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MRCI's End of Day Prices
Daily Futures Price Listing Fri July 10, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul09 090710 1110.00 1137.00 1072.25 1128.25 +17.75 2,531 1,997 -970
Aug09 090710 1047.00 1057.50 1015.00 1044.75 -2.75 41,713 63,816 -2,205
Sep09 090710 973.00 981.00 944.50 971.75 -1.25 12,016 23,166 +1,578
Nov09 090710 920.00 924.00 888.25 917.00 +1.00 109,525 241,966 -1,338
Jan10 090710 924.00 930.75 898.00 925.50 +1.75 5,938 28,748 +1,730
Mar10 090710 929.00 933.50 900.75 929.25 +2.75 2,718 18,969 -99
May10 090710 926.25 927.00 900.50 926.50 +5.75 2,606 10,530 -117
Total Volume and Open Interest 182,544 424,113 -1,565
Soybean Meal(CBOT)
Jul09 090710 374.50 377.50 362.00 372.30 +0.80 1,594 2,050 -1,177
Aug09 090710 348.10 351.00 335.10 344.80 -2.20 21,732 32,205 +181
Sep09 090710 324.00 325.30 312.00 320.80 -2.20 8,095 25,937 +616
Oct09 090710 297.20 298.30 286.70 296.30 -0.40 4,115 19,826 +607
Dec09 090710 290.60 291.70 279.50 289.30 -0.70 27,792 74,593 -531
Jan10 090710 277.20 285.10 275.20 285.10 -0.40 598 6,893 +201
Mar10 090710 277.30 283.60 274.10 283.60 unch 804 5,990 +145
May10 090710 281.40 281.60 272.70 281.60 +1.00 567 7,102 +63
Total Volume and Open Interest 66,682 180,301 +528
Soybean Oil(CBOT)
Jul09 090710 32.52 32.72 32.08 32.70 +0.12 3,815 3,382 -494
Aug09 090710 32.85 33.05 32.18 32.84 +0.11 25,812 45,868 +202
Sep09 090710 33.02 33.17 32.33 32.98 +0.11 14,503 34,591 +186
Oct09 090710 33.03 33.65 32.40 33.14 +0.12 5,342 17,322 -129
Dec09 090710 33.98 33.98 32.82 33.47 +0.09 41,443 108,204 +2,354
Jan10 090710 33.82 34.01 33.17 33.82 +0.08 1,314 11,218 +642
Mar10 090710 34.00 34.10 33.42 34.07 +0.07 920 6,827 +102
May10 090710 33.86 34.29 33.54 34.16 +0.07 780 5,410 +61
Total Volume and Open Interest 94,675 244,989 +3,080
Canola(WCE)
Jul09 090710 423.6 423.6 422.7 423.6 +0.9 0 621 +0
Nov09 090710 425.0 426.0 415.8 425.6 +0.9 8,943 80,040 -3,731
Jan10 090710 423.4 430.5 419.5 429.7 +0.4 513 9,131 +120
Mar10 090710 433.8 435.0 431.0 434.2 -0.2 17 1,772 +7
May10 090710 435.7 435.9 435.7 435.7 -0.2 0 510 +0
Total Volume and Open Interest 9,674 92,676 -3,605
Corn(CBOT)
Jul09 090710 343.50 347.75 337.00 345.50 +2.00 2,466 2,579 -1,231
Sep09 090710 331.50 334.25 318.50 328.25 -1.25 55,817 269,868 -1,076
Dec09 090710 342.00 345.00 328.00 338.00 -2.00 97,880 411,332 -4,339
Mar10 090710 356.00 357.50 341.50 351.25 -2.00 11,567 69,888 +412
May10 090710 362.50 366.50 351.00 360.50 -1.75 3,433 17,438 +359
Jul10 090710 372.75 375.00 359.25 369.25 -1.50 4,745 50,110 +523
Total Volume and Open Interest 179,705 890,520 -6,062
Wheat(CBOT)
Jul09 090710 494.50 495.25 487.75 491.75 -2.50 2,799 2,743 -1,869
Sep09 090710 522.25 523.75 514.25 518.75 -3.50 36,233 151,303 +719
Dec09 090710 549.25 549.75 540.50 545.25 -3.25 17,969 99,986 -345
Mar10 090710 566.75 567.00 558.50 563.25 -2.75 2,420 13,941 +485
May10 090710 577.75 577.75 570.75 574.25 -3.25 149 1,842 +14
Total Volume and Open Interest 61,339 314,496 -1,356
Wheat(KCBT)
Jul09 090710 543.00 544.00 538.00 540.00 -3.00 73 777 -55
Sep09 090710 552.00 552.75 545.50 547.50 -4.00 9,730 41,440 +1,160
Dec09 090710 568.50 569.50 561.50 564.50 -4.00 2,875 31,309 +750
Mar10 090710 585.25 585.25 579.00 581.00 -3.75 420 4,987 +156
May10 090710 596.00 596.00 590.00 592.00 -3.75 140 1,163 +39
Total Volume and Open Interest 13,521 90,790 +2,069
Wheat(MGE)
Jul09 090710 602.50 602.50 602.50 602.50 -2.50 8 28 -4
Sep09 090710 607.50 608.75 600.75 602.75 -4.75 1,790 12,165 -296
Dec09 090710 617.00 617.25 610.00 612.50 -5.25 1,607 11,754 +486
Mar10 090710 625.00 628.00 621.50 623.75 -4.75 139 2,927 +38
May10 090710 631.50 634.00 627.75 630.25 -4.75 152 1,084 +77
Total Volume and Open Interest 3,928 33,666 +351
Oats(CBOT)
Jul09 090710 204.00 204.00 203.50 204.00 +0.50 6 11 -6
Sep09 090710 211.50 212.75 205.00 212.00 +0.50 97 3,760 -17
Dec09 090710 223.50 225.25 216.75 224.00 +0.50 139 8,480 +29
Mar10 090710 234.50 236.00 229.00 236.00 +0.50 2 1,302 +2
Total Volume and Open Interest 244 13,641 +8
Rough Rice(CBOT)
Jul09 090710 12.98 12.99 12.70 12.90 +0.40 5 98 -57
Sep09 090710 12.68 13.16 12.64 13.02 +0.35 85 4,978 +12
Nov09 090710 12.72 13.19 12.72 13.07 +0.35 63 1,997 -1
Jan10 090710 12.90 13.30 12.86 13.20 +0.34 11 268 +0
Total Volume and Open Interest 182 7,855 -43
Live Cattle(CME)
Aug09 090710 83.635 83.700 82.950 83.480 unch 20,019 84,754 -7,212
Oct09 090710 88.600 88.900 88.150 88.650 -0.180 18,844 71,061 +1,991
Dec09 090710 88.750 89.000 88.135 88.900 +0.115 7,406 35,220 +627
Feb10 090710 88.230 88.850 88.035 88.700 unch 3,603 13,186 +406
Apr10 090710 89.950 89.950 89.550 89.800 -0.400 738 6,484 +255
Jun10 090710 87.250 87.500 87.000 87.300 -0.600 291 2,009 +52
Total Volume and Open Interest 50,955 212,958 -3,876
Feeder Cattle(CME)
Aug09 090710 102.900 103.100 102.200 102.930 -0.020 3,410 13,052 -665
Sep09 090710 102.830 103.250 102.480 103.230 -0.070 1,628 4,187 +439
Oct09 090710 103.000 103.480 102.500 103.230 +0.130 1,737 5,322 -164
Nov09 090710 102.800 103.500 102.385 103.500 +0.615 216 1,359 +19
Jan10 090710 101.250 101.900 101.250 101.900 +0.150 42 419 +5
Mar10 090710 99.700 101.500 99.700 101.500 +0.500 6 66 +1
Apr10 090710 101.000 101.000 100.300 101.000 unch 0 27 +0
Total Volume and Open Interest 7,039 24,437 -365
Lean Hogs(CME)
Jul09 090710 60.650 60.650 59.400 60.150 +0.450 2,753 6,802 -1,125
Aug09 090710 64.600 64.800 63.450 63.600 -0.100 17,372 53,635 -393
Oct09 090710 59.650 59.750 58.450 58.650 -0.335 13,167 36,878 +1,036
Dec09 090710 59.000 59.000 57.800 57.950 -0.200 6,668 24,153 +1,480
Feb10 090710 63.700 63.900 63.050 63.800 -0.280 2,052 7,053 +1,061
Apr10 090710 67.500 67.750 66.750 67.285 -0.565 864 4,025 +286
May10 090710 71.900 72.300 71.600 72.300 +0.100 145 390 +62
Jun10 090710 74.600 74.975 73.600 73.800 -0.630 155 2,196 +60
Total Volume and Open Interest 43,292 136,018 +2,558
Pork Bellies(CME)
Jul09 090710 61.000 61.850 60.250 61.850 +2.000 8 39 +1
Aug09 090710 60.580 62.000 60.580 62.000 +2.000 121 581 -9
Feb10 090710 85.000 85.700 83.700 85.500 +1.400 33 130 +11
Mar10 090710 83.100 83.500 83.100 83.500 +1.500 0 42 +0
May10 090710 86.500 86.500 86.500 86.500 unch      
Total Volume and Open Interest 162 792 +3
Class III Milk(CME)
Jul09 090710 9.98 9.98 9.88 9.88 -0.10 40 4,504 -69
Aug09 090710 10.41 10.49 10.32 10.35 -0.06 93 4,243 +12
Sep09 090710 11.15 11.23 11.04 11.17 -0.05 112 3,970 +53
Oct09 090710 12.03 12.08 11.92 12.03 -0.03 148 3,350 +30
Nov09 090710 12.96 13.03 12.85 12.94 -0.06 72 3,194 +29
Total Volume and Open Interest 661 26,486 +125
Cocoa(ICE)
Jul09 090710 2620 2625 2620 2625 +6 1 13 -10
Sep09 090710 2639 2671 2622 2645 -2 6,478 48,076 +365
Dec09 090710 2658 2695 2658 2670 unch 1,353 29,458 +54
Mar10 090710 2672 2712 2672 2687 +4 649 17,026 +227
May10 090710 2691 2710 2683 2691 +2 64 4,081 +5
Jul10 090710 2698 2698 2697 2698 +1 24 3,592 -2
Sep10 090710 2701 2701 2701 2701 unch 4 2,328 +4
Total Volume and Open Interest 8,579 108,630 +645
Coffee "C"(ICE)
Jul09 090710 112.00 112.30 112.00 112.30 -1.25 24 30 -22
Sep09 090710 115.75 117.20 113.35 114.40 -1.25 7,499 64,804 -1,201
Dec09 090710 118.85 119.95 116.40 117.45 -1.20 2,364 26,578 +146
Mar10 090710 121.75 122.50 119.30 120.40 -1.15 649 11,336 +127
May10 090710 122.25 122.60 121.35 122.35 -1.15 116 3,584 -4
Jul10 090710 124.25 124.25 123.25 124.25 -1.15 98 1,440 -17
Total Volume and Open Interest 10,829 110,424 -954
Orange Juice(ICE)
Jul09 090710 94.60 94.60 89.80 94.60 +4.80 21 21 +3
Sep09 090710 89.50 93.75 89.50 93.60 +4.20 1,775 20,573 -1,033
Nov09 090710 93.00 97.05 93.00 97.05 +4.40 203 6,078 -25
Jan10 090710 98.25 100.05 97.70 100.05 +4.40 38 1,204 +15
Mar10 090710 102.05 103.40 102.05 103.40 +4.45 20 987 +44
May10 090710 104.95 106.55 104.95 106.55 +4.50 11 124 +6
Total Volume and Open Interest 2,068 29,222 -990
Sugar #11(ICE)
Oct09 090710 16.92 17.39 16.88 17.27 +0.17 54,689 318,936 -8,609
Mar10 090710 18.34 18.69 18.17 18.55 +0.18 24,058 173,054 +8,740
May10 090710 17.81 18.18 17.75 18.08 +0.15 4,119 40,435 +696
Jul10 090710 17.48 17.70 17.34 17.60 +0.09 3,831 69,337 +1,258
Oct10 090710 17.15 17.55 17.15 17.40 +0.05 3,834 42,845 -490
Total Volume and Open Interest 92,385 717,055 +1,917
Sugar #14(ICE)
Sep09 090710 22.60 22.60 22.55 22.58 -0.02 153 2,311 -28
Total Volume and Open Interest 153 2,311 -28
London Cocoa(LCE)
Jul09 090710 1670 1695 1668 1678 +7 4,495 35,112 -1,990
Sep09 090710 1710 1725 1694 1709 +9 7,203 37,221 +1,042
Dec09 090710 1715 1726 1699 1711 +5 2,037 29,411 +182
Mar10 090710 1703 1723 1701 1710 +7 1,475 28,613 +62
May10 090710 1693 1716 1693 1701 +8 16 15,321 +3
Jul10 090710 1701 1701 1701 1701 +10 0 4,418 +0
Sep10 090710 1709 1709 1695 1695 +9 0 2,727 +0
Total Volume and Open Interest 15,226 155,904 -701
London Coffee(LCE)
London Sugar(LCE)
Oct09 090710 456.40 466.30 453.00 465.50 +9.80 3,007 45,746 +334
Dec09 090710 465.20 474.90 463.40 473.80 +8.70 494 8,392 +11
Mar10 090710 476.70 484.20 474.20 482.70 +8.10 439 12,192 +181
May10 090710 474.90 478.10 474.90 476.30 +8.20 2 1,574 +2
Aug10 090710 470.00 471.40 467.40 470.50 +6.80 0 1,420 +0
Total Volume and Open Interest 6,403 81,353 -207
Cotton(ICE)
Oct09 090710 59.09 60.39 58.58 60.39 +1.28 78 2,659 -4
Dec09 090710 60.92 62.49 60.25 62.45 +1.32 4,705 94,043 -145
Mar10 090710 62.92 64.72 62.65 64.70 +1.10 520 11,910 +213
May10 090710 65.29 65.94 65.24 65.94 +0.96 17 616 +1
Jul10 090710 66.15 67.06 66.15 67.06 +0.88 100 1,911 +48
Oct10 090710 68.61 68.61 68.61 68.61 +0.73 0 9 +0
Total Volume and Open Interest 5,487 113,338 +71
Lumber(CME)
Jul09 090710 175.1 178.1 166.0 169.4 -8.6 232 701 -84
Sep09 090710 200.1 202.0 191.2 193.4 -7.8 496 4,857 +53
Nov09 090710 199.7 199.7 191.6 194.8 -4.8 61 1,329 +0
Jan10 090710 217.2 217.2 211.8 215.7 -6.1 16 773 +5
Total Volume and Open Interest 805 7,707 -27
Crude Oil(NYM)
Aug09 090710 60.45 60.89 58.72 59.89 -0.52 334,958 208,279 -14,587
Sep09 090710 61.51 61.91 59.82 60.88 -0.61 134,621 190,561 +14,828
Oct09 090710 62.85 62.90 60.96 61.94 -0.65 38,660 71,831 +3,842
Nov09 090710 63.84 63.88 62.04 62.88 -0.70 16,596 31,223 +3,169
Dec09 090710 64.30 64.72 62.76 63.73 -0.74 51,734 155,532 +1,960
Jan10 090710 63.90 64.52 63.75 64.52 -0.74 7,675 30,502 +81
Feb10 090710 64.47 65.17 64.47 65.17 -0.72 4,827 22,093 +819
Mar10 090710 65.25 65.72 64.99 65.72 -0.69 4,259 18,129 -73
Apr10 090710 65.62 66.29 65.62 66.23 -0.66 2,591 9,645 -272
May10 090710 66.42 66.71 66.40 66.71 -0.64 2,686 9,697 -20
Jun10 090710 67.32 67.32 66.45 67.19 -0.61 9,243 43,604 -2,364
Jul10 090710 67.05 67.68 66.87 67.60 -0.60 2,962 36,604 -476
Aug10 090710 67.49 67.95 67.46 67.95 -0.58 1,550 6,836 +867
Sep10 090710 68.29 68.29 68.29 68.29 -0.57 2,683 11,597 -759
Oct10 090710 68.64 68.64 68.64 68.64 -0.56 823 5,288 -36
Nov10 090710 69.01 69.01 69.01 69.01 -0.54 232 8,067 -20
Total Volume and Open Interest 649,451 1,169,753 +7,156
e-miNY Crude Oil(NYM)
Jul09 090528 62.975 65.425 62.750 65.075 +2.625 8,778 3,598 +199
Aug09 090709 60.450 61.625 59.275 60.400 +0.250 14,016 3,489 +91
Sep09 090710 61.600 61.925 59.850 60.875 -0.625 850 644 +122
Oct09 090710 62.675 62.675 61.200 61.950 -0.650 45 185 +19
Nov09 090710 62.875 62.875 62.875 62.875 -0.700 1 20 +0
Dec09 090710 63.600 63.725 63.550 63.725 -0.750 39 98 +9
Jan10 090710 64.525 64.525 64.525 64.525 -0.725      
Feb10 090710 65.175 65.175 65.175 65.175 -0.725      
Mar10 090710 65.725 65.725 65.725 65.725 -0.675 0 1 +0
Apr10 090710 66.225 66.225 66.225 66.225 -0.675      
Total Volume and Open Interest 17,039 6,127 +1,765
Heating Oil(NYM)
Aug09 090710 153.75 154.60 149.59 153.35 -0.09 47,819 54,051 -2,777
Sep09 090710 157.50 158.07 153.73 157.01 -0.74 21,912 44,042 +3,114
Oct09 090710 160.58 161.34 157.98 160.75 -1.30 9,237 31,592 +1,848
Nov09 090710 165.02 165.02 161.93 164.53 -1.52 4,675 16,570 +295
Dec09 090710 168.04 169.29 165.73 168.22 -1.63 8,468 33,538 -32
Jan10 090710 172.00 172.29 169.63 171.80 -1.84 3,852 16,618 +372
Feb10 090710 174.00 174.70 172.35 174.15 -1.94 1,178 10,045 -103
Mar10 090710 174.00 176.21 173.60 175.55 -2.04 1,386 7,584 +154
Apr10 090710 175.25 177.12 174.75 176.35 -2.04 775 5,643 +17
May10 090710 176.83 178.25 175.65 177.45 -2.04 637 7,078 +87
Jun10 090710 178.76 179.79 177.22 178.85 -1.99 2,050 18,126 +140
Jul10 090710 180.25 181.44 179.30 181.00 -1.84 173 2,753 +23
Total Volume and Open Interest 104,231 285,421 +3,234
Gasoline(NYMEX)
Aug09 090710 166.98 167.07 162.82 165.05 -1.33 55,771 62,849 -6,467
Sep09 090710 166.30 166.30 162.10 164.44 -1.41 27,613 52,854 +5,600
Oct09 090710 154.78 155.57 153.73 155.31 -1.61 12,398 27,276 -397
Nov09 090710 153.80 155.25 153.30 154.94 -1.71 7,820 11,649 -212
Dec09 090710 158.04 158.04 154.07 156.26 -1.78 8,324 14,144 +425
Jan10 090710 157.56 158.84 156.96 158.84 -1.69 1,943 7,715 +372
Feb10 090710 160.25 161.54 160.20 161.54 -1.69 592 2,674 +35
Mar10 090710 163.20 164.44 162.65 164.44 -1.69 429 3,146 -244
Apr10 090710 178.19 178.19 178.19 178.19 -1.69 307 3,660 +239
May10 090710 179.84 179.84 179.84 179.84 -1.59 104 1,963 +35
Total Volume and Open Interest 115,470 195,610 -624
e-miNY RBOB Gasoline(NYM)
Aug09 090710 165.05 165.05 165.05 165.05 -1.33 0 1 +0
Sep09 090710 164.44 164.44 164.44 164.44 -1.41      
Oct09 090710 155.31 155.31 155.31 155.31 -1.61      
Nov09 090710 154.94 154.94 154.94 154.94 -1.71      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Aug09 090710 3.420 3.449 3.350 3.373 -0.035 65,615 143,010 -685
Sep09 090710 3.539 3.561 3.470 3.494 -0.032 24,849 108,806 +3,830
Oct09 090710 3.762 3.790 3.673 3.708 -0.026 18,540 81,346 +1,755
Nov09 090710 4.385 4.397 4.367 4.387 -0.039 6,338 37,560 +272
Dec09 090710 5.196 5.196 5.050 5.073 -0.059 5,040 42,467 -727
Jan10 090710 5.400 5.400 5.350 5.378 -0.056 7,677 39,280 +238
Feb10 090710 5.430 5.432 5.395 5.415 -0.056 837 20,137 +134
Mar10 090710 5.400 5.400 5.335 5.366 -0.058 1,950 36,930 +37
Apr10 090710 5.330 5.330 5.280 5.301 -0.053 1,948 35,129 -14
May10 090710 5.420 5.420 5.340 5.351 -0.053 447 16,302 +106
Jun10 090710 5.514 5.514 5.450 5.451 -0.053 178 9,140 +26
Jul10 090710 5.640 5.640 5.567 5.571 -0.053 158 8,480 +34
Aug10 090710 5.689 5.690 5.650 5.661 -0.053 166 9,351 +19
Sep10 090710 5.738 5.740 5.714 5.726 -0.053 133 7,192 +48
Oct10 090710 5.848 5.864 5.825 5.839 -0.053 665 17,333 -73
Nov10 090710 6.190 6.190 6.170 6.184 -0.053 57 5,935 -11
Total Volume and Open Interest 135,608 744,040 +4,898
Brent Crude Oil(ICE)
Aug09 090710 61.43 61.44 59.53 60.52 -0.58 149,059 85,027 -20,350
Sep09 090710 61.64 61.65 59.67 60.66 -0.67 112,808 152,582 -9,343
Oct09 090710 62.33 62.33 60.26 61.23 -0.74 49,561 76,597 +7,348
Nov09 090710 62.54 62.74 61.12 62.03 -0.78 22,760 32,064 -1,280
Dec09 090710 63.99 63.99 61.98 62.87 -0.77 28,733 86,252 +1,850
Jan10 090710 63.56 64.10 62.76 63.62 -0.76 5,609 23,139 -485
Feb10 090710 64.51 64.58 63.49 64.32 -0.74 2,654 15,980 +445
Mar10 090710 65.19 65.19 64.15 64.95 -0.71 1,767 11,855 +85
Apr10 090710 65.79 65.79 64.80 65.58 -0.67 1,391 5,417 -42
May10 090710 66.15 66.15 66.15 66.15 -0.66 1,019 4,179 +21
Jun10 090710 66.80 66.92 66.01 66.67 -0.64 1,286 32,116 +91
Jul10 090710 67.14 67.14 67.14 67.14 -0.62 157 8,411 +54
Aug10 090710 67.54 67.54 67.54 67.54 -0.61 80 5,989 -20
Sep10 090710 67.92 67.92 67.92 67.92 -0.61 107 2,568 +41
Total Volume and Open Interest 386,855 683,020 -21,533
Gas Oil(ICE)
Jul09 090710 492.00 492.00 483.00 483.75 unch 33,664 18,707 -13,904
Aug09 090710 499.00 499.00 485.00 485.75 -5.00 72,676 91,139 -235
Sep09 090710 506.75 506.75 494.25 494.75 -5.75 26,428 66,725 +4,817
Oct09 090710 516.50 516.50 503.50 504.25 -6.00 9,711 37,663 +975
Nov09 090710 525.75 525.75 513.50 513.75 -6.25 7,699 27,716 -595
Dec09 090710 535.75 535.75 522.75 523.25 -6.75 15,874 63,900 +285
Jan10 090710 539.75 540.75 533.00 533.25 -6.50 3,252 32,959 +221
Feb10 090710 549.50 549.50 542.00 542.25 -6.00 1,667 16,395 +30
Mar10 090710 553.75 559.00 550.50 550.50 -6.00 854 17,281 +97
Apr10 090710 561.50 567.00 558.50 558.50 -6.00 808 9,254 +223
Total Volume and Open Interest 180,467 488,693 -5,442
Ethanol(CBOT)
Jul09 090706 1.625 1.625 1.625 1.625 -0.025 47 145 -23
Aug09 090710 1.470 1.490 1.460 1.468 -0.022 278 445 -208
Sep09 090710 1.460 1.463 1.450 1.463 -0.015 22 512 +4
Oct09 090710 1.450 1.460 1.440 1.450 -0.021 6 333 +2
Nov09 090710 1.450 1.460 1.430 1.452 -0.018 202 235 -69
Dec09 090710 1.450 1.465 1.430 1.455 -0.017 22 390 -5
Jan10 090710 1.455 1.465 1.440 1.465 -0.007 24 448 +14
Feb10 090710 1.450 1.470 1.450 1.470 -0.012 65 432 -48
Total Volume and Open Interest 646 3,839 -292
US Dollar Index(ICE)
Sep09 090710 80.195 80.710 80.190 80.430 +0.380 4,708 17,841 -295
Dec09 090710 80.800 80.800 80.770 80.770 +0.375 5 2,108 +0
Mar10 090710 81.075 81.075 81.075 81.075 +0.405      
Total Volume and Open Interest 4,713 19,949 -295
Australian Dollar(CME)
Sep09 090710 77.97 78.12 77.02 77.38 -0.70 105,818 83,280 -2,953
Dec09 090710 77.34 77.58 76.54 76.88 -0.70 23 321 +15
Mar10 090710 76.39 77.09 76.39 76.39 -0.70 0 15 +0
Total Volume and Open Interest 105,841 83,617 -2,938
British Pound(CME)
Sep09 090710 163.39 163.39 161.51 161.89 -1.68 101,061 86,647 -153
Dec09 090710 162.83 163.54 161.53 161.86 -1.68 185 309 +30
Mar10 090710 161.82 163.50 161.75 161.82 -1.68 0 4 +0
Total Volume and Open Interest 101,246 86,982 -123
Canadian Dollar(CME)
Sep09 090710 86.11 86.24 85.66 86.02 -0.13 63,393 77,609 +472
Dec09 090710 86.18 86.22 85.73 86.04 -0.13 115 2,214 -8
Mar10 090710 85.76 86.19 85.76 86.06 -0.13 5 499 +3
Jun10 090710 86.09 86.22 85.88 86.09 -0.13 17 125 +11
Total Volume and Open Interest 63,540 80,611 +479
Japanese Yen(CME)
Sep09 090710 107.61 109.03 107.39 108.38 +0.81 166,447 98,943 +9,255
Dec09 090710 107.84 109.11 107.52 108.49 +0.81 161 168 +2
Mar10 090710 108.66 109.04 107.85 108.66 +0.81 10 29 +10
Total Volume and Open Interest 166,618 99,141 +9,267
Swiss Franc(CME)
Sep09 090710 92.75 92.80 91.61 92.29 -0.56 34,804 32,341 -858
Dec09 090710 92.35 92.97 91.78 92.42 -0.55 0 97 +0
Mar10 090710 92.57 93.12 92.15 92.57 -0.55      
Total Volume and Open Interest 34,804 32,438 -858
EuroFX(CME)
Sep09 090710 140.20 140.31 138.77 139.50 -0.85 232,588 121,230 +1,202
Dec09 090710 139.45 139.69 138.78 139.47 -0.85 296 1,403 -106
Mar10 090710 139.47 140.32 138.99 139.47 -0.85 0 337 +0
Total Volume and Open Interest 232,884 122,973 +1,096
Mexican Peso(CME)
Jul09 090710 733.2 739.5 733.2 733.2 -6.2      
Aug09 090710 729.2 735.5 729.2 729.2 -6.2      
Total Volume and Open Interest 19,296 57,346 -4,582
30-Year T-Bonds(CBOT)
Sep09 090710 119~150 121~015 119~135 120~230 +1~120 285,713 726,931 +8,864
Dec09 090710 118~270 119~230 118~020 119~145 +1~125 313 799 +205
Mar10 090710 118~155 118~155 117~030 118~155 +1~125 2 40 -1
Total Volume and Open Interest 286,028 727,773 +9,068
10-Year T-Notes(CBOT)
Sep09 090710 117~290 119~000 117~285 118~225 +0~270 960,140 1,041,801 -5,654
Dec09 090710 117~160 117~160 116~155 117~105 +0~270 308 310 +269
Mar10 090710 116~105 116~105 115~155 116~105 +0~270      
Total Volume and Open Interest 960,448 1,042,111 -5,385
5-Year T-Notes(CBOT)
Sep09 090710 116~000 116~087 115~127 116~066 +0~069 434,175 773,045 -5,794
Dec09 090710 115~022 115~022 114~081 115~022 +0~069 0 500 +0
Mar10 090710 115~022 115~022 114~081 115~022 +0~069      
Total Volume and Open Interest 434,175 773,545 -5,794
2 Year T-Notes(CBOT)
Sep09 090710 108~074 108~074 108~074 108~075 +0~011 11,127 612,481 +27,290
Dec09 090710 108~015 108~015 108~003 108~015 +0~012 0 2 +0
Mar10 090710 108~015 108~015 108~003 108~015 +0~012      
Total Volume and Open Interest 192,979 612,483 +27,290
Eurodollars(CME)
Sep09 090710 99.455 99.470 99.445 99.455 +0.005 182,603 1,037,139 +14,532
Dec09 090710 99.265 99.285 99.240 99.250 -0.010 193,798 933,575 +13,549
Mar10 090710 99.075 99.110 99.055 99.065 -0.005 230,816 868,010 +7,239
Jun10 090710 98.785 98.840 98.775 98.780 unch 204,467 599,015 +7,166
Sep10 090710 98.460 98.530 98.460 98.465 +0.010 293,364 557,530 +4,850
Dec10 090710 98.080 98.155 98.075 98.095 +0.025 212,027 665,634 +13,576
Mar11 090710 97.740 97.825 97.735 97.760 +0.035 157,893 353,651 +4,330
Jun11 090710 97.385 97.495 97.385 97.425 +0.050 118,358 340,374 +3,940
Sep11 090710 97.070 97.195 97.070 97.130 +0.075 70,329 227,439 +1,232
Dec11 090710 96.770 96.915 96.770 96.850 +0.095 49,629 145,864 +2,143
Mar12 090710 96.580 96.725 96.570 96.655 +0.105 39,182 104,305 +1,367
Jun12 090710 96.390 96.545 96.375 96.475 +0.120 43,097 107,808 -416
Sep12 090710 96.225 96.395 96.225 96.320 +0.125 16,649 66,245 -1,333
Dec12 090710 96.085 96.245 96.065 96.170 +0.135 12,451 59,224 +1,100
Mar13 090710 95.995 96.150 95.990 96.075 +0.140 9,800 67,713 +1,603
Jun13 090710 95.890 96.035 95.890 95.960 +0.145 9,974 33,978 +1,128
Sep13 090710 95.785 95.935 95.785 95.860 +0.150 4,412 39,283 -652
Dec13 090710 95.655 95.815 95.655 95.745 +0.160 4,086 29,752 -172
Total Volume and Open Interest 1,884,598 6,487,880 +75,261
30 Day Federal Funds(CBOT)
Jul09 090710 99.820 99.825 99.817 99.823 +0.005 2,723 58,229 -67
Aug09 090710 99.810 99.815 99.805 99.810 +0.005 4,402 44,797 +350
Sep09 090710 99.790 99.800 99.790 99.795 +0.005 1,316 32,185 -187
Oct09 090710 99.770 99.785 99.770 99.780 +0.005 2,465 33,472 -285
Nov09 090710 99.735 99.745 99.730 99.740 +0.005 4,934 59,304 -944
Dec09 090710 99.710 99.720 99.710 99.715 +0.005 3,061 37,044 -98
Total Volume and Open Interest 31,866 374,783 -2,298
30 Day Fed Funds(e-CBOT)
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
Dec09 090519 99.655 99.670 99.655 99.670 +0.015 3,891 25,478 +501
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Sep09 090710 99.50 99.50 99.50 99.50 unch      
Dec09 090710 99.52 99.54 99.52 99.54 +0.02      
Mar10 090710 99.57 99.57 99.54 99.54 -0.03      
Jun10 090710 99.51 99.53 99.51 99.53 +0.02      
Sep10 090710 99.46 99.49 99.46 99.49 +0.03      
Dec10 090710 99.42 99.45 99.42 99.45 +0.03      
Mar11 090710 99.33 99.36 99.33 99.36 +0.03      
Jun11 090710 99.27 99.31 99.27 99.31 +0.04      
Sep11 090710 99.28 99.29 99.28 99.29 +0.01      
Dec11 090710 99.08 99.09 99.08 99.09 +0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090710 99.50 99.51 99.50 99.50 unch 178 10,441 -51
Dec09 090710 99.53 99.53 99.53 99.53 unch 50 3,277 +50
Mar10 090710 99.54 99.54 99.54 99.54 unch 51 2,575 +50
Jun10 090710 99.53 99.53 99.53 99.53 +0.00 0 1,113 +0
Sep10 090710 99.47 99.47 99.47 99.47 +0.00 0 281 +0
Dec10 090710 99.46 99.46 99.43 99.43 +0.00 0 252 +0
Mar11 090710 99.35 99.35 99.35 99.35 +0.01 0 412 +0
Jun11 090710 99.29 99.29 99.29 99.29 +0.01 0 52 +0
Total Volume and Open Interest 279 20,011 +85
Japanese Gov't Bonds(SGX)
Sep09 090710 138.51 138.90 138.50 138.85 +0.19 3,138 13,756 +1,269
Dec09 090710 138.46 138.46 138.46 138.46 +0.19 0 1 +0
Mar10 090710 138.23 138.23 138.23 138.23 +0.19      
Total Volume and Open Interest 3,138 13,224 -533
Euro-Bund(EUREX)
Sep09 090710 122.04 122.41 121.81 122.32 +0.34 595,826 908,858 +7,331
Dec09 090710 120.77 121.05 120.50 120.97 +0.34 52 105 +11
Mar10 090710 120.56 120.56 120.56 120.56 +0.30      
Total Volume and Open Interest 595,878 908,963 +7,342
Euro-Bobl(EUREX)
Sep09 090709 116.33 116.37 116.01 116.13 +0.68 214,935 674,563 +22,239
Dec09 090710 114.88 114.99 114.88 114.99 +0.23 0 67 +0
Mar10 090710 114.77 114.77 114.77 114.77 +0.24      
Total Volume and Open Interest 326,962 687,683 -6,343
3-Mth Euribor(EUREX)
Sep09 090615 98.785 98.820 98.780 98.810 +0.035 0 14,453 -137
Dec09 090710 98.950 98.955 98.950 98.955 +0.020 9 5,426 -3
Mar10 090710 98.830 98.840 98.830 98.840 +0.010 113 2,906 +55
Total Volume and Open Interest 704 33,783 +122
Long Gilt(LIFFE)
Sep09 090629 118~02 118~28 118~02 118~24 +0~20 71,825 219,335 -1,488
Dec09 090710 117~31 117~31 117~31 117~31 +0~13      
Total Volume and Open Interest 85,704 214,167 +3,483
3-Mth Short Sterling(LIFFE)
Sep09 090710 99.03 99.07 99.03 99.06 +0.04 54,454 252,030 -3,845
Dec09 090710 98.83 98.89 98.83 98.87 +0.05 74,137 264,007 -5,410
Mar10 090710 98.61 98.64 98.59 98.63 +0.06 82,732 339,596 -7,806
Jun10 090710 98.19 98.25 98.18 98.22 +0.06 72,458 310,362 +6,199
Sep10 090710 97.73 97.80 97.73 97.77 +0.06 75,916 277,913 -225
Dec10 090710 97.25 97.29 97.21 97.26 +0.05 57,667 242,309 +12,147
Total Volume and Open Interest 509,581 2,117,592 +5,428
3-Mth Euribor(LIFFE)
Sep09 090710 99.065 99.095 99.065 99.085 +0.015 120,557 700,015 +1,066
Dec09 090710 98.935 98.960 98.920 98.955 +0.020 73,281 502,323 -8,342
Mar10 090710 98.815 98.845 98.795 98.840 +0.015 99,477 452,090 -15,056
Total Volume and Open Interest 661,561 3,206,362 -16,562
3-Mth Aus T-Bills(SFE)
Sep09 090710 96.91 96.91 96.86 96.90 -0.01 22,243 295,295 +3,137
Dec09 090710 96.81 96.86 96.79 96.86 +0.02 20,480 219,961 +6,548
Mar10 090710 96.54 96.60 96.52 96.59 +0.02 10,954 132,954 +4,141
Jun10 090710 96.14 96.20 96.11 96.20 +0.04 6,053 78,948 +247
Sep10 090710 95.68 95.77 95.68 95.77 +0.04 3,118 50,823 +374
Dec10 090710 95.29 95.39 95.29 95.38 +0.02 1,958 32,016 +392
Mar11 090710 94.96 95.08 94.96 95.05 +0.02 908 18,344 -290
Jun11 090710 94.68 94.79 94.68 94.75 +0.01 1,046 10,134 -530
Sep11 090710 94.46 94.46 94.46 94.46 unch 820 3,258 +0
Dec11 090710 94.18 94.18 94.18 94.18 -0.02 103 670 +3
Total Volume and Open Interest 67,783 843,271 +14,022
10-Year Aus T-Bonds(SFE)
Sep09 090630 94.53 94.57 94.48 94.50 +0.09 25,303 301,360 -1,968
Dec09 090710 94.76 94.76 94.76 94.76 -0.07      
Total Volume and Open Interest 34,893 340,242 +3,579
3-Year Aus T-Bonds(SFE)
Sep09 090710 95.67 95.68 95.62 95.67 -0.02 117,092 511,373 +10,803
Dec09 090710 95.67 95.67 95.67 95.67 -0.02      
Total Volume and Open Interest 117,092 511,373 +10,803
Gold(CMX)
Aug09 090710 912.1 915.2 906.6 912.5 -3.7 131,006 208,637 -3,727
Oct09 090710 913.0 915.9 909.0 914.0 -3.7 2,405 13,110 +596
Dec09 090710 914.8 917.9 909.7 915.4 -3.7 10,957 64,694 +3,926
Feb10 090710 918.0 918.0 911.4 916.5 -3.7 411 16,411 +75
Apr10 090710 918.2 919.1 913.5 917.6 -3.7 272 16,644 +47
Jun10 090710 916.0 918.8 915.0 918.8 -3.7 212 9,233 +36
Aug10 090710 920.3 920.3 920.3 920.3 -3.7 4 3,887 +3
Oct10 090710 922.0 922.0 922.0 922.0 -3.8 0 1,536 +0
Dec10 090710 920.4 923.9 920.4 923.9 -3.9 79 13,500 +68
Feb11 090710 926.1 926.1 926.1 926.1 -4.1 0 12 +0
Apr11 090710 928.7 928.7 928.7 928.7 -4.2      
Jun11 090710 276.3 276.3 276.3 276.3 -4.2 0 9,132 +0
Total Volume and Open Interest 145,432 374,043 +1,058
Silver(CMX)
Jul09 090710 1282.0 1282.0 1257.5 1263.7 -28.7 207 694 -9
Sep09 090710 1283.0 1290.0 1251.0 1264.5 -29.0 23,560 58,135 +571
Dec09 090710 1286.5 1286.5 1254.0 1267.9 -29.3 2,754 20,909 -124
Mar10 090710 1262.0 1270.4 1262.0 1270.4 -29.5 79 6,854 +35
May10 090710 1264.0 1272.1 1264.0 1272.1 -29.6 83 2,564 -2
Jul10 090710 1293.5 1293.5 1271.0 1273.9 -29.6 41 2,940 +15
Sep10 090710 1275.8 1275.8 1275.8 1275.8 -29.6 5 164 +5
Total Volume and Open Interest 26,823 100,891 +515
Platinum(NYMEX)
Jul09 090710 1103.1 1103.1 1101.4 1101.4 -2.6 10 78 +1
Oct09 090710 1113.0 1117.9 1091.1 1107.6 -2.9 3,564 21,944 +268
Jan10 090710 1108.0 1113.1 1100.0 1113.1 -2.3 7 218 +6
Total Volume and Open Interest 3,581 22,240 +275
Palladium(NYMEX)
Sep09 090710 235.00 237.15 233.00 234.95 -0.80 1,315 16,128 -298
Dec09 090710 237.95 238.00 235.15 236.05 -0.80 29 396 +4
Mar10 090710 237.55 237.55 237.55 237.55 -0.80 0 1 +0
Total Volume and Open Interest 1,344 16,525 -294
Copper(CMX)
Jul09 090710 218.50 221.40 217.90 220.05 -2.60 893 2,742 -598
Sep09 090710 222.20 224.30 218.65 221.15 -2.60 20,388 72,273 +24
Dec09 090710 223.00 225.60 220.00 222.30 -2.80 1,744 14,037 +612
Mar10 090710 222.90 222.95 222.90 222.95 -2.80 228 2,362 -54
May10 090710 222.95 222.95 222.95 222.95 -2.90 98 706 +86
Total Volume and Open Interest 24,468 102,672 +246
Aluminum(CMX)
Jul09 090710 72.50 72.50 72.50 72.50 -0.75      
Aug09 090710 73.00 73.00 73.00 73.00 -0.75      
Sep09 090710 73.50 73.50 73.50 73.50 -0.75      
Oct09 090710 1.91 1.91 1.91 1.91 -0.75      
Nov09 080724 0.67 0.67 0.67 0.67 unch      
Dec09 080724 1.17 1.17 1.17 1.17 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep09 090710 8130 8130 8040 8085 -49 729 8,994 +127
Dec09 090710 8025 8026 8025 8026 -49 6 46 -1
Mar10 090710 7989 8038 7989 7989 -49 0 2 +0
Jun10 090710 7935 7984 7935 7935 -49      
Total Volume and Open Interest 735 9,042 +126
S & P 500(CME)
Sep09 090710 878.20 880.00 869.00 874.30 -4.60 28,002 385,961 +7,056
Dec09 090710 868.00 874.90 866.40 869.80 -4.60 10 6,731 +30
Mar10 090710 865.60 870.70 862.20 865.60 -4.60 30 3,167 -5
Jun10 090710 862.60 867.70 859.20 862.60 -4.60 0 6 +0
Total Volume and Open Interest 28,042 395,870 +7,078
S & P 500 E-Mini(Globex)
Sep09 090710 878.75 880.25 868.75 874.25 -4.75 2,498,962 2,397,981 +2,970
Dec09 090710 874.00 875.50 864.75 869.75 -4.75 1,922 12,581 +821
Total Volume and Open Interest 2,500,885 2,410,604 +3,791
NASDAQ 100(CME)
Sep09 090710 1412.00 1427.00 1402.00 1416.00 +2.50 1,257 15,523 +405
Dec09 090710 1414.00 1415.50 1414.00 1414.00 +2.50 0 12 +0
Mar10 090710 1413.00 1414.50 1413.00 1413.00 +2.50      
Total Volume and Open Interest 1,257 15,535 +405
NASDAQ 100 E-Mini(Globex)
Sep09 090710 1413.80 1426.50 1402.80 1416.00 +2.50 326,368 248,492 +1,157
Dec09 090710 1404.50 1422.50 1401.80 1414.00 +2.50 113 608 -22
Total Volume and Open Interest 326,495 249,115 +1,139
S & P Midcap 400(CME)
Sep09 090710 543.50 549.00 539.50 543.80 -2.40 196 2,542 -17
Dec09 090710 541.80 543.25 541.80 541.80 -2.40      
Mar10 090710 539.80 541.25 539.80 539.80 -2.40      
Total Volume and Open Interest 196 2,542 -17
Russell 2000(CME)
Sep09 090710 0.05 0.05 0.05 0.05 unch 40 5,596 -33
Dec09 090710 0.05 0.05 0.05 0.05 unch 0 2,226 +3
Mar10 090710 0.05 0.05 0.05 0.05 unch 0 5,416 -5
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090710 9345 9375 9245 9250 -85 112,021 152,901 -718
Dec09 090710 9215 9215 9215 9215 -75 160 1,083 +151
Total Volume and Open Interest 116,346 167,452 +1,593
Nikkei 225(SGX)
Sep09 090710 9345 9375 9245 9250 -85 112,021 152,901 -718
Dec09 090710 9215 9215 9215 9215 -75 160 1,083 +151
Mar10 090710 9225 9225 9225 9225 -85 0 75 +0
Total Volume and Open Interest 116,346 167,452 +1,593
CAC 40(EURONEXT)
Jul09 090710 3012.0 3023.5 2975.0 2984.0 -40.0 130,301 419,784 +28,279
Aug09 090710 3010.0 3022.0 2975.5 2983.5 -40.0 229 2,056 +168
Sep09 090710 3006.0 3014.5 2973.0 2978.0 -40.0 1,381 39,823 +437
Total Volume and Open Interest 131,911 464,418 +28,884
Hang Seng Index(HKFE)
Jul09 090710 17750 17831 17592 17725 -38 74,570 76,452 -112
Aug09 090710 17720 17794 17581 17683 -59 5,454 5,898 +62
Sep09 090710 17635 17640 17533 17598 -38 180 2,381 -8
Total Volume and Open Interest 80,253 85,414 -59
DAX(EUREX)
Sep09 090710 4602.0 4646.5 4568.0 4574.5 -47.5 158,132 136,773 +800
Dec09 090710 4598.5 4644.5 4573.5 4578.0 -48.0 813 8,441 +2
Mar10 090710 4608.5 4640.0 4586.0 4586.0 -47.5 180 685 +142
Total Volume and Open Interest 159,125 145,899 +944
FT-SE 100(EURONEXT)
Sep09 090710 4100.00 4128.50 4087.50 4101.00 -15.00 110,315 607,344 -8,444
Dec09 090710 4066.50 4096.00 4060.00 4071.50 -15.50 19 4,146 -7
Mar10 090710 4039.50 4039.50 4039.50 4039.50 -15.50 217 415 +195
Total Volume and Open Interest 110,551 611,905 -8,256
SPI 200(SFE)
Sep09 090710 3730.0 3763.0 3723.0 3751.0 +16.0 20,436 218,517 -14,789
Dec09 090710 3754.0 3760.0 3753.0 3757.0 +16.0 9 3,494 -1
Mar10 090710 3733.0 3733.0 3733.0 3733.0 +16.0 0 4,317 +0
Total Volume and Open Interest 20,531 226,637 -14,756
GSCI(CME)
Jul09 090710 398.00 402.00 396.00 400.25 -3.05 2,654 13,253 -2,245
Aug09 090710 403.00 408.55 401.00 405.00 -3.50 2,380 2,563 +2,331
Sep09 090710 412.00 415.10 407.00 412.00 -3.00 0 2 +0
Total Volume and Open Interest 5,034 15,818 +86
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.