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MRCI's End of Day Prices
Daily Futures Price Listing Wed August 05, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug09 090805 1176.00 1182.75 1154.00 1175.00 +10.00 5,204 7,230 -2,176
Sep09 090805 1083.00 1100.00 1066.75 1088.00 +4.50 16,492 30,089 +469
Nov09 090805 1032.00 1048.50 1023.75 1045.00 +13.50 112,096 242,489 +182
Jan10 090805 1034.75 1050.50 1028.75 1049.00 +13.50 9,167 39,212 +489
Mar10 090805 1030.00 1047.75 1026.00 1045.00 +15.00 6,672 19,781 +863
May10 090805 1019.00 1035.00 1012.00 1031.50 +15.50 6,832 14,319 +625
Jul10 090805 1020.00 1033.00 1011.00 1032.00 +15.50 5,601 17,735 +266
Total Volume and Open Interest 165,116 391,050 +1,087
Soybean Meal(CBOT)
Aug09 090805 363.50 371.50 359.50 368.60 +1.80 2,202 6,041 -869
Sep09 090805 338.70 348.80 333.10 341.60 +2.30 11,662 39,779 +234
Oct09 090805 318.50 329.00 314.50 322.30 +4.90 5,379 24,070 +660
Dec09 090805 311.80 319.00 309.70 318.60 +6.80 36,583 73,143 +2,516
Jan10 090805 309.30 315.90 308.00 315.90 +7.10 2,639 7,280 +57
Mar10 090805 307.70 313.00 304.30 312.60 +8.00 2,820 6,187 -298
May10 090805 299.50 305.40 297.70 305.40 +8.20 2,110 9,200 -348
Jul10 090805 299.70 305.40 296.50 305.40 +8.20 870 3,667 -116
Total Volume and Open Interest 64,507 173,143 +1,867
Soybean Oil(CBOT)
Aug09 090805 37.43 37.60 37.05 37.52 +0.07 10,825 9,114 -907
Sep09 090805 37.55 37.89 37.18 37.66 +0.06 24,391 53,854 +1,853
Oct09 090805 37.72 37.93 37.41 37.85 +0.07 7,521 23,169 -177
Dec09 090805 38.09 38.46 37.75 38.23 +0.06 47,724 123,391 +1,246
Jan10 090805 38.50 38.66 38.14 38.59 +0.07 1,367 13,449 -421
Mar10 090805 38.78 38.92 38.40 38.87 +0.08 1,128 7,900 +35
May10 090805 38.95 39.07 38.58 39.00 +0.05 1,078 8,029 -304
Jul10 090805 39.07 39.20 38.74 39.14 +0.04 407 5,313 -31
Total Volume and Open Interest 94,523 252,685 +1,321
Canola(WCE)
Nov09 090805 435.3 437.6 427.7 435.5 +0.2 6,600 86,771 +0
Jan10 090805 441.8 441.8 432.4 440.0 unch 205 12,897 +0
Mar10 090805 435.6 444.7 434.9 443.0 -1.0 4 1,708 +0
May10 090805 441.2 448.3 441.2 447.5 +2.3 5 577 +0
Jul10 090805 453.5 453.5 453.5 453.5 +8.3 5 617 +0
Total Volume and Open Interest 6,819 102,636 +0
Corn(CBOT)
Sep09 090805 354.00 359.00 339.25 347.00 -7.50 79,905 229,548 -2,812
Dec09 090805 364.75 370.00 349.00 357.00 -8.75 170,123 432,623 +626
Mar10 090805 378.25 382.75 362.75 370.50 -8.50 12,577 76,736 +1,398
May10 090805 388.00 391.75 374.75 380.00 -8.50 3,416 18,187 +278
Jul10 090805 395.75 400.75 381.25 388.50 -8.25 6,118 52,675 -450
Sep10 090805 404.00 405.25 390.25 396.50 -7.50 2,599 7,734 -28
Total Volume and Open Interest 282,333 881,068 +158
Wheat(CBOT)
Sep09 090805 542.00 546.75 522.25 528.75 -13.50 89,009 121,752 -5,395
Dec09 090805 569.75 574.25 550.00 556.75 -13.50 66,667 136,513 +6,126
Mar10 090805 588.25 591.50 569.00 575.25 -13.50 7,370 18,517 +1,073
May10 090805 601.75 601.75 583.25 587.75 -13.25 364 2,611 -32
Jul10 090805 611.75 615.25 593.00 599.00 -12.75 3,863 40,461 +699
Total Volume and Open Interest 167,613 326,997 +2,556
Wheat(KCBT)
Sep09 090805 573.00 575.75 552.25 560.25 -12.75 12,896 36,873 +966
Dec09 090805 589.00 593.00 569.25 577.00 -12.50 7,850 41,335 +885
Mar10 090805 605.00 606.00 586.50 593.75 -12.25 606 7,753 +60
May10 090805 612.25 613.25 597.50 604.25 -12.50 120 1,274 +28
Jul10 090805 626.00 630.50 608.25 614.75 -12.50 581 10,701 +103
Total Volume and Open Interest 22,210 99,956 +2,040
Wheat(MGE)
Sep09 090805 620.00 621.50 600.50 607.00 -13.00 2,282 8,720 -325
Dec09 090805 634.50 636.25 614.25 620.50 -13.75 2,125 14,363 +205
Mar10 090805 650.00 650.00 630.25 636.50 -13.50 342 4,826 +111
May10 090805 659.50 659.50 640.00 644.75 -14.75 112 1,620 +20
Jul10 090805 667.25 667.25 648.75 654.50 -12.75 285 5,558 +58
Total Volume and Open Interest 5,324 36,479 +131
Oats(CBOT)
Sep09 090805 212.75 212.75 204.75 210.00 -1.00 1,075 2,210 -497
Dec09 090805 224.00 226.50 218.25 224.00 -1.00 1,555 10,251 -15
Mar10 090805 237.00 239.00 231.00 236.00 -1.00 99 1,584 +34
May10 090805 244.00 245.00 244.00 244.00 -1.00 0 89 +0
Total Volume and Open Interest 2,729 14,137 -478
Rough Rice(CBOT)
Sep09 090805 13.81 13.91 13.77 13.79 -0.02 1,248 4,777 -51
Nov09 090805 14.03 14.10 13.99 14.02 unch 814 3,623 +384
Jan10 090805 14.17 14.26 14.15 14.17 -0.01 51 421 +22
Mar10 090805 14.37 14.37 14.35 14.35 -0.01 20 443 +14
Total Volume and Open Interest 2,133 9,423 +369
Live Cattle(CME)
Aug09 090805 84.000 84.200 83.100 84.035 -0.045 6,558 29,574 -1,195
Oct09 090805 89.580 89.950 88.250 89.830 +0.100 16,330 107,722 +2,686
Dec09 090805 89.150 89.635 88.200 89.430 +0.030 5,546 61,130 -391
Feb10 090805 89.100 89.650 88.400 89.350 +0.050 2,515 21,140 +550
Apr10 090805 90.500 91.200 89.700 91.080 +0.180 1,039 9,887 +345
Jun10 090805 87.400 88.400 87.300 88.200 -0.030 456 4,405 +232
Total Volume and Open Interest 32,677 235,081 +2,325
Feeder Cattle(CME)
Aug09 090805 100.785 101.500 99.400 101.350 +0.400 712 7,257 -151
Sep09 090805 100.400 101.550 99.450 101.150 +0.570 1,122 8,636 +52
Oct09 090805 100.785 101.600 99.500 101.385 +0.455 1,349 7,527 -134
Nov09 090805 101.180 102.100 99.980 101.800 +0.350 333 2,206 +16
Jan10 090805 100.500 101.250 99.535 101.250 +0.300 60 824 -2
Mar10 090805 100.150 101.100 99.500 100.980 +0.130 12 405 -3
Apr10 090805 101.250 101.500 101.000 101.250 -0.250 6 35 +6
Total Volume and Open Interest 3,613 26,932 -198
Lean Hogs(CME)
Aug09 090805 53.850 54.000 51.535 53.350 -0.635 3,752 9,003 +63
Oct09 090805 49.850 50.850 47.630 50.200 +0.070 10,044 54,866 +47
Dec09 090805 49.080 49.500 46.485 48.750 -0.485 4,104 35,580 +895
Feb10 090805 55.035 55.500 52.750 54.080 -1.670 1,470 14,690 +281
Apr10 090805 59.800 60.000 57.550 58.330 -2.220 843 5,997 +44
May10 090805 63.000 63.800 63.000 63.800 -2.200 5 492 +0
Jun10 090805 68.450 68.750 66.300 67.250 -1.900 154 3,160 -2
Jul10 090805 67.580 67.850 65.785 67.400 -1.385 36 784 +26
Total Volume and Open Interest 20,414 125,127 +1,354
Pork Bellies(CME)
Aug09 090805 58.500 58.500 57.750 57.750 -2.000 45 256 -12
Feb10 090805 78.785 81.250 78.785 81.000 +1.000 26 262 +11
Mar10 090805 81.000 81.000 80.300 80.500 +1.000 1 65 +0
May10 090805 82.300 82.400 82.300 82.300 -0.030 0 5 +0
Jul10 090805 84.500 84.500 84.500 84.500 unch      
Total Volume and Open Interest 72 588 -1
Class III Milk(CME)
Aug09 090805 11.00 11.05 10.91 10.96 unch 161 4,197 -101
Sep09 090805 12.12 12.39 12.07 12.19 +0.08 356 4,392 +195
Oct09 090805 12.42 12.74 12.38 12.61 +0.10 269 3,975 +27
Nov09 090805 12.81 13.08 12.78 12.99 +0.09 181 3,620 -4
Dec09 090805 13.06 13.31 12.97 13.23 +0.10 141 3,222 -91
Total Volume and Open Interest 1,290 25,013 +90
Cocoa(ICE)
Sep09 090805 2945 2945 2852 2862 -83 11,128 38,829 -4,083
Dec09 090805 2985 2985 2893 2902 -83 6,618 38,661 +2,271
Mar10 090805 2974 2992 2910 2917 -83 667 21,264 +24
May10 090805 2989 2995 2925 2925 -83 101 4,993 +10
Jul10 090805 2985 3003 2933 2933 -80 1 3,627 +0
Sep10 090805 2935 2935 2935 2935 -80 0 2,703 +0
Dec10 090805 2950 2950 2943 2943 -80 0 1,731 +0
Total Volume and Open Interest 18,515 115,371 -1,778
Coffee "C"(ICE)
Sep09 090805 133.00 133.85 130.60 131.50 -1.50 12,879 50,593 -1,537
Dec09 090805 135.45 136.95 133.65 134.50 -1.55 4,651 32,268 +2,286
Mar10 090805 139.00 139.75 136.85 137.40 -1.55 862 13,008 +289
May10 090805 140.80 141.50 138.45 139.20 -1.60 199 3,982 +50
Jul10 090805 143.05 143.15 140.90 141.10 -1.60 124 1,492 +5
Sep10 090805 144.75 144.95 142.70 142.90 -1.60 92 1,559 +40
Total Volume and Open Interest 18,956 104,273 +1,140
Orange Juice(ICE)
Sep09 090805 93.00 98.55 93.00 97.55 +4.70 2,009 12,667 -1,216
Nov09 090805 97.20 101.80 96.40 100.90 +4.60 1,038 13,644 +1,126
Jan10 090805 102.00 104.75 99.70 103.90 +4.50 51 1,117 +16
Mar10 090805 104.00 106.90 104.00 106.90 +4.30 10 2,317 +9
May10 090805 106.85 109.75 106.85 109.75 +4.25 4 175 +4
Jul10 090805 112.60 112.60 112.60 112.60 +4.20 0 57 +0
Total Volume and Open Interest 3,112 30,161 -61
Sugar #11(ICE)
Oct09 090805 19.30 19.55 19.15 19.37 +0.02 49,284 322,665 -2,113
Mar10 090805 20.60 20.80 20.41 20.66 +0.06 31,719 191,036 +914
May10 090805 19.82 20.08 19.76 19.98 +0.06 12,942 44,774 +2,673
Jul10 090805 19.15 19.37 19.10 19.25 +0.08 7,423 86,055 +1,127
Oct10 090805 18.90 19.03 18.85 18.96 +0.08 2,772 61,846 +506
Total Volume and Open Interest 107,824 786,584 +3,917
Sugar #14(ICE)
Sep09 090805 24.00 24.10 23.70 24.00 +0.40 47 1,417 +0
Total Volume and Open Interest 47 1,417 +0
London Cocoa(LCE)
Sep09 090805 1795 1804 1753 1757 -53 2,078 47,615 +83
Dec09 090805 1825 1831 1781 1785 -52 1,571 40,709 +14
Mar10 090805 1826 1829 1780 1788 -47 528 31,615 +209
May10 090805 1798 1813 1771 1781 -46 37 18,828 +8
Jul10 090805 1800 1806 1772 1775 -42 88 7,100 +60
Sep10 090805 1775 1775 1775 1775 -42 24 3,107 +15
Dec10 090805 1775 1775 1775 1775 -42 0 686 +0
Total Volume and Open Interest 4,338 152,271 +399
London Coffee(LCE)
London Sugar(LCE)
Oct09 090805 511.40 514.60 508.60 510.60 -1.60 3,393 44,490 -633
Dec09 090805 522.90 524.70 519.70 520.80 -1.40 586 9,687 +46
Mar10 090805 532.90 533.70 529.50 530.50 -0.20 1,376 14,960 +660
May10 090805 525.10 527.70 523.10 524.10 -1.10 289 2,852 -50
Aug10 090805 517.00 518.40 512.40 514.60 +0.10 258 4,016 +186
Total Volume and Open Interest 5,965 77,646 +220
Cotton(ICE)
Oct09 090805 60.87 60.87 59.83 60.39 -0.26 252 1,976 -40
Dec09 090805 62.41 63.01 61.62 62.26 -0.30 10,959 101,390 +782
Mar10 090805 64.62 64.94 63.84 64.35 -0.30 711 16,047 +84
May10 090805 65.65 65.82 65.58 65.60 -0.30 68 1,109 -21
Jul10 090805 67.35 67.35 66.50 66.80 -0.40 54 3,072 +29
Oct10 090805 67.92 67.92 67.92 67.92 -0.40 0 15 +0
Total Volume and Open Interest 12,057 125,918 +844
Lumber(CME)
Sep09 090805 208.0 209.8 202.6 203.1 -3.9 1,031 4,621 -267
Nov09 090805 208.3 210.0 202.7 203.2 -6.2 1,207 3,492 +641
Jan10 090805 222.0 222.6 215.4 220.0 -1.3 218 1,069 +90
Mar10 090805 225.4 228.2 223.5 228.2 +0.2 1 61 +1
Total Volume and Open Interest 2,457 9,255 +465
Crude Oil(NYM)
Sep09 090805 71.82 72.10 69.71 71.97 +0.55 323,455 320,204 +949
Oct09 090805 73.66 74.07 71.72 73.93 +0.63 118,125 127,292 +8,638
Nov09 090805 75.08 75.52 73.31 75.37 +0.68 56,839 63,132 +4,529
Dec09 090805 76.05 76.48 74.37 76.33 +0.71 75,080 157,921 -1,624
Jan10 090805 76.52 77.15 75.84 77.15 +0.71 16,024 35,055 +583
Feb10 090805 77.14 78.00 76.51 77.91 +0.72 8,382 23,510 -386
Mar10 090805 78.26 78.55 76.76 78.55 +0.73 6,106 19,872 -1,052
Apr10 090805 77.90 79.10 77.85 79.10 +0.71 2,125 11,280 +54
May10 090805 78.89 79.61 78.78 79.61 +0.69 1,983 10,664 -102
Jun10 090805 79.18 80.08 78.62 80.08 +0.67 15,541 58,379 +2,146
Jul10 090805 79.66 80.45 78.76 80.39 +0.67 4,038 29,791 -634
Aug10 090805 80.00 80.57 79.19 80.57 +0.69 2,872 9,711 +730
Sep10 090805 80.75 80.75 80.75 80.75 +0.70 3,835 13,751 -95
Oct10 090805 80.93 80.93 80.93 80.93 +0.72 2,713 7,870 +252
Nov10 090805 81.15 81.15 81.15 81.15 +0.73 1,567 8,589 +72
Dec10 090805 80.86 81.45 79.79 81.40 +0.74 25,447 92,131 -1,398
Total Volume and Open Interest 684,960 1,202,410 +11,696
e-miNY Crude Oil(NYM)
Aug09 090720 63.525 64.875 63.225 63.975 +0.425 10,343 3,538 -857
Sep09 090805 71.500 72.100 69.700 71.975 +0.550 12,751 6,091 +934
Oct09 090805 73.525 74.050 71.825 73.925 +0.625 432 624 +2
Nov09 090805 75.050 75.375 73.625 75.375 +0.675 290 404 +37
Dec09 090805 75.700 76.325 74.700 76.325 +0.700 147 348 -15
Jan10 090805 77.150 77.150 77.150 77.150 +0.700 60 132 -16
Feb10 090805 77.900 77.900 77.900 77.900 +0.700 62 89 +12
Mar10 090805 78.550 78.550 78.550 78.550 +0.725 0 3 +0
Apr10 090805 79.100 79.100 79.100 79.100 +0.700      
May10 090805 79.600 79.600 79.600 79.600 +0.675      
Total Volume and Open Interest 13,744 7,770 +954
Heating Oil(NYM)
Sep09 090805 190.75 196.10 188.88 195.69 +5.55 41,316 67,725 -3,151
Oct09 090805 194.00 198.59 191.74 198.27 +5.31 11,294 38,065 +550
Nov09 090805 196.78 201.52 195.30 201.16 +4.86 3,948 26,096 +531
Dec09 090805 200.27 204.58 198.55 204.31 +4.49 7,398 39,328 +834
Jan10 090805 202.90 207.50 201.94 207.29 +4.18 1,971 21,318 -119
Feb10 090805 207.36 209.48 205.16 209.48 +3.87 861 14,396 +147
Mar10 090805 208.66 210.89 205.45 210.63 +3.67 701 10,767 +305
Apr10 090805 208.65 211.23 206.11 211.23 +3.57 442 7,373 +161
May10 090805 207.95 212.08 207.95 212.08 +3.47 177 9,254 +41
Jun10 090805 209.60 213.08 209.60 213.08 +3.37 570 19,664 +190
Jul10 090805 212.00 214.83 212.00 214.83 +3.27 138 3,299 +42
Aug10 090805 216.63 216.63 216.63 216.63 +3.22 150 1,872 +3
Total Volume and Open Interest 70,580 298,819 -16
Gasoline(NYMEX)
Sep09 090805 205.20 205.78 200.21 205.12 -0.55 49,586 95,497 -516
Oct09 090805 194.63 194.98 189.73 194.70 +0.05 13,754 35,285 +732
Nov09 090805 192.57 193.45 188.41 193.29 +0.26 6,623 18,229 +1,434
Dec09 090805 193.45 194.05 188.99 193.81 +0.56 8,863 22,982 +1,320
Jan10 090805 193.10 195.71 191.02 195.71 +0.68 1,543 11,145 +144
Feb10 090805 195.50 197.84 195.50 197.84 +0.78 703 3,350 -140
Mar10 090805 196.93 200.09 195.83 200.09 +0.88 568 4,783 +181
Apr10 090805 213.24 213.24 213.24 213.24 +0.93 470 4,376 +86
May10 090805 214.49 214.49 214.49 214.49 +0.93 141 2,581 +18
Jun10 090805 213.50 214.74 213.50 214.74 +0.93 222 2,112 +30
Total Volume and Open Interest 82,648 208,441 +3,264
e-miNY RBOB Gasoline(NYM)
Sep09 090805 2.06 2.06 2.06 2.05 -0.01      
Oct09 090805 194.70 194.70 194.70 194.70 +0.05      
Nov09 090805 193.29 193.29 193.29 193.29 +0.26      
Dec09 090805 193.81 193.81 193.81 193.81 +0.56 0 2 +0
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Sep09 090805 3.982 4.090 3.894 4.042 +0.041 147,816 176,348 -1,963
Oct09 090805 4.235 4.368 4.172 4.328 +0.053 45,013 93,919 +611
Nov09 090805 4.978 5.096 4.947 5.057 +0.052 15,577 43,158 -1,064
Dec09 090805 5.620 5.774 5.620 5.747 +0.054 11,979 45,555 -185
Jan10 090805 5.950 6.030 5.918 6.003 +0.052 13,261 46,871 +236
Feb10 090805 5.898 6.041 5.898 6.020 +0.050 2,746 22,828 +581
Mar10 090805 5.888 5.979 5.882 5.955 +0.050 4,730 37,466 +280
Apr10 090805 5.810 5.886 5.782 5.865 +0.050 3,782 38,440 +396
May10 090805 5.885 5.941 5.865 5.912 +0.047 666 19,277 -83
Jun10 090805 5.960 6.020 5.955 6.000 +0.045 332 9,637 +9
Jul10 090805 6.074 6.132 6.074 6.111 +0.041 246 9,975 -9
Aug10 090805 6.137 6.222 6.137 6.201 +0.041 309 9,179 +33
Sep10 090805 6.207 6.283 6.207 6.261 +0.041 267 6,887 +24
Oct10 090805 6.291 6.401 6.291 6.371 +0.041 2,472 18,726 +145
Nov10 090805 6.690 6.737 6.690 6.734 +0.039 300 6,107 +55
Dec10 090805 7.043 7.105 7.041 7.088 +0.038 204 13,494 +41
Total Volume and Open Interest 252,454 714,186 -1,041
Brent Crude Oil(ICE)
Sep09 090805 74.65 75.62 73.20 75.51 +1.23 106,833 106,723 -11,116
Oct09 090805 75.00 75.94 73.54 75.83 +1.22 69,364 155,544 +7,774
Nov09 090805 75.81 76.65 74.31 76.55 +1.21 31,502 52,847 +125
Dec09 090805 76.15 77.37 75.10 77.27 +1.21 34,075 101,285 +1,455
Jan10 090805 76.38 77.91 75.93 77.91 +1.21 6,277 32,514 +594
Feb10 090805 76.97 78.50 76.55 78.50 +1.19 2,919 17,811 +454
Mar10 090805 77.56 79.20 77.17 79.10 +1.17 1,407 14,051 +401
Apr10 090805 78.22 79.78 77.76 79.66 +1.14 970 7,485 +14
May10 090805 78.76 80.32 78.30 80.18 +1.10 1,201 6,150 -28
Jun10 090805 79.85 80.80 78.77 80.65 +1.08 3,451 41,847 +1,433
Jul10 090805 81.00 81.00 81.00 81.00 +1.04 667 9,645 -65
Aug10 090805 81.26 81.26 81.26 81.26 +1.05 274 6,605 -7
Sep10 090805 81.50 81.50 81.50 81.50 +1.07 590 3,207 +74
Oct10 090805 81.74 81.74 81.74 81.74 +1.11 477 3,275 +255
Total Volume and Open Interest 277,796 710,104 +2,726
Gas Oil(ICE)
Aug09 090805 599.75 614.75 594.75 607.00 +11.25 25,815 43,107 -163
Sep09 090805 608.00 621.25 601.00 613.00 +10.75 47,743 97,388 +2,496
Oct09 090805 613.75 628.00 609.00 619.75 +10.00 20,512 50,713 -633
Nov09 090805 618.75 635.25 617.00 627.00 +9.50 9,115 37,510 +330
Dec09 090805 629.00 643.00 624.75 635.00 +9.00 14,855 61,794 -2,379
Jan10 090805 640.00 651.50 634.00 643.75 +9.00 2,679 40,535 -555
Feb10 090805 651.50 658.75 645.50 651.00 +8.50 1,387 18,422 +427
Mar10 090805 652.00 664.50 651.50 656.75 +8.00 1,414 20,450 +204
Apr10 090805 658.00 670.00 657.00 662.25 +7.75 1,021 11,552 -66
May10 090805 667.50 675.00 662.25 667.25 +7.25 915 9,364 -141
Total Volume and Open Interest 134,933 516,791 +253
Ethanol(CBOT)
Aug09 090805 1.637 1.637 1.635 1.635 -0.023 9 78 +0
Sep09 090805 1.620 1.621 1.590 1.617 -0.019 37 513 -21
Oct09 090805 1.580 1.590 1.565 1.589 -0.029 4 397 +2
Nov09 090805 1.580 1.585 1.560 1.572 -0.048 8 285 +3
Dec09 090805 1.618 1.618 1.560 1.575 -0.045 11 360 -10
Jan10 090805 1.600 1.600 1.575 1.575 -0.055 1 522 +0
Feb10 090805 1.581 1.595 1.581 1.590 -0.045 2 435 +2
Mar10 090805 1.600 1.600 1.590 1.590 -0.042 2 579 +2
Total Volume and Open Interest 114 3,864 -13
US Dollar Index(ICE)
Sep09 090805 77.750 77.980 77.520 77.605 -0.275 8,634 25,199 -3
Dec09 090805 78.155 78.180 77.835 77.915 -0.275 67 2,164 +12
Mar10 090805 78.185 78.185 78.185 78.185 -0.275      
Total Volume and Open Interest 8,701 27,363 +9
Australian Dollar(CME)
Sep09 090805 84.16 84.29 83.37 83.95 +0.02 74,524 104,132 +1,493
Dec09 090805 83.63 83.66 82.75 83.33 +0.02 114 401 +20
Mar10 090805 82.68 82.68 82.66 82.68 +0.02 0 15 +0
Total Volume and Open Interest 74,638 104,549 +1,513
British Pound(CME)
Sep09 090805 169.36 170.43 169.01 170.18 +0.98 130,730 102,777 +4,697
Dec09 090805 169.26 170.31 169.00 170.15 +0.98 330 810 +143
Mar10 090805 169.99 170.11 169.13 170.11 +0.98 0 11 +0
Total Volume and Open Interest 131,060 103,620 +4,840
Canadian Dollar(CME)
Sep09 090805 93.23 93.66 92.74 93.53 +0.44 60,671 97,923 +4,415
Dec09 090805 93.31 93.67 92.81 93.56 +0.44 149 2,682 -75
Mar10 090805 92.95 93.62 92.92 93.57 +0.44 0 642 +0
Jun10 090805 93.58 93.63 92.99 93.58 +0.44 1 135 +0
Total Volume and Open Interest 60,821 101,557 +4,340
Japanese Yen(CME)
Sep09 090805 105.06 105.72 104.86 105.36 +0.34 78,490 79,264 -2,851
Dec09 090805 105.04 105.81 104.98 105.46 +0.34 54 276 -2
Mar10 090805 105.63 105.74 105.29 105.63 +0.34 1 20 -1
Total Volume and Open Interest 78,545 79,561 -2,854
Swiss Franc(CME)
Sep09 090805 94.34 94.51 93.84 94.33 +0.07 46,028 41,694 +4,778
Dec09 090805 94.05 94.58 93.97 94.43 +0.07 29 124 +11
Mar10 090805 94.85 94.85 94.43 94.59 +0.07 0 9 +0
Total Volume and Open Interest 46,057 41,827 +4,789
EuroFX(CME)
Sep09 090805 144.00 144.49 143.55 144.30 +0.41 269,338 138,881 +7,099
Dec09 090805 144.21 144.47 143.57 144.29 +0.41 903 1,821 -31
Mar10 090805 144.30 144.30 143.82 144.30 +0.41 30 370 +28
Total Volume and Open Interest 270,272 141,077 +7,097
Mexican Peso(CME)
Aug09 090805 768.0 768.0 761.8 768.0 +6.2      
Sep09 090805 756.5 765.8 755.5 763.5 +6.2 16,641 59,075 +594
Total Volume and Open Interest 16,671 60,756 +612
30-Year T-Bonds(CBOT)
Sep09 090805 117~005 117~240 116~000 116~030 -0~305 238,143 692,853 -1,636
Dec09 090805 115~305 116~110 114~250 114~250 -0~315 1,855 2,906 +725
Mar10 090805 115~110 115~110 113~260 113~260 -0~315 0 40 +0
Total Volume and Open Interest 239,998 695,802 -911
10-Year T-Notes(CBOT)
Sep09 090805 115~295 116~150 115~130 115~165 -0~170 812,746 1,075,831 -9,202
Dec09 090805 114~100 114~315 114~000 114~020 -0~175 837 8,601 +533
Mar10 090805 113~020 113~195 113~020 113~020 -0~175      
Total Volume and Open Interest 813,583 1,084,432 -8,669
5-Year T-Notes(CBOT)
Sep09 090805 114~039 114~070 114~039 114~044 -0~043 471,030 801,687 +25,821
Dec09 090805 113~000 113~072 113~000 113~007 -0~029 10 15,293 +1
Mar10 090805 113~007 113~036 113~007 113~007 -0~029      
Total Volume and Open Interest 471,040 816,980 +25,822
2 Year T-Notes(CBOT)
Sep09 090805 108~000 108~012 108~000 108~011 -0~005 110 648,586 -17,716
Dec09 090805 107~063 107~066 107~049 107~049 -0~007 150 1,604 +150
Mar10 090805 107~049 107~056 107~049 107~049 -0~007      
Total Volume and Open Interest 229,684 650,190 -17,566
Eurodollars(CME)
Sep09 090805 99.515 99.530 99.495 99.515 -0.005 161,464 1,015,249 +4,172
Dec09 090805 99.275 99.280 99.220 99.250 -0.030 178,792 950,438 -1,823
Mar10 090805 98.940 98.950 98.850 98.885 -0.060 242,837 928,161 -5,793
Jun10 090805 98.490 98.530 98.390 98.435 -0.070 263,377 651,655 -14,135
Sep10 090805 98.030 98.100 97.930 97.990 -0.065 286,268 583,638 +527
Dec10 090805 97.585 97.675 97.480 97.550 -0.060 214,312 668,227 -10,205
Mar11 090805 97.215 97.320 97.110 97.185 -0.060 177,915 371,657 -1,390
Jun11 090805 96.895 96.975 96.770 96.845 -0.065 147,253 363,930 +2,668
Sep11 090805 96.610 96.685 96.485 96.555 -0.070 61,412 237,208 -55
Dec11 090805 96.335 96.420 96.215 96.280 -0.075 48,977 172,198 +607
Mar12 090805 96.145 96.230 96.035 96.085 -0.080 40,708 129,040 -1,147
Jun12 090805 96.005 96.050 95.860 95.900 -0.085 37,308 122,262 -3,020
Sep12 090805 95.825 95.890 95.700 95.730 -0.095 16,607 65,601 -220
Dec12 090805 95.685 95.725 95.545 95.560 -0.105 12,770 58,749 -146
Mar13 090805 95.570 95.630 95.445 95.455 -0.115 10,754 60,800 -59
Jun13 090805 95.485 95.520 95.335 95.340 -0.120 11,570 30,957 +269
Sep13 090805 95.370 95.410 95.215 95.230 -0.125 6,342 38,589 -301
Dec13 090805 95.265 95.285 95.095 95.100 -0.135 6,203 27,347 -129
Total Volume and Open Interest 1,944,443 6,644,463 -31,478
30 Day Federal Funds(CBOT)
Aug09 090805 99.817 99.823 99.817 99.820 +0.003 4,442 52,009 +1,869
Sep09 090805 99.800 99.805 99.800 99.800 unch 1,996 36,903 +726
Oct09 090805 99.790 99.795 99.785 99.790 unch 4,012 28,522 +468
Nov09 090805 99.755 99.760 99.745 99.755 unch 2,485 52,985 -348
Dec09 090805 99.720 99.725 99.705 99.715 -0.005 1,757 39,595 +492
Jan10 090805 99.680 99.680 99.655 99.670 -0.010 3,236 27,437 +12
Total Volume and Open Interest 29,622 340,061 +2,117
30 Day Fed Funds(e-CBOT)
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
Jan10 090519 99.600 99.615 99.595 99.615 +0.015 3,185 25,864 +377
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Sep09 090805 99.47 99.47 99.47 99.47 -0.01      
Dec09 090805 99.48 99.48 99.48 99.48 -0.02      
Mar10 090805 99.47 99.47 99.47 99.47 -0.02      
Jun10 090805 99.46 99.46 99.46 99.46 unch      
Sep10 090805 99.40 99.40 99.40 99.40 unch      
Dec10 090805 99.36 99.36 99.36 99.36 unch      
Mar11 090805 99.27 99.27 99.27 99.27 unch      
Jun11 090805 99.21 99.21 99.21 99.21 unch      
Sep11 090805 99.20 99.20 99.20 99.20 -0.01      
Dec11 090805 99.00 99.00 99.00 99.00 -0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090805 99.48 99.48 99.48 99.48 unch 279 12,345 +270
Dec09 090805 99.49 99.49 99.49 99.49 unch 13 3,570 +13
Mar10 090805 99.48 99.48 99.48 99.48 unch 0 2,581 +0
Jun10 090805 99.44 99.44 99.44 99.44 unch 0 1,438 +0
Sep10 090805 99.39 99.39 99.39 99.39 unch 0 421 +0
Dec10 090805 99.35 99.35 99.35 99.35 unch 1 420 +0
Mar11 090805 99.26 99.26 99.26 99.26 unch 0 412 +0
Jun11 090805 99.20 99.20 99.20 99.20 unch 0 52 +0
Total Volume and Open Interest 293 23,011 +249
Japanese Gov't Bonds(SGX)
Sep09 090731 138.51 138.55 138.01 138.06 -0.35 2,530 14,612 +1,010
Dec09 090805 137.24 137.24 137.24 137.24 -0.09 0 1 +0
Mar10 090805 137.01 137.01 137.01 137.01 -0.09      
Total Volume and Open Interest 3,603 13,962 -677
Euro-Bund(EUREX)
Sep09 090805 121.59 121.86 121.09 121.67 +0.08 638,656 878,875 -28,187
Dec09 090805 120.33 120.33 119.80 120.27 +0.06 197 13,160 +179
Mar10 090805 120.00 120.00 119.51 119.92 +0.08 50 1 +0
Total Volume and Open Interest 638,903 892,036 -28,008
Euro-Bobl(EUREX)
Sep09 090731 115.68 116.25 115.64 116.15 +0.66 336,226 629,271 -3,115
Dec09 090805 113.95 114.13 113.85 114.09 -0.10 51 793 +45
Mar10 090805 113.96 113.96 113.96 113.96 -0.09      
Total Volume and Open Interest 308,630 636,026 -29,603
3-Mth Euribor(EUREX)
Sep09 090714 99.075 99.080 99.070 99.080 +0.270 1,414 15,734 +1,281
Dec09 090805 99.005 99.005 98.935 98.965 -0.045 494 5,728 +108
Mar10 090805 98.780 98.785 98.700 98.745 -0.040 55 2,878 -76
Total Volume and Open Interest 1,234 34,081 -185
Long Gilt(LIFFE)
Sep09 090805 117~05 117~12 116~15 117~07 +0~07 64,015 230,023 -1,959
Dec09 090805 115~22 115~22 115~22 115~22 +0~07 0 150 +0
Total Volume and Open Interest 64,015 230,173 -1,959
3-Mth Short Sterling(LIFFE)
Sep09 090805 99.15 99.18 99.13 99.15 -0.01 42,654 262,022 +7,981
Dec09 090805 98.84 98.86 98.76 98.81 -0.03 65,121 289,703 +944
Mar10 090805 98.38 98.43 98.30 98.36 -0.05 79,080 338,268 -6,746
Jun10 090805 97.86 97.89 97.74 97.82 -0.05 73,074 282,526 -4,850
Sep10 090805 97.32 97.35 97.21 97.29 -0.04 52,090 241,277 +3,005
Dec10 090805 96.79 96.83 96.67 96.78 -0.02 42,498 250,489 +2,461
Total Volume and Open Interest 409,337 2,154,723 +8,787
3-Mth Euribor(LIFFE)
Sep09 090805 99.150 99.160 99.115 99.135 -0.020 60,782 628,418 -6,465
Dec09 090805 98.995 99.015 98.930 98.965 -0.045 108,384 525,161 +1,911
Mar10 090805 98.785 98.790 98.690 98.745 -0.040 128,744 447,821 +1,657
Total Volume and Open Interest 769,884 3,134,667 -1,374
3-Mth Aus T-Bills(SFE)
Sep09 090805 96.63 96.65 96.59 96.63 -0.02 25,160 295,449 +2,298
Dec09 090805 96.25 96.27 96.20 96.27 unch 47,674 286,719 +14,721
Mar10 090805 95.74 95.78 95.69 95.78 +0.02 21,828 160,750 +7,971
Jun10 090805 95.26 95.30 95.20 95.30 +0.02 6,037 94,626 +1,951
Sep10 090805 94.91 94.91 94.81 94.90 +0.02 6,179 60,255 +3,011
Dec10 090805 94.58 94.58 94.48 94.58 +0.04 4,020 37,146 +2,260
Mar11 090805 94.26 94.28 94.18 94.28 +0.05 1,372 18,593 +102
Jun11 090805 93.98 94.02 93.92 94.02 +0.05 326 13,604 +301
Sep11 090805 93.75 93.80 93.75 93.80 +0.05 123 3,483 +0
Dec11 090805 93.56 93.56 93.56 93.56 +0.05 254 613 -110
Total Volume and Open Interest 113,037 972,292 +32,515
10-Year Aus T-Bonds(SFE)
Sep09 090730 94.47 94.48 94.39 94.40 +0.03 30,914 345,465 +28,990
Dec09 090805 94.40 94.40 94.40 94.40 +0.02      
Total Volume and Open Interest 27,368 353,774 +3,251
3-Year Aus T-Bonds(SFE)
Sep09 090805 94.94 94.96 94.85 94.93 -0.01 115,856 680,877 +22,016
Dec09 090805 94.93 94.93 94.93 94.93 -0.01      
Total Volume and Open Interest 115,856 680,877 +22,016
Gold(CMX)
Aug09 090805 967.6 968.1 959.8 964.2 -3.3 2,602 3,076 -3,268
Oct09 090805 968.8 969.5 960.0 965.0 -3.4 9,165 25,843 +1,718
Dec09 090805 970.3 970.8 961.1 966.3 -3.4 95,461 253,693 +6,652
Feb10 090805 969.5 971.1 966.1 967.7 -3.5 866 17,360 -195
Apr10 090805 971.2 973.4 964.1 969.0 -3.6 282 19,635 -14
Jun10 090805 970.4 970.7 970.4 970.7 -3.7 281 12,582 +91
Aug10 090805 972.6 972.6 972.6 972.6 -3.8 100 6,350 +50
Oct10 090805 974.9 974.9 974.9 974.9 -3.9 0 3,550 +0
Dec10 090805 980.0 980.9 973.6 977.7 -4.0 614 11,506 -497
Feb11 090805 980.9 980.9 980.9 980.9 -4.1 0 1,012 +0
Apr11 090805 984.3 984.3 984.3 984.3 -4.3 0 87 +0
Jun11 090805 332.8 332.8 332.8 332.8 -4.4 0 7,869 +0
Total Volume and Open Interest 110,554 383,388 +5,396
Silver(CMX)
Sep09 090805 1464.5 1485.0 1454.5 1476.0 +6.5 27,243 54,178 +446
Dec09 090805 1465.0 1487.0 1459.0 1480.0 +6.5 3,504 25,508 +532
Mar10 090805 1471.0 1484.5 1467.5 1483.5 +6.5 422 5,806 -7
May10 090805 1480.5 1485.6 1480.5 1485.6 +6.4 3 2,261 -1
Jul10 090805 1485.0 1492.0 1483.0 1487.6 +6.3 19 3,119 +0
Sep10 090805 1489.7 1489.7 1489.7 1489.7 +6.2 110 600 +53
Dec10 090805 1503.0 1503.0 1486.5 1494.8 +5.8 61 3,293 -29
Total Volume and Open Interest 31,379 100,405 +994
Platinum(NYMEX)
Oct09 090805 1275.4 1296.3 1261.5 1293.1 +16.3 3,014 22,215 +755
Jan10 090805 1293.5 1298.9 1290.0 1298.6 +15.9 17 822 +14
Apr10 090805 1304.1 1304.1 1304.1 1304.1 +15.9      
Total Volume and Open Interest 3,031 23,037 +769
Palladium(NYMEX)
Sep09 090805 278.30 283.00 275.30 279.20 -1.70 2,520 15,801 +315
Dec09 090805 282.80 282.80 276.50 280.35 -1.75 582 3,798 +485
Mar10 090805 282.00 282.00 280.50 281.65 -1.75 3 24 +1
Total Volume and Open Interest 3,105 19,623 +801
Copper(CMX)
Sep09 090805 278.35 283.85 274.90 281.20 +1.65 24,293 73,515 -4,240
Dec09 090805 279.10 284.70 276.00 282.40 +1.70 7,553 29,604 +2,905
Mar10 090805 280.25 284.25 279.30 282.10 +1.65 453 3,989 +242
May10 090805 281.00 282.90 281.00 281.80 +1.55 39 916 +18
Jul10 090805 281.35 281.50 281.25 281.50 +1.45 4 298 +1
Total Volume and Open Interest 33,322 120,725 -1,361
Aluminum(CMX)
Aug09 090805 91.75 91.75 91.75 91.75 +3.00      
Sep09 090805 92.25 92.25 92.25 92.25 +3.00      
Oct09 090805 0.50 0.50 0.50 0.50 -3.55      
Nov09 080724 0.67 0.67 0.67 0.67 unch      
Dec09 080724 1.17 1.17 1.17 1.17 unch      
Jan10 080724 145.85 145.85 145.85 145.85 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep09 090805 9285 9300 9166 9245 -42 799 11,450 +264
Dec09 090805 9186 9228 9186 9186 -42 3 661 +0
Mar10 090805 9129 9171 9129 9129 -42 0 2 +0
Jun10 090805 9090 9132 9090 9090 -42      
Total Volume and Open Interest 802 12,113 +264
S & P 500(CME)
Sep09 090805 1004.50 1006.40 991.50 1000.80 -3.90 21,625 376,586 +2,400
Dec09 090805 998.00 998.00 987.50 996.40 -3.90 421 9,667 +206
Mar10 090805 992.60 994.90 986.40 992.60 -3.80 2 3,864 -2
Jun10 090805 989.60 991.90 983.40 989.60 -3.80 0 179 +0
Total Volume and Open Interest 22,048 390,301 +2,604
S & P 500 E-Mini(Globex)
Sep09 090805 1004.50 1006.50 991.25 1000.75 -4.00 1,754,282 2,511,073 +11,735
Dec09 090805 999.75 1002.00 987.25 996.50 -3.75 2,057 27,343 +718
Total Volume and Open Interest 1,756,339 2,538,469 +12,453
NASDAQ 100(CME)
Sep09 090805 1630.00 1631.00 1602.00 1614.50 -15.80 2,301 18,745 +722
Dec09 090805 1612.30 1612.30 1612.00 1612.30 -15.70 0 13 +0
Mar10 090805 1611.30 1611.30 1611.00 1611.30 -15.70      
Total Volume and Open Interest 2,301 18,758 +722
NASDAQ 100 E-Mini(Globex)
Sep09 090805 1630.00 1631.50 1602.50 1614.50 -15.80 277,745 316,218 +3,035
Dec09 090805 1632.30 1632.30 1601.00 1612.30 -15.70 562 2,987 +252
Total Volume and Open Interest 278,308 319,216 +3,287
S & P Midcap 400(CME)
Sep09 090805 646.00 647.00 636.50 643.70 -3.20 277 2,707 +257
Dec09 090805 641.70 641.70 641.40 641.70 -3.20      
Mar10 090805 639.70 639.70 639.40 639.70 -3.20      
Total Volume and Open Interest 277 2,707 +257
Russell 2000(CME)
Sep09 090805 0.05 0.05 0.05 0.05 unch 12 7,432 +15
Dec09 090805 0.05 0.05 0.05 0.05 unch 0 2,800 -340
Mar10 090805 0.05 0.05 0.05 0.05 unch 0 5,647 -246
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090805 10440 10445 10235 10250 -150 80,866 188,449 +2,280
Dec09 090805 10315 10315 10210 10210 -155 0 1,248 +0
Total Volume and Open Interest 81,416 198,034 +3,893
Nikkei 225(SGX)
Sep09 090805 10440 10445 10235 10250 -150 80,866 188,449 +2,280
Dec09 090805 10315 10315 10210 10210 -155 0 1,248 +0
Mar10 090805 10230 10230 10230 10230 -150 0 75 +0
Total Volume and Open Interest 81,416 198,034 +3,893
CAC 40(EURONEXT)
Aug09 090805 3475.0 3508.0 3442.5 3457.5 -16.5 126,889 376,534 +16,700
Sep09 090805 3466.0 3500.0 3437.0 3451.0 -16.5 1,506 52,294 +645
Oct09 090805 3451.5 3451.5 3451.5 3451.5 -16.5 0 150 +0
Total Volume and Open Interest 128,402 431,522 +17,345
Hang Seng Index(HKFE)
Aug09 090805 20803 20970 20390 20451 -294 69,377 83,283 +2,182
Sep09 090805 20725 20866 20311 20357 -310 797 3,355 +229
Total Volume and Open Interest 70,279 87,933 +2,503
DAX(EUREX)
Sep09 090805 5428.0 5456.0 5334.0 5361.0 -57.5 133,654 153,428 -3,106
Dec09 090805 5425.5 5453.0 5339.0 5363.0 -58.0 2,571 16,230 +1,711
Mar10 090805 5439.0 5459.0 5345.0 5369.5 -56.5 337 1,375 +111
Total Volume and Open Interest 136,562 171,033 -1,284
FT-SE 100(EURONEXT)
Sep09 090805 4636.00 4676.00 4608.00 4622.00 -14.00 104,856 617,585 -209
Dec09 090805 4603.00 4642.50 4586.50 4592.00 -14.00 111 4,162 +92
Mar10 090805 4595.00 4609.00 4549.50 4558.00 -13.50 4 955 +4
Total Volume and Open Interest 104,971 623,197 -113
SPI 200(SFE)
Sep09 090805 4259.0 4293.0 4210.0 4217.0 -44.0 37,703 233,206 -7,015
Dec09 090805 4227.0 4227.0 4226.0 4226.0 -44.0 16 3,609 -2
Mar10 090805 4202.0 4202.0 4202.0 4202.0 -44.0 0 4,373 +0
Total Volume and Open Interest 37,895 241,994 -6,905
GSCI(CME)
Aug09 090805 473.00 478.00 470.00 477.50 +3.50 1,028 16,141 +512
Sep09 090805 485.50 485.50 477.00 485.50 +4.00 2 6 +0
Oct09 090805 493.00 493.00 486.00 493.00 +4.00 2 0 +0
Total Volume and Open Interest 1,032 16,147 +512
Reuters CCI(ICE)
Nov09 090519 424.50 424.50 424.50 424.50 +8.00 0 4 +0
Jan10 090519 430.00 430.00 430.00 430.00 +8.50 0 11 +0
Total Volume and Open Interest 0 151 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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