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MRCI's End of Day Prices
Daily Futures Price Listing Tue June 30, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul09 090630 1220.00 1232.50 1190.00 1226.25 +11.25 49,303 34,797 -18,203
Aug09 090630 1122.00 1133.75 1093.00 1119.25 -2.75 29,794 65,312 +3,764
Sep09 090630 1036.00 1043.75 999.00 1030.00 -6.00 5,834 19,409 +233
Nov09 090630 982.25 993.75 943.50 981.00 -2.50 56,587 243,424 +1,221
Jan10 090630 982.75 994.00 946.75 983.00 -3.50 3,522 25,436 +416
Mar10 090630 979.50 986.50 945.00 977.50 -2.00 2,185 17,571 +19
May10 090630 966.25 971.50 931.50 960.00 -4.50 2,121 10,222 +510
Total Volume and Open Interest 152,316 448,877 -11,511
Soybean Meal(CBOT)
Jul09 090630 411.40 419.00 398.50 412.30 +0.90 23,985 14,085 -7,488
Aug09 090630 371.40 375.10 360.00 374.30 +2.90 18,641 32,963 +3,130
Sep09 090630 335.30 341.00 324.00 339.30 +2.90 6,198 23,516 +107
Oct09 090630 313.00 316.50 300.30 314.30 +1.90 3,900 17,765 +549
Dec09 090630 304.30 307.20 291.50 306.30 +1.90 17,237 77,038 +1,647
Jan10 090630 290.00 299.00 285.90 299.00 +1.30 785 5,419 +64
Mar10 090630 287.60 291.50 280.00 291.30 -0.40 734 4,430 -20
May10 090630 272.80 285.80 271.50 283.30 -0.90 639 6,012 -63
Total Volume and Open Interest 73,369 186,373 -2,000
Soybean Oil(CBOT)
Jul09 090630 35.80 36.11 34.50 35.02 -0.76 32,084 24,405 -17,222
Aug09 090630 35.97 36.30 34.69 35.22 -0.73 17,444 40,758 +1,696
Sep09 090630 36.10 36.46 34.85 35.39 -0.71 5,738 31,514 +351
Oct09 090630 36.25 36.25 35.00 35.54 -0.71 2,287 16,801 +392
Dec09 090630 36.59 36.96 35.34 35.90 -0.70 21,744 101,911 +2,702
Jan10 090630 37.20 37.26 35.71 36.24 -0.70 194 8,186 -27
Mar10 090630 37.00 37.00 36.00 36.50 -0.69 102 3,829 +59
May10 090630 37.00 37.00 36.00 36.62 -0.70 214 4,196 -98
Total Volume and Open Interest 79,928 241,425 -12,139
Canola(WCE)
Jul09 090630 455.2 462.0 446.1 456.0 +1.0 3,287 4,688 -2,954
Nov09 090630 453.0 464.9 442.1 455.5 +3.5 5,589 86,547 +1,113
Jan10 090630 454.0 468.7 446.3 459.6 +3.4 167 8,645 +28
Mar10 090630 456.3 466.0 452.2 463.9 +3.4 10 1,755 +3
May10 090630 461.0 465.4 461.0 465.4 +3.4 3 501 +3
Total Volume and Open Interest 9,057 102,734 -1,806
Corn(CBOT)
Jul09 090630 377.25 381.75 337.75 347.75 -29.25 90,795 74,333 -38,917
Sep09 090630 384.00 388.75 354.50 354.50 -30.00 67,854 285,279 +4,644
Dec09 090630 397.50 401.00 367.25 367.25 -30.00 92,762 401,571 +6,805
Mar10 090630 409.00 413.25 379.50 379.50 -30.00 5,470 62,438 -367
May10 090630 418.25 419.50 388.00 388.25 -29.75 2,304 15,627 +1,044
Jul10 090630 425.00 426.50 395.00 396.25 -28.75 2,634 37,749 +237
Total Volume and Open Interest 263,252 949,351 -26,542
Wheat(CBOT)
Jul09 090630 529.00 536.50 495.75 511.25 -17.25 29,826 30,810 -13,515
Sep09 090630 558.00 566.00 525.00 540.75 -17.00 25,303 137,540 +2,803
Dec09 090630 584.25 591.50 550.00 565.75 -17.25 10,441 91,887 +1,140
Mar10 090630 591.50 591.50 567.75 583.50 -16.50 1,378 11,735 +359
May10 090630 618.00 618.00 579.75 595.50 -16.25 212 1,311 +165
Total Volume and Open Interest 69,405 317,401 -8,610
Wheat(KCBT)
Jul09 090630 583.00 591.00 552.25 569.75 -11.75 7,063 9,443 -2,966
Sep09 090630 593.75 601.50 562.75 580.00 -12.00 6,314 35,402 +1,336
Dec09 090630 608.25 618.00 579.50 597.00 -11.75 2,371 29,056 +203
Mar10 090630 630.00 630.00 596.00 613.00 -11.50 345 3,179 +48
May10 090630 630.00 634.50 606.25 623.25 -11.25 38 729 +5
Total Volume and Open Interest 16,656 88,471 -1,427
Wheat(MGE)
Jul09 090630 651.75 655.50 627.00 636.00 -15.75 2,045 1,253 -811
Sep09 090630 655.75 660.75 625.50 633.75 -22.75 2,108 12,759 +272
Dec09 090630 668.25 672.75 638.50 646.25 -22.00 483 9,707 -64
Mar10 090630 678.75 678.75 650.75 658.75 -20.00 214 2,619 +8
May10 090630 686.25 686.25 657.75 665.00 -21.25 20 926 -53
Total Volume and Open Interest 4,956 32,644 -768
Oats(CBOT)
Jul09 090630 210.00 216.00 195.50 214.75 +1.25 1,075 1,192 -425
Sep09 090630 223.00 228.00 203.25 225.00 +2.00 664 3,039 +47
Dec09 090630 235.00 241.25 216.25 236.50 +0.25 552 8,122 +108
Mar10 090630 248.50 248.50 248.25 248.50 +0.25 25 1,295 -3
Total Volume and Open Interest 2,316 13,736 -273
Rough Rice(CBOT)
Jul09 090630 11.94 12.23 11.92 12.23 +0.28 232 1,072 -85
Sep09 090630 12.10 12.41 11.91 12.34 +0.23 241 4,453 +59
Nov09 090630 12.19 12.50 12.00 12.45 +0.25 73 2,037 -11
Jan10 090630 12.59 12.59 12.40 12.59 +0.19 9 262 +0
Total Volume and Open Interest 577 8,297 -25
Live Cattle(CME)
Jun09 090630 84.135 85.400 81.635 82.535 -2.100 1,181 1,209 -656
Aug09 090630 85.200 85.830 84.600 85.250 -0.150 10,667 107,867 +1,647
Oct09 090630 90.200 90.450 89.200 90.180 -0.220 4,960 61,650 +2,049
Dec09 090630 90.100 90.350 89.135 89.750 -0.500 2,358 28,010 +550
Feb10 090630 90.200 90.400 88.750 89.230 -0.820 1,535 10,912 -157
Apr10 090630 91.230 91.230 90.000 90.350 -0.950 185 5,389 +41
Total Volume and Open Interest 20,926 216,916 +3,492
Feeder Cattle(CME)
Aug09 090630 101.850 103.430 101.650 102.830 +1.100 929 14,265 -310
Sep09 090630 101.480 102.850 101.150 101.800 +0.100 252 2,904 +84
Oct09 090630 101.000 102.650 101.000 101.550 +0.220 268 4,918 +53
Nov09 090630 100.850 102.500 100.850 101.750 +0.400 44 1,148 +14
Jan10 090630 100.100 101.500 100.100 100.450 +0.250 9 330 +1
Mar10 090630 99.300 100.450 99.250 99.500 +0.200 2 54 +2
Apr10 090630 98.300 99.000 98.300 99.000 +0.700 0 20 +0
Total Volume and Open Interest 1,504 23,643 -156
Lean Hogs(CME)
Jul09 090630 58.350 59.330 57.985 58.680 +0.645 3,924 12,788 +362
Aug09 090630 59.250 60.800 58.700 60.650 +2.020 10,676 62,351 +150
Oct09 090630 55.580 56.100 54.950 56.050 +0.950 4,997 28,616 +1,360
Dec09 090630 56.000 56.300 54.700 55.700 +0.370 3,798 19,098 +1,012
Feb10 090630 61.900 61.900 60.100 61.600 +0.350 868 4,584 +109
Apr10 090630 66.700 66.700 64.450 65.450 -1.025 915 2,825 +192
May10 090630 70.750 72.000 70.700 71.800 -1.900 75 254 +43
Jun10 090630 76.050 76.050 72.750 73.550 -2.200 449 1,638 +328
Total Volume and Open Interest 25,821 132,837 +3,631
Pork Bellies(CME)
Jul09 090630 55.800 56.000 54.250 54.300 -1.700 35 143 -16
Aug09 090630 56.830 56.830 54.450 55.700 -1.750 44 485 +4
Feb10 090630 86.200 86.635 84.350 86.350 -0.935 2 118 +0
Mar10 090630 84.500 84.500 84.500 84.500 -1.400 0 42 +0
May10 090630 88.500 88.500 88.500 88.500 -3.000      
Total Volume and Open Interest 81 788 -12
Class III Milk(CME)
Jun09 090630 9.96 9.97 9.92 9.93 unch 157 5,355 -95
Jul09 090630 10.04 10.12 10.03 10.07 unch 140 4,281 +41
Aug09 090630 10.74 10.78 10.59 10.62 -0.16 297 3,970 +82
Sep09 090630 11.71 11.75 11.51 11.52 -0.23 256 3,684 +127
Oct09 090630 12.56 12.58 12.30 12.35 -0.23 155 3,207 +72
Total Volume and Open Interest 1,315 30,303 +345
Cocoa(ICE)
Jul09 090630 2498 2498 2487 2487 -38 2 21 -8
Sep09 090630 2571 2587 2493 2510 -43 4,214 50,086 -474
Dec09 090630 2544 2602 2530 2540 -37 668 27,458 +447
Mar10 090630 2563 2612 2538 2554 -35 310 16,440 +114
May10 090630 2553 2571 2553 2560 -37 91 3,917 +28
Jul10 090630 2577 2577 2570 2570 -36 2 3,529 +0
Sep10 090630 2575 2575 2575 2575 -32 0 2,307 +0
Total Volume and Open Interest 5,287 107,765 +107
Coffee "C"(ICE)
Jul09 090630 118.00 118.50 116.75 117.30 -0.55 31 115 -40
Sep09 090630 119.80 121.55 118.70 119.90 -0.35 3,893 70,390 +1,466
Dec09 090630 123.25 124.40 121.70 122.80 -0.30 566 25,817 +178
Mar10 090630 125.95 126.60 124.50 125.60 -0.30 46 11,293 -13
May10 090630 128.35 128.40 126.15 127.45 -0.30 50 3,130 +11
Jul10 090630 129.90 130.00 128.25 129.25 -0.35 63 1,479 +176
Total Volume and Open Interest 4,686 114,809 +1,752
Orange Juice(ICE)
Jul09 090630 73.85 78.20 73.10 77.50 +3.15 1,363 2,936 -1,054
Sep09 090630 76.65 79.75 76.10 78.85 +2.50 1,808 20,679 +711
Nov09 090630 80.00 82.85 79.50 82.00 +2.40 556 5,635 +536
Jan10 090630 82.65 85.75 82.65 85.05 +2.25 19 1,277 +15
Mar10 090630 85.95 89.05 85.95 88.40 +2.25 6 896 +4
May10 090630 89.90 91.65 89.90 91.65 +2.20 1 117 +1
Total Volume and Open Interest 3,753 31,775 +213
Sugar #11(ICE)
Jul09 090630 17.00 17.25 16.43 16.81 -0.12 19,992 47,784 -4,796
Oct09 090630 17.93 18.09 17.38 17.85 -0.05 64,535 346,771 +12,619
Mar10 090630 18.75 18.96 18.32 18.83 +0.03 23,393 155,374 +1,349
May10 090630 18.30 18.47 17.88 18.38 +0.05 3,256 37,313 +402
Jul10 090630 17.90 18.04 17.51 18.03 +0.13 3,012 66,573 +130
Total Volume and Open Interest 119,222 765,398 +10,488
Sugar #14(ICE)
Sep09 090630 22.65 22.70 22.65 22.70 +0.20 151 2,490 +3
Total Volume and Open Interest 151 2,490 +3
London Cocoa(LCE)
Jul09 090630 1582 1611 1554 1581 -10 2,233 44,433 -48
Sep09 090630 1615 1642 1584 1605 -15 4,310 38,382 +157
Dec09 090630 1621 1644 1593 1614 -12 1,666 29,154 +433
Mar10 090630 1615 1640 1593 1614 -9 983 28,373 +449
May10 090630 1598 1612 1594 1612 -6 36 14,869 +24
Jul10 090630 1599 1612 1598 1612 -10 2 4,414 +2
Sep10 090630 1597 1609 1594 1605 -15 0 2,730 +0
Total Volume and Open Interest 9,230 165,421 +1,017
London Coffee(LCE)
London Sugar(LCE)
Aug09 090630 456.00 463.50 449.40 458.70 +4.30 5,621 24,770 -4,238
Oct09 090630 469.50 476.00 462.50 472.90 +5.80 3,043 35,173 +817
Dec09 090630 475.00 480.00 469.70 477.90 +4.70 294 8,461 +55
Mar10 090630 485.00 489.50 474.80 487.00 +4.40 655 10,359 +363
May10 090630 477.00 481.00 475.50 479.90 +4.80 32 1,487 +4
Total Volume and Open Interest 9,645 82,655 -2,999
Cotton(ICE)
Jul09 090630 52.95 53.30 52.28 53.30 +0.44 92 330 -53
Oct09 090630 55.40 56.97 53.92 55.63 +0.63 128 2,667 -77
Dec09 090630 56.85 58.94 55.89 57.48 +0.51 3,895 88,409 +176
Mar10 090630 59.67 59.91 58.48 59.72 +0.31 131 11,262 +64
May10 090630 60.35 60.92 60.35 60.92 +0.19 10 622 +0
Jul10 090630 61.19 62.20 61.19 62.03 +0.14 9 1,838 +9
Total Volume and Open Interest 4,265 107,167 +119
Lumber(CME)
Jul09 090630 195.3 197.5 189.6 191.0 -4.8 304 1,431 -69
Sep09 090630 217.0 219.2 211.1 211.8 -6.0 424 5,529 +144
Nov09 090630 215.7 215.7 210.5 210.6 -6.4 98 1,204 +43
Jan10 090630 229.1 232.9 228.9 232.9 -5.6 44 767 +54
Total Volume and Open Interest 870 8,977 +172
Crude Oil(NYM)
Aug09 090630 71.60 73.38 68.90 69.89 -1.60 208,025 255,959 -12,651
Sep09 090630 72.37 74.25 69.82 70.84 -1.54 40,743 138,145 -286
Oct09 090630 73.00 74.85 70.60 71.60 -1.49 12,748 52,799 -529
Nov09 090630 74.00 74.99 71.25 72.20 -1.45 6,472 28,677 -953
Dec09 090630 74.05 75.85 71.74 72.71 -1.41 23,563 153,837 -3,227
Jan10 090630 75.49 75.49 72.25 73.13 -1.38 3,474 27,252 -2,449
Feb10 090630 74.64 74.64 72.65 73.48 -1.37 1,380 20,886 -1,931
Mar10 090630 74.55 74.97 73.28 73.81 -1.35 1,249 18,763 -983
Apr10 090630 73.53 74.14 73.53 74.14 -1.32 532 9,875 -962
May10 090630 74.40 74.50 74.40 74.47 -1.29 430 9,338 -604
Jun10 090630 76.07 76.18 74.22 74.81 -1.26 2,046 45,459 -205
Jul10 090630 76.57 76.57 74.31 75.14 -1.24 806 37,358 -605
Aug10 090630 75.42 75.42 75.42 75.42 -1.22 348 5,584 -339
Sep10 090630 75.11 75.71 75.10 75.71 -1.20 362 11,781 -10
Oct10 090630 76.01 76.01 76.01 76.01 -1.20 209 5,017 -71
Nov10 090630 76.34 76.34 76.34 76.34 -1.20 253 7,961 +41
Total Volume and Open Interest 311,476 1,127,201 -24,272
e-miNY Crude Oil(NYM)
Jun09 090515 58.475 58.925 56.075 56.350 -1.675 9,865 5,162 -184
Jul09 090528 62.975 65.425 62.750 65.075 +2.625 8,778 3,598 +199
Aug09 090630 71.650 73.400 68.900 69.900 -1.600 10,085 2,955 -120
Sep09 090630 72.500 74.200 69.875 70.850 -1.525 205 422 -61
Oct09 090630 73.925 74.500 70.600 71.600 -1.500 6 147 +0
Nov09 090630 74.500 74.500 71.600 72.200 -1.450 0 21 +0
Dec09 090630 73.975 74.200 72.475 72.700 -1.425 17 107 -10
Jan10 090630 73.125 73.125 73.125 73.125 -1.375 1 1 +1
Feb10 090630 73.475 73.475 73.475 73.475 -1.375      
Mar10 090630 73.800 73.800 73.800 73.800 -1.350 0 1 +0
Total Volume and Open Interest 10,334 3,729 -173
Heating Oil(NYM)
Jul09 090630 178.21 181.00 170.80 171.80 -6.55 21,107 12,038 -3,670
Aug09 090630 183.35 187.32 176.00 178.77 -4.60 40,832 67,452 +1,986
Sep09 090630 188.00 192.08 180.96 183.74 -4.48 9,434 37,370 +735
Oct09 090630 195.31 195.31 185.52 188.22 -4.37 4,694 25,752 +514
Nov09 090630 198.35 198.35 188.89 191.57 -4.16 2,206 15,434 -93
Dec09 090630 198.60 200.45 191.81 194.57 -3.99 7,420 32,610 -1,305
Jan10 090630 200.20 201.38 195.09 197.61 -3.84 1,770 15,310 -390
Feb10 090630 203.80 203.80 196.95 199.61 -3.79 1,363 10,140 +235
Mar10 090630 199.07 200.61 198.50 200.61 -3.74 1,077 6,930 -37
Apr10 090630 199.21 200.81 198.80 200.81 -3.74 555 6,020 -232
May10 090630 200.00 201.41 199.93 201.41 -3.79 635 6,199 +132
Jun10 090630 204.88 204.88 200.50 202.16 -3.79 1,563 16,255 +309
Total Volume and Open Interest 93,424 289,271 -1,890
Gasoline(NYMEX)
Jul09 090630 195.50 197.50 188.50 189.72 -3.86 14,732 13,019 -3,898
Aug09 090630 193.92 198.07 187.26 190.20 -3.34 36,714 77,063 -2,717
Sep09 090630 193.33 197.10 186.62 189.65 -3.34 11,577 43,584 +141
Oct09 090630 183.90 187.12 177.27 180.09 -3.41 8,810 25,065 -198
Nov09 090630 184.54 184.54 177.00 179.33 -3.32 4,293 10,458 -242
Dec09 090630 186.72 186.72 177.24 180.02 -3.26 5,779 13,234 -432
Jan10 090630 182.61 182.61 179.83 182.13 -3.16 852 6,445 -91
Feb10 090630 184.48 184.48 184.48 184.48 -3.16 153 2,462 +61
Mar10 090630 187.13 187.13 187.13 187.13 -3.16 83 3,211 +19
Apr10 090630 200.73 200.73 200.73 200.73 -3.26 67 3,090 +11
Total Volume and Open Interest 83,462 206,549 -7,228
e-miNY RBOB Gasoline(NYM)
Aug09 090630 190.20 190.20 190.20 190.20 -3.34 1 1 -1
Sep09 090630 189.65 189.65 189.65 189.65 -3.34      
Oct09 090630 180.09 180.09 180.09 180.09 -3.41      
Nov09 090630 179.33 179.33 179.33 179.33 -3.32      
Total Volume and Open Interest 1 4 -1
Natural Gas(NYM)
Aug09 090630 3.931 3.986 3.798 3.835 -0.109 76,150 126,085 +1,789
Sep09 090630 4.105 4.142 3.954 3.982 -0.121 14,419 89,719 +1,044
Oct09 090630 4.333 4.372 4.179 4.204 -0.128 9,036 77,876 +184
Nov09 090630 5.010 5.010 4.837 4.855 -0.122 2,883 34,542 +447
Dec09 090630 5.665 5.708 5.520 5.533 -0.115 2,277 43,302 +152
Jan10 090630 5.970 5.980 5.821 5.837 -0.119 3,117 37,077 +193
Feb10 090630 5.900 5.926 5.870 5.873 -0.117 580 19,735 +1
Mar10 090630 5.900 5.900 5.800 5.810 -0.116 1,281 37,725 +299
Apr10 090630 5.722 5.762 5.686 5.700 -0.111 1,489 34,498 -12
May10 090630 5.750 5.808 5.737 5.745 -0.110 100 15,235 -8
Jun10 090630 5.850 5.906 5.840 5.840 -0.110 76 8,772 +21
Jul10 090630 5.982 6.023 5.955 5.956 -0.109 22 8,002 -17
Aug10 090630 6.067 6.114 6.042 6.046 -0.109 31 9,356 -3
Sep10 090630 6.120 6.173 6.110 6.111 -0.107 146 7,070 +11
Oct10 090630 6.263 6.279 6.220 6.225 -0.106 384 16,293 -137
Nov10 090630 6.600 6.600 6.570 6.570 -0.096 73 5,934 +24
Total Volume and Open Interest 113,228 696,323 -7,008
Brent Crude Oil(ICE)
Aug09 090630 71.30 73.50 68.40 69.30 -1.69 102,300 134,306 -17,428
Sep09 090630 71.85 74.03 69.00 69.90 -1.72 36,928 123,092 -2,889
Oct09 090630 72.55 74.61 69.65 70.58 -1.69 18,293 60,716 +845
Nov09 090630 74.03 74.55 70.49 71.32 -1.63 6,255 24,918 -278
Dec09 090630 74.56 75.10 71.01 71.96 -1.57 12,591 82,360 +2,923
Jan10 090630 74.98 74.98 71.79 72.50 -1.52 2,553 23,842 +585
Feb10 090630 74.58 74.58 72.38 72.98 -1.49 1,142 15,205 +376
Mar10 090630 74.98 74.98 72.82 73.42 -1.46 915 11,245 +264
Apr10 090630 73.78 73.85 73.25 73.85 -1.44 486 5,068 -29
May10 090630 74.10 74.24 74.10 74.24 -1.42 414 4,261 +43
Jun10 090630 76.60 76.60 73.85 74.59 -1.41 1,096 29,117 +277
Jul10 090630 74.95 74.95 74.95 74.95 -1.38 17 8,614 +1
Aug10 090630 75.40 75.40 75.27 75.27 -1.36 0 5,905 +0
Sep10 090630 75.57 75.57 75.57 75.57 -1.36 0 2,362 +0
Total Volume and Open Interest 187,570 671,828 -14,003
Gas Oil(ICE)
Jul09 090630 569.00 587.00 552.25 557.00 -12.75 48,635 79,510 -13,054
Aug09 090630 575.00 598.50 562.75 567.75 -13.50 62,411 82,130 +2,186
Sep09 090630 607.50 607.50 573.75 578.50 -13.75 19,893 50,503 +2,048
Oct09 090630 615.25 615.25 584.75 589.00 -13.50 6,861 34,160 +1,006
Nov09 090630 621.00 621.00 594.50 598.50 -13.25 4,651 24,956 +656
Dec09 090630 630.50 630.50 603.25 607.50 -12.75 13,445 65,021 +1,940
Jan10 090630 635.50 635.50 612.75 616.50 -12.50 3,142 29,444 +1,257
Feb10 090630 640.75 640.75 624.00 624.00 -12.50 1,308 14,706 +561
Mar10 090630 646.75 647.00 630.25 630.25 -12.25 2,109 17,395 +1,347
Apr10 090630 652.50 652.75 636.00 636.00 -12.50 670 8,342 +38
Total Volume and Open Interest 166,404 505,437 -1,695
Ethanol(CBOT)
Jun09 090603 1.750 1.750 1.750 1.750 -0.030 15 94 -17
Jul09 090630 1.605 1.635 1.600 1.635 -0.058 29 312 -27
Aug09 090630 1.630 1.630 1.550 1.560 -0.099 36 614 +10
Sep09 090630 1.619 1.619 1.535 1.550 -0.096 11 450 +10
Oct09 090630 1.619 1.619 1.536 1.544 -0.091 12 298 +8
Nov09 090630 1.623 1.623 1.550 1.550 -0.085 13 322 +5
Dec09 090630 1.560 1.560 1.550 1.550 -0.088 15 364 +3
Jan10 090630 1.610 1.610 1.530 1.530 -0.108 9 421 +8
Total Volume and Open Interest 165 4,184 +47
US Dollar Index(ICE)
Sep09 090630 80.055 80.640 79.695 80.425 +0.310 6,740 18,025 +18
Dec09 090630 80.220 80.825 80.220 80.785 +0.295 1 2,065 +1
Mar10 090630 81.025 81.025 81.025 81.025 +0.345      
Total Volume and Open Interest 6,741 20,090 +19
Australian Dollar(CME)
Sep09 090630 80.31 81.10 79.93 80.29 -0.06 59,348 89,654 +2,129
Dec09 090630 80.00 80.50 79.43 79.75 -0.06 10 284 +8
Mar10 090630 79.24 79.28 79.24 79.24 -0.04 0 15 +0
Total Volume and Open Interest 59,358 89,954 +2,137
British Pound(CME)
Sep09 090630 165.61 167.42 164.20 164.63 -1.09 86,568 87,850 +1,922
Dec09 090630 166.60 167.27 164.20 164.58 -1.10 19 251 -8
Mar10 090630 164.54 167.13 164.49 164.54 -1.10      
Total Volume and Open Interest 86,587 88,103 +1,914
Canadian Dollar(CME)
Sep09 090630 86.45 86.92 85.92 86.10 -0.40 52,911 76,138 +553
Dec09 090630 86.85 86.94 86.00 86.15 -0.39 42 2,115 +19
Mar10 090630 86.81 86.95 86.08 86.21 -0.39 13 482 +10
Jun10 090630 86.19 87.01 86.17 86.27 -0.38 2 115 -2
Total Volume and Open Interest 52,980 79,005 +584
Japanese Yen(CME)
Sep09 090630 104.18 105.02 103.68 103.88 -0.37 65,323 76,398 +3,781
Dec09 090630 104.50 105.11 103.83 104.01 -0.37 7 175 +2
Mar10 090630 104.07 105.16 104.07 104.22 -0.37 0 14 +0
Total Volume and Open Interest 65,330 76,588 +3,783
Swiss Franc(CME)
Sep09 090630 92.38 92.87 91.90 92.20 -0.33 39,261 33,045 +529
Dec09 090630 92.70 92.92 92.07 92.33 -0.34 0 97 +0
Mar10 090630 92.50 92.97 92.50 92.50 -0.34      
Total Volume and Open Interest 39,261 33,142 +529
EuroFX(CME)
Sep09 090630 140.72 141.49 139.98 140.40 -0.41 198,006 110,392 +401
Dec09 090630 140.90 141.43 139.98 140.38 -0.40 663 983 +356
Mar10 090630 140.46 141.25 140.12 140.39 -0.41 7 323 +1
Total Volume and Open Interest 198,676 111,701 +758
Mexican Peso(CME)
Jul09 090630 760.8 760.8 759.8 760.8 +1.0      
Aug09 090630 756.8 756.8 755.8 756.8 +1.0      
Total Volume and Open Interest 11,838 48,797 +3,559
30-Year T-Bonds(CBOT)
Sep09 090630 118~230 118~270 117~150 118~115 -0~065 159,092 690,166 -6,155
Dec09 090630 117~085 117~085 116~080 117~015 -0~065 64 416 -2
Mar10 090630 115~140 116~090 115~140 116~025 -0~065 0 43 +0
Total Volume and Open Interest 159,156 690,628 -6,157
10-Year T-Notes(CBOT)
Sep09 090630 116~155 116~195 115~245 116~085 -0~060 644,965 994,641 -47,311
Dec09 090630 115~035 115~035 114~280 114~280 -0~055 4 30 +0
Mar10 090630 113~280 114~015 113~280 113~280 -0~055      
Total Volume and Open Interest 644,969 994,671 -47,311
5-Year T-Notes(CBOT)
Sep09 090630 114~109 114~117 114~060 114~092 -0~020 315,943 748,302 -20,927
Dec09 090630 113~048 113~068 113~048 113~048 -0~020 0 500 -1
Mar10 090630 113~048 113~068 113~048 113~048 -0~020      
Total Volume and Open Interest 319,897 762,523 -24,478
2 Year T-Notes(CBOT)
Sep09 090630 108~017 108~018 107~124 108~014 -0~002 115,214 554,151 -7,023
Dec09 090630 107~083 107~085 107~083 107~083 -0~002 0 1 +0
Mar10 090630 107~083 107~085 107~083 107~083 -0~002      
Total Volume and Open Interest 115,537 555,901 -7,088
Eurodollars(CME)
Sep09 090630 99.335 99.345 99.315 99.330 -0.005 164,152 1,075,664 -5,750
Dec09 090630 99.095 99.115 99.055 99.095 unch 195,219 892,576 -9,658
Mar10 090630 98.855 98.870 98.790 98.825 -0.030 227,619 790,122 -10,589
Jun10 090630 98.515 98.525 98.415 98.455 -0.055 202,228 548,843 -3,766
Sep10 090630 98.165 98.170 98.040 98.080 -0.070 229,513 465,916 -5,018
Dec10 090630 97.770 97.780 97.650 97.695 -0.075 155,867 612,251 +9,110
Mar11 090630 97.445 97.450 97.305 97.355 -0.080 119,163 339,900 -447
Jun11 090630 97.110 97.115 96.965 97.020 -0.080 86,611 321,124 -2,344
Sep11 090630 96.815 96.815 96.670 96.720 -0.080 55,659 218,320 +2,084
Dec11 090630 96.530 96.535 96.385 96.440 -0.075 46,934 146,492 -363
Mar12 090630 96.320 96.325 96.185 96.245 -0.070 39,405 104,518 -1,707
Jun12 090630 96.105 96.135 96.000 96.060 -0.065 34,018 110,865 -660
Sep12 090630 95.955 95.970 95.855 95.910 -0.065 12,700 66,484 -542
Dec12 090630 95.810 95.825 95.705 95.765 -0.065 10,716 57,863 -273
Mar13 090630 95.725 95.740 95.625 95.680 -0.070 10,946 66,381 +1,307
Jun13 090630 95.630 95.640 95.520 95.575 -0.070 11,512 33,913 +1,107
Sep13 090630 95.535 95.555 95.430 95.485 -0.075 4,610 40,800 -117
Dec13 090630 95.430 95.445 95.320 95.375 -0.075 4,675 30,022 +575
Total Volume and Open Interest 1,640,267 6,171,504 -25,153
30 Day Federal Funds(CBOT)
Jun09 090630 99.795 99.795 99.795 99.795 unch 809 52,772 -634
Jul09 090630 99.800 99.805 99.795 99.795 unch 681 52,709 +51
Aug09 090630 99.785 99.790 99.780 99.785 unch 1,492 45,409 +846
Sep09 090630 99.755 99.765 99.745 99.755 unch 871 33,313 -193
Oct09 090630 99.735 99.740 99.720 99.730 unch 1,038 34,571 +6
Nov09 090630 99.685 99.690 99.670 99.685 -0.005 3,287 60,520 -1,199
Total Volume and Open Interest 21,251 429,788 -1,795
30 Day Fed Funds(e-CBOT)
Jun09 090519 99.805 99.810 99.800 99.805 -0.005 4,060 48,665 -408
Jul09 090519 99.790 99.795 99.790 99.790 -0.010 5,385 41,577 +291
Aug09 090519 99.770 99.780 99.770 99.780 +0.005 5,737 37,356 +148
Sep09 090519 99.750 99.765 99.750 99.765 +0.015 3,734 31,001 +374
Oct09 090519 99.735 99.745 99.730 99.745 +0.015 5,755 31,232 +484
Nov09 090519 99.690 99.700 99.690 99.700 +0.015 4,682 48,902 +609
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Sep09 090630 99.50 99.50 99.50 99.50 unch      
Dec09 090630 99.51 99.51 99.51 99.51 unch      
Mar10 090630 99.50 99.50 99.50 99.50 unch      
Jun10 090630 99.49 99.49 99.48 99.48 -0.01      
Sep10 090630 99.43 99.43 99.43 99.43 unch      
Dec10 090630 99.39 99.39 99.38 99.38 -0.01      
Mar11 090630 99.30 99.30 99.29 99.29 -0.01      
Jun11 090630 99.24 99.24 99.24 99.24 unch      
Sep11 090630 99.24 99.24 99.23 99.23 -0.01      
Dec11 090630 99.04 99.04 99.04 99.04 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090630 99.50 99.50 99.50 99.50 0.00 536 9,966 +333
Dec09 090630 99.50 99.50 99.50 99.50 -0.01 42 2,694 +0
Mar10 090630 99.50 99.50 99.50 99.50 -0.01 0 2,475 +0
Jun10 090630 99.47 99.47 99.47 99.47 -0.01 0 1,043 +0
Sep10 090630 99.42 99.42 99.42 99.42 -0.01 0 281 +0
Dec10 090630 99.38 99.38 99.38 99.38 -0.01 0 252 +0
Mar11 090630 99.29 99.29 99.29 99.29 -0.01 0 412 +0
Jun11 090630 99.23 99.23 99.23 99.23 -0.01 0 52 +0
Total Volume and Open Interest 578 18,843 +145
Japanese Gov't Bonds(SGX)
Sep09 090623 137.21 137.45 137.21 137.37 +0.22 1,532 15,806 -800
Dec09 090630 137.81 137.81 137.81 137.81 +0.25 1 1 +1
Mar10 090630 137.58 137.58 137.58 137.58 +0.25      
Total Volume and Open Interest 2,663 13,276 -497
Euro-Bund(EUREX)
Sep09 090629 121.06 121.29 120.90 121.15 +0.19 682,725 856,828 -16,894
Dec09 090630 119.85 119.85 119.50 119.76 -0.07 210 56 -1
Mar10 090630 119.72 119.72 119.72 119.72 -0.07      
Total Volume and Open Interest 498,368 869,101 +12,216
Euro-Bobl(EUREX)
Sep09 090630 115.55 115.56 115.23 115.45 +0.50 333,989 652,324 +12,347
Dec09 090630 113.92 114.18 113.92 114.09 -0.07 14 70 -8
Mar10 090630 113.85 113.85 113.85 113.85 -0.03      
Total Volume and Open Interest 298,411 693,973 +19,719
3-Mth Euribor(EUREX)
Jun09 090519 98.885 98.895 98.845 98.845 -0.050 2 10,374 +4,965
Sep09 090615 98.785 98.820 98.780 98.810 +0.035 0 14,453 -137
Dec09 090630 98.845 98.845 98.810 98.815 -0.005 23 5,340 +19
Total Volume and Open Interest 592 33,584 +146
Long Gilt(LIFFE)
Sep09 090629 118~02 118~28 118~02 118~24 +0~20 71,825 219,335 -1,488
Dec09 090630 118~09 118~09 118~09 118~09 -0~21      
Total Volume and Open Interest 59,208 217,672 -9,709
3-Mth Short Sterling(LIFFE)
Sep09 090630 98.86 98.88 98.84 98.88 +0.01 30,115 265,119 -7,385
Dec09 090630 98.65 98.68 98.60 98.66 unch 36,183 270,197 -1,552
Mar10 090630 98.37 98.39 98.27 98.36 -0.03 55,946 366,974 +3,533
Jun10 090630 97.88 97.90 97.76 97.87 -0.05 52,232 288,113 +11,679
Sep10 090630 97.39 97.41 97.23 97.37 -0.06 44,733 247,917 +3,902
Dec10 090630 96.87 96.89 96.72 96.86 -0.05 44,189 205,488 +6,508
Total Volume and Open Interest 330,836 2,027,275 +20,391
3-Mth Euribor(LIFFE)
Sep09 090630 98.960 98.965 98.935 98.950 -0.010 127,315 685,288 +6,232
Dec09 090630 98.825 98.855 98.780 98.815 -0.005 97,096 521,909 -12,267
Mar10 090630 98.710 98.735 98.640 98.695 unch 101,037 486,415 -5,095
Total Volume and Open Interest 683,474 3,194,501 +16,017
3-Mth Aus T-Bills(SFE)
Sep09 090630 96.78 96.81 96.77 96.79 unch 10,352 288,457 +1,188
Dec09 090630 96.63 96.64 96.60 96.62 -0.02 11,281 201,646 +2,825
Mar10 090630 96.28 96.29 96.24 96.27 -0.03 9,120 122,792 +4,040
Jun10 090630 95.85 95.85 95.79 95.82 -0.04 1,634 76,936 +960
Sep10 090630 95.39 95.42 95.35 95.37 -0.04 1,145 46,302 +517
Dec10 090630 95.02 95.04 94.96 94.98 -0.04 772 30,814 +350
Mar11 090630 94.66 94.70 94.62 94.65 -0.04 596 17,054 +116
Jun11 090630 94.36 94.36 94.28 94.32 -0.04 216 10,453 +43
Sep11 090630 94.03 94.03 93.99 94.01 -0.05 7 3,063 -7
Dec11 090630 93.73 93.73 93.73 93.73 -0.04 7 807 +7
Total Volume and Open Interest 35,330 799,010 +9,939
10-Year Aus T-Bonds(SFE)
Sep09 090630 94.53 94.57 94.48 94.50 +0.09 25,303 301,360 -1,968
Dec09 090630 94.45 94.45 94.45 94.45 -0.03      
Total Volume and Open Interest 24,222 304,861 +3,501
3-Year Aus T-Bonds(SFE)
Sep09 090630 95.28 95.30 95.23 95.25 -0.03 95,908 445,490 +128,071
Dec09 090630 95.15 95.15 95.15 95.15 -0.03      
Total Volume and Open Interest 95,908 445,490 +3,117
Gold(CMX)
Aug09 090630 938.1 945.4 922.7 927.4 -13.3 73,575 230,171 -1,638
Oct09 090630 942.7 946.7 924.6 928.8 -13.3 2,539 12,286 -345
Dec09 090630 940.9 948.0 925.7 930.2 -13.2 1,521 49,821 +156
Feb10 090630 945.9 945.9 930.1 931.4 -13.2 189 16,252 +24
Apr10 090630 949.7 949.7 928.1 932.7 -13.1 1,801 16,332 -51
Jun10 090630 937.5 937.5 931.9 934.2 -13.1 27 8,737 -8
Aug10 090630 936.0 936.0 936.0 936.0 -13.0 154 3,677 +151
Oct10 090630 938.1 938.1 938.1 938.1 -13.0 0 1,237 +0
Dec10 090630 944.2 944.2 939.6 940.5 -13.0 146 13,362 +23
Feb11 090630 943.4 943.4 943.4 943.4 -12.9 0 12 +0
Apr11 090630 946.6 946.6 946.6 946.6 -12.8      
Jun11 090630 294.7 294.7 294.7 294.7 -12.7 333 9,150 +25
Total Volume and Open Interest 80,583 378,351 -1,932
Silver(CMX)
Jul09 090630 1386.0 1412.5 1343.5 1357.4 -37.3 29,822 7,044 -9,092
Sep09 090630 1387.0 1415.0 1345.5 1360.0 -37.5 22,227 54,440 +8,127
Dec09 090630 1393.5 1411.0 1350.0 1364.1 -37.5 393 20,582 +4
Mar10 090630 1400.0 1400.0 1354.0 1366.8 -37.4 39 6,495 +14
May10 090630 1364.5 1369.5 1364.5 1368.6 -37.2 0 2,562 +0
Jul10 090630 1380.0 1380.0 1358.0 1370.4 -36.8 24 2,991 +7
Sep10 090630 1423.0 1423.0 1372.5 1372.5 -36.6 0 161 +0
Total Volume and Open Interest 52,690 102,783 -859
Platinum(NYMEX)
Jul09 090630 1196.4 1200.0 1165.5 1176.7 -7.5 3,728 1,734 -2,714
Oct09 090630 1193.6 1208.9 1171.5 1185.3 -7.9 4,333 21,080 +2,688
Jan10 090630 1188.3 1188.3 1188.3 1188.3 -7.9 28 218 +1
Total Volume and Open Interest 8,089 23,032 -25
Palladium(NYMEX)
Sep09 090630 251.35 253.00 246.30 250.95 -0.40 364 15,957 +43
Dec09 090630 254.20 254.20 251.40 252.05 -0.40 78 338 +41
Mar10 090630 253.55 253.55 253.55 253.55 -0.40      
Total Volume and Open Interest 442 16,295 -116
Copper(CMX)
Jul09 090630 230.50 235.00 222.60 225.80 -5.45 12,356 11,041 -4,584
Sep09 090630 232.80 236.50 223.70 227.20 -5.40 10,540 71,508 +2,027
Dec09 090630 233.35 236.80 225.20 228.05 -5.35 340 12,473 +99
Mar10 090630 225.05 228.35 225.05 228.35 -5.25 32 2,324 +22
May10 090630 229.90 229.90 228.50 228.50 -5.20 0 620 +2
Total Volume and Open Interest 24,179 107,637 -2,537
Aluminum(CMX)
Jul09 090630 74.75 74.75 74.75 74.75 -0.50      
Aug09 090630 75.25 75.25 75.25 75.25 -0.50      
Sep09 090630 75.75 75.75 75.75 75.75 -0.50      
Oct09 090630 4.16 4.16 4.16 4.16        
Nov09 080724 0.67 0.67 0.67 0.67 unch      
Dec09 080724 1.17 1.17 1.17 1.17 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep09 090630 8452 8503 8335 8394 -64 292 8,206 -74
Dec09 090630 8336 8400 8336 8336 -64 5 41 +3
Mar10 090630 8292 8356 8292 8292 -64 0 1 +0
Jun10 090630 8244 8308 8244 8244 -64      
Total Volume and Open Interest 297 8,248 -71
S & P 500(CME)
Sep09 090630 921.10 926.00 908.50 915.50 -5.70 21,893 380,148 +1,284
Dec09 090630 911.30 920.50 905.00 911.30 -5.70 11 6,667 -2
Mar10 090630 907.30 916.50 901.00 907.30 -5.70 0 3,174 +0
Jun10 090630 905.30 914.50 899.00 905.30 -5.70 0 2 +0
Total Volume and Open Interest 21,904 389,991 +1,282
S & P 500 E-Mini(Globex)
Sep09 090630 921.50 926.25 908.25 915.50 -5.75 1,410,004 2,324,969 -28,401
Dec09 090630 917.25 921.75 904.50 911.25 -5.75 1,199 7,842 +125
Total Volume and Open Interest 1,411,204 2,332,850 -28,276
NASDAQ 100(CME)
Sep09 090630 1481.30 1493.00 1465.00 1476.30 -5.20 834 14,213 +223
Dec09 090630 1475.00 1478.00 1475.00 1475.00 -5.00 0 12 +0
Mar10 090630 1474.00 1477.00 1474.00 1474.00 -5.00      
Total Volume and Open Interest 834 14,225 +223
NASDAQ 100 E-Mini(Globex)
Sep09 090630 1481.00 1491.80 1465.80 1476.30 -5.20 210,023 252,296 +610
Dec09 090630 1480.00 1489.00 1465.30 1475.00 -5.00 64 180 +47
Total Volume and Open Interest 209,425 252,485 +657
S & P Midcap 400(CME)
Sep09 090630 580.00 582.00 572.00 576.70 -2.00 45 2,402 +11
Dec09 090630 574.70 576.00 574.70 574.70 -2.00      
Mar10 090630 572.70 574.00 572.70 572.70 -2.00      
Total Volume and Open Interest 45 2,402 +11
Russell 2000(CME)
Sep09 090630 0.30 0.30 0.05 0.05 unch 46 6,088 +38
Dec09 090630 0.05 0.05 0.05 0.05 unch 0 2,279 +4
Mar10 090630 0.05 0.05 0.05 0.05 unch 0 4,801 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090630 9935 10005 9910 9945 +125 96,148 155,243 -5,273
Dec09 090630 9920 9920 9920 9920 +140 3 962 +1
Total Volume and Open Interest 96,151 162,384 +2,882
Nikkei 225(SGX)
Sep09 090630 9935 10005 9910 9945 +125 96,148 155,243 -5,273
Dec09 090630 9920 9920 9920 9920 +140 3 962 +1
Mar10 090630 9925 9925 9925 9925 +130 0 75 +0
Total Volume and Open Interest 96,151 162,384 +2,882
CAC 40(EURONEXT)
Jul09 090630 3177.5 3203.0 3119.5 3136.0 -51.5 108,912 392,868 +4,142
Aug09 090630 3196.0 3201.5 3121.0 3137.0 -51.5 260 680 +170
Sep09 090630 3173.5 3199.0 3116.5 3132.0 -51.5 393 39,357 -303
Total Volume and Open Interest 109,705 435,663 +4,149
Hang Seng Index(HKFE)
Jun09 090629 18550 18684 18478 18572 +30 115,188 44,899 -14,267
Jul09 090630 18930 18956 18374 18420 -154 48,881 74,759 +6,262
Aug09 090630 18875 18909 18350 18409        
DAX(EUREX)
Sep09 090630 4884.5 4908.0 4790.5 4819.5 -65.0 111,103 128,724 +7,488
Dec09 090630 4892.0 4905.0 4781.0 4823.5 -64.5 572 8,291 +318
Mar10 090630 4899.5 4904.0 4822.5 4835.0 -64.0 40 350 +33
Total Volume and Open Interest 111,715 137,365 +7,839
FT-SE 100(EURONEXT)
Sep09 090630 4276.00 4276.50 4196.50 4218.00 -39.00 84,857 618,755 -2,132
Dec09 090630 4244.00 4244.00 4173.50 4190.00 -39.00 31 4,454 +6
Mar10 090630 4163.00 4163.00 4163.00 4163.00 -41.00      
Total Volume and Open Interest 84,888 623,209 -2,126
SPI 200(SFE)
Jun09 090618 3898.0 3923.0 3853.0 3922.0 +25.0 83,915 210,038 -62,039
Sep09 090630 3851.0 3929.0 3849.0 3901.0 +49.0 26,135 235,335 -11,588
Dec09 090630 3919.0 3919.0 3908.0 3908.0 +48.0 2 3,495 +0
Total Volume and Open Interest 26,137 243,407 -11,588
GSCI(CME)
Jul09 090630 459.70 461.50 444.00 449.90 -11.10 277 15,866 +56
Aug09 090630 455.00 465.55 449.00 455.00 -10.50 2 0 +0
Sep09 090630 460.00 470.05 454.00 460.00 -10.00 0 2 +0
Total Volume and Open Interest 279 15,868 +56
Reuters CCI(ICE)
Aug09 090519 411.50 411.50 411.50 411.50 +6.00 0 417 +1
Nov09 090519 424.50 424.50 424.50 424.50 +8.00 0 4 +0
Jan10 090519 430.00 430.00 430.00 430.00 +8.50 0 11 +0
Total Volume and Open Interest 0 151 +0
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.