Speaking of the Moon, there are indications that there could be minute but non-zero amounts of water in lunar dust created by solar wind protons smacking into mineral molecules and freeing oxygen, which would in turn combine with the protons (i.e. hydrogen) : Space Dust Possible Source Of Water On Moon And Maybe Even Life On Other Planets – IBTimes.com –

Researchers from the University of Hawaii, Manoa, the University of California, Berkeley, and California’s Lawrence Livermore National Laboratory used state-of-the-art electron microscopes to get a close-up look at particles of interplanetary space dust. What they found was that solar wind radiation had changed the outer rims on the silicate minerals in space dust to water, something scientists previously believed to be the case but weren’t able to prove because of limited technology.

Their study, published in the journal the Proceedings of the National Academy of Sciences, concluded that the water found on interplanetary dust forms from the reaction of solar wind and oxygen in the silicate mineral grains. Solar wind, which bombards the particles with ionized hydrogen atoms, reorganized the atoms in the dust particles, leaving oxygen more available to react with hydrogen to create water. Researchers say the implications of finding water on the rims of space dust are huge.