Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon August 27, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep07 070827 840.00 857.00 839.00 856.50 +7.50 3,040 21,061 -2,244
Nov07 070827 855.00 873.50 854.50 872.75 +7.75 14,881 286,277 -4,512
Jan08 070827 871.00 889.00 870.00 888.25 +8.00 1,103 40,777 +564
Mar08 070827 881.50 899.00 881.00 899.00 +8.50 745 25,191 +113
May08 070827 888.00 908.00 888.00 908.00 +11.00 854 24,397 -36
Jul08 070827 899.00 916.50 898.00 916.00 +7.50 1,766 35,096 +878
Aug08 070827 910.00 910.00 910.00 910.00 +4.00 1 543 +1
Total Volume and Open Interest 24,451 495,283 -5,390
Soybean Meal(CBOT)
Sep07 070827 230.50 236.00 230.20 235.90 +2.20 4,671 18,067 -2,894
Oct07 070827 233.00 238.50 232.80 238.20 +2.70 3,362 22,965 +760
Dec07 070827 237.50 243.00 237.00 242.70 +2.00 5,001 83,000 -2,940
Jan08 070827 239.50 245.50 239.50 245.50 +3.00 523 14,395 -678
Mar08 070827 243.50 248.50 243.50 248.20 +2.70 458 15,295 -133
May08 070827 245.30 250.50 245.30 250.50 +3.00 258 17,315 -162
Jul08 070827 249.20 252.50 248.80 252.50 +2.00 225 12,472 -110
Aug08 070827 250.50 251.00 249.50 250.50 +2.50 27 3,149 +12
Total Volume and Open Interest 14,908 197,810 -6,087
Soybean Oil(CBOT)
Sep07 070827 35.55 36.18 35.50 36.18 +0.26 3,632 29,756 -8,338
Oct07 070827 35.85 36.40 35.75 36.40 +0.29 3,150 27,878 +2,428
Dec07 070827 36.27 36.90 36.21 36.89 +0.22 6,199 151,001 -4,257
Jan08 070827 36.68 37.25 36.68 37.25 +0.23 701 20,492 +30
Mar08 070827 37.02 37.53 37.02 37.50 +0.12 1,104 13,374 -2
May08 070827 37.25 37.78 37.25 37.74 +0.14 159 10,228 -50
Jul08 070827 37.58 38.07 37.58 38.06 +0.21 98 11,508 +82
Aug08 070827 38.00 38.00 38.00 38.00 +0.20 6 840 +0
Total Volume and Open Interest 15,311 277,205 -10,014
Canola(WCE)
Corn(CBOT)
Sep07 070827 335.00 337.00 331.50 335.75 -5.75 6,160 72,349 -15,923
Dec07 070827 352.00 354.25 348.50 353.00 -5.75 18,919 616,334 +2,148
Mar08 070827 367.00 370.00 365.00 369.25 -5.00 3,416 117,457 +867
May08 070827 374.00 379.00 372.00 378.75 -4.25 490 34,078 -447
Jul08 070827 382.50 388.50 382.00 387.75 -3.75 1,348 76,457 -930
Sep08 070827 387.00 391.00 387.00 391.00 -3.25 238 11,482 +69
Total Volume and Open Interest 33,504 1,095,640 -14,076
Wheat(CBOT)
Sep07 070827 725.00 727.00 719.00 722.25 -3.50 3,218 30,593 -13,324
Dec07 070827 742.00 743.00 734.00 738.00 -4.00 6,575 247,987 -235
Mar08 070827 737.00 741.00 734.00 739.00 -3.00 984 28,909 +301
May08 070827 682.00 682.00 682.00 682.00 -2.00 173 5,441 -59
Jul08 070827 584.00 592.00 583.00 591.00 +4.00 841 50,170 +311
Total Volume and Open Interest 12,805 385,915 -12,830
Wheat(KCBT)
Sep07 070827 678.00 682.50 678.00 681.00 -1.75 6,707 24,318 -2,237
Dec07 070827 693.00 698.50 693.00 697.25 -0.75 10,706 109,582 +1,455
Mar08 070827 694.00 699.50 694.00 699.00 +1.00 643 9,005 -37
May08 070827 654.00 654.00 654.00 654.00 unch 0 133 +0
Jul08 070827 572.00 584.00 572.00 580.00 unch 265 11,583 +65
Total Volume and Open Interest 18,451 156,637 -635
Wheat(MGE)
Sep07 070827 668.00 668.00 661.00 663.75 -7.00 2,502 7,554 -689
Dec07 070827 681.00 682.00 675.50 677.25 -5.75 4,167 40,866 +497
Mar08 070827 683.00 686.00 682.00 682.00 -3.75 202 4,806 +105
May08 070827 680.75 680.75 674.00 675.00 -8.00 7 345 +7
Jul08 070827 621.00 630.00 621.00 630.00 +0.50 19 410 +13
Total Volume and Open Interest 6,918 56,413 -55
Oats(CBOT)
Sep07 070827 250.00 252.00 247.00 247.50 +0.50 17 424 -40
Dec07 070827 261.75 261.75 259.00 260.75 +3.25 173 11,374 +6
Mar08 070827 270.00 270.50 270.00 270.50 +4.00 38 1,517 +27
May08 070827 273.00 273.00 273.00 273.00 unch 0 132 +0
Total Volume and Open Interest 228 13,468 -7
Rough Rice(CBOT)
Sep07 070827 10.83 10.83 10.52 10.57 -0.04 148 1,277 -381
Nov07 070827 10.83 10.87 10.82 10.87 -0.03 196 10,515 +275
Jan08 070827 11.18 11.18 11.17 11.17 -0.03 4 1,467 +0
Mar08 070827 11.46 11.46 11.46 11.46 -0.03 0 817 +0
Total Volume and Open Interest 348 14,365 -106
Live Cattle(CME)
Aug07 070827 94.250 94.300 93.850 94.200 -0.185 1,516 2,846 -624
Oct07 070827 98.050 98.150 97.680 97.750 -0.080 21,200 125,176 -529
Dec07 070827 100.730 100.980 100.635 100.750 +0.020 13,877 55,475 +2,288
Feb08 070827 100.900 100.950 100.500 100.930 unch 5,943 27,673 +2,222
Apr08 070827 100.330 100.650 100.000 100.635 +0.135 2,676 13,374 +1,507
Jun08 070827 95.700 96.000 95.500 95.980 -0.020 427 4,851 +171
Total Volume and Open Interest 45,688 230,224 +5,050
Feeder Cattle(CME)
Aug07 070827 117.850 117.850 117.680 117.785 +0.205 858 2,715 -334
Sep07 070827 118.350 118.650 118.200 118.580 +0.530 770 5,476 +32
Oct07 070827 118.550 119.000 118.300 118.885 +0.585 1,167 11,938 +279
Nov07 070827 118.500 118.950 118.350 118.950 +0.520 999 4,264 +255
Jan08 070827 115.900 116.200 115.700 116.200 +0.400 290 2,787 +216
Mar08 070827 113.400 113.400 113.000 113.150 -0.100 54 553 +29
Apr08 070827 114.000 114.000 113.800 113.950 -0.050 35 228 +17
Total Volume and Open Interest 4,221 28,507 +518
Lean Hogs(CME)
Oct07 070827 70.350 70.400 67.650 67.700 -2.950 15,064 72,412 +375
Dec07 070827 69.000 69.450 67.150 67.330 -2.270 10,668 53,789 +685
Feb08 070827 70.200 70.450 68.500 68.800 -1.950 3,097 20,068 +372
Apr08 070827 70.550 70.650 68.950 69.475 -1.475 1,196 15,799 +316
May08 070827 73.700 73.700 73.035 73.100 -1.700 28 1,459 +3
Jun08 070827 77.050 77.050 75.350 75.385 -1.665 227 9,180 +117
Jul08 070827 75.500 75.500 74.000 74.100 -1.500 33 2,197 +24
Aug08 070827 71.000 71.300 71.000 71.250 -0.850 146 519 +121
Total Volume and Open Interest 30,470 175,445 +2,022
Pork Bellies(CME)
Aug07 070827 70.000 71.350 68.900 71.330 +2.330 11 14 -4
Feb08 070827 94.650 94.650 91.550 92.050 -1.150 319 655 -13
Mar08 070827 93.000 94.000 92.200 92.200 -1.000 0 30 +0
May08 070827 93.050 93.050 93.050 93.050 unch 2 16 +0
Jul08 070827 96.800 96.800 96.800 96.800 -0.050 0 1 +0
Total Volume and Open Interest 332 716 -17
Class III Milk(CME)
Aug07 070827 19.83 19.83 19.83 19.83 unch 200 4,703 +90
Sep07 070827 19.76 19.79 19.76 19.79 +0.03 87 4,754 +20
Oct07 070827 18.99 18.99 18.99 18.99 -0.05 112 4,200 +0
Nov07 070827 17.86 17.86 17.86 17.86 -0.06 102 3,452 +11
Dec07 070827 17.30 17.33 17.30 17.30 unch 42 3,491 -9
Total Volume and Open Interest 619 36,312 +113
Cocoa(NYBOT)
Sep07 070827 1822 1822 1822 1822 -19 53 443 -23
Dec07 070827 1805 1810 1772 1782 -16 9,091 68,444 -1,924
Mar08 070827 1803 1803 1803 1803 -17 1,208 28,688 +203
May08 070827 1818 1818 1818 1818 -17 244 6,759 +199
Jul08 070827 1832 1832 1832 1832 -18 4 3,423 +3
Sep08 070827 1848 1848 1848 1848 -17 5 3,922 +2
Dec08 070827 1873 1873 1873 1873 -17 2,297 12,296 -873
Total Volume and Open Interest 13,411 124,567 -1,904
Coffee "C"(NYBOT)
Sep07 070827 114.15 114.15 113.10 113.10 -1.55 557 1,138 -1,634
Dec07 070827 118.40 118.70 116.80 117.20 -1.85 11,181 99,318 -1,532
Mar08 070827 122.00 122.35 120.95 120.95 -1.90 3,888 22,276 +2,470
May08 070827 123.40 123.40 123.05 123.05 -1.90 2,124 5,888 -1,412
Jul08 070827 125.00 125.00 125.00 125.00 -1.85 1,590 3,297 +213
Sep08 070827 126.75 126.75 126.75 126.75 -1.85 2,056 9,374 +82
Total Volume and Open Interest 23,400 152,796 -713
Orange Juice(NYBOT)
Sep07 070827 125.50 125.90 124.50 125.90 -0.10 743 2,374 -688
Nov07 070827 121.00 122.50 120.00 121.90 -0.35 1,173 15,254 +140
Jan08 070827 121.50 123.50 121.25 122.90 -0.30 80 4,488 +16
Mar08 070827 123.90 123.90 123.90 123.90 -0.25 40 3,316 +24
May08 070827 124.50 124.90 124.50 124.90 unch 5 556 +5
Jul08 070827 125.50 125.90 125.50 125.90 +0.25 1 136 +1
Total Volume and Open Interest 2,044 27,102 -504
Sugar #11(NYBOT)
Oct07 070827 9.45 9.47 9.39 9.46 +0.07 29,193 312,210 -235
Mar08 070827 9.72 9.75 9.68 9.75 +0.06 13,098 163,647 +1,271
May08 070827 9.78 9.81 9.78 9.81 +0.07 2,136 42,734 +381
Jul08 070827 9.89 9.91 9.89 9.91 +0.08 1,454 38,156 +194
Oct08 070827 10.15 10.20 10.14 10.20 +0.08 1,767 41,672 -451
Total Volume and Open Interest 52,418 649,798 +2,705
Sugar #14(NYBOT)
Sep07 070808 22.53 22.53 22.53 22.53 +0.01 484 589 -408
Nov07 070827 22.30 22.30 22.30 22.30 +0.08 110 3,155 +110
Jan08 070827 21.30 21.30 21.30 21.30 +0.01 25 2,896 +0
Mar08 070827 21.20 21.20 21.20 21.20 -0.09 52 2,648 +25
May08 070827 21.35 21.35 21.35 21.35 -0.04 0 474 +0
Total Volume and Open Interest 187 9,687 +135
London Cocoa(LCE)
Sep07 070824 923 937 909 921 -2 1,046 47,464 -267
Dec07 070824 950 964 936 948 -2 3,747 59,534 +981
Mar08 070824 968 981 954 966 -2 1,818 36,376 -156
May08 070824 974 991 970 977 -1 188 14,953 +48
Jul08 070824 985 993 980 987 -3 197 13,839 +6
Sep08 070824 997 997 997 997 -3 110 10,318 -3
Dec08 070824 1016 1016 1000 1005 -5 79 5,088 -73
Total Volume and Open Interest 7,185 187,684 +536
London Coffee(LCE)
Sep07 070824 1663.00 1700.00 1663.00 1668.00 +5.00 1,842 19,530 -1,126
Nov07 070824 1704.00 1738.00 1701.00 1706.00 +6.00 5,685 81,880 -1,690
Jan08 070824 1711.00 1740.00 1711.00 1715.00 +4.00 719 21,447 -257
Mar08 070824 1723.00 1750.00 1719.00 1722.00 +1.00 34 9,131 +22
May08 070824 1733.00 1740.00 1728.00 1732.00 +1.00 38 3,587 +4
Jul08 070824 1737.00 1737.00 1737.00 1737.00 +1.00 0 1,188 +0
Total Volume and Open Interest 8,318 138,079 -3,047
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070824 280.00 283.50 278.50 279.00 -2.00 4,086 38,586 -1,583
Dec07 070824 284.00 285.60 280.80 282.50 -1.60 827 8,691 -30
Mar08 070824 292.50 293.70 290.50 291.00 -2.10 349 15,909 +216
May08 070824 296.40 296.40 294.00 294.00 -2.00 143 5,934 +5
Total Volume and Open Interest 5,496 79,897 -1,354
Cotton(NYBOT)
Oct07 070827 55.80 55.80 55.00 55.15 -1.05 486 4,942 -15
Dec07 070827 57.75 57.81 56.75 56.97 -1.38 7,290 124,863 +44
Mar08 070827 60.95 61.05 60.08 60.25 -1.45 1,707 43,489 +149
May08 070827 61.90 62.00 61.30 61.50 -1.40 1,029 4,028 -34
Jul08 070827 63.50 63.50 62.45 62.45 -1.65 734 4,902 +509
Oct08 070827 64.00 64.00 64.00 64.00 -1.15 87 146 +27
Total Volume and Open Interest 12,087 198,278 +1,007
Lumber(CME)
Sep07 070827 264.1 265.1 259.8 260.3 -3.2 343 2,459 -178
Nov07 070827 265.4 266.5 260.1 260.5 -4.9 370 4,187 +110
Jan08 070827 277.9 279.1 276.1 278.7 -1.8 20 251 +10
Mar08 070827 285.0 286.0 284.7 284.7 -2.2 3 60 +3
Total Volume and Open Interest 737 6,984 -55
Crude Oil(NYM)
Oct07 070827 70.80 72.00 70.20 71.97 +0.88 164,270 326,858 +3,222
Nov07 070827 70.40 71.38 69.95 71.38 +0.69 55,419 127,584 +411
Dec07 070827 70.00 70.85 69.40 70.85 +0.62 53,120 187,238 -2,920
Jan08 070827 70.51 70.51 70.51 70.51 +0.57 10,689 61,949 +458
Feb08 070827 70.26 70.26 70.26 70.26 +0.53 4,397 32,657 -291
Mar08 070827 69.40 70.08 68.75 70.08 +0.51 3,812 34,481 +576
Apr08 070827 69.95 69.95 69.95 69.95 +0.51 1,619 39,417 +931
May08 070827 69.86 69.86 69.86 69.86 +0.51 16,545 44,277 +11,825
Jun08 070827 69.77 69.77 69.77 69.77 +0.51 22,518 51,528 -738
Jul08 070827 69.18 69.69 69.18 69.69 +0.51 1,011 16,208 +1,002
Aug08 070827 69.62 69.62 69.62 69.62 +0.50 16 13,263 +1
Sep08 070827 69.57 69.57 69.57 69.57 +0.49 687 44,678 +885
Oct08 070827 69.52 69.52 69.52 69.52 +0.48 636 20,313 +266
Nov08 070827 69.47 69.47 69.47 69.47 +0.47 6 14,449 +0
Dec08 070827 69.43 69.43 69.43 69.43 +0.46 11,274 157,429 -769
Jan09 070827 69.38 69.38 69.38 69.38 +0.47 520 21,025 +350
Total Volume and Open Interest 352,940 1,428,637 +14,881
Heating Oil(NYM)
Sep07 070827 198.10 201.40 197.90 200.97 +1.25 16,151 26,734 -916
Oct07 070827 200.20 203.10 198.50 202.82 +1.24 23,932 57,910 +2,933
Nov07 070827 204.57 204.57 204.57 204.57 +1.19 5,892 34,709 +403
Dec07 070827 206.12 206.12 206.12 206.12 +1.19 4,781 35,581 +348
Jan08 070827 207.27 207.27 207.27 207.27 +1.19 2,901 18,925 +481
Feb08 070827 207.07 207.07 207.07 207.07 +1.19 1,083 12,943 +141
Mar08 070827 205.42 205.42 205.42 205.42 +1.14 746 5,506 +90
Apr08 070827 201.67 201.67 201.67 201.67 +1.29 174 6,331 -40
May08 070827 197.92 197.92 197.92 197.92 +1.39 149 2,496 +79
Jun08 070827 195.22 195.22 195.22 195.22 +1.39 1,000 11,811 -167
Jul08 070827 195.22 195.22 195.22 195.22 +1.39 83 642 +66
Aug08 070827 196.67 196.67 196.67 196.67 +1.39 0 320 +0
Total Volume and Open Interest 56,893 217,828 +3,417
Gasoline(NYMEX)
Sep07 070827 197.05 204.53 196.05 203.93 +5.79 21,381 38,225 -259
Oct07 070827 189.32 195.70 188.40 194.85 +4.25 28,796 58,699 +1,497
Nov07 070827 186.47 191.80 185.66 191.05 +3.60 9,867 31,792 +2,183
Dec07 070827 185.04 189.22 183.93 188.70 +3.00 6,447 20,440 -74
Jan08 070827 186.15 189.67 185.06 189.45 +2.65 1,559 11,194 +181
Feb08 070827 188.20 191.83 187.29 191.30 +2.60 1,103 5,005 +37
Mar08 070827 189.45 193.30 189.45 193.30 +2.55 1,300 7,127 -423
Apr08 070827 202.15 205.55 202.15 205.55 +2.10 932 5,525 -298
May08 070827 203.33 207.00 203.33 207.00 +2.10 228 2,897 +56
Jun08 070827 203.68 207.35 203.68 207.35 +2.10 109 5,138 +0
Total Volume and Open Interest 71,953 192,806 +2,844
e-MiNY RBOB Gasoline(NYMEX)
Sep07 070827 198.10 203.93 198.10 203.93 +5.79 0 3 +0
Oct07 070827 194.85 194.85 194.85 194.85 +4.25 0 1 +0
Nov07 070827 191.05 191.05 191.05 191.05 +3.60      
Dec07 070827 188.70 188.70 188.70 188.70 +3.00 0 1 +0
Total Volume and Open Interest 0 5 +0
Natural Gas(NYM)
Sep07 070827 5.270 5.385 5.230 5.380 -0.143 44,965 26,477 -5,161
Oct07 070827 5.500 5.590 5.470 5.590 -0.149 25,751 104,154 +5,475
Nov07 070827 6.500 6.570 6.465 6.570 -0.134 5,529 71,302 +461
Dec07 070827 7.470 7.520 7.445 7.520 -0.109 2,900 46,754 +111
Jan08 070827 7.950 7.980 7.845 7.925 -0.109 3,914 45,166 -77
Feb08 070827 7.910 7.953 7.880 7.953 -0.109 1,482 35,511 -147
Mar08 070827 7.740 7.775 7.700 7.773 -0.114 2,340 47,691 -127
Apr08 070827 7.350 7.350 7.275 7.303 -0.089 2,183 40,914 -164
May08 070827 7.280 7.305 7.280 7.305 -0.080 1,450 26,733 -632
Jun08 070827 7.380 7.380 7.355 7.380 -0.085 510 17,433 +135
Jul08 070827 7.445 7.470 7.445 7.470 -0.088 391 10,419 +89
Aug08 070827 7.520 7.536 7.520 7.536 -0.088 650 10,207 +391
Sep08 070827 7.550 7.580 7.550 7.580 -0.088 940 7,029 +302
Oct08 070827 7.670 7.704 7.670 7.704 -0.088 1,585 28,799 +833
Nov08 070827 8.149 8.149 8.149 8.149 -0.088 539 14,316 +236
Dec08 070827 8.600 8.600 8.594 8.594 -0.088 48 13,939 +3
Total Volume and Open Interest 98,946 775,756 +2,583
Brent Crude Oil(ICE)
Oct07 070827 70.47 71.10 69.49 70.95 +0.33 67,285 112,819 +3,869
Nov07 070827 70.46 71.15 69.62 71.02 +0.34 37,299 125,104 -2,459
Dec07 070827 70.48 71.14 69.68 71.01 +0.31 28,373 109,376 -1,127
Jan08 070827 70.69 70.90 69.80 70.90 +0.29 3,781 27,797 -352
Feb08 070827 70.62 70.77 69.91 70.77 +0.28 1,234 17,380 -280
Mar08 070827 70.56 70.65 69.55 70.65 +0.28 885 12,533 -52
Apr08 070827 70.56 70.56 70.56 70.56 +0.28 342 9,641 -5
May08 070827 70.47 70.47 70.47 70.47 +0.28 0 4,242 -104
Jun08 070827 69.65 70.39 69.51 70.39 +0.31 2,313 26,164 -612
Jul08 070827 70.31 70.31 70.31 70.31 +0.30 0 5,368 -5
Aug08 070827 70.23 70.23 70.23 70.23 +0.29 0 2,999 +30
Sep08 070827 70.15 70.15 70.15 70.15 +0.27 0 3,645 +5
Oct08 070827 70.07 70.07 70.07 70.07 +0.25 0 4,542 +0
Nov08 070827 69.99 69.99 69.99 69.99 +0.23 0 3,417 +0
Total Volume and Open Interest 148,603 609,905 -577
Gas Oil(ICE)
Sep07 070827 624.50 630.50 616.50 617.00 -3.00 26,128 54,506 +173
Oct07 070827 626.25 632.25 617.75 618.75 -3.25 18,617 67,722 +1,354
Nov07 070827 626.75 633.50 619.25 620.00 -3.25 6,999 31,618 +841
Dec07 070827 626.50 634.50 621.00 621.00 -3.25 5,545 44,449 +1,358
Jan08 070827 625.00 637.50 625.00 625.25 -3.25 3,123 39,228 -1,105
Feb08 070827 622.00 622.00 622.00 622.00 -3.50 1,022 10,391 +146
Mar08 070827 618.00 618.00 618.00 618.00 -3.50 518 7,547 +211
Apr08 070827 613.75 613.75 613.75 613.75 -3.25 0 3,294 +25
May08 070827 609.50 609.50 609.50 609.50 -3.00 0 5,429 +25
Jun08 070827 606.00 606.00 606.00 606.00 -3.00 0 31,308 -113
Total Volume and Open Interest 61,952 328,029 +3,065
US Dollar Index(NYBOT)
Sep07 070827 81.025 81.130 80.760 80.775 +0.165 5,084 18,627 -1,288
Dec07 070827 80.950 80.950 80.560 80.560 +0.100 150 3,444 -7
Mar08 070827 80.420 80.420 80.420 80.420 +0.100 0 637 +0
Total Volume and Open Interest 5,234 22,717 -1,295
Australian Dollar(CME)
Sep07 070827 83.02 83.02 82.80 82.97 +0.42 1,146 95,724 +41
Dec07 070827 82.70 82.70 82.68 82.68 +0.42 0 1,796 +21
Mar08 070827 82.33 82.33 82.33 82.33 +0.42 0 152 +0
Total Volume and Open Interest 1,196 97,966 +92
British Pound(CME)
Sep07 070827 201.45 201.50 201.24 201.24 -0.03 525 123,565 +7,009
Dec07 070827 200.80 200.80 200.74 200.74 -0.02 4 1,826 +269
Mar08 070827 200.13 200.13 200.13 200.13 -0.02 0 31 +0
Total Volume and Open Interest 529 125,445 +7,278
Canadian Dollar(CME)
Sep07 070827 95.32 95.43 94.95 95.00 -0.03 195 124,701 +3,717
Dec07 070827 95.43 95.43 95.15 95.15 -0.03 6 5,842 +21
Mar08 070827 95.28 95.28 95.28 95.28 -0.03 0 848 +10
Jun08 070827 95.30 95.34 95.30 95.34 -0.03 0 336 +0
Total Volume and Open Interest 204 132,006 +3,742
Japanese Yen(CME)
Sep07 070827 86.34 86.41 86.33 86.36 +0.06 949 238,590 -685
Dec07 070827 87.30 87.42 87.30 87.32 +0.07 15 19,461 +86
Mar08 070827 88.18 88.18 88.18 88.18 +0.07 0 486 +0
Total Volume and Open Interest 964 274,977 -599
Swiss Franc(CME)
Sep07 070827 83.26 83.28 83.21 83.28 -0.08 1,995 118,815 +2,069
Dec07 070827 83.81 83.81 83.81 83.81 -0.08 3 1,366 +177
Mar08 070827 84.25 84.25 84.25 84.25 -0.08 0 18 +0
Total Volume and Open Interest 1,998 120,208 +2,246
EuroFX(CME)
Sep07 070827 136.68 136.68 136.60 136.62 -0.20 1,262 214,518 +3,048
Dec07 070827 136.95 136.95 136.70 136.87 -0.20 26 5,921 -191
Mar08 070827 137.04 137.04 137.04 137.04 -0.20 0 122 -10
Total Volume and Open Interest 1,289 220,687 +2,848
Mexican Peso(CME)
Sep07 070827 907.2 907.2 904.8 904.8 -1.2 2,064 75,872 -2,234
Oct07 070827 902.8 902.8 902.8 902.8 -1.2 0 68 +0
Total Volume and Open Interest 2,786 99,765 -1,470
30-Year T-Bonds(CBOT)
Sep07 070827 110~28 111~17 110~20 111~11 +0~16 332,719 882,626 -71,056
Dec07 070827 110~25 111~12 110~15 111~06 +0~16 33,948 49,325 +17,810
Mar08 070827 111~06 111~06 111~05 111~05 +0~17 102 993 +64
Total Volume and Open Interest 366,839 933,036 -53,119
10-Year T-Notes(CBOT)
Sep07 070827 108~200 109~025 108~140 108~270 +0~060 1,170,844 2,054,099 -248,261
Dec07 070827 108~110 108~235 108~050 108~160 +0~055 219,960 506,879 +98,363
Total Volume and Open Interest 1,390,804 2,562,288 -149,898
5-Year T-Notes(CBOT)
Sep07 070827 106~015 106~120 106~015 106~105 +0~065 663,575 0 +0
Dec07 070827 105~310 106~075 105~310 106~075 +0~065 104,970 0 +0
Mar08 070827 106~075 106~075 106~075 106~075 +0~065      
Total Volume and Open Interest 768,545    
2 Year T-Notes(CBOT)
Sep07 070827 102~096 102~112 102~094 102~108 +0~010 17,158 823,046 -55,135
Dec07 070827 102~113 102~124 102~113 102~120 +0~008 12,213 115,171 +61,056
Total Volume and Open Interest 29,371 938,217 +5,921
Eurodollars(CME)
Sep07 070827 94.628 94.690 94.628 94.675 +0.007 2,051,280 1,496,477 -34,054
Dec07 070827 95.005 95.100 95.005 95.090 +0.060 2,241,280 1,528,716 -10,484
Mar08 070827 95.235 95.350 95.235 95.340 +0.080 2,601,280 1,651,660 -18,959
Jun08 070827 95.295 95.385 95.295 95.385 +0.075 2,171,281 1,389,060 -20,501
Sep08 070827 95.270 95.355 95.270 95.350 +0.075 17,597 1,178,020 -13,031
Dec08 070827 95.235 95.310 95.235 95.300 +0.075 16,943 1,063,514 +19,230
Mar09 070827 95.225 95.270 95.215 95.255 +0.075 11,443 685,079 +11,531
Jun09 070827 95.165 95.215 95.165 95.200 +0.070 8,607 497,835 -6,272
Sep09 070827 95.120 95.165 95.115 95.150 +0.065 8,333 314,200 +69
Dec09 070827 95.065 95.110 95.065 95.090 +0.055 6,536 225,195 -6,394
Mar10 070827 95.050 95.075 95.050 95.060 +0.055 6,657 156,156 -1,826
Jun10 070827 94.990 95.035 94.990 95.020 +0.050 3,334 135,251 +6,482
Sep10 070827 94.980 94.990 94.970 94.970 +0.045 4,532 101,338 -3,053
Dec10 070827 94.925 94.930 94.915 94.915 +0.045 4,627 109,862 -1,713
Mar11 070827 94.890 94.895 94.875 94.875 +0.040 4,948 99,844 -465
Jun11 070827 94.845 94.850 94.830 94.830 +0.040 2,435 93,056 +2,365
Sep11 070827 94.800 94.805 94.770 94.785 +0.040 2,596 78,323 +777
Dec11 070827 94.750 94.750 94.720 94.735 +0.040 1,861 53,088 -90
Total Volume and Open Interest 9,170,651 11,068,694 -75,647
3-Mth Euro-Yen(CME)
Sep07 070827 99.17 99.17 99.17 99.17 +0.01 407 23,932 -232
Dec07 070827 99.12 99.12 99.12 99.12 unch 500 10,901 -196
Mar08 070827 99.07 99.07 99.07 99.07 +0.01 43 6,651 +70
Jun08 070827 99.02 99.02 99.02 99.02 unch 193 4,421 +28
Sep08 070827 98.96 98.96 98.96 98.96 +0.01 0 3,211 +0
Dec08 070827 98.90 98.90 98.90 98.90 unch 11 1,389 +11
Mar09 070827 98.82 98.82 98.82 98.82 unch 0 184 +0
Jun09 070827 98.74 98.74 98.74 98.74 -0.01 0 100 +0
Sep09 070827 98.66 98.66 98.66 98.66 unch      
Dec09 070827 98.58 98.58 98.58 98.58 unch      
Total Volume and Open Interest 1,154 50,789 -319
3-Mth Euro-Yen(SGX)
Sep07 070827 99.16 99.16 99.15 99.16 0.00 603 78,670 -1,735
Dec07 070827 99.11 99.12 99.02 99.11 -0.01 3,288 57,675 +1,216
Mar08 070827 99.06 99.07 99.05 99.06 -0.01 849 42,174 -927
Jun08 070827 99.01 99.03 99.01 99.02 -0.01 656 23,462 -250
Sep08 070827 98.95 98.96 98.95 98.96 0.00 306 12,364 +159
Dec08 070827 98.89 98.89 98.89 98.89 -0.01 221 8,518 +177
Mar09 070827 98.82 98.82 98.82 98.82 0.00 4 4,496 +1
Jun09 070827 98.74 98.74 98.74 98.74 -0.01 0 1,168 +0
Total Volume and Open Interest 5,927 230,427 -1,359
Japanese Gov't Bonds(SGX)
Sep07 070827 135.45 135.55 135.29 135.30 -0.29 2,322 43,721 -760
Dec07 070827 134.84 134.84 134.84 134.84 -0.29 17 40 +9
Mar08 070827 134.84 134.84 134.84 134.84 -0.29      
Total Volume and Open Interest 2,339 43,761 -751
Euro-Bund(EUREX)
Sep07 070824 113.59 113.84 113.46 113.58 +0.12 1,309,955 1,521,500 -31,423
Dec07 070824 113.23 113.43 113.10 113.19 +0.13 11,730 66,507 +1,550
Mar08 070824 113.43 113.43 113.43 113.43 +0.12 926 10 +0
Total Volume and Open Interest 1,322,611 1,588,017 -29,873
Euro-Bobl(EUREX)
Sep07 070824 108.03 108.20 107.93 108.01 +0.01 670,321 1,218,667 -4,766
Dec07 070824 107.90 108.01 107.79 107.84 unch 3,292 11,210 -3,706
Mar08 070824 107.71 107.71 107.71 107.71 +0.01      
Total Volume and Open Interest 673,613 1,229,877 -8,472
3-Mth Euribor(EUREX)
Sep07 070824 95.410 95.460 95.410 95.435 -0.010 2,617 28,441 +710
Dec07 070824 95.540 95.575 95.520 95.540 unch 645 12,088 +429
Mar08 070824 95.635 95.680 95.630 95.635 -0.005 253 9,324 +132
Total Volume and Open Interest 3,922 60,668 +1,390
Long Gilt(LIFFE)
Sep07 070824 106~30 106~31 106~17 106~21 -0~04 76,869 316,877 -488
Dec07 070824 107~01 107~01 106~20 106~24 -0~03 373 1,465 +295
Total Volume and Open Interest 77,242 318,342 -193
3-Mth Short Sterling(LIFFE)
Sep07 070824 93.55 93.55 93.55 93.55 -0.06 80,573 536,420 +13,404
Dec07 070824 93.75 93.75 93.75 93.75 -0.09 99,215 533,800 +8,078
Mar08 070824 93.83 93.83 93.83 93.83 -0.10 132,416 434,535 -16,625
Jun08 070824 93.91 93.91 93.91 93.91 -0.11 105,655 410,840 -12,291
Sep08 070824 93.98 93.98 93.98 93.98 -0.10 93,265 327,254 -2,093
Dec08 070824 94.02 94.02 94.02 94.02 -0.10 68,246 230,755 -8,836
Total Volume and Open Interest 682,902 2,844,681 -9,647
3-Mth Euribor(LIFFE)
Sep07 070817 95.590 95.740 95.530 95.645 +0.070 222,427 1,041,560 +19,181
Dec07 070827 95.505 95.600 95.505 95.595 +0.060 346,625 862,222 +2,419
Mar08 070827 95.615 95.700 95.580 95.685 +0.055 244,350 586,072 -7,049
Total Volume and Open Interest 1,475,169 4,179,977 -22,484
3-Mth Aus T-Bills(SFE)
Sep07 070827 93.22 93.22 93.21 93.22 -0.02 14,536 515,290 -5,750
Dec07 070827 93.20 93.20 93.18 93.19 -0.03 23,911 384,149 +12,009
Mar08 070827 93.20 93.20 93.16 93.18 -0.04 11,245 169,176 +253
Jun08 070827 93.22 93.23 93.17 93.18 -0.06 13,404 127,173 +7,297
Sep08 070827 93.23 93.23 93.16 93.19 -0.05 4,182 59,400 +1,534
Dec08 070827 93.21 93.21 93.17 93.18 -0.05 2,375 42,139 +1,308
Mar09 070827 93.16 93.17 93.16 93.16 -0.06 2,318 32,449 +800
Jun09 070827 93.15 93.16 93.15 93.16 -0.06 252 21,638 -89
Sep09 070827 93.16 93.16 93.14 93.14 -0.07 2 2,410 +1
Dec09 070827 93.14 93.14 93.14 93.14 -0.08 1 635 +0
Total Volume and Open Interest 72,226 1,354,645 +17,363
10-Year Aus T-Bonds(SFE)
Sep07 070827 94.04 94.04 93.99 93.99 -0.06 43,757 610,994 +5,629
Dec07 070827 94.01 94.01 94.01 94.01 -0.05 44 44 +44
Total Volume and Open Interest 43,801 611,038 +5,673
3-Year Aus T-Bonds(SFE)
Sep07 070827 93.78 93.79 93.74 93.75 -0.06 74,106 1,021,017 +47,889
Dec07 070827 93.78 93.78 93.78 93.78 -0.06      
Total Volume and Open Interest 74,106 1,021,017 +47,889
Gold(CMX)
Aug07 070827 666.8 666.8 666.8 666.8 -1.2 208 224 -37
Oct07 070827 670.2 670.2 670.2 670.2 -1.3 4,876 34,181 -1,634
Dec07 070827 676.3 676.9 675.0 676.2 -1.3 67,675 185,827 -2,525
Feb08 070827 681.5 682.1 680.5 682.1 -1.3 834 16,254 -10
Apr08 070827 687.7 687.7 687.7 687.7 -1.4 9 17,711 +1
Jun08 070827 693.2 693.2 693.2 693.2 -1.5 138 14,665 +59
Aug08 070827 698.6 698.6 698.6 698.6 -1.5 179 7,655 +114
Oct08 070827 704.0 704.0 704.0 704.0 -1.5 1 1,469 +0
Dec08 070827 709.4 709.4 709.4 709.4 -1.5 533 15,739 -239
Feb09 070827 715.0 715.0 715.0 715.0 -1.6 100 11,176 +100
Apr09 070827 720.5 720.5 720.5 720.5 -1.7 120 1,630 +0
Jun09 070827 726.1 726.1 726.1 726.1 -1.7 50 11,033 +50
Total Volume and Open Interest 75,414 328,479 -3,919
Silver(CMX)
Sep07 070827 1191.0 1193.0 1174.5 1176.5 -17.5 24,384 29,866 -3,876
Dec07 070827 1206.0 1208.0 1192.0 1192.4 -17.4 11,829 53,437 +1,974
Mar08 070827 1208.0 1208.0 1207.8 1207.8 -17.5 199 7,377 +73
May08 070827 1217.6 1217.6 1217.6 1217.6 -17.7 1,001 4,789 +383
Jul08 070827 1226.8 1226.8 1226.8 1226.8 -18.0 30 4,892 -13
Sep08 070827 1236.0 1236.0 1236.0 1236.0 -18.0 1 969 +1
Dec08 070827 1248.8 1248.8 1248.8 1248.8 -18.2 2 5,232 -15
Total Volume and Open Interest 37,643 114,571 -1,462
Platinum(NYM)
Oct07 070827 1248.0 1254.5 1248.0 1252.3 +5.3 574 10,234 -19
Jan08 070827 1261.5 1261.5 1261.5 1261.5 +5.5 7 349 +0
Apr08 070827 1272.9 1272.9 1272.9 1272.9 +5.5 0 2 +0
Total Volume and Open Interest 581 10,585 -19
Palladium(NYME)
Sep07 070827 332.00 332.15 329.00 332.15 +0.35 716 5,743 -217
Dec07 070827 333.00 338.00 333.00 336.95 +0.45 834 8,935 +455
Mar08 070827 341.70 341.70 341.70 341.70 +0.45 1 676 +0
Total Volume and Open Interest 1,553 17,331 +239
Copper(CMX)
Sep07 070827 338.50 345.00 334.75 334.95 +1.20 7,638 13,199 -1,003
Dec07 070827 339.00 348.80 335.50 335.60 +0.60 5,786 46,680 +485
Mar08 070827 332.90 332.90 332.90 332.90 +0.60 51 5,924 +2
May08 070827 329.60 329.60 329.60 329.60 +0.30 24 1,015 +19
Jul08 070827 326.10 326.10 326.10 326.10 +0.10 6 513 +0
Total Volume and Open Interest 13,994 75,725 -620
Aluminum(CMX)
Aug07 070827 109.55 109.55 109.55 109.55 unch 0 6 +0
Sep07 070827 110.25 110.25 110.25 110.25 unch 0 40 +0
Oct07 070827 111.00 111.00 111.00 111.00 unch 0 40 +0
Nov07 070827 111.75 111.75 111.75 111.75 unch 0 40 +0
Dec07 070827 112.50 112.50 112.50 112.50 unch 0 154 +0
Jan08 070827 112.50 112.50 112.50 112.50 unch      
Total Volume and Open Interest 0 280 +0
DJIA Index(CBOT)
Sep07 070827 13380 13415 13335 13352 -55 3,460 37,323 +107
Dec07 070827 13480 13500 13435 13442 -51 374 425 +44
Mar08 070827 13536 13536 13536 13536 -55 0 1 +0
Jun08 070827 13630 13630 13630 13630 -55      
Total Volume and Open Interest 3,834 37,749 +151
S & P 500(CME)
Sep07 070827 1479.50 1479.80 1468.00 1469.80 -13.80 37,777 537,252 -2,660
Dec07 070827 1490.00 1490.00 1480.50 1482.00 -13.90 10,596 113,479 +5,119
Mar08 070827 1492.80 1492.80 1492.80 1492.80 -14.10 76 7,360 +31
Jun08 070827 193.08 193.08 193.08 193.08 -14.10 0 203 +0
Total Volume and Open Interest 48,774 660,411 +2,810
S & P 500 E-Mini(Globex)
Sep07 070827 1482.35 1483.50 1469.75 1469.75 -13.75 1,194,936 1,975,231 -338
Dec07 070827 1494.50 1495.00 1480.50 1482.00 -14.00 20,635 95,855 +14,667
Total Volume and Open Interest 1,215,571 2,071,087 +14,329
NASDAQ 100(CME)
Sep07 070827 1960.50 1967.00 1948.00 1950.50 -19.00 3,202 67,033 +359
Dec07 070827 1973.00 1973.00 1973.00 1973.00 -19.00 4 102 +0
Mar08 070827 1995.80 1995.80 1995.80 1995.80 -19.00      
Total Volume and Open Interest 3,206 67,135 +317
NASDAQ 100 E-Mini(Globex)
Sep07 070827 1969.50 1969.50 1948.30 1950.50 -19.00 256,176 403,997 -7,441
Dec07 070827 1988.30 1988.30 1973.00 1973.00 -19.00 211 920 +151
Total Volume and Open Interest 256,387 404,917 -7,290
S & P Midcap 400(CME)
Sep07 070827 865.00 865.00 856.50 856.50 -12.40 164 7,104 +92
Dec07 070827 864.50 864.50 864.50 864.50 -12.40      
Mar08 070827 874.20 874.20 874.20 874.20 -12.40      
Total Volume and Open Interest 164 7,104 +92
Russell 2000(CME)
Sep07 070827 798.00 798.70 790.00 790.30 -11.40 1,293 57,828 -275
Dec07 070827 799.00 799.00 796.15 796.15 -11.40 0 51 +0
Mar08 070827 802.15 802.15 802.15 802.15 -11.40 0 22 +0
Total Volume and Open Interest 1,293 57,901 -275
Russell 2000 E-Mini(Globex)
Sep07 070827 802.10 802.10 790.30 790.30 -11.40 171,661 588,747 +196
Dec07 070827 805.50 805.50 796.20 796.20 -11.40 487 1,479 +128
Mar08 070827 802.20 802.20 802.20 802.20 -11.40      
Total Volume and Open Interest 172,148 590,226 +324
Value Line(KCBT)
Sep07 070827 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070827 16500 16515 16265 16315 +115 77,097 261,184 -1,810
Dec07 070827 16480 16480 16245 16260 +50 3,623 1,519 +71
Total Volume and Open Interest 80,720 262,744 -1,739
Nikkei 225(SGX)
Sep07 070827 16500 16515 16265 16315 +115 77,097 261,184 -1,810
Dec07 070827 16480 16480 16245 16260 +50 3,623 1,519 +71
Mar08 070827 16285 16285 16285 16285 +55      
Total Volume and Open Interest 80,720 262,744 -1,739
CAC 40(EURONEXT)
Aug07 070817 5250.0 5450.5 5216.0 5404.5 +137.0 408,324 679,822 -43,530
Sep07 070827 5613.0 5633.5 5598.0 5606.5 +22.5 111,247 490,824 +22,339
Oct07 070827 5636.5 5643.0 5624.5 5624.5 +22.5 29 390 -22
Total Volume and Open Interest 111,426 494,583 +22,440
Hang Seng Index(HKFE)
Aug07 070827 23350 23650 23257 23580 +676 79,475 119,905 +98
Sep07 070827 23330 23604 23239 23539 +674 5,567 17,126 +1,007
Total Volume and Open Interest 85,276 137,915 +1,231
DAX(EUREX)
Sep07 070827 7568.5 7572.0 7483.5 7504.5 -21.5 139,688 285,567 +3,303
Dec07 070827 7655.0 7655.0 7580.0 7590.5 -21.0 455 19,339 +180
Mar08 070827 7732.0 7732.0 7655.0 7673.5 -22.5 27 1,978 -9
Total Volume and Open Interest 140,170 306,884 +3,474
FT-SE 100(EURONEXT)
Sep07 070824 6217.00 6265.00 6202.50 6239.50 +3.50 96,620 516,462 +8,955
Dec07 070824 6271.50 6304.00 6271.50 6301.50 +4.50 161 12,346 -11
Mar08 070824 6283.50 6334.50 6283.00 6318.50 +5.50 32 685 +0
Total Volume and Open Interest 96,813 529,494 +8,944
SPI 200(SFE)
Sep07 070827 6202.0 6208.0 6156.0 6190.0 +97.0 30,567 479,106 +14,160
Dec07 070827 6272.0 6272.0 6208.0 6230.0 +97.0 149 4,962 +84
Mar08 070827 6239.0 6239.0 6239.0 6239.0 +97.0 1 1,179 -1
Total Volume and Open Interest 30,741 486,841 +14,266
GSCI(CME)
Sep07 070827 483.50 487.50 480.50 487.50 +1.50 839 20,482 +703
Oct07 070827 491.50 491.50 491.50 491.50 +1.50      
Nov07 070827 495.50 495.50 495.50 495.50 +1.50      
Total Volume and Open Interest 839 20,482 +703
Reuters CRB Index(NYBOT)
Nov07 070827 412.25 415.20 412.00 412.00 -2.50 27 876 -5
Jan08 070827 414.25 416.50 414.00 414.00 -2.50 3 418 +0
Feb08 070827 416.50 416.50 414.00 414.00 -2.50 2 249 +0
Total Volume and Open Interest 33 1,581 -5
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

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