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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 July 20, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug07 070720 863.00 867.50 844.00 850.25 -5.75 4,270 45,516 -2,656
Sep07 070720 873.00 877.00 853.00 859.50 -5.25 3,060 30,972 +1,748
Nov07 070720 890.00 893.50 869.50 875.25 -6.75 16,340 311,669 -569
Jan08 070720 905.00 908.00 885.00 892.00 -4.75 1,160 28,234 -27
Mar08 070720 918.00 919.00 896.50 903.00 -6.00 1,257 18,966 +390
May08 070720 925.00 925.00 902.50 909.50 -4.75 633 23,271 -26
Jul08 070720 934.00 934.00 912.00 916.50 -6.00 1,818 31,300 +168
Total Volume and Open Interest 30,489 545,933 -593
Soybean Meal(CBOT)
Aug07 070720 231.00 231.30 223.50 225.20 -2.30 6,634 29,965 -2,467
Sep07 070720 234.50 234.50 226.70 228.20 -2.40 4,636 29,041 +1,223
Oct07 070720 237.00 237.00 229.00 231.00 -2.10 1,875 12,774 +868
Dec07 070720 240.00 241.00 233.20 234.70 -2.50 10,313 95,092 +1,163
Jan08 070720 243.00 243.00 236.50 237.00 -2.50 876 10,483 +173
Mar08 070720 247.50 247.50 240.00 241.50 -2.40 2,156 9,678 +297
May08 070720 248.50 248.50 241.50 242.80 -2.40 1,633 10,181 +55
Jul08 070720 249.50 250.00 244.50 245.30 -2.20 561 9,555 -127
Total Volume and Open Interest 28,770 214,777 +1,239
Soybean Oil(CBOT)
Aug07 070720 37.93 38.07 37.40 37.49 -0.14 2,713 36,317 -3,056
Sep07 070720 38.15 38.33 37.73 37.77 -0.17 2,653 43,608 +2,885
Oct07 070720 38.50 38.50 38.03 38.03 -0.17 585 12,331 -39
Dec07 070720 39.05 39.20 38.45 38.50 -0.26 6,644 163,309 +342
Jan08 070720 39.30 39.30 38.73 38.73 -0.37 535 13,726 +105
Mar08 070720 39.12 39.17 39.05 39.05 -0.30 539 7,901 -16
May08 070720 39.62 39.62 39.15 39.18 -0.32 880 8,204 +70
Jul08 070720 40.10 40.10 39.45 39.45 -0.35 659 9,890 -298
Total Volume and Open Interest 15,282 301,925 -40
Canola(WCE)
Jul07 070713 397.1 397.1 397.1 397.1 +0.2 0 5 +0
Total Volume and Open Interest 5,365 118,650 +983
Corn(CBOT)
Sep07 070720 325.50 327.50 315.75 318.25 -3.00 16,773 353,786 -1,990
Dec07 070720 341.50 342.50 330.50 333.50 -2.75 26,314 539,254 +73
Mar08 070720 355.00 357.50 346.25 348.75 -3.00 4,012 91,017 +943
May08 070720 366.75 367.25 357.00 359.25 -3.00 1,138 26,379 +365
Jul08 070720 376.75 377.00 366.50 368.25 -4.00 4,214 60,237 +2,019
Sep08 070720 375.00 377.00 373.00 375.00 -4.00 411 9,136 +282
Total Volume and Open Interest 59,418 1,241,977 +993
Wheat(CBOT)
Sep07 070720 626.00 630.00 614.50 616.25 -3.75 9,699 209,100 -2,659
Dec07 070720 642.00 645.00 630.00 633.50 -1.75 7,669 135,866 +2,840
Mar08 070720 645.00 647.00 633.00 633.50 -4.00 1,479 13,038 +884
May08 070720 620.00 620.00 613.00 613.00 -7.00 469 3,267 +472
Jul08 070720 573.00 575.00 563.00 563.75 -2.75 1,556 41,799 +579
Total Volume and Open Interest 21,083 419,548 +2,327
Wheat(KCBT)
Sep07 070720 612.00 615.00 603.00 603.50 -3.25 17,332 89,506 +1,287
Dec07 070720 627.00 629.00 618.50 618.75 -2.75 6,961 43,192 +1,708
Mar08 070720 635.00 638.00 628.50 628.50 -2.50 704 3,978 +274
May08 070720 615.00 615.00 615.00 615.00 unch 0 11 +0
Jul08 070720 565.00 567.00 555.00 560.00 -1.00 275 9,267 +136
Total Volume and Open Interest 25,297 147,494 +3,429
Wheat(MGE)
Jul07 070713 628.00 642.00 628.00 642.00 +5.00 26 57 +9
Sep07 070720 622.00 629.00 618.00 620.00 +0.50 3,312 22,357 +400
Dec07 070720 634.00 641.50 631.00 633.00 +0.75 2,930 25,943 +434
Mar08 070720 649.00 650.00 644.00 645.50 +3.50 91 2,345 +26
May08 070720 650.00 650.00 645.00 648.00 +7.00 0 55 +0
Total Volume and Open Interest 6,396 52,593 +840
Oats(CBOT)
Sep07 070720 239.50 241.00 235.00 240.00 +1.50 292 3,734 -94
Dec07 070720 245.00 245.50 240.00 243.75 +1.50 1,020 9,892 -29
Mar08 070720 255.00 255.00 253.00 254.50 +1.25 125 1,166 +128
May08 070720 263.00 263.00 263.00 263.00 unch 2 6 +0
Total Volume and Open Interest 1,439 14,819 +5
Rough Rice(CBOT)
Jul07 070713 10.20 10.20 10.13 10.13 -0.12 0 89 -4
Sep07 070720 10.38 10.44 10.37 10.44 +0.03 43 6,417 +115
Nov07 070720 10.70 10.79 10.70 10.78 +0.04 125 7,301 -80
Jan08 070720 11.08 11.08 11.08 11.08 +0.04 24 1,289 +26
Total Volume and Open Interest 192 15,596 +61
Live Cattle(CME)
Aug07 070720 91.000 91.200 90.750 90.830 unch 11,870 42,720 -2,955
Oct07 070720 96.350 96.850 96.250 96.600 +0.150 14,034 128,536 +2,836
Dec07 070720 98.300 98.850 98.200 98.680 +0.280 5,715 37,785 +2,052
Feb08 070720 98.400 98.950 98.400 98.900 +0.300 1,589 16,763 -88
Apr08 070720 98.450 98.980 98.450 98.900 +0.250 578 7,986 +128
Jun08 070720 94.300 94.850 94.300 94.730 +0.330 127 2,808 +30
Total Volume and Open Interest 33,914 237,136 +2,004
Feeder Cattle(CME)
Aug07 070720 115.200 115.900 114.700 115.500 +0.050 1,371 11,297 -149
Sep07 070720 115.750 116.800 115.600 116.680 +0.200 902 11,002 +203
Oct07 070720 115.750 117.000 115.550 116.930 +0.200 588 4,575 +254
Nov07 070720 115.750 116.400 115.750 116.400 -0.080 192 1,468 +23
Jan08 070720 113.900 114.300 113.700 114.300 +0.015 133 1,206 +93
Mar08 070720 112.000 112.000 112.000 112.000 -0.200 33 215 +22
Apr08 070720 112.250 112.500 112.200 112.480 unch 4 77 +1
Total Volume and Open Interest 3,277 29,973 +499
Lean Hogs(CME)
Aug07 070720 74.200 74.650 73.800 73.885 +0.285 8,276 24,340 -3,031
Oct07 070720 72.900 73.150 71.750 71.975 -0.425 15,005 76,826 +1,773
Dec07 070720 70.100 70.250 69.200 69.475 -0.275 6,188 38,792 +733
Feb08 070720 71.500 71.550 70.250 71.350 -0.150 2,299 15,323 +263
Apr08 070720 72.000 72.000 70.900 71.200 -1.100 1,254 8,317 +355
May08 070720 74.400 75.500 73.580 75.250 +0.350 81 1,044 +26
Jun08 070720 78.000 78.100 77.100 77.500 -0.800 637 4,446 +330
Jul08 070720 76.000 76.300 75.400 76.250 -0.285 128 896 +92
Total Volume and Open Interest 33,915 170,049 +579
Pork Bellies(CME)
Jul07 070720 94.000 94.000 93.000 93.000 unch 6 17 -4
Aug07 070720 87.600 88.750 86.600 87.250 unch 132 978 +9
Feb08 070720 91.650 92.300 91.650 91.800 -0.200 31 139 +6
Mar08 070720 92.350 92.350 92.350 92.350 unch 1 6 +1
May08 070720 93.400 93.400 93.400 93.400 unch 0 10 +0
Total Volume and Open Interest 170 1,150 +12
Class III Milk(CME)
Jul07 070720 21.29 21.29 21.29 21.29 +0.09 183 4,539 -4
Aug07 070720 19.00 19.10 18.75 19.10 +0.20 279 4,800 +16
Sep07 070720 17.75 17.80 17.30 17.80 unch 408 4,521 -23
Oct07 070720 16.90 17.30 16.70 17.30 +0.30 192 3,589 +3
Nov07 070720 16.35 16.89 16.35 16.89 +0.44 178 3,207 +57
Total Volume and Open Interest 1,875 38,050 +116
Cocoa(NYBOT)
Sep07 070720 2106 2112 2097 2099 -15 5,065 88,153 +151
Dec07 070720 2130 2133 2125 2128 -13 919 41,182 +23
Mar08 070720 2155 2155 2155 2155 -14 863 19,688 +528
May08 070720 2170 2170 2170 2170 -14 35 3,723 +35
Jul08 070720 2185 2186 2185 2186 -14 6 2,972 +22
Sep08 070720 2201 2202 2201 2202 -14 32 3,744 +32
Dec08 070720 2224 2224 2224 2224 -15 34 9,209 -63
Total Volume and Open Interest 6,954 168,671 +728
Coffee "C"(NYBOT)
Jul07 070720 112.75 112.75 112.75 112.75 unch 59 31 -5
Sep07 070720 114.50 114.70 113.90 114.00 -0.25 12,439 97,081 -795
Dec07 070720 118.40 118.60 117.90 117.95 -0.25 3,852 35,404 +605
Mar08 070720 122.10 122.10 121.60 121.60 -0.25 710 12,551 -62
May08 070720 124.00 124.00 123.85 123.85 -0.30 437 5,439 -548
Jul08 070720 126.00 126.00 125.95 125.95 -0.40 1,526 4,835 +783
Total Volume and Open Interest 21,945 170,100 +213
Orange Juice(NYBOT)
Sep07 070720 136.55 137.00 135.60 136.45 -0.15 2,799 16,284 -429
Nov07 070720 136.75 137.40 136.55 136.80 -0.60 840 7,359 +261
Jan08 070720 137.60 137.70 137.60 137.70 -0.70 129 3,555 +53
Mar08 070720 138.60 138.60 138.60 138.60 -0.80 69 2,521 +13
May08 070720 139.50 139.50 139.50 139.50 -0.90 0 382 +0
Jul08 070720 140.40 140.40 140.40 140.40 -1.00 0 111 +0
Total Volume and Open Interest 3,928 30,923 -16
Sugar #11(NYBOT)
Oct07 070720 10.47 10.49 10.23 10.30 -0.02 104,649 399,910 -2,139
Mar08 070720 10.82 10.82 10.67 10.75 +0.05 36,846 126,043 +6,642
May08 070720 10.71 10.77 10.70 10.77 +0.03 8,574 28,980 +149
Jul08 070720 10.79 10.81 10.75 10.80 -0.01 8,015 37,140 -712
Oct08 070720 11.02 11.07 10.99 11.07 unch 10,295 40,538 +3,183
Total Volume and Open Interest 179,502 679,240 +11,576
Sugar #14(NYBOT)
Jul07 070608 21.49 21.49 21.49 21.49 +0.01 4 1,009 +0
Sep07 070720 23.00 23.00 23.00 23.00 -0.14 0 1,565 -100
Nov07 070720 21.40 21.40 21.40 21.40 -0.01 392 2,223 +11
Jan08 070720 21.00 21.00 21.00 21.00 +0.01 352 2,186 +58
Mar08 070720 21.07 21.07 21.07 21.07 +0.03 0 2,102 +0
Total Volume and Open Interest 744 8,815 -31
London Cocoa(LCE)
Jul07 070716 1071 1071 1050 1054 -22 14,284 3,685 -13,010
Sep07 070720 1112 1118 1098 1101 -11 2,693 71,885 -308
Dec07 070720 1116 1122 1102 1106 -11 1,519 49,323 -79
Mar08 070720 1119 1124 1106 1111 -10 1,164 35,800 -95
May08 070720 1125 1125 1118 1119 -10 62 10,613 +5
Jul08 070720 1131 1131 1127 1127 -11 188 10,359 +143
Sep08 070720 1137 1137 1134 1134 -11 1 8,806 +0
Total Volume and Open Interest 5,627 189,900 -334
London Coffee(LCE)
Jul07 070720 1860.00 1860.00 1852.00 1852.00 -6.00 247 555 -118
Sep07 070720 1870.00 1882.00 1862.00 1877.00 unch 9,558 95,131 +96
Nov07 070720 1870.00 1887.00 1864.00 1884.00 +5.00 1,642 49,575 +405
Jan08 070720 1856.00 1865.00 1850.00 1863.00 unch 218 16,497 +57
Mar08 070720 1831.00 1842.00 1831.00 1840.00 -5.00 246 4,981 +153
May08 070720 1837.00 1839.00 1827.00 1835.00 -8.00 108 3,729 -55
Total Volume and Open Interest 12,129 172,483 +542
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070720 317.80 318.20 311.50 312.80 -3.60 6,001 28,796 -1,472
Dec07 070720 317.10 317.50 311.50 313.30 -3.20 1,756 8,358 +257
Mar08 070720 317.50 318.90 313.80 316.10 -1.90 2,426 12,084 +746
May08 070720 312.60 314.60 312.60 314.60 -0.50 444 5,077 +5
Total Volume and Open Interest 11,092 63,386 -295
Cotton(NYBOT)
Oct07 070720 61.91 61.91 59.95 61.10 -1.55 620 6,933 -29
Dec07 070720 63.60 63.65 61.85 62.72 -1.77 24,046 162,355 -1,476
Mar08 070720 66.20 66.20 65.00 65.97 -1.52 1,610 35,608 +694
May08 070720 67.10 67.10 65.90 66.95 -1.40 55 3,123 +27
Jul08 070720 67.00 67.75 66.75 67.75 -1.45 46 3,456 +20
Oct08 070720 67.75 67.75 67.75 67.75 -1.45 0 87 +0
Total Volume and Open Interest 27,335 220,108 -385
Lumber(CME)
Sep07 070720 293.0 294.7 289.0 291.3 -2.2 646 5,082 -51
Nov07 070720 285.6 287.5 282.1 284.9 -2.0 94 1,493 -13
Jan08 070720 294.6 294.6 293.7 293.7 -3.1 16 118 +4
Mar08 070720 300.5 303.1 298.6 298.6 -1.9 0 32 +0
Total Volume and Open Interest 756 6,747 -60
Crude Oil(NYM)
Aug07 070720 76.00 76.00 75.20 75.57 -0.35 126,815 33,627 -26,097
Sep07 070720 76.10 76.27 75.40 75.79 -0.28 241,493 389,686 +8,062
Oct07 070720 75.90 75.95 75.35 75.55 -0.19 78,945 107,000 +4,377
Nov07 070720 75.41 75.41 75.26 75.26 -0.15 27,273 64,330 +5,588
Dec07 070720 75.25 75.25 74.75 74.94 -0.13 37,785 181,084 +243
Jan08 070720 74.90 74.90 74.62 74.62 -0.13 5,278 63,853 -707
Feb08 070720 74.50 74.50 74.00 74.32 -0.14 954 28,812 +161
Mar08 070720 74.03 74.03 74.03 74.03 -0.15 1,262 29,657 +273
Apr08 070720 73.79 73.79 73.79 73.79 -0.16 660 40,023 +25
May08 070720 73.57 73.57 73.57 73.57 -0.18 1,196 27,461 +798
Jun08 070720 73.40 73.40 73.38 73.38 -0.20 5,439 46,656 +94
Jul08 070720 73.30 73.30 73.19 73.19 -0.22 946 15,790 +199
Aug08 070720 73.00 73.00 73.00 73.00 -0.25 367 11,232 -157
Sep08 070720 72.90 72.95 72.82 72.82 -0.28 1,003 42,890 +689
Oct08 070720 72.65 72.65 72.65 72.65 -0.31 0 20,797 +0
Nov08 070720 72.49 72.49 72.49 72.49 -0.34 0 13,970 +0
Total Volume and Open Interest 560,265 1,531,146 -8,802
Heating Oil(NYM)
Aug07 070720 210.90 211.50 208.80 209.22 -2.21 24,537 38,508 -1,661
Sep07 070720 213.00 213.50 211.37 211.37 -2.13 21,435 77,020 +1,876
Oct07 070720 215.60 215.60 213.52 213.52 -1.88 6,740 25,331 +950
Nov07 070720 215.67 215.67 215.67 215.67 -1.63 2,471 10,964 +407
Dec07 070720 218.50 218.50 217.42 217.42 -1.43 6,690 32,821 +85
Jan08 070720 219.25 219.25 218.72 218.72 -1.28 1,317 18,196 -118
Feb08 070720 218.77 218.77 218.77 218.77 -1.13 479 10,805 +143
Mar08 070720 216.57 216.57 216.57 216.57 -1.03 146 4,678 -12
Apr08 070720 211.82 211.82 211.82 211.82 -0.83 28 4,985 +15
May08 070720 207.17 207.17 207.17 207.17 -0.63 0 1,791 +0
Jun08 070720 204.42 204.42 204.42 204.42 -0.48 219 14,544 +97
Jul08 070720 204.77 204.77 204.77 204.77 -0.58 2 478 +0
Total Volume and Open Interest 64,067 243,965 +1,785
Gasoline(NYMEX)
Aug07 070720 219.14 220.10 214.55 216.46 -2.68 46,911 38,041 -3,419
Sep07 070720 215.94 217.00 212.53 214.24 -1.85 29,426 62,915 +1,552
Oct07 070720 205.14 205.30 201.06 203.09 -1.40 10,351 25,639 +653
Nov07 070720 200.30 200.30 197.70 199.49 -1.10 4,931 11,583 -567
Dec07 070720 199.06 199.13 196.56 198.19 -1.15 3,165 14,417 -22
Jan08 070720 200.10 200.10 198.48 199.44 -1.10 1,102 7,826 +27
Feb08 070720 200.23 201.24 200.23 201.24 -1.10 340 3,243 +9
Mar08 070720 202.60 203.19 202.60 203.19 -1.10 284 4,864 +88
Apr08 070720 216.69 216.69 216.69 216.69 -1.10 80 4,816 -15
May08 070720 217.94 217.94 217.94 217.94 -1.10 17 2,007 -4
Total Volume and Open Interest 96,846 184,371 -1,665
e-MiNY RBOB Gasoline(NYMEX)
Aug07 070628 222.20 222.20 220.86 220.86 +0.67 2 4 +0
Sep07 070720 216.20 216.20 214.24 214.24 -1.85 0 1 +0
Oct07 070720 203.09 203.09 203.09 203.09 -1.40      
Nov07 070720 199.49 199.49 199.49 199.49 -1.10 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Aug07 070720 6.615 6.650 6.440 6.446 -0.260 46,501 48,373 -4,494
Sep07 070720 6.695 6.720 6.500 6.523 -0.262 18,997 134,993 +2,468
Oct07 070720 6.830 6.830 6.676 6.676 -0.262 12,426 83,468 +1,366
Nov07 070720 7.715 7.715 7.560 7.576 -0.237 2,242 37,105 -132
Dec07 070720 8.565 8.580 8.440 8.451 -0.192 3,937 47,959 +560
Jan08 070720 8.950 8.950 8.841 8.841 -0.187 3,515 39,729 +119
Feb08 070720 8.965 8.965 8.858 8.858 -0.185 1,412 33,159 -119
Mar08 070720 8.800 8.800 8.700 8.700 -0.178 2,105 51,429 +350
Apr08 070720 8.040 8.040 7.980 7.980 -0.168 1,239 41,084 +163
May08 070720 8.040 8.040 7.938 7.938 -0.168 405 27,821 +85
Jun08 070720 8.022 8.022 8.022 8.022 -0.168 805 14,519 +153
Jul08 070720 8.200 8.200 8.118 8.118 -0.170 162 6,658 -1
Aug08 070720 8.188 8.188 8.188 8.188 -0.170 131 9,545 +33
Sep08 070720 8.241 8.241 8.241 8.241 -0.170 131 6,433 -50
Oct08 070720 8.445 8.445 8.356 8.356 -0.170 354 25,100 +58
Nov08 070720 8.870 8.870 8.796 8.796 -0.165 47 11,090 -7
Total Volume and Open Interest 104,247 833,746 -11,674
Brent Crude Oil(ICE)
Sep07 070720 77.72 77.98 77.19 77.64 -0.03 90,598 154,818 -60
Oct07 070720 77.35 77.65 76.96 77.41 +0.05 57,181 140,487 +6,639
Nov07 070720 77.20 77.36 76.72 77.18 +0.10 21,296 37,182 +1,064
Dec07 070720 76.62 77.05 76.44 76.90 +0.11 26,939 83,881 -1,631
Jan08 070720 76.59 76.71 76.22 76.61 +0.11 5,821 24,738 +331
Feb08 070720 76.26 76.33 76.19 76.33 +0.12 1,424 16,703 +115
Mar08 070720 76.00 76.15 76.00 76.07 +0.12 1,015 10,299 -426
Apr08 070720 75.82 75.82 75.82 75.82 +0.12 0 8,685 -251
May08 070720 75.57 75.57 75.57 75.57 +0.12 0 7,954 +16
Jun08 070720 75.13 75.33 75.11 75.33 +0.10 3,184 25,583 +416
Jul08 070720 75.15 75.15 75.15 75.15 +0.07 0 2,661 +0
Aug08 070720 74.97 74.97 74.97 74.97 +0.04 0 1,747 +0
Sep08 070720 74.80 74.80 74.80 74.80 +0.01 0 2,382 +0
Oct08 070720 74.63 74.63 74.63 74.63 -0.02 0 4,837 +0
Total Volume and Open Interest 215,436 662,603 +5,482
Gas Oil(ICE)
Aug07 070720 659.00 662.25 652.50 654.75 -0.25 29,493 79,377 +2,105
Sep07 070720 663.00 665.75 656.25 658.75 unch 21,641 72,369 +1,899
Oct07 070720 665.75 668.50 660.00 662.50 +0.50 9,670 30,297 +1,153
Nov07 070720 669.00 670.75 665.25 666.00 +1.00 6,139 18,033 +610
Dec07 070720 672.50 674.75 668.75 669.75 +1.50 7,378 50,376 +561
Jan08 070720 678.75 678.75 675.25 675.25 +1.50 2,775 27,068 +624
Feb08 070720 670.50 672.75 669.50 669.50 +1.00 0 8,608 +163
Mar08 070720 664.00 664.00 664.00 664.00 +0.75 0 6,653 +211
Apr08 070720 659.25 659.25 659.25 659.25 +1.00 0 2,857 -102
May08 070720 655.75 655.75 655.75 655.75 +1.50 0 2,278 +73
Total Volume and Open Interest 77,321 347,499 +7,397
US Dollar Index(NYBOT)
Sep07 070720 80.210 80.310 80.140 80.150 -0.120 735 41,152 +81
Dec07 070720 80.080 80.080 79.950 79.950 -0.120 2 3,076 +1
Mar08 070720 79.760 79.760 79.760 79.760 -0.120 0 625 +0
Total Volume and Open Interest 737 44,856 +82
Australian Dollar(CME)
Sep07 070720 87.87 87.87 87.37 87.75 -0.09 2,538 118,531 +1,287
Dec07 070720 87.51 87.51 87.51 87.51 -0.09 0 791 +3
Mar08 070720 87.23 87.23 87.23 87.23 -0.09 0 151 +0
Total Volume and Open Interest 2,538 119,487 +1,290
British Pound(CME)
Sep07 070720 205.14 205.48 205.04 205.30 +0.60 4,547 160,732 -12,120
Dec07 070720 204.92 204.92 204.92 204.92 +0.60 0 559 -29
Mar08 070720 204.46 204.46 204.46 204.46 +0.60 0 13 +0
Total Volume and Open Interest 4,547 161,325 -12,149
Canadian Dollar(CME)
Sep07 070720 95.92 96.15 95.46 95.55 -0.44 735 151,749 +5,637
Dec07 070720 95.69 95.69 95.69 95.69 -0.44 0 3,935 +12
Mar08 070720 95.78 95.78 95.78 95.78 -0.44 0 562 +0
Jun08 070720 96.33 96.33 95.87 95.87 -0.44 30 287 -17
Total Volume and Open Interest 768 156,683 +5,631
Japanese Yen(CME)
Sep07 070720 82.50 83.35 82.45 83.07 +0.53 3,207 281,447 +10,766
Dec07 070720 84.06 84.06 84.00 84.00 +0.54 0 14,307 +9
Mar08 070720 84.89 84.89 84.89 84.89 +0.54 0 37 +0
Total Volume and Open Interest 3,207 311,170 +10,776
Swiss Franc(CME)
Sep07 070720 83.41 83.72 83.38 83.59 +0.11 709 107,362 -1,776
Dec07 070720 84.09 84.09 84.09 84.09 +0.11 0 105 +0
Mar08 070720 84.53 84.53 84.53 84.53 +0.11 0 12 +1
Total Volume and Open Interest 709 107,484 -1,775
EuroFX(CME)
Sep07 070720 138.27 138.56 138.27 138.47 +0.15 1,033 226,222 +2,045
Dec07 070720 138.73 138.80 138.73 138.80 +0.15 0 1,677 +12
Mar08 070720 1.42 1.42 1.42 1.42 +0.15 0 106 +2
Total Volume and Open Interest 1,033 228,062 +2,059
Mexican Peso(CME)
Aug07 070720 2703.5 2703.5 2703.5 2703.5 -45.0 0 3 +0
Sep07 070720 2698.5 2698.5 2671.5 2683.5 -45.0 3,156 81,227 -1,547
Total Volume and Open Interest 3,186 103,931 -1,527
30-Year T-Bonds(CBOT)
Sep07 070720 107~27 108~22 107~23 108~13 +0~20 328,090 962,139 -15,834
Dec07 070720 107~11 108~18 107~11 108~09 +0~21 281 4,834 +69
Mar08 070720 108~08 108~08 108~08 108~08 +0~21 154 326 +151
Total Volume and Open Interest 328,525 967,302 -15,614
10-Year T-Notes(CBOT)
Sep07 070720 105~255 106~150 105~220 106~075 +0~160 1,039,317 2,757,681 -80,160
Dec07 070720 105~240 106~065 105~215 106~015 +0~175 4,086 69,286 +320
Total Volume and Open Interest 1,043,405 2,828,378 -79,841
5-Year T-Notes(CBOT)
Sep07 070720 104~105 104~185 104~075 104~150 +0~105 404,011 0 +0
Dec07 070720 104~090 104~140 104~090 104~140 +0~115 461 0 +0
Total Volume and Open Interest 404,472    
2 Year T-Notes(CBOT)
Sep07 070720 101~125 102~012 101~122 102~008 +0~019 456 1,008,995 -15,766
Dec07 070720 102~017 102~017 102~017 102~017 +0~021 0 116 +2
Total Volume and Open Interest 456 1,009,111 -15,764
Eurodollars(CME)
Sep07 070720 94.665 94.680 94.660 94.665 +0.005 15,736 1,637,219 -4,622
Dec07 070720 94.710 94.750 94.710 94.735 +0.035 7,743 1,609,406 +4,597
Mar08 070720 94.795 94.850 94.780 94.830 +0.060 12,383 1,812,838 +5,854
Jun08 070720 94.855 94.915 94.845 94.895 +0.070 5,709 1,517,386 -11,140
Sep08 070720 94.885 94.945 94.870 94.915 +0.070 14,444 1,103,769 -8,125
Dec08 070720 94.880 94.935 94.860 94.895 +0.065 16,369 1,041,152 -6,432
Mar09 070720 94.865 94.895 94.855 94.855 +0.065 12,978 612,353 +5,942
Jun09 070720 94.820 94.825 94.790 94.790 +0.060 5,008 468,676 +3,076
Sep09 070720 94.735 94.760 94.725 94.725 +0.060 8,088 289,633 +1,004
Dec09 070720 94.630 94.685 94.630 94.655 +0.060 5,846 203,304 +208
Mar10 070720 94.630 94.635 94.605 94.605 +0.055 3,731 156,641 -166
Jun10 070720 94.570 94.590 94.560 94.560 +0.055 2,760 122,265 -839
Sep10 070720 94.545 94.545 94.520 94.520 +0.055 1,291 90,851 -68
Dec10 070720 94.495 94.495 94.470 94.470 +0.055 1,431 104,716 +199
Mar11 070720 94.415 94.470 94.415 94.445 +0.055 1,847 90,884 -693
Jun11 070720 94.430 94.435 94.410 94.410 +0.055 1,473 89,203 -1,021
Sep11 070720 94.395 94.400 94.380 94.380 +0.055 2,639 66,426 +1,248
Dec11 070720 94.360 94.365 94.340 94.340 +0.050 755 49,495 -165
Total Volume and Open Interest 135,492 11,268,208 +68
3-Mth Euro-Yen(CME)
Sep07 070720 99.13 99.13 99.13 99.13 +0.01 262 18,222 +73
Dec07 070720 99.01 99.01 99.01 99.01 +0.02 104 11,360 -263
Mar08 070720 98.87 98.89 98.87 98.89 +0.03 15 6,296 -6
Jun08 070720 98.79 98.79 98.79 98.79 +0.03 2 3,647 +24
Sep08 070720 98.69 98.69 98.69 98.69 +0.03 0 2,911 +0
Dec08 070720 98.59 98.59 98.59 98.59 +0.03 0 898 +0
Mar09 070720 98.49 98.49 98.49 98.49 +0.02 0 100 +0
Jun09 070720 98.42 98.42 98.42 98.42 +0.03      
Sep09 070720 98.34 98.34 98.34 98.34 +0.01      
Dec09 070720 98.26 98.26 98.26 98.26 +0.01      
Total Volume and Open Interest 383 43,434 -172
3-Mth Euro-Yen(SGX)
Sep07 070720 99.11 99.12 99.11 99.12 +0.01 1,535 71,141 +145
Dec07 070720 99.00 99.00 99.00 99.00 +0.01 755 60,982 +55
Mar08 070720 98.86 98.88 98.86 98.88 +0.01 1,344 41,644 +39
Jun08 070720 98.76 98.78 98.76 98.78 +0.01 567 24,533 +227
Sep08 070720 98.67 98.68 98.67 98.68 +0.01 628 12,668 +410
Dec08 070720 98.57 98.59 98.57 98.58 +0.01 216 5,591 +38
Mar09 070720 98.50 98.50 98.50 98.50 +0.01 0 4,555 +0
Jun09 070720 98.43 98.43 98.43 98.43 +0.01 0 368 +0
Total Volume and Open Interest 5,045 223,282 +914
Japanese Gov't Bonds(SGX)
Sep07 070720 131.92 132.19 131.90 132.19 +0.35 2,578 39,620 -3,544
Dec07 070720 132.19 132.19 131.57 132.19 +0.38 0 2 +1
Mar08 070720 132.19 132.19 132.19 132.19 +0.38      
Total Volume and Open Interest 3,485 38,178 -1,443
Euro-Bund(EUREX)
Sep07 070720 111.09 112.02 111.06 111.92 +0.83 1,608,053 1,758,019 +52,723
Dec07 070720 110.72 111.62 110.72 111.53 +0.83 1,980 19,941 +1,902
Mar08 070720 111.63 111.63 111.63 111.63 +0.83 10 10 +2
Total Volume and Open Interest 1,610,043 1,777,970 +54,627
Euro-Bobl(EUREX)
Sep07 070720 106.09 106.61 106.09 106.56 +0.46 717,300 1,289,936 +24,831
Dec07 070720 106.18 106.36 106.18 106.36 +0.48 0 30 +0
Mar08 070720 106.26 106.26 106.26 106.26 +0.46      
Total Volume and Open Interest 717,300 1,289,966 +24,831
3-Mth Euribor(EUREX)
Sep07 070720 95.615 95.625 95.615 95.625 +0.005 1,654 21,189 +439
Dec07 070720 95.430 95.455 95.430 95.455 +0.030 131 10,076 -50
Mar08 070720 95.310 95.370 95.310 95.370 +0.060 171 9,691 -74
Total Volume and Open Interest 1,991 48,906 +311
Long Gilt(LIFFE)
Sep07 070720 104~05 104~29 104~03 104~25 +0~25 76,645 387,701 -7,141
Dec07 070720 104~30 104~30 104~30 104~30 +0~25      
Total Volume and Open Interest 76,645 387,701 -7,141
3-Mth Short Sterling(LIFFE)
Sep07 070720 93.84 93.84 93.84 93.84 +0.02 71,008 526,555 +12,209
Dec07 070720 93.75 93.75 93.75 93.75 +0.05 103,619 567,158 -17,113
Mar08 070720 93.73 93.73 93.73 93.73 +0.07 93,631 521,400 +351
Jun08 070720 93.73 93.73 93.73 93.73 +0.07 78,051 480,887 -13,728
Sep08 070720 93.74 93.74 93.74 93.74 +0.07 33,593 364,694 +134
Dec08 070720 93.75 93.75 93.75 93.75 +0.06 27,558 226,783 +1,518
Total Volume and Open Interest 440,510 2,994,073 -12,388
3-Mth Euribor(LIFFE)
Sep07 070720 95.620 95.625 95.615 95.625 +0.010 77,617 877,544 -773
Dec07 070720 95.425 95.460 95.420 95.455 +0.030 136,384 1,018,303 +9,891
Mar08 070720 95.305 95.375 95.305 95.365 +0.055 134,536 648,232 -9,914
Total Volume and Open Interest 699,710 4,311,616 -6,841
3-Mth Aus T-Bills(SFE)
Sep07 070720 93.50 93.51 93.50 93.51 +0.01 5,699 449,516 -6,412
Dec07 070720 93.38 93.40 93.37 93.40 +0.02 18,012 247,392 -2,203
Mar08 070720 93.26 93.28 93.25 93.28 +0.02 6,688 121,520 -2,335
Jun08 070720 93.18 93.20 93.16 93.20 +0.02 8,082 93,722 +2,667
Sep08 070720 93.13 93.16 93.13 93.16 +0.02 2,035 53,232 +1,525
Dec08 070720 93.10 93.13 93.10 93.13 +0.02 35 40,275 -1,371
Mar09 070720 93.10 93.11 93.10 93.11 +0.02 0 28,292 +1
Jun09 070720 93.10 93.10 93.10 93.10 +0.02 0 12,471 +0
Sep09 070720 93.08 93.08 93.08 93.08 +0.02 0 1,478 +0
Dec09 070720 93.08 93.08 93.08 93.08 +0.03 0 644 +0
Total Volume and Open Interest 40,551 1,048,733 -8,128
10-Year Aus T-Bonds(SFE)
Sep07 070720 93.86 93.87 93.84 93.86 +0.01 40,954 526,222 +12,264
Dec07 070720 93.86 93.86 93.86 93.86 +0.01      
Total Volume and Open Interest 40,954 526,222 +12,264
3-Year Aus T-Bonds(SFE)
Sep07 070720 93.65 93.67 93.64 93.67 +0.01 81,996 600,334 +11,693
Dec07 070720 93.67 93.67 93.67 93.67 +0.01      
Total Volume and Open Interest 81,996 600,334 +11,693
Gold(CMX)
Aug07 070720 678.3 687.0 678.3 684.7 +6.6 75,283 136,631 -5,020
Oct07 070720 686.0 691.5 686.0 691.0 +6.6 3,643 22,395 +1,268
Dec07 070720 692.0 699.0 690.5 697.5 +6.6 12,740 108,715 +2,493
Feb08 070720 703.8 703.8 703.8 703.8 +6.7 1,710 13,647 +1,261
Apr08 070720 710.0 710.0 710.0 710.0 +6.7 381 23,094 +322
Jun08 070720 717.0 717.0 716.3 716.3 +6.7 463 15,964 +282
Aug08 070720 722.4 722.4 722.4 722.4 +6.7 180 2,945 -5
Oct08 070720 728.6 728.6 728.6 728.6 +6.6 50 1,470 +0
Dec08 070720 734.9 734.9 734.9 734.9 +6.6 340 15,641 +316
Feb09 070720 741.3 741.3 741.3 741.3 +6.6 300 9,045 +300
Apr09 070720 747.5 747.5 747.5 747.5 +6.6 200 1,700 +0
Jun09 070720 753.8 753.8 753.8 753.8 +6.6 14 10,355 +0
Total Volume and Open Interest 95,498 376,677 +1,339
Silver(CMX)
Jul07 070720 1331.5 1331.5 1331.5 1331.5 +3.0 136 368 +6
Sep07 070720 1345.0 1350.0 1340.0 1340.3 +2.8 14,509 69,305 +294
Dec07 070720 1367.0 1369.0 1357.0 1358.5 +2.9 985 24,095 -142
Mar08 070720 1376.1 1376.1 1376.1 1376.1 +2.9 14 4,698 +9
May08 070720 1386.8 1386.8 1386.8 1386.8 +3.0 77 4,262 +75
Jul08 070720 1397.5 1397.5 1397.5 1397.5 +3.0 759 3,344 +374
Sep08 070720 1408.0 1408.0 1408.0 1408.0 +3.0 31 650 +13
Total Volume and Open Interest 16,649 118,384 +641
Platinum(NYM)
Jul07 070720 1349.6 1349.6 1349.6 1349.6 +8.1 6 184 -2
Oct07 070720 1345.0 1349.6 1340.0 1346.6 +8.1 928 17,637 +233
Jan08 070720 1351.6 1351.6 1351.6 1351.6 +8.1 22 100 +0
Total Volume and Open Interest 956 17,921 +231
Palladium(NYME)
Sep07 070720 375.80 375.80 372.00 374.75 +0.80 1,081 17,287 +86
Dec07 070720 379.35 379.35 379.35 379.35 +0.80 296 834 +247
Mar08 070720 384.60 384.60 384.60 384.60 +0.80 250 276 +250
Total Volume and Open Interest 1,627 18,397 +583
Copper(CMX)
Jul07 070720 372.50 375.50 372.50 375.40 +4.45 600 2,995 -249
Sep07 070720 367.00 372.00 367.00 370.55 +4.35 12,378 58,454 +1,223
Dec07 070720 363.60 367.50 363.60 366.15 +4.35 1,372 17,183 +469
Mar08 070720 358.50 359.00 358.50 359.00 +4.35 138 2,755 +22
May08 070720 352.00 353.30 352.00 353.30 +4.35 93 401 +45
Total Volume and Open Interest 21,102 91,711 +1,547
Aluminum(CMX)
Jul07 070720 122.65 122.65 122.65 122.65 +1.00 0 20 +0
Aug07 070720 123.05 123.05 123.05 123.05 +1.00 14 54 +0
Sep07 070720 123.45 123.45 123.45 123.45 +1.00 40 40 +0
Oct07 070720 123.85 123.85 123.85 123.85 +1.00 40 40 +0
Nov07 070720 124.25 124.25 124.25 124.25 +1.00 1 40 +0
Dec07 070720 124.65 124.65 124.65 124.65 +1.00 1 154 +0
Total Volume and Open Interest 96 348 +0
DJIA Index(CBOT)
Sep07 070720 14007 14032 13875 13938 -123 2,067 33,602 +175
Dec07 070720 14010 14050 14010 14042 -123 22 86 -1
Mar08 070720 14158 14158 14158 14158 -123      
Jun08 070720 14258 14258 14258 14258 -123      
Total Volume and Open Interest 2,089 33,688 +174
S & P 500(CME)
Sep07 070720 1558.50 1559.50 1537.50 1545.10 -14.70 21,138 586,705 -1,947
Dec07 070720 1558.50 1558.50 1558.50 1558.50 -14.90 7 12,622 -99
Mar08 070720 1571.60 1571.60 1571.60 1571.60 -15.00 0 6,738 +0
Jun08 070720 274.18 274.18 274.18 274.18 -15.20 0 204 +0
Total Volume and Open Interest 21,145 606,283 -2,046
S & P 500 E-Mini(Globex)
Sep07 070720 1559.00 1561.75 1537.25 1545.00 -14.75 1,337,495 1,702,966 -14,219
Dec07 070720 1570.25 1575.00 1551.00 1558.50 -15.00 1,106 9,780 -26
Total Volume and Open Interest 1,338,601 1,712,746 -14,245
NASDAQ 100(CME)
Sep07 070720 2062.00 2065.50 2041.00 2055.30 -10.20 2,208 64,124 -200
Dec07 070720 2079.80 2079.80 2079.80 2079.80 -10.20 0 30 +0
Mar08 070720 2102.50 2102.50 2102.50 2102.50 -10.30      
Total Volume and Open Interest 2,208 64,154 -232
NASDAQ 100 E-Mini(Globex)
Sep07 070720 2063.50 2065.50 2040.00 2055.30 -10.20 401,439 428,162 -1,230
Dec07 070720 2087.30 2091.00 2065.30 2079.80 -10.20 105 439 +42
Total Volume and Open Interest 401,544 428,601 -1,188
S & P Midcap 400(CME)
Sep07 070720 928.00 928.00 919.50 921.00 -7.40 29 6,767 -5
Dec07 070720 930.50 930.50 930.50 930.50 -7.40      
Mar08 070720 940.20 940.20 940.20 940.20 -7.40      
Total Volume and Open Interest 29 6,767 -5
Russell 2000(CME)
Sep07 070720 853.50 854.75 835.50 841.40 -13.10 985 39,721 +77
Dec07 070720 848.40 848.40 848.40 848.40 -13.40 0 6 +0
Mar08 070720 856.00 856.00 856.00 856.00 -13.40      
Total Volume and Open Interest 985 39,727 +77
Russell 2000 E-Mini(Globex)
Sep07 070720 854.50 856.60 834.60 841.40 -13.10 203,439 578,009 -2,438
Dec07 070720 861.80 863.50 841.60 848.40 -13.40 519 891 -169
Mar08 070720 856.00 856.00 856.00 856.00 -13.40      
Total Volume and Open Interest 203,958 578,900 -2,607
Value Line(KCBT)
Sep07 070720 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070720 18170 18240 18145 18185 +65 59,670 251,562 -2,146
Dec07 070720 18150 18205 18125 18135 +40 30 367 +12
Total Volume and Open Interest 59,705 251,991 -2,114
Nikkei 225(SGX)
Sep07 070720 18170 18240 18145 18185 +65 59,670 251,562 -2,146
Dec07 070720 18150 18205 18125 18135 +40 30 367 +12
Mar08 070720 18160 18160 18160 18160 +40      
Total Volume and Open Interest 59,705 251,991 -2,114
CAC 40(EURONEXT)
Jul07 070720 6049.5 6075.5 5995.0 5999.5 -66.0 184,643 601,550 -10,380
Aug07 070720 6068.0 6095.0 5930.0 5976.0 -108.5 98,772 355,060 +70,592
Sep07 070720 6093.5 6115.5 5960.0 5998.5 -108.5 1,747 39,892 +508
Total Volume and Open Interest 285,264 997,921 +60,741
Hang Seng Index(HKFE)
Jul07 070720 23100 23279 23063 23252 +257 47,383 135,137 +1,085
Aug07 070720 23067 23313 23067 23291 +259 2,892 4,477 +209
Sep07 070720 23118 23285 23114 23270 +264 132 2,536 +5
Total Volume and Open Interest 50,474 142,944 +1,278
DAX(EUREX)
Sep07 070720 8018.0 8059.5 7876.5 7933.0 -100.5 163,778 377,049 +11,396
Dec07 070720 8107.5 8142.5 7973.0 8019.5 -102.0 524 14,004 +30
Mar08 070720 8200.0 8223.5 8064.5 8110.5 -104.0 121 635 -4
Total Volume and Open Interest 164,423 391,688 +11,422
FT-SE 100(EURONEXT)
Sep07 070720 6660.00 6691.00 6562.00 6600.50 -53.50 95,388 531,415 +1,511
Dec07 070720 6748.00 6752.50 6629.50 6663.50 -54.00 167 11,407 +59
Mar08 070720 6687.50 6687.50 6687.50 6687.50 -53.50 10 571 +0
Total Volume and Open Interest 95,565 543,393 +1,570
SPI 200(SFE)
Sep07 070720 6425.0 6428.0 6393.0 6425.0 +41.0 15,410 306,960 -3,101
Dec07 070720 6469.0 6471.0 6444.0 6471.0 +42.0 30 4,393 +4
Mar08 070720 6484.0 6484.0 6484.0 6484.0 +42.0 0 1,069 +0
Total Volume and Open Interest 15,584 314,542 -3,049
GSCI(CME)
Aug07 070720 516.00 516.40 513.00 513.00 -1.90 391 20,535 +44
Sep07 070720 514.50 514.50 514.50 514.50 -1.50 2 299 +2
Oct07 070720 518.00 518.00 518.00 518.00 -1.50      
Total Volume and Open Interest 393 20,834 +46
Reuters CRB Index(NYBOT)
Aug07 070720 425.50 428.00 425.50 425.75 -1.25 28 306 -3
Nov07 070720 432.50 434.00 432.50 432.75 -1.25 3 834 +0
Jan08 070720 437.75 440.00 437.75 437.75 -2.25 1 212 -1
Total Volume and Open Interest 32 1,378 -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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