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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 21, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep07 070821 811.50 824.25 811.50 815.75 +4.00 3,302 27,068 +0
Nov07 070821 828.00 839.50 828.00 831.00 +3.75 18,399 276,164 +0
Jan08 070821 846.00 854.00 843.50 845.50 +4.00 796 38,891 +0
Mar08 070821 855.00 863.50 854.50 857.00 +4.25 1,148 23,568 +0
May08 070821 864.00 870.50 861.50 862.00 +3.00 952 24,764 +0
Jul08 070821 872.00 880.00 871.00 874.00 +6.50 2,442 33,385 +0
Aug08 070821 865.00 865.00 865.00 865.00 unch 2 542 +0
Total Volume and Open Interest 107,397 483,314 +0
Soybean Meal(CBOT)
Sep07 070821 220.40 225.00 220.40 222.40 +2.00 3,917 24,092 +0
Oct07 070821 223.50 227.80 223.40 225.20 +2.30 2,485 19,218 +0
Dec07 070821 226.80 231.50 226.70 229.10 +2.20 7,824 82,745 +0
Jan08 070821 231.50 234.00 231.00 231.80 +2.80 452 14,149 +0
Mar08 070821 235.00 237.40 234.70 235.00 +2.70 1,211 15,024 +0
May08 070821 234.80 239.00 234.80 237.40 +2.70 751 16,639 +0
Jul08 070821 238.90 241.70 238.90 239.70 +2.00 643 12,549 +0
Aug08 070821 240.90 241.00 238.50 238.50 +2.80 170 3,064 +0
Total Volume and Open Interest 43,756 197,754 +0
Soybean Oil(CBOT)
Sep07 070821 35.11 35.36 34.82 34.92 -0.07 5,200 45,048 +0
Oct07 070821 35.50 35.62 35.08 35.18 -0.06 2,834 24,624 +0
Dec07 070821 35.78 36.09 35.50 35.58 -0.21 9,586 154,944 +0
Jan08 070821 36.32 36.45 35.86 35.86 -0.34 211 21,124 +0
Mar08 070821 36.58 36.80 36.20 36.20 -0.35 421 10,795 +0
May08 070821 36.87 37.00 36.50 36.50 -0.30 274 9,435 +0
Jul08 070821 36.99 37.28 36.75 36.77 -0.28 445 11,000 +0
Aug08 070821 37.35 37.35 36.75 36.75 -0.25 6 804 +0
Total Volume and Open Interest 57,661 288,810 +0
Canola(WCE)
Corn(CBOT)
Sep07 070821 329.75 340.75 329.75 338.50 +6.75 7,631 109,080 +0
Dec07 070821 347.00 357.50 346.75 355.00 +6.25 20,602 597,257 +0
Mar08 070821 363.00 372.50 362.25 370.00 +6.00 2,295 111,054 +0
May08 070821 372.25 381.25 371.75 379.00 +6.50 503 33,464 +0
Jul08 070821 381.00 390.75 381.00 388.75 +7.00 884 75,646 +0
Sep08 070821 388.00 392.50 385.50 390.25 +5.75 83 11,131 +0
Total Volume and Open Interest 165,731 1,107,795 +0
Wheat(CBOT)
Sep07 070821 675.00 693.25 675.00 691.50 +16.50 6,633 63,291 +0
Dec07 070821 689.50 708.00 689.00 704.00 +13.00 9,758 237,340 +0
Mar08 070821 691.00 708.00 690.50 704.50 +15.50 1,337 23,936 +0
May08 070821 669.00 675.00 666.75 672.00 +11.50 135 5,234 +0
Jul08 070821 572.00 582.25 572.00 581.00 +8.50 535 47,199 +0
Total Volume and Open Interest 55,150 398,152 +0
Wheat(KCBT)
Sep07 070821 649.50 662.00 649.50 655.00 +5.50 6,368 39,156 +0
Dec07 070821 665.00 677.50 665.00 669.00 +4.00 6,319 94,124 +0
Mar08 070821 673.00 679.00 671.00 671.50 +2.50 1,185 8,456 +0
May08 070821 650.00 656.00 650.00 654.00 +9.00 16 67 +0
Jul08 070821 574.00 579.00 565.00 567.00 -7.00 143 11,218 +0
Total Volume and Open Interest 22,347 154,845 +0
Wheat(MGE)
Sep07 070821 646.50 657.00 646.50 648.50 +1.50 2,092 11,653 +0
Dec07 070821 656.00 666.00 656.00 658.50 +3.50 2,601 36,239 +0
Mar08 070821 664.00 672.00 662.50 666.00 +4.00 331 3,949 +0
May08 070821 660.75 663.00 659.00 663.00 +2.00 0 290 +0
Jul08 070821 610.00 614.00 610.00 614.00 unch 5 372 +0
Total Volume and Open Interest 7,546 54,740 +0
Oats(CBOT)
Sep07 070821 243.50 246.00 242.75 245.00 +2.00 17 542 +0
Dec07 070821 252.00 255.50 250.00 252.00 +1.75 147 11,241 +0
Mar08 070821 261.25 263.25 261.25 263.00 +1.00 36 1,376 +0
May08 070821 269.50 269.50 269.50 269.50 unch 10 134 +0
Total Volume and Open Interest 464 13,314 +0
Rough Rice(CBOT)
Sep07 070821 10.36 10.40 10.35 10.39 +0.03 105 3,135 +0
Nov07 070821 10.66 10.71 10.65 10.69 +0.01 249 9,981 +0
Jan08 070821 11.00 11.01 11.00 11.01 +0.01 105 1,448 +0
Mar08 070821 11.30 11.30 11.30 11.30 +0.01 0 704 +0
Total Volume and Open Interest 689 15,557 +0
Live Cattle(CME)
Aug07 070821 92.225 92.950 92.200 92.875 +0.925 2,247 0 -6,411
Oct07 070821 95.950 96.725 95.725 96.400 +0.750 11,511 0 -126,263
Dec07 070821 98.850 99.500 98.700 99.325 +0.645 4,756 0 -51,038
Feb08 070821 99.300 99.750 99.050 99.575 +0.475 3,962 0 -22,164
Apr08 070821 99.500 99.750 99.100 99.750 +0.465 321 0 -11,011
Jun08 070821 94.900 95.300 94.700 95.250 +0.320 47 0 -4,216
Total Volume and Open Interest 25,362 221,798 +0
Feeder Cattle(CME)
Aug07 070821 116.000 116.450 115.700 116.075 -0.375 446 0 -3,904
Sep07 070821 117.350 117.575 116.950 117.275 -0.110 769 0 -5,250
Oct07 070821 117.850 118.000 117.200 117.775 -0.075 1,084 0 -11,505
Nov07 070821 117.800 118.000 117.350 117.850 -0.100 295 0 -3,290
Jan08 070821 115.400 115.475 114.700 115.350 -0.050 169 0 -2,132
Mar08 070821 112.500 112.650 112.250 112.600 -0.100 25 0 -442
Apr08 070821 113.000 113.225 112.750 113.225 -0.175 19 0 -165
Total Volume and Open Interest 3,824 27,040 +0
Lean Hogs(CME)
Oct07 070821 67.150 68.450 67.050 68.200 +1.100 7,232 0 -73,120
Dec07 070821 66.300 67.650 66.300 67.500 +1.115 4,610 0 -53,305
Feb08 070821 68.200 69.200 68.025 69.100 +0.850 1,371 0 -18,962
Apr08 070821 69.600 69.950 68.450 69.875 +1.425 688 0 -14,535
May08 070821 73.400 74.750 73.000 74.575 +1.225 15 0 -1,492
Jun08 070821 75.150 76.400 75.100 76.200 +1.225 61 0 -9,020
Jul08 070821 73.700 74.850 73.600 74.850 +1.150 8 0 -2,318
Aug08 070821 70.400 71.250 70.400 71.250 +0.750 15 0 -322
Total Volume and Open Interest 21,250 173,077 +0
Pork Bellies(CME)
Aug07 070821 71.250 71.700 70.000 71.700 +0.450 16 0 -50
Feb08 070821 92.750 94.450 92.600 93.900 +1.050 142 0 -730
Mar08 070821 93.900 93.900 93.900 93.900 +1.000      
May08 070821 95.000 95.800 95.000 95.800 +0.800      
Jul08 070821 95.000 96.800 95.000 96.800 +0.800      
Total Volume and Open Interest 89 826 +0
Class III Milk(CME)
Aug07 070821 19.79 19.87 19.79 19.85 +0.06 51 0 -4,612
Sep07 070821 19.40 19.80 19.40 19.80 +0.44 98 0 -4,776
Oct07 070821 18.40 18.85 18.35 18.73 +0.43 210 0 -4,063
Nov07 070821 17.27 17.67 17.27 17.65 +0.40 161 0 -3,365
Dec07 070821 16.91 17.19 16.91 17.12 +0.21 235 0 -3,286
Total Volume and Open Interest 1,512 35,322 +0
Cocoa(NYBOT)
Sep07 070821 1780 1800 1780 1793 +20 1,949 2,023 +0
Dec07 070821 1766 1780 1754 1759 unch 12,692 76,514 +0
Mar08 070821 1787 1798 1775 1780 unch 1,818 27,946 +0
May08 070821 1793 1813 1790 1795 +1 217 6,656 +0
Jul08 070821 1826 1826 1804 1810 unch 480 3,316 +0
Sep08 070821 1821 1825 1818 1825 unch 19 3,924 +0
Dec08 070821 1850 1850 1850 1850 unch 2,133 13,346 +0
Total Volume and Open Interest 26,400 133,808 +0
Coffee "C"(NYBOT)
Sep07 070821 114.85 115.30 113.90 114.25 -0.60 7,546 22,074 +0
Dec07 070821 118.90 119.30 118.05 118.35 -0.50 14,960 88,742 +0
Mar08 070821 122.65 122.80 121.90 122.10 -0.45 1,646 18,430 +0
May08 070821 124.80 124.80 123.95 124.25 -0.40 148 7,440 +0
Jul08 070821 126.00 126.70 125.85 126.15 -0.40 219 3,281 +0
Sep08 070821 127.75 128.30 127.70 127.85 -0.40 399 9,252 +0
Total Volume and Open Interest 33,377 158,885 +0
Orange Juice(NYBOT)
Sep07 070821 124.00 126.25 123.50 123.95 -1.55 2,267 6,149 +0
Nov07 070821 124.00 125.20 122.40 123.10 -1.60 1,950 13,861 +0
Jan08 070821 124.25 124.75 123.00 123.30 -1.70 70 4,449 +0
Mar08 070821 126.00 126.95 123.90 123.90 -1.60 131 3,174 +0
May08 070821 124.50 124.50 124.50 124.50 -1.50 15 651 +0
Jul08 070821 125.10 125.10 125.10 125.10 -1.40 10 135 +0
Total Volume and Open Interest 5,311 29,389 +0
Sugar #11(NYBOT)
Oct07 070821 9.43 9.47 9.25 9.31 -0.11 50,507 334,542 +0
Mar08 070821 9.70 9.71 9.54 9.59 -0.09 19,197 159,742 +0
May08 070821 9.73 9.73 9.62 9.65 -0.06 3,250 42,746 +0
Jul08 070821 9.80 9.80 9.69 9.72 -0.07 1,368 37,087 +0
Oct08 070821 10.01 10.02 9.94 9.97 -0.05 1,411 43,441 +0
Total Volume and Open Interest 102,571 665,771 +0
Sugar #14(NYBOT)
Sep07 070808 22.53 22.53 22.53 22.53 +0.01 484 589 -408
Nov07 070820 21.71 21.71 21.71 21.71 -0.01 110 2,897 +182
Jan08 070820 21.19 21.19 21.19 21.19 unch 40 2,580 +36
Mar08 070820 21.17 21.17 21.17 21.17 +0.01 0 2,458 +0
May08 070820 21.30 21.30 21.30 21.30 unch 0 415 +0
Total Volume and Open Interest 150 8,843 +244
London Cocoa(LCE)
Sep07 070820 933 938 915 917 -10 2,401 48,880 -178
Dec07 070821 938 945 936 938 unch 4,212 0 -59,176
Mar08 070821 959 963 955 957 unch 2,584 0 -37,910
May08 070821 973 973 966 968 -1 1,172 0 -14,213
Jul08 070821 983 984 978 979 -1 460 0 -13,364
Sep08 070821 990 991 990 991 unch 594 0 -10,030
Dec08 070821 1002 1002 1002 1002 unch 293 0 -4,898
Total Volume and Open Interest 14,013 188,568 +0
London Coffee(LCE)
Sep07 070821 1675.00 1685.00 1666.00 1666.00 -6.00 5,705 0 -27,080
Nov07 070821 1705.00 1711.00 1696.00 1697.00 -3.00 13,168 0 -85,688
Jan08 070821 1713.00 1718.00 1708.00 1708.00 -2.00 3,736 0 -22,127
Mar08 070821 1722.00 1724.00 1716.00 1717.00 +1.00 289 0 -8,827
May08 070821 1731.00 1732.00 1726.00 1727.00 +5.00 11 0 -3,461
Jul08 070821 1730.00 1732.00 1730.00 1732.00 +5.00 6 0 -1,357
Total Volume and Open Interest 22,430 150,056 +0
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070821 280.00 280.00 275.20 277.20 -3.20 2,179 0 -41,582
Dec07 070821 283.70 283.80 279.60 281.20 -3.70 975 0 -9,109
Mar08 070821 293.10 293.10 289.60 290.80 -2.40 764 0 -15,562
May08 070821 296.00 296.00 293.30 294.50 -1.80 321 0 -5,673
Total Volume and Open Interest 9,697 82,157 +0
Cotton(NYBOT)
Oct07 070821 57.05 57.15 56.23 56.35 -0.43 883 5,858 +0
Dec07 070821 58.80 59.38 58.02 58.35 -0.33 24,799 128,858 +0
Mar08 070821 62.65 62.65 61.45 61.90 -0.30 3,458 43,795 +0
May08 070821 62.75 63.15 62.70 63.00 -0.40 296 3,650 +0
Jul08 070821 64.46 64.47 63.80 64.05 -0.40 533 3,945 +0
Oct08 070821 65.10 65.10 65.10 65.10 -0.40 0 99 +0
Total Volume and Open Interest 43,167 200,221 +0
Lumber(CME)
Sep07 070821 274.5 276.6 274.3 274.4 -0.5 607 0 -3,771
Nov07 070821 273.0 275.2 273.0 273.0 -1.3 394 0 -3,620
Jan08 070821 288.5 289.8 286.7 289.1 -0.4 30 0 -248
Mar08 070821 298.0 299.8 294.3 295.0 -0.7 12 0 -35
Total Volume and Open Interest 759 7,701 +0
Crude Oil(NYM)
Sep07 070821 70.90 71.50 68.76 69.47 -1.65 170,218 73,562 +0
Oct07 070821 70.80 71.55 68.90 69.57 -1.39 143,493 304,797 +0
Nov07 070821 70.57 71.31 68.71 69.34 -1.33 38,852 115,855 +0
Dec07 070821 70.21 70.93 68.42 69.01 -1.26 45,460 202,060 +0
Jan08 070821 69.75 70.64 68.35 68.76 -1.18 6,691 62,574 +0
Feb08 070821 69.50 69.50 68.05 68.55 -1.12 1,776 33,240 +0
Mar08 070821 68.44 68.45 68.12 68.38 -1.08 1,884 33,036 +0
Apr08 070821 69.79 69.89 68.15 68.24 -1.05 1,153 38,543 +0
May08 070821 69.65 69.65 67.95 68.13 -1.02 523 32,529 +0
Jun08 070821 69.05 69.60 67.85 68.04 -1.00 2,633 53,281 +0
Jul08 070821 67.81 67.98 67.81 67.98 -0.97 85 15,066 +0
Aug08 070821 67.90 67.93 67.90 67.93 -0.95 225 13,001 +0
Sep08 070821 67.80 67.89 67.80 67.89 -0.93 281 43,386 +0
Oct08 070821 67.85 67.85 67.85 67.85 -0.91 124 20,015 +0
Nov08 070821 68.90 68.90 67.75 67.81 -0.89 165 14,672 +0
Dec08 070821 68.70 69.41 67.40 67.77 -0.87 8,341 158,659 +0
Total Volume and Open Interest 429,118 1,466,498 +0
Heating Oil(NYM)
Sep07 070821 198.09 200.10 193.98 195.20 -2.89 26,978 37,530 +0
Oct07 070821 199.55 201.65 195.77 197.00 -2.79 16,087 49,846 +0
Nov07 070821 201.30 203.61 197.91 199.15 -2.94 5,398 31,927 +0
Dec07 070821 203.00 204.97 199.50 200.80 -3.04 4,893 34,511 +0
Jan08 070821 205.10 206.08 200.74 202.00 -3.09 1,147 17,835 +0
Feb08 070821 205.00 205.00 200.93 201.60 -2.79 653 12,708 +0
Mar08 070821 202.66 203.30 198.61 199.95 -2.64 338 4,920 +0
Apr08 070821 197.60 197.60 195.30 196.05 -2.74 52 6,127 +0
May08 070821 192.46 192.46 192.30 192.30 -2.84 43 1,982 +0
Jun08 070821 192.50 193.11 188.70 189.75 -2.94 482 12,969 +0
Jul08 070821 190.25 190.25 189.95 189.95 -2.94 4 519 +0
Aug08 070821 191.40 191.40 191.40 191.40 -2.89 0 316 +0
Total Volume and Open Interest 56,076 215,081 +0
Gasoline(NYMEX)
Sep07 070821 193.10 193.74 184.52 186.37 -7.28 39,073 48,918 -3,265
Oct07 070821 187.30 187.81 180.55 181.77 -5.63 24,275 46,385 -666
Nov07 070821 185.16 186.62 179.80 181.02 -4.83 5,594 27,766 -138
Dec07 070821 184.55 185.72 179.59 180.57 -4.23 3,784 20,033 -117
Jan08 070821 185.93 186.90 181.37 182.12 -3.93 542 10,817 +134
Feb08 070821 187.25 188.80 183.70 184.17 -3.73 334 4,453 -1
Mar08 070821 186.32 186.32 186.32 186.32 -3.53 339 7,009 +190
Apr08 070821 203.65 203.65 199.20 199.47 -3.38 140 5,003 +27
May08 070821 202.00 202.00 200.00 200.97 -3.28 25 2,400 +0
Jun08 070821 203.40 203.40 201.32 201.32 -3.23 45 4,845 +25
Total Volume and Open Interest 74,171 184,218 -3,811
e-MiNY RBOB Gasoline(NYMEX)
Sep07 070821 186.37 186.37 186.37 186.37 -7.28 0 2 +0
Oct07 070821 187.30 187.30 181.50 181.77 -5.63      
Nov07 070821 181.02 181.02 181.02 181.02 -4.83      
Dec07 070821 180.57 180.57 180.57 180.57 -4.23 0 1 +0
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Sep07 070821 6.020 6.034 5.752 5.817 -0.223 54,912 42,368 +0
Oct07 070821 6.203 6.240 5.947 6.030 -0.175 24,925 86,225 +0
Nov07 070821 7.050 7.050 6.870 6.963 -0.122 9,849 67,725 +0
Dec07 070821 7.920 7.920 7.712 7.823 -0.062 7,156 49,254 +0
Jan08 070821 8.285 8.313 8.146 8.233 -0.060 3,548 43,123 +0
Feb08 070821 8.300 8.323 8.189 8.256 -0.062 730 34,969 +0
Mar08 070821 8.100 8.149 7.980 8.068 -0.057 3,766 46,653 +0
Apr08 070821 7.631 7.688 7.536 7.573 -0.062 2,479 39,543 +0
May08 070821 7.615 7.635 7.530 7.553 -0.062 335 26,937 +0
Jun08 070821 7.700 7.718 7.620 7.633 -0.065 333 16,809 +0
Jul08 070821 7.790 7.815 7.700 7.728 -0.062 259 10,161 +0
Aug08 070821 7.860 7.890 7.780 7.795 -0.062 112 9,523 +0
Sep08 070821 7.825 7.910 7.825 7.840 -0.062 195 6,465 +0
Oct08 070821 8.000 8.054 7.950 7.965 -0.062 689 27,290 +0
Nov08 070821 8.470 8.470 8.375 8.400 -0.067 185 13,859 +0
Dec08 070821 8.900 8.900 8.840 8.840 -0.072 117 14,198 +0
Total Volume and Open Interest 114,711 758,036 +0
Brent Crude Oil(ICE)
Oct07 070821 69.81 70.50 68.14 68.69 -1.16      
Nov07 070821 70.14 70.82 68.51 69.01 -1.19      
Dec07 070821 70.14 71.01 68.72 69.21 -1.18      
Jan08 070821 70.05 70.96 68.80 69.19 -1.15      
Feb08 070821 69.94 70.02 68.90 69.10 -1.16      
Mar08 070821 69.00 69.00 69.00 69.00 -1.17 888 0 -11,143
Apr08 070821 68.92 68.92 68.92 68.92 -1.15      
May08 070821 68.84 68.84 68.84 68.84 -1.15      
Jun08 070821 69.70 70.40 68.78 68.78 -1.10 1,685 0 -26,697
Jul08 070821 68.71 68.71 68.71 68.71 -1.08      
Aug08 070821 68.65 68.65 68.65 68.65 -1.07      
Sep08 070821 68.59 68.59 68.59 68.59 -1.03      
Oct08 070821 68.53 68.53 68.53 68.53 -1.00      
Nov08 070821 68.47 68.47 68.47 68.47 -0.97      
Total Volume and Open Interest 122,143 596,530 +110,033
Gas Oil(ICE)
Sep07 070820 622.00 625.00 614.25 617.00 -44.25 35,302 64,977 +831
Oct07 070820 623.25 627.50 616.50 619.25 -45.50 28,659 57,559 -927
Nov07 070820 624.75 629.00 618.00 620.75 -47.50 6,833 26,411 -260
Dec07 070820 628.00 630.00 619.00 621.75 -50.00 7,328 45,596 -96
Jan08 070820 631.50 631.75 625.00 626.50 -51.75 2,512 38,538 -738
Feb08 070820 623.00 623.00 623.00 623.00 -51.50 333 10,263 +5
Mar08 070820 619.25 619.25 619.25 619.25 -51.75 707 7,261 +201
Apr08 070820 615.00 615.00 615.00 615.00 -52.25 40 3,054 +9
May08 070820 610.75 610.75 610.75 610.75 -10.00 0 3,922 +67
Jun08 070820 608.00 608.00 607.00 607.00 -53.50 1,612 29,276 +602
Total Volume and Open Interest 84,119 317,682 -138
US Dollar Index(NYBOT)
Sep07 070821 81.390 81.510 81.225 81.470 +0.090 12,256 22,420 +0
Dec07 070821 81.100 81.400 81.100 81.330 +0.090 67 3,408 +0
Mar08 070821 81.200 81.200 81.200 81.200 +0.090 0 635 +0
Total Volume and Open Interest 12,323 26,472 +0
Australian Dollar(CME)
Sep07 070821 80.54 80.68 79.48 80.04 -0.59 1,143 0 -95,839
Dec07 070821 80.50 80.50 79.34 79.72 -0.59 5 0 -1,798
Mar08 070821 79.37 79.37 79.37 79.37 -0.59      
Total Volume and Open Interest 61,278 97,805 +0
British Pound(CME)
Sep07 070821 198.77 198.94 197.32 198.10 -0.57 50,297 0 -122,208
Dec07 070821 197.82 198.19 196.85 197.57 -0.58 1 0 -1,219
Mar08 070821 196.96 197.59 196.51 196.96 -0.58      
Total Volume and Open Interest 104,332 123,478 +0
Canadian Dollar(CME)
Sep07 070821 94.80 94.89 93.93 94.02 -0.63 31,258 0 -123,236
Dec07 070821 94.91 94.95 94.09 94.16 -0.63 598 0 -5,716
Mar08 070821 94.23 94.93 94.22 94.29 -0.63      
Jun08 070821 94.37 94.90 94.28 94.35 -0.63      
Total Volume and Open Interest 44,374 130,401 +0
Japanese Yen(CME)
Sep07 070821 87.40 88.02 87.08 87.73 +0.34 138,891 0 -248,989
Dec07 070821 88.30 88.93 88.06 88.67 +0.33 821 0 -17,065
Mar08 070821 89.51 89.67 89.12 89.53 +0.33      
Total Volume and Open Interest 303,905 281,843 +0
Swiss Franc(CME)
Sep07 070821 83.14 83.42 83.00 83.06 -0.01 49,006 0 -110,390
Dec07 070821 83.73 83.88 83.52 83.57 -0.01 5 0 -1,094
Mar08 070821 84.01 84.25 84.01 84.01 -0.01      
Total Volume and Open Interest 117,774 111,511 +0
EuroFX(CME)
Sep07 070821 134.88 135.33 134.69 134.80 -0.14 118,175 0 -211,972
Dec07 070821 135.17 135.56 134.95 135.03 -0.14 830 0 -5,107
Mar08 070821 135.44 135.60 135.14 135.20 -0.14      
Total Volume and Open Interest 304,251 217,321 +0
Mexican Peso(CME)
Sep07 070821 898.2 899.5 895.8 896.8 -0.8 1,126 0 -78,025
Oct07 070821 894.8 894.8 894.8 894.8 -0.8      
Total Volume and Open Interest 25,871 100,847 +0
30-Year T-Bonds(CBOT)
Sep07 070821 110~08 110~25 110~07 110~20 +0~12 418,188 978,933 +0
Dec07 070821 109~31 110~13 109~28 110~09 +0~10 1,414 15,274 +0
Mar08 070821 110~03 110~06 110~03 110~06 +0~09 0 929 +0
Total Volume and Open Interest 435,918 995,165 +0
10-Year T-Notes(CBOT)
Sep07 070821 108~270 109~095 108~235 109~025 +0~095 1,368,759 2,643,978 +0
Dec07 070821 108~160 108~290 108~110 108~210 +0~080 43,093 245,464 +0
Total Volume and Open Interest 1,535,166 2,890,753 +0
5-Year T-Notes(CBOT)
Sep07 070821 106~280 106~300 106~165 106~250 +0~035 2,766 1,582,689 +1,582,689
Dec07 070821 106~290 106~290 106~120 106~200 +0~020 4,282 90,109 +90,109
Mar08 070821 106~200 106~200 106~200 106~200 +0~020      
Total Volume and Open Interest 835,359 1,672,798 +1,672,798
2 Year T-Notes(CBOT)
Sep07 070821 103~016 103~040 103~001 103~019 +0~003 10,673 955,003 +0
Dec07 070821 103~034 103~044 103~008 103~021 -0~001 0 16,709 +0
Total Volume and Open Interest 467,766 971,712 +0
Eurodollars(CME)
Sep07 070821 94.908 94.985 94.832 94.880 -0.030 20,842 0 -1,698,458
Dec07 070821 95.310 95.405 95.270 95.350 +0.050 23,828 0 -1,545,704
Mar08 070821 95.535 95.630 95.475 95.570 +0.045 24,367 0 -1,749,458
Jun08 070821 95.540 95.630 95.485 95.565 +0.025 19,494 0 -1,450,034
Sep08 070821 95.450 95.530 95.400 95.470 +0.025 12,680 0 -1,182,669
Dec08 070821 95.350 95.425 95.315 95.385 +0.040 16,415 0 -1,069,200
Mar09 070821 95.280 95.350 95.250 95.320 +0.050 17,573 0 -654,016
Jun09 070821 95.215 95.285 95.185 95.255 +0.055 11,535 0 -514,169
Sep09 070821 95.140 95.210 95.120 95.190 +0.065 6,886 0 -309,654
Dec09 070821 95.065 95.130 95.050 95.115 +0.070 7,211 0 -238,000
Mar10 070821 95.000 95.065 94.995 95.060 +0.075 2,980 0 -157,633
Jun10 070821 95.000 95.010 94.930 95.000 +0.080 3,874 0 -128,018
Sep10 070821 94.920 94.940 94.875 94.940 +0.080 5,274 0 -100,980
Dec10 070821 94.850 94.865 94.815 94.865 +0.080 3,086 0 -107,681
Mar11 070821 94.795 94.835 94.760 94.810 +0.080 2,150 0 -96,752
Jun11 070821 94.735 94.755 94.700 94.750 +0.080 2,152 0 -88,116
Sep11 070821 94.670 94.700 94.645 94.695 +0.080 4,390 0 -76,132
Dec11 070821 94.610 94.675 94.580 94.630 +0.080 2,529 0 -49,204
Total Volume and Open Interest 195,518    
3-Mth Euro-Yen(CME)
Sep07 070821 99.17 99.18 99.17 99.17 -0.01 206 0 -23,211
Dec07 070821 99.15 99.15 99.15 99.15 +0.01 1 0 -11,393
Mar08 070821 99.13 99.13 99.13 99.13 +0.04 252 0 -7,260
Jun08 070821 99.07 99.08 99.06 99.07 +0.02 6 0 -4,561
Sep08 070821 99.04 99.04 99.01 99.01 +0.02      
Dec08 070821 98.94 98.94 98.94 98.94 +0.02      
Mar09 070821 98.87 98.87 98.87 98.87 +0.02      
Jun09 070821 98.79 98.79 98.79 98.79 +0.02      
Sep09 070821 98.71 98.71 98.71 98.71 +0.04      
Dec09 070821 98.63 98.63 98.63 98.63 +0.04      
Total Volume and Open Interest 465    
3-Mth Euro-Yen(SGX)
Sep07 070821 99.18 99.19 99.18 99.19 +0.01 1,225 0 -78,564
Dec07 070821 99.15 99.16 99.14 99.15 +0.02 4,292 0 -59,470
Mar08 070821 99.11 99.12 99.10 99.12 +0.04 6,913 0 -43,410
Jun08 070821 99.05 99.10 99.05 99.08 +0.03 766 0 -25,718
Sep08 070821 99.01 99.04 99.01 99.03 +0.04 121 0 -12,650
Dec08 070821 98.93 98.96 98.91 98.95 +0.04 212 0 -8,367
Mar09 070821 98.85 98.88 98.85 98.87 +0.04 291 0 -4,605
Jun09 070821 98.79 98.79 98.79 98.79 +0.04      
Total Volume and Open Interest 13,870 235,752 +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 070821 135.50 136.18 135.50 135.93 +0.77 2 24 +4
Mar08 070821 135.93 135.93 135.93 135.93 +0.77      
Total Volume and Open Interest 8,871 38,227 -726
Euro-Bund(EUREX)
Sep07 070821 113.55 114.05 113.47 113.75 +0.29 1,483,470 1,715,362 +174,020
Dec07 070821 113.16 113.63 113.09 113.34 +0.30 9,334 56,845 +13,295
Mar08 070821 113.60 113.60 113.60 113.60 +0.29 1,018 10 +0
Total Volume and Open Interest 1,493,822 1,772,217 +187,315
Euro-Bobl(EUREX)
Sep07 070821 108.22 108.69 108.19 108.41 +0.25 817,881 1,289,634 +60,081
Dec07 070821 108.25 108.37 108.23 108.23 +0.26 14,064 14,916 +9,285
Mar08 070821 108.12 108.12 108.12 108.12 +0.25      
Total Volume and Open Interest 831,945 1,304,550 +69,366
3-Mth Euribor(EUREX)
Sep07 070821 95.625 95.650 95.580 95.585 -0.040 1,715 27,208 -1,343
Dec07 070821 95.760 95.810 95.745 95.755 unch 917 11,516 -196
Mar08 070821 95.855 95.905 95.840 95.850 -0.005 264 9,286 -290
Total Volume and Open Interest 3,313 58,620 -2,523
Long Gilt(LIFFE)
Sep07 070820 106~19 106~29 106~13 106~25 +0~01 134,208 329,482 -11,553
Dec07 070821 107~14 107~14 107~09 107~09 +0~15      
Total Volume and Open Interest 134,208 329,482 +0
3-Mth Short Sterling(LIFFE)
Sep07 070821 93.73 93.78 93.69 93.71 -0.02      
Dec07 070821 93.96 94.02 93.96 93.97 unch      
Mar08 070821 94.08 94.17 94.08 94.10 +0.01      
Jun08 070821 94.14 94.23 94.13 94.16 +0.02      
Sep08 070821 94.15 94.25 94.15 94.19 +0.03      
Dec08 070821 94.15 94.25 94.15 94.19 +0.03      
Total Volume and Open Interest 766,634 2,797,071 +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 070821 95.740 95.820 95.720 95.760 +0.025 396,088 866,906 +527
Mar08 070821 95.845 95.915 95.810 95.850 +0.025 312,526 637,041 +17,999
Total Volume and Open Interest 1,944,071 4,272,655 -40,741
3-Mth Aus T-Bills(SFE)
Sep07 070821 93.26 93.28 93.22 93.25 -0.01 13,493 0 -497,384
Dec07 070821 93.25 93.29 93.24 93.27 +0.01 28,010 0 -362,112
Mar08 070821 93.24 93.29 93.23 93.28 +0.03 24,696 0 -190,356
Jun08 070821 93.24 93.30 93.23 93.28 +0.03 15,719 0 -134,513
Sep08 070821 93.26 93.30 93.26 93.28 +0.03 2,985 0 -62,633
Dec08 070821 93.31 93.31 93.26 93.28 +0.02 1,731 0 -44,841
Mar09 070821 93.26 93.30 93.26 93.27 +0.01 977 0 -29,768
Jun09 070821 93.26 93.30 93.26 93.28 +0.01 2,063 0 -21,704
Sep09 070821 93.26 93.27 93.26 93.27 unch 54 0 -1,993
Dec09 070821 93.28 93.28 93.28 93.28 unch 2 0 -638
Total Volume and Open Interest 116,143 1,361,791 +15,663
10-Year Aus T-Bonds(SFE)
Sep07 070821 94.11 94.17 94.10 94.16 +0.04 57,612 0 -661,188
Dec07 070821 94.16 94.16 94.16 94.16 +0.04      
Total Volume and Open Interest 79,473 683,843 +22,655
3-Year Aus T-Bonds(SFE)
Sep07 070820 93.89 93.90 93.86 93.88 -0.06 176,479 919,915 +105,612
Dec07 070821 93.94 93.94 93.94 93.94 +0.04      
Total Volume and Open Interest 159,476 959,247 +39,332
Gold(CMX)
Aug07 070821 657.9 658.4 656.7 656.7 unch 219 372 +0
Oct07 070821 661.1 663.5 658.2 660.5 -0.1 3,614 36,246 +0
Dec07 070821 667.6 669.8 663.9 666.2 -0.3 94,331 187,198 +0
Feb08 070821 672.5 673.7 670.1 671.6 -0.4 250 15,360 +0
Apr08 070821 677.9 677.9 676.9 676.9 -0.5 4,853 17,647 +0
Jun08 070821 684.1 684.1 681.5 682.1 -0.6 172 14,711 +0
Aug08 070821 688.0 688.0 687.2 687.2 -0.6 2,381 7,216 +0
Oct08 070821 692.3 692.3 692.3 692.3 -0.7 1 1,469 +0
Dec08 070821 699.9 700.0 697.5 697.5 -0.7 1,214 15,290 +0
Feb09 070821 702.9 702.9 702.9 702.9 -0.8 250 10,837 +0
Apr09 070821 708.2 708.2 708.2 708.2 -0.9 120 1,630 +0
Jun09 070821 713.6 713.6 713.6 713.6 -1.0 350 10,963 +0
Total Volume and Open Interest 107,839 329,717 +0
Silver(CMX)
Sep07 070821 1176.0 1184.0 1145.5 1151.0 -22.5 36,222 43,289 +0
Dec07 070821 1198.0 1200.0 1160.5 1167.0 -23.0 11,065 47,102 +0
Mar08 070821 1214.5 1214.5 1182.0 1182.1 -23.3 486 6,698 +0
May08 070821 1191.2 1191.2 1191.2 1191.2 -23.6 59 4,369 +0
Jul08 070821 1200.2 1200.2 1200.2 1200.2 -23.7 276 4,792 +0
Sep08 070821 1209.0 1209.0 1209.0 1209.0 -23.9 55 955 +0
Dec08 070821 1225.0 1225.0 1221.8 1221.8 -24.2 46 5,137 +0
Total Volume and Open Interest 48,264 120,186 -6
Platinum(NYM)
Oct07 070821 1248.1 1252.7 1240.4 1251.4 +4.0 2,017 10,967 +0
Jan08 070821 1256.3 1260.4 1254.3 1260.4 +4.0 5 336 +0
Apr08 070821 1271.8 1271.8 1271.8 1271.8 +4.0 1 2 +0
Total Volume and Open Interest 2,023 11,305 +0
Palladium(NYME)
Sep07 070821 333.00 333.00 316.10 323.50 -8.45 1,773 9,369 +0
Dec07 070821 332.00 333.00 321.00 328.25 -8.60 699 6,969 +0
Mar08 070821 329.75 333.00 329.75 333.00 -8.95 21 490 +0
Total Volume and Open Interest 2,643 18,203 +0
Copper(CMX)
Sep07 070821 317.00 318.45 313.00 315.00 -0.95 14,360 19,977 +0
Dec07 070821 317.10 318.70 313.90 316.50 +0.20 8,689 40,705 +0
Mar08 070821 313.05 314.50 311.60 314.25 +0.95 683 5,184 +0
May08 070821 310.05 311.60 309.90 311.60 +1.45 241 975 +0
Jul08 070821 308.60 308.60 308.60 308.60 +1.80 89 508 +0
Total Volume and Open Interest 24,710 75,965 +0
Aluminum(CMX)
Aug07 070820 105.55 105.55 105.55 105.55 unch 4 6 +4
Sep07 070820 106.25 106.25 106.25 106.25 unch 0 40 +0
Oct07 070820 107.00 107.00 107.00 107.00 unch 0 40 +0
Nov07 070820 107.75 107.75 107.75 107.75 unch 0 40 +0
Dec07 070820 108.50 108.50 108.50 108.50 unch 0 154 +0
Jan08 070820 108.50 108.50 108.50 108.50 unch      
Total Volume and Open Interest 4 280 +4
DJIA Index(CBOT)
Sep07 070821 13125 13214 13087 13117 -32 6,320 37,759 +0
Dec07 070821 13216 13235 13190 13199 -31 34 317 +0
Mar08 070821 13301 13301 13301 13301 -32 0 1 +0
Jun08 070821 13395 13395 13395 13395 -32      
Total Volume and Open Interest 7,392 38,077 +0
S & P 500(CME)
Sep07 070821 1448.70 1460.00 1440.00 1450.30 +1.20 29,088 0 -538,137
Dec07 070821 1457.50 1470.00 1454.50 1461.00 +1.30      
Mar08 070821 1470.60 1479.30 1465.30 1470.60 +1.30      
Jun08 070821 170.88 179.58 165.58 170.88 +1.30      
Total Volume and Open Interest 102,516 638,669 +0
S & P 500 E-Mini(Globex)
Sep07 070821 1448.75 1460.00 1440.25 1450.25 +1.25 1,750,000 0 -2,047,870
Dec07 070821 1456.00 1470.50 1451.25 1461.00 +1.25 5,723 0 -69,971
Total Volume and Open Interest 3,329,000 2,117,842 +0
NASDAQ 100(CME)
Sep07 070821 1894.30 1923.50 1889.00 1919.80 +22.00 2,285 0 -68,445
Dec07 070821 1921.00 1940.80 1921.00 1940.80 +22.00      
Mar08 070821 1963.50 1963.50 1941.50 1963.50 +22.00      
Total Volume and Open Interest 10,606 68,500 +0
NASDAQ 100 E-Mini(Globex)
Sep07 070821 1898.30 1924.00 1888.80 1919.80 +22.00 354,000 0 -436,185
Dec07 070821 1913.00 1944.30 1909.80 1940.80 +22.00 48 0 -657
Total Volume and Open Interest 634,956 436,842 +0
S & P Midcap 400(CME)
Sep07 070821 845.00 849.00 839.50 847.90 +4.40 116 0 -6,685
Dec07 070821 856.85 856.85 856.45 856.85 +4.40      
Mar08 070821 866.55 866.55 866.15 866.55 +4.40      
Total Volume and Open Interest 323 6,685 +0
Russell 2000(CME)
Sep07 070821 788.15 796.00 784.60 792.10 +2.40 717 0 -58,783
Dec07 070821 797.60 797.60 797.20 797.60 +2.40      
Mar08 070821 803.60 803.60 803.20 803.60 +2.40 28 0 -5
Total Volume and Open Interest 2,251 58,833 +0
Russell 2000 E-Mini(Globex)
Sep07 070821 789.50 796.10 784.00 792.10 +2.40 265,000 0 -598,993
Dec07 070821 794.00 801.50 790.40 797.60 +2.40 125 0 -1,220
Mar08 070821 803.60 803.60 803.60 803.60 +2.40      
Total Volume and Open Interest 463,620 600,213 +0
Value Line(KCBT)
Sep07 070821 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070821 15750 16105 15745 15865 +150 124,794 262,277 +15,432
Dec07 070821 15700 16065 15700 15860 +170 650 1,242 +322
Total Volume and Open Interest 125,444 263,560 +15,754
Nikkei 225(SGX)
Sep07 070821 15750 16105 15745 15865 +150 124,794 262,277 +15,432
Dec07 070821 15700 16065 15700 15860 +170 650 1,242 +322
Mar08 070821 15880 15880 15880 15880 +165      
Total Volume and Open Interest 125,444 263,560 +15,754
CAC 40(EURONEXT)
Aug07 070817 5250.0 5450.5 5216.0 5404.5 +137.0 408,324 679,822 -43,530
Sep07 070821 5437.0 5466.5 5363.5 5442.5 +22.5 134,281 0 -442,955
Oct07 070821 5420.0 5472.0 5405.0 5460.5 +23.0 61 0 -364
Total Volume and Open Interest 333,896 445,575 +0
Hang Seng Index(HKFE)
Aug07 070821 21768 22710 21558 21600 -39 126,532 130,010 +3,228
Sep07 070821 21768 22654 21530 21568 -42 10,487 14,352 +212
Total Volume and Open Interest 137,261 145,017 +3,479
DAX(EUREX)
Sep07 070821 7478.0 7500.0 7375.0 7440.0 +6.5 377,883 308,664 +0
Dec07 070821 7563.0 7571.0 7459.0 7521.0 +6.5 1,898 14,682 +0
Mar08 070821 7598.0 7628.0 7539.0 7599.0 +6.5 176 1,754 +0
Total Volume and Open Interest 379,957 325,100 +0
FT-SE 100(EURONEXT)
Sep07 070821 6148.50 6148.50 6050.50 6101.00 +7.50 110,089 0 -523,629
Dec07 070821 6154.00 6159.00 6119.50 6159.00 +7.50 50 0 -12,354
Mar08 070821 6173.00 6173.00 6169.50 6169.50 +7.50 60 0 -599
Total Volume and Open Interest 296,491 536,584 +0
SPI 200(SFE)
Sep07 070821 5912.0 5997.0 5861.0 5968.0 +66.0 44,316 0 -443,914
Dec07 070821 5905.0 6030.0 5905.0 6010.0 +66.0 36 0 -4,933
Mar08 070821 6000.0 6029.0 6000.0 6018.0 +65.0      
Total Volume and Open Interest 50,507 472,855 +21,252
GSCI(CME)
Sep07 070821 481.30 482.55 473.90 475.50 -5.20 212 0 -19,565
Oct07 070821 480.50 486.50 479.00 480.50 -5.50      
Nov07 070821 484.50 490.00 483.00 484.50 -5.00      
Total Volume and Open Interest 131 19,565 +0
Reuters CRB Index(NYBOT)
Nov07 070820 407.25 411.00 407.25 408.10 -1.90 28 886 +6
Jan08 070820 409.25 412.00 408.75 409.85 -2.15 5 415 +0
Feb08 070820 410.00 412.00 409.60 409.60 -2.40 5 246 +5
Total Volume and Open Interest 43 1,584 +16
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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