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MRCI's End of Day Prices
Daily Futures Price Listing Thu July 08, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100708 989.50 1023.00 987.75 1012.50 +19.50 2,499 5,875 -1,170
Aug10 100708 966.00 993.00 962.25 983.00 +15.25 26,931 67,568 -2,850
Sep10 100708 941.00 966.00 938.25 957.50 +16.50 5,442 16,376 +433
Nov10 100708 932.50 956.25 927.50 946.00 +13.50 57,385 273,671 +4,525
Jan11 100708 939.75 963.50 937.75 954.75 +15.00 4,101 34,037 +986
Mar11 100708 944.75 967.00 943.50 958.00 +13.00 1,415 10,112 +448
May11 100708 947.00 966.00 945.00 958.50 +11.50 848 10,131 +157
Total Volume and Open Interest 100,684 450,536 +2,488
Soybean Meal(CBOT)
Jul10 100708 304.10 316.80 302.70 310.40 +6.40 2,860 6,062 -1,152
Aug10 100708 293.40 303.70 291.90 297.60 +3.90 21,363 39,747 +559
Sep10 100708 281.10 291.30 280.30 284.80 +3.10 6,915 24,007 +4
Oct10 100708 271.90 282.20 271.00 276.00 +3.30 1,632 12,798 +204
Dec10 100708 272.30 281.60 270.40 275.60 +3.40 16,875 84,649 +1,020
Jan11 100708 271.90 281.10 271.50 275.30 +3.30 1,108 6,949 +81
Mar11 100708 272.00 281.50 271.20 275.70 +3.30 874 6,118 +241
May11 100708 271.70 280.30 271.00 274.80 +2.60 608 4,897 +285
Total Volume and Open Interest 52,545 192,292 +1,275
Soybean Oil(CBOT)
Jul10 100708 36.70 37.00 36.60 36.86 +0.05 5,967 2,921 -1,211
Aug10 100708 36.85 37.11 36.61 36.99 +0.03 28,885 77,000 +534
Sep10 100708 37.02 37.26 36.79 37.13 +0.01 9,748 29,805 +1,280
Oct10 100708 37.24 37.42 37.07 37.30 unch 3,180 13,674 +799
Dec10 100708 37.62 37.82 37.33 37.69 unch 34,293 146,360 +790
Jan11 100708 37.80 38.09 37.74 37.98 +0.02 787 8,701 +383
Mar11 100708 38.22 38.38 38.08 38.27 +0.01 690 5,262 +157
May11 100708 38.23 38.68 38.23 38.55 -0.01 383 3,345 +169
Total Volume and Open Interest 84,103 292,809 +2,942
Canola(WCE)
Jul10 100708 451.5 451.5 442.7 442.7 +6.2 317 95 -404
Nov10 100708 433.1 442.0 432.0 434.7 +0.3 5,846 128,900 -137
Jan11 100708 431.1 441.5 430.7 435.0 +1.1 531 11,228 +162
Mar11 100708 429.0 439.8 429.0 432.9 +1.3 107 5,584 +79
May11 100708 434.6 441.1 432.5 434.1 +1.5 4 1,688 +0
Total Volume and Open Interest 6,920 150,798 -220
Corn(CBOT)
Jul10 100708 370.75 378.50 370.00 377.50 +6.75 17,886 13,159 -2,172
Sep10 100708 377.50 386.50 376.75 385.50 +7.25 93,664 384,321 -224
Dec10 100708 388.75 397.50 387.75 396.25 +7.00 130,146 476,389 -3,587
Mar11 100708 400.25 409.00 400.00 408.00 +6.75 10,689 76,907 +999
May11 100708 408.00 416.00 407.50 415.75 +6.75 2,925 15,305 -330
Jul11 100708 415.50 423.25 414.25 423.25 +6.75 6,793 48,211 +863
Total Volume and Open Interest 271,295 1,100,697 -3,267
Wheat(CBOT)
Jul10 100708 515.00 534.50 510.00 534.00 +18.25 5,525 3,930 -647
Sep10 100708 529.00 549.50 524.50 548.50 +18.00 60,458 210,314 -785
Dec10 100708 558.00 577.50 553.50 577.00 +17.75 28,554 113,757 +2,162
Mar11 100708 585.00 603.00 580.25 602.75 +16.25 6,905 34,197 +532
May11 100708 597.00 614.75 597.00 614.50 +16.25 1,895 9,327 +673
Total Volume and Open Interest 110,822 454,067 +1,608
Wheat(KCBT)
Jul10 100708 537.75 555.00 535.75 554.00 +16.75 555 715 -367
Sep10 100708 543.50 563.75 542.25 562.00 +16.50 17,998 60,820 +1,843
Dec10 100708 561.25 581.25 559.50 579.50 +16.75 9,750 48,974 +1,566
Mar11 100708 578.25 597.50 577.00 596.50 +16.75 1,628 19,491 +194
May11 100708 590.00 607.25 590.00 607.00 +17.25 915 5,290 +135
Total Volume and Open Interest 34,254 169,675 +3,297
Wheat(MGE)
Jul10 100708 549.50 563.25 549.50 563.25 +12.75 27 35 -29
Sep10 100708 560.00 576.50 558.00 574.25 +12.75 3,005 18,009 -346
Dec10 100708 575.00 592.00 574.00 590.00 +12.75 1,333 14,897 +158
Mar11 100708 593.00 608.00 592.50 607.00 +12.00 475 5,790 -2
May11 100708 608.50 617.50 604.75 617.50 +12.00 235 1,677 +0
Total Volume and Open Interest 5,579 49,313 -71
Oats(CBOT)
Jul10 100708 251.00 253.75 248.25 249.50 -4.25 135 1,386 +2
Sep10 100708 259.50 260.00 254.50 257.50 -2.25 358 3,373 -66
Dec10 100708 263.00 264.75 260.50 263.50 +0.75 397 6,148 +19
Mar11 100708 268.50 269.50 267.00 269.50 +0.75 0 705 +0
Total Volume and Open Interest 890 11,614 -45
Rough Rice(CBOT)
Jul10 100708 9.93 9.93 9.81 9.81 -0.11 90 115 -8
Sep10 100708 10.16 10.19 9.96 10.00 -0.14 543 8,863 -3
Nov10 100708 10.40 10.41 10.21 10.25 -0.12 125 2,314 -8
Jan11 100708 10.57 10.60 10.51 10.51 -0.12 0 521 +0
Total Volume and Open Interest 793 13,608 -19
Live Cattle(CME)
Aug10 100708 91.000 91.230 90.635 90.900 +0.400 18,374 126,142 +716
Oct10 100708 92.135 92.430 91.885 92.135 +0.250 11,782 104,823 +873
Dec10 100708 94.350 94.580 94.135 94.550 +0.320 5,836 49,762 +1,004
Feb11 100708 95.750 96.150 95.700 96.150 +0.320 1,909 24,477 +404
Apr11 100708 97.450 97.785 97.400 97.650 +0.250 692 13,014 +158
Jun11 100708 94.400 94.900 94.200 94.650 +0.150 405 4,470 +164
Total Volume and Open Interest 39,143 325,069 +3,375
Feeder Cattle(CME)
Aug10 100708 113.800 114.000 113.300 113.600 +0.050 2,288 21,352 -311
Sep10 100708 113.900 114.250 113.385 114.135 +0.305 952 7,279 +319
Oct10 100708 113.750 113.930 113.300 113.830 +0.100 791 5,596 +224
Nov10 100708 113.385 113.580 112.900 113.430 +0.180 301 2,045 +96
Jan11 100708 111.600 111.700 111.250 111.680 +0.080 68 769 +29
Mar11 100708 110.535 110.700 110.050 110.700 -0.100 77 225 +65
Apr11 100708 109.885 110.400 109.885 110.400 unch 0 19 +0
Total Volume and Open Interest 4,477 37,298 +422
Lean Hogs(CME)
Jul10 100708 78.950 79.385 78.650 78.885 unch 3,317 11,511 -1,820
Aug10 100708 80.830 81.400 80.500 80.900 +0.070 13,398 66,673 -3,053
Oct10 100708 74.785 75.700 74.650 75.300 +0.325 6,854 51,615 +2,203
Dec10 100708 71.750 72.650 71.400 72.600 +0.750 2,648 32,265 +106
Feb11 100708 73.600 74.300 73.150 74.285 +0.685 396 12,825 +84
Apr11 100708 75.200 75.800 74.900 75.725 +0.525 336 11,127 +151
May11 100708 78.180 78.400 78.000 78.400 +0.300 4 331 +3
Jun11 100708 81.635 81.950 81.200 81.930 +0.130 98 4,157 +34
Total Volume and Open Interest 27,115 191,486 -2,253
Pork Bellies(CME)
Jul10 100708 100.100 100.100 99.500 99.500 +0.500 12 31 -9
Aug10 100708 97.700 97.700 95.500 95.500 +0.800 3 29 -1
Feb11 100708 100.000 100.000 100.000 100.000 unch 0 5 +0
Mar11 100708 100.500 100.500 100.500 100.500 unch 0 1 +0
May11 100708 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 15 66 -10
Class III Milk(CME)
Jul10 100708 13.50 13.57 13.48 13.56 +0.06 89 4,215 -46
Aug10 100708 14.62 14.71 14.55 14.66 +0.03 470 4,823 -14
Sep10 100708 14.98 15.00 14.91 15.00 unch 351 4,226 +4
Oct10 100708 14.98 15.04 14.95 15.00 unch 105 3,664 +11
Nov10 100708 14.75 14.77 14.69 14.73 +0.01 47 3,560 +5
Total Volume and Open Interest 1,221 25,841 +16
Cocoa(ICE)
Jul10 100708 2968 2968 2939 2939 -2 1 145 +0
Sep10 100708 2969 2998 2957 2969 -12 5,618 61,553 +356
Dec10 100708 2995 3019 2981 2993 -11 1,982 23,964 +851
Mar11 100708 3024 3036 2998 3008 -9 374 17,068 +214
May11 100708 3036 3045 3005 3018 -9 27 7,949 +22
Jul11 100708 3038 3050 3010 3026 -8 0 4,032 +0
Sep11 100708 3043 3043 3015 3033 -9 27 1,466 +23
Total Volume and Open Interest 8,106 121,721 +1,473
Coffee "C"(ICE)
Jul10 100708 159.10 159.65 159.10 159.65 -1.00 123 188 -18
Sep10 100708 163.05 163.80 160.85 162.10 -0.95 15,432 91,234 -3,618
Dec10 100708 163.75 164.10 161.35 162.65 -0.80 3,898 45,393 -346
Mar11 100708 163.30 163.50 161.30 162.45 -0.80 290 18,384 -27
May11 100708 162.85 162.85 161.00 162.00 -0.85 80 6,190 -17
Jul11 100708 162.50 162.50 161.85 161.85 -0.85 55 2,908 +14
Total Volume and Open Interest 19,938 165,787 -4,025
Orange Juice(ICE)
Jul10 100708 142.00 142.50 138.15 138.15 -7.60 41 309 -168
Sep10 100708 145.15 145.15 136.85 137.60 -7.90 1,330 22,225 -59
Nov10 100708 146.25 146.25 138.20 139.15 -7.50 69 3,880 +1
Jan11 100708 146.15 146.15 139.80 139.85 -7.55 13 1,584 +6
Mar11 100708 147.00 147.00 140.60 140.60 -7.55 2 201 +1
May11 100708 140.70 140.70 140.70 140.70 -7.55 0 154 +0
Total Volume and Open Interest 1,455 28,552 -219
Sugar #11(ICE)
Oct10 100708 17.10 17.30 16.93 17.09 +0.03 45,251 256,462 -1,929
Mar11 100708 17.30 17.52 17.21 17.40 +0.03 21,809 130,509 -1,584
May11 100708 16.72 16.90 16.65 16.82 unch 5,221 25,685 -1,591
Jul11 100708 16.32 16.51 16.20 16.37 -0.02 6,361 61,055 -174
Oct11 100708 16.20 16.30 15.90 16.21 -0.06 4,180 26,508 +1,632
Total Volume and Open Interest 84,524 557,902 -3,276
London Cocoa(LCE)
Jul10 100708 2631 2637 2589 2601 -17 2,676 49,454 -552
Sep10 100708 2404 2416 2370 2380 -23 2,721 62,360 +774
Dec10 100708 2205 2214 2190 2199 -7 2,062 33,532 -167
Mar11 100708 2176 2182 2169 2173 unch 297 29,245 +71
May11 100708 2170 2178 2158 2167 -2 220 10,058 +102
Jul11 100708 2164 2175 2163 2164 unch 89 1,694 +40
Sep11 100708 2160 2160 2160 2160 unch 0 2,470 +0
Total Volume and Open Interest 8,065 194,634 +268
London Sugar(LCE)
Aug10 100708 591.00 607.00 588.00 605.80 +15.90 4,494 12,813 -1,670
Oct10 100708 514.70 535.00 511.50 523.00 +11.10 4,888 32,096 -225
Dec10 100708 481.00 500.00 479.00 487.70 +8.20 909 10,153 +335
Mar11 100708 480.50 486.30 475.30 482.80 +6.30 1,245 7,041 +398
May11 100708 467.20 474.90 465.90 469.30 +3.10 167 3,213 +57
Total Volume and Open Interest 11,843 67,543 -979
Cotton(ICE)
Jul10 100708 83.37 83.63 81.50 81.85 -0.86 125 813 -116
Oct10 100708 77.61 78.30 77.07 77.29 -0.67 154 1,399 -12
Dec10 100708 74.60 75.20 73.60 73.99 -0.57 14,080 123,134 -2,222
Mar11 100708 76.25 76.25 74.78 75.17 -0.58 1,015 24,516 +375
May11 100708 75.60 75.60 75.60 75.60 -0.54 126 1,100 -61
Jul11 100708 75.55 75.77 75.50 75.77 -0.54 63 6,753 -7
Total Volume and Open Interest 15,564 159,524 -2,028
Lumber(CME)
Jul10 100708 203.0 208.0 202.0 202.0 -1.0 287 1,023 -192
Sep10 100708 214.9 219.9 211.9 211.9 -3.6 443 5,596 +1
Nov10 100708 217.3 222.0 215.0 215.0 -1.6 137 2,174 +33
Jan11 100708 239.9 239.9 235.0 235.8 -3.2 6 135 -2
Total Volume and Open Interest 873 8,941 -160
Crude Oil(NYM)
Aug10 100708 74.85 76.00 74.38 75.44 +1.37 325,727 292,124 -8,177
Sep10 100708 75.37 76.55 74.95 76.03 +1.39 93,843 182,368 +7,862
Oct10 100708 75.75 77.02 75.50 76.58 +1.39 28,559 65,428 +772
Nov10 100708 76.39 77.67 76.14 77.20 +1.40 11,482 42,844 +1,157
Dec10 100708 76.93 78.26 76.63 77.79 +1.42 39,254 194,594 +1,037
Jan11 100708 77.45 78.50 77.25 78.27 +1.42 4,860 38,154 +76
Feb11 100708 78.50 79.11 78.10 78.69 +1.42 1,771 15,858 +168
Mar11 100708 78.42 79.30 77.96 79.10 +1.43 2,504 21,820 -408
Apr11 100708 78.38 79.49 78.38 79.49 +1.42 1,257 11,280 +138
May11 100708 79.53 79.96 78.99 79.88 +1.42 1,492 7,629 +73
Jun11 100708 79.24 80.59 79.22 80.25 +1.41 7,945 44,390 +1,660
Jul11 100708 80.55 81.05 80.52 80.58 +1.43 1,992 23,322 -5
Aug11 100708 80.78 80.78 80.78 80.78 +1.44 989 7,413 -368
Sep11 100708 80.93 80.93 80.93 80.93 +1.44 904 7,463 +275
Oct11 100708 81.07 81.07 81.07 81.07 +1.44 173 5,038 -17
Nov11 100708 81.22 81.22 81.22 81.22 +1.43 98 9,913 +8
Total Volume and Open Interest 536,320 1,271,853 +5,365
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 100708 75.325 76.550 75.000 76.025 +1.375 444 1,238 -37
Oct10 100708 76.325 76.900 75.750 76.575 +1.375 56 175 -8
Nov10 100708 76.775 77.200 76.775 77.200 +1.400 5 108 -1
Dec10 100708 77.175 77.800 76.800 77.800 +1.425 18 117 +13
Jan11 100708 78.275 78.275 78.275 78.275 +1.425 1 1 -1
Feb11 100708 78.700 78.700 78.700 78.700 +1.425 0 1 +0
Mar11 100708 79.100 79.100 79.100 79.100 +1.425      
Apr11 100708 79.500 79.500 79.500 79.500 +1.425      
Total Volume and Open Interest 13,386 4,589 -49
Heating Oil(NYM)
Aug10 100708 199.30 203.36 198.45 200.53 +2.66 48,758 80,462 -2,107
Sep10 100708 201.05 205.42 200.63 202.93 +2.84 19,062 46,807 -17
Oct10 100708 203.28 207.69 203.27 205.48 +3.01 7,943 28,406 -415
Nov10 100708 205.90 210.29 205.90 208.21 +3.16 2,887 20,643 +157
Dec10 100708 209.05 212.79 208.30 210.93 +3.25 10,764 35,183 -475
Jan11 100708 212.50 215.20 211.63 213.49 +3.31 2,924 23,489 -120
Feb11 100708 216.17 216.75 214.98 215.37 +3.36 1,496 10,244 +206
Mar11 100708 216.99 217.30 215.88 216.17 +3.34 1,757 9,937 +122
Apr11 100708 216.50 216.50 215.37 215.76 +3.36 405 5,488 +13
May11 100708 215.45 215.45 215.45 215.45 +3.34 366 5,120 +134
Jun11 100708 215.28 215.63 215.28 215.63 +3.31 1,276 19,098 -256
Jul11 100708 216.81 216.90 216.81 216.90 +3.31 89 2,340 +10
Total Volume and Open Interest 98,926 305,890 -2,737
Gasoline(NYMEX)
Aug10 100708 204.23 207.43 202.78 205.11 +2.58 53,483 81,804 +1,129
Sep10 100708 203.50 206.48 202.15 204.53 +2.71 22,323 55,796 +387
Oct10 100708 192.21 195.25 191.57 193.67 +2.96 10,479 25,664 +457
Nov10 100708 192.28 193.94 190.31 192.65 +3.11 6,495 23,268 +511
Dec10 100708 191.75 194.24 190.90 193.18 +3.22 7,474 15,113 -201
Jan11 100708 196.00 196.04 194.10 194.96 +3.21 800 6,742 -26
Feb11 100708 198.00 198.00 195.72 197.03 +3.20 430 2,020 -107
Mar11 100708 200.20 200.20 198.00 199.13 +3.23 906 2,353 -72
Apr11 100708 211.38 211.38 210.79 211.11 +3.16 400 3,526 +35
May11 100708 212.12 212.12 212.12 212.12 +3.18 271 3,375 +55
Total Volume and Open Interest 103,285 230,219 +2,247
e-miNY RBOB Gasoline(NYM)
Aug10 100708 205.10 205.11 205.10 205.10 +2.60 0 2 +0
Sep10 100708 204.50 204.53 204.50 204.50 +2.70 0 1 +0
Oct10 100708 193.70 193.70 193.67 193.70 +3.00 0 1 +0
Nov10 100708 192.70 192.70 192.65 192.70 +3.20 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Aug10 100708 4.598 4.619 4.355 4.399 -0.166 111,455 127,791 -3,587
Sep10 100708 4.621 4.641 4.383 4.420 -0.168 34,896 143,199 -809
Oct10 100708 4.687 4.715 4.471 4.509 -0.158 32,638 84,578 +1,316
Nov10 100708 4.971 5.011 4.800 4.844 -0.131 18,524 47,575 +4,781
Dec10 100708 5.262 5.285 5.094 5.163 -0.096 8,764 38,669 -326
Jan11 100708 5.455 5.455 5.260 5.330 -0.089 9,758 57,727 +317
Feb11 100708 5.385 5.410 5.242 5.305 -0.086 1,047 18,712 +928
Mar11 100708 5.295 5.317 5.153 5.214 -0.081 4,234 53,740 +415
Apr11 100708 5.091 5.118 4.970 5.036 -0.062 3,895 41,452 +311
May11 100708 5.110 5.115 4.988 5.056 -0.060 1,134 20,015 +223
Jun11 100708 5.161 5.171 5.045 5.108 -0.057 741 8,107 -185
Jul11 100708 5.251 5.253 5.125 5.173 -0.055 695 6,199 +344
Aug11 100708 5.265 5.280 5.160 5.217 -0.053 145 5,318 +28
Sep11 100708 5.307 5.310 5.195 5.246 -0.052 157 5,405 +6
Oct11 100708 5.404 5.404 5.262 5.333 -0.051 604 18,754 +24
Nov11 100708 5.621 5.624 5.510 5.578 -0.039 276 5,077 +75
Total Volume and Open Interest 230,147 783,430 +3,939
Brent Crude Oil(ICE)
Aug10 100708 74.20 75.25 73.71 74.71 +1.20 130,688 139,411 -4,706
Sep10 100708 74.45 75.56 74.00 75.02 +1.25 78,600 159,835 +4,087
Oct10 100708 75.05 76.10 74.53 75.58 +1.29 32,435 74,218 +3,225
Nov10 100708 75.59 76.65 75.18 76.22 +1.32 10,765 26,887 -114
Dec10 100708 75.89 77.30 75.80 76.87 +1.35 29,228 105,048 +166
Jan11 100708 76.39 77.89 76.39 77.47 +1.36 5,960 24,598 +1,112
Feb11 100708 76.92 78.27 76.92 78.02 +1.37 4,484 15,961 -267
Mar11 100708 77.40 78.76 77.40 78.52 +1.38 4,418 12,011 +442
Apr11 100708 78.04 79.22 78.04 78.98 +1.37 3,548 8,938 +655
May11 100708 79.40 79.40 79.40 79.40 +1.36 2,356 14,966 +246
Jun11 100708 78.65 80.01 78.65 79.79 +1.36 5,232 23,927 -151
Jul11 100708 80.16 80.16 80.16 80.16 +1.38 783 7,559 +42
Aug11 100708 80.46 80.46 80.46 80.46 +1.39 467 3,469 -182
Sep11 100708 80.70 80.70 80.70 80.70 +1.39 1,597 3,979 +401
Total Volume and Open Interest 322,334 738,046 +6,129
Gas Oil(ICE)
Jul10 100708 635.25 646.50 632.75 640.25 +13.75 39,835 57,733 -7,648
Aug10 100708 637.25 648.75 634.50 642.50 +14.00 67,721 129,487 +623
Sep10 100708 643.25 652.50 638.00 646.50 +14.25 23,988 65,487 +1,800
Oct10 100708 644.25 656.25 644.25 650.50 +14.50 10,709 33,161 -362
Nov10 100708 648.25 659.75 648.00 654.25 +14.75 5,080 34,007 +155
Dec10 100708 654.75 663.50 650.25 658.00 +14.75 16,901 101,872 +1,647
Jan11 100708 657.00 667.75 656.50 662.75 +14.75 1,936 31,258 +288
Feb11 100708 661.25 671.00 660.75 667.00 +14.75 713 18,805 +282
Mar11 100708 665.00 670.75 665.00 670.75 +14.75 539 13,468 +150
Apr11 100708 669.25 678.50 669.25 674.25 +14.75 693 12,913 -166
Total Volume and Open Interest 174,735 629,150 -2,341
Ethanol(CBOT)
Jul10 100706 1.555 1.555 1.550 1.550 +0.005 1 160 -1
Aug10 100708 1.600 1.604 1.590 1.603 +0.019 43 1,275 -5
Sep10 100708 1.600 1.600 1.595 1.600 +0.025 11 981 +2
Oct10 100708 1.591 1.600 1.590 1.600 +0.022 22 1,030 +20
Nov10 100708 1.605 1.605 1.603 1.604 +0.016 23 839 +15
Dec10 100708 1.601 1.626 1.601 1.619 +0.018 26 2,005 +13
Jan11 100708 1.630 1.643 1.630 1.630 +0.015 31 1,501 +26
Feb11 100708 1.664 1.664 1.664 1.664 +0.015 27 802 +15
Total Volume and Open Interest 269 12,068 +34
WTI Crude Oil(ICE
Aug10 100708 74.71 75.98 74.37 75.44 +1.37 73,323 86,645 -2,074
Sep10 100708 75.41 76.52 74.95 76.03 +1.39 26,410 66,908 +4,767
Oct10 100708 75.99 77.00 75.59 76.58 +1.39 8,472 32,407 -376
Nov10 100708 76.26 77.60 76.24 77.20 +1.40 2,532 16,427 -439
Dec10 100708 76.83 78.21 76.72 77.79 +1.42 10,072 82,514 -1,834
Jan11 100708 78.33 78.42 77.99 78.27 +1.42 1,091 17,234 +50
Feb11 100708 78.69 78.69 78.69 78.69 +1.42 362 11,071 +37
Mar11 100708 79.10 79.10 79.10 79.10 +1.43 297 9,469 +14
Apr11 100708 79.49 79.49 79.49 79.49 +1.42 309 5,557 -5
May11 100708 79.88 79.88 79.88 79.88 +1.42 423 4,157 -14
Jun11 100708 80.22 80.37 79.44 80.25 +1.41 1,439 19,648 +359
Jul11 100708 80.58 80.58 80.58 80.58 +1.43 168 8,881 -4
Aug11 100708 80.78 80.78 80.78 80.78 +1.44 68 2,370 +10
Sep11 100708 80.93 80.93 80.93 80.93 +1.44 32 2,733 +0
Oct11 100708 81.07 81.07 81.07 81.07 +1.44 17 2,060 +0
Nov11 100708 81.22 81.22 81.22 81.22 +1.43 20 7,828 +5
Total Volume and Open Interest 128,864 489,942 +1,110
US Dollar Index(ICE)
Sep10 100708 84.195 84.245 83.880 84.035 -0.002 19,165 27,351 -40
Dec10 100708 84.405 84.405 84.300 84.370 -0.002 4 646 -3
Mar11 100708 84.730 84.730 84.730 84.730 -0.002      
Total Volume and Open Interest 19,169 27,998 -43
Australian Dollar(CME)
Sep10 100708 85.64 87.25 85.58 86.78 +0.95 129,053 64,018 +206
Dec10 100708 85.02 86.23 84.94 85.85 +0.91 71 698 +6
Mar11 100708 84.92 84.92 84.06 84.92 +0.86      
Total Volume and Open Interest 129,124 64,872 +212
British Pound(CME)
Sep10 100708 151.81 152.48 150.99 151.52 -0.51 105,053 123,332 +600
Dec10 100708 152.08 152.35 151.17 151.49 -0.52 120 358 +38
Mar11 100708 151.42 151.97 151.42 151.42 -0.55 0 3 +0
Total Volume and Open Interest 105,173 123,693 +638
Canadian Dollar(CME)
Sep10 100708 95.40 96.30 95.29 95.68 +0.39 109,708 88,463 +1,549
Dec10 100708 95.28 96.03 95.21 95.59 +0.38 199 3,511 +51
Mar11 100708 96.00 96.00 95.10 95.45 +0.35 0 343 +0
Jun11 100708 95.43 95.70 94.95 95.30 +0.35 3 223 +1
Total Volume and Open Interest 109,910 92,565 +1,601
Japanese Yen(CME)
Sep10 100708 114.06 114.17 112.88 113.21 -1.27 143,510 134,821 +7,002
Dec10 100708 114.22 114.67 113.10 113.39 -1.28 40 298 -8
Mar11 100708 113.59 114.88 113.59 113.59 -1.29 4 9 +4
Total Volume and Open Interest 143,554 135,128 +6,998
Swiss Franc(CME)
Sep10 100708 95.16 95.53 94.77 95.40 +0.15 50,878 44,938 +1,901
Dec10 100708 95.55 95.56 95.00 95.56 +0.12 11 61 +6
Mar11 100708 95.73 95.73 95.65 95.73 +0.08 0 2 +0
Total Volume and Open Interest 50,889 45,002 +1,907
EuroFX(CME)
Sep10 100708 126.35 127.25 126.22 126.80 +0.26 359,963 227,185 +6,593
Dec10 100708 126.60 127.20 126.39 126.79 +0.22 398 1,082 +115
Mar11 100708 127.05 127.06 126.58 126.77 +0.19 0 60 +0
Total Volume and Open Interest 360,361 228,333 +6,706
Mexican Peso(CME)
Jul10 100708 782.0 782.0 778.8 782.0 +3.2      
Aug10 100708 779.0 779.0 775.8 779.0 +3.2      
Total Volume and Open Interest 26,231 61,340 -1,906
30-Year T-Bonds(CBOT)
Sep10 100708 128~030 128~030 127~090 127~100 unch      
Dec10 100708 125~250 125~290 124~300 125~120 -0~170 249 1,182 -89
Mar11 100708 124~000 124~170 124~000 124~000 -0~170 0 30 +0
Total Volume and Open Interest 234,297 662,203 +8,916
10-Year T-Notes(CBOT)
Sep10 100708 122~115 122~150 121~265 122~050 -0~090 949,430 1,719,906 +3,931
Dec10 100708 121~115 121~155 120~310 121~065 -0~090 142 2,105 +90
Mar11 100708 119~195 119~285 119~195 119~195 -0~090 0 48 +0
Total Volume and Open Interest 949,573 1,722,092 +4,022
5-Year T-Notes(CBOT)
Sep10 100708 59~020 59~030 59~020 59~029 -0~006      
Dec10 100708 117~060 117~080 117~056 117~067 -0~013 14 35 +4
Mar11 100708 116~073 116~086 116~073 116~073 -0~013      
Total Volume and Open Interest 396,508 932,965 +19,076
2 Year T-Notes(CBOT)
Sep10 100708 54~091 54~091 54~090 54~090 unch      
Dec10 100708 109~020 109~021 109~020 109~021 unch 0 36 +0
Mar11 100708 108~117 108~117 108~117 108~117 unch      
Total Volume and Open Interest 254,063 870,380 -14,021
Eurodollars(CME)
Sep10 100708 99.410 99.450 99.405 99.440 +0.030 158,175 1,051,448 +19,366
Dec10 100708 99.330 99.375 99.325 99.365 +0.035 143,955 1,097,275 +16,210
Mar11 100708 99.235 99.275 99.225 99.265 +0.025 138,851 871,889 +2,279
Jun11 100708 99.110 99.140 99.090 99.130 +0.020 158,428 882,784 -971
Sep11 100708 98.945 98.975 98.925 98.965 +0.015 166,007 1,010,400 +31,045
Dec11 100708 98.725 98.750 98.695 98.740 +0.010 115,174 626,000 +2,561
Mar12 100708 98.520 98.540 98.490 98.530 unch 77,524 437,267 +2,594
Jun12 100708 98.300 98.310 98.260 98.300 -0.010 70,117 325,539 +5,084
Sep12 100708 98.085 98.090 98.040 98.080 -0.010 37,620 217,718 +3,075
Dec12 100708 97.855 97.865 97.815 97.850 -0.015 29,117 170,465 -1,040
Mar13 100708 97.650 97.670 97.620 97.655 -0.015 22,906 171,373 +1,855
Jun13 100708 97.440 97.455 97.405 97.435 -0.020 15,159 102,562 +1,764
Sep13 100708 97.220 97.235 97.185 97.220 -0.025 6,490 75,658 +8
Dec13 100708 97.000 97.015 96.955 96.995 -0.030 4,189 39,976 -142
Mar14 100708 96.825 96.845 96.775 96.815 -0.035 3,201 45,163 +284
Jun14 100708 96.650 96.660 96.585 96.630 -0.045 3,571 33,238 +1,097
Sep14 100708 96.490 96.505 96.420 96.465 -0.050 3,437 23,808 -33
Dec14 100708 96.310 96.335 96.250 96.295 -0.055 2,804 43,128 -434
Total Volume and Open Interest 1,169,553 7,411,219 +86,667
30 Day Federal Funds(CBOT)
Jul10 100708 99.815 99.817 99.815 99.815 unch 1,400 56,772 +374
Aug10 100708 99.805 99.810 99.805 99.805 unch 1,630 78,485 -621
Sep10 100708 99.800 99.805 99.800 99.800 unch 545 49,089 -12
Oct10 100708 99.795 99.800 99.795 99.795 unch 520 60,188 +180
Nov10 100708 99.785 99.790 99.785 99.785 unch 5,305 83,212 +534
Dec10 100708 99.780 99.785 99.775 99.780 +0.005 5,225 68,258 +269
Total Volume and Open Interest 23,213 593,842 +2,935
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 100708 99.665 99.665 99.665 99.665 -0.007 200 1,139 +65
Dec10 100708 99.685 99.685 99.685 99.685 unch 0 342 +0
Mar11 100708 99.695 99.695 99.695 99.695 unch 0 167 +0
Jun11 100708 99.675 99.675 99.675 99.675 unch      
Sep11 100708 99.660 99.660 99.660 99.660 unch      
Dec11 100708 99.670 99.670 99.670 99.670 unch      
Mar12 100708 99.635 99.635 99.635 99.635 unch      
Jun12 100708 99.685 99.685 99.685 99.685 unch      
Sep12 100708 99.740 99.740 99.740 99.740 -0.005      
Dec12 100708 99.435 99.435 99.435 99.435 -0.005      
Total Volume and Open Interest 200 1,648 +65
3-Mth Euro-Yen(SGX)
Sep10 100708 99.65 99.66 99.65 99.66 -0.01 29 3,368 -168
Dec10 100708 99.68 99.68 99.67 99.67 -0.01 0 1,372 +100
Mar11 100708 99.67 99.67 99.67 99.67 -0.01 0 1,909 +0
Jun11 100708 99.68 99.68 99.67 99.67 -0.01 0 1,183 +202
Sep11 100708 99.65 99.65 99.65 99.65 -0.01 0 108 +0
Dec11 100708 99.67 99.67 99.67 99.67 0.00 0 106 +0
Mar12 100708 99.63 99.63 99.63 99.63 -0.01 0 305 +0
Jun12 100708 99.68 99.68 99.68 99.68 0.00 0 754 +0
Total Volume and Open Interest 29 9,417 +134
Japanese Gov't Bonds(SGX)
Sep10 100708 141.61 141.61 141.28 141.46 -0.20 1,049 21,253 -5
Dec10 100708 140.58 140.58 140.58 140.58 -0.20 0 10 +0
Mar11 100708 138.49 138.49 138.49 138.49 -0.20      
Total Volume and Open Interest 1,049 21,263 -5
Euro-Bund(EUREX)
Sep10 100708 129.10 129.36 128.66 128.93 -0.37 277,288 890,437 -13,070
Dec10 100708 127.56 127.86 127.26 127.46 -0.29 88 1,370 -9
Mar11 100708 127.43 127.43 127.43 127.43 -0.29      
Total Volume and Open Interest 672,192 882,178 -9,638
Euro-Bobl(EUREX)
Sep10 100625 120.63 120.78 120.56 120.61 +0.59 576,317 700,482 -18,977
Dec10 100708 119.01 119.07 119.01 119.07 -0.19 1,894 9,158 +1,892
Mar11 100708 118.13 118.13 118.13 118.13 -0.19      
Total Volume and Open Interest 373,685 721,158 -6,596
3-Mth Euribor(EUREX)
Sep10 100708 99.020 99.020 98.970 98.990 -0.035 13 3,414 -4
Dec10 100708 98.850 98.860 98.850 98.855 -0.035 9 2,139 -2
Mar11 100708 98.775 98.785 98.775 98.785 -0.045 2 1,135 +1
Total Volume and Open Interest 26 10,499 -5
Long Gilt(LIFFE)
Sep10 100705 121~05 121~15 121~02 121~12 +0~23 66,100 278,204 +2,249
Dec10 100708 119~19 119~19 119~19 119~19 -0~04      
Total Volume and Open Interest 107,229 279,353 +3,377
3-Mth Short Sterling(LIFFE)
Sep10 100708 99.17 99.19 99.16 99.17 -0.01 40,605 356,940 -12,208
Dec10 100708 99.06 99.09 99.05 99.06 -0.01 40,552 394,499 +9,255
Mar11 100708 98.96 98.99 98.95 98.96 -0.02 65,254 321,294 -8,737
Jun11 100708 98.84 98.86 98.81 98.83 -0.02 61,772 306,378 -8,381
Sep11 100708 98.67 98.70 98.63 98.66 -0.03 45,737 323,187 -3,847
Dec11 100708 98.46 98.48 98.41 98.43 -0.04 42,432 257,953 +350
Total Volume and Open Interest 350,344 2,388,953 -22,121
3-Mth Euribor(LIFFE)
Sep10 100708 99.020 99.040 98.960 98.990 -0.035 179,907 607,911 -499
Dec10 100708 98.885 98.900 98.830 98.855 -0.035 123,897 485,501 +4,645
Mar11 100708 98.820 98.835 98.760 98.785 -0.045 101,831 487,738 -6,080
Total Volume and Open Interest 834,435 3,192,582 +10,878
3-Mth Aus T-Bills(SFE)
Sep10 100708 95.23 95.23 95.09 95.11 -0.12 8,667 248,339 -1,140
Dec10 100708 95.24 95.24 95.06 95.10 -0.14 15,642 177,762 +4,301
Mar11 100708 95.23 95.24 95.03 95.08 -0.16 8,997 78,500 +2,780
Jun11 100708 95.18 95.19 94.98 95.03 -0.15 1,482 55,413 +593
Sep11 100708 95.11 95.11 94.90 94.97 -0.13 815 37,303 +182
Dec11 100708 95.04 95.04 94.82 94.89 -0.13 411 26,791 -28
Mar12 100708 94.99 94.99 94.79 94.84 -0.12 444 24,240 -30
Jun12 100708 94.84 94.84 94.77 94.81 -0.13 473 7,097 +384
Sep12 100708 94.85 94.85 94.82 94.82 -0.13 12 3,459 +2
Dec12 100708 94.80 94.80 94.80 94.80 -0.13 2 1,259 +2
Total Volume and Open Interest 36,947 661,032 +7,048
10-Year Aus T-Bonds(SFE)
Sep10 100708 94.96 94.97 94.85 94.87 -0.09 32,081 336,960 +8,807
Dec10 100708 94.86 94.86 94.86 94.86 -0.09      
Total Volume and Open Interest 32,081 336,960 +8,807
3-Year Aus T-Bonds(SFE)
Sep10 100708 95.47 95.48 95.31 95.34 -0.14 93,155 576,366 +4,767
Dec10 100708 95.29 95.29 95.29 95.29 -0.14      
Total Volume and Open Interest 93,155 576,366 +4,767
Gold(CMX)
Aug10 100708 1202.9 1208.2 1187.3 1196.1 -2.8 148,108 323,963 -3,791
Oct10 100708 1206.0 1210.0 1189.8 1198.1 -2.7 5,859 25,175 -875
Dec10 100708 1206.6 1211.6 1191.4 1200.0 -2.7 9,449 96,879 +4,437
Feb11 100708 1211.8 1211.9 1197.0 1201.9 -2.7 171 22,124 -125
Apr11 100708 1213.4 1213.4 1200.6 1203.6 -2.8 29 16,990 +13
Jun11 100708 560.1 562.1 546.3 550.2 -2.7 675 12,949 +411
Aug11 100708 1207.4 1207.7 1203.0 1207.7 -2.7 570 6,411 -356
Oct11 100708 1210.0 1210.0 1210.0 1210.0 -2.7 1 7,281 +0
Dec11 100708 1222.3 1222.3 1206.0 1212.5 -2.7 751 13,452 -253
Feb12 100708 1215.3 1215.3 1215.3 1215.3 -2.6 0 3,753 +0
Apr12 100708 1218.5 1218.5 1218.5 1218.5 -2.5 0 4,988 +0
Jun12 100708 1222.0 1222.0 1222.0 1222.0 -2.3 9 10,107 -9
Total Volume and Open Interest 169,630 577,732 +2,037
Silver(CMX)
Jul10 100708 1807.0 1816.5 1774.0 1785.2 -12.7 225 1,063 -407
Sep10 100708 1806.5 1820.0 1772.5 1787.2 -12.8 27,525 65,873 -1,628
Dec10 100708 1810.5 1825.5 1779.0 1793.2 -12.8 626 23,352 +157
Mar11 100708 1818.0 1818.0 1793.5 1797.2 -12.8 707 9,832 -526
May11 100708 1802.0 1802.0 1799.3 1799.3 -12.8 64 7,646 +35
Jul11 100708 1801.2 1801.2 1801.2 1801.2 -12.8 52 3,783 +0
Sep11 100708 1802.8 1802.8 1802.8 1802.8 -12.8 0 423 +0
Total Volume and Open Interest 29,419 118,962 -2,314
Platinum(NYMEX)
Jul10 100708 1531.3 1531.3 1511.8 1511.8 -10.1 22 63 -36
Oct10 100708 1528.8 1538.9 1509.2 1516.4 -10.0 4,778 27,265 -626
Jan11 100708 1515.5 1521.0 1515.5 1521.0 -10.4 56 739 +45
Apr11 100708 1521.0 1521.0 1521.0 1521.0 -10.4 0 6 +0
Total Volume and Open Interest 4,856 28,097 -617
Palladium(NYMEX)
Sep10 100708 448.95 452.20 435.70 444.40 +2.05 3,054 18,966 +48
Dec10 100708 448.85 448.85 445.50 445.50 +2.00 7 511 +7
Mar11 100708 446.00 446.00 446.00 446.00 +2.00 0 20 +0
Total Volume and Open Interest 3,065 19,506 +55
Copper(CMX)
Jul10 100708 302.60 304.20 298.75 300.70 +0.15 447 2,259 -137
Sep10 100708 303.80 305.45 299.10 301.55 +0.05 30,253 77,301 -413
Dec10 100708 305.10 307.50 301.55 303.80 +0.10 1,425 20,804 -491
Mar11 100708 305.10 305.25 305.10 305.25 +0.10 183 9,938 -96
May11 100708 306.00 306.00 306.00 306.00 +0.10 1 1,350 +0
Total Volume and Open Interest 33,347 127,883 -612
DJIA Index(CBOT)
Sep10 100708 9970 10100 9953 10092 +112 621 6,435 +154
Dec10 100708 10029 10029 9919 10029 +110 0 6 +0
Mar11 100708 9976 9976 9867 9976 +109      
Jun11 100708 9918 9918 9809 9918 +109      
Total Volume and Open Interest 621 6,441 +154
S & P 500(CME)
Sep10 100708 1058.40 1068.30 1054.50 1067.00 +7.70 20,758 303,264 +3,062
Dec10 100708 1062.00 1063.70 1049.70 1062.40 +7.70 40 4,594 -40
Mar11 100708 1058.20 1059.50 1045.50 1058.20 +7.70 0 475 +0
Jun11 100708 1054.70 1056.00 1042.00 1054.70 +7.70 0 52 +0
Total Volume and Open Interest 20,798 308,396 +3,022
S & P 500 E-Mini(Globex)
Sep10 100708 1058.75 1068.50 1054.00 1067.00 +7.75 2,431,642 2,863,819 +38,615
Dec10 100708 1054.50 1063.25 1049.50 1062.50 +7.75 2,084 11,121 +501
Total Volume and Open Interest 2,433,762 2,875,146 +39,114
NASDAQ 100(CME)
Sep10 100708 1788.50 1804.00 1775.00 1798.00 +8.50 2,944 11,077 +1,053
Dec10 100708 1796.30 1796.30 1775.00 1796.30 +8.50 0 1 +0
Mar11 100708 1793.80 1793.80 1792.80 1793.80 +8.50      
Total Volume and Open Interest 2,944 11,078 +1,053
NASDAQ 100 E-Mini(Globex)
Sep10 100708 1788.50 1803.30 1774.50 1798.00 +8.50 359,579 305,044 +7,770
Dec10 100708 1787.30 1801.00 1775.00 1796.30 +8.50 153 185 -1
Total Volume and Open Interest 359,732 305,231 +7,769
S & P Midcap 400(CME)
Sep10 100708 729.00 734.50 722.55 730.80 +5.10 13 1,902 -9
Dec10 100708 728.80 728.80 728.20 728.80 +5.10      
Mar11 100708 726.80 726.80 726.20 726.80 +5.10      
Total Volume and Open Interest 13 1,902 -9
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100706 9205 9205 9205 9205 unch      
Dec10 100708 9635 9635 9605 9635 +80      
Total Volume and Open Interest 13,004 32,413 +1,417
Nikkei 225(SGX)
Sep10 100708 9260 9555 9225 9525 +260 116,475 159,452 +1,933
Dec10 100708 9465 9485 9465 9475 +260 163 1,975 +44
Mar11 100708 9470 9470 9470 9470 +260 0 41 +0
Total Volume and Open Interest 120,343 177,530 +3,656
CAC 40(EURONEXT)
Jul10 100708 3519.0 3569.5 3503.5 3535.0 +53.0 152,332 418,495 +24,210
Aug10 100708 3524.0 3569.0 3508.0 3535.5 +53.0 157 7,375 +102
Sep10 100708 3512.0 3550.0 3504.0 3531.0 +53.0 818 37,287 +289
Total Volume and Open Interest 153,317 464,405 +24,591
Hang Seng Index(HKFE)
Jul10 100708 20118 20213 19954 20029 +243 60,205 69,010 -1,723
Aug10 100708 20083 20173 19923 20000 +255 571 544 -8
Sep10 100708 20018 20063 19845 19905 +249 187 3,397 +9
Total Volume and Open Interest 61,065 73,690 -1,718
DAX(EUREX)
Sep10 100708 6046.0 6079.0 6010.5 6035.5 +47.5 161,359 147,583 -112
Dec10 100708 6050.0 6080.5 6020.5 6045.0 +48.5 226 10,749 -6
Mar11 100708 6063.0 6071.0 6050.0 6058.0 +48.5 43 428 -3
Total Volume and Open Interest 161,628 158,760 -121
FT-SE 100(EURONEXT)
Sep10 100708 5035.00 5108.00 5030.00 5063.50 +91.50 105,469 647,827 +2,464
Dec10 100708 5015.50 5084.50 5009.00 5042.00 +92.50 18 6,857 +13
Mar11 100708 4974.00 5024.50 4972.00 5002.50 +92.50 59 1,050 -40
Total Volume and Open Interest 105,551 655,924 +2,437
SPI 200(SFE)
Sep10 100708 4249.0 4348.0 4227.0 4347.0 +100.0 39,766 228,103 +5,395
Dec10 100708 4315.0 4363.0 4315.0 4363.0 +101.0 1 3,337 -80
Mar11 100708 4325.0 4350.0 4325.0 4350.0 +101.0 1 1,162 +1
Total Volume and Open Interest 39,898 233,472 +5,422
GSCI(CME)
Jul10 100708 497.00 499.50 492.50 498.30 +6.80 223 15,729 -429
Aug10 100708 500.50 501.25 493.65 500.50 +6.80 47 238 +30
Sep10 100708 502.00 504.00 497.50 503.00 +6.30 2 0 +0
Total Volume and Open Interest 272 15,967 -399
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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