MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Mon July 27, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug09 090727 1019.25 1025.75 1011.25 1021.25 +0.25 17,871 44,213 -2,616
Sep09 090727 947.75 953.75 940.00 945.00 -6.50 9,784 22,601 -47
Nov09 090727 910.00 916.25 901.50 906.50 -8.50 73,187 234,354 +2,109
Jan10 090727 919.50 921.75 909.00 913.75 -8.50 4,776 37,420 +906
Mar10 090727 917.00 926.25 913.50 916.75 -8.75 1,487 18,612 -122
May10 090727 924.00 928.50 916.00 918.50 -9.00 1,675 11,522 +412
Jul10 090727 922.25 932.00 922.00 924.50 -9.00 1,340 15,444 +153
Total Volume and Open Interest 110,907 404,886 +817
Soybean Meal(CBOT)
Aug09 090727 322.50 325.80 321.00 322.90 -0.30 11,656 19,828 -1,279
Sep09 090727 299.10 301.10 296.20 296.60 -3.10 8,719 31,114 +1,426
Oct09 090727 280.00 283.70 280.00 280.20 -3.10 4,074 20,804 +447
Dec09 090727 277.40 280.00 275.30 276.20 -3.50 22,226 70,341 +2,526
Jan10 090727 273.60 277.30 273.60 273.70 -3.60 630 7,408 +61
Mar10 090727 273.60 276.20 272.50 273.50 -3.30 350 6,395 +57
May10 090727 275.80 276.80 272.90 273.20 -2.80 387 8,760 +88
Jul10 090727 278.10 279.00 274.70 274.90 -2.70 121 4,013 +8
Total Volume and Open Interest 48,287 172,358 +3,327
Soybean Oil(CBOT)
Aug09 090727 33.89 34.15 33.39 33.60 -0.29 12,235 31,083 -2,876
Sep09 090727 34.05 34.27 33.56 33.77 -0.29 9,099 38,713 -184
Oct09 090727 34.00 34.17 33.75 33.94 -0.28 3,190 19,495 +909
Dec09 090727 34.52 34.88 34.08 34.30 -0.29 25,178 113,031 +422
Jan10 090727 34.66 34.93 34.50 34.65 -0.28 725 13,918 -8
Mar10 090727 34.92 34.95 34.75 34.89 -0.28 414 7,939 +131
May10 090727 35.31 35.31 34.87 35.02 -0.27 206 7,157 +30
Jul10 090727 35.46 35.46 34.93 35.15 -0.26 605 5,160 -102
Total Volume and Open Interest 51,725 244,974 -1,678
Canola(WCE)
Nov09 090727 405.1 407.0 398.6 400.0 -8.5 7,759 81,810 +3,938
Jan10 090727 408.3 409.1 403.3 405.5 -7.7 1,490 10,563 +376
Mar10 090727 410.2 410.2 410.2 410.2 -7.0 0 1,679 +0
May10 090727 412.5 412.5 412.5 412.5 -7.0 0 515 +0
Jul10 090727 417.8 417.8 417.8 417.8 -7.0 0 546 +0
Total Volume and Open Interest 9,249 95,179 +4,314
Corn(CBOT)
Sep09 090727 317.00 323.00 312.50 322.25 +6.00 61,132 254,075 -3,942
Dec09 090727 329.00 334.50 323.25 333.75 +6.50 139,256 414,260 -2,590
Mar10 090727 340.75 347.50 337.00 347.00 +6.50 18,017 79,154 -928
May10 090727 347.50 356.25 347.25 356.25 +6.25 3,587 18,271 +112
Jul10 090727 359.00 365.25 355.00 364.75 +6.25 8,038 52,393 +1,283
Sep10 090727 364.50 372.50 364.00 372.00 +5.50 638 7,151 +81
Total Volume and Open Interest 234,808 887,039 -6,584
Wheat(CBOT)
Sep09 090727 516.25 523.75 512.00 520.50 +4.25 36,572 141,819 -2,766
Dec09 090727 542.75 550.75 539.25 547.75 +4.25 18,251 113,345 +1,354
Mar10 090727 560.00 568.00 559.00 566.00 +4.00 1,315 18,484 +421
May10 090727 570.00 579.50 570.00 578.25 +4.00 106 2,200 +10
Jul10 090727 581.00 592.50 580.00 589.25 +5.25 621 38,962 +125
Total Volume and Open Interest 57,098 321,712 -682
Wheat(KCBT)
Sep09 090727 548.75 556.00 545.75 551.75 +2.75 6,317 39,549 +248
Dec09 090727 565.50 573.00 563.00 568.75 +3.00 2,290 36,782 +221
Mar10 090727 580.50 588.25 579.75 584.75 +2.75 361 7,000 -99
May10 090727 593.50 598.50 590.75 595.00 +2.50 146 1,207 -11
Jul10 090727 602.75 608.75 592.00 604.75 +2.00 348 10,498 -85
Total Volume and Open Interest 9,493 96,638 +272
Wheat(MGE)
Sep09 090727 592.00 599.00 590.00 597.50 +6.00 2,182 10,082 -121
Dec09 090727 604.50 613.00 603.50 611.75 +6.00 1,042 13,650 +17
Mar10 090727 621.75 627.50 620.25 626.75 +6.50 227 4,285 +48
May10 090727 629.25 637.00 629.25 636.25 +7.00 99 1,586 -48
Jul10 090727 638.75 646.00 637.50 644.75 +6.75 211 5,364 +13
Total Volume and Open Interest 3,919 36,279 -336
Oats(CBOT)
Sep09 090727 192.75 198.00 192.75 195.00 unch 150 3,722 +40
Dec09 090727 205.25 211.00 205.25 207.50 +0.50 536 8,740 +136
Mar10 090727 220.75 220.75 219.00 219.50 +0.50 46 1,433 +22
May10 090727 227.50 227.50 227.00 227.50 +0.50 0 88 +0
Total Volume and Open Interest 732 13,985 +198
Rough Rice(CBOT)
Sep09 090727 13.41 13.81 13.37 13.77 +0.36 245 5,481 +10
Nov09 090727 13.57 14.01 13.55 13.99 +0.42 95 2,145 +15
Jan10 090727 13.76 14.13 13.76 14.13 +0.39 6 294 +3
Mar10 090727 13.95 14.28 13.94 14.28 +0.34 7 374 +6
Total Volume and Open Interest 353 8,453 +34
Live Cattle(CME)
Aug09 090727 84.600 84.830 83.750 84.700 +0.165 8,075 40,445 -2,775
Oct09 090727 89.580 90.300 89.200 90.200 +0.450 10,836 101,243 +2,066
Dec09 090727 89.500 89.950 89.100 89.900 +0.400 6,194 53,166 +1,115
Feb10 090727 88.750 89.180 88.480 88.885 +0.085 2,126 18,586 +95
Apr10 090727 90.080 90.500 89.900 90.200 -0.030 656 8,557 +92
Jun10 090727 87.200 87.600 87.200 87.500 unch 440 3,805 +371
Total Volume and Open Interest 28,339 226,615 +966
Feeder Cattle(CME)
Aug09 090727 102.600 102.785 102.000 102.400 -0.150 1,126 8,929 -257
Sep09 090727 102.635 102.635 101.980 102.350 unch 646 8,093 -169
Oct09 090727 102.750 102.750 102.150 102.580 -0.170 600 7,196 +17
Nov09 090727 102.700 102.700 102.000 102.230 -0.470 199 2,038 +35
Jan10 090727 101.600 101.750 101.600 101.700 -0.300 65 762 -3
Mar10 090727 101.700 101.750 101.600 101.750 -0.350 31 360 +16
Apr10 090727 102.000 102.000 102.000 102.000 unch 0 27 +0
Total Volume and Open Interest 2,672 27,417 -356
Lean Hogs(CME)
Aug09 090727 59.250 59.630 57.830 59.180 +0.130 10,053 19,408 -3,402
Oct09 090727 54.600 55.035 53.300 54.750 +0.170 8,079 55,758 -477
Dec09 090727 54.130 54.650 52.650 54.050 -0.330 2,934 32,891 -83
Feb10 090727 60.785 60.785 58.600 60.150 -0.900 2,443 13,506 -117
Apr10 090727 63.650 64.000 62.000 63.180 -0.450 547 5,279 +194
May10 090727 67.900 68.200 67.100 67.975 -1.000 50 450 +8
Jun10 090727 70.725 71.050 69.300 70.975 -0.125 110 2,833 +13
Jul10 090727 69.900 70.350 68.930 70.350 -0.450 100 702 +11
Total Volume and Open Interest 24,348 131,334 -3,826
Pork Bellies(CME)
Jul09 090727 62.000 63.000 61.250 62.000 unch      
Aug09 090727 61.300 63.000 60.900 62.235 +0.935 65 353 -35
Feb10 090727 84.385 85.000 83.700 84.000 +0.520 16 177 +10
Mar10 090727 82.500 83.500 82.500 82.500 unch 0 45 +0
May10 090727 84.800 84.800 84.800 84.800 unch 0 1 +0
Total Volume and Open Interest 81 576 -25
Class III Milk(CME)
Jul09 090727 9.96 9.97 9.94 9.95 -0.01 11 4,623 +5
Aug09 090727 10.75 10.90 10.70 10.85 +0.02 341 4,079 -184
Sep09 090727 12.13 12.25 12.10 12.16 +0.03 174 4,156 +17
Oct09 090727 13.15 13.17 13.05 13.13 +0.01 206 3,811 +105
Nov09 090727 13.95 14.00 13.92 13.95 +0.02 98 3,480 +9
Total Volume and Open Interest 1,143 28,648 +22
Cocoa(ICE)
Sep09 090727 2920 2935 2847 2870 -37 8,888 47,443 +93
Dec09 090727 2947 2958 2880 2900 -36 3,176 32,823 +1,046
Mar10 090727 2948 2962 2906 2908 -32 493 19,392 +90
May10 090727 2961 2961 2909 2910 -31 85 4,809 -2
Jul10 090727 2920 2929 2915 2917 -31 15 3,594 +1
Sep10 090727 2927 2934 2916 2919 -31 48 2,484 +42
Dec10 090727 2955 2955 2913 2920 -36 0 1,148 +0
Total Volume and Open Interest 12,705 115,250 +1,270
Coffee "C"(ICE)
Sep09 090727 124.00 125.00 122.90 124.45 +0.50 12,617 57,815 -2,303
Dec09 090727 127.15 128.00 126.20 127.55 +0.50 2,744 27,233 +151
Mar10 090727 130.00 130.65 129.50 130.50 +0.55 1,892 13,220 +784
May10 090727 132.60 132.65 131.35 132.50 +0.55 152 3,854 +103
Jul10 090727 134.50 134.50 133.85 134.40 +0.55 63 1,769 +30
Sep10 090727 136.30 136.35 135.85 136.25 +0.55 27 1,416 +5
Total Volume and Open Interest 17,512 106,648 -1,217
Orange Juice(ICE)
Sep09 090727 96.25 96.40 95.00 96.10 -0.20 1,801 18,336 -293
Nov09 090727 98.80 99.60 98.80 99.25 -0.25 695 9,661 +606
Jan10 090727 102.25 102.25 102.25 102.25 -0.30 9 1,103 +0
Mar10 090727 105.55 105.55 105.55 105.55 -0.30 28 2,312 +9
May10 090727 108.30 108.30 108.30 108.30 -0.20 12 151 +10
Jul10 090727 111.05 111.05 111.05 111.05 -0.20 0 57 +0
Total Volume and Open Interest 2,545 31,804 +332
Sugar #11(ICE)
Oct09 090727 18.45 18.57 18.37 18.45 +0.02 61,466 319,706 +7,955
Mar10 090727 19.48 19.61 19.47 19.60 +0.12 32,986 179,451 +2,848
May10 090727 19.00 19.12 18.98 19.09 +0.10 8,416 39,691 -1,558
Jul10 090727 18.36 18.43 18.35 18.42 +0.06 5,753 85,266 +173
Oct10 090727 18.08 18.18 18.02 18.16 +0.07 3,675 51,615 +6,008
Total Volume and Open Interest 115,755 752,218 +16,059
Sugar #14(ICE)
Sep09 090727 23.28 23.28 23.28 23.28 +0.03 92 1,737 -4
Total Volume and Open Interest 92 1,737 -4
London Cocoa(LCE)
Sep09 090727 1856 1859 1807 1808 -33 3,711 49,612 +222
Dec09 090727 1865 1873 1825 1826 -31 2,033 39,327 +198
Mar10 090727 1860 1868 1825 1825 -29 891 31,556 -378
May10 090727 1858 1858 1816 1817 -30 586 17,921 +516
Jul10 090727 1845 1845 1812 1812 -33 0 6,815 +0
Sep10 090727 1855 1855 1813 1813 -30 57 2,744 +30
Dec10 090727 1855 1855 1813 1813 -30 2 670 +0
Total Volume and Open Interest 7,280 151,246 +588
London Coffee(LCE)
London Sugar(LCE)
Oct09 090727 480.60 485.10 480.60 484.60 +4.70 4,903 44,517 -1,186
Dec09 090727 493.40 497.10 492.90 496.30 +4.90 752 9,616 -95
Mar10 090727 501.10 504.80 501.00 504.60 +4.50 868 12,410 +83
May10 090727 500.00 502.10 499.70 501.60 +4.10 78 2,917 +0
Aug10 090727 494.00 497.90 494.00 497.00 +5.60 260 2,553 +218
Total Volume and Open Interest 6,925 73,360 -952
Cotton(ICE)
Oct09 090727 57.00 57.56 55.82 57.31 -0.08 217 2,102 -93
Dec09 090727 60.10 60.10 57.99 59.53 -0.08 4,762 105,309 -341
Mar10 090727 61.05 62.01 60.50 61.93 -0.06 454 15,720 +82
May10 090727 62.20 63.15 62.20 63.15 -0.06 48 875 +8
Jul10 090727 64.29 64.29 64.29 64.29 -0.17 85 2,618 +64
Oct10 090727 65.56 65.56 65.56 65.56 -0.17 0 10 +0
Total Volume and Open Interest 5,566 128,885 -280
Lumber(CME)
Sep09 090727 190.5 198.0 190.5 197.0 +9.0 491 5,566 +65
Nov09 090727 198.6 204.2 197.1 202.1 +7.9 245 1,544 +9
Jan10 090727 215.5 222.7 214.2 218.4 +4.1 163 825 +40
Mar10 090727 226.5 230.0 226.1 227.0 +1.0 5 36 -4
Total Volume and Open Interest 904 7,983 +110
Crude Oil(NYM)
Sep09 090727 68.05 68.99 67.60 68.38 +0.33 321,627 340,783 +4,812
Oct09 090727 69.50 70.60 69.37 70.05 +0.26 92,963 98,763 +3,460
Nov09 090727 70.99 72.02 70.90 71.48 +0.12 38,889 52,455 +3,774
Dec09 090727 72.25 73.15 71.94 72.47 -0.05 66,383 163,923 +2,917
Jan10 090727 73.77 73.86 72.80 73.20 -0.15 14,621 33,832 +1,775
Feb10 090727 73.69 74.17 73.52 73.88 -0.18 7,762 21,009 -266
Mar10 090727 74.90 75.05 74.10 74.50 -0.21 8,406 18,453 +1,101
Apr10 090727 75.68 75.68 74.81 75.07 -0.27 6,425 11,988 +657
May10 090727 75.95 75.95 75.59 75.59 -0.36 4,787 11,145 +1,271
Jun10 090727 76.00 76.87 75.76 76.09 -0.45 11,600 48,855 +664
Jul10 090727 77.06 77.40 76.22 76.50 -0.50 1,621 30,514 +311
Aug10 090727 76.75 76.75 76.75 76.75 -0.53 1,012 7,860 +385
Sep10 090727 77.12 77.12 76.94 76.99 -0.55 1,173 13,250 +63
Oct10 090727 77.26 77.26 77.26 77.26 -0.56 909 7,625 +118
Nov10 090727 77.60 77.60 77.60 77.60 -0.56 573 8,219 +100
Dec10 090727 78.65 78.90 77.64 77.95 -0.55 20,121 97,924 +2,343
Total Volume and Open Interest 608,957 1,179,970 +23,375
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 090727 70.250 70.525 69.500 70.050 +0.250 426 506 +72
Nov09 090727 71.050 71.975 71.050 71.475 +0.125 197 173 -22
Dec09 090727 72.525 72.925 72.000 72.475 -0.050 100 241 +4
Jan10 090727 73.200 73.200 73.200 73.200 -0.150 30 69 +10
Feb10 090727 73.875 73.875 73.875 73.875 -0.175 22 11 -2
Mar10 090727 74.500 74.500 74.500 74.500 -0.200 0 1 +0
Apr10 090727 75.075 75.075 75.075 75.075 -0.275      
Total Volume and Open Interest 14,555 4,946 +1,091
Heating Oil(NYM)
Aug09 090727 178.30 180.92 177.11 179.66 +1.53 22,446 26,153 -2,815
Sep09 090727 180.80 183.00 179.90 182.12 +1.29 39,471 62,138 +2,243
Oct09 090727 184.30 186.63 183.47 185.21 +1.14 10,710 34,426 +173
Nov09 090727 189.00 190.20 187.62 188.59 +1.02 4,722 21,880 +404
Dec09 090727 192.64 193.65 190.45 191.91 +0.93 9,480 38,051 +400
Jan10 090727 195.43 195.43 194.13 195.10 +0.84 4,237 20,085 +629
Feb10 090727 197.42 197.60 196.94 197.60 +0.79 1,484 13,335 +338
Mar10 090727 198.70 198.95 198.48 198.95 +0.74 1,490 9,061 -18
Apr10 090727 199.35 199.55 199.00 199.55 +0.64 1,128 6,752 +197
May10 090727 200.23 200.40 199.80 200.40 +0.54 397 8,754 +25
Jun10 090727 201.09 201.35 200.85 201.35 +0.44 1,255 18,051 -81
Jul10 090727 202.90 203.30 202.90 203.30 +0.34 46 2,890 +1
Total Volume and Open Interest 97,327 301,687 +1,472
Gasoline(NYMEX)
Aug09 090727 191.60 194.36 190.70 193.47 +1.88 19,582 28,072 -2,780
Sep09 090727 189.70 191.60 188.10 190.55 +1.75 37,787 80,047 +3,602
Oct09 090727 180.87 181.43 178.48 180.55 +1.72 11,435 29,596 +440
Nov09 090727 179.40 180.47 177.74 179.62 +1.55 5,918 15,232 -124
Dec09 090727 180.75 181.32 178.52 180.41 +1.33 6,489 19,229 +493
Jan10 090727 181.90 182.49 181.03 182.49 +1.19 1,181 9,387 -210
Feb10 090727 185.30 185.32 183.00 184.74 +1.14 120 3,089 +2
Mar10 090727 186.20 187.14 186.20 187.14 +1.09 268 4,531 +9
Apr10 090727 200.59 200.59 200.59 200.59 +0.89 72 4,073 +25
May10 090727 202.09 202.09 202.09 202.09 +0.89 58 2,410 +0
Total Volume and Open Interest 83,354 205,094 +1,498
e-miNY RBOB Gasoline(NYM)
Aug09 090727 1.92 1.92 1.92 1.93 +0.02 0 1 +0
Sep09 090727 190.55 190.55 190.55 190.55 +1.75      
Oct09 090727 180.55 180.55 180.55 180.55 +1.72      
Nov09 090727 179.62 179.62 179.62 179.62 +1.55      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Aug09 090727 3.666 3.668 3.555 3.604 -0.091 120,023 47,689 -4,774
Sep09 090727 3.844 3.844 3.721 3.768 -0.093 78,370 170,295 -1,067
Oct09 090727 4.040 4.043 3.958 4.008 -0.078 20,384 91,117 +2,452
Nov09 090727 4.700 4.725 4.648 4.700 -0.060 6,693 40,597 +1,064
Dec09 090727 5.332 5.382 5.319 5.369 -0.046 5,450 44,019 +725
Jan10 090727 5.622 5.667 5.595 5.647 -0.045 9,406 44,938 +704
Feb10 090727 5.660 5.691 5.620 5.677 -0.043 1,420 21,322 +103
Mar10 090727 5.567 5.639 5.566 5.616 -0.037 4,940 36,768 +1,109
Apr10 090727 5.516 5.570 5.495 5.541 -0.032 4,113 36,515 +1,238
May10 090727 5.560 5.612 5.551 5.593 -0.030 799 19,453 +203
Jun10 090727 5.630 5.707 5.620 5.685 -0.030 177 9,638 +16
Jul10 090727 5.768 5.839 5.767 5.807 -0.028 168 9,535 -29
Aug10 090727 5.858 5.919 5.858 5.897 -0.028 186 9,073 +8
Sep10 090727 5.919 5.991 5.917 5.959 -0.026 147 6,846 -9
Oct10 090727 6.035 6.089 6.026 6.069 -0.026 2,065 18,076 -247
Nov10 090727 6.380 6.446 6.380 6.414 -0.026 106 5,994 +2
Total Volume and Open Interest 258,756 739,400 +1,207
Brent Crude Oil(ICE)
Sep09 090727 70.06 71.28 69.96 70.81 +0.49 133,461 144,058 -4,731
Oct09 090727 70.68 71.84 70.65 71.31 +0.34 77,296 117,413 +1,685
Nov09 090727 71.74 72.55 71.46 72.01 +0.23 43,716 45,672 +4,234
Dec09 090727 73.07 73.31 72.19 72.69 +0.15 48,607 95,127 -1,068
Jan10 090727 73.99 74.00 73.08 73.35 +0.11 11,737 28,078 -426
Feb10 090727 74.66 74.68 73.61 73.99 +0.08 8,826 18,121 +1,626
Mar10 090727 75.35 75.35 74.26 74.62 +0.04 6,675 12,455 +250
Apr10 090727 76.02 76.02 74.92 75.21 -0.02 8,375 9,032 +92
May10 090727 76.35 76.54 75.51 75.76 -0.09 6,907 6,856 +1,604
Jun10 090727 76.86 77.10 75.93 76.27 -0.16 5,723 36,534 +961
Jul10 090727 76.67 76.67 76.67 76.67 -0.22 1,342 9,300 -276
Aug10 090727 76.99 76.99 76.99 76.99 -0.25 988 6,583 +27
Sep10 090727 77.29 77.29 77.29 77.29 -0.24 452 2,894 -7
Oct10 090727 77.57 77.57 77.57 77.57 -0.25 208 2,800 -59
Total Volume and Open Interest 374,396 679,936 +2,137
Gas Oil(ICE)
Aug09 090727 570.00 579.00 570.00 575.00 +6.50 32,541 56,472 +1,805
Sep09 090727 576.00 584.75 576.00 581.25 +6.50 33,933 84,596 +452
Oct09 090727 583.00 591.50 583.00 588.25 +6.75 14,648 46,187 +925
Nov09 090727 596.50 598.75 593.50 595.75 +6.50 8,777 33,367 -24
Dec09 090727 606.00 607.50 599.75 604.00 +6.50 19,311 63,824 +395
Jan10 090727 614.00 615.00 610.75 613.00 +6.50 4,788 39,343 +263
Feb10 090727 621.50 622.00 616.50 620.50 +6.25 2,681 18,015 +493
Mar10 090727 628.00 628.50 622.75 626.50 +5.25 2,020 19,540 -99
Apr10 090727 634.25 635.75 632.75 632.75 +4.75 807 11,361 -10
May10 090727 640.50 642.00 638.50 638.50 +4.00 598 9,463 -35
Total Volume and Open Interest 136,999 508,084 +7,707
Ethanol(CBOT)
Jul09 090706 1.625 1.625 1.625 1.625 -0.025 47 145 -23
Aug09 090727 1.550 1.610 1.550 1.595 +0.030 57 250 -21
Sep09 090727 1.515 1.580 1.515 1.550 +0.044 231 492 -64
Oct09 090727 1.495 1.520 1.492 1.517 +0.037 18 371 +0
Nov09 090727 1.490 1.510 1.490 1.510 +0.030 12 247 +0
Dec09 090727 1.495 1.520 1.495 1.518 +0.033 15 370 +1
Jan10 090727 1.515 1.515 1.510 1.510 +0.020 212 466 +7
Feb10 090727 1.530 1.530 1.510 1.510 +0.010 1 446 +1
Total Volume and Open Interest 580 3,859 -44
US Dollar Index(ICE)
Sep09 090727 78.805 79.125 78.510 78.755 -0.140 6,146 25,076 -421
Dec09 090727 79.400 79.400 78.850 79.070 -0.145 29 2,125 -1
Mar10 090727 79.340 79.340 79.340 79.340 -0.220      
Total Volume and Open Interest 6,175 27,201 -422
Australian Dollar(CME)
Sep09 090727 81.47 82.31 81.17 81.99 +0.61 74,022 101,274 +2,171
Dec09 090727 81.33 81.67 80.68 81.43 +0.61 104 376 -2
Mar10 090727 80.85 80.85 80.25 80.85 +0.60 0 15 +0
Total Volume and Open Interest 74,126 101,666 +2,169
British Pound(CME)
Sep09 090727 164.41 165.25 163.81 164.97 +0.67 103,980 95,363 +2,465
Dec09 090727 164.92 165.15 163.85 164.94 +0.67 104 498 +6
Mar10 090727 164.91 164.96 164.00 164.91 +0.67 0 8 +0
Total Volume and Open Interest 104,084 95,891 +2,471
Canadian Dollar(CME)
Sep09 090727 92.15 92.79 91.92 92.58 +0.29 66,323 91,853 +3,372
Dec09 090727 92.50 92.81 92.01 92.60 +0.29 187 2,332 -36
Mar10 090727 92.80 92.80 92.19 92.61 +0.29 40 656 +36
Jun10 090727 92.62 92.77 92.32 92.62 +0.29 0 131 +0
Total Volume and Open Interest 66,552 95,140 +3,374
Japanese Yen(CME)
Sep09 090727 105.64 105.68 104.86 105.07 -0.55 119,502 92,928 -12,760
Dec09 090727 105.60 105.73 105.00 105.18 -0.55 51 321 -9
Mar10 090727 105.35 105.91 105.35 105.35 -0.56 20 32 -9
Total Volume and Open Interest 119,573 93,282 -12,778
Swiss Franc(CME)
Sep09 090727 93.52 93.92 93.13 93.53 unch 45,038 38,220 -2,225
Dec09 090727 93.65 93.97 93.34 93.65 unch 0 102 +0
Mar10 090727 93.82 93.96 93.65 93.82 unch 0 5 +0
Total Volume and Open Interest 45,038 38,327 -2,225
EuroFX(CME)
Sep09 090727 142.27 142.99 141.71 142.44 +0.28 236,743 141,440 -5
Dec09 090727 141.76 142.95 141.74 142.43 +0.27 294 1,401 +91
Mar10 090727 142.56 142.75 141.93 142.43 +0.27 0 338 +0
Total Volume and Open Interest 237,037 143,182 +86
Mexican Peso(CME)
Aug09 090727 752.5 755.0 752.5 752.5 -2.5      
Sep09 090727 751.0 756.8 747.0 748.0 -2.5 18,329 47,758 +2,905
Total Volume and Open Interest 18,329 49,420 +2,905
30-Year T-Bonds(CBOT)
Sep09 090727 116~065 116~100 114~300 115~165 -0~185 286,794 670,121 -9,821
Dec09 090727 114~300 115~015 113~280 114~085 -0~185 390 1,932 +61
Mar10 090727 113~000 113~280 113~000 113~095 -0~185 2 41 +0
Total Volume and Open Interest 287,186 672,097 -9,760
10-Year T-Notes(CBOT)
Sep09 090727 116~135 116~150 115~195 116~015 -0~105 959,039 1,051,642 +8,539
Dec09 090727 114~225 114~295 114~070 114~190 -0~105 18 6,252 +0
Mar10 090727 113~190 113~295 113~190 113~190 -0~105      
Total Volume and Open Interest 959,057 1,057,894 +8,539
5-Year T-Notes(CBOT)
Sep09 090727 115~015 115~018 114~082 114~125 -0~014 452,998 743,474 +2,340
Dec09 090727 113~085 113~103 113~085 113~089 -0~014 678 2,467 +352
Mar10 090727 113~089 113~103 113~089 113~089 -0~014      
Total Volume and Open Interest 453,676 745,941 +2,692
2 Year T-Notes(CBOT)
Sep09 090727 108~047 108~048 108~027 108~043 -0~001      
Dec09 090727 107~091 107~097 107~091 107~091 -0~006 1,377 1,279 +1,227
Mar10 090727 107~091 107~097 107~091 107~091 -0~006      
Total Volume and Open Interest 170,149 654,819 -6,407
Eurodollars(CME)
Sep09 090727 99.455 99.490 99.455 99.490 +0.025 121,513 991,913 -5,761
Dec09 090727 99.260 99.280 99.225 99.275 +0.020 205,325 952,607 +5,832
Mar10 090727 98.995 99.025 98.955 99.020 +0.015 241,637 897,028 +1,129
Jun10 090727 98.635 98.655 98.570 98.650 +0.015 265,216 626,527 +7,007
Sep10 090727 98.270 98.270 98.165 98.260 +0.005 345,147 594,415 +9,109
Dec10 090727 97.860 97.875 97.755 97.865 unch 262,439 729,473 +10,406
Mar11 090727 97.510 97.520 97.385 97.510 +0.005 179,882 385,478 +8,769
Jun11 090727 97.155 97.155 97.010 97.150 +0.005 128,900 372,628 +2,148
Sep11 090727 96.805 96.820 96.675 96.815 unch 65,911 242,271 -1,344
Dec11 090727 96.490 96.500 96.350 96.490 -0.005 48,401 167,896 +13
Mar12 090727 96.260 96.265 96.120 96.250 -0.015 45,289 122,243 +2,333
Jun12 090727 96.040 96.040 95.895 96.025 -0.020 42,668 119,873 +2,489
Sep12 090727 95.775 95.835 95.680 95.830 -0.025 16,229 63,983 +552
Dec12 090727 95.645 95.645 95.515 95.640 -0.030 12,894 59,327 -501
Mar13 090727 95.490 95.520 95.405 95.520 -0.035 12,189 61,989 -970
Jun13 090727 95.375 95.395 95.280 95.390 -0.040 8,886 31,099 -778
Sep13 090727 95.245 95.275 95.170 95.270 -0.045 5,999 39,211 +357
Dec13 090727 95.110 95.150 95.045 95.135 -0.050 6,254 28,521 -208
Total Volume and Open Interest 2,037,314 6,653,687 +46,149
30 Day Federal Funds(CBOT)
Jul09 090727 99.842 99.845 99.838 99.840 unch 1,638 59,546 +393
Aug09 090727 99.815 99.820 99.815 99.815 unch 2,843 46,460 -43
Sep09 090727 99.795 99.805 99.795 99.800 unch 1,489 34,236 +102
Oct09 090727 99.790 99.800 99.785 99.790 +0.005 1,773 29,032 -510
Nov09 090727 99.760 99.765 99.750 99.760 +0.005 8,848 55,105 -2,766
Dec09 090727 99.735 99.740 99.725 99.735 +0.005 6,309 38,516 -232
Total Volume and Open Interest 39,852 381,430 -2,402
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 090727 99.49 99.49 99.49 99.49 unch      
Dec09 090727 99.52 99.52 99.52 99.52 unch      
Mar10 090727 99.54 99.54 99.54 99.54 unch      
Jun10 090727 99.50 99.50 99.50 99.50 -0.01      
Sep10 090727 99.44 99.44 99.44 99.44 -0.02      
Dec10 090727 99.40 99.40 99.40 99.40 -0.02      
Mar11 090727 99.32 99.32 99.32 99.32 -0.01      
Jun11 090727 99.25 99.25 99.25 99.25 -0.02      
Sep11 090727 99.25 99.25 99.25 99.25 unch      
Dec11 090727 99.06 99.06 99.06 99.06 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090727 99.49 99.49 99.48 99.48 0.00 48 12,000 +4
Dec09 090727 99.51 99.51 99.51 99.51 0.00 0 3,657 +0
Mar10 090727 99.53 99.53 99.53 99.53 -0.01 0 2,591 +0
Jun10 090727 99.50 99.50 99.50 99.50 0.00 50 1,388 +50
Sep10 090727 99.44 99.44 99.44 99.44 0.00 0 421 +0
Dec10 090727 99.39 99.39 99.39 99.39 -0.01 0 420 +0
Mar11 090727 99.31 99.31 99.31 99.31 -0.01 0 412 +0
Jun11 090727 99.25 99.25 99.25 99.25 0.00 0 52 +0
Total Volume and Open Interest 98 22,357 -107
Japanese Gov't Bonds(SGX)
Sep09 090722 138.36 138.42 138.00 138.15 -0.04 1,628 12,527 -731
Dec09 090727 137.90 137.90 137.90 137.90 -0.03 0 1 +0
Mar10 090727 137.67 137.67 137.67 137.67 -0.03      
Total Volume and Open Interest 1,082 13,171 +375
Euro-Bund(EUREX)
Sep09 090727 120.15 120.36 119.92 120.30 -0.25 686,263 856,889 -10,204
Dec09 090727 118.87 118.94 118.62 118.94 -0.26 1,402 1,465 +1,328
Mar10 090727 118.53 118.53 118.53 118.53 -0.25 281 1 +0
Total Volume and Open Interest 687,946 858,355 -8,876
Euro-Bobl(EUREX)
Sep09 090717 115.98 116.10 115.60 115.74 -0.60 217,689 743,810 +56,194
Dec09 090727 113.90 113.90 113.75 113.85 -0.06 87 132 +64
Mar10 090727 113.83 113.83 113.83 113.83 -0.07      
Total Volume and Open Interest 427,691 692,071 +37,373
3-Mth Euribor(EUREX)
Sep09 090714 99.075 99.080 99.070 99.080 +0.270 1,414 15,734 +1,281
Dec09 090727 98.970 98.970 98.970 98.970 -0.005 97 5,574 +37
Mar10 090727 98.785 98.785 98.785 98.785 -0.025 80 2,929 +47
Total Volume and Open Interest 805 33,975 +194
Long Gilt(LIFFE)
Sep09 090714 118~04 118~06 117~19 117~25 -0~31 59,208 217,672 -1,663
Dec09 090727 114~05 114~05 114~05 114~05 -0~02      
Total Volume and Open Interest 114,467 219,552 +3,561
3-Mth Short Sterling(LIFFE)
Sep09 090727 99.14 99.14 99.11 99.13 unch 29,122 250,302 -1,680
Dec09 090727 98.89 98.90 98.86 98.88 -0.02 50,375 258,025 +3,576
Mar10 090727 98.53 98.53 98.47 98.50 -0.04 63,428 331,868 +1,819
Jun10 090727 98.00 98.00 97.93 97.96 -0.06 77,413 281,424 +6,936
Sep10 090727 97.45 97.45 97.37 97.41 -0.06 78,606 255,410 -2,864
Dec10 090727 96.90 96.90 96.82 96.86 -0.06 73,745 238,434 -8,332
Total Volume and Open Interest 446,514 2,078,900 -2,899
3-Mth Euribor(LIFFE)
Sep09 090727 99.120 99.125 99.110 99.120 unch 92,376 662,774 -12,647
Dec09 090727 98.970 98.985 98.950 98.965 -0.010 77,528 503,942 +1,929
Mar10 090727 98.795 98.810 98.755 98.780 -0.015 86,923 432,705 +770
Total Volume and Open Interest 637,615 3,122,567 -2,452
3-Mth Aus T-Bills(SFE)
Sep09 090727 96.76 96.78 96.74 96.77 +0.01 9,945 301,042 +4,016
Dec09 090727 96.58 96.61 96.56 96.58 -0.01 17,090 258,453 +2,561
Mar10 090727 96.16 96.17 96.13 96.14 -0.02 7,229 141,101 +740
Jun10 090727 95.68 95.70 95.63 95.64 -0.04 2,987 87,788 +1,036
Sep10 090727 95.25 95.25 95.18 95.20 -0.03 2,084 56,329 +222
Dec10 090727 94.82 94.85 94.80 94.81 -0.02 961 31,779 -13
Mar11 090727 94.49 94.49 94.46 94.46 -0.04 725 17,509 +310
Jun11 090727 94.16 94.18 94.13 94.13 -0.04 303 13,187 +150
Sep11 090727 93.85 93.85 93.85 93.85 -0.04 12 3,483 +0
Dec11 090727 93.59 93.59 93.58 93.58 -0.06 7 623 +7
Total Volume and Open Interest 41,343 912,234 +9,029
10-Year Aus T-Bonds(SFE)
Sep09 090724 94.48 94.49 94.35 94.37 -0.13 36,472 316,475 +15,115
Dec09 090727 94.35 94.35 94.35 94.35 -0.02      
Total Volume and Open Interest 30,914 345,465 +5,457
3-Year Aus T-Bonds(SFE)
Sep09 090727 95.14 95.15 95.08 95.08 -0.06 76,130 583,664 +18,678
Dec09 090727 95.08 95.08 95.08 95.08 -0.06      
Total Volume and Open Interest 76,130 583,664 +18,678
Gold(CMX)
Aug09 090727 951.4 960.0 947.8 953.5 +0.4 124,922 137,931 -23,033
Oct09 090727 952.9 961.1 949.3 954.8 +0.4 3,139 19,176 +1,103
Dec09 090727 954.5 962.7 950.6 956.3 +0.4 42,979 138,999 +18,471
Feb10 090727 961.7 961.8 956.1 957.6 +0.4 1,342 17,822 +200
Apr10 090727 961.8 962.2 956.9 958.9 +0.4 460 18,354 +26
Jun10 090727 958.6 961.6 958.6 960.4 +0.5 647 9,878 -76
Aug10 090727 962.2 962.2 962.2 962.2 +0.6 105 5,545 +98
Oct10 090727 964.3 964.3 964.3 964.3 +0.7 0 3,550 +0
Dec10 090727 966.7 966.7 966.7 966.7 +0.8 103 12,154 -64
Feb11 090727 969.5 969.5 969.5 969.5 +0.9 0 1,012 +0
Apr11 090727 972.5 972.5 972.5 972.5 +1.0 125 62 -38
Jun11 090727 320.5 320.5 320.5 320.5 +1.1 1 8,046 +0
Total Volume and Open Interest 174,662 391,144 -3,216
Silver(CMX)
Jul09 090727 1389.5 1405.0 1389.5 1398.5 +11.5 10 100 -38
Sep09 090727 1389.0 1409.0 1375.0 1399.0 +11.5 16,863 54,176 -55
Dec09 090727 1386.0 1413.5 1381.0 1403.0 +11.5 886 21,244 +184
Mar10 090727 1415.0 1415.0 1406.1 1406.1 +11.6 408 5,888 -254
May10 090727 1408.1 1408.1 1408.1 1408.1 +11.7 165 2,214 -90
Jul10 090727 1414.5 1414.5 1409.0 1410.0 +11.8 85 3,076 +35
Sep10 090727 1413.5 1413.5 1412.0 1412.0 +11.8 173 351 +116
Total Volume and Open Interest 18,664 96,309 -93
Platinum(NYMEX)
Jul09 090727 1198.7 1217.9 1198.7 1217.9 +31.0 10 67 +9
Oct09 090727 1193.8 1228.0 1188.5 1222.5 +31.1 1,765 21,118 -256
Jan10 090727 1211.3 1228.4 1211.3 1228.4 +31.4 404 647 +402
Total Volume and Open Interest 2,179 21,832 +155
Palladium(NYMEX)
Sep09 090727 260.95 265.00 259.85 263.95 +2.50 832 16,571 +72
Dec09 090727 263.20 265.40 263.20 264.95 +2.45 250 967 +244
Mar10 090727 266.45 266.45 266.45 266.45 +2.45 0 3 +0
Total Volume and Open Interest 1,082 17,541 +316
Copper(CMX)
Jul09 090727 255.00 256.45 253.40 254.00 +2.30 289 1,222 -200
Sep09 090727 253.05 257.90 251.75 254.50 +2.30 22,442 80,387 -412
Dec09 090727 252.35 258.40 252.35 255.25 +2.45 3,321 20,879 +580
Mar10 090727 257.50 257.50 255.00 255.15 +2.40 189 3,323 +33
May10 090727 255.10 255.10 254.95 254.95 +2.35 41 890 +32
Total Volume and Open Interest 27,309 120,765 -10
Aluminum(CMX)
Jul09 090727 83.75 83.75 83.75 83.75 +0.50      
Aug09 090727 84.25 84.25 84.25 84.25 +0.50      
Sep09 090727 84.75 84.75 84.75 84.75 +0.50      
Oct09 090727 6.11 6.11 6.11 6.11 +0.50      
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 090727 9040 9111 8990 9070 +12 1,261 10,493 -322
Dec09 090727 8950 9012 8950 9012 +13 550 658 +0
Mar10 090727 8955 8955 8943 8955 +12 0 2 +0
Jun10 090727 8920 8920 8908 8920 +12      
Total Volume and Open Interest 1,811 11,153 -322
S & P 500(CME)
Sep09 090727 976.80 983.80 969.00 979.90 +2.10 22,423 379,918 +1,194
Dec09 090727 975.50 975.90 964.40 975.50 +2.10 338 8,767 +333
Mar10 090727 971.50 971.90 960.40 971.50 +2.10 103 3,609 +52
Jun10 090727 968.50 968.90 957.40 968.50 +2.10 100 104 +98
Total Volume and Open Interest 22,964 392,403 +1,677
S & P 500 E-Mini(Globex)
Sep09 090727 977.00 984.00 969.00 980.00 +2.25      
Dec09 090727 975.00 979.25 965.00 975.50 +2.00 4,199 23,550 +2,649
Total Volume and Open Interest 2,304,173 2,452,893 +39,303
NASDAQ 100(CME)
Sep09 090727 1596.50 1608.80 1579.00 1599.50 +2.20 3,363 17,786 -753
Dec09 090727 1597.50 1597.50 1597.30 1597.50 +2.20 0 13 +0
Mar10 090727 1596.50 1596.50 1596.30 1596.50 +2.20      
Total Volume and Open Interest 3,363 17,799 -753
NASDAQ 100 E-Mini(Globex)
Sep09 090727 1597.30 1609.00 1578.50 1599.50 +2.20 354,201 295,867 +17,500
Dec09 090727 1595.30 1607.80 1577.30 1597.50 +2.20 190 894 +9
Total Volume and Open Interest 354,391 296,775 +17,509
S & P Midcap 400(CME)
Sep09 090727 621.00 623.90 615.00 623.90 +3.30 19 2,427 -11
Dec09 090727 621.90 621.90 621.10 621.90 +3.30      
Mar10 090727 619.90 619.90 619.10 619.90 +3.30      
Total Volume and Open Interest 19 2,427 -11
Russell 2000(CME)
Sep09 090727 0.05 0.05 0.05 0.05 unch 630 6,856 +570
Dec09 090727 0.05 0.05 0.05 0.05 unch 0 3,181 +41
Mar10 090727 0.05 0.05 0.05 0.05 unch 0 5,895 +3
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090727 10010 10185 10010 10085 +120 111,023 173,985 +6,463
Dec09 090727 10050 10050 10050 10050 +125 325 1,218 +170
Total Volume and Open Interest 111,628 179,584 +1,767
Nikkei 225(SGX)
Sep09 090727 10010 10185 10010 10085 +120 111,023 173,985 +6,463
Dec09 090727 10050 10050 10050 10050 +125 325 1,218 +170
Mar10 090727 10065 10065 10065 10065 +120 0 75 +0
Total Volume and Open Interest 111,628 179,584 +1,767
CAC 40(EURONEXT)
Aug09 090727 3412.5 3425.5 3350.5 3371.5 +4.5 122,574 337,152 +17,263
Sep09 090727 3417.5 3419.5 3348.0 3367.5 +3.5 442 47,821 -49
Oct09 090727 3365.5 3365.5 3365.5 3365.5 +4.5      
Total Volume and Open Interest 123,016 387,950 +17,214
Hang Seng Index(HKFE)
Jul09 090727 20166 20396 20067 20150 +126 84,509 78,824 -1,113
Aug09 090727 20198 20360 20033 20113 +128 3,943 15,195 +2,172
Sep09 090727 20025 20253 19950 20020 +135 170 2,871 +92
Total Volume and Open Interest 88,639 97,639 +1,253
DAX(EUREX)
Sep09 090727 5305.0 5325.5 5217.5 5242.5 -6.5 118,774 153,580 -262
Dec09 090727 5293.5 5309.5 5224.0 5245.5 -6.5 138 9,582 +18
Mar10 090727 5308.5 5319.5 5239.0 5253.5 -6.0 53 861 +13
Total Volume and Open Interest 118,965 164,023 -231
FT-SE 100(EURONEXT)
Sep09 090727 4585.00 4590.00 4519.50 4543.50 unch 108,969 612,408 +1,717
Dec09 090727 4525.50 4529.00 4504.00 4514.00 unch 82 4,052 +1
Mar10 090727 4482.00 4482.00 4482.00 4482.00 unch 24 790 +0
Total Volume and Open Interest 109,075 617,755 +1,718
SPI 200(SFE)
Sep09 090727 4067.0 4124.0 4065.0 4113.0 +48.0 27,193 226,628 -8,994
Dec09 090727 4110.0 4122.0 4109.0 4122.0 +47.0 3 3,565 +1
Mar10 090727 4098.0 4098.0 4098.0 4098.0 +47.0 2 4,373 +0
Total Volume and Open Interest 27,198 235,580 -8,993
GSCI(CME)
Aug09 090727 450.00 452.00 448.00 451.00 +1.50 259 15,148 +33
Sep09 090727 457.00 458.00 455.00 457.00 +1.00 7 9 +4
Oct09 090727 465.50 467.00 464.00 465.50 +1.00      
Total Volume and Open Interest 266 15,157 +37
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.