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MRCI's End of Day Prices
Daily Futures Price Listing Thu July 01, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100701 948.50 954.25 943.25 953.50 +5.00 36,315 15,239 -11,791
Aug10 100701 932.00 938.50 926.25 937.00 +6.00 31,768 66,284 +6,142
Sep10 100701 913.50 918.00 904.75 915.50 +3.50 4,503 14,450 +173
Nov10 100701 904.50 909.00 894.00 905.50 +3.00 70,935 261,277 -2,119
Jan11 100701 912.25 916.75 903.75 915.00 +2.75 5,652 31,594 +187
Mar11 100701 923.00 923.00 911.25 920.75 +3.25 780 9,265 +127
May11 100701 924.00 926.25 913.00 923.75 +2.75 1,516 9,836 -248
Total Volume and Open Interest 153,153 440,453 -7,332
Soybean Meal(CBOT)
Jul10 100701 291.50 293.50 289.40 291.50 +2.10 17,400 11,647 -5,959
Aug10 100701 280.00 283.50 278.20 281.50 +2.60 16,429 38,535 +1,012
Sep10 100701 268.90 273.00 267.70 271.00 +2.10 7,459 21,069 +1,086
Oct10 100701 262.20 263.70 257.80 261.60 +1.30 3,061 12,307 +489
Dec10 100701 261.20 262.80 250.50 261.20 +1.80 33,068 87,176 +2,631
Jan11 100701 262.20 263.50 257.30 261.60 +2.10 1,849 6,389 +378
Mar11 100701 264.20 264.70 259.40 262.80 +2.20 824 5,713 +149
May11 100701 264.00 264.10 260.00 262.60 +2.40 1,133 4,514 +291
Total Volume and Open Interest 81,869 194,244 +238
Soybean Oil(CBOT)
Jul10 100701 36.22 36.29 35.75 35.87 -0.41 33,725 11,214 -10,465
Aug10 100701 36.35 36.49 35.87 36.01 -0.44 40,901 74,845 +2,111
Sep10 100701 36.50 36.65 36.04 36.17 -0.43 16,085 28,154 +698
Oct10 100701 36.71 36.82 36.22 36.34 -0.43 3,593 12,818 -17
Dec10 100701 37.07 37.20 36.60 36.72 -0.45 43,259 144,858 -384
Jan11 100701 37.30 37.31 36.92 37.02 -0.46 1,941 7,365 +364
Mar11 100701 37.76 37.76 37.29 37.36 -0.47 764 4,355 -95
May11 100701 38.14 38.20 37.65 37.65 -0.47 395 3,100 +92
Total Volume and Open Interest 141,354 292,176 -7,368
Canola(WCE)
Jul10 100630 425.0 436.7 420.0 423.8 -7.6 2,341 4,125 -1,991
Nov10 100630 414.3 421.5 414.3 416.8 +2.5 6,117 129,462 +1,938
Jan11 100630 417.7 422.1 417.0 418.0 +2.3 391 10,792 -45
Mar11 100630 418.5 418.5 415.0 416.3 +2.7 248 5,324 +64
May11 100630 416.4 416.4 415.9 415.9 +2.9 0 1,685 +0
Total Volume and Open Interest 9,097 154,360 -34
Corn(CBOT)
Jul10 100701 354.00 367.25 351.50 365.50 +11.25 116,715 36,572 -30,657
Sep10 100701 362.75 376.50 359.75 373.25 +10.50 121,245 392,832 +19,121
Dec10 100701 373.00 386.50 370.50 384.50 +11.00 116,167 485,624 +2,238
Mar11 100701 385.50 398.50 383.00 396.75 +10.25 11,513 73,695 +2,006
May11 100701 395.00 406.50 391.75 404.75 +10.00 1,106 15,714 +156
Jul11 100701 401.00 414.00 399.50 412.50 +10.50 2,283 44,787 +132
Total Volume and Open Interest 375,198 1,133,201 -5,108
Wheat(CBOT)
Jul10 100701 464.25 486.00 461.00 484.00 +19.25 25,205 12,999 -10,048
Sep10 100701 479.25 504.00 475.50 499.75 +19.50 45,364 212,223 +3,446
Dec10 100701 506.00 527.00 501.75 524.25 +17.75 10,124 113,245 -1,109
Mar11 100701 533.00 550.00 527.50 548.00 +14.50 2,675 31,201 +264
May11 100701 548.00 562.50 548.00 562.00 +13.00 787 8,133 -33
Total Volume and Open Interest 87,263 455,011 -6,818
Wheat(KCBT)
Jul10 100701 487.00 505.00 486.00 501.00 +15.00 9,995 3,713 -3,409
Sep10 100701 495.00 514.25 491.00 510.00 +14.00 14,348 52,324 +1,798
Dec10 100701 518.50 531.25 508.75 527.00 +13.75 4,816 46,454 +1,489
Mar11 100701 532.25 546.50 526.25 543.50 +13.25 1,083 16,973 +417
May11 100701 543.25 557.75 540.00 554.00 +13.00 109 4,762 +75
Total Volume and Open Interest 31,361 157,338 +581
Wheat(MGE)
Jul10 100701 503.75 515.50 503.00 515.25 +8.25 3,344 1,238 -1,696
Sep10 100701 511.25 528.50 511.25 526.50 +14.25 6,317 18,353 +1,893
Dec10 100701 532.75 545.50 529.00 543.00 +14.50 2,063 14,422 -23
Mar11 100701 548.25 562.75 548.25 560.75 +12.50 662 5,555 +288
May11 100701 559.25 573.50 557.25 571.50 +13.75 139 1,436 -71
Total Volume and Open Interest 13,264 49,343 +502
Oats(CBOT)
Jul10 100701 258.50 259.00 241.75 241.75 -13.25 791 3,204 -375
Sep10 100701 257.50 260.00 247.00 247.00 -6.00 1,182 4,487 +15
Dec10 100701 259.00 259.75 250.00 251.00 -2.00 611 6,344 +58
Mar11 100701 264.50 264.50 257.00 257.00 -2.00 3 711 -3
Total Volume and Open Interest 2,587 14,748 -305
Rough Rice(CBOT)
Jul10 100701 9.48 9.64 9.43 9.64 +0.20 2,421 1,048 -997
Sep10 100701 9.77 9.91 9.70 9.89 +0.20 2,715 8,681 +435
Nov10 100701 9.99 10.14 9.93 10.13 +0.20 474 2,277 +3
Jan11 100701 10.30 10.39 10.30 10.39 +0.19 66 508 +26
Total Volume and Open Interest 6,051 14,181 -433
Live Cattle(CME)
Aug10 100701 90.000 90.300 89.500 89.950 -0.085 23,839 132,680 +1,175
Oct10 100701 91.135 91.400 90.600 91.300 +0.050 11,336 99,707 +1,426
Dec10 100701 92.900 93.300 92.650 93.200 +0.050 2,557 48,477 +183
Feb11 100701 94.480 95.100 94.250 95.080 +0.045 1,234 21,579 +85
Apr11 100701 96.230 96.800 95.980 96.800 +0.050 889 12,473 +165
Jun11 100701 92.535 93.250 92.300 93.250 +0.350 219 3,765 +44
Total Volume and Open Interest 42,170 321,443 +1,562
Feeder Cattle(CME)
Aug10 100701 113.230 113.230 112.350 112.600 -0.450 2,416 23,122 +36
Sep10 100701 113.080 113.250 112.450 112.650 -0.635 774 6,143 +193
Oct10 100701 113.000 113.035 112.300 112.785 -0.415 512 4,997 +57
Nov10 100701 112.150 112.480 111.800 112.400 -0.280 139 1,797 +33
Jan11 100701 110.430 110.700 110.250 110.600 -0.450 100 687 +52
Mar11 100701 110.400 110.400 109.830 110.250 -0.350 15 142 +10
Apr11 100701 110.400 110.400 110.300 110.400 unch 0 19 +0
Total Volume and Open Interest 3,962 36,920 +380
Lean Hogs(CME)
Jul10 100701 79.150 79.700 78.650 79.300 +0.075 5,984 17,317 -1,842
Aug10 100701 81.650 82.600 80.700 81.850 +0.200 16,159 74,445 -2,303
Oct10 100701 75.580 76.225 74.500 75.850 +0.250 5,601 47,251 +716
Dec10 100701 71.950 72.700 71.050 72.600 +0.250 6,351 30,424 +1,581
Feb11 100701 73.450 74.150 72.400 74.080 +0.030 1,909 12,454 +581
Apr11 100701 75.035 75.400 73.900 75.350 -0.375 2,618 9,462 +1,274
May11 100701 77.385 78.000 77.350 77.500 -0.700 3 273 +0
Jun11 100701 81.600 82.000 80.100 82.000 unch 574 2,988 +384
Total Volume and Open Interest 39,289 195,408 +410
Pork Bellies(CME)
Jul10 100701 99.000 99.100 98.035 99.100 -0.400 5 71 -2
Aug10 100701 95.250 95.450 95.250 95.250 unch 5 29 +2
Feb11 100701 100.500 100.500 100.500 100.500 unch 0 5 +0
Mar11 100701 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100701 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 10 106 +0
Class III Milk(CME)
Jul10 100701 13.50 13.54 13.47 13.51 +0.01 104 4,324 +26
Aug10 100701 14.15 14.40 14.15 14.34 +0.21 287 4,725 +53
Sep10 100701 14.80 14.91 14.76 14.87 +0.11 107 4,112 +40
Oct10 100701 14.81 14.95 14.78 14.85 +0.07 67 3,616 +27
Nov10 100701 14.69 14.73 14.60 14.65 unch 100 3,486 +86
Total Volume and Open Interest 829 29,705 +340
Cocoa(ICE)
Jul10 100701 2840 2978 2840 2969 +75 9 179 -6
Sep10 100701 2945 3057 2939 3041 +97 16,762 60,090 +906
Dec10 100701 2960 3075 2960 3060 +96 4,528 22,482 -417
Mar11 100701 2986 3078 2986 3074 +91 836 16,510 +21
May11 100701 3032 3087 3032 3087 +94 165 7,936 +131
Jul11 100701 3038 3093 3038 3093 +92 71 4,045 +59
Sep11 100701 3043 3098 3043 3098 +89 23 1,424 +22
Total Volume and Open Interest 22,833 118,192 +767
Coffee "C"(ICE)
Jul10 100701 164.30 166.20 163.70 166.20 +2.00 192 335 -175
Sep10 100701 165.45 169.25 164.20 168.25 +2.40 12,636 93,568 +353
Dec10 100701 165.15 169.30 164.50 168.65 +2.60 2,975 43,384 +501
Mar11 100701 165.20 168.90 164.95 168.45 +2.75 851 17,775 +481
May11 100701 164.95 168.20 164.95 167.75 +2.70 210 6,081 -87
Jul11 100701 163.95 167.95 163.95 167.40 +2.70 112 2,905 +48
Total Volume and Open Interest 17,024 165,410 +1,158
Orange Juice(ICE)
Jul10 100701 148.15 149.65 148.10 149.65 +1.40 140 1,303 -72
Sep10 100701 148.65 151.60 147.50 148.65 +0.30 990 21,114 +12
Nov10 100701 149.50 152.00 148.25 149.10 -0.05 58 3,843 -5
Jan11 100701 150.00 151.60 149.30 149.60 +0.25 19 1,302 -12
Mar11 100701 150.15 150.35 150.15 150.35 +0.20 5 197 +3
May11 100701 150.80 150.80 150.80 150.80 +0.50 0 154 +0
Total Volume and Open Interest 1,212 28,112 -74
Sugar #11(ICE)
Oct10 100701 15.95 16.30 15.64 16.28 +0.22 60,488 261,316 -173
Mar11 100701 16.44 16.79 16.14 16.77 +0.20 18,753 128,080 +1,542
May11 100701 16.17 16.39 15.83 16.37 +0.17 3,099 27,168 +274
Jul11 100701 15.95 16.07 15.54 16.05 +0.13 4,047 60,578 +420
Oct11 100701 15.70 16.01 15.54 16.01 +0.16 1,187 23,758 -26
Total Volume and Open Interest 100,558 566,822 -6,620
London Cocoa(LCE)
Jul10 100701 2503 2625 2495 2597 +94 2,557 54,198 -563
Sep10 100701 2377 2423 2370 2408 +34 6,125 37,827 +829
Dec10 100701 2205 2247 2198 2244 +39 4,065 32,699 +1,319
Mar11 100701 2169 2214 2165 2205 +34 2,497 28,681 +746
May11 100701 2178 2206 2177 2199 +31 338 9,469 +219
Jul11 100701 2202 2207 2193 2197 +28 72 1,554 +30
Sep11 100701 2182 2208 2182 2197 +26 42 2,435 +27
Total Volume and Open Interest 15,706 172,656 +2,605
London Sugar(LCE)
Aug10 100701 530.00 533.00 523.90 532.40 +3.60 4,767 19,265 -314
Oct10 100701 469.60 472.10 462.90 468.60 -0.70 3,751 27,988 +11
Dec10 100701 449.80 454.40 446.10 449.70 -0.10 888 9,393 +210
Mar11 100701 455.00 457.50 449.50 453.10 -1.50 1,232 6,697 +623
May11 100701 450.00 452.20 446.00 448.60 -2.50 313 2,803 +128
Total Volume and Open Interest 11,197 67,730 +841
Cotton(ICE)
Jul10 100701 82.75 82.75 80.32 81.22 -1.38 64 1,022 -22
Oct10 100701 79.00 79.25 78.00 79.10 +0.29 103 1,620 +10
Dec10 100701 77.00 77.26 75.17 76.45 +0.07 8,188 128,678 -620
Mar11 100701 78.15 78.15 76.37 77.73 +0.01 1,295 23,539 +41
May11 100701 77.80 78.24 77.33 78.24 -0.19 266 1,219 +217
Jul11 100701 77.50 78.53 77.50 78.53 unch 79 6,171 +28
Total Volume and Open Interest 10,022 163,979 -319
Lumber(CME)
Jul10 100701 201.1 210.8 201.1 205.0 +10.0 89 1,832 -43
Sep10 100701 214.5 223.4 214.5 221.0 +7.0 671 5,404 +30
Nov10 100701 209.7 217.7 209.7 216.0 +8.3 184 1,975 +16
Jan11 100701 229.1 236.5 229.1 236.5 +9.0 7 160 -1
Total Volume and Open Interest 952 9,384 +3
Crude Oil(NYM)
Aug10 100701 75.37 75.40 72.05 72.95 -2.68 323,267 301,017 -4,829
Sep10 100701 75.80 75.95 72.61 73.46 -2.70 72,534 158,057 +2,292
Oct10 100701 76.25 76.37 73.14 73.93 -2.67 29,255 58,859 -109
Nov10 100701 76.47 76.53 73.70 74.45 -2.60 14,559 40,939 +989
Dec10 100701 77.07 77.19 74.13 74.95 -2.54 44,813 203,282 -1,513
Jan11 100701 77.52 77.52 74.60 75.34 -2.51 4,068 38,861 +1,401
Feb11 100701 76.97 76.97 74.86 75.69 -2.47 1,832 15,194 +159
Mar11 100701 77.71 77.71 75.21 76.03 -2.43 2,724 22,611 +250
Apr11 100701 77.45 77.95 76.00 76.36 -2.40 1,246 10,880 -200
May11 100701 76.69 76.69 76.69 76.69 -2.37 1,565 7,371 -355
Jun11 100701 78.65 78.66 76.24 77.02 -2.34 7,565 41,296 -589
Jul11 100701 77.32 77.34 76.84 77.31 -2.32 2,256 23,203 -569
Aug11 100701 77.50 77.50 77.50 77.50 -2.29 471 7,402 -148
Sep11 100701 77.66 77.66 77.66 77.66 -2.26 64 7,511 -22
Oct11 100701 77.82 77.82 77.82 77.82 -2.24 14 5,207 -62
Nov11 100701 79.20 79.20 77.50 78.01 -2.21 220 9,745 +10
Total Volume and Open Interest 524,019 1,259,675 -1,166
e-miNY Crude Oil(NYM)
Jul10 100621 77.900 78.900 76.925 77.825 +0.650 10,868 3,931 +130
Aug10 100625 76.550 79.200 75.900 78.850 +2.350 15,566 2,740 +743
Sep10 100701 76.200 76.200 72.600 73.450 -2.700 416 1,015 +94
Oct10 100701 75.800 75.800 73.250 73.925 -2.675 38 187 +13
Nov10 100701 75.550 75.550 74.000 74.450 -2.600 0 20 +0
Dec10 100701 75.500 75.500 74.350 74.950 -2.550 10 109 +2
Jan11 100701 75.350 75.350 75.350 75.350 -2.500 0 1 +0
Feb11 100701 75.700 75.700 75.700 75.700 -2.450 0 1 +0
Mar11 100701 76.025 76.025 76.025 76.025 -2.425      
Apr11 100701 76.350 76.350 76.350 76.350 -2.400      
Total Volume and Open Interest 11,055 3,664 +205
Heating Oil(NYM)
Aug10 100701 201.30 201.42 192.19 193.85 -7.58 48,685 85,095 +3,467
Sep10 100701 203.72 204.30 195.21 196.79 -7.62 13,682 44,175 -465
Oct10 100701 206.60 206.60 198.23 199.69 -7.60 6,304 25,768 +1,153
Nov10 100701 209.75 209.75 201.10 202.57 -7.51 2,709 18,874 +399
Dec10 100701 212.00 212.00 203.72 205.30 -7.42 9,186 36,683 -239
Jan11 100701 212.00 213.17 206.36 207.76 -7.44 3,005 21,184 +588
Feb11 100701 214.00 214.00 207.97 209.31 -7.35 546 9,347 -6
Mar11 100701 213.11 213.11 208.42 209.90 -7.17 471 8,844 +33
Apr11 100701 210.06 210.06 208.10 209.35 -7.02 263 5,162 -17
May11 100701 211.69 211.69 207.90 209.08 -6.94 501 4,683 +122
Jun11 100701 212.90 212.90 208.00 209.30 -6.87 1,140 20,000 +247
Jul11 100701 210.00 210.50 210.00 210.50 -6.80 159 2,171 +133
Total Volume and Open Interest 108,756 307,421 -1,348
Gasoline(NYMEX)
Aug10 100701 205.99 206.12 197.12 199.76 -6.28 46,793 78,428 +2,145
Sep10 100701 205.33 205.33 196.60 199.17 -6.15 17,045 52,712 -1,096
Oct10 100701 194.14 194.14 185.62 188.12 -6.12 5,806 24,489 +638
Nov10 100701 191.01 191.01 184.62 186.93 -6.11 2,023 21,384 +160
Dec10 100701 190.90 191.69 184.98 187.27 -6.06 3,609 14,836 -385
Jan11 100701 190.12 190.12 186.79 188.92 -6.10 203 6,952 -30
Feb11 100701 190.25 190.95 190.06 190.95 -6.09 262 2,090 -81
Mar11 100701 191.78 192.98 191.78 192.98 -6.06 203 2,530 -5
Apr11 100701 204.26 205.02 203.57 205.02 -6.09 86 3,454 +6
May11 100701 204.50 206.07 204.50 206.07 -6.04 58 3,295 +0
Total Volume and Open Interest 101,859 226,538 -9,959
e-miNY RBOB Gasoline(NYM)
Aug10 100701 199.80 199.80 199.76 199.80 -6.20 0 2 +0
Sep10 100701 199.20 199.20 199.17 199.20 -6.10      
Oct10 100701 188.10 188.12 188.10 188.10 -6.10 0 1 +0
Nov10 100701 186.90 186.93 186.90 186.90 -6.10 0 1 +0
Total Volume and Open Interest 0 9 -2
Natural Gas(NYM)
Aug10 100701 4.636 4.923 4.534 4.854 +0.238 98,804 128,398 +1,624
Sep10 100701 4.670 4.945 4.570 4.880 +0.228 24,887 141,780 +803
Oct10 100701 4.719 5.004 4.653 4.939 +0.209 29,578 79,097 -4,770
Nov10 100701 4.925 5.206 4.900 5.158 +0.178 11,146 36,700 +794
Dec10 100701 5.191 5.447 5.170 5.401 +0.149 7,889 38,279 -1,209
Jan11 100701 5.415 5.611 5.356 5.565 +0.131 12,497 54,667 -205
Feb11 100701 5.336 5.570 5.320 5.525 +0.128 1,734 18,143 +80
Mar11 100701 5.247 5.455 5.243 5.415 +0.116 5,804 53,929 +206
Apr11 100701 5.050 5.200 5.027 5.155 +0.078 4,405 41,136 +102
May11 100701 5.060 5.186 5.060 5.168 +0.071 1,098 19,414 +93
Jun11 100701 5.134 5.249 5.134 5.212 +0.063 753 8,278 -107
Jul11 100701 5.170 5.300 5.170 5.272 +0.059 421 5,540 +85
Aug11 100701 5.246 5.325 5.246 5.316 +0.056 234 5,309 -1
Sep11 100701 5.286 5.376 5.280 5.346 +0.053 365 5,121 -28
Oct11 100701 5.356 5.462 5.356 5.431 +0.053 1,001 18,667 -346
Nov11 100701 5.594 5.651 5.594 5.651 +0.040 188 4,563 +87
Total Volume and Open Interest 203,562 759,921 -2,784
Brent Crude Oil(ICE)
Aug10 100701 74.65 74.65 71.50 72.34 -2.67 162,255 183,328 -12,689
Sep10 100701 74.90 74.90 71.74 72.60 -2.68 83,386 141,239 -3,729
Oct10 100701 75.38 75.38 72.20 73.03 -2.67 39,133 62,306 +6,678
Nov10 100701 75.38 75.54 72.79 73.53 -2.64 15,206 27,715 +1,610
Dec10 100701 76.15 76.15 73.27 74.05 -2.60 32,313 103,724 -3,124
Jan11 100701 75.98 76.33 73.93 74.55 -2.55 4,271 23,204 -521
Feb11 100701 76.42 76.81 74.46 75.03 -2.51 3,030 16,087 +469
Mar11 100701 76.83 77.23 74.79 75.48 -2.47 1,445 10,954 -53
Apr11 100701 77.21 77.62 75.36 75.90 -2.43 951 7,607 -9
May11 100701 76.30 76.30 76.30 76.30 -2.38 772 14,405 -128
Jun11 100701 78.01 78.33 76.00 76.66 -2.36 2,663 23,577 +262
Jul11 100701 77.00 77.00 77.00 77.00 -2.34 258 7,693 +121
Aug11 100701 77.27 77.27 77.27 77.27 -2.34 139 3,703 +17
Sep11 100701 77.49 77.49 77.49 77.49 -2.32 102 3,489 +1
Total Volume and Open Interest 354,240 741,916 -10,295
Gas Oil(ICE)
Jul10 100701 639.50 640.25 614.25 616.75 -28.00 33,059 78,102 -7,772
Aug10 100701 641.75 642.25 616.00 618.75 -28.25 57,465 123,691 +13,913
Sep10 100701 643.75 645.75 620.50 623.25 -27.75 27,846 62,034 +370
Oct10 100701 649.75 649.75 625.25 627.50 -28.00 16,611 34,952 -383
Nov10 100701 648.25 649.00 629.75 631.25 -28.00 10,495 32,484 +667
Dec10 100701 655.00 655.00 633.00 635.25 -27.50 19,109 98,465 -2,731
Jan11 100701 657.75 658.00 638.00 640.00 -27.25 4,711 32,139 +566
Feb11 100701 665.50 665.50 642.00 643.75 -27.25 1,618 17,359 +132
Mar11 100701 664.75 664.75 645.50 647.25 -27.00 873 13,128 -178
Apr11 100701 671.75 671.75 649.75 650.75 -26.50 772 13,750 +8
Total Volume and Open Interest 181,233 629,361 +6,438
Ethanol(CBOT)
Jul10 100701 1.533 1.535 1.533 1.535 +0.006 72 187 -50
Aug10 100701 1.510 1.549 1.510 1.540 +0.015 158 1,440 -35
Sep10 100701 1.519 1.545 1.519 1.538 +0.020 82 925 +55
Oct10 100701 1.535 1.545 1.535 1.538 +0.018 40 971 +10
Nov10 100701 1.545 1.559 1.540 1.554 +0.025 76 800 +32
Dec10 100701 1.550 1.566 1.533 1.565 +0.025 74 1,889 +19
Jan11 100701 1.545 1.590 1.545 1.584 +0.024 120 1,412 +59
Feb11 100701 1.590 1.625 1.590 1.620 +0.030 161 757 +12
Total Volume and Open Interest 1,025 11,551 +242
WTI Crude Oil(ICE
Aug10 100701 75.12 75.20 72.05 72.95 -2.68 79,877 91,813 +711
Sep10 100701 75.70 75.71 72.60 73.46 -2.70 24,725 62,355 -168
Oct10 100701 75.90 76.10 73.22 73.93 -2.67 11,420 31,236 +262
Nov10 100701 75.88 76.08 73.77 74.45 -2.60 3,634 16,838 -195
Dec10 100701 76.52 76.68 74.13 74.95 -2.54 12,423 83,119 -694
Jan11 100701 75.91 75.91 74.71 75.34 -2.51 1,062 17,661 +79
Feb11 100701 76.81 76.81 75.06 75.69 -2.47 411 11,023 -32
Mar11 100701 75.40 76.03 75.40 76.03 -2.43 611 9,383 -13
Apr11 100701 76.12 76.36 76.00 76.36 -2.40 387 5,041 -101
May11 100701 76.69 76.69 76.69 76.69 -2.37 772 4,459 -232
Jun11 100701 76.90 77.02 76.60 77.02 -2.34 2,593 18,778 +1,319
Jul11 100701 77.31 77.31 77.31 77.31 -2.32 1,189 8,915 +985
Aug11 100701 77.50 77.50 77.50 77.50 -2.29 99 2,283 +30
Sep11 100701 77.66 77.66 77.66 77.66 -2.26 28 2,719 -8
Oct11 100701 77.82 77.82 77.82 77.82 -2.24 35 2,058 -8
Nov11 100701 78.01 78.01 78.01 78.01 -2.21 36 7,797 +0
Total Volume and Open Interest 143,703 484,701 +1,905
US Dollar Index(ICE)
Sep10 100701 86.450 86.545 84.675 84.985 -1.295 19,946 29,609 +930
Dec10 100701 85.750 85.750 85.295 85.320 -1.295 8 652 -1
Mar11 100701 85.680 85.680 85.680 85.680 -1.295      
Total Volume and Open Interest 19,954 30,261 +929
Australian Dollar(CME)
Sep10 100701 83.39 83.80 82.47 83.34 -0.40 133,817 58,830 +2,134
Dec10 100701 82.61 82.90 81.62 82.47 -0.39 396 671 +239
Mar11 100701 81.66 82.04 81.66 81.66 -0.38      
Total Volume and Open Interest 134,363 59,657 +2,519
British Pound(CME)
Sep10 100701 149.43 151.97 148.73 151.46 +1.90 111,405 121,086 -1,062
Dec10 100701 149.32 151.90 148.77 151.45 +1.90 55 144 -7
Mar11 100701 151.43 151.43 149.55 151.43 +1.88 0 3 +0
Total Volume and Open Interest 111,460 121,233 -1,069
Canadian Dollar(CME)
Sep10 100701 94.01 94.50 93.61 94.30 +0.28 110,180 84,753 +1,573
Dec10 100701 93.99 94.38 93.56 94.23 +0.28 476 3,131 +100
Mar11 100701 93.40 94.12 93.40 94.12 +0.28 10 331 +3
Jun11 100701 93.97 93.97 93.69 93.97 +0.28 0 221 +0
Total Volume and Open Interest 110,666 88,461 +1,676
Japanese Yen(CME)
Sep10 100701 113.28 115.12 113.05 114.44 +1.29 156,408 120,205 +8,755
Dec10 100701 113.44 115.25 113.36 114.65 +1.29 65 275 +16
Mar11 100701 114.58 114.88 113.59 114.88 +1.29 2 4 +2
Total Volume and Open Interest 156,475 120,484 +8,773
Swiss Franc(CME)
Sep10 100701 92.92 94.68 92.81 94.24 +1.29 36,781 42,788 -1,033
Dec10 100701 93.42 94.48 93.16 94.44 +1.28 5 49 +0
Mar11 100701 94.66 94.66 93.38 94.66 +1.28 0 2 +0
Total Volume and Open Interest 36,786 42,840 -1,033
EuroFX(CME)
Sep10 100701 122.39 125.45 121.97 124.81 +2.33 330,210 224,884 +3,218
Dec10 100701 122.43 125.48 122.09 124.85 +2.31 276 799 +33
Mar11 100701 124.90 124.90 122.59 124.88 +2.29 5 61 +5
Total Volume and Open Interest 330,491 225,752 +3,256
Mexican Peso(CME)
Jul10 100701 767.5 774.8 767.5 767.5 -7.2      
Aug10 100701 764.5 771.8 764.5 764.5 -7.2      
Total Volume and Open Interest 22,267 66,846 +1,053
30-Year T-Bonds(CBOT)
Sep10 100701 127~110 127~160 127~000 127~160 +0~120      
Dec10 100701 126~090 127~000 126~030 126~190 +0~160 561 979 +216
Mar11 100701 125~070 125~070 124~230 125~070 +0~160 0 30 +0
Total Volume and Open Interest 337,994 652,433 +8,670
10-Year T-Notes(CBOT)
Sep10 100701 122~220 123~010 122~135 122~195 +0~020 1,358,633 1,699,442 -10,727
Dec10 100701 121~210 122~015 121~145 121~210 +0~025 108 408 +21
Mar11 100701 120~020 120~020 119~315 120~020 +0~025 33 48 +18
Total Volume and Open Interest 1,358,784 1,699,915 -10,678
5-Year T-Notes(CBOT)
Sep10 100701 59~032 59~032 59~021 59~022 -59~023 533,434 883,043 +444
Dec10 100701 117~023 117~074 117~023 117~050 +0~003 1 2 +0
Mar11 100701 116~052 116~052 116~049 116~052 +0~003      
Total Volume and Open Interest 535,995 907,720 -1,117
2 Year T-Notes(CBOT)
Sep10 100701 54~090 54~090 54~090 54~090 -54~091 273,175 897,894 -3,469
Dec10 100701 109~007 109~028 108~121 109~022 +0~001 13 33 +3
Mar11 100701 108~119 108~119 108~117 108~119 +0~002      
Total Volume and Open Interest 273,959 900,951 -3,771
Eurodollars(CME)
Sep10 100701 99.355 99.365 99.335 99.355 +0.010 188,296 1,024,606 -8,762
Dec10 100701 99.235 99.250 99.215 99.240 +0.010 204,847 1,064,304 +8,589
Mar11 100701 99.165 99.175 99.140 99.170 +0.010 217,640 856,061 +32,132
Jun11 100701 99.070 99.080 99.030 99.060 unch 164,214 867,313 +3,223
Sep11 100701 98.915 98.940 98.890 98.910 -0.005 197,710 951,208 +15,601
Dec11 100701 98.725 98.735 98.680 98.705 -0.005 154,788 616,356 +6,109
Mar12 100701 98.525 98.540 98.475 98.505 -0.005 130,965 421,101 +7,361
Jun12 100701 98.295 98.315 98.250 98.280 unch 98,943 310,771 +2,620
Sep12 100701 98.065 98.095 98.025 98.055 +0.005 58,698 218,053 +3,566
Dec12 100701 97.820 97.865 97.785 97.825 +0.015 46,686 181,677 +4,034
Mar13 100701 97.615 97.670 97.590 97.625 +0.020 46,487 159,244 +7,410
Jun13 100701 97.400 97.460 97.375 97.415 +0.025 28,442 102,529 +2,295
Sep13 100701 97.195 97.260 97.180 97.215 +0.030 12,550 76,602 -517
Dec13 100701 96.980 97.050 96.970 97.005 +0.030 10,624 38,383 -1,004
Mar14 100701 96.820 96.890 96.805 96.840 +0.030 8,550 45,945 +52
Jun14 100701 96.680 96.720 96.630 96.670 +0.030 9,259 33,698 +168
Sep14 100701 96.515 96.570 96.485 96.520 +0.035 5,428 24,669 +590
Dec14 100701 96.355 96.410 96.325 96.360 +0.035 4,639 42,855 +495
Total Volume and Open Interest 1,613,167 7,217,903 +85,015
30 Day Federal Funds(CBOT)
Jul10 100701 99.810 99.815 99.800 99.805 unch 11,181 53,895 -3,349
Aug10 100701 99.800 99.800 99.795 99.795 unch 12,177 79,576 -2,336
Sep10 100701 99.795 99.795 99.785 99.790 unch 7,367 48,992 +4
Oct10 100701 99.780 99.790 99.780 99.785 +0.005 2,296 60,278 -283
Nov10 100701 99.775 99.780 99.770 99.775 +0.005 3,405 82,775 +536
Dec10 100701 99.770 99.770 99.760 99.765 +0.005 3,565 68,023 +579
Total Volume and Open Interest 60,990 654,373 -3,723
30 Day Fed Funds(e-CBOT)
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  
Dec10 090519 98.590 98.590 98.565 98.565 unch 0 330  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Sep10 100701 99.655 99.655 99.650 99.650 +0.010 0 939 +0
Dec10 100701 99.658 99.658 99.658 99.658 +0.010 0 342 +0
Mar11 100701 99.662 99.662 99.662 99.662 +0.010 0 167 +0
Jun11 100701 99.658 99.658 99.658 99.658 +0.010      
Sep11 100701 99.640 99.640 99.640 99.640 +0.010      
Dec11 100701 99.650 99.650 99.650 99.650 +0.010      
Mar12 100701 99.615 99.615 99.615 99.615 +0.010      
Jun12 100701 99.665 99.665 99.665 99.665 +0.010      
Sep12 100701 99.725 99.725 99.725 99.725 +0.010      
Dec12 100701 99.420 99.420 99.420 99.420 +0.010      
Total Volume and Open Interest 0 1,448 +0
3-Mth Euro-Yen(SGX)
Sep10 100701 99.65 99.65 99.65 99.65 +0.01 214 3,843 -84
Dec10 100701 99.66 99.66 99.66 99.66 +0.01 0 1,372 +0
Mar11 100701 99.66 99.66 99.66 99.66 +0.01 0 1,905 +0
Jun11 100701 99.65 99.67 99.65 99.66 +0.01 103 672 +100
Sep11 100701 99.64 99.64 99.64 99.64 +0.01 0 108 +0
Dec11 100701 99.65 99.65 99.65 99.65 +0.01 0 103 +0
Mar12 100701 99.61 99.61 99.61 99.61 +0.01 0 305 +0
Jun12 100701 99.67 99.67 99.67 99.67 +0.01 0 754 +0
Total Volume and Open Interest 317 9,374 +16
Japanese Gov't Bonds(SGX)
Sep10 100630 141.63 141.78 141.55 141.62 +0.05 1,063 20,619 -11
Dec10 100701 140.91 140.91 140.91 140.91 +0.17 1 4 +2
Mar11 100701 138.82 138.82 138.82 138.82 +0.17      
Total Volume and Open Interest 1,829 21,038 +417
Euro-Bund(EUREX)
Sep10 100701 129.54 129.65 128.98 129.56 +0.42 704,379 856,251 +13,205
Dec10 100701 128.10 128.10 127.95 128.08 +0.17 17 1,353 +1
Mar11 100701 128.06 128.06 128.06 128.06 +0.17      
Total Volume and Open Interest 831,889 854,814 -1,324
Euro-Bobl(EUREX)
Sep10 100625 120.63 120.78 120.56 120.61 +0.59 576,317 700,482 -18,977
Dec10 100701 119.39 119.41 119.39 119.41 -0.07 927 3,503 +727
Mar11 100701 118.53 118.53 118.53 118.53 -0.08      
Total Volume and Open Interest 371,520 682,957 -8,604
3-Mth Euribor(EUREX)
Sep10 100701 99.065 99.065 99.040 99.040 -0.035 94 4,258 -10
Dec10 100701 98.920 98.940 98.875 98.875 -0.070 732 2,440 +95
Mar11 100701 98.855 98.855 98.795 98.805 -0.090 16 1,037 +3
Total Volume and Open Interest 885 12,020 +85
Long Gilt(LIFFE)
Sep10 100629 121~06 121~14 120~17 120~22 -0~04 70,911 275,955 +2,305
Dec10 100701 124~16 124~16 124~16 124~16 +0~12      
Total Volume and Open Interest 159,550 282,970 +4,766
3-Mth Short Sterling(LIFFE)
Sep10 100701 99.15 99.16 99.14 99.15 -0.01 16,805 363,136 +1,848
Dec10 100701 99.03 99.05 99.02 99.04 -0.01 84,535 382,968 +19,255
Mar11 100701 98.94 98.97 98.93 98.96 -0.01 151,677 325,665 -992
Jun11 100701 98.80 98.83 98.78 98.82 -0.01 122,770 304,685 +1,840
Sep11 100701 98.63 98.67 98.60 98.64 -0.02 78,108 313,019 +9,850
Dec11 100701 98.41 98.45 98.36 98.41 -0.02 53,642 251,734 +4,551
Total Volume and Open Interest 579,530 2,363,615 +43,012
3-Mth Euribor(LIFFE)
Sep10 100701 99.075 99.100 99.025 99.040 -0.035 142,821 592,860 -1,573
Dec10 100701 98.945 98.950 98.860 98.875 -0.070 96,220 483,471 +8,866
Mar11 100701 98.880 98.895 98.785 98.805 -0.090 72,083 505,117 +2,026
Total Volume and Open Interest 686,477 3,203,479 +12,853
3-Mth Aus T-Bills(SFE)
Sep10 100701 95.19 95.20 95.16 95.18 -0.01 19,859 256,372 +9,258
Dec10 100701 95.20 95.25 95.18 95.21 +0.01 26,030 173,028 +12,917
Mar11 100701 95.17 95.25 95.14 95.20 +0.03 13,314 76,423 +4,874
Jun11 100701 95.12 95.20 95.09 95.15 +0.03 4,962 53,872 +1,538
Sep11 100701 95.07 95.12 95.03 95.08 +0.01 2,762 36,548 +545
Dec11 100701 95.00 95.06 94.96 95.02 +0.01 1,966 26,887 +978
Mar12 100701 94.96 95.03 94.96 94.97 unch 1,298 24,097 +594
Jun12 100701 94.95 95.00 94.95 94.95 +0.01 539 6,750 +252
Sep12 100701 94.97 94.97 94.93 94.96 +0.02 151 3,325 +137
Dec12 100701 94.94 94.94 94.94 94.94 +0.02 50 1,246 +50
Total Volume and Open Interest 70,981 659,415 +31,143
10-Year Aus T-Bonds(SFE)
Sep10 100701 94.88 94.96 94.86 94.91 +0.01 44,776 333,505 +15,532
Dec10 100701 94.90 94.90 94.90 94.90 +0.01      
Total Volume and Open Interest 44,776 333,505 +15,532
3-Year Aus T-Bonds(SFE)
Sep10 100701 95.42 95.55 95.40 95.48 +0.04 172,854 577,002 +81,502
Dec10 100701 95.43 95.43 95.43 95.43 +0.04      
Total Volume and Open Interest 172,854 577,002 +81,502
Gold(CMX)
Aug10 100701 1243.0 1244.8 1196.0 1206.7 -39.2 148,822 358,363 -4,850
Oct10 100701 1243.4 1245.2 1199.1 1208.6 -39.3 5,054 26,998 +456
Dec10 100701 1247.8 1248.2 1200.0 1210.5 -39.4 16,307 84,033 +5,016
Feb11 100701 1239.0 1239.0 1202.0 1212.5 -39.5 355 23,509 +7
Apr11 100701 1229.8 1229.8 1206.6 1214.4 -39.6 561 19,346 -77
Jun11 100701 598.4 598.4 554.1 561.2 -39.6 201 13,467 -14
Aug11 100701 1220.3 1220.3 1209.3 1218.8 -39.7 897 6,941 -866
Oct11 100701 1221.2 1221.3 1221.2 1221.3 -39.7 0 7,230 +0
Dec11 100701 1253.7 1253.7 1214.4 1223.8 -39.8 794 14,784 +530
Feb12 100701 1226.7 1226.7 1226.7 1226.7 -39.9 0 3,753 +0
Apr12 100701 1229.9 1229.9 1229.9 1229.9 -40.0 0 4,988 +0
Jun12 100701 1235.2 1235.2 1233.3 1233.3 -40.2 900 8,932 +640
Total Volume and Open Interest 175,269 601,138 +996
Silver(CMX)
Jul10 100701 1858.5 1866.0 1772.0 1776.0 -91.1 13,683 2,406 -4,767
Sep10 100701 1865.0 1869.0 1773.5 1779.0 -91.8 35,288 72,762 +1,724
Dec10 100701 1869.0 1875.0 1779.5 1785.1 -92.0 2,234 21,854 +434
Mar11 100701 1842.0 1842.0 1789.2 1789.2 -92.1 253 10,361 +13
May11 100701 1797.0 1797.0 1791.2 1791.2 -92.1 185 7,614 +100
Jul11 100701 1818.0 1818.0 1793.0 1793.1 -92.1 387 5,720 +321
Sep11 100701 1831.0 1831.0 1794.7 1794.7 -92.1 30 423 +16
Total Volume and Open Interest 52,392 128,065 -2,107
Platinum(NYMEX)
Jul10 100701 1516.0 1524.4 1496.5 1503.3 -27.6 2,270 341 -1,821
Oct10 100701 1540.0 1540.0 1495.1 1506.8 -30.5 5,842 28,433 +1,435
Jan11 100701 1515.0 1530.2 1505.0 1511.9 -30.4 24 662 +17
Apr11 100701 1511.9 1511.9 1511.9 1511.9 -30.4 0 6 +0
Total Volume and Open Interest 8,172 29,497 -371
Palladium(NYMEX)
Sep10 100701 441.55 445.45 424.00 429.05 -15.35 2,940 19,946 -593
Dec10 100701 438.00 445.00 426.90 429.95 -15.40 28 491 +15
Mar11 100701 430.45 430.45 430.45 430.45 -15.40 0 20 +0
Total Volume and Open Interest 2,974 20,467 -603
Copper(CMX)
Jul10 100701 289.65 291.95 284.45 286.50 -7.10 10,821 4,329 -2,934
Sep10 100701 291.00 293.60 285.55 287.70 -7.35 36,810 78,558 +906
Dec10 100701 295.95 295.95 288.00 289.90 -7.50 666 20,775 +58
Mar11 100701 293.00 293.00 291.30 291.30 -7.60 180 9,984 -6
May11 100701 292.10 292.10 292.10 292.10 -7.60 2 1,347 -2
Total Volume and Open Interest 49,649 130,392 -1,881
DJIA Index(CBOT)
Sep10 100701 9706 9735 9565 9662 -54 572 6,229 +105
Dec10 100701 9600 9654 9588 9602 -52 0 4 +0
Mar11 100701 9549 9603 9549 9549 -54      
Jun11 100701 9491 9545 9491 9491 -54      
Total Volume and Open Interest 572 6,233 +105
S & P 500(CME)
Sep10 100701 1024.40 1029.40 1006.50 1021.80 -4.80 34,945 294,793 +1,048
Dec10 100701 1023.00 1024.10 1001.60 1017.30 -4.80 55 4,619 +63
Mar11 100701 1013.20 1020.10 997.60 1013.20 -4.90 0 475 +0
Jun11 100701 1004.00 1016.60 994.10 1009.70 -4.90 0 45 +0
Total Volume and Open Interest 35,000 299,932 +1,111
S & P 500 E-Mini(Globex)
Sep10 100701 1024.50 1029.75 1006.00 1021.75 -4.75 3,109,449 2,742,306 +62,499
Dec10 100701 1020.25 1024.50 1001.75 1017.25 -4.75 5,277 9,995 +3,674
Total Volume and Open Interest 3,114,727 2,752,345 +66,173
NASDAQ 100(CME)
Sep10 100701 1736.00 1745.00 1697.00 1728.00 -10.00 1,512 9,061 +373
Dec10 100701 1726.00 1729.50 1718.00 1726.00 -9.80 0 1 +0
Mar11 100701 1723.50 1727.30 1723.50 1723.50 -9.80      
Total Volume and Open Interest 1,512 9,062 +373
NASDAQ 100 E-Mini(Globex)
Sep10 100701 1736.30 1745.80 1698.00 1728.00 -10.00 477,966 297,844 +6,635
Dec10 100701 1724.80 1743.30 1698.80 1726.00 -9.80 232 179 +41
Total Volume and Open Interest 478,201 298,025 +6,676
S & P Midcap 400(CME)
Sep10 100701 706.00 712.50 690.00 705.80 -4.20 17 1,739 +14
Dec10 100701 703.80 703.80 703.80 703.80 -4.20      
Mar11 100701 701.80 701.80 701.80 701.80 -4.20      
Total Volume and Open Interest 17 1,739 +14
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100701 9245 9245 9245 9245 -130      
Dec10 100701 9215 9245 9215 9215 -30      
Total Volume and Open Interest 14,669 30,291 -207
Nikkei 225(SGX)
Sep10 100701 9375 9390 9140 9175 -180 119,271 148,559 -549
Dec10 100701 9280 9280 9120 9125 -180 113 1,844 +45
Mar11 100701 9120 9120 9120 9120 -185 0 41 +0
Total Volume and Open Interest 119,549 165,083 -340
CAC 40(EURONEXT)
Jul10 100701 3370.0 3403.0 3319.0 3339.5 -102.5 173,862 419,082 -144
Aug10 100701 3366.0 3387.5 3326.5 3340.0 -102.5 23 1,444 -13
Sep10 100701 3370.5 3390.0 3324.5 3335.5 -102.5 1,350 36,227 -449
Total Volume and Open Interest 175,235 458,011 -606
Hang Seng Index(HKFE)
Jul10 100630 20045 20164 19995 20079 -108 51,468 73,016 +8,326
Aug10 100630 19970 20120 19950 20050        
Sep10 100630 19877 20000 19877 19948 -107 450 3,360 +173
Total Volume and Open Interest 128,319 101,615 -4,913
DAX(EUREX)
Sep10 100701 5883.0 5962.0 5833.0 5868.5 -93.0 176,257 146,640 +1,151
Dec10 100701 5890.5 5960.5 5843.5 5876.5 -93.0 220 10,687 +92
Mar11 100701 5920.0 5927.5 5889.5 5889.5 -92.5 12 213 +0
Total Volume and Open Interest 176,489 157,540 +1,243
FT-SE 100(EURONEXT)
Sep10 100701 4820.00 4858.00 4757.00 4769.00 -111.50 124,793 659,830 +9,784
Dec10 100701 4798.50 4830.00 4744.00 4746.00 -111.50 101 6,970 -33
Mar11 100701 4740.50 4764.00 4706.00 4706.00 -111.50 6 1,070 +5
Total Volume and Open Interest 124,900 667,870 +9,756
SPI 200(SFE)
Sep10 100701 4260.0 4283.0 4198.0 4214.0 -48.0 40,864 222,775 +13,660
Dec10 100701 4230.0 4250.0 4230.0 4234.0 -50.0 4 3,265 +2
Mar11 100701 4221.0 4221.0 4221.0 4221.0 -50.0 0 1,148 +0
Total Volume and Open Interest 40,868 227,929 +13,662
GSCI(CME)
Jul10 100701 491.00 491.20 479.00 483.00 -11.00 724 16,183 -66
Aug10 100701 492.10 493.00 481.00 485.10 -11.05 64 68 +8
Sep10 100701 495.00 495.50 484.00 487.00 -12.00 2 0 +0
Total Volume and Open Interest 790 16,251 -58
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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