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MRCI's End of Day Prices
Daily Futures Price Listing Mon July 20, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug09 090720 1013.25 1034.25 1006.50 1033.00 +23.50 38,113 52,523 -3,320
Sep09 090720 948.50 966.75 945.00 960.50 +12.00 13,475 22,735 +11
Nov09 090720 922.00 940.00 912.00 923.00 -0.50 85,277 235,759 -1,945
Jan10 090720 930.00 946.25 920.00 930.00 -1.25 8,008 34,579 +1,480
Mar10 090720 941.00 945.00 928.25 934.75 -1.25 4,167 19,399 +153
May10 090720 938.00 950.50 929.50 937.00 +0.50 2,327 11,196 +555
Jul10 090720 943.00 949.00 932.00 939.50 +4.00 3,394 16,125 +404
Total Volume and Open Interest 155,795 412,487 -2,785
Soybean Meal(CBOT)
Aug09 090720 318.80 327.20 317.10 324.40 +6.90 18,218 27,904 -1,129
Sep09 090720 293.40 302.10 293.40 297.20 +1.50 9,295 26,924 -203
Oct09 090720 284.60 287.30 278.50 279.90 -2.80 5,907 19,832 -141
Dec09 090720 278.20 283.60 273.00 274.90 -3.80 27,782 69,074 -1,248
Jan10 090720 280.30 280.30 271.10 272.40 -3.80 1,737 7,363 -31
Mar10 090720 278.00 279.00 271.40 272.40 -3.30 2,191 6,401 -108
May10 090720 278.00 278.50 271.50 271.90 -2.80 1,114 7,084 +8
Jul10 090720 278.00 278.00 272.60 272.70 -2.80 835 3,534 +173
Total Volume and Open Interest 67,453 171,509 -2,660
Soybean Oil(CBOT)
Aug09 090720 34.82 35.53 34.57 35.34 +0.52 19,047 38,242 -1,927
Sep09 090720 34.98 35.57 34.75 35.51 +0.52 7,406 37,682 -55
Oct09 090720 35.54 35.67 35.23 35.67 +0.51 2,049 17,014 -93
Dec09 090720 35.57 36.24 35.28 36.04 +0.52 29,827 115,482 +80
Jan10 090720 36.08 36.39 35.93 36.39 +0.53 1,190 14,022 +311
Mar10 090720 35.88 36.62 35.85 36.62 +0.52 1,115 7,733 +53
May10 090720 36.49 36.72 36.30 36.72 +0.52 356 6,252 +88
Jul10 090720 36.45 36.84 36.32 36.84 +0.52 349 4,830 +226
Total Volume and Open Interest 61,377 249,602 -1,299
Canola(WCE)
Jul09 090720 508.1 508.1 508.1 508.1 +4.9      
Nov09 090720 426.5 430.8 422.0 422.7 -2.9 5,603 76,289 -1,453
Jan10 090720 431.4 431.7 425.5 426.6 -3.4 406 9,474 -152
Mar10 090720 430.2 430.2 429.1 429.1 -4.7 0 1,737 +0
May10 090720 431.1 431.1 431.1 431.1 -4.7 0 510 +0
Total Volume and Open Interest 6,009 88,622 -1,605
Corn(CBOT)
Sep09 090720 322.00 325.00 318.25 323.25 +1.00 69,617 263,192 -772
Dec09 090720 331.50 335.00 328.50 333.75 +2.25 118,332 420,492 -4,075
Mar10 090720 344.75 348.00 342.25 347.50 +2.25 11,253 74,858 +1,781
May10 090720 354.25 358.00 352.00 357.25 +2.50 2,700 17,772 +523
Jul10 090720 363.25 367.00 361.50 366.25 +2.00 5,849 50,094 -474
Sep10 090720 371.00 374.50 370.00 374.25 +2.75 988 6,986 +552
Total Volume and Open Interest 213,652 896,047 -3,592
Wheat(CBOT)
Sep09 090720 541.75 553.75 531.75 542.25 +0.50 35,036 146,517 +2,130
Dec09 090720 567.00 580.00 558.50 568.75 +0.75 18,450 103,912 +196
Mar10 090720 590.00 597.50 577.00 587.25 +1.00 2,871 16,658 +238
May10 090720 602.75 608.50 588.25 598.25 +1.00 84 2,019 -9
Jul10 090720 607.00 617.00 599.00 607.50 +1.25 1,997 37,930 +36
Total Volume and Open Interest 58,681 313,690 +2,708
Wheat(KCBT)
Sep09 090720 566.25 578.00 559.25 571.00 +4.50 8,699 41,218 -269
Dec09 090720 583.25 594.75 576.00 587.50 +4.00 3,615 35,515 +302
Mar10 090720 603.50 609.75 592.75 603.75 +4.25 511 5,928 +168
May10 090720 620.00 621.25 603.50 614.50 +4.25 245 1,272 +8
Jul10 090720 625.00 630.25 614.50 625.50 +4.75 950 10,525 +387
Total Volume and Open Interest 14,104 96,052 +654
Wheat(MGE)
Jul09 090714 618.00 621.00 618.00 618.00 -3.00 0 26 +0
Sep09 090720 616.00 624.00 608.00 613.25 -3.00 1,953 10,554 -696
Dec09 090720 626.00 632.75 617.25 622.50 -3.50 617 12,900 -21
Mar10 090720 641.00 644.50 631.00 636.00 -1.75 172 3,340 +128
May10 090720 650.75 651.25 638.25 643.50 -1.00 37 1,090 +18
Total Volume and Open Interest 2,904 33,547 -536
Oats(CBOT)
Sep09 090720 215.25 218.75 211.00 216.00 +0.75 137 3,709 +16
Dec09 090720 227.75 231.00 223.25 228.00 +0.75 433 8,354 +108
Mar10 090720 237.25 240.00 237.25 240.00 +0.75 73 1,299 -1
May10 090720 248.00 248.00 247.25 248.00 +0.75 0 88 +0
Total Volume and Open Interest 643 13,450 +123
Rough Rice(CBOT)
Jul09 090714 12.99 13.10 12.89 12.89 -0.01 16 85 +5
Sep09 090720 12.85 13.37 12.81 13.36 +0.39 207 5,330 +60
Nov09 090720 13.02 13.48 12.99 13.48 +0.37 81 2,035 +16
Jan10 090720 13.27 13.60 13.27 13.60 +0.35 4 277 +2
Total Volume and Open Interest 294 8,168 +78
Live Cattle(CME)
Aug09 090720 86.635 86.980 85.635 86.800 +0.425 16,251 55,617 -2,567
Oct09 090720 92.050 92.050 90.950 91.885 -0.065 22,141 94,555 +3,425
Dec09 090720 90.385 90.550 89.750 90.400 +0.050 8,183 49,324 +2,051
Feb10 090720 89.900 90.050 89.350 89.800 -0.025 2,456 16,334 +462
Apr10 090720 90.800 91.035 90.450 90.900 unch 591 8,065 +199
Jun10 090720 88.200 88.900 88.150 88.650 -0.075 601 2,802 +167
Total Volume and Open Interest 50,293 227,400 +3,785
Feeder Cattle(CME)
Aug09 090720 104.650 104.900 103.785 104.480 -0.120 1,697 10,206 -193
Sep09 090720 104.800 105.000 104.000 104.500 -0.225 832 7,751 +285
Oct09 090720 104.680 104.800 103.785 104.385 -0.190 1,082 6,294 +416
Nov09 090720 104.600 104.730 103.700 104.300 -0.200 260 1,740 +73
Jan10 090720 102.900 103.100 102.500 102.800 -0.100 45 521 -2
Mar10 090720 102.000 102.700 102.000 102.650 +0.150 72 214 +48
Apr10 090720 102.250 102.250 102.250 102.250 +0.050 0 27 +0
Total Volume and Open Interest 3,988 26,759 +627
Lean Hogs(CME)
Aug09 090720 64.785 65.000 64.250 64.650 -0.025 9,486 28,977 -1,003
Oct09 090720 60.550 60.750 60.050 60.485 -0.065 7,004 50,803 +1,460
Dec09 090720 58.950 59.150 58.300 58.350 -0.600 3,766 31,115 +227
Feb10 090720 63.485 64.250 63.350 63.750 -0.425 1,594 12,835 +462
Apr10 090720 67.680 67.750 67.000 67.180 -0.570 202 4,780 +56
May10 090720 71.850 72.000 71.850 71.930 -0.045 14 428 +9
Jun10 090720 74.800 74.900 74.385 74.900 +0.050 110 2,660 +44
Jul10 090720 73.850 74.050 73.850 74.050 -0.050 32 631 +27
Total Volume and Open Interest 22,234 132,697 +1,307
Pork Bellies(CME)
Jul09 090720 64.500 64.500 64.000 64.500 +2.000 0 1 -27
Aug09 090720 64.725 65.800 63.500 65.800 +2.000 46 454 -8
Feb10 090720 86.600 87.800 86.500 87.800 +2.000 5 137 -4
Mar10 090720 84.800 84.800 83.785 84.800 +1.800 0 42 +0
May10 090720 87.400 87.400 87.400 87.400 +0.900      
Total Volume and Open Interest 51 634 -39
Class III Milk(CME)
Jul09 090720 10.00 10.01 9.98 9.98 -0.02 129 4,633 +31
Aug09 090720 10.47 10.99 10.42 10.95 +0.43 427 4,319 +183
Sep09 090720 11.65 12.38 11.65 12.35 +0.70 304 4,021 -12
Oct09 090720 12.46 13.21 12.40 13.09 +0.63 423 3,604 +159
Nov09 090720 13.41 13.98 13.32 13.94 +0.52 253 3,443 +110
Total Volume and Open Interest 2,168 27,826 +781
Cocoa(ICE)
Sep09 090720 2773 2889 2773 2868 +106 4,512 45,978 -394
Dec09 090720 2797 2905 2795 2889 +106 766 30,053 +201
Mar10 090720 2825 2917 2825 2900 +102 416 19,346 -48
May10 090720 2882 2920 2882 2903 +102 104 4,861 +7
Jul10 090720 2910 2910 2910 2910 +102 7 3,588 +1
Sep10 090720 2911 2911 2911 2911 +102 0 2,392 +58
Dec10 090720 2916 2916 2916 2916 +102 19 772 +10
Total Volume and Open Interest 5,824 110,545 -166
Coffee "C"(ICE)
Jul09 090720 118.00 119.75 116.85 119.75 +3.50 22 23 +1
Sep09 090720 119.00 122.80 118.80 122.30 +3.60 9,512 62,447 +744
Dec09 090720 121.05 125.75 121.05 125.25 +3.55 1,437 26,469 -109
Mar10 090720 124.50 128.25 124.50 128.00 +3.50 230 11,576 +45
May10 090720 129.60 130.25 129.35 129.95 +3.45 241 3,710 +5
Jul10 090720 131.85 131.85 131.85 131.85 +3.45 162 1,629 +158
Total Volume and Open Interest 11,607 108,580 +844
Orange Juice(ICE)
Sep09 090720 103.85 104.45 101.05 103.75 +0.10 2,699 18,291 +58
Nov09 090720 105.55 107.70 105.10 107.00 +0.20 245 8,567 +158
Jan10 090720 108.55 110.20 108.55 110.00 +0.20 40 1,079 -8
Mar10 090720 112.00 113.40 112.00 113.40 +0.25 429 2,205 +339
May10 090720 116.10 116.10 116.10 116.10 +0.45 0 130 +0
Jul10 090720 117.30 118.80 117.30 118.80 +0.15 0 59 +0
Total Volume and Open Interest 3,413 30,513 +547
Sugar #11(ICE)
Oct09 090720 17.45 17.78 17.45 17.74 +0.44 31,256 304,434 -2,973
Mar10 090720 18.64 19.09 18.64 19.04 +0.48 17,006 175,555 -381
May10 090720 18.40 18.59 18.39 18.54 +0.43 4,188 41,372 +130
Jul10 090720 17.87 18.05 17.87 18.00 +0.41 4,794 80,197 -722
Oct10 090720 17.53 17.82 17.53 17.76 +0.41 3,711 45,530 -470
Total Volume and Open Interest 61,458 722,224 -4,514
Sugar #14(ICE)
Sep09 090720 23.20 23.33 23.20 23.33 +0.18 126 2,281 -6
Total Volume and Open Interest 126 2,281 -6
London Cocoa(LCE)
Sep09 090720 1778 1831 1774 1808 +35 20,839 50,722 +6,628
Dec09 090720 1785 1840 1784 1818 +36 7,392 37,168 +4,592
Mar10 090720 1783 1841 1783 1817 +34 1,930 31,992 +1,097
May10 090720 1792 1827 1792 1811 +33 347 16,569 +227
Jul10 090720 1775 1803 1775 1803 +30 57 6,785 +45
Sep10 090720 1806 1806 1800 1800 +28 0 2,619 +0
Dec10 090720 1806 1806 1806 1806 +28 9 660 +9
Total Volume and Open Interest 30,574 149,116 -8,087
London Coffee(LCE)
London Sugar(LCE)
Oct09 090720 462.00 468.90 460.30 468.70 +10.50 3,317 48,497 -614
Dec09 090720 474.80 482.60 474.80 482.30 +9.60 452 9,290 +212
Mar10 090720 486.00 491.60 485.30 491.60 +8.70 826 12,751 -123
May10 090720 484.00 489.20 484.00 488.20 +9.10 525 2,571 +510
Aug10 090720 477.00 482.40 477.00 482.00 +8.30 652 2,000 +329
Total Volume and Open Interest 5,879 76,324 -2,219
Cotton(ICE)
Oct09 090720 61.90 63.03 61.56 63.01 +0.91 83 2,538 +13
Dec09 090720 63.95 64.89 63.31 64.86 +0.80 5,908 103,838 +1,422
Mar10 090720 65.55 66.95 65.48 66.89 +0.72 735 14,541 +334
May10 090720 66.67 68.02 66.59 68.02 +0.71 163 907 +123
Jul10 090720 67.68 69.11 67.60 69.11 +0.73 40 2,000 +3
Oct10 090720 69.97 70.01 69.97 70.01 +0.43 0 9 +0
Total Volume and Open Interest 6,942 126,038 +1,905
Lumber(CME)
Sep09 090720 184.4 187.6 182.7 187.0 +1.8 754 5,186 +96
Nov09 090720 188.5 191.0 186.5 190.5 +2.9 271 1,434 -43
Jan10 090720 206.5 211.8 205.7 211.4 +2.6 63 747 -9
Mar10 090720 222.3 226.0 222.0 226.0 +1.0 4 38 +1
Total Volume and Open Interest 1,092 7,417 +45
Crude Oil(NYM)
Aug09 090720 63.38 64.90 63.19 63.98 +0.42 250,043 66,721 -28,450
Sep09 090720 64.37 65.90 64.20 65.29 +0.71 158,313 311,108 +11,678
Oct09 090720 65.85 67.16 65.50 66.77 +0.92 41,112 85,677 -1,662
Nov09 090720 66.94 68.38 66.71 68.06 +1.01 25,308 40,714 +404
Dec09 090720 67.72 69.44 67.72 69.10 +1.07 51,713 162,671 -214
Jan10 090720 69.17 70.12 69.00 69.94 +1.08 5,963 30,753 -1,260
Feb10 090720 70.50 70.68 69.80 70.65 +1.10 4,160 20,419 +255
Mar10 090720 70.95 71.48 70.80 71.28 +1.14 4,012 17,104 +461
Apr10 090720 71.57 71.86 71.45 71.86 +1.19 1,491 10,670 -4
May10 090720 72.18 72.41 71.91 72.41 +1.23 1,348 9,157 -68
Jun10 090720 72.79 73.20 72.26 72.94 +1.28 10,359 44,249 +1,752
Jul10 090720 73.24 73.54 72.44 73.33 +1.30 1,884 29,581 +156
Aug10 090720 73.05 73.63 73.05 73.63 +1.31 1,084 6,995 -6
Sep10 090720 73.91 73.91 73.91 73.91 +1.31 1,180 11,873 +261
Oct10 090720 74.20 74.20 74.20 74.20 +1.31 373 5,477 -81
Nov10 090720 74.54 74.54 74.54 74.54 +1.33 445 7,853 -51
Total Volume and Open Interest 575,045 1,166,935 -17,610
e-miNY Crude Oil(NYM)
Jul09 090528 62.975 65.425 62.750 65.075 +2.625 8,778 3,598 +199
Aug09 090720 63.525 64.875 63.225 63.975 +0.425 10,343 3,538 -857
Sep09 090720 64.400 65.875 64.175 65.300 +0.725 2,777 1,482 +333
Oct09 090720 65.800 67.025 65.750 66.775 +0.925 318 279 +30
Nov09 090720 67.475 68.225 67.475 68.050 +1.000 191 155 +0
Dec09 090720 69.100 69.100 69.100 69.100 +1.075 116 140 +67
Jan10 090720 69.950 69.950 69.950 69.950 +1.100 16 12 +12
Feb10 090720 70.300 70.650 70.300 70.650 +1.100      
Mar10 090720 71.275 71.275 71.275 71.275 +1.125 0 1 +0
Apr10 090720 71.850 71.850 71.850 71.850 +1.175      
Total Volume and Open Interest 13,761 5,682 -415
Heating Oil(NYM)
Aug09 090720 163.75 169.69 163.75 168.94 +4.84 41,395 41,906 -1,738
Sep09 090720 166.90 172.77 166.90 172.04 +4.46 24,534 54,568 +2,067
Oct09 090720 174.13 175.95 171.85 175.24 +4.12 10,001 31,478 -422
Nov09 090720 176.61 179.40 175.83 178.72 +3.91 5,468 19,006 +525
Dec09 090720 180.05 182.86 179.26 182.23 +3.89 11,003 37,298 +1,184
Jan10 090720 182.94 185.75 182.92 185.68 +3.84 2,374 18,633 +143
Feb10 090720 187.47 188.18 187.47 188.18 +3.84 2,633 11,704 +842
Mar10 090720 188.50 189.48 186.62 189.48 +3.74 2,121 8,859 +99
Apr10 090720 187.50 190.08 187.50 190.08 +3.64 903 6,325 +224
May10 090720 190.40 191.03 190.40 191.03 +3.64 616 7,902 +227
Jun10 090720 189.08 192.70 189.08 192.13 +3.64 723 17,708 -176
Jul10 090720 193.82 194.18 193.82 194.18 +3.64 159 2,873 +50
Total Volume and Open Interest 103,187 297,726 +3,262
Gasoline(NYMEX)
Aug09 090720 175.55 179.85 175.16 178.94 +1.95 26,931 42,748 -3,505
Sep09 090720 174.50 179.00 174.16 178.09 +1.95 15,326 68,834 +1,163
Oct09 090720 167.70 169.43 165.57 168.56 +1.81 7,399 28,178 +779
Nov09 090720 168.00 168.79 166.04 168.21 +1.85 5,182 14,352 -165
Dec09 090720 169.52 170.00 166.49 169.44 +2.01 6,001 18,854 +1,090
Jan10 090720 171.67 171.83 168.95 171.77 +2.03 1,004 9,209 -3
Feb10 090720 173.10 174.17 173.10 174.17 +2.13 620 3,115 -82
Mar10 090720 174.39 176.67 174.39 176.67 +2.18 498 3,802 +252
Apr10 090720 190.17 190.17 190.17 190.17 +2.33 130 4,087 +34
May10 090720 191.62 191.62 191.62 191.62 +2.38 55 2,276 +14
Total Volume and Open Interest 63,620 203,248 -411
e-miNY RBOB Gasoline(NYM)
Aug09 090720 1.77 1.77 1.77 1.79 +0.02 0 1 +0
Sep09 090720 178.09 178.09 178.09 178.09 +1.95      
Oct09 090720 168.56 168.56 168.56 168.56 +1.81      
Nov09 090720 168.21 168.21 168.21 168.21 +1.85      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Aug09 090720 3.700 3.774 3.516 3.689 +0.020 167,361 93,852 -15,583
Sep09 090720 3.819 3.925 3.665 3.838 +0.022 76,474 150,835 +7,206
Oct09 090720 4.000 4.121 3.892 4.045 +0.017 31,997 91,194 +3,751
Nov09 090720 4.726 4.760 4.558 4.694 +0.021 6,914 40,067 +827
Dec09 090720 5.290 5.400 5.223 5.344 +0.028 5,387 43,499 -249
Jan10 090720 5.650 5.650 5.509 5.622 +0.026 10,889 42,266 +547
Feb10 090720 5.663 5.675 5.533 5.651 +0.025 1,259 20,857 +351
Mar10 090720 5.571 5.609 5.466 5.581 +0.029 4,048 36,333 +379
Apr10 090720 5.510 5.516 5.386 5.488 +0.028 2,965 34,850 +365
May10 090720 5.510 5.559 5.436 5.532 +0.029 336 18,992 -6
Jun10 090720 5.595 5.656 5.552 5.625 +0.030 202 9,502 +51
Jul10 090720 5.670 5.750 5.670 5.743 +0.030 504 9,310 -124
Aug10 090720 5.797 5.862 5.797 5.833 +0.030 225 9,031 -97
Sep10 090720 5.852 5.925 5.852 5.893 +0.028 149 6,910 +4
Oct10 090720 5.929 6.036 5.928 6.003 +0.028 1,007 17,579 +12
Nov10 090720 6.280 6.349 6.270 6.348 +0.033 265 6,001 -14
Total Volume and Open Interest 311,145 756,998 -2,928
Brent Crude Oil(ICE)
Sep09 090720 65.03 66.76 65.03 66.44 +1.06 127,176 146,522 +740
Oct09 090720 65.86 67.43 65.86 67.16 +1.12 59,224 107,773 +846
Nov09 090720 67.27 68.23 66.81 67.97 +1.15 23,648 32,107 +340
Dec09 090720 68.26 69.03 67.65 68.77 +1.16 28,077 98,063 -340
Jan10 090720 69.03 69.76 68.50 69.49 +1.18 6,279 24,472 -161
Feb10 090720 69.69 70.19 69.58 70.19 +1.20 2,379 15,762 -37
Mar10 090720 70.30 70.87 69.90 70.84 +1.24 2,108 11,803 -221
Apr10 090720 70.90 71.52 70.55 71.47 +1.27 2,761 6,242 +166
May10 090720 71.88 72.13 71.15 72.06 +1.29 2,334 4,321 -196
Jun10 090720 72.38 72.67 71.67 72.58 +1.30 5,123 33,381 +559
Jul10 090720 73.01 73.01 73.01 73.01 +1.32 803 8,752 -37
Aug10 090720 73.35 73.35 73.35 73.35 +1.32 529 6,124 -18
Sep10 090720 73.66 73.66 73.66 73.66 +1.33 584 2,749 +110
Oct10 090720 73.99 73.99 73.99 73.99 +1.36 250 2,702 -67
Total Volume and Open Interest 270,535 642,737 -15,441
Gas Oil(ICE)
Aug09 090720 530.50 546.50 528.00 538.50 +12.00 43,833 77,469 -4,232
Sep09 090720 537.00 553.50 536.75 545.75 +11.50 42,419 83,474 -1,052
Oct09 090720 544.50 561.25 544.50 553.50 +11.25 13,726 44,798 +330
Nov09 090720 559.00 568.50 557.25 561.50 +11.00 9,967 29,343 +886
Dec09 090720 568.25 577.00 565.50 569.75 +10.75 21,001 66,517 -1,672
Jan10 090720 578.25 585.75 574.50 578.50 +10.75 6,225 36,560 +1,103
Feb10 090720 586.00 589.25 582.50 586.50 +10.75 2,150 16,297 +206
Mar10 090720 593.25 596.50 590.00 594.00 +11.00 1,277 18,765 -29
Apr10 090720 600.00 603.50 600.00 601.25 +11.25 406 10,558 +222
May10 090720 606.00 609.25 606.00 607.25 +11.00 1,483 8,794 +622
Total Volume and Open Interest 151,264 508,779 -3,158
Ethanol(CBOT)
Jul09 090706 1.625 1.625 1.625 1.625 -0.025 47 145 -23
Aug09 090720 1.530 1.560 1.530 1.560 +0.026 16 386 -4
Sep09 090720 1.520 1.535 1.520 1.534 +0.024 17 525 +3
Oct09 090720 1.500 1.509 1.475 1.509 +0.017 9 348 +9
Nov09 090720 1.470 1.502 1.470 1.502 +0.017 3 232 +0
Dec09 090720 1.480 1.504 1.470 1.504 +0.019 9 380 +5
Jan10 090720 1.480 1.500 1.470 1.500 +0.005 30 418 +0
Feb10 090720 1.490 1.510 1.490 1.510 +0.020 22 431 -18
Total Volume and Open Interest 167 3,846 -30
US Dollar Index(ICE)
Sep09 090720 79.520 79.605 78.925 79.050 -0.455 4,050 24,257 +1,157
Dec09 090720 79.850 79.850 79.275 79.365 -0.455 27 2,105 +6
Mar10 090720 79.635 79.635 79.635 79.635 -0.455      
Total Volume and Open Interest 4,077 26,362 +1,163
Australian Dollar(CME)
Sep09 090720 79.97 81.43 79.90 81.20 +1.19 66,221 94,787 +1,649
Dec09 090720 79.60 80.78 79.45 80.66 +1.19 108 462 -20
Mar10 090720 80.10 80.10 78.94 80.10 +1.16 0 15 +0
Total Volume and Open Interest 66,329 95,265 +1,629
British Pound(CME)
Sep09 090720 163.40 165.57 163.26 165.32 +1.54 78,601 92,251 -193
Dec09 090720 164.67 165.51 163.38 165.30 +1.53 42 352 +18
Mar10 090720 165.26 165.26 163.53 165.26 +1.49 0 8 +0
Total Volume and Open Interest 78,643 92,633 -175
Canadian Dollar(CME)
Sep09 090720 89.71 90.76 89.64 90.35 +0.72 61,172 83,142 -567
Dec09 090720 90.08 90.77 89.66 90.38 +0.72 70 2,274 +31
Mar10 090720 90.35 90.63 89.68 90.40 +0.72 59 638 +0
Jun10 090720 90.42 90.55 89.70 90.42 +0.72 2 130 +1
Total Volume and Open Interest 61,303 86,349 -535
Japanese Yen(CME)
Sep09 090720 106.09 106.30 105.55 106.20 +0.05 91,142 110,703 +2,069
Dec09 090720 106.17 106.39 105.73 106.31 +0.04 14 223 +5
Mar10 090720 106.68 106.68 106.09 106.49 +0.04 0 37 +0
Total Volume and Open Interest 91,156 110,964 +2,074
Swiss Franc(CME)
Sep09 090720 92.95 93.91 92.91 93.56 +0.44 32,315 37,407 +468
Dec09 090720 93.85 94.02 93.13 93.69 +0.43 0 103 +0
Mar10 090720 93.84 93.92 93.39 93.84 +0.45 0 5 +0
Total Volume and Open Interest 32,315 37,515 +468
EuroFX(CME)
Sep09 090720 141.16 142.51 141.09 142.19 +0.79 177,036 134,643 +2,546
Dec09 090720 141.19 142.48 141.10 142.19 +0.80 42 1,305 +2
Mar10 090720 142.06 142.25 141.40 142.19 +0.79 0 338 +0
Total Volume and Open Interest 177,078 136,289 +2,548
Mexican Peso(CME)
Aug09 090720 751.2 751.2 749.0 751.2 +2.2      
Sep09 090720 743.8 752.0 743.2 746.8 +2.2 16,441 42,221 +168
Total Volume and Open Interest 16,441 43,874 +168
30-Year T-Bonds(CBOT)
Sep09 090720 116~040 117~110 115~135 117~060 +0~295 212,987 689,147 -4,592
Dec09 090720 114~285 116~025 114~090 115~310 +0~295 71 847 +1
Mar10 090720 115~000 115~000 114~025 115~000 +0~295 0 41 +0
Total Volume and Open Interest 213,058 690,038 -4,591
10-Year T-Notes(CBOT)
Sep09 090720 116~105 117~040 115~265 117~000 +0~195 799,503 1,022,658 -7,194
Dec09 090720 114~250 115~170 114~250 115~170 +0~195 85 3,912 +51
Mar10 090720 114~170 114~170 113~295 114~170 +0~195      
Total Volume and Open Interest 799,588 1,026,570 -7,143
5-Year T-Notes(CBOT)
Sep09 090720 115~021 115~085 114~109 115~077 +0~051 420,353 760,216 +9,881
Dec09 090720 113~090 114~025 113~090 114~025 +0~051 2 500 +0
Mar10 090720 114~025 114~025 113~102 114~025 +0~051      
Total Volume and Open Interest 420,355 760,716 +9,881
2 Year T-Notes(CBOT)
Sep09 090720 108~052 108~058 108~037 108~056 +0~009 88,229 635,058 +4,714
Dec09 090720 107~115 107~115 107~106 107~115 +0~009 0 2 +0
Mar10 090720 107~115 107~115 107~106 107~115 +0~009      
Total Volume and Open Interest 154,176 635,060 +4,714
Eurodollars(CME)
Sep09 090720 99.460 99.485 99.450 99.475 +0.010 127,933 1,030,528 -6,054
Dec09 090720 99.235 99.270 99.210 99.265 +0.035 168,488 941,358 -12,149
Mar10 090720 98.980 99.015 98.930 99.010 +0.045 211,382 881,137 -9,357
Jun10 090720 98.640 98.650 98.550 98.645 +0.045 217,523 616,783 +367
Sep10 090720 98.225 98.270 98.150 98.260 +0.045 283,179 596,352 -15,497
Dec10 090720 97.795 97.860 97.725 97.855 +0.060 189,029 712,706 +689
Mar11 090720 97.430 97.500 97.340 97.490 +0.075 154,696 368,935 +1,377
Jun11 090720 97.060 97.140 96.960 97.130 +0.090 112,551 357,288 -1,271
Sep11 090720 96.730 96.815 96.625 96.805 +0.095 59,630 236,422 +2,640
Dec11 090720 96.400 96.515 96.305 96.500 +0.105 43,123 155,793 +3,235
Mar12 090720 96.175 96.295 96.085 96.285 +0.115 36,932 109,929 -757
Jun12 090720 95.955 96.095 95.870 96.080 +0.115 28,848 118,450 +1,419
Sep12 090720 95.740 95.930 95.715 95.915 +0.115 10,202 65,736 -1,587
Dec12 090720 95.605 95.765 95.535 95.750 +0.110 8,753 61,180 +177
Mar13 090720 95.485 95.660 95.440 95.645 +0.105 5,294 64,729 -258
Jun13 090720 95.375 95.545 95.320 95.530 +0.105 4,053 31,789 -209
Sep13 090720 95.250 95.435 95.210 95.420 +0.100 2,283 39,984 -555
Dec13 090720 95.085 95.305 95.085 95.295 +0.095 2,155 28,909 +44
Total Volume and Open Interest 1,681,008 6,569,543 -32,064
30 Day Federal Funds(CBOT)
Jul09 090720 99.840 99.840 99.835 99.838 +0.003 2,813 59,468 +357
Aug09 090720 99.815 99.820 99.810 99.815 unch 1,910 46,535 -416
Sep09 090720 99.805 99.810 99.795 99.800 unch 1,604 31,557 +55
Oct09 090720 99.790 99.790 99.780 99.785 unch 1,344 31,222 -297
Nov09 090720 99.745 99.745 99.735 99.740 unch 1,088 61,237 -281
Dec09 090720 99.720 99.720 99.710 99.715 unch 1,589 38,419 -282
Total Volume and Open Interest 22,987 379,061 +117
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 090720 99.50 99.50 99.50 99.50 unch      
Dec09 090720 99.53 99.53 99.53 99.53 -0.01      
Mar10 090720 99.54 99.54 99.54 99.54 -0.01      
Jun10 090720 99.52 99.52 99.52 99.52 -0.01      
Sep10 090720 99.46 99.46 99.46 99.46 -0.01      
Dec10 090720 99.42 99.42 99.42 99.42 -0.01      
Mar11 090720 99.33 99.33 99.33 99.33 -0.02      
Jun11 090720 99.28 99.28 99.28 99.28 -0.01      
Sep11 090720 99.28 99.28 99.28 99.28 unch      
Dec11 090720 99.08 99.08 99.08 99.08 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090720 99.50 99.50 99.50 99.50 unch 108 11,281 +496
Dec09 090720 99.53 99.53 99.53 99.53 unch 0 3,512 +0
Mar10 090720 99.54 99.54 99.54 99.54 unch 0 2,591 +0
Jun10 090720 99.53 99.53 99.53 99.53 unch 0 1,288 +0
Sep10 090720 99.47 99.47 99.47 99.47 unch 0 421 +0
Dec10 090720 99.43 99.43 99.43 99.43 unch 0 420 +0
Mar11 090720 99.34 99.34 99.34 99.34 unch 0 412 +0
Jun11 090720 99.28 99.28 99.28 99.28 unch 0 52 +0
Total Volume and Open Interest 108 22,408 +908
Japanese Gov't Bonds(SGX)
Sep09 090717 138.54 138.71 138.52 138.57 -0.02 3,675 12,825 +306
Dec09 090717 138.18 138.18 138.18 138.18 -0.02 0 1 +0
Mar10 090717 137.95 137.95 137.95 137.95 -0.02      
Total Volume and Open Interest 3,675 13,259 +433
Euro-Bund(EUREX)
Sep09 090720 120.82 121.34 120.39 120.94 -0.21 711,344 896,304 +39,629
Dec09 090720 119.62 119.95 119.17 119.57 -0.22 192 140 +3
Mar10 090720 119.17 119.17 119.17 119.17 -0.24 0 1 +0
Total Volume and Open Interest 711,536 896,445 +39,632
Euro-Bobl(EUREX)
Sep09 090717 115.98 116.10 115.60 115.74 -0.60 217,689 743,810 +56,194
Dec09 090720 114.03 114.29 114.03 114.27 -0.07 1 75 +0
Mar10 090720 114.25 114.25 114.25 114.25 +0.11      
Total Volume and Open Interest 359,090 702,720 +15,802
3-Mth Euribor(EUREX)
Sep09 090714 99.075 99.080 99.070 99.080 +0.270 1,414 15,734 +1,281
Dec09 090720 98.965 98.980 98.960 98.975 unch 223 5,426 -69
Mar10 090720 98.770 98.800 98.770 98.800 -0.015 355 2,773 -150
Total Volume and Open Interest 2,491 33,657 -219
Long Gilt(LIFFE)
Sep09 090714 118~04 118~06 117~19 117~25 -0~31 59,208 217,672 -1,663
Dec09 090720 115~08 115~08 115~08 115~08 -0~07      
Total Volume and Open Interest 65,408 202,132 -3,924
3-Mth Short Sterling(LIFFE)
Sep09 090720 99.12 99.14 99.12 99.13 +0.02 35,287 243,750 +425
Dec09 090720 98.89 98.90 98.87 98.88 unch 33,191 246,616 -5,479
Mar10 090720 98.57 98.59 98.54 98.56 -0.01 47,797 325,558 -663
Jun10 090720 98.11 98.14 98.07 98.10 -0.03 55,038 310,633 +1,170
Sep10 090720 97.62 97.65 97.57 97.61 -0.03 62,023 273,291 -3,156
Dec10 090720 97.11 97.11 97.04 97.08 -0.04 46,134 239,551 -3,200
Total Volume and Open Interest 330,483 2,101,459 -9,421
3-Mth Euribor(LIFFE)
Sep09 090720 99.120 99.140 99.110 99.125 unch 115,936 671,178 -23,078
Dec09 090720 98.970 99.000 98.950 98.975 unch 111,127 485,640 -470
Mar10 090720 98.815 98.840 98.750 98.800 -0.015 104,562 435,799 +2,976
Total Volume and Open Interest 679,173 3,082,873 -20,250
3-Mth Aus T-Bills(SFE)
Sep09 090720 96.79 96.79 96.74 96.79 +0.01 17,310 298,575 -2,069
Dec09 090720 96.68 96.69 96.59 96.63 -0.05 15,220 239,968 +2,342
Mar10 090720 96.37 96.37 96.23 96.25 -0.12 4,064 131,329 +464
Jun10 090720 95.97 95.97 95.80 95.84 -0.14 1,214 83,160 +179
Sep10 090720 95.54 95.55 95.36 95.42 -0.14 461 53,830 -500
Dec10 090720 95.15 95.17 94.97 95.04 -0.14 440 30,522 +128
Mar11 090720 94.85 94.85 94.64 94.70 -0.16 182 17,519 +24
Jun11 090720 94.54 94.54 94.32 94.38 -0.17 346 12,894 +291
Sep11 090720 94.09 94.09 94.09 94.09 -0.17 50 3,533 +50
Dec11 090720 93.81 93.81 93.81 93.81 -0.18 0 600 +0
Total Volume and Open Interest 39,287 872,812 +909
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 090720 94.43 94.43 94.43 94.43 -0.17      
Total Volume and Open Interest 14,760 338,152 -4,226
3-Year Aus T-Bonds(SFE)
Sep09 090720 95.47 95.49 95.28 95.33 -0.14 77,641 556,235 -8,249
Dec09 090720 95.33 95.33 95.33 95.33 -0.14      
Total Volume and Open Interest 77,641 556,235 -8,249
Gold(CMX)
Aug09 090720 938.5 955.4 937.0 948.8 +11.3 60,370 179,942 -1,323
Oct09 090720 939.2 956.5 938.8 950.1 +11.3 2,065 15,449 +848
Dec09 090720 940.7 958.0 940.0 951.6 +11.3 9,077 95,938 +2,979
Feb10 090720 948.0 957.5 948.0 952.8 +11.3 423 16,778 +125
Apr10 090720 950.0 960.6 950.0 954.1 +11.3 410 17,794 +15
Jun10 090720 954.7 957.7 954.7 955.6 +11.4 324 10,010 +153
Aug10 090720 963.1 963.1 957.4 957.4 +11.4 700 4,612 +250
Oct10 090720 959.5 959.5 959.5 959.5 +11.5 1 2,450 -1
Dec10 090720 960.0 962.2 960.0 961.9 +11.6 508 13,526 +98
Feb11 090720 964.8 964.8 964.8 964.8 +11.7 0 12 +0
Apr11 090720 968.0 968.0 968.0 968.0 +11.7 50 100 -25
Jun11 090720 316.1 316.1 316.1 316.1 +11.7 300 9,057 -75
Total Volume and Open Interest 74,589 383,107 +3,100
Silver(CMX)
Jul09 090720 1345.0 1372.5 1345.0 1362.0 +22.2 76 211 -35
Sep09 090720 1340.5 1375.0 1337.0 1362.5 +22.2 14,234 56,112 +444
Dec09 090720 1346.5 1377.5 1346.0 1366.4 +22.3 308 21,965 -3
Mar10 090720 1363.5 1371.0 1363.5 1369.3 +22.4 124 6,916 +8
May10 090720 1377.0 1377.0 1371.4 1371.4 +22.5 105 2,687 +27
Jul10 090720 1373.5 1373.5 1373.5 1373.5 +22.6 32 3,000 +25
Sep10 090720 1379.0 1379.0 1375.7 1375.7 +22.7 101 149 -1
Total Volume and Open Interest 15,052 99,744 +410
Platinum(NYMEX)
Jul09 090720 1184.7 1184.7 1184.7 1184.7 +16.1 0 68 +0
Oct09 090720 1176.8 1192.9 1176.4 1188.9 +12.8 2,170 21,401 +332
Jan10 090720 1194.6 1194.6 1194.4 1194.4 +12.8 4 226 +4
Total Volume and Open Interest 2,174 21,695 +336
Palladium(NYMEX)
Sep09 090720 250.95 256.90 250.00 256.00 +6.40 483 16,068 +6
Dec09 090720 252.00 257.15 252.00 257.15 +6.40 16 462 +6
Mar10 090720 258.65 258.65 258.65 258.65 +6.40 2 3 +0
Total Volume and Open Interest 501 16,533 +12
Copper(CMX)
Jul09 090720 243.90 248.00 241.65 246.00 +4.60 148 1,829 -277
Sep09 090720 241.85 248.95 241.00 246.90 +4.60 14,775 74,473 +1,885
Dec09 090720 242.00 249.15 242.00 247.65 +4.55 2,627 17,892 +815
Mar10 090720 249.55 249.65 244.35 247.95 +4.55 202 2,737 +60
May10 090720 244.70 247.90 244.70 247.90 +4.55 48 852 +21
Total Volume and Open Interest 18,700 111,321 +2,788
Aluminum(CMX)
Jul09 090720 78.75 78.75 78.75 78.75 +0.25      
Aug09 090720 79.25 79.25 79.25 79.25 +0.25      
Sep09 090720 79.75 79.75 79.75 79.75 +0.25      
Oct09 090720 1.11 1.11 1.11 1.11 +0.25      
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 090720 8687 8805 8686 8805 +108 767 11,869 -88
Dec09 090720 8601 8743 8601 8743 +108 2 58 +0
Mar10 090720 8700 8700 8592 8700 +108 0 2 +0
Jun10 090720 8650 8650 8542 8650 +108      
Total Volume and Open Interest 769 11,929 -88
S & P 500(CME)
Sep09 090720 936.90 949.30 933.90 949.00 +12.10 24,382 382,327 -2,544
Dec09 090720 942.00 944.60 942.00 944.60 +12.10 6 8,438 -2
Mar10 090720 940.60 940.60 930.00 940.60 +12.10 0 3,557 +0
Jun10 090720 937.10 937.10 926.50 937.10 +12.10 0 6 +0
Total Volume and Open Interest 24,388 394,333 -2,546
S & P 500 E-Mini(Globex)
Sep09 090720 937.00 949.25 933.75 949.00 +12.00 2,191,367 2,393,874 +10,286
Dec09 090720 932.25 944.50 929.75 944.50 +12.00 1,237 18,897 +203
Total Volume and Open Interest 2,192,606 2,412,822 +10,489
NASDAQ 100(CME)
Sep09 090720 1526.30 1544.00 1523.80 1540.50 +12.50 2,047 18,596 -63
Dec09 090720 1538.80 1538.80 1537.30 1538.80 +12.50 0 13 +0
Mar10 090720 1537.80 1537.80 1536.30 1537.80 +12.50      
Total Volume and Open Interest 2,047 18,609 -63
NASDAQ 100 E-Mini(Globex)
Sep09 090720 1527.80 1544.00 1523.50 1540.50 +12.50 296,176 256,711 -2,616
Dec09 090720 1526.80 1541.50 1522.00 1538.80 +12.50 52 663 -9
Total Volume and Open Interest 296,228 257,386 -2,630
S & P Midcap 400(CME)
Sep09 090720 591.00 597.00 590.00 596.30 +8.00 11 2,478 +5
Dec09 090720 594.30 594.30 594.30 594.30 +8.00      
Mar10 090720 592.30 592.30 592.30 592.30 +8.00      
Total Volume and Open Interest 11 2,478 +5
Russell 2000(CME)
Sep09 090720 0.05 0.05 0.05 0.05 unch 146 6,036 +10
Dec09 090720 0.05 0.05 0.05 0.05 unch 0 3,429 +377
Mar10 090720 0.05 0.05 0.05 0.05 unch 0 5,825 +8
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090717 9385 9425 9360 9390 +45 98,721 156,067 -2,351
Dec09 090717 9360 9365 9350 9350 +45 0 1,078 +0
Total Volume and Open Interest 98,722 164,352 +5,392
Nikkei 225(SGX)
Sep09 090717 9385 9425 9360 9390 +45 98,721 156,067 -2,351
Dec09 090717 9360 9365 9350 9350 +45 0 1,078 +0
Mar10 090717 9370 9370 9370 9370 +50 0 75 +0
Total Volume and Open Interest 98,722 164,352 +5,392
CAC 40(EURONEXT)
Aug09 090720 3251.0 3278.5 3231.5 3268.5 +49.0 88,672 291,876 +31,404
Sep09 090720 3236.0 3273.0 3229.0 3264.0 +49.0 3,712 46,430 +1,451
Oct09 090720 3262.5 3262.5 3262.5 3262.5        
Hang Seng Index(HKFE)
Jul09 090720 19088 19585 18913 19585 +690 78,541 85,505 +491
Aug09 090720 19011 19543 18883 19543 +693 1,132 7,895 +1,011
Sep09 090720 18890 19440 18816 19440 +688 152 2,634 +197
Total Volume and Open Interest 79,851 96,671 +1,704
DAX(EUREX)
Sep09 090720 5037.0 5063.0 5007.0 5035.5 +47.5 164,269 144,251 +3,777
Dec09 090720 5045.0 5063.5 5012.5 5038.5 +47.0 546 9,425 +233
Mar10 090720 5052.5 5071.5 5035.5 5047.0 +47.5 128 811 +35
Total Volume and Open Interest 164,943 154,487 +4,045
FT-SE 100(EURONEXT)
Sep09 090720 4385.00 4432.50 4360.00 4415.50 +53.50 105,903 614,658 -2,762
Dec09 090720 4350.00 4399.00 4346.00 4386.50 +53.50 139 3,956 -31
Mar10 090720 4349.50 4353.50 4333.50 4353.50 +53.50 52 704 +50
Total Volume and Open Interest 106,094 619,318 -2,743
SPI 200(SFE)
Sep09 090720 3985.0 4035.0 3963.0 4008.0 +26.0 23,413 230,704 +3,222
Dec09 090720 4015.0 4015.0 4015.0 4015.0 +26.0 100 3,487 -24
Mar10 090720 3991.0 3991.0 3991.0 3991.0 +26.0 52 4,317 +0
Total Volume and Open Interest 23,607 239,288 +3,240
GSCI(CME)
Aug09 090720 434.50 436.10 428.50 435.60 +4.10 99 15,062 -234
Sep09 090720 441.50 443.00 435.00 442.00 +6.00 1 3 +0
Oct09 090720 450.00 451.00 443.00 450.00 +6.00      
Total Volume and Open Interest 100 15,065 -2,577
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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