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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 September 04, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep07 070904 882.00 899.00 880.00 892.50 +24.50 5,474 7,873 -1,837
Nov07 070904 896.00 915.00 893.50 907.50 +25.00 21,671 284,703 -459
Jan08 070904 910.00 930.00 909.50 922.50 +24.50 2,493 45,753 +1,301
Mar08 070904 920.00 939.50 920.00 932.50 +25.00 1,995 28,077 +485
May08 070904 926.00 945.00 926.00 938.75 +25.75 1,792 26,838 +395
Jul08 070904 937.00 951.50 934.00 947.25 +25.25 3,148 36,132 -62
Aug08 070904 935.00 939.00 930.00 939.00 +20.00 2 542 +0
Total Volume and Open Interest 38,846 491,729 -76
Soybean Meal(CBOT)
Sep07 070904 244.50 251.50 244.00 247.90 +8.10 4,386 7,397 -1,382
Oct07 070904 245.50 253.00 245.30 249.40 +8.30 5,972 28,705 +28
Dec07 070904 251.00 258.00 249.80 254.60 +8.90 8,403 90,282 +1,602
Jan08 070904 253.00 260.00 252.50 256.30 +8.60 1,192 14,849 +435
Mar08 070904 255.50 263.00 255.50 259.30 +8.00 1,026 15,934 +96
May08 070904 257.00 263.50 256.00 260.50 +8.00 1,078 17,912 +288
Jul08 070904 261.50 266.00 261.00 263.10 +8.10 1,406 13,359 +497
Aug08 070904 261.50 263.00 259.50 261.20 +9.20 7 3,081 +2
Total Volume and Open Interest 24,035 203,713 +1,825
Soybean Oil(CBOT)
Sep07 070904 36.88 37.24 36.88 37.19 +0.65 3,944 5,702 -2,518
Oct07 070904 37.08 37.43 37.08 37.36 +0.57 5,734 32,943 +207
Dec07 070904 37.50 37.95 37.48 37.87 +0.76 7,844 149,802 +989
Jan08 070904 38.08 38.20 38.02 38.18 +0.76 787 21,266 +430
Mar08 070904 38.25 38.47 38.25 38.45 +0.78 827 13,920 +100
May08 070904 38.39 38.70 38.39 38.69 +0.77 1,131 11,276 +489
Jul08 070904 39.00 39.00 38.73 38.85 +0.58 2,126 12,517 +442
Aug08 070904 38.70 38.80 38.70 38.80 +0.55 156 908 +60
Total Volume and Open Interest 24,144 262,507 +1,067
Canola(WCE)
Corn(CBOT)
Sep07 070904 327.00 340.50 327.00 336.75 +12.75 7,735 21,402 -6,238
Dec07 070904 344.00 357.25 344.00 353.25 +13.25 27,661 619,495 +233
Mar08 070904 360.00 373.25 360.00 369.25 +13.25 5,968 132,531 -136
May08 070904 371.00 381.50 370.50 379.00 +13.00 429 35,061 +665
Jul08 070904 380.00 391.00 379.75 388.00 +12.50 2,969 85,258 +918
Sep08 070904 388.00 395.00 387.00 395.00 +10.00 85 11,680 +96
Total Volume and Open Interest 47,192 1,076,382 -3,570
Wheat(CBOT)
Sep07 070904 795.00 810.00 795.00 807.00 +40.00 1,725 6,252 -1,798
Dec07 070904 805.00 805.50 804.00 805.50 +30.00 10,689 246,305 -3,220
Mar08 070904 801.25 801.25 795.00 801.25 +30.00 2,073 34,030 +714
May08 070904 732.00 737.00 732.00 737.00 +30.00 217 5,424 +34
Jul08 070904 615.00 627.00 615.00 621.00 +20.00 1,569 53,693 +587
Total Volume and Open Interest 16,734 369,951 -3,391
Wheat(KCBT)
Sep07 070904 751.00 751.00 751.00 751.00 +30.00 3,836 2,591 -4,294
Dec07 070904 760.00 761.25 758.00 761.25 +30.00 16,328 123,851 +1,083
Mar08 070904 758.50 763.50 758.00 763.50 +30.00 1,933 10,668 +569
May08 070904 700.00 714.00 700.00 714.00 +30.00 22 188 +2
Jul08 070904 605.00 617.00 601.00 615.75 +21.25 739 12,385 +238
Total Volume and Open Interest 23,005 152,008 -2,386
Wheat(MGE)
Sep07 070904 722.00 722.00 722.00 722.00 +30.00 977 727 -316
Dec07 070904 741.00 741.50 736.00 741.50 +30.00 7,746 48,310 +1,070
Mar08 070904 741.00 755.00 740.00 755.00 +30.00 984 6,274 +457
May08 070904 735.00 735.00 735.00 735.00 +30.00 2 612 +0
Jul08 070904 671.00 678.75 660.00 678.00 +29.25 17 506 +4
Total Volume and Open Interest 9,869 59,146 +1,250
Oats(CBOT)
Sep07 070904 257.00 257.00 257.00 257.00 +15.00 86 52 -53
Dec07 070904 260.25 268.75 260.00 262.50 +7.75 401 11,649 +30
Mar08 070904 272.50 277.00 270.50 272.00 +6.25 30 1,777 +6
May08 070904 274.00 274.00 274.00 274.00 +3.75 7 158 +1
Total Volume and Open Interest 525 13,658 -16
Rough Rice(CBOT)
Sep07 070904 10.95 11.03 10.95 11.03 +0.18 42 256 -477
Nov07 070904 11.20 11.36 11.20 11.29 +0.16 365 11,199 -46
Jan08 070904 11.53 11.61 11.53 11.57 +0.17 40 1,501 -17
Mar08 070904 11.71 11.86 11.71 11.84 +0.19 0 902 +5
Total Volume and Open Interest 447 14,153 -535
Live Cattle(CME)
Oct07 070904 97.050 98.300 97.000 97.635 +0.735 12,855 120,183 -837
Dec07 070904 100.050 101.135 100.000 101.050 +1.015 8,005 59,376 +983
Feb08 070904 100.500 101.400 100.450 101.285 +0.900 1,679 30,125 +507
Apr08 070904 100.350 101.350 100.350 101.350 +0.900 1,335 15,884 +404
Jun08 070904 96.000 96.800 95.950 96.750 +0.750 266 5,449 +72
Aug08 070904 95.000 95.250 95.000 95.180 +0.530 27 852 +13
Total Volume and Open Interest 24,486 231,869 +814
Feeder Cattle(CME)
Sep07 070904 117.800 118.950 117.800 118.900 +1.365 599 5,211 -259
Oct07 070904 118.000 119.200 118.000 119.050 +1.415 1,436 13,064 -71
Nov07 070904 118.000 119.150 118.000 119.050 +1.220 576 5,347 +94
Jan08 070904 115.500 116.900 115.500 116.900 +1.470 101 3,140 +41
Mar08 070904 112.800 114.000 112.800 114.000 +1.100 21 629 +9
Apr08 070904 114.000 114.700 114.000 114.700 +0.900 7 240 +3
May08 070904 113.700 114.700 113.700 114.700 +1.000 4 574 +2
Total Volume and Open Interest 2,744 28,205 -1,977
Lean Hogs(CME)
Oct07 070904 67.000 68.000 66.900 67.080 +0.250 7,658 71,924 -144
Dec07 070904 69.150 69.700 68.700 69.400 +0.570 7,454 54,813 +1,382
Feb08 070904 70.300 71.250 70.050 71.135 +1.085 1,595 20,687 +96
Apr08 070904 70.650 71.750 70.650 71.650 +0.850 832 16,046 -6
May08 070904 73.750 74.700 73.750 74.600 +0.700 81 1,525 +17
Jun08 070904 76.400 77.500 76.400 77.350 +0.950 23 9,336 +3
Jul08 070904 74.750 75.700 74.750 75.700 +0.800 16 2,247 -1
Aug08 070904 72.475 73.350 72.400 73.200 +1.000 5 563 +2
Total Volume and Open Interest 17,669 177,174 +1,349
Pork Bellies(CME)
Feb08 070904 89.850 91.700 89.850 90.430 +0.030 112 633 -11
Mar08 070904 90.500 90.500 90.500 90.500 +0.050 3 30 +1
May08 070904 92.100 92.100 92.100 92.100 -0.150 0 19 +0
Jul08 070904 94.950 94.950 94.950 94.950 -0.050 1 4 -1
Aug08 070904 96.980 96.980 96.980 96.980 -0.770      
Total Volume and Open Interest 116 686  
Class III Milk(CME)
Sep07 070904 20.33 20.40 20.33 20.40 +0.18 126 4,870 +21
Oct07 070904 20.00 20.40 20.00 20.39 +0.54 117 4,267 -5
Nov07 070904 19.10 19.20 19.10 19.17 +0.44 128 3,610 -1
Dec07 070904 18.01 18.40 18.01 18.30 +0.40 57 3,451 +18
Jan08 070904 17.10 17.10 17.10 17.10 +0.30 45 1,926 -3
Total Volume and Open Interest 670 32,217 -4,489
Cocoa(NYBOT)
Sep07 070904 1821 1821 1821 1821 -47 8 137 -6
Dec07 070904 1787 1809 1782 1795 -29 6,930 64,960 -2,547
Mar08 070904 1810 1829 1810 1816 -28 1,931 28,495 -643
May08 070904 1820 1829 1820 1829 -28 68 6,734 -7
Jul08 070904 1845 1845 1845 1845 -28 12 3,508 +5
Sep08 070904 1859 1859 1859 1859 -29 3 3,926 -1
Dec08 070904 1885 1885 1885 1885 -28 66 11,574 -9
Total Volume and Open Interest 9,018 119,926 -3,208
Coffee "C"(NYBOT)
Sep07 070904 112.80 115.80 112.80 114.55 +1.90 112 348 +52
Dec07 070904 117.10 119.10 117.00 117.95 +2.10 6,909 102,495 +445
Mar08 070904 120.80 122.80 120.80 121.65 +2.00 774 22,471 -155
May08 070904 124.60 124.60 123.40 123.75 +2.00 202 6,362 +91
Jul08 070904 125.60 125.60 125.60 125.60 +2.00 109 3,309 +43
Sep08 070904 127.35 127.35 127.35 127.35 +2.00 451 9,587 +110
Total Volume and Open Interest 11,968 157,247 +1,380
Orange Juice(NYBOT)
Sep07 070904 123.00 123.50 121.50 121.50 -3.50 678 389 -242
Nov07 070904 117.80 118.00 112.75 113.20 -5.40 2,103 17,255 +640
Jan08 070904 119.00 119.00 114.00 114.10 -5.25 996 4,201 +3
Mar08 070904 115.15 115.15 115.15 115.15 -5.10 347 3,342 +3
May08 070904 116.20 116.20 116.20 116.20 -4.95 0 558 +0
Jul08 070904 117.25 117.25 117.25 117.25 -4.80 0 136 +0
Total Volume and Open Interest 4,124 26,859 +404
Sugar #11(NYBOT)
Oct07 070904 9.51 9.56 9.43 9.45 -0.03 29,656 305,820 -4,882
Mar08 070904 9.81 9.82 9.74 9.78 unch 22,805 178,960 +5,434
May08 070904 9.80 9.81 9.79 9.81 +0.01 4,049 44,217 +276
Jul08 070904 9.87 9.89 9.87 9.88 -0.01 1,926 39,776 +955
Oct08 070904 10.18 10.18 10.16 10.16 unch 1,439 41,467 +175
Total Volume and Open Interest 62,676 664,079 +2,973
Sugar #14(NYBOT)
Sep07 070808 22.53 22.53 22.53 22.53 +0.01 484 589 -408
Nov07 070904 22.00 22.00 22.00 22.00 -0.18 13 3,186 +0
Jan08 070904 21.18 21.18 21.18 21.18 -0.02 1 2,961 +0
Mar08 070904 21.20 21.20 21.20 21.20 -0.05 7 2,902 -1
May08 070904 21.36 21.36 21.36 21.36 unch 19 494 +19
Total Volume and Open Interest 45 10,057 +18
London Cocoa(LCE)
Sep07 070904 940 942 930 936 -11 756 45,658 -76
Dec07 070904 958 958 943 951 -7 3,377 60,404 +0
Mar08 070904 973 973 960 967 -7 2,445 38,831 +0
May08 070904 981 981 972 978 -7 473 15,913 +0
Jul08 070904 985 990 982 990 -5 81 14,029 +0
Sep08 070904 999 1000 999 1000 -5 27 10,339 +0
Dec08 070904 1010 1010 1005 1009 -5 0 4,904 +0
Total Volume and Open Interest 7,159 190,190 +0
London Coffee(LCE)
Sep07 070904 1748.00 1748.00 1723.00 1733.00 +13.00 11,640 1,863 +0
Nov07 070904 1772.00 1802.00 1766.00 1788.00 +13.00 13,489 81,667 +0
Jan08 070904 1749.00 1770.00 1742.00 1759.00 +8.00 1,229 26,962 +0
Mar08 070904 1735.00 1740.00 1722.00 1739.00 +9.00 66 9,484 +0
May08 070904 1743.00 1745.00 1733.00 1738.00 +9.00 2 3,400 +0
Jul08 070904 1745.00 1745.00 1740.00 1743.00 +9.00 0 1,188 +0
Total Volume and Open Interest 26,426 125,875 +0
London Sugar(LCE)
Oct07 070904 276.90 276.90 273.40 274.40 -1.60 2,622 33,638 +0
Dec07 070904 278.90 278.90 275.70 276.60 -1.70 2,337 10,762 +0
Mar08 070904 287.40 287.80 285.10 285.60 -0.90 741 16,711 +0
May08 070904 286.80 288.50 286.70 287.60 -0.70 316 6,398 +0
Aug08 070904 288.30 290.80 288.30 289.10 -0.20 84 4,932 +0
Total Volume and Open Interest 6,168 78,309 +0
Cotton(NYBOT)
Oct07 070904 59.80 59.80 59.25 59.45 +0.58 622 4,506 -171
Dec07 070904 61.85 61.85 61.25 61.57 +0.60 31,387 126,023 +2,448
Mar08 070904 64.80 64.80 64.20 64.65 +0.34 6,882 45,360 +1,093
May08 070904 65.65 65.85 65.65 65.70 +0.20 956 4,378 +274
Jul08 070904 66.70 66.85 66.70 66.70 +0.20 340 5,396 +154
Oct08 070904 69.20 69.20 68.20 68.20 +0.35 0 236 +0
Total Volume and Open Interest 41,359 203,217 +4,177
Lumber(CME)
Sep07 070904 255.3 257.0 247.0 248.3 -12.7 259 1,229 -134
Nov07 070904 255.1 255.1 249.6 249.7 -9.9 504 4,548 -4
Jan08 070904 272.6 272.6 266.5 268.0 -8.5 57 393 +26
Mar08 070904 283.7 285.3 283.5 285.3 -8.2 18 133 +11
Total Volume and Open Interest 843 6,337 -100
Crude Oil(NYM)
Oct07 070904 73.70 75.25 73.70 75.08 +1.04 166,662 316,718 -4,584
Nov07 070904 73.08 74.30 73.08 74.26 +0.94 66,525 161,883 +10,211
Dec07 070904 72.30 73.40 72.30 73.36 +0.90 38,154 189,866 +100
Jan08 070904 72.65 72.75 71.90 72.70 +0.87 10,551 63,153 -1,427
Feb08 070904 71.50 72.19 71.50 72.19 +0.84 3,839 32,188 +982
Mar08 070904 71.30 71.82 71.30 71.82 +0.82 1,669 36,534 -76
Apr08 070904 71.56 71.56 71.56 71.56 +0.81 1,044 39,528 -174
May08 070904 71.38 71.38 71.38 71.38 +0.80 1,968 45,166 +212
Jun08 070904 70.60 71.23 70.60 71.23 +0.80 3,573 51,475 +1,402
Jul08 070904 71.09 71.09 71.09 71.09 +0.80 59 16,786 +0
Aug08 070904 70.96 70.96 70.96 70.96 +0.80 60 13,329 +0
Sep08 070904 70.65 70.85 70.65 70.85 +0.80 115 44,358 +25
Oct08 070904 70.75 70.75 70.75 70.75 +0.80 179 19,992 +28
Nov08 070904 70.65 70.65 70.65 70.65 +0.79 101 17,074 +50
Dec08 070904 70.10 70.56 70.10 70.56 +0.79 7,033 157,818 +920
Jan09 070904 70.47 70.47 70.47 70.47 +0.79 100 21,773 +714
Total Volume and Open Interest 307,212 1,466,129 +7,996
Heating Oil(NYM)
Oct07 070904 206.30 209.45 206.20 207.95 +2.21 26,033 73,146 +2,089
Nov07 070904 208.25 209.70 208.25 209.70 +2.21 5,352 41,364 +1,301
Dec07 070904 210.60 210.80 210.60 210.80 +2.21 2,624 38,509 +98
Jan08 070904 211.35 211.35 211.35 211.35 +2.16 991 20,161 +39
Feb08 070904 210.40 210.40 210.40 210.40 +2.01 563 12,662 +276
Mar08 070904 208.50 208.50 208.25 208.25 +1.91 191 6,423 +83
Apr08 070904 204.15 204.15 204.15 204.15 +1.91 42 6,179 -5
May08 070904 200.15 200.15 200.15 200.15 +1.86 84 3,146 +5
Jun08 070904 196.90 197.35 196.90 197.35 +1.86 618 11,918 +94
Jul08 070904 196.95 196.95 196.95 196.95 +1.76 503 1,148 +442
Aug08 070904 198.30 198.30 198.30 198.30 +1.71 5 329 +5
Sep08 070904 200.10 200.10 200.10 200.10 +1.71 0 457 +0
Total Volume and Open Interest 44,658 220,590 +260
Gasoline(NYMEX)
Oct07 070904 196.30 200.95 194.40 199.10 +2.65 41,434 59,483 -7
Nov07 070904 193.70 197.22 192.09 195.95 +2.30 9,789 35,492 +1,216
Dec07 070904 191.85 194.84 190.68 194.00 +2.00 6,573 21,890 +632
Jan08 070904 192.22 195.10 192.18 194.60 +1.85 1,427 11,699 +261
Feb08 070904 194.60 196.73 194.60 196.20 +1.75 443 6,235 +51
Mar08 070904 196.98 198.12 196.98 198.00 +1.65 1,089 7,304 +10
Apr08 070904 209.30 209.70 209.20 209.70 +1.60 558 6,199 +218
May08 070904 210.52 211.04 210.50 211.00 +1.60 165 3,053 +55
Jun08 070904 210.80 211.15 210.80 211.15 +1.60 120 5,158 +26
Jul08 070904 209.75 209.75 209.75 209.75 +1.60 0 1,186 +0
Total Volume and Open Interest 84,085 168,644 -7,128
e-MiNY RBOB Gasoline(NYMEX)
Oct07 070904 196.50 201.50 196.50 199.10 +2.65 2 1 +0
Nov07 070904 195.95 195.95 195.95 195.95 +2.30      
Dec07 070904 194.00 194.00 194.00 194.00 +2.00 0 2 +0
Jan08 070904 194.60 194.60 194.60 194.60 +1.85      
Total Volume and Open Interest 2 3 +0
Natural Gas(NYM)
Oct07 070904 5.350 5.629 5.340 5.629 +0.161 33,589 109,141 -752
Nov07 070904 6.365 6.576 6.355 6.576 +0.115 9,803 76,666 +1,271
Dec07 070904 7.310 7.463 7.310 7.463 +0.082 3,402 47,243 -126
Jan08 070904 7.720 7.867 7.720 7.858 +0.060 3,525 46,086 +195
Feb08 070904 7.755 7.883 7.755 7.883 +0.055 1,241 36,050 +91
Mar08 070904 7.610 7.737 7.600 7.725 +0.057 2,147 48,207 +496
Apr08 070904 7.205 7.330 7.205 7.330 +0.082 1,854 38,650 -378
May08 070904 7.285 7.352 7.285 7.352 +0.082 1,822 27,418 +548
Jun08 070904 7.370 7.437 7.370 7.437 +0.082 358 17,828 +130
Jul08 070904 7.400 7.532 7.400 7.532 +0.084 315 10,787 +123
Aug08 070904 7.490 7.607 7.490 7.607 +0.084 431 10,486 +130
Sep08 070904 7.530 7.649 7.530 7.649 +0.082 289 7,398 +81
Oct08 070904 7.660 7.770 7.660 7.769 +0.079 1,289 29,234 +498
Nov08 070904 8.150 8.239 8.150 8.239 +0.079 668 14,771 +228
Dec08 070904 8.640 8.697 8.600 8.697 +0.079 500 14,190 +227
Jan09 070904 8.925 8.984 8.925 8.984 +0.079 953 30,024 +280
Total Volume and Open Interest 65,163 764,715 +3,064
Brent Crude Oil(ICE)
Oct07 070904 73.41 74.05 72.78 73.92 +0.51 72,641 93,765 +0
Nov07 070904 72.86 73.60 72.38 73.47 +0.43 53,306 139,165 +0
Dec07 070904 72.57 73.29 72.12 73.19 +0.43 26,738 111,047 +0
Jan08 070904 72.40 72.97 71.95 72.89 +0.39 9,097 27,303 +0
Feb08 070904 72.24 72.63 71.88 72.62 +0.37 3,128 17,379 +0
Mar08 070904 71.95 72.36 71.64 72.36 +0.36 648 12,779 +0
Apr08 070904 71.66 72.13 71.66 72.13 +0.36 475 10,583 +0
May08 070904 71.93 71.93 71.93 71.93 +0.35 170 3,921 +0
Jun08 070904 71.08 71.75 71.08 71.75 +0.35 891 26,557 +0
Jul08 070904 71.61 71.61 71.61 71.61 +0.35 20 5,518 +0
Aug08 070904 71.47 71.47 71.47 71.47 +0.34 0 3,019 +0
Sep08 070904 71.34 71.34 71.34 71.34 +0.33 0 3,707 +0
Oct08 070904 71.22 71.22 71.22 71.22 +0.32 150 4,392 +0
Nov08 070904 71.10 71.10 71.10 71.10 +0.28 0 3,417 +0
Total Volume and Open Interest 173,532 609,457 +0
Gas Oil(ICE)
Sep07 070904 645.00 650.75 642.25 648.25 +7.00 27,376 47,875 +799
Oct07 070904 646.00 652.25 643.25 649.50 +7.50 24,921 84,950 +4,576
Nov07 070904 646.50 651.50 642.50 649.00 +8.00 11,222 33,929 +560
Dec07 070904 647.25 650.75 642.00 648.25 +8.25 9,271 44,275 -1,867
Jan08 070904 650.00 653.50 645.00 650.75 +8.25 3,940 38,686 -885
Feb08 070904 646.50 648.50 642.00 647.00 +8.75 1,442 10,226 -219
Mar08 070904 637.25 643.00 637.00 641.25 +8.25 383 8,178 +252
Apr08 070904 631.25 635.00 631.00 635.00 +8.25 0 3,872 +487
May08 070904 625.75 629.50 625.50 629.50 +8.50 0 6,405 +944
Jun08 070904 622.25 628.00 621.75 625.50 +8.50 0 30,548 -990
Total Volume and Open Interest 78,555 341,727 +3,771
US Dollar Index(NYBOT)
Sep07 070904 80.720 80.765 80.670 80.740 -0.100 934 19,837 +560
Dec07 070904 80.500 80.500 80.500 80.500 -0.240 1 3,579 +9
Mar08 070904 80.470 80.470 80.470 80.470 +0.015 0 652 +0
Total Volume and Open Interest 935 24,081 +573
Australian Dollar(CME)
Sep07 070904 82.39 82.39 82.33 82.33 +0.73 2,558 96,739 +893
Dec07 070904 82.06 82.06 82.06 82.06 +0.74 12 2,207 +56
Mar08 070904 81.71 81.71 81.71 81.71 +0.74 0 152 +0
Total Volume and Open Interest 2,570 99,392 +949
British Pound(CME)
Sep07 070904 201.01 201.45 200.85 201.41 -0.20 1,432 122,445 -635
Dec07 070904 200.40 200.98 200.40 200.98 -0.18 11 3,830 +1,108
Mar08 070904 200.33 200.33 200.33 200.33 -0.18 0 31 +0
Total Volume and Open Interest 1,443 126,329 +473
Canadian Dollar(CME)
Sep07 070904 94.95 95.45 94.88 95.40 +0.53 1,013 123,136 -1,167
Dec07 070904 95.18 95.54 95.18 95.54 +0.54 37 7,391 +378
Mar08 070904 95.20 95.67 95.20 95.67 +0.54 0 861 +5
Jun08 070904 95.73 95.73 95.73 95.73 +0.54 0 339 +0
Total Volume and Open Interest 1,054 132,016 -776
Japanese Yen(CME)
Sep07 070904 86.74 86.76 86.22 86.22 -0.23 2,451 228,480 -6,389
Dec07 070904 87.30 87.30 87.21 87.27 -0.23 18 21,780 +758
Mar08 070904 88.13 88.13 88.13 88.13 -0.23 0 410 +0
Total Volume and Open Interest 2,722 267,093 -5,649
Swiss Franc(CME)
Sep07 070904 82.51 82.68 82.39 82.65 -0.32 3,325 120,911 -2,213
Dec07 070904 83.04 83.26 83.03 83.26 -0.32 23 4,529 +3
Mar08 070904 83.70 83.70 83.70 83.70 -0.32 3 18 +0
Total Volume and Open Interest 3,351 125,467 -2,210
EuroFX(CME)
Sep07 070904 135.78 136.21 135.61 136.19 -0.28 4,901 218,166 -5,592
Dec07 070904 136.18 136.56 136.00 136.56 -0.28 9 5,871 -9
Mar08 070904 136.73 136.73 136.73 136.73 -0.28 0 125 -1
Total Volume and Open Interest 4,910 224,292 -5,602
Mexican Peso(CME)
Sep07 070904 905.0 907.0 905.0 907.0 +1.0 5,141 78,902 -450
Oct07 070904 905.8 905.8 905.8 905.8 +1.5 0 68 +0
Total Volume and Open Interest 6,742 109,620 +1,033
30-Year T-Bonds(CBOT)
Sep07 070904 111~26 112~03 111~13 111~21 -0~04 154,913 211,764 -56,368
Dec07 070904 111~17 111~29 111~06 111~13 -0~05 325,379 745,237 +57,373
Mar08 070904 111~00 111~14 110~30 111~12 -0~05 4 1,024 +0
Total Volume and Open Interest 480,296 958,128 +1,005
10-Year T-Notes(CBOT)
Sep07 070904 109~160 109~265 109~110 109~170 +0~015 376,496 672,062 -127,219
Dec07 070904 109~040 109~125 108~275 109~015 unch 821,148 1,671,732 +75,645
Total Volume and Open Interest 1,198,137 2,346,114 -51,333
5-Year T-Notes(CBOT)
Sep07 070904 106~315 106~315 106~265 106~265 +0~015 301,835 0 +0
Dec07 070904 107~020 107~020 106~215 106~240 +0~015 602,596 0 +0
Mar08 070904 106~240 106~240 106~240 106~240 +0~015      
Total Volume and Open Interest 904,431    
2 Year T-Notes(CBOT)
Sep07 070904 103~020 103~020 103~004 103~010 +0~006 3,224 190,505 -52,881
Dec07 070904 103~036 103~036 103~012 103~014 +0~005 4,731 756,650 +58,617
Total Volume and Open Interest 7,955 947,155 +5,736
Eurodollars(CME)
Sep07 070904 94.425 94.440 94.395 94.397 -0.095 43,982 1,551,746 +6,440
Dec07 070904 95.075 95.075 95.015 95.025 -0.040 11,103 1,527,186 -5,048
Mar08 070904 95.430 95.430 95.340 95.355 -0.005 9,287 1,587,172 -9,453
Jun08 070904 95.520 95.535 95.440 95.445 unch 15,966 1,382,428 -2,518
Sep08 070904 95.520 95.520 95.440 95.445 +0.005 7,140 1,172,418 -14,536
Dec08 070904 95.480 95.480 95.410 95.410 +0.010 17,436 1,096,038 -4,741
Mar09 070904 95.405 95.410 95.345 95.360 +0.015 12,415 655,559 -2,524
Jun09 070904 95.350 95.350 95.295 95.300 +0.010 21,558 508,172 +9,401
Sep09 070904 95.310 95.310 95.245 95.250 unch 8,157 323,859 +4,325
Dec09 070904 95.240 95.240 95.190 95.190 unch 9,740 238,933 +1,721
Mar10 070904 95.200 95.200 95.145 95.150 unch 5,498 159,918 +595
Jun10 070904 95.150 95.150 95.100 95.100 unch 5,072 135,019 +613
Sep10 070904 95.100 95.100 95.050 95.050 unch 3,668 102,053 +1,476
Dec10 070904 95.035 95.035 94.985 94.985 unch 2,361 109,781 -193
Mar11 070904 94.990 94.990 94.940 94.940 unch 2,577 97,010 +229
Jun11 070904 94.935 94.935 94.885 94.885 unch 2,119 90,643 +739
Sep11 070904 94.880 94.880 94.825 94.835 unch 1,795 78,626 +810
Dec11 070904 94.810 94.810 94.765 94.775 unch 1,727 55,885 -544
Total Volume and Open Interest 185,747 11,095,811 -13,321
3-Mth Euro-Yen(CME)
Sep07 070904 99.18 99.18 99.18 99.18 +0.01 834 24,763 +696
Dec07 070904 99.16 99.16 99.16 99.16 +0.01 54 11,900 -83
Mar08 070904 99.12 99.12 99.12 99.12 +0.01 52 5,621 -465
Jun08 070904 99.08 99.08 99.08 99.08 +0.01 326 4,427 -198
Sep08 070904 99.03 99.03 99.03 99.03 +0.02 100 3,105 -186
Dec08 070904 98.96 98.96 98.96 98.96 +0.02 0 1,509 +0
Mar09 070904 98.89 98.89 98.89 98.89 +0.02 0 257 -437
Jun09 070904 98.81 98.81 98.81 98.81 +0.01 0 100 +0
Sep09 070904 98.73 98.73 98.73 98.73 +0.03 10 10 +10
Dec09 070904 98.65 98.65 98.65 98.65 +0.03      
Total Volume and Open Interest 1,376 51,692 -663
3-Mth Euro-Yen(SGX)
Sep07 070904 99.18 99.18 99.16 99.18 unch 1,073 81,293 +0
Dec07 070904 99.15 99.16 99.14 99.16 +0.02 187 56,558 +0
Mar08 070904 99.11 99.12 99.11 99.12 +0.01 516 41,915 +0
Jun08 070904 99.07 99.09 99.07 99.08 +0.01 1,087 22,965 +0
Sep08 070904 99.03 99.03 99.03 99.03 +0.01 209 13,645 +0
Dec08 070904 98.94 98.96 98.94 98.96 +0.01 206 8,907 +0
Mar09 070904 98.89 98.89 98.89 98.89 +0.01 0 4,602 +0
Jun09 070904 98.81 98.81 98.81 98.81 +0.01 0 1,168 +0
Total Volume and Open Interest 3,278 233,403 +0
Japanese Gov't Bonds(SGX)
Sep07 070904 135.10 135.46 135.08 135.40 +0.28 4,178 41,913 -55
Dec07 070904 134.72 135.07 134.70 135.01 +0.31 1,136 720 +377
Mar08 070904 135.01 135.01 135.01 135.01 +0.31      
Total Volume and Open Interest 5,314 42,633 -117
Euro-Bund(EUREX)
Sep07 070904 113.66 113.86 113.35 113.43 -0.11 1,296,441 1,307,154 -120,538
Dec07 070904 113.27 113.46 112.96 113.04 -0.11 179,870 214,988 +110,373
Mar08 070904 113.23 113.54 113.23 113.23 unch 254 12 +0
Total Volume and Open Interest 1,476,565 1,522,154 -10,165
Euro-Bobl(EUREX)
Sep07 070904 107.95 108.10 107.79 107.84 -0.06 675,711 1,023,909 -230,873
Dec07 070904 107.76 107.92 107.62 107.68 -0.04 122,942 134,806 +85,414
Mar08 070904 107.55 107.55 107.55 107.55 -0.05 141 0 +0
Total Volume and Open Interest 798,794 1,158,715 -145,459
3-Mth Euribor(EUREX)
Sep07 070904 95.310 95.310 95.295 95.300 -0.020 363 29,004 -879
Dec07 070904 95.455 95.475 95.455 95.470 -0.010 690 13,637 -807
Mar08 070904 95.625 95.630 95.600 95.610 -0.005 199 9,694 +12
Total Volume and Open Interest 1,793 63,731 -1,473
Long Gilt(LIFFE)
Sep07 070904 106~27 107~04 106~19 106~21 -0~02 88,982 91,810 +0
Dec07 070904 106~28 107~05 106~19 106~22 -0~01 84,953 276,695 +0
Total Volume and Open Interest 173,935 368,505 +0
3-Mth Short Sterling(LIFFE)
Sep07 070904 93.31 93.31 93.31 93.31 -0.06 69,637 527,473 +0
Dec07 070904 93.59 93.59 93.59 93.59 -0.05 73,175 520,950 +0
Mar08 070904 93.81 93.81 93.81 93.81 -0.01 96,136 447,475 +0
Jun08 070904 93.97 93.97 93.97 93.97 +0.01 68,133 402,783 +0
Sep08 070904 94.06 94.06 94.06 94.06 +0.01 52,760 306,931 +0
Dec08 070904 94.10 94.10 94.10 94.10 unch 38,570 238,679 +0
Total Volume and Open Interest 450,671 2,818,541 +0
3-Mth Euribor(LIFFE)
Sep07 070904 95.325 95.325 95.280 95.290 -0.025 117,592 887,502 -119,626
Dec07 070904 95.485 95.495 95.450 95.460 -0.015 141,748 801,128 -26,803
Mar08 070904 95.620 95.635 95.585 95.600 -0.015 122,329 534,599 -9,856
Total Volume and Open Interest 738,131 4,004,985 -56,411
3-Mth Aus T-Bills(SFE)
Sep07 070904 93.11 93.12 93.05 93.07 -0.05 11,400 490,519 -1,389
Dec07 070904 93.14 93.15 93.05 93.07 -0.09 29,798 356,952 +8,578
Mar08 070904 93.15 93.15 93.02 93.03 -0.13 12,218 172,897 +5,661
Jun08 070904 93.15 93.15 93.02 93.03 -0.14 3,346 109,492 +326
Sep08 070904 93.16 93.16 93.04 93.05 -0.12 2,233 58,707 +433
Dec08 070904 93.15 93.15 93.06 93.07 -0.10 316 41,439 -570
Mar09 070904 93.14 93.14 93.07 93.08 -0.08 39 31,938 +23
Jun09 070904 93.13 93.13 93.07 93.08 -0.07 613 20,039 -96
Sep09 070904 93.11 93.12 93.07 93.07 -0.06 375 2,458 +48
Dec09 070904 93.10 93.10 93.10 93.10 -0.04 2 637 +2
Total Volume and Open Interest 60,340 1,285,261 +13,016
10-Year Aus T-Bonds(SFE)
Sep07 070904 94.07 94.08 94.02 94.04 -0.03 34,227 567,908 +5,918
Dec07 070904 94.08 94.08 94.05 94.05 -0.01 0 85 -140
Total Volume and Open Interest 42,449 580,560 +12,427
3-Year Aus T-Bonds(SFE)
Sep07 070904 93.77 93.79 93.71 93.73 -0.07 99,852 768,764 -10,740
Dec07 070904 93.81 93.81 93.76 93.76 -0.06 2 708 +0
Total Volume and Open Interest 68,957 771,775 +2,303
Gold(CMX)
Oct07 070904 676.0 685.2 676.0 685.2 +9.4 1,971 31,155 -788
Dec07 070904 682.5 692.0 681.5 691.5 +9.6 46,155 186,423 +4,788
Feb08 070904 693.0 697.5 693.0 697.5 +9.7 163 15,756 -149
Apr08 070904 702.4 703.3 702.4 703.3 +9.8 560 17,373 -496
Jun08 070904 708.0 709.5 708.0 708.9 +9.9 5 15,144 +201
Aug08 070904 714.3 714.3 714.3 714.3 +10.0 2 8,200 +200
Oct08 070904 719.5 719.6 719.0 719.6 +10.0 320 1,589 +0
Dec08 070904 724.9 724.9 724.9 724.9 +10.1 51 15,704 -108
Feb09 070904 730.5 730.5 730.5 730.5 +10.2 100 11,414 +188
Apr09 070904 735.9 735.9 735.9 735.9 +10.3 50 1,725 -5
Jun09 070904 741.6 741.6 741.0 741.4 +10.3 225 11,029 +121
Total Volume and Open Interest 50,464 326,255 +3,731
Silver(CMX)
Sep07 070904 1209.0 1231.0 1209.0 1228.1 +21.8 12,492 901 -2,246
Dec07 070904 1221.0 1248.5 1216.0 1244.8 +21.8 20,618 74,198 -549
Mar08 070904 1267.0 1267.0 1260.0 1260.9 +22.1 366 7,688 +48
May08 070904 1271.2 1271.2 1271.2 1271.2 +22.2 23 5,136 +4
Jul08 070904 1285.0 1285.0 1281.0 1281.0 +22.5 24 4,940 +1
Sep08 070904 1290.8 1290.8 1290.8 1290.8 +22.8 6 976 +7
Dec08 070904 1296.0 1310.0 1296.0 1304.2 +23.2 41 5,437 +6
Total Volume and Open Interest 33,712 107,420 -2,675
Platinum(NYM)
Oct07 070904 1279.8 1281.0 1272.0 1273.7 +2.1 1,513 9,246 -218
Jan08 070904 1290.0 1290.0 1280.0 1283.7 +2.1 543 1,204 +327
Apr08 070904 1295.1 1295.1 1295.1 1295.1 +2.1 0 2 +0
Total Volume and Open Interest 2,056 10,452 +109
Palladium(NYME)
Sep07 070904 335.40 335.40 335.40 335.40 +1.90 151 492 -1,983
Dec07 070904 338.00 339.80 338.00 339.65 +1.90 779 13,030 +115
Mar08 070904 344.40 344.40 344.40 344.40 +1.90 3 781 -1
Total Volume and Open Interest 953 16,280 -1,869
Copper(CMX)
Sep07 070904 331.50 334.00 328.20 332.25 -8.85 3,242 4,810 -1,246
Dec07 070904 329.50 332.00 326.80 330.60 -9.10 6,715 49,599 +407
Mar08 070904 328.10 328.10 328.10 328.10 -8.70 31 6,142 +73
May08 070904 324.25 324.85 324.25 324.85 -8.35 57 1,001 -11
Jul08 070904 321.15 321.15 321.15 321.15 -8.15 21 515 +0
Total Volume and Open Interest 10,364 69,537 -981
Aluminum(CMX)
Sep07 070904 108.00 108.00 108.00 108.00 -1.00 0 20 -20
Oct07 070904 108.75 108.75 108.75 108.75 -1.00 0 40 +0
Nov07 070904 109.50 109.50 109.50 109.50 -1.00 0 40 +0
Dec07 070904 110.25 110.25 110.25 110.25 -1.00 0 154 +0
Jan08 070904 110.25 110.25 110.25 110.25 -1.00      
Feb08 070904 110.25 110.25 110.25 110.25 -1.00      
Total Volume and Open Interest 0 254 -20
DJIA Index(CBOT)
Sep07 070904 13330 13515 13330 13456 +92 2,675 37,421 +59
Dec07 070904 13435 13608 13435 13555 +95 135 641 +18
Mar08 070904 13640 13640 13640 13640 +92 0 1 +0
Jun08 070904 13734 13734 13734 13734 +92      
Total Volume and Open Interest 2,810 38,063 +77
S & P 500(CME)
Sep07 070904 1474.00 1499.00 1473.50 1489.60 +12.90 43,239 524,906 -9,859
Dec07 070904 1486.80 1509.50 1486.80 1502.90 +13.40 4,316 133,774 +2,006
Mar08 070904 1514.40 1514.40 1514.40 1514.40 +13.90 24 7,533 +10
Jun08 070904 214.68 214.68 214.68 214.68 +13.70 0 203 +0
Total Volume and Open Interest 48,484 669,638 -6,743
S & P 500 E-Mini(Globex)
Sep07 070904 1476.00 1499.25 1468.50 1489.50 +12.75 1,717,556 1,959,100 -55,124
Dec07 070904 1489.50 1512.25 1489.50 1503.00 +13.50 16,000 148,041 -2,295
Total Volume and Open Interest 1,733,556 2,107,142 -57,419
NASDAQ 100(CME)
Sep07 070904 1994.00 2039.00 1994.00 2024.80 +30.00 3,070 70,097 +270
Dec07 070904 2022.50 2063.00 2022.50 2049.30 +31.00 10 127 +2
Mar08 070904 2072.00 2072.00 2072.00 2072.00 +31.00 0 10 +10
Total Volume and Open Interest 3,080 70,266 +314
NASDAQ 100 E-Mini(Globex)
Sep07 070904 1994.80 2024.80 1986.80 2024.80 +30.00 412,327 401,767 -9,831
Dec07 070904 2018.80 2063.00 1028.80 2049.30 +31.00 1,992 4,366 +305
Total Volume and Open Interest 414,319 406,133 -9,526
S & P Midcap 400(CME)
Sep07 070904 863.50 879.00 863.50 873.40 +8.20 882 6,766 -128
Dec07 070904 882.15 882.15 882.15 882.15 +8.45      
Mar08 070904 891.90 891.90 891.90 891.90 +8.45      
Total Volume and Open Interest 882 6,766 -128
Russell 2000(CME)
Sep07 070904 790.50 807.00 789.50 801.20 +6.40 595 58,286 +15
Dec07 070904 805.00 807.15 805.00 807.15 +6.40 0 45 +0
Mar08 070904 813.05 813.05 813.05 813.05 +6.40 0 22 +0
Total Volume and Open Interest 605 58,363 +25
Russell 2000 E-Mini(Globex)
Sep07 070904 793.60 807.40 788.20 801.20 +6.40 175,232 595,529 -829
Dec07 070904 798.60 807.20 798.60 807.20 +6.40 359 1,900 +78
Mar08 070904 813.10 813.10 813.10 813.10 +6.40      
Total Volume and Open Interest 175,591 597,429 -751
Value Line(KCBT)
Sep07 070904 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep07 070904 16465 16520 16385 16390 -125 59,666 258,631 -685
Dec07 070904 16445 16485 16365 16380 -105 668 5,244 +67
Total Volume and Open Interest 60,334 263,918 -618
Nikkei 225(SGX)
Sep07 070904 16465 16520 16385 16390 -125 59,666 258,631 -685
Dec07 070904 16445 16485 16365 16380 -105 668 5,244 +67
Mar08 070904 16405 16405 16405 16405 -105 0 2 +0
Total Volume and Open Interest 60,334 263,918 -618
CAC 40(EURONEXT)
Sep07 070904 5649.5 5696.0 5613.0 5683.5 +22.5 154,785 562,289 +0
Oct07 070904 5656.0 5703.5 5631.0 5701.5 +22.5 301 825 +0
Nov07 070904 5656.5 5716.5 5656.5 5716.5 +22.5 0 118 +0
Total Volume and Open Interest 155,251 566,837 +118
Hang Seng Index(HKFE)
Sep07 070904 23935 24108 23800 23800 -136 61,681 122,328 +2,201
Oct07 070904 24042 24160 23872 23872 -128 383 220 +220
Total Volume and Open Interest 62,261 123,735 +2,399
DAX(EUREX)
Sep07 070904 7651.5 7771.5 7613.0 7731.0 +68.5 188,927 274,541 +0
Dec07 070904 7740.0 7858.0 7703.5 7820.0 +70.0 709 21,625 +0
Mar08 070904 7805.0 7945.0 7790.0 7907.0 +70.5 77 2,007 +0
Total Volume and Open Interest 189,713 298,173 +0
FT-SE 100(EURONEXT)
Sep07 070904 6321.50 6397.50 6285.00 6387.50 +59.00 120,006 516,565 +0
Dec07 070904 6364.00 6463.50 6360.00 6456.00 +61.00 1,635 13,692 +0
Mar08 070904 6390.00 6479.50 6382.00 6479.50 +63.00 10 788 +0
Total Volume and Open Interest 121,651 531,056 +0
SPI 200(SFE)
Sep07 070904 6298.0 6326.0 6265.0 6267.0 -32.0 19,451 498,738 +4,988
Dec07 070904 6315.0 6361.0 6311.0 6311.0 -29.0 264 5,251 +142
Mar08 070904 6319.0 6319.0 6319.0 6319.0 -30.0 54 1,129 +0
Total Volume and Open Interest 19,771 506,715 +5,130
GSCI(CME)
Sep07 070904 493.70 502.20 493.70 502.00 +4.65 1,325 20,962 +429
Oct07 070904 505.70 505.70 505.70 505.70 +4.20 30 75 +50
Nov07 070904 507.70 507.70 507.70 507.70 +4.20      
Total Volume and Open Interest 1,355 21,037 +479
Reuters CRB Index(NYBOT)
Nov07 070904 416.50 418.75 416.50 418.75 +2.00 45 880 -3
Jan08 070904 418.00 420.75 418.00 420.75 +2.00 0 417 +0
Feb08 070904 420.75 420.75 420.75 420.75 +2.00 0 223 -25
Total Volume and Open Interest 45 1,583 -3
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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