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MRCI's End of Day Prices
Daily Futures Price Listing Fri July 23, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug10 100723 1015.25 1022.00 1012.00 1017.00 +1.00 19,617 51,222 -3,175
Sep10 100723 990.25 997.00 986.50 991.00 +0.50 7,000 23,848 +1,213
Nov10 100723 978.00 986.75 975.75 981.50 +2.00 56,643 289,472 -889
Jan11 100723 987.00 995.00 983.75 989.75 +2.25 7,901 49,209 +3,427
Mar11 100723 988.25 998.00 987.50 993.00 +2.00 1,889 17,781 +486
May11 100723 990.25 999.00 990.00 993.75 +1.25 2,150 17,702 +515
Jul11 100723 997.00 1006.00 996.00 1001.00 +1.50 1,229 19,116 -59
Total Volume and Open Interest 97,486 487,149 +1,671
Soybean Meal(CBOT)
Aug10 100723 299.60 301.80 298.90 299.90 -0.30 12,323 26,569 -3,300
Sep10 100723 290.50 300.00 289.00 290.40 -0.10 6,370 31,037 +503
Oct10 100723 283.30 285.70 282.10 283.80 +0.80 1,785 15,295 +46
Dec10 100723 282.30 285.70 281.40 283.30 +1.00 14,875 98,863 +818
Jan11 100723 281.70 284.60 280.70 282.60 +1.00 564 7,109 +135
Mar11 100723 282.60 284.90 281.00 283.00 +0.90 226 7,219 -7
May11 100723 283.90 284.80 281.50 282.30 +0.80 796 6,181 -435
Jul11 100723 285.00 286.10 283.30 284.20 +0.90 831 5,487 +265
Total Volume and Open Interest 37,867 201,218 -1,929
Soybean Oil(CBOT)
Aug10 100723 38.85 39.16 38.72 39.07 +0.17 15,318 32,856 -2,040
Sep10 100723 39.08 39.34 38.90 39.14 +0.06 11,716 57,280 +1,754
Oct10 100723 39.28 39.53 39.08 39.34 +0.06 2,413 17,836 -90
Dec10 100723 39.68 39.96 39.50 39.76 +0.06 27,124 140,140 -1,481
Jan11 100723 39.92 40.21 39.77 40.02 +0.05 584 11,636 +98
Mar11 100723 40.13 40.42 40.12 40.24 +0.02 380 6,231 -57
May11 100723 40.32 40.64 40.20 40.48 +0.05 153 5,404 +32
Jul11 100723 40.79 40.88 40.59 40.73 +0.05 263 4,098 +33
Total Volume and Open Interest 58,063 279,144 -1,738
Canola(WCE)
Nov10 100723 461.0 465.0 456.0 460.0 -0.9 7,933 136,006 +4,351
Jan11 100723 460.4 463.7 459.0 462.6 -0.8 1,558 10,888 +166
Mar11 100723 462.0 466.2 457.5 460.8 -0.8 83 5,724 +43
May11 100723 463.3 464.9 456.3 459.0 -0.4 120 2,066 -9
Jul11 100723 461.4 463.0 452.9 456.0 -0.6 208 2,886 -60
Total Volume and Open Interest 9,957 159,129 +4,546
Corn(CBOT)
Sep10 100723 375.25 379.50 369.75 371.25 -5.25 47,803 398,630 +129
Dec10 100723 388.75 393.50 383.25 384.50 -5.75 76,748 522,969 +6,325
Mar11 100723 402.00 406.75 396.75 397.75 -5.75 6,686 89,504 +960
May11 100723 409.50 414.25 405.00 406.00 -5.50 1,672 17,762 +217
Jul11 100723 417.25 421.50 412.00 413.50 -4.75 2,460 52,762 +393
Sep11 100723 419.00 421.25 414.50 415.00 -3.75 377 5,796 +43
Total Volume and Open Interest 140,630 1,187,775 +8,446
Wheat(CBOT)
Sep10 100723 596.00 603.75 593.25 596.25 -0.25 48,904 198,460 -1,856
Dec10 100723 627.00 634.00 624.25 627.25 -0.25 29,805 133,041 +4,425
Mar11 100723 649.50 656.25 647.00 651.50 +1.50 8,126 38,032 +707
May11 100723 656.00 663.00 654.75 659.00 +1.50 2,655 20,587 +222
Jul11 100723 662.00 669.00 660.25 664.50 +1.50 9,548 66,943 +2,453
Total Volume and Open Interest 102,232 485,188 +6,752
Wheat(KCBT)
Sep10 100723 610.00 620.25 609.00 615.00 +3.25 13,772 57,182 -169
Dec10 100723 628.00 638.00 626.25 632.00 +2.75 9,301 61,970 +1,362
Mar11 100723 644.75 653.50 643.00 647.75 +2.75 7,138 24,484 +1,863
May11 100723 659.50 659.75 654.00 654.75 +2.00 345 6,637 +23
Jul11 100723 659.00 668.00 658.50 662.75 +2.50 2,159 29,284 +432
Total Volume and Open Interest 33,262 184,778 +3,398
Wheat(MGE)
Sep10 100723 621.75 631.75 620.75 628.50 +5.75 4,416 17,296 -1,113
Dec10 100723 638.75 648.00 637.50 644.75 +5.75 1,636 18,165 +156
Mar11 100723 652.00 663.75 652.00 659.50 +6.00 797 6,909 +312
May11 100723 660.25 671.75 660.25 666.00 +4.50 108 2,424 +9
Jul11 100723 667.25 677.75 667.25 674.00 +3.75 330 6,924 +71
Total Volume and Open Interest 7,523 54,904 -486
Oats(CBOT)
Sep10 100723 258.25 258.75 252.25 254.75 -0.25 254 3,419 -62
Dec10 100723 265.00 268.00 262.00 264.75 +0.75 420 6,166 +105
Mar11 100723 271.75 272.50 270.00 271.75 +1.75 0 172 +0
May11 100723 278.75 278.75 276.00 278.75 +2.75 0 10 +0
Total Volume and Open Interest 674 9,767 +43
Rough Rice(CBOT)
Sep10 100723 10.18 10.39 10.14 10.27 +0.14 354 7,725 -16
Nov10 100723 10.39 10.65 10.39 10.53 +0.14 295 4,915 +56
Jan11 100723 10.84 10.84 10.69 10.80 +0.14 38 688 +16
Mar11 100723 11.08 11.09 10.93 11.07 +0.14 10 657 +10
Total Volume and Open Interest 714 15,379 +71
Live Cattle(CME)
Aug10 100723 93.450 93.500 93.080 93.430 +0.100 10,233 52,509 -1,688
Oct10 100723 94.500 94.930 94.385 94.730 +0.330 12,324 145,496 +2,785
Dec10 100723 96.300 96.800 96.250 96.480 unch 6,879 70,449 +1,719
Feb11 100723 97.385 97.885 97.385 97.680 unch 2,538 30,399 +587
Apr11 100723 99.100 99.400 98.850 99.330 +0.045 1,177 17,589 +662
Jun11 100723 95.200 95.750 95.150 95.650 +0.015 328 7,199 +66
Total Volume and Open Interest 34,014 327,246 +4,238
Feeder Cattle(CME)
Aug10 100723 114.700 115.350 114.680 115.180 +0.280 1,281 14,116 -456
Sep10 100723 114.830 115.200 114.580 115.180 +0.430 700 11,539 +142
Oct10 100723 115.000 115.400 114.680 115.250 +0.365 594 7,386 +270
Nov10 100723 114.580 115.100 114.200 115.100 +0.550 216 2,859 +93
Jan11 100723 112.250 113.000 112.250 112.950 +0.450 52 1,068 +37
Mar11 100723 111.050 111.500 111.050 111.150 +0.100 14 314 +8
Apr11 100723 111.000 111.000 110.900 110.900 unch 0 25 +0
Total Volume and Open Interest 2,865 37,343 +99
Lean Hogs(CME)
Aug10 100723 82.850 83.330 82.500 83.230 +0.595 14,186 31,980 -1,145
Oct10 100723 76.535 77.100 76.430 77.035 +0.635 9,794 80,680 +581
Dec10 100723 74.250 74.500 74.035 74.350 +0.215 4,088 46,129 +226
Feb11 100723 75.450 75.900 75.300 75.800 +0.325 1,095 15,889 +95
Apr11 100723 76.200 76.650 76.200 76.475 +0.375 1,675 15,548 +1,067
May11 100723 79.300 79.680 79.135 79.680 +0.380 12 444 +11
Jun11 100723 82.080 82.750 81.980 82.600 +0.520 273 7,059 +38
Jul11 100723 80.500 80.900 80.250 80.900 +0.500 129 1,681 +49
Total Volume and Open Interest 31,300 200,060 +940
Pork Bellies(CME)
Jul10 100723 120.500 120.500 119.500 119.500 +3.500 0 13 +0
Aug10 100723 103.250 103.950 103.250 103.500 +2.500 1 20 +0
Feb11 100723 101.500 101.500 100.500 100.500 +0.500 0 5 +0
Mar11 100723 101.000 101.000 101.000 101.000 +0.500 0 1 +0
May11 100723 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 1 39 +0
Class III Milk(CME)
Jul10 100723 13.75 13.77 13.72 13.73 -0.04 6 4,219 +5
Aug10 100723 14.85 14.97 14.85 14.91 +0.01 280 4,958 +2
Sep10 100723 15.10 15.22 15.05 15.15 +0.10 128 4,643 +71
Oct10 100723 14.95 14.98 14.88 14.93 +0.05 34 3,792 +19
Nov10 100723 14.69 14.72 14.62 14.70 +0.08 39 3,681 +17
Total Volume and Open Interest 607 27,945 +146
Cocoa(ICE)
Sep10 100723 2932 2973 2916 2966 +50 5,877 58,766 -472
Dec10 100723 2949 2999 2949 2993 +51 3,005 26,972 +1,068
Mar11 100723 2977 3024 2969 3018 +53 188 19,967 -27
May11 100723 2999 3041 2999 3038 +53 24 8,099 +15
Jul11 100723 3049 3049 3045 3049 +51 52 4,341 +51
Sep11 100723 3058 3058 3058 3058 +51 0 1,817 +0
Dec11 100723 3065 3065 3065 3065 +50 0 3,468 +0
Total Volume and Open Interest 9,146 126,562 +635
Coffee "C"(ICE)
Sep10 100723 161.70 167.60 160.45 166.00 +4.30 12,501 90,636 -1,760
Dec10 100723 162.10 168.05 161.15 166.70 +4.40 2,328 46,665 -18
Mar11 100723 162.00 167.85 161.60 166.55 +4.40 399 20,535 +23
May11 100723 162.00 167.40 161.60 166.05 +4.20 93 6,579 +70
Jul11 100723 161.85 166.80 161.30 165.70 +4.20 38 3,148 +14
Sep11 100723 161.45 166.45 161.45 165.50 +4.20 62 1,361 +0
Total Volume and Open Interest 15,421 169,207 -1,671
Orange Juice(ICE)
Sep10 100723 144.05 145.75 144.05 145.65 +1.60 748 18,762 +38
Nov10 100723 145.50 146.80 145.50 146.75 +1.20 182 4,282 +84
Jan11 100723 146.75 148.25 146.75 147.95 +1.35 19 1,735 +9
Mar11 100723 149.25 149.25 148.95 148.95 +1.35 7 228 -2
May11 100723 149.55 149.55 149.55 149.55 +1.55 0 154 +0
Jul11 100723 151.10 151.10 151.10 151.10 +1.55 0 199 +0
Total Volume and Open Interest 956 25,364 +129
Sugar #11(ICE)
Oct10 100723 18.39 18.66 18.09 18.26 -0.04 20,492 258,734 -1,011
Mar11 100723 18.06 18.31 17.75 18.05 +0.03 10,590 151,685 +1,724
May11 100723 17.25 17.48 17.02 17.28 +0.01 2,312 29,268 +264
Jul11 100723 16.90 17.02 16.63 16.79 -0.02 2,587 66,751 +449
Oct11 100723 16.65 16.65 16.30 16.60 +0.04 427 30,131 -7
Total Volume and Open Interest 36,904 597,190 +1,480
London Cocoa(LCE)
Sep10 100723 2270 2305 2254 2297 +24 5,764 71,357 -1,032
Dec10 100723 2157 2183 2139 2178 +21 4,147 37,728 +393
Mar11 100723 2133 2160 2121 2152 +16 1,743 31,932 -11
May11 100723 2137 2161 2126 2154 +13 539 12,171 +76
Jul11 100723 2137 2166 2128 2155 +13 167 3,502 +68
Sep11 100723 2136 2165 2132 2154 +21 0 2,492 +0
Dec11 100723 2164 2165 2151 2151 +28 17 3,146 +16
Total Volume and Open Interest 12,377 166,108 -490
London Sugar(LCE)
Oct10 100723 570.10 571.00 545.50 559.20 -0.50 2,178 36,734 -244
Dec10 100723 517.00 523.30 497.30 511.10 -1.00 1,156 10,450 +144
Mar11 100723 506.00 513.90 493.50 502.20 -1.60 410 9,621 -1
May11 100723 488.00 497.90 479.20 484.90 -2.90 2 3,198 +0
Aug11 100723 469.00 469.00 462.40 465.20 -5.10 0 2,424 +0
Total Volume and Open Interest 3,748 62,696 -102
Cotton(ICE)
Oct10 100723 79.80 80.47 79.62 80.32 +0.75 74 1,241 -66
Dec10 100723 74.75 75.54 74.51 75.34 +0.63 10,872 112,616 -537
Mar11 100723 74.02 74.55 73.50 74.14 +0.03 4,863 34,397 +1,705
May11 100723 75.05 75.22 74.38 74.91 +0.07 218 1,128 -51
Jul11 100723 76.00 76.21 75.53 75.82 +0.03 356 7,539 +142
Oct11 100723 73.25 73.25 73.25 73.25 -0.13 1 8 +1
Total Volume and Open Interest 16,415 158,960 +1,197
Lumber(CME)
Sep10 100723 210.1 213.5 208.0 209.5 +0.5 272 5,698 +52
Nov10 100723 213.3 217.5 212.7 215.0 +0.4 121 2,510 +57
Jan11 100723 233.5 236.0 232.2 236.0 +1.8 15 181 +2
Mar11 100723 243.0 243.0 243.0 243.0 +4.5 0 12 +0
Total Volume and Open Interest 408 8,404 +111
Crude Oil(NYM)
Sep10 100723 79.27 79.60 78.40 78.98 -0.32 322,410 367,138 +3,196
Oct10 100723 79.36 79.94 78.77 79.34 -0.30 81,213 88,553 +5,417
Nov10 100723 79.89 80.43 79.28 79.83 -0.29 35,827 60,149 +3,576
Dec10 100723 80.40 80.90 79.74 80.31 -0.26 62,743 200,449 +1,498
Jan11 100723 80.91 81.06 80.21 80.74 -0.24 14,433 45,754 +2,912
Feb11 100723 80.64 81.25 80.60 81.11 -0.24 7,169 17,609 +1,294
Mar11 100723 81.95 81.95 81.00 81.47 -0.23 2,912 22,193 -7
Apr11 100723 81.83 81.83 81.83 81.83 -0.22 2,225 11,644 -242
May11 100723 81.85 82.19 81.85 82.19 -0.22 1,556 8,505 +471
Jun11 100723 82.69 82.71 82.10 82.54 -0.22 6,469 46,196 +402
Jul11 100723 82.66 82.91 82.65 82.88 -0.22 1,317 25,332 +138
Aug11 100723 83.09 83.09 83.09 83.09 -0.22 969 7,208 -35
Sep11 100723 83.26 83.26 83.26 83.26 -0.22 878 7,534 -374
Oct11 100723 83.42 83.42 83.42 83.42 -0.22 269 4,985 +0
Nov11 100723 83.58 83.58 83.58 83.58 -0.21 257 10,194 +19
Dec11 100723 84.20 84.30 83.16 83.74 -0.20 17,171 98,835 +2,319
Total Volume and Open Interest 576,372 1,230,232 +18,946
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 100723 79.475 79.925 78.800 79.350 -0.300 320 483 +90
Nov10 100723 80.100 80.225 79.350 79.825 -0.300 76 80 +0
Dec10 100723 80.525 80.525 79.725 80.300 -0.275 9 121 -1
Jan11 100723 80.750 80.750 80.750 80.750 -0.225 0 8 +0
Feb11 100723 81.100 81.100 81.100 81.100 -0.250      
Mar11 100723 81.475 81.475 81.475 81.475 -0.225 0 1 +0
Apr11 100723 81.825 81.825 81.825 81.825 -0.225      
Total Volume and Open Interest 11,739 3,235 +126
Heating Oil(NYM)
Aug10 100723 206.24 207.42 203.71 205.05 -1.19 34,515 40,694 -4,136
Sep10 100723 208.53 210.14 206.50 207.86 -1.09 38,342 68,092 +3,217
Oct10 100723 211.29 212.67 209.25 210.58 -0.93 9,628 32,701 +139
Nov10 100723 213.41 214.12 212.59 213.27 -0.93 3,808 24,053 +386
Dec10 100723 216.83 217.85 214.64 215.87 -0.96 11,356 36,072 -1,184
Jan11 100723 217.95 219.32 217.36 218.53 -1.00 5,054 26,569 +404
Feb11 100723 220.94 220.94 219.61 220.40 -1.01 1,684 11,463 +22
Mar11 100723 221.24 221.24 221.24 221.24 -0.92 1,395 9,925 -14
Apr11 100723 221.10 221.10 221.10 221.10 -0.89 1,045 6,354 +0
May11 100723 221.07 221.07 221.07 221.07 -0.83 675 6,071 +200
Jun11 100723 222.32 222.32 220.15 221.33 -0.79 2,132 19,460 -180
Jul11 100723 222.68 222.68 222.68 222.68 -0.76 2 1,986 +1
Total Volume and Open Interest 110,425 302,517 -946
Gasoline(NYMEX)
Aug10 100723 214.44 215.74 211.20 212.22 -2.44 27,119 40,849 -2,717
Sep10 100723 213.69 215.19 210.96 211.92 -2.17 35,169 90,767 +3,013
Oct10 100723 202.62 203.71 200.35 201.56 -1.32 12,052 34,458 -80
Nov10 100723 201.00 202.04 198.97 200.38 -0.89 6,575 29,291 +1,145
Dec10 100723 201.55 202.33 199.34 200.86 -0.70 8,348 17,019 -261
Jan11 100723 203.00 203.22 201.38 202.67 -0.65 2,229 8,448 +437
Feb11 100723 204.29 205.25 203.64 204.75 -0.63 1,121 3,563 +262
Mar11 100723 208.35 208.40 205.74 206.90 -0.58 571 3,101 +21
Apr11 100723 219.15 219.15 218.00 218.86 -0.67 1,348 5,290 +532
May11 100723 219.36 219.64 218.50 219.64 -0.74 624 3,626 +146
Total Volume and Open Interest 95,629 247,594 +2,404
e-miNY RBOB Gasoline(NYM)
Aug10 100723 212.20 212.22 212.20 212.20 -2.50 0 1 +0
Sep10 100723 211.90 211.92 211.90 211.90 -2.20 0 1 +0
Oct10 100723 201.60 201.60 201.56 201.60 -1.30 0 1 +0
Nov10 100723 200.40 200.40 200.38 200.40 -0.90 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Aug10 100723 4.655 4.665 4.552 4.580 -0.063 120,951 48,665 -5,261
Sep10 100723 4.635 4.650 4.532 4.563 -0.069 60,270 181,239 +2,721
Oct10 100723 4.680 4.686 4.569 4.600 -0.072 35,290 96,019 +655
Nov10 100723 4.905 4.905 4.814 4.840 -0.065 18,808 61,260 +2,934
Dec10 100723 5.172 5.180 5.090 5.127 -0.045 12,770 41,165 +613
Jan11 100723 5.331 5.346 5.259 5.292 -0.045 12,667 67,665 +486
Feb11 100723 5.274 5.318 5.237 5.268 -0.038 980 18,386 -87
Mar11 100723 5.171 5.224 5.145 5.173 -0.037 2,764 52,413 -308
Apr11 100723 4.997 5.034 4.960 4.996 -0.022 2,822 45,035 -396
May11 100723 5.011 5.040 4.980 5.012 -0.020 631 20,572 +38
Jun11 100723 5.072 5.072 5.046 5.052 -0.020 389 7,996 -4
Jul11 100723 5.102 5.130 5.092 5.103 -0.019 411 7,064 -106
Aug11 100723 5.147 5.170 5.115 5.144 -0.019 253 6,516 +81
Sep11 100723 5.188 5.192 5.166 5.168 -0.019 154 5,650 -3
Oct11 100723 5.274 5.274 5.238 5.248 -0.019 958 19,479 +164
Nov11 100723 5.485 5.490 5.431 5.464 -0.017 178 5,491 +113
Total Volume and Open Interest 272,257 786,675 +1,160
Brent Crude Oil(ICE)
Sep10 100723 77.66 78.10 76.92 77.45 -0.37 144,298 209,882 -3,530
Oct10 100723 78.16 78.58 77.39 77.92 -0.39 59,192 145,000 +6,790
Nov10 100723 78.75 79.18 77.99 78.51 -0.39 19,466 40,774 +2,543
Dec10 100723 79.39 79.75 78.56 79.10 -0.36 31,502 115,281 +546
Jan11 100723 79.87 80.12 79.41 79.60 -0.34 6,127 28,042 +539
Feb11 100723 80.34 80.34 79.91 80.07 -0.32 3,891 17,511 +899
Mar11 100723 80.76 80.78 80.52 80.53 -0.29 2,333 13,573 -23
Apr11 100723 81.21 81.23 80.98 80.98 -0.27 1,567 10,873 -82
May11 100723 81.60 81.63 81.37 81.38 -0.26 1,239 15,521 -156
Jun11 100723 81.99 82.07 81.35 81.77 -0.25 3,485 24,290 +29
Jul11 100723 82.13 82.13 82.13 82.13 -0.25 606 8,612 -75
Aug11 100723 82.42 82.42 82.42 82.42 -0.25 389 3,967 -35
Sep11 100723 82.65 82.65 82.65 82.65 -0.24 332 4,844 +14
Oct11 100723 82.84 82.84 82.84 82.84 -0.24 64 3,634 +0
Total Volume and Open Interest 287,792 765,277 +9,311
Gas Oil(ICE)
Aug10 100723 655.75 661.75 650.00 651.50 -1.75 61,931 113,377 -12,008
Sep10 100723 661.50 667.25 655.75 657.25 -2.00 74,990 103,264 +243
Oct10 100723 669.00 672.00 661.00 662.50 -1.75 37,306 50,474 +4,306
Nov10 100723 673.25 675.50 666.25 666.75 -2.00 22,559 36,317 +1,782
Dec10 100723 677.00 680.00 670.00 671.00 -2.25 27,840 92,111 -2,001
Jan11 100723 677.25 680.50 675.25 676.00 -2.25 6,174 37,744 +1,094
Feb11 100723 680.25 680.75 680.25 680.50 -2.25 2,940 22,670 +1,490
Mar11 100723 686.00 688.50 683.50 684.25 -2.25 1,802 14,143 +74
Apr11 100723 688.00 692.50 687.00 687.75 -2.25 1,048 13,824 +121
May11 100723 690.75 690.75 690.75 690.75 -2.25 796 15,476 +322
Total Volume and Open Interest 246,659 622,972 -3,727
Ethanol(CBOT)
Jul10 100706 1.555 1.555 1.550 1.550 +0.005 1 160 -1
Aug10 100723 1.627 1.630 1.609 1.616 -0.005 56 592 -28
Sep10 100723 1.620 1.620 1.600 1.602 -0.012 28 1,200 +18
Oct10 100723 1.607 1.615 1.594 1.599 -0.010 10 1,272 +0
Nov10 100723 1.627 1.627 1.599 1.600 -0.016 37 942 +27
Dec10 100723 1.620 1.620 1.605 1.608 -0.025 52 1,961 -4
Jan11 100723 1.646 1.646 1.616 1.618 -0.025 14 1,332 +10
Feb11 100723 1.646 1.664 1.646 1.655 -0.017 111 731 -99
Total Volume and Open Interest 677 11,983 -181
WTI Crude Oil(ICE
Sep10 100723 79.20 79.63 78.40 78.98 -0.32 85,030 99,568 -971
Oct10 100723 79.47 79.94 78.78 79.34 -0.30 31,745 55,118 +5,922
Nov10 100723 79.89 80.43 79.28 79.83 -0.29 14,979 19,692 +1,999
Dec10 100723 80.39 80.92 79.74 80.31 -0.26 25,772 84,892 +1,398
Jan11 100723 81.30 81.30 80.30 80.74 -0.24 5,793 19,899 +2,235
Feb11 100723 81.43 81.43 81.03 81.11 -0.24 1,797 11,551 +329
Mar11 100723 81.80 81.80 81.00 81.47 -0.23 509 9,135 -1
Apr11 100723 81.37 81.91 81.37 81.83 -0.22 247 5,042 +11
May11 100723 81.68 82.26 81.68 82.19 -0.22 239 4,082 +97
Jun11 100723 82.60 82.60 82.05 82.54 -0.22 1,303 20,861 +46
Jul11 100723 82.88 82.88 82.88 82.88 -0.22 73 10,568 -8
Aug11 100723 83.09 83.09 83.09 83.09 -0.22 18 2,343 +7
Sep11 100723 83.26 83.26 83.26 83.26 -0.22 46 2,750 -31
Oct11 100723 83.42 83.42 83.42 83.42 -0.22 103 2,038 -34
Nov11 100723 83.58 83.58 83.58 83.58 -0.21 60 6,426 +10
Dec11 100723 84.31 84.31 83.17 83.74 -0.20 6,609 49,945 +163
Total Volume and Open Interest 175,588 465,224 +11,181
US Dollar Index(ICE)
Sep10 100723 82.690 83.220 82.390 82.630 -0.153 18,836 23,412 -114
Dec10 100723 83.080 83.400 82.940 82.950 -0.143 7 652 +3
Mar11 100723 83.310 83.310 83.310 83.310 -0.143      
Total Volume and Open Interest 18,843 24,065 -111
Australian Dollar(CME)
Sep10 100723 88.80 89.18 88.42 89.07 +0.26 95,207 82,175 +2,920
Dec10 100723 87.83 88.13 87.45 88.08 +0.26 260 803 -88
Mar11 100723 87.08 87.08 86.83 87.08 +0.25      
Total Volume and Open Interest 95,467 83,134 +2,832
British Pound(CME)
Sep10 100723 152.58 154.47 152.53 154.19 +1.56 117,746 122,813 -1,688
Dec10 100723 152.67 154.37 152.57 154.13 +1.56 263 403 +4
Mar11 100723 154.04 154.04 152.50 154.04 +1.54 0 4 +0
Total Volume and Open Interest 118,009 123,220 -1,684
Canadian Dollar(CME)
Sep10 100723 96.27 96.61 95.75 96.40 unch 91,045 78,115 -579
Dec10 100723 95.99 96.42 95.65 96.25 unch 278 3,861 +17
Mar11 100723 96.03 96.06 96.03 96.06 unch 13 487 +11
Jun11 100723 95.60 95.86 95.60 95.86 +0.02 20 292 +19
Total Volume and Open Interest 91,356 82,785 -532
Japanese Yen(CME)
Sep10 100723 114.97 115.36 114.33 114.47 -0.51 121,293 129,984 +2,988
Dec10 100723 114.96 115.42 114.54 114.62 -0.50 126 628 -22
Mar11 100723 114.93 115.28 114.78 114.78 -0.50 0 9 +0
Total Volume and Open Interest 121,419 130,624 +2,966
Swiss Franc(CME)
Sep10 100723 95.88 96.15 94.71 95.14 -0.80 32,571 52,875 -1,894
Dec10 100723 96.08 96.12 94.89 95.27 -0.80 27 139 -1
Mar11 100723 95.39 96.20 95.39 95.39 -0.81 2 8 +0
Total Volume and Open Interest 32,600 53,023 -1,895
EuroFX(CME)
Sep10 100723 128.87 129.66 127.92 129.20 +0.27 273,136 220,517 -7,214
Dec10 100723 128.71 129.62 127.98 129.16 +0.27 415 2,157 +13
Mar11 100723 128.41 129.11 128.41 129.11 +0.27 1 236 +0
Total Volume and Open Interest 273,552 222,917 -7,201
Mexican Peso(CME)
Aug10 100723 785.2 785.2 782.5 785.2 +2.8      
Sep10 100723 778.8 783.2 776.5 782.5 +2.8 26,244 67,547 -4,147
Total Volume and Open Interest 26,245 67,925 -4,147
30-Year T-Bonds(CBOT)
Sep10 100723 127~180 128~020 127~050 127~050 -0~300      
Dec10 100723 126~050 126~250 125~230 125~240 -0~300 333 2,190 +106
Mar11 100723 124~140 125~120 124~140 124~140 -0~300 0 31 +0
Total Volume and Open Interest 342,132 696,866 +14,349
10-Year T-Notes(CBOT)
Sep10 100723 123~045 123~090 122~205 122~215 -0~160 1,171,157 1,854,570 +17,422
Dec10 100723 122~085 122~110 121~255 121~255 -0~160 3,855 8,700 +2,096
Mar11 100723 121~000 121~030 120~190 120~190 -0~160 3 66 +2
Total Volume and Open Interest 1,175,016 1,863,370 +19,520
5-Year T-Notes(CBOT)
Sep10 100716 118~093 119~025 118~090 119~010 +0~079 507,956 900,391 -19,947
Dec10 100723 118~045 118~045 118~009 118~009 -0~034 104 417 +29
Mar11 100723 117~015 117~049 117~015 117~015 -0~034      
Total Volume and Open Interest 391,428 933,505 +463
2 Year T-Notes(CBOT)
Sep10 100723 54~095 54~095 54~095 54~095 -0~002      
Dec10 100723 109~037 109~037 109~032 109~032 -0~005 1 59 +1
Mar11 100723 109~002 109~007 109~002 109~002 -0~005      
Total Volume and Open Interest 152,538 861,413 -509
Eurodollars(CME)
Sep10 100723 99.545 99.550 99.510 99.530 -0.015 235,987 940,257 -16,791
Dec10 100723 99.505 99.510 99.460 99.480 -0.020 214,487 1,176,105 -305
Mar11 100723 99.440 99.445 99.395 99.405 -0.030 203,960 1,012,120 +4,570
Jun11 100723 99.320 99.330 99.270 99.280 -0.045 170,125 883,986 -834
Sep11 100723 99.170 99.175 99.105 99.115 -0.055 208,341 980,690 -8,066
Dec11 100723 98.950 98.960 98.885 98.890 -0.065 177,747 656,344 -10,275
Mar12 100723 98.745 98.755 98.670 98.680 -0.070 129,118 453,938 -1,400
Jun12 100723 98.525 98.540 98.450 98.460 -0.075 126,766 357,969 -6,377
Sep12 100723 98.315 98.335 98.235 98.245 -0.080 59,616 259,064 -1,115
Dec12 100723 98.095 98.115 98.015 98.020 -0.085 52,567 185,241 -583
Mar13 100723 97.920 97.930 97.820 97.825 -0.090 38,715 195,458 -784
Jun13 100723 97.705 97.720 97.605 97.610 -0.095 37,108 130,449 -838
Sep13 100723 97.490 97.500 97.385 97.395 -0.095 18,448 89,555 +2,528
Dec13 100723 97.270 97.280 97.165 97.170 -0.095 16,632 61,273 +1,673
Mar14 100723 97.070 97.070 96.970 96.980 -0.095 10,841 50,274 -492
Jun14 100723 96.875 96.895 96.775 96.780 -0.100 9,575 42,214 +424
Sep14 100723 96.700 96.705 96.585 96.595 -0.105 6,034 27,201 +479
Dec14 100723 96.505 96.520 96.400 96.410 -0.105 5,400 46,705 +210
Total Volume and Open Interest 1,740,962 7,696,216 -33,106
30 Day Federal Funds(CBOT)
Jul10 100723 99.820 99.820 99.817 99.817 unch 3,257 53,448 -626
Aug10 100723 99.815 99.820 99.815 99.815 unch 5,364 73,991 -1,654
Sep10 100723 99.820 99.820 99.815 99.815 unch 4,919 54,370 -82
Oct10 100723 99.815 99.820 99.815 99.815 unch 7,061 63,704 +2,065
Nov10 100723 99.815 99.815 99.810 99.810 unch 10,748 83,019 +1,100
Dec10 100723 99.810 99.815 99.805 99.810 unch 7,276 68,315 +186
Total Volume and Open Interest 48,332 622,337 +5,559
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 100723 99.665 99.665 99.665 99.665 unch 200 1,021 +150
Dec10 100723 99.698 99.698 99.698 99.698 unch 200 542 +100
Mar11 100723 99.713 99.713 99.713 99.713 unch 0 367 +0
Jun11 100723 99.713 99.713 99.713 99.713 unch      
Sep11 100723 99.695 99.695 99.695 99.695 unch      
Dec11 100723 99.705 99.705 99.705 99.705 unch      
Mar12 100723 99.670 99.670 99.670 99.670 unch      
Jun12 100723 99.720 99.720 99.720 99.720 unch      
Sep12 100723 99.780 99.780 99.780 99.780 unch      
Dec12 100723 99.475 99.475 99.475 99.475 unch      
Total Volume and Open Interest 400 1,930 +250
3-Mth Euro-Yen(SGX)
Sep10 100723 99.67 99.67 99.67 99.67 unch 3 3,460 +136
Dec10 100723 99.70 99.70 99.70 99.70 unch 225 1,522 +0
Mar11 100723 99.71 99.71 99.71 99.71 unch 0 1,961 +0
Jun11 100723 99.70 99.71 99.70 99.71 unch 102 1,599 +101
Sep11 100723 99.69 99.69 99.69 99.69 unch 0 108 +0
Dec11 100723 99.71 99.71 99.71 99.71 unch 0 106 +0
Mar12 100723 99.67 99.67 99.67 99.67 unch 0 305 +0
Jun12 100723 99.72 99.72 99.72 99.72 unch 0 754 +0
Total Volume and Open Interest 330 10,127 +237
Japanese Gov't Bonds(SGX)
Sep10 100723 141.75 141.86 141.60 141.60 -0.15 1,215 21,758 +145
Dec10 100723 140.85 140.85 140.85 140.85 -0.02 0 22 +2
Mar11 100723 138.76 138.76 138.76 138.76 -0.02      
Total Volume and Open Interest 1,215 21,780 +96
Euro-Bund(EUREX)
Sep10 100723 128.80 128.91 127.85 128.33 -0.36 635,986 888,633 +11,165
Dec10 100723 127.44 127.44 126.41 126.88 -0.36 322 2,046 +102
Mar11 100723 126.24 126.98 126.24 126.98 -0.37 2 1 -1
Total Volume and Open Interest 636,310 890,680 +11,266
Euro-Bobl(EUREX)
Sep10 100723 120.38 120.38 119.65 119.96 -0.27 344,622 678,789 +5,196
Dec10 100723 118.67 118.67 118.66 118.66 -0.30 0 14,057 +0
Mar11 100723 117.96 117.96 117.96 117.96 -0.27      
Total Volume and Open Interest 344,622 692,846 +5,196
3-Mth Euribor(EUREX)
Sep10 100723 99.030 99.035 99.015 99.020 -0.005 277 3,559 +73
Dec10 100723 98.970 98.970 98.940 98.945 -0.015 34 1,995 -24
Mar11 100723 98.900 98.900 98.885 98.890 -0.035 400 1,144 +19
Total Volume and Open Interest 915 10,466 +68
Long Gilt(LIFFE)
Sep10 100705 121~05 121~15 121~02 121~12 +0~11 97,267 277,853 -5,117
Dec10 100723 119~02 119~02 119~02 119~02 -0~24      
Total Volume and Open Interest 55,959 280,590 -2,108
3-Mth Short Sterling(LIFFE)
Sep10 100723 99.23 99.24 99.21 99.22 -0.01 20,840 349,227 +6,941
Dec10 100723 99.17 99.18 99.11 99.12 -0.05 45,846 449,341 +6,435
Mar11 100723 99.08 99.09 98.97 98.99 -0.09 68,430 309,939 +436
Jun11 100723 98.95 98.96 98.80 98.82 -0.13 61,494 324,273 -2,761
Sep11 100723 98.79 98.80 98.61 98.63 -0.16 80,768 362,058 +12,352
Dec11 100723 98.59 98.59 98.38 98.41 -0.16 44,372 285,330 +1,195
Total Volume and Open Interest 368,565 2,550,459 +21,644
3-Mth Euribor(LIFFE)
Sep10 100723 99.025 99.040 99.000 99.020 -0.005 126,890 592,724 +6,532
Dec10 100723 98.965 98.980 98.925 98.945 -0.015 146,612 498,001 +633
Mar11 100723 98.925 98.955 98.870 98.890 -0.035 103,343 479,463 +337
Total Volume and Open Interest 853,979 3,290,314 +50,715
3-Mth Aus T-Bills(SFE)
Sep10 100723 95.07 95.07 95.04 95.06 -0.02 16,683 256,347 +3,404
Dec10 100723 95.01 95.01 94.97 94.98 -0.04 19,621 193,525 +1,538
Mar11 100723 94.98 94.98 94.92 94.95 -0.04 10,611 82,710 +2,519
Jun11 100723 94.95 94.95 94.89 94.92 -0.04 4,245 64,226 +906
Sep11 100723 94.92 94.92 94.87 94.89 -0.05 2,127 37,763 +29
Dec11 100723 94.87 94.89 94.84 94.87 -0.05 1,761 28,449 +1,101
Mar12 100723 94.88 94.88 94.82 94.85 -0.06 1,163 25,149 +423
Jun12 100723 94.88 94.88 94.80 94.84 -0.05 408 10,762 +231
Sep12 100723 94.82 94.84 94.81 94.84 -0.05 542 2,488 -139
Dec12 100723 94.80 94.83 94.79 94.83 -0.04 30 1,308 +20
Total Volume and Open Interest 57,193 703,685 +10,034
10-Year Aus T-Bonds(SFE)
Sep10 100723 94.85 94.85 94.75 94.80 -0.05 62,026 387,359 +12,784
Dec10 100723 94.79 94.79 94.79 94.79 -0.05      
Total Volume and Open Interest 62,026 387,359 +12,784
3-Year Aus T-Bonds(SFE)
Sep10 100723 95.30 95.30 95.22 95.24 -0.07 112,719 626,698 -34,801
Dec10 100723 95.19 95.19 95.19 95.19 -0.07      
Total Volume and Open Interest 112,719 626,698 -34,801
Gold(CMX)
Aug10 100723 1195.1 1203.9 1183.4 1187.8 -7.8 146,975 227,429 -16,466
Oct10 100723 1196.6 1205.6 1185.5 1189.7 -7.7 9,635 30,952 +5,773
Dec10 100723 1198.8 1207.5 1187.2 1191.6 -7.7 49,118 158,628 +10,118
Feb11 100723 1202.0 1202.0 1192.0 1193.2 -7.7 742 20,299 -465
Apr11 100723 1201.4 1209.9 1194.7 1194.7 -7.7 946 17,444 -526
Jun11 100723 548.7 553.4 539.6 540.8 -7.7 1,106 14,665 -174
Aug11 100723 1199.7 1199.7 1198.0 1198.0 -7.6 727 7,746 -426
Oct11 100723 1199.8 1199.8 1199.8 1199.8 -7.6 100 7,154 +87
Dec11 100723 1213.2 1213.6 1201.7 1202.0 -7.5 1,806 13,213 +918
Feb12 100723 1204.3 1204.3 1204.3 1204.3 -7.4 305 6,758 +280
Apr12 100723 1206.9 1206.9 1206.9 1206.9 -7.5 320 5,069 +121
Jun12 100723 1211.3 1211.3 1210.2 1210.2 -7.6 155 9,159 +0
Total Volume and Open Interest 212,602 558,862 -611
Silver(CMX)
Jul10 100723 1811.0 1819.0 1809.0 1809.6 -1.9 200 384 -335
Sep10 100723 1813.5 1828.0 1806.0 1810.1 -1.9 23,881 60,407 -1,018
Dec10 100723 1820.0 1833.5 1811.5 1815.8 -1.9 2,353 26,024 +124
Mar11 100723 1825.0 1831.5 1820.1 1820.1 -1.8 136 10,104 -35
May11 100723 1821.5 1822.4 1821.5 1822.4 -1.8 44 7,746 +19
Jul11 100723 1831.5 1831.5 1824.4 1824.4 -1.8 2 3,853 +0
Sep11 100723 1826.4 1826.4 1826.4 1826.4 -1.5 4 466 +4
Total Volume and Open Interest 26,671 116,296 -1,235
Platinum(NYMEX)
Jul10 100723 1538.7 1538.7 1538.7 1538.7 +13.3 1 43 -3
Oct10 100723 1531.2 1551.8 1525.2 1542.8 +13.4 3,143 26,714 +59
Jan11 100723 1548.9 1550.9 1547.0 1547.0 +13.4 34 931 +18
Apr11 100723 1547.0 1547.0 1547.0 1547.0 +13.4 0 6 +0
Total Volume and Open Interest 3,185 27,714 +68
Palladium(NYMEX)
Sep10 100723 459.60 470.00 458.80 466.75 +9.85 1,181 18,354 -73
Dec10 100723 464.35 469.75 462.50 468.10 +9.85 112 912 +102
Mar11 100723 468.85 468.85 468.85 468.85 +9.85 17 37 +17
Total Volume and Open Interest 1,310 19,312 +46
Copper(CMX)
Jul10 100723 316.75 320.20 315.10 318.50 +2.45 354 891 -24
Sep10 100723 316.20 322.60 314.40 318.50 +2.05 41,513 76,398 -175
Dec10 100723 318.60 323.80 316.80 320.35 +2.10 5,610 24,651 -169
Mar11 100723 321.10 322.00 318.75 321.00 +2.10 1,476 10,985 -114
May11 100723 322.00 322.00 321.10 321.10 +2.15 118 1,350 -13
Total Volume and Open Interest 53,447 132,876 +165
DJIA Index(CBOT)
Sep10 100723 10263 10386 10240 10386 +119 437 7,473 +62
Dec10 100723 10323 10323 10203 10323 +120 0 8 +0
Mar11 100723 10266 10266 10147 10266 +119      
Jun11 100723 10206 10206 10087 10206 +119      
Total Volume and Open Interest 437 7,481 +62
S & P 500(CME)
Sep10 100723 1087.70 1101.20 1084.00 1100.60 +12.90 19,114 301,534 -388
Dec10 100723 1083.00 1097.00 1080.00 1095.90 +12.90 550 5,698 +507
Mar11 100723 1091.30 1092.40 1075.40 1091.30 +12.90 13 795 -3
Jun11 100723 1087.30 1088.40 1071.40 1087.30 +12.90 0 52 +0
Total Volume and Open Interest 19,677 308,079 +116
S & P 500 E-Mini(Globex)
Sep10 100723 1087.25 1101.50 1084.00 1100.50 +12.75 2,440,958 2,791,287 -5,015
Dec10 100723 1082.00 1096.50 1080.00 1096.00 +13.00 6,929 19,391 +1,238
Total Volume and Open Interest 2,447,888 2,810,856 -3,777
NASDAQ 100(CME)
Sep10 100723 1850.00 1877.00 1844.00 1873.80 +21.00 658 13,824 +18
Dec10 100723 1845.00 1871.50 1845.00 1871.50 +21.20 9 10 +9
Mar11 100723 1869.00 1869.80 1869.00 1869.00 +21.20      
Total Volume and Open Interest 667 13,834 +27
NASDAQ 100 E-Mini(Globex)
Sep10 100723 1850.50 1876.30 1844.30 1873.80 +21.00 401,877 315,400 +598
Dec10 100723 1850.30 1873.50 1843.30 1871.50 +21.20 50 213 -9
Total Volume and Open Interest 401,927 315,615 +589
S & P Midcap 400(CME)
Sep10 100723 748.50 762.10 747.50 762.10 +12.90 0 2,686 -1
Dec10 100723 760.10 760.10 759.70 760.10 +12.90      
Mar11 100723 758.10 758.10 757.70 758.10 +12.90      
Total Volume and Open Interest 0 2,686 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep10 100723 9520 9520 9520 9520 +170      
Dec10 100723 9520 9520 9350 9520 +170 0 1 +0
Total Volume and Open Interest 9,876 30,956 +1,313
Nikkei 225(SGX)
Sep10 100723 9225 9475 9210 9435 +230 114,800 171,623 -1,462
Dec10 100723 8380 9390 8380 9390 +230 172 2,423 +130
Mar11 100723 9385 9385 9385 9385 +235 0 41 +0
Total Volume and Open Interest 115,172 175,913 -1,317
CAC 40(EURONEXT)
Aug10 100723 3594.0 3635.0 3576.0 3607.0 +4.5 129,339 389,547 +1,035
Sep10 100723 3589.0 3622.5 3578.0 3603.0 +4.5 386 38,456 -171
Oct10 100723 3623.0 3623.0 3603.5 3603.5 +4.5 10 10 +10
Total Volume and Open Interest 129,735 429,271 +874
Hang Seng Index(HKFE)
Jul10 100723 20840 20918 20720 20918 +332 69,187 74,042 -377
Aug10 100723 20810 20880 20685 20880 +328 1,729 4,779 +1,499
Sep10 100723 20727 20777 20600 20777 +313 426 5,996 -599
Total Volume and Open Interest 71,490 85,935 +507
DAX(EUREX)
Sep10 100723 6140.0 6199.5 6116.0 6173.0 +30.0 145,662 143,833 -1,332
Dec10 100723 6140.0 6204.0 6140.0 6183.5 +30.0 131 13,198 -3
Mar11 100723 6206.0 6210.0 6195.5 6196.0 +29.5 92 1,380 +8
Total Volume and Open Interest 145,885 158,411 -1,327
FT-SE 100(EURONEXT)
Sep10 100723 5275.00 5323.50 5240.50 5282.00 +4.50 92,859 641,998 +3,527
Dec10 100723 5242.50 5273.00 5222.50 5260.50 +4.50 91 6,799 -15
Mar11 100723 5201.00 5220.00 5200.00 5220.00 +4.50 0 944 +0
Total Volume and Open Interest 92,985 649,916 +3,512
SPI 200(SFE)
Sep10 100723 4350.0 4451.0 4348.0 4436.0 +88.0 25,799 221,780 -802
Dec10 100723 4373.0 4457.0 4373.0 4457.0 +89.0 30 3,408 +0
Mar11 100723 4444.0 4444.0 4444.0 4444.0 +88.0 0 1,137 +0
Total Volume and Open Interest 25,854 227,350 -811
GSCI(CME)
Aug10 100723 515.50 517.00 514.00 516.00 -1.00 76 16,173 -48
Sep10 100723 519.90 520.00 517.00 518.50 -1.30 5 2 +0
Oct10 100723 523.00 523.00 520.00 521.50 -1.30 2 0 +0
Total Volume and Open Interest 83 16,175 -48
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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