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MRCI's End of Day Prices
Daily Futures Price Listing Mon July 05, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100702 951.00 967.25 950.50 962.75 +9.25 12,654 11,740 -3,499
Aug10 100702 935.50 948.50 934.75 944.50 +7.50 31,645 68,059 +1,775
Sep10 100702 913.75 922.25 912.75 916.25 +0.75 6,153 15,512 +1,062
Nov10 100702 904.00 912.50 903.00 905.75 +0.25 86,890 268,039 +6,762
Jan11 100702 913.00 922.00 913.00 914.75 -0.25 4,316 31,583 -11
Mar11 100702 923.00 926.50 920.50 921.25 +0.50 729 9,311 +46
May11 100702 928.75 928.75 923.50 924.25 +0.50 971 9,901 +65
Total Volume and Open Interest 145,542 446,975 +6,522
Soybean Meal(CBOT)
Jul10 100702 292.00 296.00 290.90 294.90 +3.40 8,819 9,088 -2,559
Aug10 100702 282.00 286.00 281.70 286.00 +4.50 20,244 37,652 -883
Sep10 100702 271.00 274.90 271.00 274.70 +3.70 7,369 21,585 +516
Oct10 100702 262.00 265.20 261.90 264.80 +3.20 3,062 12,360 +53
Dec10 100702 262.10 265.00 261.00 264.30 +3.10 31,241 85,015 -2,161
Jan11 100702 262.80 264.70 261.60 264.70 +3.10 861 6,626 +237
Mar11 100702 263.60 266.90 263.20 266.00 +3.20 393 5,692 -21
May11 100702 262.60 266.50 262.60 265.70 +3.10 241 4,489 -25
Total Volume and Open Interest 72,834 189,493 -4,751
Soybean Oil(CBOT)
Jul10 100702 35.88 36.32 35.88 36.01 +0.14 17,292 6,908 -4,306
Aug10 100702 36.10 36.49 35.99 36.16 +0.15 25,564 75,564 +719
Sep10 100702 36.21 36.62 36.10 36.31 +0.14 7,329 28,256 +102
Oct10 100702 36.37 36.80 36.32 36.48 +0.14 2,973 12,825 +7
Dec10 100702 36.80 37.22 36.70 36.87 +0.15 46,951 148,806 +3,948
Jan11 100702 37.20 37.39 37.00 37.17 +0.15 772 7,470 +105
Mar11 100702 37.74 37.75 37.37 37.51 +0.15 291 4,535 +180
May11 100702 37.65 38.06 37.65 37.80 +0.15 202 3,130 +30
Total Volume and Open Interest 101,788 293,070 +894
Canola(WCE)
Jul10 100705 438.5 440.6 425.0 431.3 -1.5 773 1,475 -211
Nov10 100705 417.6 423.9 417.6 419.8 -2.0 8,215 128,679 -1,286
Jan11 100705 422.8 424.5 420.6 420.6 -1.4 413 10,918 +224
Mar11 100705 420.6 420.6 418.3 418.3 -1.7 339 5,482 +44
May11 100705 418.2 418.2 418.2 418.2 -1.7 57 1,688 +0
Total Volume and Open Interest 9,801 151,389 -1,081
Corn(CBOT)
Jul10 100702 363.50 366.25 361.25 364.00 -1.50 65,209 25,416 -11,156
Sep10 100702 372.00 375.00 370.00 372.50 -0.75 164,649 383,204 -9,628
Dec10 100702 382.75 386.75 381.25 384.50 unch 217,089 485,894 +270
Mar11 100702 394.75 398.50 392.50 396.50 -0.25 13,421 73,224 -471
May11 100702 403.75 406.00 402.00 404.25 -0.50 3,088 15,423 -291
Jul11 100702 411.00 413.25 408.25 411.00 -1.50 12,203 46,566 +1,779
Total Volume and Open Interest 492,611 1,113,550 -19,651
Wheat(CBOT)
Jul10 100702 482.50 492.00 481.25 487.75 +3.75 17,201 7,958 -5,041
Sep10 100702 498.25 508.00 495.00 503.00 +3.25 82,849 214,073 +1,850
Dec10 100702 522.75 533.50 520.00 529.00 +4.75 30,523 114,133 +888
Mar11 100702 546.50 557.75 543.50 554.00 +6.00 6,125 32,282 +1,081
May11 100702 560.50 571.25 560.50 568.00 +6.00 1,710 8,453 +320
Total Volume and Open Interest 146,839 456,953 +1,942
Wheat(KCBT)
Jul10 100702 501.00 512.00 500.50 507.25 +6.25 2,913 2,317 -1,396
Sep10 100702 509.00 521.50 505.75 516.00 +6.00 20,152 55,110 +2,786
Dec10 100702 526.00 538.50 523.50 533.00 +6.00 7,849 46,739 +285
Mar11 100702 542.75 555.00 539.75 549.75 +6.25 3,142 18,327 +1,354
May11 100702 556.00 565.00 556.00 560.50 +6.50 664 4,945 +183
Total Volume and Open Interest 37,902 161,115 +3,777
Wheat(MGE)
Jul10 100702 522.25 522.25 522.25 522.25 +7.00 529 1,127 -111
Sep10 100702 525.50 535.75 523.25 531.00 +4.50 6,060 18,462 +109
Dec10 100702 541.50 553.00 541.00 547.25 +4.25 2,261 14,469 +47
Mar11 100702 560.50 570.50 557.75 564.75 +4.00 662 5,859 +304
May11 100702 570.00 579.50 570.00 575.75 +4.25 395 1,592 +156
Total Volume and Open Interest 11,347 50,431 +1,088
Oats(CBOT)
Jul10 100702 244.75 244.75 238.50 243.00 +1.25 246 2,158 -1,046
Sep10 100702 249.25 252.00 241.00 247.50 +0.50 1,373 3,806 -681
Dec10 100702 251.25 254.50 243.50 251.00 unch 889 6,209 -135
Mar11 100702 252.25 257.00 252.25 257.00 unch 1 711 +0
Total Volume and Open Interest 2,509 12,886 -1,862
Rough Rice(CBOT)
Jul10 100702 9.61 9.64 9.51 9.57 -0.06 903 596 -452
Sep10 100702 9.85 9.91 9.63 9.81 -0.07 1,883 8,879 +198
Nov10 100702 10.02 10.13 9.89 10.06 -0.07 444 2,264 -13
Jan11 100702 10.25 10.39 10.25 10.32 -0.07 46 518 +10
Total Volume and Open Interest 3,506 14,053 -128
Live Cattle(CME)
Aug10 100702 89.950 90.430 89.400 89.480 -0.470 25,022 132,597 -83
Oct10 100702 91.100 91.550 90.680 90.930 -0.370 13,048 101,949 +2,242
Dec10 100702 93.035 93.400 92.700 93.135 -0.065 6,365 47,492 -985
Feb11 100702 94.950 95.180 94.700 95.100 +0.020 3,953 23,719 +2,140
Apr11 100702 96.700 96.980 96.450 96.900 +0.100 1,787 12,865 +392
Jun11 100702 93.000 93.700 93.000 93.700 +0.450 481 3,881 +116
Total Volume and Open Interest 50,784 324,814 +3,371
Feeder Cattle(CME)
Aug10 100702 112.750 113.680 112.600 112.680 +0.080 3,295 22,684 -438
Sep10 100702 112.600 113.500 112.480 112.750 +0.100 827 6,291 +148
Oct10 100702 112.800 113.480 112.450 112.800 +0.015 1,131 5,140 +143
Nov10 100702 112.400 113.000 112.035 112.500 +0.100 253 1,850 +53
Jan11 100702 111.135 111.135 110.450 110.900 +0.300 90 726 +39
Mar11 100702 110.400 110.600 110.200 110.300 +0.050 6 147 +5
Apr11 100702 110.400 110.400 110.400 110.400 unch 0 19 +0
Total Volume and Open Interest 5,609 36,870 -50
Lean Hogs(CME)
Jul10 100702 79.000 79.200 78.150 78.200 -1.100 4,924 16,107 -1,210
Aug10 100702 81.950 82.050 79.900 80.050 -1.800 18,996 74,004 -441
Oct10 100702 75.580 75.725 73.700 73.750 -2.100 7,463 48,690 +1,439
Dec10 100702 72.330 72.475 70.750 70.900 -1.700 3,995 30,621 +197
Feb11 100702 73.700 73.700 72.100 72.535 -1.545 1,193 12,516 +62
Apr11 100702 74.950 75.000 73.700 74.135 -1.215 2,458 10,386 +924
May11 100702 77.950 77.950 77.500 77.500 unch 23 295 +22
Jun11 100702 81.250 81.400 80.400 81.200 -0.800 1,781 3,944 +956
Total Volume and Open Interest 41,102 197,453 +2,045
Pork Bellies(CME)
Jul10 100702 98.500 99.000 97.500 98.500 -0.600 17 57 -14
Aug10 100702 94.750 95.500 94.750 94.750 -0.500 1 30 +1
Feb11 100702 100.500 100.500 100.500 100.500 unch 0 5 +0
Mar11 100702 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100702 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 18 93 -13
Class III Milk(CME)
Jul10 100702 13.51 13.53 13.45 13.45 -0.06 101 4,293 -31
Aug10 100702 14.15 14.45 14.15 14.36 +0.02 397 4,786 +61
Sep10 100702 14.82 14.90 14.80 14.82 -0.05 202 4,134 +22
Oct10 100702 14.90 14.90 14.75 14.86 +0.01 51 3,618 +2
Nov10 100702 14.70 14.73 14.60 14.73 +0.08 109 3,498 +12
Total Volume and Open Interest 1,047 29,853 +148
Cocoa(ICE)
Jul10 100702 2969 2969 2921 2921 -48 15 167 -12
Sep10 100702 3030 3043 2960 2971 -70 12,652 61,558 +1,468
Dec10 100702 3041 3058 2984 2992 -68 2,846 23,319 +837
Mar11 100702 3074 3074 3000 3008 -66 645 16,672 +162
May11 100702 3080 3080 3010 3020 -67 128 7,891 -45
Jul11 100702 3016 3040 3016 3027 -66 17 4,030 -15
Sep11 100702 3021 3045 3021 3036 -62 0 1,424 +0
Total Volume and Open Interest 16,303 120,587 +2,395
Coffee "C"(ICE)
Jul10 100702 165.90 165.90 162.30 162.30 -3.90 105 253 -82
Sep10 100702 167.80 168.20 163.75 164.30 -3.95 14,113 93,205 -363
Dec10 100702 168.00 168.50 164.60 165.00 -3.65 3,268 43,905 +521
Mar11 100702 167.75 168.20 164.70 164.80 -3.65 704 17,905 +130
May11 100702 167.00 167.00 164.25 164.25 -3.50 75 6,110 +29
Jul11 100702 164.00 165.80 163.75 163.95 -3.45 49 2,915 +10
Total Volume and Open Interest 18,366 165,658 +248
Orange Juice(ICE)
Jul10 100702 149.65 151.20 149.65 151.20 +1.55 183 1,163 -140
Sep10 100702 148.15 151.60 148.10 151.10 +2.45 2,608 21,909 +795
Nov10 100702 149.00 152.45 149.00 151.75 +2.65 107 3,836 -7
Jan11 100702 150.00 152.60 150.00 152.15 +2.55 59 1,322 +20
Mar11 100702 153.00 153.00 152.95 152.95 +2.60 3 199 +2
May11 100702 153.40 153.40 153.40 153.40 +2.60 0 154 +0
Total Volume and Open Interest 2,960 28,782 +670
Sugar #11(ICE)
Oct10 100702 16.19 16.72 16.10 16.70 +0.42 51,795 262,300 +984
Mar11 100702 16.71 17.11 16.61 17.10 +0.33 21,452 130,406 +2,326
May11 100702 16.20 16.67 16.20 16.59 +0.22 4,139 27,514 +346
Jul11 100702 16.07 16.33 15.95 16.25 +0.20 6,193 60,299 -279
Oct11 100702 16.05 16.37 15.90 16.20 +0.19 1,426 24,260 +502
Total Volume and Open Interest 86,211 561,549 -5,273
London Cocoa(LCE)
Jul10 100705 2556 2557 2516 2557 +2 3,124 51,556 -1,684
Sep10 100705 2373 2403 2369 2400 +22 5,587 61,359 -189
Dec10 100705 2195 2216 2190 2212 +13 3,476 34,163 +1,038
Mar11 100705 2153 2181 2153 2178 +14 806 29,204 +209
May11 100705 2171 2178 2170 2170 +9 189 9,673 +52
Jul11 100705 2167 2167 2167 2167 +9 37 1,654 +23
Sep11 100705 2162 2162 2162 2162 +5 70 2,470 +0
Total Volume and Open Interest 13,362 195,900 -523
London Sugar(LCE)
Aug10 100705 565.00 574.70 564.50 571.50 +10.70 4,861 17,567 -1,577
Oct10 100705 493.20 505.00 492.00 502.40 +10.60 3,870 29,078 +754
Dec10 100705 469.00 477.20 469.00 475.50 +8.90 503 9,651 +38
Mar11 100705 470.80 478.30 470.50 475.50 +5.90 209 6,651 -38
May11 100705 461.80 466.30 461.80 465.30 +3.30 113 2,781 -3
Total Volume and Open Interest 9,739 67,767 -725
Cotton(ICE)
Jul10 100702 82.55 82.87 81.64 81.64 +0.42 71 997 -25
Oct10 100702 78.76 79.52 77.64 77.83 -1.27 167 1,695 +75
Dec10 100702 76.45 76.87 75.40 75.53 -0.92 16,141 128,473 -205
Mar11 100702 77.75 77.90 76.67 76.73 -1.00 2,299 23,635 +96
May11 100702 77.49 77.49 77.06 77.06 -1.18 303 1,394 +175
Jul11 100702 77.52 77.55 77.32 77.32 -1.21 75 6,227 +56
Total Volume and Open Interest 19,112 164,188 +209
Lumber(CME)
Jul10 100702 208.8 211.0 204.3 206.0 +1.0 363 1,590 -242
Sep10 100702 220.1 223.5 216.8 219.4 -1.6 823 5,362 -42
Nov10 100702 217.8 222.8 217.7 218.0 +2.0 382 2,107 +132
Jan11 100702 235.5 239.5 235.5 239.5 +3.0 46 138 -22
Total Volume and Open Interest 1,614 9,210 -174
Crude Oil(NYM)
Aug10 100702 72.67 73.38 71.62 72.14 -0.81 357,752 300,468 -549
Sep10 100702 73.27 73.88 72.08 72.60 -0.86 99,506 160,752 +2,695
Oct10 100702 73.72 74.37 72.57 73.06 -0.87 29,806 61,000 +2,141
Nov10 100702 74.38 74.93 73.04 73.59 -0.86 12,696 40,501 -438
Dec10 100702 74.75 75.44 73.47 74.08 -0.87 44,885 202,208 -1,074
Jan11 100702 75.42 75.65 74.02 74.48 -0.86 5,126 38,823 -38
Feb11 100702 75.31 75.82 74.37 74.83 -0.86 2,049 15,547 +353
Mar11 100702 76.00 76.00 74.92 75.18 -0.85 2,384 22,268 -343
Apr11 100702 76.07 76.12 75.37 75.52 -0.84 1,749 11,290 +410
May11 100702 75.70 75.86 75.70 75.86 -0.83 1,267 7,655 +284
Jun11 100702 76.96 77.11 75.60 76.20 -0.82 5,291 41,516 +220
Jul11 100702 76.32 76.48 76.32 76.48 -0.83 1,879 23,311 +108
Aug11 100702 76.66 76.66 76.66 76.66 -0.84 1,323 7,439 +37
Sep11 100702 76.81 76.81 76.81 76.81 -0.85 412 7,511 +0
Oct11 100702 76.96 76.96 76.96 76.96 -0.86 218 5,224 +17
Nov11 100702 77.14 77.14 77.14 77.14 -0.87 296 9,770 +25
Total Volume and Open Interest 596,039 1,263,940 +4,265
e-miNY Crude Oil(NYM)
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 100702 73.250 73.900 72.100 72.600 -0.850 565 1,113 +98
Oct10 100702 73.000 74.225 72.900 73.050 -0.875 31 195 +8
Nov10 100702 73.900 73.900 73.600 73.600 -0.850 0 20 +0
Dec10 100702 75.125 75.125 73.625 74.075 -0.875 6 104 -5
Jan11 100702 74.375 74.850 74.375 74.475 -0.875 0 1 +0
Feb11 100702 74.825 74.825 74.825 74.825 -0.875 1 1 +0
Mar11 100702 75.175 75.175 75.175 75.175 -0.850      
Apr11 100702 75.525 75.525 75.525 75.525 -0.825      
Total Volume and Open Interest 16,234 3,955 +291
Heating Oil(NYM)
Aug10 100702 193.85 195.27 190.46 191.55 -2.30 59,213 84,162 -933
Sep10 100702 196.75 198.05 193.18 194.20 -2.59 24,002 45,542 +1,367
Oct10 100702 200.63 200.63 196.00 196.94 -2.75 9,164 27,483 +1,715
Nov10 100702 201.15 203.45 198.97 199.78 -2.79 3,316 19,410 +536
Dec10 100702 205.65 206.55 201.49 202.52 -2.78 10,971 35,360 -1,323
Jan11 100702 206.65 207.84 203.86 205.04 -2.72 3,363 21,380 +196
Feb11 100702 208.36 209.28 205.81 206.79 -2.52 1,027 9,376 +29
Mar11 100702 208.50 209.79 206.47 207.52 -2.38 218 8,874 +30
Apr11 100702 208.00 209.04 206.23 206.97 -2.38 127 5,161 -1
May11 100702 208.05 208.05 205.88 206.65 -2.43 114 4,692 +9
Jun11 100702 209.40 209.40 206.02 206.82 -2.48 1,286 19,996 -4
Jul11 100702 209.25 209.85 208.00 208.02 -2.48 292 2,206 +35
Total Volume and Open Interest 114,719 302,151 -5,270
Gasoline(NYMEX)
Aug10 100702 199.43 200.60 195.68 197.77 -1.99 51,311 80,833 +2,405
Sep10 100702 199.00 199.56 195.13 197.08 -2.09 23,787 54,850 +2,138
Oct10 100702 188.12 188.21 184.17 185.92 -2.20 8,194 25,220 +731
Nov10 100702 185.21 186.95 183.24 184.74 -2.19 2,981 21,821 +437
Dec10 100702 187.25 187.27 183.79 185.03 -2.24 4,897 14,883 +47
Jan11 100702 187.79 188.49 185.42 186.69 -2.23 414 6,883 -69
Feb11 100702 189.76 189.76 188.09 188.76 -2.19 69 2,085 -5
Mar11 100702 192.79 192.79 190.48 190.83 -2.15 72 2,554 +24
Apr11 100702 204.09 204.09 202.83 202.83 -2.19 58 3,458 +4
May11 100702 204.22 204.22 203.86 203.86 -2.21 27 3,295 +0
Total Volume and Open Interest 92,705 226,336 -202
e-miNY RBOB Gasoline(NYM)
Aug10 100702 197.80 197.80 197.77 197.80 -2.00 0 2 +0
Sep10 100702 197.60 197.60 197.10 197.10 -2.10      
Oct10 100702 185.90 185.92 185.90 185.90 -2.20 0 1 +0
Nov10 100702 184.70 184.74 184.70 184.70 -2.20 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Aug10 100702 4.830 4.871 4.613 4.687 -0.167 92,607 128,474 +76
Sep10 100702 4.859 4.893 4.648 4.717 -0.163 31,107 143,157 +1,377
Oct10 100702 4.894 4.954 4.729 4.795 -0.144 34,141 80,746 +1,649
Nov10 100702 5.155 5.166 4.960 5.040 -0.118 14,281 38,320 +1,620
Dec10 100702 5.376 5.400 5.220 5.291 -0.110 10,356 38,848 +569
Jan11 100702 5.530 5.557 5.393 5.451 -0.114 15,710 55,742 +1,075
Feb11 100702 5.465 5.513 5.377 5.421 -0.104 3,025 18,511 +368
Mar11 100702 5.344 5.412 5.273 5.322 -0.093 9,126 53,986 +57
Apr11 100702 5.088 5.139 5.038 5.090 -0.065 4,750 41,226 +90
May11 100702 5.137 5.137 5.053 5.108 -0.060 654 19,404 -10
Jun11 100702 5.202 5.202 5.099 5.153 -0.059 386 8,294 +16
Jul11 100702 5.210 5.224 5.162 5.218 -0.054 274 5,626 +86
Aug11 100702 5.295 5.295 5.200 5.262 -0.054 224 5,273 -36
Sep11 100702 5.233 5.292 5.230 5.292 -0.054 377 5,243 +122
Oct11 100702 5.380 5.395 5.320 5.378 -0.053 958 18,734 +67
Nov11 100702 5.600 5.620 5.555 5.598 -0.053 1,408 4,806 +243
Total Volume and Open Interest 221,638 767,568 +7,647
Brent Crude Oil(ICE)
Aug10 100705 71.56 72.28 71.06 71.47 -0.18 203,597 158,926 -10,835
Sep10 100705 71.87 72.46 71.25 71.72 -0.12 117,317 159,122 +3,559
Oct10 100705 72.65 72.90 71.78 72.20 -0.06 41,389 68,049 +2,367
Nov10 100705 73.27 73.27 72.30 72.74 -0.01 19,388 27,475 +109
Dec10 100705 73.75 73.75 72.83 73.28 +0.03 46,087 103,922 +315
Jan11 100705 74.11 74.16 73.76 73.82 +0.07 4,920 23,514 +798
Feb11 100705 74.65 74.65 74.33 74.33 +0.08 3,260 16,208 -59
Mar11 100705 74.90 74.90 74.38 74.81 +0.10 2,444 11,396 +409
Apr11 100705 74.83 75.27 74.83 75.27 +0.13 2,372 8,321 +958
May11 100705 75.68 75.68 75.68 75.68 +0.16 1,274 14,477 -38
Jun11 100705 76.03 76.14 75.60 76.06 +0.18 6,058 23,910 +176
Jul11 100705 76.40 76.40 76.40 76.40 +0.17 1,007 7,421 -30
Aug11 100705 76.68 76.68 76.68 76.68 +0.17 703 3,699 +6
Sep11 100705 76.91 76.91 76.91 76.91 +0.19 732 3,622 +218
Total Volume and Open Interest 468,050 745,666 -1,047
Gas Oil(ICE)
Jul10 100705 614.75 618.50 607.00 608.00 -5.75 46,368 73,670 +183
Aug10 100705 616.50 620.00 609.25 610.00 -5.50 85,665 126,340 -341
Sep10 100705 622.75 623.50 613.50 614.25 -5.25 32,979 63,184 +740
Oct10 100705 626.25 627.25 618.25 618.50 -5.00 4,787 36,314 +1,038
Nov10 100705 628.75 631.00 621.75 622.25 -4.75 4,431 33,329 +170
Dec10 100705 632.50 634.75 625.50 626.25 -4.50 19,323 98,810 -418
Jan11 100705 638.25 639.50 631.25 631.25 -4.50 5,215 30,231 -1,392
Feb11 100705 637.25 637.50 635.00 635.50 -4.25 3,354 18,804 +1,357
Mar11 100705 646.50 646.50 639.00 639.25 -4.25 2,799 12,994 -145
Apr11 100705 650.50 650.50 642.75 643.00 -4.00 3,331 13,362 -204
Total Volume and Open Interest 218,735 633,995 +3,700
Ethanol(CBOT)
Jul10 100702 1.545 1.545 1.545 1.545 +0.010 34 161 -26
Aug10 100702 1.540 1.559 1.540 1.550 +0.010 299 1,300 -140
Sep10 100702 1.545 1.555 1.540 1.545 +0.007 145 965 +40
Oct10 100702 1.542 1.553 1.542 1.543 +0.005 90 999 +28
Nov10 100702 1.560 1.561 1.555 1.556 +0.002 75 783 -17
Dec10 100702 1.570 1.585 1.570 1.574 +0.009 186 1,922 +33
Jan11 100702 1.585 1.588 1.582 1.586 +0.002 97 1,452 +40
Feb11 100702 1.632 1.632 1.632 1.632 +0.012 51 762 +5
Total Volume and Open Interest 1,263 11,628 +77
WTI Crude Oil(ICE
Aug10 100705 72.15 72.70 71.36 71.76 -0.38 107,991 89,617 -1,974
Sep10 100705 72.89 73.17 71.91 72.30 -0.30 36,736 60,876 +1,196
Oct10 100705 73.61 73.61 72.41 72.79 -0.27 18,332 32,346 +1,080
Nov10 100705 73.35 73.35 73.35 73.35 -0.24 5,379 16,842 +58
Dec10 100705 74.47 74.50 73.86 73.86 -0.22 16,763 84,579 +1,539
Jan11 100705 74.29 74.29 74.29 74.29 -0.19 1,362 17,062 -248
Feb11 100705 74.66 74.66 74.66 74.66 -0.17 460 11,031 -59
Mar11 100705 75.04 75.04 75.04 75.04 -0.14 587 9,423 +54
Apr11 100705 75.40 75.40 75.40 75.40 -0.12 713 5,659 +512
May11 100705 75.75 75.75 75.75 75.75 -0.11 608 4,121 +43
Jun11 100705 76.11 76.11 76.11 76.11 -0.09 1,025 18,730 -325
Jul11 100705 76.40 76.40 76.40 76.40 -0.08 62 8,882 -9
Aug11 100705 76.59 76.59 76.59 76.59 -0.07 14 2,360 -1
Sep11 100705 76.75 76.75 76.75 76.75 -0.06 12 2,733 +4
Oct11 100705 76.90 76.90 76.90 76.90 -0.06 13 2,060 +2
Nov11 100705 77.08 77.08 77.08 77.08 -0.06 13 7,804 +2
Total Volume and Open Interest 195,221 486,481 +3,497
US Dollar Index(ICE)
Sep10 100702 84.855 85.010 84.360 84.670 -0.315 17,891 29,423 -186
Dec10 100702 85.205 85.205 85.005 85.005 -0.315 4 648 -4
Mar11 100702 85.365 85.365 85.365 85.365 -0.315      
Total Volume and Open Interest 17,896 30,072 -189
Australian Dollar(CME)
Sep10 100702 84.07 84.41 83.32 83.52 +0.18 124,917 63,888 +5,058
Dec10 100702 82.92 83.47 82.47 82.65 +0.18 86 678 +7
Mar11 100702 81.84 81.84 81.66 81.84 +0.18      
Total Volume and Open Interest 125,003 64,722 +5,065
British Pound(CME)
Sep10 100702 151.78 152.29 151.46 151.94 +0.48 136,142 123,250 +2,164
Dec10 100702 151.63 152.11 151.45 151.92 +0.47 46 137 -7
Mar11 100702 151.91 151.91 151.43 151.91 +0.48 0 3 +0
Total Volume and Open Interest 136,188 123,390 +2,157
Canadian Dollar(CME)
Sep10 100702 94.45 94.68 93.68 93.93 -0.37 109,972 86,291 +1,538
Dec10 100702 94.28 94.50 93.75 93.85 -0.38 665 3,413 +282
Mar11 100702 94.00 94.12 93.70 93.74 -0.38 15 332 +1
Jun11 100702 93.50 93.97 93.50 93.59 -0.38 4 222 +1
Total Volume and Open Interest 110,656 90,283 +1,822
Japanese Yen(CME)
Sep10 100702 114.11 114.65 113.50 114.10 -0.34 132,460 120,799 +594
Dec10 100702 114.20 114.85 113.76 114.30 -0.35 31 279 +4
Mar11 100702 114.98 114.98 114.53 114.53 -0.35 0 4 +0
Total Volume and Open Interest 132,491 121,082 +598
Swiss Franc(CME)
Sep10 100702 94.51 94.59 93.63 94.17 -0.07 40,010 42,895 +107
Dec10 100702 94.66 94.73 93.90 94.37 -0.07 5 49 +0
Mar11 100702 94.59 94.66 94.59 94.59 -0.07 0 2 +0
Total Volume and Open Interest 40,015 42,947 +107
EuroFX(CME)
Sep10 100702 125.19 126.17 124.86 125.57 +0.76 345,791 225,410 +526
Dec10 100702 125.25 126.16 125.07 125.62 +0.77 175 846 +47
Mar11 100702 125.65 125.65 124.88 125.65 +0.77 0 61 +0
Total Volume and Open Interest 345,966 226,325 +573
Mexican Peso(CME)
Jul10 100702 762.0 767.5 762.0 762.0 -5.5      
Aug10 100702 759.0 764.5 759.0 759.0 -5.5      
Total Volume and Open Interest 20,761 68,973 +2,127
30-Year T-Bonds(CBOT)
Sep10 100702 127~260 128~050 127~050 127~050 -0~110      
Dec10 100702 126~020 126~240 125~220 125~240 -0~270 210 1,023 +44
Mar11 100702 124~120 125~070 124~120 124~120 -0~270 0 30 +0
Total Volume and Open Interest 300,477 645,519 -6,914
10-Year T-Notes(CBOT)
Sep10 100702 122~155 122~250 122~040 122~100 -0~095 1,143,229 1,684,245 -15,197
Dec10 100702 121~180 121~230 121~075 121~115 -0~095 415 724 +316
Mar11 100702 119~245 120~020 119~245 119~245 -0~095 10 48 +0
Total Volume and Open Interest 1,143,669 1,685,049 -14,866
5-Year T-Notes(CBOT)
Sep10 100702 59~021 59~022 59~021 59~021 -0~001      
Dec10 100702 117~049 117~050 117~049 117~049 -0~001 0 2 +0
Mar11 100702 116~055 116~055 116~052 116~055 +0~003      
Total Volume and Open Interest 592,089 904,552 -3,168
2 Year T-Notes(CBOT)
Sep10 100702 54~090 54~090 54~090 54~090 unch      
Dec10 100702 109~018 109~023 109~018 109~022 unch 5 33 +0
Mar11 100702 108~119 108~119 108~119 108~119 unch      
Total Volume and Open Interest 202,740 894,102 -6,849
Eurodollars(CME)
Sep10 100702 99.355 99.380 99.345 99.375 +0.020 167,484 1,023,615 -991
Dec10 100702 99.230 99.275 99.225 99.265 +0.025 169,270 1,073,627 +9,323
Mar11 100702 99.155 99.185 99.130 99.170 unch 223,170 871,228 +15,167
Jun11 100702 99.050 99.065 99.000 99.040 -0.020 252,796 886,643 +19,330
Sep11 100702 98.895 98.910 98.840 98.880 -0.030 220,309 964,152 +12,944
Dec11 100702 98.685 98.705 98.620 98.660 -0.045 162,051 610,623 -5,733
Mar12 100702 98.480 98.505 98.415 98.455 -0.050 139,930 421,236 +135
Jun12 100702 98.260 98.285 98.195 98.235 -0.045 112,824 311,290 +519
Sep12 100702 98.035 98.065 97.975 98.015 -0.040 77,122 217,648 -405
Dec12 100702 97.800 97.835 97.750 97.785 -0.040 44,125 181,789 +112
Mar13 100702 97.610 97.640 97.555 97.590 -0.035 47,845 162,408 +3,164
Jun13 100702 97.395 97.430 97.340 97.380 -0.035 34,991 102,441 -88
Sep13 100702 97.195 97.225 97.135 97.175 -0.040 15,729 74,914 -1,688
Dec13 100702 96.990 97.015 96.935 96.960 -0.045 9,272 37,250 -1,133
Mar14 100702 96.805 96.850 96.765 96.795 -0.045 8,267 46,128 +183
Jun14 100702 96.620 96.680 96.590 96.620 -0.050 9,561 31,969 -1,729
Sep14 100702 96.480 96.530 96.435 96.465 -0.055 5,020 24,111 -558
Dec14 100702 96.360 96.370 96.280 96.305 -0.055 3,580 42,947 +92
Total Volume and Open Interest 1,728,013 7,266,506 +48,603
30 Day Federal Funds(CBOT)
Jul10 100702 99.810 99.815 99.805 99.810 +0.005 5,841 53,432 -463
Aug10 100702 99.800 99.805 99.795 99.800 +0.005 2,093 79,512 -64
Sep10 100702 99.795 99.800 99.790 99.795 +0.005 2,151 48,835 -157
Oct10 100702 99.785 99.795 99.780 99.790 +0.005 2,856 59,727 -551
Nov10 100702 99.780 99.785 99.770 99.780 +0.005 2,423 82,028 -747
Dec10 100702 99.770 99.775 99.760 99.770 +0.005 4,710 68,673 +650
Total Volume and Open Interest 33,014 585,676 -68,697
30 Day Fed Funds(e-CBOT)
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  
Dec10 090519 98.590 98.590 98.565 98.565 unch 0 330  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Sep10 100702 99.645 99.645 99.645 99.645 -0.005 2 939 +0
Dec10 100702 99.658 99.658 99.658 99.658 unch 0 342 +0
Mar11 100702 99.662 99.662 99.662 99.662 unch 0 167 +0
Jun11 100702 99.658 99.658 99.658 99.658 unch      
Sep11 100702 99.640 99.640 99.640 99.640 unch      
Dec11 100702 99.650 99.650 99.650 99.650 unch      
Mar12 100702 99.615 99.615 99.615 99.615 unch      
Jun12 100702 99.665 99.665 99.665 99.665 unch      
Sep12 100702 99.725 99.725 99.725 99.725 unch      
Dec12 100702 99.420 99.420 99.420 99.420 unch      
Total Volume and Open Interest 2 1,448 +0
3-Mth Euro-Yen(SGX)
Sep10 100705 99.65 99.68 99.65 99.68 +0.03 184 3,319 -417
Dec10 100705 99.68 99.68 99.68 99.68 +0.03 100 1,272 +0
Mar11 100705 99.69 99.69 99.69 99.69 +0.03 4 1,909 +0
Jun11 100705 99.67 99.68 99.67 99.68 +0.03 104 776 +0
Sep11 100705 99.67 99.67 99.67 99.67 +0.03 0 108 +0
Dec11 100705 99.68 99.68 99.68 99.68 +0.03 0 103 +0
Mar12 100705 99.64 99.64 99.64 99.64 +0.03 0 305 +0
Jun12 100705 99.69 99.69 99.69 99.69 +0.03 0 754 +0
Total Volume and Open Interest 392 8,858 -417
Japanese Gov't Bonds(SGX)
Sep10 100702 141.79 141.97 141.50 141.55 -0.07 1,828 21,034 +415
Dec10 100705 140.82 140.82 140.82 140.82 +0.15 0 10 +6
Mar11 100705 138.73 138.73 138.73 138.73 +0.15      
Total Volume and Open Interest 2,261 21,689 +522
Euro-Bund(EUREX)
Sep10 100705 129.41 129.82 129.34 129.70 +0.14 795,326 858,215 +1,964
Dec10 100705 127.95 128.30 127.95 128.21 +0.38 7 1,359 +1
Mar11 100705 128.20 128.20 128.20 128.20 +0.39      
Total Volume and Open Interest 957,479 887,273 +27,700
Euro-Bobl(EUREX)
Sep10 100625 120.63 120.78 120.56 120.61 +0.59 576,317 700,482 -18,977
Dec10 100705 119.53 119.53 119.52 119.52 +0.18 2,040 5,500 +1,998
Mar11 100705 118.63 118.63 118.63 118.63 +0.18      
Total Volume and Open Interest 604,528 715,899 +30,884
3-Mth Euribor(EUREX)
Sep10 100705 99.060 99.060 99.055 99.055 +0.015 981 3,882 -216
Dec10 100705 98.920 98.925 98.915 98.915 +0.035 1,003 2,491 +303
Mar11 100705 98.870 98.870 98.860 98.860 +0.050 42 1,049 +8
Total Volume and Open Interest 2,731 11,366 -245
Long Gilt(LIFFE)
Sep10 100705 121~05 121~15 121~02 121~12 +0~23 66,100 278,204 +2,249
Dec10 100705 124~14 124~14 124~14 124~14 +0~13      
Total Volume and Open Interest 125,074 281,414 +3,561
3-Mth Short Sterling(LIFFE)
Sep10 100705 99.17 99.19 99.17 99.19 +0.02 33,237 363,542 +1,051
Dec10 100705 99.07 99.10 99.07 99.08 +0.02 58,635 382,682 -2,429
Mar11 100705 98.97 99.02 98.97 98.99 +0.03 74,038 325,126 -436
Jun11 100705 98.83 98.87 98.81 98.85 +0.04 72,731 307,426 -3,306
Sep11 100705 98.64 98.69 98.63 98.68 +0.05 53,268 320,590 +8,196
Dec11 100705 98.42 98.45 98.38 98.44 +0.05 37,219 256,874 +3,646
Total Volume and Open Interest 396,323 2,377,501 +5,792
3-Mth Euribor(LIFFE)
Sep10 100705 99.050 99.075 99.045 99.055 +0.015 288,402 605,423 -20,304
Dec10 100705 98.890 98.940 98.890 98.915 +0.035 305,900 473,654 -9,765
Mar11 100705 98.815 98.880 98.815 98.860 +0.050 271,454 483,761 -12,655
Total Volume and Open Interest 1,898,607 3,167,435 -67,459
3-Mth Aus T-Bills(SFE)
Sep10 100705 95.22 95.26 95.18 95.25 +0.02 12,952 254,034 -152
Dec10 100705 95.21 95.29 95.19 95.26 +0.02 12,436 166,575 -1,545
Mar11 100705 95.19 95.25 95.16 95.21 +0.01 10,203 75,991 +653
Jun11 100705 95.16 95.19 95.11 95.15 unch 3,636 55,410 +1,563
Sep11 100705 95.10 95.12 95.03 95.09 +0.01 1,712 37,591 +1,076
Dec11 100705 95.04 95.04 94.95 95.01 +0.01 1,198 26,287 +263
Mar12 100705 94.96 94.98 94.93 94.95 -0.01 455 23,712 -127
Jun12 100705 94.91 94.95 94.90 94.92 -0.01 75 6,812 +72
Sep12 100705 94.93 94.93 94.90 94.92 -0.02 0 3,385 +0
Dec12 100705 94.92 94.92 94.89 94.90 -0.03 0 1,246 +0
Total Volume and Open Interest 42,667 651,910 +1,803
10-Year Aus T-Bonds(SFE)
Sep10 100705 94.89 94.94 94.88 94.93 +0.03 36,954 330,528 +7,768
Dec10 100705 94.92 94.92 94.92 94.92 +0.03      
Total Volume and Open Interest 36,954 330,528 +7,768
3-Year Aus T-Bonds(SFE)
Sep10 100705 95.46 95.51 95.43 95.46 unch 125,293 548,224 -45,868
Dec10 100705 95.41 95.41 95.41 95.41 unch      
Total Volume and Open Interest 125,293 548,224 -45,868
Gold(CMX)
Aug10 100702 1199.0 1214.0 1198.8 1207.7 +1.0 110,717 357,448 -915
Oct10 100702 1203.1 1215.2 1203.1 1209.6 +1.0 1,029 27,522 +524
Dec10 100702 1204.7 1217.7 1204.7 1211.6 +1.1 4,345 86,146 +2,113
Feb11 100702 1209.3 1218.0 1209.3 1213.6 +1.1 425 23,195 -314
Apr11 100702 1221.0 1221.0 1211.6 1215.5 +1.1 68 19,383 +37
Jun11 100702 566.6 567.7 559.3 562.3 +1.1 702 13,302 -165
Aug11 100702 1219.9 1219.9 1219.9 1219.9 +1.1 260 7,197 +256
Oct11 100702 1220.3 1222.4 1219.8 1222.4 +1.1 45 7,272 +42
Dec11 100702 1223.5 1225.0 1223.5 1225.0 +1.2 761 14,396 -388
Feb12 100702 1227.9 1227.9 1227.9 1227.9 +1.2 0 3,753 +0
Apr12 100702 1231.1 1231.1 1231.1 1231.1 +1.2 0 4,988 +0
Jun12 100702 1235.3 1235.3 1234.5 1234.5 +1.2 1,715 9,362 +430
Total Volume and Open Interest 127,263 605,792 +4,654
Silver(CMX)
Jul10 100702 1781.0 1808.0 1762.0 1769.8 -6.2 1,885 2,003 -403
Sep10 100702 1781.5 1811.5 1763.5 1771.9 -7.1 24,481 72,648 -114
Dec10 100702 1789.0 1814.5 1769.5 1778.0 -7.1 1,273 22,291 +437
Mar11 100702 1796.0 1813.0 1780.0 1782.2 -7.0 19 10,355 -6
May11 100702 1787.0 1787.0 1784.2 1784.2 -7.0 16 7,611 -3
Jul11 100702 1786.1 1786.1 1786.1 1786.1 -7.0 26 5,740 +20
Sep11 100702 1822.0 1822.0 1787.7 1787.7 -7.0 1 423 +0
Total Volume and Open Interest 27,898 127,990 -75
Platinum(NYMEX)
Jul10 100702 1508.0 1515.2 1499.0 1499.2 -4.1 168 259 -82
Oct10 100702 1508.9 1521.9 1492.5 1503.6 -3.2 4,079 28,417 -16
Jan11 100702 1510.0 1510.0 1499.5 1508.4 -3.5 26 678 +16
Apr11 100702 1510.0 1510.0 1508.4 1508.4 -3.5 0 6 +0
Total Volume and Open Interest 4,283 29,406 -91
Palladium(NYMEX)
Sep10 100702 430.90 440.45 425.00 426.90 -2.15 3,537 19,956 +10
Dec10 100702 436.60 437.30 427.80 427.80 -2.15 7 490 -1
Mar11 100702 428.30 428.30 428.30 428.30 -2.15 0 20 +0
Total Volume and Open Interest 3,547 20,475 +8
Copper(CMX)
Jul10 100702 290.45 294.00 288.85 290.40 +3.90 2,958 3,501 -828
Sep10 100702 289.55 295.80 289.45 291.60 +3.90 35,863 79,443 +885
Dec10 100702 292.90 297.50 291.80 293.75 +3.85 1,366 21,174 +399
Mar11 100702 299.00 299.00 295.00 295.15 +3.85 171 9,981 -3
May11 100702 297.85 297.85 295.90 295.90 +3.80 2 1,349 +2
Total Volume and Open Interest 41,009 130,751 +359
DJIA Index(CBOT)
Sep10 100702 9669 9762 9550 9596 -66 501 6,342 +113
Dec10 100702 9536 9602 9536 9536 -66 0 4 +0
Mar11 100702 9483 9549 9483 9483 -66      
Jun11 100702 9425 9491 9425 9425 -66      
Total Volume and Open Interest 501 6,346 +113
S & P 500(CME)
Sep10 100702 1022.40 1032.70 1011.00 1014.30 -7.50 32,959 294,279 -514
Dec10 100702 1009.70 1022.80 1008.80 1009.70 -7.60 7 4,608 -11
Mar11 100702 1005.60 1018.70 1004.70 1005.60 -7.60 0 475 +0
Jun11 100702 1001.00 1015.20 1000.00 1002.10 -7.60 4 47 +2
Total Volume and Open Interest 32,970 299,420 -512
S & P 500 E-Mini(Globex)
Sep10 100702 1022.25 1032.50 1010.75 1014.25 -7.50 2,622,061 2,762,700 +20,394
Dec10 100702 1017.75 1027.50 1006.50 1009.75 -7.50 2,184 10,591 +596
Total Volume and Open Interest 2,624,362 2,773,495 +21,150
NASDAQ 100(CME)
Sep10 100702 1728.80 1745.00 1709.00 1721.30 -6.70 1,042 8,899 -162
Dec10 100702 1719.00 1731.00 1719.00 1719.00 -7.00 0 1 +0
Mar11 100702 1716.50 1718.50 1716.50 1716.50 -7.00      
Total Volume and Open Interest 1,042 8,900 -162
NASDAQ 100 E-Mini(Globex)
Sep10 100702 1728.80 1745.80 1710.30 1721.30 -6.70 370,543 298,826 +982
Dec10 100702 1735.30 1741.50 1711.00 1719.00 -7.00 110 168 -11
Total Volume and Open Interest 370,653 298,996 +971
S & P Midcap 400(CME)
Sep10 100702 709.50 710.00 697.50 698.20 -7.60 17 1,740 +1
Dec10 100702 696.20 696.20 696.20 696.20 -7.60      
Mar11 100702 694.20 694.20 694.20 694.20 -7.60      
Total Volume and Open Interest 17 1,740 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100702 9205 9205 9205 9205 -40      
Dec10 100702 9205 9215 9205 9205 -10      
Total Volume and Open Interest 10,778 31,718 +1,427
Nikkei 225(SGX)
Sep10 100705 9195 9300 9140 9280 +65 125,196 152,178 +2,855
Dec10 100705 9155 9230 9155 9230 +65 116 1,925 +0
Mar11 100705 9225 9225 9225 9225 +65 0 41 +0
Total Volume and Open Interest 127,162 168,061 +3,483
CAC 40(EURONEXT)
Jul10 100705 3343.5 3366.5 3323.5 3335.5 -14.5 211,735 437,796 +4,005
Aug10 100705 3360.0 3360.0 3335.5 3335.5 -14.5 5,605 7,177 +5,347
Sep10 100705 3359.5 3361.5 3325.0 3331.5 -13.5 2,181 36,916 +678
Total Volume and Open Interest 219,521 483,147 +10,030
Hang Seng Index(HKFE)
Jul10 100705 19780 19924 19752 19780 -93 68,078 74,873 +2,130
Aug10 100705 19730 19875 19730 19745 -88 441 440 +201
Sep10 100705 19643 19760 19643 19649 -94 142 3,391 +26
Total Volume and Open Interest 68,694 79,438 +2,368
DAX(EUREX)
Sep10 100705 5834.0 5872.0 5813.5 5830.5 -11.0 198,842 148,996 +4,621
Dec10 100705 5861.0 5876.5 5823.0 5839.0 -11.5 532 10,946 +208
Mar11 100705 5875.0 5885.0 5844.0 5851.5 -12.0 37 218 +6
Total Volume and Open Interest 199,411 160,160 +4,835
FT-SE 100(EURONEXT)
Sep10 100705 4826.50 4830.00 4775.00 4792.00 -6.50 150,153 651,877 +1,183
Dec10 100705 4784.00 4790.00 4766.00 4770.00 -5.50 79 6,852 -65
Mar11 100705 4730.50 4730.50 4730.50 4730.50 -5.00 20 1,090 +10
Total Volume and Open Interest 150,252 659,819 +1,128
SPI 200(SFE)
Sep10 100705 4241.0 4271.0 4199.0 4208.0 -35.0 34,940 225,766 -1,119
Dec10 100705 4248.0 4252.0 4223.0 4226.0 -35.0 87 3,288 +21
Mar11 100705 4238.0 4238.0 4208.0 4213.0 -35.0 0 1,157 +0
Total Volume and Open Interest 35,027 230,998 -1,098
GSCI(CME)
Jul10 100702 483.50 486.00 479.00 480.00 -3.00 792 16,193 +10
Aug10 100702 485.50 487.50 481.25 482.00 -3.10 40 108 +40
Sep10 100702 488.50 490.60 484.50 485.00 -2.00 2 0 +0
Total Volume and Open Interest 834 16,301 +50
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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