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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 October 16, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071016 986.00 986.00 975.00 977.50 -9.50 17,398 157,398 -19,663
Jan08 071016 1005.00 1005.00 992.50 996.75 -9.00 10,209 193,109 +16,983
Mar08 071016 1017.50 1017.50 1006.50 1011.25 -7.25 2,445 60,211 +2,806
May08 071016 1020.00 1020.00 1012.00 1016.00 -7.50 1,787 35,414 -18
Jul08 071016 1023.00 1025.50 1019.00 1021.75 -5.75 1,242 44,193 +1,851
Aug08 071016 1010.00 1014.00 1010.00 1014.00 -6.00 0 1,366 +36
Sep08 071016 989.00 989.00 989.00 989.00 -6.00 10 836 -10
Total Volume and Open Interest 34,719 575,158 +3,860
Soybean Meal(CBOT)
Dec07 071016 280.00 280.00 275.30 275.90 -5.30 8,115 97,245 +936
Jan08 071016 282.00 282.00 278.40 278.90 -5.00 3,508 23,690 +2,506
Mar08 071016 286.50 286.50 282.30 283.30 -3.80 580 30,497 +659
May08 071016 286.00 286.00 282.50 283.80 -2.90 817 25,369 +293
Jul08 071016 286.50 286.50 283.70 283.80 -3.70 624 24,045 +634
Aug08 071016 282.00 282.00 279.50 279.50 -2.50 133 4,477 -142
Sep08 071016 275.00 275.00 272.50 273.00 -2.00 148 4,191 -175
Oct08 071016 266.50 266.50 265.00 265.30 -1.70 128 2,555 +109
Total Volume and Open Interest 14,956 222,706 +5,101
Soybean Oil(CBOT)
Dec07 071016 40.32 40.36 39.97 40.23 +0.17 11,217 115,424 -9,370
Jan08 071016 40.78 40.78 40.45 40.71 +0.10 7,556 68,278 +7,635
Mar08 071016 41.12 41.19 40.95 41.15 +0.13 546 33,273 +185
May08 071016 41.43 41.55 41.20 41.46 +0.14 467 15,427 -160
Jul08 071016 41.70 41.75 41.48 41.72 +0.16 447 15,673 +182
Aug08 071016 41.69 41.69 41.69 41.69 +0.22 50 2,062 +287
Sep08 071016 41.40 41.60 41.40 41.60 +0.20 19 1,390 +342
Oct08 071016 41.65 41.65 41.60 41.60 +0.20 115 2,516 +49
Total Volume and Open Interest 20,700 271,063 -1,599
Canola(WCE)
Nov07 071016 439.3 441.4 434.7 437.1 -1.1 6,983 51,336 -6,142
Jan08 071016 450.6 452.0 446.1 448.6 -1.0 6,294 46,186 +6,960
Mar08 071016 459.5 461.2 455.9 458.6 -0.3 113 6,034 -141
May08 071016 468.8 468.8 463.4 465.9 +0.5 68 4,443 +0
Jul08 071016 472.4 472.5 468.1 469.7 +0.3 15 5,260 +9
Total Volume and Open Interest 14,042 123,550 +1,061
Corn(CBOT)
Dec07 071016 360.00 361.75 354.75 360.50 -1.50 15,478 581,299 +2,825
Mar08 071016 376.50 378.25 371.50 377.25 -1.00 6,130 188,624 +9,324
May08 071016 386.00 389.00 383.25 387.50 -1.25 876 49,376 +87
Jul08 071016 396.50 398.00 391.50 396.75 -0.75 2,320 104,674 +1,038
Sep08 071016 401.00 403.00 398.00 402.75 +1.25 113 17,534 +632
Dec08 071016 407.00 409.00 404.50 408.75 +0.25 2,280 171,672 +3,045
Total Volume and Open Interest 27,451 1,159,709 +17,554
Wheat(CBOT)
Dec07 071016 812.00 833.00 810.00 828.50 -5.00 5,728 207,876 -3,531
Mar08 071016 834.00 849.00 833.00 847.50 -5.00 2,438 76,998 +4,210
May08 071016 792.00 802.00 789.00 801.50 -2.00 286 12,515 +483
Jul08 071016 664.00 669.00 660.00 668.00 -3.00 1,464 69,641 +806
Sep08 071016 669.00 673.00 665.00 673.00 -3.00 97 7,817 +538
Total Volume and Open Interest 10,282 405,917 +3,031
Wheat(KCBT)
Dec07 071016 831.00 841.00 825.00 838.00 -5.00 10,799 76,610 -1,405
Mar08 071016 837.00 847.00 832.50 844.00 -8.00 4,457 30,032 +2,201
May08 071016 805.00 807.00 800.00 801.00 -8.75 70 1,322 +36
Jul08 071016 668.00 673.00 667.00 671.75 -5.00 795 19,891 +278
Sep08 071016 674.00 675.00 673.00 673.00 -5.00 94 2,654 +81
Total Volume and Open Interest 16,244 134,201 +1,216
Wheat(MGE)
Dec07 071016 836.00 842.00 827.00 837.00 -13.00 6,534 32,737 -2,841
Mar08 071016 839.00 843.00 828.00 839.25 -10.00 2,785 25,317 +1,139
May08 071016 812.00 822.00 810.00 822.00 -4.00 41 2,217 +77
Jul08 071016 740.00 765.00 735.00 760.00 +14.00 147 1,839 +154
Sep08 071016 675.00 685.00 675.00 685.00 -2.00 117 2,918 -9
Total Volume and Open Interest 9,776 68,092 -1,515
Oats(CBOT)
Dec07 071016 275.75 277.00 275.50 276.00 -2.00 49 11,207 -1
Mar08 071016 288.00 289.00 288.00 288.00 -2.00 17 2,659 +97
May08 071016 295.00 295.00 295.00 295.00 unch 0 205 -2
Jul08 071016 295.00 295.00 295.00 295.00 unch 3 77 -1
Total Volume and Open Interest 71 14,175 +105
Rough Rice(CBOT)
Nov07 071016 11.46 11.48 11.39 11.40 -0.13 236 8,677 +32
Jan08 071016 11.77 11.80 11.71 11.74 -0.11 234 5,959 +304
Mar08 071016 12.08 12.10 12.06 12.06 -0.10 131 2,344 +208
May08 071016 12.22 12.22 12.22 12.22 -0.10 0 276 +5
Total Volume and Open Interest 601 18,553 +571
Live Cattle(CME)
Oct07 071016 95.550 95.900 95.035 95.250 +0.100 5,630 11,016 -2,160
Dec07 071016 98.050 98.285 97.100 97.400 -0.580 11,719 120,890 -923
Feb08 071016 99.830 100.000 98.800 99.050 -0.780 3,859 49,420 +586
Apr08 071016 99.700 99.850 98.700 98.800 -0.850 2,102 29,557 +1,656
Jun08 071016 95.750 95.950 95.200 95.385 -0.315 1,257 13,525 +1,354
Aug08 071016 95.500 95.800 94.730 94.750 -0.635 111 5,321 -128
Total Volume and Open Interest 24,911 232,999 +473
Feeder Cattle(CME)
Oct07 071016 113.150 113.500 112.500 112.500 -0.600 432 3,058 -302
Nov07 071016 113.450 113.800 112.500 112.535 -0.695 2,058 7,136 -1,121
Jan08 071016 113.900 114.300 113.000 113.080 -0.770 1,387 10,876 +707
Mar08 071016 113.350 113.700 112.600 112.650 -0.700 116 1,890 +84
Apr08 071016 114.180 114.330 113.635 113.730 -0.450 44 782 +71
May08 071016 114.400 114.500 113.650 113.900 -0.430 48 1,344 +41
Aug08 071016 114.400 114.600 114.000 114.200 -0.300 38 458 +33
Total Volume and Open Interest 4,124 25,550 -486
Lean Hogs(CME)
Dec07 071016 58.600 59.100 57.650 57.735 -0.595 8,113 94,524 -238
Feb08 071016 65.400 65.950 64.250 64.580 -0.670 4,158 35,082 +787
Apr08 071016 68.300 68.750 67.800 68.000 -0.200 1,441 19,911 +203
May08 071016 74.200 74.300 73.400 73.600 -0.600 95 1,906 +23
Jun08 071016 76.150 76.475 75.650 76.035 -0.165 1,030 12,241 -8
Jul08 071016 75.000 75.150 74.450 74.785 -0.215 501 3,148 +167
Aug08 071016 72.650 72.950 72.150 72.500 -0.150 522 1,771 +110
Oct08 071016 67.500 67.600 66.800 66.975 -0.500 11 1,679 +151
Total Volume and Open Interest 15,871 170,262 -8,720
Pork Bellies(CME)
Feb08 071016 86.000 86.400 84.930 85.080 -0.170 65 1,107 -16
Mar08 071016 86.000 86.000 85.080 85.080 unch 0 92 +0
May08 071016 86.050 86.050 86.050 86.050 +0.050 0 121 +0
Jul08 071016 86.000 86.000 86.000 86.000 unch 0 87 +0
Aug08 071016 86.200 86.200 86.200 86.200 unch 0 34 +0
Total Volume and Open Interest 65 1,441 +54
Class III Milk(CME)
Oct07 071016 18.47 18.50 18.47 18.50 +0.03 115 3,815 -49
Nov07 071016 17.87 17.96 17.87 17.90 +0.10 200 4,273 +15
Dec07 071016 17.40 17.50 17.40 17.43 +0.13 157 3,660 -10
Jan08 071016 16.71 16.75 16.70 16.70 +0.09 90 2,241 +40
Feb08 071016 16.04 16.04 16.04 16.04 +0.10 39 2,136 +9
Total Volume and Open Interest 848 31,392 -8
Cocoa(ICE)
Dec07 071016 1875 1883 1864 1870 +11 3,954 58,218 -254
Mar08 071016 1862 1869 1855 1857 +4 1,460 36,454 +14
May08 071016 1869 1869 1869 1869 +5 80 12,351 -13
Jul08 071016 1882 1882 1882 1882 +4 170 4,141 -3
Sep08 071016 1898 1898 1898 1898 +5 9 4,251 +3
Dec08 071016 1918 1918 1918 1918 +5 44 14,205 +46
Mar09 071016 1938 1938 1938 1938 +5 781 1,583 +698
Total Volume and Open Interest 6,870 132,074 +1,112
Coffee "C"(ICE)
Dec07 071016 129.80 131.00 127.50 128.15 -1.90 23,434 102,461 -2,108
Mar08 071016 133.90 134.20 131.50 132.05 -1.90 5,650 36,284 +1,404
May08 071016 134.35 134.35 134.35 134.35 -1.75 1,006 11,370 +371
Jul08 071016 137.00 137.00 136.35 136.35 -1.60 370 4,284 +109
Sep08 071016 138.10 138.10 138.10 138.10 -1.40 408 9,620 +179
Dec08 071016 139.85 139.85 139.85 139.85 -0.90 217 7,198 +55
Total Volume and Open Interest 31,309 177,424 -42
Orange Juice(ICE)
Nov07 071016 150.50 160.25 150.50 156.05 +5.25 2,218 8,637 -1,254
Jan08 071016 150.75 158.00 150.75 154.05 +2.80 3,332 13,841 -82
Mar08 071016 151.75 155.00 151.75 153.90 +2.75 560 5,873 +392
May08 071016 153.20 153.20 153.20 153.20 +2.25 21 624 +82
Jul08 071016 152.40 152.40 152.40 152.40 +2.35 20 187 +19
Sep08 071016 151.80 151.80 151.80 151.80 +2.35 0 159 +11
Total Volume and Open Interest 6,151 30,395 -816
Sugar #11(ICE)
Mar08 071016 10.12 10.18 10.07 10.15 +0.20 30,442 432,670 +20,765
May08 071016 10.11 10.18 10.10 10.15 +0.18 6,418 59,689 -611
Jul08 071016 10.10 10.11 10.07 10.11 +0.16 3,549 59,257 +1,695
Oct08 071016 10.37 10.37 10.34 10.34 +0.11 1,370 50,207 -187
Mar09 071016 10.69 10.69 10.66 10.66 +0.11 1,451 30,770 -526
Total Volume and Open Interest 44,375 675,579 +21,509
Sugar #14(ICE)
Jan08 071016 20.50 20.50 20.50 20.50 +0.02 20 3,655 -5
Mar08 071016 20.20 20.20 20.20 20.20 +0.03 20 3,558 -20
May08 071016 20.43 20.43 20.43 20.43 +0.03 44 2,499 +44
Jul08 071016 20.65 20.65 20.65 20.65 +0.05 122 1,000 +98
Sep08 071016 20.80 20.80 20.80 20.80 +0.05 0 796 +0
Total Volume and Open Interest 206 11,557 +117
London Cocoa(LCE)
Dec07 071016 935 952 934 944 +4 3,223 74,104 +1,028
Mar08 071016 951 966 950 960 +6 1,472 45,154 -18
May08 071016 961 975 961 970 +6 131 19,368 +79
Jul08 071016 977 983 977 980 +5 31 17,545 -80
Sep08 071016 991 995 990 990 +5 193 19,240 -187
Dec08 071016 1004 1004 1000 1000 +6 501 9,720 -12
Mar09 071016 1013 1013 1013 1013 +5 0 306 +0
Total Volume and Open Interest 5,551 185,447 +810
London Coffee(LCE)
Nov07 071016 2085.00 2086.00 1920.00 1948.00 -127.00 7,102 60,881 -7,425
Jan08 071016 1805.00 1811.00 1750.00 1762.00 -37.00 12,113 66,550 +879
Mar08 071016 1794.00 1800.00 1749.00 1761.00 -28.00 2,069 18,195 +1,258
May08 071016 1800.00 1806.00 1764.00 1770.00 -25.00 227 5,833 +407
Jul08 071016 1780.00 1780.00 1769.00 1776.00 -21.00 92 1,285 +36
Sep08 071016 1793.00 1793.00 1782.00 1786.00 -20.00 80 867 +39
Total Volume and Open Interest 21,763 153,959 -4,735
London Sugar(LCE)
Dec07 071016 272.50 276.80 272.50 274.60 +4.60 7,931 54,058 +11,241
Mar08 071016 283.00 286.50 283.00 283.90 +3.20 4,213 25,905 +1,682
May08 071016 290.00 290.00 288.00 288.10 +2.40 380 7,770 -57
Aug08 071016 290.00 292.00 289.80 289.80 +2.10 44 5,925 -145
Oct08 071016 296.00 296.00 296.00 296.00 +2.00 232 4,626 -28
Total Volume and Open Interest 12,810 101,634 +12,686
Cotton(ICE)
Dec07 071016 62.80 63.65 62.62 63.45 +0.13 13,457 138,178 -770
Mar08 071016 66.95 67.70 66.75 67.41 -0.03 5,349 60,282 +1,384
May08 071016 68.88 68.88 68.88 68.88 +0.06 966 7,210 +196
Jul08 071016 70.20 70.20 70.18 70.18 -0.07 1,304 8,879 +927
Oct08 071016 71.75 71.75 71.75 71.75 unch 53 321 +55
Dec08 071016 73.05 73.50 73.05 73.49 +0.20 964 19,841 +684
Total Volume and Open Interest 22,094 236,119 +2,476
Lumber(CME)
Nov07 071016 237.9 238.2 233.7 233.9 -2.7 944 3,943 -483
Jan08 071016 256.1 258.5 254.3 255.4 -0.7 1,022 4,802 +336
Mar08 071016 276.0 276.3 273.6 273.6 -2.7 54 756 +6
May08 071016 284.0 285.4 284.0 285.4 -3.1 32 65 -17
Total Volume and Open Interest 2,054 9,573 -157
Crude Oil(NYM)
Nov07 071016 86.55 88.20 86.20 87.61 +1.48 238,654 163,536 -17,393
Dec07 071016 85.50 86.70 85.17 86.58 +1.45 157,049 378,371 +6,669
Jan08 071016 84.60 85.60 84.30 85.58 +1.33 37,458 136,382 +9,512
Feb08 071016 83.70 84.66 83.65 84.62 +1.21 16,355 58,224 +2,239
Mar08 071016 83.78 83.78 83.78 83.78 +1.09 8,915 59,472 +2,300
Apr08 071016 83.08 83.08 83.08 83.08 +1.03 2,627 47,118 +291
May08 071016 81.40 82.48 81.40 82.48 +0.97 3,600 49,382 +2,182
Jun08 071016 81.01 81.91 81.01 81.91 +0.90 4,216 57,290 -305
Jul08 071016 81.40 81.40 81.40 81.40 +0.85 519 18,964 -61
Aug08 071016 80.92 80.92 80.92 80.92 +0.80 398 12,175 +267
Sep08 071016 80.49 80.49 80.49 80.49 +0.75 698 36,961 +190
Oct08 071016 80.07 80.07 80.07 80.07 +0.70 214 22,600 +108
Nov08 071016 79.70 79.70 79.70 79.70 +0.65 33 15,355 -19
Dec08 071016 77.85 79.34 77.85 79.34 +0.60 11,034 154,026 -863
Jan09 071016 79.00 79.00 79.00 79.00 +0.55 98 24,834 +88
Feb09 071016 78.69 78.69 78.69 78.69 +0.51 7 15,456 +3
Total Volume and Open Interest 489,982 1,488,076 +3,563
Heating Oil(NYM)
Nov07 071016 230.90 233.87 230.65 233.87 +3.15 33,776 52,019 -6,829
Dec07 071016 233.00 235.77 231.90 235.77 +3.10 19,744 83,018 +7,054
Jan08 071016 237.47 237.47 237.47 237.47 +2.95 8,236 39,833 +3,055
Feb08 071016 236.87 236.87 236.87 236.87 +2.90 2,040 15,768 -58
Mar08 071016 233.60 234.47 233.60 234.47 +2.85 1,782 9,318 +372
Apr08 071016 229.62 229.62 229.62 229.62 +2.65 895 8,072 +382
May08 071016 225.12 225.12 225.12 225.12 +2.45 531 3,682 +262
Jun08 071016 222.67 222.67 222.67 222.67 +2.25 942 13,696 +445
Jul08 071016 221.87 221.87 221.87 221.87 +2.15 89 2,718 +72
Aug08 071016 220.82 221.87 220.82 221.87 +2.05 48 647 -1
Sep08 071016 221.82 222.82 221.82 222.82 +2.00 0 996 +5
Oct08 071016 224.22 224.22 224.22 224.22 +1.95 1 574 +0
Total Volume and Open Interest 68,170 236,001 +5,137
Gasoline(NYMEX)
Nov07 071016 216.55 220.19 214.49 217.10 +1.35 36,473 58,363 -1,378
Dec07 071016 216.10 219.31 214.20 216.91 +1.32 17,578 49,100 +3,089
Jan08 071016 217.35 220.22 215.65 218.40 +1.56 6,872 28,407 +915
Feb08 071016 219.16 220.50 217.08 219.55 +1.46 1,749 9,946 -330
Mar08 071016 220.22 222.00 219.17 221.00 +1.61 1,881 13,249 +353
Apr08 071016 232.25 234.00 231.50 233.50 +1.81 1,097 13,223 -203
May08 071016 232.99 233.25 232.10 233.25 +1.11 290 4,955 +65
Jun08 071016 231.01 233.25 231.01 233.25 +1.81 529 6,630 +386
Jul08 071016 230.00 230.92 230.00 230.91 +1.42 88 2,236 +27
Aug08 071016 226.79 226.79 226.79 226.79 +0.10 53 1,041 +16
Total Volume and Open Interest 67,136 196,313 +3,351
e-MiNY RBOB Gasoline(NYMEX)
Nov07 071016 217.10 217.10 217.10 217.10 +1.35 2 3 +0
Dec07 071016 216.00 216.00 216.00 216.00 +0.41 0 22 +0
Jan08 071016 218.72 218.72 218.72 218.72 +1.88      
Feb08 071016 220.02 220.02 220.02 220.02 +1.93      
Total Volume and Open Interest 2 25 +0
Natural Gas(NYM)
Nov07 071016 7.445 7.510 7.290 7.367 -0.078 79,635 66,732 -9,195
Dec07 071016 8.000 8.005 7.895 7.942 -0.070 30,049 78,304 +5,775
Jan08 071016 8.330 8.330 8.230 8.275 -0.058 15,090 81,940 +1,438
Feb08 071016 8.345 8.345 8.290 8.302 -0.061 3,448 31,925 +189
Mar08 071016 8.155 8.155 8.100 8.120 -0.053 5,316 46,483 +1,819
Apr08 071016 7.775 7.775 7.718 7.750 -0.028 7,243 39,028 +526
May08 071016 7.710 7.790 7.710 7.780 -0.023 742 30,740 +156
Jun08 071016 7.815 7.855 7.815 7.855 -0.020 897 18,994 +547
Jul08 071016 7.894 7.936 7.894 7.936 -0.018 224 13,239 +64
Aug08 071016 7.983 8.008 7.983 8.008 -0.015 481 11,651 -96
Sep08 071016 7.998 8.025 7.998 8.025 -0.013 236 9,216 -151
Oct08 071016 8.085 8.093 8.065 8.093 -0.012 1,225 32,907 +720
Nov08 071016 8.440 8.473 8.440 8.473 -0.007 214 20,213 +23
Dec08 071016 8.858 8.858 8.858 8.858 -0.002 80 14,729 +83
Jan09 071016 9.085 9.123 9.085 9.123 -0.002 95 32,828 -246
Feb09 071016 9.105 9.130 9.085 9.123 -0.002 14 4,925 +5
Total Volume and Open Interest 154,922 752,517 +8,262
Brent Crude Oil(ICE)
Nov07 071016 82.85 84.49 82.84 84.16 +1.41 49,913 25,683 -9,903
Dec07 071016 82.30 83.81 82.14 83.55 +1.28 104,482 160,064 +8,194
Jan08 071016 82.00 83.36 81.73 83.12 +1.18 31,959 122,761 +3,639
Feb08 071016 81.91 82.86 81.32 82.66 +1.10 10,128 32,395 +3,032
Mar08 071016 81.46 82.41 80.92 82.20 +1.04 6,669 23,579 +2,877
Apr08 071016 81.09 81.87 80.54 81.76 +0.95 3,091 15,772 +475
May08 071016 80.65 81.33 80.25 81.33 +0.86 645 11,176 -124
Jun08 071016 80.24 81.06 79.73 80.93 +0.81 2,543 34,518 +851
Jul08 071016 79.91 80.60 79.91 80.56 +0.78 0 6,667 -133
Aug08 071016 80.19 80.19 80.19 80.19 +0.75 0 3,719 -5
Sep08 071016 79.82 79.82 79.82 79.82 +0.70 0 4,810 +100
Oct08 071016 79.46 79.46 79.46 79.46 +0.65 2 4,726 -1
Nov08 071016 79.11 79.11 79.11 79.11 +0.61 0 11,115 -25
Dec08 071016 78.66 79.30 77.74 78.75 +0.56 7,903 49,461 +398
Total Volume and Open Interest 219,241 607,953 -15,588
Gas Oil(ICE)
Nov07 071016 718.00 726.00 711.00 722.75 +13.25 43,418 93,873 -7,129
Dec07 071016 720.75 728.75 714.00 725.75 +13.50 40,473 73,608 -3,994
Jan08 071016 727.00 733.50 719.00 730.75 +13.25 25,476 52,685 +512
Feb08 071016 721.00 728.50 715.50 725.75 +12.75 5,115 22,489 +1,625
Mar08 071016 713.00 719.25 708.00 717.00 +12.00 2,596 12,740 +53
Apr08 071016 708.00 710.00 699.25 708.00 +12.00 2,032 9,507 -170
May08 071016 701.00 701.00 691.25 699.50 +11.50 1,568 12,749 +200
Jun08 071016 692.25 696.50 684.25 694.25 +11.00 4,555 30,836 +246
Jul08 071016 693.75 693.75 693.75 693.75 +10.25 67 5,452 +0
Aug08 071016 694.00 694.00 694.00 694.00 +9.50 0 801 +0
Total Volume and Open Interest 126,552 345,940 -8,368
US Dollar Index(ICE)
Dec07 071016 78.015 78.275 77.925 78.190 +0.165 2,747 36,179 -1,630
Mar08 071016 78.120 78.120 77.995 78.110 +0.165 4 2,826 +1
Jun08 071016 78.080 78.080 78.080 78.080 +0.165 0 436 +0
Total Volume and Open Interest 2,751 39,441 -1,629
Australian Dollar(CME)
Dec07 071016 88.58 88.73 88.32 88.32 -1.25 1,406 99,704 -1,729
Mar08 071016 87.60 87.89 87.60 87.89 -1.25 3 368 +54
Jun08 071016 87.37 87.37 87.37 87.37 -1.25 0 280 +0
Total Volume and Open Interest 1,409 100,366 -1,675
British Pound(CME)
Dec07 071016 202.70 203.38 202.70 202.80 -1.10 2,897 120,489 +9,739
Mar08 071016 202.28 202.28 202.28 202.28 -1.10 0 757 +9
Jun08 071016 201.72 201.72 201.72 201.72 -1.12 0 16 +0
Total Volume and Open Interest 2,897 121,272 +9,748
Canadian Dollar(CME)
Dec07 071016 101.96 102.57 101.95 102.11 -0.26 1,273 143,789 +2,721
Mar08 071016 102.53 102.53 102.12 102.13 -0.25 22 1,987 +117
Jun08 071016 102.14 102.14 102.14 102.14 -0.25 1 1,078 +47
Sep08 071016 102.26 102.30 102.15 102.15 -0.25 5 824 +11
Total Volume and Open Interest 1,301 147,864 +2,897
Japanese Yen(CME)
Dec07 071016 86.29 86.43 86.24 86.32 +0.36 1,102 213,317 +13,785
Mar08 071016 87.19 87.19 87.19 87.19 +0.36 20 8,769 +97
Jun08 071016 88.01 88.01 88.01 88.01 +0.36 0 16,336 -2
Total Volume and Open Interest 1,122 238,818 +13,880
Swiss Franc(CME)
Dec07 071016 84.80 85.04 84.80 84.93 -0.15 116 70,559 +727
Mar08 071016 85.40 85.40 85.40 85.40 -0.15 0 120 +1
Jun08 071016 85.80 85.80 85.80 85.80 -0.15 0 4 +0
Total Volume and Open Interest 116 70,689 +728
EuroFX(CME)
Dec07 071016 141.64 142.11 141.64 141.83 -0.34 645 204,101 -5,725
Mar08 071016 142.00 142.00 142.00 142.00 -0.34 0 1,463 +143
Jun08 071016 142.12 142.12 142.12 142.12 -0.36 1 136 +3
Total Volume and Open Interest 646 205,771 -5,579
Mexican Peso(CME)
Oct07 071015 925.8 925.8 925.8 925.8 unch 0 69 +0
Nov07 071016 921.2 921.2 921.2 921.2 -1.0 0 86 +0
Total Volume and Open Interest 1,877 83,224 +3,243
30-Year T-Bonds(CBOT)
Dec07 071016 110~14 110~27 110~08 110~13 -0~01 213,134 938,281 +14,133
Mar08 071016 110~22 110~23 110~12 110~12 -0~01 1,004 4,072 +1,037
Jun08 071016 110~07 110~07 110~07 110~07 -0~02 123 447 +132
Total Volume and Open Interest 214,261 942,824 +15,302
10-Year T-Notes(CBOT)
Dec07 071016 108~170 108~295 108~145 108~255 +0~055 855,076 2,390,176 +24,892
Mar08 071016 108~090 108~150 108~090 108~125 +0~055 4,740 119,788 +1,991
Jun08 071016 108~005 108~005 108~005 108~005 +0~055 0 19 +0
Total Volume and Open Interest 859,816 2,509,983 +26,883
5-Year T-Notes(CBOT)
Dec07 071016 106~075 106~205 106~075 106~190 +0~070 462,214 0 -1,643,867
Mar08 071016 106~120 106~140 106~120 106~140 +0~080 1,556 10,659 +6,020
Jun08 071016 106~140 106~140 106~140 106~140 +0~080      
Total Volume and Open Interest 463,770 10,659 -1,637,847
2 Year T-Notes(CBOT)
Dec07 071016 103~024 103~030 103~020 103~028 +0~019 3,527 1,016,126 +19,788
Mar08 071016 103~010 103~010 103~010 103~010 +0~006      
Total Volume and Open Interest 3,527 1,016,126 +19,788
Eurodollars(CME)
Dec07 071016 95.060 95.080 95.055 95.075 +0.030 13,580 1,530,696 -19,103
Mar08 071016 95.295 95.330 95.285 95.315 +0.065 8,438 1,322,235 -4,132
Jun08 071016 95.440 95.480 95.425 95.460 +0.070 10,611 1,318,756 -13,229
Sep08 071016 95.515 95.545 95.490 95.530 +0.075 9,042 1,190,658 -21,863
Dec08 071016 95.505 95.530 95.485 95.520 +0.075 14,804 1,206,006 -22,697
Mar09 071016 95.435 95.475 95.430 95.455 +0.070 11,696 783,164 +3,079
Jun09 071016 95.340 95.380 95.340 95.360 +0.065 7,936 503,842 -5,700
Sep09 071016 95.245 95.285 95.245 95.265 +0.060 9,129 402,278 -2,951
Dec09 071016 95.160 95.190 95.160 95.180 +0.055 3,441 260,159 -5,133
Mar10 071016 95.095 95.130 95.095 95.115 +0.050 3,570 175,649 -2,529
Jun10 071016 95.030 95.065 95.030 95.045 +0.045 5,835 139,904 +630
Sep10 071016 94.970 95.000 94.970 94.985 +0.045 7,156 121,877 -1,675
Dec10 071016 94.905 94.930 94.900 94.920 +0.045 1,666 99,497 +63
Mar11 071016 94.855 94.875 94.855 94.875 +0.045 1,914 88,564 -114
Jun11 071016 94.810 94.825 94.805 94.820 +0.040 1,539 88,798 +505
Sep11 071016 94.750 94.765 94.750 94.765 +0.040 2,341 77,240 +470
Dec11 071016 94.690 94.710 94.675 94.710 +0.035 1,052 55,766 +544
Mar12 071016 94.655 94.670 94.635 94.670 +0.035 1,671 48,432 +1,611
Total Volume and Open Interest 121,390 9,619,162 -240,148
30 Day Federal Funds(CBOT)
Oct07 071016 3.505 3.505 3.505 3.505 unch 0 70,646 -1,035
Nov07 071016 3.590 3.595 3.590 3.595 +0.015 515 168,482 +5,835
Dec07 071016 3.670 3.675 3.670 3.675 +0.030 0 61,148 -1,125
Jan08 071016 3.725 3.725 3.720 3.725 +0.045 25 40,726 -1,539
Feb08 071016 3.795 3.805 3.790 3.805 +0.050 4 41,274 +3,183
Mar08 071016 3.815 3.820 3.810 3.820 +0.055 4 7,297 +507
Total Volume and Open Interest 569 402,513 +7,129
30 Day Fed Funds(e-CBOT)
Oct07 071016 95.255 95.255 95.250 95.255 unch 1,434 0 +0
Nov07 071016 95.320 95.355 95.320 95.345 +0.020 39,111 0 +0
Dec07 071016 95.385 95.440 95.380 95.430 +0.040 9,892 0 +0
Jan08 071016 95.415 95.490 95.405 95.480 +0.060 5,369 0 +0
Feb08 071016 95.490 95.565 95.480 95.555 +0.070 7,128 0 +0
Mar08 071016 95.515 95.580 95.510 95.580 +0.085 1,547 0 +0
Total Volume and Open Interest 66,413    
3-Mth Euro-Yen(CME)
Dec07 071016 99.15 99.15 99.14 99.14 +0.02 1 16,571 +0
Mar08 071016 99.09 99.09 99.09 99.09 +0.03 300 5,368 -389
Jun08 071016 99.05 99.05 99.05 99.05 +0.02 280 3,893 +176
Sep08 071016 98.98 98.98 98.98 98.98 +0.01 8 4,001 +225
Dec08 071016 98.93 98.93 98.93 98.93 +0.04 0 1,825 +0
Mar09 071016 98.85 98.85 98.85 98.85 +0.04 0 435 +0
Jun09 071016 98.78 98.78 98.78 98.78 +0.04 0 100 +0
Sep09 071016 98.69 98.69 98.69 98.69 +0.04      
Dec09 071016 98.59 98.59 98.59 98.59 +0.01      
Mar10 071016 98.53 98.53 98.53 98.53 +0.01      
Total Volume and Open Interest 589 32,193 +12
3-Mth Euro-Yen(SGX)
Dec07 071016 99.11 99.12 99.11 99.12 +0.01 187 63,939 +852
Mar08 071016 99.07 99.07 99.07 99.07 +0.01 377 42,338 +840
Jun08 071016 99.04 99.04 99.04 99.04 +0.01 442 16,630 -79
Sep08 071016 98.97 98.99 98.97 98.97 +0.01 274 16,437 -49
Dec08 071016 98.89 98.91 98.89 98.90 +0.01 100 8,981 +5
Mar09 071016 98.83 98.83 98.83 98.83 +0.01 100 4,979 +50
Jun09 071016 98.75 98.75 98.75 98.75 +0.01 0 1,196 +0
Sep09 071016 98.67 98.67 98.67 98.67 +0.01 0 200 +0
Total Volume and Open Interest 1,480 157,150 +1,619
Japanese Gov't Bonds(SGX)
Dec07 071016 134.45 134.89 134.45 134.83 +0.03 7,501 42,381 -868
Mar08 071016 134.83 134.83 134.83 134.83 +0.39      
Jun08 071016 134.83 134.83 134.83 134.83 +0.39      
Total Volume and Open Interest 6,256 30,850 -761
Euro-Bund(EUREX)
Dec07 071016 111.78 111.91 111.61 111.70 -0.05 1,318,207 1,470,616 -10,651
Mar08 071016 112.19 112.23 112.05 112.09 -0.05 1,614 4,145 +562
Jun08 071016 111.64 111.64 111.64 111.64 -0.05      
Total Volume and Open Interest 1,319,821 1,474,761 -10,089
Euro-Bobl(EUREX)
Dec07 071016 106.91 107.05 106.87 106.93 +0.03 631,212 1,112,326 +4,938
Mar08 071016 107.04 107.04 107.04 107.04 +0.04 361 11,760 +0
Jun08 071016 41.85 41.85 41.85 41.85 +0.03      
Total Volume and Open Interest 631,573 1,124,086 +4,938
3-Mth Euribor(EUREX)
Dec07 071016 95.540 95.550 95.525 95.535 +0.005 1,674 22,218 +398
Mar08 071016 95.570 95.580 95.560 95.575 +0.005 194 10,016 -46
Jun08 071016 95.550 95.585 95.550 95.570 +0.015 68 5,013 -2
Total Volume and Open Interest 967 45,534 -80
Long Gilt(LIFFE)
Dec07 071016 106~05 106~15 106~04 106~08 +0~04 62,429 351,668 +5,024
Mar08 071016 106~11 106~11 106~11 106~11 +0~04      
Total Volume and Open Interest 62,429 351,668 +5,024
3-Mth Short Sterling(LIFFE)
Dec07 071016 93.85 93.85 93.85 93.85 +0.02 50,068 468,760 -10,877
Mar08 071016 94.09 94.09 94.09 94.09 +0.05 62,837 539,458 +19,507
Jun08 071016 94.24 94.24 94.24 94.24 +0.08 65,299 504,045 +4,359
Sep08 071016 94.31 94.31 94.31 94.31 +0.09 53,085 342,981 -1,604
Dec08 071016 94.34 94.34 94.34 94.34 +0.08 44,180 278,562 -4,579
Mar09 071016 94.35 94.35 94.35 94.35 +0.07 28,602 206,476 -1,251
Total Volume and Open Interest 337,344 2,672,052 +18,829
3-Mth Euribor(LIFFE)
Dec07 071016 95.540 95.550 95.525 95.530 -0.005 327,315 842,505 -970
Mar08 071016 95.580 95.590 95.555 95.570 +0.005 227,283 582,316 -20,886
Jun08 071016 95.555 95.590 95.545 95.570 +0.025 190,375 444,771 +8,122
Total Volume and Open Interest 1,192,448 3,455,602 -31,433
3-Mth Aus T-Bills(SFE)
Dec07 071016 92.99 93.00 92.97 93.00 unch 10,578 389,190 +1,461
Mar08 071016 92.84 92.86 92.82 92.86 unch 14,507 221,341 +2,497
Jun08 071016 92.77 92.79 92.75 92.78 -0.01 3,154 105,061 -4,646
Sep08 071016 92.76 92.77 92.74 92.77 -0.01 6,335 82,301 +827
Dec08 071016 92.79 92.80 92.79 92.80 -0.02 672 45,859 -991
Mar09 071016 92.83 92.83 92.82 92.83 -0.02 89 37,921 -696
Jun09 071016 92.85 92.86 92.84 92.85 -0.02 1,091 28,760 -452
Sep09 071016 92.87 92.87 92.85 92.87 unch 61 5,944 -317
Dec09 071016 92.87 92.87 92.85 92.87 unch 1 613 +0
Mar10 071016 92.87 92.87 92.87 92.87 +0.01 0 171 +0
Total Volume and Open Interest 36,488 917,174 -2,317
10-Year Aus T-Bonds(SFE)
Dec07 071016 93.71 93.71 93.68 93.70 -0.03 34,563 484,049 -3,073
Mar08 071016 93.70 93.70 93.70 93.70 -0.03      
Total Volume and Open Interest 34,563 484,049 -3,073
3-Year Aus T-Bonds(SFE)
Dec07 071016 93.40 93.40 93.37 93.38 -0.02 64,590 584,601 +2,264
Mar08 071016 93.38 93.38 93.38 93.38 -0.02      
Total Volume and Open Interest 64,590 584,601 +2,264
Gold(CMX)
Oct07 071016 757.0 757.0 757.0 757.0 -0.1 344 918 +148
Dec07 071016 761.3 767.7 758.5 762.0 -0.2 97,583 319,389 +4,845
Feb08 071016 769.9 772.0 768.4 768.6 -0.2 7,638 39,991 +3,628
Apr08 071016 773.5 778.2 773.5 774.7 -0.3 1,563 21,135 +1,007
Jun08 071016 780.8 780.8 780.8 780.8 -0.4 1,335 18,987 +559
Aug08 071016 786.8 786.8 786.8 786.8 -0.4 857 19,587 +1,127
Oct08 071016 792.8 792.8 792.8 792.8 -0.5 1 3,337 +103
Dec08 071016 798.8 798.8 798.8 798.8 -0.6 1,283 16,992 +1,054
Feb09 071016 805.0 805.0 805.0 805.0 -0.6 600 16,929 +574
Apr09 071016 810.9 810.9 810.9 810.9 -0.7 120 5,049 +0
Jun09 071016 817.1 817.1 817.1 817.1 -0.7 2 10,889 +257
Aug09 071016 823.4 823.4 823.4 823.4 -0.8      
Total Volume and Open Interest 111,379 489,144 +13,500
Silver(CMX)
Dec07 071016 1374.0 1391.0 1364.0 1365.8 -19.7 22,042 80,805 +9
Mar08 071016 1398.0 1398.0 1383.8 1383.8 -19.8 1,156 14,892 +410
May08 071016 1395.0 1395.0 1395.0 1395.0 -20.1 38 5,370 -72
Jul08 071016 1406.0 1406.0 1406.0 1406.0 -20.1 7 5,302 +13
Sep08 071016 1416.9 1416.9 1416.9 1416.9 -20.1 50 2,076 +229
Dec08 071016 1432.4 1432.4 1432.4 1432.4 -20.3 179 6,724 +214
Mar09 071016 1447.1 1447.1 1447.1 1447.1 -20.9 50 262 +50
Total Volume and Open Interest 23,744 124,849 +868
Platinum(NYMEX)
Oct07 071016 1422.9 1422.9 1422.9 1422.9 -1.0 1 180 +0
Jan08 071016 1415.0 1423.5 1405.0 1422.4 -1.0 1,292 14,469 -235
Apr08 071016 1428.9 1428.9 1428.9 1428.9 -1.0 36 84 +36
Total Volume and Open Interest 1,329 14,733 -199
Palladium(NYMEX)
Dec07 071016 369.25 375.50 367.70 375.30 -1.85 1,410 13,146 +3
Mar08 071016 379.80 379.80 379.80 379.80 -1.65 34 1,038 +24
Jun08 071016 383.55 383.55 383.55 383.55 -1.65 1 1,266 +0
Total Volume and Open Interest 1,447 16,248 +27
Copper(CMX)
Dec07 071016 362.50 364.80 360.20 364.10 -4.50 10,454 62,084 +15
Mar08 071016 362.50 364.50 362.50 364.45 -4.65 1,828 13,440 +1,737
May08 071016 362.90 362.90 362.90 362.90 -4.20 189 4,735 +614
Jul08 071016 359.95 359.95 359.95 359.95 -4.05 169 1,627 +109
Sep08 071016 356.15 356.15 356.15 356.15 -3.70 109 666 +0
Total Volume and Open Interest 13,380 91,033 +2,627
Aluminum(CMX)
Oct07 071016 110.50 110.50 110.50 110.50 unch      
Nov07 071016 111.25 111.25 111.25 111.25 unch      
Dec07 071016 112.00 112.00 112.00 112.00 unch      
Jan08 071016 112.00 112.00 112.00 112.00 unch      
Feb08 071016 112.00 112.00 112.00 112.00 unch      
Mar08 071016 112.00 112.00 112.00 112.00 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Dec07 071016 14012 14040 13935 13972 -94 4,082 29,592 +162
Mar08 071016 14106 14106 14069 14069 -97 11 25 +3
Jun08 071016 14153 14153 14153 14153 -94 0 2 +1
Sep08 071016 14229 14229 14229 14229 -94      
Total Volume and Open Interest 4,093 29,619 +166
S & P 500(CME)
Dec07 071016 1554.50 1556.00 1545.20 1547.60 -12.60 31,980 578,822 +2,841
Mar08 071016 1560.00 1560.20 1558.60 1558.60 -12.80 69 9,054 +31
Jun08 071016 1569.50 1569.50 1569.50 1569.50 -13.10 0 949 +0
Sep08 071016 1580.40 1580.40 1580.40 1580.40 -13.20 0 40 +0
Total Volume and Open Interest 32,050 592,114 +2,873
S & P 500 E-Mini(Globex)
Dec07 071016 1560.25 1561.75 1545.25 1547.50 -12.75 1,954,174 2,008,083 +46,814
Mar08 071016 1572.25 1572.25 1556.50 1558.50 -13.00 2,109 11,611 +1,048
Total Volume and Open Interest 1,956,283 2,019,695 +47,862
NASDAQ 100(CME)
Dec07 071016 2166.50 2186.00 2161.00 2176.30 -4.50 3,821 47,991 -448
Mar08 071016 2200.00 2200.00 2200.00 2200.00 -4.50 0 1 +0
Jun08 071016 2227.00 2227.00 2227.00 2227.00 -4.50      
Total Volume and Open Interest 3,821 47,992 -448
NASDAQ 100 E-Mini(Globex)
Dec07 071016 2180.00 2186.00 2161.50 2176.30 -4.50 397,174 412,149 +2,513
Mar08 071016 2204.30 2208.80 2185.80 2200.00 -4.50 16 189 +17
Total Volume and Open Interest 397,190 412,338 +2,530
S & P Midcap 400(CME)
Dec07 071016 912.50 913.00 903.00 903.90 -11.80 86 6,377 +437
Mar08 071016 914.00 914.00 914.00 914.00 -11.80      
Jun08 071016 923.70 923.70 923.70 923.70 -11.80      
Total Volume and Open Interest 86 6,377 +437
Russell 2000(CME)
Dec07 071016 832.00 833.50 827.00 827.80 -9.70 1,341 31,754 -198
Mar08 071016 833.50 833.50 833.50 833.50 -9.70 0 23 +0
Jun08 071016 839.90 839.90 839.90 839.90 -9.70 0 1 +1
Total Volume and Open Interest 1,341 31,788 -197
Russell 2000 E-Mini(Globex)
Dec07 071016 837.10 839.60 827.10 827.80 -9.70 255,174 568,770 +3,926
Mar08 071016 845.30 845.30 833.10 833.50 -9.70 83 474 +9
Jun08 071016 839.90 839.90 839.90 839.90 -9.70 0 1 +1
Total Volume and Open Interest 255,257 569,246 -363
Value Line(KCBT)
Dec07 071016 2242.00 2242.00 2242.00 2242.00 unch      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec07 071016 17280 17320 17115 17125 -275 49,896 247,893 -920
Mar08 071016 17315 17345 17160 17180 -225 105 624 -2
Total Volume and Open Interest 50,001 248,674 -922
Nikkei 225(SGX)
Dec07 071016 17280 17320 17115 17125 -275 49,896 247,893 -920
Mar08 071016 17315 17345 17160 17180 -225 105 624 -2
Jun08 071016 17130 17130 17130 17130 -220 0 1 +0
Total Volume and Open Interest 50,001 248,674 -922
CAC 40(EURONEXT)
Oct07 071016 5806.5 5807.5 5741.0 5781.5 -28.0 130,925 566,251 +53,211
Nov07 071016 5811.5 5811.5 5748.5 5786.0 -29.0 47,074 43,311 +40,089
Dec07 071016 5830.0 5830.0 5769.0 5806.5 -29.5 2,934 50,664 +2,902
Total Volume and Open Interest 181,535 661,591 +96,636
Hang Seng Index(HKFE)
Oct07 071016 29300 29930 28705 28771 -754 67,071 116,375 +3,699
Nov07 071016 29345 29963 28780 28850 -740 1,544 2,466 +480
Dec07 071016 29460 30098 28958 28960 -775 238 12,465 -39
Total Volume and Open Interest 68,980 132,005 +4,232
DAX(EUREX)
Dec07 071016 8035.0 8040.0 7987.0 8012.5 -18.5 142,700 259,042 -8,370
Mar08 071016 8107.0 8120.0 8077.0 8095.5 -19.0 222 7,291 +151
Jun08 071016 8170.0 8204.0 8160.5 8180.5 -20.5 525 1,995 +802
Total Volume and Open Interest 143,447 268,328 -7,417
FT-SE 100(EURONEXT)
Dec07 071016 6685.00 6685.50 6644.00 6649.00 -40.00 85,881 479,186 -5,878
Mar08 071016 6676.00 6683.50 6669.00 6672.00 -41.00 17 4,324 -13
Jun08 071016 6708.50 6708.50 6708.50 6708.50 -43.00 4 15 +2
Total Volume and Open Interest 85,902 483,525 -5,889
SPI 200(SFE)
Dec07 071016 189.4 210.4 131.4 184.4 -58.0 14,407 253,498 -712
Mar08 071016 194.4 199.4 158.4 199.4 -57.0 221 1,705 +179
Jun08 071016 250.4 250.4 250.4 250.4 -57.0 0 1,380 -2
Total Volume and Open Interest 14,854 257,669 -505
GSCI(CME)
Nov07 071016 561.80 566.70 561.80 566.20 +4.20 396 22,055 +809
Dec07 071016 564.00 568.70 564.00 568.70 +4.20      
Jan08 071016 565.50 565.50 565.50 565.50 -1.50      
Total Volume and Open Interest 428 22,410  
RJ/CRB Index(ICE)
Nov07 071016 450.25 452.00 450.25 452.00 +1.25 4 715 +1
Jan08 071016 453.00 456.25 453.00 456.25 +3.00 1 444 +0
Feb08 071016 453.75 458.50 453.75 458.50 +4.75 0 218 +0
Total Volume and Open Interest 5 1,416 +1,416
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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