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MRCI's End of Day Prices
Daily Futures Price Listing Mon August 10, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug09 090810 1167.75 1192.00 1166.75 1170.50 -14.00 1,148 4,737 -468
Sep09 090810 1074.00 1099.50 1065.00 1067.50 -23.00 8,015 30,157 -824
Nov09 090810 1021.00 1043.25 1008.00 1010.00 -28.50 68,234 244,809 -1,677
Jan10 090810 1026.75 1045.75 1012.00 1014.25 -27.00 5,998 44,397 +304
Mar10 090810 1022.75 1041.75 1010.50 1011.75 -23.75 3,072 20,449 +100
May10 090810 1001.50 1027.75 998.00 1000.50 -21.00 5,325 14,694 -1,305
Jul10 090810 1001.00 1027.00 997.00 997.00 -23.00 3,880 19,212 +768
Total Volume and Open Interest 97,744 398,980 -2,851
Soybean Meal(CBOT)
Aug09 090810 374.50 376.50 367.20 367.20 -7.30 1,435 4,188 -450
Sep09 090810 340.60 345.90 334.00 334.20 -10.00 10,458 39,056 -1,086
Oct09 090810 318.80 324.30 310.20 310.20 -13.30 2,816 24,137 +88
Dec09 090810 314.00 318.90 305.50 305.70 -13.30 20,725 75,314 -255
Jan10 090810 310.10 315.00 302.80 302.80 -12.90 909 8,273 -143
Mar10 090810 310.00 310.60 299.50 299.50 -11.90 774 6,111 -18
May10 090810 303.90 303.90 293.00 293.00 -10.90 1,843 8,851 +97
Jul10 090810 297.00 302.90 292.00 292.00 -11.10 828 3,448 -57
Total Volume and Open Interest 39,922 173,141 -1,809
Soybean Oil(CBOT)
Aug09 090810 36.64 37.09 36.49 36.49 -0.29 5,146 3,079 -2,021
Sep09 090810 36.56 37.40 36.25 36.62 -0.30 12,706 50,918 -965
Oct09 090810 36.78 37.51 36.65 36.82 -0.28 3,317 23,355 +134
Dec09 090810 37.38 37.98 36.75 37.20 -0.29 29,118 118,853 -2,433
Jan10 090810 37.39 38.24 37.39 37.56 -0.28 1,475 15,134 +423
Mar10 090810 38.18 38.40 37.73 37.80 -0.28 1,943 7,895 -17
May10 090810 37.78 38.46 37.78 37.93 -0.27 1,374 7,941 -8
Jul10 090810 37.94 38.56 37.94 38.09 -0.27 1,739 5,257 +1
Total Volume and Open Interest 56,849 240,918 -4,885
Canola(WCE)
Nov09 090810 426.5 432.1 425.0 429.6 +0.9 7,315 87,777 +448
Jan10 090810 429.6 434.9 428.1 433.6 +0.8 998 11,446 +20
Mar10 090810 437.3 437.3 437.1 437.1 +0.8 6 1,697 +0
May10 090810 441.7 441.7 441.7 441.7 +0.9 0 559 +0
Jul10 090810 447.0 447.0 447.0 447.0 +0.9 0 677 +0
Total Volume and Open Interest 8,319 102,222 +468
Corn(CBOT)
Sep09 090810 318.75 334.50 317.25 324.25 +2.25 84,753 212,647 -11,320
Dec09 090810 323.00 337.00 321.25 330.50 +4.00 125,325 429,008 -2,359
Mar10 090810 337.00 350.25 335.00 344.00 +4.00 12,799 79,929 +1,412
May10 090810 347.25 359.00 343.75 353.25 +3.75 1,911 19,113 +468
Jul10 090810 354.00 367.25 352.00 361.25 +3.75 3,430 53,845 +699
Sep10 090810 360.00 375.00 360.00 368.50 +4.00 542 7,964 +206
Total Volume and Open Interest 231,760 867,581 -10,222
Wheat(CBOT)
Sep09 090810 488.00 501.50 485.25 494.25 +4.75 46,686 117,664 +481
Dec09 090810 515.50 526.75 512.00 520.00 +3.25 31,399 141,998 +2,020
Mar10 090810 536.00 545.25 532.00 539.25 +3.25 7,116 20,849 +1,351
May10 090810 548.25 556.00 545.00 551.25 +3.00 715 3,007 +172
Jul10 090810 559.50 568.50 556.75 562.00 +2.50 2,002 41,342 +321
Total Volume and Open Interest 88,315 332,040 +4,322
Wheat(KCBT)
Sep09 090810 525.00 533.00 522.00 525.25 unch 10,366 33,319 -1,325
Dec09 090810 542.00 549.50 538.25 542.00 unch 8,299 43,498 +626
Mar10 090810 558.50 566.00 558.00 558.75 -0.25 1,308 9,095 +464
May10 090810 569.75 576.50 569.50 569.50 -0.25 67 1,273 +3
Jul10 090810 579.75 586.50 576.00 579.50 -0.75 708 10,773 +70
Total Volume and Open Interest 20,850 100,140 -184
Wheat(MGE)
Sep09 090810 573.00 583.25 572.00 575.00 +1.75 2,420 8,467 +257
Dec09 090810 584.00 594.50 583.50 585.50 +0.50 3,936 14,855 -153
Mar10 090810 601.75 610.00 601.00 602.50 +1.75 738 4,981 -37
May10 090810 611.00 618.50 610.25 611.75 +0.25 232 1,760 +132
Jul10 090810 620.25 627.25 619.75 620.75 -0.25 450 5,685 +170
Total Volume and Open Interest 7,992 37,239 +527
Oats(CBOT)
Sep09 090810 197.75 200.25 192.00 194.75 -4.50 117 1,978 +7
Dec09 090810 209.25 214.00 205.25 208.00 -3.00 352 10,070 +3
Mar10 090810 221.50 223.75 220.00 220.50 -3.00 117 1,602 +8
May10 090810 228.50 231.50 228.50 228.50 -3.00 0 89 +0
Total Volume and Open Interest 586 13,742 +18
Rough Rice(CBOT)
Sep09 090810 13.86 14.06 13.79 13.90 +0.03 284 4,605 +40
Nov09 090810 14.07 14.30 14.06 14.14 +0.03 340 4,096 +117
Jan10 090810 14.37 14.40 14.28 14.29 +0.04 12 413 +0
Mar10 090810 14.43 14.50 14.37 14.47 +0.08 12 459 +5
Total Volume and Open Interest 649 9,732 +162
Live Cattle(CME)
Aug09 090810 83.600 83.600 83.100 83.285 -0.565 8,618 22,486 -3,704
Oct09 090810 88.850 89.000 88.250 88.330 -0.805 14,190 108,974 +439
Dec09 090810 88.450 88.550 88.050 88.150 -0.530 5,099 62,446 +129
Feb10 090810 88.680 88.950 88.500 88.730 -0.350 2,460 22,059 +463
Apr10 090810 90.500 90.550 90.050 90.285 -0.515 1,767 10,927 +815
Jun10 090810 87.550 87.885 87.450 87.500 -0.300 794 5,132 +390
Total Volume and Open Interest 33,017 233,445 -1,418
Feeder Cattle(CME)
Aug09 090810 101.150 101.200 100.285 100.430 -0.920 630 5,766 -217
Sep09 090810 101.050 101.100 100.080 100.300 -0.680 1,195 8,272 -194
Oct09 090810 101.480 101.480 100.450 100.635 -0.945 1,994 7,400 +164
Nov09 090810 102.000 102.100 101.000 101.250 -1.035 428 2,423 +123
Jan10 090810 101.600 101.650 100.850 100.930 -0.920 108 900 +24
Mar10 090810 101.000 101.000 100.700 100.700 -0.600 29 442 +6
Apr10 090810 101.500 101.500 101.300 101.400 -0.300 2 41 +0
Total Volume and Open Interest 4,391 25,358 -90
Lean Hogs(CME)
Aug09 090810 48.985 49.485 48.200 48.300 -0.500 2,934 7,095 -372
Oct09 090810 45.000 46.100 44.735 45.000 +0.100 11,216 56,107 +609
Dec09 090810 45.000 45.785 44.500 44.600 -0.250 6,909 38,067 +871
Feb10 090810 51.600 53.180 51.550 52.550 +0.350 2,874 16,320 +119
Apr10 090810 56.450 57.430 56.150 57.050 +0.670 1,069 6,763 +124
May10 090810 62.785 63.050 61.800 62.950 +0.950 35 494 -15
Jun10 090810 65.600 66.950 65.150 66.885 +1.100 672 3,561 -89
Jul10 090810 65.800 65.950 65.200 65.950 +0.600 77 864 +49
Total Volume and Open Interest 25,806 129,859 +1,308
Pork Bellies(CME)
Aug09 090810 48.750 48.750 48.750 48.750 -3.000 45 214 -17
Feb10 090810 79.200 80.400 79.200 79.580 unch 153 287 +8
Mar10 090810 79.500 79.500 79.500 79.500 unch 3 69 +1
May10 090810 81.500 81.500 81.500 81.500 unch 0 27 +0
Jul10 090810 84.500 84.500 84.500 84.500 unch      
Total Volume and Open Interest 201 597 -8
Class III Milk(CME)
Aug09 090810 11.03 11.16 11.01 11.05 -0.04 229 4,127 -1
Sep09 090810 12.64 12.74 12.40 12.74 +0.05 181 4,186 -4
Oct09 090810 13.27 13.34 13.01 13.25 unch 187 3,815 -46
Nov09 090810 13.45 13.55 13.33 13.40 -0.09 148 3,575 +26
Dec09 090810 13.79 13.90 13.72 13.85 +0.05 59 3,193 -2
Total Volume and Open Interest 1,181 24,787 +117
Cocoa(ICE)
Sep09 090810 2853 2964 2834 2899 +62 8,210 29,775 -3,064
Dec09 090810 2872 2999 2869 2938 +66 5,107 43,960 +2,689
Mar10 090810 2909 2978 2909 2952 +64 214 23,153 -1
May10 090810 2900 2982 2900 2960 +64 27 5,195 +6
Jul10 090810 2959 2967 2959 2967 +63 1 3,748 +0
Sep10 090810 2966 2968 2966 2968 +61 0 2,727 +0
Dec10 090810 2981 2982 2981 2982 +66 0 1,811 +0
Total Volume and Open Interest 13,559 113,932 -370
Coffee "C"(ICE)
Sep09 090810 137.35 138.60 134.90 135.85 -2.05 9,345 48,183 -412
Dec09 090810 140.30 141.65 137.95 139.00 -2.00 3,778 35,817 +1,976
Mar10 090810 143.00 144.25 140.90 141.75 -1.90 678 13,673 +222
May10 090810 144.20 145.90 143.10 143.45 -1.80 118 4,264 +28
Jul10 090810 147.00 147.50 144.30 145.10 -1.85 57 1,496 -28
Sep10 090810 149.10 149.10 146.35 146.80 -1.90 58 1,579 -6
Total Volume and Open Interest 14,124 106,417 +1,790
Orange Juice(ICE)
Sep09 090810 101.20 108.00 101.20 106.80 +4.85 1,525 10,334 -511
Nov09 090810 104.90 111.15 104.20 109.65 +4.70 758 16,264 +689
Jan10 090810 109.20 113.35 108.95 112.30 +4.45 32 1,108 +10
Mar10 090810 112.00 116.00 112.00 115.00 +4.15 7 2,320 +1
May10 090810 114.70 118.00 114.70 117.45 +3.75 0 174 +0
Jul10 090810 117.40 119.75 117.40 119.75 +3.55 0 57 +0
Total Volume and Open Interest 2,322 30,442 +189
Sugar #11(ICE)
Oct09 090810 20.71 22.44 20.64 22.00 +1.19 64,094 321,221 -2,833
Mar10 090810 22.03 23.78 21.92 23.31 +1.28 49,926 212,065 +14,736
May10 090810 21.05 22.52 21.05 22.12 +1.07 15,289 45,270 -571
Jul10 090810 20.00 21.28 20.00 20.96 +0.95 8,876 87,033 +562
Oct10 090810 19.50 20.80 19.50 20.59 +0.84 6,235 63,291 +464
Total Volume and Open Interest 150,448 811,332 +12,309
Sugar #14(ICE)
Sep09 090810 25.01 25.01 25.01 25.01 +0.28 5 1,151 -5
Total Volume and Open Interest 5 1,151 -5
London Cocoa(LCE)
Sep09 090806 1765 1770 1744 1745 -12 2,408 46,622 -993
Dec09 090810 1805 1854 1785 1852 +50 1,593 41,735 +184
Mar10 090810 1797 1855 1790 1853 +46 586 32,145 -24
May10 090810 1822 1849 1822 1848 +46 104 19,318 +9
Jul10 090810 1845 1846 1844 1846 +46 46 7,386 +0
Sep10 090810 1843 1844 1842 1844 +46 16 3,144 +0
Dec10 090810 1846 1846 1846 1846 +48 0 716 +0
Total Volume and Open Interest 5,083 152,662 +216
London Coffee(LCE)
London Sugar(LCE)
Oct09 090810 539.10 561.90 539.10 557.40 +20.20 3,935 47,012 +653
Dec09 090810 552.30 576.80 552.10 573.30 +23.90 1,962 9,408 -164
Mar10 090810 563.40 589.00 563.40 586.00 +26.60 1,125 14,743 +126
May10 090810 555.00 577.40 555.00 573.50 +24.10 579 3,542 +466
Aug10 090810 540.10 557.80 540.10 554.90 +18.70 265 4,544 -6
Total Volume and Open Interest 8,014 81,299 +1,146
Cotton(ICE)
Oct09 090810 60.40 62.10 60.40 61.95 +1.42 112 1,948 +1
Dec09 090810 62.31 64.04 62.12 63.75 +1.32 5,995 101,269 -145
Mar10 090810 64.89 66.04 64.50 65.88 +1.39 332 16,677 +108
May10 090810 67.08 67.08 67.08 67.08 +1.41 20 1,235 +6
Jul10 090810 67.13 68.34 67.13 68.26 +1.43 84 3,137 -21
Oct10 090810 69.36 69.36 69.36 69.36 +1.38 0 15 +0
Total Volume and Open Interest 6,566 126,595 -56
Lumber(CME)
Sep09 090810 197.5 197.7 189.4 191.0 -6.1 398 4,083 -108
Nov09 090810 197.3 197.3 190.3 193.3 -2.0 330 3,709 +3
Jan10 090810 210.5 211.3 206.5 211.3 -3.7 64 1,131 +18
Mar10 090810 220.6 220.6 218.0 219.9 -4.6 1 63 -1
Total Volume and Open Interest 793 8,998 -88
Crude Oil(NYM)
Sep09 090810 70.67 71.57 70.09 70.60 -0.33 328,670 300,436 -9,169
Oct09 090810 72.54 73.41 72.00 72.61 -0.17 121,815 137,431 +5,837
Nov09 090810 73.70 74.70 73.39 74.08 unch 41,263 72,394 +6,589
Dec09 090810 74.47 75.55 74.28 75.04 +0.13 46,656 163,848 +6,324
Jan10 090810 75.75 76.24 75.16 75.89 +0.18 8,595 39,686 +3,213
Feb10 090810 76.25 76.97 76.25 76.65 +0.21 5,698 28,482 +2,716
Mar10 090810 76.63 77.37 76.60 77.31 +0.25 3,712 20,635 +974
Apr10 090810 78.10 78.10 77.73 77.88 +0.28 1,828 12,805 +895
May10 090810 78.27 78.56 78.27 78.43 +0.33 2,574 13,142 +1,153
Jun10 090810 78.98 79.17 78.05 78.93 +0.35 12,078 63,292 +3,182
Jul10 090810 78.66 79.59 78.66 79.34 +0.38 2,453 30,976 +659
Aug10 090810 79.40 79.64 79.40 79.64 +0.41 1,292 11,226 +501
Sep10 090810 79.60 79.93 79.60 79.93 +0.43 2,083 16,537 +732
Oct10 090810 80.22 80.22 80.22 80.22 +0.45 668 8,191 +209
Nov10 090810 80.52 80.52 80.52 80.52 +0.47 581 8,947 +253
Dec10 090810 79.90 81.13 79.90 80.83 +0.49 13,938 90,551 +1,300
Total Volume and Open Interest 608,028 1,236,403 +28,651
e-miNY Crude Oil(NYM)
Aug09 090720 63.525 64.875 63.225 63.975 +0.425 10,343 3,538 -857
Sep09 090807 71.725 73.200 70.400 70.925 -1.025 12,160 5,963 +827
Oct09 090810 72.350 73.425 72.150 72.600 -0.175 652 587 -19
Nov09 090810 73.950 74.425 73.950 74.075 unch 168 495 +11
Dec09 090810 74.500 75.350 74.500 75.050 +0.150 10 351 +2
Jan10 090810 76.050 76.050 75.900 75.900 +0.200 0 116 +0
Feb10 090810 76.650 76.650 76.650 76.650 +0.200 0 103 +0
Mar10 090810 77.300 77.300 77.300 77.300 +0.250 0 5 +0
Apr10 090810 77.600 77.875 77.600 77.875 +0.275      
May10 090810 78.425 78.425 78.425 78.425 +0.325      
Total Volume and Open Interest 12,455 8,218 +511
Heating Oil(NYM)
Sep09 090810 191.10 194.20 190.42 192.76 +1.54 42,033 67,283 +1,449
Oct09 090810 194.69 196.97 193.32 195.66 +1.45 15,462 40,602 +1,278
Nov09 090810 197.96 199.98 196.71 198.76 +1.37 6,929 27,207 +941
Dec09 090810 201.20 203.13 199.77 201.94 +1.34 10,783 40,993 +1,219
Jan10 090810 204.02 205.88 203.68 205.01 +1.35 4,227 20,763 -370
Feb10 090810 205.91 207.16 205.91 207.16 +1.30 1,921 14,619 +117
Mar10 090810 206.55 209.00 206.55 208.31 +1.30 1,406 10,911 +289
Apr10 090810 208.70 208.91 208.70 208.91 +1.25 271 7,672 +19
May10 090810 209.81 209.81 209.81 209.81 +1.20 442 9,310 +38
Jun10 090810 210.40 211.27 209.26 210.81 +1.15 2,138 19,212 -313
Jul10 090810 212.61 212.61 212.61 212.61 +1.15 385 3,683 +151
Aug10 090810 213.80 214.46 213.80 214.46 +1.15 114 1,995 +76
Total Volume and Open Interest 87,537 304,183 +4,892
Gasoline(NYMEX)
Sep09 090810 200.00 204.32 198.84 202.74 +1.93 36,563 93,975 +1,279
Oct09 090810 191.20 194.10 189.09 192.59 +1.87 15,436 41,174 +2,385
Nov09 090810 189.85 192.68 188.02 191.48 +1.82 7,444 20,835 +868
Dec09 090810 190.43 193.09 188.71 192.13 +1.76 6,546 24,115 +357
Jan10 090810 192.81 195.00 192.81 194.14 +1.79 1,298 11,828 +554
Feb10 090810 201.75 201.75 196.47 196.47 +1.78 362 3,664 +63
Mar10 090810 198.26 198.77 198.26 198.77 +1.73 190 4,758 -12
Apr10 090810 212.02 212.02 212.02 212.02 +1.73 110 4,529 +50
May10 090810 213.17 213.17 213.17 213.17 +1.63 15 2,638 +0
Jun10 090810 210.30 213.32 210.30 213.32 +1.53 331 2,349 +120
Total Volume and Open Interest 68,428 218,007 +5,707
e-miNY RBOB Gasoline(NYM)
Sep09 090810 2.00 2.00 2.00 2.03 +0.02      
Oct09 090810 192.59 192.59 192.59 192.59 +1.87      
Nov09 090810 191.48 191.48 191.48 191.48 +1.82      
Dec09 090810 192.13 192.13 192.13 192.13 +1.76 0 2 +0
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Sep09 090810 3.703 3.768 3.613 3.641 -0.033 121,564 174,665 +4,330
Oct09 090810 4.000 4.035 3.892 3.919 -0.020 42,917 98,177 +3,245
Nov09 090810 4.776 4.819 4.705 4.726 +0.008 11,802 41,835 -155
Dec09 090810 5.485 5.540 5.430 5.454 +0.009 8,008 47,014 +427
Jan10 090810 5.735 5.790 5.680 5.706 +0.004 9,018 48,324 +417
Feb10 090810 5.748 5.814 5.723 5.734 +0.007 2,271 23,272 +51
Mar10 090810 5.709 5.751 5.658 5.679 +0.007 4,372 37,143 -602
Apr10 090810 5.625 5.670 5.580 5.604 +0.007 2,362 39,337 +431
May10 090810 5.670 5.720 5.642 5.659 +0.005 765 19,707 +215
Jun10 090810 5.812 5.812 5.734 5.749 +0.003 364 9,895 +69
Jul10 090810 5.902 5.930 5.847 5.867 +0.006 432 10,237 +68
Aug10 090810 5.991 6.013 5.950 5.962 +0.008 227 8,587 -11
Sep10 090810 6.085 6.085 6.015 6.027 +0.010 404 6,986 +206
Oct10 090810 6.171 6.205 6.119 6.147 +0.015 862 19,798 +740
Nov10 090810 6.567 6.567 6.505 6.522 +0.020 281 5,939 -23
Dec10 090810 6.912 6.930 6.864 6.887 +0.020 314 13,569 +114
Total Volume and Open Interest 207,910 721,047 +9,346
Brent Crude Oil(ICE)
Sep09 090810 73.23 74.26 73.04 73.50 -0.09 116,772 80,001 -15,777
Oct09 090810 73.59 74.71 73.52 74.02 -0.05 90,021 173,633 +8,680
Nov09 090810 74.59 75.51 74.32 74.89 +0.01 40,068 59,839 +4,632
Dec09 090810 75.70 76.28 75.10 75.73 +0.06 33,203 107,869 +3,003
Jan10 090810 76.65 76.92 75.80 76.47 +0.11 8,156 32,983 +36
Feb10 090810 76.79 77.50 76.79 77.15 +0.18 4,520 18,132 -215
Mar10 090810 77.39 78.11 77.39 77.79 +0.23 2,507 14,801 +274
Apr10 090810 78.07 78.67 78.00 78.37 +0.26 1,594 7,316 -9
May10 090810 78.58 79.14 78.51 78.93 +0.32 1,761 5,958 -38
Jun10 090810 79.60 79.62 78.99 79.45 +0.39 3,674 42,623 -218
Jul10 090810 79.85 79.85 79.85 79.85 +0.40 1,265 9,699 +45
Aug10 090810 80.19 80.19 80.19 80.19 +0.41 960 6,563 -3
Sep10 090810 80.52 80.52 80.52 80.52 +0.42 834 3,311 +188
Oct10 090810 80.83 80.83 80.83 80.83 +0.43 450 3,438 +86
Total Volume and Open Interest 316,188 718,265 +2,225
Gas Oil(ICE)
Aug09 090810 598.75 610.00 598.00 605.50 -2.00 28,059 28,896 -5,063
Sep09 090810 605.00 616.00 604.00 611.25 -2.50 57,032 99,524 -1,556
Oct09 090810 612.25 622.75 611.50 618.50 -2.50 23,457 53,570 -12
Nov09 090810 619.75 630.25 619.75 625.75 -2.50 7,342 38,288 +813
Dec09 090810 631.00 638.25 626.25 633.50 -2.50 9,724 59,516 -1,321
Jan10 090810 639.50 647.00 636.75 642.00 -2.75 3,039 41,908 +408
Feb10 090810 642.75 654.25 642.75 649.50 -2.75 1,029 18,876 +155
Mar10 090810 654.75 660.00 652.50 655.25 -3.00 437 20,311 -165
Apr10 090810 660.25 661.00 658.00 660.75 -3.00 377 11,813 +130
May10 090810 665.25 666.25 663.25 666.00 -2.75 562 9,553 +155
Total Volume and Open Interest 137,015 510,432 -5,484
Ethanol(CBOT)
Aug09 090805 1.637 1.637 1.635 1.635 -0.023 9 78 +0
Sep09 090810 1.547 1.547 1.525 1.533 -0.007 73 523 +51
Oct09 090810 1.520 1.520 1.510 1.510 -0.005 8 403 -2
Nov09 090810 1.490 1.509 1.485 1.491 +0.007 15 276 +10
Dec09 090810 1.477 1.500 1.477 1.492 +0.007 12 343 +5
Jan10 090810 1.480 1.500 1.470 1.483 +0.008 7 499 +7
Feb10 090810 1.500 1.500 1.500 1.500 +0.010 1 421 +0
Mar10 090810 1.500 1.500 1.500 1.500 +0.010 7 534 +7
Total Volume and Open Interest 150 3,723 +103
US Dollar Index(ICE)
Sep09 090810 78.825 79.515 78.825 79.385 +0.280 4,700 29,418 +466
Dec09 090810 79.300 79.750 79.200 79.685 +0.265 72 2,241 +5
Mar10 090810 79.955 79.955 79.955 79.955 +0.265      
Total Volume and Open Interest 4,772 31,659 +471
Australian Dollar(CME)
Sep09 090810 83.23 84.10 83.08 83.33 -0.11 70,275 106,941 +1,290
Dec09 090810 82.90 83.43 82.49 82.71 -0.11 87 431 -4
Mar10 090810 82.03 82.16 82.03 82.03 -0.13 0 15 +0
Total Volume and Open Interest 70,362 107,388 +1,286
British Pound(CME)
Sep09 090810 166.73 167.20 164.29 164.60 -2.04 139,055 105,572 -325
Dec09 090810 166.50 167.08 164.29 164.57 -2.04 74 776 +18
Mar10 090810 164.55 166.91 164.53 164.55 -2.03 0 11 +0
Total Volume and Open Interest 139,129 106,381 -307
Canadian Dollar(CME)
Sep09 090810 92.42 92.63 91.50 91.77 -0.59 55,954 104,063 +1,158
Dec09 090810 92.30 92.64 91.54 91.79 -0.59 400 2,884 -53
Mar10 090810 91.71 92.56 91.59 91.82 -0.59 4 648 +1
Jun10 090810 91.85 92.55 91.63 91.85 -0.60 5 137 +2
Total Volume and Open Interest 56,363 107,907 +1,108
Japanese Yen(CME)
Sep09 090810 102.38 103.22 102.36 103.08 +0.58 99,926 75,267 -2,393
Dec09 090810 102.94 103.30 102.54 103.18 +0.58 34 273 +0
Mar10 090810 103.06 103.52 102.78 103.34 +0.56 0 20 +0
Total Volume and Open Interest 99,960 75,561 -2,393
Swiss Franc(CME)
Sep09 090810 92.44 92.64 91.90 92.12 -0.24 32,582 40,718 -1,630
Dec09 090810 92.51 92.72 92.02 92.22 -0.25 7 135 +1
Mar10 090810 92.36 92.69 92.36 92.36 -0.26 0 10 +0
Total Volume and Open Interest 32,589 40,863 -1,629
EuroFX(CME)
Sep09 090810 141.75 142.20 141.05 141.32 -0.40 207,832 141,298 +78
Dec09 090810 141.78 142.17 141.06 141.31 -0.41 201 1,908 +31
Mar10 090810 141.82 141.98 141.31 141.31 -0.42 33 370 +0
Total Volume and Open Interest 208,066 143,581 +109
Mexican Peso(CME)
Aug09 090810 774.8 774.8 773.0 774.8 +1.8      
Sep09 090810 768.0 773.2 767.5 770.2 +1.8 14,240 67,030 +2,603
Total Volume and Open Interest 14,499 69,209 +2,830
30-Year T-Bonds(CBOT)
Sep09 090810 115~060 116~180 114~280 116~130 +1~030 215,293 674,164 -2,387
Dec09 090810 113~235 115~075 113~190 115~030 +1~030 389 4,151 +105
Mar10 090810 114~040 114~040 113~010 114~040 +1~030 1 42 +1
Total Volume and Open Interest 215,683 678,360 -2,281
10-Year T-Notes(CBOT)
Sep09 090810 114~290 115~225 114~220 115~205 +0~225 789,475 1,115,481 +27,045
Dec09 090810 113~110 114~060 113~075 114~040 +0~230 4,462 11,267 +2,091
Mar10 090810 113~040 113~040 112~130 113~040 +0~230      
Total Volume and Open Interest 793,937 1,126,748 +29,136
5-Year T-Notes(CBOT)
Sep09 090810 114~020 114~064 114~020 114~064 +0~061 1,782 809,479 +2,725
Dec09 090810 112~075 113~009 112~059 113~009 +0~061 5,671 20,116 +4,431
Mar10 090810 113~009 113~009 112~076 113~009 +0~061      
Total Volume and Open Interest 363,426 829,595 +7,156
2 Year T-Notes(CBOT)
Sep09 090810 108~000 108~000 108~000 108~006 +0~019 1,676 669,129 +6,273
Dec09 090810 107~043 107~043 107~022 107~043 +0~021 104 1,750 +104
Mar10 090810 107~043 107~043 107~022 107~043 +0~021      
Total Volume and Open Interest 133,270 670,879 +6,377
Eurodollars(CME)
Sep09 090810 99.500 99.525 99.490 99.520 +0.020 93,335 997,172 -5,796
Dec09 090810 99.200 99.260 99.185 99.250 +0.050 173,070 951,137 -8,365
Mar10 090810 98.770 98.885 98.765 98.875 +0.090 251,313 924,954 +8,925
Jun10 090810 98.300 98.420 98.280 98.410 +0.105 247,538 652,124 +15,005
Sep10 090810 97.840 97.965 97.805 97.950 +0.110 252,940 578,867 -7,912
Dec10 090810 97.415 97.525 97.370 97.510 +0.100 184,614 667,869 +10,736
Mar11 090810 97.065 97.170 97.015 97.150 +0.095 146,070 368,913 +919
Jun11 090810 96.745 96.840 96.690 96.825 +0.100 131,930 357,054 -2,317
Sep11 090810 96.440 96.560 96.405 96.540 +0.105 56,059 239,260 +409
Dec11 090810 96.155 96.285 96.125 96.270 +0.115 41,753 174,325 +894
Mar12 090810 95.935 96.090 95.930 96.075 +0.120 36,495 129,867 +761
Jun12 090810 95.735 95.900 95.730 95.880 +0.120 31,788 121,236 -2,104
Sep12 090810 95.550 95.725 95.550 95.705 +0.120 10,463 66,678 -1,027
Dec12 090810 95.375 95.545 95.365 95.525 +0.120 8,344 58,232 -1,141
Mar13 090810 95.265 95.435 95.250 95.415 +0.120 5,170 61,150 +157
Jun13 090810 95.135 95.315 95.120 95.295 +0.120 5,338 31,636 -627
Sep13 090810 95.020 95.200 95.000 95.175 +0.120 2,649 38,888 -252
Dec13 090810 94.875 95.060 94.865 95.045 +0.120 3,364 27,704 +316
Total Volume and Open Interest 1,691,847 6,618,667 +7,510
30 Day Federal Funds(CBOT)
Aug09 090810 99.825 99.827 99.823 99.825 +0.002 1,088 54,352 +13
Sep09 090810 99.815 99.815 99.805 99.810 +0.005 1,061 38,387 +527
Oct09 090810 99.800 99.805 99.795 99.795 unch 1,050 28,658 +601
Nov09 090810 99.755 99.775 99.755 99.765 +0.010 2,749 51,934 +701
Dec09 090810 99.710 99.735 99.705 99.725 +0.015 1,090 39,806 +105
Jan10 090810 99.655 99.690 99.650 99.680 +0.025 1,992 28,451 -698
Total Volume and Open Interest 20,889 347,384 +1,601
30 Day Fed Funds(e-CBOT)
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
Jan10 090519 99.600 99.615 99.595 99.615 +0.015 3,185 25,864 +377
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Sep09 090810 99.47 99.47 99.47 99.47 unch      
Dec09 090810 99.48 99.48 99.48 99.48 unch      
Mar10 090810 99.47 99.47 99.47 99.47 unch      
Jun10 090810 99.46 99.46 99.46 99.46 unch      
Sep10 090810 99.40 99.40 99.40 99.40 unch      
Dec10 090810 99.36 99.36 99.36 99.36 unch      
Mar11 090810 99.28 99.28 99.28 99.28 unch      
Jun11 090810 99.21 99.21 99.21 99.21 unch      
Sep11 090810 99.20 99.20 99.20 99.20 unch      
Dec11 090810 99.00 99.00 99.00 99.00 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep09 090807 99.48 99.48 99.48 99.48 unch 0 12,581 -13
Dec09 090807 99.48 99.49 99.48 99.49 unch 300 3,470 -100
Mar10 090807 99.48 99.48 99.48 99.48 unch 0 2,531 -50
Jun10 090807 99.44 99.44 99.44 99.44 unch 0 1,438 +0
Sep10 090807 99.39 99.39 99.39 99.39 unch 0 421 +0
Dec10 090807 99.35 99.35 99.35 99.35 unch 0 420 +0
Mar11 090807 99.26 99.26 99.26 99.26 unch 0 412 +0
Jun11 090807 99.20 99.20 99.20 99.20 unch 0 52 +0
Total Volume and Open Interest 300 22,911 -100
Japanese Gov't Bonds(SGX)
Sep09 090807 137.57 137.69 137.46 137.64 +0.14 1,148 13,837 -124
Dec09 090810 136.83 136.83 136.83 136.83 -0.42 0 1 +0
Mar10 090810 136.60 136.60 136.60 136.60 -0.42      
Total Volume and Open Interest 1,327 13,725 -113
Euro-Bund(EUREX)
Sep09 090810 120.00 120.59 119.96 120.35 +0.09 839,525 829,554 -21,140
Dec09 090810 118.70 119.16 118.70 118.95 +0.09 1,773 13,346 -719
Mar10 090810 118.59 118.59 118.59 118.59 +0.09 507 2 +1
Total Volume and Open Interest 841,805 842,902 -21,858
Euro-Bobl(EUREX)
Sep09 090810 114.40 114.84 114.37 114.72 +0.15 472,695 593,860 -2,726
Dec09 090810 113.19 113.42 113.19 113.33 +0.14 283 1,106 +24
Mar10 090810 113.20 113.20 113.20 113.20 +0.15      
Total Volume and Open Interest 472,978 594,966 -2,702
3-Mth Euribor(EUREX)
Sep09 090714 99.075 99.080 99.070 99.080 +0.270 1,414 15,734 +1,281
Dec09 090810 98.900 98.935 98.900 98.935 +0.015 386 6,039 +208
Mar10 090810 98.665 98.675 98.660 98.675 +0.050 17 2,720 -50
Total Volume and Open Interest 1,064 34,013 +453
Long Gilt(LIFFE)
Sep09 090810 117~20 117~31 117~14 117~19 +0~01 141,964 242,983 +6,662
Dec09 090810 116~02 116~02 116~02 116~02 +0~01 0 150 +0
Total Volume and Open Interest 141,964 243,133 +6,662
3-Mth Short Sterling(LIFFE)
Sep09 090810 99.22 99.27 99.20 99.23 +0.03 102,036 262,151 +195
Dec09 090810 98.94 99.03 98.93 99.00 +0.08 149,795 276,430 -658
Mar10 090810 98.46 98.63 98.45 98.60 +0.15 127,930 329,676 -7,196
Jun10 090810 97.90 98.09 97.88 98.04 +0.17 111,716 273,748 +63
Sep10 090810 97.32 97.51 97.31 97.47 +0.18 141,173 244,202 +8,401
Dec10 090810 96.77 96.94 96.77 96.91 +0.16 114,937 262,757 +3,735
Total Volume and Open Interest 892,640 2,145,827 +16,248
3-Mth Euribor(LIFFE)
Sep09 090810 99.125 99.135 99.110 99.125 unch 137,167 607,662 +1,955
Dec09 090810 98.925 98.950 98.905 98.935 +0.015 101,225 526,636 +4,363
Mar10 090810 98.625 98.695 98.590 98.675 +0.050 121,260 445,588 -3,491
Total Volume and Open Interest 792,453 3,080,928 +5,501
3-Mth Aus T-Bills(SFE)
Sep09 090810 96.57 96.58 96.46 96.49 -0.09 17,409 287,431 +287
Dec09 090810 96.19 96.19 96.03 96.06 -0.13 31,251 304,266 +4,316
Mar10 090810 95.66 95.67 95.45 95.49 -0.18 14,763 165,429 +4,828
Jun10 090810 95.17 95.17 94.94 94.98 -0.19 9,132 91,660 -3,113
Sep10 090810 94.79 94.79 94.59 94.63 -0.16 3,154 61,900 -432
Dec10 090810 94.51 94.51 94.34 94.37 -0.13 1,956 40,507 +65
Mar11 090810 94.27 94.27 94.12 94.16 -0.10 1,095 20,289 +167
Jun11 090810 94.04 94.04 93.92 93.98 -0.05 1,240 15,335 +136
Sep11 090810 93.78 93.81 93.74 93.81 -0.05 29 3,483 +0
Dec11 090810 93.60 93.66 93.60 93.66 -0.01 0 613 +0
Total Volume and Open Interest 80,029 992,057 +6,254
10-Year Aus T-Bonds(SFE)
Sep09 090807 94.34 94.41 94.31 94.37 -0.03 37,273 353,330 +7,865
Dec09 090810 94.31 94.31 94.31 94.31 -0.06      
Total Volume and Open Interest 16,394 366,834 -1,734
3-Year Aus T-Bonds(SFE)
Sep09 090810 94.89 94.93 94.74 94.79 -0.10 113,409 722,097 +6,238
Dec09 090810 94.79 94.79 94.79 94.79 -0.10      
Total Volume and Open Interest 113,409 722,097 +6,238
Gold(CMX)
Aug09 090810 955.0 956.1 943.5 945.0 -12.3 543 1,704 -214
Oct09 090810 953.6 958.0 943.0 945.8 -12.3 11,515 23,599 -1,977
Dec09 090810 956.6 959.3 944.2 946.9 -12.6 108,950 269,453 +3,477
Feb10 090810 957.9 959.2 947.5 948.4 -12.7 3,393 18,319 +554
Apr10 090810 959.5 959.5 949.3 949.9 -12.7 582 19,662 -9
Jun10 090810 963.2 963.7 951.7 951.7 -12.8 829 11,582 +581
Aug10 090810 953.8 953.8 953.8 953.8 -13.0 660 7,315 +491
Oct10 090810 956.5 956.5 956.5 956.5 -13.1 0 3,550 +0
Dec10 090810 960.0 961.0 959.7 959.7 -13.2 134 11,491 -99
Feb11 090810 963.3 963.3 963.3 963.3 -13.3 0 1,012 +0
Apr11 090810 967.2 967.2 967.2 967.2 -13.4 10 97 +10
Jun11 090810 316.1 316.1 316.1 316.1 -13.6 0 7,919 +0
Total Volume and Open Interest 128,201 396,438 +3,243
Silver(CMX)
Sep09 090810 1456.0 1469.5 1427.5 1435.5 -31.3 42,404 51,518 -2,736
Dec09 090810 1460.0 1472.0 1432.0 1439.5 -31.4 14,137 29,011 +2,030
Mar10 090810 1461.0 1461.0 1440.0 1443.1 -31.5 266 4,748 +91
May10 090810 1445.3 1445.3 1445.3 1445.3 -31.6 24 2,268 +4
Jul10 090810 1447.6 1447.6 1447.6 1447.6 -31.6 273 2,867 -254
Sep10 090810 1465.5 1465.5 1450.1 1450.1 -31.6 420 922 +305
Dec10 090810 1472.5 1472.5 1453.0 1456.1 -31.7 49 3,308 +33
Total Volume and Open Interest 57,659 100,297 -510
Platinum(NYMEX)
Oct09 090810 1266.5 1266.5 1243.0 1250.9 -17.6 2,580 22,472 -139
Jan10 090810 1266.5 1266.5 1250.5 1256.4 -17.6 24 846 +23
Apr10 090810 1261.9 1261.9 1261.9 1261.9 -17.6 1 1 +1
Total Volume and Open Interest 2,605 23,319 -115
Palladium(NYMEX)
Sep09 090810 279.05 279.05 273.00 276.60 -2.45 1,060 14,561 -127
Dec09 090810 276.50 278.75 275.00 277.75 -2.45 135 5,297 +113
Mar10 090810 279.05 279.05 279.05 279.05 -2.45 2 106 +0
Total Volume and Open Interest 1,197 19,964 -14
Copper(CMX)
Sep09 090810 278.55 284.65 275.45 277.05 -1.50 23,025 69,892 -1,471
Dec09 090810 279.35 285.95 277.75 278.60 -1.35 4,993 35,328 +2,192
Mar10 090810 277.00 281.00 277.00 278.85 -1.15 240 4,195 +137
May10 090810 284.00 284.00 278.55 278.55 -1.15 7 981 +1
Jul10 090810 278.25 278.25 278.25 278.25 -1.15 3 296 +0
Total Volume and Open Interest 29,035 121,904 +366
Aluminum(CMX)
Aug09 090810 86.50 86.50 86.50 86.50 -2.75      
Sep09 090810 87.00 87.00 87.00 87.00 -2.75      
Oct09 090805 0.50 0.50 0.50 0.50 -3.55      
Nov09 080724 0.67 0.67 0.67 0.67 unch      
Dec09 080724 1.17 1.17 1.17 1.17 unch      
Jan10 080724 145.85 145.85 145.85 145.85 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Sep09 090810 9317 9337 9260 9320 -5 438 11,218 +61
Dec09 090810 9261 9268 9261 9261 -7 1 661 +0
Mar10 090810 9208 9219 9208 9208 -11 0 2 +0
Jun10 090810 9170 9175 9170 9170 -5      
Total Volume and Open Interest 439 11,881 +61
S & P 500(CME)
Sep09 090810 1005.90 1007.80 998.50 1007.50 +1.10 17,677 375,959 -1,178
Dec09 090810 998.00 1003.10 996.50 1003.10 +1.10 885 10,505 +835
Mar10 090810 999.50 999.50 992.90 999.50 +1.10 525 4,239 +375
Jun10 090810 996.70 996.70 990.10 996.70 +1.10 0 179 +0
Total Volume and Open Interest 19,087 390,887 +32
S & P 500 E-Mini(Globex)
Sep09 090810 1005.75 1007.75 998.25 1007.50 +1.00 1,731,837 2,543,186 +9,043
Dec09 090810 1001.00 1003.00 994.25 1003.00 +1.00 1,667 29,777 +804
Total Volume and Open Interest 1,733,504 2,573,016 +9,847
NASDAQ 100(CME)
Sep09 090810 1617.00 1619.00 1597.00 1612.50 -7.30 1,842 18,909 -218
Dec09 090810 1610.30 1610.50 1610.30 1610.30 -7.20 0 13 +0
Mar10 090810 1609.30 1609.50 1609.30 1609.30 -7.20      
Total Volume and Open Interest 1,842 18,922 -218
NASDAQ 100 E-Mini(Globex)
Sep09 090810 1619.00 1619.80 1597.80 1612.50 -7.30 271,304 311,194 -1,808
Dec09 090810 1613.80 1616.50 1596.30 1610.30 -7.20 30 3,058 +12
Total Volume and Open Interest 271,334 314,263 -1,796
S & P Midcap 400(CME)
Sep09 090810 651.00 653.00 645.00 650.50 -0.60 14 2,716 -4
Dec09 090810 648.50 649.10 648.50 648.50 -0.60      
Mar10 090810 646.50 647.10 646.50 646.50 -0.60      
Total Volume and Open Interest 14 2,716 -4
Russell 2000(CME)
Sep09 090810 0.05 0.05 0.05 0.05 unch 40 7,761 -25
Dec09 090810 0.05 0.05 0.05 0.05 unch 0 2,513 +1
Mar10 090810 0.05 0.05 0.05 0.05 unch 0 5,245 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep09 090810 10580 10600 10485 10545 +145 117,091 201,940 +5,482
Dec09 090810 10525 10525 10470 10515 +140 21 1,448 +0
Total Volume and Open Interest 117,134 205,882 -2,251
Nikkei 225(SGX)
Sep09 090810 10580 10600 10485 10545 +145 117,091 201,940 +5,482
Dec09 090810 10525 10525 10470 10515 +140 21 1,448 +0
Mar10 090810 10530 10530 10530 10530 +150 0 75 +0
Total Volume and Open Interest 117,134 205,882 -2,251
CAC 40(EURONEXT)
Aug09 090810 3508.5 3510.5 3481.0 3504.5 -17.0 92,994 374,367 +4,124
Sep09 090810 3498.0 3504.5 3476.0 3499.0 -16.5 3,880 51,310 +1,661
Oct09 090810 3488.0 3498.5 3488.0 3498.5 -17.0 0 150 +0
Total Volume and Open Interest 96,874 428,366 +5,785
Hang Seng Index(HKFE)
Aug09 090810 20698 20992 20606 20817 +507 93,133 81,597 -4,394
Sep09 090810 20595 20888 20510 20726 +505 1,046 4,116 +427
Total Volume and Open Interest 94,368 87,307 -3,840
DAX(EUREX)
Sep09 090810 5430.0 5446.0 5391.5 5422.5 -41.0 109,431 149,317 -3,874
Dec09 090810 5439.5 5448.5 5400.0 5425.0 -41.0 824 16,366 +105
Mar10 090810 5450.0 5455.0 5401.5 5431.5 -41.0 123 1,503 -39
Total Volume and Open Interest 110,378 167,186 -3,808
FT-SE 100(EURONEXT)
Sep09 090810 4691.00 4707.50 4667.00 4699.50 -3.00 103,835 612,788 -1,680
Dec09 090810 4660.00 4673.00 4657.50 4669.50 -3.50 73 4,248 +6
Mar10 090810 4609.00 4634.00 4608.50 4634.00 -4.00 13 1,011 +3
Total Volume and Open Interest 103,921 618,542 -1,671
SPI 200(SFE)
Sep09 090810 4250.0 4328.0 4223.0 4265.0 +3.0 26,629 236,727 +1,125
Dec09 090810 4292.0 4300.0 4277.0 4277.0 +5.0 83 3,635 +29
Mar10 090810 4253.0 4253.0 4253.0 4253.0 +5.0 0 4,373 +0
Total Volume and Open Interest 26,712 245,784 +1,154
GSCI(CME)
Aug09 090810 465.00 471.50 464.50 466.70 +0.40 531 17,270 +351
Sep09 090810 473.50 478.00 472.00 474.90 +0.90 90 191 +86
Oct09 090810 484.00 486.00 481.00 483.50 +1.50      
Total Volume and Open Interest 621 17,461 +437
Reuters CCI(ICE)
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.

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