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MRCI's End of Day Prices
Daily Futures Price Listing Thu May 21, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul09 090521 1166.00 1177.50 1150.00 1175.00 +6.00 84,935 210,107 -2,123
Aug09 090521 1128.75 1139.75 1115.00 1136.50 +7.00 11,651 21,339 +2,386
Sep09 090521 1063.50 1071.00 1052.00 1071.00 +7.50 3,846 10,638 +1,258
Nov09 090521 1011.50 1023.50 997.00 1023.50 +9.00 31,633 135,067 +1,257
Jan10 090521 1014.00 1025.00 1005.75 1025.00 +8.00 1,999 13,882 +434
Mar10 090521 1004.25 1014.00 999.00 1012.00 +3.00 808 6,326 +256
May10 090521 993.25 995.25 986.00 995.25 +1.00 722 4,646 -84
Total Volume and Open Interest 138,837 421,243 +3,851
Soybean Meal(CBOT)
Jul09 090521 375.00 381.20 370.30 379.20 +4.40 35,716 82,272 -236
Aug09 090521 358.00 364.30 354.50 362.50 +4.50 6,008 18,607 +873
Sep09 090521 336.50 343.50 336.50 341.80 +4.60 3,611 10,814 +705
Oct09 090521 314.00 321.40 313.00 320.50 +6.80 3,003 13,199 +629
Dec09 090521 304.50 311.80 302.20 311.00 +7.00 8,962 31,734 +615
Jan10 090521 302.60 306.50 302.60 305.00 +6.00 523 3,383 +65
Mar10 090521 293.50 298.50 293.50 298.50 +4.00 476 3,403 +65
May10 090521 287.30 291.10 286.00 290.00 +3.00 668 2,917 +116
Total Volume and Open Interest 59,499 168,710 +2,979
Soybean Oil(CBOT)
Jul09 090521 38.40 38.51 37.64 37.98 -0.39 39,882 130,076 -2,493
Aug09 090521 38.57 38.57 37.82 38.14 -0.38 4,148 21,169 +499
Sep09 090521 38.18 38.33 37.99 38.28 -0.38 3,334 15,257 +493
Oct09 090521 38.81 38.81 38.09 38.37 -0.40 2,453 9,080 +351
Dec09 090521 39.04 39.14 38.31 38.65 -0.40 11,698 33,291 +931
Jan10 090521 38.77 38.93 38.68 38.87 -0.39 781 2,544 +178
Mar10 090521 38.94 39.12 38.94 39.12 -0.38 201 1,519 -99
May10 090521 39.03 39.22 39.03 39.22 -0.38 400 1,899 +35
Total Volume and Open Interest 63,006 221,460 -166
Canola(WCE)
May09 090521 453.0 453.0 453.0 453.0 +1.5      
Jul09 090521 475.0 479.1 472.5 477.8 -1.9 5,960 61,787 +1,313
Nov09 090521 473.2 479.0 471.9 477.9 -1.0 4,987 49,408 +1,867
Jan10 090521 478.6 481.9 478.6 481.9 -1.2 624 2,934 +417
Mar10 090521 481.1 484.0 480.8 484.0 -1.2 115 1,217 +112
Total Volume and Open Interest 11,740 116,305 +3,711
Corn(CBOT)
Jul09 090521 425.50 429.00 417.25 424.00 -2.00 102,845 360,770 -1,459
Sep09 090521 434.75 438.25 426.75 433.75 -1.75 19,424 108,909 +563
Dec09 090521 446.50 450.00 438.75 445.50 -1.75 45,568 281,882 +1,743
Mar10 090521 456.00 459.00 449.00 455.50 -1.75 3,428 45,601 -215
May10 090521 462.00 465.50 459.25 462.50 -1.75 389 8,329 +103
Jul10 090521 470.00 472.00 463.00 469.00 -1.75 1,086 25,599 +94
Total Volume and Open Interest 176,026 876,844 +482
Wheat(CBOT)
Jul09 090521 597.25 601.50 584.50 593.50 -4.25 34,244 168,477 -1,206
Sep09 090521 620.75 625.50 610.75 619.50 -4.25 4,443 51,506 +252
Dec09 090521 645.00 650.00 633.00 642.00 -4.25 8,028 60,908 -144
Mar10 090521 658.00 663.25 650.00 658.00 -4.00 1,624 4,328 +620
May10 090521 659.75 670.00 659.00 667.00 -3.00 314 848 +4
Total Volume and Open Interest 49,352 300,559 -291
Wheat(KCBT)
Jul09 090521 648.75 654.00 639.25 647.00 -3.00 7,854 41,890 -915
Sep09 090521 654.00 662.75 649.25 657.00 -3.00 1,045 9,820 -77
Dec09 090521 673.00 677.00 663.75 671.25 -2.50 1,244 21,008 -466
Mar10 090521 683.00 687.75 675.75 682.75 -2.75 53 960 +17
May10 090521 685.75 692.00 680.50 685.75 -2.75 0 101 +0
Total Volume and Open Interest 10,257 76,598 -1,426
Wheat(MGE)
May09 090514 698.00 698.00 698.00 698.00 unch 0 2 +0
Jul09 090521 724.00 729.75 715.50 726.50 +1.00 3,474 13,619 +13,619
Sep09 090521 719.50 727.25 713.00 723.00 +1.00 1,008 9,217 +9,217
Dec09 090521 727.00 734.00 720.00 730.50 +1.50 626 5,928 +5,928
Mar10 090521 733.50 740.75 726.75 736.25 unch 100 911 +911
Total Volume and Open Interest 5,417 30,310 -795
Oats(CBOT)
Jul09 090521 235.50 239.75 229.00 238.00 -0.50 605 6,904 -79
Sep09 090521 246.00 247.50 243.25 246.50 -0.50 16 172 -1
Dec09 090521 257.50 259.50 250.25 259.00 -0.50 203 5,858 +17
Mar10 090521 273.00 273.50 273.00 273.00 -0.50 6 22 +5
Total Volume and Open Interest 830 12,956 -58
Rough Rice(CBOT)
Jul09 090521 12.07 12.14 11.99 12.12 +0.02 414 3,715 -91
Sep09 090521 12.10 12.22 12.09 12.22 +0.05 56 1,901 +3
Nov09 090521 12.16 12.25 12.11 12.25 +0.03 65 1,632 +10
Jan10 090521 12.44 12.44 12.40 12.44 +0.03 0 227 +0
Total Volume and Open Interest 542 7,818 -76
Live Cattle(CME)
Jun09 090521 82.000 82.800 81.550 82.535 +0.305 17,351 42,192 +42,192
Aug09 090521 82.850 83.480 82.300 83.230 +0.345 12,535 87,351 +87,351
Oct09 090521 88.450 88.900 88.050 88.750 +0.250 9,891 47,540 +47,540
Dec09 090521 90.500 91.100 90.150 90.950 +0.250 2,077 16,766 +16,766
Feb10 090521 92.000 92.700 91.800 92.550 +0.400 1,358 8,257 +8,257
Apr10 090521 93.300 94.000 92.950 93.950 +0.270 108 2,408 +2,408
Total Volume and Open Interest 43,458 205,034 -1,545
Feeder Cattle(CME)
May09 090521 99.050 99.050 98.885 98.900 unch 571 1,833 +1,833
Aug09 090521 101.500 101.750 100.950 101.680 -0.020 1,393 13,912 +13,912
Sep09 090521 101.800 102.180 101.450 102.100 -0.080 185 2,635 +2,635
Oct09 090521 101.680 102.300 101.500 102.285 -0.015 217 2,727 +2,727
Nov09 090521 102.350 103.000 102.200 103.000 +0.250 80 655 +655
Jan10 090521 101.500 101.500 100.900 101.500 +0.500 9 78 +78
Mar10 090521 100.100 100.500 100.000 100.500 unch 5 14 +14
Total Volume and Open Interest 2,460 21,855 -373
Lean Hogs(CME)
Jun09 090521 65.950 65.950 64.800 65.225 -1.250 7,574 31,478 +31,478
Jul09 090521 67.900 68.000 66.500 66.850 -1.600 6,809 45,592 +45,592
Aug09 090521 68.535 68.635 67.430 67.750 -1.200 4,196 31,232 +31,232
Oct09 090521 63.785 63.880 63.130 63.285 -0.665 1,965 26,376 +26,376
Dec09 090521 64.350 64.385 63.800 63.880 -0.970 1,125 7,216 +7,216
Feb10 090521 68.400 68.400 67.950 67.975 -0.875 163 1,628 +1,628
Apr10 090521 71.135 71.200 71.000 71.135 -0.965 37 774 +774
May10 090521 76.750 76.750 76.700 76.750 -0.050 2 61 +61
Total Volume and Open Interest 21,908 144,740 -659
Pork Bellies(CME)
May09 090521 70.700 70.700 70.700 70.700 unch 1 0 +0
Jul09 090521 70.035 71.475 69.285 70.975 +0.500 47 733 +733
Aug09 090521 71.000 71.650 70.800 70.800 -0.200 7 124 +124
Feb10 090521 89.800 89.800 89.800 89.800 -0.200 0 7 +7
Mar10 090521 90.300 90.300 90.300 90.300 -0.200 0 5 +5
Total Volume and Open Interest 55 869 -17
Class III Milk(CME)
May09 090521 9.82 9.89 9.80 9.80 -0.02 11 4,718 +4,718
Jun09 090521 10.20 10.28 10.13 10.16 +0.03 60 5,008 +5,008
Jul09 090521 11.26 11.29 11.10 11.15 -0.13 474 3,588 +3,588
Aug09 090521 12.75 12.80 12.56 12.60 -0.15 274 3,254 +3,254
Sep09 090521 13.89 13.91 13.75 13.80 -0.10 156 2,829 +2,829
Total Volume and Open Interest 1,308 28,908 +104
Cocoa(ICE)
Jul09 090521 2361 2389 2326 2380 +19 5,251 45,520 -2,366
Sep09 090521 2392 2417 2355 2408 +19 2,748 31,242 +1,760
Dec09 090521 2418 2429 2382 2429 +16 500 19,847 +281
Mar10 090521 2416 2445 2405 2445 +17 99 11,386 +55
May10 090521 2423 2452 2411 2452 +18 57 2,492 +53
Jul10 090521 2467 2467 2467 2467 +19 8 2,832 +2
Sep10 090521 2474 2474 2474 2474 +21 0 1,876 +0
Total Volume and Open Interest 8,663 118,806 -215
Coffee "C"(ICE)
Jul09 090521 133.10 135.95 131.75 135.80 +2.50 8,651 69,038 +293
Sep09 090521 135.00 137.70 133.65 137.60 +2.50 3,711 30,496 +647
Dec09 090521 136.50 139.40 135.50 139.40 +2.45 1,853 19,470 -200
Mar10 090521 138.25 141.50 137.90 141.50 +2.10 807 11,617 +355
May10 090521 140.05 143.15 140.00 143.15 +1.95 218 3,508 +83
Jul10 090521 141.90 144.75 141.90 144.75 +2.00 126 1,048 +84
Total Volume and Open Interest 15,469 137,013 +1,318
Orange Juice(ICE)
Jul09 090521 90.95 90.95 88.65 90.10 -0.50 514 22,206 -51
Sep09 090521 92.70 93.10 91.75 93.00 -0.60 61 4,078 +6
Nov09 090521 95.70 96.15 94.90 96.15 -0.60 22 3,074 +12
Jan10 090521 98.45 99.10 98.45 99.10 -0.95 0 200 +0
Mar10 090521 102.75 102.75 102.75 102.75 -0.95 0 97 +0
May10 090521 105.50 105.50 105.50 105.50 -0.95 0 2 +0
Total Volume and Open Interest 597 29,886 -33
Sugar #11(ICE)
Jul09 090521 15.40 15.65 15.11 15.62 +0.24 55,471 323,050 -3,895
Oct09 090521 16.33 16.61 16.06 16.56 +0.24 30,544 160,361 +923
Mar10 090521 17.10 17.34 16.84 17.34 +0.24 16,112 101,052 +1,661
May10 090521 16.81 17.05 16.60 17.05 +0.24 2,088 23,781 +518
Jul10 090521 16.52 16.70 16.31 16.70 +0.28 2,498 23,715 -387
Total Volume and Open Interest 110,967 708,649 +396
Sugar #14(ICE)
Jul09 090521 21.90 21.95 21.90 21.92 +0.07 75 2,044 +40
Sep09 090521 22.25 22.30 22.25 22.28 +0.08 1 2,491 +0
Total Volume and Open Interest 76 4,535 +40
London Cocoa(LCE)
Jul09 090519 1578 1593 1574 1578 -30 3,660 0 -69,582
Sep09 090521 1598 1608 1583 1602 +5 3,693 29,951 +29,951
Dec09 090521 1604 1614 1588 1607 +3 2,538 27,842 +27,842
Mar10 090521 1609 1621 1595 1613 +2 1,331 17,562 +17,562
May10 090521 1621 1628 1601 1616 +3 329 7,375 +7,375
Jul10 090521 1622 1622 1622 1622 +5 149 2,064 +2,064
Sep10 090521 1634 1634 1613 1626 +4 147 1,194 +1,194
Total Volume and Open Interest 21,127 148,523 -6,854
London Coffee(LCE)
London Sugar(LCE)
Aug09 090521 435.50 437.20 430.40 436.80 +1.00 4,443 44,377 +44,377
Oct09 090521 443.50 445.00 440.00 444.60 +0.90 2,268 24,112 +24,112
Dec09 090521 446.40 448.00 445.50 447.30 +1.10 242 8,018 +8,018
Mar10 090521 452.20 454.00 447.50 452.80 +0.60 484 7,378 +7,378
May10 090521 447.20 447.20 443.80 446.90 +0.50 36 606 +606
Total Volume and Open Interest 7,519 86,324 +1,840
Cotton(ICE)
Jul09 090521 57.10 57.32 56.10 56.78 -0.37 9,108 86,420 -1,830
Oct09 090521 58.50 59.14 58.43 59.05 -0.42 173 2,378 +146
Dec09 090521 59.75 60.35 59.35 60.04 -0.32 3,339 37,674 +1,077
Mar10 090521 62.27 62.27 62.27 62.27 -0.26 9 7,701 -6
May10 090521 63.07 63.07 63.07 63.07 -0.16 9 210 -4
Jul10 090521 63.80 63.80 63.80 63.80 -0.16 7 872 +0
Total Volume and Open Interest 12,680 137,287 -609
Lumber(CME)
Jul09 090521 177.3 177.6 168.1 172.8 -5.3 358 5,206 +5,206
Sep09 090521 190.7 190.7 184.6 186.3 -5.1 91 1,873 +1,873
Nov09 090521 187.0 187.0 181.5 182.5 -4.5 19 251 +251
Jan10 090521 203.1 203.7 200.2 201.4 -2.9 8 166 +166
Total Volume and Open Interest 476 7,506 +111
Crude Oil(NYM)
Jul09 090521 61.68 61.87 59.92 61.05 -0.99 252,709 344,067 -8,458
Aug09 090521 62.23 62.41 60.63 61.81 -0.81 53,527 95,864 +3,305
Sep09 090521 62.77 62.97 61.32 62.54 -0.67 23,466 64,748 +2,233
Oct09 090521 63.25 63.47 61.96 63.16 -0.59 8,837 41,592 +683
Nov09 090521 63.61 64.03 62.76 63.75 -0.54 4,697 21,606 +192
Dec09 090521 64.26 64.67 63.13 64.27 -0.53 20,255 123,211 +1,631
Jan10 090521 64.76 64.76 63.78 64.73 -0.53 1,550 23,874 -20
Feb10 090521 64.47 65.17 64.18 65.17 -0.53 1,018 14,549 +151
Mar10 090521 65.05 65.70 64.77 65.61 -0.52 763 14,509 -23
Apr10 090521 66.00 66.15 66.00 66.05 -0.51 628 6,334 +71
May10 090521 66.49 66.49 66.49 66.49 -0.50 349 5,367 +21
Jun10 090521 66.40 67.15 66.16 66.90 -0.50 1,256 32,038 +197
Jul10 090521 67.24 67.24 67.24 67.24 -0.49 422 7,161 -80
Aug10 090521 67.57 67.57 67.57 67.57 -0.49 106 4,152 -5
Sep10 090521 67.90 67.90 67.90 67.90 -0.49 161 8,042 -22
Oct10 090521 68.23 68.23 68.23 68.23 -0.49 12 3,482 +0
Total Volume and Open Interest 381,373 1,092,138 -20,091
e-miNY Crude Oil(NYM)
May09 090420 50.050 50.450 45.450 45.875 -4.450 7,086 2,536 -766
Jun09 090515 58.475 58.925 56.075 56.350 -1.675 9,865 5,162 -184
Jul09 090521 61.625 61.875 59.925 61.050 +0.950 7,751 2,905 +979
Aug09 090521 62.100 62.375 60.675 61.800 -0.825 328 517 +95
Sep09 090521 62.650 62.650 61.550 62.550 -0.650 105 159 +65
Oct09 090521 62.000 63.150 62.000 63.150 -0.600 1 22 +0
Nov09 090521 63.750 63.750 63.750 63.750 -0.550 0 24 +0
Dec09 090521 64.275 64.275 64.275 64.275 -0.525 2 84 +0
Jan10 090521 64.725 64.725 64.725 64.725 -0.525      
Feb10 090521 65.175 65.175 65.175 65.175 -0.525      
Total Volume and Open Interest 9,876 3,847 +240
Heating Oil(NYM)
Jun09 090521 152.77 154.14 149.37 152.94 -1.17 26,166 33,580 -1,651
Jul09 090521 155.19 156.75 151.83 155.57 -0.88 22,766 47,676 +1,674
Aug09 090521 158.90 160.16 155.30 159.09 -0.48 7,654 26,132 -467
Sep09 090521 159.85 163.34 158.50 162.73 -0.15 3,317 19,620 +38
Oct09 090521 162.01 166.50 162.01 166.32 +0.04 2,308 14,237 -123
Nov09 090521 166.20 169.57 165.21 169.57 +0.04 2,445 12,839 -59
Dec09 090521 170.58 173.45 168.26 172.77 +0.04 4,252 27,896 +476
Jan10 090521 171.73 175.92 171.73 175.92 +0.04 1,080 11,035 +21
Feb10 090521 174.35 178.16 174.35 178.12 -0.01 413 7,437 -44
Mar10 090521 175.75 179.42 175.75 179.42 -0.06 669 5,549 -40
Apr10 090521 176.20 179.77 176.20 179.77 -0.11 442 3,241 +106
May10 090521 176.95 180.52 176.95 180.52 -0.11 291 3,650 +29
Total Volume and Open Interest 73,049 260,622 +162
Gasoline(NYMEX)
Jun09 090521 180.50 180.67 174.24 179.97 -0.98 35,170 47,862 +47,862
Jul09 090521 175.73 178.08 171.88 177.18 -0.70 49,557 81,896 +81,896
Aug09 090521 172.89 175.81 170.14 175.09 -0.39 19,362 32,385 +32,385
Sep09 090521 170.81 173.95 168.86 173.41 -0.44 10,632 22,335 +22,335
Oct09 090521 159.76 162.20 157.82 161.81 -0.43 4,667 15,142 +15,142
Nov09 090521 158.36 160.81 157.67 160.22 -0.49 2,385 4,916 +4,916
Dec09 090521 159.25 161.12 157.43 160.76 -0.50 2,887 11,119 +11,119
Jan10 090521 160.58 163.01 160.58 163.01 -0.45 398 3,342 +3,342
Feb10 090521 164.50 165.56 164.50 165.56 -0.35 74 808 +808
Mar10 090521 168.41 168.41 168.41 168.41 -0.30 41 1,647 +1,647
Total Volume and Open Interest 125,387 230,487 +1,099
e-miNY RBOB Gasoline(NYM)
Jun09 090521 1.81 1.81 1.81 1.80 -0.01      
Jul09 090521 177.18 177.18 177.18 177.18 -0.70 0 1 +0
Aug09 090521 175.09 175.09 175.09 175.09 -0.39      
Sep09 090521 173.41 173.41 173.41 173.41 -0.44      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Jun09 090521 4.003 4.003 3.579 3.603 -0.367 101,063 51,178 -19,573
Jul09 090521 4.129 4.129 3.707 3.726 -0.372 48,515 115,280 +2,764
Aug09 090521 4.245 4.245 3.838 3.856 -0.366 11,750 45,722 +733
Sep09 090521 4.400 4.400 3.938 3.954 -0.364 8,408 46,122 +1,647
Oct09 090521 4.466 4.466 4.092 4.109 -0.354 10,509 57,235 +649
Nov09 090521 5.023 5.023 4.778 4.796 -0.309 2,346 26,986 +197
Dec09 090521 5.827 5.827 5.507 5.526 -0.269 3,352 35,324 +1,085
Jan10 090521 6.090 6.090 5.832 5.849 -0.263 7,340 33,653 +1,568
Feb10 090521 6.084 6.084 5.875 5.894 -0.258 3,042 16,255 +2,520
Mar10 090521 6.015 6.027 5.833 5.849 -0.253 6,516 36,423 +2,953
Apr10 090521 5.864 5.864 5.690 5.699 -0.228 3,700 33,835 +1,380
May10 090521 5.899 5.906 5.740 5.747 -0.225 379 13,009 +4
Jun10 090521 6.009 6.009 5.846 5.855 -0.220 310 8,004 -60
Jul10 090521 6.139 6.140 5.980 5.980 -0.217 172 7,308 +74
Aug10 090521 6.237 6.237 6.072 6.072 -0.215 287 7,412 -15
Sep10 090521 6.275 6.275 6.119 6.119 -0.213 357 6,197 +125
Total Volume and Open Interest 208,876 680,523 -3,740
Brent Crude Oil(ICE)
Jul09 090521 60.37 60.68 58.83 59.93 -0.66 116,376 171,264 +171,264
Aug09 090521 61.08 61.39 59.60 60.69 -0.60 62,956 102,103 +102,103
Sep09 090521 61.55 61.76 60.31 61.40 -0.52 32,219 67,941 +67,941
Oct09 090521 62.13 62.45 61.02 62.07 -0.47 12,947 32,674 +32,674
Nov09 090521 62.87 63.15 61.73 62.75 -0.44 6,877 18,236 +18,236
Dec09 090521 63.51 63.81 62.39 63.41 -0.42 14,993 87,425 +87,425
Jan10 090521 64.18 64.21 63.11 63.99 -0.42 3,500 20,147 +20,147
Feb10 090521 63.97 64.55 63.67 64.55 -0.43 1,633 9,986 +9,986
Mar10 090521 65.12 65.12 65.12 65.12 -0.43 407 7,744 +7,744
Apr10 090521 65.66 65.66 65.66 65.66 -0.43 82 4,580 +4,580
May10 090521 66.17 66.17 66.17 66.17 -0.42 60 3,773 +3,773
Jun10 090521 65.55 66.71 65.55 66.60 -0.43 405 17,931 +17,931
Jul10 090521 66.99 66.99 66.99 66.99 -0.43 43 5,677 +5,677
Aug10 090521 67.33 67.33 67.33 67.33 -0.43 35 5,688 +5,688
Total Volume and Open Interest 255,858 685,970 +13,323
Gas Oil(ICE)
Jun09 090521 483.50 487.75 473.00 476.75 -4.75 40,057 82,807 +82,807
Jul09 090521 492.50 498.25 483.50 487.50 -4.50 36,267 76,201 +76,201
Aug09 090521 507.25 508.75 494.50 498.50 -4.50 12,493 40,984 +40,984
Sep09 090521 516.25 518.00 506.25 509.25 -4.50 6,096 37,809 +37,809
Oct09 090521 526.50 530.00 516.50 519.50 -4.25 4,057 28,994 +28,994
Nov09 090521 535.25 536.75 524.50 528.75 -3.75 1,777 17,275 +17,275
Dec09 090521 543.25 547.50 533.00 537.25 -3.25 6,615 57,240 +57,240
Jan10 090521 553.75 553.75 544.50 546.25 -3.50 1,885 20,852 +20,852
Feb10 090521 554.75 554.75 554.75 554.75 -3.50 456 12,245 +12,245
Mar10 090521 562.25 562.25 562.25 562.25 -3.50 727 14,621 +14,621
Total Volume and Open Interest 115,698 484,927 -2,232
Ethanol(CBOT)
May09 090505 1.615 1.615 1.615 1.615 unch 50 42 -44
Jun09 090521 1.715 1.715 1.701 1.707 -0.012 54 649 +649
Jul09 090521 1.710 1.715 1.700 1.706 -0.009 44 883 +883
Aug09 090521 1.720 1.730 1.720 1.730 unch 27 330 +330
Sep09 090521 1.710 1.720 1.710 1.712 -0.018 1 192 +192
Oct09 090521 1.715 1.715 1.710 1.710 -0.014 2 221 +221
Nov09 090521 1.701 1.701 1.701 1.701 -0.024 6 392 +392
Dec09 090521 1.730 1.730 1.725 1.729 -0.006 8 445 +445
Total Volume and Open Interest 170 4,653 +106
US Dollar Index(ICE)
Jun09 090521 81.120 81.500 80.440 80.640 -0.440 5,174 28,023 -132
Sep09 090521 81.560 81.850 80.865 81.025 -0.420 193 2,293 +11
Dec09 090521 81.360 81.360 81.310 81.360 -0.435 1 15 +0
Total Volume and Open Interest 5,368 30,331 -121
Australian Dollar(CME)
Jun09 090521 77.23 77.81 76.55 77.40 -0.45 49,164 83,174 +83,174
Sep09 090521 76.74 77.34 76.07 76.89 -0.45 733 1,495 +1,495
Dec09 090521 76.40 76.85 76.10 76.40 -0.45 0 222 +222
Total Volume and Open Interest 49,897 84,906 +2,194
British Pound(CME)
Jun09 090521 157.37 158.90 155.12 158.37 +0.61 92,696 89,634 +89,634
Sep09 090521 157.20 158.81 155.07 158.30 +0.62 1,896 2,855 +2,855
Dec09 090521 157.81 158.50 155.30 158.24 +0.62 1 93 +93
Total Volume and Open Interest 94,593 92,584 +2,152
Canadian Dollar(CME)
Jun09 090521 87.58 88.15 87.09 87.70 -0.28 53,543 81,076 +81,076
Sep09 090521 87.70 88.13 87.15 87.76 -0.27 719 3,461 +3,461
Dec09 090521 87.60 88.12 87.17 87.82 -0.25 21 1,364 +1,364
Mar10 090521 87.72 88.40 87.24 87.87 -0.24 11 448 +448
Total Volume and Open Interest 54,294 86,537 -994
Japanese Yen(CME)
Jun09 090521 105.42 106.43 104.98 106.15 +0.79 68,779 88,568 +88,568
Sep09 090521 105.80 106.52 105.08 106.24 +0.80 810 1,492 +1,492
Dec09 090521 106.36 106.36 105.49 106.36 +0.81 1 115 +115
Total Volume and Open Interest 69,590 90,188 +1,874
Swiss Franc(CME)
Jun09 090521 90.79 91.68 90.46 91.46 +0.50 31,654 35,411 +35,411
Sep09 090521 91.01 91.75 90.57 91.55 +0.50 497 549 +549
Dec09 090521 91.67 91.67 90.88 91.67 +0.50 0 10 +10
Total Volume and Open Interest 32,151 35,970 +693
EuroFX(CME)
Jun09 090521 137.59 139.22 137.24 138.88 +0.88 195,033 123,025 +123,025
Sep09 090521 137.59 139.09 137.12 138.76 +0.89 1,273 2,385 +2,385
Dec09 090521 137.55 138.72 137.42 138.67 +0.90 16 92 +92
Total Volume and Open Interest 196,322 125,506 +6,553
Mexican Peso(CME)
Jun09 090521 766.0 767.5 754.0 756.8 -12.5 10,684 42,335 +42,335
Jul09 090521 755.2 767.8 755.2 755.2 -12.5      
Total Volume and Open Interest 10,842 47,358 +1,402
30-Year T-Bonds(CBOT)
Jun09 090521 122~160 123~100 119~315 120~105 -2~040 225,791 677,251 -10,975
Sep09 090521 121~070 121~310 118~205 118~315 -2~040 30,847 49,021 +17,392
Dec09 090521 117~275 119~315 117~275 117~275 -2~040 1 235 +0
Total Volume and Open Interest 256,639 726,551 +6,417
10-Year T-Notes(CBOT)
Jun09 090521 120~300 121~125 119~210 119~295 -1~010 645,954 1,086,954 -25,326
Sep09 090521 119~155 119~260 118~050 118~130 -1~010 34,481 64,374 +17,399
Dec09 090521 117~205 118~215 117~205 117~205 -1~010 0 5 +0
Total Volume and Open Interest 680,435 1,151,333 -7,927
5-Year T-Notes(CBOT)
Jun09 090521 117~053 117~074 116~099 116~121 -0~059 375,790 795,748 -28,480
Sep09 090521 116~076 116~111 116~005 116~027 -0~061 35,603 56,474 +26,956
Dec09 090521 53~052 53~067 53~052 53~067 -0~101      
Total Volume and Open Interest 411,393 852,222 -1,524
2 Year T-Notes(CBOT)
Jun09 090521 108~111 109~000 108~111 108~116 -0~008 10,126 507,389 -10,949
Sep09 090521 108~055 108~064 108~045 108~051 -0~009 29,449 38,648 +4,352
Dec09 090521 107~115 107~122 107~115 107~115 -0~007      
Total Volume and Open Interest 226,213 546,037 -6,597
Eurodollars(CME)
Jun09 090521 99.400 99.442 99.335 99.350 -0.045 206,627 876,036 +876,036
Sep09 090521 99.370 99.420 99.270 99.295 -0.065 213,193 992,758 +992,758
Dec09 090521 99.185 99.235 99.070 99.100 -0.070 207,646 823,178 +823,178
Mar10 090521 99.040 99.095 98.945 98.970 -0.060 196,076 708,373 +708,373
Jun10 090521 98.795 98.835 98.705 98.730 -0.040 192,841 567,727 +567,727
Sep10 090521 98.500 98.550 98.430 98.455 -0.030 181,444 468,948 +468,948
Dec10 090521 98.160 98.205 98.085 98.110 -0.035 148,699 513,256 +513,256
Mar11 090521 97.875 97.905 97.785 97.815 -0.035 118,673 331,013 +331,013
Jun11 090521 97.540 97.580 97.455 97.485 -0.045 71,134 274,709 +274,709
Sep11 090521 97.270 97.300 97.150 97.180 -0.075 52,806 184,365 +184,365
Dec11 090521 97.005 97.035 96.850 96.890 -0.105 40,302 130,430 +130,430
Mar12 090521 96.835 96.860 96.650 96.695 -0.135 29,385 100,983 +100,983
Jun12 090521 96.670 96.690 96.465 96.510 -0.155 10,174 91,402 +91,402
Sep12 090521 96.535 96.550 96.315 96.360 -0.170 7,314 61,148 +61,148
Dec12 090521 96.385 96.405 96.165 96.205 -0.180 7,392 51,186 +51,186
Mar13 090521 96.305 96.325 96.075 96.115 -0.195 6,157 58,644 +58,644
Jun13 090521 96.200 96.220 95.960 96.000 -0.205 3,964 22,657 +22,657
Sep13 090521 96.110 96.125 95.855 95.900 -0.215 4,115 40,221 +40,221
Total Volume and Open Interest 1,714,038 6,478,628 +64,795
30 Day Federal Funds(CBOT)
May09 090521 99.817 99.820 99.812 99.817 unch 5,640 69,402 +2,527
Jun09 090521 99.800 99.810 99.800 99.805 unch 3,856 50,787 +422
Jul09 090521 99.790 99.800 99.790 99.795 +0.005 1,703 39,963 +93
Aug09 090521 99.770 99.790 99.770 99.780 unch 721 38,439 -430
Sep09 090521 99.765 99.780 99.755 99.770 +0.005 780 32,347 +87
Oct09 090521 99.750 99.765 99.740 99.755 +0.005 1,389 31,190 -198
Total Volume and Open Interest 25,493 422,250 +4,434
30 Day Fed Funds(e-CBOT)
May09 090519 99.815 99.820 99.815 99.817 unch 3,637 67,687 +1,838
Jun09 090519 99.805 99.810 99.800 99.805 -0.005 4,060 48,665 -408
Jul09 090519 99.790 99.795 99.790 99.790 -0.010 5,385 41,577 +291
Aug09 090519 99.770 99.780 99.770 99.780 +0.005 5,737 37,356 +148
Sep09 090519 99.750 99.765 99.750 99.765 +0.015 3,734 31,001 +374
Oct09 090519 99.735 99.745 99.730 99.745 +0.015 5,755 31,232 +484
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Jun09 090521 99.46 99.46 99.46 99.46 unch      
Sep09 090521 99.54 99.54 99.54 99.54 unch      
Dec09 090521 99.54 99.54 99.54 99.54 unch      
Mar10 090521 99.51 99.51 99.51 99.51 unch      
Jun10 090521 99.47 99.47 99.47 99.47 unch      
Sep10 090521 99.39 99.39 99.39 99.39 unch      
Dec10 090521 99.35 99.35 99.35 99.35 unch      
Mar11 090521 99.26 99.26 99.26 99.26 unch      
Jun11 090521 99.21 99.22 99.21 99.22 +0.01      
Sep11 090521 99.21 99.22 99.21 99.22 +0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090521 99.46 99.46 99.46 99.46 unch 211 13,179 +13,179
Sep09 090521 99.54 99.54 99.54 99.54 unch 50 4,813 +4,813
Dec09 090521 99.54 99.54 99.54 99.54 +0.00 100 2,801 +2,801
Mar10 090521 99.53 99.53 99.53 99.53 +0.01 0 2,410 +2,410
Jun10 090521 99.49 99.49 99.49 99.49 +0.01 0 800 +800
Sep10 090521 99.41 99.41 99.41 99.41 +0.02 0 281 +281
Dec10 090521 99.36 99.36 99.36 99.36 +0.01 0 252 +252
Mar11 090521 99.28 99.28 99.28 99.28 +0.01 0 412 +412
Total Volume and Open Interest 361 26,566 +43
Japanese Gov't Bonds(SGX)
Jun09 090521 137.21 137.29 136.89 136.94 +0.31 1,476 14,319 +1,890
Sep09 090521 136.57 136.57 136.57 136.57 -0.17      
Dec09 090521 136.57 136.57 136.57 136.57 -0.17      
Total Volume and Open Interest 1,575 14,740 +195
Euro-Bund(EUREX)
Jun09 090521 120.68 121.52 120.32 121.18 +0.65 763,983 842,308 +842,308
Sep09 090521 119.95 120.88 119.70 120.57 +0.67 8,585 43,603 +43,603
Dec09 090521 119.43 119.43 119.43 119.43 +0.65 145 13 +13
Total Volume and Open Interest 772,713 885,924 +9,457
Euro-Bobl(EUREX)
Jun09 090521 115.34 115.95 115.27 115.79 -0.15 492,831 742,996 +17,017
Sep09 090521 115.10 115.63 115.10 115.52 +0.47 2,264 46,861 +46,861
Dec09 090521 114.27 114.27 114.27 114.27 -0.66      
Total Volume and Open Interest 468,545 781,076 -9,148
3-Mth Euribor(EUREX)
Jun09 090519 98.885 98.895 98.845 98.845 -0.050 2 10,374 +4,965
Sep09 090521 98.860 98.910 98.860 98.875 +0.005 51 7,974 +7,974
Dec09 090521 98.755 98.810 98.755 98.785 +0.035 93 4,660 +4,660
Total Volume and Open Interest 1,159 35,031 +434
Long Gilt(LIFFE)
Jun09 090519 120~14 121~01 120~10 120~26 +0~15 53,469 0 +0
Sep09 090521 118~27 118~27 117~22 118~06 -0~23 5,837 8,984 +8,984
Total Volume and Open Interest 110,957 294,040 -12,122
3-Mth Short Sterling(LIFFE)
Jun09 090521 98.88 98.95 98.86 98.87 -0.01 51,473 292,969 +292,969
Sep09 090521 98.96 99.05 98.91 98.93 -0.03 62,940 282,158 +282,158
Dec09 090521 98.81 98.89 98.74 98.77 -0.03 84,750 313,499 +313,499
Mar10 090521 98.65 98.73 98.60 98.63 -0.01 83,224 354,514 +354,514
Jun10 090521 98.33 98.41 98.29 98.32 unch 69,644 258,370 +258,370
Sep10 090521 97.97 98.05 97.92 97.95 unch 62,683 249,219 +249,219
Total Volume and Open Interest 533,283 2,235,756 +30,681
3-Mth Euribor(LIFFE)
Jun09 090518 98.865 98.900 98.860 98.895 +0.030 107,164 574,626 -9,763
Sep09 090521 98.880 98.915 98.855 98.875 +0.005 151,169 564,336 +564,336
Dec09 090521 98.760 98.830 98.740 98.780 +0.030 135,309 520,731 +520,731
Total Volume and Open Interest 882,411 3,530,799 -11,235
3-Mth Aus T-Bills(SFE)
Jun09 090521 96.83 96.86 96.81 96.85 +0.02 11,768 251,467 +251,467
Sep09 090521 96.93 96.99 96.92 96.95 +0.01 18,617 255,669 +255,669
Dec09 090521 96.86 96.93 96.83 96.89 +0.02 11,678 141,656 +141,656
Mar10 090521 96.60 96.68 96.58 96.62 +0.01 5,049 93,207 +93,207
Jun10 090521 96.22 96.30 96.21 96.25 +0.01 6,093 73,311 +73,311
Sep10 090521 95.81 95.91 95.81 95.86 +0.01 1,287 37,847 +37,847
Dec10 090521 95.48 95.52 95.47 95.47 unch 445 24,645 +24,645
Mar11 090521 95.11 95.17 95.11 95.12 unch 421 14,362 +14,362
Jun11 090521 94.81 94.81 94.80 94.80 +0.01 537 2,655 +2,655
Sep11 090521 94.51 94.51 94.50 94.50 unch 66 696 +696
Total Volume and Open Interest 55,984 896,196 +11,854
10-Year Aus T-Bonds(SFE)
Jun09 090520 94.95 95.00 94.94 94.94 -0.08 19,452 0 -322,577
Sep09 090521 94.86 94.86 94.86 94.86 -0.04 4 607 +607
Total Volume and Open Interest 40,186 332,063 +14,817
3-Year Aus T-Bonds(SFE)
Jun09 090521 95.97 96.05 95.93 95.97 -0.01 109,884 556,904 +556,904
Sep09 090521 95.77 95.77 95.77 95.77 -0.01      
Total Volume and Open Interest 109,884 556,904 +12,028
Gold(CMX)
Jun09 090521 938.5 957.0 935.8 951.2 +13.8 87,155 160,060 -9,378
Aug09 090521 939.5 958.2 937.7 952.8 +13.6 25,112 93,296 +9,731
Oct09 090521 941.6 959.0 939.8 954.0 +13.7 1,907 9,332 +1,149
Dec09 090521 943.6 960.9 940.0 955.2 +13.7 2,755 34,587 -1,390
Feb10 090521 942.7 960.2 942.7 956.4 +13.8 1,864 7,132 +1,757
Apr10 090521 948.9 962.6 942.3 957.5 +13.8 208 14,026 +38
Jun10 090521 958.0 958.9 958.0 958.9 +13.9 1,880 10,062 -1,041
Aug10 090521 960.4 960.4 960.4 960.4 +14.0 110 537 +60
Oct10 090521 962.1 962.1 962.1 962.1 +14.1 0 502 +0
Dec10 090521 959.4 967.0 959.4 964.0 +14.2 2,007 11,510 +1,619
Feb11 090521 966.3 966.3 966.3 966.3 +14.3 0 12 +0
Total Volume and Open Interest 123,605 367,931 +2,300
Silver(CMX)
May09 090521 1436.0 1453.5 1410.0 1443.5 +16.5 18 117 -122
Jul09 090521 1426.0 1457.0 1409.0 1444.5 +16.5 15,351 57,576 +1,484
Sep09 090521 1441.0 1457.0 1416.0 1446.6 +16.7 416 7,494 +7
Dec09 090521 1431.5 1460.0 1420.5 1449.0 +16.9 157 13,421 +22
Mar10 090521 1455.0 1455.0 1450.9 1450.9 +17.1 0 5,494 +0
May10 090521 1452.0 1452.0 1452.0 1452.0 +17.3 0 2,472 +0
Jul10 090521 1453.3 1453.3 1453.3 1453.3 +17.4 0 2,410 +0
Total Volume and Open Interest 16,030 96,079 +1,406
Platinum(NYMEX)
Jul09 090521 1149.2 1164.9 1140.0 1154.7 +9.3 1,245 20,171 +202
Oct09 090521 1164.3 1166.5 1147.6 1159.3 +9.3 48 1,000 +24
Jan10 090521 1161.4 1161.4 1161.4 1161.4 +9.3 0 3 +0
Total Volume and Open Interest 1,293 21,174 +226
Palladium(NYMEX)
Jun09 090521 234.30 237.20 230.30 235.50 -0.35 1,422 8,383 +8,383
Sep09 090521 236.10 238.05 231.35 236.30 -0.65 1,535 7,990 +1,160
Dec09 090521 239.00 239.05 233.90 237.60 -0.60 6 115 -4
Total Volume and Open Interest 2,963 16,488 +646
Copper(CMX)
May09 090521 208.00 208.00 201.85 205.40 -5.45 799 1,513 -562
Jul09 090521 209.90 210.00 201.35 205.10 -5.55 14,668 71,302 +127
Sep09 090521 210.05 210.05 202.10 205.80 -5.50 1,607 18,081 +222
Dec09 090521 210.05 210.05 202.80 206.35 -5.55 394 6,223 +211
Mar10 090521 206.65 206.65 206.65 206.65 -5.65 16 927 +11
Total Volume and Open Interest 18,416 105,791 -367
Aluminum(CMX)
May09 090521 0.68 0.68 0.68 0.68 unch      
Jun09 090521 0.69 0.69 0.69 0.69 unch      
Jul09 090521 0.69 0.69 0.69 0.69 unch      
Aug09 090521 0.70 0.70 0.70 0.70 unch      
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 090521 8395 8395 8209 8295 -100 689 12,804 -318
Sep09 090521 8293 8293 8234 8234 -99 11 853 +0
Dec09 090521 8185 8285 8185 8185 -100 1 1 +0
Mar10 090521 8145 8245 8145 8145 -100      
Total Volume and Open Interest 701 13,658 -318
S & P 500(CME)
Jun09 090521 899.40 900.80 878.00 888.70 -11.20 20,942 439,199 +439,199
Sep09 090521 885.00 885.00 875.30 884.20 -11.10 603 26,996 +26,996
Dec09 090521 881.10 883.60 871.10 880.00 -11.10 100 4,608 +4,608
Mar10 090521 872.00 876.30 867.60 876.30 -11.30 0 3,190 +3,190
Total Volume and Open Interest 21,645 473,995 -716
S & P 500 E-Mini(Globex)
Jun09 090521 900.00 901.00 877.75 888.75 -11.25 1,981,787 2,604,960 +2,604,960
Sep09 090521 895.25 896.25 873.50 884.25 -11.00 10,066 87,645 +87,645
Total Volume and Open Interest 1,991,920 2,693,015 -18,189
NASDAQ 100(CME)
Jun09 090521 1391.00 1392.80 1352.00 1367.50 -25.00 1,610 24,125 +24,125
Sep09 090521 1366.00 1366.00 1366.00 1366.00 -25.00 0 29 +29
Dec09 090521 1369.00 1369.00 1369.00 1369.00 -25.00 1 2 +2
Total Volume and Open Interest 1,611 24,156 +256
NASDAQ 100 E-Mini(Globex)
Jun09 090521 1392.00 1393.50 1352.00 1367.50 -25.00 332,484 288,384 +288,384
Sep09 090521 1389.50 1391.00 1351.00 1366.00 -25.00 136 1,093 +1,093
Total Volume and Open Interest 266,408 289,493 +112
S & P Midcap 400(CME)
Jun09 090521 557.00 558.00 547.50 555.70 -6.60 7 4,455 +4,455
Sep09 090521 552.80 552.80 552.40 552.80 -6.60      
Dec09 090521 550.80 550.80 550.40 550.80 -6.60      
Total Volume and Open Interest 7 4,455 +1
Russell 2000(CME)
Jun09 090521 0.05 0.05 0.05 0.05 unch 400 5,347 -46
Sep09 090521 0.05 0.05 0.05 0.05 unch 0 3,026 +20
Dec09 090521 0.05 0.05 0.05 0.05 unch 0 1,547 +8
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun09 090521 9315 9315 9185 9290 -45 93,207 182,910 +182,910
Sep09 090521 9230 9295 9230 9295 -45 84 999 +999
Total Volume and Open Interest 93,321 184,229 -950
Nikkei 225(SGX)
Jun09 090521 9315 9315 9185 9290 -45 93,207 182,910 +182,910
Sep09 090521 9230 9295 9230 9295 -45 84 999 +999
Dec09 090521 9255 9255 9255 9255 -45 0 727 +727
Total Volume and Open Interest 93,321 184,229 -950
CAC 40(EURONEXT)
Jun09 090521 3228.5 3240.0 3181.0 3192.5 -84.5 118,215 402,754 +402,754
Jul09 090521 3215.0 3222.5 3178.0 3187.0 -84.0 120 386 +386
Aug09 090521 3188.5 3188.5 3188.5 3188.5 -84.5      
Total Volume and Open Interest 118,380 406,598 -3,308
Hang Seng Index(HKFE)
May09 090521 17117 17347 17016 17023 -338 82,032 90,381 +90,381
Jun09 090521 17123 17266 16941 16944 -342 3,043 10,021 +10,021
Total Volume and Open Interest 85,354 102,417 +3,891
DAX(EUREX)
Jun09 090521 4975.0 4991.5 4863.5 4898.0 -137.5 178,526 168,543 +1,223
Sep09 090521 4993.0 4993.0 4872.5 4902.5 -137.5 1,108 8,178 +412
Dec09 090521 4985.0 4985.0 4885.0 4910.5 -138.0 641 2,620 +212
Total Volume and Open Interest 180,275 179,341 +1,847
FT-SE 100(EURONEXT)
Jun09 090521 4388.00 4395.50 4297.00 4329.00 -119.50 111,562 728,776 +728,776
Sep09 090521 4355.50 4355.50 4275.00 4293.50 -119.50 132 2,128 +2,128
Dec09 090521 4319.00 4319.00 4260.00 4264.50 -120.50 2 3,222 +3,222
Total Volume and Open Interest 111,696 734,126 -6,915
SPI 200(SFE)
Jun09 090521 3839.0 3888.0 3793.0 3837.0 +3.0 25,364 292,831 +292,831
Sep09 090521 3812.0 3817.0 3764.0 3803.0 +3.0 241 2,880 +2,880
Dec09 090521 3845.0 3845.0 3804.0 3804.0 +3.0 2 2,723 +2,723
Total Volume and Open Interest 25,961 300,807 +7
GSCI(CME)
Jun09 090521 415.80 417.75 410.50 417.00 -5.50 491 15,934 +15,934
Jul09 090521 420.00 420.00 414.00 420.00 -6.00 0 2 +2
Aug09 090521 423.00 425.00 418.00 424.00 -5.50      
Total Volume and Open Interest 491 15,936 +257
Reuters CCI(ICE)
Jun09 090521 242.60 242.60 242.60 242.60 -2.20 0 50 -961
Aug09 090519 411.50 411.50 411.50 411.50 +6.00 0 417 +1
Nov09 090519 424.50 424.50 424.50 424.50 +8.00 0 4 +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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