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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 27, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug07 070727 818.50 824.00 811.50 815.50 -6.00 7,213 33,334 -2,602
Sep07 070727 825.50 832.50 821.00 823.75 -6.00 4,038 28,996 +581
Nov07 070727 842.00 849.00 836.50 840.50 -6.00 22,579 302,639 +3,011
Jan08 070727 857.00 863.50 852.00 856.25 -5.25 683 29,663 -29
Mar08 070727 870.00 875.00 865.00 867.00 -8.50 966 18,815 +343
May08 070727 880.00 884.00 875.00 877.00 -5.00 359 22,667 -140
Jul08 070727 890.00 896.00 886.00 887.50 -6.00 930 31,063 -410
Total Volume and Open Interest 38,598 520,895 -25
Soybean Meal(CBOT)
Aug07 070727 216.00 217.20 212.60 213.60 -4.10 4,481 15,812 -1,738
Sep07 070727 218.20 220.00 215.60 216.40 -3.90 6,404 32,213 +2,172
Oct07 070727 221.00 222.80 218.30 219.00 -3.60 913 12,741 +271
Dec07 070727 225.00 226.60 222.00 222.80 -3.60 10,231 87,889 -1,831
Jan08 070727 227.50 228.80 224.70 225.20 -3.50 1,848 10,941 -454
Mar08 070727 232.50 233.50 229.50 230.00 -3.50 1,473 11,902 -592
May08 070727 235.50 237.00 233.00 233.80 -3.90 534 12,281 +80
Jul08 070727 239.50 241.00 236.50 237.80 -3.70 1,410 10,705 +633
Total Volume and Open Interest 29,861 204,051 -574
Soybean Oil(CBOT)
Aug07 070727 36.58 36.92 36.55 36.76 +0.17 5,251 22,834 -3,460
Sep07 070727 36.83 37.20 36.83 37.03 +0.19 5,934 50,007 +2,108
Oct07 070727 37.10 37.46 37.10 37.28 +0.19 451 13,525 +14
Dec07 070727 37.58 37.95 37.58 37.82 +0.23 10,138 158,077 -3,194
Jan08 070727 38.25 38.25 38.15 38.15 +0.27 614 13,030 -754
Mar08 070727 38.53 38.53 38.40 38.40 +0.15 550 7,964 +1
May08 070727 38.48 38.72 38.40 38.55 +0.22 357 8,161 +315
Jul08 070727 38.75 38.90 38.70 38.85 +0.26 842 10,140 +256
Total Volume and Open Interest 25,283 291,524 -4,303
Canola(WCE)
Corn(CBOT)
Sep07 070727 318.00 322.00 315.75 321.00 +3.50 14,780 337,920 -766
Dec07 070727 333.00 337.50 331.00 336.50 +3.50 23,207 523,636 +282
Mar08 070727 349.50 352.25 347.00 351.75 +3.25 1,169 97,535 -129
May08 070727 359.00 362.50 357.25 362.25 +3.25 592 28,042 +265
Jul08 070727 367.50 371.25 367.00 370.75 +3.00 924 63,312 +829
Sep08 070727 374.00 379.00 373.00 379.00 +4.00 246 9,828 +57
Total Volume and Open Interest 43,626 1,220,912 +2,080
Wheat(CBOT)
Sep07 070727 649.00 656.50 644.00 653.25 +2.25 19,289 198,984 -2,357
Dec07 070727 665.00 671.00 661.00 669.00 unch 13,168 153,363 +5,187
Mar08 070727 658.00 668.00 658.00 662.75 -0.25 1,727 16,475 +792
May08 070727 639.00 645.00 639.00 645.00 +2.00 120 3,574 +120
Jul08 070727 579.00 585.00 578.00 582.75 -0.75 1,026 42,765 +506
Total Volume and Open Interest 35,772 433,250 +4,455
Wheat(KCBT)
Sep07 070727 640.00 646.00 637.25 644.00 +2.50 21,751 90,921 +5,205
Dec07 070727 653.00 660.50 651.00 658.75 +5.25 8,956 48,954 +2,576
Mar08 070727 658.00 667.00 656.00 665.00 +2.00 1,252 4,787 +489
May08 070727 626.00 626.00 626.00 626.00 +6.00 0 44 +0
Jul08 070727 576.00 580.00 570.00 579.00 unch 444 9,604 +163
Total Volume and Open Interest 32,461 155,945 +8,469
Wheat(MGE)
Sep07 070727 646.00 648.00 642.00 645.50 -0.50 3,704 22,769 -128
Dec07 070727 654.00 659.00 653.00 657.25 +0.25 3,453 26,048 +294
Mar08 070727 664.00 670.00 662.00 670.00 +3.00 259 2,796 +101
May08 070727 665.00 665.00 663.00 663.00 -2.00 14 83 +4
Jul08 070727 625.00 625.00 616.00 624.00 -1.00 13 272 +6
Total Volume and Open Interest 7,586 53,770 +342
Oats(CBOT)
Sep07 070727 257.00 261.75 255.50 256.00 +1.00 329 3,275 -168
Dec07 070727 263.75 269.00 262.25 262.75 -0.25 1,087 9,581 +58
Mar08 070727 269.50 273.00 269.50 271.00 +2.00 190 1,150 -30
May08 070727 273.00 273.00 273.00 273.00 unch 1 27 +1
Total Volume and Open Interest 1,607 14,054 -139
Rough Rice(CBOT)
Sep07 070727 10.37 10.40 10.32 10.33 -0.07 47 6,319 +3
Nov07 070727 10.69 10.70 10.65 10.67 -0.07 37 7,427 +31
Jan08 070727 11.00 11.00 11.00 11.00 -0.05 12 1,295 -2
Mar08 070727 11.29 11.29 11.29 11.29 -0.05 20 428 +0
Total Volume and Open Interest 126 15,630 +32
Live Cattle(CME)
Aug07 070727 93.100 94.000 92.800 93.635 +1.600 9,083 33,247 -1,247
Oct07 070727 97.900 98.850 97.850 98.650 +1.450 18,590 136,658 +4,024
Dec07 070727 99.500 100.100 99.450 99.830 +0.795 7,493 43,824 +1,051
Feb08 070727 99.450 99.950 99.430 99.885 +0.455 2,269 18,312 +180
Apr08 070727 99.600 99.980 99.250 99.930 +0.580 1,387 9,731 +612
Jun08 070727 94.800 94.950 94.750 94.930 +0.100 128 2,919 +30
Total Volume and Open Interest 38,980 245,275 +4,677
Feeder Cattle(CME)
Aug07 070727 117.000 117.500 116.500 117.135 +0.785 1,347 9,617 -164
Sep07 070727 117.750 117.900 117.150 117.785 +0.735 1,366 12,067 +247
Oct07 070727 117.900 118.100 117.350 118.100 +0.815 766 6,082 +340
Nov07 070727 116.700 117.450 116.600 117.450 +0.650 130 1,758 +70
Jan08 070727 114.200 114.600 114.100 114.400 +0.100 148 1,521 +53
Mar08 070727 111.800 112.100 111.500 111.900 +0.100 79 284 +15
Apr08 070727 112.250 112.250 112.250 112.250 -0.450 2 92 +2
Total Volume and Open Interest 3,844 31,607 +566
Lean Hogs(CME)
Aug07 070727 73.000 73.430 72.700 72.785 -0.365 11,884 17,045 -1,698
Oct07 070727 71.150 73.200 71.150 72.550 +1.500 23,742 82,575 +783
Dec07 070727 68.650 70.400 68.650 69.850 +1.200 11,060 42,959 +1,050
Feb08 070727 70.300 71.900 70.300 71.550 +0.800 4,343 18,403 +385
Apr08 070727 70.700 72.000 70.700 71.885 +1.635 3,341 8,793 +90
May08 070727 74.450 76.500 74.400 76.430 +1.930 140 1,270 +51
Jun08 070727 77.400 78.650 77.400 78.550 +1.165 1,108 6,261 +777
Jul08 070727 76.500 76.975 76.400 76.975 -0.225 286 1,731 +258
Total Volume and Open Interest 55,938 179,181 +1,712
Pork Bellies(CME)
Aug07 070727 89.100 91.350 89.100 90.650 +1.350 362 774 -94
Feb08 070727 89.300 90.750 89.300 90.000 +0.600 150 300 +39
Mar08 070727 92.050 92.050 92.050 92.050 unch 0 6 +0
May08 070727 93.050 93.050 93.050 93.050 unch 0 10 +0
Total Volume and Open Interest 512 1,094 -64
Class III Milk(CME)
Jul07 070727 21.40 21.43 21.40 21.43 +0.14 0 4,560 +2
Aug07 070727 19.05 19.30 19.05 19.30 +0.11 72 4,747 -13
Sep07 070727 17.85 18.15 17.85 18.15 +0.10 110 4,398 +1
Oct07 070727 17.47 17.47 17.47 17.47 +0.07 53 3,586 +5
Nov07 070727 17.10 17.10 17.10 17.10 +0.08 68 3,241 -12
Total Volume and Open Interest 408 37,736 -11
Cocoa(NYBOT)
Sep07 070727 1960 1960 1906 1931 -72 10,470 81,022 -2,981
Dec07 070727 1990 1990 1941 1965 -72 3,352 45,931 +1,760
Mar08 070727 1997 1997 1990 1990 -72 1,130 20,497 +200
May08 070727 2003 2003 2003 2003 -74 162 3,953 +64
Jul08 070727 2021 2021 2021 2021 -73 50 3,003 +20
Sep08 070727 2038 2038 2038 2038 -73 72 3,939 +9
Dec08 070727 1960 2060 1960 2060 -73 526 9,341 +360
Total Volume and Open Interest 15,762 167,696 -568
Coffee "C"(NYBOT)
Sep07 070727 111.20 113.30 111.10 112.70 +1.30 13,666 91,617 -2,085
Dec07 070727 115.40 117.25 115.20 116.70 +1.30 3,778 40,218 +816
Mar08 070727 120.40 120.40 120.40 120.40 +1.35 1,776 14,089 +483
May08 070727 122.70 122.70 122.70 122.70 +1.35 730 5,741 -224
Jul08 070727 124.85 124.85 124.85 124.85 +1.30 714 3,883 -2
Sep08 070727 126.80 126.80 126.80 126.80 +1.30 803 8,365 +398
Total Volume and Open Interest 22,633 171,564 -633
Orange Juice(NYBOT)
Sep07 070727 142.05 142.80 140.50 142.00 +2.00 1,979 15,283 -427
Nov07 070727 142.60 143.25 140.75 143.00 +2.40 388 8,169 -14
Jan08 070727 141.50 143.50 141.00 143.25 +2.05 116 3,492 +24
Mar08 070727 143.75 143.75 143.75 143.75 +1.65 0 2,607 +0
May08 070727 144.25 144.25 144.25 144.25 +2.10 0 533 +0
Jul08 070727 144.75 144.75 144.75 144.75 +1.65 0 111 +0
Total Volume and Open Interest 2,483 31,006 -417
Sugar #11(NYBOT)
Oct07 070727 9.98 10.11 9.96 9.99 -0.23 44,368 388,586 -6,474
Mar08 070727 10.29 10.36 10.28 10.29 -0.22 17,916 148,362 -1,009
May08 070727 10.41 10.42 10.36 10.36 -0.19 1,570 32,578 +543
Jul08 070727 10.40 10.46 10.40 10.44 -0.13 1,515 36,742 -398
Oct08 070727 10.65 10.77 10.65 10.72 -0.15 774 42,036 +349
Total Volume and Open Interest 66,598 696,697 -6,991
Sugar #14(NYBOT)
Jul07 070608 21.49 21.49 21.49 21.49 +0.01 4 1,009 +0
Sep07 070727 22.15 22.15 22.15 22.15 -0.66 4 1,424 +0
Nov07 070727 21.43 21.43 21.43 21.43 -0.01 20 2,215 -10
Jan08 070727 21.00 21.00 21.00 21.00 -0.05 0 2,278 +0
Mar08 070727 21.20 21.20 21.20 21.20 +0.10 0 2,430 +0
Total Volume and Open Interest 29 9,117 -5
London Cocoa(LCE)
Jul07 070716 1071 1071 1050 1054 -22 14,284 3,685 -13,010
Sep07 070727 1022 1022 1022 1022 -20 7,842 64,775 -2,879
Dec07 070727 1040 1040 1040 1040 -19 7,594 49,852 +992
Mar08 070727 1049 1049 1049 1049 -18 2,464 36,293 +80
May08 070727 1057 1057 1057 1057 -19 794 11,744 +233
Jul08 070727 1065 1065 1065 1065 -19 521 10,921 +521
Sep08 070727 1074 1074 1074 1074 -18 72 9,135 +35
Total Volume and Open Interest 20,301 186,591 -165
London Coffee(LCE)
Jul07 070727 1765.00 1765.00 1765.00 1765.00 -15.00 110 331 -101
Sep07 070727 1785.00 1785.00 1785.00 1785.00 -16.00 9,330 82,273 -4,042
Nov07 070727 1800.00 1800.00 1800.00 1800.00 -18.00 6,894 58,356 +1,011
Jan08 070727 1787.00 1787.00 1787.00 1787.00 -17.00 2,446 17,359 +101
Mar08 070727 1777.00 1777.00 1777.00 1777.00 -15.00 603 6,646 +34
May08 070727 1774.00 1774.00 1774.00 1774.00 -13.00 50 3,106 +0
Total Volume and Open Interest 19,793 170,736 -2,640
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070727 308.90 308.90 308.90 308.90 -4.40 1,683 26,822 +188
Dec07 070727 307.40 307.40 307.40 307.40 -3.90 497 7,478 +50
Mar08 070727 308.40 308.40 308.40 308.40 -5.00 566 13,127 +49
May08 070727 308.70 308.70 308.70 308.70 -4.40 277 4,880 -44
Total Volume and Open Interest 3,950 61,138 -183
Cotton(NYBOT)
Oct07 070727 61.13 61.90 61.13 61.55 +0.80 628 6,111 -227
Dec07 070727 63.25 63.80 63.00 63.50 +0.71 10,616 150,441 -821
Mar08 070727 66.45 66.65 66.45 66.65 +0.72 615 37,716 +148
May08 070727 67.70 67.70 67.70 67.70 +0.80 50 3,243 +9
Jul08 070727 68.50 68.70 68.50 68.66 +0.86 43 3,456 -8
Oct08 070727 68.85 68.85 68.85 68.85 +0.80 0 87 +0
Total Volume and Open Interest 12,002 210,336 -901
Lumber(CME)
Sep07 070727 281.7 287.0 280.5 282.0 -1.4 559 5,063 -70
Nov07 070727 278.9 283.5 278.5 282.5 +1.7 137 1,591 +20
Jan08 070727 288.1 293.0 288.0 292.6 +1.0 10 129 +6
Mar08 070727 297.2 297.2 297.2 297.2 unch 3 36 +0
Total Volume and Open Interest 709 6,840 -44
Crude Oil(NYM)
Sep07 070727 75.38 77.10 75.25 77.02 +2.07 269,575 369,307 -4,296
Oct07 070727 75.10 76.31 74.90 76.31 +1.84 109,181 124,032 +11,970
Nov07 070727 74.55 75.68 74.50 75.64 +1.60 40,718 62,420 -1,571
Dec07 070727 74.20 75.06 74.20 75.06 +1.39 51,475 187,663 +1,027
Jan08 070727 74.10 74.65 74.05 74.60 +1.23 10,505 56,332 -14
Feb08 070727 73.65 74.24 73.65 74.24 +1.12 3,180 25,787 +1,015
Mar08 070727 73.97 73.97 73.97 73.97 +1.06 1,438 30,787 +200
Apr08 070727 73.73 73.73 73.73 73.73 +1.00 1,818 37,270 -593
May08 070727 73.53 73.53 73.53 73.53 +0.97 1,728 30,020 -72
Jun08 070727 72.85 73.37 72.85 73.37 +0.95 4,505 46,340 -560
Jul08 070727 73.21 73.21 73.21 73.21 +0.93 131 17,238 +13
Aug08 070727 73.06 73.06 73.06 73.06 +0.91 200 11,214 +0
Sep08 070727 72.92 72.92 72.92 72.92 +0.89 2,392 42,142 -446
Oct08 070727 72.79 72.79 72.79 72.79 +0.87 165 21,097 +0
Nov08 070727 72.66 72.66 72.66 72.66 +0.85 0 14,507 +0
Dec08 070727 72.10 72.54 72.10 72.54 +0.83 12,413 162,227 +349
Total Volume and Open Interest 515,310 1,492,260 +7,738
Heating Oil(NYM)
Aug07 070727 203.60 208.40 203.00 207.31 +4.03 26,712 19,614 -3,428
Sep07 070727 205.90 209.60 205.50 209.34 +4.08 42,999 83,756 +4,027
Oct07 070727 208.30 211.39 208.30 211.39 +3.88 10,675 27,726 +262
Nov07 070727 213.49 213.49 213.49 213.49 +3.68 5,255 12,945 +564
Dec07 070727 213.00 215.24 212.50 215.24 +3.48 7,262 33,550 +175
Jan08 070727 216.49 216.49 216.49 216.49 +3.28 2,350 18,197 -201
Feb08 070727 216.69 216.69 216.69 216.69 +3.13 1,751 11,666 +671
Mar08 070727 214.44 214.44 214.44 214.44 +3.08 478 4,642 -152
Apr08 070727 208.50 209.99 208.50 209.99 +2.93 348 5,347 -22
May08 070727 203.50 205.74 203.50 205.74 +2.83 201 1,773 +3
Jun08 070727 203.19 203.19 203.19 203.19 +2.63 1,014 14,785 +146
Jul08 070727 203.44 203.44 203.44 203.44 +2.58 4 468 +4
Total Volume and Open Interest 99,072 238,289 +2,051
Gasoline(NYMEX)
Aug07 070727 207.50 211.25 206.81 210.17 +2.58 26,209 25,986 -2,026
Sep07 070727 204.90 209.14 204.90 208.21 +2.88 41,406 77,484 +3,962
Oct07 070727 196.60 199.74 195.88 198.96 +2.96 10,803 32,100 +254
Nov07 070727 193.62 197.18 193.10 196.51 +3.01 2,932 11,552 +54
Dec07 070727 192.70 196.19 192.70 195.71 +2.91 2,868 15,819 +267
Jan08 070727 194.47 197.25 194.40 197.16 +2.86 677 8,442 +226
Feb08 070727 198.32 199.36 197.75 199.36 +2.76 204 3,516 -77
Mar08 070727 200.54 201.51 200.00 201.51 +2.71 175 4,978 +51
Apr08 070727 214.91 214.91 214.91 214.91 +2.61 4 4,890 -1
May08 070727 216.21 216.21 216.21 216.21 +2.61 5 2,007 -5
Total Volume and Open Interest 85,788 196,523 +2,696
e-MiNY RBOB Gasoline(NYMEX)
Aug07 070628 222.20 222.20 220.86 220.86 +0.67 2 4 +0
Sep07 070727 208.21 208.21 208.21 208.21 +2.88 2 3 +2
Oct07 070727 198.96 198.96 198.96 198.96 +2.96      
Nov07 070727 196.51 196.51 196.51 196.51 +3.01      
Total Volume and Open Interest 4 11 +3
Natural Gas(NYM)
Aug07 070727 5.970 6.160 5.920 6.110 +0.167 58,430 13,291 -11,465
Sep07 070727 6.120 6.270 6.065 6.208 +0.134 34,873 147,203 +3,434
Oct07 070727 6.390 6.510 6.360 6.436 +0.145 13,629 90,406 +433
Nov07 070727 7.340 7.450 7.340 7.411 +0.130 4,516 39,794 +468
Dec07 070727 8.300 8.380 8.270 8.356 +0.110 4,072 47,477 -535
Jan08 070727 8.750 8.810 8.735 8.776 +0.075 5,327 41,497 -223
Feb08 070727 8.729 8.798 8.729 8.798 +0.074 1,304 33,623 +54
Mar08 070727 8.640 8.646 8.640 8.646 +0.072 2,399 50,365 -244
Apr08 070727 8.000 8.020 7.975 7.976 +0.042 3,722 40,957 +4
May08 070727 7.980 7.980 7.951 7.951 +0.047 2,055 28,535 -190
Jun08 070727 8.070 8.070 8.043 8.043 +0.049 119 14,786 +16
Jul08 070727 8.160 8.160 8.140 8.143 +0.049 39 6,951 +4
Aug08 070727 8.250 8.250 8.216 8.216 +0.049 65 9,541 -4
Sep08 070727 8.300 8.300 8.276 8.276 +0.052 77 6,306 +12
Oct08 070727 8.430 8.430 8.401 8.401 +0.052 1,293 26,331 +59
Nov08 070727 8.900 8.900 8.876 8.876 +0.052 51 11,471 -2
Total Volume and Open Interest 134,307 825,831 -8,198
Brent Crude Oil(ICE)
Sep07 070727 75.30 76.40 74.55 76.26 +1.08 90,644 116,141 -10,671
Oct07 070727 75.21 76.17 74.50 76.04 +0.94 58,279 145,778 -223
Nov07 070727 75.44 76.01 74.52 75.89 +0.80 27,657 50,573 +3,337
Dec07 070727 75.36 75.81 74.43 75.67 +0.72 28,932 91,254 -1,030
Jan08 070727 75.02 75.43 74.63 75.43 +0.62 2,538 28,231 -193
Feb08 070727 74.50 75.19 74.50 75.19 +0.53 2,319 18,021 +560
Mar08 070727 75.00 75.00 75.00 75.00 +0.48 968 10,617 +125
Apr08 070727 74.85 74.85 74.84 74.84 +0.47 0 8,882 -7
May08 070727 74.60 74.64 74.60 74.64 +0.39 0 7,931 +10
Jun08 070727 74.04 74.47 73.94 74.47 +0.34 939 25,995 -88
Jul08 070727 74.34 74.34 74.34 74.34 +0.31 0 2,742 +125
Aug08 070727 74.21 74.21 74.21 74.21 +0.28 0 1,687 -20
Sep08 070727 74.08 74.08 74.08 74.08 +0.27 0 2,576 +132
Oct08 070727 73.95 73.95 73.95 73.95 +0.26 0 4,887 +0
Total Volume and Open Interest 221,231 660,537 -7,323
Gas Oil(ICE)
Aug07 070727 642.00 652.75 639.50 646.00 -10.25 39,339 53,082 -9,656
Sep07 070727 645.00 655.25 642.50 648.25 -11.00 34,255 88,645 +4,848
Oct07 070727 650.00 658.00 645.50 651.00 -11.00 17,971 32,159 +177
Nov07 070727 649.75 660.75 649.75 653.75 -11.00 10,924 19,071 +1,008
Dec07 070727 655.50 663.75 653.00 656.50 -11.25 14,372 48,639 -1,700
Jan08 070727 662.00 668.75 659.25 662.25 -11.25 7,969 32,005 +1,082
Feb08 070727 657.50 657.75 656.00 657.75 -11.00 1,322 8,128 -245
Mar08 070727 652.75 652.75 652.75 652.75 -11.25 0 6,792 +120
Apr08 070727 648.25 648.25 648.25 648.25 -11.00 0 2,857 +0
May08 070727 644.00 644.00 644.00 644.00 -10.75 0 2,473 +0
Total Volume and Open Interest 130,541 345,775 -2,559
US Dollar Index(NYBOT)
Sep07 070727 80.480 80.810 80.430 80.810 +0.510 3,567 41,994 -291
Dec07 070727 80.300 80.610 80.300 80.610 +0.510 164 3,360 -3
Mar08 070727 80.470 80.470 80.440 80.440 +0.530 1 634 +0
Total Volume and Open Interest 3,732 45,997 -294
Australian Dollar(CME)
Sep07 070727 85.99 85.99 85.13 85.15 -1.81 5,475 119,515 -812
Dec07 070727 85.33 85.33 84.88 84.88 -1.82 0 1,049 +8
Mar08 070727 84.60 84.60 84.60 84.60 -1.82 0 152 +1
Total Volume and Open Interest 5,475 120,732 -801
British Pound(CME)
Sep07 070727 202.90 202.96 202.41 202.55 -2.23 3,011 158,878 +128
Dec07 070727 202.17 202.17 202.17 202.17 -2.23 0 636 +28
Mar08 070727 201.71 201.71 201.71 201.71 -2.23 0 13 +0
Total Volume and Open Interest 3,011 159,551 +159
Canadian Dollar(CME)
Sep07 070727 94.48 95.00 94.29 94.33 -0.54 3,088 143,468 -8,456
Dec07 070727 94.67 94.75 94.46 94.46 -0.54 38 4,146 -30
Mar08 070727 94.63 94.63 94.54 94.54 -0.54 0 581 -1
Jun08 070727 94.70 94.70 94.56 94.56 -0.54 10 320 -1
Total Volume and Open Interest 3,145 148,720 -8,486
Japanese Yen(CME)
Sep07 070727 84.73 84.95 84.59 84.74 -0.12 15,041 247,692 -6,005
Dec07 070727 85.68 85.68 85.68 85.68 -0.12 0 14,593 +165
Mar08 070727 86.57 86.57 86.57 86.57 -0.12 0 39 +0
Total Volume and Open Interest 15,041 277,705 -5,840
Swiss Franc(CME)
Sep07 070727 82.91 83.13 82.87 83.05 -0.33 3,892 122,780 +9,961
Dec07 070727 83.56 83.56 83.56 83.56 -0.33 0 134 +11
Mar08 070727 84.00 84.00 84.00 84.00 -0.33 0 12 +0
Total Volume and Open Interest 3,892 122,931 +9,972
EuroFX(CME)
Sep07 070727 136.73 136.87 136.52 136.70 -0.93 11,660 226,009 +11,273
Dec07 070727 137.00 137.01 137.00 137.01 -0.94 0 1,752 -7
Mar08 070727 137.24 137.24 137.24 137.24 -0.95 0 116 +0
Total Volume and Open Interest 11,660 227,938 +11,266
Mexican Peso(CME)
Aug07 070727 912.5 912.5 912.5 912.5 +4.2 0 3 +0
Sep07 070727 906.0 911.0 904.5 910.5 +4.2 3,793 72,888 -1,758
Total Volume and Open Interest 3,898 95,659 -1,761
30-Year T-Bonds(CBOT)
Sep07 070727 109~27 110~10 109~16 109~25 -0~04 772,284 1,010,738 +15,779
Dec07 070727 109~17 110~05 109~15 109~22 -0~04 2,213 6,614 +317
Mar08 070727 109~13 109~20 109~13 109~20 -0~04 0 327 +0
Total Volume and Open Interest 774,498 1,017,684 +16,096
10-Year T-Notes(CBOT)
Sep07 070727 107~165 107~270 107~070 107~125 -0~045 2,860,256 2,847,326 +75,702
Dec07 070727 107~135 107~220 107~035 107~080 -0~055 16,916 82,307 +5,145
Total Volume and Open Interest 2,877,172 2,930,996 +80,847
5-Year T-Notes(CBOT)
Sep07 070727 105~255 105~255 105~085 105~145 -0~025 1,166,851 0 +0
Dec07 070727 105~250 105~250 105~155 105~155 -0~025 11,918 0 +0
Mar08 070727 105~150 105~150 105~150 105~150 -0~025      
Total Volume and Open Interest 1,178,769    
2 Year T-Notes(CBOT)
Sep07 070727 102~078 102~078 102~052 102~062 -0~002 1,215 1,049,254 +18,430
Dec07 070727 102~080 102~080 102~080 102~080 -0~001 0 9,589 +200
Total Volume and Open Interest 1,215 1,058,843 +18,630
Eurodollars(CME)
Sep07 070727 94.745 94.750 94.705 94.745 unch 47,151 1,680,975 +32,778
Dec07 070727 94.895 94.925 94.850 94.900 +0.025 75,975 1,657,033 +50,614
Mar08 070727 95.060 95.070 95.000 95.050 +0.030 69,150 1,904,005 -1,500
Jun08 070727 95.160 95.175 95.085 95.140 +0.025 38,466 1,580,575 +22,147
Sep08 070727 95.200 95.200 95.120 95.165 +0.020 52,036 1,158,469 +23,298
Dec08 070727 95.195 95.195 95.105 95.150 +0.020 32,401 998,932 -12,201
Mar09 070727 95.150 95.150 95.055 95.105 +0.015 32,989 612,544 -3,089
Jun09 070727 95.085 95.085 95.000 95.025 +0.005 34,479 491,596 +1,638
Sep09 070727 95.000 95.000 94.935 94.935 -0.005 12,534 292,827 +4,351
Dec09 070727 94.920 94.920 94.835 94.840 -0.020 17,187 215,098 +6,680
Mar10 070727 94.845 94.845 94.765 94.765 -0.035 9,668 165,733 +5,046
Jun10 070727 94.780 94.780 94.695 94.695 -0.045 12,937 124,254 -2,784
Sep10 070727 94.715 94.725 94.620 94.635 -0.050 3,862 91,257 +562
Dec10 070727 94.655 94.655 94.560 94.575 -0.050 4,671 106,227 +1,469
Mar11 070727 94.615 94.615 94.515 94.530 -0.055 6,548 94,997 +2,635
Jun11 070727 94.575 94.575 94.475 94.485 -0.060 4,730 90,101 +361
Sep11 070727 94.490 94.490 94.425 94.440 -0.065 2,657 64,857 -255
Dec11 070727 94.430 94.430 94.380 94.390 -0.070 2,842 48,928 +152
Total Volume and Open Interest 466,184 11,582,560 +134,753
3-Mth Euro-Yen(CME)
Sep07 070727 99.16 99.16 99.16 99.16 +0.01 1,015 20,082 -2,575
Dec07 070727 99.06 99.06 99.06 99.06 unch 717 10,462 +69
Mar08 070727 98.95 98.95 98.95 98.95 unch 459 6,664 +55
Jun08 070727 98.87 98.87 98.87 98.87 +0.02 436 4,370 -247
Sep08 070727 98.78 98.78 98.78 98.78 +0.01 0 2,925 +100
Dec08 070727 98.67 98.68 98.67 98.68 +0.01 0 898 -100
Mar09 070727 98.59 98.59 98.59 98.59 unch 0 100 +0
Jun09 070727 98.52 98.52 98.52 98.52 +0.01      
Sep09 070727 98.43 98.43 98.43 98.43 unch      
Dec09 070727 98.35 98.35 98.35 98.35 unch      
Total Volume and Open Interest 2,627 45,501 -2,698
3-Mth Euro-Yen(SGX)
Sep07 070727 99.15 99.17 99.15 99.16 +0.03 623 76,946 +1,422
Dec07 070727 99.05 99.06 99.04 99.05 +0.03 930 63,025 +263
Mar08 070727 98.92 99.03 98.92 98.94 +0.03 743 42,943 +8
Jun08 070727 98.83 98.88 98.83 98.86 +0.04 347 25,033 +78
Sep08 070727 98.75 98.79 98.75 98.77 +0.04 132 12,881 +99
Dec08 070727 98.65 98.69 98.65 98.68 +0.04 230 6,133 +228
Mar09 070727 98.59 98.59 98.59 98.59 +0.04 0 4,555 +0
Jun09 070727 98.51 98.51 98.51 98.51 +0.04 0 368 +0
Total Volume and Open Interest 3,005 233,684 +2,098
Japanese Gov't Bonds(SGX)
Sep07 070727 133.15 133.36 132.93 133.15 +0.61 2,838 32,568 -2,648
Dec07 070727 132.98 132.98 132.98 132.98 +0.58 1 2 +0
Mar08 070727 132.98 132.98 132.98 132.98 +0.58      
Total Volume and Open Interest 2,839 31,891 -679
Euro-Bund(EUREX)
Sep07 070727 113.05 113.11 112.71 112.89 +0.13 1,462,755 1,792,405 +22,359
Dec07 070727 112.57 112.67 112.37 112.52 +0.13 856 20,665 +31
Mar08 070727 112.68 112.68 112.68 112.68 +0.13 1,136 10 +0
Total Volume and Open Interest 1,464,747 1,813,080 +22,390
Euro-Bobl(EUREX)
Sep07 070727 107.30 107.34 107.05 107.15 +0.05 635,967 1,265,179 +3,076
Dec07 070727 107.00 107.06 106.98 106.98 +0.06 2 31 +0
Mar08 070727 106.85 106.85 106.85 106.85 +0.05      
Total Volume and Open Interest 635,969 1,265,210 +3,076
3-Mth Euribor(EUREX)
Sep07 070727 95.640 95.650 95.630 95.640 +0.015 1,423 20,523 -80
Dec07 070727 95.530 95.540 95.505 95.520 +0.010 213 9,804 -76
Mar08 070727 95.510 95.510 95.450 95.465 +0.010 185 9,473 +70
Total Volume and Open Interest 1,957 47,733 -194
Long Gilt(LIFFE)
Sep07 070727 105~24 105~26 105~15 105~20 +0~05 118,763 384,734 -4,432
Dec07 070727 105~25 105~25 105~25 105~25 +0~05      
Total Volume and Open Interest 118,763 384,734 -4,432
3-Mth Short Sterling(LIFFE)
Sep07 070727 93.89 93.89 93.89 93.89 +0.01 104,157 511,519 -11,698
Dec07 070727 93.83 93.83 93.83 93.83 +0.02 127,345 573,530 +14,082
Mar08 070727 93.82 93.82 93.82 93.82 +0.02 137,604 492,896 -13,498
Jun08 070727 93.83 93.83 93.83 93.83 +0.01 126,085 456,061 +936
Sep08 070727 93.85 93.85 93.85 93.85 +0.02 122,281 356,654 -15,545
Dec08 070727 93.86 93.86 93.86 93.86 +0.02 60,276 230,168 +1,926
Total Volume and Open Interest 739,630 2,955,949 -15,147
3-Mth Euribor(LIFFE)
Sep07 070727 95.645 95.655 95.625 95.640 +0.010 55,450 856,682 -4,259
Dec07 070727 95.540 95.550 95.500 95.520 +0.010 118,165 975,026 -5,214
Mar08 070727 95.480 95.515 95.445 95.465 +0.010 143,967 611,804 -5,785
Total Volume and Open Interest 693,493 4,141,982 -19,683
3-Mth Aus T-Bills(SFE)
Sep07 070727 93.41 93.42 93.38 93.40 +0.03 27,781 467,015 +2,885
Dec07 070727 93.28 93.29 93.25 93.29 +0.06 40,332 283,804 +12,455
Mar08 070727 93.18 93.19 93.14 93.18 +0.07 6,820 140,332 +3,118
Jun08 070727 93.10 93.13 93.07 93.10 +0.07 8,721 105,185 +8,831
Sep08 070727 93.08 93.11 93.06 93.09 +0.08 4,814 56,033 +3,812
Dec08 070727 93.08 93.11 93.05 93.09 +0.09 3,912 43,808 +3,263
Mar09 070727 93.07 93.09 93.05 93.07 +0.09 989 29,670 +887
Jun09 070727 93.07 93.10 93.05 93.06 +0.08 416 14,617 +221
Sep09 070727 93.04 93.08 93.04 93.06 +0.08 0 1,591 +0
Dec09 070727 93.05 93.05 93.05 93.05 +0.08 0 644 +0
Total Volume and Open Interest 93,785 1,142,897 +35,472
10-Year Aus T-Bonds(SFE)
Sep07 070727 93.98 94.04 93.97 94.04 +0.17 43,827 585,225 +17,023
Dec07 070727 94.04 94.04 94.04 94.04 +0.17      
Total Volume and Open Interest 43,827 585,225 +17,023
3-Year Aus T-Bonds(SFE)
Sep07 070727 93.65 93.70 93.64 93.69 +0.14 104,066 735,864 +53,471
Dec07 070727 93.69 93.69 93.69 93.69 +0.14      
Total Volume and Open Interest 104,066 735,864 +53,471
Gold(CMX)
Aug07 070727 659.9 662.8 656.6 660.1 -2.7 167,328 56,032 -26,221
Oct07 070727 666.0 668.0 663.0 666.2 -2.7 6,435 30,415 +1,517
Dec07 070727 671.5 675.5 669.0 672.3 -2.8 71,146 171,049 +8,955
Feb08 070727 678.2 678.2 678.2 678.2 -2.9 100 12,693 -1,309
Apr08 070727 684.0 684.0 684.0 684.0 -3.0 3,438 22,400 -1,753
Jun08 070727 689.8 689.8 689.8 689.8 -3.1 2,879 14,817 -2,082
Aug08 070727 695.5 695.5 695.5 695.5 -3.1 17 2,630 +11
Oct08 070727 701.2 701.2 701.2 701.2 -3.0 1 1,469 +0
Dec08 070727 709.5 709.5 706.9 706.9 -3.0 570 17,204 +414
Feb09 070727 712.8 712.8 712.8 712.8 -3.1 100 9,965 +50
Apr09 070727 718.6 718.6 718.6 718.6 -3.1 200 1,700 +0
Jun09 070727 724.5 724.5 724.5 724.5 -3.2 15 10,463 +0
Total Volume and Open Interest 253,380 366,458 -20,063
Silver(CMX)
Jul07 070727 1264.3 1264.3 1264.3 1264.3 -23.5 164 378 +56
Sep07 070727 1269.0 1280.0 1269.0 1271.5 -23.5 38,262 68,423 -996
Dec07 070727 1285.0 1299.0 1285.0 1288.9 -23.6 4,669 25,130 +73
Mar08 070727 1306.0 1306.0 1305.9 1305.9 -23.8 59 5,579 +19
May08 070727 1316.1 1316.1 1316.1 1316.1 -24.2 2 4,262 +0
Jul08 070727 1325.9 1325.9 1325.9 1325.9 -24.6 58 4,088 +52
Sep08 070727 1336.5 1336.5 1336.5 1336.5 -24.2 5 629 -5
Total Volume and Open Interest 43,395 120,497 -710
Platinum(NYM)
Oct07 070727 1288.0 1298.7 1280.0 1286.7 -41.4 1,508 18,668 +512
Jan08 070727 1291.7 1291.7 1291.7 1291.7 -41.4 1 107 +1
Total Volume and Open Interest 1,510 18,793 +513
Palladium(NYME)
Sep07 070727 361.00 366.00 358.00 363.70 -4.35 569 16,848 -30
Dec07 070727 364.00 368.70 364.00 368.70 -3.95 35 1,067 -1
Mar08 070727 373.95 373.95 373.95 373.95 -3.95 0 276 +0
Total Volume and Open Interest 604 18,691 -31
Copper(CMX)
Jul07 070727 352.50 355.50 352.50 355.10 +2.25 858 640 -963
Sep07 070727 350.80 357.00 350.50 354.70 +2.45 12,931 54,004 +220
Dec07 070727 348.50 353.75 348.50 352.00 +2.50 2,923 21,774 +860
Mar08 070727 346.00 346.00 346.00 346.00 +2.50 173 3,198 +79
May08 070727 340.60 340.60 340.60 340.60 +2.55 4 549 +0
Total Volume and Open Interest 22,843 90,580 -357
Aluminum(CMX)
Jul07 070727 117.65 117.65 117.65 117.65 +0.50 0 14 +0
Aug07 070727 118.05 118.05 118.05 118.05 +0.50 28 40 +0
Sep07 070727 118.45 118.45 118.45 118.45 +0.50 14 54 +0
Oct07 070727 118.85 118.85 118.85 118.85 +0.50 40 40 +0
Nov07 070727 119.25 119.25 119.25 119.25 +0.50 1 40 +0
Dec07 070727 119.65 119.65 119.65 119.65 +0.50 1 154 +0
Total Volume and Open Interest 84 342 +0
DJIA Index(CBOT)
Sep07 070727 13457 13575 13275 13284 -250 11,359 34,948 +248
Dec07 070727 13560 13635 13380 13380 -255 59 141 +45
Mar08 070727 13620 13620 13504 13504 -250      
Jun08 070727 13604 13604 13604 13604 -250      
Total Volume and Open Interest 11,418 35,089 +293
S & P 500(CME)
Sep07 070727 1489.50 1495.50 1457.50 1458.00 -29.90 50,713 579,382 +3,556
Dec07 070727 1499.50 1506.00 1469.90 1469.90 -30.20 133 12,821 +110
Mar08 070727 1481.10 1481.10 1481.10 1481.10 -31.00 0 6,997 +0
Jun08 070727 182.38 182.38 182.38 182.38 -31.50 0 204 +0
Total Volume and Open Interest 50,846 599,418 +3,666
S & P 500 E-Mini(Globex)
Sep07 070727 1489.75 1496.50 1457.25 1458.00 -30.00 3,650,201 1,848,354 +76,157
Dec07 070727 1502.50 1508.50 1470.00 1470.00 -30.00 3,589 12,018 +506
Total Volume and Open Interest 3,653,790 1,860,372 +76,663
NASDAQ 100(CME)
Sep07 070727 2003.00 2013.00 1962.00 1963.50 -37.00 6,386 65,177 -605
Dec07 070727 2002.00 2002.00 1986.50 1986.50 -38.50 0 30 +0
Mar08 070727 2009.50 2009.50 2009.50 2009.50 -38.30      
Total Volume and Open Interest 6,386 65,207 -605
NASDAQ 100 E-Mini(Globex)
Sep07 070727 1999.50 2012.50 1960.80 1963.50 -37.00 808,824 430,243 -9,900
Dec07 070727 2021.50 2035.80 1986.50 1986.50 -38.50 288 489 -16
Total Volume and Open Interest 809,112 430,732 -9,916
S & P Midcap 400(CME)
Sep07 070727 873.00 881.00 857.50 857.50 -16.20 472 6,756 -40
Dec07 070727 867.00 867.00 867.00 867.00 -16.20      
Mar08 070727 876.70 876.70 876.70 876.70 -16.20      
Total Volume and Open Interest 472 6,756 -40
Russell 2000(CME)
Sep07 070727 791.50 798.00 772.00 772.60 -19.60 2,770 45,350 +961
Dec07 070727 778.90 778.90 778.90 778.90 -19.60 0 14 +4
Mar08 070727 786.50 786.50 786.50 786.50 -19.60      
Total Volume and Open Interest 2,770 45,364 +965
Russell 2000 E-Mini(Globex)
Sep07 070727 792.60 799.30 771.10 772.60 -19.60 538,302 635,713 +18,181
Dec07 070727 796.10 805.10 776.50 778.90 -19.60 369 973 +4
Mar08 070727 786.50 786.50 786.50 786.50 -19.60      
Total Volume and Open Interest 538,671 636,686 +18,185
Value Line(KCBT)
Sep07 070727 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070726 17800 17880 17665 17680 -175 84,476 250,548 -720
Dec07 070726 17780 17840 17640 17675 -155 36 429 +24
Total Volume and Open Interest 84,539 251,073 -697
Nikkei 225(SGX)
Sep07 070726 17800 17880 17665 17680 -175 84,476 250,548 -720
Dec07 070726 17780 17840 17640 17675 -155 36 429 +24
Mar08 070727 17280 17280 17280 17280 -420      
Total Volume and Open Interest 77,323 254,682 +3,609
CAC 40(EURONEXT)
Jul07 070720 6049.5 6075.5 5995.0 5999.5 -66.0 184,643 601,550 -10,380
Aug07 070727 5635.0 5737.0 5601.0 5651.0 -37.5 272,313 503,913 +50,950
Sep07 070727 5655.5 5756.0 5629.5 5673.0 -37.5 5,497 42,829 +1,912
Total Volume and Open Interest 277,847 548,161 +52,891
Hang Seng Index(HKFE)
Jul07 070727 22700 22825 22416 22567 -672 75,868 104,919 -17,684
Aug07 070727 22655 22850 22430 22572 -703 36,341 44,441 +24,594
Sep07 070727 22740 22840 22438 22565 -680 170 2,567 +21
Total Volume and Open Interest 112,462 152,823 +6,886
DAX(EUREX)
Sep07 070727 7498.0 7579.5 7416.5 7488.0 -72.0 407,612 363,865 -7,486
Dec07 070727 7577.5 7656.0 7514.0 7569.5 -73.5 1,886 14,213 +347
Mar08 070727 7607.0 7722.5 7607.0 7653.0 -76.0 874 1,692 +670
Total Volume and Open Interest 410,372 379,770 -6,469
FT-SE 100(EURONEXT)
Sep07 070727 6189.00 6320.00 6181.50 6215.00 -53.00 196,744 508,058 -982
Dec07 070727 6270.50 6376.00 6264.00 6273.00 -54.50 232 11,916 +71
Mar08 070727 6321.50 6321.50 6289.50 6289.50 -55.00 25 577 +25
Total Volume and Open Interest 197,001 520,551 -886
SPI 200(SFE)
Sep07 070727 6050.0 6133.0 6050.0 6065.0 -176.0 28,411 337,922 +21,473
Dec07 070727 6130.0 6165.0 6109.0 6112.0 -176.0 18 4,473 +13
Mar08 070727 6171.0 6186.0 6123.0 6123.0 -178.0 0 1,067 +0
Total Volume and Open Interest 28,429 344,970 +21,486
GSCI(CME)
Aug07 070727 506.50 510.75 506.50 510.30 +9.20 126 20,381 -40
Sep07 070727 511.00 511.00 511.00 511.00 +7.50 1 298 -1
Oct07 070727 514.00 514.00 514.00 514.00 +6.50      
Total Volume and Open Interest 127 20,679 -41
Reuters CRB Index(NYBOT)
Aug07 070727 422.50 424.25 419.75 421.00 +1.25 54 106 -4
Nov07 070727 430.50 431.50 427.75 429.00 +1.25 15 781 +3
Jan08 070727 429.75 431.00 429.75 431.00 +1.25 0 408 +0
Total Volume and Open Interest 72 1,512 +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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