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MRCI's End of Day Prices
Daily Futures Price Listing Mon July 06, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul09 090706 1239.00 1239.00 1197.00 1200.00 -43.00 10,156 6,672 -2,828
Aug09 090706 1145.00 1148.00 1117.25 1118.50 -35.50 41,729 71,761 +1,212
Sep09 090706 1057.00 1057.00 1020.50 1022.50 -38.50 7,851 20,936 +718
Nov09 090706 994.50 995.00 960.00 963.00 -43.00 92,299 249,229 +2,340
Jan10 090706 988.75 993.00 964.00 966.00 -41.75 4,328 26,662 +61
Mar10 090706 980.00 983.75 958.75 961.00 -40.00 3,164 18,552 +1,048
May10 090706 968.00 968.00 945.25 947.50 -36.00 2,078 10,370 +189
Total Volume and Open Interest 165,538 438,579 +3,243
Soybean Meal(CBOT)
Jul09 090706 411.50 411.50 400.00 401.20 -10.00 4,479 7,451 -1,292
Aug09 090706 379.00 382.00 370.20 370.50 -11.70 21,150 35,860 +2,058
Sep09 090706 348.50 348.50 336.10 336.20 -12.60 6,201 25,279 +39
Oct09 090706 320.00 320.00 307.90 309.30 -14.40 3,208 19,196 +200
Dec09 090706 312.60 313.00 299.80 301.00 -13.70 26,398 75,169 -625
Jan10 090706 299.60 301.00 292.90 294.20 -12.90 932 6,099 +242
Mar10 090706 296.70 301.00 288.60 289.00 -12.00 1,351 5,053 +305
May10 090706 284.80 292.50 281.50 281.50 -11.00 627 6,711 +167
Total Volume and Open Interest 64,622 186,152 +1,121
Soybean Oil(CBOT)
Jul09 090706 34.78 34.78 34.24 34.29 -0.89 13,939 8,587 -4,975
Aug09 090706 35.20 35.30 34.38 34.44 -0.90 30,000 44,395 -27
Sep09 090706 35.42 35.43 34.52 34.59 -0.91 7,555 33,448 +1,134
Oct09 090706 35.51 35.51 34.68 34.74 -0.92 3,430 17,430 +53
Dec09 090706 35.80 35.98 35.02 35.10 -0.92 30,731 105,409 +2,203
Jan10 090706 35.90 35.90 35.40 35.43 -0.93 584 9,580 +288
Mar10 090706 36.40 36.40 35.65 35.68 -0.91 720 6,017 +302
May10 090706 36.00 36.10 35.80 35.80 -0.91 243 4,884 +21
Total Volume and Open Interest 87,282 240,693 -1,033
Canola(WCE)
Jul09 090706 442.3 442.3 436.2 436.2 -25.8 1,017 1,833 +1,833
Nov09 090706 455.1 455.1 435.2 435.8 -25.8 5,779 84,606 -1,730
Jan10 090706 457.5 457.5 440.0 440.4 -25.2 75 8,685 +7
Mar10 090706 463.2 463.2 444.7 444.7 -25.2 12 1,756 +6
May10 090706 446.2 468.7 446.2 446.2 -25.2 0 505 +4
Total Volume and Open Interest 6,883 97,988 -3,839
Corn(CBOT)
Jul09 090706 344.25 346.75 339.00 343.25 -2.50 32,074 22,557 -11,843
Sep09 090706 342.00 342.00 334.00 334.75 -11.00 80,922 296,416 -747
Dec09 090706 352.75 353.25 343.50 344.25 -13.25 157,691 400,471 +375
Mar10 090706 368.00 368.00 356.00 356.25 -14.75 20,950 66,924 +2,383
May10 090706 378.00 378.00 365.25 365.25 -15.25 1,977 15,565 +332
Jul10 090706 387.25 387.25 373.50 373.50 -16.25 18,183 45,610 +8,660
Total Volume and Open Interest 320,163 920,584 -1,185
Wheat(CBOT)
Jul09 090706 499.00 501.00 489.75 490.50 -9.75 14,395 7,543 -4,184
Sep09 090706 529.25 530.75 517.50 519.25 -9.75 47,524 148,187 +2,990
Dec09 090706 553.75 557.00 543.50 545.25 -9.75 16,237 97,695 +1,259
Mar10 090706 574.75 574.75 561.75 563.25 -9.50 2,264 12,878 +260
May10 090706 584.00 584.50 574.00 575.00 -9.50 366 1,790 +15
Total Volume and Open Interest 82,740 313,130 +280
Wheat(KCBT)
Jul09 090706 554.25 554.25 542.25 542.25 -12.50 732 2,224 -498
Sep09 090706 564.00 565.50 551.00 551.00 -13.25 10,238 39,795 +284
Dec09 090706 580.75 582.25 567.50 567.50 -13.25 3,998 30,126 +394
Mar10 090706 596.75 596.75 583.50 583.50 -13.25 940 3,691 +285
May10 090706 605.00 605.25 594.50 594.50 -13.00 132 940 +82
Total Volume and Open Interest 16,430 87,509 +513
Wheat(MGE)
Jul09 090706 611.50 611.50 611.50 611.50 -6.50 116 155 -167
Sep09 090706 621.50 625.00 609.50 612.50 -10.00 2,710 12,707 -821
Dec09 090706 632.25 633.00 620.00 620.50 -11.75 1,207 10,494 +427
Mar10 090706 640.00 640.00 630.75 632.25 -12.00 350 2,960 +95
May10 090706 640.00 644.00 636.25 636.25 -14.00 64 1,060 +3
Total Volume and Open Interest 4,698 33,006 -390
Oats(CBOT)
Jul09 090706 209.00 215.50 203.50 203.50 -12.00 243 186 -76
Sep09 090706 223.50 224.50 212.00 212.25 -12.25 501 3,812 +131
Dec09 090706 234.75 236.50 223.75 224.25 -12.50 588 8,368 +26
Mar10 090706 240.75 248.75 236.25 236.25 -12.50 11 1,294 -1
Total Volume and Open Interest 1,343 13,748 +80
Rough Rice(CBOT)
Jul09 090706 12.55 12.55 12.44 12.44 -0.34 56 196 -181
Sep09 090706 12.84 12.84 12.39 12.52 -0.37 521 5,070 +201
Nov09 090706 12.85 12.85 12.42 12.58 -0.34 96 1,998 -2
Jan10 090706 12.93 13.09 12.77 12.77 -0.31 3 259 +0
Total Volume and Open Interest 681 8,031 +19
Live Cattle(CME)
Aug09 090706 84.885 85.100 84.150 84.430 -0.455 17,049 98,568 -1,405
Oct09 090706 90.200 90.300 89.450 89.830 -0.400 13,343 68,087 +2,794
Dec09 090706 89.730 90.000 89.350 89.885 -0.165 5,434 31,621 +2,200
Feb10 090706 89.600 90.150 89.300 90.100 unch 2,907 12,089 +593
Apr10 090706 90.450 90.980 90.150 90.700 +0.100 482 5,983 +83
Jun10 090706 87.800 88.250 87.600 88.150 +0.100 67 1,792 +35
Total Volume and Open Interest 39,282 218,347 +4,300
Feeder Cattle(CME)
Aug09 090706 103.635 104.450 103.450 103.800 +0.350 4,241 13,629 -247
Sep09 090706 102.250 103.000 102.050 102.950 +0.815 1,056 3,268 +99
Oct09 090706 102.080 103.050 102.080 102.930 +0.450 1,135 5,258 -131
Nov09 090706 102.730 103.000 102.250 102.885 +0.385 339 1,155 -86
Jan10 090706 101.450 101.850 101.150 101.850 +0.450 20 374 +5
Mar10 090706 100.150 100.900 100.150 100.900 +0.700 0 57 +0
Apr10 090706 100.500 100.500 100.000 100.500 +0.800 0 27 +0
Total Volume and Open Interest 6,791 23,772 -360
Lean Hogs(CME)
Jul09 090706 60.400 61.700 60.300 60.650 +0.665 3,635 10,586 -859
Aug09 090706 61.200 62.800 61.200 62.050 +0.900 14,959 57,077 -2,062
Oct09 090706 57.300 58.400 57.200 57.950 +0.770 6,637 33,354 +1,227
Dec09 090706 57.900 59.050 57.750 59.000 +0.750 3,633 20,857 +624
Feb10 090706 63.450 64.100 63.235 64.050 +0.250 1,137 5,400 +460
Apr10 090706 67.200 67.900 66.830 67.830 +0.605 532 3,294 +107
May10 090706 73.000 73.000 71.500 72.500 -0.300 29 311 +25
Jun10 090706 75.000 75.500 74.650 75.500 +0.100 212 1,811 +3
Total Volume and Open Interest 30,809 133,416 -459
Pork Bellies(CME)
Jul09 090706 54.750 55.200 52.535 55.200 +1.350 63 76 -31
Aug09 090706 53.750 56.180 53.750 55.535 +1.355 153 562 +25
Feb10 090706 85.000 85.000 83.850 83.900 +0.050 7 117 -4
Mar10 090706 82.000 82.000 82.000 82.000 unch 0 42 +0
May10 090706 86.500 86.500 86.500 86.500 unch      
Total Volume and Open Interest 223 797 -10
Class III Milk(CME)
Jul09 090706 10.06 10.08 10.04 10.06 +0.01 288 4,408 +112
Aug09 090706 10.52 10.55 10.44 10.51 -0.01 413 4,229 +240
Sep09 090706 11.16 11.26 11.06 11.11 -0.15 197 3,776 +28
Oct09 090706 12.15 12.15 11.91 12.00 -0.17 148 3,236 +30
Nov09 090706 13.13 13.15 12.84 12.90 -0.25 95 3,122 +16
Total Volume and Open Interest 1,469 30,465 -29
Cocoa(ICE)
Jul09 090706 2448 2448 2448 2448 -29 4 26 +0
Sep09 090706 2470 2479 2444 2474 -20 5,205 48,210 +280
Dec09 090706 2495 2503 2470 2502 -19 736 28,290 -7
Mar10 090706 2488 2513 2488 2513 -21 245 16,831 -103
May10 090706 2514 2523 2514 2523 -21 74 4,179 -44
Jul10 090706 2533 2533 2533 2533 -22 0 3,588 -1
Sep10 090706 2537 2537 2537 2537 -22 2 2,328 -6
Total Volume and Open Interest 6,268 107,505 +117
Coffee "C"(ICE)
Jul09 090706 115.10 115.75 114.00 115.40 +0.35 28 73 -4
Sep09 090706 117.90 120.20 116.65 118.10 +0.30 5,273 67,558 +280
Dec09 090706 120.25 122.95 119.60 120.95 +0.20 815 25,674 +187
Mar10 090706 122.65 125.25 122.50 123.80 +0.20 184 11,010 -64
May10 090706 124.80 125.70 124.80 125.70 +0.20 109 3,516 +76
Jul10 090706 127.55 127.55 127.55 127.55 +0.20 11 1,469 +10
Total Volume and Open Interest 6,421 111,888 +486
Orange Juice(ICE)
Jul09 090706 74.05 87.40 74.05 86.25 +9.35 69 219 -64
Sep09 090706 79.45 89.25 79.25 86.25 +6.80 1,686 22,696 +261
Nov09 090706 82.70 91.00 82.70 89.45 +6.75 84 6,015 +4
Jan10 090706 87.40 93.00 86.45 92.45 +6.70 80 1,277 -6
Mar10 090706 89.85 95.75 89.65 95.75 +6.75 21 936 +16
May10 090706 92.85 98.85 92.85 98.85 +6.60 0 118 +0
Total Volume and Open Interest 1,940 31,496 +211
Sugar #11(ICE)
Oct09 090706 17.46 17.48 16.96 17.32 -0.26 40,589 344,851 +166
Mar10 090706 18.44 18.46 18.00 18.36 -0.21 14,186 154,850 +939
May10 090706 18.07 18.07 17.67 18.02 -0.18 3,909 38,272 -207
Jul10 090706 17.76 17.76 17.37 17.64 -0.24 3,709 67,221 +592
Oct10 090706 17.25 17.50 17.20 17.50 -0.22 1,636 41,717 +112
Total Volume and Open Interest 65,185 718,548 +1,916
Sugar #14(ICE)
Sep09 090706 22.80 22.80 22.75 22.75 unch 45 2,371 -5
Total Volume and Open Interest 45 2,371 -5
London Cocoa(LCE)
Jul09 090706 1554 1578 1554 1576 +6 2,977 38,657 -5,140
Sep09 090706 1592 1608 1587 1605 +4 3,003 36,289 -793
Dec09 090706 1601 1615 1598 1615 +4 1,376 28,187 +137
Mar10 090706 1598 1613 1594 1612 +5 604 28,833 +229
May10 090706 1594 1609 1592 1608 +5 54 14,993 +14
Jul10 090706 1600 1610 1600 1610 +5 0 4,436 +0
Sep10 090706 1606 1608 1606 1608 +5 0 2,727 +0
Total Volume and Open Interest 5,964 157,022 -579
London Coffee(LCE)
London Sugar(LCE)
Aug09 090706 443.60 446.50 436.90 440.70 -9.60 5,465 19,452 -3,842
Oct09 090706 464.20 464.20 455.60 458.90 -10.40 5,233 41,204 +3,254
Dec09 090706 470.80 470.80 463.00 467.20 -8.00 647 8,442 -69
Mar10 090706 480.10 480.10 472.50 477.20 -7.10 653 10,720 +274
May10 090706 469.50 471.00 469.50 471.00 -6.30 21 1,554 +12
Total Volume and Open Interest 12,079 83,855 -343
Cotton(ICE)
Jul09 090706 55.41 55.90 55.41 55.90 -0.90 10 250 +23
Oct09 090706 59.09 59.09 57.18 58.30 -0.70 178 2,667 +11
Dec09 090706 60.51 60.65 59.07 60.24 -0.68 12,305 92,406 +2,899
Mar10 090706 61.40 62.69 61.40 62.63 -0.56 538 11,549 +195
May10 090706 63.44 63.83 63.44 63.83 -0.56 8 623 +5
Jul10 090706 65.00 65.00 65.00 65.00 -0.42 7 1,863 +5
Total Volume and Open Interest 13,050 111,396 +3,140
Lumber(CME)
Jul09 090706 188.2 192.8 182.0 184.7 -4.0 346 1,041 -122
Sep09 090706 208.9 214.5 205.9 206.5 -3.5 953 4,926 -118
Nov09 090706 208.0 208.0 202.8 204.0 -1.6 47 1,248 -11
Jan10 090706 225.2 230.0 223.0 224.0 -5.5 30 748 -11
Total Volume and Open Interest 1,376 8,011 -262
Crude Oil(NYM)
Aug09 090706 65.54 65.65 63.40 64.05 -2.68 304,636 246,916 -8,611
Sep09 090706 66.60 66.60 64.36 64.97 -2.77 80,383 161,367 +3,832
Oct09 090706 67.28 67.30 65.30 65.90 -2.75 26,570 61,628 +4,834
Nov09 090706 68.10 68.10 66.14 66.74 -2.73 15,388 29,225 -624
Dec09 090706 69.61 69.61 66.82 67.46 -2.70 46,698 155,464 -643
Jan10 090706 69.01 69.01 67.90 68.07 -2.64 7,152 29,288 +827
Feb10 090706 69.68 69.68 68.25 68.53 -2.61 3,541 21,480 +788
Mar10 090706 70.10 70.10 68.74 68.93 -2.58 3,078 18,871 +5
Apr10 090706 69.38 69.66 69.25 69.33 -2.55 1,459 10,398 +74
May10 090706 70.06 70.06 69.43 69.72 -2.53 1,115 9,926 +22
Jun10 090706 71.03 71.03 69.85 70.11 -2.51 4,380 46,114 -490
Jul10 090706 70.83 71.00 70.04 70.49 -2.49 1,253 37,331 -187
Aug10 090706 70.78 70.80 70.78 70.80 -2.48 334 5,850 -61
Sep10 090706 71.06 71.10 71.02 71.10 -2.46 486 11,945 -193
Oct10 090706 71.34 71.39 71.34 71.39 -2.45 563 5,326 +118
Nov10 090706 71.84 72.07 71.70 71.70 -2.45 542 8,070 -44
Total Volume and Open Interest 530,776 1,160,408 +540
e-miNY Crude Oil(NYM)
Jul09 090528 62.975 65.425 62.750 65.075 +2.625 8,778 3,598 +199
Aug09 090706 65.600 65.700 63.400 64.050 -2.675 17,706 4,144 +506
Sep09 090706 66.450 66.450 64.400 64.975 -2.775 358 532 -20
Oct09 090706 67.000 67.125 65.800 65.900 -2.750 19 129 -5
Nov09 090706 66.750 66.750 66.750 66.750 -2.725 7 20 -1
Dec09 090706 70.050 70.050 67.200 67.450 -2.700 4 98 +1
Jan10 090706 68.075 68.075 68.075 68.075 -2.625 1 0 -1
Feb10 090706 68.525 68.525 68.525 68.525 -2.625      
Mar10 090706 68.925 68.925 68.925 68.925 -2.575 0 1 +0
Apr10 090706 69.325 69.325 69.325 69.325 -2.550      
Total Volume and Open Interest 18,095 4,999 +480
Heating Oil(NYM)
Aug09 090706 166.84 167.05 162.34 162.66 -7.50 48,252 65,043 -2,608
Sep09 090706 170.50 171.69 166.98 167.51 -7.38 16,665 39,070 +929
Oct09 090706 172.75 175.23 171.88 172.03 -7.43 6,208 27,305 +928
Nov09 090706 179.20 180.00 175.60 175.83 -7.41 3,511 15,951 +291
Dec09 090706 182.82 182.82 178.78 179.24 -7.31 7,919 33,241 +118
Jan10 090706 185.06 185.62 181.55 182.59 -7.30 2,742 15,772 +248
Feb10 090706 185.65 186.58 184.54 184.79 -7.30 732 10,188 -62
Mar10 090706 187.48 187.72 185.99 185.99 -7.25 964 7,209 +158
Apr10 090706 188.47 188.47 186.34 186.34 -7.20 913 6,075 +18
May10 090706 188.31 188.49 186.99 186.99 -7.20 585 6,606 +100
Jun10 090706 188.97 190.55 187.84 187.84 -7.20 1,246 17,015 +401
Jul10 090706 190.17 191.34 189.54 189.54 -7.10 255 2,724 +52
Total Volume and Open Interest 93,201 282,307 +1,782
Gasoline(NYMEX)
Aug09 090706 175.30 176.09 171.95 174.04 -5.04 52,755 72,087 -3,340
Sep09 090706 175.10 175.79 171.71 173.56 -5.16 20,302 45,168 +2,159
Oct09 090706 165.59 165.98 163.05 164.60 -5.29 10,961 27,095 +799
Nov09 090706 163.21 165.52 162.67 164.17 -5.39 6,595 11,295 +798
Dec09 090706 165.30 166.64 163.94 165.27 -5.52 7,961 13,433 -353
Jan10 090706 168.50 168.75 167.41 167.41 -5.62 1,093 7,081 +430
Feb10 090706 169.86 169.86 169.86 169.86 -5.62 144 2,583 -5
Mar10 090706 172.12 172.56 172.12 172.56 -5.62 520 3,460 +297
Apr10 090706 186.21 186.21 186.21 186.21 -5.62 300 3,272 +164
May10 090706 187.56 187.56 187.56 187.56 -5.62 297 1,911 +235
Total Volume and Open Interest 100,993 194,822 +1,163
e-miNY RBOB Gasoline(NYM)
Aug09 090706 174.04 174.04 174.04 174.04 -5.04 0 1 +0
Sep09 090706 173.56 173.56 173.56 173.56 -5.16      
Oct09 090706 164.60 164.60 164.60 164.60 -5.29      
Nov09 090706 164.17 164.17 164.17 164.17 -5.39      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Aug09 090706 3.615 3.615 3.369 3.487 -0.128 80,395 141,789 +6,248
Sep09 090706 3.763 3.763 3.503 3.622 -0.135 22,868 95,428 +575
Oct09 090706 4.000 4.000 3.723 3.852 -0.144 12,558 77,594 -73
Nov09 090706 4.626 4.626 4.448 4.572 -0.120 3,498 35,195 +428
Dec09 090706 5.365 5.365 5.170 5.298 -0.094 3,866 43,244 -123
Jan10 090706 5.680 5.682 5.480 5.613 -0.094 5,985 38,048 +175
Feb10 090706 5.700 5.700 5.530 5.657 -0.088 1,738 19,931 -89
Mar10 090706 5.670 5.670 5.500 5.607 -0.080 2,406 37,308 -609
Apr10 090706 5.502 5.534 5.417 5.517 -0.065 1,833 34,772 +189
May10 090706 5.598 5.598 5.465 5.562 -0.065 117 15,302 +37
Jun10 090706 5.695 5.695 5.550 5.657 -0.063 200 8,853 +48
Jul10 090706 5.757 5.783 5.673 5.777 -0.060 108 8,268 +63
Aug10 090706 5.900 5.900 5.760 5.867 -0.060 124 9,350 -3
Sep10 090706 5.990 5.990 5.841 5.932 -0.060 89 7,106 -23
Oct10 090706 6.090 6.090 5.940 6.047 -0.060 662 16,521 +159
Nov10 090706 6.350 6.407 6.306 6.392 -0.060 9 5,889 +2
Total Volume and Open Interest 137,300 719,960 +7,156
Brent Crude Oil(ICE)
Aug09 090706 65.20 65.46 63.26 64.05 -2.60 140,429 141,817 +359
Sep09 090706 65.70 65.98 63.72 64.45 -2.75 66,178 137,682 +6,712
Oct09 090706 66.26 66.49 64.43 65.15 -2.75 33,376 62,056 +47
Nov09 090706 67.08 67.08 65.24 65.97 -2.73 16,934 28,758 +511
Dec09 090706 67.83 67.83 66.00 66.72 -2.69 21,311 79,819 -942
Jan10 090706 67.32 67.79 66.86 67.35 -2.65 4,671 23,403 -26
Feb10 090706 67.76 68.18 67.63 67.90 -2.64 2,030 15,941 +257
Mar10 090706 68.50 68.56 68.15 68.40 -2.63 421 11,040 +24
Apr10 090706 69.01 69.06 68.81 68.90 -2.60 301 5,100 +46
May10 090706 69.38 70.92 69.38 69.38 -2.55 272 4,120 +9
Jun10 090706 69.75 70.25 69.30 69.82 -2.51 1,307 28,750 -144
Jul10 090706 70.23 71.67 70.23 70.23 -2.49 156 8,368 -32
Aug10 090706 70.59 72.03 70.59 70.59 -2.47 124 5,946 -14
Sep10 090706 70.90 72.36 70.90 70.90 -2.48 206 2,394 +27
Total Volume and Open Interest 295,263 694,459 +5,368
Gas Oil(ICE)
Jul09 090706 520.75 524.25 511.50 517.25 -18.00 46,464 68,844 -3,209
Aug09 090706 531.00 535.50 521.00 527.00 -18.50 69,210 84,480 +4,415
Sep09 090706 543.75 544.75 531.75 537.50 -19.00 19,268 54,182 +1,269
Oct09 090706 547.00 553.25 542.00 547.75 -19.50 7,100 35,754 -197
Nov09 090706 556.50 563.00 553.00 557.25 -20.00 3,483 25,681 +604
Dec09 090706 567.75 572.25 560.25 566.75 -19.75 10,958 62,385 -1,171
Jan10 090706 574.50 576.25 571.50 576.25 -19.75 833 30,932 +296
Feb10 090706 584.00 584.25 581.25 584.25 -19.75 700 14,658 -274
Mar10 090706 587.25 593.50 587.25 591.00 -19.25 1,134 17,502 +360
Apr10 090706 597.00 597.50 597.00 597.50 -19.25 484 8,511 +8
Total Volume and Open Interest 162,561 504,415 +3,123
Ethanol(CBOT)
Jul09 090706 1.625 1.625 1.625 1.625 -0.025 47 145 -23
Aug09 090706 1.470 1.510 1.470 1.495 -0.055 46 643 -17
Sep09 090706 1.465 1.485 1.462 1.478 -0.058 20 489 +2
Oct09 090706 1.460 1.475 1.452 1.466 -0.064 3 307 +0
Nov09 090706 1.480 1.480 1.460 1.470 -0.070 15 311 +2
Dec09 090706 1.465 1.470 1.465 1.470 -0.060 6 380 +4
Jan10 090706 1.495 1.495 1.465 1.470 -0.058 29 417 -7
Feb10 090706 1.480 1.480 1.470 1.475 -0.056 13 459 +3
Total Volume and Open Interest 234 4,143 -31
US Dollar Index(ICE)
Sep09 090706 80.605 81.165 80.460 80.695 +0.200 6,758 19,447 +1,410
Dec09 090706 81.000 81.250 80.880 81.030 +0.180 58 2,090 +9
Mar10 090706 81.305 81.305 81.275 81.305 +0.160      
Total Volume and Open Interest 6,816 21,537 +1,419
Australian Dollar(CME)
Sep09 090706 79.15 79.41 78.38 78.91 -0.21 58,379 91,627 +840
Dec09 090706 78.00 78.86 77.95 78.39 -0.20 41 310 +25
Mar10 090706 77.90 78.11 77.90 77.90 -0.20 0 15 +0
Total Volume and Open Interest 58,420 91,953 +865
British Pound(CME)
Sep09 090706 162.87 163.24 160.92 162.49 -1.71 93,242 92,109 +613
Dec09 090706 163.05 164.17 160.93 162.46 -1.69 22 277 +19
Mar10 090706 162.44 164.15 161.16 162.44 -1.65      
Total Volume and Open Interest 93,264 92,408 +632
Canadian Dollar(CME)
Sep09 090706 86.11 86.35 85.66 86.08 -0.06 55,940 75,352 -2,219
Dec09 090706 85.85 86.36 85.72 86.12 -0.06 65 2,189 +17
Mar10 090706 86.15 86.30 85.87 86.15 -0.06 0 495 +0
Jun10 090706 86.17 86.33 85.97 86.20 -0.07 0 114 +0
Total Volume and Open Interest 56,008 78,309 -2,199
Japanese Yen(CME)
Sep09 090706 104.16 105.74 104.16 105.10 +0.63 68,262 73,013 -339
Dec09 090706 105.15 105.81 104.47 105.22 +0.63 7 184 +0
Mar10 090706 105.38 105.79 104.75 105.38 +0.62 0 18 +0
Total Volume and Open Interest 68,269 73,216 -339
Swiss Franc(CME)
Sep09 090706 92.02 92.34 91.35 92.14 -0.34 51,258 35,783 +3,079
Dec09 090706 92.14 92.61 91.52 92.27 -0.34 0 103 +0
Mar10 090706 92.44 92.79 91.89 92.44 -0.35      
Total Volume and Open Interest 51,258 35,886 +3,079
EuroFX(CME)
Sep09 090706 139.61 139.98 138.76 139.60 -0.65 219,328 118,866 +5,215
Dec09 090706 139.25 140.22 138.76 139.57 -0.64 51 961 -16
Mar10 090706 139.28 140.24 138.93 139.59 -0.65 9 331 +8
Total Volume and Open Interest 219,388 120,161 +5,207
Mexican Peso(CME)
Jul09 090706 755.8 758.0 755.8 755.8 -2.2      
Aug09 090706 751.8 754.0 751.8 751.8 -2.2      
Total Volume and Open Interest 11,716 57,990 +3,935
30-Year T-Bonds(CBOT)
Sep09 090706 118~280 119~080 118~085 118~265 -0~035 215,163 705,344 +7,124
Dec09 090706 117~095 117~200 117~050 117~170 -0~030 123 548 +100
Mar10 090706 116~180 116~210 116~180 116~180 -0~030 0 41 +0
Total Volume and Open Interest 215,286 705,936 +7,224
10-Year T-Notes(CBOT)
Sep09 090706 116~280 117~020 116~200 116~270 unch 701,172 1,034,161 +10,428
Dec09 090706 115~150 115~150 115~150 115~150 unch 2 43 +0
Mar10 090706 114~150 114~150 114~150 114~150 unch      
Total Volume and Open Interest 701,174 1,034,204 +10,428
5-Year T-Notes(CBOT)
Sep09 090706 115~070 115~086 115~052 115~078 +0~017 294,229 757,905 -3,879
Dec09 090706 114~034 114~034 114~017 114~034 +0~017 0 500 +0
Mar10 090706 114~034 114~034 114~017 114~034 +0~017      
Total Volume and Open Interest 294,229 758,405 -3,879
2 Year T-Notes(CBOT)
Sep09 090706 108~055 108~063 108~052 108~059 +0~012 1,195 555,085 +7,062
Dec09 090706 108~000 108~000 107~118 108~000 +0~010 0 1 +0
Mar10 090706 108~000 108~000 107~118 108~000 +0~010      
Total Volume and Open Interest 139,976 555,086 +7,062
Eurodollars(CME)
Sep09 090706 99.410 99.430 99.400 99.410 +0.020 156,887 1,044,583 -14,166
Dec09 090706 99.210 99.240 99.195 99.205 +0.020 215,750 916,362 +9,568
Mar10 090706 98.985 99.035 98.980 99.010 +0.055 282,843 823,671 +33,894
Jun10 090706 98.650 98.730 98.650 98.715 +0.090 261,677 577,394 +26,640
Sep10 090706 98.320 98.405 98.315 98.385 +0.105 330,184 489,055 +14,097
Dec10 090706 97.980 98.030 97.935 98.005 +0.105 216,214 623,680 +17,472
Mar11 090706 97.610 97.685 97.590 97.660 +0.100 150,332 347,383 +6,634
Jun11 090706 97.260 97.330 97.240 97.305 +0.090 115,194 325,255 +2,160
Sep11 090706 96.940 97.010 96.915 96.985 +0.080 58,341 219,010 +92
Dec11 090706 96.630 96.700 96.600 96.680 +0.070 53,308 144,981 +1,125
Mar12 090706 96.415 96.485 96.380 96.460 +0.055 43,671 104,768 +1,301
Jun12 090706 96.250 96.280 96.170 96.255 +0.045 47,320 109,418 -2,002
Sep12 090706 96.080 96.110 96.005 96.080 +0.035 15,304 66,652 +77
Dec12 090706 95.925 95.930 95.835 95.905 +0.020 10,778 57,688 +857
Mar13 090706 95.795 95.815 95.725 95.790 +0.005 8,445 65,413 -427
Jun13 090706 95.690 95.690 95.600 95.660 -0.005 8,825 33,812 -559
Sep13 090706 95.580 95.580 95.485 95.540 -0.020 4,635 40,457 +133
Dec13 090706 95.435 95.440 95.350 95.405 -0.030 4,848 30,240 +351
Total Volume and Open Interest 2,012,087 6,269,263 +102,156
30 Day Federal Funds(CBOT)
Jul09 090706 99.805 99.817 99.795 99.815 +0.020 3,712 53,332 +1,252
Aug09 090706 99.800 99.805 99.795 99.800 +0.005 2,557 45,836 -175
Sep09 090706 99.790 99.790 99.775 99.780 +0.005 1,625 33,120 -437
Oct09 090706 99.770 99.770 99.755 99.760 +0.005 5,214 34,002 -1,348
Nov09 090706 99.740 99.740 99.720 99.725 +0.005 6,943 59,295 -1,464
Dec09 090706 99.710 99.715 99.690 99.700 +0.010 5,581 37,549 +859
Total Volume and Open Interest 47,145 376,692 +422
30 Day Fed Funds(e-CBOT)
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
Dec09 090519 99.655 99.670 99.655 99.670 +0.015 3,891 25,478 +501
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Sep09 090706 99.50 99.50 99.50 99.50 unch      
Dec09 090706 99.50 99.51 99.50 99.51 +0.01      
Mar10 090706 99.50 99.56 99.50 99.56 +0.06      
Jun10 090706 99.47 99.47 99.47 99.47 unch      
Sep10 090706 99.42 99.42 99.42 99.42 unch      
Dec10 090706 99.38 99.38 99.38 99.38 unch      
Mar11 090706 99.29 99.29 99.29 99.29 unch      
Jun11 090706 99.23 99.23 99.23 99.23 unch      
Sep11 090706 99.24 99.27 99.24 99.27 +0.03      
Dec11 090706 99.04 99.07 99.04 99.07 +0.03      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090706 99.51 99.51 99.51 99.51 +0.01 30 10,219 +122
Dec09 090706 99.52 99.52 99.52 99.52 +0.01 100 2,795 +100
Mar10 090706 99.54 99.54 99.54 99.54 +0.03 100 2,448 -77
Jun10 090706 99.53 99.53 99.51 99.51 +0.03 20 1,063 +20
Sep10 090706 99.46 99.46 99.46 99.46 +0.03 0 281 +0
Dec10 090706 99.42 99.42 99.42 99.42 +0.03 0 252 +0
Mar11 090706 99.33 99.33 99.33 99.33 +0.03 0 412 +0
Jun11 090706 99.27 99.27 99.27 99.27 +0.03 0 52 +0
Total Volume and Open Interest 250 19,045 +0
Japanese Gov't Bonds(SGX)
Sep09 090701 137.97 138.21 137.90 138.15 +0.78 1,906 15,589 -217
Dec09 090706 138.18 138.18 138.18 138.18 +0.34 0 1 +0
Mar10 090706 137.95 137.95 137.95 137.95 +0.34      
Total Volume and Open Interest 2,828 12,471 +0
Euro-Bund(EUREX)
Sep09 090706 121.69 122.00 121.61 121.96 +0.31 631,966 862,987 +15,745
Dec09 090706 120.44 120.65 120.44 120.64 +0.32 59 64 +1
Mar10 090706 120.24 120.24 120.24 120.24 +0.39      
Total Volume and Open Interest 632,025 863,051 +15,746
Euro-Bobl(EUREX)
Sep09 090630 115.55 115.56 115.23 115.45 +0.50 333,989 652,324 +12,347
Dec09 090706 114.85 114.85 114.85 114.85 +0.16 2 29 +1
Mar10 090706 114.57 114.57 114.57 114.57 +0.15      
Total Volume and Open Interest 260,862 677,577 +8,559
3-Mth Euribor(EUREX)
Sep09 090615 98.785 98.820 98.780 98.810 +0.035 0 14,453 -137
Dec09 090706 98.945 98.945 98.935 98.935 +0.010 205 5,430 +142
Mar10 090706 98.840 98.855 98.835 98.835 +0.005 5 2,794 +5
Total Volume and Open Interest 506 33,634 +240
Long Gilt(LIFFE)
Sep09 090629 118~02 118~28 118~02 118~24 +0~20 71,825 219,335 -1,488
Dec09 090706 118~18 118~18 118~18 118~18 +0~24      
Total Volume and Open Interest 116,299 222,356 +12,382
3-Mth Short Sterling(LIFFE)
Sep09 090706 98.97 99.00 98.97 98.98 +0.01 32,684 275,414 +6,494
Dec09 090706 98.79 98.84 98.79 98.81 +0.03 49,302 288,239 +6,901
Mar10 090706 98.56 98.58 98.53 98.56 +0.08 91,357 354,575 +669
Jun10 090706 98.10 98.15 98.09 98.13 +0.14 111,519 298,898 +16,587
Sep10 090706 97.64 97.68 97.61 97.66 +0.18 80,037 249,770 +3,634
Dec10 090706 97.09 97.16 97.09 97.13 +0.18 53,780 210,696 +4,046
Total Volume and Open Interest 523,166 2,086,058 +48,020
3-Mth Euribor(LIFFE)
Sep09 090706 99.045 99.065 99.035 99.050 +0.030 71,147 662,822 +10,674
Dec09 090706 98.895 98.955 98.895 98.935 +0.010 66,348 525,385 +84
Mar10 090706 98.830 98.865 98.830 98.835 +0.005 69,487 474,355 +851
Total Volume and Open Interest 497,848 3,160,943 -3,091
3-Mth Aus T-Bills(SFE)
Sep09 090706 96.86 96.88 96.84 96.87 +0.02 12,804 288,957 -4,435
Dec09 090706 96.75 96.79 96.74 96.78 +0.06 9,689 208,934 +740
Mar10 090706 96.44 96.51 96.44 96.49 +0.10 6,319 127,742 +249
Jun10 090706 96.03 96.08 96.02 96.08 +0.13 4,683 77,650 +1,408
Sep10 090706 95.59 95.63 95.59 95.63 +0.12 941 48,544 +95
Dec10 090706 95.23 95.25 95.22 95.25 +0.12 419 30,498 -210
Mar11 090706 94.90 94.93 94.89 94.93 +0.13 262 18,913 +90
Jun11 090706 94.59 94.62 94.58 94.61 +0.13 144 10,822 +99
Sep11 090706 94.31 94.31 94.31 94.31 +0.13 100 3,325 +88
Dec11 090706 94.03 94.03 94.03 94.03 +0.14 50 882 +50
Total Volume and Open Interest 35,411 817,135 -1,826
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 090706 94.55 94.55 94.55 94.55 unch      
Total Volume and Open Interest 27,036 320,727 +890
3-Year Aus T-Bonds(SFE)
Sep09 090706 95.48 95.54 95.46 95.52 +0.12 102,131 485,501 -3,191
Dec09 090706 95.42 95.42 95.42 95.42 +0.12      
Total Volume and Open Interest 102,131 485,501 -3,191
Gold(CMX)
Aug09 090706 932.0 934.3 920.3 924.3 -6.7 97,417 225,276 -2,018
Oct09 090706 931.3 935.3 922.2 925.6 -6.7 802 12,679 -151
Dec09 090706 932.6 936.8 922.8 926.9 -6.7 4,389 53,958 +1,040
Feb10 090706 933.4 937.1 925.0 927.9 -6.7 81 16,205 +1
Apr10 090706 930.0 938.3 925.0 928.9 -6.8 903 16,358 -6
Jun10 090706 928.1 930.2 928.1 930.2 -7.0 122 9,140 +13
Aug10 090706 931.8 931.8 931.8 931.8 -7.0 0 3,677 +0
Oct10 090706 933.0 933.7 933.0 933.7 -7.1 300 1,537 +300
Dec10 090706 941.9 942.0 933.2 935.8 -7.2 17 13,313 +15
Feb11 090706 938.4 938.4 938.4 938.4 -7.3 0 12 +0
Apr11 090706 941.2 941.2 941.2 941.2 -7.4      
Jun11 090706 288.8 288.8 288.8 288.8 -7.5 0 9,150 +0
Total Volume and Open Interest 104,120 378,359 -840
Silver(CMX)
Jul09 090706 1341.5 1345.0 1301.0 1322.7 -16.6 1,083 1,841 -1,801
Sep09 090706 1342.5 1348.0 1299.5 1323.8 -17.0 20,298 57,491 -1,989
Dec09 090706 1338.5 1350.5 1303.5 1327.5 -17.3 2,303 20,660 +113
Mar10 090706 1330.0 1330.1 1330.0 1330.1 -17.5 352 6,778 +127
May10 090706 1331.8 1331.8 1331.8 1331.8 -17.6 11 2,566 +4
Jul10 090706 1315.0 1333.5 1314.5 1333.5 -17.7 145 2,916 -65
Sep10 090706 1335.4 1335.4 1335.4 1335.4 -17.8 3 159 -2
Total Volume and Open Interest 24,265 100,969 -3,625
Platinum(NYMEX)
Jul09 090706 1178.0 1178.0 1140.3 1140.3 -46.3 15 226 -464
Oct09 090706 1186.2 1186.2 1145.1 1147.0 -46.3 1,681 22,363 +274
Jan10 090706 1152.3 1156.0 1151.4 1151.4 -44.9 5 218 +1
Total Volume and Open Interest 1,701 22,807 -189
Palladium(NYMEX)
Sep09 090706 250.00 250.00 240.00 242.65 -9.35 764 16,374 +292
Dec09 090706 246.25 247.05 242.50 243.80 -9.35 5 358 -3
Mar10 090706 245.30 245.30 245.30 245.30 -9.35 0 1 +0
Total Volume and Open Interest 769 16,733 +289
Copper(CMX)
Jul09 090706 225.25 227.55 219.70 225.05 -3.95 1,210 4,706 -560
Sep09 090706 227.05 231.10 220.55 226.25 -4.30 16,832 72,758 -806
Dec09 090706 225.60 230.60 221.65 227.45 -4.15 379 12,706 +86
Mar10 090706 224.00 228.00 224.00 228.00 -4.00 58 2,369 +12
May10 090706 227.00 228.20 224.00 228.20 -3.90 2 619 +0
Total Volume and Open Interest 19,363 103,022 -1,167
Aluminum(CMX)
Jul09 090706 74.25 74.25 74.25 74.25 -2.25      
Aug09 090706 74.75 74.75 74.75 74.75 -2.25      
Sep09 090706 75.25 75.25 75.25 75.25 -2.25      
Oct09 090706 3.66 3.66 3.66 3.66 -2.25      
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 090706 8217 8280 8145 8277 +36 1,156 7,804 -24
Dec09 090706 8218 8218 8185 8218 +33 5 43 +2
Mar10 090706 8175 8175 8139 8175 +36 0 1 +0
Jun10 090706 8127 8127 8091 8127 +36      
Total Volume and Open Interest 1,161 7,848 -22
S & P 500(CME)
Sep09 090706 890.50 896.00 882.00 895.50 +2.20 23,511 376,988 -6,988
Dec09 090706 879.70 892.00 879.70 891.10 +2.10 1 6,659 -4
Mar10 090706 886.90 887.80 876.80 886.90 +2.10 0 3,172 +0
Jun10 090706 883.90 884.80 873.80 883.90 +2.10 0 7 +0
Total Volume and Open Interest 23,512 386,836 -6,992
S & P 500 E-Mini(Globex)
Sep09 090706 892.00 896.25 882.00 895.50 +2.25 1,534,550 2,294,645 -21,870
Dec09 090706 886.25 892.00 877.75 891.00 +2.00 1,070 8,769 +171
Total Volume and Open Interest 1,535,621 2,303,455 -21,699
NASDAQ 100(CME)
Sep09 090706 1440.00 1444.00 1422.00 1441.00 -4.30 1,431 14,834 +274
Dec09 090706 1439.30 1439.30 1438.50 1439.30 -4.20 0 12 +0
Mar10 090706 1438.30 1438.30 1437.50 1438.30 -4.20      
Total Volume and Open Interest 1,431 14,846 +274
NASDAQ 100 E-Mini(Globex)
Sep09 090706 1442.80 1444.30 1422.30 1441.00 -4.00 263,370 245,643 +5,374
Dec09 090706 1430.00 1440.30 1421.30 1439.30 -4.20 470 592 +340
Total Volume and Open Interest 224,902 246,244 +5,714
S & P Midcap 400(CME)
Sep09 090706 561.00 561.40 552.50 561.40 -3.90 293 2,588 +160
Dec09 090706 559.40 559.40 559.30 559.40 -3.90      
Mar10 090706 557.40 557.40 557.30 557.40 -3.90      
Total Volume and Open Interest 293 2,588 +160
Russell 2000(CME)
Sep09 090706 0.05 0.05 0.05 0.05 unch 63 5,913 -60
Dec09 090706 0.05 0.05 0.05 0.05 unch 0 2,283 +0
Mar10 090706 0.05 0.05 0.05 0.05 unch 0 5,211 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090706 9740 9780 9645 9715 -180 114,477 160,290 +1,417
Dec09 090706 9685 9685 9685 9685 -170 13 922 +0
Total Volume and Open Interest 115,435 165,959 +0
Nikkei 225(SGX)
Sep09 090706 9740 9780 9645 9715 -180 114,477 160,290 +1,417
Dec09 090706 9685 9685 9685 9685 -170 13 922 +0
Mar10 090706 9690 9690 9690 9690 -185 0 75 +0
Total Volume and Open Interest 115,435 165,959 +0
CAC 40(EURONEXT)
Jul09 090706 3102.5 3104.5 3057.5 3082.0 -33.0 127,024 378,988 +4,851
Aug09 090706 3097.5 3097.5 3064.5 3082.0 -33.5 498 1,203 +372
Sep09 090706 3112.5 3112.5 3057.0 3076.5 -33.5 1,621 40,270 +367
Total Volume and Open Interest 129,160 423,216 +5,587
Hang Seng Index(HKFE)
Jul09 090706 18012 18243 17811 17934 -191 66,287 78,747 +2,070
Aug09 090706 17936 18200 17805 17898 -202 306 227 +77
Sep09 090706 17758 18120 17731 17809 -217 211 2,339 +36
Total Volume and Open Interest 66,835 82,000 +2,228
DAX(EUREX)
Sep09 090706 4668.5 4693.5 4609.5 4662.0 -69.5 136,016 124,819 +717
Dec09 090706 4658.0 4696.0 4615.5 4665.0 -69.5 264 8,247 +98
Mar10 090706 4646.0 4690.0 4646.0 4672.5 -72.0 102 497 +49
Total Volume and Open Interest 136,382 133,563 +864
FT-SE 100(EURONEXT)
Sep09 090706 4171.00 4199.00 4136.00 4166.00 -32.00 112,154 617,660 +8,646
Dec09 090706 4140.00 4140.00 4121.00 4137.50 -32.50 224 4,457 -9
Mar10 090706 4108.00 4108.00 4108.00 4108.00 -33.00      
Total Volume and Open Interest 112,378 622,117 +8,637
SPI 200(SFE)
Sep09 090706 3780.0 3782.0 3735.0 3749.0 -112.0 27,877 226,464 -15,998
Dec09 090706 3752.0 3762.0 3751.0 3757.0 -112.0 170 3,590 +86
Mar10 090706 3733.0 3733.0 3733.0 3733.0 -112.0 0 4,344 +0
Total Volume and Open Interest 28,089 234,673 -15,870
GSCI(CME)
Jul09 090706 420.50 424.50 419.00 420.90 -15.10 738 15,828 -44
Aug09 090706 426.50 441.35 424.00 425.90 -15.40 55 55 +50
Sep09 090706 431.50 446.55 430.00 431.50 -15.00 2 2 +0
Total Volume and Open Interest 795 15,885 +6
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.

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