MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Thu July 22, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug10 100722 1013.50 1026.00 1008.75 1016.00 +0.75 20,147 54,397 -1,892
Sep10 100722 988.50 1002.50 983.75 990.50 unch 8,062 22,635 +733
Nov10 100722 977.50 991.00 972.25 979.50 +1.00 60,980 290,361 +3,388
Jan11 100722 985.75 999.25 980.75 987.50 +0.50 5,057 45,782 +998
Mar11 100722 989.75 1002.00 984.75 991.00 -0.50 2,937 17,295 +892
May11 100722 993.00 1005.00 987.00 992.50 -0.75 2,249 17,187 +511
Jul11 100722 1001.00 1010.00 994.00 999.50 -1.75 1,724 19,175 +85
Total Volume and Open Interest 102,309 485,478 +4,533
Soybean Meal(CBOT)
Aug10 100722 302.80 305.60 298.50 300.20 -3.10 14,655 29,869 -952
Sep10 100722 292.40 297.10 289.00 290.50 -2.70 5,585 30,534 +93
Oct10 100722 285.60 287.50 281.60 283.00 -2.60 1,697 15,249 +109
Dec10 100722 284.80 286.80 280.70 282.30 -2.70 17,539 98,045 +1,488
Jan11 100722 283.60 286.00 281.00 281.60 -2.80 621 6,974 +229
Mar11 100722 283.70 285.90 280.80 282.10 -2.90 947 7,226 +131
May11 100722 284.60 285.50 280.30 281.50 -3.30 1,034 6,616 +55
Jul11 100722 285.80 287.50 283.30 283.30 -3.40 1,408 5,222 +265
Total Volume and Open Interest 43,656 203,147 +1,428
Soybean Oil(CBOT)
Aug10 100722 38.25 39.23 38.14 38.90 +0.64 18,395 34,896 +443
Sep10 100722 38.45 39.64 38.34 39.08 +0.63 11,497 55,526 +1,864
Oct10 100722 38.64 39.65 38.54 39.28 +0.63 1,010 17,926 +159
Dec10 100722 39.00 40.03 38.94 39.70 +0.65 31,404 141,621 +1,371
Jan11 100722 39.53 40.28 39.02 39.97 +0.64 493 11,538 +118
Mar11 100722 40.40 40.56 39.99 40.22 +0.64 347 6,288 -10
May11 100722 40.34 40.57 40.17 40.43 +0.60 185 5,372 +34
Jul11 100722 40.80 40.80 40.45 40.68 +0.56 203 4,065 +56
Total Volume and Open Interest 63,557 280,882 +4,037
Canola(WCE)
Jul10 100714 442.4 442.4 442.4 442.4 +3.5 112 100 +89
Nov10 100722 461.8 467.9 460.6 460.9 +0.1 8,710 131,655 +2,791
Jan11 100722 464.8 470.2 463.4 463.4 -0.2 2,177 10,722 +743
Mar11 100722 463.3 467.0 461.5 461.6 +0.1 163 5,681 +28
May11 100722 466.0 466.3 459.4 459.4 -0.3 140 2,075 -16
Total Volume and Open Interest 11,464 154,583 +3,479
Corn(CBOT)
Sep10 100722 379.00 387.00 374.00 376.50 -3.25 64,362 398,501 -129
Dec10 100722 392.75 400.75 388.00 390.25 -3.25 94,840 516,644 +3,456
Mar11 100722 405.50 413.25 401.50 403.50 -2.75 11,297 88,544 +1,736
May11 100722 414.00 421.00 410.00 411.50 -3.00 1,963 17,545 +567
Jul11 100722 420.75 427.50 417.00 418.25 -3.25 7,789 52,369 -619
Sep11 100722 420.25 426.00 417.50 418.75 -3.00 188 5,753 +30
Total Volume and Open Interest 188,290 1,179,329 +6,104
Wheat(CBOT)
Sep10 100722 587.00 610.00 583.75 596.50 +8.25 37,416 200,316 +1,315
Dec10 100722 616.75 640.00 614.25 627.50 +8.75 23,738 128,616 +1,380
Mar11 100722 637.75 661.00 637.50 650.00 +9.25 6,646 37,325 +1,963
May11 100722 646.50 668.00 646.50 657.50 +9.50 1,854 20,365 +327
Jul11 100722 653.00 674.25 651.00 663.00 +8.75 3,214 64,490 +784
Total Volume and Open Interest 75,257 478,436 +6,274
Wheat(KCBT)
Sep10 100722 600.25 622.25 597.75 611.75 +10.25 11,491 57,351 -1,273
Dec10 100722 617.00 639.50 615.25 629.25 +10.50 7,290 60,608 +2,317
Mar11 100722 633.00 655.25 631.75 645.00 +10.25 3,244 22,621 +532
May11 100722 640.25 662.50 640.25 652.75 +10.00 412 6,614 +201
Jul11 100722 649.50 671.00 648.75 660.25 +9.50 1,435 28,852 +215
Total Volume and Open Interest 24,590 181,380 +2,032
Wheat(MGE)
Jul10 100714 572.00 572.00 572.00 572.00 +4.50 8 8 -20
Sep10 100722 611.00 633.00 610.00 622.75 +9.25 3,435 18,409 -14
Dec10 100722 628.75 649.50 626.75 639.00 +7.50 2,149 18,009 +2
Mar11 100722 643.50 664.00 643.00 653.50 +8.00 670 6,597 +103
May11 100722 650.00 672.75 650.00 661.50 +8.00 616 2,415 +411
Total Volume and Open Interest 7,751 55,390 +467
Oats(CBOT)
Sep10 100722 257.75 262.00 254.75 255.00 -2.50 192 3,481 -72
Dec10 100722 265.25 270.00 263.00 264.00 -1.50 231 6,061 -57
Mar11 100722 273.50 273.50 270.00 270.00 -2.50 4 172 -2
May11 100722 276.00 279.50 276.00 276.00 -3.50 4 10 +4
Total Volume and Open Interest 431 9,724 -127
Rough Rice(CBOT)
Sep10 100722 9.98 10.17 9.98 10.14 +0.16 519 7,741 +25
Nov10 100722 10.25 10.42 10.25 10.40 +0.15 337 4,859 -41
Jan11 100722 10.69 10.69 10.56 10.66 +0.15 47 672 +28
Mar11 100722 10.88 10.93 10.88 10.93 +0.15 8 647 +0
Total Volume and Open Interest 928 15,308 +26
Live Cattle(CME)
Aug10 100722 93.400 93.980 93.150 93.330 -0.170 11,564 54,197 -3,578
Oct10 100722 94.750 95.135 94.250 94.400 -0.530 14,093 142,711 +2,740
Dec10 100722 96.550 96.980 96.250 96.480 -0.305 6,741 68,730 +1,250
Feb11 100722 97.250 98.000 97.250 97.680 -0.150 2,735 29,812 +344
Apr11 100722 99.100 99.385 98.800 99.285 +0.085 1,264 16,927 +476
Jun11 100722 95.650 95.800 95.200 95.635 unch 433 7,133 +21
Total Volume and Open Interest 37,067 323,008 +1,341
Feeder Cattle(CME)
Aug10 100722 114.500 115.000 114.250 114.900 +0.250 1,314 14,572 -484
Sep10 100722 114.550 114.830 114.200 114.750 +0.150 730 11,397 -44
Oct10 100722 114.580 115.000 114.300 114.885 +0.185 825 7,116 +139
Nov10 100722 114.200 114.550 114.000 114.550 +0.200 158 2,766 +58
Jan11 100722 112.285 112.500 112.000 112.500 +0.150 209 1,031 +21
Mar11 100722 111.000 111.250 110.950 111.050 +0.100 22 306 +12
Apr11 100722 110.800 110.900 110.800 110.900 +0.100 3 25 +0
Total Volume and Open Interest 3,268 37,244 -291
Lean Hogs(CME)
Aug10 100722 81.500 83.035 81.350 82.635 +1.135 18,952 33,125 -933
Oct10 100722 75.750 76.900 75.700 76.400 +0.765 15,252 80,099 -455
Dec10 100722 73.150 74.300 73.150 74.135 +0.985 8,625 45,903 +715
Feb11 100722 74.150 75.600 74.150 75.475 +1.295 3,086 15,794 +1,012
Apr11 100722 75.250 76.430 75.080 76.100 +1.020 1,358 14,481 +677
May11 100722 79.200 79.400 78.600 79.300 +0.950 6 433 -5
Jun11 100722 81.350 82.330 81.350 82.080 +0.500 194 7,021 +50
Jul11 100722 80.000 80.400 79.800 80.400 +1.100 54 1,632 -13
Total Volume and Open Interest 47,537 199,120 +1,058
Pork Bellies(CME)
Jul10 100722 116.000 116.000 116.000 116.000 +4.500 0 13 +0
Aug10 100722 103.500 103.600 101.000 101.000 +0.450 3 20 -1
Feb11 100722 99.600 100.000 99.600 100.000 unch 0 5 +0
Mar11 100722 100.500 100.500 100.500 100.500 unch 0 1 +0
May11 100722 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 3 39 -1
Class III Milk(CME)
Jul10 100722 13.77 13.77 13.74 13.77 +0.02 56 4,214 -41
Aug10 100722 14.99 15.12 14.79 14.90 -0.08 271 4,956 -5
Sep10 100722 15.09 15.22 15.00 15.05 -0.02 187 4,572 +81
Oct10 100722 14.90 15.00 14.84 14.88 +0.04 35 3,773 +20
Nov10 100722 14.70 14.79 14.62 14.62 unch 26 3,664 +6
Total Volume and Open Interest 758 27,799 +98
Cocoa(ICE)
Sep10 100722 2943 2970 2902 2916 -19 9,371 59,238 -1,388
Dec10 100722 2962 2991 2928 2942 -18 3,725 25,904 -198
Mar11 100722 2986 3004 2953 2965 -16 894 19,994 +100
May11 100722 2984 3029 2984 2985 -14 437 8,084 -138
Jul11 100722 3006 3006 2998 2998 -14 194 4,290 +130
Sep11 100722 3015 3015 3007 3007 -14 12 1,817 +9
Dec11 100722 3015 3015 3015 3015 -15 162 3,468 +52
Total Volume and Open Interest 14,935 125,927 -1,383
Coffee "C"(ICE)
Sep10 100722 157.60 161.95 157.60 161.70 +4.40 12,362 92,396 -729
Dec10 100722 158.35 162.60 158.35 162.30 +4.25 4,266 46,683 -476
Mar11 100722 159.25 162.30 159.25 162.15 +4.05 1,768 20,512 +155
May11 100722 158.80 161.85 158.80 161.85 +4.00 108 6,509 +70
Jul11 100722 158.40 161.50 158.40 161.50 +3.90 30 3,134 +24
Sep11 100722 157.90 161.30 157.90 161.30 +3.80 112 1,361 -43
Total Volume and Open Interest 18,646 170,878 -1,034
Orange Juice(ICE)
Sep10 100722 143.00 144.45 141.00 144.05 +0.65 358 18,724 -206
Nov10 100722 144.00 145.75 143.70 145.55 +0.60 53 4,198 +19
Jan11 100722 145.20 146.75 145.20 146.60 +0.60 7 1,726 +6
Mar11 100722 147.75 147.75 147.45 147.60 +0.65 6 230 +0
May11 100722 148.00 148.00 148.00 148.00 +0.65 0 154 +0
Jul11 100722 149.55 149.55 149.55 149.55 +0.65 0 199 +0
Total Volume and Open Interest 425 25,235 -180
Sugar #11(ICE)
Oct10 100722 17.55 18.38 17.52 18.30 +0.83 27,365 259,745 +3,845
Mar11 100722 17.69 18.19 17.69 18.02 +0.34 14,369 149,961 +1,893
May11 100722 17.18 17.50 17.18 17.27 +0.09 2,401 29,004 +354
Jul11 100722 16.84 17.11 16.75 16.81 +0.03 2,786 66,302 +402
Oct11 100722 16.82 16.86 16.53 16.56 -0.01 801 30,138 +496
Total Volume and Open Interest 48,608 595,710 +7,456
London Cocoa(LCE)
Sep10 100722 2283 2300 2251 2273 -13 7,916 72,389 -2,098
Dec10 100722 2167 2180 2144 2157 -11 6,475 37,335 +841
Mar11 100722 2141 2151 2118 2136 -5 4,490 31,943 -694
May11 100722 2138 2150 2124 2141 +1 543 12,095 +241
Jul11 100722 2147 2153 2126 2142 unch 862 3,434 +727
Sep11 100722 2155 2155 2130 2133 -11 7 2,492 +7
Dec11 100722 2148 2148 2117 2123 -14 173 3,130 +93
Total Volume and Open Interest 20,466 166,598 -883
London Sugar(LCE)
Oct10 100722 544.70 562.60 544.20 559.70 +17.50 1,384 36,978 -275
Dec10 100722 504.30 514.10 504.30 512.10 +8.60 561 10,306 -65
Mar11 100722 497.30 505.00 497.00 503.80 +7.00 273 9,622 +59
May11 100722 484.00 487.80 483.00 487.80 +5.30 41 3,198 +11
Aug11 100722 468.30 470.70 467.90 470.30 +3.80 0 2,424 +0
Total Volume and Open Interest 2,259 62,798 -270
Cotton(ICE)
Oct10 100722 79.15 79.57 78.59 79.57 +0.80 56 1,307 -22
Dec10 100722 74.04 74.74 73.58 74.71 +0.78 11,888 113,153 -1,583
Mar11 100722 74.45 74.70 73.55 74.11 -0.20 4,689 32,692 +684
May11 100722 75.22 75.22 74.59 74.84 -0.20 311 1,179 -147
Jul11 100722 75.60 76.05 75.48 75.79 +0.05 210 7,397 +117
Oct11 100722 73.38 73.38 73.38 73.38 +0.16 0 7 +0
Total Volume and Open Interest 17,205 157,763 -920
Lumber(CME)
Sep10 100722 202.2 211.3 200.2 209.0 +7.7 222 5,646 +7
Nov10 100722 205.8 216.0 205.1 214.6 +8.6 125 2,453 +10
Jan11 100722 226.5 234.2 226.5 234.2 +7.7 9 179 +2
Mar11 100722 240.3 240.3 238.5 238.5 +0.2 2 12 +0
Total Volume and Open Interest 360 8,293 +20
Crude Oil(NYM)
Sep10 100722 76.43 79.42 76.16 79.30 +2.74 285,817 363,942 +6,992
Oct10 100722 76.87 79.76 76.60 79.64 +2.64 48,055 83,136 +977
Nov10 100722 77.64 80.21 77.20 80.12 +2.56 18,001 56,573 +2,931
Dec10 100722 77.91 80.70 77.74 80.57 +2.48 33,708 198,951 -1,442
Jan11 100722 78.64 81.00 78.64 80.98 +2.42 5,732 42,842 +1,204
Feb11 100722 80.19 81.35 80.09 81.35 +2.38 4,326 16,315 -469
Mar11 100722 79.39 81.70 79.39 81.70 +2.35 3,820 22,200 +332
Apr11 100722 80.09 82.05 80.09 82.05 +2.31 2,640 11,886 -342
May11 100722 82.45 82.45 82.41 82.41 +2.29 2,173 8,034 +62
Jun11 100722 80.65 82.76 80.53 82.76 +2.27 3,491 45,794 +413
Jul11 100722 82.57 83.10 82.57 83.10 +2.26 612 25,194 -43
Aug11 100722 83.31 83.31 83.31 83.31 +2.25 532 7,243 -66
Sep11 100722 83.48 83.48 83.48 83.48 +2.25 454 7,908 +53
Oct11 100722 83.64 83.64 83.64 83.64 +2.25 319 4,985 -80
Nov11 100722 83.79 83.79 83.79 83.79 +2.24 159 10,175 -40
Dec11 100722 81.62 84.00 81.46 83.94 +2.23 9,096 96,516 +1,134
Total Volume and Open Interest 424,545 1,211,286 -11,356
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 100722 76.975 79.650 76.650 79.650 +2.650 208 393 +68
Nov10 100722 77.175 80.125 77.150 80.125 +2.575 62 80 +11
Dec10 100722 78.550 80.600 78.550 80.575 +2.475 4 122 +0
Jan11 100722 80.975 80.975 80.975 80.975 +2.425 0 8 +0
Feb11 100722 81.350 81.350 81.350 81.350 +2.375      
Mar11 100722 80.825 81.700 80.825 81.700 +2.350 0 1 +0
Apr11 100722 82.050 82.050 82.050 82.050 +2.300      
Total Volume and Open Interest 8,223 3,109 +315
Heating Oil(NYM)
Aug10 100722 199.00 206.73 198.46 206.24 +7.32 34,346 44,830 -5,016
Sep10 100722 201.66 209.31 200.99 208.95 +7.32 36,448 64,875 +1,006
Oct10 100722 204.45 211.86 203.90 211.51 +7.14 7,706 32,562 +942
Nov10 100722 208.92 214.45 208.92 214.20 +7.00 2,125 23,667 -25
Dec10 100722 209.85 217.15 209.53 216.83 +6.89 6,952 37,256 -201
Jan11 100722 215.56 219.76 215.54 219.53 +6.83 2,272 26,165 +507
Feb11 100722 218.01 221.55 218.01 221.41 +6.77 922 11,441 -232
Mar11 100722 215.39 222.18 215.39 222.16 +6.74 394 9,939 +26
Apr11 100722 219.00 222.08 219.00 221.99 +6.72 67 6,354 +30
May11 100722 221.90 221.90 221.90 221.90 +6.66 80 5,871 +3
Jun11 100722 215.99 222.12 215.99 222.12 +6.63 947 19,640 +541
Jul11 100722 223.44 223.44 223.44 223.44 +6.66 262 1,985 -4
Total Volume and Open Interest 94,998 303,463 -2,508
Gasoline(NYMEX)
Aug10 100722 206.78 214.93 206.30 214.66 +7.88 23,963 43,566 -2,063
Sep10 100722 206.49 214.35 205.92 214.09 +7.60 28,044 87,754 +611
Oct10 100722 196.70 203.06 196.44 202.88 +6.70 10,833 34,538 +926
Nov10 100722 195.00 201.42 195.00 201.27 +6.33 4,738 28,146 -8
Dec10 100722 195.35 201.67 194.57 201.56 +6.22 5,885 17,280 +170
Jan11 100722 198.78 203.32 198.71 203.32 +6.14 1,228 8,011 +126
Feb11 100722 200.80 205.38 200.80 205.38 +6.13 992 3,301 +176
Mar11 100722 202.90 207.48 202.90 207.48 +6.11 604 3,080 +166
Apr11 100722 218.65 219.53 218.07 219.53 +6.04 154 4,758 +30
May11 100722 219.60 220.38 219.52 220.38 +5.95 18 3,480 +0
Total Volume and Open Interest 77,179 245,190 +209
e-miNY RBOB Gasoline(NYM)
Aug10 100722 214.70 214.70 214.66 214.70 +7.90 0 1 +0
Sep10 100722 214.10 214.10 214.09 214.10 +7.60 0 1 +0
Oct10 100722 202.90 202.90 202.88 202.90 +6.70 0 1 +0
Nov10 100722 201.30 201.30 201.27 201.30 +6.40 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Aug10 100722 4.527 4.719 4.509 4.643 +0.130 120,798 53,926 -4,914
Sep10 100722 4.518 4.699 4.497 4.632 +0.132 57,139 178,518 +1,981
Oct10 100722 4.560 4.750 4.556 4.672 +0.123 32,907 95,364 -1,723
Nov10 100722 4.810 4.921 4.810 4.905 +0.102 11,773 58,326 +1,690
Dec10 100722 5.093 5.219 5.085 5.172 +0.079 6,660 40,552 +355
Jan11 100722 5.257 5.390 5.252 5.337 +0.072 9,827 67,179 -61
Feb11 100722 5.270 5.340 5.270 5.306 +0.069 1,295 18,473 +174
Mar11 100722 5.194 5.252 5.186 5.210 +0.060 2,875 52,721 +326
Apr11 100722 5.010 5.062 4.988 5.018 +0.042 2,980 45,431 +77
May11 100722 5.033 5.066 5.012 5.032 +0.042 987 20,534 +154
Jun11 100722 5.013 5.122 5.013 5.072 +0.039 450 8,000 +60
Jul11 100722 5.139 5.170 5.103 5.122 +0.036 528 7,170 -88
Aug11 100722 5.195 5.207 5.150 5.163 +0.034 478 6,435 +59
Sep11 100722 5.230 5.236 5.171 5.187 +0.032 260 5,653 -23
Oct11 100722 5.305 5.312 5.250 5.267 +0.031 466 19,315 +80
Nov11 100722 5.470 5.481 5.467 5.481 +0.021 290 5,378 +80
Total Volume and Open Interest 251,450 785,515 -1,946
Brent Crude Oil(ICE)
Sep10 100722 75.44 77.92 74.91 77.82 +2.45 145,497 213,412 -10,038
Oct10 100722 75.91 78.42 75.40 78.31 +2.47 63,869 138,210 +7,980
Nov10 100722 76.45 79.00 76.10 78.90 +2.46 23,651 38,231 +3,532
Dec10 100722 77.13 79.54 76.68 79.46 +2.43 27,351 114,735 -1,397
Jan11 100722 77.67 79.94 77.45 79.94 +2.40 4,833 27,503 +455
Feb11 100722 78.17 80.39 77.98 80.39 +2.38 3,353 16,612 -646
Mar11 100722 78.45 80.82 78.45 80.82 +2.34 2,776 13,596 +169
Apr11 100722 78.92 81.25 78.92 81.25 +2.29 1,826 10,955 -109
May11 100722 79.56 81.64 79.36 81.64 +2.23 1,470 15,677 -154
Jun11 100722 80.00 82.04 79.81 82.02 +2.19 3,346 24,261 -99
Jul11 100722 82.38 82.38 82.38 82.38 +2.17 524 8,687 +339
Aug11 100722 82.67 82.67 82.67 82.67 +2.15 192 4,002 -18
Sep11 100722 82.89 82.89 82.89 82.89 +2.13 94 4,830 +0
Oct11 100722 83.08 83.08 83.08 83.08 +2.14 105 3,634 +0
Total Volume and Open Interest 287,780 755,966 +1,026
Gas Oil(ICE)
Aug10 100722 636.00 658.50 634.00 653.25 +16.25 35,450 125,385 -1,053
Sep10 100722 642.00 664.25 640.00 659.25 +16.25 40,900 103,021 -1,188
Oct10 100722 648.50 668.50 646.50 664.25 +15.75 12,652 46,168 +4,665
Nov10 100722 651.00 671.50 651.00 668.75 +15.50 3,789 34,535 +360
Dec10 100722 657.75 677.25 656.25 673.25 +15.50 11,305 94,112 -349
Jan11 100722 662.50 679.50 662.50 678.25 +15.50 2,792 36,650 +160
Feb11 100722 669.75 683.00 669.00 682.75 +15.50 1,206 21,180 -269
Mar11 100722 673.00 690.00 673.00 686.50 +15.50 1,088 14,069 +222
Apr11 100722 676.25 693.50 676.25 690.00 +15.75 514 13,703 +143
May11 100722 689.25 693.00 689.25 693.00 +15.75 734 15,154 +371
Total Volume and Open Interest 119,959 626,699 +4,330
Ethanol(CBOT)
Jul10 100706 1.555 1.555 1.550 1.550 +0.005 1 160 -1
Aug10 100722 1.621 1.630 1.620 1.621 +0.011 85 620 -30
Sep10 100722 1.617 1.628 1.612 1.614 +0.014 160 1,182 -42
Oct10 100722 1.629 1.634 1.607 1.609 +0.014 138 1,272 +1
Nov10 100722 1.624 1.624 1.612 1.616 +0.014 113 915 +22
Dec10 100722 1.644 1.645 1.629 1.633 +0.012 137 1,965 +7
Jan11 100722 1.635 1.647 1.635 1.643 +0.023 133 1,322 -94
Feb11 100722 1.665 1.676 1.665 1.672 +0.008 23 830 +0
Total Volume and Open Interest 925 12,164 -51
WTI Crude Oil(ICE
Sep10 100722 76.63 79.41 76.16 79.30 +2.74 77,432 100,539 -465
Oct10 100722 76.97 79.74 76.60 79.64 +2.64 28,314 49,196 +2,019
Nov10 100722 77.55 80.13 77.32 80.12 +2.56 11,687 17,693 +1,367
Dec10 100722 77.94 80.62 77.76 80.57 +2.48 14,852 83,494 +1,030
Jan11 100722 79.94 80.98 79.93 80.98 +2.42 2,540 17,664 +552
Feb11 100722 80.80 81.35 80.80 81.35 +2.38 1,374 11,222 +189
Mar11 100722 81.70 81.70 81.70 81.70 +2.35 784 9,136 +98
Apr11 100722 81.23 82.05 81.23 82.05 +2.31 302 5,031 +4
May11 100722 81.61 82.41 81.59 82.41 +2.29 458 3,985 -77
Jun11 100722 81.59 82.76 81.57 82.76 +2.27 1,346 20,815 +119
Jul11 100722 83.10 83.10 83.10 83.10 +2.26 62 10,576 +36
Aug11 100722 83.31 83.31 83.31 83.31 +2.25 30 2,336 +14
Sep11 100722 83.48 83.48 83.48 83.48 +2.25 19 2,781 +0
Oct11 100722 83.64 83.64 83.64 83.64 +2.25 5 2,072 +5
Nov11 100722 83.79 83.79 83.79 83.79 +2.24 0 6,416 +0
Dec11 100722 81.79 83.94 81.79 83.94 +2.23 2,910 49,782 +299
Total Volume and Open Interest 144,028 454,043 +5,552
US Dollar Index(ICE)
Sep10 100722 83.470 83.545 82.640 82.783 -0.810 17,417 23,526 -882
Dec10 100722 83.755 83.755 83.055 83.092 -0.810 2 649 -1
Mar11 100722 83.452 83.452 83.452 83.452 -0.810      
Total Volume and Open Interest 17,419 24,176 -883
Australian Dollar(CME)
Sep10 100722 87.13 88.99 86.84 88.81 +1.67 108,284 79,255 +7,772
Dec10 100722 86.22 87.98 85.97 87.82 +1.65 159 891 -16
Mar11 100722 86.83 86.83 85.20 86.83 +1.63      
Total Volume and Open Interest 108,443 80,302 +7,756
British Pound(CME)
Sep10 100722 151.65 152.94 151.47 152.63 +1.21 101,915 124,501 +186
Dec10 100722 151.79 152.80 151.36 152.57 +1.21 59 399 +8
Mar11 100722 152.50 152.50 151.29 152.50 +1.21 2 4 +0
Total Volume and Open Interest 101,976 124,904 +194
Canadian Dollar(CME)
Sep10 100722 95.27 96.51 95.14 96.40 +1.19 88,588 78,694 -3,035
Dec10 100722 95.13 96.35 95.00 96.25 +1.19 367 3,844 -35
Mar11 100722 96.05 96.06 94.89 96.06 +1.17 10 476 +4
Jun11 100722 95.90 95.90 94.69 95.84 +1.15 11 273 +10
Total Volume and Open Interest 88,976 83,317 -3,056
Japanese Yen(CME)
Sep10 100722 115.02 115.88 114.72 114.98 -0.06 117,850 126,996 -1,576
Dec10 100722 115.48 115.90 114.90 115.12 -0.06 133 650 +4
Mar11 100722 115.28 115.35 115.28 115.28 -0.07 0 9 +0
Total Volume and Open Interest 117,983 127,658 -1,572
Swiss Franc(CME)
Sep10 100722 95.21 96.29 95.20 95.94 +0.73 36,296 54,769 +1,945
Dec10 100722 95.43 96.39 95.33 96.07 +0.74 71 140 -13
Mar11 100722 96.20 96.20 95.46 96.20 +0.74 0 8 +0
Total Volume and Open Interest 36,367 54,918 +1,932
EuroFX(CME)
Sep10 100722 127.54 129.33 127.37 128.93 +1.50 285,869 227,731 -2,557
Dec10 100722 127.65 129.27 127.47 128.89 +1.50 452 2,144 -56
Mar11 100722 129.03 129.03 127.34 128.84 +1.50 0 236 +0
Total Volume and Open Interest 286,321 230,118 -2,613
Mexican Peso(CME)
Aug10 100722 782.5 782.5 774.8 782.5 +7.8      
Sep10 100722 773.8 781.2 771.8 779.8 +7.8 25,242 71,694 +4,582
Total Volume and Open Interest 25,246 72,072 +4,578
30-Year T-Bonds(CBOT)
Sep10 100722 128~180 128~180 128~030 128~030 -0~240      
Dec10 100722 127~210 127~250 126~220 126~220 -0~240 266 2,084 -6
Mar11 100722 125~120 126~040 125~120 125~120 -0~240 0 31 +0
Total Volume and Open Interest 265,892 682,517 -5,128
10-Year T-Notes(CBOT)
Sep10 100722 123~175 123~220 123~000 123~055 -0~105 1,067,189 1,837,148 -936
Dec10 100722 122~215 122~250 122~065 122~095 -0~105 1,710 6,604 +728
Mar11 100722 121~030 121~135 121~030 121~030 -0~105 0 64 +0
Total Volume and Open Interest 1,068,899 1,843,850 -208
5-Year T-Notes(CBOT)
Sep10 100716 118~093 119~025 118~090 119~010 +0~079 507,956 900,391 -19,947
Dec10 100722 118~026 118~056 118~026 118~043 -0~013 170 388 +170
Mar11 100722 117~049 117~062 117~049 117~049 -0~013      
Total Volume and Open Interest 466,564 933,042 -8,927
2 Year T-Notes(CBOT)
Sep10 100722 54~097 54~097 54~097 54~097 -0~002      
Dec10 100722 109~031 109~043 109~031 109~037 -0~006 0 58 +0
Mar11 100722 109~007 109~016 109~007 109~007 -0~009      
Total Volume and Open Interest 165,664 861,922 +920
Eurodollars(CME)
Sep10 100722 99.525 99.550 99.525 99.545 +0.020 250,660 957,048 -26
Dec10 100722 99.475 99.510 99.475 99.500 +0.025 150,430 1,176,410 -6,605
Mar11 100722 99.420 99.450 99.415 99.435 +0.020 158,324 1,007,550 -7,544
Jun11 100722 99.310 99.335 99.305 99.325 +0.020 177,269 884,820 -15,362
Sep11 100722 99.160 99.175 99.140 99.170 +0.020 179,866 988,756 +7,018
Dec11 100722 98.950 98.965 98.920 98.955 +0.015 125,182 666,619 -710
Mar12 100722 98.755 98.765 98.710 98.750 +0.005 96,468 455,338 -2,885
Jun12 100722 98.550 98.555 98.490 98.535 unch 89,506 364,346 +4,250
Sep12 100722 98.335 98.350 98.275 98.325 -0.005 49,523 260,179 +1,766
Dec12 100722 98.120 98.130 98.050 98.105 -0.005 41,605 185,824 -410
Mar13 100722 97.930 97.945 97.860 97.915 -0.010 32,521 196,242 +1,897
Jun13 100722 97.730 97.735 97.650 97.705 -0.010 36,788 131,287 +883
Sep13 100722 97.515 97.525 97.435 97.490 -0.010 18,297 87,027 -284
Dec13 100722 97.295 97.300 97.215 97.265 -0.015 15,329 59,600 +1,485
Mar14 100722 97.105 97.110 97.025 97.075 -0.015 10,128 50,766 -315
Jun14 100722 96.905 96.910 96.835 96.880 -0.015 8,733 41,790 -52
Sep14 100722 96.725 96.735 96.655 96.700 -0.015 4,570 26,722 -411
Dec14 100722 96.550 96.555 96.475 96.515 -0.020 4,177 46,495 +96
Total Volume and Open Interest 1,475,338 7,729,322 -16,943
30 Day Federal Funds(CBOT)
Jul10 100722 99.817 99.820 99.817 99.817 unch 4,279 54,074 -1,552
Aug10 100722 99.820 99.820 99.815 99.815 unch 6,316 75,645 +550
Sep10 100722 99.820 99.820 99.815 99.815 unch 7,814 54,452 +990
Oct10 100722 99.815 99.820 99.810 99.815 +0.005 5,346 61,639 -395
Nov10 100722 99.815 99.815 99.810 99.810 unch 8,349 81,919 +1,917
Dec10 100722 99.810 99.815 99.805 99.810 +0.005 4,714 68,129 +520
Total Volume and Open Interest 56,957 616,778 +2,912
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 100722 99.665 99.665 99.665 99.665 +0.007 0 871 +0
Dec10 100722 99.698 99.698 99.698 99.698 +0.007 0 442 +0
Mar11 100722 99.713 99.713 99.713 99.713 +0.007 0 367 +0
Jun11 100722 99.713 99.713 99.713 99.713 +0.007      
Sep11 100722 99.695 99.695 99.695 99.695 +0.010      
Dec11 100722 99.705 99.705 99.705 99.705 +0.010      
Mar12 100722 99.670 99.670 99.670 99.670 +0.010      
Jun12 100722 99.720 99.720 99.720 99.720 +0.010      
Sep12 100722 99.780 99.780 99.780 99.780 +0.010      
Dec12 100722 99.475 99.475 99.475 99.475 +0.010      
Total Volume and Open Interest 0 1,680 +0
3-Mth Euro-Yen(SGX)
Sep10 100722 99.66 99.67 99.66 99.67 +0.01 1 3,324 +0
Dec10 100722 99.69 99.70 99.69 99.70 +0.01 0 1,522 +151
Mar11 100722 99.71 99.71 99.71 99.71 +0.01 2 1,961 +0
Jun11 100722 99.70 99.71 99.70 99.71 +0.01 0 1,498 +102
Sep11 100722 99.69 99.69 99.69 99.69 +0.01 0 108 +0
Dec11 100722 99.71 99.71 99.71 99.71 +0.01 0 106 +0
Mar12 100722 99.67 99.67 99.67 99.67 +0.01 0 305 +0
Jun12 100722 99.72 99.72 99.72 99.72 +0.01 0 754 +0
Total Volume and Open Interest 3 9,890 +253
Japanese Gov't Bonds(SGX)
Sep10 100722 141.70 142.08 141.70 141.75 +0.13 1,434 21,613 +112
Dec10 100722 141.33 141.70 140.87 140.87 +0.05 15 20 +0
Mar11 100722 138.78 138.78 138.78 138.78 +0.05      
Total Volume and Open Interest 1,301 21,684 -319
Euro-Bund(EUREX)
Sep10 100722 129.21 129.43 128.53 128.69 -0.22 667,157 877,468 -17,769
Dec10 100722 127.93 127.93 127.20 127.24 -0.23 13 1,944 -2
Mar11 100722 127.35 127.35 127.35 127.35 -0.22 3 2 +1
Total Volume and Open Interest 667,173 879,414 -17,770
Euro-Bobl(EUREX)
Sep10 100722 120.39 120.60 120.15 120.23 +0.01 363,429 673,593 -19,541
Dec10 100722 119.05 119.05 118.96 118.96 +0.02 0 14,057 +0
Mar11 100722 118.23 118.23 118.23 118.23 +0.01      
Total Volume and Open Interest 363,429 687,650 -19,541
3-Mth Euribor(EUREX)
Sep10 100722 99.015 99.025 99.015 99.025 +0.025 85 3,486 +13
Dec10 100722 98.960 98.975 98.960 98.960 +0.030 16 2,019 -41
Mar11 100722 98.945 98.945 98.925 98.925 +0.025 13 1,125 -54
Total Volume and Open Interest 737 10,398 -412
Long Gilt(LIFFE)
Sep10 100705 121~05 121~15 121~02 121~12 +0~11 97,267 277,853 -5,117
Dec10 100722 119~25 119~25 119~25 119~25 -0~03      
Total Volume and Open Interest 85,692 282,698 +2,179
3-Mth Short Sterling(LIFFE)
Sep10 100722 99.22 99.24 99.22 99.23 +0.01 46,174 342,286 +2,270
Dec10 100722 99.16 99.18 99.15 99.17 +0.03 39,728 442,906 -2,312
Mar11 100722 99.07 99.09 99.05 99.08 +0.03 58,124 309,503 -135
Jun11 100722 98.93 98.96 98.92 98.95 +0.03 70,185 327,034 +16,508
Sep11 100722 98.78 98.80 98.74 98.79 +0.03 62,511 349,706 +11,655
Dec11 100722 98.58 98.59 98.54 98.57 +0.02 46,703 284,135 +4,816
Total Volume and Open Interest 435,538 2,528,815 +47,837
3-Mth Euribor(LIFFE)
Sep10 100722 99.005 99.030 99.000 99.025 +0.025 103,352 586,192 +3,734
Dec10 100722 98.935 98.980 98.935 98.960 +0.030 103,996 497,368 -1,437
Mar11 100722 98.900 98.955 98.900 98.925 +0.030 87,249 479,126 +3,410
Total Volume and Open Interest 679,574 3,239,599 +23,446
3-Mth Aus T-Bills(SFE)
Sep10 100722 95.06 95.10 95.04 95.08 +0.01 14,620 252,943 +1,310
Dec10 100722 95.00 95.03 94.97 95.02 +0.01 17,414 191,987 -1,276
Mar11 100722 94.98 95.01 94.93 94.99 +0.01 11,352 80,191 -3,003
Jun11 100722 94.93 94.98 94.90 94.96 +0.02 6,888 63,320 +2,138
Sep11 100722 94.90 94.95 94.89 94.94 +0.03 1,730 37,734 +322
Dec11 100722 94.85 94.92 94.85 94.92 +0.04 373 27,348 +52
Mar12 100722 94.82 94.91 94.82 94.91 +0.06 438 24,726 +62
Jun12 100722 94.82 94.91 94.82 94.89 +0.05 593 10,531 +396
Sep12 100722 94.86 94.90 94.86 94.89 +0.06 107 2,627 +107
Dec12 100722 94.87 94.87 94.87 94.87 +0.04 4 1,288 +4
Total Volume and Open Interest 53,519 693,651 +112
10-Year Aus T-Bonds(SFE)
Sep10 100722 94.82 94.87 94.77 94.85 +0.03 64,707 374,575 +10,753
Dec10 100722 94.84 94.84 94.84 94.84 +0.03      
Total Volume and Open Interest 64,707 374,575 +10,753
3-Year Aus T-Bonds(SFE)
Sep10 100722 95.29 95.34 95.23 95.31 +0.02 156,393 661,499 +28,274
Dec10 100722 95.26 95.26 95.26 95.26 +0.02      
Total Volume and Open Interest 156,393 661,499 +28,274
Gold(CMX)
Aug10 100722 1184.1 1201.2 1180.7 1195.6 +3.8 144,273 243,895 -5,866
Oct10 100722 1189.0 1203.0 1182.6 1197.4 +3.7 5,621 25,179 -868
Dec10 100722 1188.1 1204.6 1184.4 1199.3 +3.8 36,826 148,510 +1,609
Feb11 100722 1192.4 1204.3 1192.4 1200.9 +3.7 376 20,764 +17
Apr11 100722 1202.4 1202.4 1202.4 1202.4 +3.7 327 17,970 -115
Jun11 100722 535.4 551.8 534.6 548.5 +3.6 354 14,839 -170
Aug11 100722 1205.6 1205.6 1205.6 1205.6 +3.6 80 8,172 -28
Oct11 100722 1207.4 1207.4 1207.4 1207.4 +3.5 511 7,067 -400
Dec11 100722 1200.0 1212.4 1200.0 1209.5 +3.5 460 12,295 +173
Feb12 100722 1211.7 1211.7 1211.7 1211.7 +3.2 95 6,478 +55
Apr12 100722 1214.4 1214.4 1214.4 1214.4 +3.3 160 4,948 +160
Jun12 100722 1217.8 1217.8 1217.8 1217.8 +3.5 158 9,159 +81
Total Volume and Open Interest 190,249 559,473 -5,198
Silver(CMX)
Jul10 100722 1766.5 1815.0 1766.5 1811.5 +31.7 115 719 -17
Sep10 100722 1766.0 1820.0 1763.5 1812.0 +31.7 24,619 61,425 -1,563
Dec10 100722 1770.5 1826.0 1770.0 1817.7 +31.8 1,530 25,900 +54
Mar11 100722 1797.0 1826.0 1797.0 1821.9 +31.9 261 10,139 +117
May11 100722 1799.0 1824.2 1799.0 1824.2 +32.0 22 7,727 +20
Jul11 100722 1826.2 1826.2 1826.2 1826.2 +32.1 4 3,853 -4
Sep11 100722 1827.9 1827.9 1827.9 1827.9 +32.3 10 462 +10
Total Volume and Open Interest 26,609 117,531 -1,371
Platinum(NYMEX)
Jul10 100722 1513.0 1527.3 1513.0 1525.4 +0.6 8 46 -17
Oct10 100722 1516.1 1534.9 1508.5 1529.4 -0.4 3,778 26,655 -121
Jan11 100722 1532.3 1535.1 1532.3 1533.6 -0.4 20 913 +16
Apr11 100722 1533.6 1533.6 1533.6 1533.6 -0.4 0 6 +0
Total Volume and Open Interest 3,806 27,646 -122
Palladium(NYMEX)
Sep10 100722 447.15 459.55 444.60 456.90 +4.75 1,769 18,427 -13
Dec10 100722 460.55 460.60 458.25 458.25 +4.80 5 810 +5
Mar11 100722 459.00 459.00 459.00 459.00 +4.80 0 20 +0
Total Volume and Open Interest 1,774 19,266 -8
Copper(CMX)
Jul10 100722 306.00 318.55 305.00 316.05 +7.35 315 915 -319
Sep10 100722 306.90 319.30 304.75 316.45 +7.15 34,904 76,573 -1,217
Dec10 100722 308.65 321.00 307.00 318.25 +6.85 4,787 24,820 +213
Mar11 100722 317.00 320.40 316.80 318.90 +6.70 817 11,099 +241
May11 100722 320.05 320.90 318.95 318.95 +6.55 43 1,363 -12
Total Volume and Open Interest 42,564 132,711 -65
DJIA Index(CBOT)
Sep10 100722 10045 10320 10042 10267 +209 713 7,411 +369
Dec10 100722 10203 10203 9995 10203 +208 0 8 +0
Mar11 100722 10147 10147 9939 10147 +208      
Jun11 100722 10087 10087 9879 10087 +208      
Total Volume and Open Interest 713 7,419 +369
S & P 500(CME)
Sep10 100722 1063.30 1094.50 1061.30 1087.70 +23.80 20,777 301,922 +896
Dec10 100722 1079.50 1090.30 1079.50 1083.00 +23.70 1 5,191 +21
Mar11 100722 1078.40 1085.70 1078.40 1078.40 +23.70 10 798 +3
Jun11 100722 1074.40 1081.70 1074.40 1074.40 +23.70 0 52 +0
Total Volume and Open Interest 20,788 307,963 +920
S & P 500 E-Mini(Globex)
Sep10 100722 1063.25 1094.50 1061.25 1087.75 +23.75 2,275,816 2,796,302 +11,153
Dec10 100722 1058.25 1089.50 1056.50 1083.00 +23.75 5,925 18,153 +828
Total Volume and Open Interest 2,281,748 2,814,633 +11,981
NASDAQ 100(CME)
Sep10 100722 1814.30 1870.00 1813.50 1852.80 +37.30 1,657 13,806 -190
Dec10 100722 1850.30 1862.00 1850.30 1850.30 +37.30 0 1 +0
Mar11 100722 1847.80 1847.80 1847.00 1847.80 +37.30      
Total Volume and Open Interest 1,657 13,807 -190
NASDAQ 100 E-Mini(Globex)
Sep10 100722 1815.50 1869.30 1812.50 1852.80 +37.30 350,306 314,802 +2,544
Dec10 100722 1829.30 1866.00 1829.30 1850.30 +37.30 64 222 +9
Total Volume and Open Interest 350,370 315,026 +2,553
S & P Midcap 400(CME)
Sep10 100722 748.00 752.00 745.00 749.20 +20.20 1 2,687 -8
Dec10 100722 747.20 747.20 747.20 747.20 +20.20      
Mar11 100722 745.20 745.20 745.20 745.20 +20.20      
Total Volume and Open Interest 1 2,687 -8
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100722 9350 9350 9350 9350 +125      
Dec10 100722 9350 9350 9225 9350 +125 0 1 +0
Total Volume and Open Interest 9,722 29,643 -1,759
Nikkei 225(SGX)
Sep10 100722 9320 9330 9170 9205 -80 88,884 173,085 -2,394
Dec10 100722 9270 9270 9130 9160 -75 375 2,293 +85
Mar11 100722 9150 9150 9150 9150 -80 0 41 +0
Total Volume and Open Interest 89,259 177,230 -2,109
CAC 40(EURONEXT)
Aug10 100722 3465.0 3609.0 3459.0 3602.5 +110.5 134,136 388,512 -1,444
Sep10 100722 3460.5 3604.0 3455.5 3598.5 +110.5 256 38,627 +124
Oct10 100722 3599.0 3599.0 3599.0 3599.0 +111.5      
Total Volume and Open Interest 134,392 428,397 -1,320
Hang Seng Index(HKFE)
Jul10 100722 20445 20622 20376 20586 +51 76,229 74,419 +1,944
Aug10 100722 20422 20585 20341 20552 +52 2,360 3,280 +192
Sep10 100722 20316 20478 20286 20464 +54 452 6,595 +137
Total Volume and Open Interest 79,108 85,428 +2,352
DAX(EUREX)
Sep10 100722 5970.0 6154.5 5954.5 6143.0 +148.0 152,744 145,165 -4,273
Dec10 100722 5971.0 6153.5 5971.0 6153.5 +148.0 339 13,201 -107
Mar11 100722 6010.0 6166.5 6010.0 6166.5 +148.0 78 1,372 +61
Total Volume and Open Interest 153,161 159,738 -4,319
FT-SE 100(EURONEXT)
Sep10 100722 5155.50 5294.50 5146.00 5277.50 +96.00 95,034 638,471 -4,147
Dec10 100722 5134.00 5256.00 5134.00 5256.00 +96.00 296 6,814 -24
Mar11 100722 5121.00 5215.50 5120.00 5215.50 +96.00 38 944 -25
Total Volume and Open Interest 95,373 646,404 -4,196
SPI 200(SFE)
Sep10 100722 4399.0 4427.0 4338.0 4348.0 -50.0 23,666 222,582 +1,001
Dec10 100722 4436.0 4436.0 4368.0 4368.0 -50.0 27 3,408 +1
Mar11 100722 4356.0 4356.0 4356.0 4356.0 -51.0 0 1,137 +0
Total Volume and Open Interest 23,859 228,161 +1,024
GSCI(CME)
Aug10 100722 507.00 517.00 507.00 517.00 +14.00 58 16,221 -2,197
Sep10 100722 509.60 519.80 509.60 519.80 +13.80 2 2 +0
Oct10 100722 513.60 522.80 513.60 522.80 +12.80 5 0 -1
Total Volume and Open Interest 65 16,223 -2,198
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.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.