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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon August 20, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep07 070820 806.00 813.50 804.00 811.75 +0.25 5,971 27,892 +0
Nov07 070820 820.75 828.75 818.50 827.25 -0.50 37,785 284,091 +0
Jan08 070820 832.00 842.50 832.00 841.50 -1.25 3,390 38,906 +0
Mar08 070820 845.50 853.00 845.00 852.75 +0.25 1,839 22,954 +0
May08 070820 852.00 859.00 852.00 859.00 -1.00 1,754 24,512 +0
Jul08 070820 862.00 869.00 861.75 867.50 -3.50 1,815 35,315 +0
Aug08 070820 865.00 865.00 865.00 865.00 -6.00 6 542 +0
Total Volume and Open Interest 196,680 495,091 +0
Soybean Meal(CBOT)
Sep07 070820 218.50 221.20 216.50 220.40 +1.60 8,629 26,362 +0
Oct07 070820 219.00 223.70 219.00 222.90 +0.90 4,029 19,078 +0
Dec07 070820 225.40 227.50 222.90 226.90 +1.20 15,382 86,460 +0
Jan08 070820 228.00 229.80 226.80 229.00 +0.50 2,605 13,999 +0
Mar08 070820 232.00 233.40 230.50 232.30 -0.20 2,162 14,723 +0
May08 070820 234.00 235.00 232.50 234.70 +0.20 1,935 16,636 +0
Jul08 070820 237.50 238.50 235.80 237.70 unch 358 12,336 +0
Aug08 070820 236.00 237.00 235.50 235.70 +0.50 325 3,025 +0
Total Volume and Open Interest 78,588 202,874 +0
Soybean Oil(CBOT)
Sep07 070820 35.25 35.25 34.77 34.99 -0.40 6,452 45,298 +0
Oct07 070820 35.38 35.43 35.02 35.24 -0.40 5,077 23,729 +0
Dec07 070820 35.95 35.95 35.47 35.79 -0.26 20,336 159,938 +0
Jan08 070820 36.02 36.22 35.85 36.20 -0.23 1,631 19,881 +0
Mar08 070820 36.37 36.55 36.19 36.55 -0.28 3,117 10,517 +0
May08 070820 36.55 36.80 36.41 36.80 -0.17 2,229 9,493 +0
Jul08 070820 36.75 37.05 36.63 37.05 -0.22 368 10,858 +0
Aug08 070820 36.75 37.00 36.70 37.00 -0.25 191 799 +0
Total Volume and Open Interest 93,996 291,526 +0
Canola(WCE)
Corn(CBOT)
Sep07 070820 327.00 332.50 324.50 331.75 +3.25 15,484 117,439 +0
Dec07 070820 344.25 349.50 341.00 348.75 +3.00 32,932 590,128 +0
Mar08 070820 358.75 364.50 356.50 364.00 +4.00 4,093 109,232 +0
May08 070820 369.25 373.50 367.00 372.50 +3.25 2,456 33,259 +0
Jul08 070820 376.50 382.25 374.50 381.75 +3.00 3,226 74,273 +0
Sep08 070820 382.00 385.00 379.00 384.50 +3.00 282 11,103 +0
Total Volume and Open Interest 286,770 1,104,955 +0
Wheat(CBOT)
Sep07 070820 670.00 676.50 663.50 675.00 +3.00 8,177 67,682 +0
Dec07 070820 685.00 692.00 678.00 691.00 +2.50 15,055 237,718 +0
Mar08 070820 680.25 691.50 677.50 689.00 +4.75 1,299 23,101 +0
May08 070820 652.75 662.50 649.75 660.50 +6.50 214 5,131 +0
Jul08 070820 572.00 576.00 567.25 572.50 -0.50 720 47,053 +0
Total Volume and Open Interest 97,323 401,676 +0
Wheat(KCBT)
Sep07 070820 646.00 650.00 641.50 649.50 -1.00 12,769 42,580 +0
Dec07 070820 663.00 666.00 656.75 665.00 +1.00 15,077 100,241 +0
Mar08 070820 666.00 669.50 659.75 669.00 +1.00 1,555 7,918 +0
May08 070820 645.00 645.00 645.00 645.00 unch 0 66 +0
Jul08 070820 573.00 576.00 571.00 574.00 -1.00 459 11,198 +0
Total Volume and Open Interest 34,927 163,826 +0
Wheat(MGE)
Sep07 070820 648.00 649.25 637.50 647.00 -5.25 3,818 11,765 +0
Dec07 070820 651.00 657.00 647.00 655.00 -2.50 4,301 36,245 +0
Mar08 070820 656.50 662.00 655.00 662.00 -1.25 427 3,849 +0
May08 070820 656.00 661.00 655.00 661.00 -4.00 27 305 +0
Jul08 070820 607.75 614.00 607.75 614.00 -2.50 16 371 +0
Total Volume and Open Interest 9,924 54,758 +0
Oats(CBOT)
Sep07 070820 244.00 244.00 242.00 243.00 -2.50 91 575 +0
Dec07 070820 253.50 253.50 249.00 250.25 -3.25 946 11,459 +0
Mar08 070820 263.50 263.50 260.00 262.00 -2.00 773 1,410 +0
May08 070820 269.50 269.50 269.50 269.50 unch 159 129 +0
Total Volume and Open Interest 3,184 13,594 +0
Rough Rice(CBOT)
Sep07 070820 10.36 10.40 10.31 10.36 unch 762 3,204 +0
Nov07 070820 10.65 10.72 10.63 10.68 unch 549 10,025 +0
Jan08 070820 11.00 11.00 11.00 11.00 unch 108 1,438 +0
Mar08 070820 11.29 11.29 11.29 11.29 unch 75 702 +0
Total Volume and Open Interest 2,877 15,656 +0
Live Cattle(CME)
Aug07 070820 91.975 92.150 91.600 91.950 unch 3,225 0 -7,716
Oct07 070820 95.475 96.050 95.150 95.650 +0.170 12,963 0 -126,767
Dec07 070820 98.325 98.975 98.100 98.675 +0.790 5,474 0 -49,455
Feb08 070820 98.575 99.300 98.500 99.100 +0.300 1,298 0 -21,863
Apr08 070820 99.100 99.400 98.850 99.275 +0.225 644 0 -10,964
Jun08 070820 94.700 95.000 94.650 94.925 +0.290 126 0 -3,932
Total Volume and Open Interest 43,125 221,380 +0
Feeder Cattle(CME)
Aug07 070820 116.700 116.700 116.250 116.450 +0.020 466 0 -4,305
Sep07 070820 117.250 117.500 116.875 117.375 +0.490 1,023 0 -5,116
Oct07 070820 117.250 118.200 117.150 117.850 +0.620 1,190 0 -11,428
Nov07 070820 117.450 117.950 117.325 117.950 +0.620 240 0 -3,204
Jan08 070820 114.975 115.450 114.800 115.400 +0.420 88 0 -2,061
Mar08 070820 112.200 112.700 112.200 112.700 +0.500 15 0 -419
Apr08 070820 112.800 113.400 112.800 113.400 +0.800 3 0 -164
Total Volume and Open Interest 6,268 27,020 +0
Lean Hogs(CME)
Oct07 070820 67.350 67.900 66.850 67.100 -0.185 6,426 0 -73,957
Dec07 070820 66.550 67.075 66.200 66.375 -0.275 4,406 0 -54,042
Feb08 070820 68.500 68.900 67.800 68.250 -0.400 1,203 0 -18,958
Apr08 070820 69.050 69.600 68.350 68.450 -0.450 363 0 -14,582
May08 070820 73.250 73.500 72.800 73.350 -0.200 25 0 -1,497
Jun08 070820 75.100 75.500 74.950 74.975 -0.125 144 0 -8,990
Jul08 070820 73.700 73.850 73.600 73.700 unch 69 0 -2,365
Aug08 070820 70.500 70.600 70.475 70.500 unch 1 0 -321
Total Volume and Open Interest 36,094 174,713 +0
Pork Bellies(CME)
Aug07 070820 72.025 72.025 70.150 71.250 -1.850      
Feb08 070820 94.300 94.750 92.300 92.850 -1.130 66 0 -764
Mar08 070820 92.900 92.900 92.900 92.900 -1.150      
May08 070820 95.000 95.000 95.000 95.000 -0.050 3 0 -13
Jul08 070820 96.000 96.000 96.000 96.000 -0.050 1 0  
Total Volume and Open Interest 257 856  
Class III Milk(CME)
Aug07 070820 19.75 19.82 19.75 19.79 -0.03 5 0 -4,615
Sep07 070820 19.01 19.39 18.97 19.36 unch 19 0 -4,783
Oct07 070820 18.30 18.35 18.02 18.30 -0.08 50 0 -4,030
Nov07 070820 17.12 17.31 17.05 17.25 -0.16 40 0 -3,369
Dec07 070820 16.76 17.00 16.65 16.91 -0.18 22 0 -3,275
Total Volume and Open Interest 1,447 35,111 +0
Cocoa(NYBOT)
Sep07 070820 1792 1825 1766 1773 -2 2,583 3,552 +0
Dec07 070820 1779 1804 1753 1759 -20 17,382 76,324 +0
Mar08 070820 1817 1820 1775 1780 -19 3,760 27,646 +0
May08 070820 1820 1820 1790 1794 -19 350 6,739 +0
Jul08 070820 1810 1810 1810 1810 -19 22 2,983 +0
Sep08 070820 1862 1862 1825 1825 -20 37 3,911 +0
Dec08 070820 1889 1889 1850 1850 -21 2,159 11,338 +0
Total Volume and Open Interest 37,945 132,576 +0
Coffee "C"(NYBOT)
Sep07 070820 115.20 116.30 114.25 114.85 -0.70 18,087 26,099 +0
Dec07 070820 119.30 120.40 118.25 118.85 -0.65 21,876 88,332 +0
Mar08 070820 122.50 123.90 122.20 122.55 -0.65 4,032 18,702 +0
May08 070820 125.50 125.70 124.25 124.65 -0.60 1,865 7,447 +0
Jul08 070820 126.95 127.50 126.10 126.55 -0.60 778 3,364 +0
Sep08 070820 128.75 129.20 127.80 128.25 -0.65 888 9,445 +0
Total Volume and Open Interest 62,860 162,941 +0
Orange Juice(NYBOT)
Sep07 070820 126.85 126.85 122.95 125.50 +2.45 5,350 7,617 +0
Nov07 070820 123.60 126.00 123.00 124.70 +0.90 3,817 13,652 +0
Jan08 070820 124.00 125.00 124.00 125.00 +0.25 118 4,445 +0
Mar08 070820 125.50 125.50 125.50 125.50 -0.30 32 3,124 +0
May08 070820 128.00 130.00 126.00 126.00 -0.55 3 656 +0
Jul08 070820 126.50 126.50 126.50 126.50 -0.80 0 135 +0
Total Volume and Open Interest 10,478 30,599 +0
Sugar #11(NYBOT)
Oct07 070820 9.35 9.50 9.31 9.42 +0.02 72,593 336,323 +0
Mar08 070820 9.65 9.73 9.56 9.68 +0.04 22,421 160,984 +0
May08 070820 9.61 9.76 9.60 9.71 +0.03 4,524 41,972 +0
Jul08 070820 9.70 9.82 9.70 9.79 +0.04 2,975 36,865 +0
Oct08 070820 9.94 10.03 9.93 10.02 +0.08 2,909 43,265 +0
Total Volume and Open Interest 150,008 667,640 +0
Sugar #14(NYBOT)
Sep07 070808 22.53 22.53 22.53 22.53 +0.01 484 589 -408
Nov07 070817 21.72 21.72 21.72 21.72 unch 153 2,715 +12
Jan08 070817 21.19 21.19 21.19 21.19 unch 42 2,544 +20
Mar08 070817 21.16 21.16 21.16 21.16 -0.02 0 2,458 +0
May08 070817 21.30 21.30 21.30 21.30 -0.03 5 415 +0
Total Volume and Open Interest 200 8,599 +32
London Cocoa(LCE)
Sep07 070817 931 945 920 927 -6 1,781 49,058 -678
Dec07 070820 958 963 936 938 -15 6,766 0 -59,749
Mar08 070820 977 979 956 957 -13 3,070 0 -36,826
May08 070820 985 985 968 969 -12 1,270 0 -13,909
Jul08 070820 997 997 978 980 -12 256 0 -13,200
Sep08 070820 998 998 991 991 -12 215 0 -9,905
Dec08 070820 1010 1010 1002 1002 -11 24 0 -4,892
Total Volume and Open Interest 14,809 187,635 +0
London Coffee(LCE)
Sep07 070820 1654.00 1689.00 1654.00 1672.00 +18.00 3,956 0 -28,264
Nov07 070820 1685.00 1717.00 1682.00 1700.00 +19.00 14,248 0 -89,812
Jan08 070820 1695.00 1724.00 1691.00 1710.00 +20.00 4,049 0 -22,266
Mar08 070820 1717.00 1725.00 1713.00 1716.00 +21.00 141 0 -8,766
May08 070820 1735.00 1735.00 1722.00 1722.00 +23.00 16 0 -3,445
Jul08 070820 1729.00 1745.00 1727.00 1727.00 +26.00      
Total Volume and Open Interest 40,456 155,446 +0
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070820 283.00 283.50 280.10 280.40 -1.40 6,407 0 -41,947
Dec07 070820 290.00 290.00 284.00 284.90 -0.10 1,370 0 -9,569
Mar08 070820 294.60 294.60 292.90 293.20 -0.70 1,324 0 -16,090
May08 070820 295.60 297.00 295.60 296.30 -0.30 277 0 -5,597
Total Volume and Open Interest 11,662 83,436 +0
Cotton(NYBOT)
Oct07 070820 56.50 57.40 56.40 56.78 +1.28 1,752 5,865 +0
Dec07 070820 57.50 59.25 57.50 58.68 +1.18 30,189 134,409 +0
Mar08 070820 62.11 62.65 61.75 62.20 +1.25 4,166 44,386 +0
May08 070820 62.85 63.40 62.85 63.40 +1.30 437 3,580 +0
Jul08 070820 64.00 64.45 64.00 64.45 +1.35 371 3,649 +0
Oct08 070820 65.50 65.50 65.50 65.50 +1.40 4 99 +0
Total Volume and Open Interest 54,873 205,089 +0
Lumber(CME)
Sep07 070820 274.1 277.0 274.1 274.9 -3.3 543 0 -3,903
Nov07 070820 275.0 276.0 272.0 274.3 -2.5 226 0 -3,611
Jan08 070820 289.6 290.8 287.6 289.5 -3.4 26 0 -242
Mar08 070820 297.6 298.5 295.7 295.7 -0.9      
Total Volume and Open Interest 1,296 7,818 +0
Crude Oil(NYM)
Sep07 070820 71.77 71.77 70.05 71.12 -0.86 293,836 108,515 +0
Oct07 070820 71.51 71.55 69.93 70.96 -0.86 164,943 299,747 +0
Nov07 070820 70.68 71.04 69.72 70.67 -0.79 44,656 113,679 +0
Dec07 070820 70.52 70.60 69.35 70.27 -0.71 52,277 196,826 +0
Jan08 070820 69.73 70.07 69.08 69.94 -0.64 9,310 62,959 +0
Feb08 070820 69.55 69.67 69.00 69.67 -0.57 2,889 32,436 +0
Mar08 070820 69.00 69.46 68.72 69.46 -0.53 1,825 32,161 +0
Apr08 070820 69.29 69.29 69.29 69.29 -0.49 940 38,695 +0
May08 070820 68.52 69.15 68.50 69.15 -0.47 1,461 32,366 +0
Jun08 070820 68.64 69.04 68.35 69.04 -0.45 2,404 53,578 +0
Jul08 070820 68.95 68.95 68.95 68.95 -0.43 370 15,116 +0
Aug08 070820 68.88 68.88 68.88 68.88 -0.41 53 12,881 +0
Sep08 070820 68.30 68.82 68.10 68.82 -0.39 164 43,437 +0
Oct08 070820 68.76 68.76 68.76 68.76 -0.38 295 20,015 +0
Nov08 070820 68.24 68.70 68.24 68.70 -0.37 457 14,734 +0
Dec08 070820 68.31 68.72 67.96 68.64 -0.36 14,064 157,036 +0
Total Volume and Open Interest 596,454 1,488,282 +0
Heating Oil(NYM)
Sep07 070820 200.51 200.83 195.30 198.09 -3.64 35,532 39,597 +0
Oct07 070820 201.34 201.79 197.16 199.79 -3.71 20,274 48,301 +0
Nov07 070820 202.50 203.30 199.57 202.09 -3.41 6,622 31,643 +0
Dec07 070820 203.65 204.37 201.38 203.84 -2.96 5,508 34,443 +0
Jan08 070820 205.30 205.51 203.11 205.09 -2.61 2,889 17,857 +0
Feb08 070820 203.50 205.14 202.30 204.39 -2.41 2,403 12,777 +0
Mar08 070820 201.35 203.04 200.50 202.59 -2.21 1,030 5,115 +0
Apr08 070820 197.50 199.92 197.23 198.79 -2.01 366 6,109 +0
May08 070820 193.55 195.14 193.50 195.14 -1.91 235 1,983 +0
Jun08 070820 191.10 192.69 190.83 192.69 -1.96 896 13,034 +0
Jul08 070820 191.45 192.89 191.45 192.89 -1.96 33 517 +0
Aug08 070820 193.50 194.29 193.50 194.29 -1.96 22 316 +0
Total Volume and Open Interest 75,845 215,572 -10
Gasoline(NYMEX)
Sep07 070820 200.00 200.50 192.05 193.65 -10.23 40,449 52,183 -2,707
Oct07 070820 190.88 192.40 186.17 187.40 -6.63 21,157 47,051 -297
Nov07 070820 187.77 188.12 184.45 185.85 -5.08 6,771 27,904 -217
Dec07 070820 185.55 185.88 183.31 184.80 -4.13 4,333 20,150 -145
Jan08 070820 186.80 186.80 184.74 186.05 -3.63 994 10,683 +216
Feb08 070820 188.16 188.20 187.90 187.90 -3.38 819 4,454 +220
Mar08 070820 189.85 189.85 189.85 189.85 -3.18 569 6,819 +174
Apr08 070820 201.72 202.85 201.60 202.85 -2.98 223 4,976 -72
May08 070820 203.00 204.25 203.00 204.25 -2.88 55 2,400 +55
Jun08 070820 203.00 204.55 203.00 204.55 -2.78 1 4,820 +1
Total Volume and Open Interest 75,380 188,029 -2,774
e-MiNY RBOB Gasoline(NYMEX)
Sep07 070820 195.10 195.10 193.65 193.65 -10.23 0 2 +0
Oct07 070820 187.40 187.40 187.40 187.40 -6.63      
Nov07 070820 185.85 185.85 185.85 185.85 -5.08      
Dec07 070820 184.80 184.80 184.80 184.80 -4.13 0 1 +0
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Sep07 070820 6.635 6.635 5.995 6.040 -0.970 70,364 44,084 +0
Oct07 070820 6.785 6.785 6.180 6.205 -0.935 29,852 85,837 +0
Nov07 070820 7.684 7.684 7.065 7.085 -0.745 10,582 67,212 +0
Dec07 070820 8.125 8.238 7.863 7.885 -0.535 7,569 48,374 +0
Jan08 070820 8.600 8.600 8.275 8.293 -0.557 5,715 43,380 +0
Feb08 070820 8.588 8.588 8.299 8.318 -0.592 1,274 34,824 +0
Mar08 070820 8.290 8.359 8.110 8.125 -0.565 3,250 47,458 +0
Apr08 070820 7.820 7.825 7.635 7.635 -0.365 2,888 39,665 +0
May08 070820 7.773 7.774 7.615 7.615 -0.287 1,250 26,966 +0
Jun08 070820 7.855 7.880 7.698 7.698 -0.372 336 16,701 +0
Jul08 070820 7.940 7.971 7.790 7.790 -0.350 212 10,129 +0
Aug08 070820 8.003 8.051 7.857 7.857 -0.323 165 9,495 +0
Sep08 070820 8.030 8.043 7.902 7.902 -0.338 241 6,350 +0
Oct08 070820 8.150 8.208 8.027 8.027 -0.268 963 27,194 +0
Nov08 070820 8.600 8.694 8.467 8.467 -0.258 183 13,838 +0
Dec08 070820 9.040 9.110 8.912 8.912 -0.318 54 14,191 +0
Total Volume and Open Interest 142,142 758,369 +0
Brent Crude Oil(ICE)
Oct07 070820 69.70 70.34 68.93 69.85 -0.59      
Nov07 070820 70.08 70.61 69.31 70.20 -0.59      
Dec07 070820 70.30 70.73 69.52 70.39 -0.60      
Jan08 070820 70.38 70.61 69.71 70.34 -0.60      
Feb08 070820 70.30 70.40 69.98 70.26 -0.58      
Mar08 070820 70.21 70.21 69.45 70.17 -0.57      
Apr08 070820 70.07 70.07 70.07 70.07 -0.58      
May08 070820 69.99 69.99 69.99 69.99 -0.57      
Jun08 070820 69.80 69.88 69.09 69.88 -0.58 1,240 0 -26,527
Jul08 070820 69.79 69.79 69.79 69.79 -0.58      
Aug08 070820 69.72 69.72 69.72 69.72 -0.56      
Sep08 070820 69.62 69.62 69.62 69.62 -0.57 30 0 -3,660
Oct08 070820 69.53 69.53 69.53 69.53 -0.57      
Nov08 070820 69.44 69.44 69.44 69.44 -0.57      
Total Volume and Open Interest 242,112 598,718 +0
Gas Oil(ICE)
Sep07 070817 652.00 662.25 650.00 661.25 +44.50 0 64,146 -4,017
Oct07 070817 655.50 665.50 655.50 664.75 +45.75 0 58,486 +1,285
Nov07 070817 660.00 668.75 659.75 668.25 +47.00 0 26,671 +3,168
Dec07 070817 664.00 672.50 661.50 671.75 +48.75 0 45,692 +588
Jan08 070817 670.50 678.25 669.25 678.25 +49.75 0 39,276 +902
Feb08 070817 670.00 674.50 670.00 674.50 +49.50 0 10,258 +22
Mar08 070817 671.00 671.00 671.00 671.00 +49.75 0 7,060 +49
Apr08 070817 667.25 667.25 667.25 667.25 +50.25 0 3,045 -18
May08 070817 620.75 620.75 620.75 620.75 +7.75 0 3,855 +80
Jun08 070817 653.25 660.50 652.50 660.50 +51.00 827 28,674 +107
Total Volume and Open Interest 827 317,820 +2,221
US Dollar Index(NYBOT)
Sep07 070820 81.290 81.420 81.260 81.380 +0.020 5,379 27,275 +0
Dec07 070820 81.290 81.310 81.230 81.240 +0.020 279 3,398 +0
Mar08 070820 81.110 81.110 81.110 81.110 +0.020 50 635 +0
Total Volume and Open Interest 5,708 31,317 +0
Australian Dollar(CME)
Sep07 070820 79.83 80.83 78.83 80.63 +1.46 63,533 0 -97,156
Dec07 070820 78.50 80.54 78.50 80.31 +2.83 1,191 0 -1,261
Mar08 070820 79.96 79.96 79.96 79.96 +1.43      
Total Volume and Open Interest 111,313 98,583 +0
British Pound(CME)
Sep07 070820 198.09 198.87 197.57 198.68 +0.82 101,938 0 -120,759
Dec07 070820 197.94 198.37 197.15 198.15 +0.79 621 0 -965
Mar08 070820 197.54 197.58 196.79 197.54 +0.76      
Total Volume and Open Interest 131,244 121,775 +0
Canadian Dollar(CME)
Sep07 070820 94.22 95.00 94.12 94.65 +0.57 42,428 0 -125,313
Dec07 070820 94.38 95.12 94.33 94.79 +0.56 1,323 0 -5,674
Mar08 070820 94.40 95.20 94.40 94.92 +0.56 116 0 -875
Jun08 070820 94.98 95.23 94.72 94.98 +0.56      
Total Volume and Open Interest 72,409 132,477 +0
Japanese Yen(CME)
Sep07 070820 87.76 88.30 86.88 87.39 -0.67 297,008 0 -256,118
Dec07 070820 88.72 89.22 87.85 88.34 -0.69 1,604 0 -16,518
Mar08 070820 88.95 89.91 88.95 89.20 -0.70 32 0 -196
Total Volume and Open Interest 421,975 288,435 +0
Swiss Franc(CME)
Sep07 070820 83.08 83.16 82.89 83.07 +0.06 104,987 0 -115,782
Dec07 070820 83.49 83.64 83.45 83.58 +0.03 616 0 -608
Mar08 070820 84.02 84.05 84.00 84.02 +0.03 4 0 -18
Total Volume and Open Interest 104,835 116,417 +0
EuroFX(CME)
Sep07 070820 135.04 135.22 134.72 134.94 +0.06 290,193 0 -213,628
Dec07 070820 135.19 135.45 134.98 135.17 +0.04 1,286 0 -4,531
Mar08 070820 135.29 135.42 135.15 135.34 +0.04 25 0 -115
Total Volume and Open Interest 261,292 218,399 +0
Mexican Peso(CME)
Sep07 070820 900.2 902.8 895.8 897.5 -2.0 19,342 0 -73,832
Oct07 070820 895.5 895.5 895.5 895.5 -2.0      
Total Volume and Open Interest 32,305 96,652 +0
30-Year T-Bonds(CBOT)
Sep07 070820 109~28 110~18 109~18 110~08 +0~13 533,386 1,001,896 +0
Dec07 070820 109~12 110~09 109~12 109~31 +0~13 1,995 14,928 +0
Mar08 070820 109~01 109~29 109~01 109~29 +0~12 80 929 +0
Total Volume and Open Interest 563,017 1,017,782 +0
10-Year T-Notes(CBOT)
Sep07 070820 108~160 108~310 108~115 108~250 +0~060 2,044,001 2,723,679 +0
Dec07 070820 108~030 108~185 108~015 108~130 +0~050 61,769 243,088 +0
Total Volume and Open Interest 2,179,679 2,968,077 +0
5-Year T-Notes(CBOT)
Sep07 070820 106~135 106~245 106~135 106~215 +0~055 33,075 1,615,741 +1,615,741
Dec07 070820 106~075 106~215 106~075 106~180 +0~055 26,331 88,849 +88,849
Mar08 070820 106~180 106~180 106~180 106~180 +0~055      
Total Volume and Open Interest 1,519,967 1,704,590 +1,704,590
2 Year T-Notes(CBOT)
Sep07 070820 102~124 103~025 102~117 103~017 +0~016 45,013 960,327 +0
Dec07 070820 103~013 103~028 103~011 103~023 +0~007 2,220 16,365 +0
Total Volume and Open Interest 700,805 976,692 +0
Eurodollars(CME)
Sep07 070820 94.875 94.940 94.850 94.910 +0.023 579,000 0 -1,718,662
Dec07 070820 95.270 95.330 95.225 95.300 +0.015 533,000 0 -1,573,434
Mar08 070820 95.500 95.570 95.460 95.525 unch 713,000 0 -1,728,193
Jun08 070820 95.510 95.585 95.470 95.540 +0.005 479,000 0 -1,487,194
Sep08 070820 95.400 95.485 95.365 95.445 +0.015 373,000 0 -1,198,059
Dec08 070820 95.300 95.380 95.265 95.345 +0.025 321,000 0 -1,059,871
Mar09 070820 95.215 95.305 95.185 95.270 +0.035 234,000 0 -657,836
Jun09 070820 95.150 95.235 95.115 95.200 +0.035 146,000 0 -526,715
Sep09 070820 95.085 95.160 95.050 95.125 +0.035 62,000 0 -306,297
Dec09 070820 95.000 95.080 94.985 95.045 +0.035 33,000 0 -237,729
Mar10 070820 94.940 95.020 94.935 94.985 +0.035 28,000 0 -162,513
Jun10 070820 94.875 94.950 94.875 94.920 +0.035 23,000 0 -132,351
Sep10 070820 94.820 94.885 94.820 94.860 +0.035 9,846 0 -101,533
Dec10 070820 94.760 94.810 94.760 94.785 +0.035 10,000 0 -109,505
Mar11 070820 94.685 94.760 94.675 94.730 +0.035 6,640 0 -97,567
Jun11 070820 94.610 94.695 94.610 94.670 +0.035 5,888 0 -89,726
Sep11 070820 94.580 94.635 94.580 94.615 +0.035 7,007 0 -74,683
Dec11 070820 94.565 94.570 94.545 94.550 +0.035 8,929 0 -50,954
Total Volume and Open Interest 3,588,437    
3-Mth Euro-Yen(CME)
Sep07 070820 99.18 99.18 99.18 99.18 -0.01 3,324 0 -21,491
Dec07 070820 99.14 99.14 99.14 99.14 -0.02 616 0 -11,354
Mar08 070820 99.09 99.09 99.09 99.09 -0.03 600 0 -7,570
Jun08 070820 99.04 99.05 99.04 99.05 -0.02 549 0 -4,825
Sep08 070820 98.99 98.99 98.99 98.99 -0.01 3 0 -3,102
Dec08 070820 98.92 98.92 98.92 98.92 -0.01 37 0 -1,634
Mar09 070820 98.85 98.85 98.85 98.85 -234.64 27 0 -150
Jun09 070820 98.77 98.77 98.77 98.77 unch      
Sep09 070820 98.67 98.67 98.67 98.67 -0.01      
Dec09 070820 98.59 98.59 98.59 98.59 -0.01      
Total Volume and Open Interest 5,156    
3-Mth Euro-Yen(SGX)
Sep07 070820 99.18 99.19 99.18 99.18 +0.00 5,937 0 -77,648
Dec07 070820 99.14 99.15 99.14 99.14 -0.01 2,179 0 -60,331
Mar08 070820 99.10 99.11 99.09 99.09 -0.01 782 0 -43,372
Jun08 070820 99.07 99.07 99.04 99.05 0.00 3,751 0 -22,842
Sep08 070820 98.99 99.00 98.99 98.99 0.00 2,810 0 -11,704
Dec08 070820 98.93 98.93 98.90 98.91 0.00 1,473 0 -8,801
Mar09 070820 98.83 98.85 98.83 98.83 0.00 53 0 -4,555
Jun09 070820 98.75 98.75 98.75 98.75 -0.01      
Total Volume and Open Interest 16,787 232,221 +0
Japanese Gov't Bonds(SGX)
Sep07 070817 135.67 136.38 135.33 135.95 +1.57 7,873 26,789 +1,650
Dec07 070820 135.42 135.58 135.16 135.16 -0.33 4 20 +2
Mar08 070820 135.16 135.16 135.16 135.16 -0.33      
Total Volume and Open Interest 5,464 38,953 +2,617
Euro-Bund(EUREX)
Sep07 070820 113.15 113.61 113.10 113.46 +0.57 1,342,614 1,541,342 -43,255
Dec07 070820 112.77 113.14 112.76 113.04 +0.54 1,741 43,550 +58
Mar08 070820 113.31 113.31 113.31 113.31 +0.57 393 10 +0
Total Volume and Open Interest 1,344,748 1,584,902 -43,197
Euro-Bobl(EUREX)
Sep07 070820 108.04 108.37 107.98 108.16 +0.64 582,534 1,229,553 +733
Dec07 070820 107.80 107.97 107.80 107.97 +0.60 250 5,631 +249
Mar08 070820 107.87 107.87 107.87 107.87 +0.64      
Total Volume and Open Interest 582,784 1,235,184 +982
3-Mth Euribor(EUREX)
Sep07 070820 95.625 95.625 95.610 95.625 +0.005 1,772 28,551 +803
Dec07 070820 95.745 95.755 95.720 95.755 +0.300 292 11,712 +147
Mar08 070820 95.835 95.855 95.815 95.855 +0.485 420 9,576 +83
Total Volume and Open Interest 2,603 61,143 +1,071
Long Gilt(LIFFE)
Sep07 070820 106~19 106~29 106~13 106~25 +0~01 119,895 0 -341,035
Dec07 070820 106~26 106~26 106~26 106~26 +0~01      
Total Volume and Open Interest 122,316 341,035 +0
3-Mth Short Sterling(LIFFE)
Sep07 070820 93.74 93.76 93.70 93.72 -0.04      
Dec07 070820 93.98 93.99 93.94 93.96 -0.02      
Mar08 070820 94.10 94.10 94.03 94.07 -0.02      
Jun08 070820 94.14 94.15 94.07 94.12 -0.02      
Sep08 070820 94.15 94.17 94.09 94.14 -0.01      
Dec08 070820 94.15 94.16 94.08 94.14 unch      
Total Volume and Open Interest 1,192,376 2,861,392 +0
3-Mth Euribor(LIFFE)
Sep07 070817 95.590 95.740 95.530 95.645 +0.070 222,427 1,041,560 +19,181
Dec07 070820 95.710 95.765 95.710 95.735 -0.010 323,406 866,379 +31,445
Mar08 070820 95.825 95.860 95.810 95.825 -0.030 348,189 619,042 -13,504
Total Volume and Open Interest 1,844,565 4,313,396 +21,382
3-Mth Aus T-Bills(SFE)
Sep07 070820 93.27 93.30 93.25 93.26 -0.02 21,557 0 -493,934
Dec07 070820 93.28 93.30 93.24 93.26 -0.02 30,956 0 -351,132
Mar08 070820 93.27 93.28 93.19 93.25 +0.02 19,812 0 -176,727
Jun08 070820 93.26 93.27 93.18 93.25 +0.03 12,286 0 -127,255
Sep08 070820 93.26 93.26 93.15 93.25 -0.02 1,734 0 -59,246
Dec08 070820 93.27 93.27 93.23 93.26 -0.02 1,667 0 -39,750
Mar09 070820 93.25 93.26 93.24 93.26 -0.02 472 0 -29,784
Jun09 070820 93.26 93.27 93.25 93.27 -0.03 179 0 -21,791
Sep09 070820 93.25 93.27 93.25 93.27 -0.03 63 0 -1,930
Dec09 070820 93.26 93.28 93.26 93.28 -0.02      
Total Volume and Open Interest 160,638 1,346,128 +43,752
10-Year Aus T-Bonds(SFE)
Sep07 070820 94.20 94.20 94.09 94.12 -0.08 89,796 0 -631,298
Dec07 070820 94.12 94.12 94.12 94.12 -0.08      
Total Volume and Open Interest 138,474 661,188 +29,890
3-Year Aus T-Bonds(SFE)
Sep07 070817 93.86 93.93 93.83 93.93 +0.13 171,591 814,303 -58,839
Dec07 070820 93.90 93.90 93.90 93.90 -0.06      
Total Volume and Open Interest 256,735 919,915 +105,612
Gold(CMX)
Aug07 070820 658.6 660.0 656.7 656.7 -0.2 130 274 +0
Oct07 070820 661.0 664.4 657.5 660.6 -0.3 6,299 36,608 +0
Dec07 070820 667.0 670.6 662.3 666.5 -0.3 169,664 194,880 +0
Feb08 070820 668.6 672.0 668.6 672.0 -0.4 3,958 15,183 +0
Apr08 070820 677.5 677.5 677.4 677.4 -0.5 1,519 21,945 +0
Jun08 070820 683.3 684.3 682.7 682.7 -0.6 3,666 14,876 +0
Aug08 070820 687.4 687.8 687.4 687.8 -0.7 260 5,035 +0
Oct08 070820 693.0 693.0 693.0 693.0 -0.7 1 1,469 +0
Dec08 070820 697.6 700.8 696.2 698.2 -0.7 3,497 15,699 +0
Feb09 070820 703.7 703.7 703.7 703.7 -0.8 100 10,712 +0
Apr09 070820 709.1 709.1 709.1 709.1 -0.8 120 1,630 +0
Jun09 070820 714.6 714.6 714.6 714.6 -0.8 204 10,763 +0
Total Volume and Open Interest 194,785 339,753 +0
Silver(CMX)
Sep07 070820 1179.5 1197.5 1162.0 1173.5 -6.5 23,373 47,744 +0
Dec07 070820 1195.0 1214.0 1178.5 1190.0 -6.7 8,576 46,844 +0
Mar08 070820 1218.0 1220.0 1204.0 1205.4 -6.9 229 6,476 +0
May08 070820 1217.5 1217.5 1214.0 1214.8 -7.0 28 4,369 +0
Jul08 070820 1237.0 1237.5 1223.9 1223.9 -7.5 13 4,627 +0
Sep08 070820 1232.9 1232.9 1232.9 1232.9 -8.1 112 905 +0
Dec08 070820 1260.0 1260.0 1246.0 1246.0 -9.0 158 5,143 +0
Total Volume and Open Interest 23,373 123,947 -7
Platinum(NYM)
Oct07 070820 1229.5 1253.9 1227.0 1247.4 +15.8 4,661 11,369 +0
Jan08 070820 1241.0 1261.0 1241.0 1256.4 +15.8 36 338 +0
Apr08 070820 1267.8 1267.8 1267.8 1267.8 +15.8 0 1 +0
Total Volume and Open Interest 4,697 11,708 +0
Palladium(NYME)
Sep07 070820 327.05 333.00 326.00 331.95 +2.20 2,273 9,953 +0
Dec07 070820 331.80 337.05 330.00 336.85 +2.10 603 6,501 +0
Mar08 070820 340.00 341.95 340.00 341.95 +2.20 7 490 +0
Total Volume and Open Interest 2,883 18,194 +0
Copper(CMX)
Sep07 070820 317.00 322.75 315.35 315.95 +1.30 25,811 21,604 +0
Dec07 070820 320.00 322.85 315.70 316.30 +1.55 11,718 39,284 +0
Mar08 070820 316.70 319.40 313.10 313.30 +1.80 684 4,801 +0
May08 070820 312.30 312.30 310.15 310.15 +1.90 185 873 +0
Jul08 070820 306.80 306.80 306.80 306.80 +2.00 106 466 +0
Total Volume and Open Interest 39,651 75,655 +0
Aluminum(CMX)
Aug07 070816 104.55 104.55 104.55 104.55 -3.50 1 2 +1
Sep07 070816 105.25 105.25 105.25 105.25 -3.50 14 40 +0
Oct07 070816 106.00 106.00 106.00 106.00 -3.50 40 40 +0
Nov07 070816 106.75 106.75 106.75 106.75 -3.50 1 40 +0
Dec07 070816 107.50 107.50 107.50 107.50 -3.50 1 154 +0
Jan08 070816 107.50 107.50 107.50 107.50 -3.50      
Total Volume and Open Interest 57 276 +1
DJIA Index(CBOT)
Sep07 070820 13060 13220 13020 13149 +44 9,664 38,545 +0
Dec07 070820 13176 13240 13115 13230 +40 60 314 +0
Mar08 070820 13333 13333 13333 13333 +44 0 1 +0
Jun08 070820 13427 13427 13427 13427 +44      
Total Volume and Open Interest 10,750 38,860 +0
S & P 500(CME)
Sep07 070820 1448.90 1457.00 1435.00 1449.10 -0.80 37,178 0 -544,411
Dec07 070820 1464.30 1466.10 1445.50 1459.70 -0.90 3,068 0 -89,157
Mar08 070820 1469.30 1475.70 1457.20 1469.30 -0.90      
Jun08 070820 169.58 175.98 157.48 169.58 -0.90      
Total Volume and Open Interest 102,398 641,909 +0
S & P 500 E-Mini(Globex)
Sep07 070820 1448.75 1457.00 1434.50 1449.00 -1.00 3,321,013 0 -2,162,602
Dec07 070820 1463.50 1467.25 1445.75 1459.75 -0.75 5,488 0 -68,767
Total Volume and Open Interest 4,833,274 2,231,370 +0
NASDAQ 100(CME)
Sep07 070820 1891.00 1908.00 1881.50 1897.80 +5.50 4,221 0 -68,281
Dec07 070820 1918.80 1921.30 1918.80 1918.80 +5.50 11 0 -55
Mar08 070820 1941.50 1944.00 1941.50 1941.50 +5.50      
Total Volume and Open Interest 11,196 68,346 +0
NASDAQ 100 E-Mini(Globex)
Sep07 070820 1894.50 1907.50 1881.30 1897.80 +5.50 632,361 0 -441,880
Dec07 070820 1911.00 1927.50 1902.50 1918.80 +5.50 95 0 -635
Total Volume and Open Interest 982,738 442,515 +0
S & P Midcap 400(CME)
Sep07 070820 845.50 847.00 836.00 843.50 +1.80 112 0 -6,615
Dec07 070820 852.45 852.45 850.65 852.45 +1.80      
Mar08 070820 862.15 862.15 860.35 862.15 +1.80      
Total Volume and Open Interest 229 6,615 +0
Russell 2000(CME)
Sep07 070820 789.80 794.50 781.00 789.70 -0.20 784 0 -58,439
Dec07 070820 795.20 799.90 795.20 795.20 -0.20      
Mar08 070820 801.20 801.40 801.20 801.20 -0.20      
Total Volume and Open Interest 2,596 58,491 +0
Russell 2000 E-Mini(Globex)
Sep07 070820 789.90 796.00 780.10 789.70 -0.20 463,302 0 -610,969
Dec07 070820 797.30 801.30 786.20 795.20 -0.20 317 0 -1,162
Mar08 070820 801.20 801.20 801.20 801.20 -0.20      
Total Volume and Open Interest 644,714 612,131 +0
Value Line(KCBT)
Sep07 070820 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070820 15800 15960 15705 15715 +440 171,582 246,845 +6,048
Dec07 070820 15800 15915 15680 15690 +455 1,139 920 +210
Total Volume and Open Interest 172,721 247,806 +6,258
Nikkei 225(SGX)
Sep07 070820 15800 15960 15705 15715 +440 171,582 246,845 +6,048
Dec07 070820 15800 15915 15680 15690 +455 1,139 920 +210
Mar08 070820 15715 15715 15715 15715 +460      
Total Volume and Open Interest 172,721 247,806 +6,258
CAC 40(EURONEXT)
Aug07 070817 5250.0 5450.5 5216.0 5404.5 +137.0 408,324 679,822 -43,530
Sep07 070820 5430.0 5468.5 5392.0 5420.0 +38.0 333,548 0 -353,789
Oct07 070820 5447.0 5480.5 5437.5 5437.5 +38.5 38 0 -339
Total Volume and Open Interest 541,431 1,035,901 +0
Hang Seng Index(HKFE)
Aug07 070820 20950 21685 20821 21639 +1452 98,273 126,782 +2,520
Sep07 070820 20902 21657 20800 21610 +1435 8,065 14,140 +1,923
Total Volume and Open Interest 106,842 141,538 +4,427
DAX(EUREX)
Sep07 070820 7453.0 7495.0 7411.0 7433.5 +10.0 399,195 291,472 +0
Dec07 070820 7528.0 7574.0 7492.0 7514.5 +11.5 1,164 14,046 +0
Mar08 070820 7620.0 7644.0 7581.5 7592.5 +10.0 441 1,794 +0
Total Volume and Open Interest 400,800 307,312 +0
FT-SE 100(EURONEXT)
Sep07 070820 6101.00 6186.00 6073.00 6093.50 -8.50 279,813 0 -504,890
Dec07 070820 6200.00 6221.50 6150.00 6151.50 -7.50 102 0 -12,348
Mar08 070820 6222.00 6222.00 6162.00 6162.00 -6.50 40 0 -595
Total Volume and Open Interest 234,183 517,835 +0
SPI 200(SFE)
Sep07 070820 5570.0 5927.0 5570.0 5902.0 +256.0 49,037 0 -406,610
Dec07 070820 5800.0 5960.0 5797.0 5944.0 +314.0 376 0 -4,762
Mar08 070820 5953.0 5953.0 5953.0 5953.0 +314.0 1 0 -1,182
Total Volume and Open Interest 58,563 451,603 +36,689
GSCI(CME)
Sep07 070820 483.50 483.50 477.10 480.70 -7.10 240 0 -19,577
Oct07 070820 486.00 492.05 484.00 486.00 -6.00      
Nov07 070820 489.50 494.05 487.00 489.50 -4.50      
Total Volume and Open Interest 631 19,577 +0
Reuters CRB Index(NYBOT)
Nov07 070817 412.00 412.20 402.50 410.00 +3.00 27 880 +6
Jan08 070817 410.75 412.00 403.00 412.00 +3.00 4 415 -1
Feb08 070817 414.00 414.00 409.00 412.00 +3.00 4 241 +4
Total Volume and Open Interest 39 1,568 +13
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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