Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue July 31, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug07 070731 827.00 838.00 825.50 834.00 +11.25 21,118 17,045 -8,117
Sep07 070731 835.00 846.00 834.00 841.25 +10.25 14,210 32,592 +2,159
Nov07 070731 852.50 862.50 849.50 857.50 +9.75 17,375 302,812 -18
Jan08 070731 865.00 875.00 864.00 872.25 +9.50 327 29,870 +227
Mar08 070731 878.50 887.00 877.00 883.25 +9.50 224 19,169 +151
May08 070731 888.00 897.00 885.50 890.50 +7.00 478 22,804 +206
Jul08 070731 898.00 908.00 898.00 901.50 +6.50 398 31,206 -43
Total Volume and Open Interest 54,752 509,353 -5,578
Soybean Meal(CBOT)
Aug07 070731 215.50 217.30 214.50 215.60 +2.70 9,242 10,450 -3,544
Sep07 070731 217.50 220.30 217.30 218.40 +2.30 8,040 35,355 +2,711
Oct07 070731 220.50 223.00 220.20 220.60 +2.10 1,174 13,184 -93
Dec07 070731 224.00 227.00 223.40 224.90 +2.60 5,750 85,911 -1,196
Jan08 070731 227.00 229.30 226.80 227.50 +2.30 287 11,100 +136
Mar08 070731 231.00 234.00 231.00 231.20 +1.50 692 11,628 -158
May08 070731 234.00 237.00 234.00 235.10 +2.10 626 12,643 +177
Jul08 070731 237.70 240.30 237.70 238.20 +1.50 471 11,795 +851
Total Volume and Open Interest 26,777 201,930 -992
Soybean Oil(CBOT)
Aug07 070731 37.39 37.86 37.39 37.76 +0.36 6,616 12,010 -5,778
Sep07 070731 37.72 38.13 37.70 38.03 +0.37 8,552 55,919 +2,761
Oct07 070731 37.97 38.35 37.97 38.35 +0.45 2,510 15,054 +1,286
Dec07 070731 38.38 38.97 38.38 38.92 +0.43 10,593 162,109 +4,037
Jan08 070731 38.78 39.20 38.78 39.17 +0.39 1,796 14,545 +1,352
Mar08 070731 39.15 39.56 39.15 39.56 +0.46 75 7,998 +28
May08 070731 39.45 39.60 39.30 39.60 +0.35 537 7,687 -44
Jul08 070731 39.58 39.98 39.58 39.96 +0.39 881 9,974 +92
Total Volume and Open Interest 32,094 293,950 +3,956
Canola(WCE)
Corn(CBOT)
Sep07 070731 324.50 326.50 321.75 325.75 +2.25 12,419 327,824 -2,832
Dec07 070731 341.00 342.75 338.00 342.25 +2.25 16,000 525,498 +4,825
Mar08 070731 356.50 358.00 353.50 357.50 +2.25 1,307 98,577 +1,028
May08 070731 366.50 368.25 364.00 368.25 +2.75 467 28,786 +554
Jul08 070731 375.00 378.25 373.00 378.25 +3.50 1,105 65,482 +1,733
Sep08 070731 382.00 383.50 380.50 383.50 +1.00 56 10,013 +93
Total Volume and Open Interest 33,823 1,217,901 +5,788
Wheat(CBOT)
Sep07 070731 637.00 638.00 627.00 630.00 -7.50 7,864 188,675 -4,152
Dec07 070731 653.50 656.50 646.00 649.00 -7.75 7,785 160,667 +4,500
Mar08 070731 647.00 653.00 644.00 648.00 -3.00 342 17,049 +219
May08 070731 626.00 626.00 626.00 626.00 -4.00 28 3,659 +70
Jul08 070731 564.00 564.00 557.00 559.50 -5.00 1,326 43,306 +457
Total Volume and Open Interest 17,541 431,716 +1,207
Wheat(KCBT)
Sep07 070731 626.00 630.00 623.00 629.00 -3.00 8,383 84,979 -5,942
Dec07 070731 641.00 645.50 639.00 645.00 -3.00 5,348 49,581 +627
Mar08 070731 647.00 648.50 643.50 647.50 -5.50 147 5,083 +296
May08 070731 612.00 612.00 612.00 612.00 unch 12 46 +2
Jul08 070731 557.00 565.00 552.50 565.00 +4.50 242 9,602 -2
Total Volume and Open Interest 14,134 150,972 -4,973
Wheat(MGE)
Sep07 070731 631.00 633.00 627.00 627.00 -6.25 2,827 22,109 -275
Dec07 070731 644.00 645.00 641.25 641.25 -4.25 2,178 25,744 -797
Mar08 070731 653.50 655.00 650.00 653.00 -3.50 149 2,854 +33
May08 070731 651.00 652.00 651.00 652.00 -4.50 12 110 +7
Jul08 070731 605.00 605.00 600.00 603.00 -7.00 2 279 +1
Total Volume and Open Interest 5,268 52,993 -1,003
Oats(CBOT)
Sep07 070731 257.50 261.50 254.00 261.25 +3.75 1,095 2,762 -514
Dec07 070731 265.00 272.00 264.00 271.75 +5.25 1,190 10,176 +522
Mar08 070731 270.25 277.00 270.25 277.00 +4.50 16 1,178 +12
May08 070731 277.00 277.00 277.00 277.00 +3.50 0 27 +0
Total Volume and Open Interest 2,301 14,164 +20
Rough Rice(CBOT)
Sep07 070731 10.27 10.45 10.27 10.43 +0.15 998 6,279 -78
Nov07 070731 10.63 10.78 10.61 10.77 +0.15 999 8,566 +962
Jan08 070731 10.96 11.10 10.96 11.10 +0.14 32 1,320 +25
Mar08 070731 11.35 11.35 11.35 11.35 +0.13 7 535 +7
Total Volume and Open Interest 2,036 16,901 +916
Live Cattle(CME)
Aug07 070731 94.300 94.980 93.900 94.885 +0.600 4,915 30,814 -1,657
Oct07 070731 99.000 100.000 98.650 99.950 +0.970 12,002 138,516 -196
Dec07 070731 100.050 101.000 99.900 100.980 +0.900 5,634 46,411 +495
Feb08 070731 100.000 100.650 99.800 100.600 +0.500 1,519 19,525 +396
Apr08 070731 99.850 100.400 99.650 100.350 +0.350 1,051 10,444 +408
Jun08 070731 94.700 96.000 94.500 96.000 +0.900 145 3,019 +56
Total Volume and Open Interest 25,281 249,328 -483
Feeder Cattle(CME)
Aug07 070731 117.000 117.450 116.350 117.350 +0.370 1,268 8,994 -420
Sep07 070731 117.950 118.400 117.250 118.050 +0.250 915 12,258 +93
Oct07 070731 118.180 118.980 117.650 118.885 +0.685 1,005 6,871 +436
Nov07 070731 117.350 118.000 117.100 117.950 +0.350 182 1,935 +78
Jan08 070731 114.000 115.000 114.000 114.900 +0.200 41 1,561 +25
Mar08 070731 111.800 112.550 111.700 112.550 +0.350 4 289 +2
Apr08 070731 112.700 112.900 112.700 112.900 +0.600 2 96 +2
Total Volume and Open Interest 3,419 32,194 +218
Lean Hogs(CME)
Aug07 070731 73.550 73.700 72.850 73.330 +0.105 4,012 14,790 -1,342
Oct07 070731 74.250 75.400 73.600 75.200 +1.400 10,024 84,626 -82
Dec07 070731 71.350 73.000 71.200 72.900 +1.750 4,643 44,806 +889
Feb08 070731 72.725 73.250 72.200 73.150 +0.425 1,609 18,545 +307
Apr08 070731 72.550 73.500 72.250 73.430 +0.780 1,330 8,997 +180
May08 070731 75.950 77.500 75.650 77.450 +1.000 51 1,328 +41
Jun08 070731 79.250 79.350 78.550 78.850 -0.450 836 7,036 +253
Jul08 070731 77.050 77.500 76.800 77.500 +0.150 405 1,925 +186
Total Volume and Open Interest 22,980 182,250 +467
Pork Bellies(CME)
Aug07 070731 90.750 90.950 89.700 90.500 -0.550 328 678 -89
Feb08 070731 91.000 91.150 90.000 90.600 -0.200 176 327 +5
Mar08 070731 91.800 91.800 91.800 91.800 unch 0 6 +0
May08 070731 92.800 92.800 92.800 92.800 unch 0 10 +0
Total Volume and Open Interest 504 1,021 -84
Class III Milk(CME)
Jul07 070731 21.35 21.40 21.35 21.40 unch 7 4,560 -2
Aug07 070731 19.50 19.56 19.45 19.55 unch 92 4,725 -20
Sep07 070731 18.55 18.63 18.47 18.55 unch 152 4,371 +2
Oct07 070731 17.75 17.75 17.70 17.70 -0.11 151 3,566 -20
Nov07 070731 17.30 17.30 17.19 17.19 -0.09 93 3,237 -12
Total Volume and Open Interest 589 37,820 -39
Cocoa(NYBOT)
Sep07 070731 1930 1948 1900 1942 +11 8,877 70,101 -2,970
Dec07 070731 1969 1978 1941 1977 +12 2,464 46,570 +358
Mar08 070731 1990 2002 1990 2002 +12 637 21,521 +356
May08 070731 2014 2014 2014 2014 +10 240 4,228 +153
Jul08 070731 2030 2030 2030 2030 +11 11 2,997 -1
Sep08 070731 2047 2047 2047 2047 +13 21 3,941 -2
Dec08 070731 2072 2072 2072 2072 +14 85 9,596 -3
Total Volume and Open Interest 12,335 158,964 -2,109
Coffee "C"(NYBOT)
Sep07 070731 113.00 114.40 113.00 114.30 +1.35 10,143 88,692 -817
Dec07 070731 117.40 118.45 117.10 118.30 +1.25 4,838 44,564 +3,188
Mar08 070731 120.95 122.00 120.95 122.00 +1.25 471 14,679 +107
May08 070731 124.25 124.25 124.25 124.25 +1.20 111 5,801 -9
Jul08 070731 126.35 126.35 126.35 126.35 +1.10 97 3,916 -59
Sep08 070731 128.30 128.30 128.30 128.30 +1.10 146 8,427 -28
Total Volume and Open Interest 16,345 173,842 +2,491
Orange Juice(NYBOT)
Sep07 070731 139.70 141.00 139.25 140.00 +0.30 1,836 14,069 -628
Nov07 070731 140.20 141.75 140.00 141.00 +0.25 1,128 8,623 +443
Jan08 070731 141.35 141.40 141.00 141.40 +0.05 39 3,524 -7
Mar08 070731 141.80 141.80 141.80 141.80 -0.25 5 2,610 +1
May08 070731 142.20 142.20 142.20 142.20 -0.55 101 634 +101
Jul08 070731 142.60 142.60 142.60 142.60 -1.15 0 111 +0
Total Volume and Open Interest 3,109 30,382 -90
Sugar #11(NYBOT)
Oct07 070731 10.28 10.35 10.22 10.33 +0.31 25,997 382,456 -2,802
Mar08 070731 10.40 10.45 10.37 10.42 +0.14 15,218 144,883 -1,574
May08 070731 10.44 10.44 10.42 10.42 +0.08 2,722 30,981 -91
Jul08 070731 10.51 10.51 10.45 10.51 +0.10 1,377 36,180 -203
Oct08 070731 10.80 10.80 10.77 10.77 +0.07 1,344 42,609 +326
Total Volume and Open Interest 48,754 685,598 -3,920
Sugar #14(NYBOT)
Jul07 070608 21.49 21.49 21.49 21.49 +0.01 4 1,009 +0
Sep07 070731 21.80 21.80 21.80 21.80 -0.95 0 1,162 +0
Nov07 070731 21.40 21.40 21.40 21.40 -0.05 7 2,211 +0
Jan08 070731 21.05 21.05 21.05 21.05 +0.02 12 2,278 -11
Mar08 070731 21.10 21.10 21.10 21.10 unch 11 2,417 -11
Total Volume and Open Interest 30 8,821 -48
London Cocoa(LCE)
Jul07 070716 1071 1071 1050 1054 -22 14,284 3,685 -13,010
Sep07 070731 1011 1040 996 1018 +5 3,773 61,054 -2,128
Dec07 070731 1031 1040 1018 1039 +8 3,669 52,661 +8
Mar08 070731 1041 1050 1030 1050 +8 1,054 35,993 +113
May08 070731 1047 1059 1041 1059 +9 198 12,520 +42
Jul08 070731 1056 1068 1056 1067 +9 166 11,375 +126
Sep08 070731 1067 1076 1067 1076 +9 20 9,187 +15
Total Volume and Open Interest 8,909 186,563 -1,805
London Coffee(LCE)
Jul07 070731 1822.00 1822.00 1787.00 1820.00 unch 138 110 -110
Sep07 070731 1826.00 1839.00 1818.00 1835.00 +8.00 4,856 77,803 -1,637
Nov07 070731 1835.00 1854.00 1833.00 1851.00 +10.00 4,263 60,259 +530
Jan08 070731 1820.00 1839.00 1818.00 1835.00 +10.00 1,273 17,834 +403
Mar08 070731 1802.00 1825.00 1802.00 1823.00 +8.00 265 6,994 +193
May08 070731 1822.00 1822.00 1822.00 1822.00 +10.00 489 3,033 +21
Total Volume and Open Interest 11,286 168,743 -599
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070731 310.00 311.80 307.00 309.40 +1.10 1,269 27,175 +313
Dec07 070731 307.10 310.30 307.00 308.70 +1.50 97 7,644 -9
Mar08 070731 309.40 310.80 309.30 310.20 +2.10 145 13,143 -6
May08 070731 309.50 309.50 309.50 309.50 +1.70 84 5,063 +60
Total Volume and Open Interest 1,652 61,981 +408
Cotton(NYBOT)
Oct07 070731 62.30 63.00 61.90 63.00 +0.51 454 5,854 -201
Dec07 070731 64.25 64.93 63.85 64.90 +0.35 11,080 151,712 +695
Mar08 070731 67.35 68.10 67.35 68.10 +0.46 1,541 38,673 +758
May08 070731 68.30 69.10 68.30 69.10 +0.65 100 3,276 +34
Jul08 070731 70.00 70.00 69.95 69.99 +0.39 85 3,455 -5
Oct08 070731 70.20 70.20 70.20 70.20 +0.40 0 87 +0
Total Volume and Open Interest 13,887 212,750 +1,635
Lumber(CME)
Sep07 070731 277.4 280.0 277.3 279.5 +3.0 1,739 4,788 -233
Nov07 070731 278.8 283.4 278.8 283.2 +3.6 1,115 2,389 +666
Jan08 070731 290.5 294.0 290.5 293.3 +4.7 13 133 +1
Mar08 070731 297.0 297.0 297.0 297.0 +3.5 2 38 +2
Total Volume and Open Interest 2,869 7,369 +436
Crude Oil(NYM)
Sep07 070731 77.20 78.25 77.00 78.21 +1.38 189,456 360,497 -8,675
Oct07 070731 76.75 77.65 76.63 77.60 +1.39 84,454 131,274 +1,450
Nov07 070731 75.45 76.90 75.45 76.82 +1.37 30,168 64,273 +810
Dec07 070731 75.60 76.05 75.60 76.05 +1.31 38,199 186,608 +1,315
Jan08 070731 74.65 75.40 74.65 75.40 +1.24 6,980 61,155 -622
Feb08 070731 74.75 74.88 74.75 74.88 +1.17 3,612 27,394 +997
Mar08 070731 73.85 74.51 73.85 74.51 +1.13 2,719 30,375 -551
Apr08 070731 74.19 74.19 74.19 74.19 +1.09 3,031 37,312 +888
May08 070731 73.20 73.94 73.20 73.94 +1.07 2,581 31,613 +760
Jun08 070731 73.75 73.75 73.75 73.75 +1.06 6,735 47,496 +1,391
Jul08 070731 73.56 73.56 73.56 73.56 +1.04 3,141 17,954 +729
Aug08 070731 73.40 73.40 73.40 73.40 +1.02 897 13,763 +329
Sep08 070731 72.90 73.24 72.90 73.24 +1.00 2,620 42,635 +783
Oct08 070731 73.09 73.09 73.09 73.09 +0.98 100 20,478 -619
Nov08 070731 72.95 72.95 72.95 72.95 +0.97 250 14,712 +200
Dec08 070731 72.33 72.82 72.33 72.82 +0.96 10,474 160,699 -732
Total Volume and Open Interest 394,201 1,502,562 -1,771
Heating Oil(NYM)
Aug07 070731 208.00 211.00 208.00 210.00 +3.49 18,232 8,661 -5,316
Sep07 070731 209.40 212.60 209.40 212.32 +4.01 34,567 87,002 +706
Oct07 070731 214.12 214.12 214.12 214.12 +3.91 6,130 28,501 +475
Nov07 070731 215.30 216.25 215.30 215.97 +3.81 2,046 13,498 +403
Dec07 070731 216.75 217.32 216.75 217.32 +3.56 3,828 33,547 +262
Jan08 070731 217.20 218.37 217.20 218.37 +3.46 2,089 17,592 -579
Feb08 070731 217.15 218.12 217.15 218.12 +3.21 865 12,084 +273
Mar08 070731 214.85 215.87 214.85 215.87 +3.11 406 4,846 +151
Apr08 070731 211.50 211.50 211.42 211.42 +3.01 259 5,444 -12
May08 070731 207.12 207.12 207.12 207.12 +2.91 55 1,718 +4
Jun08 070731 204.52 204.52 204.52 204.52 +2.86 664 14,862 +79
Jul08 070731 204.72 204.72 204.72 204.72 +2.81 41 470 +0
Total Volume and Open Interest 69,446 232,115 -3,503
Gasoline(NYMEX)
Aug07 070731 208.95 215.65 208.30 214.08 +5.52 17,741 18,299 -3,966
Sep07 070731 205.82 211.62 205.50 210.59 +4.67 30,748 81,587 +2,220
Oct07 070731 196.40 201.66 193.75 201.04 +4.17 8,272 33,135 +804
Nov07 070731 194.12 198.94 194.05 198.49 +4.12 2,548 12,011 +204
Dec07 070731 193.20 200.22 193.05 197.54 +4.02 2,658 16,034 +101
Jan08 070731 194.98 199.40 194.68 198.74 +3.82 483 8,657 -2
Feb08 070731 198.55 201.00 198.55 200.74 +3.62 261 3,531 +16
Mar08 070731 200.80 202.74 200.70 202.74 +3.47 116 4,871 +3
Apr08 070731 214.17 215.99 214.13 215.99 +3.32 117 4,820 -6
May08 070731 217.24 217.24 217.24 217.24 +3.27 55 2,007 +0
Total Volume and Open Interest 63,208 194,675 -483
e-MiNY RBOB Gasoline(NYMEX)
Sep07 070731 208.10 210.59 208.10 210.59 +4.67 0 3 +0
Oct07 070731 201.04 201.04 201.04 201.04 +4.17      
Nov07 070731 198.49 198.49 198.49 198.49 +4.12      
Dec07 070731 197.54 197.54 197.54 197.54 +4.02      
Total Volume and Open Interest 0 10 -1
Natural Gas(NYM)
Sep07 070731 6.545 6.585 6.185 6.191 -0.308 51,983 144,610 -924
Oct07 070731 6.765 6.775 6.420 6.421 -0.293 18,763 88,805 -516
Nov07 070731 7.490 7.490 7.374 7.374 -0.285 7,680 40,048 +209
Dec07 070731 8.580 8.580 8.285 8.294 -0.250 4,019 47,930 +572
Jan08 070731 8.970 8.970 8.694 8.694 -0.245 4,738 41,756 -120
Feb08 070731 9.000 9.000 8.714 8.714 -0.243 1,579 33,683 +61
Mar08 070731 8.554 8.554 8.554 8.554 -0.241 4,432 48,391 -1,074
Apr08 070731 8.200 8.200 7.989 7.989 -0.146 3,455 41,032 +806
May08 070731 7.969 7.969 7.969 7.969 -0.141 171 28,571 +19
Jun08 070731 8.064 8.064 8.064 8.064 -0.138 90 14,742 -21
Jul08 070731 8.180 8.180 8.167 8.167 -0.135 10 6,955 -3
Aug08 070731 8.375 8.375 8.240 8.240 -0.135 34 9,544 +2
Sep08 070731 8.300 8.320 8.300 8.300 -0.135 38 6,310 +13
Oct08 070731 8.427 8.427 8.427 8.427 -0.133 260 26,655 +266
Nov08 070731 8.897 8.897 8.897 8.897 -0.133 107 11,476 +1
Dec08 070731 9.390 9.390 9.377 9.377 -0.133 20 13,689 -5
Total Volume and Open Interest 101,859 806,938 -742
Brent Crude Oil(ICE)
Sep07 070731 75.60 77.18 75.47 77.05 +1.31 74,570 112,716 -3,338
Oct07 070731 75.37 77.00 75.32 76.88 +1.33 47,188 141,501 -1,626
Nov07 070731 75.20 76.79 75.14 76.66 +1.31 19,418 45,510 +542
Dec07 070731 74.84 76.40 74.82 76.29 +1.26 18,205 93,736 +1,456
Jan08 070731 74.59 75.93 74.58 75.92 +1.19 4,824 26,360 -699
Feb08 070731 74.38 75.62 74.38 75.59 +1.12 3,065 18,156 +102
Mar08 070731 75.02 75.29 74.98 75.29 +1.02 1,146 10,177 -327
Apr08 070731 74.90 75.04 74.90 75.04 +0.96 1,174 9,181 +304
May08 070731 74.18 74.76 74.18 74.76 +0.92 4,248 4,547 -3,399
Jun08 070731 74.10 74.54 74.09 74.51 +0.88 5,728 24,647 -742
Jul08 070731 74.35 74.35 74.35 74.35 +0.89 0 2,972 +69
Aug08 070731 74.20 74.20 74.20 74.20 +0.90 0 1,687 +0
Sep08 070731 74.01 74.01 74.01 74.01 +0.86 0 2,417 -9
Oct08 070731 73.83 73.83 73.83 73.83 +0.81 0 4,987 +0
Total Volume and Open Interest 186,197 645,519 -7,700
Gas Oil(ICE)
Aug07 070731 646.75 659.25 644.75 654.75 +10.00 28,771 44,930 -6,418
Sep07 070731 649.25 662.00 647.25 657.50 +10.50 27,728 92,012 +1,520
Oct07 070731 649.50 664.25 649.50 659.75 +10.50 11,093 33,272 +141
Nov07 070731 652.75 665.75 652.75 661.50 +10.00 4,348 19,074 -278
Dec07 070731 655.75 667.75 655.75 663.25 +9.50 7,758 45,055 -1,493
Jan08 070731 664.25 673.00 664.25 668.25 +9.25 3,941 32,427 +426
Feb08 070731 661.25 668.25 660.75 663.25 +8.75 2,274 8,206 -331
Mar08 070731 659.50 659.50 658.50 658.50 +9.00 0 6,887 +150
Apr08 070731 653.00 653.00 653.00 653.00 +8.25 0 2,857 +0
May08 070731 649.00 649.00 649.00 649.00 +8.75 0 2,473 +0
Total Volume and Open Interest 85,913 338,850 -6,323
US Dollar Index(NYBOT)
Sep07 070731 80.895 80.925 80.660 80.660 -0.060 3,032 39,777 +297
Dec07 070731 80.450 80.460 80.450 80.460 -0.060 12 3,424 +10
Mar08 070731 80.250 80.290 80.250 80.290 -0.060 2 636 +2
Total Volume and Open Interest 3,046 43,846 +309
Australian Dollar(CME)
Sep07 070731 85.77 85.77 85.48 85.48 +0.38 5,682 107,838 -1,303
Dec07 070731 85.21 85.21 85.21 85.21 +0.38 0 1,080 +31
Mar08 070731 84.90 84.90 84.90 84.90 +0.38 0 153 +0
Total Volume and Open Interest 5,682 109,084 -1,275
British Pound(CME)
Sep07 070731 203.20 203.36 203.20 203.33 +1.20 1,777 131,200 -7,740
Dec07 070731 202.95 202.95 202.95 202.95 +1.20 0 625 -8
Mar08 070731 202.45 202.45 202.45 202.45 +1.20 0 15 +1
Total Volume and Open Interest 1,777 131,863 -7,747
Canadian Dollar(CME)
Sep07 070731 94.33 94.35 93.75 94.01 +0.34 1,027 128,242 -4,349
Dec07 070731 94.08 94.25 94.04 94.14 +0.34 20 4,291 +69
Mar08 070731 94.22 94.22 94.22 94.22 +0.34 0 586 +4
Jun08 070731 94.24 94.24 94.24 94.24 +0.34 0 315 -3
Total Volume and Open Interest 1,056 133,645 -4,273
Japanese Yen(CME)
Sep07 070731 84.35 84.72 84.27 84.69 -0.02 5,336 227,739 -4,795
Dec07 070731 85.63 85.63 85.63 85.63 -0.02 0 14,844 +31
Mar08 070731 86.52 86.52 86.52 86.52 -0.02 0 41 +2
Total Volume and Open Interest 5,336 258,007 -4,760
Swiss Franc(CME)
Sep07 070731 83.34 83.49 83.34 83.46 +0.06 4,015 118,784 +6,995
Dec07 070731 83.87 83.97 83.87 83.97 +0.06 0 192 +60
Mar08 070731 84.41 84.41 84.41 84.41 +0.06 0 12 +0
Total Volume and Open Interest 4,015 118,994 +7,055
EuroFX(CME)
Sep07 070731 137.37 137.39 137.04 137.11 +0.01 1,860 216,144 +0
Dec07 070731 137.42 137.42 137.42 137.42 +0.01 0 2,011 +66
Mar08 070731 137.65 137.65 137.65 137.65 +0.01 0 116 +0
Total Volume and Open Interest 1,860 218,341 +66
Mexican Peso(CME)
Aug07 070731 912.2 912.2 912.2 912.2 -2.5 0 3 +0
Sep07 070731 914.8 914.8 910.2 910.2 -2.5 2,564 73,256 -3,251
Total Volume and Open Interest 2,564 96,029 -3,249
30-Year T-Bonds(CBOT)
Sep07 070731 109~20 110~11 109~06 110~02 +0~14 394,778 997,552 +24,111
Dec07 070731 109~26 110~08 109~06 109~31 +0~14 755 7,009 +20
Mar08 070731 109~07 110~06 109~06 109~30 +0~14 126 410 +76
Total Volume and Open Interest 395,659 1,004,986 +24,217
10-Year T-Notes(CBOT)
Sep07 070731 107~065 107~205 106~260 107~135 +0~065 1,452,188 2,821,648 +73,760
Dec07 070731 107~020 107~150 106~245 107~085 +0~070 31,058 99,454 +5,592
Total Volume and Open Interest 1,483,246 2,922,465 +79,352
5-Year T-Notes(CBOT)
Sep07 070731 105~055 105~155 105~045 105~150 +0~040 528,981 0 +0
Dec07 070731 105~055 105~150 105~035 105~150 +0~035 10,977 0 +0
Mar08 070731 105~145 105~145 105~145 105~145 +0~035      
Total Volume and Open Interest 539,958    
2 Year T-Notes(CBOT)
Sep07 070731 102~042 102~060 102~040 102~060 +0~004 1,589 1,032,563 -4,993
Dec07 070731 102~077 102~077 102~077 102~077 +0~005 700 11,778 +2,136
Total Volume and Open Interest 2,289 1,044,341 -2,857
Eurodollars(CME)
Sep07 070731 94.700 94.735 94.695 94.725 unch 29,391 1,603,764 -15,974
Dec07 070731 94.860 94.910 94.855 94.905 +0.005 26,920 1,620,777 +27,854
Mar08 070731 95.000 95.065 94.995 95.060 +0.010 31,212 1,845,033 +4,495
Jun08 070731 95.080 95.150 95.070 95.145 +0.015 19,186 1,537,548 -12,811
Sep08 070731 95.105 95.165 95.090 95.165 +0.015 21,387 1,185,357 +23,784
Dec08 070731 95.085 95.145 95.075 95.145 +0.015 13,404 975,517 +2,464
Mar09 070731 95.045 95.100 95.035 95.100 +0.015 29,134 660,208 +34,558
Jun09 070731 94.970 95.030 94.965 95.030 +0.025 11,530 492,367 +9,546
Sep09 070731 94.885 94.950 94.880 94.950 +0.030 7,391 295,967 -127
Dec09 070731 94.800 94.865 94.795 94.865 +0.035 9,075 226,958 +8,248
Mar10 070731 94.735 94.800 94.735 94.800 +0.040 8,689 172,506 +3,117
Jun10 070731 94.695 94.735 94.685 94.735 +0.045 8,347 126,739 +61
Sep10 070731 94.625 94.685 94.625 94.680 +0.050 4,954 88,097 -2,478
Dec10 070731 94.575 94.625 94.575 94.620 +0.050 5,010 109,581 +987
Mar11 070731 94.530 94.580 94.530 94.580 +0.055 5,292 96,354 +674
Jun11 070731 94.470 94.535 94.470 94.535 +0.055 2,177 89,326 -786
Sep11 070731 94.425 94.500 94.425 94.495 +0.060 4,008 63,916 -788
Dec11 070731 94.385 94.445 94.380 94.445 +0.060 2,053 47,902 +34
Total Volume and Open Interest 247,346 11,444,149 +84,167
3-Mth Euro-Yen(CME)
Sep07 070731 99.15 99.15 99.14 99.15 -0.02 454 20,078 -475
Dec07 070731 99.05 99.05 99.05 99.05 -0.02 700 10,549 +633
Mar08 070731 98.93 98.93 98.93 98.93 -0.03 452 7,301 +327
Jun08 070731 98.85 98.85 98.85 98.85 -0.03 64 4,174 -160
Sep08 070731 98.76 98.76 98.76 98.76 -0.03 0 2,818 -100
Dec08 070731 98.67 98.67 98.67 98.67 -0.02 0 994 +0
Mar09 070731 98.58 98.58 98.58 98.58 -0.03 0 100 +0
Jun09 070731 98.51 98.51 98.51 98.51 -0.02      
Sep09 070731 98.42 98.42 98.42 98.42 -0.02      
Dec09 070731 98.34 98.34 98.34 98.34 -0.02      
Total Volume and Open Interest 1,670 46,014 +225
3-Mth Euro-Yen(SGX)
Sep07 070731 99.15 99.15 99.15 99.15 -0.01 2,927 76,747 +718
Dec07 070731 99.06 99.07 99.05 99.05 -0.01 3,718 60,823 -1,355
Mar08 070731 98.94 98.95 98.93 98.94 -0.01 2,957 41,974 -1,126
Jun08 070731 98.86 98.86 98.85 98.86 -0.01 8,168 19,989 -2,749
Sep08 070731 98.77 98.77 98.76 98.76 -0.01 42 12,716 -68
Dec08 070731 98.67 98.67 98.67 98.67 -0.02 58 6,177 +42
Mar09 070731 98.58 98.58 98.58 98.58 -0.02 0 4,555 +0
Jun09 070731 98.50 98.50 98.50 98.50 -0.02 0 368 +0
Total Volume and Open Interest 17,870 225,149 -4,538
Japanese Gov't Bonds(SGX)
Sep07 070730 133.40 133.40 132.96 133.12 -0.03 683 31,020 -869
Dec07 070731 132.83 132.83 132.56 132.83 -0.07 0 2 -1
Mar08 070731 132.83 132.83 132.83 132.83 -0.07      
Total Volume and Open Interest 3,292 29,928 -1,095
Euro-Bund(EUREX)
Sep07 070730 112.80 113.34 112.80 113.13 +0.24 2,221,290 1,848,740 +56,335
Dec07 070731 112.42 112.75 112.17 112.38 -0.37 5,782 23,656 +2,599
Mar08 070731 112.52 112.52 112.52 112.52 -0.40 1,498 10 +0
Total Volume and Open Interest 1,858,903 1,863,956 -5,851
Euro-Bobl(EUREX)
Sep07 070731 107.16 107.28 106.97 107.06 -0.27 952,573 1,272,746 -10,125
Dec07 070731 106.87 106.91 106.87 106.88 -0.28 103 31 +0
Mar08 070731 106.76 106.76 106.76 106.76 -0.27 278 0 +0
Total Volume and Open Interest 952,954 1,272,777 -10,125
3-Mth Euribor(EUREX)
Sep07 070731 95.630 95.635 95.630 95.635 -0.015 2,256 21,639 +186
Dec07 070731 95.510 95.515 95.505 95.510 -0.040 934 9,999 +103
Mar08 070731 95.450 95.455 95.445 95.450 -0.050 707 9,411 +0
Total Volume and Open Interest 5,922 50,437 +1,686
Long Gilt(LIFFE)
Sep07 070731 105~18 105~20 105~12 105~17 -0~11 98,046 357,822 -11,124
Dec07 070731 105~21 105~21 105~21 105~21 -0~11      
Total Volume and Open Interest 98,046 357,822 -11,124
3-Mth Short Sterling(LIFFE)
Sep07 070731 93.88 93.88 93.88 93.88 -0.01 43,608 502,379 -3,582
Dec07 070731 93.83 93.83 93.83 93.83 unch 72,020 557,692 -5,819
Mar08 070731 93.81 93.81 93.81 93.81 -0.01 84,564 481,630 -1,133
Jun08 070731 93.82 93.82 93.82 93.82 -0.01 50,328 442,439 -727
Sep08 070731 93.84 93.84 93.84 93.84 -0.01 42,741 348,821 -1,919
Dec08 070731 93.85 93.85 93.85 93.85 -0.01 26,101 242,949 +4,084
Total Volume and Open Interest 346,341 2,903,051 -16,130
3-Mth Euribor(LIFFE)
Sep07 070731 95.640 95.645 95.625 95.630 -0.020 177,629 864,914 -5,607
Dec07 070731 95.520 95.530 95.495 95.505 -0.040 314,032 932,645 -27,026
Mar08 070731 95.470 95.490 95.435 95.445 -0.050 248,411 605,678 -7,798
Total Volume and Open Interest 1,321,597 4,129,685 -17,278
3-Mth Aus T-Bills(SFE)
Sep07 070731 93.37 93.37 93.35 93.37 -0.01 19,279 469,399 -4,009
Dec07 070731 93.24 93.24 93.21 93.22 -0.04 31,883 310,584 +3,520
Mar08 070731 93.12 93.12 93.09 93.11 -0.03 15,590 152,987 +7,753
Jun08 070731 93.03 93.04 93.00 93.02 -0.04 12,301 122,002 +6,352
Sep08 070731 93.01 93.01 92.98 92.99 -0.05 3,141 58,848 +402
Dec08 070731 93.01 93.01 92.98 92.99 -0.05 1,200 42,175 -1,236
Mar09 070731 92.99 92.99 92.98 92.99 -0.04 252 28,417 -1,294
Jun09 070731 93.00 93.00 92.98 92.98 -0.05 1,090 17,191 -246
Sep09 070731 92.99 92.99 92.99 92.99 -0.03 86 1,637 -4
Dec09 070731 93.00 93.00 93.00 93.00 -0.01 0 644 +0
Total Volume and Open Interest 84,822 1,204,082 +11,238
10-Year Aus T-Bonds(SFE)
Sep07 070731 93.97 93.98 93.96 93.97 -0.05 77,793 650,519 +25,749
Dec07 070731 93.97 93.97 93.97 93.97 -0.05      
Total Volume and Open Interest 77,793 650,519 +25,749
3-Year Aus T-Bonds(SFE)
Sep07 070731 93.62 93.64 93.61 93.61 -0.06 80,737 739,100 -55,920
Dec07 070731 93.61 93.61 93.61 93.61 -0.06      
Total Volume and Open Interest 80,737 739,100 -55,920
Gold(CMX)
Aug07 070731 668.0 668.0 663.5 666.9 +2.8 36,526 17,462 -11,556
Oct07 070731 674.8 674.8 672.4 673.0 +2.7 7,769 38,648 +4,742
Dec07 070731 680.7 680.8 675.5 679.3 +2.7 56,245 195,084 +6,907
Feb08 070731 685.6 685.6 685.3 685.3 +2.7 1,365 12,833 +487
Apr08 070731 691.3 691.3 691.3 691.3 +2.8 615 23,750 +600
Jun08 070731 697.2 697.2 697.2 697.2 +2.8 305 15,908 +300
Aug08 070731 702.9 702.9 702.9 702.9 +2.8 50 2,700 +0
Oct08 070731 708.7 708.7 708.7 708.7 +2.9 1 1,469 +0
Dec08 070731 714.5 714.5 714.5 714.5 +3.0 193 17,435 +154
Feb09 070731 720.5 720.5 720.5 720.5 +3.1 100 9,965 +0
Apr09 070731 726.3 726.3 726.3 726.3 +3.2 200 1,700 +0
Jun09 070731 732.2 732.2 732.2 732.2 +3.2 15 10,463 +0
Total Volume and Open Interest 104,488 362,929 +1,819
Silver(CMX)
Sep07 070731 1306.0 1309.0 1292.0 1301.7 +11.4 12,182 65,748 -1,094
Dec07 070731 1329.0 1329.0 1308.0 1319.7 +11.8 1,724 25,544 +494
Mar08 070731 1337.0 1337.0 1337.0 1337.0 +12.0 60 5,644 +56
May08 070731 1347.5 1347.5 1347.5 1347.5 +12.2 4 4,262 +0
Jul08 070731 1361.0 1361.0 1357.6 1357.6 +12.4 69 4,397 -2
Sep08 070731 1368.2 1368.2 1368.2 1368.2 +12.4 100 719 +0
Dec08 070731 1382.1 1382.1 1382.1 1382.1 +12.4 6 4,797 +3
Total Volume and Open Interest 14,351 118,493 -437
Platinum(NYM)
Oct07 070731 1305.0 1311.5 1298.0 1302.6 +15.8 3,282 15,318 -1,130
Jan08 070731 1307.6 1307.6 1307.6 1307.6 +15.8 8 116 +8
Total Volume and Open Interest 3,290 15,434 -1,122
Palladium(NYME)
Sep07 070731 370.00 370.00 365.50 366.90 -0.40 1,232 16,566 -132
Dec07 070731 373.00 373.00 371.90 371.90 -0.40 135 1,130 +65
Mar08 070731 377.15 377.15 377.15 377.15 -0.40      
Total Volume and Open Interest 1,367 17,696 -67
Copper(CMX)
Sep07 070731 365.00 366.00 362.00 364.85 +6.00 7,456 52,329 -165
Dec07 070731 362.20 362.25 360.00 362.15 +5.75 1,668 22,300 +517
Mar08 070731 356.50 356.50 356.20 356.20 +5.75 141 3,400 +75
May08 070731 350.85 350.85 350.85 350.85 +5.80 31 579 +21
Jul08 070731 345.15 345.15 345.15 345.15 +5.80 2 436 +0
Total Volume and Open Interest 14,170 88,909 +299
Aluminum(CMX)
Aug07 070731 117.55 117.55 117.55 117.55 -1.00 28 40 +0
Sep07 070731 118.25 118.25 118.25 118.25 -1.00 14 54 +0
Oct07 070731 119.00 119.00 119.00 119.00 -1.00 40 40 +0
Nov07 070731 119.75 119.75 119.75 119.75 -1.00 1 40 +0
Dec07 070731 120.50 120.50 120.50 120.50 -1.00 1 154 +0
Jan08 070731 120.50 120.50 120.50 120.50 -1.00      
Total Volume and Open Interest 84 328 +0
DJIA Index(CBOT)
Sep07 070731 13512 13545 13230 13275 -136 3,831 34,903 +122
Dec07 070731 13610 13620 13372 13372 -136 41 162 +21
Mar08 070731 13495 13495 13495 13495 -136 0 1 +0
Jun08 070731 13595 13595 13595 13595 -136      
Total Volume and Open Interest 3,872 35,066 +143
S & P 500(CME)
Sep07 070731 1490.30 1494.90 1456.50 1461.90 -18.80 43,322 581,062 -174
Dec07 070731 1502.50 1503.00 1472.00 1473.90 -19.00 656 12,929 +126
Mar08 070731 1485.10 1485.10 1485.10 1485.10 -19.30 0 6,993 +0
Jun08 070731 186.38 186.38 186.38 186.38 -19.30 0 203 +0
Total Volume and Open Interest 43,978 601,201 -48
S & P 500 E-Mini(Globex)
Sep07 070731 1480.50 1495.75 1456.25 1462.00 -18.75 2,212,883 1,893,840 -23,508
Dec07 070731 1494.25 1508.25 1468.75 1474.00 -19.00 3,745 13,459 +1,872
Total Volume and Open Interest 2,216,628 1,907,299 -21,636
NASDAQ 100(CME)
Sep07 070731 2005.00 2005.50 1942.50 1945.80 -47.50 5,417 66,933 +1,856
Dec07 070731 1968.80 1968.80 1968.80 1968.80 -47.70 0 30 +0
Mar08 070731 1991.80 1991.80 1991.80 1991.80 -47.70 0 10 +10
Total Volume and Open Interest 5,417 66,973 +1,866
NASDAQ 100 E-Mini(Globex)
Sep07 070731 1992.50 2011.50 1942.30 1945.80 -47.50 442,171 453,804 +17,178
Dec07 070731 2029.80 2034.00 1962.50 1968.80 -47.70 163 480 +0
Total Volume and Open Interest 442,171 453,804 +16,698
S & P Midcap 400(CME)
Sep07 070731 877.50 881.00 858.00 861.40 -8.80 327 6,464 -161
Dec07 070731 870.90 870.90 870.90 870.90 -8.80      
Mar08 070731 880.60 880.60 880.60 880.60 -8.80      
Total Volume and Open Interest 327 6,464 -161
Russell 2000(CME)
Sep07 070731 796.00 798.50 776.00 781.00 -5.80 3,021 49,472 +2,206
Dec07 070731 787.00 787.00 787.00 787.00 -6.10 10 24 +10
Mar08 070731 806.50 806.50 806.50 806.50 +5.80      
Total Volume and Open Interest 3,031 49,496 +2,216
Russell 2000 E-Mini(Globex)
Sep07 070731 786.50 798.40 774.50 781.00 -5.80 321,211 644,094 +2,029
Dec07 070731 793.20 804.30 781.10 787.00 -6.10 275 1,088 +30
Mar08 070731 806.50 806.50 806.50 806.50 +5.80      
Total Volume and Open Interest 321,486 645,182 +2,059
Value Line(KCBT)
Sep07 070731 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070731 17280 17320 17195 17270 -25 115,186 262,058 +7,935
Dec07 070731 17260 17280 17175 17220 -40 8 494 +51
Total Volume and Open Interest 115,199 262,799 +8,117
Nikkei 225(SGX)
Sep07 070731 17280 17320 17195 17270 -25 115,186 262,058 +7,935
Dec07 070731 17260 17280 17175 17220 -40 8 494 +51
Mar08 070731 17245 17245 17245 17245 -40      
Total Volume and Open Interest 115,199 262,799 +7,732
CAC 40(EURONEXT)
Jul07 070720 6049.5 6075.5 5995.0 5999.5 -66.0 184,643 601,550 -10,380
Aug07 070731 5710.5 5774.5 5701.0 5764.5 +108.0 204,890 516,118 -21,580
Sep07 070731 5732.5 5793.0 5726.0 5786.5 +109.0 1,333 41,182 +191
Total Volume and Open Interest 206,306 558,773 -21,338
Hang Seng Index(HKFE)
Jul07 070730 22450 22680 22443 22618 +51 89,139 79,927 -24,992
Aug07 070731 22875 23228 22865 23219 +490 76,334 109,573 +31,338
Sep07 070731 22848 23208 22848 23190 +492 489 2,707 +67
Total Volume and Open Interest 177,376 168,367 +6,677
DAX(EUREX)
Sep07 070731 7566.0 7678.0 7539.5 7614.0 +106.0 264,593 388,713 +9,731
Dec07 070731 7652.0 7750.0 7631.0 7696.5 +107.0 1,022 14,273 +85
Mar08 070731 7737.5 7820.0 7737.5 7783.0 +110.0 42 1,720 +11
Total Volume and Open Interest 265,657 404,706 +9,827
FT-SE 100(EURONEXT)
Sep07 070731 6265.00 6376.00 6255.00 6353.50 +137.50 143,393 497,702 +2,520
Dec07 070731 6327.00 6424.00 6327.00 6412.50 +139.00 45 11,934 +11
Mar08 070731 6341.50 6430.00 6341.50 6430.00 +141.00 10 589 +10
Total Volume and Open Interest 143,448 510,225 +2,541
SPI 200(SFE)
Sep07 070731 6096.0 6131.0 6077.0 6123.0 +50.0 34,028 353,519 +16,842
Dec07 070731 6150.0 6172.0 6131.0 6168.0 +48.0 220 4,627 +108
Mar08 070731 6155.0 6182.0 6140.0 6176.0 +47.0 14 1,060 -18
Total Volume and Open Interest 34,264 360,802 +16,932
GSCI(CME)
Aug07 070731 513.50 516.60 513.00 516.60 +6.15 513 20,124 -240
Sep07 070731 517.70 517.70 517.70 517.70 +6.20 300 597 +299
Oct07 070731 519.50 519.50 519.50 519.50 +6.00      
Total Volume and Open Interest 813 20,721 +59
Reuters CRB Index(NYBOT)
Aug07 070731 420.75 424.75 420.50 424.75 +4.00 4 108 +0
Nov07 070731 427.50 432.75 426.25 432.75 +4.00 32 769 -14
Jan08 070731 430.75 434.75 430.75 434.75 +4.00 0 408 +0
Total Volume and Open Interest 36 1,502 -14
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

Banner

Login

Newsflash

With food inflation surging and some grain prices reaching historic levels, you may find MRCI's new 2022 Historical Grains Report especially valuable this year! More info here: https://bit.ly/3CDOmTz