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MRCI's End of Day Prices
Daily Futures Price Listing Mon May 04, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090504 1125.00 1125.00 1103.00 1115.25 +13.25 23,117 9,582 -7,334
Jul09 090504 1116.00 1119.00 1088.00 1103.50 +12.50 132,691 199,287 +6,182
Aug09 090504 1078.00 1080.00 1059.00 1068.00 +9.00 3,784 10,675 +492
Sep09 090504 1028.00 1028.00 1007.00 1014.50 +3.50 1,537 8,462 -74
Nov09 090504 985.00 987.50 964.50 970.50 -0.50 36,479 117,555 +5,722
Jan10 090504 988.00 989.00 968.00 974.50 +0.75 834 8,793 +328
Mar10 090504 989.00 989.00 971.00 971.50 -1.50 756 3,516 +108
Total Volume and Open Interest 201,320 377,709 +6,475
Soybean Meal(CBOT)
May09 090504 362.00 362.50 351.80 357.60 +3.90 8,548 8,486 -2,859
Jul09 090504 347.50 349.00 337.80 344.80 +2.80 42,381 68,002 +377
Aug09 090504 328.00 332.50 322.50 328.40 +1.10 3,846 10,011 +1,102
Sep09 090504 314.50 314.50 305.50 309.70 -0.10 1,837 9,197 +87
Oct09 090504 291.00 291.00 283.50 286.20 -1.80 1,367 7,511 +203
Dec09 090504 287.00 287.00 281.50 281.50 -2.50 8,113 22,186 +810
Jan10 090504 284.00 284.00 279.60 279.60 -2.90 814 2,282 +357
Mar10 090504 281.50 281.50 278.00 278.00 -2.50 935 2,110 +390
Total Volume and Open Interest 68,720 132,526 +872
Soybean Oil(CBOT)
May09 090504 38.20 38.20 37.73 37.94 +0.51 18,639 8,215 -5,368
Jul09 090504 38.55 38.62 37.93 38.24 +0.49 51,478 123,811 +480
Aug09 090504 38.50 38.50 38.31 38.40 +0.48 4,823 14,675 -174
Sep09 090504 38.65 38.65 38.46 38.56 +0.48 1,693 9,615 +85
Oct09 090504 38.95 38.95 38.48 38.70 +0.48 908 5,371 +44
Dec09 090504 39.10 39.10 38.96 39.01 +0.49 5,226 28,492 -39
Jan10 090504 39.22 39.22 39.22 39.22 +0.49 149 1,795 +17
Mar10 090504 39.60 39.60 39.47 39.47 +0.49 63 1,355 +25
Total Volume and Open Interest 83,209 200,649 -4,804
Canola(WCE)
May09 090504 457.1 457.1 453.5 453.5 +8.2 639 163 -591
Jul09 090504 452.3 457.1 445.5 448.5 -1.8 8,101 72,216 -1,025
Nov09 090504 456.1 458.9 448.0 450.1 -3.1 1,049 30,030 +725
Jan10 090504 459.7 462.3 455.8 455.8 -1.6 22 1,212 +20
Mar10 090504 461.1 463.8 457.8 457.8 -2.1 1 719 +1
Total Volume and Open Interest 9,834 105,002 -861
Corn(CBOT)
May09 090504 404.00 405.00 393.75 398.00 -8.25 39,603 18,781 -11,756
Jul09 090504 411.00 412.25 400.50 405.50 -8.25 146,708 343,181 -4,929
Sep09 090504 419.25 421.25 410.25 414.50 -8.00 23,868 100,602 +1,665
Dec09 090504 429.50 432.00 420.75 425.50 -7.75 48,093 221,576 -2,500
Mar10 090504 442.00 442.00 433.50 437.75 -7.25 4,999 32,520 +1,395
May10 090504 449.25 449.25 442.00 446.50 -7.00 2,068 7,419 +306
Total Volume and Open Interest 271,154 777,465 -14,972
Wheat(CBOT)
May09 090504 556.00 556.00 538.50 538.50 -18.75 30,352 10,013 -5,481
Jul09 090504 569.00 569.00 547.50 551.00 -19.00 64,487 161,341 -298
Sep09 090504 594.50 595.50 577.50 577.50 -19.00 5,495 46,948 +129
Dec09 090504 616.00 616.00 600.00 600.00 -18.50 6,943 54,899 +604
Mar10 090504 615.50 615.50 615.50 615.50 -18.75 2,700 2,939 +95
Total Volume and Open Interest 110,517 288,755 -4,787
Wheat(KCBT)
May09 090504 591.00 591.00 591.00 591.00 -16.25 610 1,307 -555
Jul09 090504 612.00 616.00 593.00 597.00 -17.75 7,213 41,954 +226
Sep09 090504 620.50 622.25 604.50 607.50 -17.25 461 9,038 +105
Dec09 090504 633.50 637.25 620.50 623.00 -16.75 810 19,908 -201
Mar10 090504 637.00 637.00 635.00 636.50 -16.25 9 711 +1
Total Volume and Open Interest 9,158 75,265 -399
Wheat(MGE)
May09 090504 696.00 696.00 689.50 689.50 -5.50 135 182 -115
Jul09 090504 679.00 684.00 658.50 666.75 -18.00 2,073 13,129 -337
Sep09 090504 668.00 675.00 652.50 659.00 -17.75 675 7,122 -27
Dec09 090504 677.50 683.50 661.00 668.00 -17.00 318 5,391 -9
Mar10 090504 691.50 691.50 671.25 676.00 -17.75 38 623 -56
Total Volume and Open Interest 3,254 26,903 -544
Oats(CBOT)
May09 090504 196.00 196.00 196.00 196.00 -4.00 153 144 -151
Jul09 090504 205.25 205.25 200.75 201.00 -6.00 1,031 8,764 -64
Sep09 090504 210.00 210.00 210.00 210.00 -6.00 19 71 +18
Dec09 090504 223.00 223.00 223.00 223.00 -6.00 30 5,237 +12
Total Volume and Open Interest 1,233 14,233 -185
Rough Rice(CBOT)
May09 090504 12.79 12.79 12.79 12.79 -0.23 29 275 -212
Jul09 090504 13.24 13.24 13.02 13.02 -0.22 341 3,892 +88
Sep09 090504 12.53 12.56 12.53 12.56 +0.08 38 1,682 +13
Nov09 090504 12.56 12.56 12.56 12.56 +0.06 25 1,626 +8
Total Volume and Open Interest 433 7,978 -103
Live Cattle(CME)
Jun09 090504 82.150 82.450 81.800 81.885 -0.215 15,668 94,415 +207
Aug09 090504 82.100 82.535 81.950 82.100 +0.065 9,504 58,454 +1,673
Oct09 090504 86.500 86.750 86.000 86.550 +0.120 3,984 33,316 +451
Dec09 090504 88.850 89.000 88.300 88.830 -0.020 632 13,158 +27
Feb10 090504 89.750 90.400 89.700 90.135 -0.095 503 5,499 +114
Apr10 090504 90.900 91.200 90.800 91.080 +0.480 97 1,411 +42
Total Volume and Open Interest 30,396 206,376 +1,765
Feeder Cattle(CME)
May09 090504 97.300 97.750 96.850 97.400 -0.050 1,333 4,983 -225
Aug09 090504 98.600 98.885 97.850 98.680 +0.230 2,178 10,694 +449
Sep09 090504 98.500 99.000 98.150 98.950 +0.220 116 1,670 +43
Oct09 090504 98.700 99.050 98.300 98.950 +0.165 220 1,854 +159
Nov09 090504 98.650 99.250 98.450 99.050 +0.250 43 548 +26
Jan10 090504 98.200 98.200 98.200 98.200 unch 4 35 +4
Mar10 090504 97.800 97.800 97.800 97.800 -0.200 0 4 +0
Total Volume and Open Interest 3,988 20,652 +444
Lean Hogs(CME)
May09 090504 57.300 57.300 55.500 55.985 -2.500 2,070 3,817 -94
Jun09 090504 64.900 65.000 63.700 63.785 -1.795 21,166 60,473 -1,293
Jul09 090504 68.100 68.100 66.500 66.650 -1.735 7,551 19,556 -578
Aug09 090504 69.200 69.300 68.000 68.080 -1.500 7,330 24,495 -463
Oct09 090504 63.350 63.350 62.400 62.450 -1.300 4,681 16,306 +104
Dec09 090504 63.000 63.050 62.400 62.430 -0.750 1,865 6,375 +182
Feb10 090504 66.800 66.800 66.000 66.400 -0.400 208 1,270 -46
Apr10 090504 69.900 70.000 69.900 69.975 +0.075 61 642 +10
Total Volume and Open Interest 44,935 133,218 -2,175
Pork Bellies(CME)
May09 090504 78.000 78.500 77.000 78.475 +0.675 58 251 -32
Jul09 090504 79.000 80.100 77.600 78.800 +0.665 109 631 +19
Aug09 090504 77.950 79.000 77.950 78.000 +0.450 9 84 +4
Feb10 090504 89.035 89.750 89.035 89.750 +0.750 0 7 +0
Mar10 090504 90.250 90.250 90.250 90.250 +0.750 0 5 +0
Total Volume and Open Interest 176 978 -9
Class III Milk(CME)
May09 090504 9.83 9.83 9.83 9.83 -0.11 95 4,741 -41
Jun09 090504 10.58 10.58 10.54 10.54 -0.11 188 4,760 +9
Jul09 090504 12.03 12.03 11.97 11.97 -0.18 170 3,212 +35
Aug09 090504 13.17 13.17 13.15 13.15 -0.15 50 2,972 +22
Sep09 090504 13.90 13.90 13.90 13.90 -0.15 40 2,778 +17
Total Volume and Open Interest 584 27,094 -4,414
Cocoa(ICE)
May09 090504 2300 2300 2300 2300 -1 4 118 +0
Jul09 090504 2312 2329 2302 2320 -4 6,216 52,772 -1,060
Sep09 090504 2350 2350 2319 2336 -4 791 25,575 +82
Dec09 090504 2337 2357 2333 2350 -4 787 15,648 +40
Mar10 090504 2357 2363 2350 2363 -6 373 9,971 +218
May10 090504 2370 2378 2370 2378 -4 1 2,203 +0
Jul10 090504 2391 2393 2391 2393 -4 36 2,820 -1
Total Volume and Open Interest 8,211 112,574 -159
Coffee "C"(ICE)
May09 090504 120.00 120.55 120.00 120.20 +0.35 79 240 -70
Jul09 090504 120.30 121.85 119.15 120.85 +0.45 7,978 68,532 +319
Sep09 090504 122.45 123.90 121.50 122.85 +0.30 984 27,149 +158
Dec09 090504 125.30 126.50 123.90 125.55 +0.30 601 14,171 -156
Mar10 090504 128.00 129.00 128.00 128.25 +0.30 220 9,851 +112
May10 090504 129.75 130.10 128.60 130.00 +0.25 99 2,719 +77
Total Volume and Open Interest 10,816 125,107 +580
Orange Juice(ICE)
May09 090504 82.90 86.10 82.90 86.10 +5.00 1,040 1,297 -1,002
Jul09 090504 85.00 89.50 85.00 89.20 +4.95 2,581 20,430 +855
Sep09 090504 89.80 92.05 89.60 92.05 +4.55 216 3,266 +137
Nov09 090504 93.25 95.10 93.25 95.10 +4.40 24 1,498 +14
Jan10 090504 96.50 98.30 96.50 98.30 +4.40 2 187 +0
Mar10 090504 101.55 101.55 101.55 101.55 +4.90 0 87 +0
Total Volume and Open Interest 3,863 26,994 +4
Sugar #11(ICE)
Jul09 090504 14.99 15.10 14.75 15.02 -0.03 58,280 296,867 +11,705
Oct09 090504 15.48 15.59 15.28 15.54 -0.02 19,009 144,872 -422
Mar10 090504 15.99 16.14 15.90 16.10 -0.04 6,057 90,941 +509
May10 090504 15.63 15.81 15.59 15.77 -0.04 1,210 22,767 +193
Jul10 090504 15.12 15.29 15.11 15.29 -0.03 437 24,284 +152
Total Volume and Open Interest 85,974 645,777 -8,640
Sugar #14(ICE)
Jul09 090504 21.50 21.50 21.50 21.50 +0.10 70 1,844 -48
Sep09 090504 21.75 21.75 21.75 21.75 +0.03 2 2,329 +0
Total Volume and Open Interest 72 4,173 -48
London Cocoa(LCE)
May09 090501 1774 1774 1730 1730 -77 2,731 0 +0
Jul09 090501 1706 1710 1669 1672 -35 4,144 64,282 +681
Sep09 090501 1700 1704 1668 1669 -32 970 24,875 +66
Dec09 090501 1695 1697 1659 1662 -34 1,930 24,903 +621
Mar10 090501 1720 1720 1655 1660 -32 710 16,177 +252
May10 090501 1720 1720 1656 1661 -31 250 5,234 +250
Jul10 090501 1711 1711 1663 1663 -29 0 1,690 +0
Total Volume and Open Interest 9,602 191,655 +1,070
London Coffee(LCE)
London Sugar(LCE)
Aug09 090501 428.00 442.00 427.60 442.00 +14.70 3,030 42,304 +559
Oct09 090501 425.40 439.00 425.40 438.50 +13.60 837 18,251 +329
Dec09 090501 420.00 432.90 420.00 432.00 +12.00 242 8,106 +26
Mar10 090501 418.70 433.60 418.70 433.40 +11.60 281 5,808 +121
May10 090501 416.40 427.00 416.40 427.00 +9.10 0 538 +0
Total Volume and Open Interest 4,419 76,418 +1,054
Cotton(ICE)
May09 090504 56.38 56.87 55.80 56.82 +0.30 16 283 -412
Jul09 090504 57.00 57.43 56.56 57.22 +0.02 9,626 78,026 +1,161
Oct09 090504 58.98 59.19 58.63 58.98 -0.22 10 510 +0
Dec09 090504 59.55 60.19 59.37 59.76 -0.14 2,234 33,793 -217
Mar10 090504 61.95 61.95 61.73 61.76 -0.09 100 5,855 +38
May10 090504 62.60 62.60 62.50 62.50 -0.10 2 193 +1
Total Volume and Open Interest 12,007 121,436 +573
Lumber(CME)
May09 090504 159.5 159.5 154.3 154.4 -5.5 221 1,259 -140
Jul09 090504 173.8 175.5 171.7 171.7 -6.3 494 4,740 +52
Sep09 090504 186.1 187.9 184.4 185.0 -1.3 177 1,813 +81
Nov09 090504 183.1 184.0 183.0 183.0 -1.1 8 190 +0
Total Volume and Open Interest 904 8,046 -4
Crude Oil(NYM)
Jun09 090504 52.70 54.47 52.70 54.47 +1.27 208,296 313,829 +3,900
Jul09 090504 54.45 56.18 54.45 56.18 +1.64 76,665 206,903 +8,055
Aug09 090504 57.64 57.64 57.64 57.64 +1.91 22,626 64,111 +2,743
Sep09 090504 58.82 58.82 58.82 58.82 +2.04 12,121 42,464 +524
Oct09 090504 59.77 59.77 59.77 59.77 +2.04 7,189 31,501 +617
Nov09 090504 60.67 60.67 60.67 60.67 +1.99 3,895 23,491 -243
Dec09 090504 61.49 61.49 61.49 61.49 +1.93 13,735 106,607 +522
Jan10 090504 62.22 62.22 62.22 62.22 +1.87 961 24,558 +32
Feb10 090504 62.92 62.92 62.92 62.92 +1.81 721 14,065 +66
Mar10 090504 63.60 63.60 63.60 63.60 +1.75 1,122 13,181 +262
Apr10 090504 64.27 64.27 64.27 64.27 +1.70 469 5,715 -6
May10 090504 64.93 64.93 64.93 64.93 +1.68 202 5,265 +77
Jun10 090504 65.56 65.56 65.56 65.56 +1.67 1,465 28,350 +296
Jul10 090504 66.09 66.09 66.09 66.09 +1.66 239 7,075 +68
Aug10 090504 66.60 66.60 66.60 66.60 +1.66 354 4,164 -38
Sep10 090504 67.08 67.08 67.08 67.08 +1.64 540 7,085 -15
Total Volume and Open Interest 360,157 1,167,380 +16,560
e-miNY Crude Oil(NYM)
May09 090420 50.050 50.450 45.450 45.875 -4.450 7,086 2,536 -766
Jun09 090504 52.650 54.625 52.525 54.475 +1.275 7,898 5,209 +582
Jul09 090504 54.200 56.175 54.075 56.175 +1.625 618 1,091 +25
Aug09 090504 55.650 57.675 55.400 57.650 +1.925 98 304 +3
Sep09 090504 58.825 58.825 58.825 58.825 +2.050 74 119 +70
Oct09 090504 59.775 59.775 59.775 59.775 +2.050 1 8 +0
Nov09 090504 60.675 60.675 60.675 60.675 +2.000 3 7 +3
Dec09 090504 60.800 61.500 60.800 61.500 +1.950 2 84 +0
Jan10 090504 62.225 62.225 62.225 62.225 +1.875 2 0 +0
Feb10 090504 62.925 62.925 62.925 62.925 +1.825      
Total Volume and Open Interest 8,696 6,878 +480
Heating Oil(NYM)
Jun09 090504 142.00 143.45 142.00 143.45 +4.61 36,483 71,758 +2,731
Jul09 090504 143.00 146.81 143.00 146.81 +4.57 7,671 34,527 -55
Aug09 090504 150.35 150.35 150.35 150.35 +4.61 4,164 20,345 -41
Sep09 090504 151.71 153.75 151.71 153.75 +4.66 2,959 16,864 +220
Oct09 090504 157.10 157.10 157.10 157.10 +4.71 2,012 13,182 +109
Nov09 090504 160.30 160.30 160.30 160.30 +4.71 1,102 11,969 +274
Dec09 090504 161.30 163.50 161.30 163.50 +4.71 3,681 26,585 -85
Jan10 090504 166.60 166.60 166.60 166.60 +4.76 1,864 9,491 +184
Feb10 090504 169.05 169.05 169.05 169.05 +4.81 1,267 7,010 +260
Mar10 090504 170.75 170.75 170.75 170.75 +4.91 764 5,514 +191
Apr10 090504 171.45 171.45 171.45 171.45 +5.06 448 4,029 -33
May10 090504 172.60 172.60 172.60 172.60 +5.26 520 3,179 +30
Total Volume and Open Interest 66,859 263,314 -1,391
Gasoline(NYMEX)
Jun09 090504 150.83 159.15 150.35 158.60 +6.86 36,269 86,081 +2,732
Jul09 090504 152.46 159.65 151.92 159.18 +6.71 13,269 36,732 +1,460
Aug09 090504 153.17 160.10 152.83 159.80 +6.63 3,718 22,031 +136
Sep09 090504 153.65 160.00 153.32 159.90 +6.54 3,961 18,673 -188
Oct09 090504 146.75 150.77 146.28 150.65 +6.24 1,431 14,280 -87
Nov09 090504 146.88 150.55 146.88 150.55 +6.14 504 4,110 +92
Dec09 090504 148.35 151.85 147.90 151.80 +6.04 1,041 10,584 +154
Jan10 090504 150.65 154.30 150.60 154.30 +5.94 150 2,527 +10
Feb10 090504 155.07 157.10 154.80 157.10 +5.94 14 917 +1
Mar10 090504 160.20 160.20 160.20 160.20 +5.94 7 1,742 +1
Total Volume and Open Interest 60,393 206,271 -514
e-miNY RBOB Gasoline(NYM)
Jun09 090504 1.52 1.52 1.52 1.59 -150.15 0 1 +0
Jul09 090504 1.52 1.52 1.52 1.59 -150.88      
Aug09 090504 1.53 1.53 1.53 1.60 -151.57      
Sep09 090504 1.53 1.53 1.53 1.60 -151.76      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Jun09 090504 3.550 3.725 3.545 3.725 +0.179 61,289 115,272 +1,178
Jul09 090504 3.830 3.860 3.830 3.860 +0.181 16,893 80,375 +1,735
Aug09 090504 3.680 3.976 3.680 3.976 +0.181 7,320 46,462 +1,035
Sep09 090504 4.049 4.049 4.049 4.049 +0.179 4,115 32,181 +923
Oct09 090504 4.184 4.184 4.184 4.184 +0.181 8,699 47,482 +1,260
Nov09 090504 4.824 4.824 4.824 4.824 +0.181 3,707 23,120 +472
Dec09 090504 5.340 5.509 5.340 5.509 +0.176 2,595 33,152 +248
Jan10 090504 5.630 5.799 5.630 5.799 +0.170 6,298 33,260 +1,058
Feb10 090504 5.675 5.844 5.675 5.844 +0.169 1,007 13,924 +282
Mar10 090504 5.796 5.796 5.796 5.796 +0.165 2,930 27,450 +415
Apr10 090504 5.641 5.641 5.641 5.641 +0.163 2,009 29,524 +50
May10 090504 5.535 5.688 5.535 5.688 +0.163 796 13,008 -47
Jun10 090504 5.650 5.798 5.650 5.798 +0.161 233 8,119 +55
Jul10 090504 5.795 5.933 5.795 5.933 +0.159 239 6,071 +26
Aug10 090504 5.900 6.018 5.900 6.018 +0.159 306 6,786 +224
Sep10 090504 5.940 6.063 5.940 6.063 +0.157 54 5,844 +0
Total Volume and Open Interest 119,611 659,775 +9,193
Brent Crude Oil(ICE)
Jun09 090504 52.72 54.78 52.36 54.58 +1.73 112,368 131,773 -7,961
Jul09 090504 54.26 55.97 53.51 55.75 +1.81 58,675 140,748 +6,832
Aug09 090504 55.39 57.11 54.66 56.93 +1.87 24,296 59,320 +3,214
Sep09 090504 56.42 58.07 55.64 57.94 +1.91 10,775 37,669 +2,187
Oct09 090504 57.28 58.95 56.52 58.82 +1.91 6,037 23,503 +1,220
Nov09 090504 58.12 59.73 57.54 59.68 +1.91 4,767 17,044 -234
Dec09 090504 58.97 60.69 58.32 60.53 +1.89 11,861 92,677 -753
Jan10 090504 59.92 61.45 59.92 61.32 +1.85 1,019 18,029 -76
Feb10 090504 61.26 62.06 61.10 62.06 +1.76 441 8,311 -152
Mar10 090504 62.79 62.79 62.79 62.79 +1.69 123 7,127 -11
Apr10 090504 63.50 63.50 63.50 63.50 +1.64 58 4,305 +7
May10 090504 64.16 64.16 64.16 64.16 +1.58 14 3,341 -12
Jun10 090504 62.90 64.78 62.90 64.78 +1.55 699 16,851 +11
Jul10 090504 65.34 65.34 65.34 65.34 +1.55 0 5,105 +0
Total Volume and Open Interest 235,191 696,396 +5,208
Gas Oil(ICE)
May09 090504 442.00 456.25 439.00 449.75 +12.00 25,173 47,036 -3,727
Jun09 090504 445.25 462.75 444.75 456.25 +12.00 39,815 91,855 +365
Jul09 090504 459.00 471.00 453.50 464.75 +12.00 12,031 44,329 +1,980
Aug09 090504 469.25 480.00 462.75 474.25 +12.00 2,479 29,589 +265
Sep09 090504 479.50 489.75 472.25 483.50 +11.50 3,489 30,610 +392
Oct09 090504 489.25 499.50 485.00 493.25 +11.75 2,232 22,704 +547
Nov09 090504 498.25 508.25 491.25 502.25 +11.75 1,734 16,740 +325
Dec09 090504 507.00 517.25 499.50 510.75 +11.75 6,811 55,026 +1,031
Jan10 090504 525.25 526.25 520.00 520.00 +11.75 632 20,894 -67
Feb10 090504 534.00 534.00 528.50 528.50 +11.75 497 11,682 -140
Total Volume and Open Interest 98,065 469,982 +999
Ethanol(CBOT)
May09 090504 1.620 1.620 1.613 1.615 -0.018 22 86 -17
Jun09 090504 1.620 1.635 1.610 1.625 -0.012 29 704 -14
Jul09 090504 1.625 1.625 1.625 1.625 -0.013 67 703 +33
Aug09 090504 1.645 1.645 1.645 1.645 -0.020 10 133 -3
Sep09 090504 1.655 1.655 1.655 1.655 -0.010 2 165 +0
Oct09 090504 1.650 1.650 1.650 1.650 -0.010 15 272 +5
Nov09 090504 1.660 1.660 1.660 1.660 -0.005 2 376 +2
Dec09 090504 1.660 1.660 1.660 1.660 unch 5 445 +0
Total Volume and Open Interest 167 4,145 +16
US Dollar Index(ICE)
Jun09 090504 84.595 85.030 83.810 84.115 -0.590 3,922 21,054 +185
Sep09 090504 84.950 85.350 84.200 84.475 -0.595 81 2,132 +41
Dec09 090504 85.085 85.085 84.750 84.750 -0.700 0 6 +0
Total Volume and Open Interest 4,003 23,192 +226
Australian Dollar(CME)
Jun09 090504 73.57 73.57 73.57 73.57 +0.73 54,946 74,277 +1,663
Sep09 090504 73.20 73.20 73.20 73.20 +0.73 11 436 -9
Dec09 090504 72.86 72.86 72.86 72.86 +0.71 0 18 +0
Total Volume and Open Interest 54,957 74,746 +1,654
British Pound(CME)
Jun09 090504 149.61 149.61 149.61 149.61 +0.39 96,097 84,977 -786
Sep09 090504 149.62 149.62 149.62 149.62 +0.38 22 406 +0
Dec09 090504 149.63 149.63 149.63 149.63 +0.38 0 59 +0
Total Volume and Open Interest 96,119 85,444 -786
Canadian Dollar(CME)
Jun09 090504 84.31 84.98 84.31 84.98 +0.47 57,527 65,118 +218
Sep09 090504 85.06 85.06 85.06 85.06 +0.47 264 2,651 +65
Dec09 090504 85.02 85.16 85.02 85.16 +0.48 39 1,303 +14
Mar10 090504 85.28 85.28 85.28 85.28 +0.48 7 424 +0
Total Volume and Open Interest 57,838 69,531 +296
Japanese Yen(CME)
Jun09 090504 101.18 101.18 101.14 101.14 +0.45 102,700 77,711 +2,348
Sep09 090504 101.30 101.30 101.30 101.30 +0.46 127 1,143 -23
Dec09 090504 101.51 101.51 101.51 101.51 +0.46 0 112 +0
Total Volume and Open Interest 102,827 78,979 +2,325
Swiss Franc(CME)
Jun09 090504 87.71 88.93 87.71 88.65 +0.50 36,221 27,291 -127
Sep09 090504 88.80 88.80 88.80 88.80 +0.50 3 209 -1
Dec09 090504 88.96 88.96 88.96 88.96 +0.50 0 8 +0
Total Volume and Open Interest 36,224 27,508 -128
EuroFX(CME)
Jun09 090504 133.75 133.75 133.71 133.71 +1.06 191,401 111,775 +6,051
Sep09 090504 133.67 133.67 133.67 133.67 +1.06 210 1,832 -13
Dec09 090504 133.68 133.68 133.68 133.68 +1.06 0 54 +0
Total Volume and Open Interest 191,611 113,664 +6,038
Mexican Peso(CME)
May09 090504 749.2 749.2 749.2 749.2 +27.2      
Jun09 090504 733.5 745.8 733.5 744.5 +27.2 9,616 51,213 -2,221
Total Volume and Open Interest 9,634 54,830 -2,221
30-Year T-Bonds(CBOT)
Jun09 090504 122~080 122~225 121~260 122~165 +0~115 199,809 679,021 -6,339
Sep09 090504 120~235 121~045 120~170 121~045 +0~120 155 846 +30
Dec09 090504 120~000 120~025 120~000 120~025 +0~115 0 212 +0
Total Volume and Open Interest 199,964 680,124 -6,309
10-Year T-Notes(CBOT)
Jun09 090504 120~255 121~015 120~175 120~290 +0~050 641,782 1,019,658 -8,635
Sep09 090504 119~115 119~115 119~010 119~090 +0~050 375 8,754 -64
Dec09 090504 118~200 118~200 118~200 118~200 +0~050      
Total Volume and Open Interest 642,157 1,028,412 -8,699
5-Year T-Notes(CBOT)
Jun09 090504 117~016 117~016 117~010 117~010 -0~002 392,105 788,390 -17,751
Sep09 090504 116~041 116~041 116~041 116~041 -0~002 1,012 3,457 +953
Dec09 090504 53~122 53~122 53~122 53~122 -0~001      
Total Volume and Open Interest 393,117 791,847 -16,798
2 Year T-Notes(CBOT)
Jun09 090504 108~092 108~092 108~090 108~090 -0~004 2,983 458,719 -7,735
Sep09 090504 108~008 108~008 108~008 108~008 -0~019      
Dec09 090504 108~008 108~008 108~008 108~008 -0~019      
Total Volume and Open Interest 141,786 458,719 -7,735
Eurodollars(CME)
Jun09 090504 99.055 99.060 99.050 99.050 +0.010 174,931 1,010,527 +2,630
Sep09 090504 99.000 99.000 98.985 98.990 +0.015 183,358 955,186 +9,097
Dec09 090504 98.805 98.805 98.765 98.770 unch 200,688 744,869 +11,037
Mar10 090504 98.685 98.685 98.630 98.635 -0.015 195,248 690,919 +5,271
Jun10 090504 98.445 98.455 98.385 98.390 -0.025 184,363 495,002 +3,420
Sep10 090504 98.195 98.195 98.125 98.130 -0.035 152,817 431,477 +5,005
Dec10 090504 97.890 97.890 97.825 97.825 -0.035 129,416 462,904 +2,826
Mar11 090504 97.645 97.645 97.575 97.580 -0.035 105,829 303,257 +2,634
Jun11 090504 97.375 97.375 97.305 97.315 -0.030 48,078 257,928 +5,116
Sep11 090504 97.135 97.135 97.070 97.080 -0.025 40,806 157,766 +78
Dec11 090504 96.905 96.905 96.840 96.850 -0.025 35,409 112,356 +446
Mar12 090504 96.750 96.750 96.695 96.705 -0.025 23,894 88,823 -118
Jun12 090504 96.600 96.600 96.545 96.560 -0.025 12,154 85,332 +292
Sep12 090504 96.480 96.480 96.430 96.445 -0.025 9,158 61,814 +312
Dec12 090504 96.350 96.350 96.315 96.320 -0.025 6,988 51,097 -169
Mar13 090504 96.300 96.300 96.270 96.270 -0.025 7,317 54,277 +358
Jun13 090504 96.210 96.210 96.185 96.185 -0.025 5,867 23,373 +1,019
Sep13 090504 96.115 96.115 96.110 96.110 -0.025 6,347 36,981 -2,142
Total Volume and Open Interest 1,548,256 6,255,942 +49,224
30 Day Federal Funds(CBOT)
May09 090504 99.790 99.790 99.790 99.790 unch 9,062 67,244 -1,451
Jun09 090504 99.795 99.795 99.795 99.795 +0.010 7,159 44,972 +1,518
Jul09 090504 99.780 99.780 99.780 99.780 unch 5,260 38,643 +1,142
Aug09 090504 99.760 99.760 99.760 99.760 unch 5,325 37,028 +584
Sep09 090504 99.740 99.740 99.740 99.740 unch 3,410 31,336 +183
Oct09 090504 99.710 99.710 99.710 99.710 unch 3,796 28,209 -797
Total Volume and Open Interest 57,927 387,775 -61,641
30 Day Fed Funds(e-CBOT)
May09 090504 99.787 99.798 99.783 99.793 +0.003 8,983 67,244 -967
Jun09 090504 99.790 99.795 99.785 99.795 +0.010 7,159 44,972 +2,234
Jul09 090504 99.780 99.785 99.780 99.780 unch 5,253 38,643 +798
Aug09 090504 99.760 99.765 99.755 99.760 -0.005 5,325 37,028 +2,356
Sep09 090504 99.750 99.750 99.735 99.740 -0.005 3,410 31,336 +308
Oct09 090504 99.720 99.720 99.710 99.710 -0.005 3,796 28,209 +822
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Jun09 090504 99.45 99.45 99.45 99.45 unch      
Sep09 090504 99.52 99.52 99.52 99.52 +0.01      
Dec09 090504 99.51 99.51 99.51 99.51 -0.01      
Mar10 090504 99.49 99.49 99.49 99.49 -0.01      
Jun10 090504 99.45 99.45 99.45 99.45 -0.01      
Sep10 090504 99.37 99.37 99.37 99.37 -0.03      
Dec10 090504 99.33 99.33 99.33 99.33 -0.02      
Mar11 090504 99.24 99.24 99.24 99.24 -0.03      
Jun11 090504 99.20 99.20 99.20 99.20 unch      
Sep11 090504 99.20 99.20 99.20 99.20 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090504 99.45 99.45 99.45 99.45 unch      
Sep09 090504 99.51 99.51 99.51 99.51 unch      
Dec09 090504 99.53 99.53 99.53 99.53 unch      
Mar10 090504 99.50 99.50 99.50 99.50 unch      
Jun10 090504 99.46 99.46 99.46 99.46 unch      
Sep10 090504 99.39 99.39 99.39 99.39 unch      
Dec10 090504 99.34 99.34 99.34 99.34 unch      
Mar11 090504 99.25 99.25 99.25 99.25 unch      
Total Volume and Open Interest 966 24,321 +73
Japanese Gov't Bonds(SGX)
Jun09 090501 136.96 137.52 136.87 137.47 +0.59 2,349 10,842 -1,342
Sep09 090501 137.47 137.47 137.47 137.47 +0.59      
Dec09 090501 137.47 137.47 137.47 137.47 +0.59      
Total Volume and Open Interest 2,349 12,397 +463
Euro-Bund(EUREX)
Jun09 090504 122.60 122.68 121.84 122.02 -0.94 627,343 801,361 -3,709
Sep09 090504 122.10 122.22 121.43 121.54 -0.95 260 22,702 -12
Dec09 090504 121.02 121.02 121.02 121.02 -0.94      
Total Volume and Open Interest 627,603 824,063 -3,721
Euro-Bobl(EUREX)
Jun09 090430 116.05 116.19 115.74 116.16 +0.09 397,156 710,020 +15,117
Sep09 090504 115.55 115.55 115.55 115.55 -0.35 5,435 39,432 +5,071
Dec09 090504 115.28 115.28 115.28 115.28 -0.32      
Total Volume and Open Interest 430,631 756,411 +12,030
3-Mth Euribor(EUREX)
Jun09 090306 98.535 98.560 98.500 98.505 -0.030 271 5,237 -199
Sep09 090504 98.745 98.745 98.720 98.720 +0.010 100 8,128 +5
Dec09 090504 98.575 98.575 98.540 98.540 -0.015 29 4,551 -25
Total Volume and Open Interest 463 32,820 -249
Long Gilt(LIFFE)
Jun09 090501 121~00 121~09 120~05 120~11 -0~23 80,060 299,395 -1,873
Sep09 090501 119~05 119~05 119~05 119~05 -0~08 943 3,749 +841
Total Volume and Open Interest 62,795 300,794 -1,509
3-Mth Short Sterling(LIFFE)
Jun09 090501 98.67 98.67 98.67 98.67 -0.01 23,935 305,301 -1,897
Sep09 090501 98.63 98.63 98.63 98.63 -0.02 38,384 311,151 +3,087
Dec09 090501 98.41 98.41 98.41 98.41 -0.01 51,591 293,498 -308
Mar10 090501 98.26 98.26 98.26 98.26 unch 64,020 301,098 -4,317
Jun10 090501 97.99 97.99 97.99 97.99 +0.02 53,115 243,476 +1,605
Sep10 090501 97.73 97.73 97.73 97.73 +0.04 59,222 224,160 -2,803
Total Volume and Open Interest 354,311 2,076,710 +5,176
3-Mth Euribor(LIFFE)
Jun09 090504 98.730 98.760 98.730 98.740 unch 113,154 646,437 +2,303
Sep09 090504 98.730 98.745 98.715 98.720 unch 107,441 526,019 -5,791
Dec09 090504 98.575 98.590 98.535 98.540 -0.025 103,984 493,943 -2,883
Total Volume and Open Interest 778,926 3,414,101 +13,781
3-Mth Aus T-Bills(SFE)
Jun09 090504 97.06 97.06 97.02 97.04 -0.03 16,720 289,591 -3,361
Sep09 090504 97.23 97.23 97.19 97.21 -0.03 12,952 221,609 +2,742
Dec09 090504 97.18 97.18 97.13 97.16 -0.03 5,812 122,572 +830
Mar10 090504 96.86 96.86 96.83 96.84 -0.04 1,413 84,841 +199
Jun10 090504 96.45 96.46 96.44 96.45 -0.03 1,644 64,125 +361
Sep10 090504 96.06 96.07 96.05 96.06 -0.03 564 35,523 -51
Dec10 090504 95.72 95.72 95.69 95.70 -0.04 658 23,895 -366
Mar11 090504 95.37 95.39 95.37 95.39 -0.05 311 13,016 -381
Jun11 090504 95.08 95.10 95.08 95.10 -0.05 28 2,091 -310
Sep11 090504 94.83 94.86 94.83 94.86 -0.04 28 427 +28
Total Volume and Open Interest 40,130 857,960 -309
10-Year Aus T-Bonds(SFE)
Jun09 090504 95.31 95.33 95.27 95.31 -0.01 20,083 0 -291,915
Sep09 090504 95.27 95.27 95.27 95.27 -0.01 0 101 +0
Total Volume and Open Interest 23,956 288,990 -3,026
3-Year Aus T-Bonds(SFE)
Jun09 090504 96.50 96.50 96.44 96.46 -0.06 48,007 471,180 -11,856
Sep09 090504 96.46 96.46 96.46 96.46 -0.06      
Total Volume and Open Interest 48,007 471,180 -11,856
Gold(CMX)
Jun09 090504 905.0 906.0 901.8 902.2 +14.0 81,596 224,032 -3,126
Aug09 090504 903.9 903.9 903.9 903.9 +14.0 5,623 23,569 +504
Oct09 090504 905.4 905.4 905.4 905.4 +14.1 293 7,476 -53
Dec09 090504 908.0 910.8 907.0 907.0 +14.3 1,106 26,684 +258
Feb10 090504 908.6 908.6 908.6 908.6 +14.4 24 4,938 +28
Apr10 090504 910.2 910.2 910.2 910.2 +14.6 0 3,110 +0
Jun10 090504 911.8 911.8 911.8 911.8 +14.6 129 6,064 -20
Aug10 090504 913.7 913.7 913.7 913.7 +14.6 0 476 +0
Oct10 090504 915.7 915.7 915.7 915.7 +14.6 0 502 +0
Dec10 090504 917.9 917.9 917.9 917.9 +14.7 212 9,998 +165
Feb11 090504 905.6 905.6 905.6 920.4 +14.8 0 12 +0
Total Volume and Open Interest 89,245 329,066 -2,582
Silver(CMX)
May09 090504 1309.3 1309.3 1309.3 1309.3 +61.3 2,726 2,869 -1,496
Jul09 090504 1261.0 1312.0 1261.0 1311.3 +61.3 18,512 51,217 +766
Sep09 090504 1313.2 1313.2 1313.2 1313.2 +61.4 568 6,197 +124
Dec09 090504 1315.3 1315.3 1315.3 1315.3 +61.4 414 13,816 +85
Mar10 090504 1317.0 1317.0 1317.0 1317.0 +61.4 14 5,275 +1
May10 090504 1317.9 1317.9 1317.9 1317.9 +61.4 553 1,287 +523
Jul10 090504 1319.3 1319.3 1319.3 1319.3 +61.4 0 2,407 +0
Total Volume and Open Interest 23,749 89,263 +44
Platinum(NYMEX)
Jul09 090504 1098.0 1127.7 1091.1 1122.0 +25.6 1,575 19,152 -131
Oct09 090504 1127.2 1127.2 1127.2 1127.2 +25.1 83 678 +75
Jan10 090504 1128.7 1128.7 1128.7 1128.7 +25.1 0 5 +0
Total Volume and Open Interest 1,658 19,835 -56
Palladium(NYMEX)
Jun09 090504 222.30 222.30 222.30 222.30 +8.40 893 13,369 -191
Sep09 090504 215.10 223.40 215.10 223.40 +8.40 164 523 +147
Dec09 090504 224.50 224.50 224.50 224.50 +8.40 8 29 +7
Total Volume and Open Interest 1,065 13,921 -38
Copper(CMX)
May09 090504 215.10 215.10 212.20 214.50 +4.35 1,612 5,382 -353
Jul09 090504 215.00 215.60 213.75 214.40 +4.30 10,130 70,204 +739
Sep09 090504 214.30 214.30 214.30 214.30 +4.40 566 14,006 +110
Dec09 090504 214.05 214.05 214.05 214.05 +4.40 319 3,858 +93
Mar10 090504 213.75 213.75 213.75 213.75 +4.40 5 758 +2
Total Volume and Open Interest 12,909 104,636 +687
Aluminum(CMX)
May09 090504 70.00 70.00 70.00 70.00 +69.30      
Jun09 090504 70.50 70.50 70.50 70.50 +69.79      
Jul09 090504 71.00 71.00 71.00 71.00 +70.29      
Aug09 090504 71.50 71.50 71.50 71.50 +70.78      
Sep09 080724 143.85 143.85 143.85 143.85 unch      
Oct09 080724 0.17 0.17 0.17 0.17 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun09 090504 8225 8380 8210 8359 +178 2,255 12,574 +432
Sep09 090504 8280 8314 8252 8305 +177 28 801 +5
Dec09 090504 8260 8260 8260 8260 +178 0 1 +0
Mar10 090504 8229 8229 8229 8229 +178      
Total Volume and Open Interest 2,283 13,376 +437
S & P 500(CME)
Jun09 090504 881.00 904.50 879.20 902.80 +26.70 31,052 428,522 -1,948
Sep09 090504 889.00 899.00 889.00 898.80 +26.70 100 20,408 -1
Dec09 090504 895.70 895.70 895.70 895.70 +26.90 200 1,756 +0
Mar10 090504 893.30 893.30 893.30 893.30 +27.10 200 1,255 +200
Total Volume and Open Interest 31,552 451,943 -1,749
S & P 500 E-Mini(Globex)
Jun09 090504 876.00 904.75 876.00 902.75 +26.75 1,802,797 0 -2,596,112
Sep09 090504 874.00 900.50 873.50 898.75 +26.75 2,219 41,385 -567
Total Volume and Open Interest 2,714,264 2,639,652 +1,515
NASDAQ 100(CME)
Jun09 090504 1408.00 1425.50 1402.00 1422.50 +24.00 1,917 22,300 -186
Sep09 090504 1421.50 1421.50 1421.50 1421.50 +24.00      
Dec09 090504 1424.50 1424.50 1424.50 1424.50 +24.00      
Total Volume and Open Interest 1,917 22,300 -186
NASDAQ 100 E-Mini(Globex)
Jun09 090504 1397.50 1425.80 1397.50 1422.50 +24.00 349,743 274,360 -5,276
Sep09 090504 1411.80 1424.30 1402.00 1421.50 +24.00 93 925 +14
Total Volume and Open Interest 349,836 275,301 -5,262
S & P Midcap 400(CME)
Jun09 090504 562.00 581.00 562.00 579.20 +21.60 380 5,116 +236
Sep09 090504 577.20 577.20 577.20 577.20 +21.60      
Dec09 090504 575.20 575.20 575.20 575.20 +21.60      
Total Volume and Open Interest 380 5,116 +236
Russell 2000(CME)
Jun09 090504 0.05 0.05 0.05 0.05 unch 4 5,352 -6
Sep09 090504 0.05 0.05 0.05 0.05 unch 0 4,374 +0
Dec09 090504 0.05 0.05 0.05 0.05 unch 0 1,722 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun09 090501 8845 9045 8825 9040 +175 127,579 164,075 -2,698
Sep09 090501 9045 9045 9045 9045 +175 0 447 +0
Total Volume and Open Interest 127,651 178,733 +2,336
Nikkei 225(SGX)
Jun09 090501 8845 9045 8825 9040 +175 127,579 164,075 -2,698
Sep09 090501 9045 9045 9045 9045 +175 0 447 +0
Dec09 090501 9000 9000 9000 9000 +175 0 277 +0
Total Volume and Open Interest 127,651 178,733 +2,336
CAC 40(EURONEXT)
May09 090504 3148.0 3217.0 3131.0 3209.5 +88.5 111,189 415,701 +13,902
Jun09 090504 3096.5 3160.0 3083.0 3158.0 +88.0 179 41,943 +78
Jul09 090504 3106.5 3154.5 3105.0 3154.5 +88.5 9 28 +8
Total Volume and Open Interest 111,377 460,795 +13,988
Hang Seng Index(HKFE)
May09 090504 15511 16282 15511 16227 +840 83,120 82,934 +5,589
Jun09 090504 15474 16200 15473 16147 +836 375 3,351 +422
Total Volume and Open Interest 102,703 87,061 -10,912
DAX(EUREX)
Jun09 090504 4821.0 4921.5 4810.0 4899.5 +179.5 173,321 152,635 +6,607
Sep09 090504 4823.0 4929.0 4820.0 4906.5 +180.0 219 6,289 -51
Dec09 090504 4837.5 4921.0 4837.5 4917.0 +179.5 47 2,192 -4
Total Volume and Open Interest      
FT-SE 100(EURONEXT)
Jun09 090501 4200.00 4214.00 4169.00 4193.50 -13.50 101,217 733,654 +365
Sep09 090501 4150.00 4174.00 4138.50 4159.50 -13.50 298 1,002 -19
Dec09 090501 4147.50 4147.50 4133.00 4133.00 -14.50 187 1,546 +173
Total Volume and Open Interest 101,702 736,202 +519
SPI 200(SFE)
Jun09 090504 3780.0 3889.0 3779.0 3864.0 +105.0 18,443 302,295 -1,732
Sep09 090504 3774.0 3827.0 3774.0 3827.0 +106.0 264 2,228 +51
Dec09 090504 3824.0 3824.0 3824.0 3824.0 +106.0 7 2,485 +0
Total Volume and Open Interest 18,723 308,717 -1,679
GSCI(CME)
May09 090504 378.00 387.00 378.00 387.00 +8.40 535 14,915 +27
Jun09 090504 394.00 394.00 394.00 394.00 +9.10 62 45 +40
Jul09 090504 400.00 400.00 400.00 400.00 +10.00      
Total Volume and Open Interest 597 14,960 +67
Reuters CCI(ICE)
Jun09 090504 388.00 390.05 388.00 389.00 +159.80 0 50 +0
Aug09 090504 397.00 399.00 397.00 399.00 +5.00 0 420 +0
Nov09 090504 411.00 411.00 411.00 411.00 +5.00 0 2 +0
Total Volume and Open Interest 0 151 +0
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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