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MRCI's End of Day Prices
Daily Futures Price Listing Tue May 12, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May09 090512 1129.00 1139.00 1115.00 1137.50 +7.50 2,010 2,335 -1,357
Jul09 090512 1115.75 1127.50 1102.00 1117.50 +1.50 70,559 207,345 +1,665
Aug09 090512 1075.00 1087.25 1064.00 1075.00 -1.00 6,963 14,734 +1,211
Sep09 090512 1023.00 1027.75 1018.50 1023.50 -1.50 1,161 8,614 +594
Nov09 090512 982.25 995.75 978.00 979.50 -3.50 20,634 128,354 +859
Jan10 090512 985.00 998.00 982.00 983.75 -3.00 1,027 11,084 +236
Mar10 090512 988.00 995.00 981.00 982.00 -2.00 471 4,387 +318
Total Volume and Open Interest 103,621 398,738 +3,599
Soybean Meal(CBOT)
May09 090512 362.40 366.50 360.40 366.20 +3.80 1,154 2,103 -698
Jul09 090512 345.10 347.40 340.50 346.70 +2.30 28,739 79,561 +1,477
Aug09 090512 326.40 329.00 323.70 328.20 +1.80 5,013 13,850 +602
Sep09 090512 311.00 311.00 307.50 310.20 +1.80 1,547 9,800 +255
Oct09 090512 290.40 290.60 286.00 287.40 -0.20 1,612 10,277 +613
Dec09 090512 282.00 284.80 280.00 281.70 -0.20 6,693 24,868 +1,394
Jan10 090512 279.50 281.00 278.10 279.30 -0.20 156 2,921 +47
Mar10 090512 277.40 289.70 277.00 277.40 unch 154 2,585 +0
Total Volume and Open Interest 45,543 148,887 +3,810
Soybean Oil(CBOT)
May09 090512 39.68 39.90 39.23 39.39 +0.11 3,251 2,320 -507
Jul09 090512 39.59 40.20 39.28 39.68 +0.10 34,738 128,253 +390
Aug09 090512 39.80 40.34 39.53 39.85 +0.10 3,069 18,519 +237
Sep09 090512 40.26 40.33 39.80 40.01 +0.10 2,115 12,112 +778
Oct09 090512 40.02 40.66 39.89 40.13 +0.10 1,055 7,142 +259
Dec09 090512 40.34 40.98 40.08 40.44 +0.10 5,286 29,681 +462
Jan10 090512 40.53 40.90 40.53 40.67 +0.12 46 1,991 +19
Mar10 090512 41.08 41.13 40.84 40.92 +0.12 16 1,396 -3
Total Volume and Open Interest 49,746 208,995 +1,734
Canola(WCE)
May09 090512 471.1 471.1 471.1 471.1 +2.2      
Jul09 090512 464.6 468.0 462.5 466.1 +2.2 11,774 72,839 -82
Nov09 090512 460.1 464.5 460.1 463.6 +3.0 5,288 36,278 +348
Jan10 090512 464.0 468.9 464.0 468.2 +3.9 5 1,438 +3
Mar10 090512 467.4 470.7 467.4 470.0 +4.5 3 910 +0
Total Volume and Open Interest 17,070 112,210 +269
Corn(CBOT)
May09 090512 414.75 423.25 413.00 419.50 +6.00 2,725 4,661 -1,135
Jul09 090512 421.25 431.75 420.00 427.50 +6.25 102,392 353,750 +5,903
Sep09 090512 429.00 439.50 428.75 436.25 +6.75 16,830 100,321 -802
Dec09 090512 440.00 450.25 439.25 448.00 +7.75 45,835 240,808 +7,420
Mar10 090512 450.50 460.75 450.50 458.75 +8.00 9,428 39,437 +1,733
May10 090512 457.75 468.00 457.75 466.75 +7.75 2,271 7,185 +166
Total Volume and Open Interest 191,309 808,431 +17,078
Wheat(CBOT)
May09 090512 584.50 584.50 569.50 582.50 +2.00 598 683 -353
Jul09 090512 591.00 597.50 579.25 592.75 +2.00 55,441 167,704 +2,688
Sep09 090512 617.00 623.00 605.75 619.50 +2.50 18,023 52,808 +4,822
Dec09 090512 639.00 645.00 627.50 641.75 +2.50 11,422 58,112 +2,417
Mar10 090512 654.50 660.00 643.00 656.75 +2.75 466 3,254 +133
Total Volume and Open Interest 87,487 295,982 +9,927
Wheat(KCBT)
May09 090512 629.00 634.00 629.00 634.00 +4.50 13 20 -178
Jul09 090512 633.50 642.50 623.00 637.50 +3.50 8,623 42,393 +474
Sep09 090512 644.00 652.00 633.50 647.75 +3.50 1,190 10,228 +207
Dec09 090512 662.00 668.00 649.00 662.75 +3.00 1,726 21,831 +1,067
Mar10 090512 679.25 679.25 662.00 676.25 +3.00 92 815 +0
Total Volume and Open Interest 11,724 77,900 +1,620
Wheat(MGE)
May09 090512 698.00 698.00 698.00 698.00 +5.25 0 2 -2
Jul09 090512 696.75 707.00 695.00 704.75 +7.25 2,424 14,466 +150
Sep09 090512 694.75 703.50 692.25 700.25 +5.50 746 7,831 +94
Dec09 090512 707.25 710.50 699.50 708.00 +4.50 429 5,721 +65
Mar10 090512 717.25 719.25 708.75 718.00 +4.25 181 874 -10
Total Volume and Open Interest 3,933 29,445 +304
Oats(CBOT)
May09 090512 231.50 231.50 228.50 231.50 +3.00 0 7 +0
Jul09 090512 232.00 237.75 230.25 235.50 +3.00 1,401 7,568 -535
Sep09 090512 241.00 245.00 239.25 244.00 +3.00 44 131 -9
Dec09 090512 253.25 258.00 251.50 256.00 +2.50 569 5,578 +191
Total Volume and Open Interest 2,014 13,301 -353
Rough Rice(CBOT)
May09 090512 12.48 12.49 12.01 12.01 -0.44 34 35 -3
Jul09 090512 12.59 12.71 12.15 12.18 -0.47 362 3,828 -38
Sep09 090512 12.27 12.39 11.87 11.87 -0.47 24 1,776 -2
Nov09 090512 12.48 12.52 11.97 11.97 -0.50 17 1,698 -3
Total Volume and Open Interest 439 7,834 -47
Live Cattle(CME)
Jun09 090512 83.400 83.900 83.100 83.200 -0.085 22,631 68,433 -6,989
Aug09 090512 83.950 84.400 83.450 83.580 -0.320 16,662 71,906 +3,184
Oct09 090512 88.500 89.350 88.500 88.700 unch 6,339 39,630 +1,630
Dec09 090512 91.000 91.330 90.600 90.900 +0.070 1,753 14,906 +547
Feb10 090512 92.350 92.700 91.885 92.330 +0.030 539 6,127 +5
Apr10 090512 92.885 93.200 92.550 92.885 +0.035 600 2,101 -12
Total Volume and Open Interest 48,679 203,491 -1,628
Feeder Cattle(CME)
May09 090512 99.650 99.700 99.150 99.330 -0.220 820 3,724 -277
Aug09 090512 101.600 102.000 101.200 101.450 -0.150 2,253 12,309 +426
Sep09 090512 101.950 102.200 101.200 101.550 -0.335 268 2,196 +198
Oct09 090512 102.000 102.500 101.550 102.050 -0.700 120 2,128 +51
Nov09 090512 101.930 102.300 101.700 102.135 -0.015 47 637 +23
Jan10 090512 100.000 100.900 100.000 100.900 +0.100 0 46 +0
Mar10 090512 100.000 100.000 100.000 100.000 unch 0 8 +0
Total Volume and Open Interest 3,508 21,049 +421
Lean Hogs(CME)
May09 090512 61.300 61.800 61.300 61.750 +0.650 751 2,547 -167
Jun09 090512 67.800 69.430 67.800 68.930 +1.145 17,779 54,475 -2,838
Jul09 090512 69.750 70.975 69.750 70.600 +0.850 11,588 28,041 +2,949
Aug09 090512 70.450 71.475 70.450 70.850 +0.600 4,665 28,434 +317
Oct09 090512 65.800 66.950 65.800 66.700 +0.975 5,621 20,024 +903
Dec09 090512 65.400 66.100 65.400 65.785 +0.885 879 6,200 -10
Feb10 090512 69.000 69.700 69.000 69.535 +0.785 259 1,492 +159
Apr10 090512 72.330 72.500 72.225 72.475 +0.475 31 730 +20
Total Volume and Open Interest 41,589 142,312 +1,347
Pork Bellies(CME)
May09 090512 78.000 79.200 78.000 78.000 unch 1 7 -16
Jul09 090512 80.200 80.400 78.550 78.550 -0.500 140 743 +33
Aug09 090512 80.400 81.600 80.400 80.400 -0.200 7 106 +2
Feb10 090512 91.250 91.250 91.250 91.250 +0.250 0 7 +0
Mar10 090512 91.750 91.750 91.750 91.750 +0.250 0 5 +0
Total Volume and Open Interest 148 868 +19
Class III Milk(CME)
May09 090512 9.79 9.83 9.76 9.78 unch 120 4,734 +12
Jun09 090512 10.60 10.70 10.47 10.55 -0.10 232 4,877 +107
Jul09 090512 12.02 12.10 11.93 12.04 +0.06 237 3,374 +67
Aug09 090512 13.22 13.43 13.21 13.37 +0.14 129 3,108 +29
Sep09 090512 14.15 14.32 14.15 14.30 +0.11 41 2,796 -4
Total Volume and Open Interest 904 27,831 +252
Cocoa(ICE)
May09 090512 2353 2353 2353 2353 -96 0 48 -17
Jul09 090512 2449 2495 2350 2377 -93 8,987 50,485 -1,262
Sep09 090512 2474 2513 2370 2400 -88 1,486 26,717 +303
Dec09 090512 2510 2524 2400 2417 -88 820 17,246 +700
Mar10 090512 2527 2527 2428 2434 -86 236 10,137 +127
May10 090512 2544 2544 2441 2441 -88 47 2,223 +14
Jul10 090512 2457 2457 2457 2457 -89 16 2,820 +0
Total Volume and Open Interest 11,593 113,831 -136
Coffee "C"(ICE)
May09 090512 128.15 128.15 128.15 128.15 +0.30 11 147 -6
Jul09 090512 128.10 130.75 127.45 128.80 +0.30 9,916 70,194 +1,552
Sep09 090512 129.35 132.50 129.35 130.80 +0.45 1,860 27,980 -531
Dec09 090512 132.60 135.00 132.25 133.50 +0.55 1,112 17,488 +98
Mar10 090512 135.00 137.50 135.00 136.10 +0.50 480 10,673 +131
May10 090512 137.40 139.00 136.55 137.95 +0.55 98 3,154 -11
Total Volume and Open Interest 13,518 132,112 +1,213
Orange Juice(ICE)
Jul09 090512 92.40 95.50 92.40 94.25 +1.95 669 21,238 +171
Sep09 090512 95.25 97.30 95.25 96.60 +1.75 165 3,821 +104
Nov09 090512 99.05 100.90 98.70 99.55 +1.90 44 3,069 +535
Jan10 090512 103.50 103.50 102.40 102.40 +1.85 0 188 +0
Mar10 090512 107.45 107.45 106.35 106.35 +1.90 0 87 +0
May10 090512 110.35 110.35 110.35 110.35 +1.90      
Total Volume and Open Interest 878 28,632 +532
Sugar #11(ICE)
Jul09 090512 15.60 16.03 15.44 15.72 +0.11 50,061 322,898 -3,956
Oct09 090512 16.13 16.51 16.10 16.37 +0.24 19,119 147,816 -1,595
Mar10 090512 16.59 16.95 16.59 16.91 +0.32 7,206 92,983 +173
May10 090512 16.08 16.50 16.08 16.47 +0.39 2,780 22,859 -826
Jul10 090512 15.50 15.93 15.50 15.86 +0.39 1,188 23,338 +38
Total Volume and Open Interest 82,534 678,312 -6,151
Sugar #14(ICE)
Jul09 090512 21.36 21.40 21.36 21.40 +0.05 26 1,775 +1
Sep09 090512 21.73 21.73 21.73 21.73 +0.15 0 2,330 +0
Total Volume and Open Interest 26 4,105 +1
London Cocoa(LCE)
May09 090511 1831 1841 1764 1769 -46 11,301 0 +0
Jul09 090512 1719 1721 1640 1640 -79 6,456 70,395 +484
Sep09 090512 1716 1716 1644 1644 -72 1,172 27,171 -315
Dec09 090512 1710 1713 1646 1647 -66 1,913 24,877 +149
Mar10 090512 1710 1712 1649 1649 -64 604 17,078 +400
May10 090512 1703 1703 1649 1649 -66 190 6,351 +113
Jul10 090512 1696 1696 1652 1652 -64 1 2,039 +0
Total Volume and Open Interest 16,173 186,286 -4,372
London Coffee(LCE)
London Sugar(LCE)
Aug09 090512 450.10 453.90 439.50 440.00 -4.40 4,547 45,129 -162
Oct09 090512 452.00 454.00 442.50 442.90 -2.10 928 20,388 +225
Dec09 090512 448.00 451.00 442.50 442.70 +1.70 81 8,318 +25
Mar10 090512 450.20 454.00 446.40 446.70 +3.30 89 6,545 +3
May10 090512 440.70 440.70 440.70 440.70 +3.80 0 576 +0
Total Volume and Open Interest 5,645 82,554 +91
Cotton(ICE)
Jul09 090512 60.73 61.67 59.51 60.32 -0.22 6,454 85,710 +869
Oct09 090512 62.38 62.57 61.19 61.61 -0.52 82 1,190 +67
Dec09 090512 63.00 63.75 61.45 62.14 -0.72 2,422 35,343 -185
Mar10 090512 64.76 65.55 63.70 63.82 -1.03 488 7,047 +318
May10 090512 65.36 65.40 64.41 64.41 -1.12 27 201 +4
Jul10 090512 66.00 66.00 65.02 65.02 -1.21 28 772 +27
Total Volume and Open Interest 9,541 132,279 +1,100
Lumber(CME)
May09 090512 162.9 163.0 158.5 159.0 -5.0 270 421 -142
Jul09 090512 184.7 188.0 180.7 181.4 -5.7 1,092 4,889 -154
Sep09 090512 196.3 200.9 194.1 194.1 -2.5 276 1,920 +45
Nov09 090512 191.7 192.5 188.1 191.0 -0.2 53 266 +64
Total Volume and Open Interest 1,707 7,587 -177
Crude Oil(NYM)
Jun09 090512 58.10 60.08 57.81 58.85 +0.35 291,819 231,266 -18,390
Jul09 090512 59.08 60.86 58.72 59.71 +0.30 148,918 283,464 +27,162
Aug09 090512 59.95 61.60 59.76 60.59 +0.36 36,318 77,226 -3,183
Sep09 090512 60.91 62.34 60.47 61.45 +0.37 17,472 54,392 +1,855
Oct09 090512 62.50 63.03 61.54 62.24 +0.33 11,679 38,510 +518
Nov09 090512 63.00 63.74 62.29 63.02 +0.29 8,167 23,000 -382
Dec09 090512 63.31 64.47 62.93 63.70 +0.25 25,946 114,536 +3,436
Jan10 090512 63.99 64.92 63.72 64.32 +0.25 908 24,179 -364
Feb10 090512 64.80 64.91 64.40 64.91 +0.26 375 13,651 -230
Mar10 090512 64.84 65.48 64.84 65.48 +0.27 275 13,583 -121
Apr10 090512 66.04 66.04 66.04 66.04 +0.28 212 5,915 -32
May10 090512 66.50 66.61 66.50 66.59 +0.29 141 5,316 +5
Jun10 090512 67.00 67.40 66.50 67.11 +0.28 1,554 29,748 +546
Jul10 090512 67.54 67.54 67.54 67.54 +0.25 50 7,011 -49
Aug10 090512 67.94 67.94 67.94 67.94 +0.24 13 4,212 -188
Sep10 090512 68.34 68.34 68.34 68.34 +0.23 107 7,130 -13
Total Volume and Open Interest 562,413 1,213,184 +11,230
e-miNY Crude Oil(NYM)
May09 090420 50.050 50.450 45.450 45.875 -4.450 7,086 2,536 -766
Jun09 090511 58.400 58.625 56.775 58.500 +1.800 13,923 6,291 +1,307
Jul09 090512 59.000 60.800 58.750 59.700 +0.300 667 1,359 +62
Aug09 090512 60.050 61.575 59.750 60.600 +0.375 60 322 -2
Sep09 090512 61.000 61.725 61.000 61.450 +0.375 12 134 +4
Oct09 090512 62.500 62.500 62.250 62.250 +0.350 0 14 +0
Nov09 090512 63.025 63.025 63.025 63.025 +0.300 1 17 +1
Dec09 090512 63.700 63.700 63.700 63.700 +0.250 2 84 +0
Jan10 090512 64.325 64.325 64.325 64.325 +0.250      
Feb10 090512 64.900 64.900 64.900 64.900 +0.250      
Total Volume and Open Interest 10,059 7,332 -432
Heating Oil(NYM)
Jun09 090512 149.65 153.69 148.74 150.70 +0.61 39,632 54,337 -3,652
Jul09 090512 154.75 156.30 151.60 153.46 +0.78 17,438 39,922 +2,239
Aug09 090512 158.14 159.35 155.12 156.84 +0.92 5,864 21,342 +548
Sep09 090512 161.66 162.60 158.91 160.42 +0.99 4,454 17,531 +44
Oct09 090512 164.22 164.22 162.80 163.92 +1.04 2,836 14,008 +106
Nov09 090512 167.46 167.80 165.20 167.17 +1.09 3,052 12,039 +129
Dec09 090512 170.62 172.62 168.61 170.37 +1.14 8,027 25,302 +72
Jan10 090512 175.04 175.04 172.44 173.47 +1.19 1,969 10,082 +197
Feb10 090512 175.35 176.12 174.07 175.72 +1.19 480 7,076 +2
Mar10 090512 178.73 178.73 175.66 177.17 +1.19 555 5,109 -89
Apr10 090512 177.80 177.80 176.00 177.62 +1.19 591 3,479 -22
May10 090512 176.80 178.47 176.80 178.47 +1.04 405 3,652 +215
Total Volume and Open Interest 91,570 259,094 +1,479
Gasoline(NYMEX)
Jun09 090512 166.70 170.25 165.00 166.79 -1.23 38,338 71,244 -3,831
Jul09 090512 166.93 169.29 164.42 166.27 -0.67 16,645 49,270 +2,311
Aug09 090512 167.69 168.66 164.67 166.10 -0.41 5,653 25,719 +1,085
Sep09 090512 167.35 168.26 164.18 165.83 -0.28 4,289 18,775 -323
Oct09 090512 155.50 156.70 155.00 156.31 +0.20 1,896 13,653 +134
Nov09 090512 156.60 156.60 154.88 156.11 +0.40 737 4,599 +116
Dec09 090512 158.00 158.05 155.82 157.31 +0.45 623 10,995 -47
Jan10 090512 159.61 159.61 159.61 159.61 +0.45 129 2,949 -29
Feb10 090512 162.16 162.16 162.16 162.16 +0.45 43 932 +0
Mar10 090512 165.06 165.06 165.06 165.06 +0.45 27 1,682 +0
Total Volume and Open Interest 68,430 208,766 -584
e-miNY RBOB Gasoline(NYM)
Jun09 090512 166.79 166.79 166.79 166.79 -1.23      
Jul09 090512 166.27 166.27 166.27 166.27 -0.67 0 1 +0
Aug09 090512 166.10 166.10 166.10 166.10 -0.41      
Sep09 090512 165.83 165.83 165.83 165.83 -0.28      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Jun09 090512 4.330 4.552 4.276 4.449 +0.147 90,477 109,634 +3,689
Jul09 090512 4.414 4.666 4.393 4.563 +0.151 23,645 81,456 +1,011
Aug09 090512 4.532 4.760 4.494 4.662 +0.145 10,580 44,786 -489
Sep09 090512 4.590 4.783 4.559 4.728 +0.147 8,464 38,177 +1,996
Oct09 090512 4.714 4.931 4.676 4.845 +0.142 10,771 52,750 +1,832
Nov09 090512 5.407 5.500 5.268 5.442 +0.097 2,674 23,698 +110
Dec09 090512 6.070 6.150 5.910 6.060 +0.042 2,352 33,492 +267
Jan10 090512 6.384 6.439 6.201 6.345 +0.032 4,935 33,590 -443
Feb10 090512 6.410 6.450 6.228 6.369 +0.032 2,431 13,273 -806
Mar10 090512 6.350 6.395 6.176 6.313 +0.032 5,174 31,749 -836
Apr10 090512 6.170 6.192 6.012 6.123 +0.027 3,532 32,384 +708
May10 090512 6.230 6.230 6.060 6.160 +0.024 859 13,422 +103
Jun10 090512 6.160 6.301 6.160 6.260 +0.024 608 8,233 +34
Jul10 090512 6.413 6.413 6.320 6.380 +0.024 444 6,898 +146
Aug10 090512 6.439 6.489 6.389 6.463 +0.024 90 7,193 -6
Sep10 090512 6.577 6.577 6.404 6.503 +0.024 27 5,832 -10
Total Volume and Open Interest 168,594 676,263 +7,887
Brent Crude Oil(ICE)
Jun09 090512 57.30 58.91 56.87 58.50 +1.02 85,036 96,641 -8,518
Jul09 090512 58.27 59.68 57.79 59.20 +0.81 63,814 155,181 -2,468
Aug09 090512 59.31 60.56 58.79 59.95 +0.56 34,938 73,917 +3,487
Sep09 090512 59.70 61.35 59.70 60.78 +0.49 14,021 43,632 +4,472
Oct09 090512 60.53 62.13 60.53 61.36 +0.24 7,029 26,804 -555
Nov09 090512 61.35 62.89 61.35 62.18 +0.26 6,861 16,274 +1,061
Dec09 090512 62.15 63.64 62.15 62.99 +0.30 17,480 90,283 -94
Jan10 090512 63.69 64.13 63.01 63.66 +0.26 2,042 17,758 -75
Feb10 090512 64.37 64.79 64.37 64.79 +0.70 805 9,094 +110
Mar10 090511 64.76 64.76 64.76 64.76 -0.42 345 6,876 +9
Apr10 090511 65.38 65.38 65.38 65.38 -0.39 74 4,428 -7
May10 090511 65.95 65.95 65.95 65.95 -0.37 76 3,423 +28
Jun10 090512 66.62 67.10 65.93 66.21 -0.25 1,976 17,572 +542
Jul10 090511 66.89 66.89 66.89 66.89 -0.41 0 5,287 +0
Total Volume and Open Interest 343,073 701,224 +7,890
Gas Oil(ICE)
May09 090512 479.00 484.50 475.25 475.50 unch 23,138 20,250 -5,380
Jun09 090512 480.50 495.75 480.00 483.25 +1.75 49,628 91,459 -2,759
Jul09 090512 489.00 504.00 489.00 492.50 +2.25 17,113 49,594 +1,802
Aug09 090512 504.75 511.25 499.50 502.25 +2.50 6,253 34,449 +1,342
Sep09 090512 514.50 521.75 511.25 511.75 +2.75 4,064 32,737 +717
Oct09 090512 523.25 530.75 520.25 520.75 +2.75 2,326 23,970 -3
Nov09 090512 532.00 539.00 528.00 529.75 +3.00 2,286 16,844 +185
Dec09 090512 536.75 548.25 536.00 538.00 +3.25 4,773 55,018 -966
Jan10 090512 548.75 550.50 546.75 546.75 +3.25 969 21,101 -184
Feb10 090512 558.00 558.00 555.25 555.25 +3.50 4 11,859 +0
Total Volume and Open Interest 114,825 459,832 -5,316
Ethanol(CBOT)
May09 090505 1.615 1.615 1.615 1.615 unch 50 42 -44
Jun09 090512 1.720 1.725 1.710 1.721 +0.030 24 625 -14
Jul09 090512 1.729 1.729 1.725 1.725 +0.025 22 737 +12
Aug09 090512 1.745 1.745 1.745 1.745 +0.027 15 184 +10
Sep09 090512 1.730 1.730 1.730 1.730 +0.020 0 168 +0
Oct09 090512 1.735 1.735 1.725 1.725 +0.019 8 274 -2
Nov09 090512 1.725 1.725 1.725 1.725 +0.013 8 413 +2
Dec09 090512 1.735 1.735 1.735 1.735 +0.020 7 477 +7
Total Volume and Open Interest 123 4,278 +52
US Dollar Index(ICE)
Jun09 090512 82.890 83.010 82.110 82.420 -0.375 7,079 23,906 +2,051
Sep09 090512 83.200 83.200 82.500 82.775 -0.380 112 2,174 -11
Dec09 090512 83.185 83.185 83.125 83.125 -0.360 0 9 +0
Total Volume and Open Interest 7,191 26,089 +2,040
Australian Dollar(CME)
Jun09 090512 75.56 76.62 75.43 76.32 +0.39 49,558 83,042 +830
Sep09 090512 76.10 76.24 75.20 75.86 +0.39 19 539 +5
Dec09 090512 75.44 75.44 75.05 75.44 +0.39 20 39 +20
Total Volume and Open Interest 49,597 83,635 +855
British Pound(CME)
Jun09 090512 151.08 153.52 150.72 152.71 +1.38 71,849 89,553 -511
Sep09 090512 151.70 153.46 151.00 152.68 +1.38 514 988 +498
Dec09 090512 151.00 153.32 150.90 152.65 +1.37 4 63 +1
Total Volume and Open Interest 72,367 90,606 -12
Canadian Dollar(CME)
Jun09 090512 85.73 86.66 85.50 86.10 -0.04 60,882 74,985 +1,430
Sep09 090512 85.95 86.70 85.58 86.17 -0.04 142 3,016 +41
Dec09 090512 86.61 86.75 85.68 86.25 -0.03 17 1,255 +3
Mar10 090512 86.09 86.79 85.75 86.31 -0.02 1 439 +0
Total Volume and Open Interest 61,042 79,883 +1,474
Japanese Yen(CME)
Jun09 090512 102.69 104.09 102.25 103.78 +1.10 64,531 75,471 +311
Sep09 090512 103.13 104.19 102.40 103.90 +1.10 85 1,178 +74
Dec09 090512 103.55 104.14 102.85 104.09 +1.13 0 111 +0
Total Volume and Open Interest 64,616 76,773 +385
Swiss Franc(CME)
Jun09 090512 90.14 90.91 90.08 90.47 +0.29 46,834 31,131 +3,196
Sep09 090512 90.90 91.01 90.30 90.60 +0.29 15 247 +7
Dec09 090512 90.74 90.90 90.45 90.74 +0.29 0 8 +0
Total Volume and Open Interest 46,849 31,386 +3,203
EuroFX(CME)
Jun09 090512 135.75 137.05 135.60 136.37 +0.42 179,760 116,259 +850
Sep09 090512 135.88 136.96 135.59 136.29 +0.41 539 2,108 +155
Dec09 090512 136.10 136.69 135.79 136.25 +0.39 2 56 +2
Total Volume and Open Interest 180,301 118,427 +1,007
Mexican Peso(CME)
May09 090512 757.5 763.2 757.5 757.5 -5.8      
Jun09 090512 749.0 759.0 747.8 752.8 -5.8 5,535 42,414 +1,034
Total Volume and Open Interest 5,583 46,124 +1,080
30-Year T-Bonds(CBOT)
Jun09 090512 121~250 122~115 121~005 122~005 +0~085 193,598 697,312 +11,002
Sep09 090512 120~100 120~285 119~220 120~210 +0~090 2,097 3,321 +1,115
Dec09 090512 119~175 119~175 119~095 119~175 +0~080 0 221 +0
Total Volume and Open Interest 195,795 700,899 +12,117
10-Year T-Notes(CBOT)
Jun09 090512 121~080 121~160 120~275 121~095 +0~010 679,021 1,089,446 -405
Sep09 090512 119~230 119~275 119~100 119~225 +0~010 2,865 19,899 +1,200
Dec09 090512 119~005 119~005 118~315 119~005 +0~010 0 5 +0
Total Volume and Open Interest 681,886 1,109,350 +795
5-Year T-Notes(CBOT)
Jun09 090512 116~126 117~055 116~126 117~044 +0~013 315,097 822,396 +6,670
Sep09 090512 116~048 116~079 116~036 116~079 +0~013 1,930 10,221 +1,646
Dec09 090512 54~031 54~031 54~018 54~031 +0~013      
Total Volume and Open Interest 317,027 832,617 +8,316
2 Year T-Notes(CBOT)
Jun09 090512 108~108 108~108 108~108 108~108 +0~003 323 470,559 +6,584
Sep09 090512 108~038 108~038 108~034 108~038 +0~004 1,837 3,451 +1,673
Dec09 090512 107~106 107~106 107~104 107~106 +0~002      
Total Volume and Open Interest 103,264 473,697 +7,944
Eurodollars(CME)
Jun09 090512 99.195 99.200 99.165 99.195 unch 222,234 979,477 -16,423
Sep09 090512 99.145 99.165 99.115 99.155 +0.010 292,395 960,653 -9,085
Dec09 090512 98.935 98.965 98.900 98.955 +0.020 210,360 775,170 +19,497
Mar10 090512 98.805 98.845 98.765 98.835 +0.030 209,916 703,157 -5,235
Jun10 090512 98.560 98.615 98.515 98.600 +0.040 244,017 528,418 +5,027
Sep10 090512 98.295 98.370 98.255 98.355 +0.055 169,775 442,826 -1,257
Dec10 090512 97.990 98.070 97.950 98.060 +0.065 145,972 464,107 -1,098
Mar11 090512 97.735 97.820 97.685 97.805 +0.070 112,828 302,565 -191
Jun11 090512 97.445 97.540 97.400 97.520 +0.070 59,974 261,941 -4,127
Sep11 090512 97.185 97.275 97.150 97.265 +0.070 49,750 162,814 -1,715
Dec11 090512 96.935 97.020 96.910 97.010 +0.060 36,359 113,571 +1,286
Mar12 090512 96.780 96.855 96.745 96.845 +0.055 28,233 93,485 +1,164
Jun12 090512 96.605 96.700 96.585 96.685 +0.050 12,356 89,010 +258
Sep12 090512 96.480 96.565 96.445 96.550 +0.045 10,692 60,739 -869
Dec12 090512 96.340 96.420 96.305 96.405 +0.040 6,589 52,824 -631
Mar13 090512 96.285 96.355 96.235 96.335 +0.035 7,103 54,237 +4
Jun13 090512 96.190 96.255 96.140 96.235 +0.030 4,333 23,104 +463
Sep13 090512 96.085 96.165 96.050 96.150 +0.030 3,575 38,526 -194
Total Volume and Open Interest 1,851,547 6,351,336 -10,843
30 Day Federal Funds(CBOT)
May09 090512 99.812 99.815 99.810 99.815 +0.005 3,896 63,611 -923
Jun09 090512 99.810 99.815 99.805 99.810 unch 4,720 48,900 +1,907
Jul09 090512 99.795 99.800 99.780 99.790 unch 8,301 41,123 +3,920
Aug09 090512 99.765 99.770 99.755 99.765 unch 4,358 37,105 -330
Sep09 090512 99.740 99.740 99.730 99.740 unch 8,730 30,667 +237
Oct09 090512 99.710 99.715 99.700 99.710 -0.005 9,798 30,009 -6
Total Volume and Open Interest 58,316 397,302 +5,620
30 Day Fed Funds(e-CBOT)
May09 090511 99.810 99.815 99.810 99.812 +0.012      
Jun09 090511 99.815 99.815 99.810 99.815 +0.015 3,103 46,419 -2,209
Jul09 090511 99.790 99.800 99.790 99.795 +0.010 1,559 37,047 -351
Aug09 090511 99.760 99.770 99.760 99.765 +0.005      
Sep09 090511 99.740 99.750 99.735 99.740 unch 3,034 30,334 -1,687
Oct09 090511 99.720 99.725 99.705 99.715 unch 4,531 28,938 +1,092
Total Volume and Open Interest      
3-Mth Euro-Yen(CME)
Jun09 090512 99.46 99.46 99.46 99.46 -0.01      
Sep09 090512 99.54 99.54 99.53 99.53 -0.01      
Dec09 090512 99.54 99.54 99.54 99.54 unch      
Mar10 090512 99.51 99.51 99.50 99.50 -0.01      
Jun10 090512 99.47 99.47 99.47 99.47 -0.01      
Sep10 090512 99.39 99.39 99.39 99.39 -0.01      
Dec10 090512 99.35 99.35 99.35 99.35 unch      
Mar11 090512 99.26 99.26 99.26 99.26 -0.01      
Jun11 090512 99.19 99.19 99.19 99.19 unch      
Sep11 090512 99.19 99.19 99.19 99.19 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun09 090512 99.45 99.45 99.45 99.45 -0.01 413 12,853 +1
Sep09 090512 99.52 99.52 99.52 99.52 -0.01 13 4,455 +0
Dec09 090512 99.53 99.53 99.53 99.53 unch 165 2,582 +15
Mar10 090512 99.50 99.50 99.50 99.50 unch 0 2,227 +0
Jun10 090512 99.46 99.46 99.46 99.46 unch 0 800 +0
Sep10 090512 99.38 99.38 99.38 99.38 unch 0 281 +0
Dec10 090512 99.33 99.33 99.33 99.33 unch 0 252 +0
Mar11 090512 99.25 99.25 99.25 99.25 unch 0 412 +0
Total Volume and Open Interest 591 25,473 +36
Japanese Gov't Bonds(SGX)
Jun09 090512 136.80 136.86 136.61 136.63 -0.05 2,672 12,429 -301
Sep09 090512 136.63 136.63 136.63 136.63 -0.24      
Dec09 090512 136.63 136.63 136.63 136.63 -0.24      
Total Volume and Open Interest 2,570 14,319 +508
Euro-Bund(EUREX)
Jun09 090512 121.00 121.00 120.52 120.62 -0.25 600,281 862,017 +55,717
Sep09 090512 120.32 120.32 120.02 120.02 -0.28 2,325 25,445 +1,989
Dec09 090512 118.97 118.97 118.97 118.97 -0.53 13 10 +0
Total Volume and Open Interest 602,619 887,472 +57,706
Euro-Bobl(EUREX)
Jun09 090505 115.66 116.00 115.60 115.94 -0.22 425,196 716,979 +6,959
Sep09 090512 115.01 115.07 114.99 115.06 -0.14 303 43,572 -86
Dec09 090512 114.90 114.90 114.90 114.90 -0.15      
Total Volume and Open Interest 405,749 778,162 -51
3-Mth Euribor(EUREX)
Jun09 090306 98.535 98.560 98.500 98.505 -0.030 271 5,237 -199
Sep09 090512 98.835 98.845 98.835 98.845 -0.010 112 7,135 -219
Dec09 090512 98.685 98.695 98.685 98.695 -0.005 64 4,650 -49
Total Volume and Open Interest 357 30,765 -810
Long Gilt(LIFFE)
Jun09 090511 118~22 119~11 118~21 119~04 +0~05 122,275 0 +0
Sep09 090512 117~22 118~07 117~22 118~00 +0~01 0 3,863 +0
Total Volume and Open Interest 59,853 316,032 +2,335
3-Mth Short Sterling(LIFFE)
Jun09 090512 98.69 98.74 98.69 98.72 -0.01 31,139 322,592 +1,869
Sep09 090512 98.65 98.72 98.64 98.70 +0.01 66,063 284,621 -1,528
Dec09 090512 98.37 98.46 98.35 98.43 unch 52,049 285,634 +3,480
Mar10 090512 98.16 98.23 98.12 98.20 -0.01 90,690 322,867 -359
Jun10 090512 97.85 97.91 97.80 97.87 -0.02 107,532 249,770 -1,691
Sep10 090512 97.53 97.58 97.48 97.54 -0.02 90,183 237,385 +9,609
Total Volume and Open Interest 550,994 2,130,530 +20,945
3-Mth Euribor(LIFFE)
Jun09 090512 98.825 98.845 98.815 98.825 unch 103,031 612,844 +665
Sep09 090512 98.855 98.855 98.830 98.845 -0.010 197,922 535,547 -9,220
Dec09 090512 98.710 98.710 98.660 98.695 -0.005 151,863 498,425 +4,113
Total Volume and Open Interest 998,386 3,420,603 -1,951
3-Mth Aus T-Bills(SFE)
Jun09 090512 96.88 96.91 96.86 96.88 unch 7,258 258,565 -5,096
Sep09 090512 96.99 97.03 96.96 96.98 -0.01 8,071 244,863 -5,917
Dec09 090512 96.93 96.96 96.91 96.92 unch 5,184 131,695 -1,565
Mar10 090512 96.65 96.70 96.65 96.66 +0.02 2,982 88,824 -2,419
Jun10 090512 96.28 96.37 96.28 96.30 +0.02 2,093 65,283 -1,675
Sep10 090512 95.90 95.94 95.90 95.91 +0.01 518 37,130 -693
Dec10 090512 95.57 95.59 95.56 95.56 +0.03 581 24,079 -1,258
Mar11 090512 95.21 95.25 95.21 95.22 +0.02 0 13,644 -288
Jun11 090512 94.91 94.92 94.91 94.92 +0.04 0 2,568 -465
Sep11 090512 94.64 94.64 94.64 94.64 +0.04 0 625 +0
Total Volume and Open Interest 26,687 867,955 -19,376
10-Year Aus T-Bonds(SFE)
Jun09 090512 95.13 95.14 95.06 95.07 -0.02 21,988 314,711 -3,314
Sep09 090512 95.03 95.03 95.03 95.03 -0.01 0 202 +0
Total Volume and Open Interest 21,988 314,913 -3,314
3-Year Aus T-Bonds(SFE)
Jun09 090512 96.18 96.25 96.17 96.19 +0.02 54,577 504,436 -14,052
Sep09 090512 96.19 96.19 96.19 96.19 +0.02      
Total Volume and Open Interest 54,577 504,436 -14,052
Gold(CMX)
Jun09 090512 913.9 924.9 912.4 923.9 +10.4 86,339 210,589 -11,633
Aug09 090512 915.5 926.5 914.3 925.9 +10.5 8,660 37,308 +3,234
Oct09 090512 917.8 927.8 916.3 927.5 +10.6 128 7,356 +7
Dec09 090512 918.7 929.4 918.5 929.2 +10.7 3,584 30,144 +723
Feb10 090512 920.5 930.7 920.5 930.7 +10.7 40 5,161 -4
Apr10 090512 928.7 932.8 924.2 932.1 +10.7 3,209 13,120 +1,863
Jun10 090512 929.0 933.6 929.0 933.6 +10.7 4,582 8,383 +2,122
Aug10 090512 935.4 935.4 935.4 935.4 +10.7 0 476 +0
Oct10 090512 937.3 937.3 937.3 937.3 +10.6 0 502 +0
Dec10 090512 938.9 939.3 938.9 939.3 +10.5 1,325 9,595 -1,125
Feb11 090512 941.7 941.7 941.7 941.7 +10.4 0 12 +0
Total Volume and Open Interest 113,283 348,495 -5,024
Silver(CMX)
May09 090512 1391.0 1423.5 1384.5 1419.5 +30.5 225 1,168 -36
Jul09 090512 1393.5 1434.0 1384.0 1421.5 +30.5 16,079 56,091 +400
Sep09 090512 1391.0 1434.5 1391.0 1423.6 +30.5 752 6,870 +179
Dec09 090512 1401.0 1436.5 1401.0 1425.8 +30.6 384 14,031 +6
Mar10 090512 1427.5 1427.5 1427.5 1427.5 +30.5 7 5,452 -1
May10 090512 1428.4 1428.4 1428.4 1428.4 +30.4 0 1,567 -1
Jul10 090512 1429.7 1429.7 1429.7 1429.7 +30.3 1 2,407 +0
Total Volume and Open Interest 17,564 94,463 +533
Platinum(NYMEX)
Jul09 090512 1122.9 1140.5 1120.8 1132.1 +11.4 1,728 19,586 -354
Oct09 090512 1135.0 1141.1 1128.1 1137.0 +11.4 22 811 +3
Jan10 090512 1135.0 1138.0 1135.0 1138.0 +10.3 0 2 +0
Total Volume and Open Interest 1,750 20,399 -351
Palladium(NYMEX)
Jun09 090512 236.70 240.85 233.80 234.45 -2.55 1,548 13,111 +192
Sep09 090512 237.05 242.05 235.35 235.60 -2.55 304 2,146 +259
Dec09 090512 236.60 238.40 236.60 236.75 -2.55 20 52 +19
Total Volume and Open Interest 1,872 15,309 +470
Copper(CMX)
May09 090512 210.50 215.50 207.00 209.00 -0.35 432 3,639 -179
Jul09 090512 207.85 215.50 206.30 208.60 -0.25 15,104 71,655 -1,039
Sep09 090512 210.00 215.60 208.65 209.30 -0.30 2,456 15,680 +344
Dec09 090512 209.25 215.55 208.50 210.00 -0.30 870 4,366 +109
Mar10 090512 210.25 210.25 210.25 210.25 -0.30 126 838 +59
Total Volume and Open Interest 19,707 105,241 -857
Aluminum(CMX)
May09 090512 0.70 0.70 0.70 0.70 unch      
Jun09 090512 0.70 0.70 0.70 0.70 -0.01      
Jul09 090512 0.71 0.71 0.71 0.71 unch      
Aug09 090512 0.71 0.71 0.71 0.71 -0.01      
Sep09 080724 143.85 143.85 143.85 143.85 unch      
Oct09 080724 0.17 0.17 0.17 0.17 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Jun09 090512 8392 8475 8328 8436 +34 701 12,800 -55
Sep09 090512 8370 8390 8370 8380 +32 20 816 -1
Dec09 090512 8326 8326 8292 8326 +34 0 1 +0
Mar10 090512 8286 8286 8252 8286 +34      
Total Volume and Open Interest 721 13,617 -56
S & P 500(CME)
Jun09 090512 908.10 915.20 894.10 906.80 -2.20 26,136 423,878 +1,265
Sep09 090512 909.30 909.30 891.80 902.60 -2.20 1,583 25,692 -197
Dec09 090512 898.60 904.80 887.80 898.60 -2.20 760 4,277 +710
Mar10 090512 895.70 902.00 885.00 895.70 -2.30 0 3,190 +0
Total Volume and Open Interest 28,479 457,039 +1,778
S & P 500 E-Mini(Globex)
Jun09 090512 908.75 915.25 894.00 906.75 -2.25 2,641,858 2,586,203 +2,586,203
Sep09 090512 904.00 910.50 890.00 902.50 -2.25 9,400 61,498 +4,648
Total Volume and Open Interest 2,651,271 2,647,814 +11,254
NASDAQ 100(CME)
Jun09 090512 1395.00 1406.30 1360.00 1385.00 -11.80 3,398 21,131 -791
Sep09 090512 1395.00 1396.00 1377.00 1383.80 -11.70 0 1 +0
Dec09 090512 1386.80 1386.80 1385.00 1386.80 -11.70 0 2 +0
Total Volume and Open Interest 3,398 21,134 -791
NASDAQ 100 E-Mini(Globex)
Jun09 090512 1397.00 1406.50 1360.80 1385.00 -11.80      
Sep09 090512 1390.50 1404.80 1360.30 1383.80 -11.70 272 943 +15
Total Volume and Open Interest 378,166 282,789 -6,174
S & P Midcap 400(CME)
Jun09 090512 575.00 579.00 556.00 567.20 -7.20 56 4,750 +4
Sep09 090512 562.70 564.00 562.70 562.70 -9.70      
Dec09 090512 560.70 562.00 560.70 560.70 -9.70      
Total Volume and Open Interest 56 4,750 +4
Russell 2000(CME)
Jun09 090512 0.05 0.05 0.05 0.05 unch 0 5,575 -12
Sep09 090512 0.05 0.05 0.05 0.05 unch 0 3,286 +271
Dec09 090512 0.05 0.05 0.05 0.05 unch 0 1,535 -198
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun09 090512 9355 9400 9305 9315 -140 104,648 191,097 +6,308
Sep09 090512 9320 9320 9320 9320 -140 4 441 -9
Total Volume and Open Interest 104,652 198,857 +6,729
Nikkei 225(SGX)
Jun09 090512 9355 9400 9305 9315 -140 104,648 191,097 +6,308
Sep09 090512 9320 9320 9320 9320 -140 4 441 -9
Dec09 090512 9280 9280 9280 9280 -135 0 277 +0
Total Volume and Open Interest 104,652 198,857 +6,729
CAC 40(EURONEXT)
May09 090512 3216.5 3266.0 3202.5 3230.0 -3.0 116,309 410,429 -21,843
Jun09 090512 3153.0 3212.0 3150.0 3176.5 -3.0 547 62,518 -219
Jul09 090512 3162.5 3205.0 3159.0 3172.5 -3.5 0 122 +0
Total Volume and Open Interest 116,999 476,430 -21,919
Hang Seng Index(HKFE)
May09 090512 16896 17200 16774 17188 +378 84,717 95,148 +8,416
Jun09 090512 16801 17125 16705 17124 +378 4,731 6,913 +187
Total Volume and Open Interest 89,642 103,849 +8,751
DAX(EUREX)
Jun09 090512 4840.0 4933.0 4821.5 4863.0 -6.0 169,487 158,093 -2,084
Sep09 090512 4847.5 4932.0 4828.5 4868.5 -6.5 466 7,193 +613
Dec09 090512 4847.0 4937.0 4847.0 4878.0 -6.5 162 2,289 +63
Total Volume and Open Interest 170,115 167,575 +167,575
FT-SE 100(EURONEXT)
Jun09 090512 4380.00 4433.00 4366.50 4396.50 -4.50 138,245 717,905 +108
Sep09 090512 4360.00 4393.00 4335.50 4361.50 -4.50 115 979 -22
Dec09 090512 4348.50 4359.50 4309.50 4335.50 -4.50 163 3,019 +750
Total Volume and Open Interest 138,523 721,903 +836
SPI 200(SFE)
Jun09 090512 3919.0 3919.0 3845.0 3869.0 -62.0 27,248 292,888 -20,301
Sep09 090512 3869.0 3869.0 3818.0 3835.0 -63.0 131 2,804 +61
Dec09 090512 3836.0 3836.0 3836.0 3836.0 -62.0 0 2,720 -48
Total Volume and Open Interest 27,382 300,123 -20,286
GSCI(CME)
May09 090512 413.80 415.00 407.00 411.45 +3.95 4,036 8,090 -3,465
Jun09 090512 419.75 421.00 411.50 416.00 +3.65 3,835 7,198 +3,552
Jul09 090512 419.50 423.00 416.00 419.50 +3.00 2 2 +2
Total Volume and Open Interest 7,873 15,290 +89
Reuters CCI(ICE)
Jun09 090512 244.10 244.10 244.10 244.10 +2.60 0 50 +0
Aug09 090511 414.25 414.25 414.25 414.25 +5.25 0 420 +0
Nov09 090511 425.25 425.25 425.25 425.25 +4.25 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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