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MRCI's End of Day Prices
Daily Futures Price Listing Wed September 01, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep10 100901 1008.75 1015.25 1003.75 1004.50 -3.50 7,947 5,091 -3,922
Nov10 100901 1009.25 1017.50 1004.00 1005.50 -4.50 53,577 305,991 +820
Jan11 100901 1019.00 1026.50 1013.75 1015.00 -4.25 6,066 89,108 -158
Mar11 100901 1025.75 1031.00 1019.75 1020.75 -3.50 2,474 27,738 -44
May11 100901 1030.75 1034.25 1023.50 1024.50 -2.50 2,044 33,441 +410
Jul11 100901 1035.75 1041.75 1032.00 1032.50 -2.25 1,732 26,510 +316
Aug11 100901 1030.00 1032.00 1024.00 1024.00 -2.50 24 182 +8
Total Volume and Open Interest 75,807 518,178 -2,017
Soybean Meal(CBOT)
Sep10 100901 305.30 306.00 301.90 301.90 -2.30 11,699 8,665 -4,695
Oct10 100901 294.30 296.30 292.30 292.60 -1.50 10,040 29,197 +1,310
Dec10 100901 295.70 297.20 293.30 293.60 -1.60 21,832 120,102 +490
Jan11 100901 296.30 296.90 293.50 293.50 -1.40 1,403 9,639 +225
Mar11 100901 296.50 297.20 294.10 294.20 -1.00 848 10,118 -6
May11 100901 295.40 296.80 294.00 294.30 -0.80 723 10,661 +195
Jul11 100901 297.30 298.50 295.70 296.10 -0.50 649 8,221 -1
Aug11 100901 296.60 296.60 294.60 294.70 +0.10 113 1,339 +8
Total Volume and Open Interest 47,985 203,025 -2,279
Soybean Oil(CBOT)
Sep10 100901 39.53 40.02 39.42 39.55 +0.07 18,194 10,629 -3,463
Oct10 100901 39.70 40.24 39.58 39.73 +0.07 11,936 34,373 +1,732
Dec10 100901 40.09 40.63 39.98 40.12 +0.07 36,278 166,729 +3,223
Jan11 100901 40.48 40.91 40.30 40.40 +0.06 2,173 19,295 +610
Mar11 100901 40.66 41.10 40.55 40.67 +0.06 873 11,953 -152
May11 100901 40.89 41.37 40.78 40.88 +0.04 241 8,805 +18
Jul11 100901 41.66 41.66 41.14 41.15 +0.05 222 8,274 +14
Aug11 100901 41.27 41.27 41.20 41.27 +0.07 8 409 +0
Total Volume and Open Interest 70,278 265,388 +2,064
Canola(WCE)
Nov10 100901 460.0 466.2 458.4 464.8 +2.8 6,565 117,739 +1,153
Jan11 100901 469.0 470.9 464.0 469.8 +3.2 805 18,203 +51
Mar11 100901 473.7 473.8 467.9 473.4 +3.8 71 5,296 +6
May11 100901 473.9 475.0 470.0 474.8 +4.2 36 2,118 +0
Jul11 100901 478.0 478.5 471.0 477.5 +3.9 196 2,597 +101
Total Volume and Open Interest 7,689 148,330 +1,310
Corn(CBOT)
Sep10 100901 424.75 433.00 422.00 432.25 +7.75 104,483 35,844 -26,628
Dec10 100901 438.75 447.25 437.75 446.75 +7.50 182,670 837,695 +14,681
Mar11 100901 451.50 460.00 451.00 459.75 +7.50 29,988 176,225 +5,978
May11 100901 457.75 466.25 457.75 466.25 +7.50 4,741 37,438 +1,113
Jul11 100901 463.50 472.00 462.50 471.75 +7.25 15,688 97,979 +1,856
Sep11 100901 453.75 460.75 453.75 460.75 +6.50 2,655 13,965 +722
Total Volume and Open Interest 358,808 1,346,172 +1,119
Wheat(CBOT)
Sep10 100901 654.25 678.25 653.00 675.50 +23.00 25,897 15,628 -10,075
Dec10 100901 688.50 712.00 685.75 708.75 +23.00 67,986 268,545 +3,238
Mar11 100901 712.00 734.75 711.75 733.00 +23.00 6,148 68,258 +235
May11 100901 714.75 731.75 713.75 731.00 +21.50 908 18,218 -52
Jul11 100901 698.25 717.00 698.25 715.75 +19.00 2,423 66,231 +330
Total Volume and Open Interest 105,219 479,196 -5,918
Wheat(KCBT)
Sep10 100901 693.00 712.25 693.00 712.25 +24.50 8,666 4,867 -4,992
Dec10 100901 706.50 728.00 705.75 726.75 +24.25 18,664 107,808 +2,979
Mar11 100901 718.50 739.75 718.50 738.25 +24.75 3,606 46,790 +1,292
May11 100901 715.25 731.75 714.50 731.75 +24.25 363 7,713 -10
Jul11 100901 691.75 719.00 691.75 718.75 +27.25 1,000 27,649 +178
Total Volume and Open Interest 32,773 201,796 -131
Wheat(MGE)
Sep10 100901 717.50 717.50 700.00 710.75 +14.75 4,252 1,805 -2,831
Dec10 100901 703.00 729.00 703.00 726.00 +22.50 5,413 28,351 +1,627
Mar11 100901 714.50 735.75 714.50 733.25 +20.75 913 14,330 +384
May11 100901 714.75 734.75 714.00 732.75 +23.25 131 2,424 +49
Jul11 100901 710.75 731.50 710.50 729.75 +24.75 99 6,453 +55
Total Volume and Open Interest 10,900 59,916 -671
Oats(CBOT)
Sep10 100901 273.75 276.00 267.75 267.75 +2.00 281 840 -77
Dec10 100901 278.25 283.50 278.25 279.75 +3.00 1,034 9,528 +140
Mar11 100901 293.00 293.75 287.75 290.75 +3.00 12 436 +5
May11 100901 296.75 296.75 293.75 296.75 +3.00 0 15 +0
Total Volume and Open Interest 1,347 10,844 +88
Rough Rice(CBOT)
Sep10 100901 11.12 11.19 11.06 11.09 +0.01 1,266 2,490 -450
Nov10 100901 11.33 11.51 11.25 11.34 -0.01 2,291 12,483 +236
Jan11 100901 11.65 11.72 11.53 11.60 +0.00 166 1,489 +87
Mar11 100901 11.87 11.90 11.84 11.88 +0.01 4 960 +1
Total Volume and Open Interest 3,758 19,027 -108
Live Cattle(CME)
Oct10 100901 97.250 97.930 96.950 97.750 +0.465 14,167 156,883 -2,498
Dec10 100901 99.930 100.635 99.680 100.600 +0.550 6,620 86,466 +1,891
Feb11 100901 100.330 101.100 100.200 101.080 +0.480 3,503 48,464 +623
Apr11 100901 101.800 102.450 101.750 102.430 +0.330 2,782 34,461 +871
Jun11 100901 98.300 98.700 98.230 98.550 +0.050 239 15,098 +58
Aug11 100901 97.800 98.650 97.700 98.650 +0.100 168 4,816 +47
Total Volume and Open Interest 28,761 349,070 +146
Feeder Cattle(CME)
Sep10 100901 114.250 114.650 113.650 113.885 -0.215 700 6,076 -228
Oct10 100901 115.100 115.600 114.580 114.850 -0.250 2,229 17,669 +192
Nov10 100901 115.650 116.200 115.050 115.285 -0.415 803 7,077 +252
Jan11 100901 114.600 115.150 114.230 114.800 -0.050 235 4,017 +66
Mar11 100901 114.100 114.430 113.850 114.250 -0.200 69 1,930 +11
Apr11 100901 114.100 114.600 114.100 114.180 -0.270 22 352 +4
May11 100901 114.250 114.550 114.100 114.450 -0.300 18 806 +6
Total Volume and Open Interest 4,089 37,942 +313
Lean Hogs(CME)
Oct10 100901 74.950 75.225 74.100 74.950 -0.200 9,289 90,381 -1,084
Dec10 100901 72.750 73.200 72.100 72.885 -0.400 3,547 58,781 +536
Feb11 100901 75.785 76.050 74.930 75.930 +0.130 1,242 28,344 +163
Apr11 100901 76.900 77.050 76.050 76.930 unch 468 22,380 +123
May11 100901 80.180 80.250 79.900 80.100 -0.300 27 885 +14
Jun11 100901 82.250 82.850 81.950 82.700 -0.050 140 14,030 +12
Jul11 100901 80.500 81.250 80.450 81.135 -0.465 43 2,839 +31
Aug11 100901 79.250 79.300 79.250 79.300 -0.450 29 1,715 +19
Total Volume and Open Interest 14,839 219,757 -152
Pork Bellies(CME)
Feb11 100901 105.000 105.000 105.000 105.000 -0.250 1 10 +0
Mar11 100901 104.000 104.000 104.000 104.000 +0.500 0 1 +0
May11 100901 104.000 104.000 104.000 104.000 unch      
Jul11 100901 102.000 102.000 102.000 102.000 unch      
Aug11 100901 102.500 102.500 102.500 102.500 unch      
Total Volume and Open Interest 1 11 +0
Class III Milk(CME)
Sep10 100901 16.09 16.20 16.04 16.19 +0.12 56 4,733 +35
Oct10 100901 15.78 15.90 15.75 15.88 +0.13 103 4,828 +29
Nov10 100901 15.10 15.29 15.07 15.23 +0.16 64 3,948 +27
Dec10 100901 14.72 14.77 14.65 14.75 +0.10 62 4,072 +17
Jan11 100901 14.20 14.23 14.17 14.23 +0.06 60 1,338 +49
Total Volume and Open Interest 611 28,017 +344
Cocoa(ICE)
Sep10 100901 2680 2707 2680 2707 +9 1 63 +0
Dec10 100901 2738 2766 2707 2752 +16 4,557 66,093 +270
Mar11 100901 2790 2796 2738 2778 +8 1,357 25,258 -62
May11 100901 2813 2813 2761 2794 +5 485 10,662 +114
Jul11 100901 2818 2818 2783 2808 +4 13 4,604 +0
Sep11 100901 2833 2833 2797 2822 +4 35 2,330 +34
Dec11 100901 2844 2844 2830 2830 +1 45 4,214 +17
Total Volume and Open Interest 6,493 118,181 +373
Coffee "C"(ICE)
Sep10 100901 181.40 181.60 180.00 180.50 +3.70 181 479 -77
Dec10 100901 179.65 184.20 179.30 182.35 +3.90 7,914 94,294 -259
Mar11 100901 180.00 184.00 179.70 182.40 +3.90 926 31,564 +42
May11 100901 178.70 182.00 178.70 180.85 +3.60 71 8,110 +61
Jul11 100901 177.75 181.00 177.75 179.85 +3.45 44 3,599 -12
Sep11 100901 176.90 179.75 176.90 178.95 +3.30 28 1,871 -35
Total Volume and Open Interest 9,183 140,777 -272
Orange Juice(ICE)
Sep10 100901 137.00 143.00 137.00 142.00 +4.40 710 1,886 -1,126
Nov10 100901 139.70 142.00 138.75 141.60 +1.20 1,355 15,393 +574
Jan11 100901 141.05 143.35 141.05 143.15 +1.25 68 4,416 -10
Mar11 100901 144.25 144.75 144.25 144.75 +1.20 15 640 +9
May11 100901 146.35 146.35 146.35 146.35 +1.05 0 237 +0
Jul11 100901 147.20 147.20 147.20 147.20 +0.90 3 1,199 +0
Total Volume and Open Interest 2,151 23,778 -553
Sugar #11(ICE)
Oct10 100901 19.83 20.54 19.77 20.49 +0.74 34,893 241,400 -5,784
Mar11 100901 19.36 19.98 19.32 19.96 +0.64 28,485 179,892 +2,115
May11 100901 18.24 18.90 18.24 18.89 +0.63 7,049 51,092 +97
Jul11 100901 17.32 17.87 17.31 17.83 +0.55 6,415 82,222 +1,743
Oct11 100901 17.05 17.42 17.02 17.34 +0.49 1,764 31,800 +360
Total Volume and Open Interest 79,747 652,954 -1,079
London Cocoa(LCE)
Sep10 100901 1946 1960 1901 1926 -25 3,961 54,869 -1,879
Dec10 100901 1950 1973 1916 1945 -9 4,701 43,616 +590
Mar11 100901 1964 1982 1931 1960 -8 2,421 43,756 +52
May11 100901 1974 1992 1947 1974 -4 460 16,001 -127
Jul11 100901 1984 1997 1956 1983 -3 119 6,013 +17
Sep11 100901 2003 2006 1964 1990 -2 8 4,154 +5
Dec11 100901 2013 2015 1980 1991 -5 27 8,348 +13
Total Volume and Open Interest 11,703 181,227 -1,329
London Sugar(LCE)
Oct10 100901 577.00 585.50 570.90 580.90 +2.20 4,023 28,272 -623
Dec10 100901 527.90 535.70 525.90 533.50 +4.20 1,146 18,008 +279
Mar11 100901 522.00 528.70 519.60 526.40 +1.30 1,036 11,759 +430
May11 100901 505.60 511.00 504.30 509.80 +0.50 212 4,722 +131
Aug11 100901 490.50 495.70 487.50 493.60 +2.90 65 3,640 +48
Total Volume and Open Interest 6,483 67,308 +265
Cotton(ICE)
Oct10 100901 89.08 90.74 89.00 90.13 +1.05 31 973 +5
Dec10 100901 86.20 87.90 86.01 87.41 +1.21 3,964 145,044 +58
Mar11 100901 84.74 86.00 84.37 85.54 +0.80 1,295 52,059 +392
May11 100901 85.00 85.75 85.00 85.38 +0.35 211 4,351 -15
Jul11 100901 85.60 86.15 85.35 85.52 -0.08 323 11,039 +191
Oct11 100901 80.52 80.52 80.52 80.52 +0.12 0 10 +0
Total Volume and Open Interest 5,885 217,526 +664
Lumber(CME)
Sep10 100901 203.1 206.5 202.7 204.9 +0.4 75 1,953 -25
Nov10 100901 205.0 208.7 204.9 207.0 +0.3 245 5,798 +36
Jan11 100901 224.6 227.1 224.4 226.1 +0.6 20 933 +7
Mar11 100901 240.0 242.4 240.0 242.4 unch 0 44 +0
Total Volume and Open Interest 340 8,731 +18
Crude Oil(NYM)
Oct10 100901 71.70 74.48 71.67 73.91 +1.99 260,666 310,603 +7,549
Nov10 100901 73.32 75.85 73.31 75.36 +1.82 116,289 151,598 +7,166
Dec10 100901 74.82 77.27 74.82 76.86 +1.76 89,914 195,681 +1,203
Jan11 100901 76.11 78.22 76.11 77.90 +1.71 27,431 53,751 +361
Feb11 100901 77.29 79.00 77.15 78.71 +1.66 12,573 30,780 +2,023
Mar11 100901 77.98 79.59 77.98 79.37 +1.69 8,759 36,597 +1,539
Apr11 100901 78.69 79.99 78.19 79.86 +1.72 3,723 16,432 +897
May11 100901 79.15 80.35 79.15 80.32 +1.75 3,495 12,569 +626
Jun11 100901 79.10 80.87 79.10 80.75 +1.76 11,189 53,367 +510
Jul11 100901 81.15 81.21 80.65 81.15 +1.76 2,129 25,757 +477
Aug11 100901 81.49 81.49 81.48 81.48 +1.75 1,105 8,654 -21
Sep11 100901 81.66 81.80 81.66 81.80 +1.75 1,107 11,155 -38
Oct11 100901 82.11 82.11 82.11 82.11 +1.75 594 7,129 +175
Nov11 100901 82.43 82.43 82.43 82.43 +1.74 457 12,079 +9
Dec11 100901 80.90 82.99 80.90 82.77 +1.73 14,945 117,115 -1,127
Jan12 100901 82.98 82.98 82.98 82.98 +1.72 133 10,436 +15
Total Volume and Open Interest 561,115 1,264,379 +22,340
e-miNY Crude Oil(NYM)
Sep10 100819 75.200 76.100 73.950 74.425 -1.000 11,515 5,532 +92
Oct10 100826 72.825 73.975 72.550 73.350 +0.825 15,378 4,171 +772
Nov10 100901 73.350 75.800 73.300 75.350 +1.800 202 803 -3
Dec10 100901 75.250 77.025 75.250 76.850 +1.750 162 557 +92
Jan11 100901 77.900 77.900 77.900 77.900 +1.700 1 14 -1
Feb11 100901 78.700 78.700 78.700 78.700 +1.650 0 5 +0
Mar11 100901 79.375 79.375 79.375 79.375 +1.700 0 6 +0
Apr11 100901 78.550 80.000 78.550 79.850 +1.700 0 3 +0
May11 100901 80.325 80.325 80.325 80.325 +1.750      
Jun11 100901 80.975 80.975 80.750 80.750 +1.750      
Total Volume and Open Interest 11,829 8,043 +535
Heating Oil(NYM)
Oct10 100901 199.09 205.80 198.95 204.11 +4.94 50,472 90,713 +3,180
Nov10 100901 201.54 207.85 201.54 206.32 +4.78 16,838 44,284 +1,765
Dec10 100901 204.20 210.25 204.11 208.71 +4.62 16,266 52,450 +2,433
Jan11 100901 207.00 212.60 206.90 211.39 +4.59 5,604 32,490 +607
Feb11 100901 208.80 214.34 208.80 213.13 +4.59 3,274 14,770 +217
Mar11 100901 209.75 215.39 209.75 213.95 +4.60 1,119 13,040 -57
Apr11 100901 209.90 214.89 209.90 214.04 +4.54 349 6,714 +64
May11 100901 210.20 215.55 210.20 214.35 +4.53 213 7,182 +11
Jun11 100901 210.57 215.75 210.57 214.89 +4.52 2,067 24,129 +86
Jul11 100901 216.49 216.49 216.49 216.49 +4.52 43 2,484 +30
Aug11 100901 218.24 218.24 218.24 218.24 +4.52 54 2,322 +6
Sep11 100901 220.42 220.42 220.42 220.42 +4.55 37 1,328 +7
Total Volume and Open Interest 119,770 320,084 +3,547
Gasoline(NYMEX)
Oct10 100901 185.75 190.77 184.50 188.91 +3.17 38,570 90,754 -696
Nov10 100901 185.91 191.07 185.80 189.50 +3.47 11,618 48,163 +715
Dec10 100901 187.07 192.31 187.02 190.88 +3.61 6,203 29,468 +872
Jan11 100901 190.10 194.41 190.10 193.20 +3.66 1,932 16,520 -30
Feb11 100901 192.63 196.51 192.63 195.70 +3.78 833 5,723 +85
Mar11 100901 197.14 198.75 197.05 198.13 +3.79 748 5,097 +17
Apr11 100901 209.61 211.10 209.36 210.47 +3.93 737 8,876 +73
May11 100901 211.92 211.92 211.71 211.71 +3.93 108 3,534 +20
Jun11 100901 208.50 212.83 208.50 212.83 +3.95 192 7,590 -117
Jul11 100901 213.24 213.24 213.24 213.24 +3.95 15 2,004 +0
Total Volume and Open Interest 86,407 236,022 -7,377
e-miNY RBOB Gasoline(NYM)
Oct10 100901 188.90 188.91 188.90 188.90 +3.20 0 2 +0
Nov10 100901 189.50 189.50 189.50 189.50 +3.50 0 1 +0
Dec10 100901 190.90 190.90 190.88 190.90 +3.60 0 1 +0
Jan11 100901 193.20 193.20 193.20 193.20 +3.70 0 1 +0
Total Volume and Open Interest 0 10 -4
Natural Gas(NYM)
Oct10 100901 3.790 3.878 3.708 3.762 -0.054 89,610 198,257 -4,262
Nov10 100901 4.100 4.174 4.040 4.059 -0.089 26,555 146,536 +2,005
Dec10 100901 4.456 4.504 4.386 4.415 -0.077 13,492 59,339 +1,093
Jan11 100901 4.601 4.669 4.559 4.584 -0.070 13,147 84,854 +343
Feb11 100901 4.606 4.662 4.558 4.581 -0.066 4,087 21,282 -400
Mar11 100901 4.536 4.592 4.488 4.516 -0.064 6,554 56,101 -361
Apr11 100901 4.470 4.515 4.407 4.439 -0.061 7,613 52,205 -58
May11 100901 4.506 4.535 4.442 4.465 -0.060 1,900 21,488 +99
Jun11 100901 4.550 4.587 4.503 4.520 -0.059 1,700 8,428 -136
Jul11 100901 4.600 4.658 4.568 4.591 -0.060 1,190 7,427 -19
Aug11 100901 4.655 4.706 4.620 4.641 -0.062 1,291 8,214 -4
Sep11 100901 4.669 4.727 4.640 4.663 -0.061 2,407 7,828 -367
Oct11 100901 4.761 4.807 4.719 4.745 -0.059 3,904 20,711 +792
Nov11 100901 5.015 5.038 4.971 4.998 -0.056 1,605 7,077 +342
Dec11 100901 5.311 5.353 5.280 5.303 -0.051 500 16,041 +9
Jan12 100901 5.490 5.527 5.460 5.480 -0.049 617 13,871 -44
Total Volume and Open Interest 177,035 816,014 -776
Brent Crude Oil(ICE)
Oct10 100901 74.46 76.76 74.42 76.35 +1.71 72,787 213,278 -4,654
Nov10 100901 74.76 77.14 74.75 76.72 +1.74 35,719 171,084 +1,308
Dec10 100901 75.37 77.71 75.37 77.32 +1.74 35,839 128,558 +3,666
Jan11 100901 76.15 78.23 76.15 77.94 +1.74 8,399 43,338 +4,398
Feb11 100901 76.76 78.80 76.76 78.52 +1.73 3,657 25,715 -484
Mar11 100901 77.38 79.39 77.35 79.12 +1.72 4,532 20,104 +691
Apr11 100901 77.96 79.85 77.94 79.71 +1.72 2,962 13,368 +756
May11 100901 78.49 80.38 78.47 80.25 +1.72 2,166 16,538 +178
Jun11 100901 78.99 80.95 78.97 80.76 +1.72 3,696 28,216 +426
Jul11 100901 81.24 81.24 81.24 81.24 +1.72 273 8,655 +543
Aug11 100901 81.67 81.67 81.67 81.67 +1.71 244 5,267 +131
Sep11 100901 82.05 82.05 82.05 82.05 +1.71 168 5,853 +19
Oct11 100901 82.40 82.40 82.40 82.40 +1.71 554 4,353 +185
Nov11 100901 82.73 82.73 82.73 82.73 +1.71 495 8,180 -58
Total Volume and Open Interest 179,199 813,732 +7,416
Gas Oil(ICE)
Sep10 100901 631.00 650.00 630.75 645.50 +4.25 16,815 92,827 -5,013
Oct10 100901 634.25 653.25 634.00 648.75 +4.00 31,486 120,805 +1,087
Nov10 100901 637.50 656.25 637.00 652.00 +4.25 8,667 61,921 +1,641
Dec10 100901 640.75 659.25 640.75 655.00 +4.00 8,787 92,424 +183
Jan11 100901 650.50 663.50 646.00 659.75 +4.25 2,725 44,730 +180
Feb11 100901 651.50 667.00 651.50 663.75 +4.50 481 28,311 -347
Mar11 100901 659.50 667.25 659.25 667.25 +4.50 158 17,708 +194
Apr11 100901 663.00 673.75 663.00 670.50 +4.50 264 17,058 +229
May11 100901 666.50 673.75 666.25 673.75 +4.25 76 16,572 +19
Jun11 100901 665.50 680.50 665.50 677.25 +4.25 1,369 46,401 +437
Total Volume and Open Interest 73,801 653,894 +1,428
Ethanol(CBOT)
Sep10 100901 1.945 1.945 1.941 1.944 +0.006 74 284 +33
Oct10 100901 1.836 1.843 1.833 1.839 +0.013 67 907 -18
Nov10 100901 1.785 1.798 1.785 1.792 +0.017 22 1,016 +9
Dec10 100901 1.780 1.784 1.780 1.783 +0.023 20 1,880 +2
Jan11 100901 1.783 1.785 1.783 1.784 +0.022 27 1,382 -12
Feb11 100901 1.799 1.800 1.799 1.799 +0.016 11 883 +1
Mar11 100901 1.805 1.805 1.805 1.805 +0.015 10 691 +8
Apr11 100901 1.785 1.815 1.785 1.815 +0.016 1 642 +1
Total Volume and Open Interest 292 10,301 +66
WTI Crude Oil(ICE
Oct10 100901 71.81 74.50 71.77 73.91 +1.99 58,528 87,052 +673
Nov10 100901 73.51 75.86 73.51 75.36 +1.82 32,831 60,591 +9,155
Dec10 100901 75.12 77.28 75.12 76.86 +1.76 26,961 100,363 +1,238
Jan11 100901 76.84 78.16 76.84 77.90 +1.71 4,359 16,866 +1,840
Feb11 100901 77.99 78.93 77.99 78.71 +1.66 1,588 12,248 +1,368
Mar11 100901 78.62 79.54 78.62 79.37 +1.69 2,532 9,847 +685
Apr11 100901 79.09 79.87 79.09 79.86 +1.72 1,295 7,476 +1,442
May11 100901 79.52 80.32 79.52 80.32 +1.75 814 3,837 -42
Jun11 100901 80.46 80.93 80.46 80.75 +1.76 3,227 23,153 +575
Jul11 100901 81.15 81.15 81.15 81.15 +1.76 360 10,080 -406
Aug11 100901 81.48 81.48 81.48 81.48 +1.75 315 3,646 +167
Sep11 100901 81.80 81.80 81.80 81.80 +1.75 164 3,784 +2
Oct11 100901 82.11 82.11 82.11 82.11 +1.75 71 3,149 -3
Nov11 100901 82.43 82.43 82.43 82.43 +1.74 58 5,774 -44
Dec11 100901 81.80 82.96 81.80 82.77 +1.73 4,691 46,824 -1,407
Jan12 100901 82.98 82.98 82.98 82.98 +1.72 20 4,616 +0
Total Volume and Open Interest 138,803 461,645 +15,983
US Dollar Index(ICE)
Sep10 100901 83.180 83.265 82.225 82.550 -0.705 14,616 23,878 -486
Dec10 100901 83.485 83.530 82.570 82.880 -0.715 142 944 +22
Mar11 100901 83.240 83.240 83.240 83.240 -0.715      
Total Volume and Open Interest 14,758 24,824 -464
Australian Dollar(CME)
Sep10 100901 89.10 91.04 89.00 90.72 +2.04 61,362 100,025 -1,606
Dec10 100901 88.20 90.01 88.08 89.74 +2.01 728 3,231 +115
Mar11 100901 88.78 88.78 86.81 88.78 +1.97 2 8 +1
Total Volume and Open Interest 62,092 103,420 -1,490
British Pound(CME)
Sep10 100901 153.46 154.91 153.34 154.43 +1.12 61,259 137,623 +4,009
Dec10 100901 153.40 154.80 153.22 154.34 +1.12 324 2,974 -53
Mar11 100901 153.07 154.26 153.07 154.26 +1.12 0 146 +0
Total Volume and Open Interest 61,583 140,744 +3,956
Canadian Dollar(CME)
Sep10 100901 93.88 95.36 93.85 95.01 +1.33 63,478 91,214 +995
Dec10 100901 93.74 95.17 93.71 94.85 +1.32 1,136 11,830 +261
Mar11 100901 93.56 94.86 93.38 94.70 +1.32 71 1,160 +17
Jun11 100901 93.86 94.52 93.20 94.52 +1.32 1 415 +1
Total Volume and Open Interest 64,686 104,665 +1,274
Japanese Yen(CME)
Sep10 100901 118.83 119.55 118.11 118.39 -0.57 121,878 133,134 +3,387
Dec10 100901 118.93 119.66 118.24 118.51 -0.58 1,985 3,711 +606
Mar11 100901 118.66 119.24 118.66 118.66 -0.58 0 74 +0
Total Volume and Open Interest 123,864 136,988 +3,994
Swiss Franc(CME)
Sep10 100901 98.57 99.37 98.21 98.41 unch 25,152 57,947 +2,087
Dec10 100901 98.51 99.45 98.32 98.50 unch 431 940 +258
Mar11 100901 98.61 98.61 98.60 98.61 +0.01 0 11 +0
Total Volume and Open Interest 25,583 58,899 +2,345
EuroFX(CME)
Sep10 100901 126.88 128.56 126.62 127.96 +1.34 184,358 230,064 -934
Dec10 100901 126.84 128.54 126.66 127.94 +1.34 3,014 10,340 +942
Mar11 100901 127.92 127.92 126.58 127.92 +1.34 0 313 +0
Total Volume and Open Interest 187,372 240,724 +8
Mexican Peso(CME)
Sep10 100901 755.2 766.8 755.2 762.5 +9.0 31,946 85,334 -3,612
Oct10 100901 761.0 761.0 751.8 761.0 +9.2      
Total Volume and Open Interest 32,325 87,117 -3,508
30-Year T-Bonds(CBOT)
Sep10 100901 134~100 134~190 134~100 134~190 -1~270      
Dec10 100901 135~040 135~040 132~100 133~060 -1~270 304,716 690,848 +102,039
Mar11 100901 132~140 133~290 131~190 132~020 -1~270 0 32 +0
Total Volume and Open Interest 726,673 835,984 +45,965
10-Year T-Notes(CBOT)
Sep10 100901 126~160 126~200 125~110 125~235 -0~245 1,339,427 376,668 -175,134
Dec10 100901 125~200 125~200 124~125 124~255 -0~265 844,266 1,649,268 +257,956
Mar11 100901 124~145 124~310 124~045 124~045 -0~265 0 66 +0
Total Volume and Open Interest 2,183,693 2,026,036 +82,822
5-Year T-Notes(CBOT)
Sep10 100901 120~077 120~093 120~075 120~093 -0~044      
Dec10 100901 120~043 120~043 119~089 119~122 -0~047 356,816 794,085 +96,481
Mar11 100901 119~000 119~047 119~000 119~000 -0~047      
Total Volume and Open Interest 836,802 1,071,592 -38,800
2 Year T-Notes(CBOT)
Sep10 100901 109~084 109~087 109~084 109~087 -0~005      
Dec10 100901 109~075 109~075 109~059 109~068 -0~005 237,059 592,953 +52,242
Mar11 100901 109~042 109~047 109~042 109~042 -0~005      
Total Volume and Open Interest 559,657 718,443 -24,461
Eurodollars(CME)
Sep10 100901 99.685 99.695 99.685 99.688 unch 87,407 831,730 -12,971
Dec10 100901 99.585 99.595 99.560 99.580 -0.005 115,741 1,108,120 -9,903
Mar11 100901 99.530 99.535 99.490 99.515 -0.010 171,160 1,101,014 -1,745
Jun11 100901 99.450 99.450 99.395 99.420 -0.020 151,720 887,376 -2,314
Sep11 100901 99.340 99.340 99.275 99.305 -0.025 147,002 954,486 +15,197
Dec11 100901 99.185 99.190 99.110 99.155 -0.025 158,656 739,534 +17,826
Mar12 100901 99.015 99.030 98.930 98.990 -0.030 102,294 499,944 -605
Jun12 100901 98.845 98.850 98.740 98.810 -0.035 109,132 376,455 -877
Sep12 100901 98.680 98.685 98.565 98.640 -0.040 74,459 281,004 +9,424
Dec12 100901 98.495 98.495 98.370 98.450 -0.045 51,110 193,601 -1,043
Mar13 100901 98.335 98.340 98.210 98.285 -0.055 35,146 207,394 -6,186
Jun13 100901 98.145 98.155 98.020 98.100 -0.060 30,631 130,561 -1,619
Sep13 100901 97.970 97.975 97.840 97.915 -0.070 12,849 98,713 -304
Dec13 100901 97.785 97.785 97.650 97.725 -0.075 12,148 79,872 -1,003
Mar14 100901 97.630 97.630 97.490 97.565 -0.080 11,836 77,657 -816
Jun14 100901 97.455 97.465 97.315 97.395 -0.080 8,694 49,973 -547
Sep14 100901 97.285 97.305 97.150 97.235 -0.080 5,603 38,930 -263
Dec14 100901 97.120 97.145 96.985 97.070 -0.080 3,759 60,872 -164
Total Volume and Open Interest 1,312,991 7,882,433 +2,530
30 Day Federal Funds(CBOT)
Sep10 100901 99.810 99.815 99.810 99.815 unch 4,842 51,818 -294
Oct10 100901 99.820 99.820 99.810 99.815 -0.005 3,316 66,471 -935
Nov10 100901 99.820 99.820 99.810 99.820 unch 1,927 82,425 +140
Dec10 100901 99.820 99.820 99.810 99.820 unch 2,179 76,503 +127
Jan11 100901 99.825 99.825 99.815 99.825 unch 2,757 61,969 -100
Feb11 100901 99.815 99.815 99.810 99.815 unch 1,296 55,353 -659
Total Volume and Open Interest 25,056 624,644 -241
30 Day Fed Funds(e-CBOT)
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  
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Feb11 090519 98.350 98.350 98.330 98.350 unch 0 1,700  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Sep10 100901 99.668 99.668 99.660 99.660 unch 0 1,390 +0
Dec10 100901 99.695 99.695 99.695 99.695 +0.005 0 542 +0
Mar11 100901 99.710 99.710 99.710 99.710 +0.005 0 367 +0
Jun11 100901 99.738 99.738 99.738 99.738 +0.005      
Sep11 100901 99.740 99.740 99.740 99.740 +0.005      
Dec11 100901 99.745 99.745 99.745 99.745 +0.005      
Mar12 100901 99.710 99.710 99.710 99.710 +0.005      
Jun12 100901 99.760 99.760 99.760 99.760 +0.005      
Sep12 100901 99.820 99.820 99.820 99.820 +0.005      
Dec12 100901 99.515 99.515 99.515 99.515 +0.005      
Total Volume and Open Interest 0 2,299 +0
3-Mth Euro-Yen(SGX)
Sep10 100901 99.67 99.67 99.66 99.66 +0.01 0 3,745 +0
Dec10 100901 99.71 99.71 99.69 99.69 +0.00 0 1,942 +75
Mar11 100901 99.71 99.71 99.71 99.71 +0.00 0 2,043 +0
Jun11 100901 99.74 99.74 99.74 99.74 +0.01 0 3,135 +250
Sep11 100901 99.74 99.74 99.74 99.74 +0.00 0 111 +0
Dec11 100901 99.75 99.75 99.75 99.75 +0.01 0 110 +0
Mar12 100901 99.71 99.71 99.71 99.71 +0.00 0 305 +0
Jun12 100901 99.76 99.76 99.76 99.76 +0.01 0 754 +0
Total Volume and Open Interest 0 12,457 +325
Japanese Gov't Bonds(SGX)
Sep10 100901 142.95 142.97 142.34 142.50 -0.37 2,200 24,602 +756
Dec10 100901 142.75 142.75 142.25 142.27 -0.47 566 2,150 +974
Mar11 100901 140.18 140.18 140.18 140.18 -0.47      
Total Volume and Open Interest 4,078 26,049 +494
Euro-Bund(EUREX)
Sep10 100901 134.12 134.37 133.02 133.23 -0.96 1,121,507 963,433 -11,146
Dec10 100901 132.71 132.89 131.55 131.76 -1.20 26,379 102,878 +18,483
Mar11 100901 132.27 132.37 131.59 131.74 -1.24 12 51 +11
Total Volume and Open Interest 499,309 1,084,359 +36,491
Euro-Bobl(EUREX)
Sep10 100901 122.55 122.71 122.07 122.24 -0.37 232,923 756,090 -5,564
Dec10 100901 121.30 121.39 120.76 120.92 -0.41 18,116 90,766 +10,782
Mar11 100901 120.24 120.24 120.24 120.24 -0.37      
Total Volume and Open Interest 251,039 846,856 +5,218
3-Mth Euribor(EUREX)
Sep10 100901 99.120 99.125 99.115 99.125 +0.005 19 3,423 -8
Dec10 100901 99.095 99.095 99.085 99.085 unch 38 2,691 +4
Mar11 100901 99.040 99.040 99.035 99.035 -0.010 11 1,275 -1
Total Volume and Open Interest 111 11,646 +18
Long Gilt(LIFFE)
Sep10 100827 126~01 126~18 125~20 125~30 -0~02 266,523 129,375 -63,871
Dec10 100901 125~04 125~09 124~03 124~09 -0~31 76,309 263,175 -644
Total Volume and Open Interest 131,392 317,930 -11,044
3-Mth Short Sterling(LIFFE)
Sep10 100901 99.28 99.28 99.26 99.26 -0.01 5,669 325,359 +437
Dec10 100901 99.23 99.24 99.20 99.21 -0.01 26,023 361,689 -3,962
Mar11 100901 99.18 99.20 99.15 99.16 -0.01 35,857 302,735 +5,538
Jun11 100901 99.11 99.13 99.07 99.08 -0.02 31,497 309,931 -171
Sep11 100901 99.01 99.03 98.96 98.97 -0.03 37,833 358,073 -241
Dec11 100901 98.86 98.88 98.80 98.81 -0.04 36,602 400,145 +5,956
Total Volume and Open Interest 221,222 2,574,421 +8,256
3-Mth Euribor(LIFFE)
Sep10 100901 99.125 99.125 99.115 99.125 +0.005 46,582 584,721 -5,911
Dec10 100901 99.095 99.100 99.080 99.085 unch 40,548 596,050 -5,658
Mar11 100901 99.060 99.070 99.025 99.035 -0.010 42,258 588,233 -1,565
Total Volume and Open Interest 404,563 3,687,454 +10,835
3-Mth Aus T-Bills(SFE)
Sep10 100901 95.28 95.28 95.24 95.25 -0.03 12,702 98,775 -6,066
Dec10 100901 95.38 95.40 95.29 95.32 -0.06 32,814 219,011 +4,721
Mar11 100901 95.39 95.42 95.30 95.31 -0.09 15,032 118,408 +4,914
Jun11 100901 95.41 95.44 95.31 95.31 -0.10 5,342 70,062 +177
Sep11 100901 95.39 95.43 95.29 95.29 -0.10 1,813 41,428 +883
Dec11 100901 95.33 95.34 95.24 95.24 -0.09 2,290 33,711 +1,095
Mar12 100901 95.30 95.30 95.20 95.20 -0.08 2,096 30,132 +729
Jun12 100901 95.28 95.29 95.18 95.18 -0.07 574 11,752 -81
Sep12 100901 95.19 95.19 95.16 95.16 -0.08 178 2,541 +7
Dec12 100901 95.14 95.14 95.13 95.13 -0.08 105 1,194 +96
Total Volume and Open Interest 73,354 628,273 +6,654
10-Year Aus T-Bonds(SFE)
Sep10 100901 95.25 95.29 95.20 95.20 -0.04 53,627 366,361 +18,768
Dec10 100901 95.19 95.19 95.17 95.17 -0.04      
Total Volume and Open Interest 53,627 366,361 +18,768
3-Year Aus T-Bonds(SFE)
Sep10 100901 95.71 95.74 95.61 95.62 -0.09 222,479 608,555 +27,130
Dec10 100901 95.57 95.57 95.57 95.57 -0.09      
Total Volume and Open Interest 222,479 608,555 +27,130
Gold(CMX)
Oct10 100901 1249.0 1255.3 1243.2 1246.8 -2.2 2,077 43,288 -1,940
Dec10 100901 1250.3 1256.6 1244.1 1248.1 -2.2 38,820 373,442 -112
Feb11 100901 1250.0 1257.9 1246.4 1249.6 -2.2 151 20,194 +24
Apr11 100901 1251.1 1257.3 1248.9 1250.9 -2.2 53 17,065 -1
Jun11 100901 601.8 604.8 595.2 596.9 -2.2 70 15,475 +55
Aug11 100901 1253.8 1253.8 1253.8 1253.8 -2.1 62 8,912 +0
Oct11 100901 1260.1 1260.1 1255.5 1255.5 -2.0 0 7,371 +0
Dec11 100901 1257.5 1263.0 1253.8 1257.3 -1.9 119 14,948 -25
Feb12 100901 1259.4 1259.4 1259.4 1259.4 -1.7 0 6,671 +0
Apr12 100901 1261.8 1261.8 1261.8 1261.8 -1.6 0 6,156 +0
Jun12 100901 1264.4 1264.4 1264.4 1264.4 -1.3 60 8,402 +5
Total Volume and Open Interest 41,657 563,010 -2,005
Silver(CMX)
Sep10 100901 1938.5 1949.5 1930.0 1935.9 -3.9 6,886 3,002 -3,457
Dec10 100901 1940.5 1953.5 1932.0 1939.3 -3.9 17,580 89,653 +1,989
Mar11 100901 1940.5 1953.0 1938.0 1943.7 -3.9 1,087 13,135 +693
May11 100901 1945.5 1945.9 1945.5 1945.9 -3.9 147 7,906 -1
Jul11 100901 1955.5 1960.0 1943.0 1948.1 -3.9 16 5,574 +0
Sep11 100901 1950.3 1950.3 1950.3 1950.3 -3.9 18 760 +0
Dec11 100901 1952.0 1954.5 1947.0 1953.3 -3.9 13 4,216 +3
Total Volume and Open Interest 25,898 129,420 -652
Platinum(NYMEX)
Oct10 100901 1524.1 1541.2 1518.8 1535.7 +12.2 2,116 28,217 -293
Jan11 100901 1523.7 1544.2 1523.7 1540.9 +12.4 528 2,229 +319
Apr11 100901 1544.4 1544.4 1544.4 1544.4 +12.8 8 208 +7
Jul11 100901 1544.4 1544.4 1544.4 1544.4 +12.8      
Total Volume and Open Interest 2,652 30,654 +33
Palladium(NYMEX)
Sep10 100901 503.75 525.30 503.35 518.35 +17.95 2,215 718 -1,043
Dec10 100901 503.25 529.50 500.55 520.10 +18.25 2,672 19,544 +1,069
Mar11 100901 521.40 521.40 521.40 521.40 +18.30 0 70 +0
Total Volume and Open Interest 4,887 20,344 +26
Copper(CMX)
Sep10 100901 337.10 347.65 337.10 346.85 +10.75 12,586 7,377 -6,006
Dec10 100901 338.05 348.60 337.35 347.75 +10.75 22,064 94,861 +1,964
Mar11 100901 343.00 349.20 343.00 348.50 +10.70 505 18,391 +145
May11 100901 344.75 348.60 344.75 348.60 +10.70 118 2,557 +79
Jul11 100901 344.75 348.55 344.75 348.55 +10.70 8 2,905 +5
Total Volume and Open Interest 36,734 137,728 -4,203
DJIA Index(CBOT)
Sep10 100901 10043 10280 10033 10272 +266 252 10,141 -11
Dec10 100901 10000 10205 9980 10205 +266 6 50 +1
Mar11 100901 10139 10139 9873 10139 +266      
Jun11 100901 10087 10087 9821 10087 +266      
Total Volume and Open Interest 258 10,191 -10
S & P 500(CME)
Sep10 100901 1051.10 1082.30 1050.90 1081.70 +33.40 16,539 306,125 -842
Dec10 100901 1057.00 1077.00 1056.50 1076.70 +33.40 2,417 21,338 +2,022
Mar11 100901 1071.60 1072.20 1071.60 1071.60 +33.40 50 904 +5
Jun11 100901 1066.90 1067.50 1066.90 1066.90 +33.40 275 723 +260
Total Volume and Open Interest 19,281 329,090 +1,445
S & P 500 E-Mini(Globex)
Sep10 100901 1051.75 1082.50 1050.75 1081.75 +33.50 1,506,592 2,930,569 +10,954
Dec10 100901 1047.00 1077.50 1045.75 1076.75 +33.50 11,631 74,081 +6,899
Total Volume and Open Interest 1,518,229 3,004,950 +17,851
NASDAQ 100(CME)
Sep10 100901 1773.30 1826.00 1771.50 1820.00 +53.50 481 25,166 +7
Dec10 100901 1817.50 1820.00 1817.50 1817.50 +53.70 0 121 +2
Mar11 100901 1815.00 1816.80 1815.00 1815.00 +53.70      
Total Volume and Open Interest 481 25,287 +9
NASDAQ 100 E-Mini(Globex)
Sep10 100901 1773.30 1825.00 1770.50 1820.00 +53.50 255,852 351,428 +3,781
Dec10 100901 1771.80 1822.00 1771.00 1817.50 +53.70 1,748 1,403 -83
Total Volume and Open Interest 257,601 352,844 +3,699
S & P Midcap 400(CME)
Sep10 100901 732.00 746.00 732.00 744.90 +23.80 630 3,489 -74
Dec10 100901 742.60 742.60 742.60 742.60 +23.80      
Mar11 100901 740.60 740.60 740.60 740.60 +23.80      
Total Volume and Open Interest 630 3,489 -74
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100901 9115 9115 9115 9115 +280      
Dec10 100901 8830 9120 8830 9120 +280 96 194 +66
Total Volume and Open Interest 8,321 31,358 -1,140
Nikkei 225(SGX)
Sep10 100901 8830 8935 8795 8915 +120 151,482 213,068 -2,458
Dec10 100901 8800 8875 8760 8865 +125 527 5,469 +68
Mar11 100901 8855 8855 8855 8855 +120 0 41 +0
Total Volume and Open Interest 152,016 222,228 -2,335
CAC 40(EURONEXT)
Sep10 100901 3494.0 3628.0 3478.5 3624.5 +139.0 76,465 406,975 -7,891
Oct10 100901 3498.0 3626.5 3494.5 3625.5 +139.0 39 521 +120
Nov10 100901 3608.0 3608.0 3608.0 3608.0 +139.0      
Total Volume and Open Interest 76,539 409,260 -7,736
Hang Seng Index(HKFE)
Sep10 100901 20463 20540 20391 20474 +154 63,006 86,004 -490
Oct10 100901 20455 20533 20395 20482 +168 0 205  
Total Volume and Open Interest 79,744 88,436  
DAX(EUREX)
Sep10 100901 5932.0 6088.5 5876.0 6076.0 +166.5 99,568 150,853 -2,681
Dec10 100901 5950.0 6096.0 5895.0 6084.5 +166.5 1,240 13,025 -244
Mar11 100901 5954.5 6107.0 5906.5 6096.0 +167.0 896 4,000 +674
Total Volume and Open Interest 101,704 167,878 -2,251
FT-SE 100(EURONEXT)
Sep10 100901 5243.00 5368.00 5220.00 5359.00 +157.50 111,352 647,534 +1,909
Dec10 100901 5229.00 5343.00 5199.50 5336.50 +157.50 316 9,378 +130
Mar11 100901 5207.50 5294.00 5207.50 5294.00 +157.50 0 946 +0
Total Volume and Open Interest 111,669 658,087 +2,038
SPI 200(SFE)
Sep10 100901 4388.0 4494.0 4385.0 4493.0 +106.0 51,173 226,314 +3,694
Dec10 100901 4420.0 4510.0 4420.0 4510.0 +105.0 20 4,101 +16
Mar11 100901 4499.0 4499.0 4499.0 4499.0 +106.0 0 1,498 +0
Total Volume and Open Interest 51,241 232,575 +3,662
GSCI(CME)
Sep10 100901 505.50 510.80 498.95 509.00 +10.00 357 14,271 +31
Oct10 100901 512.20 517.00 503.95 515.00 +11.00 0 2 +0
Nov10 100901 521.00 523.00 510.95 521.00 +10.00      
Total Volume and Open Interest 357 14,273 +31
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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