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MRCI's End of Day Prices
Daily Futures Price Listing Tue July 28, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug09 090728 1022.75 1059.75 1020.25 1054.50 +33.25 16,157 36,072 -8,141
Sep09 090728 946.75 973.00 946.00 968.00 +23.00 8,241 22,998 +397
Nov09 090728 907.50 932.50 906.00 927.00 +20.50 47,790 234,140 -214
Jan10 090728 914.00 935.00 914.00 931.00 +17.25 2,359 37,474 +54
Mar10 090728 921.25 937.50 916.75 932.00 +15.25 1,672 18,681 +69
May10 090728 922.50 938.00 918.50 929.50 +11.00 1,034 11,555 +33
Jul10 090728 931.25 945.00 928.00 935.00 +10.50 1,094 15,430 -14
Total Volume and Open Interest 79,960 396,525 -8,361
Soybean Meal(CBOT)
Aug09 090728 324.00 334.00 323.30 331.90 +9.00 8,143 18,476 -1,352
Sep09 090728 296.60 306.70 296.60 303.90 +7.30 7,393 31,280 +166
Oct09 090728 286.00 290.30 281.30 287.20 +7.00 2,382 20,615 -189
Dec09 090728 276.40 285.90 276.10 283.30 +7.10 12,485 70,624 +283
Jan10 090728 279.30 281.50 273.70 280.30 +6.60 260 7,354 -54
Mar10 090728 274.60 280.90 273.50 279.00 +5.50 385 6,405 +10
May10 090728 275.10 279.30 273.70 277.20 +4.00 241 8,780 +20
Jul10 090728 277.10 281.90 276.00 278.40 +3.50 153 4,025 +12
Total Volume and Open Interest 31,636 171,227 -1,131
Soybean Oil(CBOT)
Aug09 090728 33.56 34.29 33.54 33.82 +0.22 9,539 26,216 -4,867
Sep09 090728 33.76 34.47 33.76 34.01 +0.24 6,510 39,284 +571
Oct09 090728 34.30 34.55 34.00 34.17 +0.23 3,095 19,575 +80
Dec09 090728 34.25 34.99 34.24 34.53 +0.23 19,660 113,442 +411
Jan10 090728 34.99 34.99 34.65 34.87 +0.22 427 13,943 +25
Mar10 090728 35.28 35.28 34.94 35.12 +0.23 456 8,075 +136
May10 090728 35.35 35.62 35.09 35.25 +0.23 246 7,087 -70
Jul10 090728 35.45 35.75 35.23 35.39 +0.24 212 5,199 +39
Total Volume and Open Interest 40,278 241,309 -3,665
Canola(WCE)
Nov09 090728 400.0 404.9 395.3 403.2 +3.2 5,225 83,463 +1,653
Jan10 090728 404.3 408.8 399.4 407.6 +2.1 1,214 10,902 +339
Mar10 090728 410.0 411.9 408.8 411.9 +1.7 12 1,679 +0
May10 090728 414.8 414.8 414.8 414.8 +2.3 0 515 +0
Jul10 090728 420.3 420.3 419.2 419.2 +1.4 0 546 +0
Total Volume and Open Interest 6,451 97,171 +1,992
Corn(CBOT)
Sep09 090728 322.00 327.00 320.00 320.50 -1.75 47,360 244,025 -10,050
Dec09 090728 333.75 338.25 329.75 329.75 -4.00 86,639 412,684 -1,576
Mar10 090728 346.50 351.25 342.75 342.75 -4.25 11,982 77,838 -1,316
May10 090728 356.25 360.00 352.25 352.25 -4.00 3,082 18,093 -178
Jul10 090728 364.50 368.50 360.75 360.75 -4.00 5,292 52,252 -141
Sep10 090728 376.25 376.25 368.25 368.25 -3.75 614 7,195 +44
Total Volume and Open Interest 158,985 873,968 -13,071
Wheat(CBOT)
Sep09 090728 520.00 528.00 514.50 516.25 -4.25 27,659 139,717 -2,102
Dec09 090728 547.00 555.50 542.00 543.75 -4.00 12,757 113,540 +195
Mar10 090728 564.50 573.50 561.00 562.50 -3.50 3,469 18,320 -164
May10 090728 578.00 583.00 574.50 574.75 -3.50 220 2,213 +13
Jul10 090728 592.50 596.00 585.00 585.50 -3.75 3,221 39,156 +194
Total Volume and Open Interest 47,631 319,851 -1,861
Wheat(KCBT)
Sep09 090728 551.00 562.00 547.50 550.00 -1.75 7,226 38,631 -918
Dec09 090728 568.00 578.75 564.25 566.75 -2.00 2,998 37,552 +770
Mar10 090728 585.00 594.75 581.00 582.75 -2.00 569 7,169 +169
May10 090728 595.00 604.25 591.75 593.25 -1.75 74 1,199 -8
Jul10 090728 604.25 614.50 601.50 603.00 -1.75 293 10,496 -2
Total Volume and Open Interest 11,194 96,656 +18
Wheat(MGE)
Sep09 090728 597.00 605.50 595.25 600.50 +3.00 1,730 9,846 -236
Dec09 090728 611.00 619.50 610.25 614.00 +2.25 846 13,651 +1
Mar10 090728 627.00 634.00 624.75 628.75 +2.00 347 4,461 +176
May10 090728 634.75 642.75 633.50 637.50 +1.25 87 1,580 -6
Jul10 090728 644.00 651.25 641.75 646.50 +1.75 296 5,480 +116
Total Volume and Open Interest 3,491 36,400 +121
Oats(CBOT)
Sep09 090728 195.25 195.50 189.75 193.50 -1.50 218 3,598 -124
Dec09 090728 208.00 209.50 202.25 206.00 -1.50 663 8,993 +253
Mar10 090728 219.00 219.50 215.00 218.00 -1.50 69 1,461 +28
May10 090728 226.00 227.50 226.00 226.00 -1.50 0 88 +0
Total Volume and Open Interest 950 14,142 +157
Rough Rice(CBOT)
Sep09 090728 13.75 13.88 13.60 13.84 +0.06 221 5,435 -46
Nov09 090728 13.97 14.09 13.84 14.03 +0.05 149 2,224 +79
Jan10 090728 13.98 14.22 13.98 14.19 +0.06 1 294 +0
Mar10 090728 14.28 14.32 14.28 14.32 +0.03 1 374 +0
Total Volume and Open Interest 372 8,486 +33
Live Cattle(CME)
Aug09 090728 84.700 85.450 84.650 84.930 +0.230 4,979 38,169 -2,276
Oct09 090728 90.100 91.100 90.100 90.580 +0.380 7,421 101,825 +582
Dec09 090728 89.850 90.750 89.750 90.250 +0.350 3,461 53,171 +5
Feb10 090728 89.050 89.900 88.900 89.480 +0.595 1,891 18,477 -109
Apr10 090728 90.385 91.285 90.350 90.885 +0.685 438 8,708 +151
Jun10 090728 87.580 88.200 87.535 87.885 +0.385 154 3,837 +32
Total Volume and Open Interest 18,349 225,003 -1,612
Feeder Cattle(CME)
Aug09 090728 102.600 103.150 101.900 102.850 +0.450 1,615 8,622 -307
Sep09 090728 102.350 103.200 102.150 102.980 +0.630 662 8,053 -40
Oct09 090728 102.700 103.250 102.150 103.200 +0.620 661 7,265 +69
Nov09 090728 102.050 103.080 101.800 103.050 +0.820 151 2,068 +30
Jan10 090728 101.800 102.200 101.600 102.200 +0.500 9 762 +0
Mar10 090728 101.800 102.000 101.700 102.000 +0.250 24 373 +13
Apr10 090728 102.000 102.000 101.700 102.000 unch 0 27 +0
Total Volume and Open Interest 3,125 27,185 -232
Lean Hogs(CME)
Aug09 090728 58.500 58.750 56.180 56.850 -2.330 7,937 16,778 -2,630
Oct09 090728 54.250 54.430 51.750 52.700 -2.050 7,547 55,081 -677
Dec09 090728 53.900 53.900 51.300 52.285 -1.765 3,323 33,956 +1,065
Feb10 090728 59.330 59.500 57.250 58.550 -1.600 1,268 13,872 +366
Apr10 090728 62.500 62.850 61.000 62.050 -1.130 620 5,550 +271
May10 090728 66.000 67.050 66.000 66.500 -1.475 9 450 +0
Jun10 090728 70.600 70.750 68.900 70.650 -0.325 223 2,986 +153
Jul10 090728 68.800 70.000 68.750 69.950 -0.400 19 713 +11
Total Volume and Open Interest 21,012 129,923 -1,411
Pork Bellies(CME)
Aug09 090728 62.800 62.800 60.580 61.380 -0.855 32 337 -16
Feb10 090728 83.550 84.980 82.000 83.300 -0.700 10 185 +8
Mar10 090728 83.000 83.500 82.500 82.500 unch 0 45 +0
May10 090728 84.800 84.800 84.800 84.800 unch 0 1 +0
Jul10 090728 85.900 85.900 85.900 85.900        
Class III Milk(CME)
Jul09 090728 9.97 9.97 9.94 9.94 -0.01 36 4,663 +40
Aug09 090728 10.79 10.95 10.75 10.84 -0.01 111 4,161 +82
Sep09 090728 12.15 12.35 12.11 12.28 +0.12 211 4,222 +66
Oct09 090728 13.15 13.30 13.05 13.26 +0.13 307 3,958 +147
Nov09 090728 13.95 14.15 13.80 14.13 +0.18 198 3,625 +145
Total Volume and Open Interest 1,122 29,189 +541
Cocoa(ICE)
Sep09 090728 2880 2935 2861 2879 +9 6,755 46,617 -826
Dec09 090728 2910 2967 2890 2911 +11 3,063 33,207 +384
Mar10 090728 2930 2976 2908 2922 +14 1,219 19,947 +555
May10 090728 2920 2971 2920 2923 +13 77 4,816 +7
Jul10 090728 2923 2945 2923 2930 +13 37 3,602 +8
Sep10 090728 2932 2983 2930 2933 +14 164 2,600 +116
Dec10 090728 2918 2983 2918 2936 +16 0 1,146 -2
Total Volume and Open Interest 11,315 115,492 +242
Coffee "C"(ICE)
Sep09 090728 125.00 126.30 120.30 122.80 -1.65 4,203 57,148 -667
Dec09 090728 127.90 129.25 123.35 125.85 -1.70 744 27,281 +48
Mar10 090728 130.65 132.00 126.95 128.80 -1.70 180 13,261 +41
May10 090728 133.40 133.40 130.75 130.75 -1.75 32 3,858 +4
Jul10 090728 135.00 135.00 132.65 132.65 -1.75 12 1,773 +4
Sep10 090728 134.50 134.50 134.50 134.50 -1.75 4 1,420 +4
Total Volume and Open Interest 5,234 106,039 -609
Orange Juice(ICE)
Sep09 090728 96.10 96.30 94.45 94.55 -1.55 919 18,422 +86
Nov09 090728 98.95 99.05 97.85 97.85 -1.40 352 9,741 +80
Jan10 090728 101.50 101.50 100.80 100.80 -1.45 2 1,102 -1
Mar10 090728 104.05 104.05 104.05 104.05 -1.50 5 2,317 +5
May10 090728 106.85 106.85 106.85 106.85 -1.45 0 151 +0
Jul10 090728 109.60 109.60 109.60 109.60 -1.45 0 57 +0
Total Volume and Open Interest 1,278 31,974 +170
Sugar #11(ICE)
Oct09 090728 18.49 18.57 18.08 18.50 +0.05 30,394 320,106 +400
Mar10 090728 19.60 19.74 19.25 19.60 unch 15,366 177,542 -1,909
May10 090728 19.12 19.14 18.76 19.10 +0.01 3,994 40,477 +786
Jul10 090728 18.42 18.48 18.14 18.46 +0.04 2,794 85,223 -43
Oct10 090728 18.20 18.20 17.95 18.18 +0.02 1,236 51,576 -39
Total Volume and Open Interest 57,087 751,847 -371
Sugar #14(ICE)
Sep09 090728 23.40 23.40 23.40 23.40 +0.12 2 1,739 +2
Total Volume and Open Interest 2 1,739 +2
London Cocoa(LCE)
Sep09 090728 1806 1853 1804 1824 +16 2,532 49,434 -178
Dec09 090728 1823 1872 1823 1845 +19 2,397 39,658 +331
Mar10 090728 1824 1871 1824 1843 +18 593 31,706 +150
May10 090728 1815 1860 1815 1832 +15 79 17,975 +54
Jul10 090728 1810 1848 1810 1825 +13 74 6,845 +30
Sep10 090728 1813 1848 1813 1825 +12 152 2,805 +61
Dec10 090728 1825 1825 1825 1825 +12 0 670 +0
Total Volume and Open Interest 5,827 151,694 +448
London Coffee(LCE)
London Sugar(LCE)
Oct09 090728 484.90 487.40 479.00 485.00 +0.40 4,120 45,197 +680
Dec09 090728 497.30 499.00 491.70 496.00 -0.30 835 9,655 +39
Mar10 090728 505.00 505.50 499.00 503.70 -0.90 574 12,780 +370
May10 090728 501.10 501.10 496.00 501.00 -0.60 80 2,932 +15
Aug10 090728 498.00 498.10 495.70 496.50 -0.50 220 2,729 +176
Total Volume and Open Interest 5,829 74,640 +1,280
Cotton(ICE)
Oct09 090728 57.35 57.90 56.76 56.97 -0.34 252 2,215 +113
Dec09 090728 59.38 60.28 58.88 59.12 -0.41 9,166 103,969 -1,340
Mar10 090728 62.23 62.47 61.28 61.41 -0.52 809 15,901 +181
May10 090728 62.62 62.62 62.62 62.62 -0.53 224 953 +78
Jul10 090728 64.38 64.62 63.71 63.71 -0.58 96 2,681 +63
Oct10 090728 64.99 64.99 64.99 64.99 -0.57 0 10 +0
Total Volume and Open Interest 10,568 127,993 -892
Lumber(CME)
Sep09 090728 199.0 207.0 199.0 207.0 +10.0 353 5,578 +12
Nov09 090728 204.0 211.8 204.0 209.6 +7.5 125 1,513 -31
Jan10 090728 219.0 223.0 216.0 222.9 +4.5 14 822 -3
Mar10 090728 229.8 230.0 225.0 229.8 +2.8 2 37 +1
Total Volume and Open Interest 495 7,962 -21
Crude Oil(NYM)
Sep09 090728 68.26 68.86 66.48 67.23 -1.15 217,270 332,239 -8,544
Oct09 090728 69.76 70.50 68.22 68.98 -1.07 57,392 96,525 -2,238
Nov09 090728 71.15 71.91 69.65 70.46 -1.02 29,215 52,329 -126
Dec09 090728 72.08 72.86 70.62 71.46 -1.01 34,479 158,678 -5,245
Jan10 090728 73.37 73.37 71.50 72.24 -0.96 7,151 33,511 -321
Feb10 090728 73.80 73.80 72.23 72.98 -0.90 5,365 21,278 +269
Mar10 090728 73.27 73.62 73.08 73.62 -0.88 5,471 18,705 +252
Apr10 090728 74.19 74.19 74.19 74.19 -0.88 3,113 10,661 -1,327
May10 090728 74.71 74.71 74.71 74.71 -0.88 1,753 10,391 -754
Jun10 090728 76.39 76.44 74.54 75.23 -0.86 6,627 47,774 -1,081
Jul10 090728 75.75 76.02 74.78 75.65 -0.85 1,599 30,641 +127
Aug10 090728 75.92 75.92 75.92 75.92 -0.83 821 7,919 +59
Sep10 090728 76.21 76.21 76.21 76.21 -0.78 912 13,053 -197
Oct10 090728 76.53 76.53 76.53 76.53 -0.73 803 7,656 +31
Nov10 090728 76.91 76.91 76.91 76.91 -0.69 599 8,199 -20
Dec10 090728 77.55 78.25 76.43 77.29 -0.66 7,192 95,359 -2,565
Total Volume and Open Interest 383,270 1,158,584 -21,386
e-miNY Crude Oil(NYM)
Jul09 090528 62.975 65.425 62.750 65.075 +2.625 8,778 3,598 +199
Aug09 090720 63.525 64.875 63.225 63.975 +0.425 10,343 3,538 -857
Sep09 090720 64.400 65.875 64.175 65.300 +0.725 2,777 1,482 +333
Oct09 090728 69.900 70.450 68.300 68.975 -1.075 379 493 -13
Nov09 090728 71.275 71.450 70.400 70.450 -1.025 193 178 +5
Dec09 090728 72.775 72.800 70.900 71.450 -1.025 129 218 -23
Jan10 090728 72.250 72.250 72.250 72.250 -0.950 54 115 +46
Feb10 090728 72.975 72.975 72.975 72.975 -0.900 14 13 +2
Mar10 090728 73.625 73.625 73.625 73.625 -0.875 0 1 +0
Apr10 090728 74.200 74.200 74.200 74.200 -0.875      
Total Volume and Open Interest 9,197 4,711 -235
Heating Oil(NYM)
Aug09 090728 178.60 180.45 175.75 176.47 -3.19 13,366 23,869 -2,284
Sep09 090728 180.85 183.05 178.04 178.84 -3.28 26,281 62,809 +671
Oct09 090728 185.30 186.17 181.24 182.04 -3.17 6,269 34,098 -328
Nov09 090728 187.84 188.90 184.70 185.56 -3.03 2,498 22,380 +500
Dec09 090728 191.83 193.01 188.04 189.00 -2.91 4,481 37,839 -212
Jan10 090728 195.40 195.40 191.50 192.26 -2.84 2,027 20,500 +415
Feb10 090728 195.79 195.79 194.23 194.76 -2.84 1,436 13,534 +199
Mar10 090728 197.16 197.16 196.00 196.11 -2.84 720 9,245 +184
Apr10 090728 198.65 198.65 196.70 196.76 -2.79 642 6,766 +14
May10 090728 197.47 197.61 197.47 197.61 -2.79 580 8,906 +152
Jun10 090728 197.43 198.80 197.43 198.56 -2.79 216 18,066 +15
Jul10 090728 200.28 200.46 200.28 200.46 -2.84 37 2,890 +0
Total Volume and Open Interest 59,663 301,009 -678
Gasoline(NYMEX)
Aug09 090728 192.70 194.75 189.60 191.06 -2.41 18,850 23,343 -4,729
Sep09 090728 189.66 191.62 186.50 187.92 -2.63 36,095 84,218 +4,171
Oct09 090728 180.12 181.35 176.65 178.12 -2.43 8,637 29,338 -258
Nov09 090728 179.20 179.20 176.06 177.40 -2.22 3,582 15,111 -121
Dec09 090728 180.78 181.00 176.97 178.28 -2.13 4,247 19,425 +196
Jan10 090728 181.00 181.00 179.05 180.35 -2.14 1,191 9,499 +112
Feb10 090728 183.65 183.65 181.25 182.60 -2.14 474 3,191 +102
Mar10 090728 186.00 186.00 184.35 185.00 -2.14 369 4,346 -185
Apr10 090728 198.40 198.40 198.40 198.40 -2.19 77 4,091 +18
May10 090728 199.90 199.90 199.90 199.90 -2.19 12 2,415 +5
Total Volume and Open Interest 73,534 204,405 -689
e-miNY RBOB Gasoline(NYM)
Aug09 090728 1.93 1.93 1.91 1.91 -0.02 0 1 +0
Sep09 090728 187.92 187.92 187.92 187.92 -2.63      
Oct09 090728 178.12 178.12 178.12 178.12 -2.43      
Nov09 090728 177.40 177.40 177.40 177.40 -2.22      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Aug09 090728 3.636 3.665 3.454 3.535 -0.069 79,912 30,559 -17,130
Sep09 090728 3.802 3.835 3.608 3.687 -0.081 57,940 167,347 -2,948
Oct09 090728 4.030 4.055 3.849 3.924 -0.084 10,813 89,948 -1,169
Nov09 090728 4.716 4.744 4.546 4.618 -0.082 5,033 40,917 +320
Dec09 090728 5.420 5.425 5.225 5.295 -0.074 3,040 43,879 -140
Jan10 090728 5.665 5.665 5.510 5.575 -0.072 4,055 45,468 +530
Feb10 090728 5.642 5.645 5.537 5.605 -0.072 581 21,514 +192
Mar10 090728 5.600 5.611 5.488 5.552 -0.064 1,674 36,841 +73
Apr10 090728 5.527 5.527 5.425 5.487 -0.054 1,607 36,939 +424
May10 090728 5.567 5.576 5.480 5.540 -0.053 410 19,694 +241
Jun10 090728 5.681 5.681 5.578 5.633 -0.052 55 9,655 +17
Jul10 090728 5.784 5.793 5.704 5.755 -0.052 53 9,534 -1
Aug10 090728 5.877 5.886 5.790 5.845 -0.052 47 9,067 -6
Sep10 090728 5.949 5.949 5.852 5.907 -0.052 68 6,830 -16
Oct10 090728 6.051 6.055 5.965 6.017 -0.052 972 18,626 +550
Nov10 090728 6.400 6.400 6.293 6.362 -0.052 22 5,986 -8
Total Volume and Open Interest 166,601 720,385 -19,015
Brent Crude Oil(ICE)
Sep09 090728 70.57 71.36 69.07 69.88 -0.93 83,024 142,751 -1,307
Oct09 090728 70.97 71.81 69.50 70.32 -0.99 43,938 114,914 -2,499
Nov09 090728 71.86 72.46 70.22 71.07 -0.94 18,749 48,058 +2,386
Dec09 090728 72.79 73.15 70.96 71.79 -0.90 20,328 97,184 +2,057
Jan10 090728 73.64 73.78 71.66 72.47 -0.88 6,229 29,339 +1,261
Feb10 090728 74.34 74.34 72.32 73.12 -0.87 2,883 17,896 -225
Mar10 090728 74.93 74.95 72.93 73.77 -0.85 1,786 12,260 -195
Apr10 090728 75.52 75.52 73.54 74.38 -0.83 1,787 8,562 -470
May10 090728 75.95 76.00 74.11 74.94 -0.82 1,232 6,551 -305
Jun10 090728 76.58 76.60 74.64 75.44 -0.83 2,990 37,304 +770
Jul10 090728 75.83 75.83 75.83 75.83 -0.84 439 9,256 -44
Aug10 090728 76.16 76.16 76.16 76.16 -0.83 964 6,624 +41
Sep10 090728 76.47 76.47 76.47 76.47 -0.82 916 3,214 +320
Oct10 090728 76.79 76.79 76.79 76.79 -0.78 1,019 2,798 -2
Total Volume and Open Interest 192,600 683,139 +3,203
Gas Oil(ICE)
Aug09 090728 572.50 579.50 563.00 564.75 -10.25 30,485 56,158 -314
Sep09 090728 579.75 585.75 569.75 571.50 -9.75 40,285 86,653 +2,057
Oct09 090728 585.75 593.00 577.00 578.75 -9.50 17,918 48,000 +1,813
Nov09 090728 596.75 597.00 585.00 586.25 -9.50 8,207 35,318 +1,951
Dec09 090728 607.00 608.25 592.25 594.00 -10.00 11,929 63,997 +173
Jan10 090728 613.75 613.75 602.00 602.75 -10.25 4,176 39,820 +477
Feb10 090728 616.25 616.25 609.75 609.75 -10.75 1,585 18,099 +84
Mar10 090728 622.50 622.50 615.75 615.75 -10.75 1,357 19,692 +152
Apr10 090728 628.50 628.50 621.75 621.75 -11.00 842 11,778 +417
May10 090728 634.25 634.25 627.50 627.50 -11.00 533 9,339 -124
Total Volume and Open Interest 123,323 514,648 +6,564
Ethanol(CBOT)
Jul09 090706 1.625 1.625 1.625 1.625 -0.025 47 145 -23
Aug09 090728 1.590 1.610 1.590 1.610 +0.015 9 234 -16
Sep09 090728 1.550 1.555 1.545 1.553 +0.003 14 490 -2
Oct09 090728 1.515 1.520 1.510 1.512 -0.005 10 371 +0
Nov09 090728 1.500 1.515 1.500 1.515 +0.005 20 237 -10
Dec09 090728 1.512 1.522 1.512 1.522 +0.004 35 365 -5
Jan10 090728 1.525 1.530 1.500 1.509 -0.001 35 467 +1
Feb10 090728 1.530 1.530 1.530 1.530 +0.020 10 436 -10
Total Volume and Open Interest 136 3,820 -39
US Dollar Index(ICE)
Sep09 090728 78.750 79.210 78.420 79.000 +0.245 2,682 25,420 +344
Dec09 090728 79.125 79.515 78.800 79.320 +0.250 18 2,127 +2
Mar10 090728 79.590 79.590 79.590 79.590 +0.250      
Total Volume and Open Interest 2,700 27,547 +346
Australian Dollar(CME)
Sep09 090728 81.98 83.09 81.71 82.45 +0.46 51,299 102,093 +819
Dec09 090728 81.22 82.50 81.22 81.87 +0.44 78 411 +35
Mar10 090728 81.27 81.27 80.85 81.27 +0.42 0 15 +0
Total Volume and Open Interest 51,377 102,520 +854
British Pound(CME)
Sep09 090728 164.93 165.56 163.89 164.36 -0.61 81,089 90,102 -5,261
Dec09 090728 165.30 165.46 163.89 164.34 -0.60 16 499 +1
Mar10 090728 164.32 165.21 164.13 164.32 -0.59 0 8 +0
Total Volume and Open Interest 81,105 90,631 -5,260
Canadian Dollar(CME)
Sep09 090728 92.51 93.06 91.69 92.39 -0.19 57,882 92,403 +550
Dec09 090728 92.40 93.04 91.73 92.41 -0.19 79 2,333 +1
Mar10 090728 92.80 93.02 91.79 92.42 -0.19 1 655 -1
Jun10 090728 92.43 92.74 91.80 92.43 -0.19 0 129 -2
Total Volume and Open Interest 57,962 95,688 +548
Japanese Yen(CME)
Sep09 090728 105.11 106.40 105.00 105.82 +0.75 68,048 86,015 -6,913
Dec09 090728 105.16 106.48 105.16 105.92 +0.74 109 334 +13
Mar10 090728 106.10 106.41 105.35 106.10 +0.75 0 32 +0
Total Volume and Open Interest 68,157 86,382 -6,900
Swiss Franc(CME)
Sep09 090728 93.46 93.90 92.65 93.10 -0.43 26,213 37,928 -292
Dec09 090728 93.50 93.97 92.80 93.22 -0.43 1 103 +1
Mar10 090728 93.39 93.93 93.21 93.39 -0.43 0 5 +0
Total Volume and Open Interest 26,214 38,036 -291
EuroFX(CME)
Sep09 090728 142.42 143.06 141.31 141.77 -0.67 166,162 137,328 -4,112
Dec09 090728 142.71 143.02 141.31 141.76 -0.67 82 1,393 -8
Mar10 090728 141.77 142.82 141.57 141.77 -0.66 0 338 +0
Total Volume and Open Interest 166,244 139,062 -4,120
Mexican Peso(CME)
Aug09 090728 754.8 754.8 752.5 754.8 +2.2      
Sep09 090728 749.5 754.0 746.5 750.2 +2.2 11,424 51,145 +3,387
Total Volume and Open Interest 11,424 52,807 +3,387
30-Year T-Bonds(CBOT)
Sep09 090728 115~125 116~235 115~065 115~305 +0~140 161,266 665,389 -4,732
Dec09 090728 114~140 115~105 114~015 114~225 +0~140 52 1,950 +18
Mar10 090728 113~235 113~235 113~095 113~235 +0~140 0 41 +0
Total Volume and Open Interest 161,329 667,383 -4,714
10-Year T-Notes(CBOT)
Sep09 090728 115~300 116~230 115~250 116~025 +0~010 544,993 1,044,824 -6,818
Dec09 090728 114~250 115~000 114~140 114~200 +0~010 462 6,469 +217
Mar10 090728 113~200 113~200 113~190 113~200 +0~010      
Total Volume and Open Interest 545,455 1,051,293 -6,601
5-Year T-Notes(CBOT)
Sep09 090728 114~116 115~047 114~094 114~113 -0~012 289,151 742,066 -1,408
Dec09 090728 113~095 113~112 113~071 113~071 -0~018 225 2,642 +175
Mar10 090728 113~071 113~089 113~071 113~071 -0~018      
Total Volume and Open Interest 289,376 744,708 -1,233
2 Year T-Notes(CBOT)
Sep09 090728 108~043 108~043 108~032 108~032 -0~011 200 645,924 +645,924
Dec09 090728 107~098 107~098 107~078 107~078 -0~013 50 1,329 +50
Mar10 090728 107~078 107~091 107~078 107~078 -0~013      
Total Volume and Open Interest 90,248 647,253 -7,566
Eurodollars(CME)
Sep09 090728 99.485 99.500 99.475 99.485 -0.005 74,917 997,084 +5,171
Dec09 090728 99.275 99.290 99.240 99.260 -0.015 109,053 959,914 +7,307
Mar10 090728 99.005 99.045 98.960 98.985 -0.035 174,055 899,079 +2,051
Jun10 090728 98.635 98.675 98.560 98.590 -0.060 169,043 626,827 +300
Sep10 090728 98.250 98.300 98.155 98.190 -0.070 199,916 585,426 -8,989
Dec10 090728 97.850 97.920 97.755 97.795 -0.070 155,748 722,275 -7,198
Mar11 090728 97.490 97.575 97.400 97.450 -0.060 117,940 381,003 -4,475
Jun11 090728 97.125 97.220 97.045 97.105 -0.045 100,718 372,855 +227
Sep11 090728 96.790 96.905 96.725 96.785 -0.030 45,953 239,710 -2,561
Dec11 090728 96.460 96.590 96.415 96.475 -0.015 31,317 166,893 -1,003
Mar12 090728 96.260 96.360 96.195 96.250 unch 27,815 123,306 +1,063
Jun12 090728 96.015 96.145 95.975 96.035 +0.010 24,607 118,563 -1,310
Sep12 090728 95.800 95.960 95.780 95.850 +0.020 9,868 64,455 +472
Dec12 090728 95.645 95.780 95.585 95.670 +0.030 6,885 59,315 -12
Mar13 090728 95.480 95.670 95.475 95.560 +0.040 7,963 60,573 -1,416
Jun13 090728 95.350 95.550 95.340 95.440 +0.050 7,425 29,533 -1,566
Sep13 090728 95.230 95.435 95.215 95.325 +0.055 4,002 39,171 -40
Dec13 090728 95.095 95.305 95.075 95.195 +0.060 2,330 28,586 +65
Total Volume and Open Interest 1,281,534 6,643,934 -9,753
30 Day Federal Funds(CBOT)
Jul09 090728 99.840 99.845 99.840 99.840 unch 2,573 59,969 +423
Aug09 090728 99.815 99.820 99.815 99.815 unch 3,107 47,338 +878
Sep09 090728 99.805 99.810 99.800 99.800 unch 1,802 34,167 -69
Oct09 090728 99.795 99.800 99.790 99.790 unch 2,222 28,599 -433
Nov09 090728 99.760 99.765 99.755 99.760 unch 1,612 53,817 -1,288
Dec09 090728 99.735 99.740 99.725 99.730 -0.005 2,217 38,564 +48
Total Volume and Open Interest 21,519 381,464 +34
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 090728 99.49 99.49 99.49 99.49 unch      
Dec09 090728 99.52 99.52 99.52 99.52 unch      
Mar10 090728 99.54 99.54 99.54 99.54 unch      
Jun10 090728 99.50 99.50 99.50 99.50 unch      
Sep10 090728 99.44 99.44 99.44 99.44 unch      
Dec10 090728 99.40 99.40 99.40 99.40 unch      
Mar11 090728 99.32 99.32 99.32 99.32 unch      
Jun11 090728 99.25 99.25 99.25 99.25 unch      
Sep11 090728 99.25 99.25 99.25 99.25 unch      
Dec11 090728 99.06 99.06 99.06 99.06 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090728 99.49 99.49 99.48 99.48 unch 100 11,903 -97
Dec09 090728 99.51 99.51 99.51 99.51 unch 0 3,657 +0
Mar10 090728 99.53 99.53 99.53 99.53 unch 100 2,581 -10
Jun10 090728 99.49 99.50 99.49 99.50 unch 0 1,388 +0
Sep10 090728 99.44 99.44 99.44 99.44 unch 0 421 +0
Dec10 090728 99.39 99.39 99.39 99.39 unch 0 420 +0
Mar11 090728 99.31 99.31 99.31 99.31 unch 0 412 +0
Jun11 090728 99.25 99.25 99.25 99.25 unch 0 52 +0
Total Volume and Open Interest 200 22,367 +10
Japanese Gov't Bonds(SGX)
Sep09 090728 138.32 138.39 138.26 138.32 +0.17 2,719 13,549 +1,022
Dec09 090728 137.93 137.93 137.93 137.93 +0.03 0 1 +0
Mar10 090728 137.70 137.70 137.70 137.70 +0.03      
Total Volume and Open Interest 2,790 13,364 +193
Euro-Bund(EUREX)
Sep09 090728 120.12 120.97 119.98 120.77 +0.47 584,369 904,680 +47,791
Dec09 090728 119.06 119.48 119.06 119.40 +0.46 141 3,799 +2,334
Mar10 090728 119.00 119.00 119.00 119.00 +0.47 0 1 +0
Total Volume and Open Interest 584,510 908,480 +50,125
Euro-Bobl(EUREX)
Sep09 090717 115.98 116.10 115.60 115.74 -0.60 217,689 743,810 +56,194
Dec09 090728 113.73 114.11 113.73 114.11 +0.26 1 133 +1
Mar10 090728 114.10 114.10 114.10 114.10 +0.27      
Total Volume and Open Interest 335,053 668,929 -23,142
3-Mth Euribor(EUREX)
Sep09 090714 99.075 99.080 99.070 99.080 +0.270 1,414 15,734 +1,281
Dec09 090728 98.965 99.005 98.965 99.005 +0.035 17 5,581 +7
Mar10 090728 98.835 98.835 98.835 98.835 +0.050 104 2,955 +26
Total Volume and Open Interest 317 34,052 +77
Long Gilt(LIFFE)
Sep09 090714 118~04 118~06 117~19 117~25 -0~31 59,208 217,672 -1,663
Dec09 090728 114~15 114~15 114~15 114~15 +0~10      
Total Volume and Open Interest 66,702 221,800 +2,248
3-Mth Short Sterling(LIFFE)
Sep09 090728 99.12 99.17 99.11 99.14 +0.01 32,758 250,656 +354
Dec09 090728 98.86 98.92 98.85 98.90 +0.02 58,248 263,845 +5,820
Mar10 090728 98.47 98.57 98.46 98.54 +0.04 55,241 337,760 +5,892
Jun10 090728 97.94 98.04 97.91 98.01 +0.05 65,226 288,237 +6,813
Sep10 090728 97.38 97.48 97.34 97.46 +0.05 80,277 246,636 -8,774
Dec10 090728 96.83 96.94 96.79 96.92 +0.06 89,630 231,513 -6,921
Total Volume and Open Interest 455,226 2,088,317 +9,417
3-Mth Euribor(LIFFE)
Sep09 090728 99.120 99.140 99.120 99.135 +0.015 46,441 653,004 -9,770
Dec09 090728 98.960 99.015 98.955 99.000 +0.035 54,868 510,074 +6,132
Mar10 090728 98.780 98.840 98.760 98.830 +0.050 72,529 434,738 +2,033
Total Volume and Open Interest 496,532 3,118,583 -3,984
3-Mth Aus T-Bills(SFE)
Sep09 090728 96.76 96.79 96.69 96.71 -0.06 10,632 300,433 -609
Dec09 090728 96.57 96.60 96.45 96.46 -0.12 13,682 259,882 +1,429
Mar10 090728 96.12 96.18 95.99 96.01 -0.13 4,823 141,241 +140
Jun10 090728 95.63 95.69 95.49 95.51 -0.13 4,535 87,862 +74
Sep10 090728 95.19 95.23 95.03 95.06 -0.14 1,028 56,700 +371
Dec10 090728 94.80 94.84 94.64 94.67 -0.14 1,087 31,980 +201
Mar11 090728 94.45 94.48 94.30 94.32 -0.14 380 17,668 +159
Jun11 090728 94.09 94.16 94.00 94.00 -0.13 189 13,232 +45
Sep11 090728 93.87 93.87 93.71 93.71 -0.14 0 3,483 +0
Dec11 090728 93.44 93.44 93.44 93.44 -0.14 10 623 +0
Total Volume and Open Interest 36,366 914,044 +1,810
10-Year Aus T-Bonds(SFE)
Sep09 090724 94.48 94.49 94.35 94.37 -0.13 36,472 316,475 +15,115
Dec09 090728 94.32 94.32 94.32 94.32 -0.03      
Total Volume and Open Interest 15,602 340,729 -4,736
3-Year Aus T-Bonds(SFE)
Sep09 090728 95.07 95.12 94.95 94.99 -0.09 56,982 583,315 -349
Dec09 090728 94.99 94.99 94.99 94.99 -0.09      
Total Volume and Open Interest 56,982 583,315 -349
Gold(CMX)
Aug09 090728 953.6 956.8 933.8 939.1 -14.4 70,915 121,856 -16,075
Oct09 090728 954.7 958.0 935.2 940.3 -14.5 2,157 20,430 +1,254
Dec09 090728 956.1 959.4 936.5 941.7 -14.6 29,383 157,997 +18,998
Feb10 090728 957.9 959.7 941.8 942.9 -14.7 1,094 18,372 +550
Apr10 090728 961.7 961.7 939.5 944.2 -14.7 124 18,362 +8
Jun10 090728 958.1 958.1 944.9 945.6 -14.8 112 9,938 +60
Aug10 090728 961.9 961.9 947.3 947.3 -14.9 0 5,545 +0
Oct10 090728 949.4 949.4 949.4 949.4 -14.9 0 3,550 +0
Dec10 090728 954.5 956.5 949.9 951.7 -15.0 1,128 11,906 -248
Feb11 090728 954.4 954.4 954.4 954.4 -15.1 0 1,012 +0
Apr11 090728 957.3 957.3 957.3 957.3 -15.2 0 62 +0
Jun11 090728 305.2 305.2 305.2 305.2 -15.3 25 8,021 -25
Total Volume and Open Interest 105,467 395,762 +4,618
Silver(CMX)
Jul09 090728 1399.0 1399.0 1364.5 1373.5 -25.0 23 100 +0
Sep09 090728 1402.0 1409.5 1358.0 1374.0 -25.0 13,073 53,822 -354
Dec09 090728 1407.0 1412.5 1364.0 1377.9 -25.1 685 21,449 +205
Mar10 090728 1410.5 1410.5 1367.0 1380.9 -25.2 134 5,916 +28
May10 090728 1382.8 1382.8 1382.8 1382.8 -25.3 58 2,267 +53
Jul10 090728 1410.5 1410.5 1384.5 1384.5 -25.5 115 3,097 +21
Sep10 090728 1386.4 1386.4 1386.4 1386.4 -25.6 15 366 +15
Total Volume and Open Interest 14,246 96,292 -17
Platinum(NYMEX)
Jul09 090728 1217.2 1218.1 1192.0 1192.0 -25.9 20 58 -9
Oct09 090728 1224.1 1226.5 1192.0 1196.6 -25.9 1,450 21,158 +40
Jan10 090728 1218.0 1224.3 1200.4 1202.5 -25.9 4 647 +0
Total Volume and Open Interest 1,474 21,863 +31
Palladium(NYMEX)
Sep09 090728 262.95 265.00 257.50 260.00 -3.95 1,201 16,753 +182
Dec09 090728 265.00 265.35 260.00 261.00 -3.95 128 1,092 +125
Mar10 090728 262.50 262.50 262.50 262.50 -3.95 0 3 +0
Total Volume and Open Interest 1,329 17,848 +307
Copper(CMX)
Jul09 090728 255.35 255.90 250.75 251.50 -2.50 302 1,019 -203
Sep09 090728 254.50 257.15 249.75 252.05 -2.45 12,807 80,398 +11
Dec09 090728 255.45 257.80 251.20 253.10 -2.15 3,010 21,823 +944
Mar10 090728 255.90 257.35 252.25 253.45 -1.70 373 3,411 +88
May10 090728 253.45 253.45 253.45 253.45 -1.50 103 888 -2
Total Volume and Open Interest 17,011 121,650 +885
Aluminum(CMX)
Jul09 090728 84.00 84.00 84.00 84.00 +0.25      
Aug09 090728 84.50 84.50 84.50 84.50 +0.25      
Sep09 090728 85.00 85.00 85.00 85.00 +0.25      
Oct09 090728 6.36 6.36 6.36 6.36 +0.25      
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 090728 9060 9082 8965 9050 -20 1,324 10,429 -64
Dec09 090728 8992 9012 8992 8992 -20 501 658 +0
Mar10 090728 8934 8955 8934 8934 -21 0 2 +0
Jun10 090728 8895 8920 8895 8895 -25      
Total Volume and Open Interest 1,825 11,089 -64
S & P 500(CME)
Sep09 090728 978.80 981.30 966.30 975.90 -4.00 20,866 373,078 -6,840
Dec09 090728 971.40 972.50 964.00 971.40 -4.10 52 8,766 -1
Mar10 090728 967.40 968.50 961.50 967.40 -4.10 0 3,609 +0
Jun10 090728 964.40 965.50 958.50 964.40 -4.10 0 104 +0
Total Volume and Open Interest 20,918 385,562 -6,841
S & P 500 E-Mini(Globex)
Sep09 090728 978.50 981.50 966.00 976.00 -4.00 1,682,233 2,447,685 +2,447,685
Dec09 090728 975.25 978.25 962.00 971.50 -4.00 1,371 23,537 -13
Total Volume and Open Interest 1,683,606 2,471,274 +18,381
NASDAQ 100(CME)
Sep09 090728 1600.30 1608.00 1581.00 1601.50 +2.00 1,923 18,042 +256
Dec09 090728 1597.50 1597.50 1597.50 1599.50 +2.00 0 13 +0
Mar10 090728 1598.50 1598.50 1598.50 1598.50 +2.00      
Total Volume and Open Interest 1,923 18,055 +256
NASDAQ 100 E-Mini(Globex)
Sep09 090728 1598.30 1608.00 1581.50 1601.50 +2.00 267,261 293,144 -2,723
Dec09 090728 1595.00 1605.50 1580.30 1599.50 +2.00 75 906 +12
Total Volume and Open Interest 267,336 294,064 -2,711
S & P Midcap 400(CME)
Sep09 090728 620.00 625.00 615.00 621.10 -2.80 20 2,382 -45
Dec09 090728 619.10 619.90 619.10 619.10 -2.80      
Mar10 090728 617.10 617.90 617.10 617.10 -2.80      
Total Volume and Open Interest 20 2,382 -45
Russell 2000(CME)
Sep09 090728 0.05 0.05 0.05 0.05 unch 584 7,368 +512
Dec09 090728 0.05 0.05 0.05 0.05 unch 0 3,142 -39
Mar10 090728 0.05 0.05 0.05 0.05 unch 0 5,896 +1
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090728 10110 10125 10040 10100 +15 99,200 175,741 +1,756
Dec09 090728 10075 10075 10075 10075 +25 1 1,219 +1
Total Volume and Open Interest 99,212 181,849 +2,265
Nikkei 225(SGX)
Sep09 090728 10110 10125 10040 10100 +15 99,200 175,741 +1,756
Dec09 090728 10075 10075 10075 10075 +25 1 1,219 +1
Mar10 090728 10080 10080 10080 10080 +15 0 75 +0
Total Volume and Open Interest 99,212 181,849 +2,265
CAC 40(EURONEXT)
Aug09 090728 3394.0 3401.0 3320.5 3329.5 -42.0 112,554 343,409 +6,257
Sep09 090728 3371.5 3396.5 3322.0 3325.5 -42.0 943 47,668 -153
Oct09 090728 3323.5 3323.5 3323.5 3323.5 -42.0      
Total Volume and Open Interest 113,497 394,054 +6,104
Hang Seng Index(HKFE)
Jul09 090728 20210 20684 20072 20548 +398 84,362 70,541 -8,283
Aug09 090728 20225 20653 20040 20519 +406 5,861 28,359 +13,164
Sep09 090728 20050 20550 19978 20409 +389 459 2,883 +12
Total Volume and Open Interest 90,807 102,536 +4,897
DAX(EUREX)
Sep09 090728 5285.5 5306.0 5165.5 5178.0 -64.5 122,890 154,096 +516
Dec09 090728 5272.0 5305.0 5169.5 5180.5 -65.0 166 10,782 +1,200
Mar10 090728 5290.5 5312.0 5177.0 5187.5 -66.0 189 1,048 +187
Total Volume and Open Interest 123,245 165,926 +1,903
FT-SE 100(EURONEXT)
Sep09 090728 4566.00 4585.00 4484.00 4494.00 -49.50 96,698 607,099 -5,309
Dec09 090728 4542.00 4547.00 4464.00 4464.00 -50.00 127 4,149 +97
Mar10 090728 4496.50 4496.50 4427.00 4430.50 -51.50 117 709 -81
Total Volume and Open Interest 96,942 612,462 -5,293
SPI 200(SFE)
Sep09 090728 4114.0 4145.0 4095.0 4140.0 +27.0 21,932 228,511 +1,883
Dec09 090728 4124.0 4150.0 4105.0 4150.0 +28.0 5 3,559 -6
Mar10 090728 4126.0 4126.0 4126.0 4126.0 +28.0 0 4,373 +0
Total Volume and Open Interest 22,117 237,457 +1,877
GSCI(CME)
Aug09 090728 445.00 448.25 442.00 445.30 -5.70 360 15,252 +104
Sep09 090728 453.00 457.05 449.00 452.00 -5.00 2 9 +0
Oct09 090728 461.00 465.55 458.00 460.50 -5.00 2 0 +0
Total Volume and Open Interest 364 15,261 +104
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.