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MRCI's End of Day Prices
Daily Futures Price Listing Wed July 29, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug09 090729 1053.00 1066.75 1035.75 1057.50 +3.00 16,762 26,774 -9,298
Sep09 090729 967.50 974.25 950.50 964.00 -4.00 6,211 23,758 +760
Nov09 090729 925.25 935.75 906.25 916.00 -11.00 49,624 236,508 +2,368
Jan10 090729 928.00 937.75 911.00 919.75 -11.25 1,509 38,046 +572
Mar10 090729 936.00 936.00 914.25 921.00 -11.00 1,430 18,890 +209
May10 090729 926.00 939.00 915.00 920.50 -9.00 1,735 12,319 +764
Jul10 090729 934.00 943.00 919.00 925.00 -10.00 1,448 15,598 +168
Total Volume and Open Interest 79,434 392,006 -4,519
Soybean Meal(CBOT)
Aug09 090729 332.00 340.00 327.00 338.50 +6.60 8,015 16,962 -1,514
Sep09 090729 305.60 307.90 299.40 306.50 +2.60 5,533 32,635 +1,355
Oct09 090729 285.40 287.30 281.70 287.00 -0.20 2,450 21,060 +445
Dec09 090729 282.80 286.20 277.00 282.00 -1.30 15,798 69,306 -1,318
Jan10 090729 277.00 279.00 274.00 278.70 -1.60 316 7,357 +3
Mar10 090729 276.00 277.50 273.50 277.50 -1.50 205 6,491 +86
May10 090729 274.50 275.90 272.70 275.80 -1.40 280 8,955 +175
Jul10 090729 275.80 278.40 274.20 277.10 -1.30 258 4,148 +123
Total Volume and Open Interest 32,959 170,579 -648
Soybean Oil(CBOT)
Aug09 090729 33.82 34.20 33.05 33.07 -0.75 29,456 20,199 -6,017
Sep09 090729 34.01 34.41 33.23 33.26 -0.75 21,735 42,224 +2,940
Oct09 090729 34.08 34.10 33.42 33.42 -0.75 1,156 19,745 +170
Dec09 090729 34.53 34.95 33.75 33.78 -0.75 25,436 114,059 +617
Jan10 090729 34.50 34.55 34.14 34.14 -0.73 263 14,035 +92
Mar10 090729 34.84 34.85 34.41 34.41 -0.71 314 8,154 +79
May10 090729 35.48 35.62 34.59 34.59 -0.66 287 7,191 +104
Jul10 090729 35.19 35.19 34.73 34.73 -0.66 505 5,322 +123
Total Volume and Open Interest 79,261 239,401 -1,908
Canola(WCE)
Nov09 090729 403.0 404.9 395.3 396.2 -7.0 9,068 84,794 +1,331
Jan10 090729 403.7 404.4 399.8 400.4 -7.2 1,784 11,733 +831
Mar10 090729 405.6 405.6 405.6 405.6 -6.3 5 1,676 -3
May10 090729 407.6 407.6 407.6 407.6 -7.2 0 515 +0
Jul10 090729 412.0 412.0 412.0 412.0 -7.2 0 546 +0
Total Volume and Open Interest 10,857 99,330 +2,159
Corn(CBOT)
Sep09 090729 321.50 322.50 315.25 320.75 +0.25 52,231 250,966 +6,941
Dec09 090729 330.00 330.75 322.75 328.00 -1.75 88,877 418,561 +5,877
Mar10 090729 343.50 343.50 335.75 340.50 -2.25 5,151 78,461 +623
May10 090729 353.00 353.00 347.00 350.25 -2.00 493 18,327 +234
Jul10 090729 360.00 360.75 354.00 358.75 -2.00 1,433 52,280 +28
Sep10 090729 366.50 366.50 363.00 366.50 -1.75 131 7,217 +22
Total Volume and Open Interest 149,702 887,951 +13,983
Wheat(CBOT)
Sep09 090729 514.75 518.00 505.00 511.50 -4.75 22,261 139,981 +264
Dec09 090729 542.00 545.50 532.75 539.00 -4.75 12,076 116,100 +2,560
Mar10 090729 561.00 562.00 551.50 557.25 -5.25 3,090 18,538 +218
May10 090729 573.50 574.75 563.75 569.75 -5.00 524 2,495 +282
Jul10 090729 583.75 585.50 574.75 580.25 -5.25 2,182 39,295 +139
Total Volume and Open Interest 40,391 323,335 +3,484
Wheat(KCBT)
Sep09 090729 548.25 551.50 542.00 546.50 -3.50 6,143 38,900 +269
Dec09 090729 565.00 568.00 558.50 563.25 -3.50 3,606 38,478 +926
Mar10 090729 581.00 583.00 574.75 579.25 -3.50 357 7,258 +89
May10 090729 591.75 593.50 585.75 589.75 -3.50 20 1,194 -5
Jul10 090729 603.00 604.00 595.25 599.50 -3.50 167 10,510 +14
Total Volume and Open Interest 10,322 97,967 +1,311
Wheat(MGE)
Sep09 090729 600.00 600.25 592.00 598.25 -2.25 952 9,702 -144
Dec09 090729 612.50 614.00 605.50 611.25 -2.75 487 13,674 +23
Mar10 090729 626.00 628.00 620.50 626.25 -2.50 200 4,463 +2
May10 090729 634.75 636.00 629.25 635.00 -2.50 50 1,597 +17
Jul10 090729 643.25 644.50 637.50 643.50 -3.00 130 5,457 -23
Total Volume and Open Interest 1,929 36,260 -140
Oats(CBOT)
Sep09 090729 192.00 192.75 188.25 191.25 -2.25 50 3,620 +22
Dec09 090729 206.00 206.00 201.00 204.00 -2.00 448 9,038 +45
Mar10 090729 214.25 218.00 213.00 216.00 -2.00 53 1,465 +4
May10 090729 224.00 226.00 224.00 224.00 -2.00 1 89 +1
Total Volume and Open Interest 553 14,215 +73
Rough Rice(CBOT)
Sep09 090729 13.81 13.82 13.55 13.77 -0.06 1,297 5,805 +370
Nov09 090729 14.00 14.03 13.75 13.98 -0.06 650 2,543 +319
Jan10 090729 14.13 14.15 14.13 14.15 -0.04 31 311 +17
Mar10 090729 14.17 14.32 14.06 14.28 -0.03 18 375 +1
Total Volume and Open Interest 1,998 9,193 +707
Live Cattle(CME)
Aug09 090729 84.800 84.800 83.750 83.950 -0.980 7,155 36,635 -1,534
Oct09 090729 90.650 90.650 88.850 89.250 -1.330 9,751 102,581 +756
Dec09 090729 90.100 90.100 88.750 88.850 -1.400 5,125 54,237 +1,066
Feb10 090729 89.180 89.300 88.150 88.600 -0.880 2,087 18,644 +167
Apr10 090729 90.550 90.600 89.635 89.950 -0.935 399 8,867 +159
Jun10 090729 87.900 87.900 86.680 86.950 -0.935 142 3,919 +82
Total Volume and Open Interest 24,659 225,699 +696
Feeder Cattle(CME)
Aug09 090729 102.850 103.050 101.800 102.035 -0.815 710 8,375 -247
Sep09 090729 102.900 103.100 101.900 102.050 -0.930 433 8,158 +105
Oct09 090729 103.350 103.350 101.950 102.230 -0.970 395 7,373 +108
Nov09 090729 102.800 102.800 101.850 102.035 -1.015 257 2,091 +23
Jan10 090729 101.635 101.650 101.200 101.400 -0.800 49 787 +25
Mar10 090729 101.000 101.800 101.000 101.200 -0.800 14 379 +6
Apr10 090729 101.000 101.000 101.000 101.000 -1.000 0 27 +0
Total Volume and Open Interest 1,858 27,205 +20
Lean Hogs(CME)
Aug09 090729 56.050 57.100 55.800 56.750 -0.100 7,439 14,397 -2,381
Oct09 090729 51.950 53.550 51.700 53.100 +0.400 7,819 55,787 +706
Dec09 090729 51.500 53.150 51.350 52.785 +0.500 2,051 34,094 +138
Feb10 090729 57.700 58.750 57.100 58.200 -0.350 1,366 13,904 +32
Apr10 090729 61.630 62.450 61.100 62.035 -0.015 278 5,631 +81
May10 090729 66.000 67.500 65.400 67.500 +1.000 20 462 +12
Jun10 090729 68.900 70.800 68.900 70.725 +0.075 118 3,000 +14
Jul10 090729 69.475 69.900 69.150 69.900 -0.050 20 310 -403
Total Volume and Open Interest 19,118 128,124 -1,799
Pork Bellies(CME)
Aug09 090729 59.800 62.400 59.380 61.550 +0.170 27 326 -11
Feb10 090729 82.900 83.000 81.500 82.535 -0.765 11 190 +5
Mar10 090729 82.500 82.500 82.050 82.050 -0.450 0 45 +0
May10 090729 84.800 84.800 84.750 84.750 -0.050 0 1 +0
Jul10 090729 85.900 85.900 85.900 85.900 unch      
Total Volume and Open Interest 38 562  
Class III Milk(CME)
Jul09 090729 9.96 9.97 9.94 9.94 unch 30 4,650 -13
Aug09 090729 10.81 10.85 10.76 10.80 -0.04 44 4,178 +17
Sep09 090729 12.30 12.35 11.90 12.11 -0.17 97 4,228 +6
Oct09 090729 13.29 13.30 12.58 12.79 -0.47 46 3,933 -25
Nov09 090729 14.12 14.17 13.57 13.72 -0.41 53 3,599 -26
Total Volume and Open Interest 362 29,155 -34
Cocoa(ICE)
Sep09 090729 2862 2895 2780 2803 -76 4,482 46,276 -341
Dec09 090729 2908 2924 2811 2833 -78 1,637 33,368 +161
Mar10 090729 2922 2922 2843 2845 -77 697 20,021 +74
May10 090729 2890 2890 2845 2845 -78 135 4,820 +4
Jul10 090729 2878 2878 2852 2852 -78 9 3,600 -2
Sep10 090729 2855 2855 2855 2855 -78 22 2,612 +12
Dec10 090729 2930 2930 2869 2869 -67 196 1,316 +170
Total Volume and Open Interest 7,178 115,570 +78
Coffee "C"(ICE)
Sep09 090729 122.40 124.40 121.25 122.85 +0.05 4,417 56,543 -605
Dec09 090729 125.35 127.40 124.40 125.95 +0.10 725 27,409 +128
Mar10 090729 128.30 130.15 127.60 128.85 +0.05 578 13,208 -53
May10 090729 132.00 132.00 130.85 130.85 +0.10 82 3,855 -3
Jul10 090729 132.80 132.80 132.70 132.70 +0.05 102 1,714 -59
Sep10 090729 134.70 134.70 134.55 134.55 +0.05 100 1,441 +21
Total Volume and Open Interest 6,103 105,514 -525
Orange Juice(ICE)
Sep09 090729 94.40 94.40 91.35 91.60 -2.95 781 17,919 -503
Nov09 090729 97.00 97.00 94.60 94.80 -3.05 367 10,033 +292
Jan10 090729 99.60 99.60 97.55 97.75 -3.05 0 1,102 +0
Mar10 090729 102.50 102.50 101.00 101.00 -3.05 0 2,317 +0
May10 090729 104.75 104.75 103.75 103.75 -3.10 0 151 +0
Jul10 090729 106.50 106.50 106.50 106.50 -3.10 0 57 +0
Total Volume and Open Interest 1,148 31,763 -211
Sugar #11(ICE)
Oct09 090729 18.45 18.57 18.23 18.56 +0.06 30,533 319,282 -824
Mar10 090729 19.50 19.63 19.31 19.61 +0.01 21,429 179,080 +1,538
May10 090729 18.99 19.12 18.86 19.10 unch 5,637 40,994 +517
Jul10 090729 18.40 18.45 18.25 18.45 -0.01 2,697 85,538 +315
Oct10 090729 18.00 18.17 17.96 18.17 -0.01 921 51,590 +14
Total Volume and Open Interest 62,631 753,619 +1,772
Sugar #14(ICE)
Sep09 090729 23.33 23.33 23.20 23.25 -0.15 0 1,739 +0
Total Volume and Open Interest 0 1,739 +0
London Cocoa(LCE)
Sep09 090729 1830 1845 1776 1778 -46 2,554 49,572 +138
Dec09 090729 1848 1865 1799 1799 -46 2,151 40,106 +448
Mar10 090729 1846 1860 1801 1801 -42 1,046 31,834 +128
May10 090729 1847 1849 1794 1794 -38 229 18,010 +35
Jul10 090729 1818 1818 1789 1789 -36 43 6,881 +36
Sep10 090729 1804 1816 1789 1789 -36 143 2,840 +35
Dec10 090729 1830 1830 1789 1789 -36 39 676 +6
Total Volume and Open Interest 6,205 152,520 +826
London Coffee(LCE)
London Sugar(LCE)
Oct09 090729 484.80 487.00 482.20 486.00 +1.00 2,964 44,782 -415
Dec09 090729 496.00 497.20 493.00 496.50 +0.50 880 9,685 +30
Mar10 090729 503.00 504.00 500.20 503.50 -0.20 386 12,773 -7
May10 090729 501.20 501.20 497.30 500.50 -0.50 156 2,939 +7
Aug10 090729 496.50 496.50 490.80 494.00 -2.50 284 2,969 +240
Total Volume and Open Interest 4,701 74,525 -115
Cotton(ICE)
Oct09 090729 57.00 57.17 56.60 57.06 +0.09 236 2,130 -85
Dec09 090729 59.20 59.63 58.41 59.12 unch 10,629 100,972 -2,997
Mar10 090729 61.42 61.72 60.60 61.28 -0.13 468 15,919 +18
May10 090729 62.47 62.47 62.47 62.47 -0.15 175 1,039 +86
Jul10 090729 63.72 63.73 63.13 63.67 -0.04 19 2,687 +6
Oct10 090729 64.74 64.92 64.73 64.92 -0.07 0 10 +0
Total Volume and Open Interest 11,559 125,052 -2,941
Lumber(CME)
Sep09 090729 208.0 208.4 202.5 203.0 -4.0 669 5,616 +38
Nov09 090729 208.6 209.8 205.0 207.3 -2.3 243 1,644 +131
Jan10 090729 221.0 221.4 218.1 221.4 -1.5 155 911 +89
Mar10 090729 228.0 229.8 225.0 227.8 -2.0 8 43 +6
Total Volume and Open Interest 1,075 8,226 +264
Crude Oil(NYM)
Sep09 090729 66.68 67.01 62.70 63.35 -3.88 245,180 334,158 +1,919
Oct09 090729 68.53 68.79 64.69 65.23 -3.75 70,236 98,162 +1,637
Nov09 090729 70.06 70.24 66.41 66.90 -3.56 33,631 54,509 +2,180
Dec09 090729 71.10 71.27 67.58 68.10 -3.36 40,195 161,301 +2,623
Jan10 090729 71.77 71.77 68.55 69.06 -3.18 10,413 34,112 +601
Feb10 090729 71.79 71.79 69.73 69.92 -3.06 9,236 22,116 +838
Mar10 090729 72.34 72.56 70.26 70.69 -2.93 4,953 19,572 +867
Apr10 090729 72.84 72.84 71.26 71.37 -2.82 3,784 11,419 +758
May10 090729 71.82 72.01 71.82 72.01 -2.70 2,231 10,489 +98
Jun10 090729 74.31 74.33 72.33 72.62 -2.61 8,121 47,996 +222
Jul10 090729 74.43 74.64 72.71 73.09 -2.56 2,381 30,846 +205
Aug10 090729 73.40 73.40 73.40 73.40 -2.52 1,104 8,149 +230
Sep10 090729 74.60 74.62 73.60 73.72 -2.49 1,497 13,560 +507
Oct10 090729 74.95 74.95 74.03 74.06 -2.47 438 7,646 -10
Nov10 090729 74.44 74.47 74.44 74.45 -2.46 686 8,234 +35
Dec10 090729 77.30 77.30 74.49 74.84 -2.45 12,074 95,035 -324
Total Volume and Open Interest 450,240 1,170,441 +11,857
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 090729 66.775 67.000 62.700 63.350 -1.950 4,288 1,602 +120
Oct09 090729 68.650 68.700 64.750 65.225 -3.750 230 536 +43
Nov09 090729 69.600 69.600 66.800 66.900 -3.550 200 204 +26
Dec09 090729 70.075 70.075 67.900 68.100 -3.350 267 241 +23
Jan10 090729 69.050 69.050 69.050 69.050 -3.200 162 109 -6
Feb10 090729 69.925 69.925 69.925 69.925 -3.050 86 83 +70
Mar10 090729 72.350 72.350 70.700 70.700 -2.925 0 1 +0
Apr10 090729 71.375 71.375 71.375 71.375 -2.825      
Total Volume and Open Interest 9,169 4,965 +254
Heating Oil(NYM)
Aug09 090729 176.00 176.55 165.83 167.13 -9.34 15,791 21,679 -2,190
Sep09 090729 178.55 179.00 168.30 169.58 -9.26 28,454 64,623 +1,814
Oct09 090729 182.00 182.11 171.71 172.88 -9.16 6,282 33,743 -355
Nov09 090729 184.24 184.59 175.49 176.65 -8.91 4,124 23,369 +989
Dec09 090729 188.17 188.25 179.23 180.39 -8.61 4,467 38,414 +575
Jan10 090729 190.79 191.36 183.71 183.88 -8.38 1,458 20,471 -29
Feb10 090729 193.04 193.07 186.40 186.53 -8.23 586 13,638 +104
Mar10 090729 194.33 194.38 188.08 188.08 -8.03 571 9,408 +163
Apr10 090729 195.09 195.13 188.93 188.93 -7.83 748 6,698 -68
May10 090729 196.07 196.14 189.98 189.98 -7.63 979 8,710 -196
Jun10 090729 197.16 197.17 191.18 191.18 -7.38 1,223 18,692 +626
Jul10 090729 199.06 199.06 193.18 193.18 -7.28 138 2,916 +26
Total Volume and Open Interest 65,660 302,275 +1,266
Gasoline(NYMEX)
Aug09 090729 190.40 191.35 182.63 185.50 -5.56 18,428 18,821 -4,522
Sep09 090729 187.81 188.48 179.55 182.01 -5.91 29,893 88,331 +4,113
Oct09 090729 177.94 177.94 170.17 172.08 -6.04 7,735 29,209 -129
Nov09 090729 176.20 176.20 169.49 171.26 -6.14 4,059 15,118 +7
Dec09 090729 177.58 177.58 170.23 172.06 -6.22 4,624 19,015 -410
Jan10 090729 178.26 178.26 172.50 174.20 -6.15 1,103 9,726 +227
Feb10 090729 176.50 176.50 176.50 176.50 -6.10 349 3,309 +118
Mar10 090729 183.28 183.28 179.00 179.00 -6.00 277 4,382 +36
Apr10 090729 192.40 192.40 192.40 192.40 -6.00 219 4,077 -14
May10 090729 198.86 198.86 193.90 193.90 -6.00 287 2,451 +36
Total Volume and Open Interest 67,502 203,832 -573
e-miNY RBOB Gasoline(NYM)
Aug09 090729 1.91 1.91 1.89 1.86 -0.05 0 1 +0
Sep09 090729 182.01 182.01 182.01 182.01 -5.91      
Oct09 090729 172.08 172.08 172.08 172.08 -6.04      
Nov09 090729 171.26 171.26 171.26 171.26 -6.14      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Aug09 090729 3.545 3.548 3.296 3.379 -0.156 59,240 22,522 -8,037
Sep09 090729 3.686 3.696 3.459 3.548 -0.139 49,776 170,637 +3,290
Oct09 090729 3.924 3.924 3.699 3.788 -0.136 14,829 89,977 +29
Nov09 090729 4.583 4.594 4.404 4.494 -0.124 5,089 41,129 +212
Dec09 090729 5.263 5.270 5.093 5.176 -0.119 2,897 43,993 +114
Jan10 090729 5.500 5.556 5.377 5.461 -0.114 4,406 45,301 -167
Feb10 090729 5.565 5.590 5.411 5.494 -0.111 717 21,479 -35
Mar10 090729 5.510 5.537 5.372 5.444 -0.108 1,338 37,007 +166
Apr10 090729 5.450 5.479 5.316 5.384 -0.103 1,545 37,125 +186
May10 090729 5.530 5.530 5.383 5.441 -0.099 868 19,046 -648
Jun10 090729 5.620 5.620 5.475 5.539 -0.094 211 9,679 +24
Jul10 090729 5.730 5.730 5.619 5.662 -0.093 52 9,543 +9
Aug10 090729 5.745 5.754 5.696 5.754 -0.091 39 9,061 -6
Sep10 090729 5.828 5.828 5.783 5.817 -0.090 57 6,832 +2
Oct10 090729 6.006 6.006 5.871 5.929 -0.088 206 18,689 +63
Nov10 090729 6.301 6.350 6.215 6.279 -0.083 26 5,981 -5
Total Volume and Open Interest 142,860 716,213 -4,172
Brent Crude Oil(ICE)
Sep09 090729 69.42 69.89 66.14 66.53 -3.35 104,253 140,132 -2,619
Oct09 090729 70.11 70.30 66.57 66.95 -3.37 67,787 119,621 +4,707
Nov09 090729 70.62 70.90 67.36 67.73 -3.34 30,579 50,505 +2,447
Dec09 090729 71.36 71.36 68.14 68.51 -3.28 31,042 98,558 +1,374
Jan10 090729 71.43 71.61 69.13 69.26 -3.21 8,424 31,144 +1,805
Feb10 090729 72.13 72.32 69.62 69.99 -3.13 5,007 17,649 -247
Mar10 090729 72.80 72.99 70.56 70.71 -3.06 3,947 12,624 +364
Apr10 090729 73.43 73.46 71.14 71.38 -3.00 3,771 7,803 -759
May10 090729 74.02 74.06 71.79 72.02 -2.92 2,599 6,401 -150
Jun10 090729 74.64 74.64 72.35 72.61 -2.83 4,199 37,484 +180
Jul10 090729 73.06 73.06 73.06 73.06 -2.77 1,353 9,347 +91
Aug10 090729 73.42 73.42 73.42 73.42 -2.74 683 6,670 +46
Sep10 090729 74.72 74.83 73.77 73.77 -2.70 280 3,107 -107
Oct10 090729 74.12 74.12 74.12 74.12 -2.67 81 2,805 +7
Total Volume and Open Interest 270,592 690,584 +7,445
Gas Oil(ICE)
Aug09 090729 567.00 567.75 536.50 543.00 -21.75 25,762 53,266 -2,892
Sep09 090729 570.50 574.25 542.75 549.50 -22.00 30,859 87,473 +820
Oct09 090729 580.50 581.50 550.50 557.00 -21.75 11,779 48,077 +77
Nov09 090729 584.00 585.25 558.25 564.75 -21.50 4,981 35,497 +179
Dec09 090729 596.50 596.50 566.50 573.00 -21.00 10,168 64,629 +632
Jan10 090729 600.25 602.00 578.25 582.25 -20.50 3,255 40,134 +314
Feb10 090729 599.25 599.25 586.00 589.75 -20.00 2,711 18,323 +224
Mar10 090729 605.50 605.50 592.50 596.00 -19.75 1,857 20,208 +516
Apr10 090729 604.00 604.00 602.25 602.25 -19.50 1,197 12,004 +226
May10 090729 610.00 610.00 608.25 608.25 -19.25 800 9,578 +239
Total Volume and Open Interest 101,898 514,548 -100
Ethanol(CBOT)
Jul09 090706 1.625 1.625 1.625 1.625 -0.025 47 145 -23
Aug09 090729 1.585 1.600 1.585 1.593 -0.017 19 225 -9
Sep09 090729 1.535 1.549 1.535 1.546 -0.007 35 499 +9
Oct09 090729 1.499 1.505 1.499 1.502 -0.010 14 373 +2
Nov09 090729 1.485 1.500 1.485 1.496 -0.019 21 244 +7
Dec09 090729 1.500 1.520 1.490 1.502 -0.020 21 367 +2
Jan10 090729 1.490 1.495 1.490 1.493 -0.016 44 492 +25
Feb10 090729 1.520 1.520 1.515 1.515 -0.015 12 434 -2
Total Volume and Open Interest 176 3,862 +42
US Dollar Index(ICE)
Sep09 090729 79.090 79.810 78.875 79.785 +0.785 4,381 25,180 -240
Dec09 090729 79.300 80.105 79.250 80.105 +0.785 49 2,142 +15
Mar10 090729 80.380 80.380 80.380 80.380 +0.790      
Total Volume and Open Interest 4,430 27,322 -225
Australian Dollar(CME)
Sep09 090729 82.39 82.52 80.97 80.99 -1.46 67,249 101,314 -779
Dec09 090729 81.60 81.92 80.41 80.41 -1.46 37 416 +5
Mar10 090729 79.81 81.27 79.81 79.81 -1.46 0 15 +0
Total Volume and Open Interest 67,286 101,746 -774
British Pound(CME)
Sep09 090729 164.21 164.68 163.44 163.56 -0.80 77,178 90,638 +536
Dec09 090729 164.31 164.61 163.48 163.54 -0.80 18 500 +1
Mar10 090729 163.52 164.34 163.52 163.52 -0.80 0 8 +0
Total Volume and Open Interest 77,196 91,168 +537
Canadian Dollar(CME)
Sep09 090729 92.58 92.64 91.47 91.62 -0.77 51,003 90,855 -1,548
Dec09 090729 92.47 92.60 91.50 91.64 -0.77 134 2,381 +48
Mar10 090729 91.65 92.44 91.57 91.65 -0.77 6 661 +6
Jun10 090729 91.66 92.43 91.60 91.66 -0.77 0 129 +0
Total Volume and Open Interest 51,143 94,194 -1,494
Japanese Yen(CME)
Sep09 090729 105.84 106.41 104.88 105.30 -0.52 70,363 84,581 -1,434
Dec09 090729 105.90 106.47 105.01 105.40 -0.52 251 382 +48
Mar10 090729 105.58 106.47 105.48 105.58 -0.52 7 25 -7
Total Volume and Open Interest 70,621 84,989 -1,393
Swiss Franc(CME)
Sep09 090729 93.08 93.23 91.72 91.82 -1.28 31,777 38,166 +238
Dec09 090729 92.91 93.28 91.86 91.94 -1.28 0 103 +0
Mar10 090729 92.98 93.39 92.11 92.11 -1.28 0 5 +0
Total Volume and Open Interest 31,777 38,274 +238
EuroFX(CME)
Sep09 090729 141.69 141.97 140.07 140.08 -1.69 181,275 137,254 -74
Dec09 090729 141.88 141.93 140.07 140.07 -1.69 72 1,308 -85
Mar10 090729 140.09 141.77 140.09 140.09 -1.68 6 338 +0
Total Volume and Open Interest 181,354 138,904 -158
Mexican Peso(CME)
Aug09 090729 752.2 754.8 752.2 752.2 -2.5      
Sep09 090729 752.5 753.0 746.5 747.8 -2.5 9,115 52,787 +1,642
Total Volume and Open Interest 9,146 54,448 +1,641
30-Year T-Bonds(CBOT)
Sep09 090729 115~305 116~315 115~160 116~150 +0~165 187,377 676,798 +11,409
Dec09 090729 114~300 115~235 114~100 115~065 +0~160 141 1,984 +34
Mar10 090729 114~075 114~075 113~235 114~075 +0~160 1 40 -1
Total Volume and Open Interest 187,519 678,825 +11,442
10-Year T-Notes(CBOT)
Sep09 090729 116~025 116~160 115~155 116~000 -0~025 569,051 1,100,151 +55,327
Dec09 090729 114~255 114~290 114~025 114~180 -0~020 121 6,528 +59
Mar10 090729 113~180 113~200 113~180 113~180 -0~020      
Total Volume and Open Interest 569,172 1,106,679 +55,386
5-Year T-Notes(CBOT)
Sep09 090729 114~111 115~017 114~043 114~088 -0~025 291,853 748,183 +6,117
Dec09 090729 113~061 113~071 113~043 113~043 -0~028 5 2,642 +0
Mar10 090729 113~043 113~071 113~043 113~043 -0~028      
Total Volume and Open Interest 291,858 750,825 +6,117
2 Year T-Notes(CBOT)
Sep09 090729 108~035 108~035 108~035 108~020 -0~012 1,558 655,041 +9,117
Dec09 090729 107~069 107~086 107~067 107~067 -0~011 0 1,329 +0
Mar10 090729 107~067 107~078 107~067 107~067 -0~011      
Total Volume and Open Interest 116,153 656,370 +9,117
Eurodollars(CME)
Sep09 090729 99.490 99.500 99.480 99.490 +0.005 103,303 1,009,746 +12,662
Dec09 090729 99.265 99.280 99.230 99.250 -0.010 118,351 967,377 +7,463
Mar10 090729 98.990 99.015 98.910 98.955 -0.030 188,239 904,682 +5,603
Jun10 090729 98.590 98.635 98.485 98.545 -0.045 201,169 637,732 +10,905
Sep10 090729 98.190 98.245 98.060 98.130 -0.060 240,636 598,952 +13,526
Dec10 090729 97.795 97.850 97.650 97.730 -0.065 188,153 719,320 -2,955
Mar11 090729 97.450 97.505 97.295 97.385 -0.065 153,719 381,418 +415
Jun11 090729 97.105 97.165 96.950 97.045 -0.060 122,927 363,805 -9,050
Sep11 090729 96.780 96.850 96.625 96.740 -0.045 55,283 240,270 +560
Dec11 090729 96.470 96.540 96.320 96.440 -0.035 41,455 167,191 +298
Mar12 090729 96.250 96.310 96.095 96.225 -0.025 40,143 124,094 +788
Jun12 090729 96.050 96.100 95.895 96.020 -0.015 32,631 121,514 +2,951
Sep12 090729 95.870 95.915 95.715 95.850 unch 11,565 65,055 +600
Dec12 090729 95.690 95.740 95.550 95.680 +0.010 9,033 59,563 +248
Mar13 090729 95.580 95.635 95.450 95.575 +0.015 8,074 59,667 -906
Jun13 090729 95.500 95.520 95.340 95.460 +0.020 9,462 29,714 +181
Sep13 090729 95.390 95.410 95.240 95.350 +0.025 5,146 39,264 +93
Dec13 090729 95.220 95.290 95.110 95.225 +0.030 5,191 28,550 -36
Total Volume and Open Interest 1,546,933 6,687,454 +43,520
30 Day Federal Funds(CBOT)
Jul09 090729 99.842 99.845 99.840 99.842 +0.003 4,101 59,201 -768
Aug09 090729 99.820 99.820 99.810 99.815 unch 1,269 48,221 +883
Sep09 090729 99.805 99.805 99.795 99.800 unch 1,089 34,691 +524
Oct09 090729 99.790 99.795 99.785 99.790 unch 2,083 28,435 -164
Nov09 090729 99.760 99.765 99.755 99.760 unch 4,409 53,077 -740
Dec09 090729 99.730 99.740 99.720 99.730 unch 2,227 39,559 +995
Total Volume and Open Interest 26,362 384,386 +2,922
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 090729 99.47 99.47 99.47 99.47 -0.02      
Dec09 090729 99.51 99.51 99.51 99.51 -0.01      
Mar10 090729 99.51 99.51 99.51 99.51 -0.03      
Jun10 090729 99.50 99.50 99.50 99.50 unch      
Sep10 090729 99.44 99.44 99.44 99.44 unch      
Dec10 090729 99.40 99.40 99.40 99.40 unch      
Mar11 090729 99.32 99.32 99.32 99.32 unch      
Jun11 090729 99.25 99.25 99.25 99.25 unch      
Sep11 090729 99.25 99.25 99.25 99.25 unch      
Dec11 090729 99.06 99.06 99.06 99.06 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090729 99.48 99.48 99.48 99.48 unch 34 11,913 +10
Dec09 090729 99.51 99.51 99.51 99.51 unch 0 3,657 +0
Mar10 090729 99.53 99.53 99.53 99.53 unch 0 2,581 +0
Jun10 090729 99.50 99.50 99.50 99.50 unch 0 1,388 +0
Sep10 090729 99.44 99.44 99.44 99.44 unch 0 421 +0
Dec10 090729 99.39 99.39 99.39 99.39 unch 0 420 +0
Mar11 090729 99.31 99.31 99.31 99.31 unch 0 412 +0
Jun11 090729 99.25 99.25 99.25 99.25 unch 0 52 +0
Total Volume and Open Interest 34 22,416 +49
Japanese Gov't Bonds(SGX)
Sep09 090729 138.38 138.56 138.38 138.44 +0.12 1,200 13,363 -186
Dec09 090729 138.05 138.05 138.05 138.05 +0.12 0 1 +0
Mar10 090729 137.82 137.82 137.82 137.82 +0.12      
Total Volume and Open Interest 1,200 13,603 +239
Euro-Bund(EUREX)
Sep09 090729 120.69 121.05 120.57 120.83 +0.06 598,831 848,795 -55,885
Dec09 090729 119.29 119.60 119.29 119.47 +0.07 1,137 4,819 +1,020
Mar10 090729 119.08 119.08 119.08 119.08 +0.08 0 1 +0
Total Volume and Open Interest 599,968 853,615 -54,865
Euro-Bobl(EUREX)
Sep09 090729 115.40 115.65 115.32 115.55 -0.19 359,089 702,645 -41,165
Dec09 090729 113.93 114.17 113.93 114.17 +0.06 20 151 +18
Mar10 090729 113.75 113.75 113.75 113.75 -0.35      
Total Volume and Open Interest 310,622 644,007 -24,922
3-Mth Euribor(EUREX)
Sep09 090714 99.075 99.080 99.070 99.080 +0.270 1,414 15,734 +1,281
Dec09 090729 98.985 99.020 98.985 99.020 +0.015 1 5,581 +0
Mar10 090729 98.845 98.845 98.840 98.840 +0.005 0 2,955 +0
Total Volume and Open Interest 73 34,059 +7
Long Gilt(LIFFE)
Sep09 090714 118~04 118~06 117~19 117~25 -0~31 59,208 217,672 -1,663
Dec09 090729 114~14 114~15 114~04 114~04 -0~11      
Total Volume and Open Interest 45,445 220,542 -1,258
3-Mth Short Sterling(LIFFE)
Sep09 090729 99.14 99.19 99.14 99.17 +0.03 23,991 244,433 -6,223
Dec09 090729 98.89 98.94 98.89 98.93 +0.03 42,083 265,309 +1,464
Mar10 090729 98.53 98.58 98.53 98.57 +0.03 29,302 335,470 -2,290
Jun10 090729 98.01 98.07 98.00 98.05 +0.04 34,618 286,225 -2,012
Sep10 090729 97.46 97.53 97.45 97.51 +0.05 53,455 244,621 -2,015
Dec10 090729 96.87 96.99 96.87 96.96 +0.04 51,332 238,201 +6,688
Total Volume and Open Interest 284,021 2,084,433 -3,884
3-Mth Euribor(LIFFE)
Sep09 090729 99.135 99.150 99.130 99.150 +0.015 56,231 644,299 -8,705
Dec09 090729 98.985 99.025 98.980 99.020 +0.020 50,487 509,478 -596
Mar10 090729 98.800 98.850 98.785 98.840 +0.010 70,168 435,918 +1,180
Total Volume and Open Interest 503,013 3,114,755 -3,828
3-Mth Aus T-Bills(SFE)
Sep09 090729 96.71 96.75 96.70 96.74 +0.03 29,764 305,144 +4,711
Dec09 090729 96.46 96.49 96.42 96.49 +0.03 47,547 268,110 +8,228
Mar10 090729 96.00 96.03 95.96 96.02 +0.01 20,306 149,203 +7,962
Jun10 090729 95.50 95.53 95.45 95.53 +0.02 10,175 92,048 +4,186
Sep10 090729 95.05 95.10 95.00 95.10 +0.04 5,167 59,252 +2,552
Dec10 090729 94.67 94.71 94.61 94.71 +0.04 3,793 33,060 +1,080
Mar11 090729 94.33 94.37 94.26 94.37 +0.05 1,312 18,467 +799
Jun11 090729 94.00 94.06 93.94 94.06 +0.06 477 13,461 +229
Sep11 090729 93.77 93.77 93.77 93.77 +0.06 37 3,483 +0
Dec11 090729 93.52 93.52 93.52 93.52 +0.08 0 623 +0
Total Volume and Open Interest 118,588 943,801 +29,757
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 090729 94.47 94.47 94.47 94.47 +0.15      
Total Volume and Open Interest 18,547 344,951 +4,222
3-Year Aus T-Bonds(SFE)
Sep09 090729 94.99 95.08 94.98 95.08 +0.09 128,225 619,939 +36,624
Dec09 090729 95.08 95.08 95.08 95.08 +0.09      
Total Volume and Open Interest 128,225 619,939 +36,624
Gold(CMX)
Aug09 090729 937.8 940.9 925.2 927.2 -11.9 101,954 95,619 -26,237
Oct09 090729 938.4 941.7 926.5 928.3 -12.0 5,647 22,800 +2,370
Dec09 090729 939.8 943.3 927.6 929.7 -12.0 41,117 178,005 +20,008
Feb10 090729 941.9 942.1 929.2 931.0 -11.9 387 18,543 +171
Apr10 090729 939.9 942.4 931.3 932.4 -11.8 1,984 18,947 +585
Jun10 090729 940.0 941.9 933.9 933.9 -11.7 1,032 10,630 +692
Aug10 090729 948.0 948.0 935.6 935.6 -11.7 200 5,745 +200
Oct10 090729 937.8 937.8 937.8 937.8 -11.6 0 3,550 +0
Dec10 090729 944.5 944.5 939.4 940.2 -11.5 1,035 12,535 +629
Feb11 090729 943.1 943.1 943.1 943.1 -11.3 100 1,012 +0
Apr11 090729 946.2 946.2 946.2 946.2 -11.1 100 137 +75
Jun11 090729 294.3 294.3 294.3 294.3 -10.9 3 8,024 +3
Total Volume and Open Interest 154,024 394,629 -1,133
Silver(CMX)
Jul09 090729 1355.0 1361.0 1325.3 1325.3 -48.2 55 102 +2
Sep09 090729 1369.5 1374.0 1316.5 1325.8 -48.2 16,174 54,299 +477
Dec09 090729 1373.5 1377.5 1320.0 1329.4 -48.5 2,685 22,143 +694
Mar10 090729 1366.0 1366.0 1332.5 1332.5 -48.4 291 5,824 -92
May10 090729 1334.5 1334.5 1334.5 1334.5 -48.3 16 2,274 +7
Jul10 090729 1365.5 1365.5 1336.3 1336.3 -48.2 23 3,107 +10
Sep10 090729 1359.0 1359.0 1338.0 1338.3 -48.1 55 400 +34
Total Volume and Open Interest 19,622 97,498 +1,206
Platinum(NYMEX)
Oct09 090729 1200.2 1209.5 1164.4 1172.2 -24.4 2,753 21,372 +214
Jan10 090729 1178.1 1178.1 1178.1 1178.1 -24.4 111 749 +102
Total Volume and Open Interest 2,882 22,169 +306
Palladium(NYMEX)
Sep09 090729 257.00 260.50 253.00 255.50 -4.50 1,094 16,959 +206
Dec09 090729 258.00 258.00 254.55 256.55 -4.45 214 1,298 +206
Mar10 090729 258.05 258.05 258.05 258.05 -4.45 0 3 +0
Total Volume and Open Interest 1,308 18,260 +412
Copper(CMX)
Jul09 090729 251.00 251.00 245.70 247.20 -4.30 430 771 -248
Sep09 090729 253.10 253.90 245.00 247.75 -4.30 17,534 79,379 -1,019
Dec09 090729 253.75 254.65 246.05 248.70 -4.40 2,749 22,134 +311
Mar10 090729 252.10 252.10 246.60 249.05 -4.40 147 3,434 +23
May10 090729 246.70 249.10 246.70 249.10 -4.35 32 894 +6
Total Volume and Open Interest 21,543 120,312 -1,338
Aluminum(CMX)
Jul09 090729 82.25 82.25 82.25 82.25 -1.75      
Aug09 090729 82.75 82.75 82.75 82.75 -1.75      
Sep09 090729 83.25 83.25 83.25 83.25 -1.75      
Oct09 090729 4.61 4.61 4.61 4.61 -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 090729 9039 9050 8961 9047 -3 1,074 10,452 +23
Dec09 090729 8989 8992 8989 8989 -3 1 658 +0
Mar10 090729 8931 8934 8931 8931 -3 0 2 +0
Jun10 090729 8892 8895 8892 8892 -3      
Total Volume and Open Interest 1,075 11,112 +23
S & P 500(CME)
Sep09 090729 975.20 976.00 964.10 974.90 -1.00 13,241 375,304 +2,226
Dec09 090729 963.20 970.50 960.40 970.50 -0.90 1 8,769 +3
Mar10 090729 966.50 966.50 956.40 966.50 -0.90 50 3,609 +0
Jun10 090729 963.50 963.50 953.40 963.50 -0.90 50 154 +50
Total Volume and Open Interest 13,342 387,841 +2,279
S & P 500 E-Mini(Globex)
Sep09 090729 975.25 976.00 964.00 975.00 -1.00 1,521,546 2,480,172 +32,487
Dec09 090729 970.00 971.50 960.00 970.50 -1.00 1,344 24,119 +582
Total Volume and Open Interest 1,522,893 2,504,343 +33,069
NASDAQ 100(CME)
Sep09 090729 1601.50 1603.00 1584.00 1600.80 -0.70 2,044 17,533 -509
Dec09 090729 1598.80 1598.80 1597.00 1598.80 -0.70 0 13 +0
Mar10 090729 1597.80 1597.80 1596.00 1597.80 -0.70      
Total Volume and Open Interest 2,044 17,546 -509
NASDAQ 100 E-Mini(Globex)
Sep09 090729 1601.30 1603.80 1583.80 1600.80 -0.70 258,387 297,897 +4,753
Dec09 090729 1596.80 1600.30 1582.50 1598.80 -0.70 322 1,051 +145
Total Volume and Open Interest 258,710 298,960 +4,896
S & P Midcap 400(CME)
Sep09 090729 619.00 621.00 614.50 618.90 -2.20 222 2,479 +97
Dec09 090729 616.90 616.90 616.60 616.90 -2.20      
Mar10 090729 614.90 614.90 614.60 614.90 -2.20      
Total Volume and Open Interest 222 2,479 +97
Russell 2000(CME)
Sep09 090729 0.05 0.05 0.05 0.05 unch 86 7,629 +261
Dec09 090729 0.05 0.05 0.05 0.05 unch 0 3,139 -3
Mar10 090729 0.05 0.05 0.05 0.05 unch 0 5,896 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090729 10025 10165 10020 10030 -70 117,686 177,826 +2,085
Dec09 090729 10065 10065 9985 9985 -90 0 1,219 +0
Total Volume and Open Interest 117,886 183,662 +1,813
Nikkei 225(SGX)
Sep09 090729 10025 10165 10020 10030 -70 117,686 177,826 +2,085
Dec09 090729 10065 10065 9985 9985 -90 0 1,219 +0
Mar10 090729 10005 10005 10005 10005 -75 0 75 +0
Total Volume and Open Interest 117,886 183,662 +1,813
CAC 40(EURONEXT)
Aug09 090729 3352.5 3401.0 3311.0 3365.0 +35.5 103,928 348,554 +5,145
Sep09 090729 3349.5 3390.5 3314.5 3361.0 +35.5 1,189 47,869 +201
Oct09 090729 3359.0 3359.0 3359.0 3359.0 +35.5      
Total Volume and Open Interest 106,006 398,946 +4,892
Hang Seng Index(HKFE)
Jul09 090729 20430 20547 19777 20239 -309 85,027 49,812 -20,729
Aug09 090729 20386 20514 19747 20203 -316 21,020 62,362 +34,003
Sep09 090729 20250 20384 19710 20112 -297 438 2,924 +41
Total Volume and Open Interest 106,560 116,028 +13,492
DAX(EUREX)
Sep09 090729 5219.0 5313.0 5147.5 5271.0 +93.0 109,222 154,676 +580
Dec09 090729 5214.5 5313.0 5152.5 5273.5 +93.0 283 10,706 -76
Mar10 090729 5221.5 5303.0 5166.5 5279.5 +92.0 118 1,098 +50
Total Volume and Open Interest 109,623 166,480 +554
FT-SE 100(EURONEXT)
Sep09 090729 4494.00 4557.00 4487.50 4519.00 +25.00 92,276 610,124 +3,025
Dec09 090729 4481.50 4523.00 4480.00 4489.00 +25.00 23 4,147 -2
Mar10 090729 4456.50 4481.50 4453.50 4453.50 +23.00 0 709 +0
Total Volume and Open Interest 92,309 615,475 +3,013
SPI 200(SFE)
Sep09 090729 4144.0 4151.0 4087.0 4097.0 -43.0 23,813 227,909 -602
Dec09 090729 4105.0 4146.0 4105.0 4109.0 -41.0 18 3,561 +2
Mar10 090729 4085.0 4085.0 4085.0 4085.0 -41.0 0 4,373 +0
Total Volume and Open Interest 23,831 236,717 -740
GSCI(CME)
Aug09 090729 438.00 438.50 424.75 425.50 -19.80 367 15,119 -133
Sep09 090729 444.00 444.20 432.50 433.00 -19.00 0 7 -2
Oct09 090729 442.50 460.55 442.00 442.50 -18.00      
Total Volume and Open Interest 367 15,126 -135
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.