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MRCI's End of Day Prices
Daily Futures Price Listing Fri May 14, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100514 963.25 966.00 951.25 953.50 -11.00 83,467 227,680 -3,752
Aug10 100514 957.25 958.50 945.50 947.50 -11.00 10,287 20,453 +1,270
Sep10 100514 940.25 941.00 927.50 931.50 -10.50 2,446 12,996 +132
Nov10 100514 934.00 936.00 921.00 926.25 -9.00 21,935 158,619 +651
Jan11 100514 944.00 944.00 932.00 935.00 -9.25 566 10,400 +33
Mar11 100514 945.50 950.50 937.00 941.75 -8.75 386 5,317 +54
May11 100514 946.00 953.75 940.25 945.00 -8.75 243 4,465 +65
Total Volume and Open Interest 121,265 458,048 -1,957
Soybean Meal(CBOT)
Jul10 100514 281.30 282.30 276.50 276.80 -4.60 35,558 96,000 -2,844
Aug10 100514 277.80 277.90 272.80 272.80 -4.60 4,020 15,962 +67
Sep10 100514 271.20 271.20 266.40 266.40 -4.20 1,782 12,479 -110
Oct10 100514 262.00 262.10 259.60 259.60 -3.10 688 8,237 -32
Dec10 100514 261.50 262.00 257.80 258.60 -2.80 6,552 34,956 +1,476
Jan11 100514 259.30 262.00 259.00 259.20 -2.80 199 4,477 +45
Mar11 100514 262.30 262.30 260.40 260.40 -2.80 457 3,723 +210
May11 100514 263.00 263.50 260.60 260.60 -2.90 13 1,636 +1
Total Volume and Open Interest 49,917 180,721 -1,612
Soybean Oil(CBOT)
Jul10 100514 38.05 38.14 37.34 37.51 -0.54 42,165 169,213 +643
Aug10 100514 38.26 38.28 37.55 37.71 -0.53 5,931 21,076 -518
Sep10 100514 38.43 38.49 37.73 37.88 -0.53 1,135 14,741 -10
Oct10 100514 38.53 38.53 37.88 38.03 -0.54 1,032 11,531 +239
Dec10 100514 39.17 39.17 38.25 38.40 -0.55 7,232 62,195 -38
Jan11 100514 39.04 39.04 38.57 38.67 -0.55 36 3,507 +4
Mar11 100514 39.25 39.28 38.81 38.97 -0.50 98 1,825 +23
May11 100514 39.48 39.52 39.06 39.17 -0.50 15 1,377 -13
Total Volume and Open Interest 58,079 288,019 +171
Canola(WCE)
May10 100514 379.9 379.9 379.9 379.9 +1.2 3 0 +0
Jul10 100514 379.7 381.1 376.0 379.7 +1.2 8,263 94,103 +2,263
Nov10 100514 384.2 385.4 380.0 384.6 +1.7 1,926 31,593 +30
Jan11 100514 387.5 390.0 386.5 389.0 +1.5 85 2,689 +17
Mar11 100514 391.4 393.5 390.2 393.3 +1.5 26 1,672 +10
Total Volume and Open Interest 10,341 131,610 +2,340
Corn(CBOT)
Jul10 100514 373.00 374.50 362.00 363.00 -10.00 170,941 517,799 +5,325
Sep10 100514 379.50 381.00 369.25 370.25 -9.50 35,332 158,626 -4,404
Dec10 100514 388.25 390.25 378.75 380.00 -9.00 75,930 368,175 +7,436
Mar11 100514 400.50 402.25 391.50 392.50 -8.75 5,068 52,771 +832
May11 100514 410.25 410.75 400.50 401.00 -8.50 1,248 9,430 +19
Jul11 100514 416.25 416.25 407.25 408.25 -9.00 4,195 28,289 +1,477
Total Volume and Open Interest 301,898 1,200,225 +11,411
Wheat(CBOT)
Jul10 100514 479.00 481.50 470.50 471.50 -7.50 49,149 242,505 -2,159
Sep10 100514 496.00 498.00 488.00 488.75 -7.25 11,928 78,239 -419
Dec10 100514 526.50 528.50 519.00 519.50 -6.75 10,941 73,069 +1,442
Mar11 100514 556.00 556.25 548.00 548.50 -6.50 1,815 21,631 +821
May11 100514 569.25 569.75 563.25 563.25 -6.25 499 6,443 +291
Total Volume and Open Interest 76,649 455,769 +781
Wheat(KCBT)
Jul10 100514 497.50 499.50 490.00 491.00 -5.75 8,490 63,819 -811
Sep10 100514 509.75 511.00 501.75 502.25 -6.25 1,149 18,593 +522
Dec10 100514 526.50 529.25 519.50 520.00 -6.50 2,405 45,345 +338
Mar11 100514 544.00 544.00 532.25 537.25 -6.75 1,013 12,134 +344
May11 100514 556.50 556.75 549.50 549.50 -6.75 432 4,026 +273
Total Volume and Open Interest 14,426 154,775 +1,122
Wheat(MGE)
May10 100514 507.50 507.50 507.50 507.50 -5.75 11 13 -4
Jul10 100514 519.50 521.00 511.25 512.75 -5.50 2,407 17,472 -472
Sep10 100514 529.50 529.50 522.75 524.00 -4.75 364 8,745 +81
Dec10 100514 548.50 548.50 540.00 541.25 -7.50 483 8,772 +70
Mar11 100514 564.00 564.00 557.25 558.50 -5.50 92 2,122 -39
Total Volume and Open Interest 3,480 41,510 -392
Oats(CBOT)
Jul10 100514 199.75 200.00 192.50 195.75 -2.25 578 12,200 +130
Sep10 100514 206.25 206.25 201.25 203.75 -2.25 22 1,289 +8
Dec10 100514 217.50 217.50 211.50 214.50 -2.50 166 3,527 +69
Mar11 100514 224.50 228.50 224.00 226.00 -2.50 2 76 +0
Total Volume and Open Interest 782 17,092 +195
Rough Rice(CBOT)
May10 100514 11.74 11.75 11.60 11.60 -0.10 2 5 -10
Jul10 100514 11.93 11.93 11.68 11.81 -0.10 364 8,785 -18
Sep10 100514 11.45 11.45 11.24 11.32 -0.07 73 3,397 +0
Nov10 100514 11.59 11.64 11.43 11.51 -0.05 152 1,823 +64
Total Volume and Open Interest 666 15,284 +48
Live Cattle(CME)
Jun10 100514 95.750 95.900 93.035 93.250 -2.330 37,121 99,141 -12,373
Aug10 100514 94.680 94.830 91.950 92.000 -2.650 31,529 132,661 +7,677
Oct10 100514 96.000 96.050 93.230 93.330 -2.620 9,303 72,727 +1,631
Dec10 100514 97.680 97.730 95.050 95.330 -2.350 4,378 40,205 +1,079
Feb11 100514 98.650 98.750 96.250 96.400 -2.250 789 19,598 +37
Apr11 100514 98.800 98.850 96.600 97.135 -1.815 1,248 8,085 +419
Total Volume and Open Interest 84,407 375,434 -1,515
Feeder Cattle(CME)
May10 100514 111.700 111.700 109.900 110.230 -1.500 1,591 5,742 -763
Aug10 100514 115.000 115.385 112.800 112.980 -2.100 2,346 25,396 +117
Sep10 100514 114.800 115.080 112.535 112.650 -2.280 627 5,612 -5
Oct10 100514 114.730 114.885 112.400 112.500 -2.385 339 2,692 +19
Nov10 100514 114.100 114.100 111.785 112.050 -2.085 301 1,296 -29
Jan11 100514 111.500 111.500 110.050 110.400 -2.180 41 416 +39
Mar11 100514 110.500 110.500 110.000 110.000 -1.500 2 52 +2
Total Volume and Open Interest 5,249 41,212 -618
Lean Hogs(CME)
May10 100514 88.100 88.430 88.100 88.200 -0.230 934 3,152 -427
Jun10 100514 84.750 84.800 83.285 83.550 -1.050 20,120 49,286 -7,124
Jul10 100514 85.000 85.180 83.550 83.830 -1.420 16,585 55,075 +5,191
Aug10 100514 84.785 85.035 83.300 83.500 -1.250 5,662 48,089 +101
Oct10 100514 76.700 76.950 74.950 75.285 -1.715 4,327 35,178 +1,564
Dec10 100514 73.100 73.150 71.300 71.700 -1.350 1,922 21,577 +362
Feb11 100514 72.885 72.930 71.500 72.150 -0.850 639 6,287 +134
Apr11 100514 72.900 73.200 71.950 72.900 -0.500 323 3,022 +201
Total Volume and Open Interest 50,514 222,573 +2
Pork Bellies(CME)
May10 100514 103.100 103.250 103.100 103.250 -1.750 7 27 -6
Jul10 100514 100.800 101.400 100.500 101.400 -0.100 6 144 -1
Aug10 100514 100.000 100.000 98.000 98.000 unch 1 22 +0
Feb11 100514 100.500 100.500 100.500 100.500 unch 0 3 +0
Mar11 100514 100.250 100.250 100.250 100.250 unch 0 1 +0
Total Volume and Open Interest 14 197 -7
Class III Milk(CME)
May10 100514 13.28 13.33 13.26 13.33 +0.06 119 4,745 -33
Jun10 100514 13.89 14.04 13.74 13.88 unch 247 4,723 -31
Jul10 100514 14.61 14.70 14.45 14.53 -0.08 207 3,826 +80
Aug10 100514 15.27 15.30 15.01 15.06 -0.13 82 3,386 +11
Sep10 100514 15.38 15.45 15.12 15.19 -0.16 41 3,143 +12
Total Volume and Open Interest 835 28,582 +108
Cocoa(ICE)
May10 100514 2931 2946 2931 2900 unch 6 0 -6
Jul10 100514 2908 2912 2806 2812 -101 8,632 55,950 -1,415
Sep10 100514 2941 2941 2833 2836 -98 1,793 27,789 +3
Dec10 100514 2952 2952 2864 2868 -96 1,182 15,956 +247
Mar11 100514 2985 2985 2896 2896 -95 380 15,533 +95
May11 100514 2996 2996 2907 2907 -96 51 6,366 -7
Jul11 100514 3006 3006 2912 2912 -101 38 2,865 +2
Total Volume and Open Interest 12,248 130,055 -1,025
Coffee "C"(ICE)
May10 100514 136.45 136.70 133.25 134.25 -2.80 9 31 -17
Jul10 100514 136.95 137.90 133.10 134.30 -2.80 12,634 75,096 -409
Sep10 100514 138.30 139.10 134.70 135.80 -2.75 1,919 27,162 +106
Dec10 100514 140.00 140.70 136.40 137.45 -2.70 1,369 18,843 -101
Mar11 100514 141.75 141.75 138.00 138.80 -2.70 645 7,674 -71
May11 100514 139.55 139.55 139.55 139.55 -2.60 176 4,354 -24
Total Volume and Open Interest 16,836 136,150 -493
Orange Juice(ICE)
Jul10 100514 142.45 145.00 141.45 142.60 -0.35 1,136 19,156 +208
Sep10 100514 143.60 145.75 142.60 143.50 -0.70 405 6,736 +44
Nov10 100514 144.80 146.15 143.30 143.95 -1.20 162 1,563 +54
Jan11 100514 144.60 144.60 144.60 144.60 -1.40 14 820 -11
Mar11 100514 145.30 145.30 145.30 145.30 -1.55 1 169 +0
May11 100514 144.85 144.85 144.85 144.85 -1.55 0 123 +0
Total Volume and Open Interest 1,718 28,766 +295
Sugar #11(ICE)
Jul10 100514 14.67 14.73 13.88 14.13 -0.53 51,196 294,881 +747
Oct10 100514 15.30 15.30 14.48 14.73 -0.49 19,934 160,348 +2,082
Mar11 100514 16.00 16.05 15.28 15.52 -0.48 9,222 80,055 +2,008
May11 100514 15.90 15.90 15.20 15.43 -0.47 1,496 24,859 +131
Jul11 100514 15.85 15.85 15.16 15.47 -0.37 2,000 27,964 +592
Total Volume and Open Interest 87,879 653,128 +6,252
London Cocoa(LCE)
May10 100430 2360 2370 2355 2370 +6 2,691 40,097 -627
Jul10 100513 2282 2291 2252 2256 -31 28,703 59,743 +5,567
Sep10 100514 2221 2228 2186 2192 -37 4,625 31,396 +728
Dec10 100514 2193 2193 2153 2157 -39 2,418 21,695 +638
Mar11 100514 2143 2164 2135 2141 -33 453 20,535 -12
May11 100514 2144 2163 2138 2144 -31 9 4,132 -3
Jul11 100514 2153 2153 2148 2148 -31 20 916 +15
Total Volume and Open Interest 48,510 150,543 -11,328
London Sugar(LCE)
Aug10 100514 474.50 474.50 461.50 466.00 -8.50 3,947 33,221 +63
Oct10 100514 438.50 438.50 425.00 428.50 -12.80 3,212 14,822 +841
Dec10 100514 427.50 427.90 414.30 416.70 -13.30 1,061 4,497 +378
Mar11 100514 434.90 434.90 423.90 425.00 -11.80 816 3,209 +413
May11 100514 430.00 430.00 425.40 425.40 -12.30 296 1,837 +238
Total Volume and Open Interest 9,334 57,989 +1,935
Cotton(ICE)
Jul10 100514 80.99 81.53 80.40 80.72 -0.04 9,553 103,979 -623
Oct10 100514 77.57 77.65 76.75 76.80 -0.34 257 2,526 -64
Dec10 100514 77.74 77.95 77.25 77.47 -0.27 5,646 58,942 +660
Mar11 100514 78.91 79.10 78.45 78.63 -0.28 1,077 8,073 +898
May11 100514 78.99 78.99 78.74 78.74 -0.09 11 181 -7
Jul11 100514 78.99 78.99 78.83 78.83 -0.10 114 2,980 +92
Total Volume and Open Interest 16,664 177,974 +961
Lumber(CME)
May10 100514 267.6 268.0 258.6 263.0 -7.0 178 383 -136
Jul10 100514 258.2 263.3 255.7 261.3 +3.5 950 4,694 -138
Sep10 100514 265.1 272.6 264.9 272.0 +7.2 232 2,169 -7
Nov10 100514 254.0 260.0 252.5 260.0 +4.5 16 668 -10
Total Volume and Open Interest 1,377 7,938 -291
Crude Oil(NYM)
Jun10 100514 73.99 74.13 70.83 71.61 -2.79 475,847 214,648 -46,564
Jul10 100514 78.62 78.78 75.06 75.43 -3.56 293,788 338,106 +37,995
Aug10 100514 81.17 81.30 77.31 77.67 -3.76 103,461 104,243 +1,441
Sep10 100514 82.50 82.50 78.66 78.98 -3.72 46,400 88,239 +2,134
Oct10 100514 83.16 83.31 79.54 79.80 -3.77 17,050 39,560 -229
Nov10 100514 83.78 83.87 80.25 80.47 -3.81 13,770 34,071 +1,926
Dec10 100514 84.41 84.59 80.77 81.03 -3.81 45,311 203,557 +1,729
Jan11 100514 83.75 83.75 81.22 81.43 -3.80 5,071 33,318 +587
Feb11 100514 84.12 84.13 81.80 81.80 -3.78 2,087 17,014 +378
Mar11 100514 84.73 84.73 82.08 82.15 -3.75 1,846 17,155 -33
Apr11 100514 84.55 84.55 82.47 82.49 -3.71 1,025 12,157 -268
May11 100514 84.75 84.75 82.81 82.81 -3.68 1,583 7,289 +269
Jun11 100514 86.35 86.35 82.92 83.10 -3.65 3,373 41,552 -263
Jul11 100514 83.37 83.37 83.37 83.37 -3.61 1,650 5,960 -48
Aug11 100514 83.60 83.60 83.60 83.60 -3.55 544 4,815 +198
Sep11 100514 83.83 83.83 83.83 83.83 -3.50 625 7,221 +144
Total Volume and Open Interest 1,024,956 1,469,845 -389
e-miNY Crude Oil(NYM)
May10 100419 82.975 82.975 80.525 81.450 -1.800 13,915 4,660 -166
Jun10 100430 85.525 86.500 85.125 86.150 +0.975 10,604 5,783 -119
Jul10 100514 78.650 78.775 75.100 75.425 -3.575 1,811 2,431 +25
Aug10 100514 81.000 81.000 77.425 77.675 -3.750 211 475 +59
Sep10 100514 82.525 82.525 78.750 78.975 -3.725 5 134 +4
Oct10 100514 80.500 80.500 79.800 79.800 -3.775 0 11 +0
Nov10 100514 80.475 80.475 80.475 80.475 -3.800 0 1 +0
Dec10 100514 82.600 82.800 80.900 81.025 -3.825 0 75 +0
Jan11 100514 82.075 82.075 81.425 81.425 -3.800 0 1 +0
Feb11 100514 81.800 81.800 81.800 81.800 -3.775      
Total Volume and Open Interest 18,107 9,330 +129
Heating Oil(NYM)
Jun10 100514 213.30 213.72 205.28 206.06 -7.13 51,097 68,875 -2,501
Jul10 100514 214.90 215.15 206.77 207.52 -7.35 34,867 56,910 +2,158
Aug10 100514 216.60 216.60 208.59 209.31 -7.46 11,591 31,660 +597
Sep10 100514 219.50 219.50 210.92 211.69 -7.58 7,980 24,523 +234
Oct10 100514 219.15 219.88 213.54 214.30 -7.59 3,279 16,348 +55
Nov10 100514 221.97 222.38 216.36 216.99 -7.63 3,750 11,678 +461
Dec10 100514 227.00 227.41 218.88 219.71 -7.61 10,960 40,881 +1,742
Jan11 100514 227.56 228.00 221.81 222.62 -7.60 2,346 17,374 +671
Feb11 100514 229.57 230.15 223.97 224.63 -7.61 1,069 6,843 -245
Mar11 100514 230.46 230.48 225.15 225.43 -7.66 704 5,944 +53
Apr11 100514 228.75 228.75 224.98 225.33 -7.71 457 3,180 +8
May11 100514 230.29 230.45 224.94 225.31 -7.73 513 2,324 +95
Total Volume and Open Interest 130,577 320,304 +3,469
Gasoline(NYMEX)
Jun10 100514 218.45 219.00 211.73 213.08 -6.43 54,063 67,962 -5,577
Jul10 100514 218.91 219.09 211.74 212.92 -6.73 40,792 70,010 +3,199
Aug10 100514 217.41 217.50 211.57 212.71 -7.12 16,476 34,292 +243
Sep10 100514 219.06 219.06 211.11 212.19 -7.53 11,860 37,967 +98
Oct10 100514 208.04 208.04 200.86 201.75 -7.92 4,932 20,720 -176
Nov10 100514 202.40 202.40 200.52 201.26 -8.08 2,158 16,473 +451
Dec10 100514 208.85 208.85 201.00 201.85 -8.16 3,462 12,222 +23
Jan11 100514 203.00 203.61 202.90 203.61 -8.15 292 5,486 -16
Feb11 100514 205.76 205.76 205.76 205.76 -8.09 209 1,963 +13
Mar11 100514 208.00 208.00 208.00 208.00 -8.09 449 1,127 +1
Total Volume and Open Interest 135,955 280,763 -1,665
e-miNY RBOB Gasoline(NYM)
Jun10 100514 213.10 213.10 213.08 213.10 -6.40 0 6 +0
Jul10 100514 212.90 212.92 212.90 212.90 -6.80 0 1 +0
Aug10 100514 212.70 212.71 212.70 212.70 -7.10 1 2 -1
Sep10 100514 212.20 212.20 212.19 212.20 -7.50      
Total Volume and Open Interest 1 16 -1
Natural Gas(NYM)
Jun10 100514 4.307 4.350 4.252 4.312 -0.027 131,549 116,884 -9,688
Jul10 100514 4.415 4.445 4.348 4.409 -0.031 74,519 175,202 +9,549
Aug10 100514 4.499 4.517 4.417 4.478 -0.033 24,191 71,071 -1,343
Sep10 100514 4.555 4.566 4.468 4.530 -0.032 21,641 68,561 +1,190
Oct10 100514 4.664 4.672 4.574 4.638 -0.034 22,784 77,997 +2,317
Nov10 100514 5.079 5.090 4.975 5.014 -0.081 8,010 18,794 +1,430
Dec10 100514 5.514 5.514 5.379 5.409 -0.110 5,434 33,307 -46
Jan11 100514 5.739 5.739 5.584 5.623 -0.114 9,755 50,280 -42
Feb11 100514 5.655 5.671 5.549 5.585 -0.114 1,602 17,832 -179
Mar11 100514 5.606 5.611 5.447 5.483 -0.114 3,504 41,888 +192
Apr11 100514 5.408 5.408 5.278 5.308 -0.109 4,852 37,830 -68
May11 100514 5.400 5.400 5.320 5.331 -0.109 1,116 21,865 +271
Jun11 100514 5.456 5.456 5.353 5.379 -0.109 682 6,704 -40
Jul11 100514 5.480 5.480 5.414 5.444 -0.109 56 4,785 -9
Aug11 100514 5.560 5.560 5.469 5.496 -0.109 30 5,196 -15
Sep11 100514 5.587 5.587 5.501 5.526 -0.109 69 4,900 -3
Total Volume and Open Interest 314,247 873,757 +4,763
Brent Crude Oil(ICE)
Jun10 100514 79.73 80.00 76.80 77.18 -2.93 116,749 90,386 -10,486
Jul10 100514 81.15 81.38 77.57 77.93 -3.50 189,235 196,422 +1,474
Aug10 100514 82.11 82.28 78.59 78.96 -3.46 90,978 93,166 +5,010
Sep10 100514 82.93 83.09 79.48 79.80 -3.46 39,349 66,247 +1,396
Oct10 100514 83.59 83.75 80.17 80.47 -3.46 17,504 27,636 +1,360
Nov10 100514 84.17 84.33 80.76 81.07 -3.45 11,391 20,655 +641
Dec10 100514 84.66 84.90 81.26 81.61 -3.43 26,389 103,344 +750
Jan11 100514 84.20 84.29 82.05 82.05 -3.43 2,743 20,571 -489
Feb11 100514 84.60 84.70 82.48 82.48 -3.40 2,064 10,995 +345
Mar11 100514 82.89 82.89 82.89 82.89 -3.36 1,868 7,036 +32
Apr11 100514 83.28 83.28 83.28 83.28 -3.32 787 4,928 +108
May11 100514 83.65 83.65 83.65 83.65 -3.28 415 4,495 -75
Jun11 100514 86.99 86.99 83.69 84.00 -3.24 974 18,011 +123
Jul11 100514 84.31 84.31 84.31 84.31 -3.20 54 3,220 -8
Total Volume and Open Interest 506,233 769,248 +2,025
Gas Oil(ICE)
Jun10 100514 676.50 679.00 652.50 662.25 -20.50 63,000 109,370 -2,267
Jul10 100514 682.25 684.00 657.00 667.00 -21.00 28,327 71,019 +6,478
Aug10 100514 689.50 689.50 662.75 672.50 -21.75 6,726 32,806 +148
Sep10 100514 693.25 693.25 669.00 678.50 -22.00 3,574 35,691 -875
Oct10 100514 698.50 698.50 674.50 684.00 -22.00 4,038 29,518 -25
Nov10 100514 703.00 703.00 685.00 689.00 -22.25 2,421 22,211 +258
Dec10 100514 709.25 711.00 684.50 694.00 -22.25 13,813 89,835 -1,865
Jan11 100514 708.00 708.00 699.75 699.75 -22.25 2,107 25,339 -594
Feb11 100514 715.00 715.00 704.50 704.50 -22.25 908 12,775 -304
Mar11 100514 719.25 719.25 703.50 708.75 -22.50 1,324 8,830 +121
Total Volume and Open Interest 130,888 515,387 -9,684
Ethanol(CBOT)
May10 100505 1.590 1.593 1.590 1.593 -0.006 62 72 -160
Jun10 100514 1.639 1.639 1.615 1.619 -0.024 89 906 -43
Jul10 100514 1.640 1.640 1.624 1.629 -0.027 83 1,180 +19
Aug10 100514 1.640 1.640 1.630 1.631 -0.028 41 951 +5
Sep10 100514 1.640 1.640 1.631 1.631 -0.027 48 821 +17
Oct10 100514 1.631 1.635 1.631 1.632 -0.025 10 844 +10
Nov10 100514 1.640 1.640 1.635 1.638 -0.025 26 694 +15
Dec10 100514 1.650 1.650 1.647 1.647 -0.025 50 1,325 +37
Total Volume and Open Interest 449 8,802 +139
US Dollar Index(ICE)
Jun10 100514 85.485 86.435 85.335 86.230 +0.888 20,387 39,604 -883
Sep10 100514 85.900 86.780 85.760 86.560 +0.877 19 2,323 +1
Dec10 100514 86.820 86.820 86.820 86.820 +0.878 5 15 +0
Total Volume and Open Interest 20,411 41,942 -882
Australian Dollar(CME)
Jun10 100514 89.22 89.51 88.20 88.25 -1.26 100,579 114,249 -245
Sep10 100514 88.38 88.56 87.32 87.32 -1.24 108 770 +14
Dec10 100514 86.41 87.63 86.41 86.41 -1.22 0 17 +0
Total Volume and Open Interest 100,687 115,038 -231
British Pound(CME)
Jun10 100514 145.92 146.37 144.95 145.58 -0.81 153,182 145,753 +6,685
Sep10 100514 146.00 146.36 144.94 145.57 -0.79 964 3,569 +1
Dec10 100514 146.01 146.36 145.00 145.56 -0.80 0 33 +0
Total Volume and Open Interest 154,146 149,356 +6,686
Canadian Dollar(CME)
Jun10 100514 97.83 97.94 96.34 96.90 -1.39 74,791 115,829 +295
Sep10 100514 97.84 98.24 96.32 96.87 -1.37 769 5,151 +242
Dec10 100514 97.23 98.08 96.36 96.75 -1.33 31 1,335 +0
Mar11 100514 96.50 97.86 96.50 96.58 -1.28 22 221 -9
Total Volume and Open Interest 75,615 122,618 +526
Japanese Yen(CME)
Jun10 100514 107.87 108.96 107.43 108.48 +0.74 100,603 139,957 -3,252
Sep10 100514 108.04 109.10 107.86 108.62 +0.76 252 3,103 +44
Dec10 100514 108.82 108.82 108.03 108.82 +0.79 0 115 -5
Total Volume and Open Interest 100,855 143,176 -3,213
Swiss Franc(CME)
Jun10 100514 89.45 89.75 88.27 88.46 -1.29 41,169 47,244 -2,515
Sep10 100514 89.21 89.91 88.65 88.65 -1.26 118 816 +28
Dec10 100514 88.85 90.08 88.85 88.85 -1.23 0 15 +0
Total Volume and Open Interest 41,287 48,075 -2,487
EuroFX(CME)
Jun10 100514 125.26 125.78 123.55 123.87 -1.78 315,250 279,709 -561
Sep10 100514 125.40 125.82 123.65 123.95 -1.76 2,232 7,004 -140
Dec10 100514 125.51 125.79 123.91 124.05 -1.74 2 124 -1
Total Volume and Open Interest 317,484 286,887 -702
Mexican Peso(CME)
May10 100514 792.8 807.5 792.8 792.8 -14.8      
Jun10 100514 803.0 804.0 787.0 790.0 -14.8 18,223 94,540 -776
Total Volume and Open Interest 18,289 95,158 -783
30-Year T-Bonds(CBOT)
Jun10 100514 121~090 122~140 121~090 122~010 +1~160      
Sep10 100514 120~070 121~300 119~270 121~140 +1~190 4,056 18,757 +1,249
Dec10 100514 119~070 120~160 118~160 120~030 +1~190 16 52 +16
Total Volume and Open Interest 307,132 754,213 +15,741
10-Year T-Notes(CBOT)
Jun10 100514 119~040 120~010 119~000 119~245 +0~290 1,009,049 1,767,879 +4,552
Sep10 100514 118~045 118~310 117~315 118~225 +0~295 12,991 45,195 +5,312
Dec10 100514 117~085 117~085 116~110 117~085 +0~295 0 32 +0
Total Volume and Open Interest 1,022,040 1,813,111 +9,864
5-Year T-Notes(CBOT)
Jun10 100513 58~042 58~042 58~036 58~036 -58~033 486,012 1,012,189 +1,012,189
Sep10 100514 115~110 116~060 115~080 116~038 +0~086 13,195 26,286 +8,689
Dec10 100514 115~029 115~029 114~071 115~029 +0~086 0 2 +0
Total Volume and Open Interest 484,623 1,041,671 +11,883
2 Year T-Notes(CBOT)
Jun10 100514 54~075 54~075 54~075 54~075 +0~009      
Sep10 100514 108~087 108~108 108~076 108~098 +0~022 6,474 28,643 +3,172
Dec10 100514 108~046 108~046 108~019 108~046 +0~027 0 1 +0
Total Volume and Open Interest 171,953 1,023,321 +8,403
Eurodollars(CME)
Jun10 100514 99.445 99.450 99.380 99.395 -0.055 234,757 1,171,611 -16,074
Sep10 100514 99.325 99.330 99.235 99.265 -0.065 233,341 1,053,822 -13,103
Dec10 100514 99.195 99.200 99.120 99.135 -0.055 269,492 1,062,855 +17,958
Mar11 100514 99.000 99.030 98.975 98.985 unch 217,685 766,762 +12,352
Jun11 100514 98.760 98.825 98.740 98.775 +0.040 267,544 887,729 +12,311
Sep11 100514 98.490 98.590 98.475 98.540 +0.075 201,061 679,828 -744
Dec11 100514 98.195 98.315 98.180 98.265 +0.100 179,893 531,788 +11,590
Mar12 100514 97.920 98.055 97.910 98.005 +0.110 134,390 357,474 +7,303
Jun12 100514 97.635 97.765 97.620 97.720 +0.120 79,005 240,289 -2,064
Sep12 100514 97.345 97.480 97.335 97.440 +0.125 75,694 190,857 -662
Dec12 100514 97.075 97.205 97.060 97.165 +0.125 42,292 150,900 -280
Mar13 100514 96.850 96.990 96.830 96.945 +0.135 37,715 134,704 +2,953
Jun13 100514 96.635 96.765 96.610 96.725 +0.145 15,703 82,415 -880
Sep13 100514 96.410 96.560 96.395 96.520 +0.150 19,746 73,481 -3,918
Dec13 100514 96.170 96.355 96.170 96.310 +0.155 12,262 41,990 -130
Mar14 100514 96.020 96.185 96.015 96.145 +0.160 11,261 38,876 -489
Jun14 100514 95.845 96.015 95.845 95.980 +0.165 7,714 32,527 -1,678
Sep14 100514 95.695 95.865 95.695 95.830 +0.165 6,105 25,228 -669
Total Volume and Open Interest 2,074,630 7,733,496 +21,411
30 Day Federal Funds(CBOT)
May10 100514 99.790 99.793 99.790 99.790 unch 3,845 67,069 +742
Jun10 100514 99.785 99.790 99.780 99.785 unch 1,706 67,805 -268
Jul10 100514 99.775 99.780 99.770 99.770 unch 4,183 57,640 -653
Aug10 100514 99.765 99.765 99.755 99.760 +0.005 3,231 80,629 -1,502
Sep10 100514 99.750 99.750 99.740 99.745 +0.005 1,600 45,780 -465
Oct10 100514 99.730 99.730 99.715 99.725 +0.010 3,049 73,179 -429
Total Volume and Open Interest 38,542 621,767 +3,641
30 Day Fed Funds(e-CBOT)
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  
Oct10 090519 98.820 98.820 98.810 98.820 unch 0 454  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Jun10 100514 99.620 99.620 99.620 99.620 unch 150 2,778 +150
Sep10 100514 99.645 99.645 99.645 99.645 unch 60 1,091 +60
Dec10 100514 99.650 99.650 99.650 99.650 unch 0 342 +0
Mar11 100514 99.640 99.640 99.640 99.640 unch 0 167 +0
Jun11 100514 99.615 99.615 99.615 99.615 unch      
Sep11 100514 99.600 99.600 99.600 99.600 unch      
Dec11 100514 99.530 99.530 99.530 99.530 unch      
Mar12 100514 99.495 99.495 99.495 99.495 unch      
Jun12 100514 99.545 99.545 99.545 99.545 unch      
Sep12 100514 99.605 99.605 99.605 99.605 unch      
Total Volume and Open Interest 210 4,378 +210
3-Mth Euro-Yen(SGX)
Jun10 100514 99.62 99.62 99.62 99.62 unch 368 5,842 +340
Sep10 100514 99.65 99.65 99.64 99.64 unch 150 2,961 -80
Dec10 100514 99.65 99.65 99.65 99.65 unch 0 1,761 +0
Mar11 100514 99.64 99.64 99.64 99.64 unch 0 1,707 +0
Jun11 100514 99.61 99.61 99.61 99.61 unch 0 106 +0
Sep11 100514 99.60 99.60 99.60 99.60 unch 0 53 +0
Dec11 100514 99.53 99.53 99.53 99.53 unch 0 102 +0
Mar12 100514 99.50 99.50 99.50 99.50 unch 0 305 +0
Total Volume and Open Interest 518 13,903 +260
Japanese Gov't Bonds(SGX)
Jun10 100512 139.80 139.90 139.65 139.83 +0.21 4,666 19,108 -438
Sep10 100514 139.45 139.49 139.45 139.49 +0.21 4 6 +0
Dec10 100514 137.40 137.40 137.40 137.40 +0.21      
Total Volume and Open Interest 2,163 20,223 +37
Euro-Bund(EUREX)
Jun10 100514 126.12 126.85 125.98 126.53 +0.67 835,463 1,090,357 -6,699
Sep10 100514 125.50 126.23 125.42 125.91 +0.65 3,333 14,656 +359
Dec10 100514 124.43 124.43 124.43 124.43 +0.67 0 3 +0
Total Volume and Open Interest 838,796 1,105,016 -6,340
Euro-Bobl(EUREX)
Jun10 100512 119.34 119.41 119.14 119.18 -0.52 978,399 809,928 +645
Sep10 100514 119.15 119.50 119.15 119.40 +0.31 1,106 18,758 +320
Dec10 100514 119.15 119.15 119.15 119.15 +0.31      
Total Volume and Open Interest 419,988 806,337 -5,642
3-Mth Euribor(EUREX)
Jun10 100514 99.235 99.240 99.215 99.215 -0.040 85 6,185 +42
Sep10 100514 99.130 99.130 99.085 99.085 -0.090 37 3,436 -5
Dec10 100514 99.085 99.085 99.060 99.060 -0.055 23 1,617 +23
Total Volume and Open Interest 606 17,296 +384
Long Gilt(LIFFE)
Jun10 100430 115~10 116~02 115~07 115~30 +0~29 80,989 293,562 +765
Sep10 100514 116~05 116~13 116~05 116~13 +0~25 1 515 +1
Total Volume and Open Interest 113,566 310,691 +2,089
3-Mth Short Sterling(LIFFE)
Jun10 100514 99.23 99.24 99.19 99.21 -0.03 49,672 318,336 -22,105
Sep10 100514 99.11 99.11 99.03 99.06 -0.05 95,756 403,985 -11,756
Dec10 100514 98.97 98.98 98.91 98.93 -0.04 143,943 354,786 -12,355
Mar11 100514 98.81 98.83 98.79 98.81 +0.01 156,955 235,338 -908
Jun11 100514 98.59 98.66 98.58 98.64 +0.05 141,837 320,030 +10,411
Sep11 100514 98.34 98.46 98.33 98.43 +0.09 142,308 198,109 +3,131
Total Volume and Open Interest 914,589 2,321,938 -46,149
3-Mth Euribor(LIFFE)
Jun10 100514 99.240 99.245 99.205 99.215 -0.040 144,420 882,878 -20,757
Sep10 100514 99.150 99.170 99.080 99.090 -0.085 366,489 780,091 -69,947
Dec10 100514 99.105 99.115 99.055 99.060 -0.055 179,862 511,284 -15,969
Total Volume and Open Interest 1,258,010 4,138,246 -87,046
3-Mth Aus T-Bills(SFE)
Jun10 100514 95.16 95.20 95.16 95.18 +0.01 14,937 252,307 +1,543
Sep10 100514 95.00 95.05 94.99 95.02 +0.01 22,306 228,433 +2,850
Dec10 100514 94.83 94.87 94.81 94.84 +0.02 18,682 122,564 +502
Mar11 100514 94.66 94.72 94.66 94.70 +0.02 10,806 56,447 +1,067
Jun11 100514 94.52 94.58 94.52 94.55 +0.03 6,167 46,720 +1,372
Sep11 100514 94.36 94.44 94.35 94.41 +0.04 2,225 27,681 -340
Dec11 100514 94.26 94.33 94.26 94.31 +0.06 3,667 24,563 +564
Mar12 100514 94.23 94.31 94.23 94.28 +0.07 1,683 12,773 +304
Jun12 100514 94.28 94.30 94.25 94.26 +0.08 27 5,460 +25
Sep12 100514 94.28 94.28 94.27 94.28 +0.07 12 2,554 -8
Total Volume and Open Interest 80,514 780,730 +7,881
10-Year Aus T-Bonds(SFE)
Jun10 100514 94.45 94.52 94.44 94.49 +0.03 42,470 405,840 -823
Sep10 100514 94.49 94.49 94.49 94.49 +0.03      
Total Volume and Open Interest 42,470 405,840 -823
3-Year Aus T-Bonds(SFE)
Jun10 100514 94.84 94.92 94.84 94.91 +0.05 152,019 753,554 -12,131
Sep10 100514 94.91 94.91 94.91 94.91 +0.05      
Total Volume and Open Interest 152,019 753,554 -12,131
Gold(CMX)
Jun10 100514 1233.3 1249.7 1217.6 1227.8 -1.4 205,851 327,243 +89
Aug10 100514 1233.1 1251.4 1219.7 1229.6 -1.4 19,324 84,438 +1,690
Oct10 100514 1238.2 1252.0 1221.9 1231.3 -1.2 1,033 22,838 +32
Dec10 100514 1239.8 1255.1 1223.0 1233.1 -1.1 7,617 50,601 +1,949
Feb11 100514 1244.0 1254.6 1228.3 1235.0 -1.1 617 17,827 +183
Apr11 100514 1254.9 1254.9 1229.6 1236.9 -1.1 504 14,535 +394
Jun11 100514 583.7 583.7 583.7 583.7 -1.1 2,208 9,235 +506
Aug11 100514 1241.8 1241.8 1241.8 1241.8 -1.3 0 3,871 +0
Oct11 100514 1244.8 1244.8 1244.8 1244.8 -1.5 10 6,604 +0
Dec11 100514 1259.9 1261.0 1248.0 1248.0 -1.7 2,163 13,451 -434
Feb12 100514 1251.8 1251.8 1251.8 1251.8 -2.0 10 3,960 +0
Total Volume and Open Interest 241,903 588,106 +4,602
Silver(CMX)
May10 100514 1948.5 1967.0 1907.0 1920.2 -27.4 116 280 -31
Jul10 100514 1947.0 1973.5 1897.5 1922.5 -27.4 41,778 78,549 -417
Sep10 100514 1947.5 1972.5 1901.5 1925.8 -27.3 1,414 11,591 +522
Dec10 100514 1955.0 1980.0 1912.0 1930.5 -27.3 1,291 15,029 +246
Mar11 100514 1966.5 1966.5 1934.5 1934.5 -27.2 56 3,803 +47
May11 100514 1934.5 1936.8 1934.5 1936.8 -27.4 20 2,207 +3
Jul11 100514 1939.0 1939.0 1939.0 1939.0 -27.7 6 3,305 +6
Total Volume and Open Interest 45,035 123,049 +380
Platinum(NYMEX)
Jul10 100514 1738.0 1740.0 1705.0 1715.4 -24.0 6,561 33,223 -737
Oct10 100514 1724.9 1725.8 1715.0 1719.2 -24.0 110 1,479 +52
Jan11 100514 1727.0 1727.0 1720.9 1720.9 -24.0 15 289 +13
Apr11 100514 1720.9 1720.9 1720.9 1720.9 -24.0 0 1 +0
Total Volume and Open Interest 6,689 34,999 -674
Palladium(NYMEX)
Jun10 100514 543.30 543.55 521.20 527.90 -15.40 4,912 20,890 -979
Sep10 100514 544.85 545.00 523.05 529.45 -15.40 1,687 4,155 +1,305
Dec10 100514 537.35 537.35 530.65 530.65 -15.40 32 236 +19
Total Volume and Open Interest 6,631 25,309 +345
Copper(CMX)
May10 100514 320.85 320.85 310.60 312.30 -9.65 268 1,302 -65
Jul10 100514 322.00 322.80 311.70 313.40 -9.75 31,237 83,853 +1,248
Sep10 100514 322.85 324.10 313.80 315.25 -9.65 3,113 20,051 +849
Dec10 100514 325.05 325.05 315.40 317.05 -9.75 1,208 11,218 +73
Mar11 100514 321.85 321.85 318.05 318.05 -9.70 242 3,999 +66
Total Volume and Open Interest 37,575 132,185 +1,194
DJIA Index(CBOT)
Jun10 100514 10765 10791 10510 10609 -164 752 11,201 +66
Sep10 100514 10720 10720 10547 10551 -164 2 15 -1
Dec10 100514 10490 10654 10490 10490 -164 0 2 +0
Mar11 100514 10435 10599 10435 10435 -164      
Total Volume and Open Interest 754 11,218 +65
S & P 500(CME)
Jun10 100514 1155.70 1159.50 1124.00 1135.30 -21.50 24,229 303,547 +2,823
Sep10 100514 1132.50 1136.50 1117.50 1131.10 -21.40 668 13,164 +369
Dec10 100514 1124.60 1126.70 1113.10 1126.70 -21.40 35 4,187 +0
Mar11 100514 1122.50 1122.50 1108.90 1122.50 -21.40 0 477 +0
Total Volume and Open Interest 24,932 321,455 +3,227
S & P 500 E-Mini(Globex)
Jun10 100514 1155.50 1159.50 1123.75 1135.25 -21.50 2,109,839 2,595,338 -91,363
Sep10 100514 1151.75 1154.50 1119.50 1131.00 -21.50 4,291 46,641 -68
Total Volume and Open Interest 2,114,231 2,644,612 -91,366
NASDAQ 100(CME)
Jun10 100514 1944.80 1950.00 1882.00 1909.80 -37.50 1,978 23,467 +118
Sep10 100514 1908.30 1908.30 1886.50 1908.30 -37.20 11 167 +5
Dec10 100514 1905.50 1905.50 1902.80 1905.50 -37.30      
Total Volume and Open Interest 1,989 23,634 +123
NASDAQ 100 E-Mini(Globex)
Jun10 100514 1945.00 1950.50 1883.00 1909.80 -37.50 323,983 343,596 -3,022
Sep10 100514 1940.50 1947.80 1881.80 1908.30 -37.20 218 1,899 +31
Total Volume and Open Interest 324,217 345,525 -2,983
S & P Midcap 400(CME)
Jun10 100514 802.00 810.25 782.00 789.90 -19.60 474 2,136 +70
Sep10 100514 787.90 787.90 787.50 787.90 -19.60 0 1 +1
Dec10 100514 785.90 785.90 785.50 785.90 -19.60      
Total Volume and Open Interest 474 2,137 +71
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100514 10320 10320 10180 10320 -175      
Sep10 100514 10375 10375 10375 10375 -175 0 5 +0
Total Volume and Open Interest 12,803 43,520 -11,431
Nikkei 225(SGX)
Jun10 100514 10660 10670 10385 10465 -165 156,147 176,637 -2,509
Sep10 100514 10435 10465 10400 10465 -165 1,445 2,320 +1
Dec10 100514 10415 10415 10415 10415 -170 200 1,168 +0
Total Volume and Open Interest 162,548 188,700 -957
CAC 40(EURONEXT)
May10 100514 3678.0 3682.0 3515.5 3532.5 -167.5 172,312 471,624 -58,897
Jun10 100514 3648.0 3648.0 3485.0 3500.5 -167.5 3,165 67,112 -2,885
Jul10 100514 3576.0 3580.5 3488.0 3496.5 -168.0 33 75 +29
Total Volume and Open Interest 175,590 540,387 -61,715
Hang Seng Index(HKFE)
May10 100514 20080 20206 19901 19927 -273 80,233 70,397 -986
Jun10 100514 20050 20170 19875 19910 -270 940 7,125 -370
Total Volume and Open Interest 81,390 78,929 -1,270
DAX(EUREX)
Jun10 100514 6238.0 6239.5 6016.5 6035.0 -223.5 244,323 191,470 +5,668
Sep10 100514 6239.5 6242.0 6032.0 6040.5 -223.0 506 10,147 -135
Dec10 100514 6246.5 6248.5 6040.0 6048.0 -222.0 292 1,922 -55
Total Volume and Open Interest 245,121 203,539 +5,478
FT-SE 100(EURONEXT)
Jun10 100514 5387.50 5391.00 5216.00 5243.00 -163.00 147,497 677,641 +8,246
Sep10 100514 5297.00 5297.00 5178.50 5201.50 -164.00 64 1,590 -4
Dec10 100514 5287.00 5290.50 5170.00 5176.50 -163.50 45 3,178 +32
Total Volume and Open Interest 147,636 682,664 +8,284
SPI 200(SFE)
Jun10 100514 4670.0 4677.0 4598.0 4610.0 -61.0 33,028 218,940 -5,506
Sep10 100514 4629.0 4638.0 4596.0 4596.0 -61.0 25 2,803 +9
Dec10 100514 4619.0 4619.0 4619.0 4619.0 -60.0 1 2,589 -70
Total Volume and Open Interest 33,206 225,482 -5,461
GSCI(CME)
May10 100514 503.00 503.25 488.40 489.00 -16.50 5,034 10,111 -4,481
Jun10 100514 514.00 515.00 499.50 500.50 -17.85 5,045 12,150 +4,565
Jul10 100514 523.00 527.55 509.00 509.00 -18.50      
Total Volume and Open Interest 10,079 22,261 +84
Reuters CCI(ICE)
Jun10 100514 259.00 259.00 259.00 259.00 -7.50      
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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