Dec09 071002 98.59 98.59 98.59 98.59 -0.01      
Mar10 071002 98.52 98.52 98.52 98.52 +0.03      
Total Volume and Open Interest 2,872 34,423 +2,082
3-Mth Euro-Yen(SGX)
Dec07 071002 99.15 99.15 99.13 99.13 -0.01 1,125 61,460 -1,435
Mar08 071002 99.11 99.11 99.09 99.09 -0.02 777 42,780 -97
Jun08 071002 99.07 99.07 99.05 99.05 -0.01 1,830 17,708 +402
Sep08 071002 99.00 99.00 98.99 98.99 -0.01 2,672 18,241 -591
Dec08 071002 98.92 98.92 98.90 98.90 -0.01 135 9,495 +65
Mar09 071002 98.85 98.85 98.82 98.82 -0.01 50 4,957 -8
Jun09 071002 98.75 98.75 98.75 98.75 -0.01 0 1,186 +0
Sep09 071002 98.67 98.67 98.67 98.67 -0.01 0 200 +0
Total Volume and Open Interest 6,589 158,477 -1,664
Japanese Gov't Bonds(SGX)
Dec07 070921 134.96 134.96 134.45 134.80 -0.54 2,671 43,249 +625
Mar08 071002 134.87 134.87 134.87 134.87 -0.20      
Jun08 071002 134.87 134.87 134.87 134.87 -0.20      
Total Volume and Open Interest 6,255 30,749 -785
Euro-Bund(EUREX)
Dec07 071002 112.58 112.93 112.36 112.73 -0.01 970,155 1,353,710 +46,560
Mar08 071002 113.00 113.34 112.83 113.13 -0.01 1,118 1,435 +982
Jun08 071002 113.23 113.23 113.23 113.23 -0.01      
Total Volume and Open Interest 971,273 1,355,145 +25,168
Euro-Bobl(EUREX)
Dec07 071002 107.68 107.89 107.55 107.75 -0.04 479,523 1,079,560 -11,484
Mar08 071002 107.87 107.93 107.87 107.89 -0.04 413 9,836 +100
Jun08 071002 42.67 42.67 42.67 42.67 -0.04      
Total Volume and Open Interest 479,936 1,089,396 -11,384
3-Mth Euribor(EUREX)
Dec07 071002 95.380 95.385 95.370 95.380 -0.020 1,430 25,817 -225
Mar08 071002 95.625 95.630 95.615 95.625 -0.015 366 11,992 -31
Jun08 071002 95.715 95.725 95.710 95.725 -0.015 311 5,142 +124
Total Volume and Open Interest 2,410 51,667 -150
Long Gilt(LIFFE)
Dec07 071002 106~26 107~15 106~23 107~08 +0~06 76,919 307,786 +4,400
Mar08 071002 107~11 107~11 107~11 107~11 +0~06      
Total Volume and Open Interest 76,919 307,786 +4,400
3-Mth Short Sterling(LIFFE)
Dec07 071002 93.99 93.99 93.99 93.99 +0.01 62,641 513,539 -301
Mar08 071002 94.33 94.33 94.33 94.33 +0.02 34,072 532,002 +2,188
Jun08 071002 94.50 94.50 94.50 94.50 +0.04 36,221 498,767 -351
Sep08 071002 94.58 94.58 94.58 94.58 +0.04 33,544 351,294 +3,007
Dec08 071002 94.62 94.62 94.62 94.62 +0.04 33,056 294,765 +6,558
Mar09 071002 94.63 94.63 94.63 94.63 +0.04 24,699 223,430 +493
Total Volume and Open Interest 254,058 2,722,875 +16,886
3-Mth Euribor(LIFFE)
Dec07 071002 95.390 95.390 95.370 95.375 -0.025 153,663 871,459 +22,602
Mar08 071002 95.630 95.640 95.610 95.620 -0.020 146,686 625,281 -2,500
Jun08 071002 95.725 95.755 95.705 95.725 -0.015 112,998 443,472 -2,334
Total Volume and Open Interest 687,895 3,539,949 +25,521
3-Mth Aus T-Bills(SFE)
Dec07 071002 93.06 93.07 93.04 93.05 -0.02 2,224 381,771 -6,294
Mar08 071002 93.01 93.03 92.98 92.99 -0.03 2,885 201,389 +1,273
Jun08 071002 93.01 93.02 92.97 92.98 -0.04 1,994 108,053 +2,492
Sep08 071002 93.01 93.02 92.99 93.00 -0.03 1,015 64,431 +538
Dec08 071002 93.03 93.03 93.02 93.03 -0.02 253 40,366 +118
Mar09 071002 93.03 93.04 93.03 93.04 -0.01 400 34,397 +400
Jun09 071002 93.01 93.04 93.01 93.04 -0.01 250 25,397 +250
Sep09 071002 93.00 93.03 93.00 93.03 -0.01 0 5,209 -10
Dec09 071002 93.03 93.03 93.02 93.02 -0.01 0 618 +0
Mar10 071002 93.02 93.02 93.02 93.02 -0.01 0 171 +0
Total Volume and Open Interest 9,021 861,815 -1,233
10-Year Aus T-Bonds(SFE)
Dec07 071002 93.86 93.86 93.81 93.83 unch 13,593 442,427 +5,729
Mar08 071002 93.83 93.83 93.83 93.83 unch      
Total Volume and Open Interest 13,593 442,427 +5,729
3-Year Aus T-Bonds(SFE)
Dec07 071002 93.56 93.57 93.54 93.54 -0.01 14,980 516,202 +4,015
Mar08 071002 93.54 93.54 93.54 93.54 -0.01      
Total Volume and Open Interest 14,980 516,202 +4,015
Gold(CMX)
Oct07 071002 729.8 729.8 729.8 729.8 -17.4 644 1,218 -907
Dec07 071002 737.0 741.0 730.8 736.3 -17.8 68,808 299,908 +5,087
Feb08 071002 746.0 746.0 739.0 742.5 -17.9 1,877 25,056 +1,095
Apr08 071002 748.4 748.4 748.4 748.4 -18.0 474 20,621 +192
Jun08 071002 757.9 757.9 754.2 754.2 -18.1 76 18,863 +44
Aug08 071002 759.7 759.7 759.7 759.7 -18.3 41 16,779 -35
Oct08 071002 765.2 765.2 765.2 765.2 -18.4 213 2,731 +149
Dec08 071002 769.5 770.7 769.5 770.7 -18.6 459 15,718 +288
Feb09 071002 776.4 776.4 776.4 776.4 -18.8 210 14,777 +175
Apr09 071002 781.9 781.9 781.9 781.9 -19.0 450 2,044 +0
Jun09 071002 787.6 787.6 787.6 787.6 -19.2 100 12,131 +0
Aug09 071002 793.5 793.5 793.5 793.5 -19.4      
Total Volume and Open Interest 73,870 443,189 +6,262
Silver(CMX)
Dec07 071002 1341.0 1351.0 1318.0 1345.0 -40.5 16,361 77,910 -137
Mar08 071002 1360.0 1362.4 1354.0 1362.4 -40.9 215 11,964 +101
May08 071002 1373.3 1373.3 1373.3 1373.3 -41.1 45 5,321 +0
Jul08 071002 1386.0 1386.0 1383.4 1383.4 -41.5 63 5,234 +0
Sep08 071002 1393.6 1393.6 1393.6 1393.6 -41.6 7 1,490 -7
Dec08 071002 1408.8 1408.8 1408.8 1408.8 -42.0 39 6,153 +2
Mar09 071002 1423.8 1423.8 1423.8 1423.8 -42.2 3 212 +0
Total Volume and Open Interest 16,917 117,595 -51
Platinum(NYMEX)
Oct07 071002 1359.0 1359.0 1350.0 1350.0 -46.2 188 247 -62
Jan08 071002 1359.0 1365.0 1355.0 1355.0 -46.2 1,882 14,485 +224
Apr08 071002 1364.0 1364.0 1364.0 1364.0 -46.2 14 31 +6
Total Volume and Open Interest 2,084 14,763 +168
Palladium(NYMEX)
Dec07 071002 354.00 354.00 347.00 353.60 -8.90 1,034 13,002 -6
Mar08 071002 358.30 358.30 358.30 358.30 -9.00 0 932 -1
Jun08 071002 362.90 362.90 362.90 362.90 -9.15 5 1,309 +0
Total Volume and Open Interest 1,040 16,040 -7
Copper(CMX)
Dec07 071002 366.50 376.50 366.50 371.10 +1.95 8,349 57,786 +933
Mar08 071002 369.00 369.65 369.00 369.30 +2.10 1,012 10,186 +348
May08 071002 365.85 365.85 365.85 365.85 +2.00 421 2,433 -133
Jul08 071002 361.15 361.15 361.15 361.15 +1.90 216 866 +216
Sep08 071002 356.25 356.25 356.25 356.25 +1.85 1 531 +0
Total Volume and Open Interest 10,337 80,652 +1,323
Aluminum(CMX)
Oct07 071002 109.00 109.00 109.00 109.00 -1.00      
Nov07 071002 109.75 109.75 109.75 109.75 -1.00      
Dec07 071002 110.50 110.50 110.50 110.50 -1.00      
Jan08 071002 110.50 110.50 110.50 110.50 -1.00      
Feb08 071002 110.50 110.50 110.50 110.50 -1.00      
Mar08 071002 110.50 110.50 110.50 110.50 -1.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Dec07 071002 14170 14185 14092 14106 -51 6,046 27,588 +771
Mar08 071002 14270 14270 14205 14205 -44 2 17 -2
Jun08 071002 14287 14287 14287 14287 -51      
Total Volume and Open Interest 6,048 27,605 +769
S & P 500(CME)
Dec07 071002 1559.20 1559.60 1551.50 1554.60 -2.00 35,934 572,115 +1,822
Mar08 071002 1565.00 1565.70 1565.00 1565.70 -1.90 143 8,064 +131
Jun08 071002 1575.90 1575.90 1575.90 1575.90 -2.10 27 475 +16
Sep08 071002 1585.70 1585.70 1585.70 1585.70 -2.30 0 35 +0
Total Volume and Open Interest 36,104 583,837 +1,969
S & P 500 E-Mini(Globex)
Dec07 071002 1556.50 1560.00 1551.25 1554.50 -2.00 1,700,876 1,836,954 +57,217
Mar08 071002 1567.25 1570.50 1562.75 1565.75 -1.75 1,055 1,804 +140
Total Volume and Open Interest 1,701,931 1,838,759 +57,357
NASDAQ 100(CME)
Dec07 071002 2138.00 2139.00 2125.50 2135.50 +0.20 4,952 45,452 +1,936
Mar08 071002 2158.00 2158.00 2158.00 2158.00 +0.70 0 1 +0
Jun08 071002 2185.00 2185.00 2185.00 2185.00 +0.70      
Total Volume and Open Interest 4,952 45,453 +1,936
NASDAQ 100 E-Mini(Globex)
Dec07 071002 2135.80 2140.50 2125.30 2135.50 +0.20 301,564 370,855 +24,859
Mar08 071002 2160.00 2160.80 2149.00 2158.00 +0.70 20 56 +6
Total Volume and Open Interest 301,584 370,911 +24,865
S & P Midcap 400(CME)
Dec07 071002 905.00 909.25 905.00 906.80 +3.20 196 5,705 -48
Mar08 071002 916.90 916.90 916.90 916.90 +3.20      
Jun08 071002 926.60 926.60 926.60 926.60 +3.20      
Total Volume and Open Interest 196 5,705 -48
Russell 2000(CME)
Dec07 071002 832.00 837.50 831.35 835.00 +5.20 2,447 31,646 +193
Mar08 071002 840.80 840.80 840.80 840.80 +5.45 0 23 -1
Jun08 071002 847.30 847.30 847.30 847.30 +5.45      
Total Volume and Open Interest 2,447 31,679 +192
Russell 2000 E-Mini(Globex)
Dec07 071002 829.70 838.30 828.40 835.00 +5.20 227,254 577,593 -2,703
Mar08 071002 837.30 843.80 837.10 840.80 +5.40 157 202 +15
Jun08 071002 847.30 847.30 847.30 847.30 +5.40      
Total Volume and Open Interest 227,411 577,795 -2,688
Value Line(KCBT)
Dec07 071002 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec07 071002 17140 17150 17020 17090 +250 71,862 220,751 -3,220
Mar08 071002 17095 17165 17095 17095 +200 65 531 +66
Total Volume and Open Interest 71,927 221,447 -3,154
Nikkei 225(SGX)
Dec07 071002 17140 17150 17020 17090 +250 71,862 220,751 -3,220
Mar08 071002 17095 17165 17095 17095 +200 65 531 +66
Jun08 071002 17045 17045 17045 17045 +205 0 1 +0
Total Volume and Open Interest 71,927 221,447 -3,154
CAC 40(EURONEXT)
Oct07 071002 5808.0 5835.5 5796.5 5809.0 +24.5 125,867 399,795 +18,675
Nov07 071002 5824.0 5833.5 5811.5 5815.5 +24.5 736 1,490 +540
Dec07 071002 5839.0 5863.0 5829.5 5839.0 +24.5 2,404 39,829 -333
Total Volume and Open Interest 129,017 441,880 +18,882
Hang Seng Index(HKFE)
Oct07 071002 27848 28373 27782 28215 +1033 89,113 112,626 +16,712
Nov07 071002 27883 28400 27840 28300 +1092      
Dec07 071002 28144 28500 27948 28351 +1038 709 10,742 +315
Total Volume and Open Interest 121,582 123,749 -64,724
DAX(EUREX)
Dec07 071002 8025.0 8049.0 8001.5 8021.0 +29.5 163,532 227,763 +5,284
Mar08 071002 8110.5 8135.0 8098.0 8108.0 +30.5 805 6,120 +476
Jun08 071002 8213.5 8217.0 8194.0 8194.0 +31.5 24 406 +19
Total Volume and Open Interest 164,361 234,289 +5,779
FT-SE 100(EURONEXT)
Dec07 071002 6592.00 6625.00 6545.00 6564.50 +17.50 117,680 482,799 -5,400
Mar08 071002 6610.50 6623.00 6567.50 6585.00 +17.50 52 3,965 +40
Jun08 071002 6618.00 6618.00 6618.00 6618.00 +17.50 0 11 +0
Total Volume and Open Interest 117,732 486,775 -5,360
SPI 200(SFE)
Dec07 071002 150.4 188.4 133.4 170.4 +95.0 11,494 238,109 +2,249
Mar08 071002 164.4 182.4 153.4 182.4 +96.0 1 1,480 +1
Jun08 071002 233.4 233.4 233.4 233.4 +95.0 0 1,270 +1
Total Volume and Open Interest 11,495 241,871 +2,255
GSCI(CME)
Oct07 071002 536.80 538.40 534.50 538.40 -1.95 890 21,932 -303
Nov07 071002 538.00 540.20 538.00 539.60 -2.40 155 209 +150
Dec07 071002 541.20 541.20 541.20 541.20 -4.00      
Total Volume and Open Interest 1,045 22,141 -153
RJ/CRB Index(ICE)
Nov07 071002 451.50 451.50 442.75 442.75 -6.00 8 747 -1
Jan08 071002 452.00 452.00 442.75 442.75 -6.00 6 417 +1
Feb08 071002 446.75 446.75 440.75 440.75 -6.00 0 220 +0
Total Volume and Open Interest 14 1,418 +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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!