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MRCI's End of Day Prices
Daily Futures Price Listing Thu July 23, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug09 090723 1021.00 1037.00 1018.00 1023.50 +5.00 23,005 46,310 -2,731
Sep09 090723 946.50 969.25 946.50 961.50 +16.50 9,089 21,295 -833
Nov09 090723 911.00 936.00 910.00 932.00 +24.00 77,115 233,428 -1,784
Jan10 090723 922.00 942.50 918.50 939.25 +24.50 4,238 36,240 +601
Mar10 090723 926.00 947.75 925.00 943.50 +23.25 1,792 18,778 +7
May10 090723 920.75 948.00 920.75 942.75 +20.25 1,488 11,014 +187
Jul10 090723 936.50 954.50 931.25 947.50 +19.00 3,048 15,278 -540
Total Volume and Open Interest 121,560 402,339 -5,118
Soybean Meal(CBOT)
Aug09 090723 322.80 326.50 321.00 323.00 +2.00 14,090 22,726 -2,019
Sep09 090723 297.20 309.50 296.50 301.00 +6.00 8,105 28,199 +628
Oct09 090723 280.00 288.70 280.00 287.30 +9.60 3,809 20,304 +282
Dec09 090723 275.00 285.50 275.00 284.20 +10.90 21,697 68,291 +431
Jan10 090723 276.30 282.40 274.40 281.70 +10.90 605 7,357 -27
Mar10 090723 275.90 282.10 273.90 281.30 +10.50 844 6,279 +75
May10 090723 272.70 280.90 272.60 280.30 +9.50 1,154 8,440 +309
Jul10 090723 276.00 283.30 271.50 281.80 +9.30 569 3,811 +21
Total Volume and Open Interest 51,059 168,985 -307
Soybean Oil(CBOT)
Aug09 090723 34.54 35.00 34.26 34.67 +0.15 16,039 34,589 -30
Sep09 090723 34.61 35.16 34.45 34.83 +0.14 7,905 38,553 +53
Oct09 090723 34.87 35.29 34.60 35.01 +0.16 2,602 18,492 +540
Dec09 090723 35.20 35.76 34.96 35.37 +0.15 27,466 113,844 -1,599
Jan10 090723 35.63 36.02 35.33 35.71 +0.15 271 14,011 +19
Mar10 090723 35.89 36.27 35.49 35.95 +0.15 735 7,768 -8
May10 090723 36.28 36.40 35.74 36.07 +0.15 879 6,956 +185
Jul10 090723 36.14 36.32 35.86 36.19 +0.17 282 5,141 +71
Total Volume and Open Interest 56,213 247,750 -776
Canola(WCE)
Jul09 090723 517.2 517.2 517.2 517.2 -1.8      
Nov09 090723 420.9 421.9 413.2 416.3 -1.0 5,358 76,659 +368
Jan10 090723 421.3 421.3 417.5 420.5 -1.4 1,273 9,747 -248
Mar10 090723 423.7 423.7 423.7 423.7 -1.4 112 1,679 -58
May10 090723 426.0 426.0 426.0 426.0 -1.4 5 515 +5
Total Volume and Open Interest 6,748 89,212 +67
Corn(CBOT)
Sep09 090723 311.50 327.75 311.50 327.00 +19.00 69,592 260,000 -6,768
Dec09 090723 323.50 339.75 323.50 338.75 +19.50 102,836 430,404 +6,839
Mar10 090723 336.00 353.00 336.00 352.25 +19.50 14,296 78,345 +1,625
May10 090723 346.75 362.75 346.75 361.50 +19.00 1,125 17,941 +132
Jul10 090723 353.25 371.50 353.25 370.00 +18.75 2,910 50,334 +761
Sep10 090723 369.00 378.25 367.50 378.25 +18.25 334 6,789 +110
Total Volume and Open Interest 193,849 905,617 +2,491
Wheat(CBOT)
Sep09 090723 522.75 538.75 520.00 531.75 +9.75 27,603 145,813 -1,398
Dec09 090723 550.00 565.75 547.25 559.00 +10.00 13,538 106,943 +1,395
Mar10 090723 566.50 583.00 566.25 577.50 +9.50 1,634 18,227 +452
May10 090723 580.25 596.00 580.25 589.75 +10.25 127 2,049 +66
Jul10 090723 590.50 605.75 588.00 599.25 +9.50 754 37,864 -16
Total Volume and Open Interest 43,932 317,678 +620
Wheat(KCBT)
Sep09 090723 554.75 570.75 553.50 561.50 +6.75 5,767 39,596 -1,357
Dec09 090723 571.00 587.25 570.75 577.75 +6.25 1,763 36,266 -135
Mar10 090723 588.75 603.25 587.00 594.00 +6.50 228 6,269 +45
May10 090723 599.25 613.25 597.50 604.25 +6.75 55 1,251 -26
Jul10 090723 606.00 622.00 606.00 613.00 +6.75 344 10,799 +132
Total Volume and Open Interest 8,193 95,771 -1,346
Wheat(MGE)
Jul09 090714 618.00 621.00 618.00 618.00 -3.00 0 26 +0
Sep09 090723 598.00 609.75 598.00 600.00 +2.00 2,610 10,232 -275
Dec09 090723 611.50 622.50 611.00 613.25 +2.00 2,312 13,508 +337
Mar10 090723 630.75 636.75 626.00 628.00 +1.25 721 3,709 +149
May10 090723 640.25 646.25 635.25 638.50 +2.25 421 1,202 +61
Total Volume and Open Interest 6,757 34,547 +413
Oats(CBOT)
Sep09 090723 202.50 206.75 199.00 202.50 +3.50 226 3,751 +37
Dec09 090723 213.00 219.00 212.25 214.50 +3.50 718 8,346 +72
Mar10 090723 228.00 228.75 223.00 226.50 +3.50 120 1,385 +84
May10 090723 234.50 234.50 231.00 234.50 +3.50 0 88 +0
Total Volume and Open Interest 1,064 13,570 +193
Rough Rice(CBOT)
Sep09 090723 13.44 13.49 13.20 13.38 -0.07 325 5,378 -9
Nov09 090723 13.58 13.64 13.36 13.52 -0.07 97 2,098 +15
Jan10 090723 13.70 13.72 13.70 13.70 -0.02 5 293 +3
Mar10 090723 13.65 13.88 13.63 13.84 -0.04 5 368 +1
Total Volume and Open Interest 432 8,296 +10
Live Cattle(CME)
Aug09 090723 85.000 85.400 84.750 85.035 unch 12,459 47,035 -3,276
Oct09 090723 89.900 90.430 89.750 90.100 +0.300 15,794 99,021 +2,446
Dec09 090723 89.400 90.000 89.230 89.930 +0.580 7,589 50,970 +1,164
Feb10 090723 88.800 89.250 88.400 89.035 +0.555 1,859 17,649 +671
Apr10 090723 90.200 90.500 89.800 90.400 +0.400 424 8,379 +162
Jun10 090723 87.500 87.850 87.250 87.830 +0.445 293 3,326 +155
Total Volume and Open Interest 38,445 227,185 +1,334
Feeder Cattle(CME)
Aug09 090723 103.050 103.100 102.300 102.385 -0.750 1,936 9,322 -391
Sep09 090723 102.750 102.950 102.050 102.100 -0.650 897 8,152 +54
Oct09 090723 102.900 103.080 102.350 102.450 -0.585 1,258 6,963 +467
Nov09 090723 102.580 102.950 102.150 102.400 -0.600 359 1,945 +90
Jan10 090723 102.150 102.300 101.600 101.600 -0.600 111 651 +89
Mar10 090723 102.000 102.250 101.650 101.900 -0.450 26 254 +25
Apr10 090723 102.000 102.000 102.000 102.000 -0.300 0 27 +0
Total Volume and Open Interest 4,587 27,320 +334
Lean Hogs(CME)
Aug09 090723 61.735 61.950 59.900 60.950 -1.150 11,189 23,681 -2,016
Oct09 090723 57.250 57.300 55.580 56.400 -0.930 11,737 54,563 +766
Dec09 090723 56.580 57.150 55.850 56.200 -1.200 3,782 32,326 -201
Feb10 090723 62.380 62.600 61.600 62.180 -0.605 2,307 12,768 -90
Apr10 090723 65.950 65.950 65.000 65.200 -0.850 195 4,905 +66
May10 090723 70.000 70.500 69.250 70.475 -0.475 10 439 +5
Jun10 090723 73.035 73.100 72.035 72.700 -0.800 54 2,700 +31
Jul10 090723 72.100 72.100 71.200 71.600 -0.935 4 656 -2
Total Volume and Open Interest 29,283 132,510 -1,439
Pork Bellies(CME)
Jul09 090723 62.000 62.200 61.800 62.000 -1.250      
Aug09 090723 64.000 64.250 62.800 63.300 -1.250 144 406 -10
Feb10 090723 83.550 83.550 83.480 83.480 -0.320 54 168 +26
Mar10 090723 82.500 82.500 82.000 82.500 unch 6 45 +3
May10 090723 84.800 84.800 84.800 84.800 unch 0 1 +0
Total Volume and Open Interest 204 620 +19
Class III Milk(CME)
Jul09 090723 9.96 9.96 9.95 9.96 unch 25 4,611 +3
Aug09 090723 10.57 10.80 10.56 10.75 +0.17 283 4,347 +37
Sep09 090723 11.76 12.00 11.57 11.98 +0.22 680 4,168 -29
Oct09 090723 12.69 13.00 12.61 13.00 +0.21 351 3,679 +41
Nov09 090723 13.70 13.95 13.63 13.90 +0.14 216 3,474 -28
Total Volume and Open Interest 1,988 28,672 +30
Cocoa(ICE)
Sep09 090723 2772 2922 2771 2883 +131 6,093 48,446 +367
Dec09 090723 2809 2950 2808 2912 +133 1,574 30,674 +381
Mar10 090723 2821 2949 2820 2919 +131 597 19,375 +53
May10 090723 2823 2946 2823 2920 +130 201 5,034 +138
Jul10 090723 2875 2951 2875 2930 +132 7 3,588 +0
Sep10 090723 2865 2955 2864 2933 +133 76 2,432 +40
Dec10 090723 2939 2939 2939 2939 +132 94 1,146 +74
Total Volume and Open Interest 8,642 114,250 +1,053
Coffee "C"(ICE)
Sep09 090723 120.50 125.45 119.65 124.55 +4.45 6,391 60,961 -155
Dec09 090723 123.05 128.50 122.80 127.65 +4.50 1,319 26,698 -62
Mar10 090723 126.20 131.30 126.10 130.55 +4.55 543 11,858 +237
May10 090723 128.00 133.20 128.00 132.55 +4.50 108 3,749 -14
Jul10 090723 131.65 135.00 131.55 134.45 +4.50 103 1,704 +89
Sep10 090723 133.50 136.30 133.50 136.30 +4.50 39 1,413 +2
Total Volume and Open Interest 8,505 107,665 +84
Orange Juice(ICE)
Sep09 090723 97.95 97.95 94.55 96.00 -2.95 970 19,011 +6
Nov09 090723 100.75 100.75 98.10 99.25 -2.85 154 8,823 +106
Jan10 090723 103.00 103.00 101.15 102.35 -2.80 33 1,095 +4
Mar10 090723 106.50 106.50 104.40 105.70 -2.80 15 2,299 +6
May10 090723 109.25 109.25 107.50 108.55 -2.70 2 132 +2
Jul10 090723 111.30 111.30 111.30 111.30 -2.70 0 57 +0
Total Volume and Open Interest 1,174 31,601 +124
Sugar #11(ICE)
Oct09 090723 18.02 18.39 17.99 18.26 +0.27 36,565 308,651 +1,782
Mar10 090723 19.24 19.48 19.23 19.34 +0.09 16,115 175,703 -1,725
May10 090723 18.76 18.94 18.75 18.82 +0.06 5,680 40,550 -451
Jul10 090723 18.17 18.33 18.17 18.21 +0.01 3,214 84,994 +4,703
Oct10 090723 18.00 18.04 17.92 17.94 -0.02 1,340 45,024 +32
Total Volume and Open Interest 64,491 730,464 +4,554
Sugar #14(ICE)
Sep09 090723 23.50 23.53 23.25 23.35 -0.13 126 1,716 -96
Total Volume and Open Interest 126 1,716 -96
London Cocoa(LCE)
Sep09 090723 1763 1832 1753 1819 +71 2,962 50,793 +34
Dec09 090723 1784 1852 1773 1835 +67 2,666 38,712 -181
Mar10 090723 1772 1845 1772 1828 +60 690 32,067 +107
May10 090723 1776 1832 1772 1821 +58 121 16,967 +78
Jul10 090723 1818 1818 1818 1818 +63 0 6,815 +0
Sep10 090723 1776 1820 1776 1810 +56 81 2,706 +72
Dec10 090723 1791 1811 1791 1811 +52 35 670 +10
Total Volume and Open Interest 6,555 151,331 +120
London Coffee(LCE)
London Sugar(LCE)
Oct09 090723 471.00 475.00 471.00 474.90 +6.30 3,407 46,190 -986
Dec09 090723 486.10 489.40 485.90 489.40 +5.80 415 9,769 -53
Mar10 090723 496.00 500.40 496.00 500.30 +6.80 422 12,402 -104
May10 090723 493.00 497.00 493.00 496.80 +6.70 37 2,772 +13
Aug10 090723 486.00 490.80 486.00 490.80 +7.60 15 2,211 +4
Total Volume and Open Interest 4,352 74,654 -1,100
Cotton(ICE)
Oct09 090723 59.04 60.01 58.55 59.50 +0.49 233 2,563 -38
Dec09 090723 61.19 62.24 60.50 61.72 +0.56 8,660 106,491 -360
Mar10 090723 64.14 64.54 64.00 64.11 +0.55 997 15,554 +318
May10 090723 65.29 65.29 65.25 65.25 +0.59 322 903 +23
Jul10 090723 66.00 66.82 66.00 66.37 +0.58 410 2,368 +247
Oct10 090723 67.54 67.54 67.54 67.54 +0.53 0 10 +0
Total Volume and Open Interest 10,647 130,139 +200
Lumber(CME)
Sep09 090723 182.5 191.5 182.5 191.5 +10.0 889 5,494 -99
Nov09 090723 188.4 196.7 188.4 196.7 +10.0 158 1,462 +12
Jan10 090723 207.0 216.7 207.0 215.9 +7.6 43 762 -23
Mar10 090723 222.2 228.5 222.2 226.0 +2.0 5 40 +0
Total Volume and Open Interest 1,095 7,770 -110
Crude Oil(NYM)
Sep09 090723 65.40 67.49 64.40 67.16 +1.76 279,584 332,739 -7,159
Oct09 090723 67.05 69.18 66.33 68.87 +1.83 69,586 97,907 +2,659
Nov09 090723 68.32 70.67 68.06 70.41 +1.88 23,877 45,375 -95
Dec09 090723 69.64 71.89 69.46 71.59 +1.84 41,298 159,284 -5,031
Jan10 090723 70.83 72.81 70.54 72.48 +1.76 7,564 31,529 +606
Feb10 090723 71.78 73.26 71.76 73.26 +1.72 4,469 21,009 +138
Mar10 090723 72.49 74.09 72.26 73.98 +1.72 4,113 17,180 -979
Apr10 090723 72.96 74.67 72.96 74.67 +1.71 3,407 9,986 -202
May10 090723 73.75 75.35 73.73 75.35 +1.70 2,726 9,337 +208
Jun10 090723 74.43 76.10 74.31 76.00 +1.69 5,501 48,018 +1,439
Jul10 090723 75.12 76.67 75.01 76.49 +1.68 2,506 29,415 -121
Aug10 090723 75.32 77.00 75.32 76.81 +1.66 1,312 7,238 +30
Sep10 090723 77.10 77.10 77.10 77.10 +1.64 3,349 12,940 +502
Oct10 090723 77.40 77.40 77.40 77.40 +1.63 768 7,118 +292
Nov10 090723 77.76 77.76 77.76 77.76 +1.62 692 8,051 +49
Dec10 090723 76.60 78.35 76.44 78.12 +1.61 12,785 94,220 +821
Total Volume and Open Interest 469,678 1,145,497 -26,652
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 090723 67.025 69.075 66.575 68.875 +1.825 272 444 +129
Nov09 090723 68.550 70.400 68.450 70.400 +1.875 248 190 +30
Dec09 090723 70.000 71.700 69.500 71.600 +1.850 188 240 +88
Jan10 090723 72.475 72.475 72.475 72.475 +1.750 78 56 -2
Feb10 090723 73.250 73.250 73.250 73.250 +1.700 40 31 +21
Mar10 090723 73.975 73.975 73.975 73.975 +1.725 0 1 +0
Apr10 090723 74.675 74.675 74.675 74.675 +1.725      
Total Volume and Open Interest 13,298 3,925 +306
Heating Oil(NYM)
Aug09 090723 171.70 177.61 170.09 176.44 +5.32 35,072 31,164 -8,081
Sep09 090723 174.55 180.48 172.95 179.40 +5.36 41,898 61,454 +3,674
Oct09 090723 178.11 183.72 176.44 182.72 +5.28 10,855 33,293 +698
Nov09 090723 181.07 187.14 180.40 186.28 +5.27 4,164 20,881 +593
Dec09 090723 185.40 190.59 183.85 189.80 +5.17 7,622 36,622 -625
Jan10 090723 188.29 194.02 188.29 193.09 +4.98 2,208 19,286 +250
Feb10 090723 191.78 195.59 191.78 195.59 +4.88 1,518 13,055 -136
Mar10 090723 194.89 197.31 194.89 196.99 +4.83 1,599 8,595 -258
Apr10 090723 194.00 197.69 194.00 197.69 +4.78 1,698 6,878 +118
May10 090723 198.69 198.69 198.69 198.69 +4.78 498 8,384 +298
Jun10 090723 195.06 199.90 195.06 199.79 +4.73 721 18,069 +332
Jul10 090723 201.84 201.84 201.84 201.84 +4.68 262 2,807 +110
Total Volume and Open Interest 109,826 300,127 -3,189
Gasoline(NYMEX)
Aug09 090723 183.97 192.79 183.35 191.32 +7.49 26,736 34,534 -4,782
Sep09 090723 181.48 189.50 180.99 188.13 +6.68 31,130 74,982 +342
Oct09 090723 172.00 178.78 170.99 177.78 +6.39 7,885 28,842 +974
Nov09 090723 171.00 177.04 171.00 176.75 +6.10 3,973 14,851 -27
Dec09 090723 171.85 178.29 171.85 177.65 +5.80 5,057 18,208 -200
Jan10 090723 175.01 179.77 174.38 179.77 +5.62 1,102 9,524 +48
Feb10 090723 179.20 182.07 179.20 182.07 +5.57 302 3,093 +21
Mar10 090723 181.75 184.52 181.75 184.52 +5.57 438 4,421 +201
Apr10 090723 198.17 198.17 198.17 198.17 +5.57 0 4,122 +0
May10 090723 199.67 199.67 199.67 199.67 +5.57 1 2,324 +1
Total Volume and Open Interest 77,007 203,831 -3,216
e-miNY RBOB Gasoline(NYM)
Aug09 090723 1.84 1.84 1.84 1.91 +0.07 0 1 +0
Sep09 090723 188.13 188.13 188.13 188.13 +6.68      
Oct09 090723 177.78 177.78 177.78 177.78 +6.39      
Nov09 090723 176.75 176.75 176.75 176.75 +6.10      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Aug09 090723 3.820 3.891 3.523 3.550 -0.243 72,040 66,835 -7,131
Sep09 090723 3.955 4.044 3.688 3.710 -0.230 44,326 172,297 -1,279
Oct09 090723 4.150 4.255 3.925 3.939 -0.211 15,505 88,365 -2,396
Nov09 090723 4.800 4.886 4.590 4.605 -0.192 5,534 39,489 -246
Dec09 090723 5.472 5.510 5.250 5.260 -0.168 3,396 43,442 -374
Jan10 090723 5.715 5.786 5.535 5.547 -0.154 6,128 44,267 +726
Feb10 090723 5.760 5.803 5.567 5.577 -0.148 801 20,754 -249
Mar10 090723 5.684 5.728 5.508 5.517 -0.135 3,156 35,934 -796
Apr10 090723 5.567 5.629 5.435 5.446 -0.098 2,356 35,319 +124
May10 090723 5.630 5.666 5.496 5.496 -0.090 258 19,141 -98
Jun10 090723 5.738 5.760 5.589 5.589 -0.087 291 9,596 +23
Jul10 090723 5.877 5.877 5.709 5.709 -0.082 322 9,535 +176
Aug10 090723 5.920 5.920 5.799 5.799 -0.080 32 9,055 +6
Sep10 090723 5.970 5.970 5.861 5.861 -0.078 61 6,910 -16
Oct10 090723 6.099 6.099 5.970 5.971 -0.076 349 18,166 +11
Nov10 090723 6.407 6.463 6.316 6.316 -0.071 49 6,000 +12
Total Volume and Open Interest 155,775 752,409 -10,686
Brent Crude Oil(ICE)
Sep09 090723 66.87 69.78 66.70 69.25 +2.04 104,331 145,024 -690
Oct09 090723 67.65 70.50 67.54 70.01 +2.07 47,133 113,720 +2,402
Nov09 090723 69.15 71.29 68.42 70.85 +2.05 23,710 37,374 +610
Dec09 090723 69.80 72.05 69.29 71.63 +1.99 31,177 94,125 -5,108
Jan10 090723 70.50 72.52 70.11 72.34 +1.91 6,424 24,944 -31
Feb10 090723 71.24 73.20 70.84 73.03 +1.84 3,539 15,466 -137
Mar10 090723 71.93 73.85 71.57 73.72 +1.83 2,103 13,018 +947
Apr10 090723 72.62 74.52 72.28 74.39 +1.82 1,246 6,424 -140
May10 090723 73.30 75.18 72.97 75.05 +1.80 759 4,753 +280
Jun10 090723 73.96 75.83 73.60 75.71 +1.81 2,304 34,403 +714
Jul10 090723 76.22 76.22 76.22 76.22 +1.81 461 9,054 +99
Aug10 090723 76.60 76.60 76.60 76.60 +1.80 455 6,137 -2
Sep10 090723 76.95 76.95 76.95 76.95 +1.80 286 2,770 -14
Oct10 090723 77.30 77.30 77.30 77.30 +1.80 52 2,876 +19
Total Volume and Open Interest 235,212 654,005 -1,528
Gas Oil(ICE)
Aug09 090723 549.25 568.50 546.00 562.75 +16.25 45,932 62,707 -7,870
Sep09 090723 556.00 575.00 553.00 569.75 +16.25 47,604 82,890 -3,690
Oct09 090723 565.50 582.50 560.75 577.50 +16.25 20,496 45,904 +380
Nov09 090723 574.25 590.25 569.00 585.75 +16.50 10,015 30,978 +1,783
Dec09 090723 583.00 599.00 577.75 594.25 +16.75 14,762 64,284 -424
Jan10 090723 590.75 608.50 588.00 603.75 +17.25 4,013 38,991 +318
Feb10 090723 596.00 615.25 595.75 611.75 +17.50 2,260 17,531 +1,037
Mar10 090723 603.25 622.50 602.25 619.00 +17.50 1,110 19,077 +164
Apr10 090723 611.75 626.00 611.75 626.00 +17.50 487 10,969 +139
May10 090723 626.50 633.50 626.50 632.50 +17.50 1,014 9,417 +300
Total Volume and Open Interest 157,852 503,162 -4,511
Ethanol(CBOT)
Jul09 090706 1.625 1.625 1.625 1.625 -0.025 47 145 -23
Aug09 090723 1.560 1.600 1.560 1.597 +0.065 32 295 -3
Sep09 090723 1.539 1.560 1.525 1.555 +0.064 10 532 +5
Oct09 090723 1.485 1.520 1.485 1.520 +0.055 23 366 +17
Nov09 090723 1.500 1.520 1.500 1.517 +0.054 16 249 +1
Dec09 090723 1.495 1.520 1.485 1.514 +0.050 21 371 -4
Jan10 090723 1.495 1.520 1.490 1.512 +0.048 31 454 +11
Feb10 090723 1.501 1.515 1.501 1.515 +0.045 29 442 +1
Total Volume and Open Interest 189 3,866 +48
US Dollar Index(ICE)
Sep09 090723 78.990 79.320 78.585 78.970 +0.110 5,853 24,993 +22
Dec09 090723 79.240 79.500 78.950 79.290 +0.110 66 2,114 -3
Mar10 090723 79.560 79.560 79.560 79.560 +0.110      
Total Volume and Open Interest 5,919 27,107 +19
Australian Dollar(CME)
Sep09 090723 81.27 81.92 80.78 81.37 -0.11 67,537 97,966 +958
Dec09 090723 80.78 81.34 80.23 80.81 -0.11 67 417 -36
Mar10 090723 80.24 80.35 80.24 80.24 -0.11 0 15 +0
Total Volume and Open Interest 67,604 98,399 +922
British Pound(CME)
Sep09 090723 164.61 165.85 164.33 165.18 +0.56 84,813 92,322 +901
Dec09 090723 165.22 165.80 164.42 165.14 +0.54 71 421 -46
Mar10 090723 165.11 165.46 164.52 165.11 +0.55 0 8 +0
Total Volume and Open Interest 84,884 92,773 +855
Canadian Dollar(CME)
Sep09 090723 90.89 92.28 90.83 92.15 +1.10 69,859 86,625 +680
Dec09 090723 90.95 92.27 90.89 92.17 +1.10 363 2,348 +23
Mar10 090723 91.27 92.26 90.96 92.18 +1.10 39 641 +56
Jun10 090723 92.19 92.25 91.10 92.19 +1.09 1 130 +0
Total Volume and Open Interest 70,262 89,909 +759
Japanese Yen(CME)
Sep09 090723 106.88 106.96 104.97 105.15 -1.76 96,060 110,316 +7,393
Dec09 090723 106.23 107.03 105.09 105.26 -1.75 38 332 +0
Mar10 090723 107.07 107.19 105.44 105.44 -1.75 13 31 -3
Total Volume and Open Interest 96,111 110,680 +7,390
Swiss Franc(CME)
Sep09 090723 93.81 94.10 92.90 93.35 -0.59 36,954 39,533 +565
Dec09 090723 93.47 94.15 93.04 93.47 -0.59 2 100 +0
Mar10 090723 93.64 94.23 93.45 93.64 -0.59 0 5 +0
Total Volume and Open Interest 36,956 39,638 +565
EuroFX(CME)
Sep09 090723 142.08 142.94 141.19 142.04 -0.24 201,509 140,752 -65
Dec09 090723 142.09 142.91 141.21 142.04 -0.23 69 1,316 -11
Mar10 090723 142.04 142.65 141.46 142.04 -0.23 0 338 +0
Total Volume and Open Interest 201,578 142,409 -76
Mexican Peso(CME)
Aug09 090723 757.2 757.2 755.0 757.2 +2.2      
Sep09 090723 749.5 755.8 749.2 752.8 +2.2 11,242 41,413 +512
Total Volume and Open Interest 11,242 43,076 +512
30-Year T-Bonds(CBOT)
Sep09 090723 117~145 117~275 115~180 115~200 -1~210 270,851 684,465 -679
Dec09 090723 116~075 116~180 114~110 114~125 -1~205 413 869 +14
Mar10 090723 113~140 115~020 113~135 113~135 -1~205 0 41 +0
Total Volume and Open Interest 271,264 685,378 -665
10-Year T-Notes(CBOT)
Sep09 090723 117~095 117~155 115~310 116~010 -1~065 968,889 1,055,581 +4,199
Dec09 090723 115~270 116~010 114~185 114~185 -1~065 2,465 5,915 +935
Mar10 090723 113~185 114~250 113~185 113~185 -1~065      
Total Volume and Open Interest 971,354 1,061,496 +5,134
5-Year T-Notes(CBOT)
Sep09 090723 115~102 115~108 114~115 114~120 -0~100 460,109 755,689 +8,719
Dec09 090723 113~096 114~058 113~084 113~084 -0~102 0 500 +0
Mar10 090723 113~084 114~058 113~084 113~084 -0~102      
Total Volume and Open Interest 460,109 756,189 +8,719
2 Year T-Notes(CBOT)
Sep09 090723 108~064 108~067 108~036 108~038 -0~024 2,500 664,319 +19,379
Dec09 090723 107~086 107~117 107~086 107~086 -0~031 0 2 +0
Mar10 090723 107~086 107~117 107~086 107~086 -0~031      
Total Volume and Open Interest 166,277 664,321 +19,379
Eurodollars(CME)
Sep09 090723 99.470 99.475 99.450 99.455 -0.015 154,716 1,012,794 -6,168
Dec09 090723 99.275 99.280 99.220 99.230 -0.045 245,916 943,125 +8,451
Mar10 090723 99.065 99.075 98.955 98.970 -0.090 338,695 887,353 +14,499
Jun10 090723 98.730 98.745 98.575 98.595 -0.130 328,492 623,991 +25,920
Sep10 090723 98.385 98.395 98.190 98.200 -0.170 402,275 584,848 +2,937
Dec10 090723 97.990 98.010 97.785 97.795 -0.185 269,824 709,143 +2,823
Mar11 090723 97.635 97.655 97.420 97.430 -0.190 190,809 371,454 +5,166
Jun11 090723 97.275 97.300 97.055 97.065 -0.195 158,787 363,365 +5,533
Sep11 090723 96.955 96.975 96.725 96.735 -0.200 77,675 238,210 -1,031
Dec11 090723 96.645 96.670 96.415 96.425 -0.200 64,706 164,309 +4,492
Mar12 090723 96.420 96.450 96.195 96.205 -0.200 56,153 115,036 +2,359
Jun12 090723 96.215 96.245 95.975 95.990 -0.205 51,141 116,555 -1,600
Sep12 090723 95.990 96.060 95.785 95.805 -0.205 18,233 64,171 +113
Dec12 090723 95.815 95.880 95.600 95.625 -0.205 13,396 60,195 +41
Mar13 090723 95.720 95.765 95.480 95.510 -0.205 10,846 64,475 +197
Jun13 090723 95.600 95.650 95.360 95.390 -0.205 10,191 33,023 +27
Sep13 090723 95.470 95.535 95.245 95.275 -0.205 5,475 38,954 -1,088
Dec13 090723 95.360 95.410 95.115 95.145 -0.205 4,319 28,824 +99
Total Volume and Open Interest 2,422,403 6,578,682 +66,041
30 Day Federal Funds(CBOT)
Jul09 090723 99.842 99.842 99.840 99.840 unch 2,859 59,421 -53
Aug09 090723 99.815 99.820 99.810 99.815 -0.005 2,828 47,840 +160
Sep09 090723 99.800 99.800 99.795 99.800 unch 2,187 33,954 +545
Oct09 090723 99.795 99.795 99.785 99.785 unch 4,837 29,050 -2,043
Nov09 090723 99.760 99.765 99.750 99.755 unch 8,585 60,704 -281
Dec09 090723 99.740 99.740 99.720 99.730 unch 7,549 37,983 -666
Total Volume and Open Interest 49,865 385,050 -517
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 090723 99.49 99.49 99.49 99.49 unch      
Dec09 090723 99.52 99.52 99.52 99.52 +0.01      
Mar10 090723 99.54 99.54 99.54 99.54 +0.01      
Jun10 090723 99.51 99.51 99.51 99.51 -0.01      
Sep10 090723 99.46 99.46 99.46 99.46 unch      
Dec10 090723 99.42 99.42 99.42 99.42 unch      
Mar11 090723 99.33 99.33 99.33 99.33 unch      
Jun11 090723 99.27 99.27 99.27 99.27 -0.01      
Sep11 090723 99.25 99.25 99.25 99.25 -0.03      
Dec11 090723 99.06 99.06 99.06 99.06 -0.02      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090723 99.49 99.49 99.49 99.49 +0.00 0 12,139 +0
Dec09 090723 99.52 99.52 99.52 99.52 +0.00 0 3,512 +0
Mar10 090723 99.54 99.54 99.54 99.54 +0.01 0 2,591 +0
Jun10 090723 99.50 99.50 99.50 99.50 -0.01 0 1,338 +0
Sep10 090723 99.44 99.44 99.44 99.44 -0.01 0 421 +0
Dec10 090723 99.40 99.40 99.40 99.40 -0.01 0 420 +0
Mar11 090723 99.32 99.32 99.32 99.32 -0.01 0 412 +0
Jun11 090723 99.25 99.25 99.25 99.25 -0.01 0 52 +0
Total Volume and Open Interest 0 22,410 +2
Japanese Gov't Bonds(SGX)
Sep09 090722 138.36 138.42 138.00 138.15 -0.04 1,628 12,527 -731
Dec09 090723 137.78 137.78 137.78 137.78 +0.02 0 1 +0
Mar10 090723 137.55 137.55 137.55 137.55 +0.02      
Total Volume and Open Interest 2,719 13,113 -437
Euro-Bund(EUREX)
Sep09 090723 121.10 121.33 120.40 120.55 -0.76 662,125 867,093 +2,709
Dec09 090723 119.54 119.90 119.09 119.20 -0.76 19 137 -3
Mar10 090723 118.78 118.78 118.78 118.78 -0.76 0 1 +0
Total Volume and Open Interest 662,144 867,231 +2,706
Euro-Bobl(EUREX)
Sep09 090717 115.98 116.10 115.60 115.74 -0.60 217,689 743,810 +56,194
Dec09 090723 114.21 114.41 114.07 114.07 -0.35 17 84 +13
Mar10 090723 114.06 114.06 114.06 114.06 -0.36      
Total Volume and Open Interest 320,089 661,294 -13,399
3-Mth Euribor(EUREX)
Sep09 090714 99.075 99.080 99.070 99.080 +0.270 1,414 15,734 +1,281
Dec09 090723 98.975 98.995 98.975 98.975 -0.010 147 5,537 -28
Mar10 090723 98.820 98.825 98.810 98.810 -0.030 128 2,882 +5
Total Volume and Open Interest 893 33,781 +37
Long Gilt(LIFFE)
Sep09 090714 118~04 118~06 117~19 117~25 -0~31 59,208 217,672 -1,663
Dec09 090723 114~01 114~01 114~01 114~01 -1~04      
Total Volume and Open Interest 69,368 211,340 +5,756
3-Mth Short Sterling(LIFFE)
Sep09 090723 99.11 99.13 99.07 99.11 -0.01 36,629 253,795 +8,399
Dec09 090723 98.90 98.91 98.82 98.85 -0.06 56,413 249,063 +4,818
Mar10 090723 98.57 98.57 98.46 98.48 -0.10 94,251 325,036 -5,565
Jun10 090723 98.07 98.07 97.96 97.97 -0.13 118,961 300,638 -9,775
Sep10 090723 97.55 97.55 97.42 97.45 -0.14 94,873 269,258 +817
Dec10 090723 96.98 97.02 96.89 96.91 -0.15 53,455 245,329 +523
Total Volume and Open Interest 548,288 2,114,096 +156
3-Mth Euribor(LIFFE)
Sep09 090723 99.115 99.130 99.105 99.115 unch 74,046 672,190 +117
Dec09 090723 98.985 99.005 98.965 98.975 -0.010 101,519 500,034 +4,784
Mar10 090723 98.835 98.865 98.785 98.805 -0.035 117,482 435,250 +1,407
Total Volume and Open Interest 763,893 3,114,887 +32,182
3-Mth Aus T-Bills(SFE)
Sep09 090723 96.77 96.79 96.75 96.78 +0.01 20,057 305,849 +5,639
Dec09 090723 96.62 96.64 96.58 96.61 unch 38,996 258,091 +14,470
Mar10 090723 96.18 96.20 96.13 96.17 +0.01 21,332 140,490 +7,516
Jun10 090723 95.73 95.75 95.67 95.71 -0.01 6,715 85,528 +765
Sep10 090723 95.28 95.31 95.24 95.28 +0.01 3,163 55,916 +411
Dec10 090723 94.92 94.92 94.87 94.88 -0.02 1,384 31,760 +717
Mar11 090723 94.55 94.58 94.54 94.55 -0.02 461 17,273 +45
Jun11 090723 94.22 94.27 94.21 94.23 -0.01 530 13,153 +299
Sep11 090723 93.95 93.95 93.92 93.94 -0.01 20 3,483 +0
Dec11 090723 93.67 93.68 93.66 93.68 unch 13 613 +13
Total Volume and Open Interest 92,671 913,038 +29,875
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 090723 94.48 94.48 94.48 94.48 -0.01      
Total Volume and Open Interest 25,999 342,579 +1,029
3-Year Aus T-Bonds(SFE)
Sep09 090723 95.22 95.26 95.15 95.20 -0.01 123,073 593,392 +29,901
Dec09 090723 95.20 95.20 95.20 95.20 -0.01      
Total Volume and Open Interest 123,073 593,392 +29,901
Gold(CMX)
Aug09 090723 952.7 957.5 947.2 954.8 +1.5 79,090 167,590 -6,745
Oct09 090723 952.4 958.5 948.5 956.1 +1.5 2,758 17,335 -912
Dec09 090723 955.0 960.2 950.3 957.6 +1.6 16,905 112,584 +5,509
Feb10 090723 956.0 960.5 953.4 958.9 +1.7 1,981 18,232 +692
Apr10 090723 955.1 962.5 953.3 960.2 +1.8 461 18,047 +52
Jun10 090723 958.8 964.0 956.3 961.7 +1.9 1,250 8,973 -1,133
Aug10 090723 963.8 963.8 963.4 963.4 +2.0 7 5,262 +24
Oct10 090723 965.5 965.5 965.5 965.5 +2.2 0 3,450 +0
Dec10 090723 966.4 968.0 961.0 967.8 +2.4 2,701 11,966 +198
Feb11 090723 970.6 970.6 970.6 970.6 +2.7 0 1,012 +0
Apr11 090723 973.5 973.5 973.5 973.5 +2.9 0 100 +0
Jun11 090723 321.5 321.5 321.5 321.5 +3.1 1,400 8,046 -736
Total Volume and Open Interest 107,703 390,939 -2,597
Silver(CMX)
Jul09 090723 1376.5 1376.5 1376.5 1376.5 +7.0 39 147 -34
Sep09 090723 1373.5 1386.0 1361.0 1377.0 +7.0 14,711 54,718 -545
Dec09 090723 1378.5 1389.0 1365.5 1381.0 +7.0 1,288 21,392 -105
Mar10 090723 1384.0 1384.5 1384.0 1384.0 +7.2 197 7,041 +118
May10 090723 1386.0 1386.0 1386.0 1386.0 +7.3 71 2,632 -62
Jul10 090723 1388.0 1388.0 1388.0 1388.0 +7.4 48 3,039 +38
Sep10 090723 1390.0 1390.0 1390.0 1390.0 +7.5 20 157 -147
Total Volume and Open Interest 16,801 98,269 -554
Platinum(NYMEX)
Jul09 090723 1182.5 1182.5 1182.5 1182.5 +11.0 0 58 +0
Oct09 090723 1176.4 1191.1 1171.6 1188.0 +12.3 1,761 21,475 +64
Jan10 090723 1194.0 1194.0 1194.0 1194.0 +12.6 11 241 +10
Total Volume and Open Interest 1,772 21,774 +74
Palladium(NYMEX)
Sep09 090723 256.00 260.55 255.00 260.20 +4.05 790 16,543 +153
Dec09 090723 257.40 261.35 257.40 261.35 +4.05 22 620 +16
Mar10 090723 262.85 262.85 262.85 262.85 +4.05 0 3 +0
Total Volume and Open Interest 812 17,166 +169
Copper(CMX)
Jul09 090723 249.50 252.30 247.15 251.90 +0.10 240 1,536 -27
Sep09 090723 251.45 253.85 247.25 252.40 -0.15 17,740 77,032 +830
Dec09 090723 252.25 254.00 248.00 252.95 -0.25 2,499 19,409 +888
Mar10 090723 252.15 253.10 249.00 252.95 -0.45 345 3,259 +70
May10 090723 250.00 252.55 250.00 252.55 -0.80 2 853 +0
Total Volume and Open Interest 21,905 115,991 +1,942
Aluminum(CMX)
Jul09 090723 81.75 81.75 81.75 81.75 +1.75      
Aug09 090723 82.25 82.25 82.25 82.25 +1.75      
Sep09 090723 82.75 82.75 82.75 82.75 +1.75      
Oct09 090723 4.11 4.11 4.11 4.11 +1.75      
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 090723 8832 9050 8830 8991 +158 1,153 11,867 +30
Dec09 090723 8930 8930 8772 8930 +158 0 58 +0
Mar10 090723 8876 8876 8718 8876 +158 0 2 +0
Jun10 090723 8841 8841 8678 8841 +163      
Total Volume and Open Interest 1,153 11,927 +30
S & P 500(CME)
Sep09 090723 949.60 976.50 948.80 968.90 +19.50 19,429 378,482 -1,622
Dec09 090723 960.00 971.50 960.00 964.50 +19.50 9 8,436 +2
Mar10 090723 967.00 968.00 960.50 960.50 +19.50 0 3,557 +0
Jun10 090723 957.00 964.50 943.50 957.00 +19.50 0 6 +0
Total Volume and Open Interest 19,438 390,486 -1,620
S & P 500 E-Mini(Globex)
Sep09 090723 950.25 976.50 948.75 969.00 +19.50 1,892,528 2,394,233 +8,193
Dec09 090723 945.75 972.25 944.75 964.50 +19.50 1,610 20,632 +595
Total Volume and Open Interest 1,894,139 2,414,916 +8,788
NASDAQ 100(CME)
Sep09 090723 1558.00 1604.00 1555.50 1584.00 +27.50 2,405 19,792 +337
Dec09 090723 1582.00 1584.80 1582.00 1582.00 +27.20 0 13 +0
Mar10 090723 1581.00 1583.80 1581.00 1581.00 +27.20      
Total Volume and Open Interest 2,405 19,805 +337
NASDAQ 100 E-Mini(Globex)
Sep09 090723 1557.80 1603.80 1555.00 1584.00 +27.50 293,030 279,030 +556
Dec09 090723 1560.50 1601.30 1557.00 1582.00 +27.20 456 740 +23
Total Volume and Open Interest 293,490 279,784 +577
S & P Midcap 400(CME)
Sep09 090723 600.00 618.50 599.00 613.20 +16.30 11 2,460 -6
Dec09 090723 611.20 611.90 611.20 611.20 +16.30      
Mar10 090723 609.20 609.90 609.20 609.20 +16.30      
Total Volume and Open Interest 11 2,460 -6
Russell 2000(CME)
Sep09 090723 0.05 0.05 0.05 0.05 unch 1,412 6,286 +413
Dec09 090723 0.05 0.05 0.05 0.05 unch 0 3,140 -35
Mar10 090723 0.05 0.05 0.05 0.05 unch 0 5,892 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090723 9730 9865 9700 9790 +65 83,025 167,610 +15,106
Dec09 090723 9745 9745 9745 9745 +65 0 1,058 +0
Total Volume and Open Interest 83,025 170,904 +421
Nikkei 225(SGX)
Sep09 090723 9730 9865 9700 9790 +65 83,025 167,610 +15,106
Dec09 090723 9745 9745 9745 9745 +65 0 1,058 +0
Mar10 090723 9765 9765 9765 9765 +65 0 75 +0
Total Volume and Open Interest 83,025 170,904 +421
CAC 40(EURONEXT)
Aug09 090723 3311.0 3382.0 3281.0 3373.5 +71.0 104,647 314,848 +5,207
Sep09 090723 3312.0 3377.0 3283.5 3370.0 +71.5 371 47,725 -168
Oct09 090723 3367.5 3367.5 3367.5 3367.5 +71.0      
Total Volume and Open Interest 105,018 365,550 +5,039
Hang Seng Index(HKFE)
Jul09 090723 19387 19860 19373 19799 +511 76,444 80,740 -2,012
Aug09 090723 19333 19811 19333 19761 +511 2,749 11,553 +1,225
Sep09 090723 19300 19718 19300 19669 +509 262 2,737 -17
Total Volume and Open Interest 79,504 95,673 -790
DAX(EUREX)
Sep09 090723 5137.0 5271.0 5102.0 5249.0 +133.0 130,730 153,842 +5,434
Dec09 090723 5155.0 5273.5 5111.0 5252.0 +132.5 401 9,564 +147
Mar10 090723 5160.0 5277.0 5117.0 5259.5 +132.5 84 848 +42
Total Volume and Open Interest 131,215 164,254 +5,623
FT-SE 100(EURONEXT)
Sep09 090723 4466.00 4548.00 4440.50 4531.50 +74.00 104,437 607,460 -4,479
Dec09 090723 4427.00 4502.50 4423.50 4502.50 +74.00 383 4,022 +71
Mar10 090723 4394.00 4470.00 4394.00 4470.00 +74.50 66 800 +50
Total Volume and Open Interest 104,966 612,787 -4,278
SPI 200(SFE)
Sep09 090723 4032.0 4042.0 4001.0 4035.0 -2.0 23,721 233,564 -4,572
Dec09 090723 4044.0 4044.0 4044.0 4044.0 -1.0 90 3,564 +73
Mar10 090723 4020.0 4020.0 4020.0 4020.0 -1.0 0 4,317 +0
Total Volume and Open Interest 24,071 242,459 -4,265
GSCI(CME)
Aug09 090723 436.00 447.50 434.00 443.60 +7.10 211 15,075 +49
Sep09 090723 445.00 454.00 441.50 451.00 +8.50 0 3 +0
Oct09 090723 460.00 462.00 450.50 460.00 +9.00      
Total Volume and Open Interest 211 15,078 +49
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.