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MRCI's End of Day Prices
Daily Futures Price Listing Wed July 21, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug10 100721 1012.00 1020.00 1007.50 1015.25 +3.50 26,417 56,289 -6,956
Sep10 100721 987.00 996.00 982.50 990.50 +3.75 11,331 21,902 +1,510
Nov10 100721 973.00 983.00 969.00 978.50 +5.50 79,888 286,973 +3,436
Jan11 100721 981.25 991.25 977.50 987.00 +6.00 3,874 44,784 +100
Mar11 100721 987.00 995.25 983.50 991.50 +6.25 2,130 16,403 +491
May11 100721 986.75 997.50 984.25 993.25 +5.75 1,713 16,676 +442
Jul11 100721 999.00 1005.00 994.00 1001.25 +5.50 1,891 19,090 -414
Total Volume and Open Interest 128,836 480,945 -1,566
Soybean Meal(CBOT)
Aug10 100721 302.60 305.30 301.00 303.30 +1.80 12,004 30,821 -1,496
Sep10 100721 291.90 294.90 290.50 293.20 +2.20 6,753 30,441 +622
Oct10 100721 283.10 287.00 282.10 285.60 +2.90 1,499 15,140 +106
Dec10 100721 282.00 286.50 281.10 285.00 +3.10 24,160 96,557 -434
Jan11 100721 283.60 285.20 281.30 284.40 +3.10 626 6,745 -79
Mar11 100721 284.30 285.60 282.50 285.00 +2.90 739 7,095 +85
May11 100721 284.00 285.40 281.90 284.80 +2.90 572 6,561 +55
Jul11 100721 286.40 287.50 284.10 286.70 +2.70 288 4,957 +53
Total Volume and Open Interest 46,730 201,719 -1,074
Soybean Oil(CBOT)
Aug10 100721 38.45 38.57 38.20 38.26 -0.14 18,899 34,453 -2,164
Sep10 100721 38.57 38.77 38.40 38.45 -0.13 11,062 53,662 -296
Oct10 100721 38.88 38.96 38.58 38.65 -0.13 1,568 17,767 +142
Dec10 100721 39.19 39.36 38.98 39.05 -0.14 36,681 140,250 +3,820
Jan11 100721 39.55 39.63 39.33 39.33 -0.14 958 11,420 -48
Mar11 100721 39.66 39.88 39.58 39.58 -0.14 357 6,298 +52
May11 100721 39.94 40.11 39.83 39.83 -0.14 289 5,338 +15
Jul11 100721 40.16 40.33 40.12 40.12 -0.14 47 4,009 +2
Total Volume and Open Interest 69,891 276,845 +1,525
Canola(WCE)
Jul10 100714 442.4 442.4 442.4 442.4 +3.5 112 100 +89
Nov10 100721 459.2 464.9 459.0 460.8 +1.6 9,622 128,864 -2,388
Jan11 100721 460.7 466.6 460.7 463.6 +2.9 276 9,979 +3
Mar11 100721 459.2 464.4 456.5 461.5 +2.8 203 5,653 +50
May11 100721 458.3 462.7 458.3 459.7 +2.6 156 2,091 +17
Total Volume and Open Interest 10,548 151,104 -2,161
Corn(CBOT)
Sep10 100721 374.00 381.50 373.25 379.75 +5.75 72,718 398,630 -3,047
Dec10 100721 387.50 395.00 386.50 393.50 +6.00 130,660 513,188 +4,353
Mar11 100721 400.00 408.00 399.75 406.25 +6.25 18,545 86,808 +408
May11 100721 408.00 415.75 408.00 414.50 +6.25 2,328 16,978 +80
Jul11 100721 415.75 423.00 415.00 421.50 +6.25 5,047 52,988 +60
Sep11 100721 419.00 422.25 419.00 421.75 +5.25 388 5,723 +85
Total Volume and Open Interest 237,484 1,173,225 +3,427
Wheat(CBOT)
Sep10 100721 577.00 594.00 574.00 588.25 +11.25 51,738 199,001 -611
Dec10 100721 607.00 624.25 604.00 618.75 +11.75 31,566 127,236 -1,217
Mar11 100721 630.00 646.50 626.00 640.75 +10.75 6,555 35,362 +510
May11 100721 635.75 653.75 635.75 648.00 +9.50 3,033 20,038 +264
Jul11 100721 645.00 662.00 644.00 654.25 +7.75 5,293 63,706 +59
Total Volume and Open Interest 102,000 472,162 -858
Wheat(KCBT)
Sep10 100721 589.00 608.00 587.75 601.50 +12.00 12,199 58,624 -1,687
Dec10 100721 606.00 624.75 605.00 618.75 +12.25 5,586 58,291 +930
Mar11 100721 622.00 641.00 622.00 634.75 +11.75 1,143 22,089 -59
May11 100721 635.00 648.50 635.00 642.75 +10.25 412 6,413 +54
Jul11 100721 641.00 658.00 639.75 650.75 +9.50 1,897 28,637 -314
Total Volume and Open Interest 21,590 179,348 -1,065
Wheat(MGE)
Jul10 100714 572.00 572.00 572.00 572.00 +4.50 8 8 -20
Sep10 100721 600.25 618.75 600.25 613.50 +11.75 4,038 18,423 -56
Dec10 100721 618.00 636.00 617.00 631.50 +12.50 2,011 18,007 -129
Mar11 100721 636.00 652.25 636.00 645.50 +9.25 524 6,494 +51
May11 100721 645.25 660.00 645.25 653.50 +8.50 158 2,004 -1
Total Volume and Open Interest 7,855 54,923 -57
Oats(CBOT)
Sep10 100721 255.25 260.00 254.50 257.50 +1.50 176 3,553 -25
Dec10 100721 262.75 267.75 261.75 265.50 +2.00 540 6,118 +99
Mar11 100721 272.50 272.50 270.50 272.50 +2.00 4 174 +1
May11 100721 279.50 279.50 277.50 279.50 +2.00 0 6 +0
Total Volume and Open Interest 720 9,851 +75
Rough Rice(CBOT)
Jul10 100714 9.65 9.67 9.65 9.65 -0.02 64 93 +64
Sep10 100721 9.89 10.06 9.89 9.98 +0.10 453 7,716 -11
Nov10 100721 10.20 10.31 10.18 10.24 +0.09 382 4,900 +65
Jan11 100721 10.47 10.57 10.43 10.51 +0.08 32 644 -8
Total Volume and Open Interest 910 15,282 +72
Live Cattle(CME)
Aug10 100721 93.300 93.635 92.930 93.500 +0.365 16,224 57,775 -1,681
Oct10 100721 94.450 95.035 94.230 94.930 +0.430 16,803 139,971 +1,754
Dec10 100721 96.500 96.800 96.100 96.785 +0.400 9,625 67,480 +1,769
Feb11 100721 97.500 97.850 97.200 97.830 +0.230 4,356 29,468 +1,054
Apr11 100721 98.785 99.250 98.550 99.200 +0.300 1,288 16,451 +340
Jun11 100721 95.050 95.650 95.050 95.635 +0.335 753 7,112 -123
Total Volume and Open Interest 49,213 321,667 +3,214
Feeder Cattle(CME)
Aug10 100721 114.550 114.800 113.900 114.650 +0.170 2,688 15,056 -545
Sep10 100721 114.430 114.680 113.885 114.600 +0.150 991 11,441 +28
Oct10 100721 114.500 114.730 113.900 114.700 +0.270 762 6,977 +30
Nov10 100721 114.100 114.385 113.750 114.350 +0.150 309 2,708 +44
Jan11 100721 112.150 112.450 111.800 112.350 +0.150 92 1,010 +45
Mar11 100721 111.000 111.100 110.950 110.950 +0.100 20 294 +1
Apr11 100721 110.800 110.800 110.800 110.800 unch 5 25 +5
Total Volume and Open Interest 4,870 37,535 -389
Lean Hogs(CME)
Aug10 100721 80.450 81.800 80.000 81.500 +1.465 12,032 34,058 -2,053
Oct10 100721 74.830 75.900 74.225 75.635 +1.135 9,884 80,554 +2,382
Dec10 100721 72.500 73.250 71.785 73.150 +1.150 5,356 45,188 +1,198
Feb11 100721 73.285 74.385 72.785 74.180 +1.280 1,099 14,782 +242
Apr11 100721 74.680 75.250 74.330 75.080 +1.150 664 13,804 +255
May11 100721 78.000 78.350 78.000 78.350 +0.350 30 438 +22
Jun11 100721 80.550 81.650 80.430 81.580 +1.030 133 6,971 +65
Jul11 100721 79.250 79.400 79.150 79.300 +0.600 25 1,645 +21
Total Volume and Open Interest 29,244 198,062 -2,239
Pork Bellies(CME)
Jul10 100721 111.500 111.500 111.500 111.500 +3.000 0 13 +0
Aug10 100721 100.550 101.700 100.550 100.550 +1.850 2 21 +0
Feb11 100721 100.000 100.000 100.000 100.000 unch 0 5 +0
Mar11 100721 100.500 100.500 100.500 100.500 unch 0 1 +0
May11 100721 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 2 40 +0
Class III Milk(CME)
Jul10 100721 13.75 13.77 13.75 13.75 -0.02 10 4,255 +0
Aug10 100721 14.93 14.99 14.89 14.98 +0.05 180 4,961 -14
Sep10 100721 14.97 15.09 14.96 15.07 +0.07 168 4,491 +81
Oct10 100721 14.85 14.90 14.81 14.84 -0.01 27 3,753 +8
Nov10 100721 14.69 14.69 14.54 14.62 -0.01 23 3,658 +2
Total Volume and Open Interest 484 27,701 +122
Cocoa(ICE)
Sep10 100721 2995 3007 2924 2935 -42 19,403 60,626 -1,240
Dec10 100721 3010 3030 2950 2960 -42 5,625 26,102 +633
Mar11 100721 3030 3037 2972 2981 -44 754 19,894 +53
May11 100721 3049 3049 2998 2999 -43 162 8,222 -52
Jul11 100721 3054 3056 3012 3012 -44 85 4,160 +6
Sep11 100721 3021 3021 3021 3021 -44 129 1,808 +60
Dec11 100721 3030 3030 3030 3030 -42 232 3,416 +41
Total Volume and Open Interest 26,671 127,310 -244
Coffee "C"(ICE)
Jul10 100720 160.65 161.10 156.45 156.45 -5.55 6 39 +0
Sep10 100721 159.10 160.75 155.80 157.30 -1.25 10,847 93,125 -1,378
Dec10 100721 159.70 161.50 156.60 158.05 -1.25 4,689 47,159 -1,793
Mar11 100721 160.25 161.15 157.20 158.10 -1.20 447 20,357 +44
May11 100721 159.20 159.90 157.85 157.85 -1.10 141 6,439 +88
Jul11 100721 159.10 159.10 157.60 157.60 -1.10 39 3,110 -1
Total Volume and Open Interest 16,254 171,912 -2,993
Orange Juice(ICE)
Sep10 100721 142.30 143.45 141.90 143.40 +1.55 1,211 18,930 +99
Nov10 100721 143.80 144.95 143.80 144.95 +1.35 144 4,179 +103
Jan11 100721 145.80 146.00 145.80 146.00 +1.50 2 1,720 +0
Mar11 100721 146.90 146.95 146.90 146.95 +1.55 1 230 +1
May11 100721 147.35 147.35 147.35 147.35 +1.55 0 154 +0
Jul11 100721 148.90 148.90 148.90 148.90 +1.55 0 199 +0
Total Volume and Open Interest 1,358 25,415 +203
Sugar #11(ICE)
Oct10 100721 17.31 17.60 17.31 17.47 +0.19 40,790 255,900 +2,467
Mar11 100721 17.50 17.80 17.50 17.68 +0.20 23,532 148,068 +787
May11 100721 17.09 17.28 17.09 17.18 +0.19 6,272 28,650 -249
Jul11 100721 16.72 16.91 16.72 16.78 +0.22 5,851 65,900 +762
Oct11 100721 16.63 16.70 16.55 16.57 +0.20 1,520 29,642 +131
Total Volume and Open Interest 79,361 588,254 +3,936
London Cocoa(LCE)
Sep10 100721 2320 2335 2280 2286 -33 9,392 74,487 +575
Dec10 100721 2192 2207 2165 2168 -25 7,501 36,494 -1,467
Mar11 100721 2162 2182 2140 2141 -21 2,652 32,637 +370
May11 100721 2154 2184 2140 2140 -21 1,001 11,854 +570
Jul11 100721 2150 2185 2141 2142 -17 73 2,707 +24
Sep11 100721 2144 2144 2144 2144 -15 0 2,485 +0
Dec11 100721 2152 2179 2137 2137 -15 0 3,037 +0
Total Volume and Open Interest 20,619 167,481 +72
London Sugar(LCE)
Oct10 100721 535.00 542.90 534.20 542.20 +3.90 4,016 37,253 -380
Dec10 100721 499.50 504.00 498.00 503.50 +3.70 1,493 10,371 +347
Mar11 100721 492.00 496.90 491.00 496.80 +3.00 1,295 9,563 -96
May11 100721 479.60 482.50 479.60 482.50 +1.40 330 3,187 -57
Aug11 100721 466.50 466.50 466.50 466.50 +1.60 61 2,424 +30
Total Volume and Open Interest 7,197 63,068 -155
Cotton(ICE)
Oct10 100721 78.45 79.27 78.45 78.77 +0.99 149 1,329 -10
Dec10 100721 73.30 74.48 73.24 73.93 +0.92 10,364 114,736 +525
Mar11 100721 73.79 74.90 73.79 74.31 +0.79 3,356 32,008 +2,136
May11 100721 74.60 75.45 74.60 75.04 +0.82 135 1,326 -86
Jul11 100721 75.60 76.27 75.45 75.74 +0.87 188 7,280 +93
Oct11 100721 73.27 73.27 73.22 73.22 +0.35 1 7 -1
Total Volume and Open Interest 14,198 158,683 +2,658
Lumber(CME)
Sep10 100721 200.0 203.0 198.5 201.3 +2.5 334 5,639 -82
Nov10 100721 204.9 207.8 204.7 206.0 -0.8 94 2,443 +3
Jan11 100721 224.0 226.5 222.1 226.5 +1.5 34 177 -4
Mar11 100721 238.3 238.3 238.3 238.3 unch 0 12 +0
Total Volume and Open Interest 463 8,273 -82
Crude Oil(NYM)
Sep10 100721 77.85 78.57 76.20 76.56 -1.02 308,732 356,950 +6,365
Oct10 100721 78.12 78.92 76.65 77.00 -0.92 45,519 82,159 +2,047
Nov10 100721 78.48 79.35 77.24 77.56 -0.83 15,497 53,642 +1,470
Dec10 100721 78.92 79.76 77.79 78.09 -0.74 36,029 200,393 +531
Jan11 100721 79.22 80.00 78.28 78.56 -0.67 3,022 41,638 -127
Feb11 100721 80.00 80.37 78.96 78.97 -0.61 1,996 16,784 +97
Mar11 100721 79.98 80.69 79.25 79.35 -0.58 1,595 21,868 -323
Apr11 100721 79.94 80.04 79.64 79.74 -0.54 912 12,228 +266
May11 100721 80.36 80.36 80.12 80.12 -0.51 738 7,972 +56
Jun11 100721 80.96 81.70 80.24 80.49 -0.46 2,851 45,381 -205
Jul11 100721 81.95 81.95 80.84 80.84 -0.41 485 25,237 -137
Aug11 100721 81.06 81.06 81.06 81.06 -0.37 417 7,309 -24
Sep11 100721 81.23 81.23 81.23 81.23 -0.33 145 7,855 -20
Oct11 100721 81.39 81.39 81.39 81.39 -0.29 58 5,065 +3
Nov11 100721 81.55 81.55 81.55 81.55 -0.25 79 10,215 +28
Dec11 100721 82.18 82.76 81.25 81.71 -0.22 7,365 95,382 +969
Total Volume and Open Interest 598,281 1,222,642 -24,336
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 100719 76.175 78.100 75.925 76.900 +0.525 2,069 1,838 +333
Oct10 100721 78.025 78.900 76.750 77.000 -0.925 133 325 +1
Nov10 100721 78.525 78.525 77.550 77.550 -0.850 28 69 +17
Dec10 100721 79.700 79.700 77.975 78.100 -0.725 5 122 +0
Jan11 100721 78.550 78.550 78.550 78.550 -0.675 6 8 +6
Feb11 100721 78.975 78.975 78.975 78.975 -0.600 2 0 +0
Mar11 100721 79.350 79.350 79.350 79.350 -0.575 1 1 +1
Apr11 100721 79.750 79.750 79.750 79.750 -0.525      
Total Volume and Open Interest 7,434 2,794 -1,996
Heating Oil(NYM)
Aug10 100721 203.06 204.87 198.42 198.92 -3.55 43,368 49,846 -7,024
Sep10 100721 205.66 207.62 201.14 201.63 -3.43 30,469 63,869 +347
Oct10 100721 208.02 210.11 203.85 204.37 -3.22 11,072 31,620 -479
Nov10 100721 211.25 212.70 206.90 207.20 -3.06 2,372 23,692 -199
Dec10 100721 213.12 215.44 209.40 209.94 -2.92 7,514 37,457 -240
Jan11 100721 216.31 216.76 212.65 212.70 -2.82 2,344 25,658 +436
Feb11 100721 219.20 219.65 214.27 214.64 -2.73 588 11,673 +28
Mar11 100721 218.53 218.65 215.30 215.42 -2.65 509 9,913 +147
Apr11 100721 219.80 219.80 215.00 215.27 -2.46 103 6,324 +0
May11 100721 219.50 219.50 214.94 215.24 -2.20 130 5,868 +82
Jun11 100721 217.91 219.53 215.06 215.49 -2.02 207 19,099 +20
Jul11 100721 217.15 217.15 216.78 216.78 -1.92 14 1,989 +0
Total Volume and Open Interest 98,794 305,971 -6,886
Gasoline(NYMEX)
Aug10 100721 208.55 210.73 205.97 206.78 -1.08 32,723 45,629 -3,345
Sep10 100721 208.36 210.47 205.71 206.49 -1.18 30,417 87,143 +3,078
Oct10 100721 198.21 200.01 195.83 196.18 -1.24 11,475 33,612 +907
Nov10 100721 197.57 198.67 194.29 194.94 -1.18 7,016 28,154 +541
Dec10 100721 196.70 198.90 194.83 195.34 -1.09 7,475 17,110 +1,540
Jan11 100721 200.00 200.46 197.18 197.18 -1.03 780 7,885 +61
Feb11 100721 202.00 202.46 199.25 199.25 -0.93 361 3,125 +39
Mar11 100721 204.30 204.47 201.08 201.37 -0.88 278 2,914 +15
Apr11 100721 215.92 215.92 213.49 213.49 -0.74 249 4,728 +0
May11 100721 214.43 214.43 214.43 214.43 -0.75 8 3,480 +0
Total Volume and Open Interest 90,923 244,981 +2,837
e-miNY RBOB Gasoline(NYM)
Aug10 100721 206.80 206.80 206.78 206.80 -1.10 0 1 +0
Sep10 100721 206.50 206.50 206.49 206.50 -1.20 0 1 +0
Oct10 100721 196.20 196.20 196.18 196.20 -1.20 0 1 +0
Nov10 100721 194.90 194.94 194.90 194.90 -1.20 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Aug10 100721 4.616 4.662 4.480 4.513 -0.077 91,179 58,840 -10,510
Sep10 100721 4.593 4.637 4.472 4.500 -0.076 50,433 176,537 +5,609
Oct10 100721 4.640 4.677 4.526 4.549 -0.070 24,965 97,087 +448
Nov10 100721 4.868 4.900 4.781 4.803 -0.049 14,036 56,636 +2,152
Dec10 100721 5.111 5.156 5.055 5.093 -0.016 8,008 40,197 +373
Jan11 100721 5.275 5.317 5.228 5.265 -0.014 6,765 67,240 +120
Feb11 100721 5.292 5.292 5.199 5.237 -0.014 1,014 18,299 -71
Mar11 100721 5.188 5.204 5.110 5.150 -0.011 1,619 52,395 +34
Apr11 100721 5.000 5.013 4.930 4.976 +0.002 2,123 45,354 +95
May11 100721 5.019 5.020 4.951 4.990 +0.002 637 20,380 +155
Jun11 100721 5.031 5.065 4.996 5.033 +0.002 440 7,940 +112
Jul11 100721 5.125 5.125 5.050 5.086 +0.002 667 7,258 -15
Aug11 100721 5.130 5.157 5.100 5.129 +0.002 407 6,376 +58
Sep11 100721 5.130 5.187 5.130 5.155 +0.002 121 5,676 +15
Oct11 100721 5.271 5.271 5.192 5.236 +0.002 425 19,235 +68
Nov11 100721 5.440 5.490 5.440 5.460 +0.004 164 5,298 +23
Total Volume and Open Interest 204,234 787,461 -917
Brent Crude Oil(ICE)
Sep10 100721 76.33 77.20 75.06 75.37 -0.85 143,252 223,450 +2,076
Oct10 100721 76.66 77.63 75.55 75.84 -0.79 44,752 130,230 +1,198
Nov10 100721 77.22 78.15 76.21 76.44 -0.74 14,295 34,699 -680
Dec10 100721 77.75 78.69 76.80 77.03 -0.69 28,003 116,132 +2,498
Jan11 100721 78.28 78.97 77.54 77.54 -0.63 5,424 27,048 +1,138
Feb11 100721 78.65 79.40 78.01 78.01 -0.60 5,216 17,258 -456
Mar11 100721 79.09 79.83 78.48 78.48 -0.57 2,853 13,427 -304
Apr11 100721 79.54 80.26 78.96 78.96 -0.53 1,414 11,064 +80
May11 100721 79.96 80.66 79.39 79.41 -0.49 1,122 15,831 +16
Jun11 100721 80.35 81.04 79.64 79.83 -0.45 2,653 24,360 +538
Jul11 100721 80.21 80.21 80.21 80.21 -0.42 515 8,348 -32
Aug11 100721 80.52 80.52 80.52 80.52 -0.37 283 4,020 +28
Sep11 100721 80.76 80.76 80.76 80.76 -0.34 258 4,830 +52
Oct11 100721 80.94 80.94 80.94 80.94 -0.31 142 3,634 -25
Total Volume and Open Interest 257,783 754,940 +7,488
Gas Oil(ICE)
Aug10 100721 646.50 653.50 634.00 637.00 -10.00 41,664 126,438 -1,655
Sep10 100721 652.50 659.00 640.25 643.00 -9.25 47,672 104,209 +4,841
Oct10 100721 658.00 663.75 646.25 648.50 -8.50 13,247 41,503 +657
Nov10 100721 663.00 667.50 651.75 653.25 -7.75 3,683 34,175 -635
Dec10 100721 664.50 672.25 655.00 657.75 -7.25 12,259 94,461 -354
Jan11 100721 671.25 674.25 661.00 662.75 -6.75 1,536 36,490 +135
Feb11 100721 678.00 678.75 666.50 667.25 -6.50 446 21,449 -32
Mar11 100721 682.00 683.25 669.75 671.00 -6.50 360 13,847 +96
Apr11 100721 685.25 685.75 674.25 674.25 -6.50 158 13,560 +23
May11 100721 688.50 688.50 676.50 677.25 -6.50 101 14,783 +17
Total Volume and Open Interest 126,344 622,369 +3,193
Ethanol(CBOT)
Jul10 100706 1.555 1.555 1.550 1.550 +0.005 1 160 -1
Aug10 100721 1.600 1.610 1.598 1.610 +0.032 55 650 -28
Sep10 100721 1.605 1.608 1.595 1.600 +0.028 44 1,224 +17
Oct10 100721 1.595 1.595 1.595 1.595 +0.025 157 1,271 +72
Nov10 100721 1.600 1.611 1.599 1.602 +0.024 47 893 +9
Dec10 100721 1.623 1.627 1.617 1.621 +0.030 67 1,958 -7
Jan11 100721 1.638 1.638 1.620 1.620 +0.010 36 1,416 -5
Feb11 100721 1.667 1.669 1.659 1.664 +0.015 16 830 +10
Total Volume and Open Interest 668 12,215 +104
WTI Crude Oil(ICE
Sep10 100721 77.65 78.56 76.21 76.56 -1.02 85,824 101,004 +420
Oct10 100721 77.91 78.90 76.67 77.00 -0.92 23,283 47,177 +3,252
Nov10 100721 78.37 79.34 77.24 77.56 -0.83 6,648 16,326 -1,183
Dec10 100721 78.82 79.75 77.78 78.09 -0.74 11,608 82,464 +714
Jan11 100721 79.45 79.96 78.50 78.56 -0.67 1,143 17,112 +67
Feb11 100721 80.29 80.29 78.97 78.97 -0.61 749 11,033 -58
Mar11 100721 80.63 80.63 79.35 79.35 -0.58 519 9,038 -30
Apr11 100721 80.97 80.97 79.74 79.74 -0.54 305 5,027 -150
May11 100721 81.31 81.32 80.12 80.12 -0.51 108 4,062 +2
Jun11 100721 81.64 81.66 80.49 80.49 -0.46 343 20,696 -90
Jul11 100721 80.84 80.84 80.84 80.84 -0.41 15 10,540 +2
Aug11 100721 81.06 81.06 81.06 81.06 -0.37 31 2,322 -2
Sep11 100721 81.23 81.23 81.23 81.23 -0.33 27 2,781 -7
Oct11 100721 81.39 81.39 81.39 81.39 -0.29 16 2,067 +7
Nov11 100721 81.55 81.55 81.55 81.55 -0.25 20 6,416 -2
Dec11 100721 82.65 82.75 81.37 81.71 -0.22 1,798 49,483 +362
Total Volume and Open Interest 133,389 448,491 -21,260
US Dollar Index(ICE)
Sep10 100721 82.880 83.640 82.760 83.592 +0.662 18,743 24,408 -322
Dec10 100721 83.500 83.902 83.500 83.902 +0.662 1 650 +1
Mar11 100721 84.262 84.262 84.262 84.262 +0.662      
Total Volume and Open Interest 18,744 25,059 -321
Australian Dollar(CME)
Sep10 100721 87.79 88.04 87.07 87.14 -0.51 89,570 71,483 -14
Dec10 100721 86.72 87.02 86.17 86.17 -0.51 115 907 +12
Mar11 100721 85.20 85.71 85.20 85.20 -0.51      
Total Volume and Open Interest 89,685 72,546 -2
British Pound(CME)
Sep10 100721 152.71 153.35 151.22 151.42 -1.20 79,665 124,315 -2,253
Dec10 100721 152.78 153.22 151.26 151.36 -1.20 219 391 -17
Mar11 100721 151.29 152.46 151.29 151.29 -1.17 2 4 +0
Total Volume and Open Interest 79,886 124,710 -2,270
Canadian Dollar(CME)
Sep10 100721 95.79 96.55 95.15 95.21 -0.23 66,966 81,729 -4,377
Dec10 100721 95.60 96.38 95.01 95.06 -0.24 433 3,879 +139
Mar11 100721 96.20 96.20 94.89 94.89 -0.25 4 472 +3
Jun11 100721 95.51 95.54 94.69 94.69 -0.25 6 263 +5
Total Volume and Open Interest 67,409 86,373 -4,230
Japanese Yen(CME)
Sep10 100721 114.44 115.19 114.41 115.04 +0.31 96,024 128,572 -4,260
Dec10 100721 114.76 115.26 114.70 115.18 +0.30 135 646 +89
Mar11 100721 115.35 115.35 115.06 115.35 +0.29 0 9 +0
Total Volume and Open Interest 96,161 129,230 -4,169
Swiss Franc(CME)
Sep10 100721 95.09 95.44 94.90 95.21 -0.06 31,149 52,824 -2,278
Dec10 100721 95.20 95.46 95.15 95.33 -0.06 48 153 +18
Mar11 100721 95.30 95.52 95.30 95.46 -0.06 6 8 +6
Total Volume and Open Interest 31,203 52,986 -2,254
EuroFX(CME)
Sep10 100721 128.90 129.12 127.31 127.43 -1.50 226,230 230,288 +1,931
Dec10 100721 128.84 129.00 127.39 127.39 -1.49 369 2,200 +93
Mar11 100721 127.98 128.82 127.34 127.34 -1.48 0 236 +0
Total Volume and Open Interest 226,599 232,731 +2,024
Mexican Peso(CME)
Aug10 100721 774.8 778.8 774.8 774.8 -4.0      
Sep10 100721 779.0 781.8 770.5 772.0 -4.0 12,615 67,112 +517
Total Volume and Open Interest 12,615 67,494 +517
30-Year T-Bonds(CBOT)
Sep10 100721 127~220 128~270 127~220 128~270 +0~290      
Dec10 100721 126~120 127~260 126~050 127~140 +0~280 301 2,090 +139
Mar11 100721 126~040 126~040 125~080 126~040 +0~280 0 31 +0
Total Volume and Open Interest 222,505 687,645 -16,963
10-Year T-Notes(CBOT)
Sep10 100721 123~030 123~240 123~000 123~160 +0~085 707,638 1,838,084 -27,418
Dec10 100721 122~100 122~260 122~050 122~200 +0~085 738 5,876 +322
Mar11 100721 121~050 121~135 121~035 121~135 +0~100 0 64 +0
Total Volume and Open Interest 708,376 1,844,058 -27,096
5-Year T-Notes(CBOT)
Sep10 100716 118~093 119~025 118~090 119~010 +0~079 507,956 900,391 -19,947
Dec10 100721 118~034 118~056 118~034 118~056 +0~021 62 218 +7
Mar11 100721 117~062 117~062 117~041 117~062 +0~021      
Total Volume and Open Interest 318,196 941,969 -2,503
2 Year T-Notes(CBOT)
Sep10 100721 54~099 54~099 54~099 54~099 -54~089 181,695 859,105 +859,105
Dec10 100721 109~043 109~043 109~035 109~043 +0~008 0 58 -1
Mar11 100721 109~016 109~016 109~005 109~016 +0~011      
Total Volume and Open Interest 135,458 861,002 +1,838
Eurodollars(CME)
Sep10 100721 99.525 99.545 99.510 99.525 +0.005 152,159 957,074 +64,342
Dec10 100721 99.475 99.495 99.450 99.475 +0.005 126,405 1,183,015 -2,647
Mar11 100721 99.415 99.430 99.385 99.415 +0.005 135,938 1,015,094 +21,693
Jun11 100721 99.295 99.320 99.270 99.305 +0.010 186,130 900,182 -6,390
Sep11 100721 99.145 99.165 99.115 99.150 +0.010 187,315 981,738 +25,920
Dec11 100721 98.930 98.960 98.905 98.940 +0.010 182,401 667,329 +4,537
Mar12 100721 98.725 98.760 98.705 98.745 +0.015 116,805 458,223 -5,380
Jun12 100721 98.505 98.550 98.490 98.535 +0.025 105,537 360,096 +1,843
Sep12 100721 98.285 98.345 98.275 98.330 +0.035 57,976 258,413 +5,276
Dec12 100721 98.060 98.130 98.050 98.110 +0.040 47,531 186,234 +6,237
Mar13 100721 97.860 97.945 97.850 97.925 +0.050 37,321 194,345 -1,989
Jun13 100721 97.640 97.740 97.630 97.715 +0.060 34,937 130,404 +3,538
Sep13 100721 97.430 97.525 97.405 97.500 +0.065 26,117 87,311 +5,681
Dec13 100721 97.195 97.305 97.175 97.280 +0.070 39,386 58,115 +7,475
Mar14 100721 96.985 97.115 96.985 97.090 +0.070 11,863 51,081 +264
Jun14 100721 96.795 96.920 96.790 96.895 +0.070 12,318 41,842 +1,661
Sep14 100721 96.610 96.745 96.610 96.715 +0.070 4,646 27,133 -32
Dec14 100721 96.435 96.565 96.425 96.535 +0.070 4,487 46,399 +1,024
Total Volume and Open Interest 1,490,843 7,746,265 +73,559
30 Day Federal Funds(CBOT)
Jul10 100721 99.817 99.820 99.817 99.817 unch 2,013 55,626 +474
Aug10 100721 99.820 99.820 99.815 99.815 unch 2,834 75,095 -646
Sep10 100721 99.815 99.820 99.810 99.815 +0.005 4,734 53,462 +1,329
Oct10 100721 99.810 99.815 99.805 99.810 +0.005 4,703 62,034 +748
Nov10 100721 99.800 99.815 99.800 99.810 +0.010 927 80,002 -191
Dec10 100721 99.800 99.810 99.795 99.805 +0.010 526 67,609 -187
Total Volume and Open Interest 20,751 613,866 +2,328
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 100721 99.658 99.658 99.658 99.658 -0.012 0 871 +0
Dec10 100721 99.690 99.690 99.690 99.690 -0.002 0 442 +0
Mar11 100721 99.705 99.705 99.705 99.705 -0.010 0 367 +0
Jun11 100721 99.705 99.705 99.705 99.705 -0.012      
Sep11 100721 99.685 99.685 99.685 99.685 -0.015      
Dec11 100721 99.695 99.695 99.695 99.695 -0.015      
Mar12 100721 99.660 99.660 99.660 99.660 -0.015      
Jun12 100721 99.710 99.710 99.710 99.710 -0.015      
Sep12 100721 99.770 99.770 99.770 99.770 -0.015      
Dec12 100721 99.465 99.465 99.465 99.465 -0.015      
Total Volume and Open Interest 0 1,680 +0
3-Mth Euro-Yen(SGX)
Sep10 100721 99.67 99.67 99.65 99.66 -0.01 0 3,324 +0
Dec10 100721 99.69 99.69 99.69 99.69 0.00 0 1,371 +0
Mar11 100721 99.71 99.71 99.71 99.71 -0.01 0 1,961 +2
Jun11 100721 99.70 99.71 99.70 99.71 -0.01 0 1,396 +0
Sep11 100721 99.68 99.68 99.68 99.68 -0.01 0 108 +0
Dec11 100721 99.69 99.69 99.69 99.69 -0.01 0 106 +0
Mar12 100721 99.66 99.66 99.66 99.66 -0.01 0 305 +0
Jun12 100721 99.71 99.71 99.71 99.71 -0.01 0 754 +0
Total Volume and Open Interest 0 9,637 +2
Japanese Gov't Bonds(SGX)
Sep10 100716 141.74 141.87 141.59 141.62 +0.20 685 21,501 +232
Dec10 100721 140.82 140.82 140.82 140.82 +0.02 0 20 +6
Mar11 100721 138.73 138.73 138.73 138.73 +0.02      
Total Volume and Open Interest 2,255 22,003 -367
Euro-Bund(EUREX)
Sep10 100721 128.78 129.30 128.59 128.91 +0.01 677,007 895,237 -11,099
Dec10 100721 127.25 127.75 127.24 127.47 unch 179 1,946 -61
Mar11 100721 127.56 127.57 127.50 127.57 -0.33 0 1 +0
Total Volume and Open Interest 677,186 897,184 -11,160
Euro-Bobl(EUREX)
Sep10 100721 120.05 120.45 119.97 120.22 +0.14 423,565 693,134 +3,539
Dec10 100721 118.94 118.94 118.94 118.94 +0.14 1 14,057 +0
Mar11 100721 118.22 118.22 118.22 118.22 +0.14      
Total Volume and Open Interest 423,566 707,191 +3,539
3-Mth Euribor(EUREX)
Sep10 100721 98.985 99.000 98.985 99.000 +0.020 33 3,473 -10
Dec10 100721 98.895 98.930 98.895 98.930 +0.050 68 2,060 +21
Mar11 100721 98.855 98.900 98.855 98.900 +0.060 91 1,179 +55
Total Volume and Open Interest 537 10,810 +227
Long Gilt(LIFFE)
Sep10 100705 121~05 121~15 121~02 121~12 +0~11 97,267 277,853 -5,117
Dec10 100721 119~28 119~28 119~28 119~28 +0~01      
Total Volume and Open Interest 65,061 280,519 +914
3-Mth Short Sterling(LIFFE)
Sep10 100721 99.20 99.23 99.19 99.22 +0.02 11,718 340,016 -1,373
Dec10 100721 99.10 99.15 99.09 99.14 +0.03 22,344 445,218 +4,669
Mar11 100721 99.00 99.05 98.99 99.05 +0.03 18,491 309,638 +2,965
Jun11 100721 98.88 98.92 98.85 98.92 +0.03 27,722 310,526 +2,601
Sep11 100721 98.72 98.77 98.70 98.76 +0.02 40,328 338,051 -791
Dec11 100721 98.51 98.56 98.48 98.55 +0.02 23,765 279,319 -568
Total Volume and Open Interest 187,813 2,480,978 +20,209
3-Mth Euribor(LIFFE)
Sep10 100721 98.975 99.010 98.970 99.000 +0.020 117,384 582,458 +7,819
Dec10 100721 98.875 98.940 98.870 98.930 +0.050 125,807 498,805 +10,217
Mar11 100721 98.840 98.905 98.825 98.895 +0.055 76,194 475,716 +1,312
Total Volume and Open Interest 687,568 3,216,153 -29,970
3-Mth Aus T-Bills(SFE)
Sep10 100721 95.06 95.08 95.03 95.07 unch 19,869 251,633 +4,104
Dec10 100721 95.00 95.03 94.96 95.01 unch 26,374 193,263 +3,166
Mar11 100721 94.97 95.00 94.91 94.98 +0.01 11,273 83,194 +2,829
Jun11 100721 94.94 94.98 94.88 94.94 unch 6,626 61,182 -36
Sep11 100721 94.91 94.92 94.85 94.91 unch 1,804 37,412 +205
Dec11 100721 94.87 94.90 94.82 94.88 +0.01 1,015 27,296 -139
Mar12 100721 94.84 94.85 94.80 94.85 +0.01 673 24,664 +251
Jun12 100721 94.78 94.84 94.78 94.84 +0.02 1,205 10,135 +632
Sep12 100721 94.83 94.83 94.83 94.83 +0.01 229 2,520 -100
Dec12 100721 94.81 94.83 94.81 94.83 +0.03 0 1,284 +0
Total Volume and Open Interest 69,068 693,539 +10,912
10-Year Aus T-Bonds(SFE)
Sep10 100721 94.78 94.83 94.72 94.82 +0.04 42,438 363,822 +2,801
Dec10 100721 94.81 94.81 94.81 94.81 +0.04      
Total Volume and Open Interest 42,438 363,822 +2,801
3-Year Aus T-Bonds(SFE)
Sep10 100721 95.26 95.31 95.20 95.29 +0.02 155,184 633,225 -7,026
Dec10 100721 95.24 95.24 95.24 95.24 +0.02      
Total Volume and Open Interest 155,184 633,225 -7,026
Gold(CMX)
Aug10 100721 1191.8 1198.0 1183.0 1191.8 +0.1 119,208 249,761 -13,196
Oct10 100721 1193.6 1199.5 1185.0 1193.7 +0.1 5,748 26,047 -1,135
Dec10 100721 1195.6 1201.3 1186.7 1195.5 unch 15,447 146,901 +3,971
Feb11 100721 1200.0 1200.0 1190.1 1197.2 unch 453 20,747 -8
Apr11 100721 1196.9 1202.3 1196.9 1198.7 unch 1,011 18,085 +161
Jun11 100721 544.4 544.9 536.6 544.9 unch 728 15,009 +638
Aug11 100721 1202.0 1202.0 1202.0 1202.0 -0.1 602 8,200 +578
Oct11 100721 1203.9 1203.9 1203.9 1203.9 -0.1 0 7,467 -1
Dec11 100721 1204.0 1210.1 1201.7 1206.0 unch 986 12,122 +124
Feb12 100721 1208.5 1208.5 1208.5 1208.5 +0.1 1,795 6,423 +1,745
Apr12 100721 1211.1 1211.1 1211.1 1211.1 unch 200 4,788 -200
Jun12 100721 1214.3 1214.3 1214.3 1214.3 -0.2 75 9,078 +48
Total Volume and Open Interest 148,383 564,671 -6,074
Silver(CMX)
Jul10 100721 1765.5 1789.5 1765.5 1779.8 +11.3 302 736 -2
Sep10 100721 1768.5 1790.0 1757.5 1780.3 +11.0 30,019 62,988 -472
Dec10 100721 1779.0 1793.5 1765.5 1785.9 +10.9 2,677 25,846 +731
Mar11 100721 1797.5 1797.5 1790.0 1790.0 +11.0 834 10,022 -146
May11 100721 1792.5 1795.5 1788.0 1792.2 +11.0 10 7,707 -5
Jul11 100721 1780.5 1794.1 1780.5 1794.1 +11.0 1 3,857 +1
Sep11 100721 1797.5 1797.5 1795.5 1795.6 +11.0 0 452 +0
Total Volume and Open Interest 33,933 118,902 +123
Platinum(NYMEX)
Jul10 100721 1524.8 1524.8 1524.8 1524.8 +10.5 0 63 +0
Oct10 100721 1520.0 1531.5 1506.0 1529.8 +12.0 3,462 26,776 +85
Jan11 100721 1515.2 1534.4 1515.2 1534.0 +11.9 33 897 +22
Apr11 100721 1534.0 1534.0 1534.0 1534.0 +11.9 0 6 +0
Total Volume and Open Interest 3,495 27,768 +107
Palladium(NYMEX)
Sep10 100721 450.10 456.85 447.00 452.15 +1.10 2,075 18,440 -420
Dec10 100721 455.55 455.55 453.45 453.45 +1.25 23 805 +12
Mar11 100721 454.20 454.20 454.20 454.20 +1.25 0 20 +0
Total Volume and Open Interest 2,098 19,274 -408
Copper(CMX)
Jul10 100721 302.25 310.00 302.25 308.70 +8.95 374 1,234 +25
Sep10 100721 302.35 310.65 299.80 309.30 +9.15 23,531 77,790 +494
Dec10 100721 304.70 312.45 302.50 311.40 +8.95 2,356 24,607 +23
Mar11 100721 306.70 312.20 306.70 312.20 +8.70 545 10,858 +10
May11 100721 309.50 312.40 309.15 312.40 +8.50 129 1,375 -3
Total Volume and Open Interest 29,313 132,776 +749
DJIA Index(CBOT)
Sep10 100721 10168 10223 10018 10058 -120 268 7,042 +83
Dec10 100721 9995 10115 9995 9995 -120 4 8 +1
Mar11 100721 9939 10059 9939 9939 -120      
Jun11 100721 9879 9999 9879 9879 -120      
Total Volume and Open Interest 272 7,050 +84
S & P 500(CME)
Sep10 100721 1079.50 1087.50 1061.20 1063.90 -16.20 11,557 301,026 +815
Dec10 100721 1079.00 1080.50 1056.50 1059.30 -16.20 615 5,170 +187
Mar11 100721 1054.70 1075.90 1051.90 1054.70 -16.20 460 795 +295
Jun11 100721 1050.70 1071.90 1047.90 1050.70 -16.20 0 52 +0
Total Volume and Open Interest 12,632 307,043 +1,297
S & P 500 E-Mini(Globex)
Sep10 100721 1079.50 1087.75 1061.00 1064.00 -16.00 1,760,879 2,785,149 +28,268
Dec10 100721 1074.50 1083.00 1057.00 1059.25 -16.25 7,643 17,325 +4,162
Total Volume and Open Interest 1,768,529 2,802,652 +32,437
NASDAQ 100(CME)
Sep10 100721 1840.50 1860.00 1810.00 1815.50 -24.30 562 13,996 +18
Dec10 100721 1823.00 1840.00 1813.00 1813.00 -24.80 0 1 +0
Mar11 100721 1810.50 1813.30 1810.50 1810.50 -24.80      
Total Volume and Open Interest 562 13,997 +18
NASDAQ 100 E-Mini(Globex)
Sep10 100721 1839.80 1860.00 1811.00 1815.50 -24.30 301,727 312,258 -10,048
Dec10 100721 1839.00 1854.50 1810.00 1813.00 -24.80 31 213 -2
Total Volume and Open Interest 301,758 312,473 -10,050
S & P Midcap 400(CME)
Sep10 100721 729.00 745.00 728.00 729.00 -11.20 6 2,695 +6
Dec10 100721 727.00 727.00 727.00 727.00 -11.20      
Mar11 100721 725.00 725.00 725.00 725.00 -11.20      
Total Volume and Open Interest 6 2,695 +6
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100721 9225 9225 9225 9225 -565      
Dec10 100721 9225 9250 9225 9225 -175 0 1 +0
Total Volume and Open Interest 7,556 31,402 -1,990
Nikkei 225(SGX)
Sep10 100721 9285 9415 9160 9285 -20 133,266 175,479 +2,635
Dec10 100721 9190 9310 9190 9235 -25 287 2,208 +59
Mar11 100721 9230 9230 9230 9230 -25 0 41 +0
Total Volume and Open Interest 133,683 179,339 +2,694
CAC 40(EURONEXT)
Aug10 100721 3504.0 3543.5 3446.5 3492.0 +23.5 110,727 389,956 +1,699
Sep10 100721 3500.5 3536.5 3455.0 3488.0 +23.5 313 38,503 -643
Oct10 100721 3530.0 3530.0 3487.5 3487.5 +23.0      
Total Volume and Open Interest 111,050 429,717 +1,066
Hang Seng Index(HKFE)
Jul10 100721 20340 20540 20305 20535 +325 51,308 72,475 +3,851
Aug10 100721 20290 20500 20270 20500 +325 1,720 3,088 +109
Sep10 100721 20215 20410 20208 20410 +317 306 6,458 +74
Total Volume and Open Interest 53,364 83,076 +4,020
DAX(EUREX)
Sep10 100721 6009.5 6067.5 5944.5 5995.0 +23.5 110,936 149,438 +1,200
Dec10 100721 6023.0 6075.5 5960.0 6005.5 +23.5 165 13,308 +103
Mar11 100721 6046.5 6089.0 5973.5 6018.5 +23.5 22 1,311 +18
Total Volume and Open Interest 111,123 164,057 +1,321
FT-SE 100(EURONEXT)
Sep10 100721 5151.50 5214.00 5130.50 5181.50 +73.50 89,380 642,618 +668
Dec10 100721 5141.50 5188.50 5110.00 5160.00 +73.50 206 6,838 +25
Mar11 100721 5119.50 5119.50 5119.50 5119.50 +73.50 25 969 +10
Total Volume and Open Interest 89,651 650,600 +703
SPI 200(SFE)
Sep10 100721 4383.0 4435.0 4325.0 4398.0 +16.0 32,898 221,581 -2,474
Dec10 100721 4358.0 4450.0 4358.0 4418.0 +16.0 19 3,407 +5
Mar11 100721 4407.0 4407.0 4407.0 4407.0 +15.0 0 1,137 +0
Total Volume and Open Interest 33,323 227,137 -2,317
GSCI(CME)
Aug10 100721 512.00 512.50 503.00 503.00 -3.50 767 18,418 +506
Sep10 100721 514.50 515.00 506.00 506.00 -3.00 5 2 +1
Oct10 100721 517.50 518.00 510.00 510.00 -2.00 1 1 +1
Total Volume and Open Interest 773 18,421 +508
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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