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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 Tue August 07, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug07 070807 827.00 839.00 826.00 838.50 +12.50 2,318 3,300 -1,022
Sep07 070807 833.00 847.50 832.25 847.00 +12.75 4,024 27,419 -697
Nov07 070807 848.00 864.00 847.00 862.75 +12.75 15,080 304,548 -910
Jan08 070807 862.50 877.00 861.50 876.75 +13.00 2,224 31,832 +208
Mar08 070807 872.50 888.00 872.50 887.75 +13.25 1,183 19,755 -77
May08 070807 881.00 895.00 881.00 895.00 +12.00 1,338 22,811 +228
Jul08 070807 894.00 906.00 894.00 905.50 +12.50 1,455 32,213 -514
Total Volume and Open Interest 30,745 497,116 -1,625
Soybean Meal(CBOT)
Aug07 070807 220.70 234.00 220.50 226.00 +5.30 852 3,207 -895
Sep07 070807 222.00 227.80 222.00 227.60 +5.10 5,514 35,200 -57
Oct07 070807 224.50 230.20 224.50 229.90 +5.30 673 14,567 +83
Dec07 070807 227.00 233.80 227.00 233.60 +5.70 7,768 87,399 +894
Jan08 070807 231.80 236.00 231.80 235.40 +5.10 927 12,284 -30
Mar08 070807 234.00 238.50 234.00 238.00 +4.60 827 13,305 +82
May08 070807 240.20 242.00 239.70 241.50 +4.00 1,446 13,921 +282
Jul08 070807 243.50 245.00 243.00 244.20 +4.00 519 12,556 +179
Total Volume and Open Interest 19,024 203,490 +746
Soybean Oil(CBOT)
Aug07 070807 36.50 36.74 36.46 36.72 +0.18 1,023 2,520 -1,047
Sep07 070807 36.77 37.00 36.66 36.95 +0.21 5,451 51,489 -2,288
Oct07 070807 37.00 37.28 36.98 37.18 +0.18 1,216 19,245 +787
Dec07 070807 37.50 37.77 37.42 37.71 +0.19 10,243 163,913 -2,688
Jan08 070807 37.75 38.10 37.75 38.09 +0.29 1,288 16,666 +719
Mar08 070807 38.00 38.35 38.00 38.35 +0.27 548 9,225 +226
May08 070807 38.35 38.50 38.32 38.50 +0.30 793 8,239 +104
Jul08 070807 38.70 38.75 38.70 38.72 +0.25 206 10,111 +6
Total Volume and Open Interest 21,178 291,157 -4,101
Canola(WCE)
Corn(CBOT)
Sep07 070807 324.00 335.50 323.50 335.25 +9.50 12,539 286,941 -7,114
Dec07 070807 340.50 352.50 340.00 352.00 +9.00 21,263 540,848 +6,389
Mar08 070807 356.50 367.75 356.00 367.50 +8.25 1,395 100,756 +1,864
May08 070807 367.00 377.25 367.00 377.25 +8.75 326 31,325 +2,038
Jul08 070807 375.50 385.75 375.50 385.75 +7.25 1,760 72,301 +1,386
Sep08 070807 384.50 390.25 383.00 390.25 +6.25 16 10,383 +45
Total Volume and Open Interest 39,113 1,208,534 +5,701
Wheat(CBOT)
Sep07 070807 666.00 666.00 658.00 662.50 -1.50 7,824 165,604 -5,593
Dec07 070807 684.00 685.50 678.00 682.50 -1.00 8,805 186,495 +7,211
Mar08 070807 677.00 680.00 673.00 679.50 +4.50 1,070 18,428 -354
May08 070807 643.00 649.00 643.00 649.00 +7.00 83 3,719 -20
Jul08 070807 559.00 562.00 558.00 559.00 +0.25 1,099 44,720 +253
Total Volume and Open Interest 19,216 438,231 +1,815
Wheat(KCBT)
Sep07 070807 651.50 652.50 645.00 648.00 +0.50 8,318 79,913 +556
Dec07 070807 666.50 667.75 660.00 664.25 +1.50 5,956 58,262 +1,759
Mar08 070807 667.00 669.00 660.00 665.50 +2.00 669 5,606 +193
May08 070807 631.00 631.00 631.00 631.00 unch 2 46 +0
Jul08 070807 561.00 565.00 561.00 563.00 +3.00 220 9,855 -38
Total Volume and Open Interest 15,169 155,365 +2,472
Wheat(MGE)
Sep07 070807 656.00 659.00 650.00 657.25 +4.25 4,198 20,741 -1,010
Dec07 070807 669.00 670.00 665.00 665.00 +2.25 3,272 28,383 +1,198
Mar08 070807 672.00 673.00 669.00 672.00 +2.00 263 3,341 +63
May08 070807 669.00 669.00 669.00 669.00 -2.00 17 141 +7
Jul08 070807 609.00 618.00 609.00 617.00 unch 15 318 +14
Total Volume and Open Interest 7,853 54,900 +304
Oats(CBOT)
Sep07 070807 264.00 264.50 260.75 262.00 +1.50 53 810 -22
Dec07 070807 273.00 273.50 271.50 272.25 +2.25 169 11,160 +26
Mar08 070807 279.50 279.75 279.00 279.75 +2.75 2 1,167 +8
May08 070807 280.00 280.00 280.00 280.00 +2.00 0 30 +0
Total Volume and Open Interest 224 13,188 +12
Rough Rice(CBOT)
Sep07 070807 10.50 10.63 10.50 10.53 +0.03 122 4,709 +15
Nov07 070807 10.90 10.99 10.86 10.86 +0.02 125 9,105 +80
Jan08 070807 11.20 11.25 11.18 11.18 +0.03 5 1,365 -15
Mar08 070807 11.50 11.50 11.47 11.48 +0.08 0 612 +45
Total Volume and Open Interest 252 15,993 +125
Live Cattle(CME)
Aug07 070807 92.800 93.050 91.850 91.900 -1.485 6,036 18,091 +80
Oct07 070807 97.300 97.600 95.800 95.885 -1.815 9,729 145,699 +332
Dec07 070807 99.900 99.900 98.650 98.730 -1.305 4,542 49,134 -344
Feb08 070807 99.000 99.000 98.100 98.330 -0.870 1,319 20,915 -19
Apr08 070807 99.100 99.150 98.250 98.500 -0.850 1,731 11,488 +55
Jun08 070807 94.300 94.500 94.200 94.430 -0.470 245 3,418 +67
Total Volume and Open Interest 23,607 249,347 +172
Feeder Cattle(CME)
Aug07 070807 116.200 116.250 114.650 114.730 -1.520 630 7,479 -270
Sep07 070807 116.750 116.800 114.350 114.400 -2.135 1,324 11,098 -140
Oct07 070807 117.350 117.350 115.200 115.300 -2.085 1,220 7,740 +136
Nov07 070807 117.100 117.100 115.200 115.300 -2.030 206 2,455 -20
Jan08 070807 114.050 114.050 112.700 112.800 -1.750 173 1,692 -59
Mar08 070807 112.000 112.000 110.400 110.800 -1.000 10 365 +9
Apr08 070807 112.300 112.300 111.250 111.500 -1.200 4 128 +2
Total Volume and Open Interest 3,591 31,218 -332
Lean Hogs(CME)
Aug07 070807 74.650 75.300 74.150 75.080 +0.500 6,144 7,876 -2,105
Oct07 070807 75.250 75.300 72.450 72.580 -2.470 18,812 81,672 -1,371
Dec07 070807 72.900 72.900 69.930 70.300 -2.630 10,510 46,701 -1,097
Feb08 070807 71.300 71.300 68.500 69.850 -1.650 2,998 17,618 -499
Apr08 070807 70.200 70.250 68.250 69.750 -0.900 1,912 12,948 +1,059
May08 070807 74.350 74.350 72.800 74.000 -1.135 15 1,441 -3
Jun08 070807 76.100 76.100 74.900 75.600 -0.375 129 7,223 -17
Jul08 070807 74.750 74.750 73.550 74.350 -1.200 75 2,265 +11
Total Volume and Open Interest 40,598 178,009 -4,023
Pork Bellies(CME)
Aug07 070807 73.300 78.000 73.250 75.100 -0.400 136 239 -43
Feb08 070807 87.600 90.100 86.700 89.000 +1.450 126 710 +33
Mar08 070807 89.000 89.000 88.700 88.700 -0.300 17 29 +11
May08 070807 90.500 90.500 90.000 90.500 unch 10 13 +8
Total Volume and Open Interest 289 991 +9
Class III Milk(CME)
Aug07 070807 19.85 19.90 19.82 19.90 +0.01 43 4,702 -24
Sep07 070807 19.35 19.90 19.35 19.85 +0.40 192 4,580 +51
Oct07 070807 18.40 18.90 18.40 18.75 +0.28 110 3,679 +16
Nov07 070807 17.80 18.10 17.80 18.10 +0.25 116 3,226 -16
Dec07 070807 17.30 17.35 17.25 17.35 +0.15 65 3,176 +8
Total Volume and Open Interest 969 34,080 +208
Cocoa(NYBOT)
Sep07 070807 1862 1874 1820 1827 -39 22,615 43,136 -15,773
Dec07 070807 1903 1910 1856 1864 -39 18,511 59,410 +6,643
Mar08 070807 1891 1891 1891 1891 -38 2,023 22,740 +1,302
May08 070807 1905 1905 1905 1905 -39 361 4,910 +222
Jul08 070807 1921 1921 1921 1921 -39 27 2,904 +5
Sep08 070807 1938 1938 1937 1937 -37 25 3,939 +1
Dec08 070807 1962 1962 1962 1962 -38 176 10,184 +54
Total Volume and Open Interest 43,819 147,306 -7,475
Coffee "C"(NYBOT)
Sep07 070807 118.20 118.60 116.50 117.45 -0.95 16,460 74,607 -3,477
Dec07 070807 121.75 122.60 120.50 121.50 -0.90 7,067 55,474 +3,010
Mar08 070807 125.80 125.80 125.15 125.15 -0.85 1,606 16,887 +356
May08 070807 127.25 127.25 127.25 127.25 -0.85 474 6,000 +187
Jul08 070807 129.15 129.15 129.15 129.15 -0.85 403 2,986 -75
Sep08 070807 130.50 130.95 130.50 130.95 -0.85 231 8,469 -36
Total Volume and Open Interest 26,610 173,290 +35
Orange Juice(NYBOT)
Sep07 070807 141.00 141.00 139.00 139.30 +0.20 1,835 11,431 -662
Nov07 070807 140.50 141.00 139.50 139.55 +0.25 1,349 11,113 +516
Jan08 070807 139.75 139.75 139.75 139.75 +0.15 517 4,191 +221
Mar08 070807 139.95 139.95 139.95 139.95 +0.05 290 2,874 +215
May08 070807 140.15 140.15 140.15 140.15 -0.05 0 641 +0
Jul08 070807 140.50 140.50 140.35 140.35 -0.15 0 124 +0
Total Volume and Open Interest 3,991 31,185 +290
Sugar #11(NYBOT)
Oct07 070807 9.98 10.04 9.82 9.84 -0.10 58,232 357,796 -13,442
Mar08 070807 10.18 10.21 10.06 10.12 unch 11,418 149,787 -79
May08 070807 10.15 10.17 10.10 10.17 unch 2,219 39,243 +254
Jul08 070807 10.22 10.28 10.22 10.28 unch 910 35,958 -10
Oct08 070807 10.54 10.54 10.47 10.47 -0.02 1,706 43,129 +246
Total Volume and Open Interest 74,973 676,246 -13,026
Sugar #14(NYBOT)
Sep07 070807 22.52 22.52 22.52 22.52 -0.01 10 997 +0
Nov07 070807 21.47 21.47 21.47 21.47 +0.04 22 2,242 -55
Jan08 070807 21.10 21.10 21.10 21.10 +0.04 20 2,287 -150
Mar08 070807 21.09 21.09 21.09 21.09 +0.02 2 2,417 +0
May08 070807 21.21 21.21 21.21 21.21 +0.10 0 371 +0
Total Volume and Open Interest 54 8,697 -205
London Cocoa(LCE)
Sep07 070807 963 976 948 955 -13 4,107 55,551 -684
Dec07 070807 990 1004 977 984 -12 6,958 58,788 -39
Mar08 070807 1012 1019 995 1001 -11 2,089 36,357 -327
May08 070807 1017 1026 1004 1010 -11 335 13,345 +205
Jul08 070807 1017 1021 1016 1020 -10 339 12,428 +255
Sep08 070807 1043 1043 1028 1028 -11 7 9,228 +7
Dec08 070807 1047 1050 1032 1036 -10 90 4,377 +14
Total Volume and Open Interest 14,011 190,166 -483
London Coffee(LCE)
Sep07 070807 1818.00 1825.00 1805.00 1818.00 -5.00 8,774 60,908 -5,459
Nov07 070807 1836.00 1843.00 1823.00 1838.00 -3.00 7,998 73,500 +2,930
Jan08 070807 1820.00 1829.00 1815.00 1826.00 +1.00 1,304 19,232 +506
Mar08 070807 1814.00 1823.00 1814.00 1815.00 -4.00 279 7,972 +54
May08 070807 1809.00 1809.00 1809.00 1809.00 -6.00 260 3,056 -15
Jul08 070807 1805.00 1805.00 1805.00 1805.00 -6.00 0 1,344 +0
Total Volume and Open Interest 18,615 167,386 -1,984
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070807 294.00 295.00 287.30 288.20 -5.30 4,616 33,293 +58
Dec07 070807 299.00 299.80 295.00 295.50 -4.00 1,524 9,537 -418
Mar08 070807 304.10 305.50 302.00 303.20 -0.80 1,107 13,324 -158
May08 070807 304.80 306.40 303.60 304.80 -0.20 246 5,195 +18
Total Volume and Open Interest 7,825 70,510 -388
Cotton(NYBOT)
Oct07 070807 61.60 62.00 60.60 60.60 -1.35 185 5,557 +13
Dec07 070807 63.80 64.50 62.80 62.98 -1.09 6,840 153,654 -164
Mar08 070807 67.30 67.30 66.00 66.14 -0.96 860 40,705 +270
May08 070807 67.85 67.85 67.10 67.10 -0.95 37 3,203 -8
Jul08 070807 67.90 67.90 67.90 67.90 -0.90 111 3,574 +6
Oct08 070807 68.20 68.20 68.20 68.20 -0.85 0 87 +0
Total Volume and Open Interest 8,840 216,954 +499
Lumber(CME)
Sep07 070807 274.0 274.9 269.1 272.8 -0.1 307 4,468 -3
Nov07 070807 277.4 278.0 273.2 275.5 -0.9 219 3,728 +3
Jan08 070807 289.0 290.3 288.2 290.3 -0.9 38 188 +9
Mar08 070807 294.0 296.5 294.0 294.5 -0.5 0 34 +0
Total Volume and Open Interest 564 8,441 +9
Crude Oil(NYM)
Sep07 070807 71.85 72.60 71.20 72.42 +0.36 292,987 317,463 -11,055
Oct07 070807 71.85 72.50 71.15 72.38 +0.41 104,418 163,146 +1,719
Nov07 070807 72.08 72.30 72.08 72.17 +0.45 40,485 74,809 +3,260
Dec07 070807 70.90 71.95 70.88 71.86 +0.40 50,206 188,953 +1,755
Jan08 070807 71.35 71.64 71.10 71.64 +0.38 11,407 65,677 +844
Feb08 070807 71.10 71.48 71.10 71.48 +0.38 5,482 30,332 +1,255
Mar08 070807 71.33 71.33 71.33 71.33 +0.38 3,204 29,853 -92
Apr08 070807 71.23 71.23 71.23 71.23 +0.38 2,326 37,063 +12
May08 070807 71.15 71.15 71.15 71.15 +0.38 395 33,574 -38
Jun08 070807 70.75 71.08 70.75 71.08 +0.38 3,480 52,594 +408
Jul08 070807 70.55 71.01 70.55 71.01 +0.37 148 13,688 +25
Aug08 070807 70.94 70.94 70.94 70.94 +0.36 23 13,006 +13
Sep08 070807 70.88 70.88 70.88 70.88 +0.35 576 42,351 -345
Oct08 070807 70.83 70.83 70.83 70.83 +0.35 121 20,648 +116
Nov08 070807 70.78 70.78 70.78 70.78 +0.35 46 14,460 +2
Dec08 070807 70.40 70.74 70.40 70.74 +0.35 11,545 163,182 -864
Total Volume and Open Interest 533,797 1,514,467 -4,334
Heating Oil(NYM)
Sep07 070807 194.70 196.50 194.50 196.41 +2.48 42,931 74,104 -5,658
Oct07 070807 197.00 199.00 197.00 198.96 +2.53 14,188 32,305 +833
Nov07 070807 201.76 201.76 201.76 201.76 +2.53 5,001 16,687 +528
Dec07 070807 203.91 203.91 203.91 203.91 +2.58 6,060 34,856 -96
Jan08 070807 205.56 205.56 205.56 205.56 +2.48 2,824 18,026 -28
Feb08 070807 206.00 206.00 205.61 205.61 +2.33 879 12,517 +84
Mar08 070807 204.21 204.21 204.21 204.21 +2.38 178 4,921 +71
Apr08 070807 200.76 200.76 200.76 200.76 +2.48 314 5,593 +149
May08 070807 197.76 197.76 197.76 197.76 +2.48 190 1,721 +12
Jun08 070807 195.75 195.75 195.25 195.71 +2.48 1,327 14,375 -199
Jul08 070807 196.06 196.06 196.06 196.06 +2.53 27 470 +9
Aug08 070807 197.56 197.56 197.56 197.56 +2.53 8 296 +8
Total Volume and Open Interest 74,095 219,708 -4,184
Gasoline(NYMEX)
Sep07 070807 193.50 195.39 189.45 194.42 +1.83      
Oct07 070807 187.00 189.55 184.47 188.92 +2.28      
Nov07 070807 185.85 188.34 183.83 187.72 +2.38      
Dec07 070807 185.28 187.84 183.07 187.22 +2.33      
Jan08 070807 187.27 189.05 186.70 188.57 +2.28      
Feb08 070807 189.50 190.72 188.80 190.72 +2.33      
Mar08 070807 191.52 193.00 191.52 192.92 +2.38      
Apr08 070807 204.25 206.42 204.25 206.42 +2.48      
May08 070807 207.82 207.82 207.82 207.82 +2.53      
Jun08 070807 208.02 208.02 208.02 208.02 +2.53      
Total Volume and Open Interest 57,269 181,627 -1,582
e-MiNY RBOB Gasoline(NYMEX)
Sep07 070807 194.00 194.42 193.20 194.42 -8.48 2 3 +0
Oct07 070807 188.92 188.92 188.92 188.92 -6.98      
Nov07 070807 187.72 187.72 187.72 187.72 -6.68      
Dec07 070807 185.00 187.22 185.00 187.22 -6.58 0 1 +0
Total Volume and Open Interest 2 4 +0
Natural Gas(NYM)
Sep07 070807 6.340 6.360 6.190 6.201 -0.007 44,849 132,062 -3,749
Oct07 070807 6.510 6.525 6.385 6.400 +0.022 20,516 90,270 +676
Nov07 070807 7.315 7.315 7.315 7.315 +0.087 7,887 44,211 +756
Dec07 070807 8.125 8.125 8.050 8.120 +0.062 3,832 49,571 +39
Jan08 070807 8.525 8.525 8.500 8.500 +0.047 3,290 41,172 -218
Feb08 070807 8.540 8.540 8.518 8.518 +0.045 754 34,137 +94
Mar08 070807 8.380 8.380 8.350 8.350 +0.037 1,330 49,083 +185
Apr08 070807 7.810 7.810 7.770 7.770 -0.023 985 40,881 +317
May08 070807 7.745 7.745 7.745 7.745 -0.025 379 28,206 +29
Jun08 070807 7.839 7.839 7.839 7.839 -0.026 175 14,826 +20
Jul08 070807 7.944 7.944 7.944 7.944 -0.026 91 7,512 +26
Aug08 070807 8.043 8.043 8.016 8.016 -0.027 78 9,435 +30
Sep08 070807 8.071 8.071 8.071 8.071 -0.027 111 6,338 +6
Oct08 070807 8.197 8.197 8.197 8.197 -0.027 70 27,174 +1
Nov08 070807 8.652 8.652 8.652 8.652 -0.032 29 11,795 +13
Dec08 070807 9.150 9.150 9.112 9.112 -0.037 39 13,654 +3
Total Volume and Open Interest 85,959 808,422 -1,885
Brent Crude Oil(ICE)
Sep07 070807 71.14 72.00 70.20 71.80 +0.63 114,481 86,483 -2,936
Oct07 070807 71.56 72.31 70.57 72.13 +0.61 83,079 156,468 +4,120
Nov07 070807 71.79 72.55 70.85 72.39 +0.61 48,438 64,151 +5,059
Dec07 070807 71.29 72.58 70.93 72.42 +0.60 34,887 96,166 +2,511
Jan08 070807 71.00 72.34 71.00 72.34 +0.58 9,451 25,689 -25
Feb08 070807 71.39 72.22 71.39 72.22 +0.55 5,917 17,292 -1,375
Mar08 070807 71.70 72.09 71.43 72.09 +0.54 2,471 10,300 +170
Apr08 070807 71.96 71.96 71.96 71.96 +0.52 0 10,166 +162
May08 070807 71.86 71.86 71.86 71.86 +0.51 0 4,565 +0
Jun08 070807 71.27 71.86 70.98 71.77 +0.49 3,845 24,717 +61
Jul08 070807 71.70 71.70 71.70 71.70 +0.50 0 2,782 +0
Aug08 070807 71.15 71.62 71.03 71.62 +0.49 0 1,983 +100
Sep08 070807 71.56 71.56 71.56 71.56 +0.47 0 2,611 +0
Oct08 070807 71.47 71.47 71.47 71.47 +0.42 0 5,137 +0
Total Volume and Open Interest 311,853 659,918 +7,208
Gas Oil(ICE)
Aug07 070807 614.00 621.75 609.00 615.00 -7.75 24,310 32,810 -4,922
Sep07 070807 618.75 624.50 611.50 617.75 -7.75 49,096 88,251 -9,791
Oct07 070807 620.00 627.50 615.25 621.25 -7.75 19,598 42,984 +4,021
Nov07 070807 624.00 630.50 619.00 624.25 -7.75 7,316 18,950 -984
Dec07 070807 622.50 633.00 621.50 627.25 -7.75 13,455 46,681 +574
Jan08 070807 631.00 639.50 628.75 633.50 -7.50 5,697 37,071 +1,085
Feb08 070807 630.00 630.50 630.00 630.50 -7.00 794 9,343 -30
Mar08 070807 627.25 627.25 627.25 627.25 -6.75 610 6,599 -44
Apr08 070807 624.00 624.00 624.00 624.00 -6.50 0 2,910 +0
May08 070807 621.00 621.00 621.00 621.00 -6.00 0 2,744 +67
Total Volume and Open Interest 128,217 342,242 -9,811
US Dollar Index(NYBOT)
Sep07 070807 79.960 80.370 79.850 80.370 +0.230 4,150 39,543 +463
Dec07 070807 79.800 80.170 79.765 80.170 +0.230 189 3,258 -95
Mar08 070807 79.950 80.000 79.950 80.000 +0.230 50 636 +0
Total Volume and Open Interest 4,389 43,446 +368
Australian Dollar(CME)
Sep07 070807 85.37 85.37 85.37 85.37 -0.25 2,022 108,221 -919
Dec07 070807 85.09 85.09 85.09 85.09 -0.25 0 1,049 -18
Mar08 070807 84.75 84.75 84.75 84.75 -0.25 0 153 +0
Total Volume and Open Interest 2,022 109,437 -936
British Pound(CME)
Sep07 070807 202.54 202.58 201.80 202.27 -0.61 1,535 126,695 -3,714
Dec07 070807 201.72 201.87 201.72 201.87 -0.61 0 756 +88
Mar08 070807 201.36 201.36 201.36 201.36 -0.58 0 22 +5
Total Volume and Open Interest 1,535 127,496 -3,621
Canadian Dollar(CME)
Sep07 070807 94.74 94.91 94.71 94.91 -0.17 745 129,748 +1,949
Dec07 070807 94.85 95.03 94.82 95.03 -0.17 2 4,432 +80
Mar08 070807 95.11 95.11 95.11 95.11 -0.17 67 639 +53
Jun08 070807 95.13 95.13 95.13 95.13 -0.17 0 310 +0
Total Volume and Open Interest 816 135,353 +2,084
Japanese Yen(CME)
Sep07 070807 84.72 85.21 84.70 84.76 -0.14 9,260 229,786 -5,988
Dec07 070807 85.70 85.70 85.70 85.70 -0.14 8 15,198 +183
Mar08 070807 86.59 86.59 86.59 86.59 -0.14 0 128 +0
Total Volume and Open Interest 9,468 260,714 -5,605
Swiss Franc(CME)
Sep07 070807 84.15 84.15 83.98 83.98 -0.38 12,633 118,973 +260
Dec07 070807 84.50 84.50 84.50 84.50 -0.37 18 275 +7
Mar08 070807 84.94 84.94 84.94 84.94 -0.37 0 16 +3
Total Volume and Open Interest 12,651 119,270 +270
EuroFX(CME)
Sep07 070807 138.12 138.13 137.75 137.79 -0.39 10,323 222,003 +2,149
Dec07 070807 138.00 138.09 138.00 138.09 -0.38 67 2,528 +195
Mar08 070807 138.28 138.28 138.28 138.28 -0.36 0 128 -1
Total Volume and Open Interest 10,390 224,742 +2,351
Mexican Peso(CME)
Aug07 070807 912.0 912.0 912.0 912.0 +1.0 0 3 +0
Sep07 070807 910.8 910.8 909.2 910.0 +1.0 2,442 71,116 -637
Total Volume and Open Interest 2,442 93,899 -637
30-Year T-Bonds(CBOT)
Sep07 070807 110~05 110~18 109~22 110~06 unch 351,940 996,751 -6,671
Dec07 070807 110~04 110~13 109~20 110~04 unch 2,092 9,983 -136
Mar08 070807 110~05 110~05 110~05 110~05 unch 3 689 +1
Total Volume and Open Interest 354,035 1,007,452 -6,806
10-Year T-Notes(CBOT)
Sep07 070807 107~190 107~300 107~085 107~180 -0~035 1,211,857 2,893,927 +5,380
Dec07 070807 107~140 107~245 107~055 107~130 -0~035 19,708 160,343 +455
Total Volume and Open Interest 1,231,565 3,055,583 +5,835
5-Year T-Notes(CBOT)
Sep07 070807 105~190 105~270 105~130 105~160 -0~040 606,562 0 +0
Dec07 070807 105~185 105~185 105~165 105~165 -0~040 1,973 0 +0
Mar08 070807 105~165 105~165 105~165 105~165 -0~040      
Total Volume and Open Interest 608,535    
2 Year T-Notes(CBOT)
Sep07 070807 102~062 102~081 102~048 102~054 -0~010 5,930 1,039,243 -21,695
Dec07 070807 102~076 102~076 102~076 102~076 -0~009 3,484 11,247 -1,321
Total Volume and Open Interest 9,414 1,050,490 -23,016
Eurodollars(CME)
Sep07 070807 94.750 94.755 94.695 94.705 -0.065 47,331 1,743,110 +9,630
Dec07 070807 94.980 94.990 94.920 94.940 -0.065 58,974 1,663,034 +2,158
Mar08 070807 95.155 95.180 95.075 95.125 -0.040 23,014 1,870,717 +12,310
Jun08 070807 95.220 95.275 95.150 95.195 -0.020 27,796 1,541,612 -21,973
Sep08 070807 95.220 95.260 95.155 95.195 -0.015 29,619 1,244,757 +9,761
Dec08 070807 95.180 95.190 95.140 95.160 -0.010 48,283 1,009,648 +43,966
Mar09 070807 95.125 95.130 95.095 95.110 -0.010 17,761 698,037 +10,563
Jun09 070807 95.065 95.070 95.030 95.045 -0.010 15,742 535,548 +11,390
Sep09 070807 95.005 95.020 94.970 94.980 -0.010 11,270 299,936 +1,793
Dec09 070807 94.935 94.950 94.895 94.910 -0.010 15,744 232,732 +9,883
Mar10 070807 94.875 94.895 94.845 94.860 -0.005 7,055 171,527 +1,213
Jun10 070807 94.810 94.815 94.800 94.805 -0.005 6,560 129,659 +1,653
Sep10 070807 94.760 94.765 94.755 94.755 unch 5,476 95,167 +6,560
Dec10 070807 94.700 94.735 94.695 94.695 unch 6,372 109,761 +765
Mar11 070807 94.660 94.665 94.650 94.655 unch 4,416 95,222 -256
Jun11 070807 94.610 94.630 94.605 94.605 unch 4,390 91,596 -95
Sep11 070807 94.565 94.590 94.565 94.565 unch 3,635 67,258 +40
Dec11 070807 94.515 94.545 94.515 94.515 unch 4,849 48,298 -272
Total Volume and Open Interest 349,087 11,871,181 +103,558
3-Mth Euro-Yen(CME)
Sep07 070807 99.14 99.14 99.14 99.14 -0.02 385 19,127 -1,146
Dec07 070807 99.07 99.08 99.07 99.08 -0.02 611 10,512 +7
Mar08 070807 98.97 98.99 98.97 98.99 -0.02 154 7,130 -340
Jun08 070807 98.89 98.90 98.89 98.90 -0.03 114 4,197 +12
Sep08 070807 98.81 98.81 98.81 98.81 -0.04 2 2,839 +1
Dec08 070807 98.71 98.71 98.71 98.71 -0.04 400 1,294 +250
Mar09 070807 98.63 98.63 98.63 98.63 -0.03 100 100 +0
Jun09 070807 98.56 98.56 98.56 98.56 -0.02 100 100 +100
Sep09 070807 98.47 98.47 98.47 98.47 -0.02      
Dec09 070807 98.39 98.39 98.39 98.39 -0.02      
Total Volume and Open Interest 1,866 45,299 -1,116
3-Mth Euro-Yen(SGX)
Sep07 070807 99.16 99.16 99.14 99.15 -0.01 1,307 77,303 +617
Dec07 070807 99.10 99.10 99.07 99.08 -0.01 3,920 61,330 +273
Mar08 070807 99.01 99.01 98.98 98.99 -0.01 2,012 42,108 -319
Jun08 070807 98.91 98.92 98.89 98.89 -0.02 415 20,501 +94
Sep08 070807 98.84 98.84 98.81 98.81 -0.01 555 13,042 -60
Dec08 070807 98.75 98.75 98.71 98.71 -0.01 1,168 7,613 +538
Mar09 070807 98.64 98.64 98.63 98.63 -0.01 6 4,555 +0
Jun09 070807 98.57 98.57 98.56 98.56 -0.01 400 968 +400
Total Volume and Open Interest 9,783 229,220 +1,543
Japanese Gov't Bonds(SGX)
Sep07 070807 133.64 133.86 133.60 133.71 +0.15 3,340 22,352 -1,754
Dec07 070807 133.12 133.33 133.12 133.29 +0.15 1 20 +17
Mar08 070807 133.29 133.29 133.29 133.29 +0.15      
Total Volume and Open Interest 3,341 22,372 -1,737
Euro-Bund(EUREX)
Sep07 070807 112.71 112.98 112.52 112.76 -0.20 1,222,151 1,694,619 -44,974
Dec07 070807 112.27 112.40 112.23 112.39 -0.19 1,163 33,616 +614
Mar08 070807 112.54 112.54 112.54 112.54 -0.20 177 10 +0
Total Volume and Open Interest 1,223,491 1,728,245 -44,360
Euro-Bobl(EUREX)
Sep07 070807 107.08 107.20 106.95 107.09 -0.11 698,687 1,278,123 +2,614
Dec07 070807 106.93 106.93 106.93 106.93 -0.09 1,882 2,523 +1,633
Mar08 070807 106.80 106.80 106.80 106.80 -0.10      
Total Volume and Open Interest 700,569 1,280,646 +4,247
3-Mth Euribor(EUREX)
Sep07 070807 95.630 95.630 95.615 95.625 -0.005 2,303 22,592 +680
Dec07 070807 95.525 95.525 95.515 95.525 -0.010 132 10,863 +40
Mar08 070807 95.465 95.475 95.455 95.470 -0.015 81 9,689 +53
Total Volume and Open Interest 2,910 53,646 +883
Long Gilt(LIFFE)
Sep07 070807 105~20 105~24 105~15 105~22 -0~02 51,503 354,682 -1,452
Dec07 070807 105~27 105~27 105~27 105~27 -0~02      
Total Volume and Open Interest 51,503 354,682 -1,452
3-Mth Short Sterling(LIFFE)
Sep07 070807 93.88 93.88 93.88 93.88 unch 47,431 490,410 -1,593
Dec07 070807 93.84 93.84 93.84 93.84 -0.01 84,403 555,640 +6,324
Mar08 070807 93.84 93.84 93.84 93.84 -0.01 84,077 478,541 -4,616
Jun08 070807 93.86 93.86 93.86 93.86 unch 62,286 442,327 +8,708
Sep08 070807 93.87 93.87 93.87 93.87 unch 51,152 342,822 -4,859
Dec08 070807 93.88 93.88 93.88 93.88 unch 33,143 237,920 -10,896
Total Volume and Open Interest 392,610 2,876,908 -4,992
3-Mth Euribor(LIFFE)
Sep07 070807 95.630 95.630 95.615 95.620 -0.005 411,652 855,844 +48,879
Dec07 070807 95.515 95.535 95.505 95.520 -0.010 267,350 905,072 +4,526
Mar08 070807 95.460 95.490 95.445 95.465 -0.020 211,066 583,162 +4,515
Total Volume and Open Interest 1,291,382 4,101,887 +62,504
3-Mth Aus T-Bills(SFE)
Sep07 070807 93.36 93.38 93.35 93.37 -0.01 8,537 479,264 +6,632
Dec07 070807 93.25 93.27 93.23 93.26 -0.03 17,329 320,026 +11,185
Mar08 070807 93.17 93.18 93.14 93.17 -0.04 9,609 156,887 +3,676
Jun08 070807 93.09 93.11 93.07 93.11 -0.03 3,059 126,773 -646
Sep08 070807 93.07 93.09 93.04 93.08 -0.03 2,364 58,042 +604
Dec08 070807 93.05 93.07 93.04 93.07 -0.03 585 42,597 +72
Mar09 070807 93.04 93.07 93.04 93.07 -0.02 263 29,578 +179
Jun09 070807 93.02 93.06 93.02 93.06 -0.03 75 17,941 +59
Sep09 070807 93.03 93.07 93.03 93.05 -0.03 15 1,707 +15
Dec09 070807 93.04 93.05 93.04 93.05 -0.03 0 643 +0
Total Volume and Open Interest 41,836 1,233,656 +21,776
10-Year Aus T-Bonds(SFE)
Sep07 070807 94.02 94.04 94.01 94.04 -0.05 32,053 744,243 -48,372
Dec07 070807 94.04 94.04 94.04 94.04 -0.05      
Total Volume and Open Interest 32,053 744,243 -48,372
3-Year Aus T-Bonds(SFE)
Sep07 070807 93.66 93.68 93.65 93.68 -0.04 40,227 728,278 -48,216
Dec07 070807 93.68 93.68 93.68 93.68 -0.04      
Total Volume and Open Interest 40,227 728,278 -48,216
Gold(CMX)
Aug07 070807 670.6 670.6 670.6 670.6 -0.9 212 656 -348
Oct07 070807 672.9 676.0 671.5 676.0 -1.0 2,513 38,141 -105
Dec07 070807 679.3 683.0 677.5 682.3 -1.0 49,915 201,402 +217
Feb08 070807 688.3 688.3 688.3 688.3 -0.9 134 13,021 -1
Apr08 070807 694.1 694.1 694.1 694.1 -0.9 245 20,128 +145
Jun08 070807 699.9 699.9 699.9 699.9 -0.9 60 15,886 +0
Aug08 070807 705.6 705.6 705.6 705.6 -0.9 175 4,573 +15
Oct08 070807 711.4 711.4 711.4 711.4 -0.9 1 1,469 +0
Dec08 070807 717.2 717.2 717.2 717.2 -0.8 91 17,491 +9
Feb09 070807 723.1 723.1 723.1 723.1 -0.7 2 10,177 +0
Apr09 070807 728.8 728.8 728.8 728.8 -0.7 50 1,750 +0
Jun09 070807 734.7 734.7 734.7 734.7 -0.6 15 10,463 +0
Total Volume and Open Interest 54,055 351,092 -67
Silver(CMX)
Sep07 070807 1293.0 1315.0 1293.0 1309.5 +6.2 15,575 61,016 -735
Dec07 070807 1310.5 1332.0 1310.5 1328.0 +6.6 5,136 32,544 +1,617
Mar08 070807 1345.5 1345.5 1345.5 1345.5 +6.7 911 6,153 +510
May08 070807 1356.2 1356.2 1356.2 1356.2 +6.7 50 4,262 +0
Jul08 070807 1366.5 1366.5 1366.5 1366.5 +6.8 128 4,399 -87
Sep08 070807 1376.7 1376.7 1376.7 1376.7 +6.3 1 720 +0
Dec08 070807 1391.2 1391.2 1391.2 1391.2 +6.3 82 4,792 +17
Total Volume and Open Interest 21,983 121,275 +1,378
Platinum(NYM)
Oct07 070807 1288.2 1293.8 1288.2 1291.3 -7.7 1,318 14,477 +38
Jan08 070807 1306.0 1306.0 1299.3 1299.3 -7.7 5 157 +1
Total Volume and Open Interest 1,323 14,634 +39
Palladium(NYME)
Sep07 070807 360.50 364.00 360.20 363.55 -3.05 556 16,039 -225
Dec07 070807 368.45 368.45 368.45 368.45 -3.15 46 1,628 +33
Mar08 070807 373.70 373.70 373.70 373.70 -3.15 0 277 +0
Total Volume and Open Interest 602 18,519 -192
Copper(CMX)
Sep07 070807 347.50 353.00 347.00 350.65 +3.30 14,259 46,303 -2,544
Dec07 070807 349.00 351.00 348.30 350.45 +3.75 5,613 26,212 +618
Mar08 070807 344.30 347.00 344.30 346.35 +4.50 203 3,536 -55
May08 070807 342.00 342.00 341.90 341.90 +4.35 116 640 +18
Jul08 070807 336.90 336.90 336.90 336.90 +4.35 25 452 +0
Total Volume and Open Interest 20,757 86,369 -2,058
Aluminum(CMX)
Aug07 070807 113.15 113.55 113.15 113.55 +0.50 0 20 +0
Sep07 070807 114.25 114.25 114.25 114.25 +0.50 14 40 +0
Oct07 070807 115.00 115.00 115.00 115.00 +0.50 40 40 +0
Nov07 070807 115.75 115.75 115.75 115.75 +0.50 1 40 +0
Dec07 070807 114.00 116.50 114.00 116.50 +0.50 14 154 +0
Jan08 070807 116.50 116.50 116.50 116.50 +0.50      
Total Volume and Open Interest 69 294 +0
DJIA Index(CBOT)
Sep07 070807 13470 13655 13390 13548 +77 4,366 37,016 +516
Dec07 070807 13535 13700 13535 13639 +77 23 167 +4
Mar08 070807 13732 13732 13732 13732 +77 0 1 +0
Jun08 070807 13826 13826 13826 13826 +77      
Total Volume and Open Interest 4,389 37,184 +520
S & P 500(CME)
Sep07 070807 1464.00 1494.20 1461.00 1482.40 +14.70 44,337 597,872 +2,954
Dec07 070807 1482.00 1504.00 1482.00 1494.60 +15.00 3,769 16,476 +3,209
Mar08 070807 1505.70 1505.70 1505.70 1505.70 +15.20 0 6,965 +0
Jun08 070807 206.98 206.98 206.98 206.98 +15.20 0 203 +0
Total Volume and Open Interest 48,106 622,300 +6,163
S & P 500 E-Mini(Globex)
Sep07 070807 1468.25 1494.75 1460.75 1482.50 +14.75 2,864,358 2,060,371 +10,323
Dec07 070807 1477.25 1506.50 1473.25 1494.50 +15.00 3,977 18,520 +1,940
Total Volume and Open Interest 2,868,335 2,078,891 +12,263
NASDAQ 100(CME)
Sep07 070807 1959.00 1990.00 1943.00 1974.00 +11.50 3,851 67,286 +514
Dec07 070807 2000.00 2000.00 1997.30 1997.30 +11.80 10 38 +8
Mar08 070807 2020.00 2020.00 2020.00 2020.00 +11.50 0 10 +0
Total Volume and Open Interest 3,861 67,366 +554
NASDAQ 100 E-Mini(Globex)
Sep07 070807 1962.00 1989.00 1942.50 1974.00 +11.50 540,160 451,792 +507
Dec07 070807 1982.50 2011.50 1966.30 1997.30 +11.80 139 430 -30
Total Volume and Open Interest 540,299 452,222 +477
S & P Midcap 400(CME)
Sep07 070807 851.50 863.00 851.50 862.30 +9.10 221 6,456 +101
Dec07 070807 871.70 871.70 871.70 871.70 +9.10      
Mar08 070807 881.40 881.40 881.40 881.40 +9.10      
Total Volume and Open Interest 221 6,456 +101
Russell 2000(CME)
Sep07 070807 763.25 780.50 761.50 777.10 +10.80 3,134 55,824 +2,203
Dec07 070807 782.80 782.80 782.80 782.80 +10.80 16 20 -7
Mar08 070807 790.40 790.40 790.40 790.40 +10.80 0 5 +0
Total Volume and Open Interest 3,150 55,849 +2,196
Russell 2000 E-Mini(Globex)
Sep07 070807 766.40 782.40 760.30 777.10 +10.80 393,559 690,807 +9,886
Dec07 070807 769.40 787.40 766.50 782.80 +10.80 379 1,028 -31
Mar08 070807 790.40 790.40 790.40 790.40 +10.80      
Total Volume and Open Interest 393,938 691,835 +9,855
Value Line(KCBT)
Sep07 070807 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070807 17030 17060 16865 16950 -40 96,859 252,994 -28
Dec07 070807 17000 17020 16845 16890 -60 10 505 +14
Total Volume and Open Interest 96,894 253,658 -114
Nikkei 225(SGX)
Sep07 070807 17030 17060 16865 16950 -40 96,859 252,994 -28
Dec07 070807 17000 17020 16845 16890 -60 10 505 +14
Mar08 070807 16910 16910 16910 16910 -60      
Total Volume and Open Interest 96,894 253,658 -114
CAC 40(EURONEXT)
Aug07 070807 5614.0 5672.0 5585.0 5629.0 +90.0 178,028 570,917 +6,507
Sep07 070807 5636.0 5689.0 5610.0 5650.0 +90.0 1,864 43,206 +867
Oct07 070807 5668.5 5668.5 5668.5 5668.5 +23.0 0 2 +0
Total Volume and Open Interest 146,721 608,201 +10,473
Hang Seng Index(HKFE)
Aug07 070807 22100 22150 21772 21854 -681 89,455 129,041 -1,500
Sep07 070807 22120 22134 21762 21830 -704 3,322 8,264 +627
Total Volume and Open Interest 92,890 138,050 -873
DAX(EUREX)
Sep07 070807 7550.5 7645.0 7501.0 7549.5 +56.0 229,806 360,737 -7,454
Dec07 070807 7634.0 7717.0 7586.0 7631.0 +56.5 385 13,285 -792
Mar08 070807 7714.0 7740.0 7675.5 7715.0 +56.5 4 2,036 +0
Total Volume and Open Interest 230,195 376,058 -8,246
FT-SE 100(EURONEXT)
Sep07 070807 6240.00 6358.50 6225.00 6313.00 +115.50 116,987 503,681 +1,007
Dec07 070807 6312.00 6372.00 6312.00 6372.00 +116.50 4 11,920 +0
Mar08 070807 6388.50 6388.50 6388.50 6388.50 +119.00 0 592 +0
Total Volume and Open Interest 116,991 516,193 +1,007
SPI 200(SFE)
Sep07 070807 5990.0 5990.0 5927.0 5967.0 +74.0 30,191 395,901 -9,224
Dec07 070807 6014.0 6030.0 6001.0 6010.0 +72.0 44 4,742 +1
Mar08 070807 6019.0 6019.0 6019.0 6019.0 +72.0 1 1,132 +0
Total Volume and Open Interest 30,246 403,374 -9,221
GSCI(CME)
Aug07 070807 489.70 490.75 487.70 490.30 +1.95 2,257 18,657 -1,132
Sep07 070807 490.30 494.80 490.10 493.30 +2.30 910 2,015 +904
Oct07 070807 498.00 498.00 498.00 498.00 +3.00      
Total Volume and Open Interest 3,167 20,672 -228
Reuters CRB Index(NYBOT)
Nov07 070807 427.00 427.00 425.25 425.75 -0.75 77 842 +36
Jan08 070807 428.50 428.50 427.75 427.75 -0.75 0 413 +0
Feb08 070807 428.50 428.50 427.75 427.75 -0.75 0 225 +0
Total Volume and Open Interest 166 1,543 +10
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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