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 Fri August 03, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug07 070803 835.50 841.00 834.00 839.00 +8.00 5,406 5,907 -1,498
Sep07 070803 844.50 850.00 840.50 844.75 +6.50 6,383 28,566 -1,192
Nov07 070803 860.00 866.50 857.00 861.00 +6.50 11,885 303,949 -3,580
Jan08 070803 874.00 878.00 871.00 874.25 +6.25 280 31,403 -80
Mar08 070803 883.00 890.00 883.00 885.50 +5.00 447 19,567 -77
May08 070803 894.00 897.00 892.00 894.00 +5.75 544 22,783 +133
Jul08 070803 906.00 907.00 902.00 903.75 +4.75 2,194 32,015 +892
Total Volume and Open Interest 29,406 498,783 -5,414
Soybean Meal(CBOT)
Aug07 070803 219.50 222.20 219.30 222.20 +4.30 3,488 4,429 -1,724
Sep07 070803 222.20 224.80 221.50 223.90 +3.80 8,090 35,201 -476
Oct07 070803 224.50 227.00 224.00 226.20 +3.50 975 13,872 +254
Dec07 070803 228.00 230.70 227.50 229.30 +2.90 7,850 86,491 +640
Jan08 070803 232.00 233.20 230.50 232.20 +2.70 1,415 11,774 +321
Mar08 070803 235.00 237.50 234.00 235.90 +3.70 1,642 12,980 +524
May08 070803 238.00 240.00 238.00 239.60 +2.40 1,006 13,565 +350
Jul08 070803 241.00 243.00 240.50 242.50 +2.50 409 12,274 +4
Total Volume and Open Interest 25,352 201,059 +63
Soybean Oil(CBOT)
Aug07 070803 37.40 37.44 37.25 37.35 -0.08 1,921 4,842 -1,554
Sep07 070803 37.62 37.72 37.49 37.59 -0.05 5,554 53,742 -641
Oct07 070803 37.92 37.93 37.75 37.87 -0.03 815 18,617 -530
Dec07 070803 38.32 38.50 38.21 38.33 -0.02 6,390 166,021 +1,006
Jan08 070803 38.64 38.72 38.55 38.55 -0.03 381 15,279 +314
Mar08 070803 38.92 38.99 38.72 38.84 -0.04 362 8,127 +256
May08 070803 39.05 39.10 38.90 39.03 -0.02 843 8,112 +304
Jul08 070803 39.38 39.38 39.12 39.25 -0.05 863 9,789 +40
Total Volume and Open Interest 18,194 294,037 -314
Canola(WCE)
Corn(CBOT)
Sep07 070803 325.50 330.00 322.25 326.50 +2.50 13,241 302,024 -5,800
Dec07 070803 343.00 346.00 338.50 343.00 +1.75 20,052 532,347 +3,845
Mar08 070803 359.00 361.00 355.50 358.75 +2.50 1,382 97,978 +243
May08 070803 369.00 371.00 365.00 368.75 +2.00 313 28,839 +169
Jul08 070803 378.25 381.25 372.00 377.50 +1.25 2,251 70,899 +1,826
Sep08 070803 384.00 385.00 382.00 383.50 +0.75 252 10,322 +151
Total Volume and Open Interest 39,922 1,207,369 +2,565
Wheat(CBOT)
Sep07 070803 648.00 652.00 645.00 650.00 +8.25 8,364 175,080 -2,928
Dec07 070803 668.00 670.00 664.00 669.00 +5.50 7,342 176,472 +4,733
Mar08 070803 663.00 663.50 660.50 661.25 +5.00 643 17,950 +342
May08 070803 633.00 633.00 628.00 628.00 -1.50 20 3,666 +31
Jul08 070803 557.50 559.50 551.50 551.50 -2.50 1,712 44,346 +236
Total Volume and Open Interest 18,187 436,006 +2,382
Wheat(KCBT)
Sep07 070803 638.00 643.00 638.00 639.75 +5.25 10,460 80,889 -1,216
Dec07 070803 655.00 657.00 652.00 655.00 +4.25 7,771 54,945 +2,653
Mar08 070803 654.50 659.00 654.00 656.50 +5.50 491 5,315 -33
May08 070803 625.00 625.00 625.00 625.00 +5.00 0 46 +0
Jul08 070803 565.00 565.00 562.00 562.00 unch 521 9,965 +130
Total Volume and Open Interest 19,250 152,834 +1,530
Wheat(MGE)
Sep07 070803 640.00 645.00 640.00 643.50 +6.75 2,194 22,046 +265
Dec07 070803 654.00 658.50 653.50 655.25 +4.50 1,754 26,982 +557
Mar08 070803 665.00 667.00 664.00 664.00 +2.25 273 3,226 +106
May08 070803 658.00 658.00 658.00 658.00 +1.00 6 134 +4
Jul08 070803 610.00 614.00 610.00 614.00 -5.00 2 286 +1
Total Volume and Open Interest 4,243 54,614 +935
Oats(CBOT)
Sep07 070803 259.00 260.75 257.00 258.00 -2.00 148 984 -31
Dec07 070803 267.00 271.00 266.00 269.00 -1.00 240 11,164 +73
Mar08 070803 275.75 275.75 275.75 275.75 unch 44 1,158 -22
May08 070803 278.00 278.00 278.00 278.00 +1.00 0 30 +2
Total Volume and Open Interest 432 13,357 +22
Rough Rice(CBOT)
Sep07 070803 10.58 10.58 10.45 10.45 -0.11 178 4,686 -78
Nov07 070803 10.88 10.88 10.78 10.78 -0.10 112 8,927 +86
Jan08 070803 11.10 11.10 11.10 11.10 -0.10 30 1,377 +32
Mar08 070803 11.35 11.35 11.35 11.35 -0.10 0 551 +3
Total Volume and Open Interest 320 15,743 +43
Live Cattle(CME)
Aug07 070803 93.035 93.980 92.650 93.600 +0.670 8,342 22,709 -3,315
Oct07 070803 98.050 98.800 97.650 97.980 -0.170 15,959 145,321 +1,854
Dec07 070803 99.900 100.600 99.400 100.080 +0.130 4,835 49,329 +931
Feb08 070803 99.450 99.950 99.050 99.350 -0.100 1,477 20,490 +194
Apr08 070803 99.300 99.700 99.100 99.450 unch 498 11,018 +52
Jun08 070803 94.700 95.200 94.700 94.950 unch 202 3,255 +74
Total Volume and Open Interest 31,320 252,720 -206
Feeder Cattle(CME)
Aug07 070803 116.050 116.400 115.500 115.930 unch 1,171 7,868 -337
Sep07 070803 116.350 116.700 115.950 116.330 -0.020 2,090 11,461 -546
Oct07 070803 117.050 117.350 116.600 117.200 -0.130 1,566 7,446 -49
Nov07 070803 116.850 117.100 116.450 117.050 -0.050 1,075 2,444 +316
Jan08 070803 113.950 114.180 113.700 114.180 +0.180 108 1,725 +34
Mar08 070803 111.100 111.750 111.100 111.750 +0.450 13 339 +2
Apr08 070803 111.500 112.500 111.500 112.500 +0.500 5 104 +4
Total Volume and Open Interest 6,056 31,601 -569
Lean Hogs(CME)
Aug07 070803 74.000 75.600 74.000 74.385 +1.250 4,108 10,774 -1,366
Oct07 070803 75.550 77.700 75.550 77.600 +2.900 14,504 85,165 -92
Dec07 070803 73.000 74.700 73.000 74.580 +1.930 6,290 47,238 +1,355
Feb08 070803 71.850 73.500 71.850 73.350 +1.270 3,356 19,330 -359
Apr08 070803 71.000 72.225 71.000 72.200 +0.975 1,604 11,410 +414
May08 070803 75.600 76.850 75.600 76.800 +0.750 27 1,447 +26
Jun08 070803 76.535 77.800 76.535 77.800 +1.000 551 7,264 +174
Jul08 070803 75.000 76.500 75.000 76.450 +1.450 115 2,079 +96
Total Volume and Open Interest 30,580 184,952 +268
Pork Bellies(CME)
Aug07 070803 83.600 83.950 80.000 80.000 -4.500 413 351 -200
Feb08 070803 86.300 88.500 86.250 87.350 +0.050 307 571 +134
Mar08 070803 88.750 89.500 88.000 88.000 -1.000 0 6 +0
May08 070803 90.000 90.000 90.000 90.000 -0.250 1 10 +0
Total Volume and Open Interest 721 938 -66
Class III Milk(CME)
Aug07 070803 20.00 20.00 19.99 19.99 -0.06 73 4,727 -4
Sep07 070803 19.40 19.50 19.33 19.40 +0.16 270 4,510 +51
Oct07 070803 18.40 18.40 18.27 18.35 +0.19 170 3,615 +11
Nov07 070803 17.83 17.95 17.80 17.80 +0.12 215 3,246 +9
Dec07 070803 17.10 17.15 17.00 17.09 +0.17 166 3,153 +3
Total Volume and Open Interest 1,319 33,676 +146
Cocoa(NYBOT)
Sep07 070803 1914 1927 1890 1893 -21 7,918 62,902 -3,124
Dec07 070803 1953 1960 1929 1929 -20 4,518 50,673 +1,430
Mar08 070803 1980 2049 1953 1953 -22 391 21,429 +109
May08 070803 1968 1968 1968 1968 -20 93 4,599 +58
Jul08 070803 1982 1982 1982 1982 -23 119 2,899 -77
Sep08 070803 1999 1999 1999 1999 -22 62 3,937 +0
Dec08 070803 2026 2026 2026 2026 -19 205 10,130 +132
Total Volume and Open Interest 13,306 156,581 -1,472
Coffee "C"(NYBOT)
Sep07 070803 117.05 118.40 117.00 117.65 +1.45 21,660 80,870 -3,803
Dec07 070803 121.25 122.30 121.20 121.55 +1.40 10,766 51,442 +3,215
Mar08 070803 124.95 125.30 124.95 125.10 +1.35 5,203 15,774 +374
May08 070803 127.20 127.20 127.20 127.20 +1.35 3,748 5,853 -1
Jul08 070803 129.15 129.15 129.15 129.15 +1.30 2,419 3,132 -725
Sep08 070803 130.95 130.95 130.95 130.95 +1.25 1,107 8,414 -17
Total Volume and Open Interest 46,439 174,163 -208
Orange Juice(NYBOT)
Sep07 070803 140.75 142.50 136.05 142.45 +1.20 2,153 12,047 -829
Nov07 070803 141.55 143.00 137.50 142.80 +0.70 1,129 10,568 +581
Jan08 070803 140.00 142.95 140.00 142.95 +0.60 18 3,948 +0
Mar08 070803 143.10 143.10 143.10 143.10 +0.60 1 2,616 +0
May08 070803 143.25 143.25 143.25 143.25 +0.75 14 646 +12
Jul08 070803 143.40 143.40 143.40 143.40 +0.45 0 124 +0
Total Volume and Open Interest 3,315 30,765 -236
Sugar #11(NYBOT)
Oct07 070803 10.29 10.32 10.15 10.25 unch 62,726 375,479 -6,510
Mar08 070803 10.39 10.39 10.29 10.37 +0.03 29,752 150,225 +7,628
May08 070803 10.40 10.40 10.40 10.40 +0.04 3,621 38,705 +1,529
Jul08 070803 10.49 10.49 10.49 10.49 +0.02 1,824 35,806 -104
Oct08 070803 10.72 10.72 10.72 10.72 +0.02 2,002 42,883 +325
Total Volume and Open Interest 102,552 692,265 +3,183
Sugar #14(NYBOT)
Sep07 070803 22.48 22.48 22.48 22.48 +0.56 2 894 -49
Nov07 070803 21.44 21.44 21.44 21.44 unch 133 2,227 +18
Jan08 070803 21.10 21.10 21.10 21.10 +0.04 80 2,369 +70
Mar08 070803 21.07 21.07 21.07 21.07 +0.03 0 2,417 +0
May08 070803 21.13 21.13 21.13 21.13 -0.02 0 371 +0
Total Volume and Open Interest 218 8,661 +40
London Cocoa(LCE)
Sep07 070803 991 1001 975 976 -15 6,211 56,441 -3,051
Dec07 070803 1020 1027 1002 1003 -14 6,940 58,308 +1,317
Mar08 070803 1034 1041 1017 1017 -14 1,973 36,809 +423
May08 070803 1040 1048 1025 1026 -14 268 13,144 +130
Jul08 070803 1050 1051 1034 1035 -14 303 12,177 +302
Sep08 070803 1054 1054 1044 1044 -14 1 9,201 +1
Dec08 070803 1067 1067 1051 1051 -14 442 4,206 +238
Total Volume and Open Interest 16,138 190,292 -640
London Coffee(LCE)
Sep07 070803 1834.00 1845.00 1825.00 1835.00 +6.00 7,479 76,609 -645
Nov07 070803 1850.00 1860.00 1844.00 1852.00 +9.00 3,492 61,882 +604
Jan08 070803 1832.00 1843.00 1828.00 1835.00 +8.00 1,122 18,470 +355
Mar08 070803 1815.00 1822.00 1814.00 1820.00 +13.00 76 7,827 +40
May08 070803 1808.00 1817.00 1808.00 1817.00 +16.00 0 3,050 +0
Jul08 070803 1810.00 1814.00 1810.00 1814.00 +15.00 0 1,341 +0
Total Volume and Open Interest 12,169 170,553 +354
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070803 300.10 301.00 298.50 299.20 -0.80 8,469 32,105 +2,595
Dec07 070803 301.60 302.50 300.70 301.60 -0.10 2,414 9,823 +933
Mar08 070803 306.00 306.00 304.50 305.70 +0.70 2,316 13,606 +271
May08 070803 305.90 307.00 305.50 306.70 +0.80 244 5,128 -29
Total Volume and Open Interest 13,751 69,686 +3,843
Cotton(NYBOT)
Oct07 070803 62.50 62.90 62.47 62.85 +0.25 252 5,500 -42
Dec07 070803 64.55 65.00 64.45 64.89 +0.31 8,473 153,243 -248
Mar08 070803 67.65 68.00 67.50 68.00 +0.36 1,419 40,013 +381
May08 070803 68.95 68.95 68.95 68.95 +0.45 80 3,229 +34
Jul08 070803 69.35 69.80 69.35 69.80 +0.35 28 3,491 +7
Oct08 070803 70.00 70.00 70.00 70.00 +0.40 0 87 +0
Total Volume and Open Interest 10,945 215,277 +205
Lumber(CME)
Sep07 070803 282.5 285.8 279.7 280.9 -1.3 789 4,527 -199
Nov07 070803 282.0 285.2 281.2 281.7 +0.6 459 3,657 +9
Jan08 070803 295.0 298.0 294.5 294.5 +1.0 51 158 +19
Mar08 070803 301.8 301.8 299.5 299.5 +4.0 3 32 -2
Total Volume and Open Interest 1,304 8,397 -172
Crude Oil(NYM)
Sep07 070803 76.95 77.30 75.25 75.48 -1.38 214,006 346,257 -12,307
Oct07 070803 76.90 76.90 75.15 75.37 -1.18 85,769 154,820 +624
Nov07 070803 75.25 75.25 75.05 75.06 -1.08 32,932 71,938 +2,515
Dec07 070803 75.40 75.40 74.60 74.70 -0.91 48,227 189,619 +329
Jan08 070803 74.38 74.38 74.38 74.38 -0.78 16,298 63,736 +806
Feb08 070803 74.10 74.10 74.10 74.10 -0.67 8,465 27,614 +1,552
Mar08 070803 73.86 73.86 73.86 73.86 -0.60 4,050 30,264 -939
Apr08 070803 73.65 73.65 73.65 73.65 -0.57 4,626 35,009 +229
May08 070803 73.49 73.49 73.49 73.49 -0.55 4,270 34,023 -2,261
Jun08 070803 73.36 73.36 73.36 73.36 -0.53 6,857 52,672 +720
Jul08 070803 73.25 73.25 73.25 73.25 -0.51 3,423 13,110 -709
Aug08 070803 73.15 73.15 73.15 73.15 -0.49 1,049 13,030 -514
Sep08 070803 73.05 73.05 73.05 73.05 -0.47 936 43,246 +402
Oct08 070803 72.96 72.96 72.96 72.96 -0.45 38 20,532 +0
Nov08 070803 72.87 72.87 72.87 72.87 -0.43 229 14,458 -267
Dec08 070803 72.79 72.79 72.79 72.79 -0.41 10,352 162,629 -457
Total Volume and Open Interest 451,951 1,527,326 -10,319
Heating Oil(NYM)
Sep07 070803 207.40 207.40 202.70 203.40 -4.06 32,502 84,255 -2,616
Oct07 070803 209.20 209.40 205.85 205.85 -3.81 12,835 30,837 +1,749
Nov07 070803 211.20 211.20 208.35 208.35 -3.56 4,773 15,723 +720
Dec07 070803 211.50 211.50 210.20 210.20 -3.36 4,487 34,949 +387
Jan08 070803 211.75 211.75 211.75 211.75 -3.26 4,855 18,313 -141
Feb08 070803 213.00 213.00 211.80 211.80 -3.21 657 12,494 +227
Mar08 070803 211.60 211.60 210.05 210.05 -3.11 134 4,975 +95
Apr08 070803 207.25 207.25 206.30 206.30 -2.91 98 5,422 -27
May08 070803 203.50 203.50 202.75 202.75 -2.71 43 1,711 +5
Jun08 070803 200.55 200.55 200.55 200.55 -2.61 1,885 14,740 -444
Jul08 070803 200.80 200.80 200.80 200.80 -2.61 0 461 +0
Aug08 070803 202.25 202.25 202.25 202.25 -2.61 0 288 +0
Total Volume and Open Interest 62,381 227,847 -3
Gasoline(NYMEX)
Sep07 070803 203.72 206.08 201.61 202.90 -0.72 56,603 84,137 -707
Oct07 070803 197.12 198.71 194.85 195.90 -1.22 18,458 35,745 +417
Nov07 070803 195.92 196.44 193.35 194.40 -1.62 6,676 12,930 +297
Dec07 070803 195.42 196.24 192.90 193.80 -1.72 4,304 16,391 +107
Jan08 070803 196.50 197.28 194.62 195.10 -1.82 831 9,204 +226
Feb08 070803 197.10 197.10 197.10 197.10 -1.92 506 3,660 -55
Mar08 070803 202.04 202.04 199.10 199.10 -1.97 497 5,006 +80
Apr08 070803 212.25 212.25 212.25 212.25 -1.97 119 4,837 +11
May08 070803 213.55 213.55 213.55 213.55 -1.97 69 2,080 +30
Jun08 070803 213.70 213.70 213.70 213.70 -1.97 219 4,514 -29
Total Volume and Open Interest 88,926 184,522 +702
e-MiNY RBOB Gasoline(NYMEX)
Sep07 070803 204.00 204.00 201.00 202.90 -0.72 1 3 +0
Oct07 070803 195.90 195.90 195.90 195.90 -1.22      
Nov07 070803 194.40 194.40 194.40 194.40 -1.62      
Dec07 070803 193.80 193.80 193.80 193.80 -1.72 1 1 +1
Total Volume and Open Interest 2 4 +1
Natural Gas(NYM)
Sep07 070803 6.160 6.270 6.045 6.090 -0.016 51,049 138,104 -4,001
Oct07 070803 6.450 6.490 6.290 6.292 -0.024 20,300 88,932 -1,102
Nov07 070803 7.182 7.182 7.182 7.182 -0.059 8,804 42,647 +1,352
Dec07 070803 8.040 8.050 8.040 8.042 -0.091 5,055 48,907 +541
Jan08 070803 8.620 8.620 8.400 8.437 -0.094 4,778 41,039 -577
Feb08 070803 8.510 8.510 8.457 8.457 -0.097 1,471 33,855 +142
Mar08 070803 8.255 8.297 8.255 8.297 -0.097 4,146 48,840 +496
Apr08 070803 7.797 7.797 7.797 7.797 -0.092 3,708 40,796 -349
May08 070803 7.780 7.780 7.774 7.774 -0.092 558 28,212 -114
Jun08 070803 7.920 7.920 7.869 7.869 -0.092 176 14,794 +5
Jul08 070803 8.020 8.020 7.974 7.974 -0.092 108 7,479 -11
Aug08 070803 8.047 8.047 8.047 8.047 -0.092 778 9,406 -418
Sep08 070803 8.105 8.105 8.105 8.105 -0.092 194 6,332 +41
Oct08 070803 8.285 8.285 8.232 8.232 -0.092 1,011 27,169 +584
Nov08 070803 8.692 8.692 8.692 8.692 -0.097 63 11,783 +49
Dec08 070803 9.162 9.162 9.162 9.162 -0.102 63 13,653 -32
Total Volume and Open Interest 104,766 809,182 -2,926
Brent Crude Oil(ICE)
Sep07 070803 75.90 76.07 74.45 74.75 -1.01 90,088 95,119 -10,271
Oct07 070803 75.78 76.01 74.50 74.83 -0.92 66,187 156,617 +700
Nov07 070803 75.71 76.03 74.74 74.96 -0.83 33,487 53,908 +1,897
Dec07 070803 75.41 75.84 74.61 74.83 -0.80 28,831 93,979 -2,281
Jan08 070803 75.20 75.59 74.50 74.62 -0.77 6,385 26,153 -1,054
Feb08 070803 74.97 74.97 74.26 74.40 -0.72 2,574 18,324 -40
Mar08 070803 74.25 74.32 74.20 74.20 -0.65 1,348 10,778 +697
Apr08 070803 74.02 74.02 74.02 74.02 -0.62 0 9,100 -29
May08 070803 73.84 73.84 73.84 73.84 -0.61 0 4,580 +64
Jun08 070803 74.10 74.48 73.53 73.69 -0.58 2,268 24,332 -241
Jul08 070803 73.58 73.58 73.58 73.58 -0.53 0 2,857 +0
Aug08 070803 73.47 73.47 73.47 73.47 -0.52 0 1,883 +0
Sep08 070803 73.40 73.40 73.40 73.40 -0.47 0 2,611 +200
Oct08 070803 73.33 73.33 73.33 73.33 -0.45 0 5,137 +0
Total Volume and Open Interest 242,213 657,249 -12,327
Gas Oil(ICE)
Aug07 070803 647.50 650.00 637.00 640.75 -7.25 27,862 37,264 -3,685
Sep07 070803 650.25 652.50 639.75 643.50 -7.25 35,445 96,344 -1,070
Oct07 070803 654.50 655.00 643.00 646.75 -6.75 10,682 36,900 +1,394
Nov07 070803 654.25 655.75 646.00 649.25 -6.25 2,663 19,558 +701
Dec07 070803 659.00 659.00 648.50 651.50 -6.00 5,530 46,450 +676
Jan08 070803 663.25 663.50 655.25 656.75 -5.75 2,468 34,371 +968
Feb08 070803 652.50 652.75 652.50 652.75 -5.50 1,081 9,267 +569
Mar08 070803 648.50 649.00 648.25 649.00 -5.00 353 6,640 -59
Apr08 070803 644.75 644.75 644.75 644.75 -4.75 0 2,910 -8
May08 070803 640.75 640.75 640.75 640.75 -4.25 0 2,677 +8
Total Volume and Open Interest 88,137 344,634 -374
US Dollar Index(NYBOT)
Sep07 070803 80.705 80.800 80.060 80.060 -0.545 4,553 38,091 -1,317
Dec07 070803 80.405 80.405 79.860 79.860 -0.545 20 3,351 +2
Mar08 070803 79.900 79.900 79.690 79.690 -0.545 1 636 +0
Total Volume and Open Interest 4,574 42,087 -1,315
Australian Dollar(CME)
Sep07 070803 85.57 85.58 85.46 85.58 +0.06 5,460 110,555 -742
Dec07 070803 85.31 85.31 85.31 85.31 +0.06 0 1,098 +17
Mar08 070803 85.00 85.00 85.00 85.00 +0.06 0 153 +0
Total Volume and Open Interest 5,464 111,819 -725
British Pound(CME)
Sep07 070803 203.27 204.45 203.27 204.34 +0.91 630 128,587 -380
Dec07 070803 203.96 203.96 203.96 203.96 +0.91 0 620 -13
Mar08 070803 203.46 203.46 203.46 203.46 +0.91 0 17 +0
Total Volume and Open Interest 630 129,247 -393
Canadian Dollar(CME)
Sep07 070803 94.67 95.25 94.67 95.07 +0.02 1,812 127,918 -1,276
Dec07 070803 95.38 95.38 95.10 95.20 +0.02 48 4,349 +30
Mar08 070803 95.28 95.28 95.28 95.28 +0.02 0 586 -1
Jun08 070803 95.30 95.30 95.30 95.30 +0.02 1 310 -3
Total Volume and Open Interest 1,866 133,384 -1,248
Japanese Yen(CME)
Sep07 070803 84.37 85.09 84.36 84.92 +0.47 2,993 235,133 -269
Dec07 070803 85.86 85.86 85.86 85.86 +0.47 0 15,031 +174
Mar08 070803 86.75 86.75 86.75 86.75 +0.47 0 128 +0
Total Volume and Open Interest 2,993 265,684 -95
Swiss Franc(CME)
Sep07 070803 83.24 84.33 83.24 84.31 +0.98 627 113,428 -3,282
Dec07 070803 84.82 84.82 84.82 84.82 +0.98 1 255 +17
Mar08 070803 85.26 85.26 85.26 85.26 +0.98 0 12 +0
Total Volume and Open Interest 628 113,701 -3,265
EuroFX(CME)
Sep07 070803 137.12 138.21 137.12 138.21 +1.09 5,953 214,719 +2,490
Dec07 070803 138.51 138.51 138.51 138.51 +1.08 0 2,297 +143
Mar08 070803 138.72 138.72 138.72 138.72 +1.06 0 128 +9
Total Volume and Open Interest 5,953 217,217 +2,640
Mexican Peso(CME)
Aug07 070803 910.5 910.5 910.5 910.5 -1.8 0 3 +0
Sep07 070803 909.8 910.2 908.5 908.5 -1.8 3,733 72,567 +1,533
Total Volume and Open Interest 3,795 95,348 +1,536
30-Year T-Bonds(CBOT)
Sep07 070803 110~01 110~27 109~29 110~20 +0~13 399,518 992,773 +16,751
Dec07 070803 109~30 110~23 109~29 110~18 +0~14 1,568 9,761 +810
Mar08 070803 110~15 110~19 110~15 110~19 +0~16 32 537 +26
Total Volume and Open Interest 401,118 1,003,089 +17,587
10-Year T-Notes(CBOT)
Sep07 070803 107~110 108~030 107~090 107~280 +0~130 1,386,936 2,882,771 +24,267
Dec07 070803 107~060 107~280 107~060 107~230 +0~135 19,300 141,100 +5,257
Total Volume and Open Interest 1,406,236 3,025,184 +29,524
5-Year T-Notes(CBOT)
Sep07 070803 105~110 105~260 105~080 105~250 +0~115 626,959 0 +0
Dec07 070803 105~100 105~255 105~100 105~255 +0~115 2,426 0 +0
Mar08 070803 105~255 105~255 105~255 105~255 +0~120      
Total Volume and Open Interest 629,385    
2 Year T-Notes(CBOT)
Sep07 070803 102~048 102~076 102~044 102~074 +0~020 5,079 992,693 -3,358
Dec07 070803 102~096 102~096 102~096 102~096 +0~023 0 12,568 +210
Total Volume and Open Interest 5,079 1,005,261 -3,148
Eurodollars(CME)
Sep07 070803 94.730 94.795 94.730 94.780 +0.040 27,570 1,691,897 +19,367
Dec07 070803 94.920 95.015 94.915 95.015 +0.085 25,553 1,649,698 +1,631
Mar08 070803 95.065 95.180 95.055 95.180 +0.105 17,027 1,790,862 -7,861
Jun08 070803 95.125 95.250 95.110 95.245 +0.105 13,600 1,554,196 -14,124
Sep08 070803 95.130 95.250 95.130 95.250 +0.100 21,820 1,203,017 +277
Dec08 070803 95.100 95.220 95.100 95.220 +0.100 20,638 983,838 -3,429
Mar09 070803 95.060 95.170 95.060 95.170 +0.095 10,571 688,385 -3,887
Jun09 070803 95.000 95.105 94.990 95.105 +0.095 11,367 506,706 +38
Sep09 070803 94.925 95.035 94.920 95.035 +0.095 4,672 297,637 -496
Dec09 070803 94.935 94.965 94.855 94.960 +0.095 6,124 224,151 +250
Mar10 070803 94.875 94.900 94.875 94.900 +0.090 4,297 172,454 +1,865
Jun10 070803 94.815 94.840 94.815 94.840 +0.085 3,073 129,270 +234
Sep10 070803 94.695 94.780 94.695 94.780 +0.075 4,679 89,797 +927
Dec10 070803 94.710 94.725 94.690 94.720 +0.065 7,430 109,960 -1,067
Mar11 070803 94.610 94.675 94.610 94.675 +0.060 3,663 96,385 +315
Jun11 070803 94.585 94.630 94.585 94.625 +0.055 2,435 92,674 +759
Sep11 070803 94.560 94.585 94.545 94.585 +0.055 3,605 67,771 +1,873
Dec11 070803 94.475 94.530 94.475 94.530 +0.045 5,231 49,688 -540
Total Volume and Open Interest 204,508 11,610,777 +1,760
3-Mth Euro-Yen(CME)
Sep07 070803 99.16 99.16 99.16 99.16 +0.01 1,052 19,372 +446
Dec07 070803 99.09 99.09 99.09 99.09 +0.02 927 11,146 -31
Mar08 070803 99.00 99.00 99.00 99.00 +0.03 1,200 8,448 +1,070
Jun08 070803 98.91 98.91 98.91 98.91 +0.03 3 4,184 +28
Sep08 070803 98.82 98.82 98.82 98.82 +0.03 0 2,788 +20
Dec08 070803 98.72 98.72 98.72 98.72 +0.02 0 1,074 +0
Mar09 070803 98.64 98.64 98.64 98.64 +0.02 0 100 +0
Jun09 070803 98.56 98.56 98.56 98.56 +0.02      
Sep09 070803 98.47 98.47 98.47 98.47 +0.03      
Dec09 070803 98.39 98.39 98.39 98.39 +0.03      
Total Volume and Open Interest 3,182 47,112 +1,533
3-Mth Euro-Yen(SGX)
Sep07 070803 99.15 99.16 99.15 99.15 unch 816 76,300 -742
Dec07 070803 99.07 99.08 99.07 99.07 +0.01 1,214 60,936 -1,273
Mar08 070803 98.97 98.99 98.97 98.99 +0.02 942 42,778 -11
Jun08 070803 98.88 98.90 98.88 98.89 +0.02 2,446 20,334 +368
Sep08 070803 98.79 98.81 98.79 98.81 +0.02 1,207 12,858 -2
Dec08 070803 98.69 98.72 98.69 98.71 +0.03 1,449 7,017 +730
Mar09 070803 98.62 98.62 98.62 98.62 +0.03 0 4,555 +0
Jun09 070803 98.55 98.55 98.55 98.55 +0.03 438 568 +200
Total Volume and Open Interest 8,512 227,146 -730
Japanese Gov't Bonds(SGX)
Sep07 070803 133.09 133.56 133.09 133.56 +0.41 3,074 24,106 -5,820
Dec07 070803 132.87 133.14 132.68 133.14 +0.40 19 3 +1
Mar08 070803 133.14 133.14 133.14 133.14 +0.40      
Total Volume and Open Interest 3,093 24,109 -711
Euro-Bund(EUREX)
Sep07 070803 112.53 113.15 112.51 112.96 +0.42 1,767,338 1,739,593 -48,415
Dec07 070803 112.15 112.67 112.15 112.58 +0.41 8,240 33,002 +6,917
Mar08 070803 112.74 112.74 112.74 112.74 +0.42 1,058 10 +0
Total Volume and Open Interest 1,776,636 1,772,605 -41,498
Euro-Bobl(EUREX)
Sep07 070803 106.94 107.30 106.93 107.20 +0.24 733,070 1,275,509 -4,783
Dec07 070803 107.02 107.02 107.02 107.02 +0.25 554 890 +450
Mar08 070803 106.90 106.90 106.90 106.90 +0.24 58 0 +0
Total Volume and Open Interest 733,682 1,276,399 -4,333
3-Mth Euribor(EUREX)
Sep07 070803 95.615 95.630 95.615 95.630 +0.010 1,189 21,912 +103
Dec07 070803 95.500 95.535 95.500 95.535 +0.040 1,121 10,823 +784
Mar08 070803 95.445 95.485 95.445 95.485 +0.050 268 9,636 +50
Total Volume and Open Interest 2,724 52,763 +964
Long Gilt(LIFFE)
Sep07 070803 105~12 105~28 105~12 105~26 +0~12 84,276 352,790 +2,368
Dec07 070803 105~30 105~30 105~30 105~30 +0~12      
Total Volume and Open Interest 84,276 352,790 +2,368
3-Mth Short Sterling(LIFFE)
Sep07 070803 93.89 93.89 93.89 93.89 +0.02 66,633 496,275 -805
Dec07 070803 93.85 93.85 93.85 93.85 +0.04 77,630 557,209 -8,563
Mar08 070803 93.85 93.85 93.85 93.85 +0.06 61,802 486,053 +1,625
Jun08 070803 93.86 93.86 93.86 93.86 +0.06 46,345 433,970 +866
Sep08 070803 93.88 93.88 93.88 93.88 +0.06 39,366 353,543 +7,128
Dec08 070803 93.90 93.90 93.90 93.90 +0.07 25,868 248,676 +2,277
Total Volume and Open Interest 346,778 2,898,085 -1,331
3-Mth Euribor(LIFFE)
Sep07 070803 95.615 95.630 95.615 95.625 +0.010 289,740 806,965 -59,956
Dec07 070803 95.500 95.545 95.485 95.530 +0.035 258,665 900,546 -6,591
Mar08 070803 95.430 95.500 95.420 95.485 +0.050 170,544 578,647 -2,912
Total Volume and Open Interest 1,132,135 4,039,383 -73,683
3-Mth Aus T-Bills(SFE)
Sep07 070803 93.38 93.39 93.37 93.38 -0.01 25,050 490,546 +5,794
Dec07 070803 93.26 93.28 93.25 93.28 -0.01 34,187 340,787 -1,572
Mar08 070803 93.17 93.19 93.15 93.18 -0.01 6,395 162,302 -17,018
Jun08 070803 93.09 93.12 93.08 93.11 -0.01 3,172 128,294 -2,850
Sep08 070803 93.06 93.08 93.06 93.08 unch 1,767 60,298 -1,037
Dec08 070803 93.05 93.08 93.05 93.07 -0.01 600 43,483 +290
Mar09 070803 93.04 93.06 93.04 93.06 unch 0 29,699 -300
Jun09 070803 93.04 93.05 93.04 93.05 -0.01 1 17,905 +1
Sep09 070803 93.03 93.04 93.03 93.04 unch 0 1,642 +0
Dec09 070803 93.04 93.04 93.04 93.04 +0.01 0 643 +0
Total Volume and Open Interest 71,172 1,275,797 -16,692
10-Year Aus T-Bonds(SFE)
Sep07 070803 94.03 94.07 94.02 94.05 unch 79,554 796,435 +55,926
Dec07 070803 94.05 94.05 94.05 94.05 unch      
Total Volume and Open Interest 79,554 796,435 +55,926
3-Year Aus T-Bonds(SFE)
Sep07 070803 93.67 93.69 93.65 93.68 0.00 62,294 821,243 +22,125
Dec07 070803 93.68 93.68 93.68 93.68 0.00      
Total Volume and Open Interest 62,294 821,243 +22,125
Gold(CMX)
Aug07 070803 672.5 672.5 672.5 672.5 +7.9 1,062 1,225 -1,117
Oct07 070803 671.0 678.5 671.0 678.1 +7.8 1,560 38,120 -222
Dec07 070803 677.0 684.5 677.0 684.4 +7.8 40,019 200,509 -430
Feb08 070803 690.4 690.4 690.4 690.4 +7.8 103 13,093 +9
Apr08 070803 696.4 696.4 696.4 696.4 +7.8 364 23,983 +233
Jun08 070803 700.0 702.3 700.0 702.3 +7.8 25 15,890 +0
Aug08 070803 708.0 708.0 708.0 708.0 +7.8 213 2,693 +0
Oct08 070803 713.8 713.8 713.8 713.8 +7.8 1 1,469 +0
Dec08 070803 719.6 719.6 719.6 719.6 +7.8 13 17,482 +0
Feb09 070803 725.5 725.5 725.5 725.5 +7.8 260 10,175 +0
Apr09 070803 731.2 731.2 731.2 731.2 +7.8 50 1,750 +0
Jun09 070803 737.1 737.1 737.1 737.1 +7.8 15 10,463 +0
Total Volume and Open Interest 44,159 352,785 -1,522
Silver(CMX)
Sep07 070803 1301.0 1319.0 1301.0 1315.8 +16.3 10,807 62,261 -1,810
Dec07 070803 1324.5 1338.0 1324.5 1334.1 +16.4 1,798 29,545 +1,698
Mar08 070803 1351.7 1351.7 1351.7 1351.7 +16.6 3 5,634 -10
May08 070803 1362.4 1362.4 1362.4 1362.4 +16.7 2 4,262 +0
Jul08 070803 1372.7 1372.7 1372.7 1372.7 +16.7 340 4,411 -63
Sep08 070803 1383.4 1383.4 1383.4 1383.4 +16.7 40 719 +0
Dec08 070803 1397.9 1397.9 1397.9 1397.9 +16.7 41 4,785 +30
Total Volume and Open Interest 13,107 118,970 -156
Platinum(NYM)
Oct07 070803 1292.0 1299.0 1291.0 1298.0 -1.0 1,124 14,491 -294
Jan08 070803 1306.0 1306.0 1306.0 1306.0 -1.0 72 154 +35
Total Volume and Open Interest 1,196 14,645 -259
Palladium(NYME)
Sep07 070803 363.00 367.05 363.00 367.05 +0.75 563 16,255 -120
Dec07 070803 374.00 374.00 372.05 372.05 +0.65 121 1,574 +109
Mar08 070803 377.30 377.30 377.30 377.30 +0.65 0 276 +0
Total Volume and Open Interest 684 18,680 -11
Copper(CMX)
Sep07 070803 357.30 357.50 347.00 347.90 -9.40 8,796 49,613 -1,611
Dec07 070803 349.00 349.00 346.50 347.25 -8.70 3,406 24,875 +1,144
Mar08 070803 342.15 342.15 342.15 342.15 -7.90 226 3,534 +44
May08 070803 337.65 337.65 337.65 337.65 -7.40 52 622 +33
Jul08 070803 332.65 332.65 332.65 332.65 -7.00 45 450 +12
Total Volume and Open Interest 12,998 88,511 -515
Aluminum(CMX)
Aug07 070803 113.80 113.80 113.80 113.80 -2.50 28 20 +0
Sep07 070803 114.50 114.50 114.50 114.50 -2.50 14 40 +0
Oct07 070803 115.25 115.25 115.25 115.25 -2.50 40 40 +0
Nov07 070803 116.00 116.00 116.00 116.00 -2.50 1 40 +0
Dec07 070803 116.75 116.75 116.75 116.75 -2.50 14 154 +0
Jan08 070803 116.75 116.75 116.75 116.75 -2.50      
Total Volume and Open Interest 97 294 +0
DJIA Index(CBOT)
Sep07 070803 13520 13540 13210 13266 -261 3,829 36,070 +302
Dec07 070803 13605 13605 13325 13359 -262 67 167 +11
Mar08 070803 13450 13450 13450 13450 -297 0 1 +0
Jun08 070803 13544 13544 13544 13544 -303      
Total Volume and Open Interest 3,896 36,238 +313
S & P 500(CME)
Sep07 070803 1477.80 1479.50 1437.00 1443.00 -38.70 33,990 589,733 +840
Dec07 070803 1484.50 1484.50 1452.00 1454.50 -39.40 386 13,292 +311
Mar08 070803 1465.10 1465.10 1465.10 1465.10 -40.00 60 6,965 -89
Jun08 070803 165.98 165.98 165.98 165.98 -40.40 0 203 +0
Total Volume and Open Interest 34,436 610,957 +1,062
S & P 500 E-Mini(Globex)
Sep07 070803 1481.25 1484.25 1436.25 1443.00 -38.75 2,209,158 2,034,607 +4,583
Dec07 070803 1493.25 1496.00 1448.50 1454.50 -39.50 1,862 16,558 +125
Total Volume and Open Interest 2,211,020 2,051,165 +4,708
NASDAQ 100(CME)
Sep07 070803 1974.50 1976.50 1930.00 1939.50 -40.50 3,822 66,865 +53
Dec07 070803 1962.50 1962.50 1962.50 1962.50 -40.50 0 30 +0
Mar08 070803 1985.50 1985.50 1985.50 1985.50 -40.50 0 10 +0
Total Volume and Open Interest 3,822 66,905 +53
NASDAQ 100 E-Mini(Globex)
Sep07 070803 1979.30 1981.50 1928.50 1939.50 -40.50 450,545 457,520 -10,767
Dec07 070803 1999.50 2003.80 1952.00 1962.50 -40.50 23 462 +5
Total Volume and Open Interest 450,568 457,982 -10,762
S & P Midcap 400(CME)
Sep07 070803 870.25 870.50 844.00 848.30 -23.70 55 6,412 -47
Dec07 070803 857.70 857.70 857.70 857.70 -23.70      
Mar08 070803 867.40 867.40 867.40 867.40 -23.70      
Total Volume and Open Interest 55 6,412 -47
Russell 2000(CME)
Sep07 070803 788.00 788.00 755.00 759.90 -28.50 2,127 53,418 +1,007
Dec07 070803 766.00 766.00 766.00 766.00 -28.50 0 27 +0
Mar08 070803 773.60 773.60 773.60 773.60 -28.50 0 5 +0
Total Volume and Open Interest 2,127 53,450 +1,007
Russell 2000 E-Mini(Globex)
Sep07 070803 788.00 790.50 754.90 759.90 -28.50 297,304 661,327 +1,228
Dec07 070803 793.30 796.10 760.10 766.00 -28.50 83 1,064 -26
Mar08 070803 773.60 773.60 773.60 773.60 -28.50      
Total Volume and Open Interest 297,387 662,391 +1,202
Value Line(KCBT)
Sep07 070803 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070803 17105 17115 16905 16990 +25 140,511 253,022 +3,188
Dec07 070803 16945 17075 16885 16950 -5 38 491 -8
Total Volume and Open Interest 140,787 253,772 +3,195
Nikkei 225(SGX)
Sep07 070803 17105 17115 16905 16990 +25 140,511 253,022 +3,188
Dec07 070803 16945 17075 16885 16950 -5 38 491 -8
Mar08 070803 16970 16970 16970 16970 -5      
Total Volume and Open Interest 140,787 253,772 +3,195
CAC 40(EURONEXT)
Aug07 070803 5708.5 5711.5 5590.0 5605.5 -84.5 157,457 553,759 -12,345
Sep07 070803 5731.5 5732.5 5613.5 5627.5 -84.5 3,671 42,525 +342
Oct07 070803 5762.0 5762.0 5645.5 5645.5 -84.5 0 2 +0
Total Volume and Open Interest 161,132 597,728 -12,022
Hang Seng Index(HKFE)
Aug07 070803 22535 22650 22361 22535 +185 94,448 130,541 +8,112
Sep07 070803 22484 22630 22350 22534 +186 6,642 7,637 +4,230
Total Volume and Open Interest 101,346 138,923 +12,275
DAX(EUREX)
Sep07 070803 7610.0 7610.0 7451.5 7474.5 -95.5 186,561 372,281 -4,542
Dec07 070803 7678.5 7686.5 7540.5 7555.5 -95.5 266 14,242 -31
Mar08 070803 7766.0 7771.0 7638.5 7638.5 -98.5 95 1,864 +49
Total Volume and Open Interest 186,922 388,387 -4,524
FT-SE 100(EURONEXT)
Sep07 070803 6330.00 6331.50 6215.00 6220.00 -86.00 116,600 498,403 -5,890
Dec07 070803 6350.00 6351.50 6278.50 6278.50 -87.00 46 11,921 -22
Mar08 070803 6294.00 6294.00 6294.00 6294.00 -88.00 5 592 +3
Total Volume and Open Interest 116,651 510,916 -5,909
SPI 200(SFE)
Sep07 070803 6015.0 6035.0 5948.0 5976.0 +4.0 37,881 395,472 +20,232
Dec07 070803 6072.0 6072.0 6022.0 6022.0 +5.0 19 4,707 +1
Mar08 070803 6050.0 6050.0 6031.0 6031.0 +5.0 0 1,130 -1
Total Volume and Open Interest 37,902 402,906 +20,233
GSCI(CME)
Aug07 070803 510.10 510.90 503.00 503.00 -6.70 283 20,103 -207
Sep07 070803 505.50 505.50 505.50 505.50 -6.20 34 816 +4
Oct07 070803 509.50 509.50 509.50 509.50 -5.50      
Total Volume and Open Interest 317 20,919 -203
Reuters CRB Index(NYBOT)
Nov07 070803 429.00 431.50 429.00 431.00 unch 39 788 +23
Jan08 070803 433.00 433.00 433.00 433.00 unch 9 411 +3
Feb08 070803 433.00 433.00 433.00 433.00 unch 9 220 +3
Total Volume and Open Interest 87 1,509 +12
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

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!