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MRCI's End of Day Prices
Daily Futures Price Listing Wed July 14, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100714 1030.50 1038.50 1025.75 1036.00 +5.50 1,476 1,192 -534
Aug10 100714 994.00 1004.25 993.00 997.50 +2.50 44,928 66,207 +571
Sep10 100714 966.25 979.50 964.25 975.25 +8.25 10,777 19,013 +516
Nov10 100714 953.75 967.00 952.75 962.00 +7.50 82,147 274,455 +5,753
Jan11 100714 963.50 975.50 962.00 970.25 +6.75 5,621 39,384 +1,924
Mar11 100714 967.00 978.00 966.00 973.75 +6.75 1,863 13,498 +592
May11 100714 967.50 979.00 967.25 974.75 +7.25 1,753 13,186 +279
Total Volume and Open Interest 150,606 461,725 +9,058
Soybean Meal(CBOT)
Jul10 100714 314.00 318.40 310.00 313.00 +0.10 1,852 1,687 -820
Aug10 100714 296.80 300.40 295.30 298.30 +1.30 20,575 39,869 -681
Sep10 100714 285.80 290.40 285.30 288.30 +2.50 6,714 25,722 +849
Oct10 100714 278.30 282.20 278.00 280.50 +3.00 2,807 14,035 -424
Dec10 100714 276.10 281.30 276.10 279.60 +2.70 25,632 91,693 -2,032
Jan11 100714 278.10 280.50 276.40 278.70 +2.30 1,078 6,795 -210
Mar11 100714 277.90 280.70 277.90 278.70 +2.10 587 6,449 -25
May11 100714 278.60 279.30 277.20 277.60 +1.90 767 5,278 +43
Total Volume and Open Interest 60,399 198,865 -3,307
Soybean Oil(CBOT)
Jul10 100714 37.82 38.10 37.74 38.05 +0.13 1,968 601 -737
Aug10 100714 38.00 38.30 37.79 38.11 +0.09 22,715 66,063 -1,988
Sep10 100714 38.14 38.46 37.97 38.28 +0.10 10,716 36,319 +2,255
Oct10 100714 38.30 38.66 38.21 38.48 +0.09 6,464 17,209 +2,166
Dec10 100714 38.81 39.08 38.58 38.90 +0.09 34,583 142,027 -2,375
Jan11 100714 39.05 39.36 38.97 39.21 +0.09 1,860 10,131 +118
Mar11 100714 39.48 39.66 39.17 39.50 +0.10 555 6,189 +122
May11 100714 39.63 39.90 39.62 39.75 +0.08 896 4,099 +244
Total Volume and Open Interest 79,914 289,471 -219
Canola(WCE)
Jul10 100714 442.4 442.4 442.4 442.4 +3.5 112 100 +89
Nov10 100714 437.7 447.0 437.7 442.4 +3.5 6,338 131,287 -427
Jan11 100714 439.5 447.7 438.7 443.3 +3.5 103 10,149 +16
Mar11 100714 437.9 445.6 437.1 441.7 +3.5 25 5,431 +5
May11 100714 439.1 446.3 438.3 441.8 +2.5 25 1,706 -1
Total Volume and Open Interest 6,665 152,528 -288
Corn(CBOT)
Jul10 100714 366.00 377.00 365.75 375.25 +8.50 6,507 3,233 -1,442
Sep10 100714 374.00 385.00 374.00 384.25 +9.00 54,029 385,674 -2,445
Dec10 100714 386.00 397.00 386.00 396.25 +9.25 81,133 490,681 +1,260
Mar11 100714 398.50 408.75 398.50 408.00 +8.75 7,349 82,438 +517
May11 100714 402.50 416.50 402.50 415.75 +8.25 1,756 15,810 -217
Jul11 100714 413.25 423.00 413.25 422.25 +8.00 2,522 50,062 -85
Total Volume and Open Interest 157,984 1,119,447 -2,410
Wheat(CBOT)
Jul10 100714 534.50 553.25 533.50 548.25 +12.50 1,659 1,356 -776
Sep10 100714 546.00 566.00 545.25 559.00 +9.75 39,567 202,290 -1,665
Dec10 100714 575.00 594.75 574.25 588.25 +10.00 20,591 119,434 -479
Mar11 100714 600.00 617.50 599.50 610.75 +8.75 5,134 36,122 +1,198
May11 100714 614.75 628.50 614.25 622.50 +5.25 1,325 17,604 +87
Total Volume and Open Interest 71,193 462,466 -1,107
Wheat(KCBT)
Jul10 100714 561.25 574.00 560.50 567.50 +5.25 116 240 -76
Sep10 100714 564.50 581.50 564.00 572.50 +5.75 11,760 61,000 -798
Dec10 100714 582.00 598.75 582.00 589.75 +5.75 5,090 52,018 -130
Mar11 100714 601.00 615.00 599.00 606.75 +5.75 2,348 20,489 -293
May11 100714 611.00 622.75 611.00 616.75 +6.00 213 5,782 +62
Total Volume and Open Interest 20,602 174,784 -1,146
Wheat(MGE)
Jul10 100714 572.00 572.00 572.00 572.00 +4.50 8 8 -20
Sep10 100714 577.00 594.00 576.50 583.25 +4.75 3,215 18,066 +197
Dec10 100714 593.00 610.00 592.50 599.25 +4.75 1,761 15,525 -170
Mar11 100714 610.00 626.00 608.75 615.75 +4.75 479 5,778 -11
May11 100714 620.00 635.25 620.00 626.25 +5.25 132 1,678 -12
Total Volume and Open Interest 6,142 50,258 +29
Oats(CBOT)
Jul10 100714 254.25 254.25 246.50 254.25 +7.75 26 226 -157
Sep10 100714 253.00 268.25 251.00 259.00 +6.00 360 3,721 -52
Dec10 100714 259.00 274.50 257.25 265.50 +6.50 579 5,885 -45
Mar11 100714 272.00 273.50 265.00 272.00 +7.00 1 192 -1
Total Volume and Open Interest 966 10,026 -255
Rough Rice(CBOT)
Jul10 100714 9.65 9.67 9.65 9.65 -0.02 64 93 +64
Sep10 100714 9.90 9.97 9.78 9.82 -0.04 324 8,945 +70
Nov10 100714 10.11 10.19 10.06 10.09 -0.05 114 2,761 +2
Jan11 100714 10.41 10.41 10.35 10.35 -0.05 26 575 +16
Total Volume and Open Interest 551 14,277 +155
Live Cattle(CME)
Aug10 100714 90.980 92.650 90.680 92.330 +1.380 21,383 84,483 -7,576
Oct10 100714 92.250 93.700 92.035 93.400 +1.115 16,918 120,146 +3,693
Dec10 100714 94.700 95.635 94.400 95.480 +0.880 5,067 59,782 +1,791
Feb11 100714 95.950 96.800 95.600 96.750 +0.750 2,777 26,430 +4
Apr11 100714 97.750 98.450 97.250 98.250 +0.600 2,059 14,746 +1,019
Jun11 100714 93.930 94.900 93.930 94.850 +0.650 1,377 6,351 +1,067
Total Volume and Open Interest 49,623 314,762 +22
Feeder Cattle(CME)
Aug10 100714 113.750 114.135 113.285 113.635 unch 3,699 18,031 -890
Sep10 100714 114.135 114.200 113.385 113.950 +0.065 1,795 10,172 +651
Oct10 100714 114.000 114.050 113.350 113.700 -0.130 879 6,498 +110
Nov10 100714 113.480 113.550 112.900 113.480 -0.155 331 2,302 +82
Jan11 100714 111.250 111.650 110.930 111.650 -0.080 62 805 +3
Mar11 100714 110.100 110.950 110.000 110.950 unch 4 238 +0
Apr11 100714 110.000 110.000 110.000 110.000 unch 0 19 +0
Total Volume and Open Interest 6,773 38,081 -41
Lean Hogs(CME)
Jul10 100714 77.900 78.035 77.750 77.830 -0.205 3,383 6,607 -1,258
Aug10 100714 79.150 81.650 79.035 81.430 +2.080 20,507 47,599 -5,203
Oct10 100714 74.100 76.200 73.900 75.800 +1.575 14,892 62,297 +3,952
Dec10 100714 72.300 73.975 72.150 73.725 +1.275 6,906 38,493 +1,376
Feb11 100714 74.285 75.400 74.050 75.385 +0.985 2,921 13,520 +98
Apr11 100714 75.285 76.200 75.200 76.200 +0.770 1,807 12,123 +246
May11 100714 78.900 79.200 78.300 78.900 +0.300 2 369 +2
Jun11 100714 81.500 82.500 81.330 82.400 +0.720 836 5,441 +440
Total Volume and Open Interest 51,538 188,022 -217
Pork Bellies(CME)
Jul10 100714 102.100 103.750 102.100 103.750 +1.550 0 27 -2
Aug10 100714 98.100 98.300 98.100 98.300 +1.300 1 25 -1
Feb11 100714 100.000 100.000 100.000 100.000 unch 0 5 +0
Mar11 100714 100.500 100.500 100.500 100.500 unch 0 1 +0
May11 100714 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 1 58 -3
Class III Milk(CME)
Jul10 100714 13.70 13.77 13.70 13.73 unch 118 4,218 +7
Aug10 100714 14.80 15.00 14.74 14.96 +0.22 488 4,922 -16
Sep10 100714 15.02 15.15 15.00 15.13 +0.13 288 4,334 +26
Oct10 100714 14.90 14.97 14.85 14.96 +0.07 82 3,664 +5
Nov10 100714 14.75 14.80 14.75 14.80 +0.05 33 3,598 +2
Total Volume and Open Interest 1,085 26,654 +76
Cocoa(ICE)
Jul10 100714 3131 3142 3131 3134 +108 1 14 -13
Sep10 100714 3055 3164 3055 3153 +108 4,090 60,708 -286
Dec10 100714 3085 3179 3081 3171 +101 2,823 24,567 +272
Mar11 100714 3142 3199 3140 3190 +98 1,559 18,425 +770
May11 100714 3172 3201 3170 3194 +91 52 8,151 -14
Jul11 100714 3177 3201 3177 3201 +91 13 4,023 +6
Sep11 100714 3182 3206 3182 3206 +89 0 1,479 +0
Total Volume and Open Interest 8,538 122,932 +735
Coffee "C"(ICE)
Jul10 100714 163.00 163.00 162.60 162.60 -0.65 10 69 -23
Sep10 100714 165.25 166.55 164.00 164.90 -0.75 7,824 92,417 +516
Dec10 100714 165.55 166.75 164.45 165.25 -0.70 2,543 47,756 +805
Mar11 100714 165.50 166.40 164.60 164.95 -0.75 507 18,983 +230
May11 100714 165.25 165.85 164.25 164.45 -0.70 118 6,256 +28
Jul11 100714 164.35 164.35 164.20 164.20 -0.65 21 3,030 +59
Total Volume and Open Interest 11,035 170,056 +1,615
Orange Juice(ICE)
Sep10 100714 142.20 142.85 137.80 138.85 -2.80 1,141 19,531 -394
Nov10 100714 143.95 144.60 139.60 140.80 -2.40 57 4,162 +39
Jan11 100714 145.00 145.25 140.80 141.35 -2.95 4 1,644 +3
Mar11 100714 142.20 142.20 142.20 142.20 -2.95 2 308 +98
May11 100714 142.65 142.65 142.65 142.65 -3.00 0 154 +0
Jul11 100714 144.25 144.25 144.25 144.25 -3.00 0 199 +0
Total Volume and Open Interest 1,204 26,000 -610
Sugar #11(ICE)
Oct10 100714 17.12 17.20 16.82 16.97 -0.20 30,870 258,162 -3,307
Mar11 100714 17.64 17.68 17.30 17.45 -0.23 11,925 141,023 +2,199
May11 100714 17.09 17.18 16.89 17.00 -0.16 2,422 27,822 +137
Jul11 100714 16.67 16.83 16.53 16.61 -0.15 2,369 63,004 +186
Oct11 100714 16.57 16.59 16.35 16.45 -0.13 528 29,125 +106
Total Volume and Open Interest 48,852 579,000 -227
London Cocoa(LCE)
Jul10 100714 2622 2725 2622 2713 +112 18,303 29,051 -9,682
Sep10 100714 2411 2465 2411 2436 +39 18,788 71,212 +3,064
Dec10 100714 2238 2280 2238 2265 +36 1,350 37,129 +383
Mar11 100714 2220 2236 2217 2220 +29 232 30,425 -64
May11 100714 2216 2228 2210 2221 +33 37 10,163 +0
Jul11 100714 2219 2231 2215 2222 +34 0 1,908 +0
Sep11 100714 2224 2231 2215 2221 +40 0 2,480 +0
Total Volume and Open Interest 38,710 188,189 -6,299
London Sugar(LCE)
Oct10 100714 520.90 526.00 516.70 519.20 -1.30 4,349 37,683 +732
Dec10 100714 488.00 488.30 483.10 483.30 -1.80 445 10,361 -140
Mar11 100714 486.80 486.80 483.20 483.80 -2.00 1,197 9,134 +731
May11 100714 475.80 475.80 472.20 473.40 -0.80 37 3,174 -4
Aug11 100714 464.70 464.70 459.10 459.70 +0.70 130 2,284 +112
Total Volume and Open Interest 9,787 67,205 -527
Cotton(ICE)
Oct10 100714 78.05 78.44 77.08 77.25 -0.89 157 1,311 -31
Dec10 100714 74.65 74.82 73.21 73.35 -1.30 8,837 117,861 -1,070
Mar11 100714 75.55 75.66 74.27 74.30 -1.35 1,694 26,652 +893
May11 100714 76.00 76.15 75.01 75.13 -1.02 93 1,222 +15
Jul11 100714 76.60 76.60 75.30 75.48 -0.97 71 6,794 +24
Oct11 100714 73.93 73.93 73.93 73.93 -0.62 1 8 +1
Total Volume and Open Interest 10,863 155,702 -167
Lumber(CME)
Jul10 100714 205.7 206.5 201.2 204.0 -1.6 100 593 -84
Sep10 100714 215.2 218.0 212.9 213.8 -1.9 144 5,537 +25
Nov10 100714 220.0 222.0 217.2 219.0 unch 49 2,230 +11
Jan11 100714 238.0 238.0 236.2 237.7 -1.3 12 138 +1
Total Volume and Open Interest 305 8,511 -47
Crude Oil(NYM)
Aug10 100714 77.13 78.15 76.38 77.04 -0.11 309,169 201,249 -31,826
Sep10 100714 77.61 78.55 76.83 77.45 -0.14 142,727 259,883 +31,602
Oct10 100714 78.02 78.90 77.24 77.79 -0.19 34,297 76,095 +3,860
Nov10 100714 78.59 79.37 77.77 78.29 -0.24 15,679 48,459 +1,069
Dec10 100714 79.19 79.96 78.35 78.83 -0.28 26,597 196,408 -274
Jan11 100714 79.47 80.31 78.89 79.33 -0.28 5,176 41,826 +740
Feb11 100714 80.00 80.65 79.63 79.74 -0.28 3,098 16,699 +376
Mar11 100714 80.21 81.10 79.72 80.11 -0.29 5,522 21,697 -1,231
Apr11 100714 80.37 81.00 80.23 80.47 -0.30 3,613 12,616 +1,093
May11 100714 80.81 80.81 80.81 80.81 -0.31 1,337 7,877 +51
Jun11 100714 81.06 81.82 80.84 81.13 -0.32 4,089 45,549 -215
Jul11 100714 81.44 81.44 81.44 81.44 -0.32 2,916 22,881 -1,385
Aug11 100714 81.61 81.61 81.61 81.61 -0.32 292 7,410 +0
Sep11 100714 81.73 81.73 81.73 81.73 -0.32 198 7,427 -91
Oct11 100714 81.85 81.85 81.85 81.85 -0.32 261 5,201 -24
Nov11 100714 81.96 81.96 81.96 81.96 -0.32 94 11,016 +6
Total Volume and Open Interest 563,614 1,283,594 +2,894
e-miNY Crude Oil(NYM)
Jul10 100621 77.900 78.900 76.925 77.825 +0.650 6,480 3,117 -814
Aug10 100630 75.475 76.825 74.400 75.625 -0.325 10,591 2,274 +96
Sep10 100714 77.725 78.525 76.850 77.450 -0.150 945 1,420 +216
Oct10 100714 77.975 78.800 77.300 77.800 -0.175 67 196 +11
Nov10 100714 78.975 79.000 78.050 78.300 -0.225 14 132 +13
Dec10 100714 78.675 79.775 78.675 78.825 -0.275 2 116 +0
Jan11 100714 79.325 79.325 79.325 79.325 -0.275 0 1 +0
Feb11 100714 80.150 80.150 79.750 79.750 -0.275 0 1 +0
Mar11 100714 80.100 80.100 80.100 80.100 -0.300      
Apr11 100714 80.475 80.475 80.475 80.475 -0.300      
Total Volume and Open Interest 9,446 4,527 +567
Heating Oil(NYM)
Aug10 100714 204.69 206.41 202.49 203.61 -1.13 37,692 71,595 -2,422
Sep10 100714 207.28 208.71 204.83 205.92 -1.18 14,578 55,074 +2,212
Oct10 100714 208.89 211.07 207.30 208.23 -1.25 7,647 31,743 +1,385
Nov10 100714 210.96 211.29 210.04 210.95 -1.26 2,681 22,761 +881
Dec10 100714 214.00 216.29 212.75 213.72 -1.22 5,270 35,539 -149
Jan11 100714 215.90 218.21 215.62 216.44 -1.15 1,621 24,648 +295
Feb11 100714 218.23 220.07 218.00 218.37 -1.08 411 11,085 +98
Mar11 100714 218.80 221.32 218.50 219.07 -1.04 764 9,601 +39
Apr11 100714 219.96 219.96 218.57 218.57 -1.10 503 6,273 +391
May11 100714 217.75 219.54 217.49 218.16 -1.11 307 5,641 +76
Jun11 100714 217.28 220.30 217.28 218.16 -1.11 243 18,959 +22
Jul11 100714 219.25 219.25 219.25 219.25 -1.12 111 2,024 -30
Total Volume and Open Interest 72,339 314,008 +2,848
Gasoline(NYMEX)
Aug10 100714 208.30 209.41 205.85 206.65 -1.56 43,809 65,842 -6,953
Sep10 100714 208.00 209.20 205.71 206.42 -1.42 24,169 67,791 +6,220
Oct10 100714 195.86 198.34 195.40 196.25 -0.93 7,701 28,028 +1,083
Nov10 100714 195.75 197.69 194.45 195.35 -0.81 3,029 24,340 +417
Dec10 100714 195.49 198.36 195.09 195.89 -0.74 3,813 13,547 -24
Jan11 100714 197.53 200.00 197.10 197.76 -0.67 699 7,076 -7
Feb11 100714 199.70 202.10 199.34 199.86 -0.66 115 2,050 -6
Mar11 100714 201.71 204.20 201.49 201.99 -0.62 196 2,678 +26
Apr11 100714 213.33 213.99 213.33 213.99 -0.62 98 3,886 -8
May11 100714 215.01 215.01 215.01 215.01 -0.58 24 3,472 +5
Total Volume and Open Interest 83,660 229,492 +753
e-miNY RBOB Gasoline(NYM)
Aug10 100714 206.70 206.70 206.65 206.70 -1.50 0 1 +0
Sep10 100714 206.40 206.42 206.40 206.40 -1.40 0 1 +0
Oct10 100714 196.30 196.30 196.25 196.30 -0.90 0 1 +0
Nov10 100714 195.40 195.40 195.35 195.40 -0.80 0 1 +0
Total Volume and Open Interest 1 10 +1
Natural Gas(NYM)
Aug10 100714 4.373 4.389 4.303 4.306 -0.048 67,874 121,306 -4,773
Sep10 100714 4.388 4.392 4.315 4.319 -0.045 30,235 146,360 +4,289
Oct10 100714 4.456 4.456 4.383 4.388 -0.041 19,568 88,810 -994
Nov10 100714 4.746 4.746 4.675 4.684 -0.042 11,801 55,418 -775
Dec10 100714 5.071 5.074 4.999 5.006 -0.053 7,164 38,946 -138
Jan11 100714 5.267 5.267 5.185 5.193 -0.053 10,498 59,577 +351
Feb11 100714 5.245 5.245 5.167 5.170 -0.051 524 17,470 -45
Mar11 100714 5.135 5.135 5.080 5.084 -0.050 4,847 51,498 -1,895
Apr11 100714 5.008 5.008 4.913 4.919 -0.050 3,901 43,636 +1,349
May11 100714 4.981 4.981 4.940 4.941 -0.050 361 20,098 +8
Jun11 100714 5.058 5.058 4.992 4.992 -0.050 496 7,909 -172
Jul11 100714 5.109 5.110 5.055 5.057 -0.050 438 6,951 +243
Aug11 100714 5.120 5.142 5.101 5.102 -0.050 67 5,426 +31
Sep11 100714 5.156 5.170 5.130 5.130 -0.050 54 5,533 +11
Oct11 100714 5.248 5.252 5.215 5.215 -0.051 324 19,006 +33
Nov11 100714 5.477 5.494 5.453 5.453 -0.050 52 5,194 -11
Total Volume and Open Interest 158,515 795,690 -2,459
Brent Crude Oil(ICE)
Aug10 100714 76.96 77.79 76.05 76.77 +0.12 106,482 64,657 -17,375
Sep10 100714 77.03 77.70 76.07 76.66 -0.07 112,803 194,855 +98
Oct10 100714 77.26 77.98 76.39 76.98 -0.06 54,022 98,606 +11,500
Nov10 100714 77.56 78.31 76.95 77.47 -0.06 22,066 33,302 -181
Dec10 100714 78.10 78.98 77.39 78.00 -0.09 28,397 112,181 +3,154
Jan11 100714 78.26 79.49 78.00 78.51 -0.11 4,615 25,635 -123
Feb11 100714 79.01 79.53 78.49 79.00 -0.11 2,173 16,643 -18
Mar11 100714 79.48 80.16 79.29 79.45 -0.13 1,783 13,094 +198
Apr11 100714 79.93 80.60 79.44 79.89 -0.13 1,526 9,845 +520
May11 100714 80.28 80.28 80.28 80.28 -0.13 582 15,474 -79
Jun11 100714 80.41 81.38 80.20 80.65 -0.12 2,056 25,137 -219
Jul11 100714 81.00 81.00 81.00 81.00 -0.13 142 7,640 +8
Aug11 100714 81.28 81.28 81.28 81.28 -0.13 13 3,927 -1
Sep11 100714 81.51 81.51 81.51 81.51 -0.11 1 4,566 +0
Total Volume and Open Interest 342,218 744,005 -2,645
Gas Oil(ICE)
Aug10 100714 653.75 658.50 647.25 651.75 -1.50 73,456 150,712 +4,255
Sep10 100714 657.25 663.00 652.00 656.50 -1.00 53,155 93,062 +10,387
Oct10 100714 660.00 667.50 656.50 661.00 -0.50 18,303 35,615 +592
Nov10 100714 665.50 670.50 661.25 665.00 -0.25 4,700 35,717 +437
Dec10 100714 667.75 674.25 664.00 668.75 -0.25 11,047 96,268 -426
Jan11 100714 673.00 678.50 668.50 673.00 -0.50 685 33,362 +341
Feb11 100714 674.00 677.00 674.00 677.00 -0.50 306 19,652 -32
Mar11 100714 678.25 680.50 678.00 680.50 -0.50 264 13,535 -33
Apr11 100714 682.50 685.00 679.50 683.50 -0.50 297 13,314 +40
May11 100714 684.00 688.25 682.50 686.75 -0.25 381 14,722 -85
Total Volume and Open Interest 166,805 625,822 +4,822
Ethanol(CBOT)
Jul10 100706 1.555 1.555 1.550 1.550 +0.005 1 160 -1
Aug10 100714 1.580 1.595 1.580 1.590 +0.020 84 961 -46
Sep10 100714 1.585 1.595 1.585 1.590 +0.019 57 991 +17
Oct10 100714 1.595 1.601 1.595 1.595 +0.025 20 1,059 +15
Nov10 100714 1.607 1.607 1.603 1.603 +0.028 11 873 +11
Dec10 100714 1.624 1.624 1.615 1.615 +0.026 15 2,037 +7
Jan11 100714 1.635 1.635 1.630 1.633 +0.026 15 1,552 +15
Feb11 100714 1.680 1.680 1.680 1.680 +0.029 5 790 +0
Total Volume and Open Interest 294 11,872 +84
WTI Crude Oil(ICE
Aug10 100714 77.27 78.14 76.38 77.04 -0.11 66,296 59,334 -8,032
Sep10 100714 77.80 78.54 76.83 77.45 -0.14 37,155 88,881 +5,099
Oct10 100714 78.17 78.85 77.28 77.79 -0.19 10,831 39,484 +2,202
Nov10 100714 78.69 79.20 77.93 78.29 -0.24 1,935 15,843 +50
Dec10 100714 79.25 79.78 78.38 78.83 -0.28 8,203 82,720 -726
Jan11 100714 79.14 80.13 79.04 79.33 -0.28 671 16,713 +78
Feb11 100714 79.44 80.47 79.44 79.74 -0.28 1,149 11,067 -3
Mar11 100714 79.86 80.90 79.72 80.11 -0.29 1,229 8,103 -112
Apr11 100714 80.61 81.25 80.47 80.47 -0.30 218 6,007 -23
May11 100714 80.81 80.81 80.81 80.81 -0.31 162 4,111 -53
Jun11 100714 80.83 81.26 80.83 81.13 -0.32 1,035 19,888 +295
Jul11 100714 81.44 81.44 81.44 81.44 -0.32 9 10,153 +1,200
Aug11 100714 81.61 81.61 81.61 81.61 -0.32 5 2,308 +0
Sep11 100714 81.73 81.73 81.73 81.73 -0.32 7 2,791 +0
Oct11 100714 81.85 81.85 81.85 81.85 -0.32 5 2,090 -5
Nov11 100714 81.96 81.96 81.96 81.96 -0.32 9 7,175 +0
Total Volume and Open Interest 131,750 490,651 +448
US Dollar Index(ICE)
Sep10 100714 83.710 83.875 83.365 83.598 -0.222 12,706 24,590 -622
Dec10 100714 84.005 84.045 83.918 83.918 -0.222 4 649 +0
Mar11 100714 84.277 84.277 84.277 84.277 -0.223      
Total Volume and Open Interest 12,710 25,240 -622
Australian Dollar(CME)
Sep10 100714 87.71 88.08 87.22 87.53 +0.11 62,755 64,639 -94
Dec10 100714 86.81 87.00 86.42 86.58 +0.11 227 844 +136
Mar11 100714 85.64 85.64 85.55 85.64 +0.09      
Total Volume and Open Interest 62,982 65,639 +42
British Pound(CME)
Sep10 100714 151.72 152.95 151.69 152.48 +0.93 118,902 133,959 +5,477
Dec10 100714 151.90 152.77 151.52 152.44 +0.92 123 326 -6
Mar11 100714 152.39 152.39 151.48 152.39 +0.91 0 3 +0
Total Volume and Open Interest 119,025 134,288 +5,471
Canadian Dollar(CME)
Sep10 100714 96.90 97.16 96.35 96.54 -0.26 62,643 79,918 -301
Dec10 100714 96.71 97.01 96.22 96.40 -0.26 452 3,374 -53
Mar11 100714 96.74 96.74 96.15 96.23 -0.27 3 348 +0
Jun11 100714 96.10 96.39 96.01 96.01 -0.28 0 233 +0
Total Volume and Open Interest 63,098 83,898 -354
Japanese Yen(CME)
Sep10 100714 112.81 113.64 112.31 113.41 +0.41 90,750 129,726 +3,281
Dec10 100714 112.90 113.69 112.67 113.58 +0.40 71 336 +14
Mar11 100714 113.77 113.77 113.38 113.77 +0.39 0 9 +0
Total Volume and Open Interest 90,821 130,071 +3,295
Swiss Franc(CME)
Sep10 100714 94.88 95.10 94.27 94.88 +0.11 38,370 49,572 +2,164
Dec10 100714 94.88 95.10 94.56 95.03 +0.11 7 98 +3
Mar11 100714 95.16 95.16 95.07 95.16 +0.09 0 2 +0
Total Volume and Open Interest 38,377 49,673 +2,167
EuroFX(CME)
Sep10 100714 127.28 127.79 126.82 127.30 +0.28 184,312 218,780 +8,864
Dec10 100714 127.22 127.72 126.85 127.30 +0.28 197 1,380 -46
Mar11 100714 127.40 127.40 127.02 127.29 +0.27 1 62 +0
Total Volume and Open Interest 184,512 220,229 +8,819
Mexican Peso(CME)
Jul10 100714 787.0 787.8 787.0 787.0 -0.8      
Aug10 100714 784.0 784.8 784.0 784.0 -0.8      
Total Volume and Open Interest 12,771 60,263 +203
30-Year T-Bonds(CBOT)
Sep10 100714 125~210 126~200 125~160 126~190 +0~230      
Dec10 100714 124~030 125~080 124~020 125~060 +1~040 127 1,174 -15
Mar11 100714 123~280 123~280 122~240 123~280 +1~040 0 30 -1
Total Volume and Open Interest 211,073 678,528 +4,229
10-Year T-Notes(CBOT)
Sep10 100714 121~180 122~100 121~145 122~075 +0~185 797,657 1,738,830 +27,415
Dec10 100714 120~170 121~115 120~170 121~100 +0~195 99 2,615 -2
Mar11 100714 120~020 120~020 119~060 119~280 +0~220 18 59 +11
Total Volume and Open Interest 797,774 1,741,537 +27,424
5-Year T-Notes(CBOT)
Sep10 100714 118~001 118~068 117~119 118~059 +0~052 316,207 920,338 -867
Dec10 100714 117~023 117~070 117~010 117~070 +0~054 25 104 +22
Mar11 100714 116~076 116~076 116~022 116~076 +0~054      
Total Volume and Open Interest 316,232 920,442 -845
2 Year T-Notes(CBOT)
Sep10 100714 54~093 54~093 54~093 54~093 +0~004      
Dec10 100714 109~005 109~030 109~005 109~027 +0~017 0 40 +0
Mar11 100714 108~123 108~123 108~106 108~123 +0~017      
Total Volume and Open Interest 129,750 846,224 +1,230
Eurodollars(CME)
Sep10 100714 99.435 99.450 99.430 99.445 +0.010 162,549 1,032,820 +1,162
Dec10 100714 99.360 99.390 99.360 99.385 +0.020 113,518 1,156,292 +8,643
Mar11 100714 99.275 99.320 99.265 99.310 +0.035 109,591 918,892 +14,834
Jun11 100714 99.125 99.190 99.115 99.180 +0.050 88,137 875,955 +392
Sep11 100714 98.945 99.030 98.935 99.020 +0.070 109,538 1,011,136 -3,040
Dec11 100714 98.705 98.810 98.690 98.795 +0.085 89,582 635,534 -4,997
Mar12 100714 98.470 98.600 98.460 98.575 +0.095 58,618 452,282 +6,810
Jun12 100714 98.205 98.365 98.200 98.330 +0.100 59,478 337,410 +1,556
Sep12 100714 97.960 98.125 97.950 98.085 +0.100 44,757 238,176 +5,951
Dec12 100714 97.705 97.875 97.695 97.835 +0.100 40,204 166,524 -52
Mar13 100714 97.495 97.665 97.490 97.625 +0.100 48,098 190,840 +1,867
Jun13 100714 97.270 97.440 97.265 97.395 +0.095 35,605 112,918 +2,362
Sep13 100714 97.050 97.215 97.050 97.170 +0.090 15,737 79,835 +1,644
Dec13 100714 96.825 96.980 96.825 96.945 +0.090 8,572 40,522 -845
Mar14 100714 96.650 96.800 96.650 96.765 +0.085 8,252 46,969 -209
Jun14 100714 96.485 96.615 96.485 96.585 +0.085 6,978 35,794 -747
Sep14 100714 96.330 96.450 96.330 96.420 +0.080 4,584 26,899 +376
Dec14 100714 96.170 96.280 96.170 96.255 +0.080 2,772 43,839 -440
Total Volume and Open Interest 1,025,949 7,596,798 +34,471
30 Day Federal Funds(CBOT)
Jul10 100714 99.820 99.820 99.817 99.817 unch 5,375 57,153 +1,812
Aug10 100714 99.810 99.815 99.810 99.810 unch 1,299 77,747 +418
Sep10 100714 99.810 99.810 99.805 99.805 unch 1,291 52,215 +1,049
Oct10 100714 99.800 99.805 99.795 99.800 +0.005 2,173 61,385 +913
Nov10 100714 99.790 99.795 99.785 99.790 +0.005 2,489 81,468 -1,255
Dec10 100714 99.785 99.790 99.780 99.785 +0.005 468 68,151 -83
Total Volume and Open Interest 25,938 604,976 +3,766
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 100714 99.650 99.650 99.650 99.650 -0.005 0 871 +0
Dec10 100714 99.658 99.658 99.658 99.658 -0.005 100 542 +100
Mar11 100714 99.680 99.680 99.680 99.680 +0.012 0 367 +0
Jun11 100714 99.685 99.685 99.685 99.685 +0.020      
Sep11 100714 99.670 99.670 99.670 99.670 +0.015      
Dec11 100714 99.680 99.680 99.680 99.680 +0.015      
Mar12 100714 99.645 99.645 99.645 99.645 +0.015      
Jun12 100714 99.695 99.695 99.695 99.695 +0.015      
Sep12 100714 99.755 99.755 99.755 99.755 +0.015      
Dec12 100714 99.450 99.450 99.450 99.450 +0.015      
Total Volume and Open Interest 100 1,780 +100
3-Mth Euro-Yen(SGX)
Sep10 100714 99.65 99.65 99.65 99.65 +0.00 3 3,237 +63
Dec10 100714 99.68 99.68 99.66 99.66 +0.00 0 1,322 -100
Mar11 100714 99.68 99.68 99.68 99.68 +0.01 0 1,959 +0
Jun11 100714 99.68 99.68 99.68 99.68 +0.01 200 1,384 +1
Sep11 100714 99.67 99.67 99.67 99.67 +0.01 0 108 +0
Dec11 100714 99.68 99.68 99.68 99.68 +0.01 0 106 +0
Mar12 100714 99.64 99.64 99.64 99.64 +0.01 0 305 +0
Jun12 100714 99.69 99.69 99.69 99.69 +0.01 0 754 +0
Total Volume and Open Interest 203 9,487 -36
Japanese Gov't Bonds(SGX)
Sep10 100713 141.45 141.51 141.34 141.42 +0.19 886 21,269 +0
Dec10 100714 140.38 140.38 140.38 140.38 -0.16 0 10 +0
Mar11 100714 138.29 138.29 138.29 138.29 -0.16      
Total Volume and Open Interest 685 21,511 +283
Euro-Bund(EUREX)
Sep10 100714 128.65 129.09 128.57 128.72 -0.16 487,381 903,187 -1,923
Dec10 100714 127.18 127.48 127.18 127.26 -0.16 12 1,372 +0
Mar11 100714 127.22 127.22 127.22 127.22 -0.16      
Total Volume and Open Interest 487,393 904,559 -1,923
Euro-Bobl(EUREX)
Sep10 100630 121.05 121.08 120.79 120.91 -0.02 370,593 679,454 -9,331
Dec10 100714 118.88 118.88 118.88 118.88 -0.23 36 12,479 +0
Mar11 100714 117.89 117.89 117.89 117.89 -0.23      
Total Volume and Open Interest 343,525 737,029 -13,747
3-Mth Euribor(EUREX)
Sep10 100714 99.000 99.005 99.000 99.005 +0.005 61 3,405 +51
Dec10 100714 98.890 98.895 98.890 98.895 -0.015 79 2,042 -68
Mar11 100714 98.830 98.830 98.830 98.830 -0.030 26 1,103 -5
Total Volume and Open Interest 197 10,397 -10
Long Gilt(LIFFE)
Sep10 100705 121~05 121~15 121~02 121~12 +0~11 97,267 277,853 -5,117
Dec10 100714 119~14 119~14 119~14 119~14 -0~07      
Total Volume and Open Interest 56,716 284,926 -6,254
3-Mth Short Sterling(LIFFE)
Sep10 100714 99.21 99.21 99.20 99.20 -0.01 21,700 358,434 -248
Dec10 100714 99.12 99.12 99.10 99.10 -0.01 32,328 411,319 +519
Mar11 100714 99.00 99.01 98.98 98.99 -0.01 49,070 305,725 -3,941
Jun11 100714 98.85 98.86 98.83 98.84 -0.01 57,534 288,602 -10,820
Sep11 100714 98.68 98.69 98.65 98.66 -0.02 28,211 327,209 +1,022
Dec11 100714 98.44 98.46 98.42 98.43 -0.03 29,328 260,812 +3,900
Total Volume and Open Interest 265,355 2,373,164 -8,567
3-Mth Euribor(LIFFE)
Sep10 100714 99.000 99.030 98.995 99.005 +0.005 153,437 580,200 +8,046
Dec10 100714 98.905 98.935 98.885 98.895 -0.015 141,877 491,075 +6,055
Mar11 100714 98.845 98.870 98.825 98.830 -0.025 94,000 471,110 +3,448
Total Volume and Open Interest 742,756 3,227,773 +37,583
3-Mth Aus T-Bills(SFE)
Sep10 100714 95.12 95.14 95.09 95.10 -0.03 13,596 250,718 -978
Dec10 100714 95.09 95.12 95.01 95.05 -0.05 16,293 182,779 +778
Mar11 100714 95.07 95.10 94.96 94.99 -0.09 6,366 78,743 +149
Jun11 100714 95.03 95.06 94.91 94.95 -0.09 3,426 58,334 +43
Sep11 100714 94.95 94.95 94.86 94.90 -0.10 804 37,147 -105
Dec11 100714 94.89 94.89 94.84 94.86 -0.08 730 26,451 -259
Mar12 100714 94.83 94.86 94.80 94.82 -0.09 535 24,268 +262
Jun12 100714 94.82 94.85 94.80 94.80 -0.10 511 7,693 +163
Sep12 100714 94.83 94.85 94.82 94.82 -0.09 441 3,108 -341
Dec12 100714 94.84 94.84 94.82 94.82 -0.09 5 1,224 -5
Total Volume and Open Interest 42,707 671,334 -293
10-Year Aus T-Bonds(SFE)
Sep10 100714 94.89 94.94 94.80 94.82 -0.08 30,907 345,668 +4,355
Dec10 100714 94.81 94.81 94.81 94.81 -0.08      
Total Volume and Open Interest 30,907 345,668 +4,355
3-Year Aus T-Bonds(SFE)
Sep10 100714 95.41 95.48 95.29 95.32 -0.09 86,464 601,367 +4,553
Dec10 100714 95.27 95.27 95.27 95.27 -0.09      
Total Volume and Open Interest 86,464 601,367 +4,553
Gold(CMX)
Aug10 100714 1212.0 1218.2 1202.5 1207.0 -6.5 96,041 279,046 -12,149
Oct10 100714 1214.9 1220.0 1204.5 1209.0 -6.5 439 25,392 +130
Dec10 100714 1215.8 1222.1 1206.5 1211.0 -6.4 24,136 123,798 +4,442
Feb11 100714 1218.3 1224.0 1212.9 1212.9 -6.5 113 21,537 +9
Apr11 100714 1221.2 1224.5 1214.0 1214.7 -6.5 47 17,370 +13
Jun11 100714 570.5 570.5 559.6 561.2 -6.6 482 13,990 +398
Aug11 100714 1219.9 1219.9 1218.6 1218.6 -6.7 17 7,552 +7
Oct11 100714 1221.0 1221.0 1221.0 1221.0 -6.8 0 7,467 +0
Dec11 100714 1232.7 1233.7 1221.9 1223.4 -7.0 73 13,289 -69
Feb12 100714 1226.2 1226.2 1226.2 1226.2 -7.1 0 4,153 +0
Apr12 100714 1229.3 1229.3 1229.3 1229.3 -7.3 0 4,988 +0
Jun12 100714 1234.0 1234.0 1229.0 1232.6 -7.5 850 9,495 -850
Total Volume and Open Interest 123,606 563,311 -7,084
Silver(CMX)
Jul10 100714 1824.5 1835.0 1810.5 1827.4 +3.7 36 734 -14
Sep10 100714 1828.0 1849.0 1811.5 1829.0 +3.3 18,043 63,838 -252
Dec10 100714 1827.5 1853.0 1818.5 1835.1 +3.4 919 24,718 +223
Mar11 100714 1845.0 1853.5 1838.5 1839.4 +3.4 83 10,154 +7
May11 100714 1840.5 1841.7 1840.5 1841.7 +3.4 0 7,671 +0
Jul11 100714 1843.7 1843.7 1843.7 1843.7 +3.3 82 3,861 +48
Sep11 100714 1845.4 1845.4 1845.4 1845.4 +3.2 0 450 +0
Total Volume and Open Interest 19,234 118,435 +22
Platinum(NYMEX)
Jul10 100714 1522.3 1522.3 1516.8 1516.8 -14.8 8 51 -17
Oct10 100714 1529.0 1541.0 1520.1 1520.6 -14.8 1,773 27,211 -88
Jan11 100714 1531.8 1535.5 1525.0 1525.0 -15.1 52 819 +44
Apr11 100714 1525.0 1525.0 1525.0 1525.0 -15.1 2 6 +0
Total Volume and Open Interest 1,835 28,112 -61
Palladium(NYMEX)
Sep10 100714 466.50 471.80 463.70 465.80 -3.35 1,661 19,016 -342
Dec10 100714 468.00 468.00 467.05 467.05 -3.20 51 736 +51
Mar11 100714 467.80 467.80 467.80 467.80 -3.20 0 20 +0
Total Volume and Open Interest 1,712 19,781 -291
Copper(CMX)
Jul10 100714 303.15 303.40 298.05 300.10 -0.85 448 1,858 -82
Sep10 100714 303.90 305.60 298.55 300.85 -0.90 21,321 77,056 +51
Dec10 100714 305.30 307.50 301.10 302.95 -1.00 2,055 21,645 +437
Mar11 100714 303.75 304.25 302.00 304.10 -1.15 697 10,232 +299
May11 100714 304.75 304.75 304.75 304.75 -1.20 0 1,355 +0
Total Volume and Open Interest 25,756 128,784 +1,124
DJIA Index(CBOT)
Sep10 100714 10327 10358 10245 10306 +18 361 6,846 -74
Dec10 100714 10250 10250 10226 10244 +18 0 6 +0
Mar11 100714 10190 10190 10172 10190 +18      
Jun11 100714 10132 10132 10114 10132 +18      
Total Volume and Open Interest 361 6,852 -74
S & P 500(CME)
Sep10 100714 1094.50 1099.00 1083.70 1091.10 +1.40 9,775 304,056 +900
Dec10 100714 1087.50 1089.00 1079.00 1086.50 +1.50 131 4,582 -5
Mar11 100714 1082.30 1084.80 1074.80 1082.30 +1.50 0 500 +0
Jun11 100714 1078.80 1081.30 1071.30 1078.80 +1.50 0 52 +0
Total Volume and Open Interest 9,906 309,201 +895
S & P 500 E-Mini(Globex)
Sep10 100714 1095.00 1099.00 1083.50 1091.00 +1.25 1,382,638 2,782,993 +35,525
Dec10 100714 1091.25 1094.25 1079.50 1086.50 +1.50 1,249 11,901 +231
Total Volume and Open Interest 1,383,888 2,795,060 +35,757
NASDAQ 100(CME)
Sep10 100714 1855.50 1865.80 1838.00 1851.30 +8.80 368 13,041 +5
Dec10 100714 1849.00 1849.00 1848.50 1849.00 +8.70 0 1 +0
Mar11 100714 1846.50 1847.30 1846.50 1846.50 +8.70      
Total Volume and Open Interest 368 13,042 +5
NASDAQ 100 E-Mini(Globex)
Sep10 100714 1860.00 1866.30 1838.00 1851.30 +8.80 238,450 316,627 +3,394
Dec10 100714 1853.00 1862.50 1836.80 1849.00 +8.70 166 185 -27
Total Volume and Open Interest 238,616 316,814 +3,367
S & P Midcap 400(CME)
Sep10 100714 748.00 756.00 744.50 751.30 +1.80 187 2,050 +180
Dec10 100714 749.30 749.30 748.50 749.30 +1.80      
Mar11 100714 747.30 747.30 746.50 747.30 +1.80      
Total Volume and Open Interest 187 2,050 +180
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100714 9790 9790 9790 9790 +150      
Dec10 100714 9750 9790 9750 9790 +140      
Total Volume and Open Interest 6,580 31,455 +102
Nikkei 225(SGX)
Sep10 100714 9525 9810 9515 9790 +270 78,990 161,723 +2,210
Dec10 100714 9710 9750 9710 9740 +270 61 2,068 +12
Mar11 100714 9735 9735 9735 9735 +270 0 41 +0
Total Volume and Open Interest 79,052 164,826 +2,285
CAC 40(EURONEXT)
Jul10 100714 3658.0 3660.5 3595.0 3633.0 -2.0 116,947 406,416 -23,859
Aug10 100714 3661.0 3661.0 3597.0 3633.5 -2.0 35,601 65,155 +27,622
Sep10 100714 3654.5 3654.5 3594.5 3629.5 -1.5 617 37,528 +51
Total Volume and Open Interest 153,165 510,347 +3,810
Hang Seng Index(HKFE)
Jul10 100714 20740 20788 20534 20553 +119 58,281 68,282 -5,954
Aug10 100714 20721 20757 20510 20524 +117 1,647 1,675 +176
Sep10 100714 20645 20655 20423 20443 +122 4,149 5,992 +60
Total Volume and Open Interest 64,685 76,916 -5,753
DAX(EUREX)
Sep10 100714 6240.0 6246.0 6166.0 6210.0 +20.0 97,770 149,429 +1,860
Dec10 100714 6246.0 6246.0 6181.0 6219.5 +19.5 74 12,046 +35
Mar11 100714 6236.0 6236.0 6205.0 6233.5 +20.5 18 1,206 +7
Total Volume and Open Interest 97,862 162,681 +1,902
FT-SE 100(EURONEXT)
Sep10 100714 5259.00 5262.50 5172.00 5219.00 -9.00 70,887 640,097 -1,173
Dec10 100714 5214.00 5214.00 5173.00 5196.50 -9.00 82 6,808 -31
Mar11 100714 5190.50 5190.50 5157.00 5157.00 -9.00 0 979 +0
Total Volume and Open Interest 70,970 648,079 -1,204
SPI 200(SFE)
Sep10 100714 4365.0 4448.0 4360.0 4445.0 +86.0 27,668 219,305 -250
Dec10 100714 4422.0 4465.0 4422.0 4462.0 +84.0 7 3,336 +1
Mar11 100714 4450.0 4450.0 4450.0 4450.0 +84.0 3 1,163 +1
Total Volume and Open Interest 28,022 224,992 +32
GSCI(CME)
Jul10 100714 502.50 509.00 500.50 503.00 -1.00 3,261 8,159 -3,084
Aug10 100714 503.50 510.50 502.00 504.55 -1.05 3,330 9,209 +3,056
Sep10 100714 506.25 512.40 505.00 507.00 -1.60 2 0 +0
Total Volume and Open Interest 6,593 17,368 -28
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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