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MRCI's End of Day Prices
Daily Futures Price Listing Mon April 27, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090427 1034.00 1034.00 984.50 1004.75 -35.50 43,145 56,197 -7,478
Jul09 090427 1028.00 1028.00 975.25 997.00 -37.00 97,177 173,564 +6,056
Aug09 090427 1004.50 1004.50 960.00 975.75 -34.75 2,609 9,009 +428
Sep09 090427 954.25 970.25 919.75 938.75 -31.50 3,308 8,897 +192
Nov09 090427 927.00 927.75 884.00 904.50 -28.75 25,083 107,299 +881
Jan10 090427 918.00 929.00 892.00 909.75 -28.25 1,471 8,186 +580
Mar10 090427 930.00 930.00 900.00 912.50 -28.00 1,338 3,214 +128
Total Volume and Open Interest 178,475 383,854 +1,737
Soybean Meal(CBOT)
May09 090427 324.00 324.00 308.70 314.00 -11.40 16,614 23,546 -443
Jul09 090427 315.80 315.90 300.60 306.30 -12.00 32,482 60,539 +1,501
Aug09 090427 302.50 303.70 292.40 296.00 -11.60 2,891 7,581 +620
Sep09 090427 288.20 288.20 279.30 281.70 -10.50 1,486 8,446 +200
Oct09 090427 265.80 268.30 262.40 263.80 -8.80 1,039 7,086 +61
Dec09 090427 266.30 269.50 256.60 261.10 -8.40 5,978 19,340 -370
Jan10 090427 263.50 263.60 259.80 260.50 -7.70 65 1,707 +12
Mar10 090427 258.80 263.40 257.60 260.10 -7.40 836 1,594 -181
Total Volume and Open Interest 61,778 132,091 +1,587
Soybean Oil(CBOT)
May09 090427 36.06 36.34 34.57 35.54 -0.80 17,119 33,532 -2,099
Jul09 090427 36.56 36.65 34.87 35.84 -0.81 36,145 112,076 +3,653
Aug09 090427 36.57 36.74 35.12 36.00 -0.81 946 14,059 +57
Sep09 090427 36.69 36.87 35.27 36.14 -0.80 516 8,555 -30
Oct09 090427 35.95 37.00 35.95 36.28 -0.80 1,075 4,372 -133
Dec09 090427 37.08 37.38 35.70 36.60 -0.80 5,844 28,352 -199
Jan10 090427 37.09 37.50 36.65 36.83 -0.80 7 1,040 +4
Mar10 090427 37.48 37.48 37.03 37.03 -0.84 118 1,156 +104
Total Volume and Open Interest 61,824 210,233 +1,361
Canola(WCE)
May09 090427 439.0 443.6 435.0 439.5 -7.7 2,486 9,812 -1,303
Jul09 090427 444.0 445.5 434.1 441.0 -7.4 18,181 66,081 +3,243
Nov09 090427 445.0 447.1 435.2 443.5 -7.9 5,111 26,708 +2,657
Jan10 090427 439.5 450.1 439.5 447.7 -7.7 41 1,177 +10
Mar10 090427 452.1 452.1 450.2 450.2 -7.7 7 704 +4
Total Volume and Open Interest 25,842 105,071 +4,625
Corn(CBOT)
May09 090427 375.00 375.50 362.00 372.25 -4.75 60,457 107,165 -15,095
Jul09 090427 383.50 384.00 370.00 380.75 -5.00 94,511 323,136 +6,544
Sep09 090427 393.25 393.50 379.75 390.00 -5.25 15,673 91,101 +1,130
Dec09 090427 404.00 404.75 390.75 401.50 -5.25 31,322 219,616 +4,712
Mar10 090427 416.00 419.00 403.25 413.00 -6.00 2,970 29,124 +465
May10 090427 423.00 423.25 411.75 422.75 -5.00 146 5,546 -11
Total Volume and Open Interest 206,761 823,556 -1,652
Wheat(CBOT)
May09 090427 531.75 539.00 507.00 508.00 -24.25 26,468 40,152 -1,082
Jul09 090427 543.00 550.50 518.00 519.50 -23.75 48,785 157,607 +2,120
Sep09 090427 572.75 575.00 544.00 546.50 -24.00 3,393 44,600 +649
Dec09 090427 595.00 598.00 567.25 568.50 -24.75 6,782 54,129 +648
Mar10 090427 595.00 607.75 584.00 584.75 -23.00 399 2,794 -2
Total Volume and Open Interest 86,385 311,110 +2,451
Wheat(KCBT)
May09 090427 585.25 590.50 564.00 564.50 -21.75 3,158 8,482 -569
Jul09 090427 590.00 598.00 571.00 571.50 -22.00 5,364 40,454 -292
Sep09 090427 606.25 606.25 581.25 581.50 -21.50 489 8,853 -122
Dec09 090427 614.00 619.25 596.75 596.75 -21.25 913 19,064 -4
Mar10 090427 621.75 631.00 609.75 609.75 -21.25 29 715 +2
Total Volume and Open Interest 10,040 79,783 -938
Wheat(MGE)
May09 090427 665.00 668.00 655.00 658.25 -6.75 699 3,029 -201
Jul09 090427 653.75 655.00 636.50 641.50 -9.50 4,183 12,864 +406
Sep09 090427 645.00 647.25 632.50 633.75 -11.00 1,319 7,399 -130
Dec09 090427 647.00 653.75 639.25 640.25 -12.50 936 4,657 +368
Mar10 090427 662.00 662.00 648.25 649.50 -13.00 111 579 +8
Total Volume and Open Interest 7,293 28,710 +452
Oats(CBOT)
May09 090427 195.00 195.00 182.50 187.00 -6.25 1,922 2,213 -1,609
Jul09 090427 204.00 204.00 192.00 196.00 -6.25 815 7,391 +198
Sep09 090427 202.00 211.25 202.00 205.00 -6.25 10 31 -1
Dec09 090427 220.00 225.25 215.00 219.00 -6.25 38 4,908 +9
Total Volume and Open Interest 2,786 14,560 -1,402
Rough Rice(CBOT)
May09 090427 12.78 12.85 12.52 12.72 -0.14 216 1,620 -104
Jul09 090427 12.98 12.98 12.65 12.92 -0.06 235 2,730 +164
Sep09 090427 12.44 12.44 12.29 12.35 -0.01 95 1,478 +38
Nov09 090427 12.38 12.38 12.21 12.37 unch 49 1,489 +8
Total Volume and Open Interest 615 7,817 +116
Live Cattle(CME)
Apr09 090427 86.550 87.450 85.750 86.150 -0.700 3,515 4,767 -1,641
Jun09 090427 81.950 83.250 81.000 81.800 -0.800 16,739 94,879 -16
Aug09 090427 82.500 83.550 81.750 82.300 -0.680 6,069 54,869 +432
Oct09 090427 86.535 87.250 85.885 86.200 -0.935 2,377 32,548 +432
Dec09 090427 88.750 89.250 88.000 88.385 -0.795 785 12,642 -13
Feb10 090427 89.900 90.135 89.000 89.300 -0.750 451 5,240 +82
Total Volume and Open Interest 30,115 206,123 -668
Feeder Cattle(CME)
Apr09 090427 99.450 99.700 99.200 99.450 -0.300 332 1,278 -89
May09 090427 98.400 99.400 97.800 98.600 -0.535 1,548 5,480 -35
Aug09 090427 99.600 100.480 99.135 99.750 -0.600 1,252 9,582 +16
Sep09 090427 100.035 100.385 99.000 100.000 -0.400 66 1,567 +11
Oct09 090427 99.980 100.700 99.000 100.250 -0.150 72 1,571 +41
Nov09 090427 100.580 100.700 99.400 100.300 -0.150 17 422 +4
Jan10 090427 99.300 100.000 99.300 99.980 +0.230 1 24 +0
Total Volume and Open Interest 3,288 19,926 -52
Lean Hogs(CME)
May09 090427 66.000 66.700 66.000 66.000 -3.000 959 5,531 -68
Jun09 090427 68.830 68.950 68.650 68.650 -3.000 9,251 60,180 +1,048
Jul09 090427 70.450 70.450 69.600 69.600 -3.000 2,026 19,154 -41
Aug09 090427 69.500 70.225 69.050 69.080 -2.970 1,284 27,183 +133
Oct09 090427 63.200 63.985 62.650 62.900 -2.750 987 16,449 +106
Dec09 090427 61.650 62.950 61.580 61.750 -2.400 276 5,441 +52
Feb10 090427 65.135 66.500 64.900 65.250 -2.450 21 1,246 +0
Apr10 090427 67.200 68.900 67.200 68.400 -1.800 24 612 +11
Total Volume and Open Interest 14,830 136,045 +1,243
Pork Bellies(CME)
May09 090427 81.385 81.385 78.500 78.500 -3.000 54 399 -15
Jul09 090427 80.830 81.500 80.800 80.800 -3.000 191 471 +85
Aug09 090427 80.750 81.500 77.900 77.900 -2.950 0 70 +0
Feb10 090427 92.500 92.500 92.500 92.500 unch 0 7 +0
Mar10 090427 93.000 93.000 93.000 93.000 unch 0 5 +0
Total Volume and Open Interest 245 952 +70
Class III Milk(CME)
Apr09 090427 10.76 10.78 10.76 10.76 -0.02 8 4,477 -30
May09 090427 10.13 10.17 10.05 10.13 unch 173 4,622 +19
Jun09 090427 11.15 11.15 10.97 11.03 -0.18 381 4,606 +7
Jul09 090427 12.63 12.65 12.43 12.50 -0.15 145 3,171 +18
Aug09 090427 13.81 13.95 13.72 13.77 -0.18 111 2,921 -21
Total Volume and Open Interest 994 30,901 +5
Cocoa(ICE)
May09 090427 2399 2400 2356 2368 -61 10 420 +4
Jul09 090427 2431 2431 2369 2381 -70 5,135 54,126 -240
Sep09 090427 2414 2417 2378 2390 -68 1,081 24,874 +371
Dec09 090427 2413 2419 2394 2403 -69 1,058 15,400 +240
Mar10 090427 2410 2425 2405 2415 -68 314 9,443 -12
May10 090427 2415 2415 2415 2415 -68 6 2,190 +3
Jul10 090427 2423 2423 2423 2423 -66 44 2,777 +42
Total Volume and Open Interest 7,648 111,910 +408
Coffee "C"(ICE)
May09 090427 117.65 117.65 114.00 114.90 -4.10 260 1,186 -1,484
Jul09 090427 118.50 118.75 114.30 115.40 -4.05 6,609 68,462 -124
Sep09 090427 120.75 120.75 116.55 117.60 -3.95 1,679 26,176 -391
Dec09 090427 123.20 123.20 119.40 120.45 -3.90 1,388 13,576 -550
Mar10 090427 125.10 125.10 122.95 123.20 -3.90 1,173 9,456 +228
May10 090427 125.05 125.05 125.05 125.05 -3.90 184 2,665 +90
Total Volume and Open Interest 11,345 123,247 -2,215
Orange Juice(ICE)
May09 090427 81.35 82.60 79.75 81.20 -0.25 592 6,198 -493
Jul09 090427 84.90 86.50 83.45 85.10 +0.20 1,136 16,565 +473
Sep09 090427 87.50 88.25 87.00 88.20 unch 17 3,133 -5
Nov09 090427 92.00 92.00 90.00 91.30 -0.25 9 1,410 +3
Jan10 090427 94.60 94.60 94.60 94.60 +0.05 0 192 +0
Mar10 090427 98.10 98.10 98.10 98.10 +0.60 0 85 +0
Total Volume and Open Interest 1,756 27,812 -22
Sugar #11(ICE)
May09 090427 13.62 13.91 13.50 13.70 -0.20 18,168 62,955 -5,445
Jul09 090427 13.90 14.15 13.82 13.89 -0.29 49,292 264,425 +4,473
Oct09 090427 14.40 14.70 14.40 14.49 -0.24 18,493 141,731 +3,001
Mar10 090427 15.06 15.35 15.05 15.14 -0.21 6,679 86,375 +614
May10 090427 14.83 15.08 14.75 14.85 -0.22 559 22,762 -199
Total Volume and Open Interest 98,604 668,058 +4,055
Sugar #14(ICE)
Jul09 090427 21.55 21.55 21.54 21.54 +0.04 20 2,147 -10
Sep09 090427 21.80 21.80 21.78 21.78 unch 6 2,079 +5
Total Volume and Open Interest 26 4,226 -5
London Cocoa(LCE)
May09 090427 1814 1814 1790 1798 -33 3,160 56,721 -978
Jul09 090427 1735 1742 1716 1722 -35 4,998 63,174 +799
Sep09 090427 1725 1731 1710 1710 -33 1,212 25,081 +275
Dec09 090427 1725 1725 1705 1708 -29 1,952 24,164 +607
Mar10 090427 1718 1721 1705 1705 -29 2,399 15,833 +38
May10 090427 1704 1710 1703 1703 -27 704 4,738 +627
Jul10 090427 1710 1716 1708 1708 -27 1,020 1,446 +823
Total Volume and Open Interest 15,445 191,282 +2,191
London Coffee(LCE)
London Sugar(LCE)
Aug09 090427 416.00 420.00 413.70 418.00 -0.80 2,268 41,077 +211
Oct09 090427 413.60 418.00 412.30 416.00 +0.40 1,070 16,422 +704
Dec09 090427 411.50 414.80 410.30 412.70 -0.30 501 7,658 +88
Mar10 090427 414.00 417.00 411.10 413.90 -0.70 318 4,736 +133
May10 090427 407.00 411.00 406.50 411.00 -1.00 0 538 +0
Total Volume and Open Interest 4,167 71,779 +1,146
Cotton(ICE)
May09 090427 50.61 51.99 50.42 51.97 +0.27 953 1,126 -651
Jul09 090427 52.00 53.37 51.33 53.07 +0.37 10,134 75,101 +262
Oct09 090427 54.50 55.50 54.50 55.47 +0.46 7 483 -3
Dec09 090427 55.57 56.74 55.00 56.50 +0.12 3,928 34,276 -848
Mar10 090427 58.00 59.08 58.00 59.05 -0.06 351 5,623 +248
May10 090427 59.89 59.89 59.89 59.89 +0.03 0 166 +0
Total Volume and Open Interest 15,376 119,497 -989
Lumber(CME)
May09 090427 172.7 172.7 166.5 166.8 -5.9 371 1,819 -2
Jul09 090427 186.2 186.2 179.9 182.7 -3.8 479 4,213 +94
Sep09 090427 195.1 195.1 191.1 191.2 -3.9 140 1,453 +26
Nov09 090427 190.1 190.1 186.0 187.9 -2.3 36 202 +27
Total Volume and Open Interest 1,027 7,724 +145
Crude Oil(NYM)
Jun09 090427 51.45 51.45 48.01 50.14 -1.41 227,296 329,157 -9,861
Jul09 090427 52.60 52.60 49.55 51.52 -1.42 90,781 181,605 +3,582
Aug09 090427 53.50 53.55 50.82 52.69 -1.41 25,988 53,862 +2,986
Sep09 090427 54.50 54.50 52.00 53.74 -1.38 13,279 38,501 +561
Oct09 090427 54.04 55.21 53.00 54.73 -1.30 5,662 31,685 +394
Nov09 090427 56.02 56.15 54.20 55.71 -1.22 3,900 24,931 +161
Dec09 090427 57.21 57.33 54.92 56.63 -1.16 21,123 104,118 -157
Jan10 090427 56.67 57.65 56.67 57.42 -1.12 2,305 24,536 -203
Feb10 090427 57.00 58.38 57.00 58.16 -1.09 771 13,527 +80
Mar10 090427 57.75 59.07 57.75 58.85 -1.06 678 12,881 -320
Apr10 090427 58.45 59.75 58.45 59.52 -1.04 405 5,227 -66
May10 090427 59.08 60.39 59.08 60.16 -1.02 330 5,045 -5
Jun10 090427 59.44 60.84 59.43 60.78 -1.01 2,542 26,029 -743
Jul10 090427 61.32 61.32 61.32 61.32 -0.99 281 7,317 +53
Aug10 090427 61.84 61.84 61.84 61.84 -0.97 242 3,849 +111
Sep10 090427 62.35 62.35 62.35 62.35 -0.96 1,061 6,969 +83
Total Volume and Open Interest 412,718 1,137,809 -1,948
e-miNY Crude Oil(NYM)
Apr09 090309 45.775 48.800 45.000 47.075 +1.550 11,509 5,290 +0
May09 090420 50.050 50.450 45.450 45.875 -4.450 7,086 2,536 -766
Jun09 090427 51.375 51.400 48.025 50.150 -1.400 9,354 3,966 -13
Jul09 090427 52.400 52.400 49.625 51.525 -1.425 258 1,030 +2
Aug09 090427 52.500 52.700 51.000 52.700 -1.400 45 88 +13
Sep09 090427 53.750 53.750 53.750 53.750 -1.375 2 49 +1
Oct09 090427 54.750 54.750 54.750 54.750 -1.275 0 7 +0
Nov09 090427 55.725 55.725 55.725 55.725 -1.200 1 2 -1
Dec09 090427 56.350 56.625 56.350 56.625 -1.175 22 83 +12
Jan10 090427 57.425 57.425 57.425 57.425 -1.125      
Total Volume and Open Interest 9,682 5,281 +14
Heating Oil(NYM)
May09 090427 136.24 136.24 127.85 132.29 -4.54 15,602 20,092 -2,537
Jun09 090427 137.58 137.99 129.40 134.12 -4.46 25,699 64,169 +959
Jul09 090427 137.57 139.33 132.44 137.07 -4.31 5,804 33,269 +806
Aug09 090427 140.45 142.24 135.37 140.17 -4.11 3,219 17,917 +552
Sep09 090427 142.50 145.34 139.20 143.32 -3.91 2,588 15,490 +33
Oct09 090427 143.90 147.93 142.75 146.47 -3.76 1,877 13,226 -69
Nov09 090427 151.05 151.05 145.80 149.62 -3.66 1,659 11,295 +36
Dec09 090427 152.64 154.69 148.19 152.77 -3.56 3,987 27,392 +317
Jan10 090427 152.65 157.15 152.65 155.82 -3.46 926 8,991 -158
Feb10 090427 155.75 159.42 154.02 158.12 -3.31 793 6,997 +115
Mar10 090427 157.25 160.05 155.56 159.42 -3.21 925 5,080 -251
Apr10 090427 158.00 161.01 157.54 159.77 -3.16 772 3,914 -113
Total Volume and Open Interest 67,688 268,385 -62
Gasoline(NYMEX)
May09 090427 144.20 144.20 135.20 140.32 -3.88 20,669 21,196 -3,824
Jun09 090427 144.02 144.02 135.77 140.83 -3.92 25,996 74,658 +4,779
Jul09 090427 144.06 144.06 137.05 141.98 -3.81 7,869 33,866 -175
Aug09 090427 145.01 145.01 138.10 142.97 -3.69 3,522 21,967 +909
Sep09 090427 144.00 145.30 138.93 143.41 -3.56 1,855 18,082 +346
Oct09 090427 134.99 135.87 130.74 134.81 -3.43 2,243 13,643 +533
Nov09 090427 135.20 135.20 135.11 135.11 -3.53 352 4,087 -27
Dec09 090427 133.03 136.71 133.03 136.71 -3.48 423 10,261 +97
Jan10 090427 139.31 139.31 139.31 139.31 -3.48 6 2,563 +3
Feb10 090427 142.11 142.11 142.11 142.11 -3.48 0 916 +0
Total Volume and Open Interest 62,945 211,586 +2,646
e-miNY RBOB Gasoline(NYM)
May09 090427 140.32 140.32 140.32 140.32 -3.88 0 3 +0
Jun09 090427 140.83 140.83 140.83 140.83 -3.92      
Jul09 090427 141.98 141.98 141.98 141.98 -3.81      
Aug09 090427 142.97 142.97 142.97 142.97 -3.69      
Total Volume and Open Interest 0 5 +0
Natural Gas(NYM)
May09 090427 3.268 3.278 3.155 3.253 -0.044 59,801 31,110 -8,968
Jun09 090427 3.390 3.390 3.261 3.362 -0.040 40,528 107,230 +8,070
Jul09 090427 3.572 3.572 3.409 3.507 -0.043 9,240 74,547 +896
Aug09 090427 3.650 3.655 3.540 3.638 -0.045 6,419 43,769 +39
Sep09 090427 3.665 3.734 3.625 3.724 -0.043 3,337 30,600 -539
Oct09 090427 3.819 3.881 3.775 3.868 -0.042 7,481 45,291 -220
Nov09 090427 4.539 4.560 4.480 4.556 -0.057 1,355 21,284 +153
Dec09 090427 5.300 5.300 5.226 5.274 -0.064 3,735 33,415 -476
Jan10 090427 5.620 5.631 5.551 5.596 -0.070 5,199 29,810 -696
Feb10 090427 5.650 5.668 5.605 5.647 -0.069 1,257 13,653 -207
Mar10 090427 5.600 5.609 5.550 5.591 -0.060 2,201 26,979 +421
Apr10 090427 5.420 5.454 5.396 5.436 -0.052 1,977 28,155 +618
May10 090427 5.473 5.505 5.468 5.488 -0.050 1,091 12,919 -331
Jun10 090427 5.600 5.624 5.595 5.603 -0.050 811 7,891 +397
Jul10 090427 5.720 5.745 5.720 5.733 -0.050 142 6,065 -41
Aug10 090427 5.810 5.819 5.798 5.816 -0.047 47 6,590 +18
Total Volume and Open Interest 145,349 661,539 -719
Brent Crude Oil(ICE)
Jun09 090427 51.04 51.19 48.40 50.32 -1.27 84,599 148,868 -2,064
Jul09 090427 51.89 52.23 49.52 51.34 -1.25 43,190 124,282 +6,876
Aug09 090427 52.87 53.25 50.61 52.38 -1.16 16,351 46,741 +3,229
Sep09 090427 53.51 54.16 51.65 53.31 -1.05 7,145 31,075 +591
Oct09 090427 54.39 55.05 52.59 54.23 -1.00 4,660 20,532 -48
Nov09 090427 55.28 55.92 53.51 55.15 -0.97 4,081 18,328 -692
Dec09 090427 56.14 56.79 54.43 56.06 -0.92 12,131 93,459 -1,072
Jan10 090427 56.02 56.90 56.01 56.90 -0.90 1,402 17,733 +105
Feb10 090427 57.72 57.72 57.72 57.72 +0.32 722 7,482 +107
Mar10 090427 58.40 58.51 58.40 58.51 -0.79 474 7,099 +48
Apr10 090427 59.27 59.27 59.27 59.27 -0.87      
May10 090427 59.97 59.97 59.97 59.97 -0.85      
Jun10 090427 60.02 60.60 59.20 60.60 -0.95 1,711 15,406 +180
Jul10 090427 61.14 61.14 61.14 61.14 -0.81      
Total Volume and Open Interest 181,841 668,210 +7,670
Gas Oil(ICE)
May09 090427 432.00 432.25 410.75 421.00 -3.25 41,024 63,721 -5,333
Jun09 090427 439.25 439.25 417.75 428.25 -12.25 30,808 85,198 +1,162
Jul09 090427 444.25 448.00 427.00 437.00 -12.50 8,135 41,050 +1,794
Aug09 090427 449.75 457.25 437.50 446.50 -12.25 2,477 29,992 +424
Sep09 090427 457.00 466.50 446.25 456.00 -12.50 3,525 29,942 -96
Oct09 090427 464.25 466.00 460.00 465.50 -12.25 1,636 22,143 +561
Nov09 090427 475.25 475.25 469.00 474.50 -12.00 1,091 16,064 +364
Dec09 090427 488.50 490.50 473.25 483.00 -12.00 5,726 53,984 +364
Jan10 090427 487.00 493.00 483.75 492.50 -11.75 1,020 21,207 +81
Feb10 090427 501.00 501.25 501.00 501.00 -11.50 212 11,830 +52
Total Volume and Open Interest 87,281 466,934 +3,500
Ethanol(CBOT)
Apr09 090403 1.583 1.583 1.583 1.583 -0.011 37 38 -27
May09 090427 1.560 1.560 1.556 1.559 -0.011 55 204 -43
Jun09 090427 1.550 1.555 1.550 1.555 -0.015 63 705 +60
Jul09 090427 1.570 1.570 1.560 1.570 -0.015 50 647 +15
Aug09 090427 1.575 1.575 1.575 1.575 -0.015 5 142 +0
Sep09 090427 1.580 1.580 1.580 1.580 -0.015 5 154 +0
Oct09 090427 1.580 1.580 1.580 1.580 -0.020 2 317 +0
Nov09 090427 1.590 1.590 1.590 1.590 -0.020 20 392 +5
Total Volume and Open Interest 262 4,266 +39
US Dollar Index(ICE)
Jun09 090427 84.865 86.075 84.865 85.920 +1.000 5,508 20,413 -923
Sep09 090427 85.540 86.250 85.520 86.250 +0.955 24 2,102 -10
Dec09 090427 86.630 86.630 86.630 86.630 +0.955 0 6 +0
Total Volume and Open Interest 5,532 22,521 -933
Australian Dollar(CME)
Jun09 090427 71.94 71.98 70.65 70.86 -1.12 41,218 69,769 +778
Sep09 090427 70.80 71.63 70.32 70.51 -1.12 93 474 +19
Dec09 090427 70.21 71.33 70.21 70.21 -1.12 0 18 +0
Total Volume and Open Interest 41,311 70,276 +797
British Pound(CME)
Jun09 090427 146.60 146.94 145.13 146.36 -0.33 75,571 83,631 -1,591
Sep09 090427 145.50 146.92 145.41 146.37 -0.33 4 387 +0
Dec09 090427 146.38 146.71 145.50 146.38 -0.33 0 50 +0
Total Volume and Open Interest 75,575 84,070 -1,591
Canadian Dollar(CME)
Jun09 090427 82.64 82.83 81.86 82.01 -0.81 52,625 61,370 +1,046
Sep09 090427 82.45 82.91 81.97 82.10 -0.81 98 2,394 +15
Dec09 090427 82.52 83.02 82.08 82.20 -0.82 72 1,292 +4
Mar10 090427 82.62 83.16 82.21 82.31 -0.85 35 416 +6
Total Volume and Open Interest 52,835 65,510 +1,070
Japanese Yen(CME)
Jun09 090427 103.29 103.77 103.03 103.46 +0.34 69,428 74,471 +422
Sep09 090427 103.63 103.91 103.26 103.63 +0.33 7 1,088 +0
Dec09 090427 104.00 104.03 103.53 103.85 +0.32 10 98 +10
Total Volume and Open Interest 69,445 75,670 +432
Swiss Franc(CME)
Jun09 090427 87.89 88.08 86.22 86.54 -1.31 30,837 32,569 -2,490
Sep09 090427 87.22 88.01 86.40 86.70 -1.30 7 208 -4
Dec09 090427 86.88 88.20 86.88 86.88 -1.32 0 8 +0
Total Volume and Open Interest 30,844 32,785 -2,494
EuroFX(CME)
Jun09 090427 132.40 132.41 129.94 130.18 -2.25 137,689 105,731 +1,549
Sep09 090427 132.20 132.24 129.90 130.12 -2.25 142 1,709 -5
Dec09 090427 132.02 132.36 130.11 130.11 -2.25 7 43 +6
Total Volume and Open Interest 137,838 107,486 +1,550
Mexican Peso(CME)
May09 090427 716.0 750.5 716.0 716.0 -34.5      
Jun09 090427 731.8 732.2 704.0 711.2 -34.5 10,122 52,456 -333
Total Volume and Open Interest 10,122 56,053 -333
30-Year T-Bonds(CBOT)
Jun09 090427 124~120 125~045 124~000 125~010 +0~255 158,742 692,580 -6,077
Sep09 090427 123~050 123~230 122~225 123~220 +0~255 44 536 +9
Dec09 090427 122~060 122~195 121~260 122~195 +0~255 26 211 +0
Total Volume and Open Interest 158,837 693,352 -6,043
10-Year T-Notes(CBOT)
Jun09 090427 121~225 122~110 121~210 122~095 +0~240 671,530 1,015,219 -1,474
Sep09 090427 120~185 120~235 119~315 120~230 +0~235 7 60 +5
Dec09 090427 120~005 120~005 119~085 120~005 +0~240      
Total Volume and Open Interest 671,537 1,015,279 -1,469
5-Year T-Notes(CBOT)
Jun09 090427 117~048 117~107 117~046 117~105 +0~069 354,519 801,236 +4,179
Sep09 090427 116~127 117~009 116~127 117~009 +0~069 248 1,578 +245
Dec09 090427 54~089 54~089 54~089 54~089 +0~069      
Total Volume and Open Interest 354,767 802,814 +4,424
2 Year T-Notes(CBOT)
Jun09 090427 108~096 108~096 108~096 108~096 +0~024 115 481,291 -429
Sep09 090427 108~028 108~028 108~008 108~028 +0~020      
Dec09 090427 108~028 108~028 108~008 108~028 +0~020      
Total Volume and Open Interest 81,985 481,291 -429
Eurodollars(CME)
Jun09 090427 98.990 99.040 98.975 99.010 +0.035 197,470 1,025,914 +4,583
Sep09 090427 98.920 98.990 98.900 98.965 +0.060 179,191 956,063 -11,711
Dec09 090427 98.670 98.795 98.670 98.775 +0.100 169,794 704,003 -25
Mar10 090427 98.510 98.665 98.510 98.650 +0.130 166,373 669,824 +1,248
Jun10 090427 98.300 98.425 98.295 98.420 +0.140 175,478 468,197 -1,817
Sep10 090427 98.060 98.200 98.035 98.190 +0.145 148,423 397,000 -4,380
Dec10 090427 97.785 97.935 97.785 97.925 +0.140 116,586 451,129 -2,482
Mar11 090427 97.590 97.730 97.590 97.720 +0.130 83,722 301,226 -1,740
Jun11 090427 97.410 97.505 97.400 97.495 +0.125 42,856 238,874 +786
Sep11 090427 97.210 97.300 97.195 97.295 +0.125 35,720 150,717 +1,545
Dec11 090427 97.015 97.100 96.995 97.095 +0.120 30,330 112,654 +776
Mar12 090427 96.915 96.980 96.880 96.975 +0.105 22,364 87,300 +1,034
Jun12 090427 96.835 96.865 96.765 96.855 +0.100 6,008 83,877 +181
Sep12 090427 96.740 96.765 96.670 96.760 +0.095 5,906 63,948 +38
Dec12 090427 96.605 96.655 96.560 96.645 +0.090 5,102 52,777 -181
Mar13 090427 96.590 96.610 96.525 96.600 +0.085 5,414 51,024 +834
Jun13 090427 96.510 96.530 96.450 96.525 +0.080 4,140 22,902 -823
Sep13 090427 96.450 96.460 96.385 96.455 +0.075 3,118 38,093 -427
Total Volume and Open Interest 1,417,832 6,098,659 -13,308
30 Day Federal Funds(CBOT)
Apr09 090427 99.848 99.853 99.845 99.850 +0.005 4,155 70,437 -950
May09 090427 99.815 99.825 99.810 99.815 +0.005 5,820 68,625 -46
Jun09 090427 99.810 99.815 99.805 99.805 unch 4,002 43,432 +5
Jul09 090427 99.790 99.800 99.780 99.790 +0.010 6,185 38,887 -981
Aug09 090427 99.760 99.775 99.750 99.765 +0.015 1,644 35,474 -64
Sep09 090427 99.740 99.750 99.730 99.745 +0.015 800 30,866 -45
Total Volume and Open Interest 27,780 447,663 -1,156
30 Day Fed Funds(e-CBOT)
Apr09 090427 99.848 99.853 99.848 99.850 +0.005 4,155 70,437 -950
May09 090427 99.815 99.825 99.815 99.820 +0.005 5,820 68,625 -46
Jun09 090427 99.810 99.815 99.810 99.810 unch 4,002 43,432 +5
Jul09 090427 99.790 99.800 99.790 99.790 +0.010 6,185 38,887 -981
Aug09 090427 99.760 99.775 99.755 99.765 +0.010 1,644 35,474 -64
Sep09 090427 99.740 99.750 99.740 99.750 +0.025 800 30,866 -45
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Jun09 090427 99.45 99.45 99.45 99.45 unch      
Sep09 090427 99.50 99.50 99.50 99.50 unch      
Dec09 090427 99.49 99.49 99.49 99.49 unch      
Mar10 090427 99.46 99.46 99.46 99.46 unch      
Jun10 090427 99.43 99.43 99.43 99.43 unch      
Sep10 090427 99.37 99.37 99.37 99.37 unch      
Dec10 090427 99.32 99.32 99.32 99.32 unch      
Mar11 090427 99.24 99.24 99.24 99.24 unch      
Jun11 090427 99.20 99.20 99.20 99.20 +0.03      
Sep11 090427 99.20 99.20 99.20 99.20 +0.03      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090427 99.45 99.45 99.45 99.45 unch 300 11,713 +0
Sep09 090427 99.51 99.51 99.51 99.51 +0.03 2 4,305 +0
Dec09 090427 99.50 99.50 99.50 99.50 +0.03 51 2,126 +0
Mar10 090427 99.48 99.48 99.48 99.48 +0.03 50 2,077 +0
Jun10 090427 99.44 99.44 99.44 99.44 +0.03 50 600 +0
Sep10 090427 99.39 99.39 99.39 99.39 +0.03 0 252 +0
Dec10 090427 99.34 99.34 99.34 99.34 +0.03 0 252 +0
Mar11 090427 99.25 99.25 99.25 99.25 +0.03 0 412 +0
Total Volume and Open Interest 453 24,812 +1,500
Japanese Gov't Bonds(SGX)
Jun09 090424 137.26 137.35 137.11 137.28 +0.14 918 11,082 +78
Sep09 090427 136.70 136.70 136.70 136.70 -0.58      
Dec09 090427 136.70 136.70 136.70 136.70 -0.58      
Total Volume and Open Interest 1,854 11,231 +149
Euro-Bund(EUREX)
Jun09 090427 122.73 123.37 122.67 122.78 +0.61 850,143 799,045 -60,070
Sep09 090427 122.25 122.74 122.25 122.29 +0.57 222 22,587 +104
Dec09 090427 121.78 121.78 121.78 121.78 +0.61      
Total Volume and Open Interest 850,365 821,632 -59,966
Euro-Bobl(EUREX)
Jun09 090421 115.96 116.15 115.68 115.85 +0.49 354,301 703,878 +23,935
Sep09 090427 116.16 116.16 115.78 115.78 +0.09 416 30,258 +98
Dec09 090427 115.46 115.46 115.46 115.46 +0.14      
Total Volume and Open Interest 457,747 725,080 +7,556
3-Mth Euribor(EUREX)
Jun09 090306 98.535 98.560 98.500 98.505 -0.030 271 5,237 -199
Sep09 090427 98.700 98.700 98.685 98.685 +0.060 1 7,923 +0
Dec09 090427 98.535 98.535 98.515 98.520 +0.085 1 4,493 +0
Total Volume and Open Interest 283 33,021 -25
Long Gilt(LIFFE)
Jun09 090427 121~11 121~18 120~21 120~25 +0~04 93,459 312,451 +9,410
Sep09 090427 120~09 120~09 119~20 119~20 +0~04 4,647 2,303 +2,303
Total Volume and Open Interest 98,106 314,754 +11,713
3-Mth Short Sterling(LIFFE)
Jun09 090427 98.70 98.72 98.67 98.68 +0.01 49,218 297,370 +7,805
Sep09 090427 98.66 98.71 98.63 98.65 +0.02 61,480 300,892 +4,300
Dec09 090427 98.39 98.46 98.36 98.38 +0.04 45,209 289,075 +5,875
Mar10 090427 98.15 98.24 98.14 98.16 +0.07 49,558 295,175 -736
Jun10 090427 97.86 97.94 97.83 97.85 +0.08 55,148 230,291 -5,847
Sep10 090427 97.51 97.63 97.51 97.55 +0.09 59,095 222,762 +8,918
Total Volume and Open Interest 419,559 2,012,010 +40,910
3-Mth Euribor(LIFFE)
Jun09 090427 98.700 98.725 98.700 98.705 unch 102,973 645,392 +4,279
Sep09 090427 98.675 98.710 98.675 98.680 +0.010 106,141 535,514 -1,164
Dec09 090427 98.490 98.555 98.490 98.515 +0.030 95,179 496,630 +4,455
Total Volume and Open Interest 665,993 3,337,339 +13,922
3-Mth Aus T-Bills(SFE)
Jun09 090427 97.06 97.10 97.05 97.09 +0.03 10,794 295,097 +1,227
Sep09 090427 97.20 97.27 97.18 97.26 +0.05 6,692 211,552 -88
Dec09 090427 97.13 97.20 97.12 97.18 +0.04 3,865 113,771 -168
Mar10 090427 96.82 96.90 96.80 96.88 +0.05 3,714 84,941 +1,064
Jun10 090427 96.41 96.50 96.41 96.49 +0.07 1,906 63,523 -584
Sep10 090427 96.02 96.13 96.02 96.11 +0.08 636 36,167 -476
Dec10 090427 95.71 95.79 95.71 95.76 +0.08 157 23,304 -1,624
Mar11 090427 95.44 95.47 95.43 95.47 +0.09 51 12,116 +1
Jun11 090427 95.19 95.24 95.19 95.20 +0.09 50 2,743 +50
Sep11 090427 94.99 94.99 94.99 94.99 +0.09 50 373 +0
Total Volume and Open Interest 27,915 843,761 -598
10-Year Aus T-Bonds(SFE)
Jun09 090427 95.49 95.56 95.49 95.54 +0.04 16,809 292,533 +292,533
Sep09 090427 95.50 95.50 95.50 95.50 +0.04 101 101 +101
Total Volume and Open Interest 16,910 292,634 -12,934
3-Year Aus T-Bonds(SFE)
Jun09 090427 96.49 96.60 96.49 96.58 +0.08 36,767 0 -482,945
Sep09 090427 96.58 96.58 96.58 96.58 +0.08      
Total Volume and Open Interest 48,229 478,566 -4,379
Gold(CMX)
Apr09 090427 918.0 918.0 906.3 907.4 -6.2 234 1,040 +124
Jun09 090427 915.0 919.7 905.8 908.2 -5.9 90,672 239,308 +7,635
Aug09 090427 919.3 920.5 908.0 909.9 -5.9 2,731 23,263 -589
Oct09 090427 920.0 921.6 910.5 911.2 -5.9 834 7,513 -47
Dec09 090427 921.6 924.0 910.8 912.6 -6.0 1,981 25,638 +307
Feb10 090427 914.6 914.6 913.0 914.2 -6.1 60 4,937 +12
Apr10 090427 919.0 919.0 915.8 915.8 -6.2 5 3,329 +3
Jun10 090427 922.8 922.8 917.6 917.6 -6.3 600 6,524 +0
Aug10 090427 919.5 919.5 919.5 919.5 -6.5 0 476 +0
Oct10 090427 921.5 921.5 921.5 921.5 -6.7 0 502 +0
Dec10 090427 935.0 935.0 923.6 923.7 -6.9 672 10,811 +616
Feb11 090427 926.2 926.2 926.2 926.2 -7.0 0 12 +0
Total Volume and Open Interest 98,467 344,626 +8,224
Silver(CMX)
May09 090427 1289.5 1324.0 1277.5 1295.5 +3.5 25,462 29,262 -1,269
Jul09 090427 1295.0 1325.0 1280.5 1298.5 +3.5 7,651 35,057 +2,385
Sep09 090427 1300.0 1316.5 1284.5 1300.0 +3.5 303 5,776 +101
Dec09 090427 1324.0 1324.0 1285.0 1302.1 +3.6 865 12,640 +83
Mar10 090427 1302.0 1303.6 1302.0 1303.6 +3.5 20 5,509 +20
May10 090427 1304.5 1304.5 1304.5 1304.5 +3.4 18 377 -8
Jul10 090427 1305.7 1305.7 1305.7 1305.7 +3.2 6 2,409 -3
Total Volume and Open Interest 34,503 97,077 +1,334
Platinum(NYMEX)
Apr09 090427 1146.3 1146.3 1146.3 1146.3 -33.7 35 65 -47
Jul09 090427 1185.0 1191.6 1142.0 1150.3 -33.7 1,176 19,598 -42
Oct09 090427 1156.7 1156.7 1147.4 1155.0 -34.2 6 578 -5
Jan10 090427 1156.5 1156.5 1156.5 1156.5 -34.2 0 2 +0
Total Volume and Open Interest 1,217 20,243 -94
Palladium(NYMEX)
Jun09 090427 236.40 236.40 225.50 228.95 -6.75 1,033 13,740 -587
Sep09 090427 237.35 237.35 227.25 230.10 -6.70 43 189 +26
Dec09 090427 231.35 231.35 231.35 231.35 -6.60 2 17 +1
Total Volume and Open Interest 1,078 13,946 -560
Copper(CMX)
May09 090427 202.20 206.95 195.25 198.65 -6.40 13,985 13,346 -955
Jul09 090427 204.40 206.90 195.05 198.55 -6.45 12,381 65,350 +2,217
Sep09 090427 199.95 200.00 194.80 198.15 -6.25 858 12,971 +469
Dec09 090427 195.10 198.00 194.60 197.60 -6.10 622 4,034 +326
Mar10 090427 194.30 197.20 194.30 197.20 -6.00 134 710 +88
Total Volume and Open Interest 28,850 106,719 +2,310
Aluminum(CMX)
Apr09 090427 0.66 0.66 0.66 0.66 unch      
May09 090427 0.66 0.66 0.66 0.66 unch      
Jun09 090427 0.67 0.67 0.67 0.67 unch      
Jul09 090427 0.67 0.67 0.67 0.67 unch      
Aug09 080724 143.35 143.35 143.35 143.35 unch      
Sep09 080724 143.85 143.85 143.85 143.85 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun09 090427 7990 8075 7900 8002 -54 1,585 9,129 +164
Sep09 090427 7990 7990 7950 7950 -54 0 789 +0
Dec09 090427 7914 7968 7914 7914 -54      
Mar10 090427 7872 7926 7872 7872 -54      
Total Volume and Open Interest 1,585 9,918 +164
S & P 500(CME)
Jun09 090427 862.80 865.50 846.60 856.80 -9.70 26,377 435,493 -1,281
Sep09 090427 850.00 854.70 845.70 852.90 -9.80 1,338 12,872 +1,171
Dec09 090427 849.80 856.70 842.70 849.80 -9.90 0 1,096 +0
Mar10 090427 847.40 854.30 840.30 847.40 -9.90 0 382 +0
Total Volume and Open Interest 27,715 449,845 -110
S & P 500 E-Mini(Globex)
Jun09 090427 863.25 865.75 846.75 856.75 -9.75 2,407,351 0 -2,471,488
Sep09 090427 859.00 861.50 843.75 853.00 -9.75 5,171 35,142 -228
Total Volume and Open Interest 2,494,733 2,531,617 +24,697
NASDAQ 100(CME)
Jun09 090427 1369.80 1384.00 1350.80 1373.30 -1.70 3,496 23,005 +18
Sep09 090427 1371.80 1371.80 1368.80 1371.80 -2.00      
Dec09 090427 1374.80 1374.80 1371.80 1374.80 -2.00      
Total Volume and Open Interest 3,496 23,005 +18
NASDAQ 100 E-Mini(Globex)
Jun09 090427 1368.00 1383.50 1350.30 1373.30 -1.70 363,322 268,059 -4,980
Sep09 090427 1353.00 1381.50 1350.30 1371.80 -2.00 37 923 -5
Total Volume and Open Interest 363,359 268,997 -4,985
S & P Midcap 400(CME)
Jun09 090427 540.00 551.00 538.50 544.90 -6.90 9 4,660 -2
Sep09 090427 542.90 542.90 542.00 542.90 -6.90      
Dec09 090427 540.90 540.90 540.00 540.90 -6.90      
Total Volume and Open Interest 9 4,660 -2
Russell 2000(CME)
Jun09 090427 0.05 0.05 0.05 0.05 unch 12 5,209 +21
Sep09 090427 0.05 0.05 0.05 0.05 unch 0 4,372 +0
Dec09 090427 0.05 0.05 0.05 0.05 unch 0 1,375 +505
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun09 090427 8800 8850 8650 8730 -20 105,515 167,096 +0
Sep09 090427 8735 8735 8735 8735 -20 0 447 +0
Total Volume and Open Interest 105,826 172,286 +3,075
Nikkei 225(SGX)
Jun09 090427 8800 8850 8650 8730 -20 105,515 167,096 +0
Sep09 090427 8735 8735 8735 8735 -20 0 447 +0
Dec09 090427 8685 8685 8685 8685 -15 0 277 +0
Total Volume and Open Interest 105,826 172,286 +3,075
CAC 40(EURONEXT)
May09 090427 3027.0 3071.0 2999.5 3062.0 -1.0 119,171 369,017 +3,245
Jun09 090427 2989.0 3016.0 2949.0 3011.0 -1.0 366 41,476 +225
Jul09 090427 3009.5 3010.0 3009.5 3010.0 -1.0 11 11 +11
Total Volume and Open Interest 119,550 413,513 +3,479
Hang Seng Index(HKFE)
Apr09 090427 15020 15266 14804 14994 -386 81,599 79,847 -1,466
May09 090427 15028 15053 14618 14801 -379 5,315 18,271 +8,179
Jun09 090427 15100 15100 14540 14712 -383 313 2,865 +10
Total Volume and Open Interest 87,237 101,744 +6,725
DAX(EUREX)
Jun09 090427 4637.5 4723.5 4578.5 4713.0 +37.5 159,565 138,829 -4,382
Sep09 090427 4629.0 4726.0 4591.5 4720.5 +37.5 167 6,357 -4
Dec09 090427 4639.0 4740.0 4621.5 4731.5 +37.0 43 2,193 +6
Total Volume and Open Interest 159,775 147,379 -4,380
FT-SE 100(EURONEXT)
Jun09 090427 4069.00 4137.50 4046.00 4130.00 +22.50 110,988 723,345 +6,826
Sep09 090427 4022.50 4096.50 4018.00 4096.50 +23.00 119 1,075 +83
Dec09 090427 4020.00 4072.00 4020.00 4071.50 +22.50 44 1,297 -5
Total Volume and Open Interest 111,151 725,717 +6,904
SPI 200(SFE)
Jun09 090427 3732.0 3786.0 3676.0 3716.0 -16.0 27,682 303,239 -1,861
Sep09 090427 3739.0 3739.0 3640.0 3679.0 -15.0 3 2,095 -5
Dec09 090427 3672.0 3672.0 3672.0 3672.0 -15.0 52 2,487 +52
Total Volume and Open Interest 28,088 309,177 -1,814
GSCI(CME)
May09 090427 353.80 364.50 351.90 360.25 -9.10 507 15,212 -73
Jun09 090427 365.50 368.00 359.00 365.50 -9.50 4 5 +0
Jul09 090427 371.50 374.00 365.00 371.50 -9.00      
Total Volume and Open Interest 511 15,217 -73
Reuters CCI(ICE)
Jun09 090427 218.70 218.70 218.70 218.70 -2.80 0 50 +0
Aug09 090427 383.00 383.00 383.00 383.00 -7.50 0 419 +0
Nov09 090427 395.00 395.00 395.00 395.00 -7.50 0 2 +0
Total Volume and Open Interest 0 151 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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