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MRCI's End of Day Prices
Daily Futures Price Listing Fri June 18, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100618 953.50 961.25 952.50 961.00 +9.00 47,071 110,869 -4,985
Aug10 100618 945.00 953.75 944.25 951.00 +6.75 12,577 34,689 +2,775
Sep10 100618 933.75 940.50 932.00 937.75 +6.50 2,670 12,683 +360
Nov10 100618 927.00 935.00 925.00 930.50 +5.50 38,211 228,273 +2,379
Jan11 100618 934.00 943.50 934.00 939.75 +5.75 2,782 27,442 -231
Mar11 100618 942.00 947.00 940.50 945.00 +5.75 701 7,943 +327
May11 100618 942.50 948.50 939.75 945.75 +6.00 1,442 8,833 +902
Total Volume and Open Interest 107,057 462,262 +1,748
Soybean Meal(CBOT)
Jul10 100618 286.00 289.50 280.30 289.40 +3.40 20,985 60,745 -2,856
Aug10 100618 278.60 281.60 278.20 281.60 +3.40 9,422 28,510 +1,818
Sep10 100618 271.00 274.40 271.00 274.40 +3.70 1,891 16,750 +133
Oct10 100618 262.60 266.10 262.20 266.10 +4.40 667 10,109 +62
Dec10 100618 260.00 264.60 260.00 264.60 +4.60 10,065 56,388 +2,426
Jan11 100618 261.40 265.10 260.50 265.10 +4.60 202 6,292 +21
Mar11 100618 263.30 265.50 261.30 265.50 +4.20 358 4,920 -40
May11 100618 260.50 264.30 260.40 264.30 +3.80 736 3,508 +324
Total Volume and Open Interest 44,961 192,858 +2,083
Soybean Oil(CBOT)
Jul10 100618 38.05 38.30 37.86 37.92 -0.13 38,049 99,207 -6,528
Aug10 100618 38.24 38.49 38.05 38.11 -0.13 13,223 45,176 +905
Sep10 100618 38.44 38.68 38.27 38.30 -0.15 5,858 26,443 -217
Oct10 100618 38.70 38.91 38.48 38.51 -0.16 2,071 13,703 -186
Dec10 100618 39.12 39.35 38.90 38.96 -0.16 16,278 124,344 +5,126
Jan11 100618 39.43 39.62 39.24 39.24 -0.16 871 6,204 +430
Mar11 100618 39.74 39.92 39.54 39.54 -0.16 177 3,740 +68
May11 100618 40.00 40.10 39.70 39.77 -0.16 397 2,122 +162
Total Volume and Open Interest 77,364 326,097 -88
Canola(WCE)
Jul10 100618 422.5 426.6 418.0 420.0 -8.4 13,723 32,994 -7,889
Nov10 100618 425.5 425.5 416.6 418.1 -8.3 19,014 116,673 +4,554
Jan11 100618 422.7 423.7 417.2 417.3 -8.1 988 9,475 -1
Mar11 100618 419.6 419.6 413.3 414.4 -8.0 403 4,859 -87
May11 100618 416.3 419.2 411.8 413.3 -7.0 152 1,634 +59
Total Volume and Open Interest 34,893 167,307 -3,278
Corn(CBOT)
Jul10 100618 356.75 364.25 355.75 360.75 +3.25 117,993 280,092 -15,277
Sep10 100618 366.50 373.50 364.00 370.00 +3.00 54,422 311,236 +9,265
Dec10 100618 377.50 384.75 376.25 380.50 +2.25 65,210 415,815 -4,647
Mar11 100618 391.00 397.50 389.50 393.50 +2.25 4,696 63,411 -85
May11 100618 399.25 406.00 398.50 402.50 +2.50 803 11,077 +50
Jul11 100618 407.00 413.50 406.00 410.00 +2.00 1,401 40,188 +475
Total Volume and Open Interest 247,308 1,199,533 -10,077
Wheat(CBOT)
Jul10 100618 462.50 470.00 458.75 461.75 -1.00 70,631 101,248 -16,825
Sep10 100618 478.00 486.00 475.00 477.75 -0.75 50,614 185,767 +6,730
Dec10 100618 508.00 517.00 506.00 508.75 unch 26,006 99,114 +982
Mar11 100618 539.00 547.50 537.25 539.50 unch 5,124 28,526 -271
May11 100618 555.75 562.75 552.50 555.50 -0.75 1,214 9,544 -219
Total Volume and Open Interest 159,374 496,752 -10,303
Wheat(KCBT)
Jul10 100618 495.00 508.00 493.75 497.25 +1.75 18,943 34,268 -4,475
Sep10 100618 504.75 519.25 504.75 508.50 +2.00 8,886 41,835 +2,059
Dec10 100618 524.50 536.75 523.00 526.00 +1.50 9,291 47,288 +1,257
Mar11 100618 541.00 553.75 541.00 543.25 +1.75 3,075 16,576 +311
May11 100618 553.00 565.25 552.75 555.00 +2.00 1,089 7,033 -742
Total Volume and Open Interest 47,466 180,470 -680
Wheat(MGE)
Jul10 100618 536.50 548.75 535.25 538.25 +0.25 3,317 9,107 -410
Sep10 100618 547.50 559.50 547.00 549.75 unch 2,618 14,089 +175
Dec10 100618 564.00 575.00 562.50 564.75 +0.25 2,676 13,529 +939
Mar11 100618 580.00 590.00 580.00 581.75 +1.00 632 4,729 +151
May11 100618 591.75 600.75 590.75 591.00 +0.25 356 1,352 +169
Total Volume and Open Interest 10,654 50,908 +1,449
Oats(CBOT)
Jul10 100618 261.00 268.50 252.25 263.00 +1.75 1,748 4,914 -410
Sep10 100618 257.25 268.50 250.00 263.00 +4.50 609 4,635 +124
Dec10 100618 258.00 269.50 251.25 263.00 +4.50 734 5,971 +81
Mar11 100618 271.00 271.00 263.50 268.00 +4.50 22 644 +1
Total Volume and Open Interest 3,113 16,165 -204
Rough Rice(CBOT)
Jul10 100618 10.94 11.03 10.91 11.01 -0.03 475 5,141 -137
Sep10 100618 10.88 10.95 10.81 10.94 -0.01 357 6,265 +14
Nov10 100618 11.02 11.10 11.00 11.10 -0.02 50 1,987 +4
Jan11 100618 11.38 11.39 11.38 11.38 -0.01 48 481 +38
Total Volume and Open Interest 942 15,078 -75
Live Cattle(CME)
Jun10 100618 89.800 89.885 89.250 89.300 -0.300 2,322 13,136 -956
Aug10 100618 88.680 88.830 88.100 88.200 -0.435 14,626 140,629 -9
Oct10 100618 89.900 89.950 89.135 89.250 -0.650 8,365 89,443 +1,170
Dec10 100618 92.285 92.300 91.535 91.680 -0.570 1,990 46,367 +187
Feb11 100618 93.550 93.700 93.200 93.400 -0.280 911 20,214 +246
Apr11 100618 95.080 95.250 94.700 94.850 -0.150 548 11,226 -12
Total Volume and Open Interest 29,195 326,032 +878
Feeder Cattle(CME)
Aug10 100618 110.135 110.480 109.950 110.180 +0.030 1,936 21,913 +248
Sep10 100618 110.250 110.285 109.900 110.000 -0.200 566 5,529 +173
Oct10 100618 110.035 110.035 109.700 109.950 unch 274 4,283 +5
Nov10 100618 109.580 109.580 109.200 109.400 -0.300 184 1,481 -36
Jan11 100618 108.250 108.550 108.250 108.550 -0.050 27 559 -14
Mar11 100618 108.000 108.000 108.000 108.000 unch 5 81 -2
Apr11 100618 108.000 108.000 108.000 108.000 unch 0 13 +0
Total Volume and Open Interest 2,992 33,859 +374
Lean Hogs(CME)
Jul10 100618 80.600 81.000 80.250 80.885 +0.535 10,727 27,906 -78
Aug10 100618 82.350 83.000 82.150 82.650 +0.500 8,624 70,186 +877
Oct10 100618 74.850 75.150 74.250 74.900 +0.400 3,187 40,143 +1,096
Dec10 100618 71.475 71.900 70.600 71.180 unch 1,486 30,254 -14
Feb11 100618 72.050 72.475 71.225 71.700 -0.350 435 9,753 +95
Apr11 100618 72.500 72.600 71.700 71.900 -0.500 294 4,365 +52
May11 100618 77.000 77.000 76.100 76.330 unch 24 193 +23
Jun11 100618 79.000 79.000 78.100 78.800 -0.300 120 1,093 +77
Total Volume and Open Interest 24,914 184,294 +2,143
Pork Bellies(CME)
Jul10 100618 98.980 100.000 98.250 99.135 +1.135 7 79 +0
Aug10 100618 96.000 96.000 96.000 96.000 +1.000 1 26 +0
Feb11 100618 100.500 100.500 100.500 100.500 unch 0 4 +0
Mar11 100618 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100618 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 8 110 +0
Class III Milk(CME)
Jun10 100618 13.61 13.62 13.58 13.58 -0.04 38 4,426 -6
Jul10 100618 13.45 13.58 13.20 13.39 -0.21 117 4,437 -34
Aug10 100618 13.94 13.95 13.60 13.84 -0.11 73 4,382 +46
Sep10 100618 14.48 14.56 14.33 14.50 -0.06 53 3,914 +12
Oct10 100618 14.66 14.70 14.40 14.70 unch 8 3,450 +0
Total Volume and Open Interest 320 28,285 +42
Cocoa(ICE)
Jul10 100618 2920 2954 2901 2932 +18 3,683 619 -3,270
Sep10 100618 2954 2985 2921 2957 +3 5,744 58,273 +1,257
Dec10 100618 2975 3006 2946 2981 +4 781 21,093 +138
Mar11 100618 2987 3020 2987 2997 +1 280 16,235 +23
May11 100618 3008 3008 3007 3007 +2 169 7,280 +111
Jul11 100618 3014 3015 3014 3014 +1 49 3,552 +41
Sep11 100618 3027 3027 3027 3027 +5 0 1,418 +0
Total Volume and Open Interest 10,706 113,596 -1,700
Coffee "C"(ICE)
Jul10 100618 155.55 160.85 154.10 160.25 +3.90 5,200 9,652 -3,419
Sep10 100618 157.50 163.05 155.40 162.10 +4.30 23,792 82,601 +2,936
Dec10 100618 157.00 163.00 155.50 162.05 +4.35 5,332 38,076 +2,149
Mar11 100618 156.20 162.00 155.80 161.35 +4.25 1,000 14,107 +366
May11 100618 155.45 161.20 154.45 160.50 +4.20 216 5,285 +29
Jul11 100618 153.95 160.95 153.95 159.90 +4.20 54 2,652 +62
Total Volume and Open Interest 35,692 153,380 +2,163
Orange Juice(ICE)
Jul10 100618 142.15 144.95 142.10 142.50 +0.25 878 8,128 -571
Sep10 100618 144.10 146.50 143.70 144.25 +0.15 940 16,085 +764
Nov10 100618 144.40 146.50 144.40 144.85 +0.35 89 3,351 +48
Jan11 100618 145.50 145.50 145.05 145.15 +0.40 66 1,273 +39
Mar11 100618 146.15 146.15 146.00 146.00 +0.45 0 187 +0
May11 100618 146.00 146.00 146.00 146.00 +0.45 0 154 +0
Total Volume and Open Interest 1,973 29,377 +280
Sugar #11(ICE)
Jul10 100618 15.78 15.93 15.27 15.58 -0.21 27,400 99,104 -13,553
Oct10 100618 15.70 15.75 14.95 15.38 -0.22 34,373 246,239 +968
Mar11 100618 16.33 16.45 15.78 16.07 -0.28 8,125 122,905 +927
May11 100618 16.32 16.40 15.70 16.07 -0.25 2,361 27,599 -463
Jul11 100618 16.35 16.40 15.90 16.06 -0.29 2,578 58,051 +441
Total Volume and Open Interest 76,545 630,539 -11,470
London Cocoa(LCE)
Jul10 100618 2420 2465 2420 2456 +38 3,895 53,682 -1,392
Sep10 100618 2306 2348 2304 2345 +37 4,996 37,407 -748
Dec10 100618 2238 2264 2238 2259 +21 981 26,608 +481
Mar11 100618 2200 2229 2200 2226 +20 516 24,264 +102
May11 100618 2211 2222 2211 2222 +20 16 6,141 +16
Jul11 100618 2219 2219 2219 2219 +22 300 1,236 +300
Sep11 100618 2197 2218 2197 2218 +21 0 1,993 +0
Total Volume and Open Interest 10,704 157,065 -300
London Sugar(LCE)
Aug10 100618 515.70 520.50 495.60 510.40 -9.90 2,806 25,737 -1,289
Oct10 100618 458.30 463.20 439.10 454.40 -9.00 1,033 21,538 +73
Dec10 100618 443.90 445.40 419.90 436.60 -9.20 177 8,103 +178
Mar11 100618 448.40 449.40 427.90 442.40 -9.90 120 4,901 +76
May11 100618 445.70 447.70 433.10 446.00 -9.60 13 2,240 +6
Total Volume and Open Interest 4,149 63,585 -956
Cotton(ICE)
Jul10 100618 80.82 82.37 79.84 81.78 +0.98 4,240 20,056 -3,621
Oct10 100618 79.09 79.15 77.96 78.56 -0.60 228 1,749 -35
Dec10 100618 79.34 79.47 78.29 78.95 -0.47 9,232 122,749 +4,017
Mar11 100618 80.39 80.53 79.35 80.01 -0.52 658 20,388 +282
May11 100618 80.28 80.56 80.28 80.39 -0.46 41 760 +39
Jul11 100618 80.05 80.60 80.05 80.49 -0.26 40 5,491 +37
Total Volume and Open Interest 14,439 172,847 +719
Lumber(CME)
Jul10 100618 196.5 198.3 194.6 196.8 +2.6 420 2,703 -181
Sep10 100618 205.5 207.0 203.5 205.5 +0.5 624 4,934 -60
Nov10 100618 211.6 215.3 211.6 213.1 +3.6 129 1,416 +68
Jan11 100618 227.7 235.0 227.6 235.0 +7.0 46 123 +1
Total Volume and Open Interest 1,221 9,188 -173
Crude Oil(NYM)
Jul10 100618 76.55 77.45 75.56 77.18 +0.39 323,357 115,107 -16,902
Aug10 100618 77.89 78.55 76.86 78.26 +0.22 178,723 285,472 +4,820
Sep10 100618 78.86 79.56 77.97 79.18 +0.06 70,957 138,891 +4,206
Oct10 100618 79.73 80.35 78.86 79.92 -0.07 25,475 55,973 +1,206
Nov10 100618 80.42 81.09 79.59 80.58 -0.12 13,151 39,352 +877
Dec10 100618 81.11 81.67 80.16 81.15 -0.10 49,249 201,897 -2,666
Jan11 100618 81.55 82.02 80.90 81.53 -0.10 5,052 35,250 +248
Feb11 100618 81.88 82.20 81.88 81.89 -0.11 2,326 14,867 +615
Mar11 100618 82.11 82.57 82.09 82.25 -0.12 2,249 21,087 +288
Apr11 100618 82.58 82.93 82.58 82.60 -0.14 1,817 11,292 -174
May11 100618 83.25 83.25 82.94 82.94 -0.16 1,996 7,356 -403
Jun11 100618 83.53 83.74 82.66 83.26 -0.18 6,711 43,186 -425
Jul11 100618 83.09 83.72 83.09 83.53 -0.20 1,568 23,339 -316
Aug11 100618 83.68 83.68 83.68 83.68 -0.22 888 7,005 +214
Sep11 100618 83.80 83.80 83.80 83.80 -0.24 998 8,065 +185
Oct11 100618 83.93 83.93 83.93 83.93 -0.25 634 5,253 +144
Total Volume and Open Interest 705,198 1,327,007 -9,526
e-miNY Crude Oil(NYM)
Jun10 100519 69.025 70.025 67.625 69.875 +0.475 9,007 3,745 -1,490
Jul10 100618 76.500 77.450 75.450 77.175 +0.375 10,310 3,801 +284
Aug10 100618 77.850 78.525 76.850 78.250 +0.200 1,822 1,031 +47
Sep10 100618 78.925 79.500 78.000 79.175 +0.050 176 418 +47
Oct10 100618 79.400 79.975 79.400 79.925 -0.075 3 137 +0
Nov10 100618 80.575 80.575 80.575 80.575 -0.125 1 20 +1
Dec10 100618 81.275 81.275 81.150 81.150 -0.100 2 105 -1
Jan11 100618 81.100 81.525 81.100 81.525 -0.100 0 2 +0
Feb11 100618 81.900 81.900 81.900 81.900 -0.100 1 0 -1
Mar11 100618 82.250 82.250 82.250 82.250 -0.125      
Total Volume and Open Interest 12,315 5,570 +377
Heating Oil(NYM)
Jul10 100618 214.80 214.91 211.39 212.89 -1.85 47,953 51,224 -2,915
Aug10 100618 215.67 216.25 212.80 214.42 -1.79 25,541 67,193 +168
Sep10 100618 218.08 218.10 214.76 216.33 -1.75 13,065 40,543 +1,001
Oct10 100618 220.04 220.07 216.91 218.58 -1.64 3,544 24,565 +503
Nov10 100618 220.30 222.24 219.32 220.90 -1.53 6,304 18,698 +1,574
Dec10 100618 224.26 224.72 221.52 223.13 -1.44 14,963 39,195 +333
Jan11 100618 223.90 226.55 223.90 225.38 -1.35 4,155 20,363 +812
Feb11 100618 225.96 227.62 225.12 226.80 -1.33 1,898 9,814 +894
Mar11 100618 226.55 228.18 226.55 227.23 -1.33 1,208 8,895 +72
Apr11 100618 225.05 226.51 225.05 226.51 -1.38 446 5,010 +8
May11 100618 225.42 226.32 225.42 226.11 -1.41 502 3,948 -67
Jun11 100618 227.74 227.74 225.42 226.26 -1.41 1,958 18,687 -58
Total Volume and Open Interest 122,828 328,576 +2,682
Gasoline(NYMEX)
Jul10 100618 216.40 216.79 213.72 214.76 -1.64 42,825 50,636 -3,473
Aug10 100618 215.40 215.90 212.97 214.00 -1.47 29,923 62,199 +2,250
Sep10 100618 214.59 215.08 212.19 213.46 -1.23 16,053 46,955 +1,194
Oct10 100618 203.20 203.76 200.94 202.48 -0.97 7,295 23,083 +792
Nov10 100618 202.08 202.36 201.42 201.68 -0.79 4,433 21,446 +412
Dec10 100618 202.53 203.20 200.85 202.30 -0.70 5,012 15,745 -145
Jan11 100618 204.30 204.30 204.18 204.18 -0.61 248 6,164 -74
Feb11 100618 206.90 206.90 206.30 206.30 -0.58 233 1,865 -113
Mar11 100618 208.50 208.50 208.50 208.50 -0.54 452 2,749 +7
Apr11 100618 220.60 220.60 220.60 220.60 -0.52 132 3,317 +14
Total Volume and Open Interest 107,674 247,813 +1,333
e-miNY RBOB Gasoline(NYM)
Jul10 100618 214.80 214.80 214.76 214.80 -1.60 0 3 +0
Aug10 100618 214.00 214.00 214.00 214.00 -1.50 0 2 +0
Sep10 100618 213.50 213.50 213.46 213.50 -1.20      
Oct10 100618 202.50 202.50 202.48 202.50 -1.00 0 1 +0
Total Volume and Open Interest 0 12 +0
Natural Gas(NYM)
Jul10 100618 5.128 5.190 4.987 4.997 -0.165 118,021 91,870 -12,429
Aug10 100618 5.178 5.240 5.041 5.049 -0.163 57,373 110,318 +9,092
Sep10 100618 5.224 5.269 5.073 5.081 -0.160 18,406 130,920 +1,961
Oct10 100618 5.274 5.310 5.136 5.144 -0.155 23,831 96,328 +1,620
Nov10 100618 5.458 5.510 5.353 5.364 -0.136 7,829 33,535 +172
Dec10 100618 5.747 5.747 5.595 5.603 -0.124 5,994 38,232 +472
Jan11 100618 5.943 5.949 5.777 5.783 -0.114 15,803 50,940 +1,348
Feb11 100618 5.850 5.850 5.710 5.717 -0.110 2,556 18,715 +660
Mar11 100618 5.699 5.705 5.597 5.601 -0.108 8,581 53,952 +294
Apr11 100618 5.319 5.342 5.280 5.291 -0.038 7,652 38,912 +430
May11 100618 5.325 5.347 5.295 5.299 -0.040 1,435 19,998 -224
Jun11 100618 5.400 5.400 5.331 5.338 -0.038 655 9,048 -169
Jul11 100618 5.422 5.422 5.390 5.390 -0.036 349 5,520 +135
Aug11 100618 5.455 5.455 5.432 5.432 -0.036 126 5,508 +8
Sep11 100618 5.484 5.484 5.462 5.462 -0.036 111 5,455 +31
Oct11 100618 5.571 5.586 5.544 5.544 -0.033 1,238 19,395 +138
Total Volume and Open Interest 273,537 836,311 +3,748
Brent Crude Oil(ICE)
Aug10 100618 78.46 78.86 77.25 78.22 -0.46 156,444 226,333 +3,750
Sep10 100618 78.91 79.35 77.79 78.74 -0.40 59,920 114,137 +4,449
Oct10 100618 79.52 79.86 78.34 79.25 -0.39 24,067 46,099 +141
Nov10 100618 79.99 80.32 78.87 79.74 -0.36 11,057 22,454 +392
Dec10 100618 80.44 80.83 79.35 80.19 -0.35 32,585 109,222 +4,029
Jan11 100618 80.82 81.05 80.00 80.63 -0.35 4,734 24,162 +1,317
Feb11 100618 81.26 81.48 80.55 81.06 -0.35 2,214 15,062 +514
Mar11 100618 81.71 81.93 81.49 81.49 -0.36 1,146 10,295 +17
Apr11 100618 82.15 82.36 81.90 81.90 -0.38 1,079 6,748 +239
May11 100618 82.29 82.29 82.29 82.29 -0.39 755 15,122 -186
Jun11 100618 82.92 83.15 82.26 82.64 -0.40 2,470 24,548 +191
Jul11 100618 82.98 82.98 82.98 82.98 -0.41 441 7,695 +119
Aug11 100618 83.25 83.25 83.25 83.25 -0.40 167 3,607 -94
Sep11 100618 83.46 83.46 83.46 83.46 -0.37 150 3,006 -13
Total Volume and Open Interest 305,764 733,969 +15,880
Gas Oil(ICE)
Jul10 100618 684.50 686.00 673.50 681.00 -3.25 59,531 119,326 -1,665
Aug10 100618 685.75 686.50 674.75 682.25 -2.50 58,706 78,164 -2,365
Sep10 100618 688.25 689.00 677.50 684.75 -2.50 32,470 61,638 +2,156
Oct10 100618 690.50 691.25 680.25 687.50 -2.50 14,294 38,880 +2,230
Nov10 100618 693.25 693.75 685.25 690.25 -2.25 12,569 30,172 +2,050
Dec10 100618 695.25 697.00 685.75 693.25 -2.00 25,245 99,394 +1,494
Jan11 100618 699.25 699.75 689.00 696.50 -2.00 6,831 31,339 -219
Feb11 100618 702.50 703.00 692.50 699.75 -2.00 5,379 16,910 +1,198
Mar11 100618 705.50 705.50 698.25 702.75 -1.75 3,756 12,885 -69
Apr11 100618 708.25 708.25 701.00 705.75 -1.50 1,629 13,662 +586
Total Volume and Open Interest 229,135 608,858 +6,743
Ethanol(CBOT)
Jun10 100603 1.595 1.595 1.595 1.595 -0.005 113 171 -48
Jul10 100618 1.624 1.630 1.620 1.624 +0.004 129 823 -55
Aug10 100618 1.622 1.624 1.616 1.619 +0.002 196 1,360 +97
Sep10 100618 1.610 1.610 1.596 1.599 +0.001 72 887 -42
Oct10 100618 1.610 1.610 1.599 1.600 +0.001 29 968 -8
Nov10 100618 1.605 1.605 1.605 1.605 unch 24 844 +3
Dec10 100618 1.622 1.623 1.610 1.612 +0.004 86 1,733 +27
Jan11 100618 1.620 1.626 1.610 1.614 +0.004 62 1,342 +61
Total Volume and Open Interest 835 11,794 +294
US Dollar Index(ICE)
Sep10 100618 85.925 86.060 85.735 85.975 -0.007 15,333 31,558 -249
Dec10 100618 86.215 86.370 86.145 86.370 +0.070 2 524 +2
Mar11 100618 86.660 86.660 86.660 86.660 +0.070      
Total Volume and Open Interest 15,335 32,082 -247
Australian Dollar(CME)
Sep10 100618 85.90 86.44 85.65 86.15 +0.36 77,672 57,896 +605
Dec10 100618 84.98 85.28 84.89 85.25 +0.36 6 353 +1
Mar11 100618 84.36 84.36 84.02 84.36 +0.34      
Total Volume and Open Interest 77,678 58,259 +606
British Pound(CME)
Sep10 100618 148.20 148.90 147.73 147.96 -0.15 102,249 118,793 -426
Dec10 100618 148.18 148.90 147.98 147.98 -0.15 31 87 +8
Mar11 100618 147.97 148.13 147.97 147.97 -0.16 0 3 +0
Total Volume and Open Interest 102,280 118,883 -418
Canadian Dollar(CME)
Sep10 100618 97.28 97.94 96.89 97.78 +0.58 64,863 80,232 +1,225
Dec10 100618 97.24 97.80 97.08 97.67 +0.58 61 2,870 -14
Mar11 100618 97.40 97.49 96.91 97.49 +0.58 5 313 +1
Jun11 100618 97.27 97.27 96.69 97.27 +0.58 10 154 +9
Total Volume and Open Interest 64,943 83,580 +1,223
Japanese Yen(CME)
Sep10 100618 110.12 110.71 110.08 110.37 +0.08 112,696 82,980 +901
Dec10 100618 110.69 110.69 110.46 110.57 +0.08 42 162 +26
Mar11 100618 110.81 110.81 110.73 110.81 +0.08 0 2 +0
Total Volume and Open Interest 112,738 83,144 +927
Swiss Franc(CME)
Sep10 100618 90.09 90.39 89.99 90.26 +0.22 28,825 44,092 +16
Dec10 100618 90.29 90.46 90.26 90.46 +0.20 0 13 +0
Mar11 100618 90.68 90.68 90.50 90.68 +0.18 0 2 +0
Total Volume and Open Interest 28,825 44,108 +16
EuroFX(CME)
Sep10 100618 123.87 124.26 123.62 123.71 -0.16 256,776 224,444 -2,588
Dec10 100618 124.02 124.25 123.78 123.79 -0.18 95 563 +17
Mar11 100618 123.87 124.07 123.87 123.87 -0.20 8 56 +6
Total Volume and Open Interest 256,879 225,067 -2,565
Mexican Peso(CME)
Jul10 100618 795.8 795.8 792.8 795.8 +3.0      
Aug10 100618 792.8 792.8 789.8 792.8 +3.0      
Total Volume and Open Interest 14,082 53,223 +547
30-Year T-Bonds(CBOT)
Jun10 100618 124~270 125~060 124~130 124~150 -0~140 3,524 16,482 -1,937
Sep10 100618 124~120 124~230 123~270 123~300 -0~150 238,464 634,848 -9,047
Dec10 100618 122~300 123~010 122~180 122~180 -0~150 4 543 +0
Total Volume and Open Interest 241,992 651,873 -10,984
10-Year T-Notes(CBOT)
Jun10 100618 121~150 121~195 121~070 121~085 -0~090 18,562 28,765 -8,248
Sep10 100618 120~235 120~265 120~115 120~140 -0~090 865,182 1,697,549 -30,099
Dec10 100618 119~100 119~200 119~100 119~110 -0~090 7 118 +0
Total Volume and Open Interest 883,751 1,726,453 -38,347
5-Year T-Notes(CBOT)
Jun10 100618 118~006 118~011 117~117 117~119 +58~114      
Sep10 100618 117~041 117~046 117~013 117~020 -0~020 360,359 896,280 -3,903
Dec10 100618 116~014 116~032 116~014 116~014 -0~018 0 2 +0
Total Volume and Open Interest 365,959 933,272 -6,948
2 Year T-Notes(CBOT)
Jun10 100618 54~092 54~092 54~092 54~092 unch      
Sep10 100618 109~024 109~027 109~020 109~021 -0~004 150,192 878,403 +2,410
Dec10 100618 108~112 108~115 108~112 108~112 -0~003 0 26 +0
Total Volume and Open Interest 152,462 885,951 +1,495
Eurodollars(CME)
Sep10 100618 99.290 99.315 99.285 99.305 +0.015 147,733 1,032,073 +6,943
Dec10 100618 99.190 99.215 99.185 99.195 +0.005 143,060 1,090,304 -3,505
Mar11 100618 99.105 99.125 99.095 99.110 +0.005 106,600 870,588 +4,651
Jun11 100618 98.960 98.975 98.935 98.970 +0.015 112,122 815,795 -6,431
Sep11 100618 98.770 98.795 98.740 98.785 +0.020 159,175 822,078 +3,692
Dec11 100618 98.525 98.550 98.485 98.540 +0.020 135,968 580,289 +1,763
Mar12 100618 98.290 98.315 98.250 98.305 +0.020 127,998 424,842 -2,810
Jun12 100618 98.030 98.065 97.995 98.050 +0.020 88,589 287,682 +3,960
Sep12 100618 97.770 97.815 97.745 97.800 +0.020 49,902 195,664 +742
Dec12 100618 97.515 97.555 97.495 97.540 +0.010 30,672 151,148 -586
Mar13 100618 97.305 97.330 97.280 97.315 +0.005 30,681 143,991 -962
Jun13 100618 97.070 97.100 97.050 97.080 unch 21,965 90,636 -892
Sep13 100618 96.870 96.880 96.835 96.860 -0.010 10,624 78,213 +313
Dec13 100618 96.660 96.675 96.625 96.640 -0.020 6,568 38,508 -580
Mar14 100618 96.485 96.510 96.455 96.470 -0.025 5,241 42,168 -660
Jun14 100618 96.320 96.340 96.285 96.295 -0.030 5,073 33,523 +31
Sep14 100618 96.170 96.190 96.125 96.135 -0.040 2,387 23,375 +41
Dec14 100618 96.020 96.035 95.970 95.975 -0.045 2,498 42,251 +146
Total Volume and Open Interest 1,211,964 6,930,473 +7,757
30 Day Federal Funds(CBOT)
Jun10 100618 99.810 99.812 99.810 99.810 unch 1,339 70,280 +259
Jul10 100618 99.790 99.795 99.785 99.790 unch 2,999 54,953 +1,193
Aug10 100618 99.780 99.785 99.775 99.780 unch 2,937 79,642 +1,368
Sep10 100618 99.770 99.775 99.765 99.770 unch 2,344 48,377 +83
Oct10 100618 99.755 99.760 99.755 99.755 unch 2,665 67,261 -828
Nov10 100618 99.740 99.745 99.735 99.740 +0.005 2,941 85,300 -27
Total Volume and Open Interest 38,161 658,590 +9,266
30 Day Fed Funds(e-CBOT)
Jun10 090519 99.210 99.210 99.200 99.200 unch 98 1,033  
Jul10 090519 99.085 99.085 99.085 99.085 unch 0 2,211  
Aug10 090519 98.995 98.995 98.995 98.995 unch 0 1,623  
Sep10 090519 98.885 98.900 98.880 98.885 unch 50 2,134  
Oct10 090519 98.820 98.820 98.810 98.820 unch 0 454  
Nov10 090519 98.660 98.660 98.660 98.660 unch 0 1,342  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Sep10 100616 99.635 99.635 99.635 99.635 -0.010 0 1,031 +0
Dec10 100618 99.645 99.645 99.645 99.645 +0.002 0 342 +0
Mar11 100618 99.650 99.650 99.650 99.650 +0.003 0 167 +0
Jun11 100618 99.640 99.640 99.640 99.640 +0.003      
Sep11 100618 99.625 99.625 99.625 99.625 unch      
Dec11 100618 99.635 99.635 99.635 99.635 unch      
Mar12 100618 99.600 99.600 99.600 99.600 unch      
Jun12 100618 99.650 99.650 99.650 99.650 unch      
Sep12 100618 99.710 99.710 99.710 99.710 unch      
Dec12 100618 99.405 99.405 99.405 99.405 unch      
Total Volume and Open Interest 0 1,648 +0
3-Mth Euro-Yen(SGX)
Sep10 100618 99.64 99.64 99.64 99.64 +0.00 89 4,548 +135
Dec10 100618 99.65 99.65 99.64 99.64 +0.00 0 1,472 +0
Mar11 100618 99.65 99.65 99.65 99.65 +0.00 11 2,010 +0
Jun11 100618 99.64 99.64 99.64 99.64 +0.00 0 460 +0
Sep11 100618 99.62 99.62 99.62 99.62 unch 0 108 +55
Dec11 100618 99.64 99.64 99.64 99.64 unch 0 103 +0
Mar12 100618 99.60 99.60 99.60 99.60 unch 0 305 +0
Jun12 100618 99.65 99.65 99.65 99.65 unch 0 754 +0
Total Volume and Open Interest 100 10,072 +190
Japanese Gov't Bonds(SGX)
Sep10 100616 140.35 140.38 140.21 140.34 -0.02 1,969 19,974 -342
Dec10 100618 138.50 138.50 138.50 138.50 +0.22      
Mar11 100618 136.41 136.41 136.41 136.41 +0.22      
Total Volume and Open Interest 1,138 20,312 +174
Euro-Bund(EUREX)
Sep10 100618 128.27 128.41 127.54 127.67 -0.69 812,507 894,328 -15,214
Dec10 100618 126.53 126.65 126.15 126.17 -0.69 1,533 764 +724
Mar11 100618 126.17 126.17 126.17 126.17 -0.69      
Total Volume and Open Interest 814,040 895,092 -14,490
Euro-Bobl(EUREX)
Sep10 100618 120.46 120.50 119.96 120.02 -0.47 405,245 719,459 -578
Dec10 100618 118.57 118.57 118.57 118.57 -0.50 0 10 +0
Mar11 100618 117.72 117.72 117.72 117.72 -0.47      
Total Volume and Open Interest 405,245 719,469 -578
3-Mth Euribor(EUREX)
Jun10 100614 99.280 99.280 99.280 99.280 unch 353 5,585 -120
Sep10 100618 99.105 99.105 99.085 99.085 -0.015 737 4,435 -446
Dec10 100618 99.020 99.020 98.970 98.970 -0.045 396 2,824 -205
Total Volume and Open Interest 1,948 13,387 -500
Long Gilt(LIFFE)
Jun10 100618 120~25 120~26 120~13 120~13 -0~16 295 6,334 -214
Sep10 100618 119~20 119~21 118~27 119~02 -0~15 77,024 272,449 -1,719
Total Volume and Open Interest 77,319 278,783 -1,933
3-Mth Short Sterling(LIFFE)
Sep10 100618 99.11 99.12 99.10 99.11 -0.01 70,212 390,905 +2,831
Dec10 100618 98.97 98.99 98.94 98.95 -0.03 51,096 365,362 -7,644
Mar11 100618 98.86 98.88 98.82 98.83 -0.03 39,679 250,226 +783
Jun11 100618 98.69 98.72 98.65 98.66 -0.04 60,438 263,995 -25,263
Sep11 100618 98.51 98.54 98.46 98.47 -0.04 52,270 270,307 +5,041
Dec11 100618 98.25 98.29 98.21 98.22 -0.05 48,243 236,317 +10,732
Total Volume and Open Interest 370,992 2,164,168 -331,777
3-Mth Euribor(LIFFE)
Sep10 100618 99.095 99.110 99.075 99.085 -0.015 93,848 611,297 -12,289
Dec10 100618 99.020 99.025 98.965 98.970 -0.045 94,050 506,122 -25,184
Mar11 100618 98.970 98.980 98.910 98.910 -0.060 78,307 501,600 -6,546
Total Volume and Open Interest 559,146 3,231,428 -59,448
3-Mth Aus T-Bills(SFE)
Sep10 100618 95.08 95.10 95.06 95.09 unch 17,605 257,468 -1,041
Dec10 100618 95.03 95.05 94.98 95.00 -0.03 8,559 144,812 +86
Mar11 100618 94.97 94.97 94.91 94.94 -0.03 3,717 67,454 -799
Jun11 100618 94.87 94.87 94.81 94.84 -0.03 1,670 46,591 +609
Sep11 100618 94.74 94.77 94.73 94.74 -0.03 841 30,623 -418
Dec11 100618 94.67 94.69 94.63 94.65 -0.04 830 23,523 -86
Mar12 100618 94.63 94.63 94.58 94.59 -0.03 532 21,179 +55
Jun12 100618 94.60 94.61 94.56 94.56 -0.04 730 6,322 +211
Sep12 100618 94.60 94.60 94.56 94.56 -0.03 95 3,172 +15
Dec12 100618 94.57 94.57 94.55 94.55 -0.01 30 1,135 +25
Total Volume and Open Interest 34,639 603,142 -1,333
10-Year Aus T-Bonds(SFE)
Sep10 100618 94.62 94.66 94.57 94.62 unch 29,224 304,228 +2,267
Dec10 100618 94.61 94.61 94.61 94.61 unch      
Total Volume and Open Interest 29,224 304,228 +2,267
3-Year Aus T-Bonds(SFE)
Sep10 100618 95.11 95.14 95.07 95.09 -0.03 87,952 409,715 +11,079
Dec10 100618 95.04 95.04 95.04 95.04 -0.03      
Total Volume and Open Interest 87,952 409,715 +11,079
Gold(CMX)
Jun10 100618 1247.7 1261.5 1242.9 1257.2 +9.7 318 640 -137
Aug10 100618 1247.6 1263.7 1243.1 1258.3 +9.6 83,665 351,997 -843
Oct10 100618 1250.3 1265.8 1245.5 1260.3 +9.6 1,347 23,787 -53
Dec10 100618 1250.5 1267.7 1247.5 1262.4 +9.6 3,158 73,136 -130
Feb11 100618 1252.5 1267.2 1252.5 1264.4 +9.6 796 23,115 +553
Apr11 100618 1266.4 1266.4 1266.4 1266.4 +9.7 125 16,037 +24
Jun11 100618 603.0 618.6 599.1 613.3 +9.8 2,176 15,191 +1,724
Aug11 100618 1270.0 1271.2 1270.0 1271.2 +9.9 105 5,442 +50
Oct11 100618 1274.1 1274.1 1274.1 1274.1 +9.8 6 7,258 +5
Dec11 100618 1266.4 1277.1 1266.4 1277.1 +9.8 1,047 12,530 -357
Feb12 100618 1280.6 1280.6 1280.6 1280.6 +9.7 0 3,727 +0
Apr12 100618 1284.3 1284.3 1284.3 1284.3 +9.6 156 4,079 +153
Total Volume and Open Interest 100,693 569,744 +540
Silver(CMX)
Jul10 100618 1874.0 1927.5 1868.5 1918.4 +40.8 25,177 47,558 -2,458
Sep10 100618 1880.0 1931.5 1875.0 1923.1 +40.9 10,255 38,011 +3,024
Dec10 100618 1885.0 1940.0 1885.0 1929.7 +41.0 1,057 18,422 +283
Mar11 100618 1931.0 1934.0 1931.0 1934.0 +41.1 18 9,363 +0
May11 100618 1936.2 1936.2 1936.2 1936.2 +41.2 1 7,109 +0
Jul11 100618 1929.0 1944.5 1925.0 1938.3 +41.3 1 4,740 -1
Sep11 100618 1946.5 1946.5 1940.3 1940.3 +41.3 32 279 +0
Total Volume and Open Interest 36,732 132,031 +961
Platinum(NYMEX)
Jul10 100618 1577.9 1593.5 1562.5 1587.0 +15.0 3,929 16,228 -1,154
Oct10 100618 1581.0 1601.0 1576.5 1595.5 +14.9 1,498 14,102 +1,326
Jan11 100618 1599.2 1599.7 1599.2 1599.7 +14.7 1 397 +1
Apr11 100618 1599.7 1599.7 1599.7 1599.7 +14.7 0 3 +0
Total Volume and Open Interest 5,453 30,832 +173
Palladium(NYMEX)
Jun10 100618 491.00 491.00 490.90 490.90 +10.55 60 107 -4
Sep10 100618 482.00 495.90 475.00 491.40 +10.15 1,206 21,079 +131
Dec10 100618 485.10 493.90 484.20 492.30 +10.00 2 383 +1
Total Volume and Open Interest 1,271 21,636 +127
Copper(CMX)
Jul10 100618 292.65 292.90 284.45 288.40 -2.15 25,976 33,456 -3,654
Sep10 100618 294.60 294.65 286.30 290.15 -2.25 9,198 61,924 +2,544
Dec10 100618 293.10 294.80 288.95 292.45 -2.30 607 17,733 +87
Mar11 100618 297.00 297.00 292.00 293.90 -2.25 23 8,771 -1
May11 100618 294.50 294.75 294.50 294.75 -2.25 1 1,322 +0
Total Volume and Open Interest 37,271 136,777 -488
DJIA Index(CBOT)
Sep10 100618 10372 10410 10354 10373 -3 715 4,663 +133
Dec10 100618 10313 10318 10313 10313 -5 2 4 +1
Mar11 100618 10263 10267 10263 10263 -4      
Jun11 100618 10205 10216 10205 10205        
S & P 500(CME)
Sep10 100618 1110.70 1116.50 1108.30 1110.20 -1.50 47,245 288,404 +23,473
Dec10 100618 1105.90 1111.80 1105.30 1105.90 -1.40 113 4,477 +98
Mar11 100618 1102.00 1107.90 1101.40 1102.00 -1.40 0 476 +0
Jun11 100618 1099.00 1104.90 1098.40 1099.00 -1.40 0 45 +0
Total Volume and Open Interest 88,817 454,286 +7,264
S & P 500 E-Mini(Globex)
Sep10 100618 1111.50 1116.75 1108.25 1110.25 -1.50 2,522,048 2,425,040 +225,958
Dec10 100618 1105.50 1111.75 1104.50 1106.00 -1.25 131 4,297 -3
Total Volume and Open Interest 3,111,622 3,515,129 +88,693
NASDAQ 100(CME)
Sep10 100618 1909.00 1925.00 1905.00 1909.50 unch 2,896 7,224 +1,854
Dec10 100618 1907.80 1915.00 1906.50 1907.80 +1.30 0 1 +0
Mar11 100618 1905.30 1905.30 1904.00 1905.30 +1.30      
Total Volume and Open Interest 5,317 32,833 +2,705
NASDAQ 100 E-Mini(Globex)
Sep10 100618 1910.00 1924.80 1905.00 1909.50 unch 357,551 266,076 +54,693
Dec10 100618 1910.00 1925.00 1904.50 1907.80 +1.30 22 38 +0
Total Volume and Open Interest 436,581 483,653 +25,158
S & P Midcap 400(CME)
Sep10 100618 776.00 776.00 768.50 768.90 -5.70 55 1,088 -65
Dec10 100618 766.90 767.60 766.90 766.90 -5.70      
Mar11 100618 764.90 765.60 764.90 764.90 -5.70      
Total Volume and Open Interest 470 5,322 -206
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100618 10050 10075 10005 10040 -40 7,195 29,662 -910
Dec10 100618 10040 10080 10040 10040 -40      
Total Volume and Open Interest 7,195 29,662 -910
Nikkei 225(SGX)
Sep10 100618 9995 10100 9945 9990 -15 94,536 134,321 -2,913
Dec10 100618 9945 9945 9945 9945 -10 12 1,777 +0
Mar11 100618 9940 9940 9940 9940 -15 0 41 +0
Total Volume and Open Interest 94,996 149,141 -2,663
CAC 40(EURONEXT)
Jun10 100618 3694.0 3705.5 3663.0 3677.5 -6.0 280,705 437,531 -106,323
Jul10 100618 3692.5 3701.5 3658.5 3682.0 +2.5 150,752 276,885 +120,675
Aug10 100618 3682.0 3682.5 3660.0 3682.5 +2.5 44 725 -31
Total Volume and Open Interest 440,593 753,612 +23,256
Hang Seng Index(HKFE)
Jun10 100618 20173 20382 20128 20379 +187 54,917 77,861 -439
Jul10 100618 20070 20327 20070 20325 +190 782 2,308 +208
Total Volume and Open Interest 55,986 82,733 -225
DAX(EUREX)
Jun10 100618 6232.5 6258.0 6188.5 6223.5 +5.0 193,412 98,765 -39,457
Sep10 100618 6240.0 6263.5 6193.5 6222.5 -1.5 70,567 112,005 +35,803
Dec10 100618 6245.5 6270.0 6207.5 6229.5 -2.0 8,995 8,296 +1,182
Total Volume and Open Interest 272,974 219,066 -2,472
FT-SE 100(EURONEXT)
Jun10 100618 5261.50 5297.50 5255.00 5287.00 +38.50 319,309 165,544 -256,037
Sep10 100618 5223.00 5263.50 5202.00 5216.00 -1.00 221,525 592,272 +128,850
Dec10 100618 5215.00 5216.00 5194.00 5194.00 -1.00 2,627 6,712 +2,490
Total Volume and Open Interest 543,471 765,425 -124,687
SPI 200(SFE)
Jun10 100617 4556.0 4579.0 4534.0 4553.0 -7.0 96,984 152,759 -89,413
Sep10 100618 4528.0 4566.0 4511.0 4560.0 +28.0 31,241 199,138 +3,809
Dec10 100618 4580.0 4580.0 4580.0 4580.0 +27.0 28 3,014 +3
Total Volume and Open Interest 42,205 280,539 -72,230
GSCI(CME)
Jul10 100618 511.25 513.50 507.00 511.25 +0.45 433 16,630 +91
Aug10 100618 514.00 515.00 510.00 514.00 unch 2 0 +0
Sep10 100618 517.00 518.00 514.00 517.00 unch 2 0 +0
Total Volume and Open Interest 437 16,630 +91
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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