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MRCI's End of Day Prices
Daily Futures Price Listing Wed June 30, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100630 948.50 973.00 945.00 948.50 +1.25 48,179 27,030 -22,792
Aug10 100630 931.50 954.00 927.50 931.00 -0.50 27,104 60,142 +2,928
Sep10 100630 918.00 935.75 907.75 912.00 -7.00 5,540 14,277 -748
Nov10 100630 910.25 928.50 898.25 902.50 -9.50 67,357 263,396 +6,738
Jan11 100630 921.25 938.00 908.25 912.25 -9.75 4,236 31,407 +1,157
Mar11 100630 928.75 943.00 914.75 917.50 -9.50 835 9,138 +142
May11 100630 931.50 945.00 917.50 921.00 -9.00 1,174 10,084 -175
Total Volume and Open Interest 157,861 447,785 -12,574
Soybean Meal(CBOT)
Jul10 100630 290.70 299.00 289.00 289.40 -0.40 22,179 17,606 -5,134
Aug10 100630 282.00 290.30 278.70 278.90 -1.90 14,352 37,523 +441
Sep10 100630 273.00 280.30 268.50 268.90 -3.30 4,274 19,983 +567
Oct10 100630 266.40 273.00 260.00 260.30 -5.70 1,975 11,818 -32
Dec10 100630 265.80 272.50 259.20 259.40 -6.40 23,579 84,545 +3,159
Jan11 100630 272.00 272.00 259.50 259.50 -6.10 2,681 6,011 -623
Mar11 100630 267.00 273.00 260.60 260.60 -6.00 532 5,564 +194
May11 100630 272.40 272.40 260.20 260.20 -6.10 369 4,223 +34
Total Volume and Open Interest 70,086 194,006 -1,344
Soybean Oil(CBOT)
Jul10 100630 36.05 36.64 35.86 36.28 +0.35 35,380 21,679 -14,652
Aug10 100630 36.24 36.62 36.01 36.45 +0.35 27,228 72,734 +5,675
Sep10 100630 36.40 36.98 36.15 36.60 +0.35 3,496 27,456 +75
Oct10 100630 36.63 36.97 36.31 36.77 +0.36 1,283 12,835 -43
Dec10 100630 36.98 37.30 36.71 37.17 +0.36 34,073 145,242 +3,248
Jan11 100630 37.35 37.59 37.02 37.48 +0.37 2,303 7,001 -577
Mar11 100630 37.63 37.86 37.40 37.83 +0.39 222 4,450 +11
May11 100630 38.16 38.18 37.70 38.12 +0.39 169 3,008 +22
Total Volume and Open Interest 104,216 299,544 -6,268
Canola(WCE)
Jul10 100630 425.0 436.7 420.0 423.8 -7.6 2,341 4,125 -1,991
Nov10 100630 414.3 421.5 414.3 416.8 +2.5 6,117 129,462 +1,938
Jan11 100630 417.7 422.1 417.0 418.0 +2.3 391 10,792 -45
Mar11 100630 418.5 418.5 415.0 416.3 +2.7 248 5,324 +64
May11 100630 416.4 416.4 415.9 415.9 +2.9 0 1,685 +0
Total Volume and Open Interest 9,097 154,360 -34
Corn(CBOT)
Jul10 100630 325.25 358.00 325.00 354.25 +29.25 123,243 67,229 -31,125
Sep10 100630 333.25 363.25 333.25 362.75 +29.50 94,329 373,711 +9,724
Dec10 100630 344.00 374.00 343.75 373.50 +29.50 95,263 483,386 +8,591
Mar11 100630 357.00 387.50 357.00 386.50 +29.00 4,508 71,689 +896
May11 100630 367.00 397.00 367.00 394.75 +27.75 801 15,558 +4
Jul11 100630 374.50 405.00 374.50 402.00 +26.75 1,561 44,655 +252
Total Volume and Open Interest 323,437 1,138,309 -10,795
Wheat(CBOT)
Jul10 100630 441.50 477.25 441.50 464.75 +22.75 32,821 23,047 -11,262
Sep10 100630 456.50 492.75 456.50 480.25 +23.25 56,754 208,777 +3,025
Dec10 100630 485.00 519.75 485.00 506.50 +21.25 19,300 114,354 +2,585
Mar11 100630 514.50 545.50 514.50 533.50 +19.00 4,029 30,937 -305
May11 100630 532.75 561.25 532.75 549.00 +17.75 1,515 8,166 +332
Total Volume and Open Interest 117,856 461,829 -4,778
Wheat(KCBT)
Jul10 100630 468.50 497.00 468.50 486.00 +17.75 9,716 7,122 -5,256
Sep10 100630 478.75 513.25 478.75 496.00 +17.00 11,966 50,526 +1,299
Dec10 100630 495.50 524.25 495.50 513.25 +18.25 3,519 44,965 -649
Mar11 100630 514.50 538.50 514.50 530.25 +18.00 1,073 16,556 +118
May11 100630 527.75 552.25 527.25 541.00 +17.75 261 4,687 -105
Total Volume and Open Interest 27,739 156,757 -4,212
Wheat(MGE)
Jul10 100630 495.00 523.25 494.25 507.00 +14.50 2,246 2,934 -1,223
Sep10 100630 504.25 534.00 504.25 512.25 +7.50 4,959 16,460 +1,202
Dec10 100630 522.50 551.25 522.00 528.50 +6.50 1,813 14,445 -72
Mar11 100630 541.25 568.75 541.25 548.25 +9.25 899 5,267 +101
May11 100630 550.00 572.00 550.00 557.75 +8.50 240 1,507 +61
Total Volume and Open Interest 10,406 48,841 +105
Oats(CBOT)
Jul10 100630 248.50 268.00 248.00 255.00 +6.50 404 3,579 -99
Sep10 100630 253.00 270.00 252.50 253.00 +3.00 316 4,472 +32
Dec10 100630 255.00 269.00 253.00 253.00 unch 515 6,286 -68
Mar11 100630 262.00 262.00 259.00 259.00 unch 39 714 +22
Total Volume and Open Interest 1,275 15,053 -113
Rough Rice(CBOT)
Jul10 100630 9.84 9.92 9.30 9.43 -0.32 1,302 2,045 -764
Sep10 100630 10.03 10.20 9.55 9.69 -0.30 1,537 8,246 +63
Nov10 100630 10.23 10.44 9.83 9.93 -0.30 167 2,274 +4
Jan11 100630 10.23 10.38 10.17 10.20 -0.32 8 482 +3
Total Volume and Open Interest 3,100 14,614 -672
Live Cattle(CME)
Jun10 100630 90.980 92.750 90.730 91.250 +0.570 1,795 2,032 -1,235
Aug10 100630 88.850 90.500 88.800 90.035 +1.285 16,025 131,505 -1,090
Oct10 100630 90.285 91.480 90.285 91.250 +0.900 7,158 98,281 +2,527
Dec10 100630 92.330 93.550 92.300 93.150 +0.765 1,315 48,294 +78
Feb11 100630 94.050 95.200 93.980 95.035 +0.985 1,833 21,494 +181
Apr11 100630 95.600 96.800 95.580 96.750 +1.200 656 12,308 +124
Total Volume and Open Interest 29,029 319,881 +759
Feeder Cattle(CME)
Aug10 100630 112.930 113.800 112.035 113.050 +0.165 2,007 23,086 +456
Sep10 100630 112.930 113.730 112.100 113.285 +0.185 404 5,950 +101
Oct10 100630 112.700 113.250 111.730 113.200 +0.450 380 4,940 +110
Nov10 100630 112.300 112.800 111.230 112.680 +0.295 171 1,764 +59
Jan11 100630 110.850 111.385 109.700 111.050 +0.250 35 635 -7
Mar11 100630 110.000 110.850 110.000 110.600 +0.100 34 132 +30
Apr11 100630 110.400 110.400 110.050 110.400 +0.150 0 19 +0
Total Volume and Open Interest 3,035 36,540 +753
Lean Hogs(CME)
Jul10 100630 78.700 79.975 78.550 79.225 +0.475 6,359 19,159 -1,162
Aug10 100630 81.050 83.230 80.725 81.650 +0.700 19,010 76,748 -3,300
Oct10 100630 74.830 76.785 74.635 75.600 +0.625 7,010 46,535 +376
Dec10 100630 71.450 73.150 71.250 72.350 +0.800 3,024 28,843 +296
Feb11 100630 72.700 74.250 72.680 74.050 +1.120 728 11,873 +147
Apr11 100630 74.550 75.750 74.550 75.725 +0.750 1,343 8,188 +488
May11 100630 78.000 78.450 78.000 78.200 +0.450 1 273 +1
Jun11 100630 81.250 82.000 81.250 82.000 +0.900 112 2,604 +87
Total Volume and Open Interest 37,604 194,998 -3,064
Pork Bellies(CME)
Jul10 100630 100.450 101.000 99.000 99.500 -1.700 4 73 +0
Aug10 100630 96.400 96.800 95.250 95.250 -1.500 2 27 +0
Feb11 100630 100.500 100.500 100.500 100.500 unch 0 5 +0
Mar11 100630 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100630 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 6 106 +0
Class III Milk(CME)
Jun10 100630 13.63 13.63 13.61 13.61 -0.01 4 4,385 +0
Jul10 100630 13.46 13.52 13.36 13.50 +0.09 157 4,298 -2
Aug10 100630 13.90 14.20 13.90 14.13 +0.26 193 4,672 +48
Sep10 100630 14.60 14.84 14.58 14.76 +0.16 137 4,072 +61
Oct10 100630 14.75 14.80 14.70 14.78 +0.08 37 3,589 +18
Total Volume and Open Interest 770 29,365 +241
Cocoa(ICE)
Jul10 100630 2902 2911 2840 2894 -54 23 185 -23
Sep10 100630 2994 3010 2938 2944 -35 4,321 59,184 +54
Dec10 100630 2993 3010 2959 2964 -29 973 22,899 +272
Mar11 100630 3000 3023 2982 2983 -28 343 16,489 -83
May11 100630 3020 3023 2990 2993 -22 191 7,805 +96
Jul11 100630 3028 3030 3001 3001 -21 54 3,986 +47
Sep11 100630 3009 3009 3009 3009 -15 23 1,402 +20
Total Volume and Open Interest 6,217 117,425 +561
Coffee "C"(ICE)
Jul10 100630 162.25 164.70 160.00 164.20 +2.70 100 510 -259
Sep10 100630 163.15 166.60 160.55 165.85 +2.70 5,542 93,215 -141
Dec10 100630 163.40 166.80 160.95 166.05 +2.65 1,312 42,883 +130
Mar11 100630 163.00 166.10 161.60 165.70 +2.70 592 17,294 +16
May11 100630 163.00 165.45 161.00 165.05 +2.65 433 6,168 +321
Jul11 100630 162.70 165.00 161.50 164.70 +3.05 123 2,857 +58
Total Volume and Open Interest 8,139 164,252 +151
Orange Juice(ICE)
Jul10 100630 143.60 148.50 143.50 148.25 +4.75 357 1,375 -231
Sep10 100630 141.90 149.80 141.90 148.35 +5.45 726 21,102 +256
Nov10 100630 144.00 149.50 143.50 149.15 +5.70 47 3,848 +3
Jan11 100630 144.00 149.50 144.00 149.35 +5.65 4 1,314 -2
Mar11 100630 150.15 150.20 150.15 150.15 +5.45 2 194 +1
May11 100630 150.30 150.30 150.30 150.30 +5.40 0 154 +0
Total Volume and Open Interest 1,136 28,186 +27
Sugar #11(ICE)
Jul10 100630 17.70 18.40 16.52 18.03 +0.45 24,746 18,370 -8,157
Oct10 100630 15.34 16.12 15.27 16.06 +0.78 59,377 261,489 +987
Mar11 100630 15.98 16.62 15.91 16.57 +0.70 16,662 126,538 -207
May11 100630 15.73 16.22 15.73 16.20 +0.52 2,708 26,894 -668
Jul11 100630 15.60 15.97 15.60 15.92 +0.36 3,724 60,158 +14
Total Volume and Open Interest 109,841 573,442 -7,375
London Cocoa(LCE)
Jul10 100630 2540 2559 2495 2503 -37 2,068 54,761 +629
Sep10 100630 2386 2391 2366 2374 -5 3,001 36,998 +1,357
Dec10 100630 2219 2229 2200 2205 -7 1,796 31,380 +773
Mar11 100630 2183 2189 2169 2171 -9 1,405 27,935 +698
May11 100630 2185 2185 2167 2168 -5 1 9,250 +0
Jul11 100630 2180 2185 2169 2169 -4 101 1,524 +101
Sep11 100630 2187 2187 2171 2171 -2 0 2,408 +0
Total Volume and Open Interest 8,550 170,051 +3,409
London Sugar(LCE)
Aug10 100630 521.00 529.90 508.00 528.80 +11.80 4,402 19,579 -1,766
Oct10 100630 460.00 470.00 450.70 469.30 +11.50 3,635 27,977 +48
Dec10 100630 439.00 451.10 433.00 449.80 +12.70 691 9,183 +1
Mar11 100630 446.50 457.90 442.30 454.60 +11.40 665 6,074 -47
May11 100630 444.30 451.20 443.60 451.10 +8.90 14 2,675 +9
Total Volume and Open Interest 9,415 66,889 -1,751
Cotton(ICE)
Jul10 100630 83.60 84.26 81.80 82.60 -1.08 107 1,044 -591
Oct10 100630 79.25 79.25 78.10 78.81 -0.49 80 1,610 -35
Dec10 100630 78.00 78.29 75.86 76.38 -1.75 6,901 129,298 -664
Mar11 100630 79.38 79.45 77.25 77.72 -1.66 1,265 23,498 +947
May11 100630 79.00 79.34 77.93 78.43 -1.72 207 1,002 +167
Jul11 100630 79.13 79.54 78.10 78.53 -1.79 102 6,143 +48
Total Volume and Open Interest 8,705 164,298 -99
Lumber(CME)
Jul10 100630 187.0 195.0 187.0 195.0 +10.0 138 1,875 -72
Sep10 100630 200.9 214.0 198.6 214.0 +10.0 260 5,374 -36
Nov10 100630 200.0 207.7 200.0 207.7 +10.0 145 1,959 -8
Jan11 100630 221.7 227.5 221.7 227.5 +10.0 8 161 -11
Total Volume and Open Interest 551 9,381 -127
Crude Oil(NYM)
Aug10 100630 75.46 76.83 74.39 75.63 -0.31 223,305 305,846 -3,784
Sep10 100630 76.04 77.37 74.97 76.16 -0.41 58,070 155,765 +4,668
Oct10 100630 76.47 77.82 75.50 76.60 -0.50 27,114 58,968 +3,400
Nov10 100630 76.98 78.31 76.11 77.05 -0.56 8,435 39,950 -317
Dec10 100630 77.45 78.73 76.39 77.49 -0.59 32,425 204,795 +3,109
Jan11 100630 78.44 78.55 77.00 77.85 -0.61 4,400 37,460 +151
Feb11 100630 78.45 78.95 77.80 78.16 -0.63 1,951 15,035 -31
Mar11 100630 79.04 79.04 77.64 78.46 -0.65 2,024 22,361 +26
Apr11 100630 79.45 79.45 78.07 78.76 -0.68 1,873 11,080 +117
May11 100630 78.35 79.06 78.34 79.06 -0.71 1,272 7,726 +160
Jun11 100630 79.80 80.24 78.58 79.36 -0.73 3,132 41,885 -272
Jul11 100630 79.60 79.63 79.60 79.63 -0.74 266 23,772 -20
Aug11 100630 79.79 79.79 79.79 79.79 -0.75 83 7,550 +0
Sep11 100630 79.92 79.92 79.92 79.92 -0.76 93 7,533 -15
Oct11 100630 80.06 80.06 80.06 80.06 -0.77 36 5,269 -14
Nov11 100630 80.22 80.22 80.22 80.22 -0.78 122 9,735 +9
Total Volume and Open Interest 375,055 1,260,841 +7,404
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 100625 76.550 79.200 75.900 78.850 +2.350 15,566 2,740 +743
Sep10 100630 76.200 77.250 75.000 76.150 -0.425 262 921 +52
Oct10 100630 76.750 77.475 76.450 76.600 -0.500 12 174 +5
Nov10 100630 77.050 77.050 77.050 77.050 -0.550 0 20 +0
Dec10 100630 78.550 78.550 77.500 77.500 -0.575 0 107 -1
Jan11 100630 77.850 77.850 77.850 77.850 -0.600 0 1 +0
Feb11 100630 78.650 78.650 78.150 78.150 -0.650 0 1 +0
Mar11 100630 78.450 78.450 78.450 78.450 -0.650      
Total Volume and Open Interest 7,487 3,459 -27
Heating Oil(NYM)
Jul10 100630 200.75 203.43 196.92 198.17 -3.96 19,051 13,740 -4,725
Aug10 100630 203.27 206.35 199.13 201.43 -3.55 36,783 81,628 +1,869
Sep10 100630 206.47 209.11 202.15 204.41 -3.31 12,282 44,640 +1,468
Oct10 100630 209.30 210.87 205.20 207.29 -3.13 5,817 24,615 +518
Nov10 100630 212.60 213.43 208.08 210.08 -2.93 2,350 18,475 +156
Dec10 100630 214.57 216.77 210.46 212.72 -2.75 7,604 36,922 +631
Jan11 100630 217.60 218.46 213.00 215.20 -2.69 1,948 20,596 -481
Feb11 100630 220.37 220.37 215.62 216.66 -2.69 510 9,353 +92
Mar11 100630 219.86 219.86 215.26 217.07 -2.65 574 8,811 +84
Apr11 100630 218.93 219.48 214.50 216.37 -2.55 169 5,179 +6
May11 100630 214.30 216.49 214.30 216.02 -2.40 70 4,561 +46
Jun11 100630 217.52 219.07 214.06 216.17 -2.30 571 19,753 +19
Total Volume and Open Interest 88,010 308,769 -320
Gasoline(NYMEX)
Jul10 100630 206.14 208.45 202.97 206.06 -1.14 20,681 17,463 -5,492
Aug10 100630 205.88 207.94 201.78 206.04 -0.47 39,717 76,283 +108
Sep10 100630 204.85 207.21 201.39 205.32 -0.63 16,164 53,808 +454
Oct10 100630 193.70 195.56 190.75 194.24 -0.66 5,643 23,851 +488
Nov10 100630 192.80 195.00 190.12 193.04 -0.83 2,193 21,224 -34
Dec10 100630 193.76 195.50 190.57 193.33 -0.97 4,983 15,221 -13
Jan11 100630 196.20 196.20 195.02 195.02 -1.04 458 6,982 -138
Feb11 100630 197.09 197.09 197.04 197.04 -1.04 524 2,171 +163
Mar11 100630 199.82 199.82 199.04 199.04 -1.06 440 2,535 -257
Apr11 100630 211.11 211.11 211.11 211.11 -1.07 33 3,448 +0
Total Volume and Open Interest 90,969 236,497 -4,640
e-miNY RBOB Gasoline(NYM)
Aug10 100630 206.00 206.04 206.00 206.00 -0.50 0 2 +0
Sep10 100630 205.30 205.32 205.30 205.30 -0.70      
Oct10 100630 194.20 194.24 194.20 194.20 -0.70 0 1 +0
Nov10 100630 193.00 193.04 193.00 193.00 -0.90 0 1 +0
Total Volume and Open Interest 0 11 +0
Natural Gas(NYM)
Aug10 100630 4.562 4.637 4.477 4.616 +0.068 78,326 126,774 +6,376
Sep10 100630 4.610 4.665 4.516 4.652 +0.065 14,013 140,977 +486
Oct10 100630 4.685 4.736 4.606 4.730 +0.057 15,152 83,867 -667
Nov10 100630 4.955 4.982 4.864 4.980 +0.036 6,042 35,906 +623
Dec10 100630 5.220 5.258 5.153 5.252 +0.013 4,732 39,488 +306
Jan11 100630 5.431 5.440 5.362 5.434 +0.007 9,011 54,872 +1,252
Feb11 100630 5.333 5.401 5.328 5.397 +0.013 1,331 18,063 +114
Mar11 100630 5.284 5.305 5.237 5.299 +0.008 3,803 53,723 +325
Apr11 100630 5.074 5.083 5.018 5.077 +0.003 3,423 41,034 -87
May11 100630 5.050 5.097 5.045 5.097 +0.004 440 19,321 +11
Jun11 100630 5.102 5.155 5.077 5.149 +0.005 442 8,385 -89
Jul11 100630 5.165 5.213 5.161 5.213 +0.007 359 5,455 +191
Aug11 100630 5.220 5.260 5.200 5.260 +0.007 118 5,310 +24
Sep11 100630 5.237 5.293 5.230 5.293 +0.007 87 5,149 -21
Oct11 100630 5.348 5.382 5.321 5.378 +0.007 375 19,013 +13
Nov11 100630 5.558 5.621 5.549 5.611 +0.005 67 4,476 +54
Total Volume and Open Interest 138,037 762,705 -1,264
Brent Crude Oil(ICE)
Aug10 100630 74.90 76.25 74.02 75.01 -0.43 110,129 196,017 -5,646
Sep10 100630 75.28 76.56 74.27 75.28 -0.50 61,455 144,968 +7,945
Oct10 100630 75.77 76.96 74.82 75.70 -0.57 25,363 55,628 +2,669
Nov10 100630 76.71 77.25 75.50 76.17 -0.61 9,411 26,105 +2,179
Dec10 100630 76.88 77.84 75.81 76.65 -0.62 16,884 106,848 -2,404
Jan11 100630 77.68 77.98 76.71 77.10 -0.63 2,740 23,725 -277
Feb11 100630 78.11 78.42 77.15 77.54 -0.65 1,786 15,618 +247
Mar11 100630 78.52 78.82 77.90 77.95 -0.66 851 11,007 +54
Apr11 100630 78.91 79.20 78.33 78.33 -0.67 674 7,616 -85
May11 100630 78.68 78.68 78.68 78.68 -0.69 466 14,533 -90
Jun11 100630 79.60 80.20 78.63 79.02 -0.70 1,399 23,315 -141
Jul11 100630 79.34 79.34 79.34 79.34 -0.70 96 7,572 +39
Aug11 100630 79.61 79.61 79.61 79.61 -0.69 36 3,686 +8
Sep11 100630 79.81 79.81 79.81 79.81 -0.71 38 3,488 +27
Total Volume and Open Interest 235,542 752,211 +4,779
Gas Oil(ICE)
Jul10 100630 646.50 657.25 634.75 644.75 -6.00 28,193 85,874 -2,204
Aug10 100630 648.00 659.00 637.00 647.00 -5.50 41,769 109,778 -158
Sep10 100630 652.75 662.50 641.25 651.00 -5.25 19,607 61,664 -1,210
Oct10 100630 660.50 665.25 647.00 655.50 -4.75 8,655 35,335 -370
Nov10 100630 664.75 668.50 650.00 659.25 -4.50 3,461 31,817 -458
Dec10 100630 662.00 672.75 653.50 662.75 -4.25 11,063 101,196 +761
Jan11 100630 670.00 676.00 664.25 667.25 -3.75 988 31,573 +92
Feb11 100630 679.50 679.50 665.75 671.00 -3.50 378 17,227 -118
Mar11 100630 682.50 682.50 673.75 674.25 -3.25 811 13,306 +426
Apr11 100630 685.75 685.75 674.25 677.25 -3.25 368 13,742 -58
Total Volume and Open Interest 117,615 622,923 -2,345
Ethanol(CBOT)
Jun10 100603 1.595 1.595 1.595 1.595 -0.005 113 171 -48
Jul10 100630 1.580 1.580 1.529 1.529 +0.060 90 237 -53
Aug10 100630 1.513 1.534 1.513 1.525 +0.060 112 1,475 +13
Sep10 100630 1.524 1.524 1.511 1.518 +0.063 78 870 +35
Oct10 100630 1.510 1.520 1.507 1.520 +0.069 30 961 +30
Nov10 100630 1.545 1.545 1.529 1.529 +0.069 14 768 +11
Dec10 100630 1.516 1.570 1.516 1.540 +0.074 46 1,870 +27
Jan11 100630 1.565 1.565 1.550 1.560 +0.079 152 1,353 -57
Total Volume and Open Interest 764 11,309 +81
WTI Crude Oil(ICE
Aug10 100630 75.40 76.84 74.40 75.63 -0.31 52,464 91,102 -4,909
Sep10 100630 76.01 77.36 74.97 76.16 -0.41 22,347 62,523 +855
Oct10 100630 76.59 77.82 75.46 76.60 -0.50 11,495 30,974 +2,269
Nov10 100630 77.10 78.18 76.12 77.05 -0.56 2,526 17,033 -40
Dec10 100630 77.96 78.74 76.50 77.49 -0.59 9,144 83,813 +806
Jan11 100630 78.31 78.71 76.93 77.85 -0.61 1,054 17,582 +91
Feb11 100630 78.16 78.16 78.16 78.16 -0.63 900 11,055 +244
Mar11 100630 78.23 78.46 78.23 78.46 -0.65 1,062 9,396 +36
Apr11 100630 79.06 79.06 78.54 78.76 -0.68 1,070 5,142 -167
May11 100630 79.06 79.06 79.06 79.06 -0.71 816 4,691 +129
Jun11 100630 79.89 80.15 79.15 79.36 -0.73 586 17,459 +269
Jul11 100630 79.63 79.63 79.63 79.63 -0.74 11 7,930 -3
Aug11 100630 79.79 79.79 79.79 79.79 -0.75 13 2,253 +0
Sep11 100630 79.92 79.92 79.92 79.92 -0.76 13 2,727 +0
Oct11 100630 80.06 80.06 80.06 80.06 -0.77 14 2,066 +0
Nov11 100630 80.22 80.22 80.22 80.22 -0.78 20 7,797 +0
Total Volume and Open Interest 105,803 482,796 -237
US Dollar Index(ICE)
Sep10 100630 86.480 86.570 85.875 86.280 -0.060 15,186 28,679 -764
Dec10 100630 86.300 86.615 86.300 86.615 -0.060 1 653 +1
Mar11 100630 86.975 86.975 86.975 86.975 -0.060      
Total Volume and Open Interest 15,187 29,332 -763
Australian Dollar(CME)
Sep10 100630 84.20 84.93 83.30 83.74 -0.61 67,487 56,696 -569
Dec10 100630 83.29 83.96 82.48 82.86 -0.60 26 432 +10
Mar11 100630 82.04 82.63 82.04 82.04 -0.59      
Total Volume and Open Interest 67,513 57,138 -559
British Pound(CME)
Sep10 100630 150.64 150.80 149.35 149.56 -1.24 91,976 122,148 +1,914
Dec10 100630 150.56 150.79 149.40 149.55 -1.24 42 151 -6
Mar11 100630 149.55 150.79 149.55 149.55 -1.24 0 3 +0
Total Volume and Open Interest 92,018 122,302 +1,908
Canadian Dollar(CME)
Sep10 100630 94.75 95.49 93.85 94.02 -0.74 60,043 83,180 -397
Dec10 100630 94.55 95.26 93.79 93.95 -0.72 81 3,031 -22
Mar11 100630 94.48 94.54 93.84 93.84 -0.70 0 328 +0
Jun11 100630 94.00 94.39 93.61 93.69 -0.70 0 221 +0
Total Volume and Open Interest 60,124 86,785 -419
Japanese Yen(CME)
Sep10 100630 113.04 113.31 112.79 113.15 +0.02 85,488 111,450 +4,156
Dec10 100630 113.20 113.50 113.11 113.36 +0.02 6 259 +2
Mar11 100630 113.59 113.59 113.57 113.59 +0.02 0 2 +0
Total Volume and Open Interest 85,494 111,711 +4,158
Swiss Franc(CME)
Sep10 100630 92.58 93.15 92.26 92.95 +0.30 37,608 43,821 +129
Dec10 100630 92.86 93.16 92.86 93.16 +0.30 12 49 +9
Mar11 100630 93.38 93.38 93.08 93.38 +0.30 0 2 +0
Total Volume and Open Interest 37,620 43,873 +138
EuroFX(CME)
Sep10 100630 121.98 123.11 121.72 122.48 +0.34 250,731 221,666 -393
Dec10 100630 121.99 123.13 121.89 122.54 +0.32 134 766 +18
Mar11 100630 122.59 122.59 122.28 122.59 +0.31 0 56 +0
Total Volume and Open Interest 250,867 222,496 -375
Mexican Peso(CME)
Jul10 100630 774.8 776.5 774.8 774.8 -1.8      
Aug10 100630 771.8 773.5 771.8 771.8 -1.8      
Total Volume and Open Interest 15,320 65,793 -1,960
30-Year T-Bonds(CBOT)
Sep10 100630 126~250 127~050 126~250 127~040 +1~250      
Dec10 100630 125~250 126~060 125~190 126~030 +0~120 90 763 -6
Mar11 100630 124~230 124~230 124~110 124~230 +0~120 5 30 +0
Total Volume and Open Interest 203,774 643,763 +8,082
10-Year T-Notes(CBOT)
Sep10 100630 122~210 122~270 122~080 122~175 +0~005 866,717 1,710,169 +24,560
Dec10 100630 121~220 121~220 121~090 121~185 +0~005 32 387 +4
Mar11 100630 119~310 120~000 119~235 119~315 +0~045 2 30 +2
Total Volume and Open Interest 866,752 1,710,593 +24,567
5-Year T-Notes(CBOT)
Sep10 100630 118~062 118~076 118~019 118~045 -0~010 347,966 882,599 -3,593
Dec10 100630 117~047 117~057 117~047 117~047 -0~010 0 2 +0
Mar11 100630 116~049 116~059 116~049 116~049 -0~010      
Total Volume and Open Interest 349,775 908,837 -4,885
2 Year T-Notes(CBOT)
Sep10 100630 109~058 109~061 109~045 109~053 -0~003 162,168 901,363 +3,248
Dec10 100630 109~021 109~022 109~021 109~021 -0~001 4 30 +2
Mar11 100630 108~117 108~117 108~116 108~117 +0~001      
Total Volume and Open Interest 163,983 904,722 +2,176
Eurodollars(CME)
Sep10 100630 99.335 99.360 99.325 99.345 +0.010 156,291 1,033,368 +3,334
Dec10 100630 99.230 99.250 99.205 99.230 +0.005 171,629 1,055,715 -2,559
Mar11 100630 99.170 99.185 99.130 99.160 unch 237,495 823,929 -26,708
Jun11 100630 99.070 99.090 99.035 99.060 -0.005 195,898 864,090 +21,888
Sep11 100630 98.950 98.950 98.900 98.915 -0.020 192,822 935,607 +22,956
Dec11 100630 98.750 98.755 98.690 98.710 -0.030 148,520 610,247 +4,924
Mar12 100630 98.555 98.565 98.485 98.510 -0.035 145,331 413,740 -17,387
Jun12 100630 98.330 98.345 98.255 98.280 -0.035 129,592 308,151 +821
Sep12 100630 98.095 98.110 98.025 98.050 -0.025 86,822 214,487 +4,300
Dec12 100630 97.845 97.865 97.785 97.810 -0.020 56,702 177,643 +8,212
Mar13 100630 97.640 97.655 97.580 97.605 -0.015 44,577 151,834 +2,293
Jun13 100630 97.420 97.440 97.360 97.390 -0.010 28,621 100,234 +657
Sep13 100630 97.230 97.230 97.155 97.185 -0.005 12,088 77,119 -615
Dec13 100630 96.995 97.005 96.940 96.975 unch 8,613 39,387 -597
Mar14 100630 96.840 96.840 96.775 96.810 +0.005 8,299 45,893 -705
Jun14 100630 96.670 96.670 96.600 96.640 +0.010 6,179 33,530 +145
Sep14 100630 96.515 96.515 96.445 96.485 +0.010 4,131 24,079 -452
Dec14 100630 96.335 96.345 96.285 96.325 +0.015 3,113 42,360 -154
Total Volume and Open Interest 1,665,535 7,132,888 +19,801
30 Day Federal Funds(CBOT)
Jun10 100630 99.823 99.825 99.820 99.823 +0.003 1,050 70,057 +90
Jul10 100630 99.805 99.815 99.805 99.805 unch 4,633 57,244 +2,265
Aug10 100630 99.795 99.800 99.795 99.795 unch 4,255 81,912 +825
Sep10 100630 99.790 99.795 99.785 99.790 unch 3,490 48,988 -86
Oct10 100630 99.780 99.790 99.775 99.780 unch 2,528 60,561 -192
Nov10 100630 99.765 99.775 99.765 99.770 unch 3,349 82,239 +69
Total Volume and Open Interest 34,556 658,096 +1,694
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 100630 99.643 99.643 99.640 99.640 +0.005 0 939 -20
Dec10 100630 99.647 99.647 99.647 99.647 unch 0 342 +0
Mar11 100630 99.652 99.652 99.652 99.652 unch 0 167 +0
Jun11 100630 99.647 99.647 99.647 99.647 unch      
Sep11 100630 99.630 99.630 99.630 99.630 unch      
Dec11 100630 99.640 99.640 99.640 99.640 unch      
Mar12 100630 99.605 99.605 99.605 99.605 unch      
Jun12 100630 99.655 99.655 99.655 99.655 unch      
Sep12 100630 99.715 99.715 99.715 99.715 unch      
Dec12 100630 99.410 99.410 99.410 99.410 unch      
Total Volume and Open Interest 0 1,448 -20
3-Mth Euro-Yen(SGX)
Sep10 100630 99.64 99.64 99.64 99.64 unch 0 3,927 -86
Dec10 100630 99.65 99.65 99.65 99.65 unch 0 1,372 +0
Mar11 100630 99.65 99.65 99.65 99.65 unch 1 1,905 -1
Jun11 100630 99.65 99.65 99.65 99.65 unch 0 572 +103
Sep11 100630 99.63 99.63 99.63 99.63 unch 0 108 +0
Dec11 100630 99.64 99.64 99.64 99.64 unch 0 103 +0
Mar12 100630 99.61 99.61 99.61 99.61 unch 0 305 +0
Jun12 100630 99.65 99.65 99.65 99.65 unch 0 754 +0
Total Volume and Open Interest 1 9,358 +16
Japanese Gov't Bonds(SGX)
Sep10 100630 141.63 141.78 141.55 141.62 +0.05 1,063 20,619 -11
Dec10 100630 141.00 141.05 140.74 140.74 +0.05 0 2 +1
Mar11 100630 138.65 138.65 138.65 138.65 +0.05      
Total Volume and Open Interest 1,063 20,621 -10
Euro-Bund(EUREX)
Sep10 100624 128.42 129.16 128.40 129.14 +1.04 644,907 843,046 -26,840
Dec10 100630 128.02 128.18 127.80 127.91 -0.04 14 1,352 +6
Mar11 100630 127.89 127.89 127.89 127.89 -0.04      
Total Volume and Open Interest 640,297 856,138 -15,982
Euro-Bobl(EUREX)
Sep10 100625 120.63 120.78 120.56 120.61 +0.59 576,317 700,482 -18,977
Dec10 100630 119.48 119.48 119.48 119.48 -0.01 110 2,776 +100
Mar11 100630 118.61 118.61 118.61 118.61 -0.02      
Total Volume and Open Interest 310,278 691,561 -2,027
3-Mth Euribor(EUREX)
Jun10 100614 99.280 99.280 99.280 99.280 unch 353 5,585 -120
Sep10 100630 99.110 99.110 99.075 99.075 -0.040 10 4,268 -62
Dec10 100630 98.990 98.990 98.940 98.945 -0.045 0 2,345 -30
Total Volume and Open Interest 12 11,935 -274
Long Gilt(LIFFE)
Sep10 100629 121~06 121~14 120~17 120~22 -0~04 70,911 275,955 +2,305
Dec10 100630 124~04 124~04 124~04 124~04 +0~12      
Total Volume and Open Interest 66,100 278,204 -1,994
3-Mth Short Sterling(LIFFE)
Sep10 100630 99.16 99.17 99.14 99.16 +0.01 26,158 361,288 -7,431
Dec10 100630 99.05 99.06 99.02 99.05 +0.01 37,465 363,713 +1,897
Mar11 100630 98.98 98.98 98.95 98.97 unch 53,829 326,657 +17,030
Jun11 100630 98.83 98.85 98.81 98.83 -0.01 59,928 302,845 -3,792
Sep11 100630 98.66 98.68 98.64 98.66 -0.01 46,545 303,169 -1,333
Dec11 100630 98.43 98.46 98.41 98.43 unch 32,411 247,183 +4,367
Total Volume and Open Interest 289,211 2,320,603 +13,508
3-Mth Euribor(LIFFE)
Sep10 100630 99.115 99.130 99.070 99.075 -0.040 107,933 594,433 -9,352
Dec10 100630 98.990 99.045 98.930 98.945 -0.045 65,959 474,605 +13,828
Mar11 100630 98.935 98.985 98.875 98.895 -0.045 66,013 503,091 +4,852
Total Volume and Open Interest 617,160 3,190,626 +8,405
3-Mth Aus T-Bills(SFE)
Sep10 100630 95.13 95.20 95.13 95.19 +0.05 16,263 247,114 -4,992
Dec10 100630 95.13 95.25 95.13 95.20 +0.06 18,905 160,111 -1,412
Mar11 100630 95.09 95.23 95.09 95.17 +0.07 7,755 71,549 +58
Jun11 100630 95.06 95.18 95.04 95.12 +0.06 4,665 52,334 -828
Sep11 100630 95.00 95.13 94.99 95.07 +0.07 3,009 36,003 +557
Dec11 100630 94.92 95.05 94.92 95.01 +0.08 501 25,909 +6
Mar12 100630 94.89 94.99 94.89 94.97 +0.09 829 23,503 +90
Jun12 100630 94.89 94.96 94.86 94.94 +0.08 63 6,498 +15
Sep12 100630 94.95 94.95 94.92 94.94 +0.09 521 3,188 +1
Dec12 100630 94.92 94.92 94.92 94.92 +0.08 255 1,196 +5
Total Volume and Open Interest 52,766 628,272 -6,500
10-Year Aus T-Bonds(SFE)
Sep10 100630 94.86 94.91 94.84 94.90 +0.05 34,408 317,973 -7,887
Dec10 100630 94.89 94.89 94.89 94.89 +0.05      
Total Volume and Open Interest 34,408 317,973 -7,887
3-Year Aus T-Bonds(SFE)
Sep10 100630 95.37 95.46 95.36 95.44 +0.08 137,893 495,500 +2,103
Dec10 100630 95.39 95.39 95.39 95.39 +0.08      
Total Volume and Open Interest 137,893 495,500 +2,103
Gold(CMX)
Aug10 100630 1241.6 1248.8 1235.1 1245.9 +3.5 146,272 363,213 -7,143
Oct10 100630 1245.2 1250.3 1238.4 1247.9 +3.5 4,768 26,542 +1,188
Dec10 100630 1246.0 1252.0 1240.0 1249.9 +3.5 3,318 79,017 +442
Feb11 100630 1249.5 1252.3 1249.0 1252.0 +3.5 788 23,502 -243
Apr11 100630 1250.9 1254.0 1250.9 1254.0 +3.5 296 19,423 -45
Jun11 100630 597.9 601.1 591.6 600.8 +3.5 262 13,481 -190
Aug11 100630 1258.5 1258.5 1258.5 1258.5 +3.6 10 7,807 +10
Oct11 100630 1261.0 1261.0 1261.0 1261.0 +3.7 15 7,230 +0
Dec11 100630 1261.4 1263.6 1254.6 1263.6 +3.7 171 14,254 +102
Feb12 100630 1266.6 1266.6 1266.6 1266.6 +3.7 0 3,753 +0
Apr12 100630 1269.9 1269.9 1269.9 1269.9 +3.8 160 4,988 +159
Jun12 100630 1273.5 1273.5 1273.5 1273.5 +3.9 1,030 8,292 +818
Total Volume and Open Interest 159,923 600,142 -3,546
Silver(CMX)
Jul10 100630 1857.0 1877.0 1845.0 1867.1 +7.7 30,687 7,173 -8,138
Sep10 100630 1853.0 1882.0 1847.5 1870.8 +7.3 29,451 71,038 +4,622
Dec10 100630 1855.5 1888.0 1855.5 1877.1 +7.3 2,427 21,420 +838
Mar11 100630 1892.5 1893.0 1863.0 1881.3 +7.4 145 10,348 +51
May11 100630 1875.5 1883.3 1875.5 1883.3 +7.4 15 7,514 +5
Jul11 100630 1870.0 1885.2 1870.0 1885.2 +7.4 26 5,399 +11
Sep11 100630 1886.8 1886.8 1886.8 1886.8 +7.4 0 407 -5
Total Volume and Open Interest 62,918 130,172 -2,626
Platinum(NYMEX)
Jul10 100630 1534.0 1541.0 1526.1 1530.9 -17.2 5,238 2,162 -2,344
Oct10 100630 1542.2 1549.0 1526.8 1537.3 -17.8 5,518 26,998 +1,977
Jan11 100630 1548.9 1548.9 1539.4 1542.3 -17.2 48 645 +45
Apr11 100630 1542.3 1542.3 1542.3 1542.3 -17.7 0 6 +0
Total Volume and Open Interest 10,839 29,868 -353
Palladium(NYMEX)
Sep10 100630 452.00 462.00 438.50 444.40 -10.00 1,326 20,539 -269
Dec10 100630 442.15 446.50 442.15 445.35 -10.25 5 476 +2
Mar11 100630 445.85 445.85 445.85 445.85 -10.25 2 20 +2
Total Volume and Open Interest 1,333 21,070 -326
Copper(CMX)
Jul10 100630 292.40 295.85 285.75 293.60 +2.05 18,038 7,263 -4,995
Sep10 100630 293.40 297.45 287.05 295.05 +2.00 24,194 77,652 +1,386
Dec10 100630 294.70 299.50 290.00 297.40 +2.15 1,202 20,717 +568
Mar11 100630 298.00 299.20 291.95 298.90 +2.30 232 9,990 +6
May11 100630 291.75 299.70 291.75 299.70 +2.35 0 1,349 +0
Total Volume and Open Interest 44,445 132,273 -2,884
DJIA Index(CBOT)
Sep10 100630 9796 9865 9692 9716 -81 335 6,124 +90
Dec10 100630 9654 9737 9654 9654 -83 0 4 +0
Mar11 100630 9603 9686 9603 9603 -83 1 0 +0
Jun11 100630 9545 9628 9545 9545 -83      
Total Volume and Open Interest 336 6,128 +90
S & P 500(CME)
Sep10 100630 1035.10 1044.40 1023.20 1026.60 -8.70 9,748 293,745 -58
Dec10 100630 1036.00 1038.90 1018.50 1022.10 -8.80 0 4,556 +0
Mar11 100630 1018.10 1035.00 1016.00 1018.10 -8.90 0 475 +0
Jun11 100630 1026.00 1032.00 1013.00 1014.60 -9.40 0 45 +0
Total Volume and Open Interest 9,748 298,821 -58
S & P 500 E-Mini(Globex)
Sep10 100630 1035.25 1044.50 1023.00 1026.50 -8.75 1,686,899 2,679,807 -7,575
Dec10 100630 1030.00 1039.25 1018.50 1022.00 -9.00 657 6,321 -1
Total Volume and Open Interest 1,687,557 2,686,172 -7,577
NASDAQ 100(CME)
Sep10 100630 1763.80 1777.00 1733.50 1738.00 -25.50 436 8,688 -88
Dec10 100630 1735.80 1770.00 1735.00 1735.80 -25.70 0 1 +0
Mar11 100630 1733.30 1733.50 1733.30 1733.30 -25.70      
Total Volume and Open Interest 436 8,689 -88
NASDAQ 100 E-Mini(Globex)
Sep10 100630 1764.00 1777.50 1733.00 1738.00 -25.50 280,729 291,209 -6,388
Dec10 100630 1761.50 1772.00 1731.00 1735.80 -25.70 104 138 +14
Total Volume and Open Interest 280,833 291,349 -6,374
S & P Midcap 400(CME)
Sep10 100630 722.50 724.50 708.00 710.00 -3.60 2 1,725 +2
Dec10 100630 708.00 708.00 707.10 708.00 -3.60      
Mar11 100630 706.00 706.00 705.10 706.00 -3.60      
Total Volume and Open Interest 2 1,725 +2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100630 9325 9420 9325 9375 -415      
Dec10 100630 9245 9375 9245 9245 -130      
Total Volume and Open Interest 9,817 30,498 -448
Nikkei 225(SGX)
Sep10 100630 9540 9540 9320 9355 -190 84,617 149,108 +2,324
Dec10 100630 9450 9465 9305 9305 -195 79 1,799 +18
Mar11 100630 9305 9305 9305 9305 -190 0 41 +0
Total Volume and Open Interest 86,789 165,423 +2,442
CAC 40(EURONEXT)
Jul10 100630 3434.5 3468.0 3384.5 3442.0 +11.5 125,387 419,226 +4,639
Aug10 100630 3441.0 3462.0 3406.0 3442.5 +11.5 668 1,457 +658
Sep10 100630 3428.0 3453.5 3390.0 3438.0 +12.0 2,138 36,676 +838
Total Volume and Open Interest 128,193 458,617 +6,135
Hang Seng Index(HKFE)
Jun10 100629 20748 20757 20411 20427 -346 104,620 37,949 -19,303
Jul10 100630 20045 20164 19995 20079 -108 51,468 73,016 +8,326
Aug10 100630 19970 20120 19950 20050        
DAX(EUREX)
Jun10 100618 6232.5 6258.0 6188.5 6223.5 +5.0 193,412 98,765 -39,457
Sep10 100630 5967.0 6009.0 5902.5 5961.5 -10.0 141,541 145,489 +179
Dec10 100630 5975.0 6010.0 5916.5 5969.5 -10.0 161 10,595 +77
Total Volume and Open Interest 141,720 156,297 +266
FT-SE 100(EURONEXT)
Sep10 100630 4900.00 4929.50 4811.00 4880.50 -17.00 91,927 650,046 -1,178
Dec10 100630 4876.00 4897.50 4793.00 4857.50 -17.00 61 7,003 +7
Mar11 100630 4826.00 4831.00 4817.50 4817.50 -16.00 1 1,065 +1
Total Volume and Open Interest 91,989 658,114 -1,170
SPI 200(SFE)
Jun10 100617 4556.0 4579.0 4534.0 4553.0 -7.0 96,984 152,759 -89,413
Sep10 100630 4333.0 4333.0 4228.0 4262.0 -76.0 27,297 209,115 -3,674
Dec10 100630 4341.0 4341.0 4284.0 4284.0 -75.0 3 3,263 +3
Total Volume and Open Interest 27,302 214,267 -3,671
GSCI(CME)
Jul10 100630 494.50 497.25 490.00 494.00 +0.70 151 16,249 +5
Aug10 100630 496.15 499.00 492.00 496.15 +0.45 2 60 +0
Sep10 100630 499.50 501.50 495.00 499.00 +0.30 2 0 +0
Total Volume and Open Interest 155 16,309 +5
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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