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MRCI's End of Day Prices
Daily Futures Price Listing Mon June 21, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100621 965.25 972.00 958.75 963.25 +2.25 53,904 105,437 -5,432
Aug10 100621 955.50 964.50 952.25 956.75 +5.75 14,236 36,419 +1,730
Sep10 100621 943.00 952.25 940.50 944.00 +6.25 3,363 13,477 +794
Nov10 100621 934.75 947.25 933.00 939.00 +8.50 48,984 229,989 +1,716
Jan11 100621 942.25 956.00 942.25 948.00 +8.25 4,245 28,276 +834
Mar11 100621 948.00 959.25 945.00 952.25 +7.25 1,509 8,277 +334
May11 100621 949.00 959.00 945.75 952.50 +6.75 1,012 9,070 +237
Total Volume and Open Interest 130,627 462,439 +177
Soybean Meal(CBOT)
Jul10 100621 289.40 292.80 286.20 288.90 -0.50 23,276 56,435 -4,310
Aug10 100621 281.00 285.50 280.00 282.40 +0.80 12,223 29,325 +815
Sep10 100621 275.00 278.60 274.00 274.90 +0.50 4,593 17,695 +945
Oct10 100621 266.00 271.00 266.00 267.60 +1.50 1,099 10,387 +278
Dec10 100621 265.00 269.50 264.40 266.40 +1.80 12,523 56,657 +269
Jan11 100621 265.50 269.70 265.50 266.90 +1.80 605 6,387 +95
Mar11 100621 268.60 269.70 266.50 267.00 +1.50 460 4,996 +76
May11 100621 264.50 268.50 264.50 265.80 +1.50 722 3,942 +434
Total Volume and Open Interest 56,280 191,680 -1,178
Soybean Oil(CBOT)
Jul10 100621 38.07 38.35 37.97 38.05 +0.13 40,587 91,321 -7,886
Aug10 100621 38.31 38.54 38.15 38.22 +0.11 16,236 44,698 -478
Sep10 100621 38.46 38.78 38.33 38.39 +0.09 7,289 27,889 +1,446
Oct10 100621 38.73 38.91 38.55 38.58 +0.07 1,396 13,883 +180
Dec10 100621 39.15 39.38 38.95 39.01 +0.05 24,290 126,710 +2,366
Jan11 100621 39.63 39.63 39.29 39.30 +0.06 1,355 6,806 +602
Mar11 100621 39.92 39.93 39.54 39.59 +0.05 805 3,911 +171
May11 100621 40.09 40.09 39.72 39.82 +0.05 1,004 2,745 +623
Total Volume and Open Interest 93,554 323,004 -3,093
Canola(WCE)
Jul10 100621 421.9 428.0 419.0 420.1 +0.1 7,457 28,279 -4,715
Nov10 100621 419.0 426.9 416.7 419.0 +0.9 16,165 121,021 +4,348
Jan11 100621 421.2 426.5 415.9 417.9 +0.6 975 9,477 +2
Mar11 100621 412.1 420.5 412.1 415.4 +1.0 227 4,859 +0
May11 100621 419.8 423.1 413.9 415.9 +2.6 205 1,658 +24
Total Volume and Open Interest 25,273 167,067 -240
Corn(CBOT)
Jul10 100621 363.00 367.25 351.25 355.00 -5.75 101,835 262,392 -17,700
Sep10 100621 372.00 376.50 360.25 364.25 -5.75 54,822 325,596 +14,360
Dec10 100621 382.50 387.00 370.75 374.75 -5.75 62,735 421,974 +6,159
Mar11 100621 395.00 399.75 383.75 387.50 -6.00 6,105 64,780 +1,369
May11 100621 402.75 408.25 393.00 396.25 -6.25 3,805 13,583 +2,506
Jul11 100621 410.00 415.75 400.50 404.00 -6.00 3,418 41,936 +1,748
Total Volume and Open Interest 236,273 1,209,013 +9,480
Wheat(CBOT)
Jul10 100621 462.75 469.25 451.00 462.00 +0.25 51,215 93,958 -7,290
Sep10 100621 478.75 485.00 470.50 477.25 -0.50 38,687 188,299 +2,532
Dec10 100621 509.75 515.75 499.75 507.25 -1.50 20,594 101,818 +2,704
Mar11 100621 539.50 547.00 531.25 537.75 -1.75 4,470 29,486 +960
May11 100621 561.75 562.00 548.75 554.50 -1.00 1,130 9,642 +98
Total Volume and Open Interest 119,978 496,424 -328
Wheat(KCBT)
Jul10 100621 498.25 505.00 492.50 499.75 +2.50 10,912 31,166 -3,102
Sep10 100621 508.50 519.00 504.00 511.00 +2.50 5,602 42,289 +454
Dec10 100621 527.50 539.75 521.50 528.50 +2.50 3,726 46,072 -1,216
Mar11 100621 545.00 550.00 538.25 545.25 +2.00 1,269 16,575 -1
May11 100621 561.00 562.00 549.00 556.25 +1.25 528 6,880 -153
Total Volume and Open Interest 25,632 175,518 -4,952
Wheat(MGE)
Jul10 100621 538.75 546.75 533.50 540.25 +2.00 2,258 8,304 -803
Sep10 100621 549.00 557.50 544.25 552.25 +2.50 2,234 13,854 -235
Dec10 100621 571.50 574.25 559.75 567.25 +2.50 1,097 13,506 -23
Mar11 100621 581.00 589.00 576.00 583.25 +1.50 359 4,714 -15
May11 100621 592.00 598.00 585.50 592.50 +1.50 156 1,254 -98
Total Volume and Open Interest 6,432 49,543 -1,365
Oats(CBOT)
Jul10 100621 263.50 274.25 258.00 264.50 +1.50 1,197 4,774 -140
Sep10 100621 262.50 279.25 262.50 268.00 +5.00 310 4,635 +0
Dec10 100621 263.00 277.00 263.00 268.25 +5.25 1,502 6,015 +44
Mar11 100621 276.00 276.00 268.00 273.25 +5.25 50 673 +29
Total Volume and Open Interest 3,059 16,098 -67
Rough Rice(CBOT)
Jul10 100621 11.03 11.09 10.66 10.68 -0.32 739 4,822 -319
Sep10 100621 10.90 11.02 10.62 10.65 -0.29 703 6,408 +143
Nov10 100621 11.16 11.20 10.80 10.82 -0.28 417 2,037 +50
Jan11 100621 11.39 11.39 11.11 11.11 -0.27 38 487 +6
Total Volume and Open Interest 1,947 14,980 -98
Live Cattle(CME)
Jun10 100621 89.785 90.350 89.785 90.135 +0.835 3,137 11,023 -2,113
Aug10 100621 88.850 89.730 88.850 89.330 +1.130 12,481 140,900 +271
Oct10 100621 89.850 90.885 89.850 90.635 +1.385 5,742 90,589 +1,146
Dec10 100621 92.000 93.100 92.000 92.650 +0.970 3,483 47,872 +1,505
Feb11 100621 93.600 94.635 93.600 94.300 +0.900 558 20,560 +346
Apr11 100621 94.930 96.000 94.930 95.650 +0.800 479 11,462 +236
Total Volume and Open Interest 26,322 327,525 +1,493
Feeder Cattle(CME)
Aug10 100621 110.180 111.950 110.180 111.700 +1.520 1,538 22,105 +192
Sep10 100621 110.180 111.700 110.180 111.450 +1.450 395 5,490 -39
Oct10 100621 109.900 111.650 109.900 111.550 +1.600 320 4,405 +122
Nov10 100621 110.300 111.050 110.200 111.050 +1.650 61 1,477 -4
Jan11 100621 109.200 109.900 109.100 109.800 +1.250 18 561 +2
Mar11 100621 109.000 109.000 108.900 108.900 +0.900 4 81 +0
Apr11 100621 108.500 108.600 108.500 108.600 +0.600 0 13 +0
Total Volume and Open Interest 2,338 34,134 +275
Lean Hogs(CME)
Jul10 100621 81.225 82.750 81.050 82.000 +1.115 8,848 26,992 -914
Aug10 100621 83.100 84.650 83.100 84.350 +1.700 9,782 72,208 +2,022
Oct10 100621 74.950 76.700 74.950 76.500 +1.600 3,491 40,193 +50
Dec10 100621 71.180 72.830 71.180 72.680 +1.500 2,069 29,815 -439
Feb11 100621 72.200 73.400 72.100 73.400 +1.700 572 10,135 +382
Apr11 100621 71.900 73.850 71.900 73.850 +1.950 452 4,593 +228
May11 100621 77.000 77.000 77.000 77.000 +0.670 9 186 -7
Jun11 100621 78.800 80.100 78.800 80.100 +1.300 54 1,128 +35
Total Volume and Open Interest 25,284 185,651 +1,357
Pork Bellies(CME)
Jul10 100621 99.150 100.000 99.150 100.000 +0.865 5 78 -1
Aug10 100621 96.000 96.000 96.000 96.000 unch 0 26 +0
Feb11 100621 100.500 100.500 100.500 100.500 unch 0 4 +0
Mar11 100621 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100621 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 5 109 -1
Class III Milk(CME)
Jun10 100621 13.56 13.58 13.56 13.56 -0.02 23 4,425 -1
Jul10 100621 13.31 13.40 13.25 13.35 -0.04 62 4,460 +23
Aug10 100621 13.82 13.84 13.58 13.67 -0.17 44 4,409 +27
Sep10 100621 14.50 14.50 14.25 14.35 -0.15 29 3,922 +8
Oct10 100621 14.65 14.70 14.50 14.57 -0.13 16 3,458 +8
Total Volume and Open Interest 221 28,385 +100
Cocoa(ICE)
Jul10 100621 2970 2970 2950 2959 +27 330 350 -269
Sep10 100621 2965 3000 2958 2985 +28 3,765 58,584 +311
Dec10 100621 3004 3014 2980 3004 +23 1,235 20,628 -465
Mar11 100621 3020 3020 3000 3016 +19 814 16,175 -60
May11 100621 3020 3027 3019 3026 +19 97 7,275 -5
Jul11 100621 3034 3034 3026 3033 +19 163 3,712 +160
Sep11 100621 3043 3043 3043 3043 +16 5 1,418 +0
Total Volume and Open Interest 6,414 113,268 -328
Coffee "C"(ICE)
Jul10 100621 160.45 164.10 156.10 158.95 -1.30 4,437 7,017 -2,635
Sep10 100621 162.00 165.45 158.35 160.80 -1.30 19,321 86,194 +3,593
Dec10 100621 161.10 164.90 158.60 160.75 -1.30 5,431 39,224 +1,148
Mar11 100621 160.00 164.00 157.75 160.20 -1.15 2,178 15,148 +1,041
May11 100621 160.00 163.10 157.30 159.45 -1.05 550 5,397 +112
Jul11 100621 160.00 162.75 159.05 159.05 -0.85 363 2,685 +33
Total Volume and Open Interest 32,479 156,797 +3,417
Orange Juice(ICE)
Jul10 100621 143.10 143.50 139.50 140.50 -2.00 1,754 6,768 -1,360
Sep10 100621 145.25 145.40 141.60 142.40 -1.85 2,268 17,665 +1,580
Nov10 100621 144.35 144.35 142.10 142.85 -2.00 140 3,465 +114
Jan11 100621 144.00 144.00 142.50 143.15 -2.00 17 1,275 +2
Mar11 100621 144.00 144.00 143.90 143.90 -2.10 1 188 +1
May11 100621 144.00 144.00 144.00 144.00 -2.00 0 154 +0
Total Volume and Open Interest 4,180 29,714 +337
Sugar #11(ICE)
Jul10 100621 15.71 16.31 15.34 16.18 +0.60 34,035 89,206 -9,898
Oct10 100621 15.41 16.10 15.08 15.96 +0.58 60,059 246,440 +201
Mar11 100621 16.20 16.75 15.80 16.70 +0.63 13,958 122,357 -548
May11 100621 16.30 16.70 15.98 16.62 +0.55 1,438 27,520 -79
Jul11 100621 16.16 16.60 15.80 16.58 +0.52 1,412 58,122 +71
Total Volume and Open Interest 112,419 621,033 -9,506
London Cocoa(LCE)
Jul10 100621 2453 2479 2445 2465 +9 3,806 53,008 -674
Sep10 100621 2342 2365 2336 2360 +15 4,865 36,457 -950
Dec10 100621 2258 2273 2250 2268 +9 539 26,746 +138
Mar11 100621 2222 2232 2214 2232 +6 148 24,198 -66
May11 100621 2229 2229 2229 2229 +7 100 6,241 +100
Jul11 100621 2229 2229 2229 2229 +10 100 1,236 +0
Sep11 100621 2228 2228 2228 2228 +10 0 1,993 +0
Total Volume and Open Interest 9,658 155,614 -1,451
London Sugar(LCE)
Aug10 100621 514.30 526.50 507.50 525.90 +15.50 4,133 24,237 -1,500
Oct10 100621 460.20 469.00 449.20 467.80 +13.40 4,865 23,605 +2,067
Dec10 100621 442.00 450.00 433.10 448.30 +11.70 517 8,210 +107
Mar11 100621 447.80 456.50 438.90 452.80 +10.40 1,180 5,121 +220
May11 100621 443.70 457.50 443.10 455.60 +9.60 29 2,242 +2
Total Volume and Open Interest 10,744 64,479 +894
Cotton(ICE)
Jul10 100621 82.10 83.00 81.80 82.15 +0.37 6,968 14,075 -5,981
Oct10 100621 78.42 79.47 78.06 78.91 +0.35 249 1,665 -84
Dec10 100621 78.76 79.57 78.37 79.17 +0.22 12,323 126,331 +3,582
Mar11 100621 79.55 80.51 79.49 80.27 +0.26 587 20,625 +237
May11 100621 80.21 80.70 80.21 80.70 +0.31 3 762 +2
Jul11 100621 80.00 81.00 80.00 80.80 +0.31 88 5,515 +24
Total Volume and Open Interest 20,227 170,627 -2,220
Lumber(CME)
Jul10 100621 198.5 198.5 186.8 189.6 -7.2 245 2,586 -117
Sep10 100621 209.5 209.5 195.6 199.0 -6.5 330 4,925 -9
Nov10 100621 213.5 214.9 204.0 204.8 -8.3 103 1,456 +40
Jan11 100621 227.1 229.4 226.0 229.4 -5.6 10 125 +2
Total Volume and Open Interest 688 9,104 -84
Crude Oil(NYM)
Jul10 100621 77.50 78.92 76.88 77.82 +0.64 303,284 77,148 -37,959
Aug10 100621 78.69 79.94 77.72 78.61 +0.35 228,190 288,807 +3,335
Sep10 100621 79.75 80.82 78.59 79.48 +0.30 89,090 139,571 +680
Oct10 100621 80.40 81.51 79.29 80.21 +0.29 29,429 55,720 -253
Nov10 100621 81.30 82.00 80.00 80.86 +0.28 15,912 40,406 +1,054
Dec10 100621 81.60 82.77 80.53 81.42 +0.27 57,605 202,382 +485
Jan11 100621 82.41 83.00 81.47 81.82 +0.29 9,575 36,974 +1,724
Feb11 100621 83.37 83.37 81.80 82.19 +0.30 3,958 15,146 +279
Mar11 100621 83.72 83.72 82.13 82.55 +0.30 2,337 21,326 +239
Apr11 100621 83.55 83.55 82.90 82.90 +0.30 1,024 11,438 +146
May11 100621 83.23 83.23 83.23 83.23 +0.29 828 7,406 +50
Jun11 100621 84.05 84.92 82.65 83.54 +0.28 6,457 43,549 +363
Jul11 100621 83.81 83.81 83.81 83.81 +0.28 2,139 23,218 -121
Aug11 100621 83.95 83.95 83.95 83.95 +0.27 935 7,293 +288
Sep11 100621 84.06 84.06 84.06 84.06 +0.26 519 8,045 -20
Oct11 100621 84.19 84.19 84.19 84.19 +0.26 250 5,237 -16
Total Volume and Open Interest 772,281 1,296,116 -30,891
e-miNY Crude Oil(NYM)
Jun10 100519 69.025 70.025 67.625 69.875 +0.475 9,007 3,745 -1,490
Jul10 100621 77.900 78.900 76.925 77.825 +0.650 10,868 3,931 +130
Aug10 100621 79.025 79.950 77.700 78.600 +0.350 3,276 1,485 +454
Sep10 100621 80.025 80.800 78.625 79.475 +0.300 173 415 -3
Oct10 100621 81.225 81.350 80.200 80.200 +0.275 24 156 +19
Nov10 100621 81.725 81.725 80.000 80.850 +0.275 1 20 +0
Dec10 100621 82.200 82.900 81.000 81.425 +0.275 8 101 -4
Jan11 100621 81.825 81.825 81.825 81.825 +0.300 1 2 +0
Feb11 100621 82.200 82.200 82.200 82.200 +0.300      
Mar11 100621 82.550 82.550 82.550 82.550 +0.300      
Total Volume and Open Interest 14,351 6,166 +596
Heating Oil(NYM)
Jul10 100621 213.21 217.25 212.55 214.59 +1.70 55,183 45,853 -5,371
Aug10 100621 214.55 218.74 214.03 216.13 +1.71 35,387 67,272 +79
Sep10 100621 218.50 220.63 216.00 218.13 +1.80 16,680 41,292 +749
Oct10 100621 220.95 222.84 218.38 220.47 +1.89 5,102 24,603 +38
Nov10 100621 224.91 225.11 220.78 222.79 +1.89 2,899 18,459 -239
Dec10 100621 225.89 227.37 223.01 225.04 +1.91 14,486 38,329 -866
Jan11 100621 228.25 229.28 225.96 227.32 +1.94 5,296 20,910 +547
Feb11 100621 230.15 230.86 226.70 228.64 +1.84 796 9,720 -94
Mar11 100621 230.50 230.50 228.01 229.02 +1.79 594 8,801 -94
Apr11 100621 230.08 230.08 227.17 228.26 +1.75 183 5,001 -9
May11 100621 229.76 229.76 226.43 227.79 +1.68 349 4,142 +194
Jun11 100621 230.03 230.03 226.30 227.94 +1.68 2,068 18,665 -22
Total Volume and Open Interest 140,204 323,436 -5,140
Gasoline(NYMEX)
Jul10 100621 215.31 219.30 212.47 214.28 -0.48 43,511 47,082 -3,554
Aug10 100621 216.04 218.53 211.97 213.79 -0.21 35,300 62,206 +7
Sep10 100621 215.90 217.95 211.57 213.43 -0.03 20,135 49,421 +2,466
Oct10 100621 205.22 206.24 200.82 202.63 +0.15 12,087 23,491 +408
Nov10 100621 205.50 205.50 201.71 201.87 +0.19 5,616 21,722 +276
Dec10 100621 205.00 205.79 200.62 202.46 +0.16 6,892 15,475 -270
Jan11 100621 204.37 204.37 203.92 204.31 +0.13 557 6,113 -51
Feb11 100621 206.42 206.42 206.42 206.42 +0.12 129 1,917 +52
Mar11 100621 210.92 210.92 208.13 208.60 +0.10 84 2,746 -3
Apr11 100621 222.86 222.86 220.23 220.73 +0.13 100 3,339 +22
Total Volume and Open Interest 125,948 247,250 -563
e-miNY RBOB Gasoline(NYM)
Jul10 100621 214.30 214.30 214.28 214.30 -0.50 1 2 -1
Aug10 100621 213.80 213.80 213.79 213.80 -0.20 0 2 +0
Sep10 100621 213.40 213.43 213.40 213.40 -0.10      
Oct10 100621 202.60 202.63 202.60 202.60 +0.10 0 1 +0
Total Volume and Open Interest 1 11 -1
Natural Gas(NYM)
Jul10 100621 5.044 5.182 4.826 4.873 -0.124 148,765 82,853 -9,017
Aug10 100621 5.090 5.224 4.865 4.910 -0.139 78,260 121,471 +11,153
Sep10 100621 5.092 5.252 4.900 4.944 -0.137 25,598 131,528 +608
Oct10 100621 5.195 5.310 4.964 5.010 -0.134 28,125 98,808 +2,480
Nov10 100621 5.468 5.507 5.200 5.232 -0.132 5,894 33,314 -221
Dec10 100621 5.673 5.732 5.450 5.485 -0.118 5,868 38,229 -3
Jan11 100621 5.850 5.904 5.633 5.665 -0.118 14,006 51,492 +552
Feb11 100621 5.818 5.835 5.586 5.602 -0.115 2,781 19,119 +404
Mar11 100621 5.665 5.709 5.464 5.490 -0.111 8,348 53,825 -127
Apr11 100621 5.351 5.362 5.180 5.205 -0.086 7,172 40,078 +1,166
May11 100621 5.359 5.366 5.200 5.214 -0.085 2,253 19,484 -514
Jun11 100621 5.459 5.460 5.235 5.253 -0.085 511 9,040 -8
Jul11 100621 5.444 5.454 5.274 5.307 -0.083 444 5,434 -86
Aug11 100621 5.340 5.350 5.340 5.350 -0.082 309 5,466 -42
Sep11 100621 5.513 5.513 5.380 5.381 -0.081 257 5,615 +160
Oct11 100621 5.590 5.601 5.445 5.464 -0.080 660 19,371 -24
Total Volume and Open Interest 331,075 842,189 +5,878
Brent Crude Oil(ICE)
Aug10 100621 78.49 79.86 77.73 78.82 +0.60 175,267 229,125 +2,792
Sep10 100621 79.00 80.33 78.15 79.21 +0.47 73,137 114,263 +126
Oct10 100621 80.06 80.81 78.70 79.67 +0.42 31,151 46,979 +880
Nov10 100621 80.99 81.28 79.36 80.15 +0.41 13,386 22,217 -237
Dec10 100621 80.91 81.72 79.63 80.61 +0.42 41,858 108,232 -990
Jan11 100621 81.86 81.86 81.02 81.06 +0.43 4,932 24,363 +201
Feb11 100621 82.28 82.28 81.50 81.50 +0.44 3,283 15,209 +147
Mar11 100621 82.72 82.72 81.93 81.93 +0.44 2,471 10,362 +67
Apr11 100621 83.14 83.14 82.35 82.35 +0.45 1,507 6,619 -129
May11 100621 82.73 82.73 82.73 82.73 +0.44 1,685 15,226 +104
Jun11 100621 83.88 84.07 82.46 83.07 +0.43 3,914 23,623 -925
Jul11 100621 83.41 83.41 83.41 83.41 +0.43 1,215 7,782 +87
Aug11 100621 83.67 83.67 83.67 83.67 +0.42 808 3,593 -14
Sep11 100621 83.86 83.86 83.86 83.86 +0.40 783 3,344 +338
Total Volume and Open Interest 366,502 736,163 +2,194
Gas Oil(ICE)
Jul10 100621 683.00 692.75 678.00 690.00 +9.00 66,584 111,386 -7,940
Aug10 100621 687.00 694.00 679.50 691.25 +9.00 79,949 85,494 +7,330
Sep10 100621 691.25 696.50 682.50 694.00 +9.25 34,450 59,867 -1,771
Oct10 100621 697.25 698.25 685.25 696.75 +9.25 17,009 38,529 -351
Nov10 100621 700.00 700.75 688.00 699.50 +9.25 7,048 30,225 +53
Dec10 100621 698.00 705.00 691.00 702.75 +9.50 29,401 99,280 -114
Jan11 100621 707.00 708.25 695.50 706.25 +9.75 3,838 31,155 -184
Feb11 100621 711.00 711.75 698.50 709.25 +9.50 1,660 17,083 +173
Mar11 100621 712.00 713.25 701.25 712.00 +9.25 1,666 13,042 +157
Apr11 100621 715.00 716.00 704.00 714.75 +9.00 1,006 13,755 +93
Total Volume and Open Interest 251,391 609,323 +465
Ethanol(CBOT)
Jun10 100603 1.595 1.595 1.595 1.595 -0.005 113 171 -48
Jul10 100621 1.635 1.639 1.600 1.603 -0.021 85 813 -10
Aug10 100621 1.628 1.628 1.593 1.602 -0.017 123 1,410 +50
Sep10 100621 1.597 1.597 1.579 1.581 -0.018 24 900 +13
Oct10 100621 1.600 1.600 1.578 1.580 -0.020 44 958 -10
Nov10 100621 1.590 1.590 1.580 1.580 -0.025 30 859 +15
Dec10 100621 1.610 1.610 1.586 1.586 -0.026 60 1,727 -6
Jan11 100621 1.601 1.601 1.589 1.592 -0.022 90 1,312 -30
Total Volume and Open Interest 622 11,940 +146
US Dollar Index(ICE)
Sep10 100621 85.670 86.345 85.360 86.240 +0.265 20,949 30,147 -1,411
Dec10 100621 86.000 86.570 85.730 86.570 +0.200 137 642 +118
Mar11 100621 86.860 86.860 86.860 86.860 +0.200      
Total Volume and Open Interest 21,086 30,789 -1,293
Australian Dollar(CME)
Sep10 100621 87.15 87.72 86.65 86.88 +0.73 88,741 57,973 +77
Dec10 100621 86.07 86.72 85.25 85.94 +0.69 4 353 +0
Mar11 100621 85.03 85.03 84.36 85.03 +0.67      
Total Volume and Open Interest 88,745 58,336 +77
British Pound(CME)
Sep10 100621 148.50 149.37 147.40 147.59 -0.37 104,174 119,066 +273
Dec10 100621 148.41 149.24 147.43 147.60 -0.38 61 85 -2
Mar11 100621 147.59 147.97 147.59 147.59 -0.38 0 3 +0
Total Volume and Open Interest 104,235 119,154 +271
Canadian Dollar(CME)
Sep10 100621 97.98 98.57 97.39 97.67 -0.11 83,230 78,573 -1,659
Dec10 100621 97.80 98.41 97.30 97.54 -0.13 58 2,883 +13
Mar11 100621 98.00 98.00 97.36 97.36 -0.13 3 314 +1
Jun11 100621 97.58 97.58 97.14 97.14 -0.13 25 169 +15
Total Volume and Open Interest 83,316 81,950 -1,630
Japanese Yen(CME)
Sep10 100621 110.64 110.90 109.44 110.05 -0.32 154,182 93,347 +10,367
Dec10 100621 110.91 111.04 109.68 110.26 -0.31 26 164 +2
Mar11 100621 110.47 110.81 110.47 110.47 -0.34 0 2 +0
Total Volume and Open Interest 154,208 93,513 +10,369
Swiss Franc(CME)
Sep10 100621 90.73 90.99 89.93 90.14 -0.12 45,463 44,091 -1
Dec10 100621 90.29 90.46 90.29 90.33 -0.13 8 18 +5
Mar11 100621 90.54 90.68 90.54 90.54 -0.14 0 2 +0
Total Volume and Open Interest 45,472 44,112 +4
EuroFX(CME)
Sep10 100621 124.39 124.77 123.11 123.28 -0.43 316,888 221,176 -3,268
Dec10 100621 124.36 124.85 123.20 123.36 -0.43 251 610 +47
Mar11 100621 123.40 123.87 123.40 123.40 -0.47 0 56 +0
Total Volume and Open Interest 317,141 221,846 -3,221
Mexican Peso(CME)
Jul10 100621 798.0 798.0 795.8 798.0 +2.2      
Aug10 100621 795.0 795.0 792.8 795.0 +2.2      
Total Volume and Open Interest 14,259 53,478 +255
30-Year T-Bonds(CBOT)
Jun10 100621 124~080 124~150 123~100 124~090 -0~060 3,302 14,387 -2,095
Sep10 100621 123~180 123~250 122~210 123~200 -0~100 276,112 645,061 +10,213
Dec10 100621 121~160 122~180 121~160 122~070 -0~110 168 651 +108
Total Volume and Open Interest 279,582 660,099 +8,226
10-Year T-Notes(CBOT)
Jun10 100621 121~030 121~085 120~200 121~050 -0~035 17,874 21,249 -7,516
Sep10 100621 120~045 120~120 119~240 120~095 -0~045 1,128,415 1,722,250 +24,701
Dec10 100621 118~220 119~110 118~220 119~065 -0~045 157 168 +50
Total Volume and Open Interest 1,146,446 1,743,688 +17,235
5-Year T-Notes(CBOT)
Jun10 100621 58~123 58~123 58~123 58~123 -58~124 4,685 35,020 +35,020
Sep10 100621 116~121 117~021 116~094 117~015 -0~005 460,891 911,893 +15,613
Dec10 100621 116~009 116~014 116~009 116~009 -0~005 0 2 +0
Total Volume and Open Interest 465,576 946,915 +13,643
2 Year T-Notes(CBOT)
Jun10 100621 54~090 54~090 54~090 54~090 -0~002      
Sep10 100621 109~018 109~022 109~009 109~021 unch 206,275 899,832 +21,429
Dec10 100621 108~112 108~112 108~112 108~112 unch 0 26 +0
Total Volume and Open Interest 207,847 907,082 +21,131
Eurodollars(CME)
Sep10 100621 99.310 99.350 99.310 99.340 +0.035 172,174 1,034,075 +2,002
Dec10 100621 99.190 99.240 99.180 99.230 +0.035 166,267 1,097,380 +7,076
Mar11 100621 99.095 99.135 99.080 99.135 +0.025 189,502 891,342 +20,754
Jun11 100621 98.940 98.990 98.925 98.985 +0.015 199,079 819,908 +4,113
Sep11 100621 98.750 98.805 98.725 98.800 +0.015 250,962 866,934 +44,856
Dec11 100621 98.500 98.565 98.470 98.555 +0.015 203,204 585,559 +5,270
Mar12 100621 98.255 98.335 98.225 98.325 +0.020 157,098 438,350 +13,508
Jun12 100621 98.005 98.085 97.970 98.070 +0.020 106,202 296,818 +9,136
Sep12 100621 97.755 97.830 97.715 97.820 +0.020 65,733 199,274 +3,610
Dec12 100621 97.485 97.570 97.455 97.560 +0.020 45,979 155,361 +4,213
Mar13 100621 97.270 97.345 97.225 97.330 +0.015 40,441 144,493 +502
Jun13 100621 97.035 97.105 96.990 97.095 +0.015 32,835 89,970 -666
Sep13 100621 96.810 96.885 96.770 96.875 +0.015 15,853 79,034 +821
Dec13 100621 96.590 96.665 96.550 96.655 +0.015 12,568 40,298 +1,790
Mar14 100621 96.425 96.490 96.375 96.480 +0.010 9,221 42,080 -88
Jun14 100621 96.235 96.310 96.195 96.305 +0.010 7,376 33,828 +305
Sep14 100621 96.080 96.155 96.035 96.145 +0.010 4,203 23,670 +295
Dec14 100621 95.920 95.990 95.870 95.980 +0.005 4,309 42,606 +355
Total Volume and Open Interest 1,714,077 7,051,987 +121,514
30 Day Federal Funds(CBOT)
Jun10 100621 99.812 99.815 99.810 99.812 +0.003 4,086 69,708 -572
Jul10 100621 99.795 99.800 99.790 99.795 +0.005 8,676 57,772 +2,819
Aug10 100621 99.780 99.785 99.780 99.780 unch 9,383 81,113 +1,471
Sep10 100621 99.775 99.775 99.770 99.770 unch 4,706 49,323 +946
Oct10 100621 99.760 99.760 99.755 99.755 unch 8,844 63,896 -3,365
Nov10 100621 99.735 99.745 99.735 99.740 unch 3,811 82,977 -2,323
Total Volume and Open Interest 67,864 660,684 +2,094
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 100621 99.640 99.640 99.640 99.640 +0.005 108 1,139 +108
Dec10 100621 99.645 99.645 99.645 99.645 unch 0 342 +0
Mar11 100621 99.650 99.650 99.650 99.650 unch 0 167 +0
Jun11 100621 99.640 99.640 99.640 99.640 unch      
Sep11 100621 99.625 99.625 99.625 99.625 unch      
Dec11 100621 99.635 99.635 99.635 99.635 unch      
Mar12 100621 99.600 99.600 99.600 99.600 unch      
Jun12 100621 99.650 99.650 99.650 99.650 unch      
Sep12 100621 99.710 99.710 99.710 99.710 unch      
Dec12 100621 99.405 99.405 99.405 99.405 unch      
Total Volume and Open Interest 150 1,573 -75
3-Mth Euro-Yen(SGX)
Sep10 100621 99.64 99.64 99.64 99.64 unch 400 4,283 -265
Dec10 100621 99.64 99.64 99.64 99.64 unch 200 1,472 +0
Mar11 100621 99.64 99.65 99.64 99.65 unch 0 2,010 +0
Jun11 100621 99.64 99.64 99.64 99.64 unch 0 462 +2
Sep11 100621 99.62 99.62 99.62 99.62 unch 55 108 +0
Dec11 100621 99.64 99.64 99.64 99.64 unch 0 103 +0
Mar12 100621 99.60 99.60 99.60 99.60 unch 0 305 +0
Jun12 100621 99.65 99.65 99.65 99.65 unch 0 754 +0
Total Volume and Open Interest 655 9,809 -263
Japanese Gov't Bonds(SGX)
Sep10 100621 140.59 140.62 140.38 140.38 +0.04 2,072 20,138 +164
Dec10 100621 138.29 138.29 138.29 138.29 -0.21      
Mar11 100621 136.20 136.20 136.20 136.20 -0.21      
Total Volume and Open Interest 961 20,448 +136
Euro-Bund(EUREX)
Sep10 100618 128.27 128.41 127.54 127.67 -0.69 812,507 894,328 -15,214
Dec10 100621 125.91 126.12 125.81 125.91 -0.26 301 1,039 +275
Mar11 100621 125.91 125.91 125.91 125.91 -0.26 150 0 +0
Total Volume and Open Interest 1,007,833 870,925 -24,167
Euro-Bobl(EUREX)
Sep10 100618 120.46 120.50 119.96 120.02 -0.47 405,245 719,459 -578
Dec10 100621 118.33 118.33 118.33 118.33 -0.24 1,000 10 +0
Mar11 100621 117.47 117.47 117.47 117.47 -0.25      
Total Volume and Open Interest 577,317 700,492 -18,977
3-Mth Euribor(EUREX)
Jun10 100614 99.280 99.280 99.280 99.280 unch 353 5,585 -120
Sep10 100621 99.075 99.075 99.065 99.065 -0.020 198 4,417 -18
Dec10 100621 98.940 98.945 98.910 98.930 -0.040 221 2,923 +99
Total Volume and Open Interest 837 13,387 +0
Long Gilt(LIFFE)
Jun10 100621 120~20 120~24 120~19 120~23 +0~10 3,696 4,481 -1,853
Sep10 100621 118~31 119~25 118~29 119~12 +0~11 100,223 281,745 +9,296
Total Volume and Open Interest 103,919 286,226 +7,443
3-Mth Short Sterling(LIFFE)
Sep10 100621 99.11 99.15 99.11 99.14 +0.03 28,341 392,104 +1,199
Dec10 100621 98.94 99.00 98.93 98.98 +0.03 46,250 366,398 +1,036
Mar11 100621 98.82 98.88 98.80 98.86 +0.03 46,566 255,174 +4,948
Jun11 100621 98.65 98.71 98.62 98.68 +0.02 55,850 258,697 -5,298
Sep11 100621 98.44 98.51 98.42 98.47 unch 47,138 277,917 +7,610
Dec11 100621 98.20 98.24 98.17 98.21 -0.01 40,804 241,251 +4,934
Total Volume and Open Interest 324,015 2,183,454 +19,286
3-Mth Euribor(LIFFE)
Sep10 100621 99.080 99.095 99.055 99.065 -0.020 110,472 599,850 -11,447
Dec10 100621 98.960 98.970 98.905 98.930 -0.040 120,969 504,367 -1,755
Mar11 100621 98.900 98.905 98.855 98.875 -0.035 92,465 498,207 -3,393
Total Volume and Open Interest 712,295 3,211,241 -20,187
3-Mth Aus T-Bills(SFE)
Sep10 100621 95.08 95.09 95.02 95.04 -0.05 14,580 263,219 +5,751
Dec10 100621 95.00 95.00 94.91 94.93 -0.07 12,608 150,508 +5,696
Mar11 100621 94.94 94.94 94.83 94.84 -0.10 4,533 67,980 +526
Jun11 100621 94.81 94.85 94.73 94.74 -0.10 2,691 47,065 +474
Sep11 100621 94.71 94.76 94.64 94.64 -0.10 1,930 31,256 +633
Dec11 100621 94.63 94.63 94.54 94.54 -0.11 1,312 23,266 -257
Mar12 100621 94.57 94.57 94.49 94.49 -0.10 182 21,140 -39
Jun12 100621 94.48 94.48 94.47 94.47 -0.09 305 6,446 +124
Sep12 100621 94.48 94.48 94.47 94.47 -0.09 20 3,162 -10
Dec12 100621 94.45 94.45 94.45 94.45 -0.10 10 1,135 +0
Total Volume and Open Interest 38,171 616,040 +12,898
10-Year Aus T-Bonds(SFE)
Sep10 100621 94.62 94.64 94.53 94.55 -0.07 30,126 308,497 +4,269
Dec10 100621 94.54 94.54 94.54 94.54 -0.07      
Total Volume and Open Interest 30,126 308,497 +4,269
3-Year Aus T-Bonds(SFE)
Sep10 100621 95.09 95.13 94.98 95.00 -0.09 66,665 418,844 +9,129
Dec10 100621 94.95 94.95 94.95 94.95 -0.09      
Total Volume and Open Interest 66,665 418,844 +9,129
Gold(CMX)
Jun10 100621 1257.4 1264.8 1232.0 1239.7 -17.5 266 599 -41
Aug10 100621 1261.2 1266.5 1231.6 1240.7 -17.6 140,087 369,581 +17,584
Oct10 100621 1264.2 1267.1 1233.9 1242.7 -17.6 6,208 26,937 +3,150
Dec10 100621 1266.0 1270.6 1235.7 1244.6 -17.8 16,017 74,106 +970
Feb11 100621 1267.0 1271.0 1239.7 1246.5 -17.9 4,081 24,673 +1,558
Apr11 100621 1270.8 1274.6 1241.4 1248.5 -17.9 2,805 17,285 +1,248
Jun11 100621 619.6 620.6 587.3 595.2 -18.1 2,100 14,707 -484
Aug11 100621 1253.0 1253.0 1253.0 1253.0 -18.2 2,010 7,332 +1,890
Oct11 100621 1255.7 1255.7 1255.7 1255.7 -18.4 5 7,259 +1
Dec11 100621 1259.0 1260.0 1250.0 1258.5 -18.6 809 13,167 +637
Feb12 100621 1281.2 1281.2 1261.9 1261.9 -18.7 50 3,752 +25
Apr12 100621 1265.6 1265.6 1265.6 1265.6 -18.7 1,200 5,179 +1,100
Total Volume and Open Interest 181,037 597,382 +27,638
Silver(CMX)
Jul10 100621 1920.0 1946.0 1865.0 1880.8 -37.6 32,131 47,921 +363
Sep10 100621 1925.5 1950.0 1870.0 1885.4 -37.7 8,226 41,031 +3,020
Dec10 100621 1934.0 1955.0 1877.5 1891.7 -38.0 1,425 18,613 +191
Mar11 100621 1945.5 1945.5 1884.5 1895.7 -38.3 239 9,490 +127
May11 100621 1897.8 1897.8 1897.8 1897.8 -38.4 19 7,117 +8
Jul11 100621 1955.5 1955.5 1894.5 1899.8 -38.5 200 4,925 +185
Sep11 100621 1945.0 1945.0 1901.8 1901.8 -38.5 11 279 +0
Total Volume and Open Interest 42,403 135,994 +3,963
Platinum(NYMEX)
Jul10 100621 1597.8 1609.3 1585.3 1590.3 +3.3 4,157 14,966 -1,262
Oct10 100621 1603.0 1617.8 1594.8 1599.3 +3.8 1,235 14,902 +800
Jan11 100621 1619.8 1619.8 1603.3 1603.3 +3.6 81 478 +81
Apr11 100621 1603.3 1603.3 1603.3 1603.3 +3.6 0 3 +0
Total Volume and Open Interest 5,474 30,451 -381
Palladium(NYMEX)
Jun10 100621 499.10 499.10 494.10 494.10 +3.20 11 80 -27
Sep10 100621 492.40 506.30 490.25 495.45 +4.05 1,781 21,208 +129
Dec10 100621 501.90 505.60 492.15 496.45 +4.15 11 386 +3
Total Volume and Open Interest 1,805 21,741 +105
Copper(CMX)
Jul10 100621 292.00 303.30 291.55 294.20 +5.80 33,700 32,243 -1,213
Sep10 100621 293.85 305.05 292.15 295.95 +5.80 11,310 64,075 +2,151
Dec10 100621 298.35 307.15 296.90 298.25 +5.80 1,434 17,709 -24
Mar11 100621 301.90 301.90 299.70 299.70 +5.80 459 9,171 +400
May11 100621 300.55 300.55 300.55 300.55 +5.80 11 1,328 +6
Total Volume and Open Interest 47,770 138,094 +1,317
DJIA Index(CBOT)
Sep10 100621 10475 10535 10340 10396 +23 1,558 6,286 +1,623
Dec10 100621 10336 10336 10313 10336 +23 2 4 +0
Mar11 100621 10286 10286 10263 10286 +23      
Jun11 100621 10228 10228 10205 10228 +23      
Total Volume and Open Interest 4,428 17,833  
S & P 500(CME)
Sep10 100621 1117.00 1129.20 1103.50 1110.60 +0.40 37,744 293,642 +5,238
Dec10 100621 1122.50 1122.90 1099.40 1106.30 +0.40 22 4,488 +11
Mar11 100621 1102.40 1119.00 1095.50 1102.40 +0.40 0 476 +0
Jun11 100621 1099.40 1116.00 1092.50 1099.40 +0.40 0 45 +0
Total Volume and Open Interest 66,802 452,960 -1,326
S & P 500 E-Mini(Globex)
Sep10 100621 1110.50 1111.25 1110.25 1110.75 +0.50 2,715,158 2,508,842 +83,802
Dec10 100621 1115.00 1124.50 1100.00 1106.25 +0.25 511 4,543 +246
Total Volume and Open Interest 3,185,297 3,437,453 -77,676
NASDAQ 100(CME)
Sep10 100621 1918.30 1940.50 1883.00 1899.50 -10.00 2,022 7,990 +766
Dec10 100621 1897.80 1914.00 1888.00 1897.80 -10.00 0 1 +0
Mar11 100621 1895.30 1895.30 1893.50 1895.30 -10.00      
Total Volume and Open Interest 3,290 33,870 +1,037
NASDAQ 100 E-Mini(Globex)
Sep10 100621 1923.00 1941.00 1883.80 1899.50 -10.00 345,053 277,642 +11,566
Dec10 100621 1929.30 1936.00 1884.80 1897.80 -10.00 8 39 +1
Total Volume and Open Interest 386,870 450,595 -33,058
S & P Midcap 400(CME)
Sep10 100621 783.00 783.00 762.50 766.40 -2.50 111 1,136 +48
Dec10 100621 764.40 764.40 764.40 764.40 -2.50      
Mar11 100621 762.40 762.40 762.40 762.40 -2.50      
Total Volume and Open Interest 1,163 4,107 -1,215
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100621 10170 10305 10150 10200 +160 10,083 29,405 -257
Dec10 100621 10200 10200 10140 10200 +160      
Total Volume and Open Interest 10,083 29,405 -257
Nikkei 225(SGX)
Sep10 100621 9985 10250 9960 10240 +250 74,998 134,896 +575
Dec10 100621 9930 10195 9930 10195 +250 1 1,777 +0
Mar11 100621 10190 10190 10190 10190 +250 0 41 +0
Total Volume and Open Interest 76,549 149,717 +576
CAC 40(EURONEXT)
Jul10 100621 3733.5 3763.0 3669.5 3731.0 +49.0 117,249 345,595 +68,710
Aug10 100621 3758.5 3758.5 3674.5 3731.0 +48.5 2 724 -1
Sep10 100621 3725.0 3754.5 3666.0 3727.0 +50.0 4,582 41,308 +4,087
Total Volume and Open Interest 329,870 647,891 -105,721
Hang Seng Index(HKFE)
Jun10 100621 20476 20978 20460 20970 +591 48,472 80,751 +2,890
Jul10 100621 20372 20920 20372 20917 +592 1,056 2,581 +273
Total Volume and Open Interest 49,673 85,968 +3,235
DAX(EUREX)
Jun10 100618 6232.5 6258.0 6188.5 6223.5 +5.0 193,412 98,765 -39,457
Sep10 100621 6304.0 6359.5 6232.0 6294.5 +72.0 90,013 133,173 +21,168
Dec10 100621 6265.0 6364.0 6247.0 6302.0 +72.5 16,749 10,119 +1,823
Total Volume and Open Interest 299,389 222,962 +3,896
FT-SE 100(EURONEXT)
Sep10 100621 5305.50 5310.00 5191.00 5261.00 +45.00 157,099 643,533 +51,261
Dec10 100621 5256.00 5256.00 5214.50 5240.00 +46.00 2,232 7,001 +289
Mar11 100621 5216.00 5216.00 5201.00 5201.00 +46.00 170 1,055 +158
Total Volume and Open Interest 360,607 729,162 -36,263
SPI 200(SFE)
Jun10 100617 4556.0 4579.0 4534.0 4553.0 -7.0 96,984 152,759 -89,413
Sep10 100621 4553.0 4630.0 4550.0 4599.0 +39.0 24,507 203,259 +4,121
Dec10 100621 4620.0 4632.0 4620.0 4620.0 +40.0 88 3,058 +44
Total Volume and Open Interest 24,595 207,987 -72,552
GSCI(CME)
Jul10 100621 518.50 520.20 508.00 511.00 -0.25 274 16,509 -121
Aug10 100621 521.00 522.70 511.00 514.00 unch 2 0 +0
Sep10 100621 517.00 525.00 514.50 517.00 unch      
Total Volume and Open Interest 276 16,509 -121
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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