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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 Mon July 30, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug07 070730 823.00 823.50 815.50 822.75 +7.25 8,321 25,162 -8,172
Sep07 070730 831.50 831.50 824.50 831.00 +7.25 2,459 30,433 +1,437
Nov07 070730 848.50 848.50 840.00 847.75 +7.25 14,038 302,830 +191
Jan08 070730 860.00 863.00 855.00 862.75 +6.50 306 29,643 -20
Mar08 070730 874.00 874.50 867.50 873.75 +6.75 603 19,018 +203
May08 070730 884.00 884.00 877.50 883.50 +6.50 372 22,598 -69
Jul08 070730 892.00 895.00 888.50 895.00 +7.50 790 31,249 +186
Total Volume and Open Interest 27,520 514,931 -5,964
Soybean Meal(CBOT)
Aug07 070730 215.00 215.00 211.50 212.90 -0.70 6,132 13,994 -1,818
Sep07 070730 218.00 218.00 214.30 216.10 -0.30 5,427 32,644 +431
Oct07 070730 220.50 220.50 217.00 218.50 -0.50 1,052 13,277 +536
Dec07 070730 224.50 224.50 220.50 222.30 -0.50 4,563 87,107 -782
Jan08 070730 227.00 227.00 223.50 225.20 unch 156 10,964 +23
Mar08 070730 232.00 232.00 227.00 229.70 -0.30 209 11,786 -116
May08 070730 235.00 235.00 232.00 233.00 -0.80 372 12,466 +185
Jul08 070730 239.50 239.50 235.00 236.70 -1.10 623 10,944 +239
Total Volume and Open Interest 18,885 202,922 -1,129
Soybean Oil(CBOT)
Aug07 070730 37.15 37.45 37.07 37.40 +0.64 6,332 17,788 -5,046
Sep07 070730 37.45 37.73 37.36 37.66 +0.63 4,646 53,158 +3,151
Oct07 070730 37.65 37.95 37.65 37.90 +0.62 792 13,768 +243
Dec07 070730 38.20 38.53 38.10 38.49 +0.67 6,471 158,072 -5
Jan08 070730 38.45 38.78 38.45 38.78 +0.63 4 13,193 +163
Mar08 070730 38.80 39.10 38.80 39.10 +0.70 92 7,970 +6
May08 070730 38.85 39.25 38.85 39.25 +0.70 1,489 7,731 -430
Jul08 070730 39.25 39.58 39.25 39.57 +0.72 1,270 9,882 -258
Total Volume and Open Interest 22,241 289,994 -1,530
Canola(WCE)
Corn(CBOT)
Sep07 070730 324.00 324.00 313.50 323.50 +2.50 4,986 330,656 -7,264
Dec07 070730 339.50 340.50 329.00 340.00 +3.50 11,200 520,673 -2,963
Mar08 070730 355.00 355.50 345.00 355.25 +3.50 634 97,549 +14
May08 070730 364.00 365.50 356.00 365.50 +3.25 540 28,232 +190
Jul08 070730 372.50 375.00 365.00 374.75 +4.00 1,407 63,749 +437
Sep08 070730 379.50 382.50 373.00 382.50 +3.50 96 9,920 +92
Total Volume and Open Interest 20,369 1,212,113 -8,799
Wheat(CBOT)
Sep07 070730 649.00 650.00 632.00 637.50 -15.75 10,297 192,827 -6,157
Dec07 070730 666.00 666.50 649.00 656.75 -12.25 8,052 156,167 +2,804
Mar08 070730 659.50 659.50 647.50 651.00 -11.75 872 16,830 +355
May08 070730 638.00 638.00 627.00 630.00 -15.00 61 3,589 +15
Jul08 070730 582.00 582.00 563.00 564.50 -18.25 2,499 42,849 +84
Total Volume and Open Interest 22,019 430,509 -2,741
Wheat(KCBT)
Sep07 070730 642.00 643.00 625.00 632.00 -12.00 21,751 90,921 +0
Dec07 070730 658.75 659.00 640.00 648.00 -10.75 8,956 48,954 +0
Mar08 070730 665.00 665.00 649.00 653.00 -12.00 1,252 4,787 +0
May08 070730 626.00 626.00 606.00 612.00 -14.00 0 44 +0
Jul08 070730 576.00 576.00 560.00 560.50 -18.50 444 9,604 +0
Total Volume and Open Interest 32,461 155,945 +0
Wheat(MGE)
Sep07 070730 644.50 644.50 627.00 633.25 -12.25 3,760 22,384 -385
Dec07 070730 657.00 657.00 641.00 645.50 -11.75 1,650 26,541 +493
Mar08 070730 665.00 665.00 653.50 656.50 -13.50 134 2,821 +25
May08 070730 660.00 660.00 655.00 656.50 -6.50 20 103 +20
Jul08 070730 614.00 614.00 610.00 610.00 -14.00 18 278 +6
Total Volume and Open Interest 5,698 53,996 +226
Oats(CBOT)
Sep07 070730 257.00 257.75 250.00 257.50 +1.50 373 3,276 +1
Dec07 070730 266.00 266.50 258.00 266.50 +3.75 379 9,654 +73
Mar08 070730 272.50 272.50 267.25 272.50 +1.50 16 1,166 +16
May08 070730 273.50 273.50 273.50 273.50 +0.50 0 27 +0
Total Volume and Open Interest 768 14,144 +90
Rough Rice(CBOT)
Sep07 070730 10.30 10.31 10.27 10.27 -0.06 215 6,357 +38
Nov07 070730 10.69 10.69 10.62 10.62 -0.05 329 7,604 +177
Jan08 070730 11.00 11.00 10.96 10.96 -0.04 90 1,295 +0
Mar08 070730 11.22 11.22 11.22 11.22 -0.07 280 528 +100
Total Volume and Open Interest 1,024 15,985 +355
Live Cattle(CME)
Aug07 070730 94.000 94.400 93.800 94.285 +0.650 9,786 32,471 -776
Oct07 070730 98.950 99.050 98.680 98.980 +0.330 16,837 138,712 +2,054
Dec07 070730 99.950 100.200 99.800 100.080 +0.250 8,708 45,916 +2,092
Feb08 070730 100.000 100.100 99.785 100.100 +0.215 2,412 19,129 +817
Apr08 070730 99.900 100.000 99.800 100.000 +0.070 1,833 10,036 +305
Jun08 070730 95.000 95.100 94.750 95.100 +0.170 255 2,963 +44
Total Volume and Open Interest 39,834 249,811 +4,536
Feeder Cattle(CME)
Aug07 070730 117.400 117.650 116.800 116.980 -0.155 1,063 9,414 -203
Sep07 070730 118.100 118.150 117.550 117.800 +0.015 628 12,165 +98
Oct07 070730 118.250 118.300 117.800 118.200 +0.100 978 6,435 +353
Nov07 070730 117.450 117.650 117.080 117.600 +0.150 278 1,857 +99
Jan08 070730 114.300 114.700 114.250 114.700 +0.300 43 1,536 +15
Mar08 070730 112.000 112.200 112.000 112.200 +0.300 14 287 +3
Apr08 070730 112.300 112.300 112.300 112.300 +0.050 2 94 +2
Total Volume and Open Interest 3,009 31,976 +369
Lean Hogs(CME)
Aug07 070730 73.150 73.400 72.600 73.225 +0.440 4,291 16,132 -913
Oct07 070730 72.650 74.400 72.650 73.800 +1.250 12,713 84,708 +2,133
Dec07 070730 70.100 71.550 70.000 71.150 +1.300 5,137 43,917 +958
Feb08 070730 71.450 73.000 71.450 72.725 +1.175 1,617 18,238 -165
Apr08 070730 72.000 72.680 71.900 72.650 +0.765 1,249 8,817 +24
May08 070730 76.500 76.500 75.900 76.450 +0.020 47 1,287 +17
Jun08 070730 78.500 79.550 78.500 79.300 +0.750 752 6,783 +522
Jul08 070730 76.975 77.600 76.700 77.350 +0.375 29 1,739 +8
Total Volume and Open Interest 25,873 181,783 +2,602
Pork Bellies(CME)
Aug07 070730 90.000 92.250 90.000 91.050 +0.400 173 767 -7
Feb08 070730 90.000 90.800 89.150 90.800 +0.800 39 322 +22
Mar08 070730 91.800 91.800 91.800 91.800 -0.250 0 6 +0
May08 070730 92.800 92.800 92.800 92.800 -0.250 0 10 +0
Total Volume and Open Interest 212 1,105 +11
Class III Milk(CME)
Jul07 070730 21.40 21.40 21.40 21.40 -0.03 3 4,562 +2
Aug07 070730 19.43 19.55 19.43 19.55 +0.25 84 4,745 -2
Sep07 070730 18.25 18.55 18.25 18.55 +0.40 91 4,369 -29
Oct07 070730 17.75 17.81 17.75 17.81 +0.34 63 3,586 +0
Nov07 070730 17.15 17.29 17.15 17.28 +0.18 79 3,249 +8
Total Volume and Open Interest 645 37,859 +123
Cocoa(NYBOT)
Sep07 070730 1930 1945 1918 1931 unch 21,248 73,071 -7,951
Dec07 070730 1958 1974 1958 1965 unch 6,909 46,212 +281
Mar08 070730 1990 1990 1990 1990 unch 1,210 21,165 +668
May08 070730 2004 2004 2004 2004 +1 239 4,075 +122
Jul08 070730 2019 2019 2019 2019 -2 0 2,998 -5
Sep08 070730 2034 2034 2034 2034 -4 31 3,943 +4
Dec08 070730 2070 2070 2058 2058 -2 622 9,599 +258
Total Volume and Open Interest 30,259 161,073 -6,623
Coffee "C"(NYBOT)
Sep07 070730 111.80 113.25 111.60 112.95 +0.25 10,291 89,509 -2,108
Dec07 070730 116.10 117.25 115.90 117.05 +0.35 3,894 41,376 +1,158
Mar08 070730 119.50 120.75 119.50 120.75 +0.35 621 14,572 +483
May08 070730 123.05 123.05 123.05 123.05 +0.35 245 5,810 +69
Jul08 070730 125.25 125.25 125.25 125.25 +0.40 329 3,975 +92
Sep08 070730 127.20 127.20 127.20 127.20 +0.40 314 8,455 +90
Total Volume and Open Interest 16,580 171,351 -213
Orange Juice(NYBOT)
Sep07 070730 139.75 140.75 139.00 139.70 -2.30 2,931 14,697 -586
Nov07 070730 141.00 141.50 140.00 140.75 -2.25 232 8,180 +11
Jan08 070730 142.50 142.50 140.60 141.35 -1.90 88 3,531 +39
Mar08 070730 142.05 142.05 142.05 142.05 -1.70 3 2,609 +2
May08 070730 142.75 142.75 142.75 142.75 -1.50 0 533 +0
Jul08 070730 143.75 143.75 143.75 143.75 -1.00 0 111 +0
Total Volume and Open Interest 3,254 30,472 -534
Sugar #11(NYBOT)
Oct07 070730 10.06 10.12 9.99 10.02 +0.03 39,613 385,258 -3,328
Mar08 070730 10.34 10.34 10.27 10.28 -0.01 14,926 146,457 -1,905
May08 070730 10.34 10.34 10.34 10.34 -0.02 4,872 31,072 -1,506
Jul08 070730 10.46 10.46 10.41 10.41 -0.03 1,409 36,383 -359
Oct08 070730 10.70 10.70 10.70 10.70 -0.02 1,543 42,283 +247
Total Volume and Open Interest 64,661 689,518 -7,179
Sugar #14(NYBOT)
Jul07 070608 21.49 21.49 21.49 21.49 +0.01 4 1,009 +0
Sep07 070730 22.75 22.75 22.75 22.75 +0.60 295 1,162 -262
Nov07 070730 21.45 21.45 21.45 21.45 +0.02 30 2,211 -4
Jan08 070730 21.03 21.03 21.03 21.03 +0.03 11 2,289 +11
Mar08 070730 21.10 21.10 21.10 21.10 -0.10 12 2,428 -2
Total Volume and Open Interest 357 8,869 -248
London Cocoa(LCE)
Jul07 070716 1071 1071 1050 1054 -22 14,284 3,685 -13,010
Sep07 070730 1016 1030 1008 1013 -9 11,682 63,182 -1,593
Dec07 070730 1039 1045 1028 1031 -9 12,335 52,653 +2,801
Mar08 070730 1047 1055 1037 1042 -7 5,559 35,880 -413
May08 070730 1048 1063 1033 1050 -7 1,003 12,478 +734
Jul08 070730 1059 1066 1055 1058 -7 543 11,249 +328
Sep08 070730 1070 1074 1067 1067 -7 163 9,172 +37
Total Volume and Open Interest 31,771 188,368 +1,777
London Coffee(LCE)
Jul07 070730 1751.00 1820.00 1751.00 1820.00 +55.00 140 220 -111
Sep07 070730 1775.00 1835.00 1772.00 1827.00 +42.00 10,150 79,440 -2,833
Nov07 070730 1790.00 1849.00 1790.00 1841.00 +41.00 3,875 59,729 +1,373
Jan08 070730 1783.00 1825.00 1783.00 1825.00 +38.00 734 17,431 +72
Mar08 070730 1788.00 1815.00 1788.00 1815.00 +38.00 273 6,801 +155
May08 070730 1778.00 1812.00 1778.00 1812.00 +38.00 101 3,012 -94
Total Volume and Open Interest 15,829 169,342 -1,394
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070730 308.40 311.00 308.20 308.30 -0.60 2,739 26,862 +40
Dec07 070730 308.00 309.00 307.00 307.20 -0.20 733 7,653 +175
Mar08 070730 309.30 310.10 308.10 308.10 -0.30 755 13,149 +22
May08 070730 308.70 309.20 307.80 307.80 -0.90 195 5,003 +123
Total Volume and Open Interest 5,101 61,573 +435
Cotton(NYBOT)
Oct07 070730 62.35 62.60 62.01 62.49 +0.94 158 6,055 -56
Dec07 070730 64.20 64.70 63.90 64.55 +1.05 7,792 151,017 +576
Mar08 070730 67.50 67.65 67.20 67.64 +0.99 648 37,915 +199
May08 070730 68.45 68.45 68.45 68.45 +0.75 19 3,242 -1
Jul08 070730 69.00 69.60 69.00 69.60 +0.94 34 3,460 +4
Oct08 070730 69.80 69.80 69.80 69.80 +0.95 0 87 +0
Total Volume and Open Interest 8,841 211,115 +779
Lumber(CME)
Sep07 070730 279.9 280.0 276.0 276.5 -5.5 873 5,021 -42
Nov07 070730 281.2 281.2 276.0 279.6 -2.9 313 1,723 +132
Jan08 070730 293.5 293.5 288.6 288.6 -4.0 13 132 +3
Mar08 070730 297.3 297.3 293.5 293.5 -3.7 0 36 +0
Total Volume and Open Interest 1,199 6,933 +93
Crude Oil(NYM)
Sep07 070730 76.95 77.26 76.10 76.83 -0.19 216,573 369,172 -135
Oct07 070730 76.48 76.55 75.50 76.21 -0.10 80,581 129,824 +5,792
Nov07 070730 75.12 75.53 75.12 75.45 -0.19 28,760 63,463 +1,043
Dec07 070730 75.05 75.05 74.52 74.74 -0.32 36,795 185,293 -2,370
Jan08 070730 74.00 74.16 73.90 74.16 -0.44 12,990 61,777 +5,445
Feb08 070730 73.55 73.71 73.55 73.71 -0.53 10,482 26,397 +610
Mar08 070730 73.45 73.45 73.25 73.38 -0.59 3,942 30,926 +139
Apr08 070730 73.10 73.10 73.10 73.10 -0.63 3,324 36,424 -846
May08 070730 72.80 72.87 72.80 72.87 -0.66 2,340 30,853 +833
Jun08 070730 72.69 72.69 72.69 72.69 -0.68 1,865 46,105 -235
Jul08 070730 72.52 72.52 72.52 72.52 -0.69 2,560 17,225 -13
Aug08 070730 72.38 72.38 72.38 72.38 -0.68 2,232 13,434 +2,220
Sep08 070730 72.80 72.80 72.24 72.24 -0.68 2,014 41,852 -290
Oct08 070730 72.11 72.11 72.11 72.11 -0.68 1,180 21,097 +0
Nov08 070730 71.98 71.98 71.98 71.98 -0.68 5 14,512 +5
Dec08 070730 71.80 71.86 71.70 71.86 -0.68 8,998 161,431 -796
Total Volume and Open Interest 421,257 1,504,333 +12,073
Heating Oil(NYM)
Aug07 070730 206.60 207.20 204.50 206.51 -0.80 18,994 13,977 -5,637
Sep07 070730 208.45 209.50 205.90 208.31 -1.03 30,332 86,296 +2,540
Oct07 070730 210.65 210.65 210.21 210.21 -1.18 7,269 28,026 +300
Nov07 070730 212.50 212.50 212.16 212.16 -1.33 2,841 13,095 +150
Dec07 070730 212.50 213.76 212.40 213.76 -1.48 4,836 33,285 -265
Jan08 070730 214.91 214.91 214.91 214.91 -1.58 1,442 18,171 -26
Feb08 070730 215.25 215.25 214.91 214.91 -1.78 902 11,811 +145
Mar08 070730 212.76 212.76 212.76 212.76 -1.68 450 4,695 +53
Apr08 070730 208.41 208.41 208.41 208.41 -1.58 435 5,456 +109
May08 070730 203.50 204.21 203.50 204.21 -1.53 107 1,714 -59
Jun08 070730 202.50 202.55 201.66 201.66 -1.53 556 14,783 -2
Jul08 070730 201.00 201.91 201.00 201.91 -1.53 4 470 +2
Total Volume and Open Interest 68,368 235,618 -2,671
Gasoline(NYMEX)
Aug07 070730 210.27 210.66 207.20 208.56 -1.61 25,475 22,265 -3,721
Sep07 070730 209.00 209.00 204.50 205.92 -2.29 36,108 79,367 +1,883
Oct07 070730 197.25 198.80 195.34 196.87 -2.09 10,020 32,331 +231
Nov07 070730 194.40 196.20 192.97 194.37 -2.14 3,606 11,807 +255
Dec07 070730 194.65 195.11 191.88 193.52 -2.19 3,164 15,933 +114
Jan08 070730 194.50 195.45 193.41 194.92 -2.24 914 8,659 +217
Feb08 070730 196.65 197.20 196.65 197.12 -2.24 249 3,515 -1
Mar08 070730 198.66 199.98 198.66 199.27 -2.24 317 4,868 -110
Apr08 070730 212.00 213.50 212.00 212.67 -2.24 139 4,826 -64
May08 070730 213.97 213.97 213.97 213.97 -2.24 10 2,007 +0
Total Volume and Open Interest 80,454 195,158 -1,365
e-MiNY RBOB Gasoline(NYMEX)
Aug07 070730 208.56 208.56 208.56 208.56 -12.30 3 4 +0
Sep07 070730 205.92 205.92 205.92 205.92 -2.29 0 3 +0
Oct07 070730 196.87 196.87 196.87 196.87 -2.09      
Nov07 070730 194.37 194.37 194.37 194.37 -2.14      
Total Volume and Open Interest 0 11 +0
Natural Gas(NYM)
Sep07 070730 6.370 6.540 6.370 6.499 +0.291 41,831 145,534 -1,669
Oct07 070730 6.590 6.755 6.590 6.714 +0.278 13,135 89,321 -1,085
Nov07 070730 7.620 7.659 7.620 7.659 +0.248 5,348 39,839 +45
Dec07 070730 8.460 8.555 8.460 8.544 +0.188 1,907 47,358 -119
Jan08 070730 8.940 8.950 8.900 8.939 +0.163 4,216 41,876 +379
Feb08 070730 8.965 8.965 8.957 8.957 +0.159 1,199 33,622 -1
Mar08 070730 8.810 8.835 8.795 8.795 +0.149 4,687 49,465 -900
Apr08 070730 8.100 8.150 8.100 8.135 +0.159 4,111 40,226 -731
May08 070730 8.110 8.110 8.110 8.110 +0.159 965 28,552 +17
Jun08 070730 8.170 8.202 8.170 8.202 +0.159 118 14,763 -23
Jul08 070730 8.302 8.302 8.302 8.302 +0.159 66 6,958 +7
Aug08 070730 8.375 8.375 8.375 8.375 +0.159 118 9,542 +1
Sep08 070730 8.435 8.435 8.435 8.435 +0.159 89 6,297 -9
Oct08 070730 8.560 8.560 8.560 8.560 +0.159 225 26,389 +58
Nov08 070730 9.030 9.030 9.030 9.030 +0.154 22 11,475 +4
Dec08 070730 9.510 9.510 9.510 9.510 +0.149 46 13,694 +5
Total Volume and Open Interest 83,329 807,680 -18,151
Brent Crude Oil(ICE)
Sep07 070730 76.06 76.51 75.42 75.74 -0.52 73,617 116,054 -87
Oct07 070730 75.65 76.23 75.21 75.55 -0.49 43,841 143,127 -2,651
Nov07 070730 75.51 76.00 75.03 75.35 -0.54 20,060 44,968 -5,605
Dec07 070730 75.18 75.70 74.76 75.03 -0.64 19,783 92,280 +1,026
Jan08 070730 75.03 75.43 74.56 74.73 -0.70 2,599 27,059 -1,172
Feb08 070730 74.83 75.11 74.32 74.47 -0.72 734 18,054 +33
Mar08 070730 74.39 74.39 74.25 74.27 -0.73 325 10,504 -113
Apr08 070730 74.15 74.15 74.08 74.08 -0.76 78 8,877 -5
May08 070730 73.78 73.84 73.78 73.84 -0.80 14 7,946 +15
Jun08 070730 74.00 74.25 73.40 73.63 -0.84 1,090 25,389 -606
Jul08 070730 73.46 73.46 73.46 73.46 -0.88 50 2,903 +161
Aug08 070730 73.30 73.30 73.30 73.30 -0.91 0 1,687 +0
Sep08 070730 73.15 73.15 73.15 73.15 -0.93 0 2,426 -150
Oct08 070730 73.02 73.02 73.02 73.02 -0.93 100 4,987 +100
Total Volume and Open Interest 168,728 653,219 -7,318
Gas Oil(ICE)
Aug07 070730 652.00 653.25 643.50 644.75 -1.25 36,501 51,348 -1,734
Sep07 070730 656.00 656.00 646.00 647.00 -1.25 34,110 90,492 +1,847
Oct07 070730 650.75 657.25 648.00 649.25 -1.75 14,760 33,131 +972
Nov07 070730 653.75 658.50 651.25 651.50 -2.25 4,616 19,352 +281
Dec07 070730 656.50 661.50 653.00 653.75 -2.75 7,567 46,548 -2,091
Jan08 070730 659.75 666.75 658.25 659.00 -3.25 3,856 32,001 -4
Feb08 070730 657.50 662.50 654.00 654.50 -3.25 760 8,537 +409
Mar08 070730 649.50 649.50 649.50 649.50 -3.25 36 6,737 -55
Apr08 070730 644.75 644.75 644.75 644.75 -3.50 0 2,857 +0
May08 070730 640.25 640.25 640.25 640.25 -3.75 0 2,473 +0
Total Volume and Open Interest 104,784 345,173 -602
US Dollar Index(NYBOT)
Sep07 070730 80.290 80.870 80.290 80.720 -0.090 9,294 39,480 -2,514
Dec07 070730 80.330 80.650 80.330 80.520 -0.090 211 3,414 +54
Mar08 070730 80.450 80.450 80.350 80.350 -0.090 1 634 +0
Total Volume and Open Interest 9,506 43,537 -2,460
Australian Dollar(CME)
Sep07 070730 84.55 85.32 84.55 85.10 -0.05 7,146 109,141 -10,374
Dec07 070730 84.83 84.83 84.83 84.83 -0.05 5 1,049 +0
Mar08 070730 84.52 84.52 84.52 84.52 -0.08 0 153 +1
Total Volume and Open Interest 7,151 110,359 -10,373
British Pound(CME)
Sep07 070730 202.11 202.50 202.10 202.13 -0.42 7,196 138,940 -19,938
Dec07 070730 201.75 201.75 201.75 201.75 -0.42 0 633 -3
Mar08 070730 201.25 201.25 201.25 201.25 -0.46 0 14 +1
Total Volume and Open Interest 7,196 139,610 -19,941
Canadian Dollar(CME)
Sep07 070730 93.76 93.95 93.53 93.67 -0.66 4,403 132,591 -10,877
Dec07 070730 94.05 94.10 93.80 93.80 -0.66 32 4,222 +76
Mar08 070730 93.88 93.88 93.88 93.88 -0.66 16 582 +1
Jun08 070730 93.90 93.90 93.90 93.90 -0.66 21 318 -2
Total Volume and Open Interest 4,475 137,918 -10,802
Japanese Yen(CME)
Sep07 070730 85.09 85.09 84.69 84.71 -0.03 12,242 232,534 -15,158
Dec07 070730 85.65 85.65 85.65 85.65 -0.03 0 14,813 +220
Mar08 070730 86.54 86.54 86.54 86.54 -0.03 0 39 +0
Total Volume and Open Interest 12,242 262,767 -14,938
Swiss Franc(CME)
Sep07 070730 83.45 83.57 83.40 83.40 +0.35 3,356 111,789 -10,991
Dec07 070730 83.91 83.91 83.91 83.91 +0.35 0 132 -2
Mar08 070730 84.35 84.35 84.35 84.35 +0.35 0 12 +0
Total Volume and Open Interest 3,356 111,939 -10,992
EuroFX(CME)
Sep07 070730 136.88 137.10 136.88 137.10 +0.40 5,311 216,144 -9,865
Dec07 070730 137.41 137.41 137.41 137.41 +0.40 187 1,945 +193
Mar08 070730 137.64 137.64 137.64 137.64 +0.40 0 116 +0
Total Volume and Open Interest 5,498 218,275 -9,663
Mexican Peso(CME)
Aug07 070730 914.8 914.8 914.8 914.8 +2.2 0 3 +0
Sep07 070730 906.8 912.8 906.8 912.8 +2.2 3,163 76,507 +3,619
Total Volume and Open Interest 3,190 99,278 +3,619
30-Year T-Bonds(CBOT)
Sep07 070730 109~30 110~04 109~16 109~20 -0~05 637,800 973,441 -37,297
Dec07 070730 109~22 110~00 109~14 109~17 -0~05 1,450 6,989 +375
Mar08 070730 109~16 109~16 109~16 109~16 -0~04 21 334 +7
Total Volume and Open Interest 639,271 980,769 -36,915
10-Year T-Notes(CBOT)
Sep07 070730 107~185 107~220 107~035 107~070 -0~055 2,188,070 2,747,888 -99,438
Dec07 070730 107~080 107~155 106~300 107~015 -0~065 17,356 93,862 +11,555
Total Volume and Open Interest 2,205,429 2,843,113 -87,883
5-Year T-Notes(CBOT)
Sep07 070730 105~185 105~190 105~105 105~110 -0~035 1,102,923 0 +0
Dec07 070730 105~170 105~170 105~115 105~115 -0~040 1,674 0 +0
Mar08 070730 105~110 105~110 105~110 105~110 -0~040      
Total Volume and Open Interest 1,104,597    
2 Year T-Notes(CBOT)
Sep07 070730 102~072 102~072 102~054 102~056 -0~006 2,222 1,037,556 -11,698
Dec07 070730 102~088 102~088 102~072 102~072 -0~008 30 9,642 +53
Total Volume and Open Interest 2,252 1,047,198 -11,645
Eurodollars(CME)
Sep07 070730 94.745 94.750 94.705 94.725 -0.020 37,854 1,619,738 -61,237
Dec07 070730 94.925 94.935 94.875 94.900 unch 59,476 1,592,923 -64,110
Mar08 070730 95.080 95.095 95.030 95.050 unch 41,934 1,840,538 -63,467
Jun08 070730 95.165 95.185 95.115 95.130 -0.010 27,105 1,550,359 -30,216
Sep08 070730 95.190 95.200 95.140 95.150 -0.015 29,518 1,161,573 +3,104
Dec08 070730 95.175 95.180 95.120 95.130 -0.020 31,229 973,053 -25,879
Mar09 070730 95.115 95.135 95.070 95.085 -0.020 16,356 625,650 +13,106
Jun09 070730 95.040 95.045 94.995 95.005 -0.020 19,555 482,821 -8,775
Sep09 070730 94.935 94.955 94.915 94.920 -0.015 8,556 296,094 +3,267
Dec09 070730 94.835 94.860 94.830 94.830 -0.010 15,687 218,710 +3,612
Mar10 070730 94.760 94.785 94.755 94.760 -0.005 6,247 169,389 +3,656
Jun10 070730 94.695 94.715 94.690 94.690 -0.005 14,350 126,678 +2,424
Sep10 070730 94.635 94.655 94.630 94.630 -0.005 3,478 90,575 -682
Dec10 070730 94.575 94.585 94.570 94.570 -0.005 4,322 108,594 +2,367
Mar11 070730 94.530 94.540 94.525 94.525 -0.005 3,549 95,680 +683
Jun11 070730 94.485 94.505 94.480 94.480 -0.005 4,158 90,112 +11
Sep11 070730 94.445 94.450 94.435 94.435 -0.005 2,664 64,704 -153
Dec11 070730 94.380 94.400 94.380 94.385 -0.005 2,295 47,868 -1,060
Total Volume and Open Interest 335,358 11,359,982 -222,578
3-Mth Euro-Yen(CME)
Sep07 070730 99.16 99.17 99.16 99.17 +0.01 500 20,553 +471
Dec07 070730 99.07 99.07 99.07 99.07 +0.01 0 9,916 -546
Mar08 070730 98.96 98.96 98.96 98.96 +0.01 0 6,974 +310
Jun08 070730 98.88 98.88 98.88 98.88 +0.01 200 4,334 -36
Sep08 070730 98.79 98.79 98.79 98.79 +0.01 100 2,918 -7
Dec08 070730 98.69 98.69 98.69 98.69 +0.01 100 994 +96
Mar09 070730 98.61 98.61 98.61 98.61 +0.02 0 100 +0
Jun09 070730 98.53 98.53 98.53 98.53 +0.01      
Sep09 070730 98.44 98.44 98.44 98.44 +0.01      
Dec09 070730 98.36 98.36 98.36 98.36 +0.01      
Total Volume and Open Interest 900 45,789 +288
3-Mth Euro-Yen(SGX)
Sep07 070730 99.17 99.17 99.15 99.17 +0.00 4,220 76,029 -917
Dec07 070730 99.06 99.06 99.06 99.06 +0.01 2,577 62,178 -847
Mar08 070730 98.95 98.96 98.94 98.95 +0.00 2,082 43,100 +157
Jun08 070730 98.86 98.88 98.86 98.87 +0.01 5,353 22,738 -2,295
Sep08 070730 98.78 98.78 98.77 98.78 +0.01 125 12,784 -97
Dec08 070730 98.68 98.68 98.67 98.68 +0.01 10 6,135 +2
Mar09 070730 98.60 98.60 98.60 98.60 +0.01 0 4,555 +0
Jun09 070730 98.53 98.53 98.53 98.53 +0.01 0 368 +0
Total Volume and Open Interest 14,367 229,687 -3,997
Japanese Gov't Bonds(SGX)
Sep07 070730 133.40 133.40 132.96 133.12 -0.03 683 31,020 -869
Dec07 070730 132.90 132.90 132.58 132.90 -0.08 0 3 +1
Mar08 070730 132.90 132.90 132.90 132.90 -0.08      
Total Volume and Open Interest 13,292 31,023 -868
Euro-Bund(EUREX)
Sep07 070730 112.80 113.34 112.80 113.13 +0.24 2,221,290 1,848,740 +56,335
Dec07 070730 112.50 112.90 112.46 112.75 +0.23 1,062 21,057 +392
Mar08 070730 112.92 112.92 112.92 112.92 +0.24 301 10 +0
Total Volume and Open Interest 2,222,653 1,869,807 +56,727
Euro-Bobl(EUREX)
Sep07 070730 107.10 107.40 107.08 107.33 +0.18 1,062,245 1,282,871 +17,692
Dec07 070730 107.16 107.16 107.16 107.16 +0.18 0 31 +0
Mar08 070730 107.03 107.03 107.03 107.03 +0.18      
Total Volume and Open Interest 1,062,245 1,282,902 +17,692
3-Mth Euribor(EUREX)
Sep07 070730 95.645 95.650 95.635 95.650 +0.010 2,907 21,453 +930
Dec07 070730 95.525 95.550 95.515 95.550 +0.030 671 9,896 +92
Mar08 070730 95.470 95.500 95.470 95.500 +0.035 513 9,411 -62
Total Volume and Open Interest 5,124 48,751 +1,018
Long Gilt(LIFFE)
Sep07 070730 105~23 106~02 105~17 105~28 +0~08 107,710 368,946 -15,788
Dec07 070730 106~01 106~01 106~01 106~01 +0~08      
Total Volume and Open Interest 107,710 368,946 -15,788
3-Mth Short Sterling(LIFFE)
Sep07 070730 93.89 93.89 93.89 93.89 unch 96,320 505,961 -5,558
Dec07 070730 93.83 93.83 93.83 93.83 unch 132,138 563,511 -10,019
Mar08 070730 93.82 93.82 93.82 93.82 unch 142,063 482,763 -10,133
Jun08 070730 93.83 93.83 93.83 93.83 unch 108,667 443,166 -12,895
Sep08 070730 93.85 93.85 93.85 93.85 unch 87,428 350,740 -5,914
Dec08 070730 93.86 93.86 93.86 93.86 unch 80,640 238,865 +8,697
Total Volume and Open Interest 709,242 2,919,181 -36,768
3-Mth Euribor(LIFFE)
Sep07 070730 95.640 95.650 95.630 95.650 +0.010 246,459 870,521 +13,839
Dec07 070730 95.525 95.550 95.510 95.545 +0.025 321,392 959,671 -15,355
Mar08 070730 95.480 95.505 95.455 95.495 +0.030 296,827 613,476 +1,672
Total Volume and Open Interest 1,533,306 4,146,963 +4,981
3-Mth Aus T-Bills(SFE)
Sep07 070730 93.39 93.40 93.36 93.38 -0.02 25,924 473,408 +6,393
Dec07 070730 93.28 93.30 93.25 93.26 -0.03 40,768 307,064 +23,260
Mar08 070730 93.19 93.20 93.13 93.14 -0.04 12,265 145,234 +4,902
Jun08 070730 93.10 93.12 93.05 93.06 -0.04 16,065 115,650 +10,465
Sep08 070730 93.09 93.10 93.03 93.04 -0.05 3,274 58,446 +2,413
Dec08 070730 93.09 93.09 93.04 93.04 -0.05 2,163 43,411 -397
Mar09 070730 93.03 93.04 93.03 93.03 -0.04 1,307 29,711 +41
Jun09 070730 93.06 93.06 93.02 93.03 -0.03 3,409 17,437 +2,820
Sep09 070730 93.01 93.02 93.01 93.02 -0.04 51 1,641 +50
Dec09 070730 93.01 93.01 93.01 93.01 -0.04 0 644 +0
Total Volume and Open Interest 105,226 1,192,844 +49,947
10-Year Aus T-Bonds(SFE)
Sep07 070730 94.04 94.07 94.02 94.02 -0.02 77,489 624,770 +39,545
Dec07 070730 94.02 94.02 94.02 94.02 -0.02      
Total Volume and Open Interest 77,489 624,770 +39,545
3-Year Aus T-Bonds(SFE)
Sep07 070730 93.71 93.72 93.67 93.67 -0.03 145,285 795,020 +59,156
Dec07 070730 93.67 93.67 93.67 93.67 -0.03      
Total Volume and Open Interest 145,285 795,020 +59,156
Gold(CMX)
Aug07 070730 659.8 664.1 659.7 664.1 +4.0 95,749 29,018 -27,014
Oct07 070730 665.5 671.0 665.5 670.3 +4.1 6,690 33,906 +3,491
Dec07 070730 672.0 676.7 672.0 676.6 +4.3 67,079 188,177 +17,128
Feb08 070730 682.6 682.6 682.6 682.6 +4.4 924 12,346 -347
Apr08 070730 688.5 688.5 688.5 688.5 +4.5 893 23,150 +750
Jun08 070730 694.4 694.4 694.4 694.4 +4.6 1,095 15,608 +791
Aug08 070730 700.1 700.1 700.1 700.1 +4.6 124 2,700 +70
Oct08 070730 705.8 705.8 705.8 705.8 +4.6 1 1,469 +0
Dec08 070730 709.4 711.5 709.4 711.5 +4.6 918 17,281 +77
Feb09 070730 717.4 717.4 717.4 717.4 +4.6 100 9,965 +0
Apr09 070730 723.1 723.1 723.1 723.1 +4.5 200 1,700 +0
Jun09 070730 729.0 729.0 729.0 729.0 +4.5 15 10,463 +0
Total Volume and Open Interest 174,504 361,110 -5,348
Silver(CMX)
Sep07 070730 1273.0 1291.5 1273.0 1290.3 +18.8 21,307 66,842 -1,581
Dec07 070730 1303.0 1309.5 1299.5 1307.9 +19.0 3,471 25,050 -80
Mar08 070730 1325.0 1325.0 1325.0 1325.0 +19.1 145 5,588 +9
May08 070730 1335.3 1335.3 1335.3 1335.3 +19.2 5 4,262 +0
Jul08 070730 1345.2 1345.2 1345.2 1345.2 +19.3 543 4,399 +311
Sep08 070730 1355.8 1355.8 1355.8 1355.8 +19.3 100 719 +90
Dec08 070730 1369.7 1369.7 1369.7 1369.7 +19.5 16 4,794 +12
Total Volume and Open Interest 25,810 118,930 -1,567
Platinum(NYM)
Oct07 070730 1271.0 1288.8 1271.0 1286.8 +0.1 6,739 16,448 -2,220
Jan08 070730 1291.8 1291.8 1291.8 1291.8 +0.1 1 108 +1
Total Volume and Open Interest 6,740 16,556 -2,237
Palladium(NYME)
Sep07 070730 361.00 368.00 361.00 367.30 +3.60 1,366 16,698 -150
Dec07 070730 372.00 372.30 372.00 372.30 +3.60 42 1,065 -2
Mar08 070730 377.55 377.55 377.55 377.55 +3.60      
Total Volume and Open Interest 1,408 17,763 -928
Copper(CMX)
Sep07 070730 350.50 358.85 350.50 358.85 +4.15 9,742 52,494 -1,510
Dec07 070730 348.25 356.50 348.25 356.40 +4.40 1,897 21,783 +9
Mar08 070730 350.45 350.45 350.45 350.45 +4.45 200 3,325 +127
May08 070730 345.05 345.05 345.05 345.05 +4.45 32 558 +9
Jul08 070730 339.35 339.35 339.35 339.35 +4.45 1 436 +0
Total Volume and Open Interest 17,000 88,610 -1,970
Aluminum(CMX)
Aug07 070730 118.55 118.55 118.55 118.55 +0.50 28 40 +0
Sep07 070730 119.25 119.25 119.25 119.25 +0.80 14 54 +0
Oct07 070730 120.00 120.00 120.00 120.00 +1.15 40 40 +0
Nov07 070730 120.75 120.75 120.75 120.75 +1.50 1 40 +0
Dec07 070730 121.50 121.50 121.50 121.50 +1.85 1 154 +0
Jan08 070730 121.50 121.50 121.50 121.50 +1.85      
Total Volume and Open Interest 84 328 -14
DJIA Index(CBOT)
Sep07 070730 13308 13450 13276 13411 +127 4,244 34,781 -167
Dec07 070730 13449 13525 13400 13508 +128 26 141 +0
Mar08 070730 13631 13631 13631 13631 +127 1 1 +1
Jun08 070730 13731 13731 13731 13731 +127      
Total Volume and Open Interest 4,271 34,923 -166
S & P 500(CME)
Sep07 070730 1465.50 1484.50 1460.00 1480.70 +22.70 49,792 581,236 +1,854
Dec07 070730 1482.00 1493.30 1475.00 1492.90 +23.00 172 12,803 -18
Mar08 070730 1504.40 1504.40 1504.40 1504.40 +23.30 14 6,993 -4
Jun08 070730 205.68 205.68 205.68 205.68 +23.30 14 203 -1
Total Volume and Open Interest 49,992 601,249 +1,831
S & P 500 E-Mini(Globex)
Sep07 070730 1460.00 1484.75 1455.00 1480.75 +22.75 3,043,045 1,917,348 +68,994
Dec07 070730 1467.25 1496.50 1467.25 1493.00 +23.00 3,746 11,587 -431
Total Volume and Open Interest 3,046,791 1,928,935 +68,563
NASDAQ 100(CME)
Sep07 070730 1974.00 1996.00 1964.00 1993.30 +29.80 3,994 65,077 -100
Dec07 070730 2016.50 2016.50 2016.50 2016.50 +30.00 1 30 +0
Mar08 070730 2039.50 2039.50 2039.50 2039.50 +30.00      
Total Volume and Open Interest 3,995 65,107 -100
NASDAQ 100 E-Mini(Globex)
Sep07 070730 1964.50 1996.30 1957.30 1993.30 +29.80 561,269 436,626 +6,383
Dec07 070730 1977.80 2019.00 1977.00 2016.50 +30.00 163 480 -9
Total Volume and Open Interest 561,432 437,106 +6,374
S & P Midcap 400(CME)
Sep07 070730 862.00 871.00 859.75 870.20 +12.70 321 6,625 -131
Dec07 070730 879.70 879.70 879.70 879.70 +12.70      
Mar08 070730 889.40 889.40 889.40 889.40 +12.70      
Total Volume and Open Interest 321 6,625 -131
Russell 2000(CME)
Sep07 070730 779.50 791.25 774.50 786.80 +14.20 2,638 47,266 +1,916
Dec07 070730 793.10 793.10 793.10 793.10 +14.20 0 14 +0
Mar08 070730 800.70 800.70 800.70 800.70 +14.20      
Total Volume and Open Interest 2,638 47,280 +1,916
Russell 2000 E-Mini(Globex)
Sep07 070730 774.00 791.40 771.30 786.80 +14.20 390,842 642,065 +6,352
Dec07 070730 780.00 797.40 777.90 793.10 +14.20 268 1,058 +85
Mar08 070730 800.70 800.70 800.70 800.70 +14.20      
Total Volume and Open Interest 391,110 643,123 +6,437
Value Line(KCBT)
Sep07 070730 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070730 16970 17310 16965 17295 -385 77,266 254,123 +3,575
Dec07 070730 17055 17270 17015 17260 -415 32 443 +14
Total Volume and Open Interest 77,323 254,682 +3,609
Nikkei 225(SGX)
Sep07 070730 16970 17310 16965 17295 -385 77,266 254,123 +3,575
Dec07 070730 17055 17270 17015 17260 -415 32 443 +14
Mar08 070730 17285 17285 17285 17285 +5      
Total Volume and Open Interest 138,258 255,067 +385
CAC 40(EURONEXT)
Jul07 070720 6049.5 6075.5 5995.0 5999.5 -66.0 184,643 601,550 -10,380
Aug07 070730 5658.5 5696.0 5624.0 5656.5 +5.5 333,749 537,698 +33,785
Sep07 070730 5680.5 5716.0 5647.0 5677.5 +4.5 2,268 40,991 -1,838
Total Volume and Open Interest 336,024 580,111 +31,950
Hang Seng Index(HKFE)
Jul07 070730 22450 22680 22443 22618 +51 89,139 79,927 -24,992
Aug07 070730 22445 22745 22445 22729 +157 48,497 78,235 +33,794
Sep07 070730 22427 22710 22406 22698 +133 407 2,640 +73
Total Volume and Open Interest 138,085 161,690 +8,867
DAX(EUREX)
Sep07 070730 7498.5 7593.0 7416.0 7508.0 +20.0 389,509 378,982 +15,117
Dec07 070730 7590.0 7670.0 7521.0 7589.5 +20.0 790 14,188 -25
Mar08 070730 7633.5 7686.0 7633.5 7673.0 +20.0 67 1,709 +17
Total Volume and Open Interest 390,366 394,879 +15,109
FT-SE 100(EURONEXT)
Sep07 070730 6215.00 6262.50 6186.50 6216.00 +1.00 231,010 495,182 -12,876
Dec07 070730 6277.00 6306.50 6256.50 6273.50 +0.50 59 11,923 +7
Mar08 070730 6272.50 6292.00 6272.50 6289.00 -0.50 5 579 +2
Total Volume and Open Interest 231,074 507,684 -12,867
SPI 200(SFE)
Sep07 070730 5987.0 6087.0 5987.0 6073.0 +8.0 35,093 336,677 -1,245
Dec07 070730 6035.0 6130.0 6035.0 6120.0 +8.0 35 4,519 +46
Mar08 070730 6129.0 6129.0 6129.0 6129.0 +6.0 17 1,078 +11
Total Volume and Open Interest 35,236 343,870 -1,100
GSCI(CME)
Aug07 070730 511.40 511.80 508.00 510.45 +0.15 116 20,364 -17
Sep07 070730 511.50 511.50 511.50 511.50 +0.50 0 298 +0
Oct07 070730 513.50 513.50 513.50 513.50 -0.50      
Total Volume and Open Interest 116 20,662 -17
Reuters CRB Index(NYBOT)
Aug07 070730 419.00 421.00 419.00 420.75 -0.25 5 108 +2
Nov07 070730 426.25 429.00 426.25 428.75 -0.25 5 783 +2
Jan08 070730 431.00 431.00 430.75 430.75 -0.25 0 408 +0
Total Volume and Open Interest 10 1,516 +4
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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