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MRCI's End of Day Prices
Daily Futures Price Listing Mon June 22, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul09 090622 1184.00 1184.50 1150.50 1151.50 -27.50 57,248 85,443 -4,897
Aug09 090622 1121.50 1122.50 1088.75 1090.00 -30.00 17,731 56,185 +2,842
Sep09 090622 1050.00 1051.00 1017.25 1023.00 -27.50 5,574 17,124 +487
Nov09 090622 1008.00 1009.25 970.75 981.00 -25.00 38,394 221,650 +2,740
Jan10 090622 1013.00 1013.00 978.25 988.50 -24.50 2,890 24,451 +468
Mar10 090622 1005.25 1010.00 979.00 985.25 -25.25 1,584 17,531 -291
May10 090622 989.00 1004.00 972.00 973.00 -26.00 1,173 8,652 +164
Total Volume and Open Interest 129,280 460,102 +2,452
Soybean Meal(CBOT)
Jul09 090622 390.60 392.40 375.70 377.00 -13.00 23,503 45,141 -5,540
Aug09 090622 363.50 364.60 351.10 352.30 -11.90 8,856 25,874 +292
Sep09 090622 338.10 338.10 325.00 327.00 -11.00 4,193 20,482 +301
Oct09 090622 316.00 316.00 303.80 306.50 -9.50 1,947 17,294 +147
Dec09 090622 309.00 309.30 297.10 301.00 -7.50 11,564 64,834 +2,167
Jan10 090622 300.70 305.70 294.80 297.50 -8.20 330 4,873 -1
Mar10 090622 293.80 302.50 291.60 293.80 -8.70 436 4,227 +9
May10 090622 288.00 292.50 286.50 288.30 -8.70 325 5,510 -23
Total Volume and Open Interest 51,983 192,529 -2,557
Soybean Oil(CBOT)
Jul09 090622 36.66 36.75 35.68 35.93 -0.60 38,890 54,759 -1,931
Aug09 090622 36.70 36.91 35.83 36.07 -0.61 12,475 36,370 -53
Sep09 090622 36.90 36.96 36.00 36.23 -0.61 6,869 28,777 -45
Oct09 090622 37.03 37.03 36.18 36.37 -0.64 1,752 14,801 -106
Dec09 090622 37.40 37.60 36.51 36.73 -0.65 18,463 92,037 +3,593
Jan10 090622 37.36 37.36 36.81 37.04 -0.63 437 7,475 +84
Mar10 090622 37.64 37.64 37.09 37.28 -0.59 149 3,114 +111
May10 090622 37.40 37.41 37.20 37.41 -0.56 51 3,782 +7
Total Volume and Open Interest 79,299 249,977 +1,551
Canola(WCE)
Jul09 090622 457.6 463.7 457.5 458.1 -8.7 2,604 18,094 -1,741
Nov09 090622 460.0 462.4 451.1 454.1 -8.7 8,141 82,594 +2,115
Jan10 090622 460.0 460.8 453.3 458.8 -9.2 165 8,823 +40
Mar10 090622 466.5 466.5 463.1 463.1 -8.0 6 1,462 +6
May10 090622 474.9 474.9 464.2 464.2 -8.0 0 496 +2
Total Volume and Open Interest 10,916 112,066 +422
Corn(CBOT)
Jul09 090622 396.00 399.00 380.00 385.25 -14.00 75,335 182,882 -9,224
Sep09 090622 407.75 407.75 388.25 393.50 -13.75 26,939 245,212 +2,863
Dec09 090622 421.00 421.00 400.00 405.50 -14.00 70,452 355,175 +1,889
Mar10 090622 431.00 432.00 412.50 417.00 -14.00 4,358 59,438 +388
May10 090622 439.00 439.00 421.00 425.00 -14.50 1,989 11,719 +647
Jul10 090622 446.25 446.25 430.00 432.50 -15.50 3,767 35,670 +35
Total Volume and Open Interest 189,439 957,775 -1,944
Wheat(CBOT)
Jul09 090622 555.00 555.50 542.00 546.00 -9.25 31,956 68,205 -5,174
Sep09 090622 584.25 584.50 571.00 575.00 -9.50 18,138 126,249 +1,467
Dec09 090622 611.25 611.25 597.25 601.50 -9.25 12,138 85,811 +1,075
Mar10 090622 623.50 624.00 614.50 618.50 -8.75 1,112 10,551 +282
May10 090622 632.00 638.25 626.75 630.25 -8.00 66 1,119 +26
Total Volume and Open Interest 64,720 334,473 -2,103
Wheat(KCBT)
Jul09 090622 614.25 614.25 600.25 604.00 -10.75 5,540 23,545 -1,286
Sep09 090622 622.75 624.25 613.00 614.00 -11.25 3,130 29,691 +337
Dec09 090622 638.25 639.00 629.00 629.75 -11.00 3,207 28,978 -770
Mar10 090622 650.00 650.00 644.75 645.00 -11.00 358 2,524 +154
May10 090622 655.00 656.50 651.00 651.00 -11.00 1 462 -1
Total Volume and Open Interest 12,417 95,760 -1,538
Wheat(MGE)
Jul09 090622 695.50 695.50 687.50 693.50 -5.50 2,393 4,735 -168
Sep09 090622 695.75 695.75 684.75 689.75 -6.00 2,951 12,561 +496
Dec09 090622 707.00 708.00 697.00 701.50 -6.25 1,778 9,125 +801
Mar10 090622 710.00 716.25 708.50 713.25 -6.25 420 2,411 +169
May10 090622 715.75 722.00 715.00 719.00 -6.75 96 590 -16
Total Volume and Open Interest 7,799 34,899 +1,273
Oats(CBOT)
Jul09 090622 212.00 212.00 197.50 203.50 -8.50 376 2,691 -180
Sep09 090622 221.50 221.50 207.75 213.00 -8.50 133 2,483 +12
Dec09 090622 232.00 233.50 221.00 226.50 -8.50 459 7,364 +153
Mar10 090622 235.00 248.00 234.00 239.50 -8.50 0 145 +0
Total Volume and Open Interest 968 12,684 -15
Rough Rice(CBOT)
Jul09 090622 12.19 12.26 12.11 12.15 -0.15 243 1,588 -50
Sep09 090622 12.29 12.30 12.15 12.17 -0.22 438 4,360 +133
Nov09 090622 12.32 12.45 12.21 12.21 -0.24 104 1,976 +15
Jan10 090622 12.44 12.65 12.44 12.44 -0.21 3 262 +3
Total Volume and Open Interest 800 8,584 +110
Live Cattle(CME)
Jun09 090622 81.100 81.500 81.050 81.475 +0.545 1,422 6,738 -613
Aug09 090622 82.300 82.900 82.150 82.850 +0.715 8,959 108,550 +227
Oct09 090622 87.750 88.550 87.650 88.535 +0.785 5,472 55,898 +1,142
Dec09 090622 89.135 89.250 88.480 89.050 +0.165 2,780 25,873 +440
Feb10 090622 90.400 90.430 89.350 89.550 -0.550 2,252 10,088 -673
Apr10 090622 91.550 91.550 90.550 91.080 -0.370 1,249 4,551 +672
Total Volume and Open Interest 22,282 213,421 +1,301
Feeder Cattle(CME)
Aug09 090622 98.250 99.050 98.150 98.930 +0.830 1,398 14,891 -273
Sep09 090622 98.250 99.050 98.250 98.885 +0.635 389 2,144 +67
Oct09 090622 98.250 99.100 98.250 99.050 +0.650 488 4,536 +126
Nov09 090622 98.750 99.400 98.600 99.300 +0.700 217 1,048 +129
Jan10 090622 98.000 98.635 98.000 98.400 +0.700 2 342 +0
Mar10 090622 97.500 97.500 97.300 97.300 +0.050 0 48 +0
Apr10 090622 96.900 96.900 96.900 96.900 unch 0 20 +0
Total Volume and Open Interest 2,494 23,033 +49
Lean Hogs(CME)
Jul09 090622 61.430 61.600 59.950 60.450 -0.980 7,886 17,542 -1,110
Aug09 090622 61.500 61.600 60.285 60.850 -0.950 9,192 62,300 +1,267
Oct09 090622 57.900 57.900 56.350 56.880 -1.070 3,008 27,368 -395
Dec09 090622 59.830 59.830 58.200 58.680 -1.250 1,294 18,301 -138
Feb10 090622 65.250 65.285 63.735 64.600 -0.850 476 4,022 +305
Apr10 090622 69.000 69.000 67.800 68.535 -0.465 63 1,718 +26
May10 090622 73.035 74.975 73.000 74.975 unch 12 172 +12
Jun10 090622 75.785 76.450 75.600 76.450 -0.130 65 922 +48
Total Volume and Open Interest 22,052 132,814 +61
Pork Bellies(CME)
Jul09 090622 61.330 62.735 60.750 61.900 +1.750 51 320 -5
Aug09 090622 62.200 63.500 60.900 62.700 +1.900 60 392 +17
Feb10 090622 90.000 90.300 90.000 90.300 unch 7 106 +5
Mar10 090622 89.400 90.000 89.400 89.400 unch 0 41 +0
May10 090622 93.000 93.000 93.000 93.000 unch      
Total Volume and Open Interest 118 859 +17
Class III Milk(CME)
Jun09 090622 9.95 9.99 9.93 9.94 +0.01 198 5,151 +91
Jul09 090622 10.03 10.07 10.02 10.05 +0.04 267 4,137 +131
Aug09 090622 10.60 10.70 10.55 10.62 +0.07 159 3,808 +5
Sep09 090622 11.52 11.60 11.40 11.47 -0.03 381 3,401 +50
Oct09 090622 12.40 12.58 12.31 12.42 -0.03 105 3,058 +9
Total Volume and Open Interest 1,634 28,477 +456
Cocoa(ICE)
Jul09 090622 2481 2481 2453 2453 -52 130 507 -96
Sep09 090622 2510 2510 2475 2480 -40 4,588 57,193 -642
Dec09 090622 2527 2527 2499 2503 -39 626 26,991 -73
Mar10 090622 2544 2544 2506 2510 -39 1,257 15,372 +756
May10 090622 2525 2535 2516 2518 -36 164 3,693 +129
Jul10 090622 2538 2538 2525 2525 -35 9 3,570 +0
Sep10 090622 2540 2540 2527 2527 -34 4 2,242 +4
Total Volume and Open Interest 6,778 113,584 +78
Coffee "C"(ICE)
Jul09 090622 116.95 117.90 116.35 117.70 +1.00 5,195 10,026 -2,872
Sep09 090622 119.70 120.90 119.20 120.45 +0.75 11,138 69,093 -491
Dec09 090622 122.40 123.55 122.00 123.20 +0.65 2,074 22,876 +21
Mar10 090622 124.50 126.15 124.50 125.90 +0.65 108 12,125 -12
May10 090622 127.15 128.10 126.75 127.85 +0.70 17 3,162 +1
Jul10 090622 129.60 129.60 129.60 129.60 +0.65 0 1,256 +0
Total Volume and Open Interest 18,567 120,925 -3,384
Orange Juice(ICE)
Jul09 090622 77.30 78.00 75.00 75.05 -2.25 1,055 7,331 -123
Sep09 090622 80.30 81.15 78.05 78.40 -2.00 1,709 17,791 +441
Nov09 090622 83.70 83.70 81.40 81.60 -2.10 463 4,333 +354
Jan10 090622 86.75 86.75 84.65 84.95 -2.05 59 927 +41
Mar10 090622 89.55 89.55 88.20 88.20 -2.10 31 759 +31
May10 090622 91.40 91.40 91.40 91.40 -2.15 1 87 +1
Total Volume and Open Interest 3,318 31,459 +745
Sugar #11(ICE)
Jul09 090622 14.99 15.10 14.77 15.07 +0.07 24,662 114,766 -9,844
Oct09 090622 16.04 16.28 15.77 16.24 +0.17 35,389 284,077 -137
Mar10 090622 16.98 17.24 16.78 17.20 +0.16 4,999 143,490 +188
May10 090622 16.60 17.02 16.57 16.96 +0.14 725 34,169 +24
Jul10 090622 16.45 16.70 16.41 16.69 +0.11 1,545 66,650 +141
Total Volume and Open Interest 69,043 748,982 -9,620
Sugar #14(ICE)
Sep09 090622 22.45 22.50 22.45 22.49 +0.04 25 2,515 -25
Total Volume and Open Interest 25 2,515 -25
London Cocoa(LCE)
Jul09 090622 1563 1573 1550 1556 -14 2,178 47,584 -709
Sep09 090622 1596 1601 1578 1584 -17 2,924 41,129 -261
Dec09 090622 1600 1605 1580 1586 -21 1,121 29,782 +453
Mar10 090622 1597 1598 1580 1586 -17 808 26,425 +267
May10 090622 1596 1600 1585 1590 -11 147 14,033 -105
Jul10 090622 1589 1596 1585 1590 -11 0 4,303 +0
Sep10 090622 1593 1593 1579 1586 -13 0 2,453 +0
Total Volume and Open Interest 7,178 168,747 -355
London Coffee(LCE)
London Sugar(LCE)
Aug09 090622 426.00 426.00 421.00 422.90 -3.20 2,666 31,858 -631
Oct09 090622 436.00 436.00 431.20 434.60 -2.30 1,710 29,680 +94
Dec09 090622 440.50 442.90 439.10 442.90 -1.20 26 8,403 +17
Mar10 090622 446.70 449.60 446.70 449.60 -1.50 29 8,765 -12
May10 090622 447.80 447.80 447.80 447.80 -0.90 5 1,396 +1
Total Volume and Open Interest 4,524 82,378 -508
Cotton(ICE)
Jul09 090622 51.58 51.80 50.15 50.51 -1.05 4,633 8,681 -3,783
Oct09 090622 54.30 54.59 52.91 53.41 -0.84 988 2,596 +375
Dec09 090622 56.32 56.65 54.77 55.49 -0.89 9,738 86,538 +1,785
Mar10 090622 59.00 59.00 57.40 58.09 -0.91 199 10,662 -8
May10 090622 59.07 59.39 58.75 59.39 -0.83 37 648 +33
Jul10 090622 61.06 61.06 60.00 60.64 -0.83 5 1,738 +0
Total Volume and Open Interest 15,621 112,947 -1,593
Lumber(CME)
Jul09 090622 215.3 216.0 209.2 210.9 -3.7 325 1,924 -72
Sep09 090622 232.8 234.6 229.2 232.8 -0.2 419 5,418 +42
Nov09 090622 225.8 227.2 222.6 227.2 -0.7 60 1,102 +6
Jan10 090622 241.0 244.9 238.0 244.9 -1.7 68 676 +6
Total Volume and Open Interest 873 9,166 -18
Crude Oil(NYM)
Jul09 090622 69.89 69.89 66.25 66.93 -2.62 178,851 53,282 -22,375
Aug09 090622 70.20 70.30 66.67 67.50 -2.52 150,454 268,886 +2,397
Sep09 090622 71.00 71.17 67.55 68.32 -2.56 44,965 128,422 -3,805
Oct09 090622 71.60 71.60 68.33 69.07 -2.57 12,659 45,925 +1,146
Nov09 090622 72.00 72.00 69.10 69.77 -2.56 6,405 27,166 +346
Dec09 090622 72.96 72.96 69.69 70.37 -2.52 27,721 152,887 +2,146
Jan10 090622 71.51 71.73 70.31 70.83 -2.49 1,434 26,307 +323
Feb10 090622 71.05 71.24 70.77 71.24 -2.44 910 19,021 +50
Mar10 090622 72.45 72.50 71.31 71.64 -2.40 1,393 17,868 +88
Apr10 090622 72.83 72.83 71.63 72.06 -2.35 882 9,153 +204
May10 090622 73.61 73.61 72.19 72.48 -2.31 574 9,116 +32
Jun10 090622 74.00 74.30 72.43 72.90 -2.27 5,334 43,982 -676
Jul10 090622 74.48 74.48 72.72 73.27 -2.23 3,888 37,689 -278
Aug10 090622 73.33 73.60 73.33 73.60 -2.20 2,244 5,404 -196
Sep10 090622 73.93 73.93 73.93 73.93 -2.17 2,646 8,367 -499
Oct10 090622 74.27 74.27 74.27 74.27 -2.13 1,022 4,816 +375
Total Volume and Open Interest 455,568 1,164,861 -20,113
e-miNY Crude Oil(NYM)
Jun09 090515 58.475 58.925 56.075 56.350 -1.675 9,865 5,162 -184
Jul09 090528 62.975 65.425 62.750 65.075 +2.625 8,778 3,598 +199
Aug09 090622 70.150 70.325 66.675 67.500 -2.525 3,478 1,801 +243
Sep09 090622 71.250 71.250 67.550 68.325 -2.550 125 272 +37
Oct09 090622 71.275 71.275 68.800 69.075 -2.575 41 105 +40
Nov09 090622 69.775 69.775 69.775 69.775 -2.550 0 22 +0
Dec09 090622 71.725 71.725 70.100 70.375 -2.525 7 104 -1
Jan10 090622 72.375 72.375 70.825 70.825 -2.500      
Feb10 090622 71.250 71.250 71.250 71.250 -2.425      
Mar10 090622 71.650 71.650 71.650 71.650 -2.400 0 1 +0
Total Volume and Open Interest 12,518 5,799 -9
Heating Oil(NYM)
Jul09 090622 179.25 180.58 171.32 172.75 -5.92 36,402 37,682 -2,627
Aug09 090622 182.69 184.17 175.29 176.83 -5.80 17,021 50,622 +2,145
Sep09 090622 186.28 187.18 179.48 180.99 -5.66 7,729 33,873 -428
Oct09 090622 190.18 190.18 183.45 184.77 -5.58 3,608 23,354 +480
Nov09 090622 190.51 190.51 186.62 187.83 -5.52 2,500 14,626 -361
Dec09 090622 196.00 196.00 189.53 190.80 -5.43 4,365 33,563 +69
Jan10 090622 195.12 195.64 192.54 193.80 -5.33 1,261 14,987 +20
Feb10 090622 196.23 196.23 194.50 195.75 -5.18 569 9,495 +87
Mar10 090622 197.20 197.20 195.80 196.70 -5.03 294 6,918 -17
Apr10 090622 196.22 197.30 195.88 196.90 -4.98 602 5,411 +219
May10 090622 196.85 197.75 196.85 197.50 -4.93 415 5,761 +64
Jun10 090622 200.18 200.18 197.00 198.35 -4.83 915 15,166 -269
Total Volume and Open Interest 77,438 289,254 -238
Gasoline(NYMEX)
Jul09 090622 192.40 193.84 182.67 185.97 -6.47 32,454 45,081 -1,372
Aug09 090622 191.72 192.60 182.50 185.55 -6.17 20,898 70,701 +1,243
Sep09 090622 190.20 190.43 182.09 184.86 -5.81 9,828 43,654 +404
Oct09 090622 180.52 180.52 171.63 174.32 -5.38 4,879 21,281 +786
Nov09 090622 174.55 174.55 170.50 173.00 -5.32 3,287 9,732 +676
Dec09 090622 176.00 176.70 171.41 173.58 -5.34 3,489 12,990 +431
Jan10 090622 174.93 175.83 174.90 175.83 -5.29 1,758 4,662 +262
Feb10 090622 178.33 178.33 178.33 178.33 -5.19 593 2,093 +95
Mar10 090622 180.71 181.13 180.71 181.13 -5.09 758 2,739 +591
Apr10 090622 193.95 194.98 193.95 194.98 -5.04 100 2,751 +65
Total Volume and Open Interest 78,541 224,163 +3,392
e-miNY RBOB Gasoline(NYM)
Jul09 090622 1.92 1.92 1.92 1.86 -0.06 0 1 +0
Aug09 090622 185.55 185.55 185.55 185.55 -6.17      
Sep09 090622 184.86 184.86 184.86 184.86 -5.81      
Oct09 090622 174.32 174.32 174.32 174.32 -5.38      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Jul09 090622 4.040 4.105 3.860 3.933 -0.099 101,294 58,608 -1,667
Aug09 090622 4.193 4.245 3.996 4.071 -0.122 45,558 101,187 +2,395
Sep09 090622 4.300 4.355 4.114 4.187 -0.130 15,597 86,625 +1,394
Oct09 090622 4.489 4.550 4.311 4.381 -0.133 15,685 74,776 -1,646
Nov09 090622 5.155 5.155 4.955 5.016 -0.135 4,760 32,142 -70
Dec09 090622 5.815 5.815 5.618 5.666 -0.146 3,899 42,490 +385
Jan10 090622 6.110 6.110 5.909 5.963 -0.146 5,585 35,514 -287
Feb10 090622 6.078 6.095 5.938 5.993 -0.143 996 19,171 -252
Mar10 090622 6.039 6.039 5.875 5.928 -0.141 1,880 37,211 +60
Apr10 090622 5.946 5.946 5.755 5.803 -0.136 1,782 35,232 -166
May10 090622 5.950 5.950 5.800 5.846 -0.133 156 15,255 +3
Jun10 090622 6.000 6.030 5.899 5.941 -0.133 122 8,819 -45
Jul10 090622 6.007 6.052 6.007 6.051 -0.133 395 7,963 -77
Aug10 090622 6.111 6.138 6.095 6.138 -0.133 254 9,492 -136
Sep10 090622 6.326 6.326 6.160 6.198 -0.128 74 6,803 +7
Oct10 090622 6.377 6.390 6.270 6.311 -0.125 716 16,271 +133
Total Volume and Open Interest 199,260 716,962 -125
Brent Crude Oil(ICE)
Aug09 090622 69.47 69.62 66.12 66.98 -2.21 101,337 172,433 -3,581
Sep09 090622 69.88 70.32 66.81 67.67 -2.25 35,006 110,151 -3,508
Oct09 090622 70.74 70.93 67.52 68.36 -2.26 17,275 56,902 +558
Nov09 090622 71.09 71.61 68.31 69.10 -2.28 9,045 24,668 +1,828
Dec09 090622 71.78 72.26 69.00 69.79 -2.28 16,035 89,355 +3,506
Jan10 090622 71.61 71.84 70.18 70.36 -2.27 3,742 22,878 -354
Feb10 090622 72.12 72.32 70.87 70.87 -2.24 1,857 15,384 +925
Mar10 090622 72.61 72.80 71.35 71.37 -2.22 1,634 8,860 -247
Apr10 090622 73.28 73.28 71.86 71.86 -2.21 1,873 5,473 +289
May10 090622 72.34 72.34 72.34 72.34 -2.17 1,532 4,812 +347
Jun10 090622 75.00 75.00 72.32 72.79 -2.12 1,694 30,046 +304
Jul10 090622 73.19 73.19 73.19 73.19 -2.09 145 8,762 -74
Aug10 090622 73.54 73.54 73.54 73.54 -2.06 51 5,906 -26
Sep10 090622 75.00 75.00 73.90 73.90 -2.00 43 2,398 -20
Total Volume and Open Interest 195,442 698,538 -1,088
Gas Oil(ICE)
Jul09 090622 568.25 568.25 544.75 548.00 -35.25 37,607 110,250 -2,969
Aug09 090622 583.00 583.00 555.75 559.00 -35.50 30,182 73,981 +2,698
Sep09 090622 585.75 589.00 567.00 570.25 -35.00 13,334 47,787 -1,149
Oct09 090622 595.25 599.00 577.50 580.50 -34.75 4,089 33,942 +281
Nov09 090622 605.00 607.50 587.75 590.25 -34.00 2,236 21,760 +323
Dec09 090622 613.25 616.75 596.25 598.75 -33.75 7,037 64,117 +880
Jan10 090622 624.75 624.75 606.50 608.00 -33.25 1,614 28,394 -18
Feb10 090622 617.50 617.50 615.50 615.50 -32.50 653 13,858 +285
Mar10 090622 621.75 621.75 621.75 621.75 -32.25 215 15,926 -165
Apr10 090622 628.00 628.00 628.00 628.00 -32.00 205 8,103 -162
Total Volume and Open Interest 98,331 515,758 +244
Ethanol(CBOT)
Jun09 090603 1.750 1.750 1.750 1.750 -0.030 15 94 -17
Jul09 090622 1.680 1.680 1.670 1.680 -0.028 102 560 -30
Aug09 090622 1.670 1.670 1.660 1.668 -0.028 45 514 +25
Sep09 090622 1.660 1.660 1.640 1.656 -0.037 0 348 +0
Oct09 090622 1.660 1.660 1.640 1.654 -0.031 0 275 +0
Nov09 090622 1.650 1.650 1.632 1.650 -0.020 3 327 -7
Dec09 090622 1.650 1.655 1.640 1.650 -0.030 0 434 +0
Jan10 090622 1.640 1.665 1.640 1.655 -0.036 12 415 +5
Total Volume and Open Interest 213 4,166 +8
US Dollar Index(ICE)
Sep09 090622 80.620 81.300 80.620 81.140 +0.510 4,617 17,691 -297
Dec09 090622 81.520 81.575 81.510 81.510 +0.500 6 2,066 +6
Mar10 090622 81.710 81.710 81.710 81.710 +0.510      
Total Volume and Open Interest 4,623 19,757 -291
Australian Dollar(CME)
Sep09 090622 80.00 80.10 77.50 78.36 -1.74 65,257 76,680 +3,857
Dec09 090622 78.75 79.60 77.34 77.86 -1.74 53 251 +10
Mar10 090622 77.35 79.09 77.35 77.35 -1.74 0 15 +0
Total Volume and Open Interest 65,310 76,947 +3,867
British Pound(CME)
Sep09 090622 164.98 165.13 163.17 163.42 -1.71 119,022 81,655 +1,028
Dec09 090622 164.52 165.09 163.17 163.38 -1.71 59 246 +1
Mar10 090622 163.39 165.10 163.39 163.39 -1.71      
Total Volume and Open Interest 119,081 81,903 +1,029
Canadian Dollar(CME)
Sep09 090622 88.20 88.28 86.57 86.84 -1.35 60,417 72,636 +1,557
Dec09 090622 87.75 88.27 86.64 86.90 -1.36 116 2,036 -47
Mar10 090622 86.93 88.36 86.81 86.98 -1.38 0 470 +0
Jun10 090622 87.08 88.46 86.94 87.08 -1.38 11 95 +0
Total Volume and Open Interest 60,544 75,371 +1,510
Japanese Yen(CME)
Sep09 090622 103.99 104.58 103.93 104.37 +0.35 74,476 66,146 +1,199
Dec09 090622 104.36 104.70 104.16 104.52 +0.35 4 153 -3
Mar10 090622 104.78 104.78 104.43 104.78 +0.35 0 14 +0
Total Volume and Open Interest 74,480 66,314 +1,196
Swiss Franc(CME)
Sep09 090622 92.68 92.77 91.87 92.18 -0.54 55,131 31,429 -366
Dec09 090622 92.37 92.87 92.05 92.33 -0.54 4 39 +3
Mar10 090622 92.56 93.10 92.45 92.56 -0.54      
Total Volume and Open Interest 55,135 31,468 -363
EuroFX(CME)
Sep09 090622 139.42 139.45 138.18 138.62 -0.86 202,615 110,102 +1,595
Dec09 090622 138.60 138.92 138.18 138.61 -0.86 56 425 +20
Mar10 090622 138.64 139.50 138.44 138.64 -0.86 4 324 +3
Total Volume and Open Interest 202,675 110,854 +1,618
Mexican Peso(CME)
Jul09 090622 747.8 748.0 747.8 747.8 -0.2      
Aug09 090622 743.8 744.0 743.8 743.8 -0.2      
Total Volume and Open Interest 8,409 38,793 +311
30-Year T-Bonds(CBOT)
Sep09 090622 114~310 116~130 114~235 116~115 +1~160 262,214 694,289 +1,675
Dec09 090622 115~000 115~010 113~170 115~010 +1~160 99 386 +40
Mar10 090622 114~045 114~045 112~205 114~045 +1~160 0 51 +0
Total Volume and Open Interest 264,733 699,379 +1,626
10-Year T-Notes(CBOT)
Sep09 090622 114~140 115~080 114~080 115~045 +0~245 922,654 1,074,891 +24,593
Dec09 090622 113~150 113~225 112~300 113~225 +0~245 4 14 +2
Mar10 090622 112~225 112~225 111~300 112~225 +0~245      
Total Volume and Open Interest 931,014 1,090,722 +19,820
5-Year T-Notes(CBOT)
Sep09 090622 113~054 113~120 113~044 113~112 +0~059 478,051 799,826 +29,967
Dec09 090622 112~068 112~068 112~009 112~068 +0~059 0 500 +0
Mar10 090622 112~068 112~068 112~009 112~068 +0~059      
Total Volume and Open Interest 485,511 827,058 +29,810
2 Year T-Notes(CBOT)
Sep09 090622 107~097 107~117 107~089 107~115 +0~024 258,189 520,665 +1,591
Dec09 090622 107~056 107~056 107~032 107~056 +0~024      
Mar10 090622 107~056 107~056 107~032 107~056 +0~024      
Total Volume and Open Interest 259,962 523,730 +482
Eurodollars(CME)
Sep09 090622 99.220 99.270 99.220 99.255 +0.040 422,300 1,077,371 +22,467
Dec09 090622 98.940 99.020 98.940 99.005 +0.070 385,735 886,961 -7,479
Mar10 090622 98.650 98.750 98.640 98.740 +0.110 413,647 730,096 -9,401
Jun10 090622 98.245 98.380 98.240 98.370 +0.145 345,595 537,615 -5,305
Sep10 090622 97.830 98.000 97.830 97.985 +0.165 386,552 460,179 +14,849
Dec10 090622 97.415 97.585 97.415 97.570 +0.160 294,602 587,132 +4,746
Mar11 090622 97.075 97.225 97.065 97.205 +0.150 227,746 327,555 +2,319
Jun11 090622 96.705 96.860 96.705 96.835 +0.135 174,976 314,713 +16,379
Sep11 090622 96.405 96.530 96.395 96.510 +0.125 78,500 234,674 +3,651
Dec11 090622 96.130 96.225 96.105 96.210 +0.115 68,393 149,212 +1,743
Mar12 090622 95.935 96.010 95.900 96.000 +0.105 52,936 112,109 +2,684
Jun12 090622 95.740 95.820 95.720 95.805 +0.095 43,667 109,108 +609
Sep12 090622 95.580 95.665 95.580 95.645 +0.090 19,961 68,424 +786
Dec12 090622 95.445 95.510 95.445 95.490 +0.090 19,542 58,798 +2,166
Mar13 090622 95.350 95.415 95.350 95.395 +0.090 16,522 62,887 +237
Jun13 090622 95.240 95.300 95.235 95.280 +0.090 17,893 28,602 -708
Sep13 090622 95.070 95.195 95.070 95.180 +0.090 7,566 40,312 +285
Dec13 090622 95.035 95.085 95.010 95.065 +0.090 9,464 27,959 -451
Total Volume and Open Interest 3,062,568 6,049,279 +62,955
30 Day Federal Funds(CBOT)
Jun09 090622 99.780 99.783 99.777 99.780 unch 8,005 56,649 -1,511
Jul09 090622 99.775 99.780 99.770 99.780 unch 5,150 48,535 +2,275
Aug09 090622 99.765 99.770 99.755 99.765 unch 3,517 42,559 +1,060
Sep09 090622 99.740 99.745 99.735 99.740 +0.005 4,438 30,650 -999
Oct09 090622 99.720 99.725 99.710 99.720 +0.005 6,805 31,501 +1,383
Nov09 090622 99.680 99.690 99.665 99.680 +0.010 11,576 57,107 +2,198
Total Volume and Open Interest 75,808 413,823 +4,848
30 Day Fed Funds(e-CBOT)
Jun09 090519 99.805 99.810 99.800 99.805 -0.005 4,060 48,665 -408
Jul09 090519 99.790 99.795 99.790 99.790 -0.010 5,385 41,577 +291
Aug09 090519 99.770 99.780 99.770 99.780 +0.005 5,737 37,356 +148
Sep09 090519 99.750 99.765 99.750 99.765 +0.015 3,734 31,001 +374
Oct09 090519 99.735 99.745 99.730 99.745 +0.015 5,755 31,232 +484
Nov09 090519 99.690 99.700 99.690 99.700 +0.015 4,682 48,902 +609
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Sep09 090622 99.50 99.50 99.50 99.50 unch      
Dec09 090622 99.51 99.51 99.50 99.50 -0.01      
Mar10 090622 99.50 99.50 99.50 99.50 unch      
Jun10 090622 99.47 99.47 99.47 99.47 unch      
Sep10 090622 99.42 99.42 99.42 99.42 unch      
Dec10 090622 99.38 99.38 99.37 99.37 -0.01      
Mar11 090622 99.29 99.29 99.29 99.29 unch      
Jun11 090622 99.23 99.23 99.22 99.22 -0.01      
Sep11 090622 99.22 99.22 99.22 99.22 unch      
Dec11 090622 99.03 99.03 99.03 99.03 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090622 99.50 99.50 99.50 99.50 unch 137 9,212 +2
Dec09 090622 99.50 99.50 99.50 99.50 unch 211 3,074 +69
Mar10 090622 99.50 99.50 99.49 99.49 unch 201 2,498 +1
Jun10 090622 99.46 99.46 99.46 99.46 unch 0 1,023 +0
Sep10 090622 99.41 99.41 99.41 99.41 unch 0 281 +0
Dec10 090622 99.36 99.36 99.36 99.36 unch 0 252 +0
Mar11 090622 99.28 99.28 99.28 99.28 unch 0 412 +0
Jun11 090622 99.22 99.22 99.22 99.22 unch 0 52 +0
Total Volume and Open Interest 549 18,493 +166
Japanese Gov't Bonds(SGX)
Sep09 090622 137.03 137.15 136.94 137.15 +0.20 2,913 16,606 -699
Dec09 090622 136.76 136.76 136.76 136.76 +0.20      
Mar10 090622 136.53 136.53 136.53 136.53 +0.20      
Total Volume and Open Interest 2,913 15,806 -800
Euro-Bund(EUREX)
Sep09 090619 119.24 119.85 118.78 119.69 +0.41 634,234 854,359 -14,134
Dec09 090619 117.54 118.56 117.54 118.39 +0.42 11 53 -17
Mar10 090619 118.21 118.21 118.21 118.21 +0.53      
Total Volume and Open Interest 634,245 854,412 -14,151
Euro-Bobl(EUREX)
Sep09 090622 114.82 114.97 114.67 114.95 +0.30 306,661 639,977 +6,307
Dec09 090622 113.40 113.72 113.40 113.71 +0.20 77 80 +2
Mar10 090622 113.30 113.30 113.30 113.30 +0.14      
Total Volume and Open Interest 407,377 653,721 +11,069
3-Mth Euribor(EUREX)
Jun09 090519 98.885 98.895 98.845 98.845 -0.050 2 10,374 +4,965
Sep09 090615 98.785 98.820 98.780 98.810 +0.035 0 14,453 -137
Dec09 090619 98.730 98.780 98.730 98.780 +0.050 62 4,827 -50
Total Volume and Open Interest 1,951 31,606 +885
Long Gilt(LIFFE)
Jun09 090619 118~01 118~20 118~01 118~17 +0~10 663 38,980 +151
Sep09 090622 116~28 117~22 116~28 117~19 +0~21 85,550 220,114 +910
Total Volume and Open Interest 85,927 258,845 +661
3-Mth Short Sterling(LIFFE)
Sep09 090622 98.75 98.79 98.74 98.78 +0.03 58,130 266,329 +6,204
Dec09 090622 98.55 98.60 98.53 98.59 +0.04 71,390 250,676 -264
Mar10 090622 98.28 98.37 98.25 98.35 +0.08 99,489 356,345 +2,250
Jun10 090622 97.80 97.91 97.76 97.89 +0.09 98,247 272,899 -531
Sep10 090622 97.30 97.44 97.28 97.41 +0.10 105,256 246,703 +4,454
Dec10 090622 96.82 96.94 96.78 96.91 +0.10 86,605 190,698 +11,585
Total Volume and Open Interest 675,706 1,942,208 +42,217
3-Mth Euribor(LIFFE)
Sep09 090622 98.870 98.890 98.860 98.880 +0.010 155,017 649,428 +7,287
Dec09 090622 98.770 98.790 98.755 98.770 -0.010 154,591 516,428 +4,294
Mar10 090622 98.635 98.650 98.600 98.625 unch 192,298 492,724 +7,714
Total Volume and Open Interest 1,198,586 3,106,687 +70,109
3-Mth Aus T-Bills(SFE)
Sep09 090622 96.71 96.79 96.71 96.78 +0.07 19,120 289,248 +2,943
Dec09 090622 96.49 96.64 96.49 96.61 +0.11 22,071 194,875 +9,461
Mar10 090622 96.13 96.30 96.13 96.22 +0.09 15,647 118,567 +8,769
Jun10 090622 95.67 95.82 95.66 95.72 +0.07 5,097 78,329 +1,721
Sep10 090622 95.20 95.34 95.18 95.24 +0.06 3,352 47,010 +684
Dec10 090622 94.77 94.92 94.77 94.83 +0.07 1,303 28,715 +808
Mar11 090622 94.42 94.59 94.42 94.46 +0.04 232 15,992 -11
Jun11 090622 94.16 94.25 94.12 94.13 +0.04 749 10,025 +107
Sep11 090622 93.87 93.87 93.83 93.83 +0.02 680 2,850 +529
Dec11 090622 93.61 93.61 93.53 93.53 -0.03 100 786 +92
Total Volume and Open Interest 68,359 787,127 +25,103
10-Year Aus T-Bonds(SFE)
Sep09 090617 94.54 94.63 94.51 94.52 -0.04 25,868 277,129 +3,842
Dec09 090622 94.24 94.24 94.24 94.24 +0.14      
Total Volume and Open Interest 42,997 308,185 +11,544
3-Year Aus T-Bonds(SFE)
Sep09 090615 95.33 95.44 95.33 95.43 +0.10 92,166 274,628 +58,123
Dec09 090622 95.05 95.05 95.05 95.05 +0.03      
Total Volume and Open Interest 128,372 436,091 +66,015
Gold(CMX)
Jun09 090622 925.0 926.2 919.0 920.6 -15.0 91 531 -9
Aug09 090622 935.1 935.6 918.3 921.0 -15.2 78,321 231,344 +649
Oct09 090622 935.8 935.8 919.8 922.4 -15.2 303 11,843 -451
Dec09 090622 937.0 937.9 916.1 923.7 -15.3 4,079 47,848 +512
Feb10 090622 938.4 938.4 924.6 925.0 -15.3 755 14,455 +413
Apr10 090622 939.2 939.2 923.9 926.3 -15.4 411 15,423 -181
Jun10 090622 941.4 941.4 926.9 928.2 -15.5 11 10,331 +4
Aug10 090622 930.2 930.2 930.2 930.2 -15.7 260 3,053 +135
Oct10 090622 932.4 932.4 932.4 932.4 -16.1 0 1,237 +0
Dec10 090622 949.7 949.7 935.0 935.0 -16.5 639 12,905 +38
Feb11 090622 938.0 938.0 938.0 938.0 -16.9 0 12 +0
Apr11 090622 941.3 941.3 941.3 941.3 -17.3      
Total Volume and Open Interest 85,231 377,013 +1,177
Silver(CMX)
Jul09 090622 1419.0 1419.0 1368.0 1370.5 -49.5 18,747 36,989 -126
Sep09 090622 1421.5 1421.5 1371.0 1373.8 -49.6 3,888 30,282 -1,037
Dec09 090622 1421.0 1421.0 1375.0 1377.9 -49.7 416 20,335 +117
Mar10 090622 1380.6 1380.6 1380.6 1380.6 -49.9 222 6,453 +191
May10 090622 1382.1 1382.1 1382.1 1382.1 -50.2 26 2,572 +3
Jul10 090622 1395.0 1395.0 1383.5 1383.5 -50.5 16 2,911 +5
Sep10 090622 1385.4 1385.4 1385.4 1385.4 -50.6 0 62 +0
Total Volume and Open Interest 23,899 107,740 -418
Platinum(NYMEX)
Jul09 090622 1212.0 1213.7 1163.1 1169.1 -42.1 975 13,873 -115
Oct09 090622 1219.2 1219.2 1171.1 1177.1 -41.2 210 9,888 +89
Jan10 090622 1187.1 1187.1 1174.7 1180.6 -41.2 8 227 +0
Total Volume and Open Interest 1,193 23,988 -26
Palladium(NYMEX)
Jun09 090622 235.40 235.40 231.85 233.45 -12.05 1 268 -12
Sep09 090622 246.90 246.90 231.50 233.90 -12.25 267 15,604 -7
Dec09 090622 247.20 247.20 235.10 235.10 -12.25 8 290 +1
Total Volume and Open Interest 276 16,162 -18
Copper(CMX)
Jul09 090622 224.80 224.80 212.25 213.20 -11.85 15,726 28,566 -1,457
Sep09 090622 225.80 225.80 213.45 214.40 -11.75 6,625 60,976 +1,865
Dec09 090622 224.00 224.00 214.95 215.45 -11.55 421 11,560 +35
Mar10 090622 220.00 221.30 215.90 215.90 -11.30 68 2,271 +62
May10 090622 217.05 217.35 216.00 216.00 -11.30 0 614 +0
Total Volume and Open Interest 23,836 113,747 +244
Aluminum(CMX)
Jun09 090622 72.25 72.25 72.25 72.25 -4.00      
Jul09 090622 72.75 72.75 72.75 72.75 -4.00      
Aug09 090622 73.25 73.25 73.25 73.25 -4.00      
Sep09 090622 73.75 73.75 73.75 73.75 -4.00      
Oct09 080724 0.17 0.17 0.17 0.17 unch      
Nov09 080724 0.67 0.67 0.67 0.67 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep09 090622 8476 8508 8277 8283 -193 992 6,889 +75
Dec09 090622 8230 8422 8230 8230 -192 15 18 +10
Mar10 090622 8183 8388 8183 8183 -205      
Jun10 090622 8133 8326 8133 8133 -193      
Total Volume and Open Interest 1,007 6,907  
S & P 500(CME)
Sep09 090622 914.90 919.10 887.70 888.60 -27.10 41,313 376,915 +6,021
Dec09 090622 896.50 898.10 882.60 884.40 -27.20 59 6,622 +0
Mar10 090622 881.00 894.90 879.40 881.00 -27.40 0 3,194 +0
Jun10 090622 879.00 892.90 877.40 879.00 -27.40 0 13 +11
Total Volume and Open Interest 41,372 386,744 -144,679
S & P 500 E-Mini(Globex)
Sep09 090622 914.50 919.25 887.75 888.50 -27.25 1,888,281 2,258,850 +80,244
Dec09 090622 911.25 914.50 883.50 884.50 -27.00 71 2,181 +29
Total Volume and Open Interest 1,888,353 2,261,051 -1,039,278
NASDAQ 100(CME)
Sep09 090622 1464.50 1470.00 1421.00 1428.00 -36.00 2,564 10,892 -669
Dec09 090622 1427.00 1432.00 1427.00 1427.00 -40.00 9 12 +9
Mar10 090622 1426.00 1435.00 1426.00 1426.00 -44.00      
Total Volume and Open Interest 2,573 10,904 -20,449
NASDAQ 100 E-Mini(Globex)
Sep09 090622 1463.80 1470.50 1421.30 1428.00 -36.00 316,590 231,612 +3,992
Dec09 090622 1466.00 1466.00 1421.30 1427.00 -40.00 0 18 +0
Total Volume and Open Interest 316,590 231,631 -183,592
S & P Midcap 400(CME)
Sep09 090622 571.00 571.00 554.00 557.10 -18.70 42 2,426 -2
Dec09 090622 555.10 555.10 553.00 555.10 -18.70      
Mar10 090622 554.10 554.10 552.80 554.10 -18.70      
Total Volume and Open Interest 42 2,426 -2,487
Russell 2000(CME)
Sep09 090622 0.05 0.05 0.05 0.05 unch 308 4,881 -6
Dec09 090622 0.05 0.05 0.05 0.05 unch 0 2,275 +0
Mar10 090622 0.05 0.05 0.05 0.05 unch 0 4,374 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090622 9815 9895 9760 9820 +45 98,415 140,850 -3,009
Dec09 090622 9780 9780 9780 9780 +45 4 759 +0
Total Volume and Open Interest 98,433 146,010 +1,313
Nikkei 225(SGX)
Sep09 090622 9815 9895 9760 9820 +45 98,415 140,850 -3,009
Dec09 090622 9780 9780 9780 9780 +45 4 759 +0
Mar10 090622 9800 9800 9800 9800 +45 0 75 +0
Total Volume and Open Interest 98,433 146,010 +1,313
CAC 40(EURONEXT)
Jul09 090622 3217.0 3225.5 3111.5 3120.0 -97.0 61,390 341,454 +36,221
Aug09 090622 3182.0 3182.0 3115.0 3121.0 -97.0 53 240 +51
Sep09 090622 3213.5 3214.0 3111.0 3118.5 -96.5 1,098 38,643 +178
Total Volume and Open Interest 198,667 683,563 -31,866
Hang Seng Index(HKFE)
Jun09 090622 17854 18418 17814 18045 +130 102,057 82,328 +343
Jul09 090622 17888 18404 17820 18039 +149 1,977 4,733 +750
Total Volume and Open Interest 104,176 89,697 +1,137
DAX(EUREX)
Sep09 090619 4841.0 4884.0 4820.0 4861.0 +15.0 59,966 96,857 +32,653
Dec09 090619 4846.5 4885.0 4830.0 4866.5 +16.0 4,455 7,568 -53
Total Volume and Open Interest 281,569 203,099 +13,050
FT-SE 100(EURONEXT)
Sep09 090622 4314.00 4320.50 4180.00 4208.50 -108.00 133,347 626,138 +22,031
Dec09 090622 4282.00 4282.00 4161.50 4180.50 -108.00 581 4,367 -16
Mar10 090622 4155.50 4155.50 4155.50 4155.50 -106.50      
Total Volume and Open Interest 347,830 824,651 -31,336
SPI 200(SFE)
Jun09 090618 3898.0 3923.0 3853.0 3922.0 +25.0 83,915 210,038 -62,039
Sep09 090622 3866.0 3904.0 3848.0 3889.0 +26.0 23,441 247,573 +4,268
Dec09 090622 3897.0 3897.0 3897.0 3897.0 +25.0 11 3,501 -246
Total Volume and Open Interest 23,452 254,882 -73,228
GSCI(CME)
Jul09 090622 448.00 449.50 439.00 441.00 -14.15 123 16,047 +36
Aug09 090622 446.50 460.05 444.00 446.50 -13.50      
Sep09 090622 452.00 466.05 448.00 452.00 -14.00      
Total Volume and Open Interest 123 16,047 +35
Reuters CCI(ICE)
Aug09 090519 411.50 411.50 411.50 411.50 +6.00 0 417 +1
Nov09 090519 424.50 424.50 424.50 424.50 +8.00 0 4 +0
Jan10 090519 430.00 430.00 430.00 430.00 +8.50 0 11 +0
Total Volume and Open Interest 0 151 +0
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.