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MRCI's End of Day Prices
Daily Futures Price Listing Mon April 19, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May10 100419 981.50 985.25 972.25 976.75 -8.50 91,261 90,936 -384
Jul10 100419 991.00 995.00 982.00 986.50 -8.50 75,804 195,911 +4,529
Aug10 100419 989.50 990.75 977.75 981.75 -9.00 3,539 10,216 +439
Sep10 100419 969.50 973.75 959.50 964.25 -9.00 2,776 11,139 -249
Nov10 100419 962.50 967.00 951.00 956.00 -9.50 25,261 147,546 +2,039
Jan11 100419 969.00 974.00 958.75 963.25 -9.50 671 9,596 +127
Mar11 100419 975.00 980.00 964.75 969.25 -9.00 425 4,329 +86
Total Volume and Open Interest 201,105 484,690 +6,983
Soybean Meal(CBOT)
May10 100419 280.90 284.10 279.60 283.90 +3.00 31,506 49,363 -1,271
Jul10 100419 280.20 284.00 279.30 283.80 +3.10 24,553 68,136 +6,531
Aug10 100419 278.00 280.80 276.80 280.80 +3.10 2,308 14,050 +34
Sep10 100419 274.00 275.10 271.90 275.10 +3.00 1,304 10,288 +60
Oct10 100419 264.70 266.30 263.30 266.30 +2.70 926 8,026 +176
Dec10 100419 262.70 264.70 261.40 264.50 +2.30 9,169 41,727 +394
Jan11 100419 263.80 265.30 262.90 265.30 +2.40 199 4,061 -55
Mar11 100419 266.50 267.10 264.70 267.10 +2.40 479 2,918 +71
Total Volume and Open Interest 70,828 202,594 +5,937
Soybean Oil(CBOT)
May10 100419 39.80 39.80 38.80 38.93 -0.87 39,771 67,248 -3,738
Jul10 100419 40.24 40.27 39.25 39.39 -0.88 26,831 133,076 +4,397
Aug10 100419 40.48 40.48 39.48 39.60 -0.88 3,201 19,707 +96
Sep10 100419 40.66 40.66 39.65 39.77 -0.89 1,069 9,668 +16
Oct10 100419 40.67 40.67 39.82 39.94 -0.87 1,024 7,399 +166
Dec10 100419 41.16 41.16 40.19 40.30 -0.85 6,981 48,474 -220
Jan11 100419 40.69 41.40 40.55 40.55 -0.85 142 2,522 +4
Mar11 100419 41.08 41.63 40.77 40.78 -0.85 180 1,306 +85
Total Volume and Open Interest 79,218 291,865 +807
Canola(WCE)
May10 100419 379.5 380.5 378.2 379.2 -2.3 9,183 43,653 -3,251
Jul10 100419 386.1 387.0 385.0 385.9 -2.2 8,822 63,387 +4,640
Nov10 100419 390.2 392.4 390.0 391.2 -1.8 1,736 27,740 +939
Jan11 100419 393.5 395.5 393.5 394.9 -1.5 99 1,483 +60
Mar11 100419 398.1 398.1 395.8 397.6 -0.6 38 492 +12
Total Volume and Open Interest 19,904 137,282 +2,412
Corn(CBOT)
May10 100419 362.50 363.00 347.75 347.75 -16.25 115,369 202,890 -13,636
Jul10 100419 372.75 372.75 357.00 357.25 -16.75 77,428 444,548 +7,541
Sep10 100419 383.00 383.00 367.00 367.25 -16.75 23,333 137,508 +6,340
Dec10 100419 392.00 392.75 377.75 378.00 -16.25 33,220 295,496 +405
Mar11 100419 403.50 404.50 390.50 390.75 -15.75 2,698 41,488 +407
May11 100419 411.75 411.75 399.25 399.25 -15.50 241 7,205 +77
Total Volume and Open Interest 255,182 1,186,907 +1,533
Wheat(CBOT)
May10 100419 489.00 489.00 466.75 467.75 -22.75 41,466 66,608 -7,738
Jul10 100419 501.50 501.50 478.00 479.50 -23.00 38,495 225,006 +5,295
Sep10 100419 517.00 517.00 494.00 496.50 -22.75 8,403 68,247 +1,794
Dec10 100419 545.00 545.50 523.75 525.00 -21.00 8,880 64,347 -1,414
Mar11 100419 569.00 569.25 551.75 553.50 -20.00 2,351 14,604 -83
Total Volume and Open Interest 100,865 461,575 -1,825
Wheat(KCBT)
May10 100419 503.00 504.25 482.50 483.25 -23.25 7,779 24,045 -3,261
Jul10 100419 514.00 515.00 493.00 493.75 -23.75 4,513 60,923 +538
Sep10 100419 525.00 526.50 505.00 505.50 -24.00 1,744 10,628 +339
Dec10 100419 543.00 545.50 523.25 523.25 -24.00 2,616 44,002 +336
Mar11 100419 562.50 562.50 540.25 540.75 -24.00 154 8,513 +57
Total Volume and Open Interest 17,279 154,597 -1,925
Wheat(MGE)
May10 100419 517.25 520.00 498.75 500.75 -19.25 2,226 8,744 -403
Jul10 100419 528.50 530.75 509.50 511.00 -19.75 1,592 15,848 +567
Sep10 100419 540.00 543.00 522.50 523.50 -19.50 264 6,551 +51
Dec10 100419 557.75 560.50 540.00 540.00 -20.50 219 7,389 +75
Mar11 100419 573.00 573.00 557.25 557.25 -19.50 100 1,172 +55
Total Volume and Open Interest 5,106 41,786 +673
Oats(CBOT)
May10 100419 215.25 215.25 202.25 207.25 -8.00 919 5,331 -452
Jul10 100419 220.00 221.00 209.00 213.25 -6.75 939 10,269 +529
Sep10 100419 225.50 228.00 219.00 221.25 -6.75 5 1,162 +0
Dec10 100419 239.50 239.50 229.75 233.50 -6.50 59 2,073 +34
Total Volume and Open Interest 1,923 18,837 +111
Rough Rice(CBOT)
May10 100419 12.82 12.92 12.57 12.62 -0.19 408 6,927 -106
Jul10 100419 13.10 13.19 12.86 12.90 -0.19 481 5,689 +57
Sep10 100419 12.79 12.79 12.58 12.58 -0.15 73 2,459 +24
Nov10 100419 12.90 12.90 12.65 12.69 -0.15 32 1,431 +3
Total Volume and Open Interest 1,004 17,203 -22
Live Cattle(CME)
Apr10 100419 98.730 99.100 98.580 98.950 +0.200 4,863 16,121 -1,390
Jun10 100419 94.450 94.830 94.300 94.500 -0.150 18,490 163,519 +1,562
Aug10 100419 92.885 93.100 92.600 92.730 -0.250 8,311 82,459 +1,435
Oct10 100419 95.250 95.650 95.035 95.300 -0.280 3,069 49,039 +869
Dec10 100419 96.950 97.000 96.500 96.785 -0.265 1,647 27,656 +544
Feb11 100419 97.900 97.930 97.400 97.750 -0.180 1,477 13,708 +501
Total Volume and Open Interest 38,689 358,804 +3,862
Feeder Cattle(CME)
Apr10 100419 112.000 112.285 111.430 112.050 +0.100 470 2,181 -188
May10 100419 112.680 113.100 112.050 113.050 +0.370 3,641 14,695 -907
Aug10 100419 115.050 116.080 114.850 116.035 +0.750 3,511 20,318 +806
Sep10 100419 114.680 115.430 114.450 115.400 +1.000 325 3,899 +126
Oct10 100419 113.800 114.400 113.450 114.300 +0.800 163 1,706 +78
Nov10 100419 113.650 114.430 113.330 114.250 +1.100 79 744 +43
Jan11 100419 111.500 112.500 111.500 112.500 +1.100 5 188 +6
Total Volume and Open Interest 8,202 43,747 -30
Lean Hogs(CME)
May10 100419 86.500 86.750 85.500 86.535 +0.105 1,542 7,089 +53
Jun10 100419 86.250 86.580 85.400 86.350 +0.200 18,002 85,726 +1,467
Jul10 100419 86.450 86.600 85.600 86.350 +0.150 2,806 30,857 +639
Aug10 100419 86.350 86.400 85.535 86.200 -0.050 3,406 40,181 +537
Oct10 100419 77.250 77.500 76.750 77.450 unch 1,178 26,677 +494
Dec10 100419 74.100 74.535 73.930 74.450 +0.400 631 15,679 +191
Feb11 100419 74.000 74.550 74.000 74.550 +0.200 349 4,632 +226
Apr11 100419 75.150 75.500 75.000 75.500 +0.100 199 1,805 +136
Total Volume and Open Interest 28,213 213,075 -6,864
Pork Bellies(CME)
May10 100419 98.500 100.150 98.400 99.100 +1.550 6 174 -2
Jul10 100419 98.980 101.400 98.980 100.950 +2.050 4 91 -2
Aug10 100419 94.500 95.400 94.500 94.500 +2.100 0 22 +0
Feb11 100419 96.000 96.000 94.000 96.000 +3.000 0 1 +0
Mar11 100419 96.500 96.500 94.500 96.500 +3.000 0 1 +0
Total Volume and Open Interest 10 289 -4
Class III Milk(CME)
Apr10 100419 12.85 12.85 12.85 12.85 unch 55 4,431 -18
May10 100419 13.06 13.20 12.99 13.12 +0.03 87 4,662 +2
Jun10 100419 13.24 13.42 13.24 13.34 -0.01 151 4,343 +5
Jul10 100419 13.91 14.08 13.91 14.02 +0.05 83 3,040 -2
Aug10 100419 14.70 14.78 14.66 14.78 +0.08 48 2,867 -2
Total Volume and Open Interest 566 29,705 +33
Cocoa(ICE)
May10 100419 2920 2968 2920 2942 -23 3,478 1,975 -1,497
Jul10 100419 2955 2980 2928 2950 -38 7,490 62,367 +1,302
Sep10 100419 2966 2995 2962 2972 -32 2,043 21,220 -320
Dec10 100419 2980 3009 2971 2995 -19 1,346 13,142 -23
Mar11 100419 3000 3028 2980 3010 -20 731 12,820 +333
May11 100419 3005 3032 3005 3014 -19 245 5,744 +217
Jul11 100419 3025 3025 3025 3025 -16 36 2,812 +6
Total Volume and Open Interest 15,595 122,795 +16
Coffee "C"(ICE)
May10 100419 129.40 129.90 128.85 129.00 -0.10 10,761 23,393 -4,692
Jul10 100419 130.60 131.60 130.55 130.75 -0.05 14,541 61,676 +3,278
Sep10 100419 133.00 133.15 132.10 132.35 -0.05 2,566 21,863 +811
Dec10 100419 134.25 134.90 134.00 134.20 -0.10 713 15,326 +85
Mar11 100419 136.20 136.65 135.80 135.80 -0.20 211 7,473 -51
May11 100419 137.60 137.90 137.00 137.00 -0.25 70 3,548 +68
Total Volume and Open Interest 29,062 134,625 -401
Orange Juice(ICE)
May10 100419 130.60 133.70 130.30 133.20 +2.90 962 11,559 -680
Jul10 100419 132.60 136.00 132.55 135.50 +2.85 891 16,583 +447
Sep10 100419 134.25 136.60 134.25 136.60 +2.70 83 2,592 +1
Nov10 100419 136.90 138.25 135.90 138.25 +3.20 20 958 +8
Jan11 100419 137.60 140.00 137.60 139.95 +3.55 10 733 +7
Mar11 100419 136.50 140.90 136.50 140.85 +4.10 11 103 +11
Total Volume and Open Interest 1,977 32,742 -206
Sugar #11(ICE)
May10 100419 16.01 17.08 16.01 16.91 +0.96 58,134 106,172 -31,778
Jul10 100419 16.22 17.27 16.20 17.05 +0.87 56,651 259,849 +12,015
Oct10 100419 17.05 17.98 16.98 17.81 +0.84 19,211 139,966 +245
Mar11 100419 17.52 18.50 17.52 18.39 +0.80 4,623 69,861 +455
May11 100419 17.35 18.12 17.35 18.12 +0.74 1,390 20,273 +182
Total Volume and Open Interest 142,235 670,174 -18,576
London Cocoa(LCE)
May10 100401 2251 2273 2242 2251 -4 5,705 54,695 -29
Jul10 100419 2194 2200 2161 2191 -9 3,701 40,666 +328
Sep10 100419 2170 2170 2143 2162 -8 858 23,585 +184
Dec10 100419 2124 2144 2115 2132 -7 668 17,663 +373
Mar11 100419 2088 2112 2081 2098 -1 26 17,537 +3
Jul11 100419 2100 2100 2100 2100 +4 0 668 +0
Total Volume and Open Interest 7,223 156,425 +549
London Sugar(LCE)
Aug10 100419 484.60 499.80 484.60 496.60 +10.30 7,061 33,884 +773
Oct10 100419 464.80 480.00 464.80 479.30 +13.00 1,322 10,252 +192
Dec10 100419 468.00 476.50 467.40 476.00 +11.80 149 2,802 +58
Mar11 100419 480.80 485.00 480.20 485.00 +12.30 79 2,083 +5
May11 100419 476.50 482.70 476.50 482.70 +13.50 62 1,364 +42
Total Volume and Open Interest 8,690 50,742 -1,857
Cotton(ICE)
May10 100419 80.05 80.06 79.06 79.85 -0.16 17,265 32,994 -6,547
Jul10 100419 81.70 81.78 80.52 81.60 +0.01 17,083 100,711 +7,093
Oct10 100419 77.56 77.56 77.56 77.56 +0.48 0 505 +0
Dec10 100419 76.00 76.00 75.25 75.93 -0.01 3,923 46,961 +1,185
Mar11 100419 76.77 77.16 76.61 77.00 -0.16 331 4,967 +48
May11 100419 77.19 77.19 77.19 77.19 +0.02 7 143 +0
Total Volume and Open Interest 38,845 189,917 +1,969
Lumber(CME)
May10 100419 315.0 325.0 312.8 325.0 +10.0 831 3,551 -246
Jul10 100419 326.0 335.6 322.0 335.6 +10.0 564 4,506 +170
Sep10 100419 325.6 334.8 325.2 334.8 +7.8 181 1,697 +121
Nov10 100419 300.7 306.5 300.0 304.0 +4.0 65 413 +37
Total Volume and Open Interest 1,641 10,173 +82
Crude Oil(NYM)
May10 100419 82.92 83.00 80.53 81.45 -1.79 274,095 77,249 -37,209
Jun10 100419 84.47 84.47 82.05 83.13 -1.54 261,588 362,387 +21,624
Jul10 100419 85.92 85.92 83.60 84.62 -1.60 113,838 172,912 +6,556
Aug10 100419 86.74 86.74 84.56 85.54 -1.61 46,928 63,371 +2,437
Sep10 100419 87.25 87.29 85.25 86.22 -1.58 31,295 68,636 +3,940
Oct10 100419 87.60 87.60 85.81 86.72 -1.55 12,328 35,952 +748
Nov10 100419 86.69 87.37 86.28 87.13 -1.54 9,100 26,271 +1,009
Dec10 100419 88.75 88.76 86.53 87.51 -1.53 48,568 187,332 +1,617
Jan11 100419 87.48 87.85 87.13 87.79 -1.52 2,919 30,545 +466
Feb11 100419 87.68 88.14 87.28 88.07 -1.51 1,307 13,241 -34
Mar11 100419 88.75 88.75 87.61 88.34 -1.49 1,807 16,717 +345
Apr11 100419 88.10 88.58 88.05 88.58 -1.47 1,176 13,819 +4
May11 100419 88.85 88.85 88.79 88.79 -1.45 426 5,252 +117
Jun11 100419 89.30 89.30 88.30 88.97 -1.42 1,254 36,344 +12
Jul11 100419 89.11 89.11 89.11 89.11 -1.40 79 4,603 +29
Aug11 100419 89.23 89.23 89.23 89.23 -1.39 6 3,760 +1
Total Volume and Open Interest 820,554 1,387,905 +2,388
e-miNY Crude Oil(NYM)
Apr10 100319 82.200 82.200 79.850 80.675 -1.525 6,323 2,952 -500
May10 100419 82.975 82.975 80.525 81.450 -1.800 6,906 4,826 -603
Jun10 100419 84.400 84.425 82.025 83.125 -1.550 1,571 2,634 +145
Jul10 100419 85.500 85.500 83.625 84.625 -1.600 136 295 +31
Aug10 100419 86.300 86.325 84.725 85.550 -1.600 1 83 +1
Sep10 100419 86.125 86.225 86.125 86.225 -1.575 0 13 +0
Oct10 100419 87.525 87.525 86.725 86.725 -1.550 0 12 +0
Nov10 100419 87.125 87.125 87.125 87.125 -1.550 0 2 +0
Dec10 100419 87.700 87.700 86.700 87.500 -1.550 8 62 +1
Jan11 100419 87.800 87.800 87.800 87.800 -1.500      
Total Volume and Open Interest 8,622 7,972 -425
Heating Oil(NYM)
May10 100419 221.13 221.70 214.02 215.68 -6.01 43,708 62,004 -9,190
Jun10 100419 223.93 223.93 216.31 218.36 -5.58 33,093 68,569 +3,303
Jul10 100419 224.25 224.25 219.00 220.98 -5.23 10,785 33,511 +1,627
Aug10 100419 226.40 226.40 221.53 223.50 -4.90 5,880 18,272 +846
Sep10 100419 224.61 227.10 223.85 226.00 -4.75 8,596 17,966 +1,456
Oct10 100419 226.63 229.33 226.62 228.71 -4.74 2,432 13,581 +10
Nov10 100419 230.77 232.51 229.44 231.39 -4.76 2,066 11,417 +517
Dec10 100419 235.21 235.25 231.54 234.07 -4.78 7,224 30,683 +295
Jan11 100419 235.54 237.34 235.54 236.72 -4.76 1,154 13,274 +82
Feb11 100419 241.00 241.00 237.43 238.35 -4.71 111 4,754 -9
Mar11 100419 238.81 238.82 237.85 238.82 -4.64 224 6,493 -53
Apr11 100419 237.97 238.01 237.97 237.97 -4.54 215 2,378 +71
Total Volume and Open Interest 116,606 302,518 -679
Gasoline(NYMEX)
May10 100419 227.71 227.72 222.02 225.44 -2.26 43,866 74,964 -4,040
Jun10 100419 229.39 229.39 223.57 226.82 -2.57 32,052 94,541 +4,623
Jul10 100419 229.78 229.78 225.00 227.74 -2.86 13,384 51,127 +1,109
Aug10 100419 226.99 228.72 226.04 228.31 -3.07 7,123 24,099 +1,358
Sep10 100419 228.25 228.37 226.11 227.96 -3.20 9,333 31,110 +2,099
Oct10 100419 218.46 218.47 215.72 218.20 -3.33 1,792 13,117 +490
Nov10 100419 216.02 217.53 216.02 217.53 -3.40 1,276 14,386 +288
Dec10 100419 218.70 218.70 215.01 217.92 -3.43 2,187 13,041 +755
Jan11 100419 218.10 219.62 218.10 219.62 -3.48 99 5,071 +29
Feb11 100419 221.34 221.82 221.34 221.82 -3.48 15 1,248 +8
Total Volume and Open Interest 111,354 332,977 +6,911
e-miNY RBOB Gasoline(NYM)
May10 100419 225.40 225.44 225.40 225.40 -2.30 9 6 -9
Jun10 100419 226.80 226.82 226.80 226.80 -2.60 9 10 +9
Jul10 100419 227.70 227.74 227.70 227.70 -2.90 0 1 +0
Aug10 100419 227.50 228.30 227.50 228.30 -3.10 0 1 +0
Total Volume and Open Interest 18 22 +0
Natural Gas(NYM)
May10 100419 4.038 4.077 3.902 3.944 -0.095 162,637 123,045 -10,758
Jun10 100419 4.109 4.159 3.984 4.027 -0.098 88,095 108,025 +15,939
Jul10 100419 4.242 4.275 4.108 4.147 -0.096 40,581 143,576 +4,873
Aug10 100419 4.330 4.363 4.200 4.241 -0.085 18,305 49,090 +2,314
Sep10 100419 4.389 4.401 4.253 4.295 -0.080 8,965 41,467 -247
Oct10 100419 4.496 4.505 4.365 4.409 -0.075 15,797 67,099 +1,210
Nov10 100419 4.864 4.864 4.736 4.779 -0.058 2,119 14,503 +1
Dec10 100419 5.255 5.270 5.142 5.189 -0.043 3,576 30,417 +1,048
Jan11 100419 5.478 5.478 5.359 5.402 -0.043 8,561 47,409 -34
Feb11 100419 5.427 5.439 5.328 5.370 -0.041 2,016 17,665 -769
Mar11 100419 5.333 5.335 5.237 5.277 -0.036 3,950 39,331 -56
Apr11 100419 5.134 5.166 5.052 5.091 -0.026 4,160 37,245 +705
May11 100419 5.132 5.137 5.067 5.107 -0.022 1,267 17,443 -37
Jun11 100419 5.201 5.205 5.125 5.158 -0.022 447 6,351 -17
Jul11 100419 5.265 5.266 5.210 5.224 -0.022 241 4,886 +32
Aug11 100419 5.315 5.315 5.275 5.275 -0.022 237 4,766 +35
Total Volume and Open Interest 364,938 870,128 +14,637
Brent Crude Oil(ICE)
Jun10 100419 85.74 85.74 83.25 84.23 -1.76 166,582 270,412 -4,560
Jul10 100419 86.25 86.25 84.01 84.98 -1.65 57,740 153,664 +3,873
Aug10 100419 86.47 86.47 84.72 85.60 -1.59 22,353 66,717 -1,880
Sep10 100419 86.55 86.58 85.26 86.09 -1.57 12,984 34,500 -526
Oct10 100419 87.00 87.00 85.74 86.54 -1.55 6,279 25,222 -568
Nov10 100419 87.40 87.40 86.18 86.96 -1.53 4,739 18,180 -15
Dec10 100419 87.80 87.83 86.56 87.36 -1.51 21,229 98,306 +1,078
Jan11 100419 88.13 88.13 87.01 87.69 -1.52 1,726 17,047 +131
Feb11 100419 88.46 88.46 88.03 88.03 -1.51 1,036 8,046 -19
Mar11 100419 88.36 88.36 88.36 88.36 -1.49 1,039 7,500 -55
Apr11 100419 88.67 88.67 88.67 88.67 -1.47 504 5,075 +26
May11 100419 88.69 88.95 88.69 88.95 -1.44 286 3,643 +32
Jun11 100419 89.46 89.46 88.52 89.19 -1.40 435 17,100 -22
Jul11 100419 89.40 89.40 89.40 89.40 -1.38 15 2,970 +0
Total Volume and Open Interest 302,314 823,291 -27,445
Gas Oil(ICE)
May10 100419 704.50 705.00 683.00 687.75 -17.75 36,421 108,841 -6,675
Jun10 100419 708.50 708.50 687.75 692.25 -17.25 39,231 118,362 -2,481
Jul10 100419 711.75 711.75 694.00 697.75 -17.00 9,664 49,100 +87
Aug10 100419 712.00 712.00 700.00 703.50 -16.50 4,807 27,598 -324
Sep10 100419 713.00 714.50 705.75 709.25 -16.25 5,785 30,940 -496
Oct10 100419 721.50 722.00 712.00 715.25 -15.75 3,881 21,373 +302
Nov10 100419 726.00 726.50 717.00 720.00 -15.25 3,753 17,611 +490
Dec10 100419 733.00 733.00 719.50 724.50 -14.75 12,896 90,272 -2,068
Jan11 100419 731.50 731.50 727.25 730.00 -14.00 1,857 22,825 +621
Feb11 100419 737.00 737.00 732.00 734.50 -13.50 293 12,500 -122
Total Volume and Open Interest 120,612 565,559 -10,585
Ethanol(CBOT)
Apr10 100406 1.512 1.512 1.512 1.512 -0.003 87 178 -68
May10 100419 1.569 1.569 1.543 1.548 -0.034 96 983 -37
Jun10 100419 1.580 1.580 1.562 1.566 -0.032 136 1,247 +12
Jul10 100419 1.600 1.600 1.575 1.583 -0.039 90 1,214 -6
Aug10 100419 1.611 1.611 1.590 1.590 -0.041 29 554 +15
Sep10 100419 1.625 1.625 1.595 1.595 -0.046 25 640 +15
Oct10 100419 1.630 1.630 1.598 1.598 -0.040 20 684 +25
Nov10 100419 1.640 1.640 1.615 1.615 -0.037 20 813 +0
Total Volume and Open Interest 483 8,413 +55
US Dollar Index(ICE)
Jun10 100419 81.010 81.390 80.965 81.105 +0.160 20,112 42,015 -1,429
Sep10 100419 81.450 81.610 81.295 81.360 +0.165 164 2,144 -4
Dec10 100419 81.610 81.610 81.610 81.610 +0.165 0 2 +0
Total Volume and Open Interest 20,276 44,161 -1,433
Australian Dollar(CME)
Jun10 100419 91.53 91.97 91.00 91.60 -0.37 63,171 155,340 +508
Sep10 100419 90.61 91.00 90.06 90.63 -0.37 122 229 -31
Dec10 100419 89.64 90.01 89.64 89.64 -0.37 0 12 +0
Total Volume and Open Interest 63,293 155,582 +477
British Pound(CME)
Jun10 100419 152.92 153.86 151.86 153.08 -0.78 105,645 121,677 +1,168
Sep10 100419 152.89 153.79 151.82 153.02 -0.77 353 682 +25
Dec10 100419 152.96 153.74 152.03 152.96 -0.78 0 26 +0
Total Volume and Open Interest 105,998 122,386 +1,193
Canadian Dollar(CME)
Jun10 100419 98.54 98.65 97.89 98.51 -0.02 53,543 152,749 -401
Sep10 100419 98.46 98.52 97.83 98.45 -0.01 113 2,083 -32
Dec10 100419 98.08 98.33 97.75 98.26 -0.01 36 947 +23
Mar11 100419 97.59 98.00 97.50 97.99 -0.01 2 233 +2
Total Volume and Open Interest 53,694 156,079 -408
Japanese Yen(CME)
Jun10 100419 108.77 109.23 108.19 108.25 -0.34 99,942 127,972 -1,347
Sep10 100419 108.73 109.31 108.28 108.34 -0.33 339 793 -81
Dec10 100419 109.19 109.30 108.46 108.46 -0.33 0 66 +0
Total Volume and Open Interest 100,281 128,832 -1,428
Swiss Franc(CME)
Jun10 100419 94.16 94.27 93.56 94.02 -0.24 46,629 32,906 -1,394
Sep10 100419 93.85 94.34 93.64 94.10 -0.24 17 483 +8
Dec10 100419 94.18 94.42 94.02 94.18 -0.24 0 10 +0
Total Volume and Open Interest 46,646 33,399 -1,386
EuroFX(CME)
Jun10 100419 134.80 135.00 134.17 134.75 -0.23 302,972 193,900 -7,126
Sep10 100419 134.92 134.97 134.18 134.74 -0.23 1,131 2,288 -34
Dec10 100419 134.03 134.93 134.03 134.70 -0.23 32 103 +9
Total Volume and Open Interest 304,135 196,334 -7,151
Mexican Peso(CME)
Apr10 100419 814.2 814.5 814.2 814.2 -0.2      
May10 100419 814.8 814.8 812.2 814.8 +2.5      
Total Volume and Open Interest 20,174 140,508 +578
30-Year T-Bonds(CBOT)
Jun10 100419 116~310 117~060 116~150 116~180 -0~100      
Sep10 100419 115~280 116~020 115~130 115~130 -0~120 319 889 +250
Dec10 100419 114~090 114~210 114~090 114~090 -0~120 0 5 +0
Total Volume and Open Interest 279,571 646,518 -3,795
10-Year T-Notes(CBOT)
Jun10 100419 117~060 117~135 116~250 116~255 -0~090 1,025,304 1,604,176 -3,243
Sep10 100419 116~000 116~000 115~130 115~130 -0~095 1,221 9,588 +885
Dec10 100419 114~090 114~105 114~005 114~005 -0~100 0 3 +0
Total Volume and Open Interest 1,026,525 1,613,768 -2,358
5-Year T-Notes(CBOT)
Jun10 100419 115~059 115~080 115~018 115~019 -0~031 404,974 940,986 +16,957
Sep10 100419 114~057 114~057 114~007 114~007 -0~031 12 1,318 +7
Dec10 100419 112~123 113~026 112~123 112~123 -0~031      
Total Volume and Open Interest 404,986 942,304 +16,964
2 Year T-Notes(CBOT)
Jun10 100415 54~030 54~032 54~030 54~032 +0~004      
Sep10 100419 108~007 108~015 108~007 108~007 -0~008 2,890 4,717 +2,647
Dec10 100419 107~063 107~071 107~063 107~063 -0~008 0 1 +0
Total Volume and Open Interest 212,775 1,006,063 +11,740
Eurodollars(CME)
Jun10 100419 99.645 99.650 99.635 99.640 unch 128,228 1,253,567 +5,606
Sep10 100419 99.535 99.550 99.520 99.530 -0.005 172,665 1,097,240 +9,892
Dec10 100419 99.305 99.325 99.290 99.290 -0.015 235,220 1,249,359 +20,584
Mar11 100419 98.985 99.015 98.955 98.960 -0.025 266,972 732,208 +19,800
Jun11 100419 98.625 98.655 98.580 98.585 -0.035 308,531 879,598 +11,331
Sep11 100419 98.265 98.300 98.205 98.215 -0.045 200,540 721,248 -8,021
Dec11 100419 97.905 97.955 97.845 97.855 -0.055 158,701 531,156 -609
Mar12 100419 97.605 97.645 97.535 97.540 -0.065 142,073 345,989 -524
Jun12 100419 97.300 97.340 97.225 97.235 -0.065 60,017 238,703 +3,536
Sep12 100419 97.035 97.060 96.940 96.950 -0.070 33,426 165,428 +1,530
Dec12 100419 96.780 96.785 96.670 96.675 -0.075 30,179 147,670 +1,546
Mar13 100419 96.560 96.560 96.440 96.450 -0.075 28,763 125,262 -326
Jun13 100419 96.325 96.340 96.230 96.230 -0.075 10,491 77,736 -222
Sep13 100419 96.125 96.140 96.035 96.035 -0.075 7,564 72,188 +529
Dec13 100419 95.930 95.940 95.835 95.835 -0.075 6,472 38,659 +267
Mar14 100419 95.770 95.780 95.680 95.680 -0.075 5,870 39,611 +426
Jun14 100419 95.610 95.620 95.520 95.520 -0.075 4,426 34,812 +26
Sep14 100419 95.470 95.475 95.375 95.380 -0.075 4,438 24,052 +527
Total Volume and Open Interest 1,847,387 8,050,691 +69,962
30 Day Federal Funds(CBOT)
Apr10 100419 99.800 99.802 99.798 99.800 -0.002 4,169 75,839 +764
May10 100419 99.790 99.790 99.785 99.790 +0.005 3,950 70,395 +1,122
Jun10 100419 99.780 99.780 99.775 99.780 unch 3,946 88,671 +353
Jul10 100419 99.765 99.770 99.755 99.765 unch 4,335 63,794 -442
Aug10 100419 99.755 99.755 99.740 99.745 unch 3,905 70,366 -195
Sep10 100419 99.730 99.730 99.720 99.725 unch 3,562 46,973 -331
Total Volume and Open Interest 51,043 676,489 +8,262
30 Day Fed Funds(e-CBOT)
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
May10 090519 99.255 99.260 99.240 99.250 unch 230 7,105  
Jun10 090519 99.210 99.210 99.200 99.200 unch 98 1,033  
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  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Jun10 100419 99.625 99.625 99.625 99.625 +0.005 0 1,748 +0
Sep10 100419 99.645 99.645 99.645 99.645 +0.005 0 1,131 +0
Dec10 100419 99.650 99.650 99.650 99.650 +0.005 0 242 +0
Mar11 100419 99.635 99.635 99.635 99.635 +0.005 0 67 +0
Jun11 100419 99.610 99.610 99.610 99.610 +0.005      
Sep11 100419 99.595 99.595 99.595 99.595 +0.005      
Dec11 100419 99.525 99.525 99.525 99.525 +0.005      
Mar12 100419 99.490 99.490 99.490 99.490 +0.005      
Jun12 100419 99.540 99.540 99.540 99.540 +0.010      
Sep12 100419 99.600 99.600 99.600 99.600 +0.010      
Total Volume and Open Interest 0 3,188 +0
3-Mth Euro-Yen(SGX)
Jun10 100419 99.63 99.63 99.62 99.62 +0.00 40 4,420 +0
Sep10 100419 99.64 99.64 99.64 99.64 +0.00 16 3,524 +0
Dec10 100419 99.65 99.65 99.65 99.65 +0.01 0 1,353 +0
Mar11 100419 99.64 99.64 99.64 99.64 +0.01 50 1,609 +0
Jun11 100419 99.61 99.61 99.61 99.61 +0.00 0 106 +2
Sep11 100419 99.60 99.60 99.60 99.60 +0.01 0 51 +0
Dec11 100419 99.53 99.53 99.53 99.53 +0.01 0 102 +0
Mar12 100419 99.49 99.49 99.49 99.49 +0.00 0 305 +0
Total Volume and Open Interest 106 12,536 +2
Japanese Gov't Bonds(SGX)
Jun10 100419 138.93 139.35 138.88 139.27 +0.30 1,547 15,354 +321
Sep10 100419 139.27 139.27 139.27 139.27 +0.30      
Dec10 100419 137.18 137.18 137.18 137.18 +0.30      
Total Volume and Open Interest 1,547 15,354 +321
Euro-Bund(EUREX)
Jun10 100419 123.71 123.88 123.59 123.74 +0.09 1,032,386 1,041,331 +46,683
Sep10 100419 123.19 123.21 123.05 123.11 +0.09 96 1,214 +13
Dec10 100419 122.74 122.74 122.74 122.74 +0.09      
Total Volume and Open Interest 1,032,482 1,042,545 +46,696
Euro-Bobl(EUREX)
Jun10 100419 117.42 117.52 117.37 117.45 +0.03 591,212 842,539 +25,776
Sep10 100419 117.01 117.08 116.99 117.06 +0.02 1,236 11,878 +5
Dec10 100419 116.85 116.85 116.85 116.85 +0.03      
Total Volume and Open Interest 592,448 854,417 +59,221
3-Mth Euribor(EUREX)
Jun10 100419 99.280 99.295 99.280 99.290 +0.010 17 6,737 +6
Sep10 100419 99.135 99.155 99.135 99.150 +0.020 107 3,243 +102
Dec10 100419 98.965 98.985 98.965 98.980 +0.015 2 1,542 +2
Total Volume and Open Interest 184 14,699 +111
Long Gilt(LIFFE)
Jun10 100419 114~15 114~16 113~29 114~10 -0~03 102,316 282,523 +5,927
Sep10 100419 113~02 113~02 113~02 113~02 -0~03      
Total Volume and Open Interest 102,316 282,523 +5,927
3-Mth Short Sterling(LIFFE)
Jun10 100419 99.32 99.32 99.31 99.32 +0.01 26,128 369,776 -8,761
Sep10 100419 99.22 99.24 99.20 99.22 unch 53,325 469,143 -3,112
Dec10 100419 99.02 99.04 98.98 99.01 -0.01 43,191 437,913 +4,987
Mar11 100419 98.75 98.78 98.69 98.72 -0.03 42,823 311,403 +2,192
Jun11 100419 98.44 98.45 98.35 98.38 -0.03 49,538 347,530 +13,987
Sep11 100419 98.10 98.11 98.01 98.04 -0.03 23,812 196,632 +3,671
Total Volume and Open Interest 277,518 2,570,523 +12,825
3-Mth Euribor(LIFFE)
Jun10 100419 99.285 99.300 99.275 99.290 +0.010 105,631 980,876 -3,743
Sep10 100419 99.135 99.160 99.125 99.150 +0.020 164,727 821,499 +1,785
Dec10 100419 98.970 98.990 98.955 98.980 +0.015 188,809 562,042 +7,225
Total Volume and Open Interest 989,017 4,097,413 +32,226
3-Mth Aus T-Bills(SFE)
Jun10 100419 95.31 95.34 95.30 95.32 +0.01 10,598 273,517 -6,694
Sep10 100419 95.06 95.10 95.05 95.09 +0.03 10,557 180,821 -1,670
Dec10 100419 94.82 94.87 94.80 94.86 +0.04 7,113 127,480 +362
Mar11 100419 94.63 94.67 94.58 94.66 +0.06 4,128 56,087 +1,278
Jun11 100419 94.40 94.47 94.37 94.47 +0.07 5,264 45,851 +1,620
Sep11 100419 94.22 94.31 94.19 94.31 +0.08 998 24,558 -202
Dec11 100419 94.08 94.17 94.08 94.17 +0.06 288 19,499 -196
Mar12 100419 94.01 94.08 94.00 94.08 +0.07 258 11,139 +41
Jun12 100419 93.99 94.04 93.98 94.02 +0.06 12 2,268 -11
Sep12 100419 93.97 94.03 93.97 94.02 +0.08 0 1,863 +0
Total Volume and Open Interest 39,216 743,689 -5,472
10-Year Aus T-Bonds(SFE)
Jun10 100419 94.17 94.26 94.14 94.24 +0.07 30,094 402,681 +337
Sep10 100419 94.24 94.24 94.24 94.24 +0.07      
Total Volume and Open Interest 30,094 402,681 +337
3-Year Aus T-Bonds(SFE)
Jun10 100419 94.61 94.71 94.60 94.70 +0.09 85,767 547,174 +8,040
Sep10 100419 94.70 94.70 94.70 94.70 +0.09      
Total Volume and Open Interest 85,767 547,174 +8,040
Gold(CMX)
Apr10 100419 1133.9 1137.1 1124.0 1135.2 -1.1 179 493 -111
Jun10 100419 1137.0 1138.5 1124.3 1135.8 -1.1 99,314 330,804 -1,745
Aug10 100419 1136.0 1139.4 1125.9 1136.9 -1.2 3,384 33,220 -1,070
Oct10 100419 1138.2 1140.0 1127.7 1137.9 -1.2 625 23,752 -389
Dec10 100419 1140.2 1141.4 1127.8 1139.1 -1.2 1,096 43,026 -34
Feb11 100419 1135.6 1140.6 1135.6 1140.6 -1.2 47 17,220 -44
Apr11 100419 1140.0 1142.3 1140.0 1142.3 -1.2 0 12,393 +0
Jun11 100419 489.2 489.2 489.2 489.2 -1.1 0 6,318 +0
Aug11 100419 1147.2 1147.2 1147.2 1147.2 -1.1 25 3,609 +0
Oct11 100419 1150.3 1150.3 1150.3 1150.3 -1.2 579 6,353 +13
Dec11 100419 1153.2 1155.4 1144.4 1153.9 -1.2 1,496 14,217 -146
Feb12 100419 1158.0 1158.0 1158.0 1158.0 -1.2 700 3,550 +650
Total Volume and Open Interest 109,795 524,716 -2,157
Silver(CMX)
May10 100419 1769.5 1777.5 1749.0 1773.1 +5.6 26,246 52,161 +221
Jul10 100419 1770.5 1780.0 1751.5 1775.8 +5.6 3,159 38,100 +1,765
Sep10 100419 1770.0 1781.0 1754.5 1778.1 +5.6 1,422 7,346 +702
Dec10 100419 1775.0 1785.5 1759.5 1781.4 +5.6 471 13,346 -114
Mar11 100419 1784.6 1784.6 1784.6 1784.6 +5.7 0 3,157 +0
May11 100419 1778.0 1786.8 1778.0 1786.8 +5.7 0 1,929 +0
Jul11 100419 1789.1 1789.1 1789.1 1789.1 +5.7 2 3,004 +0
Total Volume and Open Interest 31,578 128,188 +2,560
Platinum(NYMEX)
Apr10 100419 1674.7 1692.8 1674.6 1692.8 +2.0 2 127 -12
Jul10 100419 1694.0 1702.9 1675.0 1696.6 +1.3 2,986 36,301 -102
Oct10 100419 1692.0 1699.9 1679.0 1699.9 +1.4 19 679 +17
Jan11 100419 1701.9 1701.9 1698.3 1701.9 +1.4 0 229 +0
Total Volume and Open Interest 3,007 37,340 -97
Palladium(NYMEX)
Jun10 100419 527.55 538.70 516.10 533.70 +1.85 1,680 22,728 -147
Sep10 100419 529.80 536.70 520.85 534.50 +1.90 153 923 +120
Dec10 100419 527.95 535.85 527.95 535.85 +1.90 3 70 +1
Total Volume and Open Interest 1,837 23,746 -26
Copper(CMX)
May10 100419 351.80 351.90 345.20 349.70 -1.75 35,335 45,783 -6,246
Jul10 100419 353.60 353.80 347.25 351.80 -1.75 16,563 70,711 +5,339
Sep10 100419 351.35 355.00 349.65 353.30 -1.75 1,348 13,404 +188
Dec10 100419 352.50 354.40 350.20 354.15 -1.70 638 9,508 +14
Mar11 100419 354.55 354.55 354.35 354.35 -1.65 65 2,246 -19
Total Volume and Open Interest 55,942 155,061 +129
DJIA Index(CBOT)
Jun10 100419 10984 11044 10921 11044 +60 264 7,080 +37
Sep10 100419 10880 10980 10880 10980 +60 0 12 +0
Dec10 100419 10925 10925 10865 10925 +60 0 1 +0
Mar11 100419 10870 10870 10810 10870 +60      
Total Volume and Open Interest 264 7,093 +37
S & P 500(CME)
Jun10 100419 1186.30 1196.00 1180.00 1195.60 +5.30 13,977 314,925 +208
Sep10 100419 1190.80 1190.80 1178.00 1190.80 +5.30 642 3,350 +421
Dec10 100419 1181.00 1185.90 1173.30 1185.90 +5.10 235 3,473 +176
Mar11 100419 1181.70 1181.70 1169.20 1181.70 +5.00 1 377 -1
Total Volume and Open Interest 14,855 322,150 +804
S & P 500 E-Mini(Globex)
Jun10 100419 1186.00 1196.50 1179.75 1195.50 +5.25 1,732,427 2,448,263 +7,476
Sep10 100419 1181.50 1191.25 1175.75 1190.75 +5.25 1,891 12,375 +891
Total Volume and Open Interest 1,734,667 2,462,654 +8,678
NASDAQ 100(CME)
Jun10 100419 2008.00 2017.00 1985.50 2013.00 +3.20 2,109 15,179 -692
Sep10 100419 2010.80 2010.80 1987.00 2010.80 +3.30 0 10 +0
Dec10 100419 2008.30 2008.30 2006.00 2008.30 +3.30      
Total Volume and Open Interest 2,109 15,192 -692
NASDAQ 100 E-Mini(Globex)
Jun10 100419 2004.50 2016.50 1985.80 2013.00 +3.20 251,312 326,040 +8,922
Sep10 100419 2004.80 2014.50 1984.00 2010.80 +3.30 185 647 +121
Total Volume and Open Interest 251,497 326,688 +9,043
S & P Midcap 400(CME)
Jun10 100419 816.50 821.00 807.00 817.40 -1.80 166 1,555 -126
Sep10 100419 815.40 815.40 814.70 815.40 -1.80 0 1 +1
Dec10 100419 813.40 813.40 812.70 813.40 -1.80      
Total Volume and Open Interest 166 1,556 -125
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100419 10915 10980 10815 10975 +35 6,495 48,910 -995
Sep10 100419 11030 11030 10995 11030 +35 0 20 +0
Total Volume and Open Interest 6,495 48,930 -995
Nikkei 225(SGX)
Jun10 100419 11100 11155 10830 10895 -210 80,095 191,180 +6,039
Sep10 100419 11110 11110 10895 10895 -215 0 160 +0
Dec10 100419 10855 10855 10855 10855 -215 0 968 +0
Total Volume and Open Interest 80,095 193,653 +6,039
CAC 40(EURONEXT)
May10 100419 3893.5 3914.0 3874.5 3899.0 -11.0 103,019 366,482 +62,089
Jun10 100419 3862.0 3882.0 3847.5 3868.5 -10.5 802 53,941 -46
Jul10 100419 3863.0 3863.0 3863.0 3863.0        
Hang Seng Index(HKFE)
Apr10 100419 21600 21638 21312 21479 -409 60,008 75,223 +1,190
May10 100419 21312 21372 21058 21213 -422 1,157 6,260 -293
Jun10 100419 21280 21331 21040 21184 -429 172 4,323 +78
Total Volume and Open Interest 61,422 86,739 +1,038
DAX(EUREX)
Jun10 100419 6165.0 6201.0 6139.5 6168.0 -21.0 133,479 151,548 -5,912
Sep10 100419 6175.0 6205.0 6150.0 6172.5 -21.5 817 8,922 +628
Dec10 100419 6183.5 6204.0 6160.5 6181.5 -21.0 69 709 +49
Total Volume and Open Interest 134,365 161,179 -5,235
FT-SE 100(EURONEXT)
Jun10 100419 5685.00 5704.50 5653.00 5685.50 -10.00 71,352 689,539 +1,346
Sep10 100419 5623.00 5644.50 5622.00 5644.00 -10.00 89 720 +75
Dec10 100419 5608.00 5618.00 5586.50 5616.50 -10.00 95 2,166 -20
Total Volume and Open Interest 71,536 692,425 +1,401
SPI 200(SFE)
Jun10 100419 4999.0 5017.0 4913.0 4914.0 -84.0 20,643 192,472 +3,960
Sep10 100419 4998.0 4998.0 4903.0 4903.0 -85.0 9 2,272 +0
Dec10 100419 4924.0 4924.0 4924.0 4924.0 -85.0 330 1,999 +150
Total Volume and Open Interest 20,982 197,262 +4,110
GSCI(CME)
May10 100419 534.00 536.50 533.50 536.50 -7.50 665 19,691 +14
Jun10 100419 539.50 541.00 538.50 541.00 -9.00 0 2 +0
Jul10 100419 545.00 547.50 544.00 545.00 -2.00      
Total Volume and Open Interest 1,150 27,550  
Reuters CCI(ICE)
Jun10 100419 274.10 274.10 274.10 274.10 -2.80      
Total Volume and Open Interest 0 1 +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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