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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 28, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep07 070828 860.00 860.00 848.50 855.25 -1.25 4,424 21,227 +166
Nov07 070828 876.00 876.00 864.50 872.25 -0.50 16,845 285,706 -571
Jan08 070828 891.50 891.50 880.00 888.00 -0.25 1,266 41,972 +1,195
Mar08 070828 901.00 901.00 890.00 897.50 -1.50 835 25,527 +336
May08 070828 907.00 908.00 896.50 905.00 -3.00 658 24,599 +202
Jul08 070828 917.00 917.00 907.00 914.75 -1.25 1,337 35,478 +382
Aug08 070828 909.00 909.00 903.00 909.00 -1.00 0 543 +0
Total Volume and Open Interest 27,128 495,786 +503
Soybean Meal(CBOT)
Sep07 070828 236.30 236.50 233.00 234.80 -1.10 4,777 17,944 -123
Oct07 070828 239.00 239.00 235.40 237.50 -0.70 3,128 23,766 +801
Dec07 070828 243.50 243.50 240.00 242.00 -0.70 6,921 83,102 +102
Jan08 070828 246.00 246.00 242.50 244.70 -0.80 239 14,555 +160
Mar08 070828 249.00 249.50 246.00 247.80 -0.40 665 15,300 +5
May08 070828 250.50 251.00 247.50 249.80 -0.70 439 17,429 +114
Jul08 070828 253.00 253.50 250.50 252.30 -0.20 673 12,779 +307
Aug08 070828 252.00 253.00 249.50 250.70 +0.20 2 3,151 +2
Total Volume and Open Interest 18,142 199,600 +1,790
Soybean Oil(CBOT)
Sep07 070828 36.15 36.20 35.87 36.05 -0.13 4,353 24,480 -5,276
Oct07 070828 36.40 36.45 36.10 36.30 -0.10 2,056 28,575 +697
Dec07 070828 36.94 36.95 36.57 36.82 -0.07 6,139 149,423 -1,578
Jan08 070828 37.25 37.30 37.00 37.15 -0.10 313 20,566 +74
Mar08 070828 37.50 37.50 37.30 37.50 unch 506 13,469 +95
May08 070828 37.60 37.78 37.50 37.76 +0.02 548 10,268 +40
Jul08 070828 38.00 38.03 37.76 37.99 -0.07 826 11,567 +59
Aug08 070828 38.00 38.00 37.75 38.00 unch 0 840 +0
Total Volume and Open Interest 15,448 271,650 -5,555
Canola(WCE)
Corn(CBOT)
Sep07 070828 336.75 336.75 325.50 327.25 -8.50 7,197 63,953 -8,396
Dec07 070828 353.00 353.75 343.00 344.75 -8.25 15,877 622,690 +6,356
Mar08 070828 370.00 370.00 359.50 361.50 -7.75 3,355 126,667 +9,210
May08 070828 377.50 378.50 370.00 371.00 -7.75 1,094 33,915 -163
Jul08 070828 388.00 388.25 378.50 379.75 -8.00 1,153 77,197 +740
Sep08 070828 392.00 392.00 384.50 384.50 -6.50 40 11,495 +13
Total Volume and Open Interest 30,310 1,103,605 +7,965
Wheat(CBOT)
Sep07 070828 728.00 729.00 719.00 720.50 -1.75 4,809 26,571 -4,022
Dec07 070828 745.00 745.00 734.00 738.25 +0.25 7,539 250,061 +2,074
Mar08 070828 743.00 743.00 734.50 739.00 unch 674 29,231 +322
May08 070828 685.00 687.00 683.00 683.00 +1.00 17 5,436 -5
Jul08 070828 591.00 596.50 590.00 592.00 +1.00 1,134 50,450 +280
Total Volume and Open Interest 14,615 384,750 -1,165
Wheat(KCBT)
Sep07 070828 688.00 688.00 677.00 680.50 -0.50 9,955 17,775 -6,543
Dec07 070828 702.00 702.00 692.50 698.25 +1.00 13,647 114,459 +4,877
Mar08 070828 703.00 703.00 695.00 698.50 -0.50 1,098 9,105 +100
May08 070828 662.00 666.00 662.00 663.00 +9.00 0 133 +0
Jul08 070828 582.00 585.00 581.00 581.75 +1.75 339 11,714 +131
Total Volume and Open Interest 25,051 155,210 -1,427
Wheat(MGE)
Sep07 070828 663.00 666.00 659.50 662.50 -1.25 3,287 5,667 -1,887
Dec07 070828 679.00 683.00 674.00 679.00 +1.75 3,361 41,625 +759
Mar08 070828 684.00 687.00 680.00 684.00 +2.00 298 4,872 +66
May08 070828 677.00 679.00 677.00 677.50 +2.50 6 350 +5
Jul08 070828 632.00 634.00 632.00 634.00 +4.00 12 412 +2
Total Volume and Open Interest 6,981 55,372 -1,041
Oats(CBOT)
Sep07 070828 247.50 249.50 239.00 240.00 -7.50 76 347 -77
Dec07 070828 262.75 263.00 252.00 252.25 -8.50 325 11,580 +206
Mar08 070828 270.00 270.00 263.25 263.25 -7.25 22 1,512 -5
May08 070828 269.75 269.75 269.75 269.75 -3.25 0 132 +0
Total Volume and Open Interest 423 13,592 +124
Rough Rice(CBOT)
Sep07 070828 10.58 10.58 10.49 10.49 -0.08 22 1,222 -55
Nov07 070828 10.87 10.89 10.75 10.75 -0.12 79 10,458 -57
Jan08 070828 11.18 11.18 11.07 11.07 -0.10 3 1,461 -6
Mar08 070828 11.36 11.36 11.36 11.36 -0.10 0 817 +0
Total Volume and Open Interest 104 14,247 -118
Live Cattle(CME)
Aug07 070828 94.285 94.430 93.800 94.400 +0.200 863 2,228 -618
Oct07 070828 97.750 98.100 97.350 97.600 -0.150 16,160 123,157 -2,019
Dec07 070828 100.700 100.980 100.250 100.600 -0.150 8,345 56,865 +1,390
Feb08 070828 100.700 100.950 100.350 100.650 -0.280 4,369 28,154 +481
Apr08 070828 100.430 100.550 100.180 100.500 -0.135 1,416 13,710 +336
Jun08 070828 95.900 95.900 95.635 95.885 -0.095 309 4,960 +109
Total Volume and Open Interest 31,469 229,906 -318
Feeder Cattle(CME)
Aug07 070828 117.850 118.000 117.700 118.000 +0.215 581 2,562 -153
Sep07 070828 118.650 118.900 118.250 118.450 -0.130 481 5,477 +1
Oct07 070828 118.950 119.300 118.400 118.850 -0.035 1,618 12,310 +372
Nov07 070828 118.900 119.100 118.550 118.980 +0.030 716 4,491 +227
Jan08 070828 116.000 116.250 115.850 116.200 unch 247 2,904 +117
Mar08 070828 113.000 113.300 112.850 113.300 +0.150 17 556 +3
Apr08 070828 113.800 113.900 113.700 113.850 -0.100 6 230 +2
Total Volume and Open Interest 3,670 29,078 +571
Lean Hogs(CME)
Oct07 070828 67.650 68.150 66.950 67.900 +0.200 13,291 73,177 +765
Dec07 070828 67.785 68.150 67.050 68.035 +0.705 8,877 53,176 -613
Feb08 070828 68.900 69.900 68.500 69.750 +0.950 1,956 20,031 -37
Apr08 070828 69.475 69.900 69.000 69.830 +0.355 1,118 15,779 -20
May08 070828 73.300 73.300 72.700 73.300 +0.200 41 1,476 +17
Jun08 070828 75.385 76.000 75.200 75.950 +0.565 214 9,241 +61
Jul08 070828 74.100 74.700 74.000 74.700 +0.600 33 2,215 +18
Aug08 070828 71.500 71.700 71.300 71.700 +0.450 21 526 +7
Total Volume and Open Interest 25,551 175,643 +198
Pork Bellies(CME)
Feb08 070828 91.750 92.400 90.300 91.000 -1.050 132 627 -28
Mar08 070828 91.800 91.800 91.050 91.050 -1.150 0 30 +0
May08 070828 93.000 93.080 92.550 92.550 -0.500 0 16 +0
Jul08 070828 95.800 95.800 95.000 95.500 -1.300 0 1 +0
Total Volume and Open Interest 145 682 -34
Class III Milk(CME)
Aug07 070828 19.85 19.85 19.83 19.83 unch 4 4,699 -4
Sep07 070828 19.90 19.95 19.90 19.95 +0.16 136 4,779 +25
Oct07 070828 19.00 19.35 18.99 19.33 +0.34 120 4,202 +2
Nov07 070828 18.05 18.13 18.05 18.13 +0.27 80 3,469 +17
Dec07 070828 17.30 17.45 17.30 17.41 +0.11 38 3,492 +1
Total Volume and Open Interest 425 36,363 +51
Cocoa(NYBOT)
Sep07 070828 1817 1817 1812 1812 -10 10 439 -4
Dec07 070828 1770 1787 1767 1770 -12 2,623 68,706 +262
Mar08 070828 1800 1800 1790 1791 -12 399 28,564 -124
May08 070828 1805 1805 1805 1805 -13 1 6,766 +7
Jul08 070828 1820 1820 1820 1820 -12 1 3,424 +1
Sep08 070828 1836 1836 1836 1836 -12 1 3,923 +1
Dec08 070828 1861 1861 1861 1861 -12 41 12,295 -1
Total Volume and Open Interest 3,076 124,709 +142
Coffee "C"(NYBOT)
Sep07 070828 114.50 114.85 113.65 113.65 +0.55 184 761 -377
Dec07 070828 116.80 118.30 116.40 117.55 +0.35 6,613 100,015 +697
Mar08 070828 120.65 122.10 120.30 121.35 +0.40 714 22,341 +65
May08 070828 123.40 123.40 123.40 123.40 +0.35 219 6,033 +145
Jul08 070828 125.35 125.35 125.35 125.35 +0.35 122 3,374 +77
Sep08 070828 127.10 127.10 127.10 127.10 +0.35 52 9,383 +9
Total Volume and Open Interest 7,915 153,420 +624
Orange Juice(NYBOT)
Sep07 070828 124.50 128.00 124.50 126.50 +0.60 428 1,852 -522
Nov07 070828 121.00 122.20 120.65 121.50 -0.40 842 15,334 +80
Jan08 070828 122.00 123.20 122.00 122.50 -0.40 24 4,485 -3
Mar08 070828 123.25 123.25 123.25 123.25 -0.65 4 3,320 +4
May08 070828 124.00 124.00 124.00 124.00 -0.90 2 558 +2
Jul08 070828 124.75 124.75 124.75 124.75 -1.15 2 136 +0
Total Volume and Open Interest 1,302 26,663 -439
Sugar #11(NYBOT)
Oct07 070828 9.50 9.50 9.41 9.45 -0.01 11,201 313,068 +858
Mar08 070828 9.76 9.77 9.71 9.73 -0.02 6,256 165,088 +1,441
May08 070828 9.80 9.80 9.79 9.79 -0.02 1,252 42,741 +7
Jul08 070828 9.91 9.91 9.91 9.91 unch 504 38,123 -33
Oct08 070828 10.15 10.18 10.15 10.18 -0.02 1,124 41,302 -370
Total Volume and Open Interest 20,851 651,958 +2,160
Sugar #14(NYBOT)
Sep07 070808 22.53 22.53 22.53 22.53 +0.01 484 589 -408
Nov07 070828 22.26 22.26 22.26 22.26 -0.04 396 3,297 +142
Jan08 070828 21.25 21.25 21.25 21.25 -0.05 45 2,931 +35
Mar08 070828 21.26 21.26 21.26 21.26 +0.06 340 2,903 +255
May08 070828 21.37 21.37 21.37 21.37 +0.02 1 475 +1
Total Volume and Open Interest 782 10,120 +433
London Cocoa(LCE)
Sep07 070828 916 920 908 915 -6 2,501 0 -47,464
Dec07 070828 945 947 931 938 -10 4,176 0 -59,534
Mar08 070828 963 964 948 956 -10 1,736 0 -36,376
May08 070828 975 975 960 967 -10 670 0 -14,953
Jul08 070828 974 982 971 978 -9 64 0 -13,839
Sep08 070828 984 990 983 990 -7      
Dec08 070828 999 999 999 999 -6 42 0 -5,088
Total Volume and Open Interest 7,185 187,684 +0
London Coffee(LCE)
Sep07 070828 1660.00 1667.00 1647.00 1657.00 -11.00 2,549 0 -19,530
Nov07 070828 1699.00 1715.00 1687.00 1706.00 unch 7,052 0 -81,880
Jan08 070828 1711.00 1717.00 1698.00 1710.00 -5.00 1,988 0 -21,447
Mar08 070828 1712.00 1722.00 1706.00 1716.00 -6.00 1,553 0 -9,131
May08 070828 1725.00 1725.00 1725.00 1725.00 -7.00 1,046 0 -3,587
Jul08 070828 1732.00 1732.00 1732.00 1732.00 -5.00      
Total Volume and Open Interest 8,318 138,079 +0
London Sugar(LCE)
Aug07 070716 310.00 318.00 306.60 318.00 +9.50 6,918 2,904 -2,565
Oct07 070828 280.00 282.30 279.00 279.50 +0.50 2,335 0 -38,586
Dec07 070828 282.30 284.70 282.20 282.50 unch 621 0 -8,691
Mar08 070828 290.60 292.90 290.60 291.00 unch 766 0 -15,909
May08 070828 295.00 295.00 293.50 293.80 -0.20 117 0 -5,934
Total Volume and Open Interest 5,496 79,897 +0
Cotton(NYBOT)
Oct07 070828 55.30 55.60 55.15 55.52 +0.37 474 4,934 -8
Dec07 070828 57.25 57.60 57.01 57.48 +0.51 12,418 125,034 +171
Mar08 070828 60.50 60.80 60.30 60.79 +0.54 2,565 43,738 +249
May08 070828 61.60 61.85 61.48 61.85 +0.35 362 4,164 +136
Jul08 070828 62.70 63.00 62.70 63.00 +0.55 193 4,885 -17
Oct08 070828 64.40 64.40 64.40 64.40 +0.40 90 236 +90
Total Volume and Open Interest 16,843 199,149 +871
Lumber(CME)
Sep07 070828 262.0 262.5 255.0 257.8 -2.5 890 2,075 -384
Nov07 070828 261.1 262.3 256.5 257.3 -3.2 897 4,287 +100
Jan08 070828 276.0 276.9 272.4 274.0 -4.7 99 332 +81
Mar08 070828 280.8 280.8 280.8 280.8 -3.9 8 66 +6
Total Volume and Open Interest 1,899 6,791 -193
Crude Oil(NYM)
Oct07 070828 71.55 72.15 71.20 71.73 -0.24 186,005 324,809 -2,049
Nov07 070828 71.15 71.40 70.85 71.14 -0.24 67,104 131,669 +4,085
Dec07 070828 70.80 70.80 70.25 70.55 -0.30 44,191 185,164 -2,074
Jan08 070828 70.20 70.25 70.15 70.17 -0.34 7,483 62,294 +345
Feb08 070828 69.87 69.87 69.87 69.87 -0.39 4,938 30,292 -2,365
Mar08 070828 69.67 69.67 69.67 69.67 -0.41 7,941 34,623 +142
Apr08 070828 69.53 69.53 69.53 69.53 -0.42 4,926 39,175 -242
May08 070828 69.42 69.42 69.42 69.42 -0.44 997 43,932 -345
Jun08 070828 69.32 69.32 69.32 69.32 -0.45 2,506 49,901 -1,627
Jul08 070828 69.23 69.23 69.23 69.23 -0.46 13 16,208 +0
Aug08 070828 69.15 69.15 69.15 69.15 -0.47 5 13,269 +6
Sep08 070828 69.08 69.08 69.08 69.08 -0.49 5 44,673 -5
Oct08 070828 69.02 69.02 69.02 69.02 -0.50 0 20,313 +0
Nov08 070828 68.96 68.96 68.96 68.96 -0.51 0 14,449 +0
Dec08 070828 68.85 68.91 68.85 68.91 -0.52 6,787 157,711 +282
Jan09 070828 68.85 68.85 68.85 68.85 -0.53 0 21,025 +0
Total Volume and Open Interest 336,483 1,425,242 -3,395
Heating Oil(NYM)
Sep07 070828 200.00 201.05 199.50 199.63 -1.34 20,260 23,181 -3,553
Oct07 070828 201.90 203.50 201.58 201.58 -1.24 24,057 60,256 +2,346
Nov07 070828 204.10 204.10 203.33 203.33 -1.24 5,234 35,388 +679
Dec07 070828 204.83 204.83 204.83 204.83 -1.29 4,204 35,966 +385
Jan08 070828 206.30 206.30 205.88 205.88 -1.39 1,244 19,134 +209
Feb08 070828 205.53 205.53 205.53 205.53 -1.54 890 13,115 +172
Mar08 070828 203.68 203.68 203.68 203.68 -1.74 855 5,691 +185
Apr08 070828 199.78 199.78 199.78 199.78 -1.89 586 6,370 +39
May08 070828 195.98 195.98 195.98 195.98 -1.94 647 2,660 +164
Jun08 070828 193.28 193.28 193.28 193.28 -1.94 761 12,304 +493
Jul08 070828 193.23 193.23 193.23 193.23 -1.99 34 643 +1
Aug08 070828 194.68 194.68 194.68 194.68 -1.99 24 324 +4
Total Volume and Open Interest 58,820 218,960 +1,132
Gasoline(NYMEX)
Sep07 070828 204.15 204.49 200.78 201.54 -2.39 23,791 35,803 -2,422
Oct07 070828 194.97 195.50 191.20 191.54 -3.31 31,605 57,049 -1,650
Nov07 070828 190.89 191.17 188.11 188.34 -2.71 10,055 32,482 +690
Dec07 070828 188.70 188.70 186.15 186.44 -2.26 7,089 20,546 +106
Jan08 070828 188.85 189.61 187.34 187.34 -2.11 3,442 11,403 +209
Feb08 070828 191.40 191.50 188.77 189.24 -2.06 1,746 5,448 +443
Mar08 070828 191.82 191.97 191.34 191.34 -1.96 1,544 6,752 -375
Apr08 070828 204.31 204.52 203.49 203.49 -2.06 247 5,608 +83
May08 070828 204.94 204.94 204.94 204.94 -2.06 282 2,894 -3
Jun08 070828 205.29 205.29 205.29 205.29 -2.06 214 5,223 +85
Total Volume and Open Interest 80,040 189,975 -2,831
e-MiNY RBOB Gasoline(NYMEX)
Sep07 070828 200.90 201.54 200.90 201.54 -2.39 0 3 +0
Oct07 070828 191.54 191.54 191.54 191.54 -3.31 0 1 +0
Nov07 070828 188.34 188.34 188.34 188.34 -2.71      
Dec07 070828 188.00 188.00 186.44 186.44 -2.26 0 1 +0
Total Volume and Open Interest 0 5 +0
Natural Gas(NYM)
Sep07 070828 5.430 5.720 5.425 5.593 +0.213 47,271 25,943 -534
Oct07 070828 5.625 5.855 5.590 5.761 +0.171 33,145 106,356 +2,202
Nov07 070828 6.605 6.696 6.595 6.696 +0.126 8,090 72,552 +1,250
Dec07 070828 7.535 7.581 7.530 7.581 +0.061 5,208 46,901 +147
Jan08 070828 7.945 8.030 7.920 7.971 +0.046 3,904 45,469 +303
Feb08 070828 7.990 8.001 7.940 8.001 +0.048 1,475 35,629 +118
Mar08 070828 7.805 7.870 7.805 7.821 +0.048 3,089 47,207 -484
Apr08 070828 7.330 7.361 7.330 7.361 +0.058 3,249 39,500 -1,414
May08 070828 7.368 7.368 7.368 7.368 +0.063 2,094 27,016 +283
Jun08 070828 7.443 7.443 7.443 7.443 +0.063 465 17,504 +71
Jul08 070828 7.533 7.533 7.533 7.533 +0.063 245 10,502 +83
Aug08 070828 7.560 7.599 7.560 7.599 +0.063 408 10,406 +199
Sep08 070828 7.643 7.643 7.643 7.643 +0.063 653 7,278 +249
Oct08 070828 7.730 7.770 7.730 7.767 +0.063 448 28,921 +122
Nov08 070828 8.212 8.212 8.212 8.212 +0.063 108 14,368 +52
Dec08 070828 8.657 8.657 8.657 8.657 +0.063 63 13,953 +14
Total Volume and Open Interest 112,801 779,047 +3,291
Brent Crude Oil(ICE)
Oct07 070828 71.05 71.25 70.21 70.55 -0.40 51,156 118,208 +5,389
Nov07 070828 71.19 71.23 70.38 70.67 -0.35 21,544 125,752 +648
Dec07 070828 71.10 71.28 70.44 70.71 -0.30 13,555 110,879 +1,503
Jan08 070828 71.01 71.19 70.37 70.59 -0.31 826 27,661 -136
Feb08 070828 70.82 71.07 70.28 70.43 -0.34 157 17,381 +1
Mar08 070828 70.93 70.93 70.14 70.27 -0.38 99 12,540 +7
Apr08 070828 70.15 70.15 70.15 70.15 -0.41 0 9,641 +0
May08 070828 70.03 70.03 70.03 70.03 -0.44 0 4,242 +0
Jun08 070828 70.42 70.42 69.93 69.93 -0.46 381 26,190 +26
Jul08 070828 69.85 69.85 69.85 69.85 -0.46 0 5,368 +0
Aug08 070828 69.78 69.78 69.78 69.78 -0.45 0 2,999 +0
Sep08 070828 70.30 70.30 69.71 69.71 -0.44 0 3,645 +0
Oct08 070828 69.63 69.63 69.63 69.63 -0.44 0 4,542 +0
Nov08 070828 69.54 69.54 69.54 69.54 -0.45 0 3,417 +0
Total Volume and Open Interest 89,871 616,938 +7,033
Gas Oil(ICE)
Sep07 070828 628.25 630.50 624.50 626.25 +9.25 14,145 51,864 -2,642
Oct07 070828 630.00 632.00 625.75 627.75 +9.00 11,437 67,945 +223
Nov07 070828 631.25 633.00 626.50 628.50 +8.50 2,273 31,260 -358
Dec07 070828 630.25 633.25 627.75 629.25 +8.25 957 44,391 -58
Jan08 070828 636.25 636.25 633.25 633.25 +8.00 211 39,337 +109
Feb08 070828 630.75 630.75 629.75 629.75 +7.75 0 10,415 +24
Mar08 070828 626.00 626.25 625.25 625.25 +7.25 0 7,547 +0
Apr08 070828 620.75 620.75 620.75 620.75 +7.00 0 3,294 +0
May08 070828 616.25 616.25 616.25 616.25 +6.75 0 5,429 +0
Jun08 070828 612.75 612.75 612.75 612.75 +6.75 148 31,450 +142
Total Volume and Open Interest 29,174 325,466 -2,563
US Dollar Index(NYBOT)
Sep07 070828 80.560 80.720 80.540 80.720 -0.055 1,509 18,907 +280
Dec07 070828 80.395 80.570 80.395 80.570 +0.010 111 3,450 +6
Mar08 070828 80.575 80.575 80.430 80.430 +0.010 0 637 +0
Total Volume and Open Interest 1,620 23,003 +286
Australian Dollar(CME)
Sep07 070828 82.44 82.44 81.88 81.95 -1.02 1,727 95,717 -7
Dec07 070828 81.85 81.85 81.66 81.66 -1.02 2 1,777 -19
Mar08 070828 81.31 81.31 81.31 81.31 -1.02 0 152 +0
Total Volume and Open Interest 1,729 97,940 -26
British Pound(CME)
Sep07 070828 201.11 201.11 200.64 200.66 -0.58 166 121,247 -2,318
Dec07 070828 200.16 200.16 200.16 200.16 -0.58 11 2,080 +254
Mar08 070828 199.50 199.50 199.50 199.50 -0.63 0 31 +0
Total Volume and Open Interest 177 123,381 -2,064
Canadian Dollar(CME)
Sep07 070828 94.74 94.82 94.08 94.15 -0.85 1,848 126,955 +2,254
Dec07 070828 94.69 94.69 94.30 94.30 -0.85 9 5,885 +43
Mar08 070828 94.43 94.43 94.43 94.43 -0.85 0 858 +10
Jun08 070828 94.49 94.49 94.49 94.49 -0.85 1 332 -4
Total Volume and Open Interest 1,860 134,307 +2,301
Japanese Yen(CME)
Sep07 070828 86.99 87.53 86.99 87.53 +1.17 595 236,656 -1,934
Dec07 070828 88.12 88.55 88.12 88.49 +1.17 6 19,708 +247
Mar08 070828 89.35 89.35 89.35 89.35 +1.17 0 486 +0
Total Volume and Open Interest 601 273,290 -1,687
Swiss Franc(CME)
Sep07 070828 83.65 83.68 83.48 83.50 +0.22 1,084 117,376 -1,439
Dec07 070828 84.21 84.21 84.03 84.03 +0.22 0 1,392 +26
Mar08 070828 84.47 84.47 84.47 84.47 +0.22 0 18 +0
Total Volume and Open Interest 1,084 118,795 -1,413
EuroFX(CME)
Sep07 070828 136.75 136.76 136.35 136.42 -0.20 745 214,195 -323
Dec07 070828 136.84 136.84 136.55 136.67 -0.20 17 6,107 +186
Mar08 070828 136.84 136.84 136.84 136.84 -0.20 0 124 +2
Total Volume and Open Interest 762 220,551 -136
Mexican Peso(CME)
Sep07 070828 900.8 900.8 898.0 898.2 -6.5 1,747 76,320 +448
Oct07 070828 896.2 896.2 896.2 896.2 -6.5 0 68 +0
Total Volume and Open Interest 1,751 100,212 +447
30-Year T-Bonds(CBOT)
Sep07 070828 111~14 111~28 111~09 111~20 +0~09 367,558 816,954 -65,672
Dec07 070828 111~09 111~23 111~04 111~16 +0~10 157,207 160,196 +110,871
Mar08 070828 111~18 111~20 111~12 111~15 +0~10 43 997 +4
Total Volume and Open Interest 524,811 978,242 +45,206
10-Year T-Notes(CBOT)
Sep07 070828 109~015 109~225 108~305 109~160 +0~210 972,259 1,929,983 -124,116
Dec07 070828 108~230 109~115 108~210 109~055 +0~215 311,234 670,658 +163,779
Total Volume and Open Interest 1,283,495 2,601,950 +39,662
5-Year T-Notes(CBOT)
Sep07 070828 106~195 106~295 106~165 106~295 +0~190 524,162 0 +0
Dec07 070828 106~170 106~290 106~160 106~290 +0~215 150,031 0 +0
Mar08 070828 106~290 106~290 106~290 106~290 +0~215      
Total Volume and Open Interest 674,193    
2 Year T-Notes(CBOT)
Sep07 070828 102~124 103~017 102~121 103~016 +0~036 23,350 772,024 -51,022
Dec07 070828 103~010 103~033 103~010 103~032 +0~040 23,052 179,153 +63,982
Total Volume and Open Interest 46,402 951,177 +12,960
Eurodollars(CME)
Sep07 070828 94.662 94.685 94.658 94.680 +0.005 20,738 1,501,788 +5,311
Dec07 070828 95.135 95.195 95.110 95.185 +0.095 15,539 1,543,416 +14,700
Mar08 070828 95.395 95.445 95.370 95.440 +0.100 17,775 1,628,355 -23,305
Jun08 070828 95.430 95.485 95.415 95.485 +0.100 8,563 1,387,733 -1,327
Sep08 070828 95.390 95.455 95.390 95.455 +0.105 15,071 1,174,347 -3,673
Dec08 070828 95.345 95.415 95.335 95.415 +0.115 9,257 1,069,996 +6,482
Mar09 070828 95.290 95.365 95.290 95.365 +0.110 7,856 676,246 -8,833
Jun09 070828 95.225 95.305 95.225 95.305 +0.105 6,362 489,406 -8,429
Sep09 070828 95.170 95.245 95.170 95.245 +0.095 11,718 314,917 +717
Dec09 070828 95.110 95.180 95.110 95.180 +0.090 5,804 223,651 -1,544
Mar10 070828 95.080 95.140 95.080 95.140 +0.080 6,224 158,056 +1,900
Jun10 070828 95.045 95.095 95.040 95.090 +0.070 5,512 137,856 +2,605
Sep10 070828 94.990 95.035 94.990 95.035 +0.065 8,950 101,826 +488
Dec10 070828 94.935 94.975 94.935 94.975 +0.060 4,579 109,842 -20
Mar11 070828 94.895 94.935 94.895 94.930 +0.055 3,025 99,038 -806
Jun11 070828 94.850 94.880 94.850 94.880 +0.050 4,183 92,384 -672
Sep11 070828 94.800 94.830 94.800 94.830 +0.045 2,423 78,583 +260
Dec11 070828 94.750 94.780 94.750 94.775 +0.040 2,929 54,977 +1,889
Total Volume and Open Interest 161,844 11,055,934 -12,760
3-Mth Euro-Yen(CME)
Sep07 070828 99.17 99.17 99.17 99.17 unch 16 23,339 -593
Dec07 070828 99.14 99.14 99.13 99.13 +0.01 6 11,421 +520
Mar08 070828 99.08 99.09 99.08 99.09 +0.02 2 6,651 +0
Jun08 070828 99.04 99.04 99.04 99.04 +0.02 0 4,328 -93
Sep08 070828 98.98 98.98 98.98 98.98 +0.02 0 3,211 +0
Dec08 070828 98.92 98.92 98.92 98.92 +0.02 0 1,389 +0
Mar09 070828 98.84 98.84 98.84 98.84 +0.02 0 184 +0
Jun09 070828 98.76 98.76 98.76 98.76 +0.02 0 100 +0
Sep09 070828 98.67 98.67 98.67 98.67 +0.01      
Dec09 070828 98.59 98.59 98.59 98.59 +0.01      
Total Volume and Open Interest 24 50,623 -166
3-Mth Euro-Yen(SGX)
Sep07 070828 99.17 99.18 99.16 99.18 +0.01 112 78,120 -550
Dec07 070828 99.13 99.14 99.12 99.13 +0.01 412 56,982 -693
Mar08 070828 99.08 99.09 99.07 99.07 +0.01 1,192 41,850 -324
Jun08 070828 99.04 99.04 99.04 99.04 +0.02 284 23,300 -162
Sep08 070828 98.97 98.97 98.97 98.97 +0.01 561 12,775 +411
Dec08 070828 98.90 98.90 98.90 98.90 +0.01 11 8,518 +0
Mar09 070828 98.82 98.82 98.82 98.82 +0.01 10 4,496 +0
Jun09 070828 98.75 98.75 98.75 98.75 +0.01 0 1,168 +0
Total Volume and Open Interest 2,582 229,109 -1,318
Japanese Gov't Bonds(SGX)
Sep07 070828 135.55 135.62 135.37 135.44 +0.14 1,753 41,421 -2,300
Dec07 070828 134.98 135.21 134.98 134.98 +0.14 6 43 +3
Mar08 070828 134.98 134.98 134.98 134.98 +0.14      
Total Volume and Open Interest 1,759 41,464 -2,297
Euro-Bund(EUREX)
Sep07 070828 113.84 114.06 113.56 113.85 +0.27 1,186,982 1,524,353 +2,853
Dec07 070828 113.45 113.66 113.18 113.45 +0.26 14,586 65,487 -1,020
Mar08 070828 113.82 113.82 113.82 113.82 +0.39 810 10 +0
Total Volume and Open Interest 1,202,378 1,589,850 +1,833
Euro-Bobl(EUREX)
Sep07 070828 108.23 108.32 107.99 108.19 +0.18 646,041 1,192,753 -25,914
Dec07 070828 108.02 108.06 107.84 108.02 +0.18 5,212 14,163 +2,953
Mar08 070828 107.89 107.89 107.89 107.89 +0.18      
Total Volume and Open Interest 651,253 1,206,916 -22,961
3-Mth Euribor(EUREX)
Sep07 070828 95.440 95.440 95.420 95.435 unch 3,443 27,853 -588
Dec07 070828 95.610 95.625 95.580 95.620 +0.080 1,089 12,212 +124
Mar08 070828 95.665 95.715 95.665 95.715 +0.080 366 9,302 -22
Total Volume and Open Interest 5,771 60,354 -314
Long Gilt(LIFFE)
Sep07 070828 106~28 106~29 106~17 106~27 +0~06 72,997 0 -316,877
Dec07 070828 106~31 106~32 106~20 106~30 +0~06 15,296 0 -1,465
Total Volume and Open Interest 77,242 318,342 +0
3-Mth Short Sterling(LIFFE)
Sep07 070828 93.52 93.52 93.52 93.52 -0.03      
Dec07 070828 93.79 93.79 93.79 93.79 +0.04      
Mar08 070828 93.91 93.91 93.91 93.91 +0.08      
Jun08 070828 94.00 94.00 94.00 94.00 +0.09      
Sep08 070828 94.06 94.06 94.06 94.06 +0.08      
Dec08 070828 94.10 94.10 94.10 94.10 +0.08      
Total Volume and Open Interest 682,902 2,844,681 +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 070828 95.600 95.640 95.570 95.615 +0.020 201,761 870,233 +8,011
Mar08 070828 95.695 95.740 95.655 95.710 +0.025 186,091 568,476 -17,596
Total Volume and Open Interest 964,035 4,158,530 -21,447
3-Mth Aus T-Bills(SFE)
Sep07 070828 93.21 93.22 93.20 93.21 -0.01 7,949 487,687 -27,603
Dec07 070828 93.20 93.22 93.19 93.21 +0.02 17,873 347,835 -36,314
Mar08 070828 93.20 93.22 93.19 93.22 +0.04 11,462 160,589 -8,587
Jun08 070828 93.20 93.24 93.20 93.23 +0.05 7,682 111,194 -15,979
Sep08 070828 93.21 93.25 93.20 93.24 +0.05 808 55,524 -3,876
Dec08 070828 93.21 93.24 93.21 93.23 +0.05 1,182 41,452 -687
Mar09 070828 93.21 93.24 93.21 93.23 +0.07 311 28,859 -3,590
Jun09 070828 93.20 93.22 93.20 93.21 +0.05 402 21,071 -567
Sep09 070828 93.19 93.20 93.19 93.20 +0.06 32 2,408 -2
Dec09 070828 93.20 93.20 93.20 93.20 +0.06 0 635 +0
Total Volume and Open Interest 47,702 1,257,437 -97,208
10-Year Aus T-Bonds(SFE)
Sep07 070828 94.05 94.08 94.03 94.07 +0.08 27,413 600,372 -10,622
Dec07 070828 94.09 94.09 94.09 94.09 +0.08 0 44 +0
Total Volume and Open Interest 27,413 600,416 -10,622
3-Year Aus T-Bonds(SFE)
Sep07 070828 93.80 93.82 93.78 93.81 +0.06 64,416 793,038 -227,979
Dec07 070828 93.85 93.85 93.85 93.85 +0.07      
Total Volume and Open Interest 64,416 793,038 -227,979
Gold(CMX)
Aug07 070828 664.4 664.4 664.4 664.4 -2.4 77 79 -145
Oct07 070828 665.5 668.1 665.5 667.6 -2.6 1,717 33,955 -226
Dec07 070828 676.0 676.6 671.0 673.5 -2.7 24,129 183,482 -2,345
Feb08 070828 679.3 679.3 679.3 679.3 -2.8 320 16,166 -88
Apr08 070828 684.8 684.8 684.8 684.8 -2.9 103 17,817 +106
Jun08 070828 690.1 690.1 690.1 690.1 -3.1 10 14,675 +10
Aug08 070828 695.3 695.3 695.3 695.3 -3.3 210 7,865 +210
Oct08 070828 700.5 700.5 700.5 700.5 -3.5 1 1,469 +0
Dec08 070828 705.8 705.8 705.8 705.8 -3.6 160 15,643 -96
Feb09 070828 711.3 711.3 711.3 711.3 -3.7 100 11,176 +0
Apr09 070828 716.7 716.7 716.7 716.7 -3.8 120 1,630 +0
Jun09 070828 722.1 722.1 722.1 722.1 -4.0 50 11,033 +0
Total Volume and Open Interest 27,653 325,916 -2,563
Silver(CMX)
Sep07 070828 1184.0 1189.0 1172.0 1176.5 unch 18,150 24,428 -5,438
Dec07 070828 1200.0 1202.0 1186.0 1192.4 unch 11,929 57,683 +4,246
Mar08 070828 1207.9 1207.9 1207.9 1207.9 +0.1 22 7,362 -15
May08 070828 1217.8 1217.8 1217.8 1217.8 +0.2 13 4,793 +4
Jul08 070828 1227.0 1227.0 1227.0 1227.0 +0.2 9 4,894 +2
Sep08 070828 1236.2 1236.2 1236.2 1236.2 +0.2 1 969 +0
Dec08 070828 1249.0 1249.0 1249.0 1249.0 +0.2 23 5,249 +17
Total Volume and Open Interest 30,349 113,470 -1,101
Platinum(NYM)
Oct07 070828 1256.0 1262.0 1255.0 1260.6 +8.3 754 10,184 -50
Jan08 070828 1269.8 1269.8 1269.8 1269.8 +8.3 154 454 +105
Apr08 070828 1281.2 1281.2 1281.2 1281.2 +8.3 0 2 +0
Total Volume and Open Interest 908 10,640 +55
Palladium(NYME)
Sep07 070828 331.50 331.50 322.50 327.75 -4.40 1,069 5,486 -257
Dec07 070828 330.00 333.50 329.00 332.55 -4.40 1,163 9,515 +580
Mar08 070828 334.80 341.70 334.80 337.30 -4.40 0 676 +0
Total Volume and Open Interest 2,272 17,654 +323
Copper(CMX)
Sep07 070828 330.70 332.25 327.80 331.15 -3.80 6,669 11,541 -1,658
Dec07 070828 330.35 332.80 327.50 331.25 -4.35 8,838 47,522 +842
Mar08 070828 328.70 328.70 328.70 328.70 -4.20 60 5,910 -14
May08 070828 325.55 325.55 325.55 325.55 -4.05 2 1,012 -3
Jul08 070828 322.20 322.20 322.20 322.20 -3.90 6 513 +0
Total Volume and Open Interest 16,055 74,768 -957
Aluminum(CMX)
Aug07 070828 107.05 107.05 107.05 107.05 -2.50 0 6 +0
Sep07 070828 107.75 107.75 107.75 107.75 -2.50 0 40 +0
Oct07 070828 108.50 108.50 108.50 108.50 -2.50 0 40 +0
Nov07 070828 109.25 109.25 109.25 109.25 -2.50 0 40 +0
Dec07 070828 110.00 110.00 110.00 110.00 -2.50 0 154 +0
Jan08 070828 110.00 110.00 110.00 110.00 -2.50      
Total Volume and Open Interest 0 280 +0
DJIA Index(CBOT)
Sep07 070828 13295 13308 13070 13095 -257 2,320 37,774 +451
Dec07 070828 13375 13375 13182 13182 -260 204 503 +78
Mar08 070828 13279 13279 13279 13279 -257 0 1 +0
Jun08 070828 13373 13373 13373 13373 -257      
Total Volume and Open Interest 2,524 38,278 +529
S & P 500(CME)
Sep07 070828 1462.00 1463.00 1435.00 1438.30 -31.50 28,152 534,792 -2,460
Dec07 070828 1474.00 1474.00 1448.20 1450.10 -31.90 5,276 117,536 +4,057
Mar08 070828 1460.30 1460.30 1460.30 1460.30 -32.50 0 7,310 -50
Jun08 070828 160.58 160.58 160.58 160.58 -32.50 0 203 +0
Total Volume and Open Interest 33,433 661,963 +1,552
S & P 500 E-Mini(Globex)
Sep07 070828 1469.50 1470.50 1434.75 1438.25 -31.50 911,862 1,984,793 +9,562
Dec07 070828 1481.25 1481.25 1446.75 1450.00 -32.00 10,862 102,441 +6,586
Total Volume and Open Interest 922,724 2,087,235 +16,148
NASDAQ 100(CME)
Sep07 070828 1941.50 1945.50 1905.00 1907.80 -42.70 1,970 67,124 +91
Dec07 070828 1929.80 1929.80 1929.80 1929.80 -43.20 1 103 +1
Mar08 070828 1952.50 1952.50 1952.50 1952.50 -43.30 0 10 +10
Total Volume and Open Interest 1,971 67,269 +134
NASDAQ 100 E-Mini(Globex)
Sep07 070828 1951.50 1952.80 1905.50 1907.80 -42.70 207,153 402,874 -1,123
Dec07 070828 1974.00 1974.00 1928.50 1929.80 -43.20 99 921 +1
Total Volume and Open Interest 207,252 403,795 -1,122
S & P Midcap 400(CME)
Sep07 070828 853.00 853.50 837.50 839.30 -17.20 42 6,959 -145
Dec07 070828 847.30 847.30 847.30 847.30 -17.20      
Mar08 070828 857.00 857.00 857.00 857.00 -17.20      
Total Volume and Open Interest 42 6,959 -145
Russell 2000(CME)
Sep07 070828 785.50 786.00 768.50 770.00 -20.30 1,253 58,269 +441
Dec07 070828 789.00 789.00 775.80 775.80 -20.35 1 52 +1
Mar08 070828 781.80 781.80 781.80 781.80 -20.35 0 22 +0
Total Volume and Open Interest 1,254 58,343 +442
Russell 2000 E-Mini(Globex)
Sep07 070828 790.50 790.60 770.00 770.00 -20.30 158,962 588,973 +226
Dec07 070828 794.60 794.60 775.80 775.80 -20.40 181 1,516 +37
Mar08 070828 781.80 781.80 781.80 781.80 -20.40      
Total Volume and Open Interest 159,143 590,489 +263
Value Line(KCBT)
Sep07 070828 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070828 16255 16355 16195 16305 -10 63,868 258,495 -2,689
Dec07 070828 16250 16315 16175 16250 -10 115 4,985 +3,466
Total Volume and Open Interest 63,983 263,521 +777
Nikkei 225(SGX)
Sep07 070828 16255 16355 16195 16305 -10 63,868 258,495 -2,689
Dec07 070828 16250 16315 16175 16250 -10 115 4,985 +3,466
Mar08 070828 16235 16270 16235 16270 -15      
Total Volume and Open Interest 63,983 263,521 +777
CAC 40(EURONEXT)
Aug07 070817 5250.0 5450.5 5216.0 5404.5 +137.0 408,324 679,822 -43,530
Sep07 070828 5591.5 5592.5 5474.5 5484.5 -122.0 63,902 473,813 -17,011
Oct07 070828 5578.0 5578.0 5500.0 5502.5 -122.0 56 435 +45
Total Volume and Open Interest 64,060 477,701 -16,882
Hang Seng Index(HKFE)
Aug07 070828 23750 23789 23285 23314 -266 51,892 116,522 -3,383
Sep07 070828 23752 23752 23233 23262 -277 6,467 20,097 +2,971
Total Volume and Open Interest 58,416 137,523 -392
DAX(EUREX)
Sep07 070828 7480.0 7500.0 7377.0 7450.5 -54.0 93,461 290,174 +4,607
Dec07 070828 7565.0 7584.0 7463.0 7535.5 -55.0 268 19,320 -19
Mar08 070828 7650.0 7660.5 7616.0 7618.0 -55.5 94 1,966 -12
Total Volume and Open Interest 93,823 311,460 +4,576
FT-SE 100(EURONEXT)
Sep07 070828 6233.00 6239.00 6100.50 6117.00 -122.50 65,803 0 -516,462
Dec07 070828 6285.00 6285.00 6174.00 6177.50 -124.00 155 0 -12,346
Mar08 070828 6291.00 6291.00 6188.50 6194.00 -124.50 58 0 -685
Total Volume and Open Interest 96,813 529,494 +0
SPI 200(SFE)
Sep07 070828 6160.0 6184.0 6130.0 6169.0 -21.0 22,412 477,529 -1,577
Dec07 070828 6198.0 6210.0 6195.0 6210.0 -20.0 94 4,868 -94
Mar08 070828 6219.0 6219.0 6219.0 6219.0 -20.0 84 1,179 +0
Total Volume and Open Interest 22,758 485,172 -1,669
GSCI(CME)
Sep07 070828 486.60 486.60 483.60 485.20 -2.30 89 20,487 +5
Oct07 070828 489.50 489.50 489.50 489.50 -2.00      
Nov07 070828 493.00 493.00 493.00 493.00 -2.50      
Total Volume and Open Interest 89 20,487 +5
Reuters CRB Index(NYBOT)
Nov07 070828 414.50 414.50 411.00 411.00 -1.00 5 874 -2
Jan08 070828 415.00 415.00 413.00 413.00 -1.00 2 418 +0
Feb08 070828 414.00 414.00 413.00 413.00 -1.00 0 249 +0
Total Volume and Open Interest 7 1,579 -2
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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