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MRCI's End of Day Prices
Daily Futures Price Listing Wed June 16, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100616 949.50 961.75 949.00 957.75 +8.25 69,139 124,118 -13,483
Aug10 100616 935.50 947.75 934.25 944.75 +9.25 10,987 30,223 +1,221
Sep10 100616 920.00 932.00 920.00 930.00 +10.00 4,838 12,804 +593
Nov10 100616 915.50 926.00 914.75 924.50 +9.00 42,118 222,296 +5,790
Jan11 100616 925.00 934.25 925.00 933.50 +8.25 1,555 27,898 +349
Mar11 100616 935.00 938.00 931.00 938.00 +7.00 599 7,568 +59
May11 100616 936.25 939.25 932.75 938.50 +5.75 1,056 7,390 +488
Total Volume and Open Interest 131,551 463,517 -4,619
Soybean Meal(CBOT)
Jul10 100616 286.10 288.30 285.90 287.00 +1.30 30,437 66,244 -3,744
Aug10 100616 275.70 278.70 275.30 277.80 +2.90 11,719 25,846 +108
Sep10 100616 267.90 270.10 267.20 269.30 +3.60 4,535 15,903 +43
Oct10 100616 258.70 260.80 258.70 260.70 +4.00 1,743 9,824 -153
Dec10 100616 256.20 259.50 256.20 258.80 +3.60 11,351 53,287 +2,197
Jan11 100616 257.90 259.30 255.80 259.30 +3.50 247 6,201 +63
Mar11 100616 258.90 259.80 258.50 259.80 +3.30 109 4,956 -14
May11 100616 258.50 259.00 257.30 259.00 +3.00 718 2,551 +362
Total Volume and Open Interest 61,392 190,165 -1,072
Soybean Oil(CBOT)
Jul10 100616 37.72 38.22 37.71 38.13 +0.32 50,930 114,477 -8,963
Aug10 100616 37.93 38.42 37.93 38.33 +0.32 15,372 44,140 +2,978
Sep10 100616 38.10 38.64 38.10 38.55 +0.33 7,405 25,790 +470
Oct10 100616 38.46 38.82 38.46 38.76 +0.33 1,823 13,549 +368
Dec10 100616 38.81 39.30 38.80 39.22 +0.33 23,359 117,343 +1,126
Jan11 100616 39.36 39.52 39.31 39.52 +0.32 493 5,776 +306
Mar11 100616 39.63 39.84 39.63 39.84 +0.30 36 3,488 -24
May11 100616 39.97 40.14 39.91 40.11 +0.28 371 1,789 +194
Total Volume and Open Interest 100,230 330,988 -3,403
Canola(WCE)
Jul10 100616 413.3 431.2 413.0 430.0 +13.8 9,797 47,040 -5,632
Nov10 100616 419.0 427.7 414.6 427.1 +9.5 17,528 107,676 +10,451
Jan11 100616 417.5 428.4 417.1 428.2 +7.7 2,608 9,902 +561
Mar11 100616 414.8 425.5 414.8 425.3 +6.3 1,268 4,896 +599
May11 100616 413.9 421.1 413.9 421.1 +6.6 271 1,564 +8
Total Volume and Open Interest 31,694 172,626 +5,972
Corn(CBOT)
Jul10 100616 353.50 360.50 352.75 356.25 +2.50 112,712 312,211 -15,389
Sep10 100616 363.00 370.00 362.25 365.75 +2.75 49,579 297,945 +2,924
Dec10 100616 374.75 381.50 374.00 377.25 +2.25 60,118 418,892 -3,664
Mar11 100616 388.00 394.25 387.50 390.25 +2.25 3,538 62,958 +734
May11 100616 397.00 403.00 396.75 399.25 +2.25 1,365 10,811 +328
Jul11 100616 405.00 411.00 404.50 406.75 +1.75 2,357 39,869 +731
Total Volume and Open Interest 232,240 1,220,076 -14,124
Wheat(CBOT)
Jul10 100616 451.50 468.00 451.00 461.25 +9.50 72,669 130,304 -7,532
Sep10 100616 466.25 483.00 466.25 476.75 +9.25 50,298 175,731 +4,931
Dec10 100616 493.75 511.00 493.50 504.50 +10.50 31,981 97,004 +4,979
Mar11 100616 521.50 538.25 521.50 532.75 +11.00 6,555 29,421 -1,475
May11 100616 538.00 554.50 538.00 549.50 +11.50 688 9,418 +71
Total Volume and Open Interest 168,595 514,389 +1,599
Wheat(KCBT)
Jul10 100616 477.50 498.50 477.50 490.50 +12.25 11,040 43,032 -1,884
Sep10 100616 489.75 509.50 489.00 502.00 +12.00 5,563 40,605 +788
Dec10 100616 507.50 527.25 507.00 519.50 +12.00 2,759 45,678 +243
Mar11 100616 524.00 544.50 524.00 536.50 +11.50 1,115 16,424 +451
May11 100616 540.50 555.00 540.00 548.00 +10.75 121 7,859 +20
Total Volume and Open Interest 21,820 185,795 -481
Wheat(MGE)
Jul10 100616 522.75 540.00 522.50 532.25 +9.25 6,507 11,032 -465
Sep10 100616 533.00 551.00 533.00 543.00 +9.50 4,869 13,436 +730
Dec10 100616 548.75 566.50 548.75 559.00 +10.25 3,138 11,780 +964
Mar11 100616 570.25 582.00 570.25 575.25 +10.00 1,185 4,550 +560
May11 100616 580.00 592.00 580.00 584.50 +9.75 812 1,247 -347
Total Volume and Open Interest 18,138 50,049 +1,733
Oats(CBOT)
Jul10 100616 271.25 275.50 261.50 270.00 -4.00 1,922 6,077 -708
Sep10 100616 261.00 270.00 261.00 264.00 -3.00 597 4,448 +132
Dec10 100616 265.50 267.00 258.00 262.00 -5.00 1,298 5,918 +297
Mar11 100616 274.50 275.00 264.50 265.00 -5.00 3 600 +0
Total Volume and Open Interest 3,820 17,044 -279
Rough Rice(CBOT)
Jul10 100616 10.82 11.11 10.81 11.06 +0.07 557 5,881 -158
Sep10 100616 10.83 11.07 10.81 10.99 -0.01 439 5,778 +73
Nov10 100616 11.12 11.19 11.12 11.14 -0.01 107 1,983 -9
Jan11 100616 11.44 11.45 11.39 11.42 -0.02 0 443 +0
Total Volume and Open Interest 1,107 15,273 -92
Live Cattle(CME)
Jun10 100616 90.230 90.230 89.550 90.050 unch 5,528 15,309 -1,169
Aug10 100616 88.850 89.200 88.300 89.180 +0.580 12,980 140,741 -468
Oct10 100616 90.250 90.500 89.700 90.430 +0.295 5,623 87,823 +621
Dec10 100616 92.500 92.800 92.000 92.785 +0.355 2,804 45,746 -1,198
Feb11 100616 93.800 93.950 93.450 93.950 +0.150 647 20,137 +232
Apr11 100616 95.150 95.500 94.900 95.350 +0.100 499 11,164 -42
Total Volume and Open Interest 28,419 325,239 -1,777
Feeder Cattle(CME)
Aug10 100616 111.035 111.450 110.350 110.900 -0.080 1,412 21,182 -41
Sep10 100616 111.330 111.330 110.350 110.650 -0.330 658 5,376 -39
Oct10 100616 111.200 111.250 110.350 110.680 -0.320 192 4,027 -15
Nov10 100616 110.400 110.550 109.830 110.135 -0.165 167 1,430 +17
Jan11 100616 109.500 109.500 108.850 109.200 -0.150 54 551 +25
Mar11 100616 108.500 108.500 108.250 108.250 -0.150 0 82 +0
Apr11 100616 108.000 108.000 108.000 108.000 unch 0 13 +0
Total Volume and Open Interest 2,483 32,661 -53
Lean Hogs(CME)
Jul10 100616 80.035 81.050 79.950 80.900 +0.765 15,563 29,404 -2,628
Aug10 100616 82.285 83.230 82.080 83.135 +0.750 10,735 66,313 +3,866
Oct10 100616 75.200 75.650 74.930 75.300 +0.120 2,856 40,016 +1,124
Dec10 100616 72.350 72.700 72.135 72.550 +0.265 2,704 30,273 +276
Feb11 100616 72.900 73.400 72.800 73.385 +0.160 553 9,512 +271
Apr11 100616 73.600 73.700 73.350 73.680 +0.030 463 4,269 +151
May11 100616 76.600 76.600 76.330 76.330 +0.080 5 170 +5
Jun11 100616 79.850 79.950 79.550 79.950 unch 256 985 +171
Total Volume and Open Interest 33,172 181,321 -4,142
Pork Bellies(CME)
Jul10 100616 98.250 98.250 96.000 97.500 -0.500 7 83 -4
Aug10 100616 97.250 97.250 95.000 95.000 unch 0 26 +0
Feb11 100616 100.500 100.500 100.500 100.500 unch 0 4 +0
Mar11 100616 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100616 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 7 114 -4
Class III Milk(CME)
Jun10 100616 13.75 13.75 13.60 13.62 +0.02 24 4,423 -6
Jul10 100616 13.58 13.62 13.52 13.62 +0.04 120 4,437 +30
Aug10 100616 13.99 14.05 13.95 13.99 -0.06 82 4,297 +25
Sep10 100616 14.63 14.66 14.56 14.61 -0.02 23 3,875 +0
Oct10 100616 14.75 14.78 14.75 14.76 +0.01 23 3,445 +3
Total Volume and Open Interest 306 28,061 +69
Cocoa(ICE)
Jul10 100616 2924 2947 2904 2911 -22 3,359 7,697 -2,897
Sep10 100616 2969 2982 2953 2955 -14 6,367 54,677 +754
Dec10 100616 2990 3005 2975 2977 -14 686 21,004 -46
Mar11 100616 3005 3028 2998 2998 -15 439 16,153 +178
May11 100616 3017 3022 3006 3006 -15 64 7,163 +23
Jul11 100616 3030 3030 3014 3014 -14 28 3,509 +14
Sep11 100616 3023 3023 3023 3023 -15 30 1,418 +29
Total Volume and Open Interest 10,976 116,747 -1,948
Coffee "C"(ICE)
Jul10 100616 158.55 162.25 156.65 158.75 -0.60 14,127 18,111 -9,874
Sep10 100616 159.60 162.95 157.60 159.60 -0.35 25,772 74,141 +4,496
Dec10 100616 159.15 162.00 157.05 158.95 -0.25 5,939 36,615 +1,606
Mar11 100616 156.90 160.25 155.45 157.85 +0.15 1,024 12,638 +327
May11 100616 154.55 159.00 154.55 156.60 +0.35 355 5,104 +113
Jul11 100616 156.80 157.15 155.00 156.10 +0.35 134 2,525 +17
Total Volume and Open Interest 47,517 150,072 -3,288
Orange Juice(ICE)
Jul10 100616 143.15 143.50 141.50 142.70 -0.45 2,212 9,572 -766
Sep10 100616 144.20 145.05 143.40 144.60 +0.20 1,341 14,549 +628
Nov10 100616 144.80 145.30 144.25 145.00 -0.10 75 3,259 -29
Jan11 100616 145.40 145.40 144.80 145.10 -0.30 32 1,235 +20
Mar11 100616 145.90 145.90 145.90 145.90 -0.30 1 186 +1
May11 100616 145.90 145.90 145.90 145.90 -0.30 0 154 +0
Total Volume and Open Interest 3,661 29,154 -146
Sugar #11(ICE)
Jul10 100616 16.16 16.38 15.91 16.27 +0.09 50,953 136,461 -16,939
Oct10 100616 15.99 16.17 15.70 16.05 +0.10 48,527 241,078 -2,092
Mar11 100616 16.75 16.91 16.46 16.72 +0.02 13,058 120,960 +1,376
May11 100616 16.84 16.85 16.56 16.72 +0.05 3,591 27,954 -314
Jul11 100616 16.85 16.86 16.57 16.74 +0.06 4,888 57,352 +284
Total Volume and Open Interest 121,988 660,231 -17,837
London Cocoa(LCE)
Jul10 100615 2492 2493 2460 2464 -21 4,921 54,925 -458
Sep10 100616 2348 2364 2315 2318 -30 2,534 38,245 +766
Dec10 100616 2268 2285 2245 2248 -22 1,406 26,109 -213
Mar11 100616 2230 2245 2212 2212 -19 866 24,193 -73
May11 100616 2227 2227 2209 2209 -16 578 5,975 +346
Jul11 100616 2221 2221 2207 2207 -16 1 936 +0
Sep11 100616 2207 2207 2207 2207 -16 0 1,993 +0
Total Volume and Open Interest 8,239 158,259 +975
London Sugar(LCE)
Aug10 100616 529.00 535.30 525.00 532.50 +4.50 3,538 27,400 -474
Oct10 100616 474.00 479.00 469.20 475.80 +4.60 922 21,447 +124
Dec10 100616 455.00 458.80 450.20 456.70 +3.00 253 7,780 +96
Mar11 100616 460.70 462.60 454.40 460.30 +1.60 184 4,569 +105
May11 100616 462.60 462.60 457.00 462.10 +1.60 70 2,178 +31
Total Volume and Open Interest 5,161 64,438 -127
Cotton(ICE)
Jul10 100616 81.87 82.45 81.61 81.77 -0.20 8,010 29,584 -4,038
Oct10 100616 79.35 79.65 79.22 79.28 -0.04 341 1,670 +57
Dec10 100616 79.50 79.90 79.33 79.70 +0.08 12,194 116,995 +7,027
Mar11 100616 80.50 81.00 80.50 80.80 -0.05 904 19,861 +630
May11 100616 81.00 81.16 81.00 81.14 +0.19 5 718 +3
Jul11 100616 80.89 81.00 80.89 81.00 +0.18 30 5,454 +14
Total Volume and Open Interest 21,513 175,936 +3,717
Lumber(CME)
Jul10 100616 204.0 205.2 193.0 194.5 -8.5 350 2,998 -123
Sep10 100616 212.2 213.2 201.2 203.6 -7.5 512 4,847 +32
Nov10 100616 215.2 215.2 206.2 209.1 -5.5 80 1,323 +40
Jan11 100616 230.4 232.0 226.5 232.0 -4.5 13 115 +11
Total Volume and Open Interest 955 9,294 -40
Crude Oil(NYM)
Jul10 100616 77.06 78.13 76.06 77.67 +0.73 321,671 143,248 -13,570
Aug10 100616 77.92 79.17 77.17 78.72 +0.81 145,483 278,162 +14,004
Sep10 100616 78.85 80.00 78.09 79.60 +0.89 58,642 133,526 -327
Oct10 100616 79.65 80.68 78.89 80.30 +0.88 17,115 54,625 +1,332
Nov10 100616 80.29 81.20 79.51 80.89 +0.85 12,350 37,363 +1,591
Dec10 100616 80.79 81.77 79.99 81.40 +0.84 32,523 205,209 +1,935
Jan11 100616 80.76 82.05 80.60 81.76 +0.83 3,116 34,826 +80
Feb11 100616 81.50 82.32 81.50 82.11 +0.82 1,488 15,190 +153
Mar11 100616 81.88 82.46 81.88 82.46 +0.81 1,867 21,331 +44
Apr11 100616 82.93 82.93 82.80 82.81 +0.80 687 11,354 +138
May11 100616 83.15 83.16 83.15 83.16 +0.79 550 7,857 -18
Jun11 100616 83.00 83.78 82.43 83.49 +0.78 3,129 43,050 +79
Jul11 100616 83.10 84.09 82.90 83.77 +0.76 455 23,792 -61
Aug11 100616 83.93 83.93 83.93 83.93 +0.74 76 6,806 +12
Sep11 100616 84.06 84.06 84.06 84.06 +0.72 128 7,741 +35
Oct11 100616 84.19 84.19 84.19 84.19 +0.71 310 4,800 +70
Total Volume and Open Interest 608,495 1,345,031 +5,815
e-miNY Crude Oil(NYM)
Jun10 100430 85.525 86.500 85.125 86.150 +0.975 10,604 5,783 -119
Jul10 100616 77.100 78.150 76.075 77.675 +0.725 9,214 3,533 -29
Aug10 100616 77.450 79.200 77.175 78.725 +0.825 952 950 +21
Sep10 100616 78.575 80.000 78.200 79.600 +0.900 90 347 +5
Oct10 100616 79.200 80.300 79.200 80.300 +0.875 9 136 +1
Nov10 100616 80.050 80.900 80.050 80.900 +0.850 1 18 +0
Dec10 100616 81.475 81.500 81.400 81.400 +0.850 11 108 +3
Jan11 100616 81.750 81.750 81.750 81.750 +0.825 0 2 +0
Feb11 100616 81.275 82.100 81.275 82.100 +0.800 0 1 +0
Mar11 100616 82.450 82.450 82.450 82.450 +0.800      
Total Volume and Open Interest 10,277 5,151 +1
Heating Oil(NYM)
Jul10 100616 207.30 212.00 205.95 211.01 +4.16 38,208 57,286 -1,715
Aug10 100616 208.83 213.71 207.79 212.68 +4.00 16,620 65,575 +0
Sep10 100616 211.10 215.96 210.17 214.98 +3.95 7,725 38,673 +539
Oct10 100616 213.41 218.23 213.28 217.36 +3.85 2,555 23,876 +22
Nov10 100616 215.80 220.75 215.17 219.73 +3.74 2,417 16,802 +324
Dec10 100616 218.71 223.02 217.65 221.98 +3.59 10,932 38,962 -45
Jan11 100616 220.39 225.20 220.35 224.21 +3.51 998 19,137 -135
Feb11 100616 222.05 225.75 222.05 225.75 +3.40 564 8,855 -126
Mar11 100616 226.59 226.90 226.30 226.30 +3.17 577 8,759 +316
Apr11 100616 225.75 225.75 225.75 225.75 +3.03 702 4,861 +435
May11 100616 222.91 225.52 222.35 225.47 +2.92 101 3,919 -13
Jun11 100616 223.20 226.46 222.54 225.66 +2.88 3,254 18,452 +614
Total Volume and Open Interest 87,129 324,211 +1,496
Gasoline(NYMEX)
Jul10 100616 212.15 215.91 209.86 214.52 +2.37 38,527 61,169 -4,349
Aug10 100616 211.48 214.91 209.24 213.81 +2.51 19,177 58,915 -604
Sep10 100616 210.70 214.01 208.83 213.13 +2.52 12,532 45,784 -267
Oct10 100616 199.08 203.25 198.92 202.42 +2.43 6,096 22,026 +1,174
Nov10 100616 198.42 202.36 198.40 201.66 +2.35 3,060 20,458 +44
Dec10 100616 200.16 202.95 199.12 202.25 +2.30 4,938 16,323 -660
Jan11 100616 201.74 204.85 201.74 204.10 +2.32 776 6,059 +223
Feb11 100616 204.10 206.23 204.10 206.23 +2.30 360 2,062 -4
Mar11 100616 206.30 208.36 206.30 208.36 +2.26 321 2,749 -218
Apr11 100616 218.56 220.52 218.56 220.52 +2.12 4 3,369 -5
Total Volume and Open Interest 85,897 251,433 -4,660
e-miNY RBOB Gasoline(NYM)
Jul10 100616 214.50 214.52 214.50 214.50 +2.30 0 3 +0
Aug10 100616 213.80 213.81 213.80 213.80 +2.50 0 2 +0
Sep10 100616 213.10 213.13 213.10 213.10 +2.50      
Oct10 100616 202.40 202.42 202.40 202.40 +2.40 0 1 +0
Total Volume and Open Interest 0 12 +0
Natural Gas(NYM)
Jul10 100616 5.152 5.196 4.965 4.978 -0.211 137,618 123,455 -12,310
Aug10 100616 5.209 5.249 5.016 5.031 -0.209 57,717 93,838 +5,791
Sep10 100616 5.240 5.282 5.054 5.071 -0.202 24,229 125,638 +2,305
Oct10 100616 5.310 5.345 5.122 5.138 -0.197 28,707 95,388 +1,809
Nov10 100616 5.509 5.511 5.359 5.370 -0.157 13,662 33,523 +1,365
Dec10 100616 5.752 5.762 5.609 5.636 -0.116 8,213 38,658 +338
Jan11 100616 5.905 5.935 5.790 5.811 -0.109 16,420 49,391 -198
Feb11 100616 5.780 5.822 5.738 5.749 -0.110 2,313 17,422 +63
Mar11 100616 5.749 5.749 5.600 5.629 -0.105 15,275 50,440 +3,173
Apr11 100616 5.315 5.315 5.240 5.261 -0.040 11,995 39,883 +309
May11 100616 5.300 5.308 5.259 5.274 -0.040 1,892 20,889 +151
Jun11 100616 5.379 5.379 5.298 5.314 -0.039 1,583 9,499 +284
Jul11 100616 5.368 5.399 5.350 5.364 -0.039 496 5,358 +167
Aug11 100616 5.400 5.443 5.390 5.404 -0.039 493 5,500 +105
Sep11 100616 5.450 5.460 5.423 5.434 -0.037 423 5,349 +123
Oct11 100616 5.560 5.560 5.500 5.514 -0.035 1,296 19,561 -187
Total Volume and Open Interest 323,545 841,624 +3,461
Brent Crude Oil(ICE)
Aug10 100616 77.19 78.56 76.60 78.14 +1.04 214,082 223,466 +29,640
Sep10 100616 77.80 79.07 77.15 78.68 +1.06 48,644 106,839 +2,180
Oct10 100616 78.44 79.52 77.69 79.23 +1.08 21,665 43,694 -2,015
Nov10 100616 78.99 79.95 78.23 79.75 +1.06 10,460 22,563 -236
Dec10 100616 79.51 80.59 78.74 80.23 +1.02 22,551 104,628 +1,981
Jan11 100616 80.00 80.71 79.30 80.67 +1.00 3,145 22,215 -484
Feb11 100616 80.47 81.15 79.76 81.11 +0.98 1,343 14,302 -159
Mar11 100616 80.94 81.60 80.22 81.55 +0.96 867 10,096 -200
Apr11 100616 80.66 81.99 80.66 81.99 +0.96 594 6,323 +15
May11 100616 82.39 82.39 82.39 82.39 +0.95 909 15,440 +116
Jun11 100616 82.14 83.02 81.46 82.75 +0.92 2,214 24,025 +160
Jul11 100616 83.08 83.08 83.08 83.08 +0.90 435 7,929 +112
Aug11 100616 83.33 83.33 83.33 83.33 +0.87 310 3,698 -83
Sep11 100616 83.53 83.53 83.53 83.53 +0.84 658 3,128 -79
Total Volume and Open Interest 486,226 738,918 -32,362
Gas Oil(ICE)
Jul10 100616 658.50 675.75 656.50 662.75 +7.75 41,689 121,203 -3,488
Aug10 100616 661.00 677.50 659.00 664.50 +7.00 36,136 82,849 +780
Sep10 100616 663.25 680.50 662.50 667.50 +6.50 17,917 60,969 +1,902
Oct10 100616 669.75 682.50 666.25 671.00 +6.50 11,104 35,636 -624
Nov10 100616 671.25 685.75 671.25 674.50 +6.25 7,707 26,938 -861
Dec10 100616 672.00 690.00 672.00 678.00 +6.00 13,290 95,377 -637
Jan11 100616 681.25 690.00 677.50 681.75 +5.75 2,914 30,002 +955
Feb11 100616 685.50 693.50 683.25 685.50 +5.50 588 15,226 +98
Mar11 100616 688.25 696.75 688.25 689.00 +5.25 388 12,923 +52
Apr11 100616 691.75 700.00 691.75 692.25 +5.25 488 13,086 -81
Total Volume and Open Interest 137,167 597,394 -557
Ethanol(CBOT)
Jun10 100603 1.595 1.595 1.595 1.595 -0.005 113 171 -48
Jul10 100616 1.608 1.620 1.605 1.617 +0.012 92 880 -38
Aug10 100616 1.610 1.620 1.609 1.614 +0.010 150 1,277 +4
Sep10 100616 1.600 1.605 1.595 1.596 +0.016 60 935 -24
Oct10 100616 1.600 1.600 1.595 1.595 +0.015 30 970 -5
Nov10 100616 1.600 1.600 1.597 1.599 +0.014 18 838 +7
Dec10 100616 1.590 1.611 1.590 1.602 +0.014 66 1,674 +9
Jan11 100616 1.590 1.608 1.590 1.605 +0.012 25 1,261 +21
Total Volume and Open Interest 558 11,344 +69
US Dollar Index(ICE)
Sep10 100616 86.365 86.705 86.210 86.385 +0.095 23,278 32,358 -3,911
Dec10 100616 86.650 86.790 86.650 86.735 +0.095 6 522 +5
Mar11 100616 87.025 87.025 87.025 87.025 +0.095      
Total Volume and Open Interest 23,284 32,880 -14,606
Australian Dollar(CME)
Sep10 100616 85.59 85.86 84.91 85.62 +0.12 86,332 56,062 +2,912
Dec10 100616 84.62 84.90 84.50 84.72 +0.10 1 363 +0
Mar11 100616 83.85 83.85 83.74 83.85 +0.11      
Total Volume and Open Interest 86,333 56,435 -47,563
British Pound(CME)
Sep10 100616 148.07 148.58 147.27 147.95 -0.21 115,142 120,612 -575
Dec10 100616 148.09 148.45 147.59 147.97 -0.21 77 82 +9
Mar11 100616 147.98 148.19 147.98 147.98 -0.21 0 3 +0
Total Volume and Open Interest 115,219 120,697 -36,104
Canadian Dollar(CME)
Sep10 100616 97.46 97.75 96.80 97.58 +0.19 76,360 75,688 +3,769
Dec10 100616 97.25 97.58 96.74 97.46 +0.18 361 2,827 +222
Mar11 100616 97.36 97.36 97.07 97.25 +0.18 19 336 +0
Jun11 100616 97.06 97.06 96.85 97.03 +0.18 0 142 +0
Total Volume and Open Interest 83,845 124,854 +3,054
Japanese Yen(CME)
Sep10 100616 109.45 109.93 109.06 109.51 -0.12 102,393 79,446 -1,732
Dec10 100616 109.62 110.05 109.36 109.71 -0.12 19 136 -5
Mar11 100616 109.95 110.07 109.95 109.95 -0.12 0 2 +0
Total Volume and Open Interest 102,412 79,584 -50,139
Swiss Franc(CME)
Sep10 100616 88.40 89.07 88.37 88.75 +0.34 42,809 44,769 -3,379
Dec10 100616 88.97 88.97 88.63 88.97 +0.34 1 13 +0
Mar11 100616 89.21 89.21 88.89 89.21 +0.32 0 2 +0
Total Volume and Open Interest 42,810 44,785 -23,211
EuroFX(CME)
Sep10 100616 123.30 123.63 122.63 123.22 -0.21 305,666 225,985 -5,223
Dec10 100616 123.35 123.60 122.75 123.32 -0.22 131 531 +69
Mar11 100616 123.83 123.83 123.43 123.43 -0.22 0 50 +0
Total Volume and Open Interest 305,797 226,569 -84,955
Mexican Peso(CME)
Jul10 100616 792.5 792.8 792.5 792.5 -0.2      
Aug10 100616 789.5 789.8 789.5 789.5 -0.2      
Total Volume and Open Interest 21,652 50,281 -44,028
30-Year T-Bonds(CBOT)
Jun10 100616 123~100 124~090 123~100 123~220 +0~120 4,241 20,404 +20,404
Sep10 100616 122~270 123~270 122~230 123~040 +0~130 200,451 648,407 -6,958
Dec10 100616 121~160 122~000 121~110 121~240 +0~130 8 392 +5
Total Volume and Open Interest 204,700 669,203 -9,443
10-Year T-Notes(CBOT)
Jun10 100616 120~225 121~080 120~220 120~285 +0~055 28,906 44,093 -9,548
Sep10 100616 119~290 120~145 119~260 120~020 +0~055 858,143 1,727,133 +7,077
Dec10 100616 118~310 118~310 118~255 118~310 +0~055 4 117 +2
Total Volume and Open Interest 887,053 1,771,364 -2,469
5-Year T-Notes(CBOT)
Jun10 100616 117~096 117~111 117~083 117~096 +58~111      
Sep10 100616 116~107 117~024 116~101 116~120 +0~013 340,826 901,472 +20,188
Dec10 100616 115~112 115~112 115~099 115~112 +0~013 0 2 +0
Total Volume and Open Interest 352,903 945,030 +13,670
2 Year T-Notes(CBOT)
Jun10 100616 54~088 54~088 54~088 54~088 +0~001      
Sep10 100616 109~009 109~020 109~006 109~014 +0~006 138,385 875,729 +2,401
Dec10 100616 108~105 108~105 108~099 108~105 +0~006 2 26 +0
Total Volume and Open Interest 140,266 885,409 +945
Eurodollars(CME)
Sep10 100616 99.290 99.300 99.270 99.290 unch 175,681 997,924 +19,092
Dec10 100616 99.175 99.195 99.160 99.190 +0.015 125,126 1,088,475 +10,358
Mar11 100616 99.060 99.090 99.055 99.085 +0.025 146,560 876,134 +1,415
Jun11 100616 98.880 98.920 98.875 98.915 +0.030 171,460 825,589 -2,368
Sep11 100616 98.665 98.715 98.665 98.705 +0.035 152,343 792,669 -13,647
Dec11 100616 98.405 98.455 98.400 98.445 +0.040 133,432 570,981 -986
Mar12 100616 98.145 98.210 98.145 98.200 +0.045 131,602 433,080 -13,506
Jun12 100616 97.885 97.945 97.885 97.930 +0.045 109,854 286,892 +10,128
Sep12 100616 97.630 97.695 97.620 97.665 +0.040 72,630 192,808 -3,359
Dec12 100616 97.375 97.440 97.365 97.405 +0.035 51,489 150,193 -2,678
Mar13 100616 97.155 97.220 97.150 97.180 +0.030 43,465 143,485 +2,107
Jun13 100616 96.925 96.995 96.920 96.950 +0.030 33,026 90,336 +1,226
Sep13 100616 96.720 96.785 96.705 96.740 +0.030 17,239 78,500 +660
Dec13 100616 96.520 96.575 96.500 96.530 +0.030 10,143 39,797 -293
Mar14 100616 96.360 96.410 96.335 96.365 +0.030 8,353 43,103 -295
Jun14 100616 96.185 96.235 96.170 96.195 +0.030 9,372 34,094 +583
Sep14 100616 96.020 96.090 96.015 96.040 +0.030 4,016 23,568 +100
Dec14 100616 95.880 95.935 95.860 95.885 +0.030 5,618 41,832 +938
Total Volume and Open Interest 1,447,127 6,864,981 -977,070
30 Day Federal Funds(CBOT)
Jun10 100616 99.812 99.815 99.808 99.810 unch 3,641 69,959 +1,172
Jul10 100616 99.790 99.795 99.785 99.790 unch 1,978 53,667 +708
Aug10 100616 99.780 99.780 99.775 99.780 unch 2,257 78,070 +198
Sep10 100616 99.765 99.770 99.760 99.770 unch 2,902 48,149 -34
Oct10 100616 99.750 99.760 99.750 99.755 unch 2,900 68,308 +800
Nov10 100616 99.735 99.735 99.730 99.730 unch 2,788 82,388 -1,024
Total Volume and Open Interest 23,796 643,193 +3,080
30 Day Fed Funds(e-CBOT)
Jun10 090519 99.210 99.210 99.200 99.200 unch 98 1,033  
Jul10 090519 99.085 99.085 99.085 99.085 unch 0 2,211  
Aug10 090519 98.995 98.995 98.995 98.995 unch 0 1,623  
Sep10 090519 98.885 98.900 98.880 98.885 unch 50 2,134  
Oct10 090519 98.820 98.820 98.810 98.820 unch 0 454  
Nov10 090519 98.660 98.660 98.660 98.660 unch 0 1,342  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Sep10 100616 99.635 99.635 99.635 99.635 -0.010 0 1,031 +0
Dec10 100616 99.640 99.640 99.640 99.640 -0.005 0 342 +0
Mar11 100616 99.645 99.645 99.645 99.645 -0.005 0 167 +0
Jun11 100616 99.635 99.635 99.635 99.635 +0.005      
Sep11 100616 99.620 99.620 99.620 99.620 +0.005      
Dec11 100616 99.630 99.630 99.630 99.630 +0.005      
Mar12 100616 99.595 99.595 99.595 99.595 +0.005      
Jun12 100616 99.645 99.645 99.645 99.645 +0.005      
Sep12 100616 99.705 99.705 99.705 99.705 +0.005      
Dec12 100616 99.400 99.400 99.400 99.400 +0.005      
Total Volume and Open Interest 0 1,540 -1,407
3-Mth Euro-Yen(SGX)
Sep10 100616 99.65 99.65 99.64 99.64 0.00 1,185 4,392 +90
Dec10 100616 99.64 99.64 99.64 99.64 0.00 150 1,472 -73
Mar11 100616 99.60 99.64 99.60 99.64 -0.01 150 2,010 -100
Jun11 100616 99.64 99.64 99.64 99.64 +0.01 100 460 +160
Sep11 100616 99.62 99.62 99.62 99.62 +0.01 0 53 +0
Dec11 100616 99.63 99.63 99.63 99.63 +0.00 0 103 +0
Mar12 100616 99.60 99.60 99.60 99.60 +0.01 0 305 +0
Jun12 100616 99.64 99.64 99.64 99.64 +0.00 0 754 +0
Total Volume and Open Interest 1,585 9,861 +77
Japanese Gov't Bonds(SGX)
Sep10 100616 140.35 140.38 140.21 140.34 -0.02 1,969 19,974 -342
Dec10 100616 138.25 138.25 138.25 138.25 -0.09      
Mar11 100616 136.16 136.16 136.16 136.16 -0.09      
Total Volume and Open Interest 1,250 20,268 +294
Euro-Bund(EUREX)
Sep10 100616 128.15 128.70 127.92 128.33 +0.03 655,806 902,292 -29,338
Dec10 100616 126.84 127.10 126.80 126.83 +0.05 24 32 +4
Mar11 100616 126.83 126.83 126.83 126.83 +0.03      
Total Volume and Open Interest 655,830 902,324 -29,334
Euro-Bobl(EUREX)
Sep10 100616 120.38 120.70 120.28 120.52 +0.07 343,884 716,022 +2,494
Dec10 100616 119.10 119.10 119.10 119.10 +0.08 0 10 +0
Mar11 100616 118.22 118.22 118.22 118.22 +0.07      
Total Volume and Open Interest 343,884 716,032 +2,494
3-Mth Euribor(EUREX)
Jun10 100614 99.280 99.280 99.280 99.280 unch 353 5,585 -120
Sep10 100616 99.135 99.145 99.120 99.125 -0.005 678 4,793 +119
Dec10 100616 99.060 99.060 99.040 99.055 +0.015 27 2,952 +7
Total Volume and Open Interest 772 13,605 -5,420
Long Gilt(LIFFE)
Jun10 100616 120~08 120~29 120~08 120~14 +0~07 11,605 6,611 -10,827
Sep10 100616 118~27 119~19 118~25 119~02 +0~07 64,274 271,957 -6,829
Total Volume and Open Interest 75,879 278,568 -17,656
3-Mth Short Sterling(LIFFE)
Jun10 100616 99.27 99.27 99.26 99.27 unch 13,044 329,872 -2,747
Sep10 100616 99.11 99.14 99.11 99.13 +0.02 74,734 382,012 +8,600
Dec10 100616 98.96 99.00 98.94 98.99 +0.05 75,068 366,100 -4,369
Mar11 100616 98.82 98.87 98.81 98.86 +0.05 71,494 247,672 +8,497
Jun11 100616 98.65 98.69 98.64 98.68 +0.04 92,652 301,478 -13,933
Sep11 100616 98.45 98.50 98.45 98.48 +0.03 91,342 256,839 -3,078
Total Volume and Open Interest 511,048 2,484,569 -6,764
3-Mth Euribor(LIFFE)
Sep10 100616 99.130 99.145 99.115 99.125 -0.005 200,835 618,781 +31,837
Dec10 100616 99.040 99.080 99.035 99.055 +0.015 168,284 549,610 -8,034
Mar11 100616 98.980 99.010 98.980 99.005 +0.015 99,242 502,706 -19,603
Total Volume and Open Interest 780,127 3,277,988 -844,823
3-Mth Aus T-Bills(SFE)
Jun10 100610 95.11 95.13 95.09 95.13 +0.01 31,847 63,412 -16,577
Sep10 100616 95.11 95.12 95.06 95.09 -0.03 15,205 260,995 -6,743
Dec10 100616 95.05 95.06 95.01 95.03 -0.03 12,034 142,938 -6,872
Mar11 100616 94.95 94.97 94.90 94.94 -0.03 5,201 68,061 -2,725
Jun11 100616 94.89 94.89 94.82 94.84 -0.05 2,627 47,136 -526
Sep11 100616 94.78 94.79 94.72 94.74 -0.05 977 31,736 -3,135
Dec11 100616 94.69 94.70 94.64 94.65 -0.06 546 24,165 -375
Mar12 100616 94.63 94.64 94.58 94.59 -0.06 394 19,706 -1,446
Jun12 100616 94.61 94.61 94.56 94.56 -0.05 163 5,025 +62
Sep12 100616 94.56 94.56 94.56 94.56 -0.04 50 3,147 +49
Total Volume and Open Interest 37,197 604,885 -21,711
10-Year Aus T-Bonds(SFE)
Sep10 100616 94.62 94.63 94.53 94.56 -0.07 41,557 293,460 -820
Dec10 100616 94.55 94.55 94.55 94.55        
3-Year Aus T-Bonds(SFE)
Sep10 100616 95.13 95.15 95.05 95.07 -0.08 81,031 385,951 +45,140
Dec10 100616 95.02 95.02 95.02 95.02        
Gold(CMX)
Jun10 100616 1232.0 1237.6 1228.5 1229.3 -3.9 989 773 -840
Aug10 100616 1236.1 1239.5 1228.3 1230.5 -3.9 97,231 346,586 +694
Oct10 100616 1237.0 1240.8 1231.7 1232.6 -3.9 1,809 23,659 -51
Dec10 100616 1241.0 1243.3 1232.8 1234.7 -3.9 4,729 73,301 +1,433
Feb11 100616 1242.0 1242.0 1236.8 1236.8 -4.0 737 20,202 +126
Apr11 100616 1243.3 1243.3 1238.9 1238.9 -4.1 426 15,625 -133
Jun11 100616 591.6 594.1 585.9 585.9 -4.1 416 13,162 +155
Aug11 100616 1243.9 1243.9 1243.9 1243.9 -4.2 398 4,571 +226
Oct11 100616 1247.0 1247.0 1247.0 1247.0 -4.2 0 7,253 +0
Dec11 100616 1253.1 1255.0 1250.1 1250.1 -4.4 30 16,772 +10
Feb12 100616 1253.8 1253.8 1253.8 1253.8 -4.5 10 3,827 +10
Apr12 100616 1257.9 1257.9 1257.9 1257.9 -4.6 0 3,730 +0
Total Volume and Open Interest 107,330 565,744 +1,486
Silver(CMX)
Jul10 100616 1858.5 1866.0 1838.0 1844.1 -13.7 22,851 50,761 -536
Sep10 100616 1863.0 1870.0 1844.0 1848.6 -13.7 5,161 32,592 +315
Dec10 100616 1869.0 1873.5 1852.0 1855.1 -13.8 3,719 17,261 -7
Mar11 100616 1859.4 1859.4 1859.4 1859.4 -13.8 210 9,330 +143
May11 100616 1861.6 1861.6 1861.6 1861.6 -13.9 775 7,097 +750
Jul11 100616 1863.8 1863.8 1863.8 1863.8 -14.0 275 4,715 +238
Sep11 100616 1885.5 1885.5 1865.8 1865.8 -14.2 0 579 +0
Total Volume and Open Interest 33,576 128,880 +968
Platinum(NYMEX)
Jul10 100616 1575.9 1585.1 1566.0 1567.5 -10.5 4,410 18,735 -1,087
Oct10 100616 1591.1 1592.8 1573.0 1576.3 -10.7 1,199 11,326 +1,073
Jan11 100616 1580.0 1580.3 1580.0 1580.3 -9.7 0 396 +0
Apr11 100616 1580.3 1580.3 1580.3 1580.3 -9.7 0 3 +0
Total Volume and Open Interest 5,610 30,462 -13
Palladium(NYMEX)
Jun10 100616 474.30 474.30 474.30 474.30 -0.95 2 119 +0
Sep10 100616 473.00 476.45 470.65 475.20 -0.35 974 20,831 -72
Dec10 100616 475.85 476.30 475.65 476.30 -0.35 28 381 +19
Total Volume and Open Interest 1,005 21,404 -54
Copper(CMX)
Jul10 100616 302.90 304.90 295.40 299.55 -0.90 27,162 41,737 -951
Sep10 100616 304.00 306.75 297.30 301.35 -1.05 9,174 56,601 +3,005
Dec10 100616 308.05 308.30 301.00 303.70 -1.10 1,799 16,844 +849
Mar11 100616 303.65 305.05 303.65 305.05 -1.10 462 8,631 +339
May11 100616 304.75 305.80 304.75 305.80 -1.05 26 1,322 +7
Total Volume and Open Interest 39,903 138,090 +3,604
DJIA Index(CBOT)
Jun10 100616 10382 10410 10352 10403 +12 521 13,006 -141
Sep10 100616 10314 10368 10271 10344 +12 491 2,201 +123
Dec10 100616 10229 10293 10229 10293 +12 0 3 +0
Mar11 100616 10235 10235 10223 10235 +12      
Total Volume and Open Interest 1,012 15,210 -18
S & P 500(CME)
Jun10 100616 1108.50 1118.50 1107.50 1113.90 +0.40 63,875 204,860 -30,442
Sep10 100616 1109.00 1114.50 1100.00 1109.60 +0.40 70,516 222,725 +50,828
Dec10 100616 1099.00 1110.60 1098.70 1105.30 +0.60 0 4,380 +0
Mar11 100616 1101.40 1105.40 1094.90 1101.40 +0.50 0 476 +0
Total Volume and Open Interest 134,391 432,486 +20,386
S & P 500 E-Mini(Globex)
Jun10 100616 1113.50 1119.00 1104.25 1114.00 +0.50 887,313 1,482,925 -342,149
Sep10 100616 1109.25 1114.75 1100.00 1109.50 +0.25 2,411,842 1,874,813 +439,398
Total Volume and Open Interest 3,300,441 3,362,115 +98,274
NASDAQ 100(CME)
Jun10 100616 1889.00 1912.00 1889.00 1907.00 +12.50 1,613 25,064 -69
Sep10 100616 1891.30 1912.00 1879.00 1906.00 +12.70 1,839 4,278 +1,076
Dec10 100616 1903.30 1903.30 1902.50 1903.30 +12.80 1 1 +1
Total Volume and Open Interest 3,453 29,343 +1,008
NASDAQ 100 E-Mini(Globex)
Jun10 100616 1894.50 1913.50 1880.00 1907.00 +12.50 97,309 272,721 -27,115
Sep10 100616 1893.50 1912.80 1879.00 1906.00 +12.70 329,991 149,816 +50,134
Total Volume and Open Interest 427,301 422,576 +23,018
S & P Midcap 400(CME)
Jun10 100616 777.50 781.00 777.50 777.50 -1.20 621 4,652 +115
Sep10 100616 772.00 779.00 771.00 775.50 -1.10 616 974 +591
Dec10 100616 773.50 774.10 773.50 773.50 -1.10      
Total Volume and Open Interest 1,237 5,626 +706
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100616 10085 10200 10025 10140 +60 7,801 29,248 -1,181
Dec10 100616 10140 10145 10140 10140 +60      
Total Volume and Open Interest 7,801 29,248 -716
Nikkei 225(SGX)
Sep10 100616 9835 10110 9805 10075 +240 80,610 130,372 +2,799
Dec10 100616 10015 10030 10015 10030 +245 0 1,777 +50
Mar11 100616 10025 10025 10025 10025 +245 0 41 +0
Total Volume and Open Interest 80,861 144,637 +2,949
CAC 40(EURONEXT)
Jun10 100616 3686.0 3703.0 3638.5 3675.5 +16.5 205,154 509,240 +18,418
Jul10 100616 3685.5 3697.5 3635.0 3671.5 +17.0 45,319 54,896 +41,055
Aug10 100616 3664.0 3685.0 3640.0 3671.5 +17.0 41 746 +18
Total Volume and Open Interest 263,721 584,165 +72,380
Hang Seng Index(HKFE)
Jun10 100615 19989 20159 19967 20145 +56 56,096 79,196 +3
Jul10 100615 19939 20099 19918 20090 +50 596 2,018 +92
Total Volume and Open Interest 56,862 83,714 +121
DAX(EUREX)
Jun10 100616 6200.0 6218.5 6143.0 6192.0 +17.0 152,977 162,873 -24,872
Sep10 100616 6206.5 6223.5 6148.5 6197.0 +17.5 34,450 44,435 +23,326
Dec10 100616 6213.5 6229.5 6155.5 6204.5 +18.5 2,897 7,179 +592
Total Volume and Open Interest 190,324 214,487 -954
FT-SE 100(EURONEXT)
Jun10 100616 5258.50 5283.00 5210.50 5241.50 +26.50 261,930 511,005 -79,104
Sep10 100616 5229.00 5250.00 5177.00 5208.00 +27.00 170,969 318,389 +157,480
Dec10 100616 5191.50 5221.50 5152.50 5183.00 +26.50 366 4,189 +815
Total Volume and Open Interest 433,320 834,450 +79,211
SPI 200(SFE)
Jun10 100616 4524.0 4597.0 4523.0 4560.0 +38.0 149,463 242,172 -9,646
Sep10 100616 4519.0 4590.0 4515.0 4554.0 +41.0 123,442 139,856 +109,626
Dec10 100616 4560.0 4571.0 4560.0 4571.0 +43.0 18 3,012 +14
Total Volume and Open Interest 273,217 386,710 +99,995
GSCI(CME)
Jul10 100616 506.75 514.00 505.75 512.50 +5.00 2,123 16,553 +580
Aug10 100616 508.00 516.00 508.00 515.50 +6.00 2 0 +0
Sep10 100616 511.25 519.00 511.25 519.00 +6.00      
Total Volume and Open Interest 3,197 20,727  
Reuters CCI(ICE)
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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