MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Fri June 04, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100604 955.00 958.25 931.50 935.00 -20.00 47,760 209,165 -1,543
Aug10 100604 938.00 941.00 916.00 918.50 -19.25 6,652 19,418 +1,402
Sep10 100604 925.50 926.50 903.50 905.75 -20.00 2,282 11,792 -490
Nov10 100604 919.25 921.00 895.25 900.00 -19.75 26,996 166,065 +2,760
Jan11 100604 930.00 931.00 906.50 910.50 -19.75 3,541 18,795 +1,714
Mar11 100604 934.00 934.00 914.00 918.00 -20.50 472 6,400 +104
May11 100604 935.50 943.75 917.25 920.50 -23.25 112 6,241 +37
Total Volume and Open Interest 88,759 464,001 +4,197
Soybean Meal(CBOT)
Jul10 100604 282.00 282.90 275.40 277.20 -6.80 21,130 74,788 -1,952
Aug10 100604 273.10 274.00 267.20 268.80 -6.40 3,997 18,264 -226
Sep10 100604 267.30 267.40 260.60 262.30 -6.30 1,222 11,997 +366
Oct10 100604 259.60 259.70 252.90 255.00 -6.00 232 8,029 -65
Dec10 100604 257.90 258.00 250.90 253.10 -6.20 6,204 40,022 +1,511
Jan11 100604 256.50 260.00 252.90 253.90 -6.10 119 4,550 +21
Mar11 100604 259.00 261.50 255.00 255.10 -6.40 87 4,243 -13
May11 100604 258.00 259.70 254.00 255.10 -7.10 62 1,975 -12
Total Volume and Open Interest 33,483 167,698 -58
Soybean Oil(CBOT)
Jul10 100604 37.58 37.75 36.70 36.78 -0.88 32,792 175,816 -440
Aug10 100604 37.86 37.95 36.97 36.99 -0.89 9,523 27,790 +382
Sep10 100604 38.03 38.15 37.20 37.22 -0.89 1,887 19,446 +322
Oct10 100604 38.22 38.36 37.30 37.42 -0.89 2,987 11,972 -393
Dec10 100604 38.65 38.81 37.80 37.88 -0.88 11,378 80,631 +1,952
Jan11 100604 38.95 38.95 38.18 38.18 -0.88 583 4,663 -16
Mar11 100604 39.13 39.68 38.50 38.50 -0.88 145 2,036 +109
May11 100604 39.21 39.21 38.80 38.80 -0.88 245 1,426 -56
Total Volume and Open Interest 59,642 327,281 +1,887
Canola(WCE)
Jul10 100604 378.8 378.8 374.7 375.9 -2.9 13,129 88,112 -61
Nov10 100604 380.1 382.8 379.8 381.1 -2.7 8,369 58,003 +5,584
Jan11 100604 384.5 388.2 384.4 386.1 -2.5 347 4,182 -18
Mar11 100604 388.5 391.8 388.5 391.3 -1.8 95 2,864 +30
May11 100604 393.2 395.9 393.2 395.2 -1.4 31 1,174 +20
Total Volume and Open Interest 22,014 155,433 +5,563
Corn(CBOT)
Jul10 100604 349.75 350.75 339.75 340.00 -9.50 127,867 458,688 -3,403
Sep10 100604 359.75 360.50 349.00 349.25 -10.25 38,141 204,829 +4,049
Dec10 100604 370.50 371.50 359.50 359.50 -10.75 43,622 382,093 +2,178
Mar11 100604 383.75 384.50 372.50 372.50 -11.00 3,634 57,344 -27
May11 100604 392.75 393.00 381.50 381.50 -11.25 956 9,319 +32
Jul11 100604 401.25 401.25 390.25 390.75 -10.50 6,338 35,320 +1,030
Total Volume and Open Interest 225,888 1,220,439 +4,409
Wheat(CBOT)
Jul10 100604 442.50 444.25 435.00 435.75 -6.00 61,748 217,083 -10,709
Sep10 100604 460.00 461.50 451.50 452.25 -7.00 24,737 117,913 +5,945
Dec10 100604 491.00 492.25 482.75 483.50 -7.25 17,198 78,103 +3,140
Mar11 100604 521.00 523.00 515.00 515.00 -6.25 2,449 27,692 -167
May11 100604 538.00 538.00 533.00 533.00 -6.25 606 8,946 +141
Total Volume and Open Interest 122,380 502,932 +2,290
Wheat(KCBT)
Jul10 100604 472.50 473.75 465.00 465.00 -6.50 15,623 55,870 -1,528
Sep10 100604 484.00 485.25 476.75 476.75 -6.75 6,527 27,205 +2,474
Dec10 100604 502.50 503.00 494.50 494.50 -6.75 4,770 41,755 +650
Mar11 100604 520.25 521.50 512.25 512.25 -6.75 1,565 14,907 -266
May11 100604 528.00 530.00 524.75 524.75 -6.50 398 6,902 +205
Total Volume and Open Interest 34,929 168,350 +4,218
Wheat(MGE)
Jul10 100604 498.75 499.00 491.00 492.75 -5.00 5,443 15,113 -1,111
Sep10 100604 510.25 512.00 503.50 505.00 -4.75 1,891 10,528 +416
Dec10 100604 529.75 529.75 521.00 521.50 -7.25 2,403 10,659 +439
Mar11 100604 543.00 544.00 539.00 539.50 -4.25 563 3,776 +270
May11 100604 554.00 554.50 551.25 551.25 -4.75 189 1,647 +107
Total Volume and Open Interest 12,081 47,339 +265
Oats(CBOT)
Jul10 100604 196.25 198.75 193.00 194.00 -2.00 1,434 9,954 -303
Sep10 100604 203.75 205.00 198.25 199.25 -4.50 1,085 4,118 +967
Dec10 100604 214.75 215.50 207.50 208.50 -6.00 291 4,579 -96
Mar11 100604 217.50 224.50 217.50 217.50 -7.00 0 565 +0
Total Volume and Open Interest 2,810 19,216 +568
Rough Rice(CBOT)
Jul10 100604 10.98 11.08 10.74 10.84 -0.12 1,014 7,318 +11
Sep10 100604 11.04 11.10 10.72 10.78 -0.22 549 4,861 +270
Nov10 100604 11.18 11.25 10.94 10.95 -0.20 134 2,151 -5
Jan11 100604 11.40 11.44 11.24 11.24 -0.20 9 448 -4
Total Volume and Open Interest 1,786 15,762 +345
Live Cattle(CME)
Jun10 100604 92.400 92.430 90.600 90.950 -1.150 13,532 35,188 -3,551
Aug10 100604 90.480 90.480 88.350 88.635 -1.500 19,847 146,421 +541
Oct10 100604 91.800 91.850 89.800 89.980 -1.470 7,767 84,881 +1,889
Dec10 100604 93.000 93.230 91.500 91.750 -1.200 2,560 42,337 -209
Feb11 100604 94.250 94.250 92.700 92.950 -1.230 428 18,958 -35
Apr11 100604 95.480 95.480 94.150 94.385 -1.065 651 9,656 +237
Total Volume and Open Interest 44,902 341,186 -1,055
Feeder Cattle(CME)
Aug10 100604 109.900 110.150 108.500 108.885 -0.795 2,432 21,895 -246
Sep10 100604 109.885 110.000 108.535 108.900 -0.700 333 5,113 +30
Oct10 100604 109.500 109.500 108.250 108.800 -0.650 487 3,583 +123
Nov10 100604 109.480 109.480 108.100 108.500 -0.900 225 1,325 +56
Jan11 100604 107.600 107.600 106.850 107.400 -0.635 13 467 -3
Mar11 100604 106.800 106.800 106.800 106.800 -0.250 1 62 +0
Apr11 100604 107.100 107.100 107.000 107.050 unch 0 15 +0
Total Volume and Open Interest 3,491 32,460 -40
Lean Hogs(CME)
Jun10 100604 80.650 80.650 78.950 79.050 -1.400 8,264 16,664 -2,594
Jul10 100604 81.800 81.800 79.600 79.725 -1.910 17,103 62,443 -2,543
Aug10 100604 82.830 83.000 80.535 80.785 -2.145 7,900 45,154 +603
Oct10 100604 75.600 75.600 73.900 74.080 -1.570 3,342 40,281 +589
Dec10 100604 72.600 72.600 70.680 70.950 -1.630 1,838 25,054 +469
Feb11 100604 72.885 72.885 70.900 71.350 -1.535 830 7,741 +450
Apr11 100604 73.350 73.350 71.535 72.050 -1.300 56 3,707 +40
May11 100604 76.000 76.000 76.000 76.000 -0.200 0 146 +0
Total Volume and Open Interest 39,375 202,169 -2,945
Pork Bellies(CME)
Jul10 100604 99.800 100.300 97.100 98.950 -1.050 3 140 +0
Aug10 100604 97.500 98.500 97.500 98.500 -2.000 0 26 +0
Feb11 100604 100.500 100.500 100.500 100.500 unch 0 4 +0
Mar11 100604 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100604 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 3 171 +0
Class III Milk(CME)
Jun10 100604 13.53 13.54 13.49 13.50 -0.02 83 4,338 +43
Jul10 100604 13.28 13.35 13.18 13.25 -0.03 281 4,738 +10
Aug10 100604 13.82 13.91 13.72 13.86 -0.01 263 3,978 +107
Sep10 100604 14.50 14.61 14.45 14.53 +0.01 82 3,656 +18
Oct10 100604 14.62 14.72 14.60 14.65 +0.01 46 3,381 +0
Total Volume and Open Interest 863 31,884 +203
Cocoa(ICE)
Jul10 100604 3048 3067 2894 2919 -129 11,454 40,308 -4,368
Sep10 100604 3070 3088 2915 2940 -131 7,060 36,914 +3,100
Dec10 100604 3088 3100 2938 2964 -130 856 17,073 +181
Mar11 100604 3121 3125 2969 2993 -125 100 16,225 -127
May11 100604 3087 3090 2984 3004 -128 26 6,557 +2
Jul11 100604 3120 3120 2998 3018 -122 9 3,194 +0
Sep11 100604 3120 3120 3012 3026 -117 31 1,237 +23
Total Volume and Open Interest 19,581 126,203 -1,179
Coffee "C"(ICE)
Jul10 100604 136.10 136.15 133.40 133.75 -1.85 15,163 58,691 -3,582
Sep10 100604 137.65 137.65 134.95 135.30 -1.75 6,232 38,855 +152
Dec10 100604 139.00 139.25 136.45 136.80 -1.95 4,509 22,202 +803
Mar11 100604 140.00 140.25 137.05 137.55 -2.15 2,412 8,577 +1,203
May11 100604 140.45 140.45 137.55 137.55 -2.35 145 4,546 +112
Jul11 100604 140.95 140.95 137.95 137.95 -2.30 3 2,499 +0
Total Volume and Open Interest 28,465 136,232 -1,311
Orange Juice(ICE)
Jul10 100604 138.85 138.95 135.90 136.20 -3.25 1,347 15,283 -1,280
Sep10 100604 140.50 140.50 137.50 137.85 -3.00 564 10,081 +677
Nov10 100604 142.00 142.00 139.00 139.25 -3.05 588 2,929 +502
Jan11 100604 141.00 141.00 138.85 138.85 -2.80 159 909 +88
Mar11 100604 139.00 139.00 139.00 139.00 -3.05 0 169 +0
May11 100604 139.15 139.15 139.15 139.15 -3.05 0 154 +0
Total Volume and Open Interest 2,658 29,724 -13
Sugar #11(ICE)
Jul10 100604 14.06 14.74 14.00 14.52 +0.53 58,038 250,471 -12,339
Oct10 100604 14.50 15.05 14.37 14.87 +0.42 39,612 198,316 +2,240
Mar11 100604 15.55 15.98 15.39 15.77 +0.23 15,127 95,497 +883
May11 100604 15.70 16.07 15.55 15.94 +0.25 6,128 25,314 +738
Jul11 100604 15.75 16.12 15.71 16.07 +0.27 11,901 38,344 +2,984
Total Volume and Open Interest 136,020 679,268 -5,518
London Cocoa(LCE)
Jul10 100601 2409 2446 2390 2444 +188 21,988 63,577 +3,834
Sep10 100604 2409 2421 2342 2347 -53 5,666 35,634 -181
Dec10 100604 2349 2360 2277 2286 -55 1,073 26,566 +51
Mar11 100604 2313 2322 2238 2238 -60 609 21,683 +101
May11 100604 2284 2284 2237 2237 -57 343 5,471 +318
Jul11 100604 2274 2274 2239 2239 -58 0 940 +0
Sep11 100604 2240 2240 2240 2240 -60 0 1,984 +0
Total Volume and Open Interest 14,342 159,528 -1,723
London Sugar(LCE)
Aug10 100604 460.00 469.00 455.00 468.20 +9.10 4,666 31,162 -301
Oct10 100604 419.90 430.00 415.20 428.80 +8.00 2,073 17,983 +353
Dec10 100604 411.50 423.90 408.80 422.80 +8.20 180 6,298 +112
Mar11 100604 424.60 435.20 422.00 435.20 +7.70 77 3,998 +56
May11 100604 431.30 440.20 428.50 440.20 +6.70 60 1,838 +7
Total Volume and Open Interest 7,064 62,090 +235
Cotton(ICE)
Jul10 100604 78.30 78.49 76.56 77.06 -1.15 16,851 80,836 -6,476
Oct10 100604 76.00 76.00 74.20 74.69 -1.17 329 1,614 -31
Dec10 100604 76.45 76.68 74.77 75.28 -1.12 9,458 80,194 +1,160
Mar11 100604 78.00 78.00 76.26 76.78 -1.12 892 11,374 +212
May11 100604 77.53 77.53 77.53 77.53 -1.16 13 639 +0
Jul11 100604 78.71 78.71 77.55 77.88 -1.31 156 4,228 +131
Total Volume and Open Interest 27,700 180,457 -5,003
Lumber(CME)
Jul10 100604 230.8 235.3 226.2 228.0 -4.0 1,211 4,283 -82
Sep10 100604 243.0 248.0 236.0 236.0 -6.0 1,275 4,219 +593
Nov10 100604 237.9 240.1 231.0 231.0 -7.0 22 920 -29
Jan11 100604 248.0 252.0 248.0 252.0 -1.3 2 40 +0
Total Volume and Open Interest 2,510 9,470 +482
Crude Oil(NYM)
Jul10 100604 74.61 75.42 70.73 71.51 -3.10 391,034 348,406 -22,054
Aug10 100604 75.82 76.80 72.09 72.80 -3.25 123,632 132,907 -1,046
Sep10 100604 76.69 77.84 73.16 73.77 -3.34 60,081 104,700 -159
Oct10 100604 77.71 78.54 74.07 74.64 -3.35 20,888 45,682 -983
Nov10 100604 78.62 79.20 74.90 75.43 -3.37 11,866 36,653 -1,001
Dec10 100604 79.33 80.18 75.66 76.17 -3.37 55,333 200,681 -76
Jan11 100604 80.36 80.36 76.45 76.71 -3.38 4,074 35,982 -865
Feb11 100604 79.00 79.10 77.10 77.23 -3.37 2,674 17,254 -377
Mar11 100604 81.10 81.24 77.55 77.72 -3.36 1,500 18,911 +162
Apr11 100604 80.11 80.11 77.86 78.18 -3.34 1,466 11,370 -6
May11 100604 78.53 78.60 78.53 78.60 -3.32 1,937 6,926 -335
Jun11 100604 82.25 82.25 78.77 78.99 -3.30 12,648 41,263 +1,144
Jul11 100604 79.25 79.34 79.25 79.34 -3.28 9,400 12,946 +4,679
Aug11 100604 79.60 79.60 79.60 79.60 -3.25 927 6,593 +61
Sep11 100604 79.80 79.80 79.80 79.80 -3.23 776 7,488 -112
Oct11 100604 79.99 79.99 79.99 79.99 -3.21 234 4,557 +45
Total Volume and Open Interest 726,073 1,344,865 -22,155
e-miNY Crude Oil(NYM)
Jun10 100430 85.525 86.500 85.125 86.150 +0.975 10,604 5,783 -119
Jul10 100604 74.525 75.400 70.725 71.500 -3.100 16,978 4,080 -367
Aug10 100604 75.900 76.725 72.075 72.800 -3.250 663 925 +68
Sep10 100604 77.000 77.700 73.200 73.775 -3.325 64 223 +10
Oct10 100604 76.825 76.825 74.100 74.650 -3.350 0 21 +0
Nov10 100604 79.000 79.000 75.425 75.425 -3.375 1 12 -2
Dec10 100604 80.000 80.000 75.750 76.175 -3.375 6 89 -3
Jan11 100604 76.700 76.700 76.700 76.700 -3.400 0 2 +0
Feb11 100604 77.225 77.225 77.225 77.225 -3.375      
Mar11 100604 77.725 77.725 77.725 77.725 -3.350      
Total Volume and Open Interest 17,713 5,408 -293
Heating Oil(NYM)
Jul10 100604 203.91 205.79 194.41 195.77 -8.14 42,845 75,116 +1,157
Aug10 100604 204.85 207.56 196.35 197.65 -8.15 16,954 47,080 +1,393
Sep10 100604 208.20 208.21 199.07 200.10 -8.11 7,921 32,158 +997
Oct10 100604 209.80 210.99 201.62 202.70 -7.99 2,936 19,927 +531
Nov10 100604 212.60 212.68 204.34 205.36 -8.02 1,460 12,602 -86
Dec10 100604 215.10 216.39 206.83 208.05 -7.99 7,892 38,800 -1,063
Jan11 100604 215.00 215.00 209.89 210.76 -8.01 1,369 16,693 -153
Feb11 100604 216.75 217.11 211.71 212.66 -8.00 1,112 7,807 +360
Mar11 100604 219.00 219.00 212.90 213.65 -7.99 1,661 7,175 +566
Apr11 100604 218.00 218.00 213.13 213.73 -7.99 620 4,051 +287
May11 100604 215.85 215.85 213.98 213.98 -7.99 255 3,158 +20
Jun11 100604 222.74 222.74 213.26 214.35 -7.99 882 17,394 +226
Total Volume and Open Interest 86,950 298,959 +4,440
Gasoline(NYMEX)
Jul10 100604 208.09 209.77 198.26 199.53 -8.59 59,316 89,144 -868
Aug10 100604 207.25 209.17 198.00 199.15 -8.54 21,509 43,757 -168
Sep10 100604 207.01 208.00 198.16 198.90 -8.54 14,518 37,796 +363
Oct10 100604 197.05 198.70 188.89 189.15 -8.45 4,739 19,217 -529
Nov10 100604 197.47 197.47 188.46 188.78 -8.35 3,323 18,503 +303
Dec10 100604 197.53 198.75 189.27 189.55 -8.24 4,676 14,383 +837
Jan11 100604 196.19 196.30 191.32 191.32 -8.19 359 5,064 +6
Feb11 100604 193.48 193.48 193.48 193.48 -8.19 114 2,088 +85
Mar11 100604 200.97 200.97 195.65 195.65 -8.19 108 1,905 +69
Apr11 100604 208.25 208.25 208.25 208.25 -8.19 21 3,241 +8
Total Volume and Open Interest 108,827 246,797 +128
e-miNY RBOB Gasoline(NYM)
Jul10 100604 199.50 199.53 199.50 199.50 -8.60 1 3 +0
Aug10 100604 199.20 199.20 199.15 199.20 -8.50 1 2 +0
Sep10 100604 198.90 198.90 198.90 198.90 -8.50      
Oct10 100604 189.20 189.20 189.15 189.20 -8.40 0 1 +0
Total Volume and Open Interest 2 12 +0
Natural Gas(NYM)
Jul10 100604 4.699 4.977 4.609 4.797 +0.107 111,384 209,069 -11,153
Aug10 100604 4.737 5.017 4.659 4.842 +0.107 26,410 70,776 -1,700
Sep10 100604 4.765 5.027 4.695 4.863 +0.098 27,902 78,751 -1,857
Oct10 100604 4.840 5.089 4.773 4.940 +0.099 28,602 85,235 +2,045
Nov10 100604 5.134 5.330 5.075 5.202 +0.064 5,925 24,063 +331
Dec10 100604 5.430 5.582 5.394 5.490 +0.043 7,863 36,872 +192
Jan11 100604 5.586 5.750 5.582 5.664 +0.025 10,833 52,469 -1,166
Feb11 100604 5.541 5.704 5.541 5.618 +0.014 847 17,455 +102
Mar11 100604 5.463 5.570 5.425 5.491 +0.002 3,849 45,547 +1,020
Apr11 100604 5.281 5.330 5.212 5.264 -0.017 2,707 38,257 +534
May11 100604 5.288 5.341 5.274 5.282 -0.014 1,093 22,236 -89
Jun11 100604 5.309 5.384 5.309 5.329 -0.017 605 8,132 +111
Jul11 100604 5.406 5.449 5.333 5.384 -0.019 335 4,941 -7
Aug11 100604 5.435 5.483 5.401 5.430 -0.019 132 5,316 -35
Sep11 100604 5.482 5.527 5.431 5.457 -0.018 204 5,140 -49
Oct11 100604 5.580 5.580 5.500 5.544 -0.022 1,346 19,077 +414
Total Volume and Open Interest 232,268 831,579 -10,432
Brent Crude Oil(ICE)
Jul10 100604 75.25 76.55 71.48 72.09 -3.32 161,071 164,201 -22,843
Aug10 100604 76.02 77.28 72.24 72.84 -3.35 88,419 154,546 +12,677
Sep10 100604 76.66 77.88 73.00 73.52 -3.33 41,800 76,680 +5,480
Oct10 100604 77.17 78.39 73.71 74.21 -3.31 15,291 44,430 +1,099
Nov10 100604 78.01 79.00 74.41 74.90 -3.29 8,531 22,671 +489
Dec10 100604 78.51 79.72 75.07 75.58 -3.28 26,160 100,216 -1,211
Jan11 100604 79.54 79.80 75.90 76.23 -3.28 3,782 24,351 +336
Feb11 100604 80.15 80.69 76.83 76.83 -3.29 1,687 12,185 +15
Mar11 100604 80.40 81.23 77.39 77.39 -3.29 915 8,643 -18
Apr11 100604 77.91 77.91 77.91 77.91 -3.28 445 5,448 -135
May11 100604 78.30 78.39 78.30 78.39 -3.27 473 14,069 +178
Jun11 100604 81.76 82.56 78.74 78.82 -3.26 2,456 19,644 -80
Jul11 100604 79.21 79.21 79.21 79.21 -3.24 407 3,663 +25
Aug11 100604 79.53 79.53 79.53 79.53 -3.24 154 3,456 +72
Total Volume and Open Interest 358,127 757,380 -3,938
Gas Oil(ICE)
Jun10 100604 645.00 652.25 618.00 626.50 -12.00 38,265 67,446 -4,470
Jul10 100604 647.25 655.00 620.50 629.25 -11.75 60,803 89,303 +2,976
Aug10 100604 652.25 659.25 625.00 633.75 -12.00 20,366 48,870 +1,724
Sep10 100604 657.25 663.50 631.50 638.75 -12.25 8,400 44,629 -369
Oct10 100604 664.50 667.00 637.50 644.00 -12.50 5,258 34,920 -211
Nov10 100604 669.25 672.25 643.75 648.50 -12.75 3,608 24,588 -661
Dec10 100604 672.25 678.50 645.00 653.00 -13.00 16,205 92,759 +885
Jan11 100604 677.25 677.50 658.25 658.25 -13.25 1,299 29,145 +510
Feb11 100604 684.00 684.00 663.00 663.00 -13.25 1,012 13,928 -247
Mar11 100604 688.50 688.50 662.75 667.50 -13.25 860 11,503 +235
Total Volume and Open Interest 160,923 561,884 +1,607
Ethanol(CBOT)
Jun10 100603 1.595 1.595 1.595 1.595 -0.005 113 171 -48
Jul10 100604 1.568 1.580 1.568 1.570 -0.025 105 1,105 -38
Aug10 100604 1.588 1.588 1.571 1.576 -0.027 158 1,139 +1
Sep10 100604 1.561 1.561 1.559 1.561 -0.030 22 1,000 +18
Oct10 100604 1.561 1.561 1.559 1.560 -0.030 20 1,002 +20
Nov10 100604 1.560 1.560 1.558 1.559 -0.029 60 775 -5
Dec10 100604 1.589 1.589 1.560 1.564 -0.028 132 1,611 +12
Jan11 100604 1.572 1.572 1.562 1.565 -0.028 30 1,036 +29
Total Volume and Open Interest 683 10,491 +106
US Dollar Index(ICE)
Jun10 100604 87.190 88.405 86.975 88.315 +1.100 16,985 34,365 +863
Sep10 100604 87.550 88.875 87.365 88.795 +1.210 534 3,064 +307
Dec10 100604 88.700 88.965 88.700 88.965 +1.120 0 18 +0
Total Volume and Open Interest 17,519 37,447 +1,170
Australian Dollar(CME)
Jun10 100604 84.17 84.69 82.03 82.05 -2.16 106,791 100,680 -3,471
Sep10 100604 83.30 83.80 81.11 81.18 -2.15 1,549 6,209 -38
Dec10 100604 80.37 82.49 80.37 80.37 -2.12 0 365 +0
Total Volume and Open Interest 108,340 107,263 -3,509
British Pound(CME)
Jun10 100604 146.16 146.82 144.50 144.59 -1.78 133,683 141,204 +3,005
Sep10 100604 146.24 146.81 144.53 144.61 -1.78 2,657 11,296 +322
Dec10 100604 144.64 146.42 144.64 144.64 -1.78 0 43 +0
Total Volume and Open Interest 136,340 152,543 +3,327
Canadian Dollar(CME)
Jun10 100604 96.08 96.57 94.06 94.35 -1.65 89,861 105,030 -153
Sep10 100604 96.00 96.51 94.02 94.30 -1.64 2,523 10,110 +148
Dec10 100604 96.10 96.10 94.00 94.22 -1.62 24 1,911 +4
Mar11 100604 94.08 95.70 94.08 94.08 -1.62 52 335 +25
Total Volume and Open Interest 92,462 117,475 +25
Japanese Yen(CME)
Jun10 100604 108.00 109.42 107.67 109.38 +1.48 131,956 126,556 -775
Sep10 100604 108.16 109.60 107.85 109.55 +1.50 1,482 5,982 +78
Dec10 100604 109.00 109.77 108.27 109.77 +1.50 1 127 +0
Total Volume and Open Interest 133,441 132,667 -698
Swiss Franc(CME)
Jun10 100604 86.47 87.67 85.89 86.10 -0.49 32,807 45,966 -484
Sep10 100604 86.71 87.82 86.12 86.32 -0.49 321 3,630 +134
Dec10 100604 86.56 87.05 86.56 86.56 -0.49 0 13 +0
Total Volume and Open Interest 33,128 49,609 -350
EuroFX(CME)
Jun10 100604 121.65 122.17 119.55 119.66 -2.12 333,002 245,843 -9,577
Sep10 100604 121.75 122.27 119.66 119.77 -2.12 8,687 21,437 +2,102
Dec10 100604 121.90 122.30 119.88 119.88 -2.11 105 533 +71
Total Volume and Open Interest 341,794 267,862 -7,404
Mexican Peso(CME)
Jun10 100604 783.8 784.8 767.8 769.0 -13.2 22,450 78,119 +60
Jul10 100604 767.5 780.8 767.5 767.5 -13.2      
Total Volume and Open Interest 22,685 79,348 +234
30-Year T-Bonds(CBOT)
Jun10 100604 124~290 124~290 124~290 124~290 +2~130      
Sep10 100604 122~000 124~140 121~290 124~120 +2~170 267,328 640,283 +6,099
Dec10 100604 120~310 123~000 120~160 123~000 +2~160 3 87 +0
Total Volume and Open Interest 296,772 708,042 -4,236
10-Year T-Notes(CBOT)
Jun10 100604 120~080 121~190 120~045 121~175 +1~115 127,566 208,663 -36,102
Sep10 100604 119~125 120~250 119~085 120~235 +1~130 1,046,442 1,649,738 -5,228
Dec10 100604 119~050 119~170 118~030 119~160 +1~130 0 56 +0
Total Volume and Open Interest 1,174,008 1,858,478 -41,330
5-Year T-Notes(CBOT)
Jun10 100604 58~126 58~126 58~126 58~126 -58~020 74,764 91,310 +91,310
Sep10 100604 116~047 117~034 116~043 117~030 +0~113 442,302 849,982 +40,336
Dec10 100604 116~021 116~021 115~036 116~021 +0~113 0 2 +0
Total Volume and Open Interest 517,066 941,294 +15,031
2 Year T-Notes(CBOT)
Jun10 100604 54~089 54~089 54~089 54~089 +0~011      
Sep10 100604 108~119 109~018 108~116 109~016 +0~026 223,861 827,038 +5,481
Dec10 100604 108~110 108~110 108~080 108~110 +0~030 1 1 +0
Total Volume and Open Interest 258,651 913,853 -14,301
Eurodollars(CME)
Jun10 100604 99.445 99.450 99.423 99.425 -0.017 127,196 1,076,674 -10,740
Sep10 100604 99.255 99.270 99.185 99.200 -0.045 215,887 1,025,661 +4,258
Dec10 100604 99.075 99.110 99.025 99.050 -0.015 162,835 1,042,197 +10,097
Mar11 100604 98.895 98.980 98.865 98.940 +0.050 165,604 750,258 +1,451
Jun11 100604 98.670 98.780 98.650 98.760 +0.100 178,087 801,977 -15,005
Sep11 100604 98.440 98.560 98.415 98.550 +0.130 140,434 722,619 -7,797
Dec11 100604 98.180 98.315 98.155 98.305 +0.145 132,043 552,024 +17,035
Mar12 100604 97.945 98.100 97.930 98.090 +0.160 92,698 403,744 +7,425
Jun12 100604 97.710 97.865 97.685 97.855 +0.170 67,401 246,606 +1,045
Sep12 100604 97.465 97.630 97.445 97.620 +0.180 35,283 181,111 -497
Dec12 100604 97.210 97.390 97.190 97.380 +0.190 31,695 141,252 -349
Mar13 100604 96.995 97.185 96.980 97.175 +0.195 22,362 133,680 -355
Jun13 100604 96.780 96.970 96.765 96.960 +0.200 8,131 81,653 -587
Sep13 100604 96.585 96.775 96.560 96.760 +0.200 5,724 72,812 +641
Dec13 100604 96.360 96.575 96.355 96.560 +0.205 4,375 38,676 +231
Mar14 100604 96.215 96.415 96.195 96.400 +0.205 3,938 39,337 +122
Jun14 100604 96.055 96.250 96.040 96.235 +0.205 2,839 32,348 +37
Sep14 100604 95.900 96.105 95.885 96.090 +0.205 2,248 22,761 +192
Total Volume and Open Interest 1,405,151 7,519,896 +8,186
30 Day Federal Funds(CBOT)
Jun10 100604 99.785 99.795 99.785 99.793 +0.007 9,467 68,342 +349
Jul10 100604 99.770 99.780 99.770 99.775 +0.005 4,985 51,265 +748
Aug10 100604 99.760 99.770 99.760 99.765 +0.005 2,398 76,251 -179
Sep10 100604 99.750 99.760 99.745 99.755 +0.005 5,167 48,884 +19
Oct10 100604 99.730 99.745 99.725 99.740 +0.010 2,611 70,865 +670
Nov10 100604 99.700 99.715 99.685 99.715 +0.020 3,832 81,322 +772
Total Volume and Open Interest 52,770 618,102 +9,458
30 Day Fed Funds(e-CBOT)
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  
Nov10 090519 98.660 98.660 98.660 98.660 unch 0 1,342  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Jun10 100604 99.613 99.613 99.613 99.613 -0.005 2 2,355 -17
Sep10 100604 99.637 99.637 99.637 99.637 +0.002 0 1,031 +0
Dec10 100604 99.643 99.643 99.643 99.643 +0.003 0 342 +0
Mar11 100604 99.652 99.652 99.652 99.652 +0.002 0 167 +0
Jun11 100604 99.615 99.615 99.615 99.615 unch      
Sep11 100604 99.600 99.600 99.600 99.600 unch      
Dec11 100604 99.610 99.610 99.610 99.610 unch      
Mar12 100604 99.575 99.575 99.575 99.575 unch      
Jun12 100604 99.625 99.625 99.625 99.625 unch      
Sep12 100604 99.685 99.685 99.685 99.685 unch      
Total Volume and Open Interest 2 3,895 -17
3-Mth Euro-Yen(SGX)
Jun10 100604 99.61 99.61 99.61 99.61 +0.00 0 4,153 -1,083
Sep10 100604 99.64 99.64 99.64 99.64 +0.00 2 3,346 +186
Dec10 100604 99.64 99.64 99.64 99.64 +0.00 0 1,461 +0
Mar11 100604 99.64 99.65 99.64 99.65 +0.00 101 1,893 +0
Jun11 100604 99.61 99.61 99.61 99.61 unch 0 102 +0
Sep11 100604 99.60 99.60 99.60 99.60 unch 0 53 +0
Dec11 100604 99.61 99.61 99.61 99.61 unch 0 102 +0
Mar12 100604 99.57 99.57 99.57 99.57 unch 0 305 +0
Total Volume and Open Interest 103 12,481 -897
Japanese Gov't Bonds(SGX)
Jun10 100604 140.37 140.75 140.11 140.75 +0.16 2,345 19,440 -1,955
Sep10 100604 139.97 140.32 139.91 140.31 +0.35 1,500 3,557 +2,105
Dec10 100604 138.22 138.22 138.22 138.22 +0.35      
Total Volume and Open Interest 4,755 22,272 +1,380
Euro-Bund(EUREX)
Jun10 100604 128.79 129.63 128.54 129.39 +0.59 1,051,001 813,676 -114,345
Sep10 100604 128.31 129.30 128.13 129.05 +0.73 137,379 141,673 +68,656
Dec10 100604 127.18 127.18 127.18 127.18 +0.80 0 5 +0
Total Volume and Open Interest 1,188,380 955,354 -45,689
Euro-Bobl(EUREX)
Jun10 100604 120.71 121.36 120.61 121.16 +0.48 579,803 631,912 -26,250
Sep10 100604 120.25 120.92 120.13 120.70 +0.59 191,183 249,068 +122,155
Dec10 100604 120.50 120.50 120.50 120.50 +0.49 89 0 +0
Total Volume and Open Interest 771,075 880,980 +95,905
3-Mth Euribor(EUREX)
Jun10 100604 99.265 99.275 99.265 99.270 +0.005 75 6,924 +44
Sep10 100604 99.090 99.110 99.090 99.095 +0.015 638 3,227 -166
Dec10 100604 98.975 99.015 98.975 99.015 +0.050 1,397 2,550 +428
Total Volume and Open Interest 3,100 18,529 +275
Long Gilt(LIFFE)
Jun10 100604 119~30 120~22 119~21 120~18 +0~23 3,498 23,857 -1,217
Sep10 100604 118~20 119~13 118~06 119~06 +0~24 96,983 278,259 +972
Total Volume and Open Interest 100,481 302,116 -245
3-Mth Short Sterling(LIFFE)
Jun10 100604 99.24 99.24 99.23 99.24 unch 20,085 346,457 +1,078
Sep10 100604 99.05 99.06 99.01 99.03 -0.02 59,624 376,396 -1,702
Dec10 100604 98.88 98.89 98.82 98.86 -0.02 65,799 367,613 +4,668
Mar11 100604 98.78 98.79 98.71 98.76 -0.01 54,734 246,059 +2,255
Jun11 100604 98.62 98.64 98.55 98.62 +0.01 70,757 298,763 -5,421
Sep11 100604 98.43 98.48 98.37 98.45 +0.03 56,604 251,878 -7,690
Total Volume and Open Interest 448,064 2,442,079 +4,179
3-Mth Euribor(LIFFE)
Jun10 100604 99.270 99.275 99.265 99.270 unch 65,760 854,530 -4,960
Sep10 100604 99.095 99.120 99.080 99.095 +0.005 119,130 614,338 +1,422
Dec10 100604 98.975 99.030 98.970 99.010 +0.035 105,253 489,316 -9,748
Total Volume and Open Interest 897,366 3,916,929 -3,074
3-Mth Aus T-Bills(SFE)
Jun10 100604 95.18 95.19 95.16 95.17 -0.02 12,672 227,758 -318
Sep10 100604 95.19 95.20 95.16 95.19 unch 30,218 250,717 +4,194
Dec10 100604 95.07 95.11 95.05 95.08 unch 12,277 132,836 +892
Mar11 100604 94.95 94.99 94.94 94.97 unch 5,758 63,891 -1,070
Jun11 100604 94.82 94.86 94.82 94.84 +0.01 2,302 45,393 +223
Sep11 100604 94.73 94.75 94.71 94.73 +0.01 1,280 32,773 +521
Dec11 100604 94.65 94.68 94.63 94.65 +0.01 2,073 24,999 +457
Mar12 100604 94.61 94.64 94.59 94.60 +0.02 1,866 18,636 +1,072
Jun12 100604 94.59 94.59 94.56 94.56 +0.02 367 4,548 -100
Sep12 100604 94.56 94.56 94.56 94.56 +0.03 10 3,036 +0
Total Volume and Open Interest 68,843 806,422 +5,881
10-Year Aus T-Bonds(SFE)
Jun10 100604 94.56 94.62 94.55 94.59 +0.01 33,763 425,307 -4,425
Sep10 100604 94.56 94.56 94.56 94.56 +0.02 70 310 +1
Total Volume and Open Interest 33,833 425,617 -4,424
3-Year Aus T-Bonds(SFE)
Jun10 100604 95.15 95.17 95.12 95.16 +0.01 135,896 947,257 +10,943
Sep10 100604 95.00 95.05 95.00 95.05 +0.02 382 1,916 +282
Total Volume and Open Interest 136,278 949,173 +11,225
Gold(CMX)
Jun10 100604 1207.6 1220.4 1196.9 1216.2 +7.9 2,799 4,254 -308
Aug10 100604 1208.5 1221.7 1198.1 1217.7 +7.7 90,250 345,784 -1,764
Oct10 100604 1211.2 1223.7 1200.0 1219.7 +7.7 497 21,179 +115
Dec10 100604 1211.5 1226.0 1202.0 1221.8 +7.8 1,731 67,219 +536
Feb11 100604 1210.0 1226.4 1205.0 1224.0 +7.7 50 19,328 -6
Apr11 100604 1211.9 1230.8 1210.5 1226.4 +7.7 250 15,125 +45
Jun11 100604 563.3 577.6 563.3 573.5 +7.6 91 12,791 -28
Aug11 100604 1222.2 1234.9 1222.2 1231.7 +7.5 3 3,989 -4
Oct11 100604 1234.8 1234.8 1234.8 1234.8 +7.4 0 6,982 +0
Dec11 100604 1228.2 1239.7 1219.5 1238.1 +7.3 399 16,225 +265
Feb12 100604 1241.9 1241.9 1241.9 1241.9 +6.7 3 3,957 -3
Apr12 100604 1245.9 1245.9 1245.9 1245.9 +6.2      
Total Volume and Open Interest 97,762 552,857 -1,093
Silver(CMX)
Jul10 100604 1796.5 1803.5 1728.5 1729.9 -63.2 26,784 69,391 -417
Sep10 100604 1796.0 1800.5 1732.5 1733.8 -63.2 2,492 17,030 +608
Dec10 100604 1807.5 1807.5 1737.0 1738.8 -63.2 1,642 17,049 -345
Mar11 100604 1777.5 1777.5 1742.4 1742.4 -63.4 332 7,576 +270
May11 100604 1744.5 1744.5 1744.5 1744.5 -63.7 26 2,720 +22
Jul11 100604 1776.5 1777.0 1746.7 1746.7 -64.0 22 1,673 -2
Sep11 100604 1749.2 1749.2 1749.2 1749.2 -64.3 0 255 +0
Total Volume and Open Interest 31,938 122,309 -59
Platinum(NYMEX)
Jul10 100604 1546.0 1553.9 1509.5 1525.3 -17.6 4,105 26,261 -682
Oct10 100604 1560.0 1560.0 1518.8 1531.3 -18.0 478 3,392 +391
Jan11 100604 1532.1 1532.8 1532.1 1532.8 -17.8 16 356 +10
Apr11 100604 1532.8 1532.8 1532.8 1532.8 -17.8 0 1 +0
Total Volume and Open Interest 4,599 30,012 -281
Palladium(NYMEX)
Jun10 100604 444.95 446.10 427.20 429.80 -19.80 144 237 +40
Sep10 100604 451.25 454.00 425.50 431.00 -19.80 2,451 20,464 -188
Dec10 100604 441.55 441.55 431.10 431.70 -20.00 7 346 -1
Total Volume and Open Interest 2,607 21,124 -147
Copper(CMX)
Jul10 100604 295.05 299.20 279.00 281.95 -12.70 30,064 69,091 -130
Sep10 100604 297.70 301.00 280.90 283.85 -12.75 3,801 29,477 -337
Dec10 100604 300.30 300.90 283.40 286.05 -12.65 1,330 11,522 +49
Mar11 100604 298.10 298.10 285.50 287.45 -12.50 129 6,280 +89
May11 100604 300.00 300.00 286.50 288.25 -12.30 222 1,332 +219
Total Volume and Open Interest 38,098 128,477 +1,459
DJIA Index(CBOT)
Jun10 100604 10255 10284 9880 9946 -312 668 12,657 +134
Sep10 100604 10005 10025 9840 9888 -312 11 245 +8
Dec10 100604 9831 10143 9831 9831 -312 0 2 +0
Mar11 100604 9778 10090 9778 9778 -312      
Total Volume and Open Interest 679 12,904 +142
S & P 500(CME)
Jun10 100604 1103.50 1107.50 1059.50 1066.10 -37.50 22,924 291,101 -1,776
Sep10 100604 1076.50 1083.00 1055.50 1061.80 -37.50 3,943 35,888 +2,015
Dec10 100604 1057.50 1057.50 1051.00 1057.50 -37.50 0 4,380 +0
Mar11 100604 1054.10 1054.10 1047.60 1054.10 -37.50 0 476 +0
Total Volume and Open Interest 26,867 331,890 +239
S & P 500 E-Mini(Globex)
Jun10 100604 1104.00 1107.75 1059.25 1066.00 -37.50 2,214,865 2,694,730 -19,022
Sep10 100604 1099.25 1102.75 1055.25 1061.75 -37.50 20,788 109,561 +6,298
Total Volume and Open Interest 2,235,707 2,807,393 -12,726
NASDAQ 100(CME)
Jun10 100604 1897.50 1904.30 1823.00 1834.30 -63.50 2,690 22,608 -156
Sep10 100604 1832.50 1833.00 1829.00 1832.50 -63.50 3 1,103 -176
Dec10 100604 1829.80 1829.80 1829.30 1829.80 -63.50      
Total Volume and Open Interest 2,693 23,711 -332
NASDAQ 100 E-Mini(Globex)
Jun10 100604 1897.50 1904.50 1824.30 1834.30 -63.50 307,154 344,028 -37
Sep10 100604 1893.30 1902.00 1823.00 1832.50 -63.50 908 3,721 +406
Total Volume and Open Interest 308,068 347,792 +368
S & P Midcap 400(CME)
Jun10 100604 752.00 769.65 734.00 738.60 -30.20 29 3,659 +17
Sep10 100604 736.60 736.60 735.80 736.60 -30.20      
Dec10 100604 734.60 734.60 733.80 734.60 -30.20      
Total Volume and Open Interest 29 3,659 +17
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100604 9965 9970 9555 9615 -305 11,154 43,308 +1,058
Sep10 100604 9965 10025 9625 9675 -305 458 669 +416
Total Volume and Open Interest 11,612 43,977 +1,474
Nikkei 225(SGX)
Jun10 100604 9950 9995 9845 9915 -10 140,477 186,865 -9,511
Sep10 100604 9925 9990 9845 9910 -10 730 10,560 +1,685
Dec10 100604 9865 9865 9865 9865 -10 0 1,697 +200
Total Volume and Open Interest 141,697 205,809 -5,626
CAC 40(EURONEXT)
Jun10 100604 3547.5 3582.5 3379.5 3443.0 -102.5 131,590 510,729 -8,353
Jul10 100604 3569.5 3569.5 3380.0 3438.5 -103.0 45 778 +35
Aug10 100604 3575.5 3577.0 3438.5 3438.5 -103.5 0 83 +0
Total Volume and Open Interest 131,655 513,273 -8,318
Hang Seng Index(HKFE)
Jun10 100604 19770 19823 19639 19814 +15 89,722 78,181 -1,161
Jul10 100604 19686 19755 19600 19752 +8 756 1,102 -18
Total Volume and Open Interest 90,647 81,367 -1,217
DAX(EUREX)
Jun10 100604 6055.5 6115.5 5865.0 5930.5 -53.0 193,918 187,719 +3,943
Sep10 100604 6066.0 6116.0 5870.0 5935.5 -53.0 880 11,084 -192
Dec10 100604 6073.5 6120.0 5877.5 5942.5 -53.5 364 2,570 +53
Total Volume and Open Interest 195,162 201,373 +3,804
FT-SE 100(EURONEXT)
Jun10 100604 5216.50 5264.00 5043.00 5125.50 -77.50 134,322 691,600 +567
Sep10 100604 5185.50 5221.00 5018.00 5086.50 -78.00 12,437 12,826 +10,524
Dec10 100604 5166.50 5184.00 4985.00 5061.50 -78.50 12 3,223 +5
Total Volume and Open Interest 146,831 708,231 +11,136
SPI 200(SFE)
Jun10 100604 4497.0 4507.0 4437.0 4467.0 -19.0 34,796 230,991 -1,681
Sep10 100604 4487.0 4491.0 4429.0 4455.0 -19.0 96 4,192 +55
Dec10 100604 4505.0 4505.0 4472.0 4472.0 -20.0 279 2,871 +126
Total Volume and Open Interest 35,171 239,392 -1,500
GSCI(CME)
Jun10 100604 480.00 484.10 472.60 472.75 -18.25 321 16,995 -81
Jul10 100604 486.00 490.00 478.25 478.25 -18.55 52 158 +75
Aug10 100604 481.50 481.50 481.50 481.50 -18.50      
Total Volume and Open Interest 373 17,153 -6
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.