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MRCI's End of Day Prices
Daily Futures Price Listing Mon July 26, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug10 100726 1014.00 1015.50 994.25 998.25 -18.75 24,284 47,467 -3,755
Sep10 100726 987.00 990.50 970.00 974.75 -16.25 10,570 24,264 +416
Nov10 100726 977.50 981.75 961.00 966.00 -15.50 62,439 289,216 -256
Jan11 100726 983.75 990.50 970.00 974.50 -15.25 5,399 50,311 +1,102
Mar11 100726 987.25 993.25 974.00 979.50 -13.50 2,424 18,228 +447
May11 100726 991.25 993.00 977.25 981.75 -12.00 2,039 17,956 +254
Jul11 100726 996.00 1001.00 986.75 990.00 -11.00 1,378 19,055 -61
Total Volume and Open Interest 109,634 485,728 -1,421
Soybean Meal(CBOT)
Aug10 100726 299.60 299.60 291.80 293.20 -6.70 17,162 26,232 -337
Sep10 100726 289.60 290.20 275.50 284.10 -6.30 9,724 33,083 +2,046
Oct10 100726 283.50 283.50 276.40 278.00 -5.80 1,710 15,691 +396
Dec10 100726 282.00 283.00 275.80 277.50 -5.80 22,652 97,657 -1,206
Jan11 100726 280.30 282.60 275.30 277.00 -5.60 245 7,070 -39
Mar11 100726 280.00 283.00 276.00 277.70 -5.30 302 7,244 +25
May11 100726 280.00 282.30 276.40 277.90 -4.40 270 6,171 -10
Jul11 100726 283.40 283.40 279.10 280.00 -4.20 271 5,436 -51
Total Volume and Open Interest 52,432 202,070 +852
Soybean Oil(CBOT)
Aug10 100726 39.00 39.19 38.67 38.80 -0.27 24,051 32,894 +38
Sep10 100726 39.16 39.28 38.84 38.97 -0.17 19,036 58,517 +1,237
Oct10 100726 39.38 39.44 39.08 39.16 -0.18 5,750 18,745 +909
Dec10 100726 39.70 39.90 39.45 39.56 -0.20 44,104 144,747 +4,607
Jan11 100726 40.14 40.14 39.72 39.81 -0.21 609 11,717 +81
Mar11 100726 40.21 40.36 39.91 40.00 -0.24 568 6,274 +43
May11 100726 40.43 40.51 40.15 40.21 -0.27 508 5,574 +170
Jul11 100726 40.56 40.70 40.35 40.45 -0.28 426 4,232 +134
Total Volume and Open Interest 95,195 286,471 +7,327
Canola(WCE)
Nov10 100726 460.0 462.2 449.3 451.6 -8.4 6,198 135,921 -85
Jan11 100726 462.3 463.0 452.4 454.5 -8.1 947 10,938 +50
Mar11 100726 460.7 460.7 450.2 452.9 -7.9 198 5,680 -44
May11 100726 459.1 459.1 450.1 451.6 -7.4 198 2,054 -12
Jul11 100726 457.6 457.6 446.8 448.8 -7.2 103 2,931 +45
Total Volume and Open Interest 7,644 159,083 -46
Corn(CBOT)
Sep10 100726 369.00 371.75 361.75 364.00 -7.25 68,229 401,677 +3,047
Dec10 100726 382.25 385.50 375.75 378.00 -6.50 124,093 529,609 +6,640
Mar11 100726 395.25 398.25 390.00 391.75 -6.00 20,289 92,722 +3,218
May11 100726 403.00 406.50 399.00 400.75 -5.25 2,318 18,162 +400
Jul11 100726 410.00 414.00 406.50 408.75 -4.75 4,724 53,625 +863
Sep11 100726 413.50 415.00 410.00 411.50 -3.50 688 5,930 +134
Total Volume and Open Interest 229,382 1,204,080 +16,305
Wheat(CBOT)
Sep10 100726 596.25 596.25 584.50 589.50 -6.75 62,992 196,843 -1,617
Dec10 100726 627.00 627.00 615.75 621.00 -6.25 38,438 138,779 +5,738
Mar11 100726 648.75 650.00 642.00 647.50 -4.00 8,635 39,194 +1,162
May11 100726 654.25 659.00 650.00 656.00 -3.00 977 20,665 +78
Jul11 100726 662.00 664.00 655.00 661.00 -3.50 6,381 68,245 +1,302
Total Volume and Open Interest 120,867 492,854 +7,666
Wheat(KCBT)
Sep10 100726 614.75 615.00 607.75 612.00 -3.00 14,024 56,057 -1,125
Dec10 100726 630.75 632.00 625.00 629.25 -2.75 9,644 64,048 +2,078
Mar11 100726 647.00 647.75 641.00 645.00 -2.75 3,650 25,012 +528
May11 100726 649.75 652.75 648.25 652.00 -2.75 87 6,637 +0
Jul11 100726 659.00 662.00 655.25 659.75 -3.00 3,050 29,462 +178
Total Volume and Open Interest 30,680 186,514 +1,736
Wheat(MGE)
Sep10 100726 626.25 628.00 616.25 622.00 -6.50 5,905 16,859 -437
Dec10 100726 642.50 643.75 633.00 637.50 -7.25 3,531 18,080 -85
Mar11 100726 659.00 659.00 649.25 653.00 -6.50 3,063 8,653 +1,744
May11 100726 664.00 664.00 657.25 660.25 -5.75 280 2,440 +16
Jul11 100726 670.25 670.25 664.00 667.00 -7.00 440 6,819 -105
Total Volume and Open Interest 13,838 56,356 +1,452
Oats(CBOT)
Sep10 100726 254.00 256.00 246.00 251.00 -3.75 266 3,345 -74
Dec10 100726 266.00 266.50 256.50 262.25 -2.50 410 6,168 +2
Mar11 100726 266.00 271.75 266.00 269.25 -2.50 26 172 +0
May11 100726 276.25 278.75 276.25 276.25 -2.50 0 10 +0
Total Volume and Open Interest 702 9,695 -72
Rough Rice(CBOT)
Sep10 100726 10.32 10.39 10.15 10.17 -0.10 552 7,655 -70
Nov10 100726 10.56 10.65 10.40 10.42 -0.11 798 4,980 +65
Jan11 100726 10.91 10.91 10.69 10.69 -0.11 54 709 +21
Mar11 100726 11.06 11.07 10.97 10.97 -0.11 12 667 +10
Total Volume and Open Interest 1,422 15,409 +30
Live Cattle(CME)
Aug10 100726 93.550 93.680 92.500 92.650 -0.780 15,494 49,277 -3,232
Oct10 100726 95.000 95.150 93.750 93.785 -0.945 20,957 146,600 +1,104
Dec10 100726 96.480 96.885 95.730 95.830 -0.650 8,944 71,412 +963
Feb11 100726 97.580 97.950 96.950 97.080 -0.600 2,983 31,005 +606
Apr11 100726 99.080 99.400 98.550 98.650 -0.680 1,786 18,091 +502
Jun11 100726 95.650 95.650 95.180 95.250 -0.400 215 7,224 +25
Total Volume and Open Interest 50,479 327,264 +18
Feeder Cattle(CME)
Aug10 100726 115.980 115.980 114.885 114.950 -0.230 1,308 13,428 -688
Sep10 100726 115.500 115.785 115.035 115.180 unch 755 11,504 -35
Oct10 100726 115.500 115.980 115.100 115.400 +0.150 609 7,540 +154
Nov10 100726 115.135 115.500 114.750 115.000 -0.100 192 2,900 +41
Jan11 100726 113.000 113.250 112.700 113.000 +0.050 59 1,067 -1
Mar11 100726 111.800 111.800 111.500 111.500 +0.350 15 324 +10
Apr11 100726 111.100 111.100 111.100 111.100 +0.200 6 25 +0
Total Volume and Open Interest 2,948 36,828 -515
Lean Hogs(CME)
Aug10 100726 83.250 83.250 81.750 82.000 -1.230 13,801 27,498 -4,482
Oct10 100726 77.035 77.225 75.350 75.475 -1.560 12,672 81,299 +619
Dec10 100726 74.135 74.350 72.785 73.035 -1.315 3,640 46,855 +726
Feb11 100726 75.785 75.885 74.285 74.635 -1.165 3,019 17,183 +1,294
Apr11 100726 76.550 76.600 74.900 74.950 -1.525 2,056 16,281 +733
May11 100726 79.300 79.300 78.000 78.700 -0.980 58 498 +54
Jun11 100726 82.200 82.230 80.900 81.000 -1.600 770 7,459 +400
Jul11 100726 80.400 80.500 79.680 80.200 -0.700 271 1,830 +149
Total Volume and Open Interest 36,408 199,666 -394
Pork Bellies(CME)
Jul10 100726 121.000 121.000 119.500 119.500 unch 0 13 +0
Aug10 100726 103.950 103.950 102.750 102.750 -0.750 9 22 +2
Feb11 100726 100.500 100.500 100.500 100.500 unch 2 6 +1
Mar11 100726 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100726 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 11 42 +3
Class III Milk(CME)
Jul10 100726 13.74 13.74 13.73 13.74 +0.01 22 4,231 +12
Aug10 100726 14.92 15.04 14.91 15.01 +0.10 348 5,026 +68
Sep10 100726 15.24 15.44 15.15 15.40 +0.25 411 4,812 +169
Oct10 100726 14.88 15.15 14.88 15.06 +0.13 191 3,914 +122
Nov10 100726 14.70 14.84 14.67 14.82 +0.12 57 3,718 +37
Total Volume and Open Interest 1,141 28,423 +478
Cocoa(ICE)
Sep10 100726 2959 3007 2945 2973 +7 7,786 57,352 -1,414
Dec10 100726 2987 3034 2973 2999 +6 3,786 27,773 +801
Mar11 100726 3009 3060 3007 3026 +8 333 20,028 +61
May11 100726 3038 3070 3025 3046 +8 16 8,110 +11
Jul11 100726 3055 3058 3039 3058 +9 3 4,340 -1
Sep11 100726 3054 3071 3044 3063 +5 1 1,817 +0
Dec11 100726 3060 3074 3060 3066 +1 5 3,469 +1
Total Volume and Open Interest 11,935 126,022 -540
Coffee "C"(ICE)
Sep10 100726 165.80 167.20 164.25 165.60 -0.40 10,170 89,761 -875
Dec10 100726 166.70 168.00 165.00 166.55 -0.15 4,120 46,831 +166
Mar11 100726 166.25 167.75 165.50 166.40 -0.15 738 20,686 +151
May11 100726 165.20 166.75 165.20 166.15 +0.10 359 6,814 +235
Jul11 100726 165.90 165.90 165.90 165.90 +0.20 86 3,145 -3
Sep11 100726 165.75 165.75 165.75 165.75 +0.25 34 1,389 +28
Total Volume and Open Interest 15,526 168,928 -279
Orange Juice(ICE)
Sep10 100726 145.35 146.80 143.10 145.80 +0.15 872 18,823 +61
Nov10 100726 146.90 147.75 145.25 146.90 +0.15 220 4,332 +50
Jan11 100726 147.00 149.00 147.00 148.25 +0.30 13 1,739 +4
Mar11 100726 149.30 149.30 149.30 149.30 +0.35 4 232 +4
May11 100726 150.30 150.30 150.30 150.30 +0.75 0 154 +0
Jul11 100726 152.25 152.25 152.25 152.25 +1.15 0 199 +0
Total Volume and Open Interest 1,110 25,484 +120
Sugar #11(ICE)
Oct10 100726 18.39 18.63 18.25 18.62 +0.36 79,622 264,728 +5,994
Mar11 100726 18.05 18.27 18.01 18.26 +0.21 55,939 155,052 +3,367
May11 100726 17.30 17.54 17.29 17.51 +0.23 14,583 30,171 +903
Jul11 100726 16.79 17.07 16.79 16.95 +0.16 10,998 68,705 +1,954
Oct11 100726 16.70 16.82 16.70 16.76 +0.16 2,533 30,557 +426
Total Volume and Open Interest 166,409 610,795 +13,605
London Cocoa(LCE)
Sep10 100726 2294 2314 2274 2279 -18 5,552 69,883 -1,474
Dec10 100726 2173 2196 2164 2168 -10 5,626 37,663 -65
Mar11 100726 2148 2171 2137 2144 -8 1,655 32,307 +375
May11 100726 2145 2163 2141 2149 -5 527 12,391 +220
Jul11 100726 2155 2163 2149 2154 -1 148 3,549 +47
Sep11 100726 2154 2154 2151 2151 -3 14 2,496 +4
Dec11 100726 2155 2155 2148 2148 -3 1,111 4,009 +863
Total Volume and Open Interest 14,633 166,078 -30
London Sugar(LCE)
Oct10 100726 558.50 567.00 554.80 566.10 +6.90 4,552 36,243 -491
Dec10 100726 508.00 518.00 508.00 517.80 +6.70 1,562 10,622 +172
Mar11 100726 502.10 507.30 500.90 506.60 +4.40 1,423 9,616 -5
May11 100726 485.10 489.70 485.10 489.30 +4.40 200 3,297 +99
Aug11 100726 469.00 470.20 467.00 468.30 +3.10 180 2,596 +172
Total Volume and Open Interest 7,918 62,644 -52
Cotton(ICE)
Oct10 100726 80.82 81.22 80.21 81.22 +0.90 112 1,210 -31
Dec10 100726 75.34 76.53 75.34 76.49 +1.15 12,822 113,547 +931
Mar11 100726 74.17 75.27 74.15 75.22 +1.08 5,669 35,747 +1,350
May11 100726 75.25 75.85 75.23 75.85 +0.94 349 1,202 +74
Jul11 100726 75.98 76.82 75.98 76.82 +1.00 569 7,967 +428
Oct11 100726 73.62 73.69 73.62 73.69 +0.44 0 8 +0
Total Volume and Open Interest 19,554 161,731 +2,771
Lumber(CME)
Sep10 100726 210.5 215.3 207.7 208.0 -1.5 548 5,701 +3
Nov10 100726 217.0 219.5 212.8 215.0 unch 182 2,515 +5
Jan11 100726 234.0 234.8 231.0 234.5 -1.5 28 192 +11
Mar11 100726 241.0 243.0 241.0 243.0 unch 1 12 +0
Total Volume and Open Interest 759 8,423 +19
Crude Oil(NYM)
Sep10 100726 78.98 79.33 78.06 78.98 unch 358,815 371,296 +4,158
Oct10 100726 79.22 79.71 78.47 79.37 +0.03 83,282 88,466 -87
Nov10 100726 79.62 80.19 78.98 79.86 +0.03 26,718 62,121 +1,972
Dec10 100726 80.18 80.70 79.46 80.35 +0.04 56,253 202,078 +1,629
Jan11 100726 81.00 81.04 79.93 80.81 +0.07 7,640 44,005 -1,749
Feb11 100726 81.26 81.39 80.35 81.23 +0.12 5,154 18,453 +844
Mar11 100726 80.90 81.72 80.72 81.61 +0.14 4,139 23,107 +914
Apr11 100726 82.11 82.11 81.84 81.98 +0.15 2,404 11,999 +355
May11 100726 82.48 82.51 82.22 82.34 +0.15 999 8,493 -12
Jun11 100726 82.43 82.92 81.80 82.69 +0.15 5,676 46,184 -12
Jul11 100726 83.18 83.18 82.96 83.02 +0.14 1,481 25,291 -41
Aug11 100726 83.27 83.27 83.22 83.22 +0.13 632 7,438 +230
Sep11 100726 83.38 83.38 83.38 83.38 +0.12 213 7,559 +25
Oct11 100726 83.53 83.53 83.53 83.53 +0.11 306 4,963 -22
Nov11 100726 83.68 83.68 83.68 83.68 +0.10 193 10,165 -29
Dec11 100726 83.96 84.14 83.06 83.83 +0.09 14,037 97,677 -1,158
Total Volume and Open Interest 576,007 1,238,483 +8,251
e-miNY Crude Oil(NYM)
Jul10 100621 77.900 78.900 76.925 77.825 +0.650 6,480 3,117 -814
Aug10 100630 75.475 76.825 74.400 75.625 -0.325 10,591 2,274 +96
Sep10 100719 76.175 78.100 75.925 76.900 +0.525 2,069 1,838 +333
Oct10 100726 79.225 79.700 78.500 79.375 +0.025 398 542 +59
Nov10 100726 79.300 79.850 79.025 79.850 +0.025 59 91 +11
Dec10 100726 79.575 80.525 79.575 80.350 +0.050 23 119 -2
Jan11 100726 80.800 80.800 80.800 80.800 +0.050 0 8 +0
Feb11 100726 81.225 81.225 81.225 81.225 +0.125      
Mar11 100726 81.600 81.600 81.600 81.600 +0.125 1 0 -1
Apr11 100726 81.975 81.975 81.975 81.975 +0.150      
Total Volume and Open Interest 11,433 4,354 +1,119
Heating Oil(NYM)
Aug10 100726 205.00 206.00 202.98 204.26 -0.79 32,149 35,644 -5,050
Sep10 100726 207.94 208.86 205.73 207.11 -0.75 42,438 71,359 +3,267
Oct10 100726 211.18 211.42 208.53 209.86 -0.72 12,575 33,292 +591
Nov10 100726 211.29 214.03 211.29 212.57 -0.70 3,902 24,501 +448
Dec10 100726 215.48 216.65 213.87 215.20 -0.67 8,886 35,620 -452
Jan11 100726 218.84 218.84 217.66 217.84 -0.69 2,844 26,326 -243
Feb11 100726 219.85 220.27 219.62 219.71 -0.69 1,309 11,439 -24
Mar11 100726 221.01 221.01 220.54 220.54 -0.70 1,753 10,283 +358
Apr11 100726 220.65 220.65 220.46 220.46 -0.64 883 6,180 -174
May11 100726 220.70 220.70 220.54 220.54 -0.53 569 6,234 +163
Jun11 100726 222.00 222.00 220.86 220.92 -0.41 1,570 19,885 +425
Jul11 100726 222.43 222.43 222.34 222.34 -0.34 31 1,983 -3
Total Volume and Open Interest 110,924 302,682 +165
Gasoline(NYMEX)
Aug10 100726 211.78 212.50 209.22 210.58 -1.64 27,549 38,944 -1,905
Sep10 100726 211.74 212.45 209.10 210.64 -1.28 53,685 91,579 +812
Oct10 100726 201.76 201.86 199.08 200.69 -0.87 17,937 34,453 -5
Nov10 100726 200.69 200.91 198.12 199.66 -0.72 11,430 31,219 +1,928
Dec10 100726 200.54 201.29 198.60 200.11 -0.75 9,554 18,397 +1,378
Jan11 100726 201.39 202.75 200.53 201.90 -0.77 2,511 9,253 +805
Feb11 100726 203.39 204.76 203.25 204.00 -0.75 415 3,580 +17
Mar11 100726 205.52 207.00 205.50 206.28 -0.62 352 3,208 +107
Apr11 100726 219.58 219.59 218.33 218.33 -0.53 644 5,336 +46
May11 100726 219.34 219.34 219.18 219.18 -0.46 167 3,615 -11
Total Volume and Open Interest 124,704 250,873 +3,279
e-miNY RBOB Gasoline(NYM)
Aug10 100726 210.60 210.60 210.58 210.60 -1.60 0 1 +0
Sep10 100726 210.60 210.64 210.60 210.60 -1.30 0 1 +0
Oct10 100726 200.70 200.70 200.69 200.70 -0.90 0 1 +0
Nov10 100726 199.70 199.70 199.66 199.70 -0.70 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Aug10 100726 4.561 4.634 4.511 4.612 +0.032 144,101 29,918 -18,747
Sep10 100726 4.541 4.608 4.491 4.583 +0.020 70,577 186,985 +5,746
Oct10 100726 4.575 4.639 4.536 4.620 +0.020 32,824 97,386 +1,367
Nov10 100726 4.831 4.863 4.780 4.853 +0.013 14,924 62,122 +862
Dec10 100726 5.098 5.135 5.057 5.114 -0.013 10,624 40,648 -517
Jan11 100726 5.288 5.302 5.218 5.277 -0.015 13,932 66,174 -1,491
Feb11 100726 5.272 5.272 5.203 5.252 -0.016 1,176 18,193 -193
Mar11 100726 5.155 5.177 5.100 5.157 -0.016 4,141 51,771 -642
Apr11 100726 5.000 5.001 4.931 4.979 -0.017 2,931 44,984 -51
May11 100726 5.016 5.016 4.954 4.995 -0.017 817 20,617 +45
Jun11 100726 5.019 5.060 4.999 5.035 -0.017 308 7,962 -34
Jul11 100726 5.075 5.110 5.049 5.086 -0.017 263 7,002 -62
Aug11 100726 5.128 5.150 5.100 5.128 -0.016 212 6,578 +62
Sep11 100726 5.124 5.156 5.124 5.151 -0.017 225 5,679 +29
Oct11 100726 5.215 5.247 5.190 5.231 -0.017 667 19,689 +210
Nov11 100726 5.407 5.447 5.407 5.447 -0.017 122 5,499 +8
Total Volume and Open Interest 298,728 773,610 -13,065
Brent Crude Oil(ICE)
Sep10 100726 77.45 77.91 76.54 77.50 +0.05 162,155 208,350 -1,532
Oct10 100726 77.94 78.37 77.08 77.99 +0.07 67,454 147,773 +2,773
Nov10 100726 78.41 78.92 77.70 78.59 +0.08 20,188 42,374 +1,600
Dec10 100726 79.10 79.45 78.28 79.17 +0.07 33,968 118,325 +3,044
Jan11 100726 79.59 79.94 79.04 79.67 +0.07 5,886 27,353 -689
Feb11 100726 80.08 80.41 79.30 80.17 +0.10 3,034 17,399 -112
Mar11 100726 80.54 80.90 79.78 80.68 +0.15 2,142 13,417 -156
Apr11 100726 81.00 81.30 80.26 81.16 +0.18 1,847 10,931 +58
May11 100726 81.71 81.71 80.68 81.59 +0.21 1,675 15,907 +386
Jun11 100726 81.80 82.12 81.08 81.99 +0.22 6,492 23,994 -296
Jul11 100726 82.36 82.36 82.36 82.36 +0.23 486 8,699 +87
Aug11 100726 82.65 82.65 82.65 82.65 +0.23 251 3,950 -17
Sep11 100726 82.88 82.88 82.88 82.88 +0.23 594 5,044 +200
Oct11 100726 83.07 83.07 83.07 83.07 +0.23 460 3,632 -2
Total Volume and Open Interest 323,797 771,548 +6,271
Gas Oil(ICE)
Aug10 100726 652.25 658.00 648.00 655.25 +3.75 63,619 105,715 -7,662
Sep10 100726 659.75 663.75 653.50 661.00 +3.75 82,187 95,630 -7,634
Oct10 100726 665.00 668.50 658.75 666.25 +3.75 36,509 52,637 +2,163
Nov10 100726 670.00 671.50 662.75 670.50 +3.75 10,708 34,495 -1,822
Dec10 100726 674.25 675.50 667.00 674.50 +3.50 19,968 89,732 -2,379
Jan11 100726 680.50 680.50 676.00 679.25 +3.25 4,012 38,949 +1,205
Feb11 100726 681.00 683.75 681.00 683.75 +3.25 1,283 22,527 -143
Mar11 100726 687.75 687.75 685.25 687.75 +3.50 1,562 14,057 -86
Apr11 100726 691.25 691.25 688.75 691.25 +3.50 2,403 13,838 +14
May11 100726 694.00 694.25 692.00 694.25 +3.50 939 15,362 -114
Total Volume and Open Interest 235,460 608,492 -14,480
Ethanol(CBOT)
Jul10 100706 1.555 1.555 1.550 1.550 +0.005 1 160 -1
Aug10 100726 1.607 1.607 1.597 1.600 -0.016 117 540 -52
Sep10 100726 1.593 1.593 1.580 1.582 -0.020 158 1,181 -19
Oct10 100726 1.585 1.585 1.577 1.577 -0.022 145 1,309 +37
Nov10 100726 1.580 1.580 1.580 1.580 -0.020 119 936 -6
Dec10 100726 1.598 1.598 1.581 1.581 -0.027 129 1,895 -66
Jan11 100726 1.597 1.597 1.595 1.596 -0.022 88 1,313 -19
Feb11 100726 1.636 1.638 1.636 1.637 -0.018 21 736 +5
Total Volume and Open Interest 904 11,955 -28
WTI Crude Oil(ICE
Sep10 100726 78.85 79.32 78.06 78.98 unch 96,273 102,281 +2,713
Oct10 100726 79.18 79.70 78.47 79.37 +0.03 31,594 59,859 +4,741
Nov10 100726 79.87 80.17 78.98 79.86 +0.03 10,107 18,938 -754
Dec10 100726 80.45 80.64 79.47 80.35 +0.04 19,289 85,268 +376
Jan11 100726 80.30 80.98 80.30 80.81 +0.07 2,587 19,839 -60
Feb11 100726 80.68 81.36 80.68 81.23 +0.12 779 11,553 +2
Mar11 100726 81.74 81.74 81.61 81.61 +0.14 775 9,118 -17
Apr11 100726 81.98 81.98 81.98 81.98 +0.15 631 4,956 -86
May11 100726 82.50 82.52 82.34 82.34 +0.15 345 4,012 -70
Jun11 100726 82.85 82.90 82.55 82.69 +0.15 1,681 21,019 +158
Jul11 100726 83.02 83.02 83.02 83.02 +0.14 238 10,464 -104
Aug11 100726 83.22 83.22 83.22 83.22 +0.13 92 2,407 +64
Sep11 100726 83.38 83.38 83.38 83.38 +0.12 102 2,710 -40
Oct11 100726 83.53 83.53 83.53 83.53 +0.11 14 2,336 +298
Nov11 100726 83.68 83.68 83.68 83.68 +0.10 29 6,446 +20
Dec11 100726 83.38 84.11 83.13 83.83 +0.09 4,551 50,199 +254
Total Volume and Open Interest 170,488 473,521 +8,297
US Dollar Index(ICE)
Sep10 100726 82.700 82.815 82.135 82.243 -0.387 20,993 23,442 +30
Dec10 100726 82.900 82.900 82.465 82.562 -0.387 8 652 +0
Mar11 100726 82.923 82.923 82.920 82.923 -0.387      
Total Volume and Open Interest 21,001 24,095 +30
Australian Dollar(CME)
Sep10 100726 89.04 89.84 88.77 89.63 +0.56 115,489 86,008 +3,833
Dec10 100726 87.82 88.76 87.82 88.63 +0.55 416 813 +10
Mar11 100726 87.63 87.63 87.08 87.63 +0.55      
Total Volume and Open Interest 115,905 86,977 +3,843
British Pound(CME)
Sep10 100726 154.15 155.17 154.06 154.73 +0.54 79,833 123,234 +421
Dec10 100726 154.15 155.04 154.13 154.67 +0.54 74 396 -7
Mar11 100726 154.58 154.58 154.04 154.58 +0.54 0 4 +0
Total Volume and Open Interest 79,907 123,634 +414
Canadian Dollar(CME)
Sep10 100726 96.31 97.01 96.25 96.63 +0.23 79,925 79,396 +1,281
Dec10 100726 96.43 96.82 96.25 96.46 +0.21 323 3,869 +8
Mar11 100726 96.35 96.35 96.06 96.27 +0.21 5 491 +4
Jun11 100726 96.00 96.35 95.86 96.04 +0.18 2 293 +1
Total Volume and Open Interest 80,255 84,079 +1,294
Japanese Yen(CME)
Sep10 100726 114.32 115.27 114.06 115.17 +0.70 130,064 127,822 -2,162
Dec10 100726 114.59 115.36 114.23 115.31 +0.69 120 626 -2
Mar11 100726 115.48 115.48 114.78 115.48 +0.70 0 9 +0
Total Volume and Open Interest 130,188 128,462 -2,162
Swiss Franc(CME)
Sep10 100726 94.95 95.67 94.78 95.36 +0.22 43,307 56,384 +3,509
Dec10 100726 95.17 95.69 94.94 95.48 +0.21 147 191 +52
Mar11 100726 95.59 95.59 95.39 95.59 +0.20 0 8 +0
Total Volume and Open Interest 43,454 56,584 +3,561
EuroFX(CME)
Sep10 100726 128.96 130.06 128.76 129.88 +0.68 284,053 223,869 +3,352
Dec10 100726 128.90 130.03 128.87 129.83 +0.67 503 2,129 -28
Mar11 100726 129.80 129.80 129.11 129.80 +0.69 12 244 +8
Total Volume and Open Interest 284,568 226,249 +3,332
Mexican Peso(CME)
Aug10 100726 786.5 786.5 785.2 786.5 +1.2      
Sep10 100726 781.5 785.8 781.0 783.8 +1.2 15,991 68,400 +853
Total Volume and Open Interest 15,991 68,778 +853
30-Year T-Bonds(CBOT)
Sep10 100726 127~090 127~090 126~220 127~070 +0~020      
Dec10 100726 125~260 125~260 125~100 125~260 +0~020 183 2,214 +24
Mar11 100726 124~160 124~160 124~140 124~160 +0~020 0 31 +0
Total Volume and Open Interest 235,479 689,246 -7,620
10-Year T-Notes(CBOT)
Sep10 100726 122~220 122~270 122~120 122~235 +0~020 952,860 1,843,466 -11,104
Dec10 100726 121~255 121~280 121~160 121~270 +0~015 2,126 9,550 +850
Mar11 100726 120~205 120~205 120~190 120~205 +0~015 0 66 +0
Total Volume and Open Interest 954,986 1,853,116 -10,254
5-Year T-Notes(CBOT)
Sep10 100716 118~093 119~025 118~090 119~010 +0~079 507,956 900,391 -19,947
Dec10 100726 118~006 118~011 117~114 118~011 +0~002 1,083 1,366 +949
Mar11 100726 117~017 117~017 117~015 117~017 +0~002      
Total Volume and Open Interest 376,229 934,007 +502
2 Year T-Notes(CBOT)
Sep10 100726 54~091 54~092 54~091 54~092 -0~003      
Dec10 100726 109~020 109~032 109~020 109~026 -0~006 223 261 +202
Mar11 100726 108~124 109~002 108~124 108~124 -0~006      
Total Volume and Open Interest 162,806 852,810 -8,603
Eurodollars(CME)
Sep10 100726 99.525 99.540 99.520 99.530 unch 178,628 919,647 -20,610
Dec10 100726 99.480 99.485 99.465 99.480 unch 166,597 1,169,545 -6,560
Mar11 100726 99.395 99.410 99.385 99.405 unch 157,561 1,005,375 -6,745
Jun11 100726 99.265 99.290 99.250 99.280 unch 143,824 894,392 +10,406
Sep11 100726 99.110 99.125 99.080 99.115 unch 138,064 981,269 +579
Dec11 100726 98.870 98.910 98.850 98.900 +0.010 101,755 658,801 +2,457
Mar12 100726 98.685 98.705 98.635 98.690 +0.010 92,383 450,927 -3,011
Jun12 100726 98.450 98.480 98.410 98.465 +0.005 75,743 360,424 +2,455
Sep12 100726 98.240 98.265 98.195 98.250 +0.005 44,310 257,458 -1,606
Dec12 100726 98.015 98.040 97.970 98.020 unch 34,629 181,818 -3,423
Mar13 100726 97.820 97.840 97.775 97.825 unch 24,562 196,791 +1,333
Jun13 100726 97.615 97.620 97.565 97.610 unch 21,263 131,815 +1,366
Sep13 100726 97.380 97.410 97.355 97.395 unch 13,468 89,436 -119
Dec13 100726 97.160 97.185 97.130 97.175 +0.005 11,216 63,228 +1,955
Mar14 100726 96.975 96.995 96.940 96.985 +0.005 8,866 50,923 +649
Jun14 100726 96.775 96.795 96.745 96.785 +0.005 7,697 42,875 +661
Sep14 100726 96.595 96.610 96.565 96.605 +0.010 4,154 27,785 +584
Dec14 100726 96.405 96.420 96.375 96.420 +0.010 4,287 47,233 +528
Total Volume and Open Interest 1,247,096 7,678,906 -17,310
30 Day Federal Funds(CBOT)
Jul10 100726 99.817 99.820 99.817 99.817 unch 487 53,720 +272
Aug10 100726 99.815 99.820 99.815 99.815 unch 3,416 74,505 +514
Sep10 100726 99.815 99.815 99.810 99.815 unch 3,929 56,750 +2,380
Oct10 100726 99.815 99.820 99.810 99.815 unch 2,998 64,670 +966
Nov10 100726 99.810 99.815 99.805 99.810 unch 3,003 84,028 +1,009
Dec10 100726 99.810 99.815 99.805 99.810 unch 1,981 68,229 -86
Total Volume and Open Interest 27,666 629,343 +7,006
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 100726 99.655 99.655 99.655 99.655 -0.010 0 989 -32
Dec10 100726 99.688 99.688 99.688 99.688 -0.010 0 542 +0
Mar11 100726 99.702 99.702 99.702 99.702 -0.010 0 367 +0
Jun11 100726 99.700 99.700 99.700 99.700 -0.013      
Sep11 100726 99.685 99.685 99.685 99.685 -0.010      
Dec11 100726 99.695 99.695 99.695 99.695 -0.010      
Mar12 100726 99.660 99.660 99.660 99.660 -0.010      
Jun12 100726 99.710 99.710 99.710 99.710 -0.010      
Sep12 100726 99.770 99.770 99.770 99.770 -0.010      
Dec12 100726 99.465 99.465 99.465 99.465 -0.010      
Total Volume and Open Interest 0 1,898 -32
3-Mth Euro-Yen(SGX)
Sep10 100726 99.65 99.65 99.65 99.65 -0.01 101 3,460 +0
Dec10 100726 99.69 99.69 99.69 99.69 -0.01 6 1,522 +0
Mar11 100726 99.70 99.70 99.70 99.70 -0.01 0 1,961 +0
Jun11 100726 99.70 99.70 99.70 99.70 -0.01 101 1,599 +0
Sep11 100726 99.68 99.68 99.68 99.68 -0.01 0 108 +0
Dec11 100726 99.69 99.69 99.69 99.69 -0.01 0 106 +0
Mar12 100726 99.66 99.66 99.66 99.66 -0.01 0 305 +0
Jun12 100726 99.71 99.71 99.71 99.71 -0.01 0 754 +0
Total Volume and Open Interest 208 10,127 +0
Japanese Gov't Bonds(SGX)
Sep10 100726 141.59 141.80 141.57 141.75 +0.15 1,381 21,680 -78
Dec10 100726 141.00 141.00 141.00 141.00 +0.15 4 21 -1
Mar11 100726 138.91 138.91 138.91 138.91 +0.15      
Total Volume and Open Interest 1,385 21,701 -79
Euro-Bund(EUREX)
Sep10 100726 128.03 128.27 127.58 127.73 -0.60 702,815 873,617 -15,016
Dec10 100726 126.51 126.72 126.19 126.29 -0.59 16 2,041 -5
Mar11 100726 126.38 126.38 126.38 126.38 -0.60 0 1 +0
Total Volume and Open Interest 702,831 875,659 -15,021
Euro-Bobl(EUREX)
Sep10 100726 119.84 119.93 119.44 119.53 -0.43 403,289 663,545 -15,244
Dec10 100726 118.41 118.41 118.23 118.23 -0.43 35 14,067 +10
Mar11 100726 117.53 117.53 117.53 117.53 -0.43      
Total Volume and Open Interest 403,324 677,612 -15,234
3-Mth Euribor(EUREX)
Sep10 100726 99.015 99.015 99.015 99.015 -0.005 64 3,592 +33
Dec10 100726 98.955 98.955 98.925 98.925 -0.020 225 1,995 +0
Mar11 100726 98.875 98.875 98.835 98.835 -0.055 7 1,146 +2
Total Volume and Open Interest 788 10,983 +517
Long Gilt(LIFFE)
Sep10 100705 121~05 121~15 121~02 121~12 +0~11 97,267 277,853 -5,117
Dec10 100726 118~28 118~28 118~28 118~28 -0~06      
Total Volume and Open Interest 65,471 282,159 +1,569
3-Mth Short Sterling(LIFFE)
Sep10 100726 99.22 99.23 99.21 99.22 unch 15,485 347,792 -1,435
Dec10 100726 99.12 99.12 99.10 99.10 -0.02 51,465 451,697 +2,356
Mar11 100726 98.98 98.99 98.94 98.95 -0.04 45,095 316,426 +6,487
Jun11 100726 98.82 98.82 98.75 98.77 -0.05 44,126 327,506 +3,233
Sep11 100726 98.64 98.65 98.54 98.56 -0.07 59,837 369,118 +7,060
Dec11 100726 98.40 98.44 98.30 98.32 -0.09 38,899 284,484 -846
Total Volume and Open Interest 304,899 2,571,997 +21,538
3-Mth Euribor(LIFFE)
Sep10 100726 99.020 99.035 99.005 99.015 -0.005 117,738 601,357 +8,633
Dec10 100726 98.940 98.960 98.915 98.925 -0.020 181,765 500,948 +2,947
Mar11 100726 98.875 98.900 98.820 98.835 -0.055 132,490 487,359 +7,896
Total Volume and Open Interest 999,621 3,335,545 +45,231
3-Mth Aus T-Bills(SFE)
Sep10 100726 95.05 95.07 95.00 95.05 -0.01 12,988 258,950 +2,603
Dec10 100726 94.97 94.99 94.89 94.97 -0.01 16,004 195,511 +1,986
Mar11 100726 94.95 94.96 94.85 94.94 -0.01 7,264 81,877 -833
Jun11 100726 94.92 94.93 94.81 94.89 -0.03 5,925 64,884 +658
Sep11 100726 94.91 94.91 94.77 94.87 -0.02 3,046 37,733 -30
Dec11 100726 94.88 94.88 94.77 94.85 -0.02 807 27,775 -674
Mar12 100726 94.87 94.87 94.77 94.83 -0.02 588 25,434 +285
Jun12 100726 94.78 94.86 94.78 94.82 -0.02 336 11,036 +274
Sep12 100726 94.76 94.87 94.76 94.83 -0.01 20 2,468 -20
Dec12 100726 94.82 94.82 94.81 94.81 -0.02 39 1,337 +29
Total Volume and Open Interest 47,017 707,963 +4,278
10-Year Aus T-Bonds(SFE)
Sep10 100726 94.80 94.81 94.72 94.76 -0.04 32,440 383,345 -4,014
Dec10 100726 94.75 94.75 94.75 94.75 -0.04      
Total Volume and Open Interest 32,440 383,345 -4,014
3-Year Aus T-Bonds(SFE)
Sep10 100726 95.24 95.25 95.16 95.21 -0.03 107,275 630,223 +3,525
Dec10 100726 95.16 95.16 95.16 95.16 -0.03      
Total Volume and Open Interest 107,275 630,223 +3,525
Gold(CMX)
Aug10 100726 1188.0 1194.8 1178.6 1183.1 -4.7 134,689 196,074 -31,355
Oct10 100726 1188.6 1196.4 1180.7 1185.0 -4.7 5,733 32,147 +1,195
Dec10 100726 1192.0 1198.4 1182.4 1187.0 -4.6 44,737 181,878 +23,250
Feb11 100726 1196.7 1196.7 1185.6 1188.6 -4.6 1,461 19,707 -592
Apr11 100726 1198.0 1200.0 1188.3 1190.1 -4.6 205 17,320 -124
Jun11 100726 545.6 546.6 533.6 536.2 -4.6 758 15,108 +443
Aug11 100726 1196.8 1196.8 1189.2 1193.4 -4.6 6 7,743 -3
Oct11 100726 1195.3 1195.3 1195.3 1195.3 -4.5 515 6,799 -355
Dec11 100726 1199.8 1199.8 1194.3 1197.6 -4.4 1,416 13,015 -198
Feb12 100726 1200.4 1200.4 1200.4 1200.4 -3.9 300 6,703 -55
Apr12 100726 1203.5 1203.5 1203.5 1203.5 -3.4 1,095 5,795 +726
Jun12 100726 1206.7 1206.7 1206.7 1206.7 -3.5 56 9,115 -44
Total Volume and Open Interest 193,361 552,377 -6,485
Silver(CMX)
Jul10 100726 1803.0 1819.5 1802.5 1819.5 +9.9 12 283 -101
Sep10 100726 1810.0 1827.0 1797.5 1820.0 +9.9 31,290 62,224 +1,817
Dec10 100726 1820.0 1831.5 1803.0 1825.8 +10.0 3,416 26,018 -6
Mar11 100726 1825.0 1830.1 1812.5 1830.1 +10.0 888 9,863 -241
May11 100726 1835.0 1835.0 1825.0 1832.5 +10.1 52 7,746 +0
Jul11 100726 1834.5 1834.5 1834.5 1834.5 +10.1 38 3,889 +36
Sep11 100726 1836.5 1836.5 1836.5 1836.5 +10.1 32 486 +20
Total Volume and Open Interest 35,841 117,862 +1,566
Platinum(NYMEX)
Jul10 100726 1552.7 1552.7 1552.7 1552.7 +14.0 2 43 +0
Oct10 100726 1547.4 1559.8 1542.0 1555.8 +13.0 3,882 27,018 +304
Jan11 100726 1560.0 1560.3 1557.2 1559.8 +12.8 20 946 +15
Apr11 100726 1559.8 1559.8 1559.8 1559.8 +12.8 0 6 +0
Total Volume and Open Interest 3,905 28,033 +319
Palladium(NYMEX)
Sep10 100726 466.85 479.00 466.85 475.00 +8.25 1,417 18,519 +165
Dec10 100726 473.50 476.35 473.50 476.35 +8.25 71 923 +11
Mar11 100726 477.10 478.00 475.50 477.10 +8.25 0 37 +0
Total Volume and Open Interest 1,488 19,488 +176
Copper(CMX)
Jul10 100726 317.00 323.55 317.00 322.50 +4.00 483 862 -29
Sep10 100726 319.75 323.80 316.60 322.30 +3.80 42,158 75,356 -1,042
Dec10 100726 321.50 325.40 318.90 324.15 +3.80 5,045 25,505 +854
Mar11 100726 325.65 325.65 324.80 324.80 +3.80 1,396 11,249 +264
May11 100726 325.00 325.00 325.00 325.00 +3.90 118 1,362 +12
Total Volume and Open Interest 54,072 133,087 +211
DJIA Index(CBOT)
Sep10 100726 10379 10480 10356 10457 +71 426 7,529 +56
Dec10 100726 10394 10394 10323 10394 +71 0 8 +0
Mar11 100726 10337 10337 10266 10337 +71      
Jun11 100726 10277 10277 10206 10277 +71      
Total Volume and Open Interest 426 7,537 +56
S & P 500(CME)
Sep10 100726 1101.30 1111.50 1097.00 1109.50 +8.90 27,115 300,278 -1,256
Dec10 100726 1096.70 1106.90 1093.40 1104.80 +8.90 4 5,698 +0
Mar11 100726 1100.20 1102.30 1088.80 1100.20 +8.90 0 795 +0
Jun11 100726 1096.20 1098.30 1084.80 1096.20 +8.90 0 52 +0
Total Volume and Open Interest 27,119 306,823 -1,256
S & P 500 E-Mini(Globex)
Sep10 100726 1101.25 1111.75 1097.00 1109.50 +9.00 2,178,892 2,775,061 -16,226
Dec10 100726 1097.00 1106.50 1092.50 1104.75 +8.75 3,357 20,513 +1,122
Total Volume and Open Interest 2,182,283 2,795,764 -15,092
NASDAQ 100(CME)
Sep10 100726 1873.80 1889.00 1866.00 1887.50 +13.70 2,898 13,260 -564
Dec10 100726 1885.30 1885.30 1868.00 1885.30 +13.80 4 10 +0
Mar11 100726 1882.80 1882.80 1881.00 1882.80 +13.80      
Total Volume and Open Interest 2,902 13,270 -564
NASDAQ 100 E-Mini(Globex)
Sep10 100726 1874.30 1888.30 1866.00 1887.50 +13.70 349,001 325,157 +9,757
Dec10 100726 1874.50 1885.30 1867.00 1885.30 +13.80 94 238 +25
Total Volume and Open Interest 349,095 325,397 +9,782
S & P Midcap 400(CME)
Sep10 100726 775.00 775.00 761.00 774.90 +12.80 332 2,527 -159
Dec10 100726 772.90 772.90 772.10 772.90 +12.80      
Mar11 100726 770.90 770.90 770.10 770.90 +12.80      
Total Volume and Open Interest 332 2,527 -159
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100726 9555 9555 9555 9555 +35      
Dec10 100726 9555 9555 9520 9555 +35 0 1 +0
Total Volume and Open Interest 10,542 31,819 +863
Nikkei 225(SGX)
Sep10 100726 9430 9560 9425 9490 +55 95,171 176,348 +4,725
Dec10 100726 9400 9500 9400 9440 +50 315 2,468 +45
Mar11 100726 9435 9435 9435 9435 +50 0 41 +0
Total Volume and Open Interest 95,501 180,683 +4,770
CAC 40(EURONEXT)
Aug10 100726 3637.0 3649.0 3589.5 3637.5 +30.5 146,904 404,063 +14,516
Sep10 100726 3607.0 3645.0 3604.0 3632.5 +29.5 821 38,268 -188
Oct10 100726 3635.5 3635.5 3635.5 3635.5 +32.0 0 10 +0
Total Volume and Open Interest 147,736 443,610 +14,339
Hang Seng Index(HKFE)
Jul10 100726 21018 21035 20832 20837 -81 64,137 74,834 +792
Aug10 100726 21001 21001 20800 20800 -80 2,764 5,711 +932
Sep10 100726 20874 20883 20697 20697 -80 1,150 5,410 -586
Total Volume and Open Interest 68,240 87,048 +1,113
DAX(EUREX)
Sep10 100726 6213.0 6220.0 6135.5 6193.0 +20.0 157,177 148,872 +5,039
Dec10 100726 6220.0 6223.5 6169.0 6203.5 +20.0 332 13,084 -114
Mar11 100726 6220.0 6227.0 6181.5 6216.5 +20.5 335 1,678 +298
Total Volume and Open Interest 157,844 163,634 +5,223
FT-SE 100(EURONEXT)
Sep10 100726 5322.00 5330.00 5269.00 5311.50 +29.50 102,684 647,307 +5,309
Dec10 100726 5293.00 5293.00 5251.00 5290.00 +29.50 121 6,740 -59
Mar11 100726 5249.50 5249.50 5249.50 5249.50 +29.50 50 931 -13
Total Volume and Open Interest 102,870 655,153 +5,237
SPI 200(SFE)
Sep10 100726 4438.0 4484.0 4435.0 4476.0 +40.0 32,875 222,421 +641
Dec10 100726 4498.0 4498.0 4498.0 4498.0 +41.0 10 3,410 +2
Mar11 100726 4487.0 4489.0 4487.0 4489.0 +45.0 0 1,137 +0
Total Volume and Open Interest 32,942 228,043 +693
GSCI(CME)
Aug10 100726 516.00 516.05 511.50 516.00 unch 182 16,092 -81
Sep10 100726 518.00 519.00 514.50 518.00 -0.50 5 2 +0
Oct10 100726 521.50 522.00 517.50 521.50 unch 2 0 +0
Total Volume and Open Interest 189 16,094 -81
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.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.