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MRCI's End of Day Prices
Daily Futures Price Listing Wed July 22, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug09 090722 1014.25 1026.75 1009.25 1018.50 +4.00 16,789 49,041 -972
Sep09 090722 941.50 951.25 935.75 945.00 +3.50 6,317 22,128 +144
Nov09 090722 905.75 914.25 897.50 908.00 +3.00 61,721 235,212 +1,571
Jan10 090722 911.75 920.00 905.50 914.75 +2.50 4,233 35,639 +511
Mar10 090722 919.00 926.50 910.50 920.25 +3.25 2,137 18,771 -141
May10 090722 920.75 929.00 913.50 922.50 +3.50 765 10,827 -60
Jul10 090722 921.50 936.00 919.50 928.50 +3.50 1,694 15,818 -182
Total Volume and Open Interest 94,609 407,457 +690
Soybean Meal(CBOT)
Aug09 090722 322.30 325.90 318.30 321.00 -1.30 10,230 24,745 -1,706
Sep09 090722 292.60 297.40 292.00 295.00 +0.70 5,626 27,571 +587
Oct09 090722 275.90 279.30 275.00 277.70 +0.40 2,038 20,022 +24
Dec09 090722 272.40 275.40 270.00 273.30 +0.50 15,760 67,860 -668
Jan10 090722 270.00 272.40 268.10 270.80 +0.40 532 7,384 -97
Mar10 090722 270.40 272.10 268.00 270.80 +0.40 836 6,204 -210
May10 090722 271.00 271.70 268.20 270.80 +0.40 777 8,131 +96
Jul10 090722 272.00 273.60 270.20 272.50 +0.40 317 3,790 +52
Total Volume and Open Interest 36,659 169,292 -1,757
Soybean Oil(CBOT)
Aug09 090722 34.78 34.98 34.25 34.52 -0.25 12,857 34,619 -1,617
Sep09 090722 34.75 35.09 34.42 34.69 -0.24 6,539 38,500 +551
Oct09 090722 34.75 35.21 34.60 34.85 -0.24 1,492 17,952 +205
Dec09 090722 35.44 35.68 34.93 35.22 -0.23 21,054 115,443 -178
Jan10 090722 35.75 35.75 35.35 35.56 -0.23 256 13,992 -126
Mar10 090722 35.97 36.02 35.53 35.80 -0.23 486 7,776 -29
May10 090722 36.17 36.33 35.70 35.92 -0.23 345 6,771 +103
Jul10 090722 35.86 36.24 35.83 36.02 -0.23 71 5,070 +12
Total Volume and Open Interest 43,125 248,526 -1,061
Canola(WCE)
Jul09 090722 519.0 519.0 519.0 519.0 +5.8      
Nov09 090722 422.1 422.1 415.1 417.3 -4.3 5,146 76,291 +989
Jan10 090722 421.2 423.3 419.8 421.9 -3.4 1,137 9,995 +675
Mar10 090722 425.1 425.1 425.1 425.1 -3.4 1 1,737 +0
May10 090722 427.4 427.4 427.4 427.4 -3.4 0 510 +0
Total Volume and Open Interest 6,284 89,145 +1,664
Corn(CBOT)
Sep09 090722 311.25 312.75 304.00 308.00 -3.50 77,223 266,768 +3,997
Dec09 090722 321.75 323.50 314.75 319.25 -2.75 104,437 423,565 +2,002
Mar10 090722 335.75 337.00 328.25 332.75 -3.00 9,435 76,720 +942
May10 090722 345.50 346.25 338.50 342.50 -3.00 1,221 17,809 -147
Jul10 090722 354.25 355.25 347.00 351.25 -3.00 3,277 49,573 -247
Sep10 090722 362.00 362.00 356.00 360.00 -2.00 88 6,679 -9
Total Volume and Open Interest 198,140 903,126 +6,430
Wheat(CBOT)
Sep09 090722 531.00 532.50 513.25 522.00 -12.75 31,287 147,211 +1,207
Dec09 090722 560.00 560.00 540.00 549.00 -12.50 10,009 105,548 +907
Mar10 090722 575.00 575.00 559.00 568.00 -12.00 2,152 17,775 +855
May10 090722 589.00 591.00 571.00 579.50 -11.50 165 1,983 -18
Jul10 090722 598.00 600.25 581.00 589.75 -10.50 663 37,880 +18
Total Volume and Open Interest 44,505 317,058 +2,987
Wheat(KCBT)
Sep09 090722 564.00 564.00 547.00 554.75 -11.00 9,219 40,953 -29
Dec09 090722 581.75 581.75 564.00 571.50 -11.00 2,641 36,401 +79
Mar10 090722 594.75 595.00 581.00 587.50 -11.25 389 6,224 +96
May10 090722 606.00 607.25 591.50 597.50 -12.25 105 1,277 +16
Jul10 090722 615.50 615.50 602.00 606.25 -14.25 251 10,667 +76
Total Volume and Open Interest 12,658 97,117 +245
Wheat(MGE)
Jul09 090714 618.00 621.00 618.00 618.00 -3.00 0 26 +0
Sep09 090722 600.00 601.75 588.00 598.00 -2.25 1,382 10,507 -272
Dec09 090722 613.25 615.75 602.00 611.25 -2.50 730 13,171 +93
Mar10 090722 627.00 629.00 617.00 626.75 -2.25 329 3,560 +74
May10 090722 635.00 639.25 625.75 636.25 +0.50 153 1,141 +1
Total Volume and Open Interest 2,883 34,134 -25
Oats(CBOT)
Sep09 090722 203.00 204.00 193.25 199.00 -7.25 286 3,714 -5
Dec09 090722 218.00 218.00 205.25 211.00 -7.25 368 8,274 +115
Mar10 090722 227.50 230.25 219.00 223.00 -7.25 13 1,301 +0
May10 090722 231.00 238.25 231.00 231.00 -7.25 0 88 +0
Total Volume and Open Interest 667 13,377 +110
Rough Rice(CBOT)
Jul09 090714 12.99 13.10 12.89 12.89 -0.01 16 85 +5
Sep09 090722 13.31 13.45 13.26 13.44 +0.11 565 5,387 -10
Nov09 090722 13.46 13.59 13.40 13.59 +0.13 219 2,083 +20
Jan10 090722 13.71 13.72 13.59 13.72 +0.14 30 290 +7
Total Volume and Open Interest 817 8,286 +17
Live Cattle(CME)
Aug09 090722 86.000 86.285 84.900 85.035 -1.000 9,885 50,311 -4,059
Oct09 090722 90.930 91.150 89.750 89.800 -1.335 15,812 96,575 +2,376
Dec09 090722 89.550 89.700 89.150 89.350 -0.380 6,670 49,806 +1,321
Feb10 090722 88.700 89.035 88.300 88.480 -0.450 1,639 16,978 +290
Apr10 090722 90.000 90.300 89.600 90.000 -0.450 429 8,217 +48
Jun10 090722 87.650 87.700 87.000 87.385 -0.365 412 3,171 +210
Total Volume and Open Interest 34,921 225,851 +204
Feeder Cattle(CME)
Aug09 090722 103.385 103.500 102.800 103.135 -0.115 1,427 9,713 -374
Sep09 090722 103.400 103.500 102.700 102.750 -0.500 639 8,098 +176
Oct09 090722 103.300 103.550 102.885 103.035 -0.145 652 6,496 +157
Nov09 090722 103.035 103.330 102.800 103.000 -0.135 99 1,855 +32
Jan10 090722 102.500 102.500 102.050 102.200 -0.150 59 562 +26
Mar10 090722 102.000 102.500 101.850 102.350 -0.200 22 229 +11
Apr10 090722 102.300 102.300 102.300 102.300 unch 0 27 +0
Total Volume and Open Interest 2,898 26,986 +28
Lean Hogs(CME)
Aug09 090722 62.600 63.250 61.350 62.100 -0.400 5,515 25,697 -1,412
Oct09 090722 57.950 58.700 56.650 57.330 -0.820 7,188 53,797 +1,011
Dec09 090722 57.500 57.800 56.300 57.400 -0.050 3,842 32,527 +735
Feb10 090722 62.850 63.000 61.850 62.785 -0.165 630 12,858 +102
Apr10 090722 66.250 66.500 65.450 66.050 -0.030 188 4,839 +7
May10 090722 70.600 70.950 70.000 70.950 -0.100 5 434 +2
Jun10 090722 73.750 73.750 72.900 73.500 -0.350 67 2,669 +29
Jul10 090722 72.450 72.600 72.200 72.535 -0.465 4 658 +4
Total Volume and Open Interest 17,439 133,949 +478
Pork Bellies(CME)
Jul09 090722 63.250 63.500 62.700 63.250 +1.050      
Aug09 090722 63.350 65.500 63.350 64.550 +1.050 76 416 -26
Feb10 090722 84.200 84.500 83.600 83.800 -1.000 6 142 +5
Mar10 090722 82.500 82.500 82.500 82.500 +0.500 0 42 +0
May10 090722 84.800 84.800 84.800 84.800 unch 1 1 +1
Total Volume and Open Interest 83 601 -21
Class III Milk(CME)
Jul09 090722 9.97 9.97 9.96 9.96 unch 82 4,608 +10
Aug09 090722 10.68 10.68 10.54 10.58 -0.16 504 4,310 +38
Sep09 090722 11.86 11.90 11.65 11.76 -0.19 804 4,197 +134
Oct09 090722 12.99 12.99 12.60 12.79 -0.16 257 3,638 -1
Nov09 090722 13.91 13.91 13.61 13.76 -0.14 209 3,502 +55
Total Volume and Open Interest 2,699 28,642 +652
Cocoa(ICE)
Sep09 090722 2857 2857 2729 2752 -123 8,859 48,079 +1,319
Dec09 090722 2870 2881 2758 2779 -118 1,915 30,293 +231
Mar10 090722 2886 2890 2773 2788 -115 559 19,322 -186
May10 090722 2876 2885 2774 2790 -115 144 4,896 -28
Jul10 090722 2808 2808 2798 2798 -114 0 3,588 +0
Sep10 090722 2802 2813 2800 2800 -113 0 2,392 -2
Dec10 090722 2908 2908 2807 2807 -112 200 1,072 +200
Total Volume and Open Interest 11,677 113,197 +1,534
Coffee "C"(ICE)
Jul09 090721 121.00 121.10 119.95 119.95 +0.20 0 14 -9
Sep09 090722 122.55 123.30 116.35 120.10 -2.40 8,593 61,116 -87
Dec09 090722 125.50 126.20 119.40 123.15 -2.35 1,642 26,760 +216
Mar10 090722 128.50 128.65 123.60 126.00 -2.40 455 11,621 +154
May10 090722 125.00 128.05 125.00 128.05 -2.30 79 3,763 +70
Jul10 090722 127.40 129.95 127.40 129.95 -2.25 2 1,615 +0
Total Volume and Open Interest 10,780 107,581 +351
Orange Juice(ICE)
Sep09 090722 101.50 101.50 96.85 98.95 -3.20 1,098 19,005 +263
Nov09 090722 104.75 104.75 100.15 102.10 -3.40 305 8,717 +170
Jan10 090722 106.00 106.00 103.55 105.15 -3.35 29 1,091 -12
Mar10 090722 109.45 109.45 106.50 108.50 -3.35 11 2,293 +1
May10 090722 111.00 111.25 110.60 111.25 -3.35 0 130 +0
Jul10 090722 114.00 114.00 114.00 114.00 -3.00 4 57 -2
Total Volume and Open Interest 1,451 31,477 +422
Sugar #11(ICE)
Oct09 090722 17.77 18.01 17.67 17.99 +0.19 24,334 306,869 +3,582
Mar10 090722 19.05 19.25 18.92 19.25 +0.17 12,439 177,428 +1,998
May10 090722 18.51 18.76 18.46 18.76 +0.16 3,879 41,001 -292
Jul10 090722 18.02 18.20 17.94 18.20 +0.13 2,262 80,291 +27
Oct10 090722 17.73 17.96 17.68 17.96 +0.13 2,928 44,992 +155
Total Volume and Open Interest 47,303 725,910 +5,933
Sugar #14(ICE)
Sep09 090722 23.45 23.48 23.45 23.48 +0.09 239 1,812 -329
Total Volume and Open Interest 239 1,812 -329
London Cocoa(LCE)
Sep09 090722 1823 1823 1740 1748 -76 6,836 50,759 -159
Dec09 090722 1834 1836 1763 1768 -68 5,563 38,893 +827
Mar10 090722 1832 1832 1765 1768 -65 914 31,960 -301
May10 090722 1820 1822 1763 1763 -63 59 16,889 +10
Jul10 090722 1755 1755 1755 1755 -68 30 6,815 +24
Sep10 090722 1810 1810 1754 1754 -65 31 2,634 +15
Dec10 090722 1759 1759 1759 1759 -63 0 660 +0
Total Volume and Open Interest 13,433 151,211 +416
London Coffee(LCE)
London Sugar(LCE)
Oct09 090722 468.00 469.60 465.70 468.60 +0.50 3,546 47,176 -473
Dec09 090722 482.50 484.50 481.20 483.60 +1.10 705 9,822 +446
Mar10 090722 493.00 494.30 491.00 493.50 unch 510 12,506 +38
May10 090722 489.00 491.30 488.00 490.10 +0.10 228 2,759 +187
Aug10 090722 482.30 484.30 480.60 483.20 -0.60 217 2,207 +145
Total Volume and Open Interest 5,269 75,754 +382
Cotton(ICE)
Oct09 090722 59.70 59.85 58.29 59.01 -1.00 147 2,601 +39
Dec09 090722 61.99 61.99 60.49 61.16 -0.79 6,040 106,851 +2,191
Mar10 090722 63.44 63.88 62.94 63.56 -0.64 583 15,236 +245
May10 090722 64.48 64.70 64.48 64.66 -0.76 38 880 +8
Jul10 090722 65.83 65.83 65.79 65.79 -0.73 92 2,121 +72
Oct10 090722 67.01 67.01 67.01 67.01 -0.41 1 10 +1
Total Volume and Open Interest 6,925 129,939 +2,572
Lumber(CME)
Sep09 090722 184.1 187.8 179.9 181.5 -7.5 558 5,593 +70
Nov09 090722 188.1 191.7 184.5 186.7 -4.1 133 1,450 +26
Jan10 090722 206.5 208.7 201.8 208.3 -2.9 108 785 +41
Mar10 090722 223.0 224.0 221.0 224.0 -1.9 3 40 +1
Total Volume and Open Interest 802 7,880 +138
Crude Oil(NYM)
Sep09 090722 65.03 65.77 63.76 65.40 -0.21 254,703 339,898 +17,802
Oct09 090722 66.34 67.32 65.35 67.04 +0.07 53,304 95,248 +6,109
Nov09 090722 67.80 68.75 66.75 68.53 +0.29 25,179 45,470 +4,508
Dec09 090722 68.96 69.99 67.88 69.75 +0.48 40,089 164,315 +5,110
Jan10 090722 69.41 70.93 68.94 70.72 +0.61 7,414 30,923 +561
Feb10 090722 69.67 71.66 69.67 71.54 +0.70 5,432 20,871 +573
Mar10 090722 70.37 72.32 70.37 72.26 +0.78 2,610 18,159 +117
Apr10 090722 71.70 72.96 71.70 72.96 +0.86 2,132 10,188 -372
May10 090722 71.97 73.65 71.97 73.65 +0.93 1,768 9,129 +81
Jun10 090722 72.87 74.49 72.59 74.31 +1.01 5,294 46,579 +1,649
Jul10 090722 73.45 74.94 72.76 74.81 +1.10 2,923 29,536 -22
Aug10 090722 75.15 75.15 75.15 75.15 +1.14 1,375 7,208 +88
Sep10 090722 75.46 75.46 75.46 75.46 +1.17 2,307 12,438 +224
Oct10 090722 75.77 75.77 75.77 75.77 +1.18 2,093 6,826 +1,180
Nov10 090722 76.14 76.14 76.14 76.14 +1.20 903 8,002 +132
Dec10 090722 74.89 76.80 74.52 76.51 +1.21 12,059 93,399 +163
Total Volume and Open Interest 550,373 1,172,149 +8,892
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 090722 66.475 67.250 65.575 67.050 +0.075 161 315 +10
Nov09 090722 67.700 68.675 67.025 68.525 +0.275 16 160 +5
Dec09 090722 68.550 69.875 68.000 69.750 +0.475 40 152 -20
Jan10 090722 70.625 70.725 70.625 70.725 +0.625 46 58 +34
Feb10 090722 71.550 71.550 71.550 71.550 +0.700 11 10 +10
Mar10 090722 72.250 72.250 72.250 72.250 +0.775 0 1 +0
Apr10 090722 72.950 72.950 72.950 72.950 +0.850      
Total Volume and Open Interest 9,528 3,619 -1,386
Heating Oil(NYM)
Aug09 090722 168.93 172.51 167.61 171.12 +1.28 29,472 39,245 -182
Sep09 090722 171.97 175.15 170.08 174.04 +1.37 28,491 57,780 +806
Oct09 090722 174.95 178.29 173.14 177.44 +1.61 11,792 32,595 -247
Nov09 090722 177.84 181.47 176.51 181.01 +1.75 7,252 20,288 +1,164
Dec09 090722 182.00 185.14 179.85 184.63 +1.94 7,615 37,247 +19
Jan10 090722 185.02 188.54 185.00 188.11 +2.04 4,111 19,036 +230
Feb10 090722 190.28 191.00 190.28 190.71 +2.09 3,534 13,191 +1,097
Mar10 090722 191.73 192.16 191.73 192.16 +2.14 1,566 8,853 +268
Apr10 090722 192.40 192.91 192.30 192.91 +2.24 822 6,760 +470
May10 090722 191.50 193.91 191.50 193.91 +2.29 379 8,086 +81
Jun10 090722 192.00 195.55 191.45 195.06 +2.34 406 17,737 -38
Jul10 090722 196.54 197.16 196.54 197.16 +2.39 57 2,697 -3
Total Volume and Open Interest 95,960 303,316 +3,848
Gasoline(NYMEX)
Aug09 090722 179.50 184.63 176.77 183.83 +2.63 25,172 39,316 -1,443
Sep09 090722 177.60 182.27 175.29 181.45 +1.86 22,162 74,640 +716
Oct09 090722 168.04 172.05 165.71 171.39 +1.57 6,243 27,868 +105
Nov09 090722 167.40 170.65 165.63 170.65 +1.45 3,682 14,878 +519
Dec09 090722 168.66 172.52 166.51 171.85 +1.47 3,434 18,408 -208
Jan10 090722 170.88 174.70 170.88 174.15 +1.47 918 9,476 +161
Feb10 090722 174.69 177.10 174.69 176.50 +1.47 429 3,072 +37
Mar10 090722 177.50 179.50 177.50 178.95 +1.52 1,148 4,220 +509
Apr10 090722 192.60 192.60 192.60 192.60 +1.62 759 4,122 +34
May10 090722 193.11 194.10 193.11 194.10 +1.62 153 2,323 +27
Total Volume and Open Interest 64,633 207,047 +877
e-miNY RBOB Gasoline(NYM)
Aug09 090722 1.81 1.81 1.81 1.84 +0.03 0 1 +0
Sep09 090722 181.45 181.45 181.45 181.45 +1.86      
Oct09 090722 171.39 171.39 171.39 171.39 +1.57      
Nov09 090722 170.65 170.65 170.65 170.65 +1.45      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Aug09 090722 3.681 3.904 3.630 3.793 +0.088 105,496 73,966 -9,514
Sep09 090722 3.817 4.045 3.773 3.940 +0.094 75,255 173,576 +11,832
Oct09 090722 4.058 4.250 3.992 4.150 +0.092 16,959 90,761 +1,089
Nov09 090722 4.722 4.885 4.646 4.797 +0.081 5,505 39,735 +279
Dec09 090722 5.365 5.510 5.300 5.428 +0.056 4,372 43,816 +901
Jan10 090722 5.634 5.782 5.573 5.701 +0.054 7,934 43,541 +532
Feb10 090722 5.613 5.802 5.599 5.725 +0.048 770 21,003 -112
Mar10 090722 5.566 5.730 5.530 5.652 +0.045 1,696 36,730 +112
Apr10 090722 5.466 5.614 5.441 5.544 +0.034 1,277 35,195 +145
May10 090722 5.540 5.662 5.503 5.586 +0.031 183 19,239 -22
Jun10 090722 5.630 5.745 5.581 5.676 +0.029 149 9,573 -12
Jul10 090722 5.751 5.854 5.751 5.791 +0.026 210 9,359 -26
Aug10 090722 5.791 5.944 5.791 5.879 +0.024 411 9,049 +14
Sep10 090722 5.851 6.006 5.851 5.939 +0.024 124 6,926 -8
Oct10 090722 5.953 6.113 5.953 6.047 +0.022 401 18,155 +159
Nov10 090722 6.350 6.447 6.304 6.387 +0.019 36 5,988 +0
Total Volume and Open Interest 221,459 763,095 +5,656
Brent Crude Oil(ICE)
Sep09 090722 66.37 67.48 65.50 67.21 +0.34 101,595 145,714 +1,975
Oct09 090722 66.97 68.18 66.19 67.94 +0.39 42,049 111,318 +240
Nov09 090722 67.79 69.04 67.08 68.80 +0.46 22,921 36,764 +760
Dec09 090722 68.81 69.85 67.82 69.64 +0.54 31,370 99,233 -1,554
Jan10 090722 69.30 70.47 68.78 70.43 +0.62 7,350 24,975 -34
Feb10 090722 70.00 71.22 69.53 71.19 +0.69 3,282 15,603 -645
Mar10 090722 70.67 71.95 70.26 71.89 +0.73 1,463 12,071 +133
Apr10 090722 71.34 72.68 70.96 72.57 +0.75 1,045 6,564 +116
May10 090722 71.98 73.38 71.63 73.25 +0.82 746 4,473 -41
Jun10 090722 72.86 74.07 72.50 73.90 +0.92 2,011 33,689 -23
Jul10 090722 74.41 74.41 74.41 74.41 +0.99 517 8,955 +104
Aug10 090722 74.80 74.80 74.80 74.80 +1.02 270 6,139 -3
Sep10 090722 75.15 75.15 75.15 75.15 +1.04 213 2,784 +13
Oct10 090722 75.50 75.50 75.50 75.50 +1.06 101 2,857 +77
Total Volume and Open Interest 223,761 655,533 +2,181
Gas Oil(ICE)
Aug09 090722 544.00 552.75 538.75 546.50 -5.75 30,868 70,577 -2,638
Sep09 090722 550.50 559.00 545.25 553.50 -5.25 22,284 86,580 -1,017
Oct09 090722 558.75 566.25 552.50 561.25 -5.00 5,611 45,524 +282
Nov09 090722 564.50 574.25 560.00 569.25 -4.25 4,054 29,195 -458
Dec09 090722 573.75 583.00 568.25 577.50 -4.00 8,799 64,708 -1,163
Jan10 090722 582.00 592.00 582.00 586.50 -3.50 2,909 38,673 +1,618
Feb10 090722 588.50 598.50 588.50 594.25 -3.25 545 16,494 +38
Mar10 090722 595.50 605.75 595.50 601.50 -3.25 631 18,913 +82
Apr10 090722 602.25 608.50 602.25 608.50 -3.25 835 10,830 +5
May10 090722 608.25 615.00 608.25 615.00 -2.75 695 9,117 +72
Total Volume and Open Interest 80,526 507,673 -2,634
Ethanol(CBOT)
Jul09 090706 1.625 1.625 1.625 1.625 -0.025 47 145 -23
Aug09 090722 1.510 1.535 1.510 1.532 -0.006 76 298 -28
Sep09 090722 1.460 1.500 1.460 1.491 -0.014 21 527 +2
Oct09 090722 1.440 1.465 1.440 1.465 -0.010 18 349 +1
Nov09 090722 1.455 1.463 1.455 1.463 -0.022 28 248 +16
Dec09 090722 1.455 1.464 1.455 1.464 -0.013 34 375 +0
Jan10 090722 1.455 1.468 1.452 1.464 -0.023 47 443 +14
Feb10 090722 1.470 1.470 1.470 1.470 -0.025 11 441 +5
Total Volume and Open Interest 276 3,818 +15
US Dollar Index(ICE)
Sep09 090722 79.050 79.220 78.695 78.860 -0.230 7,019 24,971 +85
Dec09 090722 79.500 79.500 79.060 79.180 -0.240 102 2,117 +6
Mar10 090722 79.450 79.450 79.450 79.450 -0.185      
Total Volume and Open Interest 7,121 27,088 +91
Australian Dollar(CME)
Sep09 090722 81.41 81.82 80.66 81.48 +0.40 59,871 97,008 +2,001
Dec09 090722 80.51 81.23 80.14 80.92 +0.39 114 453 +29
Mar10 090722 80.35 80.35 79.97 80.35 +0.38 0 15 +0
Total Volume and Open Interest 59,985 97,477 +2,030
British Pound(CME)
Sep09 090722 164.49 165.05 163.07 164.62 +0.30 90,639 91,421 +2,301
Dec09 090722 163.95 164.98 163.12 164.60 +0.30 239 467 +90
Mar10 090722 164.56 164.86 163.25 164.56 +0.30 0 8 +0
Total Volume and Open Interest 90,878 91,918 +2,391
Canadian Dollar(CME)
Sep09 090722 90.57 91.34 90.19 91.05 +0.73 54,046 85,945 +2,518
Dec09 090722 90.47 91.35 90.23 91.07 +0.73 186 2,325 +68
Mar10 090722 91.10 91.34 90.36 91.08 +0.72 12 585 +9
Jun10 090722 91.20 91.34 90.38 91.10 +0.72 0 130 +0
Total Volume and Open Interest 54,244 89,150 +2,595
Japanese Yen(CME)
Sep09 090722 106.80 107.47 106.56 106.91 +0.04 63,854 102,923 -4,137
Dec09 090722 107.17 107.56 106.68 107.01 +0.04 153 332 +113
Mar10 090722 107.09 107.53 106.89 107.19 +0.04 3 34 -3
Total Volume and Open Interest 64,010 103,290 -4,027
Swiss Franc(CME)
Sep09 090722 93.82 94.11 93.38 93.94 +0.27 28,237 38,968 +1,557
Dec09 090722 93.72 94.20 93.53 94.06 +0.26 7 100 -3
Mar10 090722 94.23 94.23 93.95 94.23 +0.28 0 5 +0
Total Volume and Open Interest 28,244 39,073 +1,554
EuroFX(CME)
Sep09 090722 142.16 142.58 141.56 142.28 +0.33 180,361 140,817 +3,945
Dec09 090722 141.97 142.55 141.57 142.27 +0.32 103 1,327 +13
Mar10 090722 142.27 142.29 141.83 142.27 +0.32 1 338 +0
Total Volume and Open Interest 180,465 142,485 +3,958
Mexican Peso(CME)
Aug09 090722 755.0 755.0 747.0 755.0 +8.0      
Sep09 090722 745.0 752.5 745.0 750.5 +8.0 11,027 40,901 -396
Total Volume and Open Interest 11,027 42,564 -396
30-Year T-Bonds(CBOT)
Sep09 090722 118~040 118~155 117~060 117~090 -1~015 196,075 685,144 -1,562
Dec09 090722 117~020 117~025 116~010 116~010 -1~015 220 855 -5
Mar10 090722 115~020 116~035 115~020 115~020 -1~015 0 41 +0
Total Volume and Open Interest 196,295 686,043 -1,567
10-Year T-Notes(CBOT)
Sep09 090722 117~225 117~295 117~045 117~075 -0~175 591,013 1,051,382 +18,224
Dec09 090722 116~020 116~100 115~250 115~250 -0~170 1,050 4,980 +1,042
Mar10 090722 114~250 115~100 114~250 114~250 -0~170      
Total Volume and Open Interest 592,063 1,056,362 +19,266
5-Year T-Notes(CBOT)
Sep09 090722 116~000 116~020 115~086 115~092 -0~043 261,254 746,970 +9,709
Dec09 090722 114~058 114~091 114~058 114~058 -0~033 3 500 +0
Mar10 090722 114~058 114~091 114~058 114~058 -0~033      
Total Volume and Open Interest 261,257 747,470 +9,709
2 Year T-Notes(CBOT)
Sep09 090722 108~067 108~067 108~067 108~062 +0~010 2,394 644,940 +9,078
Dec09 090722 107~117 107~125 107~117 107~117 -0~008 0 2 +0
Mar10 090722 107~117 107~125 107~117 107~117 -0~008      
Total Volume and Open Interest 104,500 644,942 +9,078
Eurodollars(CME)
Sep09 090722 99.465 99.480 99.460 99.470 -0.005 122,530 1,018,962 -52
Dec09 090722 99.280 99.300 99.265 99.275 -0.015 171,327 934,674 -4,302
Mar10 090722 99.070 99.095 99.045 99.060 -0.020 196,712 872,854 -5,723
Jun10 090722 98.745 98.785 98.710 98.725 -0.030 201,220 598,071 -12,713
Sep10 090722 98.385 98.440 98.350 98.370 -0.030 241,065 581,911 -12,595
Dec10 090722 97.990 98.060 97.960 97.980 -0.030 142,897 706,320 +948
Mar11 090722 97.635 97.710 97.600 97.620 -0.035 108,253 366,288 -1,347
Jun11 090722 97.275 97.355 97.245 97.260 -0.040 79,131 357,832 -4,085
Sep11 090722 96.970 97.040 96.920 96.935 -0.050 41,219 239,241 +1,857
Dec11 090722 96.660 96.735 96.615 96.625 -0.060 29,538 159,817 +963
Mar12 090722 96.460 96.520 96.390 96.405 -0.070 24,758 112,677 +1,646
Jun12 090722 96.255 96.320 96.175 96.195 -0.075 22,983 118,155 +236
Sep12 090722 96.070 96.130 96.000 96.010 -0.080 6,843 64,058 +87
Dec12 090722 95.885 95.950 95.820 95.830 -0.085 7,992 60,154 +10
Mar13 090722 95.790 95.845 95.705 95.715 -0.090 4,371 64,278 -658
Jun13 090722 95.640 95.720 95.585 95.595 -0.090 4,356 32,996 -451
Sep13 090722 95.525 95.600 95.470 95.480 -0.090 1,954 40,042 -153
Dec13 090722 95.410 95.480 95.340 95.350 -0.090 1,510 28,725 -54
Total Volume and Open Interest 1,421,561 6,512,641 -32,160
30 Day Federal Funds(CBOT)
Jul09 090722 99.840 99.842 99.840 99.840 unch 739 59,474 +159
Aug09 090722 99.820 99.825 99.810 99.820 unch 1,385 47,680 +626
Sep09 090722 99.800 99.805 99.795 99.800 unch 1,469 33,409 +538
Oct09 090722 99.790 99.795 99.785 99.785 unch 2,520 31,093 -613
Nov09 090722 99.750 99.765 99.750 99.755 +0.005 2,989 60,985 -533
Dec09 090722 99.730 99.745 99.730 99.730 unch 2,123 38,649 +237
Total Volume and Open Interest 23,131 385,567 +247
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 090721 99.49 99.49 99.49 99.49 -0.01      
Dec09 090721 99.51 99.51 99.51 99.51 -0.02      
Mar10 090721 99.53 99.53 99.53 99.53 -0.01      
Jun10 090721 99.52 99.52 99.52 99.52 unch      
Sep10 090721 99.46 99.46 99.46 99.46 unch      
Dec10 090721 99.42 99.42 99.42 99.42 unch      
Mar11 090721 99.33 99.33 99.33 99.33 unch      
Jun11 090721 99.28 99.28 99.28 99.28 unch      
Sep11 090721 99.28 99.28 99.28 99.28 unch      
Dec11 090721 99.08 99.08 99.08 99.08 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090722 99.49 99.49 99.48 99.48 -0.01 0 12,139 +0
Dec09 090722 99.50 99.51 99.50 99.51 -0.01 0 3,512 +0
Mar10 090722 99.53 99.53 99.53 99.53 -0.01 0 2,591 +0
Jun10 090722 99.51 99.51 99.51 99.51 -0.01 0 1,338 +0
Sep10 090722 99.46 99.46 99.46 99.46 -0.01 0 421 +0
Dec10 090722 99.41 99.41 99.41 99.41 -0.01 0 420 +0
Mar11 090722 99.32 99.32 99.32 99.32 -0.01 0 412 +0
Jun11 090722 99.26 99.26 99.26 99.26 -0.01 0 52 +0
Total Volume and Open Interest 0 22,408 +0
Japanese Gov't Bonds(SGX)
Sep09 090722 138.36 138.42 138.00 138.15 -0.04 1,628 12,527 -731
Dec09 090722 137.76 137.76 137.76 137.76 -0.04 0 1 +0
Mar10 090722 137.53 137.53 137.53 137.53 -0.04      
Total Volume and Open Interest 1,628 13,550 +795
Euro-Bund(EUREX)
Sep09 090722 121.30 121.70 121.04 121.31 +0.05 584,869 864,384 -221
Dec09 090722 119.92 120.26 119.78 119.96 +0.08 200 140 +3
Mar10 090722 119.54 119.54 119.54 119.54 +0.06 0 1 +0
Total Volume and Open Interest 585,069 864,525 -218
Euro-Bobl(EUREX)
Sep09 090717 115.98 116.10 115.60 115.74 -0.60 217,689 743,810 +56,194
Dec09 090722 114.29 114.60 114.23 114.42 +0.01 308 71 -4
Mar10 090722 114.42 114.42 114.42 114.42 +0.01      
Total Volume and Open Interest 334,253 674,693 -12,280
3-Mth Euribor(EUREX)
Sep09 090714 99.075 99.080 99.070 99.080 +0.270 1,414 15,734 +1,281
Dec09 090722 98.995 99.010 98.980 98.985 -0.020 119 5,565 -9
Mar10 090722 98.840 98.850 98.840 98.840 -0.010 1 2,877 -1
Total Volume and Open Interest 476 33,744 -145
Long Gilt(LIFFE)
Sep09 090714 118~04 118~06 117~19 117~25 -0~31 59,208 217,672 -1,663
Dec09 090722 115~06 115~06 115~06 115~06 -0~11      
Total Volume and Open Interest 47,050 205,584 -616
3-Mth Short Sterling(LIFFE)
Sep09 090722 99.14 99.14 99.11 99.12 -0.01 24,171 245,396 -2,360
Dec09 090722 98.91 98.95 98.90 98.91 -0.01 25,829 244,245 -315
Mar10 090722 98.59 98.65 98.57 98.58 -0.03 42,041 330,601 +3,945
Jun10 090722 98.15 98.19 98.08 98.10 -0.05 35,134 310,413 +817
Sep10 090722 97.65 97.70 97.56 97.59 -0.06 45,540 268,441 -5,360
Dec10 090722 97.10 97.18 97.03 97.06 -0.06 26,549 244,806 +5,073
Total Volume and Open Interest 255,512 2,113,940 +6,610
3-Mth Euribor(LIFFE)
Sep09 090722 99.130 99.140 99.110 99.115 -0.020 61,295 672,073 +2,718
Dec09 090722 99.010 99.015 98.975 98.985 -0.020 107,119 495,250 +11,787
Mar10 090722 98.860 98.870 98.830 98.840 -0.010 160,438 433,843 -449
Total Volume and Open Interest 791,735 3,082,705 +15,629
3-Mth Aus T-Bills(SFE)
Sep09 090722 96.78 96.80 96.74 96.77 -0.02 11,618 300,210 -2,396
Dec09 090722 96.64 96.66 96.57 96.61 -0.03 19,942 243,621 -3,605
Mar10 090722 96.26 96.28 96.12 96.16 -0.10 10,842 132,974 -441
Jun10 090722 95.85 95.85 95.68 95.72 -0.14 4,232 84,763 +712
Sep10 090722 95.43 95.43 95.23 95.27 -0.18 5,398 55,505 +1,394
Dec10 090722 94.96 95.02 94.85 94.90 -0.16 1,376 31,043 -189
Mar11 090722 94.63 94.67 94.55 94.57 -0.14 663 17,228 -540
Jun11 090722 94.32 94.35 94.22 94.24 -0.15 385 12,854 -74
Sep11 090722 93.95 93.98 93.95 93.95 -0.14 0 3,483 -50
Dec11 090722 93.75 93.75 93.68 93.68 -0.13 0 600 +0
Total Volume and Open Interest 54,456 883,163 -5,189
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 090722 94.49 94.49 94.49 94.49 -0.05      
Total Volume and Open Interest 22,823 341,550 +2,682
3-Year Aus T-Bonds(SFE)
Sep09 090722 95.34 95.35 95.16 95.21 -0.13 83,681 563,491 -10,488
Dec09 090722 95.21 95.21 95.21 95.21 -0.13      
Total Volume and Open Interest 83,681 563,491 -10,488
Gold(CMX)
Aug09 090722 948.9 955.0 944.6 953.3 +6.4 102,845 174,335 +1,283
Oct09 090722 950.0 956.1 946.0 954.6 +6.4 5,287 18,247 +2,471
Dec09 090722 951.8 957.7 947.4 956.0 +6.4 23,168 107,075 +7,624
Feb10 090722 951.1 957.4 951.0 957.2 +6.5 965 17,540 +650
Apr10 090722 950.9 960.1 950.5 958.4 +6.6 984 17,995 +72
Jun10 090722 957.8 959.8 957.1 959.8 +6.6 604 10,106 +112
Aug10 090722 959.2 961.4 959.2 961.4 +6.6 602 5,238 +601
Oct10 090722 963.3 963.3 963.3 963.3 +6.7 1,100 3,450 +1,000
Dec10 090722 958.2 965.4 958.2 965.4 +6.7 2,151 11,768 -1,881
Feb11 090722 967.9 967.9 967.9 967.9 +6.8 1,000 1,012 +1,000
Apr11 090722 970.6 970.6 970.6 970.6 +6.9 0 100 +0
Jun11 090722 318.4 318.4 318.4 318.4 +7.1 275 8,782 -75
Total Volume and Open Interest 139,361 393,536 +12,999
Silver(CMX)
Jul09 090722 1362.0 1373.0 1361.0 1369.5 +22.2 40 181 -1
Sep09 090722 1354.5 1374.5 1334.0 1370.0 +22.2 18,297 55,263 +165
Dec09 090722 1355.0 1378.5 1341.0 1374.0 +22.3 2,196 21,497 -394
Mar10 090722 1347.5 1376.8 1347.5 1376.8 +22.5 9 6,923 +7
May10 090722 1378.7 1378.7 1378.7 1378.7 +22.5 12 2,694 +10
Jul10 090722 1355.0 1380.6 1354.0 1380.6 +22.6 6 3,001 +1
Sep10 090722 1384.5 1384.5 1382.5 1382.5 +22.6 160 304 +155
Total Volume and Open Interest 21,428 98,823 +191
Platinum(NYMEX)
Jul09 090722 1171.5 1171.5 1171.5 1171.5 -1.3 10 58 -35
Oct09 090722 1174.5 1184.9 1161.5 1175.7 -1.3 1,801 21,411 +94
Jan10 090722 1172.5 1182.2 1172.5 1181.4 -1.3 6 231 +3
Total Volume and Open Interest 1,817 21,700 +62
Palladium(NYMEX)
Sep09 090722 257.80 257.80 252.65 256.15 -1.35 1,514 16,390 +330
Dec09 090722 254.10 257.60 253.70 257.30 -1.35 166 604 +81
Mar10 090722 258.80 258.80 258.80 258.80 -1.35 0 3 +0
Total Volume and Open Interest 1,680 16,997 +411
Copper(CMX)
Jul09 090722 243.10 252.40 243.10 251.80 +7.45 153 1,563 -42
Sep09 090722 245.60 253.80 243.00 252.55 +7.45 17,501 76,202 +1,173
Dec09 090722 246.55 254.15 244.35 253.20 +7.35 2,706 18,521 +400
Mar10 090722 247.30 253.40 247.30 253.40 +7.25 635 3,189 +407
May10 090722 253.35 253.35 253.35 253.35 +7.25 1 853 +0
Total Volume and Open Interest 21,798 114,049 +2,002
Aluminum(CMX)
Jul09 090722 80.00 80.00 80.00 80.00 +1.50      
Aug09 090722 80.50 80.50 80.50 80.50 +1.50      
Sep09 090722 81.00 81.00 81.00 81.00 +1.50      
Oct09 090722 2.36 2.36 2.36 2.36 +1.50      
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 090722 8880 8900 8811 8833 -53 651 11,837 +90
Dec09 090722 8824 8824 8772 8772 -52 1 58 +0
Mar10 090722 8718 8771 8718 8718 -53 0 2 +0
Jun10 090722 8678 8731 8678 8678 -53      
Total Volume and Open Interest 652 11,897 +90
S & P 500(CME)
Sep09 090722 951.20 956.50 943.70 949.40 -4.00 12,485 380,104 -668
Dec09 090722 941.00 952.50 941.00 945.00 -4.00 44 8,434 -3
Mar10 090722 941.00 948.50 937.00 941.00 -4.00 0 3,557 +0
Jun10 090722 937.50 945.00 933.50 937.50 -4.00 0 6 +0
Total Volume and Open Interest 12,529 392,106 -671
S & P 500 E-Mini(Globex)
Sep09 090722 951.75 956.75 943.50 949.50 -4.00 1,574,716 2,386,040 +6,645
Dec09 090722 947.00 952.25 939.50 945.00 -4.00 817 20,037 +16
Total Volume and Open Interest 1,575,538 2,406,128 +6,661
NASDAQ 100(CME)
Sep09 090722 1549.50 1572.00 1545.30 1556.50 +2.50 1,863 19,455 +481
Dec09 090722 1554.80 1554.80 1554.30 1554.80 +2.50 0 13 +0
Mar10 090722 1553.80 1553.80 1553.30 1553.80 +2.50      
Total Volume and Open Interest 1,863 19,468 +481
NASDAQ 100 E-Mini(Globex)
Sep09 090722 1552.30 1571.30 1544.80 1556.50 +2.50 259,734 278,474 +10,823
Dec09 090722 1555.30 1568.80 1544.30 1554.80 +2.50 252 717 +39
Total Volume and Open Interest 259,990 279,207 +10,866
S & P Midcap 400(CME)
Sep09 090722 593.00 601.80 592.50 596.90 -1.10 7 2,466 +3
Dec09 090722 594.90 595.00 594.90 594.90 -1.10      
Mar10 090722 592.90 593.00 592.90 592.90 -1.10      
Total Volume and Open Interest 7 2,466 +3
Russell 2000(CME)
Sep09 090722 0.05 0.05 0.05 0.05 unch 668 5,873 -255
Dec09 090722 0.05 0.05 0.05 0.05 unch 0 3,175 -255
Mar10 090722 0.05 0.05 0.05 0.05 unch 0 5,892 +67
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090722 9665 9755 9605 9725 +80 81,069 152,504 -8,955
Dec09 090722 9700 9700 9680 9680 +75 30 1,058 -20
Total Volume and Open Interest 81,099 170,483 -900
Nikkei 225(SGX)
Sep09 090722 9665 9755 9605 9725 +80 81,069 152,504 -8,955
Dec09 090722 9700 9700 9680 9680 +75 30 1,058 -20
Mar10 090722 9700 9700 9700 9700 +75 0 75 +0
Total Volume and Open Interest 81,099 170,483 -900
CAC 40(EURONEXT)
Aug09 090722 3310.5 3318.0 3266.5 3302.5 +0.5 90,523 309,641 +2,905
Sep09 090722 3308.0 3308.0 3266.0 3298.5 +1.0 925 47,893 +410
Oct09 090722 3296.5 3296.5 3296.5 3296.5 +0.5      
Total Volume and Open Interest 91,448 360,511 +3,315
Hang Seng Index(HKFE)
Jul09 090722 19590 19668 19238 19288 -232 84,295 82,752 -5,849
Aug09 090722 19550 19621 19200 19250 -251 2,752 10,328 +830
Sep09 090722 19650 19650 19125 19160 -230 377 2,754 -40
Total Volume and Open Interest 87,505 96,463 -5,067
DAX(EUREX)
Sep09 090722 5117.0 5142.0 5050.5 5116.0 +24.0 109,238 148,408 +779
Dec09 090722 5114.5 5145.0 5057.0 5119.5 +24.0 119 9,417 +27
Mar10 090722 5120.0 5144.5 5065.0 5127.0 +24.0 81 806 -5
Total Volume and Open Interest 109,438 158,631 +801
FT-SE 100(EURONEXT)
Sep09 090722 4453.00 4473.00 4415.50 4457.50 +2.50 78,345 611,939 -3,487
Dec09 090722 4404.50 4431.00 4400.50 4428.50 +2.50 342 3,951 -90
Mar10 090722 4372.00 4395.50 4372.00 4395.50 +2.50 15 750 +0
Total Volume and Open Interest 78,992 617,065 -3,287
SPI 200(SFE)
Sep09 090722 4020.0 4066.0 4007.0 4037.0 +8.0 20,048 238,136 +3,920
Dec09 090722 4059.0 4069.0 4033.0 4045.0 +8.0 4 3,491 +4
Mar10 090722 4021.0 4021.0 4021.0 4021.0 +8.0 0 4,317 +0
Total Volume and Open Interest 20,052 246,724 +3,924
GSCI(CME)
Aug09 090722 431.00 437.50 428.50 436.50 unch 211 15,026 -75
Sep09 090722 437.50 443.00 436.00 442.50 +0.50 2 3 -1
Oct09 090722 451.00 451.00 444.00 451.00 +1.00      
Total Volume and Open Interest 213 15,029 -76
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.