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MRCI's End of Day Prices
Daily Futures Price Listing Thu June 17, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100617 957.00 964.00 951.00 952.00 -5.75 58,688 115,854 -8,264
Aug10 100617 943.75 950.75 939.00 944.25 -0.50 11,862 31,914 +1,691
Sep10 100617 931.00 936.75 925.00 931.25 +1.25 2,750 12,323 -481
Nov10 100617 923.75 931.00 920.00 925.00 +0.50 34,482 225,894 +3,598
Jan11 100617 935.00 939.00 930.00 934.00 +0.50 2,644 27,673 -225
Mar11 100617 940.00 942.00 936.00 939.25 +1.25 365 7,616 +48
May11 100617 938.50 941.50 934.25 939.75 +1.25 1,746 7,931 +541
Total Volume and Open Interest 114,247 460,514 -3,003
Soybean Meal(CBOT)
Jul10 100617 286.80 288.90 285.00 286.00 -1.00 22,892 63,601 -2,643
Aug10 100617 277.20 280.00 276.00 278.20 +0.40 10,740 26,692 +846
Sep10 100617 269.70 272.20 268.20 270.70 +1.40 4,347 16,617 +714
Oct10 100617 261.00 263.50 260.00 261.70 +1.00 1,015 10,047 +223
Dec10 100617 258.90 261.50 258.00 260.00 +1.20 8,094 53,962 +675
Jan11 100617 260.70 261.50 259.20 260.50 +1.20 301 6,271 +70
Mar11 100617 262.00 262.50 259.80 261.30 +1.50 324 4,960 +4
May11 100617 259.00 261.50 258.70 260.50 +1.50 1,087 3,184 +633
Total Volume and Open Interest 49,042 190,775 +610
Soybean Oil(CBOT)
Jul10 100617 38.03 38.14 37.70 38.05 -0.08 62,197 105,735 -8,742
Aug10 100617 38.30 38.34 37.92 38.24 -0.09 33,889 44,271 +131
Sep10 100617 38.51 38.55 38.17 38.45 -0.10 9,430 26,660 +870
Oct10 100617 38.61 38.76 38.44 38.67 -0.09 5,011 13,889 +340
Dec10 100617 39.14 39.22 38.79 39.12 -0.10 27,909 119,218 +1,875
Jan11 100617 39.19 39.45 39.19 39.40 -0.12 327 5,774 -2
Mar11 100617 39.58 39.75 39.47 39.70 -0.14 391 3,672 +184
May11 100617 39.84 40.00 39.68 39.93 -0.18 390 1,960 +171
Total Volume and Open Interest 140,103 326,185 -4,803
Canola(WCE)
Jul10 100617 427.9 430.8 421.5 428.4 -1.6 11,467 40,883 -6,157
Nov10 100617 427.1 428.0 417.7 426.4 -0.7 19,269 112,119 +4,443
Jan11 100617 424.9 428.2 421.6 425.4 -2.8 1,749 9,476 -426
Mar11 100617 418.9 423.1 417.1 422.4 -2.9 361 4,946 +50
May11 100617 420.1 422.2 415.7 420.3 -0.8 555 1,575 +11
Total Volume and Open Interest 33,625 170,585 -2,041
Corn(CBOT)
Jul10 100617 356.25 360.00 354.00 357.50 +1.25 99,101 295,369 -16,842
Sep10 100617 365.50 369.00 363.50 367.00 +1.25 51,534 301,971 +4,026
Dec10 100617 377.00 381.00 375.25 378.25 +1.00 58,036 420,462 +1,570
Mar11 100617 390.00 393.75 388.25 391.25 +1.00 5,028 63,496 +538
May11 100617 399.00 402.00 397.00 400.00 +0.75 1,371 11,027 +216
Jul11 100617 406.75 410.00 405.25 408.00 +1.25 2,449 39,713 -156
Total Volume and Open Interest 219,008 1,209,610 -10,466
Wheat(CBOT)
Jul10 100617 461.00 465.50 453.50 462.75 +1.50 41,286 118,073 -12,231
Sep10 100617 476.75 480.75 469.50 478.50 +1.75 26,785 179,037 +3,306
Dec10 100617 504.50 509.25 499.00 508.75 +4.25 17,999 98,132 +1,128
Mar11 100617 532.50 540.00 529.25 539.50 +6.75 3,152 28,797 -624
May11 100617 549.50 556.25 542.75 556.25 +6.75 1,134 9,763 +345
Total Volume and Open Interest 93,239 507,055 -7,334
Wheat(KCBT)
Jul10 100617 490.50 497.50 486.50 495.50 +5.00 12,329 38,743 -4,289
Sep10 100617 501.00 509.00 498.00 506.50 +4.50 6,573 39,776 -829
Dec10 100617 519.50 526.75 515.50 524.50 +5.00 5,278 46,031 +353
Mar11 100617 536.00 542.00 532.50 541.50 +5.00 2,135 16,265 -159
May11 100617 551.00 553.75 544.25 553.00 +5.00 276 7,775 -84
Total Volume and Open Interest 28,476 181,150 -4,645
Wheat(MGE)
Jul10 100617 532.00 538.50 529.25 538.00 +5.75 3,759 9,517 -1,515
Sep10 100617 543.00 550.00 540.00 549.75 +6.75 3,636 13,914 +478
Dec10 100617 558.75 565.50 556.00 564.50 +5.50 2,981 12,590 +810
Mar11 100617 573.25 581.25 573.25 580.75 +5.50 454 4,578 +28
May11 100617 587.25 591.25 584.50 590.75 +6.25 223 1,183 -64
Total Volume and Open Interest 11,514 49,459 -590
Oats(CBOT)
Jul10 100617 267.00 272.00 258.75 261.25 -8.75 2,358 5,324 -753
Sep10 100617 263.00 265.00 255.50 258.50 -5.50 959 4,511 +63
Dec10 100617 260.00 264.50 255.50 258.50 -3.50 1,582 5,890 -28
Mar11 100617 267.00 268.00 263.00 263.50 -1.50 75 643 +43
Total Volume and Open Interest 4,974 16,369 -675
Rough Rice(CBOT)
Jul10 100617 11.10 11.20 11.00 11.03 -0.03 943 5,278 -603
Sep10 100617 11.03 11.06 10.86 10.95 -0.05 942 6,251 +473
Nov10 100617 11.15 11.16 11.03 11.11 -0.03 125 1,983 +0
Jan11 100617 11.35 11.42 11.31 11.39 -0.03 0 443 +0
Total Volume and Open Interest 2,020 15,153 -120
Live Cattle(CME)
Jun10 100617 90.000 90.000 89.300 89.600 -0.450 3,635 14,092 -1,217
Aug10 100617 89.000 89.350 88.600 88.635 -0.545 18,356 140,638 -103
Oct10 100617 90.100 90.500 89.830 89.900 -0.530 7,853 88,273 +450
Dec10 100617 92.600 92.700 92.080 92.250 -0.535 4,062 46,180 +434
Feb11 100617 93.800 93.930 93.350 93.680 -0.270 1,578 19,968 -169
Apr11 100617 95.230 95.500 94.950 95.000 -0.350 516 11,238 +74
Total Volume and Open Interest 36,686 325,154 -85
Feeder Cattle(CME)
Aug10 100617 110.650 110.900 110.135 110.150 -0.750 2,411 21,665 +483
Sep10 100617 110.650 110.650 110.035 110.200 -0.450 762 5,356 -20
Oct10 100617 110.535 110.535 109.830 109.950 -0.730 560 4,278 +251
Nov10 100617 109.980 109.980 109.350 109.700 -0.435 269 1,517 +87
Jan11 100617 108.500 108.700 108.300 108.600 -0.600 36 573 +22
Mar11 100617 108.000 108.000 107.950 108.000 -0.250 13 83 +1
Apr11 100617 108.000 108.000 108.000 108.000 unch 0 13 +0
Total Volume and Open Interest 4,051 33,485 +824
Lean Hogs(CME)
Jul10 100617 80.725 81.000 80.100 80.350 -0.550 12,098 27,984 -1,420
Aug10 100617 82.900 83.135 82.080 82.150 -0.985 10,662 69,309 +2,996
Oct10 100617 75.000 75.600 74.385 74.500 -0.800 2,813 39,047 -969
Dec10 100617 72.550 72.600 71.100 71.180 -1.370 1,378 30,268 -5
Feb11 100617 73.050 73.200 71.850 72.050 -1.335 383 9,658 +146
Apr11 100617 73.550 73.550 72.250 72.400 -1.280 145 4,313 +44
May11 100617 76.475 76.475 76.330 76.330 unch 0 170 +0
Jun11 100617 79.450 79.500 79.100 79.100 -0.850 32 1,016 +31
Total Volume and Open Interest 27,519 182,151 +830
Pork Bellies(CME)
Jul10 100617 96.350 98.000 96.000 98.000 +0.500 9 79 -4
Aug10 100617 95.000 95.000 95.000 95.000 unch 0 26 +0
Feb11 100617 100.500 100.500 100.500 100.500 unch 0 4 +0
Mar11 100617 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100617 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 9 110 -4
Class III Milk(CME)
Jun10 100617 13.59 13.66 13.59 13.62 unch 19 4,432 +9
Jul10 100617 13.55 13.62 13.45 13.60 -0.02 108 4,471 +34
Aug10 100617 14.00 14.00 13.91 13.95 -0.04 118 4,336 +39
Sep10 100617 14.56 14.61 14.50 14.56 -0.05 73 3,902 +27
Oct10 100617 14.70 14.76 14.65 14.70 -0.06 40 3,450 +5
Total Volume and Open Interest 527 28,243 +182
Cocoa(ICE)
Jul10 100617 2929 2929 2892 2914 +3 6,288 3,889 -3,808
Sep10 100617 2975 2975 2935 2954 -1 9,056 57,016 +2,339
Dec10 100617 2984 2995 2961 2977 unch 985 20,955 -49
Mar11 100617 3008 3008 2981 2996 -2 410 16,212 +59
May11 100617 3015 3018 2991 3005 -1 18 7,169 +6
Jul11 100617 3024 3025 2999 3013 -1 3 3,511 +2
Sep11 100617 3022 3022 3022 3022 -1 1 1,418 +0
Total Volume and Open Interest 16,761 115,296 -1,451
Coffee "C"(ICE)
Jul10 100617 158.10 159.70 155.40 156.35 -2.40 10,090 13,071 -5,040
Sep10 100617 158.80 160.90 156.65 157.80 -1.80 32,910 79,665 +5,524
Dec10 100617 158.00 160.10 156.60 157.70 -1.25 12,549 35,927 -688
Mar11 100617 156.10 159.25 156.10 157.10 -0.75 2,221 13,741 +1,103
May11 100617 156.35 158.15 155.90 156.30 -0.30 813 5,256 +152
Jul11 100617 156.05 156.75 155.50 155.70 -0.40 252 2,590 +65
Total Volume and Open Interest 58,950 151,217 +1,145
Orange Juice(ICE)
Jul10 100617 142.70 143.80 142.10 142.25 -0.45 1,321 8,699 -873
Sep10 100617 144.15 145.90 144.00 144.10 -0.50 1,431 15,321 +772
Nov10 100617 145.10 145.75 144.40 144.50 -0.50 99 3,303 +44
Jan11 100617 145.15 145.55 144.75 144.75 -0.35 8 1,234 -1
Mar11 100617 146.05 146.05 145.55 145.55 -0.35 1 187 +1
May11 100617 145.55 146.05 145.55 145.55 -0.35 0 154 +0
Total Volume and Open Interest 2,860 29,097 -57
Sugar #11(ICE)
Jul10 100617 16.20 16.25 15.70 15.79 -0.48 60,823 112,657 -23,804
Oct10 100617 15.87 15.97 15.49 15.60 -0.45 57,927 245,271 +4,193
Mar11 100617 16.54 16.66 16.26 16.35 -0.37 11,264 121,978 +1,018
May11 100617 16.55 16.65 16.30 16.32 -0.40 1,634 28,062 +108
Jul11 100617 16.60 16.60 16.29 16.35 -0.39 2,562 57,610 +258
Total Volume and Open Interest 135,578 642,009 -18,222
London Cocoa(LCE)
Jul10 100617 2434 2434 2410 2418 -46 2,853 55,074 +149
Sep10 100617 2320 2325 2283 2308 -10 2,399 38,155 -90
Dec10 100617 2248 2255 2216 2238 -10 645 26,127 +18
Mar11 100617 2204 2209 2185 2206 -6 405 24,162 -31
May11 100617 2199 2202 2199 2202 -7 150 6,125 +150
Jul11 100617 2203 2203 2197 2197 -10 0 936 +0
Sep11 100617 2197 2197 2197 2197 -10 0 1,993 +0
Total Volume and Open Interest 5,657 157,365 -894
London Sugar(LCE)
Aug10 100617 532.80 532.80 508.90 520.30 -12.20 3,721 27,026 -374
Oct10 100617 474.80 475.20 453.10 463.40 -12.40 2,112 21,465 +18
Dec10 100617 454.70 455.20 439.00 445.80 -10.90 684 7,925 +145
Mar11 100617 458.30 458.30 443.10 452.30 -8.00 620 4,825 +256
May11 100617 452.80 457.20 449.50 455.60 -6.50 145 2,234 +56
Total Volume and Open Interest 7,333 64,541 +103
Cotton(ICE)
Jul10 100617 81.86 81.95 80.46 80.80 -0.97 4,881 23,677 -5,907
Oct10 100617 79.45 79.60 78.35 79.16 -0.12 275 1,784 +114
Dec10 100617 79.50 79.84 78.69 79.42 -0.28 8,587 118,732 +1,737
Mar11 100617 80.80 80.86 79.90 80.53 -0.27 447 20,106 +245
May11 100617 80.50 80.85 80.48 80.85 -0.29 11 721 +3
Jul11 100617 80.88 80.88 80.17 80.75 -0.25 241 5,454 +0
Total Volume and Open Interest 14,473 172,128 -3,808
Lumber(CME)
Jul10 100617 194.7 200.0 193.8 194.2 -0.3 316 2,884 -114
Sep10 100617 203.0 207.6 202.6 205.0 +1.4 472 4,994 +147
Nov10 100617 210.5 214.0 209.3 209.5 +0.4 74 1,348 +25
Jan11 100617 231.0 231.0 228.0 228.0 -4.0 13 122 +7
Total Volume and Open Interest 882 9,361 +67
Crude Oil(NYM)
Jul10 100617 77.45 77.79 76.17 76.79 -0.88 308,294 132,009 -11,239
Aug10 100617 78.56 79.07 77.56 78.04 -0.68 149,234 280,652 +2,490
Sep10 100617 79.52 80.11 78.71 79.12 -0.48 57,667 134,685 +1,159
Oct10 100617 80.26 80.86 79.62 79.99 -0.31 16,535 54,767 +142
Nov10 100617 80.75 81.50 80.39 80.70 -0.19 10,888 38,475 +1,112
Dec10 100617 81.50 82.12 80.86 81.25 -0.15 34,350 204,563 -646
Jan11 100617 82.14 82.50 81.33 81.63 -0.13 2,279 35,002 +176
Feb11 100617 82.00 82.00 82.00 82.00 -0.11 2,323 14,252 -938
Mar11 100617 82.80 83.00 82.15 82.37 -0.09 2,144 20,799 -532
Apr11 100617 83.16 83.16 82.70 82.74 -0.07 749 11,466 +112
May11 100617 83.24 83.24 83.09 83.10 -0.06 869 7,759 -98
Jun11 100617 83.49 84.07 83.10 83.44 -0.05 4,348 43,611 +561
Jul11 100617 84.11 84.11 83.43 83.73 -0.04 748 23,655 -137
Aug11 100617 83.90 83.90 83.90 83.90 -0.03 315 6,791 -15
Sep11 100617 84.04 84.04 84.04 84.04 -0.02 521 7,880 +139
Oct11 100617 84.18 84.18 84.18 84.18 -0.01 362 5,109 +309
Total Volume and Open Interest 617,222 1,336,533 -8,498
e-miNY Crude Oil(NYM)
Jun10 100430 85.525 86.500 85.125 86.150 +0.975 10,604 5,783 -119
Jul10 100617 77.400 77.775 76.175 76.800 -0.875 11,048 3,517 -16
Aug10 100617 78.700 79.075 77.575 78.050 -0.675 1,210 984 +34
Sep10 100617 79.325 80.075 78.700 79.125 -0.475 145 371 +24
Oct10 100617 80.500 80.500 79.625 80.000 -0.300 13 137 +1
Nov10 100617 80.350 80.700 80.350 80.700 -0.200 2 19 +1
Dec10 100617 81.450 81.450 80.900 81.250 -0.150 5 106 -2
Jan11 100617 81.250 81.625 81.250 81.625 -0.125 0 2 +0
Feb11 100617 82.000 82.000 82.000 82.000 -0.100 0 1 +0
Mar11 100617 82.375 82.375 82.375 82.375 -0.075      
Total Volume and Open Interest 12,423 5,193 +42
Heating Oil(NYM)
Jul10 100617 211.91 215.10 210.02 214.74 +3.73 41,851 54,139 -3,147
Aug10 100617 212.63 216.56 211.72 216.21 +3.53 17,430 67,025 +1,450
Sep10 100617 214.85 218.47 214.02 218.08 +3.10 9,404 39,542 +869
Oct10 100617 219.26 220.58 218.70 220.22 +2.86 3,033 24,062 +186
Nov10 100617 219.34 222.88 219.34 222.43 +2.70 1,403 17,124 +322
Dec10 100617 221.75 225.07 220.88 224.57 +2.59 10,312 38,862 -100
Jan11 100617 224.00 226.94 223.81 226.73 +2.52 1,724 19,551 +414
Feb11 100617 227.40 228.50 227.00 228.13 +2.38 859 8,920 +65
Mar11 100617 227.75 228.56 227.75 228.56 +2.26 840 8,823 +64
Apr11 100617 228.20 228.20 227.00 227.89 +2.14 567 5,002 +141
May11 100617 225.23 227.52 225.23 227.52 +2.05 400 4,015 +96
Jun11 100617 225.66 227.92 225.59 227.67 +2.01 3,068 18,745 +293
Total Volume and Open Interest 93,689 325,894 +1,683
Gasoline(NYMEX)
Jul10 100617 215.55 217.51 213.77 216.40 +1.88 45,158 54,109 -7,060
Aug10 100617 214.50 216.52 213.10 215.47 +1.66 27,048 59,949 +1,034
Sep10 100617 213.06 215.67 212.60 214.69 +1.56 12,585 45,761 -23
Oct10 100617 203.24 204.32 202.37 203.45 +1.03 6,042 22,291 +265
Nov10 100617 201.60 203.52 201.60 202.47 +0.81 3,478 21,034 +576
Dec10 100617 202.25 204.21 202.00 203.00 +0.75 4,009 15,890 -433
Jan11 100617 204.57 204.93 204.05 204.79 +0.69 520 6,238 +179
Feb11 100617 206.88 206.88 206.88 206.88 +0.65 326 1,978 -84
Mar11 100617 209.04 209.04 209.04 209.04 +0.68 335 2,742 -7
Apr11 100617 221.60 221.60 221.12 221.12 +0.60 263 3,303 -66
Total Volume and Open Interest 101,783 246,480 -4,953
e-miNY RBOB Gasoline(NYM)
Jul10 100617 216.50 216.50 216.40 216.40 +1.90 0 3 +0
Aug10 100617 215.50 215.50 215.47 215.50 +1.70 0 2 +0
Sep10 100617 214.70 214.70 214.69 214.70 +1.60      
Oct10 100617 203.50 203.50 203.45 203.50 +1.10 0 1 +0
Total Volume and Open Interest 0 12 +0
Natural Gas(NYM)
Jul10 100617 5.012 5.178 4.980 5.162 +0.184 139,488 104,299 -19,156
Aug10 100617 5.059 5.226 5.032 5.212 +0.181 61,139 101,226 +7,388
Sep10 100617 5.117 5.255 5.072 5.241 +0.170 28,340 128,959 +3,321
Oct10 100617 5.175 5.300 5.126 5.299 +0.161 33,252 94,708 -680
Nov10 100617 5.432 5.510 5.360 5.500 +0.130 12,410 33,363 -160
Dec10 100617 5.699 5.740 5.617 5.727 +0.091 9,146 37,760 -898
Jan11 100617 5.860 5.907 5.795 5.897 +0.086 15,215 49,592 +201
Feb11 100617 5.798 5.831 5.732 5.827 +0.078 2,518 18,055 +633
Mar11 100617 5.675 5.710 5.630 5.709 +0.080 13,301 53,658 +3,218
Apr11 100617 5.286 5.336 5.254 5.329 +0.068 10,897 38,482 -1,401
May11 100617 5.300 5.339 5.275 5.339 +0.065 2,104 20,222 -667
Jun11 100617 5.375 5.376 5.320 5.376 +0.062 1,083 9,217 -282
Jul11 100617 5.402 5.426 5.363 5.426 +0.062 283 5,385 +27
Aug11 100617 5.460 5.468 5.460 5.468 +0.064 212 5,500 +0
Sep11 100617 5.460 5.498 5.440 5.498 +0.064 229 5,424 +75
Oct11 100617 5.545 5.579 5.515 5.577 +0.063 1,504 19,257 -304
Total Volume and Open Interest 334,585 832,563 -9,061
Brent Crude Oil(ICE)
Aug10 100617 78.10 79.10 77.64 78.68 +0.54 177,069 222,583 -883
Sep10 100617 78.50 79.59 78.22 79.14 +0.46 62,684 109,688 +2,849
Oct10 100617 79.04 80.08 78.77 79.64 +0.41 23,612 45,958 +2,264
Nov10 100617 79.59 80.58 79.32 80.10 +0.35 11,354 22,062 -501
Dec10 100617 80.08 81.09 79.80 80.54 +0.31 27,105 105,193 +565
Jan11 100617 80.58 81.39 80.40 80.98 +0.31 4,602 22,845 +630
Feb11 100617 81.01 81.82 81.01 81.41 +0.30 2,812 14,548 +246
Mar11 100617 81.45 82.25 81.45 81.85 +0.30 1,971 10,278 +182
Apr11 100617 82.10 82.67 82.10 82.28 +0.29 1,237 6,509 +186
May11 100617 82.85 82.85 82.50 82.68 +0.29 1,300 15,308 -132
Jun11 100617 82.69 83.40 82.55 83.04 +0.29 3,580 24,357 +332
Jul11 100617 83.39 83.39 83.39 83.39 +0.31 701 7,576 -353
Aug11 100617 83.65 83.65 83.65 83.65 +0.32 486 3,701 +3
Sep11 100617 83.83 83.83 83.83 83.83 +0.30 329 3,019 -109
Total Volume and Open Interest 329,544 718,089 -20,829
Gas Oil(ICE)
Jul10 100617 672.25 686.25 668.75 684.25 +21.50 54,674 120,991 -212
Aug10 100617 673.75 686.75 670.50 684.75 +20.25 53,733 80,529 -2,320
Sep10 100617 676.75 689.25 673.75 687.25 +19.75 22,375 59,482 -1,487
Oct10 100617 680.25 691.75 677.25 690.00 +19.00 13,193 36,650 +1,014
Nov10 100617 681.75 694.00 681.75 692.50 +18.00 11,026 28,122 +1,184
Dec10 100617 687.00 697.75 683.00 695.25 +17.25 27,529 97,900 +2,523
Jan11 100617 690.25 699.75 690.00 698.50 +16.75 5,135 31,558 +1,556
Feb11 100617 698.00 703.50 698.00 701.75 +16.25 2,211 15,712 +486
Mar11 100617 703.00 705.00 703.00 704.50 +15.50 2,044 12,954 +31
Apr11 100617 704.50 708.25 704.50 707.25 +15.00 1,442 13,076 -10
Total Volume and Open Interest 205,240 602,115 +4,721
Ethanol(CBOT)
Jun10 100603 1.595 1.595 1.595 1.595 -0.005 113 171 -48
Jul10 100617 1.617 1.622 1.616 1.620 +0.003 185 878 -2
Aug10 100617 1.609 1.618 1.608 1.617 +0.003 60 1,263 -14
Sep10 100617 1.597 1.603 1.597 1.598 +0.002 13 929 -6
Oct10 100617 1.600 1.604 1.597 1.599 +0.004 19 976 +6
Nov10 100617 1.605 1.605 1.605 1.605 +0.006 34 841 +3
Dec10 100617 1.613 1.620 1.607 1.608 +0.006 34 1,706 +32
Jan11 100617 1.615 1.615 1.610 1.610 +0.005 33 1,281 +20
Total Volume and Open Interest 550 11,500 +156
US Dollar Index(ICE)
Sep10 100617 86.485 86.810 85.795 85.982 -0.403 15,943 31,807 -551
Dec10 100617 86.610 86.610 86.190 86.300 -0.435 0 522 +0
Mar11 100617 86.590 86.590 86.590 86.590 -0.435      
Total Volume and Open Interest 15,943 32,329 -551
Australian Dollar(CME)
Sep10 100617 85.34 86.03 84.97 85.79 +0.17 84,352 57,291 +1,229
Dec10 100617 84.78 85.00 84.50 84.89 +0.17 19 352 -11
Mar11 100617 84.02 84.02 83.85 84.02 +0.17      
Total Volume and Open Interest 84,372 57,653 +1,218
British Pound(CME)
Sep10 100617 147.24 148.42 146.45 148.11 +0.16 112,463 119,219 -1,393
Dec10 100617 146.98 148.27 146.55 148.13 +0.16 18 79 -3
Mar11 100617 148.13 148.13 147.98 148.13 +0.15 0 3 +0
Total Volume and Open Interest 112,481 119,301 -1,396
Canadian Dollar(CME)
Sep10 100617 97.46 97.74 96.65 97.20 -0.38 69,948 79,007 +3,319
Dec10 100617 97.01 97.53 96.57 97.09 -0.37 111 2,884 +57
Mar11 100617 96.81 97.25 96.81 96.91 -0.34 3 312 -24
Jun11 100617 96.69 97.03 96.69 96.69 -0.34 3 145 +3
Total Volume and Open Interest 70,065 82,357 -42,497
Japanese Yen(CME)
Sep10 100617 109.57 110.64 109.50 110.29 +0.78 116,232 82,079 +2,633
Dec10 100617 109.99 110.78 109.71 110.49 +0.78 5 136 +0
Mar11 100617 110.73 110.73 109.95 110.73 +0.78 0 2 +0
Total Volume and Open Interest 116,237 82,217 +2,633
Swiss Franc(CME)
Sep10 100617 88.53 90.30 88.42 90.04 +1.29 49,590 44,076 -693
Dec10 100617 89.34 90.26 88.97 90.26 +1.29 0 13 +0
Mar11 100617 90.50 90.50 89.21 90.50 +1.29 0 2 +0
Total Volume and Open Interest 49,590 44,092 -693
EuroFX(CME)
Sep10 100617 123.12 124.23 122.51 123.87 +0.65 330,596 227,032 +1,047
Dec10 100617 123.05 124.25 122.66 123.97 +0.65 76 546 +15
Mar11 100617 124.07 124.07 123.43 124.07 +0.64 0 50 +0
Total Volume and Open Interest 330,675 227,632 +1,063
Mexican Peso(CME)
Jul10 100617 792.8 792.8 792.5 792.8 +0.2      
Aug10 100617 789.8 789.8 789.5 789.8 +0.2      
Total Volume and Open Interest 18,436 52,676 +2,395
30-Year T-Bonds(CBOT)
Jun10 100617 124~060 125~010 123~180 124~290 +1~070 3,493 18,419 -1,985
Sep10 100617 123~140 124~180 122~300 124~130 +1~090 229,683 643,895 -4,512
Dec10 100617 122~180 123~050 121~240 123~010 +1~090 164 543 +151
Total Volume and Open Interest 233,340 662,857 -6,346
10-Year T-Notes(CBOT)
Jun10 100617 121~050 121~210 120~255 121~175 +0~210 16,707 37,013 -7,080
Sep10 100617 120~075 120~270 119~300 120~230 +0~210 969,306 1,727,648 +515
Dec10 100617 119~085 119~220 118~310 119~200 +0~210 1 118 +1
Total Volume and Open Interest 986,014 1,764,800 -6,564
5-Year T-Notes(CBOT)
Jun10 100617 59~005 59~005 59~005 59~005 -58~091 8,125 40,035 +40,035
Sep10 100617 117~003 117~052 116~113 117~040 +0~048 364,091 900,183 -1,289
Dec10 100617 116~032 116~032 115~112 116~032 +0~048 0 2 +0
Total Volume and Open Interest 372,216 940,220 -4,810
2 Year T-Notes(CBOT)
Jun10 100617 54~092 54~092 54~092 54~092 +0~004      
Sep10 100617 109~017 109~027 109~014 109~025 +0~011 138,131 875,993 +264
Dec10 100617 108~115 108~115 108~105 108~115 +0~010 0 26 +0
Total Volume and Open Interest 140,147 884,456 -953
Eurodollars(CME)
Sep10 100617 99.290 99.305 99.270 99.290 unch 223,226 1,025,130 +27,206
Dec10 100617 99.185 99.215 99.170 99.190 unch 147,010 1,093,809 +5,334
Mar11 100617 99.085 99.130 99.065 99.105 +0.020 158,692 865,937 -10,197
Jun11 100617 98.915 98.975 98.890 98.955 +0.040 185,214 822,226 -3,363
Sep11 100617 98.695 98.780 98.685 98.765 +0.060 195,431 818,386 +25,717
Dec11 100617 98.445 98.535 98.425 98.520 +0.075 141,447 578,526 +7,545
Mar12 100617 98.205 98.300 98.180 98.285 +0.085 114,813 427,652 -5,428
Jun12 100617 97.935 98.045 97.915 98.030 +0.100 93,067 283,722 -3,170
Sep12 100617 97.680 97.795 97.655 97.780 +0.115 52,044 194,922 +2,114
Dec12 100617 97.425 97.545 97.395 97.530 +0.125 31,552 151,734 +1,541
Mar13 100617 97.195 97.325 97.170 97.310 +0.130 29,564 144,953 +1,468
Jun13 100617 96.985 97.095 96.940 97.080 +0.130 23,456 91,528 +1,192
Sep13 100617 96.765 96.890 96.730 96.870 +0.130 9,295 77,900 -600
Dec13 100617 96.550 96.680 96.525 96.660 +0.130 5,321 39,088 -709
Mar14 100617 96.400 96.510 96.365 96.495 +0.130 4,432 42,828 -275
Jun14 100617 96.215 96.340 96.190 96.325 +0.130 4,207 33,492 -602
Sep14 100617 96.075 96.185 96.050 96.175 +0.135 3,402 23,334 -234
Dec14 100617 95.920 96.030 95.895 96.020 +0.135 2,352 42,105 +273
Total Volume and Open Interest 1,461,485 6,922,716 +57,735
30 Day Federal Funds(CBOT)
Jun10 100617 99.810 99.815 99.808 99.810 unch 3,806 70,021 +62
Jul10 100617 99.795 99.800 99.785 99.790 unch 4,487 53,760 +93
Aug10 100617 99.780 99.790 99.775 99.780 unch 6,627 78,274 +204
Sep10 100617 99.770 99.775 99.765 99.770 unch 6,768 48,294 +145
Oct10 100617 99.755 99.760 99.755 99.755 unch 3,398 68,089 -219
Nov10 100617 99.730 99.745 99.730 99.735 +0.005 4,035 85,327 +2,939
Total Volume and Open Interest 44,748 649,324 +6,131
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 100617 99.643 99.643 99.643 99.643 +0.003 0 342 +0
Mar11 100617 99.647 99.647 99.647 99.647 +0.003 0 167 +0
Jun11 100617 99.637 99.637 99.637 99.637 +0.002      
Sep11 100617 99.625 99.625 99.625 99.625 +0.005      
Dec11 100617 99.635 99.635 99.635 99.635 +0.005      
Mar12 100617 99.600 99.600 99.600 99.600 +0.005      
Jun12 100617 99.650 99.650 99.650 99.650 +0.005      
Sep12 100617 99.710 99.710 99.710 99.710 +0.005      
Dec12 100617 99.405 99.405 99.405 99.405 +0.005      
Total Volume and Open Interest 108 1,648 +108
3-Mth Euro-Yen(SGX)
Sep10 100617 99.64 99.64 99.64 99.64 +0.00 271 4,413 +21
Dec10 100617 99.65 99.65 99.64 99.64 +0.00 158 1,472 +0
Mar11 100617 99.65 99.65 99.65 99.65 +0.00 200 2,010 +0
Jun11 100617 99.64 99.64 99.64 99.64 +0.00 160 460 +0
Sep11 100617 99.62 99.62 99.62 99.62 +0.00 0 53 +0
Dec11 100617 99.64 99.64 99.64 99.64 +0.01 0 103 +0
Mar12 100617 99.60 99.60 99.60 99.60 +0.00 0 305 +0
Jun12 100617 99.65 99.65 99.65 99.65 +0.01 0 754 +0
Total Volume and Open Interest 789 9,882 +21
Japanese Gov't Bonds(SGX)
Sep10 100616 140.35 140.38 140.21 140.34 -0.02 1,969 19,974 -342
Dec10 100617 138.28 138.28 138.28 138.28 +0.03      
Mar11 100617 136.19 136.19 136.19 136.19 +0.03      
Total Volume and Open Interest 2,072 20,138 -130
Euro-Bund(EUREX)
Sep10 100617 128.40 128.54 127.89 128.36 +0.03 1,008,703 909,542 +7,250
Dec10 100617 126.51 126.94 126.50 126.86 +0.03 94 40 +8
Mar11 100617 126.86 126.86 126.86 126.86 +0.03      
Total Volume and Open Interest 1,008,797 909,582 +7,258
Euro-Bobl(EUREX)
Sep10 100617 120.56 120.63 120.21 120.49 -0.03 451,163 720,037 +4,015
Dec10 100617 119.07 119.07 119.07 119.07 -0.03 0 10 +0
Mar11 100617 118.19 118.19 118.19 118.19 -0.03      
Total Volume and Open Interest 451,163 720,047 +4,015
3-Mth Euribor(EUREX)
Jun10 100614 99.280 99.280 99.280 99.280 unch 353 5,585 -120
Sep10 100617 99.115 99.120 99.100 99.100 -0.025 235 4,881 +88
Dec10 100617 99.035 99.040 99.015 99.015 -0.040 101 3,029 +77
Total Volume and Open Interest 624 13,887 +282
Long Gilt(LIFFE)
Jun10 100617 120~21 121~03 120~19 120~29 +0~15 163 6,548 -63
Sep10 100617 119~09 119~27 119~01 119~17 +0~15 80,863 274,168 +2,211
Total Volume and Open Interest 81,026 280,716 +2,148
3-Mth Short Sterling(LIFFE)
Sep10 100617 99.13 99.13 99.10 99.12 -0.01 57,299 388,074 +6,062
Dec10 100617 98.98 99.00 98.95 98.98 -0.01 54,221 373,006 +6,906
Mar11 100617 98.85 98.88 98.81 98.86 unch 62,480 249,443 +1,771
Jun11 100617 98.67 98.73 98.63 98.70 +0.02 108,368 289,258 -12,220
Sep11 100617 98.48 98.54 98.43 98.51 +0.03 88,698 265,266 +8,427
Dec11 100617 98.24 98.30 98.18 98.27 +0.04 49,832 225,585 +8,299
Total Volume and Open Interest 483,835 2,495,945 +11,376
3-Mth Euribor(LIFFE)
Sep10 100617 99.115 99.125 99.090 99.100 -0.025 127,419 623,586 +4,805
Dec10 100617 99.055 99.055 99.000 99.015 -0.040 121,704 531,306 -18,304
Mar11 100617 99.000 99.005 98.955 98.970 -0.035 103,815 508,146 +5,440
Total Volume and Open Interest 773,922 3,290,876 +12,888
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 100617 95.08 95.10 95.07 95.09 unch 22,511 258,509 -2,486
Dec10 100617 95.03 95.06 95.02 95.03 unch 15,152 144,726 +1,788
Mar11 100617 94.95 94.99 94.92 94.97 +0.03 7,102 68,253 +192
Jun11 100617 94.84 94.90 94.84 94.87 +0.03 2,718 45,982 -1,154
Sep11 100617 94.75 94.79 94.75 94.77 +0.03 2,072 31,041 -695
Dec11 100617 94.67 94.70 94.66 94.69 +0.04 1,731 23,609 -556
Mar12 100617 94.61 94.63 94.61 94.62 +0.03 2,493 21,124 +1,418
Jun12 100617 94.59 94.62 94.59 94.60 +0.04 1,434 6,111 +1,086
Sep12 100617 94.58 94.59 94.58 94.59 +0.03 10 3,157 +10
Total Volume and Open Interest 55,233 604,475 -410
10-Year Aus T-Bonds(SFE)
Sep10 100617 94.56 94.63 94.53 94.62 +0.06 35,133 301,961 +8,501
Dec10 100617 94.61 94.61 94.61 94.61 +0.06      
Total Volume and Open Interest 35,133 301,961  
3-Year Aus T-Bonds(SFE)
Sep10 100617 95.07 95.15 95.06 95.12 +0.05 78,972 398,636 +12,685
Dec10 100617 95.07 95.07 95.07 95.07 +0.05      
Total Volume and Open Interest 78,972 398,636  
Gold(CMX)
Jun10 100617 1233.9 1251.1 1233.9 1247.5 +18.2 251 777 +4
Aug10 100617 1231.6 1252.8 1231.0 1248.7 +18.2 104,401 352,840 +6,254
Oct10 100617 1236.1 1253.3 1235.0 1250.7 +18.1 2,914 23,840 +181
Dec10 100617 1236.4 1256.6 1236.4 1252.8 +18.1 11,899 73,266 -35
Feb11 100617 1241.2 1257.2 1241.2 1254.8 +18.0 2,652 22,562 +2,360
Apr11 100617 1255.6 1256.7 1254.7 1256.7 +17.8 879 16,013 +388
Jun11 100617 588.1 604.7 588.1 603.5 +17.6 544 13,467 +305
Aug11 100617 1261.3 1261.3 1261.3 1261.3 +17.4 991 5,392 +821
Oct11 100617 1264.3 1264.3 1264.3 1264.3 +17.3 0 7,253 +0
Dec11 100617 1264.5 1267.8 1264.5 1267.3 +17.2 4,866 12,887 -3,885
Feb12 100617 1270.9 1270.9 1270.9 1270.9 +17.1 100 3,727 -100
Apr12 100617 1274.7 1274.7 1274.7 1274.7 +16.8 200 3,926 +196
Total Volume and Open Interest 142,741 569,204 +3,460
Silver(CMX)
Jul10 100617 1845.0 1888.0 1831.5 1877.6 +33.5 23,705 50,016 -745
Sep10 100617 1848.5 1892.5 1837.0 1882.2 +33.6 5,405 34,987 +2,395
Dec10 100617 1855.0 1897.0 1851.0 1888.7 +33.6 2,188 18,139 +878
Mar11 100617 1866.0 1892.9 1866.0 1892.9 +33.5 53 9,363 +33
May11 100617 1895.0 1895.0 1895.0 1895.0 +33.4 12 7,109 +12
Jul11 100617 1871.0 1901.0 1871.0 1897.0 +33.2 41 4,741 +26
Sep11 100617 1858.5 1899.0 1858.5 1899.0 +33.2 2 279 -300
Total Volume and Open Interest 32,119 131,070 +2,190
Platinum(NYMEX)
Jul10 100617 1567.6 1579.5 1563.6 1572.0 +4.5 4,569 17,382 -1,353
Oct10 100617 1575.6 1587.5 1574.0 1580.6 +4.3 1,552 12,776 +1,450
Jan11 100617 1584.5 1585.0 1584.5 1585.0 +4.7 0 396 +0
Apr11 100617 1585.0 1585.0 1585.0 1585.0 +4.7 0 3 +0
Total Volume and Open Interest 6,223 30,659 +197
Palladium(NYMEX)
Jun10 100617 480.85 481.60 480.35 480.35 +6.05 30 111 -8
Sep10 100617 475.95 484.00 468.30 481.25 +6.05 1,369 20,948 +117
Dec10 100617 485.05 485.05 482.30 482.30 +6.00 1 382 +1
Total Volume and Open Interest 1,404 21,509 +105
Copper(CMX)
Jul10 100617 298.85 299.45 288.95 290.55 -9.00 29,010 37,110 -4,627
Sep10 100617 300.90 301.30 290.70 292.40 -8.95 10,794 59,380 +2,779
Dec10 100617 300.00 300.00 293.50 294.75 -8.95 2,424 17,646 +802
Mar11 100617 295.75 296.15 295.65 296.15 -8.90 353 8,772 +141
May11 100617 301.00 301.00 297.00 297.00 -8.80 1 1,322 +0
Total Volume and Open Interest 43,630 137,265 -825
DJIA Index(CBOT)
Jun10 100617 10376 10441 10335 10435 +32 2,961 11,463 -1,543
Sep10 100617 10318 10400 10265 10376 +32 2,870 4,530 +2,329
Dec10 100617 10327 10332 10293 10318 +25 1 3 +0
Mar11 100617 10267 10267 10235 10267 +32      
Total Volume and Open Interest 5,832 15,996 +786
S & P 500(CME)
Jun10 100617 1118.00 1118.00 1106.00 1116.30 +2.40 68,975 177,191 -27,669
Sep10 100617 1109.60 1117.10 1101.00 1111.70 +2.10 72,441 264,931 +42,206
Dec10 100617 1107.30 1109.30 1098.30 1107.30 +2.00 7 4,379 -1
Mar11 100617 1103.40 1105.40 1094.40 1103.40 +2.00 0 476 +0
Total Volume and Open Interest 141,423 447,022 +14,536
S & P 500 E-Mini(Globex)
Jun10 100617 1114.00 1122.50 1105.50 1116.25 +2.25 796,631 1,223,025 -259,900
Sep10 100617 1110.00 1117.50 1100.75 1111.75 +2.25 2,694,530 2,199,082 +324,269
Total Volume and Open Interest 3,491,324 3,426,436 +64,321
NASDAQ 100(CME)
Jun10 100617 1905.50 1914.00 1895.00 1910.50 +3.50 2,686 24,757 -307
Sep10 100617 1903.30 1916.50 1893.00 1909.50 +3.50 2,325 5,370 +1,092
Dec10 100617 1906.50 1906.80 1906.50 1906.50 +3.20 0 1 +0
Total Volume and Open Interest 5,011 30,128 +785
NASDAQ 100 E-Mini(Globex)
Jun10 100617 1906.80 1918.80 1894.00 1910.50 +3.50 76,687 247,074 -25,647
Sep10 100617 1905.50 1918.30 1892.80 1909.50 +3.50 349,007 211,383 +61,567
Total Volume and Open Interest 425,703 458,495 +35,919
S & P Midcap 400(CME)
Jun10 100617 776.50 776.50 770.00 776.50 -1.00 333 4,375 -277
Sep10 100617 774.60 778.45 768.00 774.60 -0.90 308 1,153 +179
Dec10 100617 772.60 772.60 772.50 772.60 -0.90      
Total Volume and Open Interest 641 5,528 -98
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100617 10090 10155 9990 10080 -60 8,264 30,572 +1,324
Dec10 100617 10080 10080 10080 10080 -60      
Total Volume and Open Interest 8,264 30,572 +1,324
Nikkei 225(SGX)
Sep10 100617 10080 10110 9980 10005 -70 64,438 137,234 +6,862
Dec10 100617 9950 9955 9950 9955 -75 50 1,777 +0
Mar11 100617 9955 9955 9955 9955 -70 0 41 +0
Total Volume and Open Interest 64,596 151,804 +7,167
CAC 40(EURONEXT)
Jun10 100617 3676.0 3717.5 3661.0 3683.5 +8.0 294,456 543,854 +34,614
Jul10 100617 3668.0 3713.0 3656.5 3679.5 +8.0 127,105 156,210 +101,314
Aug10 100617 3671.5 3680.0 3671.5 3680.0 +8.5 10 756 +10
Total Volume and Open Interest 431,682 730,356 +146,191
Hang Seng Index(HKFE)
Jun10 100617 20196 20220 20077 20192 +47 41,076 78,300 -896
Jul10 100617 20144 20166 20030 20135 +45 617 2,100 +82
Total Volume and Open Interest 41,889 82,958 -756
DAX(EUREX)
Jun10 100617 6181.5 6243.5 6166.5 6218.5 +26.5 200,807 138,222 -24,651
Sep10 100617 6191.0 6249.0 6171.5 6224.0 +27.0 58,533 76,202 +31,767
Dec10 100617 6191.5 6255.0 6179.5 6231.5 +27.0 6,506 7,114 -65
Total Volume and Open Interest 265,846 221,538 +7,051
FT-SE 100(EURONEXT)
Jun10 100617 5240.00 5296.00 5235.00 5248.50 +7.00 310,561 421,581 -89,424
Sep10 100617 5208.50 5263.00 5203.00 5217.00 +9.00 198,100 463,422 +145,033
Dec10 100617 5194.00 5235.00 5184.00 5195.00 +12.00 37 4,222 +33
Total Volume and Open Interest 508,718 890,112 +55,662
SPI 200(SFE)
Jun10 100617 4556.0 4579.0 4534.0 4553.0 -7.0 96,984 152,759 -89,413
Sep10 100617 4546.0 4572.0 4505.0 4532.0 -22.0 73,576 195,329 +55,473
Dec10 100617 4553.0 4553.0 4553.0 4553.0 -18.0 3 3,011 -1
Total Volume and Open Interest 170,579 352,769 -33,941
GSCI(CME)
Jul10 100617 512.50 515.30 509.00 510.80 -1.70 117 16,539 -14
Aug10 100617 515.60 518.00 512.00 514.00 -1.50 2 0 +0
Sep10 100617 517.00 521.00 516.00 517.00 -2.00      
Total Volume and Open Interest 119 16,539 -4,188
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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