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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Mon May 03, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May10 100503 988.25 992.00 973.25 975.75 -13.75 13,964 12,381 -3,249
Jul10 100503 999.00 1002.75 984.00 986.50 -12.50 62,646 242,930 +134
Aug10 100503 1000.50 1001.00 983.25 985.50 -12.00 3,895 17,949 +800
Sep10 100503 986.50 987.00 971.00 972.50 -11.25 832 11,315 +186
Nov10 100503 975.75 979.00 964.00 966.50 -9.25 16,208 158,182 +1,561
Jan11 100503 984.00 987.75 973.00 975.25 -9.25 877 10,373 +45
Mar11 100503 990.00 990.00 978.75 980.75 -9.25 529 5,181 +49
Total Volume and Open Interest 100,735 478,026 +38
Soybean Meal(CBOT)
May10 100503 297.80 297.80 282.70 282.70 -8.60 5,587 6,839 -783
Jul10 100503 293.00 294.30 284.50 285.00 -8.10 28,790 107,381 -190
Aug10 100503 292.20 293.10 283.70 283.70 -8.00 3,169 15,088 +1,435
Sep10 100503 288.00 288.30 279.40 279.40 -7.50 1,027 11,140 +54
Oct10 100503 280.30 280.40 271.90 271.90 -7.00 737 8,361 +135
Dec10 100503 278.40 279.80 271.20 271.20 -7.20 6,048 31,468 -21
Jan11 100503 274.00 278.90 271.90 271.90 -7.00 129 4,430 +96
Mar11 100503 276.10 279.90 272.90 272.90 -7.00 120 3,474 +24
Total Volume and Open Interest 45,734 192,400 +739
Soybean Oil(CBOT)
May10 100503 38.53 38.72 38.45 38.65 +0.07 14,838 10,932 -5,942
Jul10 100503 38.93 39.13 38.81 39.01 +0.08 51,296 156,832 +4,859
Aug10 100503 39.15 39.27 39.00 39.20 +0.09 7,007 21,420 +670
Sep10 100503 39.30 39.40 39.12 39.34 +0.09 1,708 13,473 +218
Oct10 100503 39.32 39.50 39.26 39.47 +0.09 1,770 10,889 +88
Dec10 100503 39.76 40.01 39.63 39.86 +0.10 11,918 55,844 +2,946
Jan11 100503 39.97 40.11 39.97 40.11 +0.10 148 3,428 -3
Mar11 100503 40.33 40.39 40.25 40.36 +0.10 20 1,941 +11
Total Volume and Open Interest 88,782 278,039 +2,856
Canola(WCE)
May10 100503 388.2 389.2 386.0 386.0 -0.9 329 903 -213
Jul10 100503 389.7 390.4 386.2 387.0 -2.9 6,139 86,709 -5,194
Nov10 100503 391.5 392.1 388.8 389.9 -1.7 1,778 30,903 -467
Jan11 100503 394.6 395.7 393.5 394.4 -0.8 201 2,274 +85
Mar11 100503 397.8 399.6 397.3 397.8 unch 110 1,327 +32
Total Volume and Open Interest 8,652 123,353 -5,701
Corn(CBOT)
May10 100503 366.00 369.00 360.50 362.75 -3.50 26,530 20,422 -5,578
Jul10 100503 374.50 378.50 368.75 371.50 -3.75 135,019 530,324 +3,757
Sep10 100503 382.50 386.50 377.50 380.25 -3.25 22,203 160,135 +4,013
Dec10 100503 391.25 395.00 387.00 389.50 -2.75 49,673 335,823 +3,067
Mar11 100503 403.50 406.50 399.50 401.75 -3.25 4,095 47,158 +899
May11 100503 411.00 415.00 408.75 410.50 -2.75 623 9,417 +105
Total Volume and Open Interest 242,334 1,172,018 +7,807
Wheat(CBOT)
May10 100503 493.50 495.00 480.50 490.00 -1.75 10,948 6,416 -3,322
Jul10 100503 503.00 508.00 491.50 501.75 -1.25 42,547 242,872 +3,256
Sep10 100503 518.25 526.50 507.25 517.75 -1.00 4,406 80,732 +846
Dec10 100503 547.00 550.00 535.00 545.00 -0.75 3,447 70,137 +833
Mar11 100503 576.75 576.75 562.50 572.25 -1.50 892 16,052 +281
Total Volume and Open Interest 64,019 447,458 +2,650
Wheat(KCBT)
May10 100503 507.00 507.00 496.00 504.00 -1.50 1,583 1,330 -845
Jul10 100503 514.00 518.75 504.50 513.00 -1.75 9,707 68,451 +302
Sep10 100503 527.50 530.25 516.50 524.50 -1.75 1,857 13,792 +185
Dec10 100503 544.50 551.00 534.25 542.25 -1.75 1,213 45,368 +290
Mar11 100503 561.25 565.00 552.00 559.50 -1.75 150 9,765 +75
Total Volume and Open Interest 14,911 148,846 +106
Wheat(MGE)
May10 100503 525.00 525.00 520.00 523.50 -2.50 379 640 -933
Jul10 100503 536.75 540.00 528.00 535.50 -2.00 3,174 19,530 +48
Sep10 100503 548.50 552.00 539.25 546.50 -2.75 492 7,487 +130
Dec10 100503 566.00 568.00 557.00 565.00 -1.50 412 7,486 +298
Mar11 100503 583.00 583.00 574.75 581.75 -3.00 190 1,656 +34
Total Volume and Open Interest 4,755 40,528 -390
Oats(CBOT)
May10 100503 208.00 211.00 204.50 205.00 -0.25 191 174 -371
Jul10 100503 213.25 219.00 211.50 213.00 -0.75 470 12,190 -19
Sep10 100503 225.00 225.00 221.25 221.25 -0.75 51 1,235 +31
Dec10 100503 235.00 239.50 232.50 233.50 -1.00 85 2,768 -3
Total Volume and Open Interest 798 16,380 -361
Rough Rice(CBOT)
May10 100503 12.29 12.34 12.23 12.26 -0.10 1,101 1,037 -586
Jul10 100503 12.62 12.65 12.43 12.49 -0.11 1,539 9,281 -168
Sep10 100503 12.23 12.24 12.03 12.06 -0.19 68 3,183 +26
Nov10 100503 12.40 12.40 12.19 12.19 -0.21 50 1,518 -2
Total Volume and Open Interest 2,760 16,143 -731
Live Cattle(CME)
Jun10 100503 94.635 95.700 93.900 95.535 +1.305 19,362 154,953 -1,513
Aug10 100503 93.750 95.000 93.200 94.950 +1.415 11,249 93,495 +3,169
Oct10 100503 95.680 96.500 95.250 96.450 +0.800 4,549 58,598 +987
Dec10 100503 97.300 98.180 97.050 98.150 +0.720 3,820 34,315 +741
Feb11 100503 98.050 98.900 97.850 98.885 +0.600 1,087 17,298 +303
Apr11 100503 97.980 99.150 97.800 99.080 +0.880 162 6,326 +54
Total Volume and Open Interest 40,330 367,743 +2,828
Feeder Cattle(CME)
May10 100503 112.885 113.500 112.250 113.400 +0.600 706 10,024 -186
Aug10 100503 116.000 116.950 115.330 116.650 +0.570 2,644 25,518 +224
Sep10 100503 115.750 116.550 115.135 116.480 +0.580 222 5,169 +25
Oct10 100503 114.650 115.830 114.350 115.785 +0.635 148 2,339 +39
Nov10 100503 114.600 115.500 114.450 115.480 +0.830 106 1,213 +30
Jan11 100503 112.000 113.400 112.000 113.400 +0.900 9 282 +8
Mar11 100503 112.300 112.300 111.600 112.300 +0.900 0 35 +0
Total Volume and Open Interest 3,835 44,580 -1,295
Lean Hogs(CME)
May10 100503 89.750 89.900 89.000 89.830 +0.295 1,230 5,914 -133
Jun10 100503 86.930 87.200 85.785 86.930 +0.600 16,520 84,004 +1,349
Jul10 100503 86.535 87.500 85.650 87.385 +1.155 5,782 34,549 +909
Aug10 100503 86.900 87.300 86.000 87.200 +0.600 5,933 44,736 +2,384
Oct10 100503 76.900 77.400 76.400 77.225 +0.340 1,881 30,410 +480
Dec10 100503 74.300 74.350 73.300 74.330 +0.030 1,454 20,837 +542
Feb11 100503 74.450 74.700 74.000 74.635 +0.185 124 5,669 +22
Apr11 100503 75.100 75.385 74.900 75.300 -0.200 93 2,596 +78
Total Volume and Open Interest 33,064 229,584 +5,682
Class III Milk(CME)
May10 100503 13.38 13.39 13.33 13.36 -0.02 134 4,702 -24
Jun10 100503 14.04 14.09 13.83 13.83 -0.16 244 4,468 -58
Jul10 100503 14.60 14.69 14.54 14.54 -0.01 69 3,254 +14
Aug10 100503 15.10 15.18 15.05 15.14 +0.09 46 3,050 +7
Sep10 100503 15.15 15.27 15.15 15.26 +0.11 48 2,927 +10
Total Volume and Open Interest 595 26,523 -4,376
Cocoa(ICE)
May10 100503 3225 3232 3220 3220 -9 2 50 +0
Jul10 100503 3223 3245 3203 3233 -6 8,747 61,435 -891
Sep10 100503 3249 3260 3227 3254 -3 1,335 25,230 +339
Dec10 100503 3277 3279 3245 3269 -3 643 15,438 +125
Mar11 100503 3291 3291 3283 3285 +3 572 14,387 +15
May11 100503 3298 3298 3292 3292 +4 102 6,308 +88
Jul11 100503 3308 3308 3299 3299 +2 0 2,849 +0
Total Volume and Open Interest 11,469 130,525 -301
Coffee "C"(ICE)
May10 100503 136.20 138.40 136.20 138.40 +3.20 60 387 -78
Jul10 100503 135.20 138.65 134.80 138.55 +3.25 8,057 78,949 -537
Sep10 100503 136.90 140.00 136.15 139.90 +3.30 1,188 24,690 +366
Dec10 100503 138.15 141.45 138.15 141.45 +3.20 581 17,409 +118
Mar11 100503 140.00 142.80 140.00 142.80 +3.20 106 7,442 +0
May11 100503 142.00 143.60 142.00 143.60 +3.15 67 3,983 +39
Total Volume and Open Interest 10,164 135,557 -78
Orange Juice(ICE)
May10 100503 135.20 136.35 134.05 134.40 +0.05 1,130 2,549 -1,237
Jul10 100503 138.40 138.45 136.00 137.40 -0.35 1,415 19,069 +539
Sep10 100503 139.50 140.00 138.10 139.00 -0.25 245 6,224 +226
Nov10 100503 140.50 140.50 140.20 140.20 -0.20 110 1,256 +87
Jan11 100503 141.10 141.10 141.10 141.10 -0.25 36 798 +17
Mar11 100503 140.50 140.50 140.50 140.50 -0.25 21 169 +9
Total Volume and Open Interest 2,967 30,346 -349
Sugar #11(ICE)
Jul10 100503 15.15 15.28 14.90 14.98 -0.17 32,792 292,127 +1,481
Oct10 100503 15.81 15.95 15.57 15.67 -0.14 10,849 147,844 +939
Mar11 100503 16.51 16.65 16.36 16.45 -0.16 3,577 74,814 +467
May11 100503 16.46 16.46 16.24 16.33 -0.14 721 23,487 +199
Jul11 100503 16.30 16.45 16.14 16.21 -0.14 826 24,641 +145
Total Volume and Open Interest 50,392 623,466 -3,579
London Cocoa(LCE)
May10 100430 2360 2370 2355 2370 +6 2,691 40,097 -627
Jul10 100430 2396 2404 2388 2403 +7 7,264 49,058 +678
Sep10 100430 2353 2360 2340 2353 -1 1,247 27,590 -129
Dec10 100430 2304 2312 2299 2304 unch 360 19,450 +66
Mar11 100430 2270 2274 2264 2268 -2 313 19,644 +5
May11 100430 2274 2274 2265 2270 -2 10 4,074 -5
Jul11 100430 2275 2275 2275 2275 -2 0 774 +0
Total Volume and Open Interest 11,885 167,554 -12
London Sugar(LCE)
Aug10 100430 468.00 472.00 464.00 470.10 +5.10 1,526 32,843 -161
Oct10 100430 441.60 445.80 438.90 444.10 +2.90 493 11,802 +144
Dec10 100430 440.50 440.50 434.50 439.10 +0.40 172 3,272 +94
Mar11 100430 446.80 449.40 444.30 447.60 +0.90 26 2,312 -16
May11 100430 447.60 449.90 447.30 448.10 +0.90 2 1,406 +0
Total Volume and Open Interest 2,220 52,027 +62
Cotton(ICE)
May10 100503 82.93 82.93 81.81 81.86 -0.90 17 829 -40
Jul10 100503 84.13 84.30 83.12 83.23 -0.90 5,424 120,362 -680
Oct10 100503 79.71 80.94 79.35 80.81 +0.78 30 763 -23
Dec10 100503 77.97 77.99 77.57 77.89 -0.08 2,554 58,227 +672
Mar11 100503 79.16 79.16 78.75 78.95 -0.22 16 5,491 +3
May11 100503 79.11 79.11 79.11 79.11 +0.08 1 188 +0
Total Volume and Open Interest 8,112 190,005 -10
Lumber(CME)
May10 100503 292.1 292.6 286.8 287.1 -4.4 402 1,484 -160
Jul10 100503 307.8 307.8 300.3 300.4 -5.2 749 6,772 -176
Sep10 100503 309.8 309.9 305.0 305.0 -8.8 225 2,491 +77
Nov10 100503 291.1 292.9 288.0 292.9 -3.1 41 652 +5
Total Volume and Open Interest 1,419 11,411 -252
Crude Oil(NYM)
Jun10 100503 86.20 87.15 85.83 86.19 +0.04 392,139 355,407 +2,485
Jul10 100503 88.51 89.77 88.15 89.15 +0.79 185,306 210,905 +12,324
Aug10 100503 89.91 91.38 89.50 90.77 +1.09 67,957 93,095 +8,753
Sep10 100503 90.87 92.18 90.30 91.67 +1.26 35,885 89,846 +4,678
Oct10 100503 91.34 92.75 90.79 92.25 +1.32 16,039 38,467 +1,301
Nov10 100503 91.70 93.14 91.69 92.70 +1.37 10,269 28,096 +640
Dec10 100503 91.85 93.55 91.44 93.06 +1.39 51,461 207,967 +5,228
Jan11 100503 92.10 93.31 91.94 93.31 +1.40 2,921 32,470 +228
Feb11 100503 93.56 93.87 93.40 93.55 +1.41 1,647 14,025 -346
Mar11 100503 92.23 94.02 92.23 93.77 +1.42 1,684 17,605 +23
Apr11 100503 93.79 93.98 93.79 93.98 +1.43 989 12,843 -130
May11 100503 94.00 94.19 94.00 94.19 +1.46 579 5,250 +23
Jun11 100503 93.12 94.74 92.99 94.39 +1.51 2,362 39,715 +482
Jul11 100503 94.54 94.54 94.54 94.54 +1.53 91 5,415 -30
Aug11 100503 94.69 94.69 94.69 94.69 +1.56 82 3,882 +4
Sep11 100503 94.85 94.85 94.85 94.85 +1.58 78 7,171 +34
Total Volume and Open Interest 788,332 1,446,580 +40,141
e-miNY Crude Oil(NYM)
May10 100419 82.975 82.975 80.525 81.450 -1.800 13,915 4,660 -166
Jun10 100503 86.400 87.150 85.825 86.200 +0.050 10,460 5,417 -366
Jul10 100503 88.125 89.750 88.125 89.150 +0.800 1,250 1,837 +74
Aug10 100503 90.150 91.225 89.700 90.775 +1.100 191 308 +59
Sep10 100503 90.400 92.000 90.400 91.675 +1.275 0 16 +0
Oct10 100503 92.125 92.250 92.125 92.250 +1.325 1 12 +0
Nov10 100503 91.425 92.700 91.425 92.700 +1.375      
Dec10 100503 92.600 93.400 92.600 93.050 +1.375 28 77 +24
Jan11 100503 93.300 93.300 93.300 93.300 +1.400      
Feb11 100503 93.550 93.550 93.550 93.550 +1.400      
Total Volume and Open Interest 11,930 7,712 -211
Heating Oil(NYM)
Jun10 100503 231.99 235.74 231.20 234.51 +2.94 62,921 109,323 +4,009
Jul10 100503 235.00 238.18 233.75 237.08 +3.15 23,115 41,053 +1,486
Aug10 100503 237.26 240.47 236.44 239.53 +3.27 8,807 26,559 +182
Sep10 100503 238.75 242.61 238.75 241.97 +3.36 6,703 23,017 +492
Oct10 100503 244.00 244.84 243.25 244.32 +3.39 2,637 14,381 +449
Nov10 100503 245.49 247.32 245.49 246.69 +3.29 1,513 11,319 +220
Dec10 100503 247.00 249.92 245.60 249.07 +3.19 12,534 35,414 +2,533
Jan11 100503 251.05 252.35 251.05 251.66 +3.15 1,640 14,668 -31
Feb11 100503 249.79 254.21 249.55 253.39 +3.16 1,073 5,193 -32
Mar11 100503 254.67 254.67 253.99 253.99 +3.18 783 5,954 -88
Apr11 100503 250.82 254.21 250.82 253.54 +3.31 622 2,652 +55
May11 100503 254.20 254.20 253.34 253.34 +3.41 476 1,754 +202
Total Volume and Open Interest 125,321 313,223 +1,370
Gasoline(NYMEX)
Jun10 100503 239.94 244.11 239.23 243.51 +3.57 55,094 117,584 +2,952
Jul10 100503 240.15 244.28 239.55 243.76 +3.62 32,794 58,310 +2,802
Aug10 100503 239.84 244.10 239.84 243.71 +3.66 12,323 31,949 -532
Sep10 100503 239.88 243.45 239.88 242.96 +3.61 19,272 36,068 +2,406
Oct10 100503 230.01 232.85 230.00 232.56 +3.48 5,554 17,735 +101
Nov10 100503 229.99 231.76 229.75 231.58 +3.43 4,330 15,188 +180
Dec10 100503 229.35 232.03 227.85 231.77 +3.42 5,025 12,222 +57
Jan11 100503 233.29 233.37 233.03 233.37 +3.40 1,176 7,118 +240
Feb11 100503 234.80 235.44 234.30 235.44 +3.38 155 1,566 +98
Mar11 100503 237.60 237.60 237.60 237.60 +3.34 139 1,149 +62
Total Volume and Open Interest 136,246 310,280 +3,013
e-miNY RBOB Gasoline(NYM)
Jun10 100503 243.50 243.51 243.50 243.50 +3.60 0 17 +0
Jul10 100503 243.80 243.80 243.76 243.80 +3.70 0 1 +0
Aug10 100503 243.70 243.71 243.70 243.70 +3.60 0 1 +0
Sep10 100503 243.00 243.00 242.96 243.00 +3.60      
Total Volume and Open Interest 0 24 +0
Natural Gas(NYM)
Jun10 100503 3.938 4.015 3.890 4.000 +0.080 109,368 171,684 +7,092
Jul10 100503 4.051 4.145 4.000 4.129 +0.079 31,021 158,652 +2,607
Aug10 100503 4.158 4.238 4.136 4.233 +0.080 13,325 55,026 +798
Sep10 100503 4.228 4.302 4.204 4.296 +0.081 13,965 51,079 +1,492
Oct10 100503 4.358 4.418 4.325 4.414 +0.084 14,305 70,770 +1,554
Nov10 100503 4.738 4.820 4.736 4.817 +0.086 3,441 15,483 -158
Dec10 100503 5.176 5.253 5.165 5.250 +0.086 5,572 32,618 +546
Jan11 100503 5.400 5.477 5.390 5.472 +0.087 7,560 48,468 -37
Feb11 100503 5.372 5.434 5.351 5.432 +0.084 1,096 17,488 +191
Mar11 100503 5.286 5.347 5.266 5.342 +0.082 3,967 41,765 -165
Apr11 100503 5.113 5.182 5.095 5.173 +0.081 3,223 37,306 +252
May11 100503 5.130 5.195 5.116 5.193 +0.081 1,719 19,488 +254
Jun11 100503 5.160 5.247 5.160 5.245 +0.079 182 6,572 +35
Jul11 100503 5.290 5.313 5.290 5.313 +0.077 145 4,752 +103
Aug11 100503 5.366 5.380 5.365 5.365 +0.077 129 5,102 +3
Sep11 100503 5.331 5.400 5.330 5.397 +0.077 158 4,616 +71
Total Volume and Open Interest 211,178 857,764 +15,206
Brent Crude Oil(ICE)
Jun10 100503 87.44 89.58 87.16 88.94 +1.50 143,760 222,384 +0
Jul10 100503 88.60 90.58 88.18 89.99 +1.54 110,415 168,230 +0
Aug10 100503 89.46 91.41 89.06 90.86 +1.57 50,718 71,277 +0
Sep10 100503 89.94 91.94 89.85 91.54 +1.57 25,028 46,099 +0
Oct10 100503 90.50 92.46 90.38 92.06 +1.56 11,286 22,319 +0
Nov10 100503 90.88 92.74 90.80 92.49 +1.58 7,239 18,362 +0
Dec10 100503 91.42 93.34 91.17 92.89 +1.60 24,415 98,327 +0
Jan11 100503 92.28 93.24 92.28 93.24 +1.61 2,524 18,372 +0
Feb11 100503 92.62 93.58 92.62 93.58 +1.61 1,516 9,599 +0
Mar11 100503 92.90 93.91 92.90 93.91 +1.61 1,135 7,616 +0
Apr11 100503 94.22 94.22 94.22 94.22 +1.61 698 4,456 +0
May11 100503 94.50 94.50 94.50 94.50 +1.62 399 4,190 +0
Jun11 100503 93.11 94.75 93.11 94.75 +1.64 906 18,643 +0
Jul11 100503 94.99 94.99 94.99 94.99 +1.68 67 3,051 +0
Total Volume and Open Interest 384,581 813,137 +0
Gas Oil(ICE)
May10 100503 736.00 747.50 731.75 743.50 +11.75      
Jun10 100503 735.00 750.50 734.75 746.50 +12.00      
Jul10 100503 743.25 755.00 739.25 751.00 +12.50      
Aug10 100503 745.00 760.25 744.75 756.50 +12.75      
Sep10 100503 750.25 764.75 750.25 762.00 +12.75      
Oct10 100503 755.25 768.00 755.25 767.25 +12.75      
Nov10 100503 760.25 772.50 759.50 771.75 +13.00      
Dec10 100503 763.75 779.50 763.25 776.00 +13.25      
Jan11 100503 769.75 781.50 769.00 781.50 +13.50 1,786 25,416 +0
Feb11 100503 773.75 785.75 773.00 785.75 +13.75 1,057 13,035 +0
Total Volume and Open Interest 221,797 582,655 +0
Ethanol(CBOT)
May10 100503 1.610 1.610 1.597 1.597 -0.005 135 232 -57
Jun10 100503 1.625 1.625 1.618 1.621 -0.008 58 1,414 +6
Jul10 100503 1.642 1.659 1.629 1.636 -0.007 119 1,397 +28
Aug10 100503 1.640 1.640 1.640 1.640 -0.007 28 575 -5
Sep10 100503 1.654 1.654 1.637 1.640 -0.006 70 724 +60
Oct10 100503 1.647 1.647 1.642 1.645 -0.007 12 741 +10
Nov10 100503 1.661 1.661 1.649 1.653 -0.003 25 681 -6
Dec10 100503 1.682 1.682 1.667 1.668 -0.004 41 1,362 -1
Total Volume and Open Interest 592 8,603 +104
WTI Crude Oil(ICE
Jun10 100503 86.34 87.14 85.83 86.19 +0.04 103,546 113,637 +0
Jul10 100503 88.86 89.76 88.16 89.15 +0.79 81,352 72,768 +0
Aug10 100503 89.99 91.33 89.52 90.77 +1.09 30,607 39,176 +0
Sep10 100503 91.00 92.17 90.89 91.67 +1.26 13,636 28,707 +0
Oct10 100503 91.14 92.72 91.14 92.25 +1.32 6,776 15,248 +0
Nov10 100503 91.54 93.15 91.54 92.70 +1.37 3,222 11,707 +0
Dec10 100503 91.84 93.51 91.84 93.06 +1.39 13,063 92,185 +0
Jan11 100503 93.58 93.58 93.03 93.31 +1.40 621 16,493 +0
Feb11 100503 93.60 93.80 93.25 93.55 +1.41 776 11,244 +0
Mar11 100503 93.77 93.77 93.77 93.77 +1.42 779 7,348 +0
Apr11 100503 93.98 93.98 93.98 93.98 +1.43 474 8,019 +0
May11 100503 94.19 94.19 94.19 94.19 +1.46 245 3,483 +0
Jun11 100503 94.08 94.46 94.08 94.39 +1.51 509 15,970 +0
Jul11 100503 94.54 94.54 94.54 94.54 +1.53 2 1,900 +0
Aug11 100503 94.69 94.69 94.69 94.69 +1.56 9 661 +0
Sep11 100503 94.85 94.85 94.85 94.85 +1.58 16 2,203 +0
Total Volume and Open Interest 260,089 543,472 +0
US Dollar Index(ICE)
Jun10 100503 82.050 82.690 81.870 82.400 +0.410 16,620 46,660 -71
Sep10 100503 82.410 82.930 82.410 82.665 +0.400 18 2,234 -4
Dec10 100503 82.915 82.915 82.915 82.915 +0.400 0 2 +0
Total Volume and Open Interest 16,638 48,896 -75
Australian Dollar(CME)
Jun10 100503 91.90 92.31 91.83 92.24 +0.19 113,830 146,573 +3,614
Sep10 100503 91.10 91.30 90.86 91.25 +0.18 316 655 +47
Dec10 100503 90.05 90.25 90.05 90.25 +0.17 0 16 +0
Total Volume and Open Interest 114,146 147,244 +3,661
British Pound(CME)
Jun10 100503 153.15 153.17 152.08 152.54 -0.19 127,142 120,609 -2,086
Sep10 100503 152.60 152.74 152.07 152.49 -0.19 319 1,750 -21
Dec10 100503 152.07 152.62 152.07 152.45 -0.17 0 26 +0
Total Volume and Open Interest 127,461 122,386 -2,107
Canadian Dollar(CME)
Jun10 100503 98.38 99.00 98.16 98.97 +0.63 102,212 135,557 +1,434
Sep10 100503 98.31 98.93 98.08 98.90 +0.63 519 4,348 +158
Dec10 100503 98.00 98.73 97.96 98.71 +0.63 66 1,148 +25
Mar11 100503 98.35 98.45 97.81 98.45 +0.64 9 267 +3
Total Volume and Open Interest 102,814 141,389 +1,620
Japanese Yen(CME)
Jun10 100503 106.50 106.60 105.52 105.76 -0.75 128,667 145,293 +6,220
Sep10 100503 106.62 106.70 105.67 105.88 -0.75 634 1,288 +111
Dec10 100503 106.03 106.77 106.02 106.03 -0.74 1 86 +1
Total Volume and Open Interest 129,302 146,668 +6,332
Swiss Franc(CME)
Jun10 100503 92.95 93.02 91.88 92.27 -0.63 61,262 50,762 +54
Sep10 100503 92.49 93.01 92.03 92.39 -0.62 178 524 +7
Dec10 100503 92.75 93.12 91.82 92.51 -0.61 0 10 +0
Total Volume and Open Interest 61,440 51,296 +61
EuroFX(CME)
Jun10 100503 133.33 133.35 131.56 132.14 -0.94 361,569 242,231 -1,401
Sep10 100503 133.31 133.34 131.58 132.15 -0.94 1,248 3,504 -103
Dec10 100503 132.16 133.09 131.82 132.16 -0.93 5 106 +1
Total Volume and Open Interest 362,822 245,894 -1,503
Mexican Peso(CME)
May10 100503 817.5 817.5 812.5 817.5 +5.0      
Jun10 100503 809.8 815.0 808.2 814.8 +5.0 30,503 118,987 -2,209
Total Volume and Open Interest 30,503 119,556 -2,209
30-Year T-Bonds(CBOT)
Jun10 100503 118~300 118~310 118~150 118~230 -0~110 349,988 710,415 +10,052
Sep10 100503 117~240 118~030 117~180 117~240 -0~110 1,886 4,977 +1,068
Dec10 100503 115~210 116~270 115~210 116~160 -0~110 8 22 +8
Total Volume and Open Interest 351,882 715,414 +11,128
10-Year T-Notes(CBOT)
Jun10 100503 117~260 117~260 117~140 117~155 -0~135 1,132,647 1,702,792 +6,609
Sep10 100503 116~190 116~200 116~050 116~055 -0~145 4,041 18,281 +2,159
Dec10 100503 114~235 115~060 114~235 114~235 -0~145 0 7 +0
Total Volume and Open Interest 1,136,688 1,721,081 +8,768
5-Year T-Notes(CBOT)
Jun10 100503 115~106 115~113 115~071 115~073 -0~037      
Sep10 100503 114~068 114~106 114~068 114~068 -0~038      
Dec10 100503 113~060 113~098 113~060 113~060 -0~038      
Total Volume and Open Interest 487,573 986,339 +11,868
2 Year T-Notes(CBOT)
Jun10 100503 108~100 108~103 108~089 108~090 -0~011 417,873 1,062,932 +48,865
Sep10 100503 108~028 108~033 108~020 108~020 -0~013 3,118 12,232 +2,165
Dec10 100503 107~078 107~093 107~078 107~078 -0~015 0 1 +0
Total Volume and Open Interest 420,991 1,075,165 +51,030
Eurodollars(CME)
Jun10 100503 99.530 99.550 99.510 99.530 unch 374,389 1,206,404 -4,349
Sep10 100503 99.390 99.410 99.345 99.360 -0.030 333,553 1,123,824 +12,272
Dec10 100503 99.180 99.195 99.115 99.130 -0.045 432,075 1,145,040 +896
Mar11 100503 98.905 98.920 98.830 98.835 -0.065 322,766 755,133 +3,453
Jun11 100503 98.590 98.610 98.505 98.510 -0.080 373,736 873,608 -5,215
Sep11 100503 98.265 98.290 98.185 98.190 -0.085 304,120 683,118 -4,357
Dec11 100503 97.955 97.965 97.870 97.870 -0.090 268,586 561,644 +9,410
Mar12 100503 97.670 97.690 97.590 97.595 -0.090 218,972 353,594 +3,891
Jun12 100503 97.385 97.410 97.315 97.315 -0.095 121,446 240,418 +1,273
Sep12 100503 97.120 97.145 97.055 97.055 -0.095 96,919 197,868 +8,767
Dec12 100503 96.860 96.885 96.795 96.800 -0.090 85,928 153,455 -1,633
Mar13 100503 96.630 96.665 96.580 96.580 -0.090 64,795 130,753 +3,813
Jun13 100503 96.420 96.445 96.360 96.360 -0.090 34,607 82,667 -270
Sep13 100503 96.225 96.245 96.160 96.160 -0.090 29,733 83,123 +6,402
Dec13 100503 96.040 96.040 95.955 95.955 -0.090 20,809 43,396 -363
Mar14 100503 95.860 95.875 95.795 95.795 -0.090 13,468 40,965 -42
Jun14 100503 95.715 95.715 95.635 95.635 -0.090 7,521 38,359 +1,176
Sep14 100503 95.555 95.555 95.490 95.490 -0.090 6,640 26,388 +238
Total Volume and Open Interest 3,152,949 7,944,889 +40,378
30 Day Federal Funds(CBOT)
May10 100503 99.783 99.790 99.783 99.787 +0.002 7,119 71,025 +857
Jun10 100503 99.770 99.780 99.770 99.775 +0.005 4,781 80,221 +650
Jul10 100503 99.755 99.760 99.750 99.755 unch 8,217 63,492 -316
Aug10 100503 99.735 99.740 99.730 99.735 -0.005 9,021 74,177 +921
Sep10 100503 99.705 99.715 99.695 99.700 -0.015 9,801 48,967 -2,736
Oct10 100503 99.665 99.675 99.650 99.655 -0.020 6,965 70,481 -117
Total Volume and Open Interest 65,634 693,803 -383
30 Day Fed Funds(e-CBOT)
May10 090519 99.255 99.260 99.240 99.250 unch 230 7,105  
Jun10 090519 99.210 99.210 99.200 99.200 unch 98 1,033  
Jul10 090519 99.085 99.085 99.085 99.085 unch 0 2,211  
Aug10 090519 98.995 98.995 98.995 98.995 unch 0 1,623  
Sep10 090519 98.885 98.900 98.880 98.885 unch 50 2,134  
Oct10 090519 98.820 98.820 98.810 98.820 unch 0 454  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Jun10 100503 99.630 99.630 99.625 99.625 +0.005 0 2,404 -301
Sep10 100503 99.645 99.645 99.645 99.645 +0.005 0 1,031 +0
Dec10 100503 99.650 99.650 99.650 99.650 +0.005 0 342 +0
Mar11 100503 99.635 99.635 99.635 99.635 +0.005 0 167 +0
Jun11 100503 99.610 99.610 99.610 99.610 +0.005      
Sep11 100503 99.595 99.595 99.595 99.595 +0.005      
Dec11 100503 99.525 99.525 99.525 99.525 +0.005      
Mar12 100503 99.490 99.490 99.490 99.490 +0.005      
Jun12 100503 99.540 99.540 99.540 99.540 +0.005      
Sep12 100503 99.600 99.600 99.600 99.600 +0.005      
Total Volume and Open Interest 0 3,944 -301
3-Mth Euro-Yen(SGX)
Jun10 100503 99.63 99.63 99.62 99.62 +0.00 114 4,991 -68
Sep10 100503 99.64 99.64 99.64 99.64 +0.00 0 3,042 +0
Dec10 100503 99.65 99.65 99.65 99.65 +0.01 0 1,418 +0
Mar11 100503 99.64 99.64 99.64 99.64 +0.01 0 1,735 +0
Jun11 100503 99.61 99.61 99.61 99.61 +0.00 0 106 +0
Sep11 100503 99.60 99.60 99.60 99.60 +0.01 0 51 +0
Dec11 100503 99.53 99.53 99.53 99.53 +0.01 0 102 +0
Mar12 100503 99.49 99.49 99.49 99.49 +0.00 0 305 +0
Total Volume and Open Interest 114 12,816 -68
Japanese Gov't Bonds(SGX)
Jun10 100430 139.64 139.78 139.60 139.64 -0.13 2,079 17,187 +246
Sep10 100430 139.78 139.78 139.59 139.59 -0.13 1 1 +0
Dec10 100430 137.50 137.50 137.50 137.50 -0.13      
Total Volume and Open Interest 2,080 17,188 +247
Euro-Bund(EUREX)
Jun10 100503 124.61 124.66 124.27 124.50 -0.35 821,376 1,066,532 +27,379
Sep10 100503 124.11 124.11 123.73 123.92 -0.35 580 7,677 +223
Dec10 100503 123.50 123.50 123.50 123.50 -0.35 0 1 +0
Total Volume and Open Interest 821,956 1,074,210 +27,602
Euro-Bobl(EUREX)
Jun10 100503 118.05 118.05 117.82 117.94 -0.22 502,343 826,272 +10,769
Sep10 100503 117.61 117.61 117.47 117.57 -0.23 510 15,983 +0
Dec10 100503 117.34 117.34 117.34 117.34 -0.22      
Total Volume and Open Interest 502,853 842,255 +10,769
3-Mth Euribor(EUREX)
Jun10 100503 99.200 99.200 99.195 99.195 -0.005 567 6,318 -158
Sep10 100503 99.065 99.070 99.060 99.060 -0.020 3 3,214 +0
Dec10 100503 98.935 98.935 98.930 98.930 -0.035 11 1,561 +0
Total Volume and Open Interest 598 16,578 -163
Long Gilt(LIFFE)
Jun10 100430 115~10 116~02 115~07 115~30 +0~29 80,989 293,562 +765
Sep10 100430 114~20 114~20 114~20 114~20 +0~29 0 3 +0
Total Volume and Open Interest 80,989 293,565 +765
3-Mth Short Sterling(LIFFE)
Jun10 100430 99.22 99.24 99.19 99.22 -0.01 53,604 347,468 +16,065
Sep10 100430 99.08 99.11 99.06 99.09 +0.01 51,375 443,932 +1,403
Dec10 100430 98.84 98.87 98.83 98.86 +0.03 85,376 433,242 -3,722
Mar11 100430 98.53 98.57 98.52 98.56 +0.05 78,982 261,317 -3,253
Jun11 100430 98.17 98.23 98.16 98.22 +0.07 103,568 294,233 +211
Sep11 100430 97.83 97.89 97.83 97.88 +0.07 60,027 201,518 -11,782
Total Volume and Open Interest 535,249 2,459,930 -8,832
3-Mth Euribor(LIFFE)
Jun10 100503 99.170 99.210 99.170 99.195 unch 125,513 916,502 -8,213
Sep10 100503 99.060 99.075 99.050 99.060 -0.020 157,911 832,904 -61
Dec10 100503 98.935 98.960 98.910 98.930 -0.035 152,554 521,316 -16,790
Total Volume and Open Interest 853,119 4,189,385 -25,038
3-Mth Aus T-Bills(SFE)
Jun10 100503 95.23 95.23 95.17 95.19 -0.04 25,849 282,730 -18,272
Sep10 100503 94.94 94.94 94.86 94.88 -0.06 19,389 193,268 -6,025
Dec10 100503 94.73 94.74 94.65 94.66 -0.07 9,709 125,398 +1,073
Mar11 100503 94.53 94.53 94.47 94.48 -0.06 5,134 55,626 +760
Jun11 100503 94.37 94.37 94.31 94.32 -0.05 1,758 42,457 -1,053
Sep11 100503 94.22 94.22 94.16 94.17 -0.05 2,550 24,820 +669
Dec11 100503 94.10 94.10 94.04 94.05 -0.05 654 21,464 -43
Mar12 100503 94.03 94.03 93.96 93.97 -0.06 356 10,270 +145
Jun12 100503 93.98 93.98 93.93 93.93 -0.06 85 2,421 +75
Sep12 100503 93.96 93.96 93.91 93.91 -0.07 60 1,931 +20
Total Volume and Open Interest 65,604 761,259 -22,611
10-Year Aus T-Bonds(SFE)
Jun10 100503 94.27 94.31 94.20 94.21 -0.07 33,250 410,202 -3,401
Sep10 100503 94.21 94.21 94.21 94.21 -0.07      
Total Volume and Open Interest 33,250 410,202 -3,401
3-Year Aus T-Bonds(SFE)
Jun10 100503 94.63 94.66 94.54 94.56 -0.08 98,167 681,276 -3,098
Sep10 100503 94.56 94.56 94.56 94.56 -0.08      
Total Volume and Open Interest 98,167 681,276 -3,098
Gold(CMX)
Jun10 100503 1181.0 1188.4 1177.1 1183.3 +2.6 120,949 339,073 +6,895
Aug10 100503 1180.9 1189.5 1178.4 1184.7 +2.6 4,322 41,429 -1
Oct10 100503 1180.0 1190.0 1180.0 1185.9 +2.6 811 23,100 +164
Dec10 100503 1182.5 1192.0 1181.2 1187.4 +2.6 3,967 43,761 +528
Feb11 100503 1185.3 1189.3 1183.7 1189.3 +2.8 91 17,806 +43
Apr11 100503 1188.0 1194.0 1188.0 1191.4 +2.9 55 12,364 +10
Jun11 100503 1193.3 1196.9 1193.1 1194.0 +3.0 383 7,526 +180
Aug11 100503 1197.0 1197.0 1197.0 1197.0 +3.1 290 3,813 +230
Oct11 100503 1200.6 1200.6 1200.6 1200.6 +3.3 115 6,374 -101
Dec11 100503 1198.4 1208.7 1198.4 1204.3 +3.5 984 14,118 -6
Feb12 100503 1208.7 1208.7 1208.7 1208.7 +3.7 0 3,625 +0
Total Volume and Open Interest 136,323 545,340 +8,494
Silver(CMX)
May10 100503 1862.5 1885.5 1850.0 1881.3 +20.2 3,374 1,203 -2,482
Jul10 100503 1868.5 1889.0 1853.0 1884.0 +20.1 31,088 80,406 +2,943
Sep10 100503 1859.5 1891.5 1859.5 1886.9 +20.2 166 9,059 -11
Dec10 100503 1870.0 1895.5 1861.0 1890.7 +20.3 547 15,330 -223
Mar11 100503 1878.0 1898.0 1878.0 1894.5 +20.5 82 3,572 +16
May11 100503 1898.0 1898.0 1897.0 1897.0 +20.7 45 2,143 +13
Jul11 100503 1900.0 1900.0 1899.6 1899.6 +21.0 22 3,213 +8
Total Volume and Open Interest 35,674 124,216 +310
Platinum(NYMEX)
Jul10 100503 1744.6 1746.2 1724.0 1728.9 -16.2 3,261 36,005 -296
Oct10 100503 1746.7 1748.7 1730.0 1731.7 -16.6 27 1,135 +17
Jan11 100503 1736.6 1736.6 1733.3 1733.3 -16.6 0 250 +0
Apr11 100503 1733.3 1733.3 1733.3 1733.3 -16.6 0 1 +0
Total Volume and Open Interest 3,290 37,396 -279
Palladium(NYMEX)
Jun10 100503 551.40 554.50 540.55 548.25 -7.50 3,493 23,103 +225
Sep10 100503 552.80 552.80 543.00 549.60 -7.45 168 1,192 +79
Dec10 100503 553.35 553.35 546.95 550.75 -7.45 21 121 +12
Total Volume and Open Interest 3,685 24,440 +317
Copper(CMX)
May10 100503 332.20 332.25 326.00 327.85 -5.90 3,137 4,398 -1,651
Jul10 100503 335.60 336.35 327.35 329.35 -6.00 31,879 97,786 -499
Sep10 100503 336.60 337.15 329.45 331.05 -5.95 1,654 15,852 -164
Dec10 100503 335.00 336.10 331.00 332.60 -5.80 1,102 11,406 +209
Mar11 100503 336.15 336.15 333.45 333.45 -5.75 404 2,908 +152
Total Volume and Open Interest 38,758 147,488 -1,852
DJIA Index(CBOT)
Jun10 100503 10977 11130 10971 11102 +142 2,827 10,690 +2,244
Sep10 100503 11043 11043 10899 11043 +144 0 13 +0
Dec10 100503 10983 10983 10841 10983 +142 0 1 +0
Mar11 100503 10928 10928 10786 10928 +142      
Total Volume and Open Interest 2,827 10,704 +2,244
Mini DJIA Index(CBOT)
Jun10 100503 10972 11131 10963 11102 +142 163,516 85,621 -3,528
Sep10 100503 10940 11050 10920 11043 +144 71 319 +12
Dec10 100503 10983 10983 10983 10983 +142 1 54 +0
Mar11 100503 10928 10928 10928 10928 +142      
Total Volume and Open Interest 163,588 85,994 -3,516
S & P 500(CME)
Jun10 100503 1184.20 1202.00 1183.80 1198.60 +15.20 22,191 307,689 +77
Sep10 100503 1194.00 1196.80 1194.00 1194.10 +15.30 5 7,452 +2
Dec10 100503 1189.70 1192.20 1180.20 1189.70 +15.50 0 3,459 +0
Mar11 100503 1185.80 1188.10 1176.10 1185.80 +15.70 0 377 +0
Total Volume and Open Interest 22,196 319,002 +79
S & P 500 E-Mini(Globex)
Jun10 100503 1184.50 1202.00 1183.75 1198.50 +15.00 2,897,399 2,506,087 -6,144
Sep10 100503 1182.75 1197.25 1179.25 1194.00 +15.25 3,425 23,682 +1,171
Total Volume and Open Interest 2,900,865 2,531,954 -4,959
NASDAQ 100(CME)
Jun10 100503 2002.80 2038.00 1999.50 2027.00 +28.50 1,627 20,686 +983
Sep10 100503 2025.50 2030.00 2012.50 2025.50 +28.50 0 160 +0
Dec10 100503 2023.00 2023.00 2022.50 2023.00 +28.50      
Total Volume and Open Interest 1,627 20,846 +983
NASDAQ 100 E-Mini(Globex)
Jun10 100503 2002.30 2038.00 1999.30 2027.00 +28.50 341,920 376,448 -8,943
Sep10 100503 2005.30 2035.50 1998.30 2025.50 +28.50 103 1,696 +37
Total Volume and Open Interest 342,025 378,156 -8,905
S & P Midcap 400(CME)
Jun10 100503 826.50 835.00 826.50 833.20 +11.60 24 1,562 +10
Sep10 100503 831.20 831.20 831.20 831.20 +11.60      
Dec10 100503 829.20 829.20 829.20 829.20 +11.60      
Total Volume and Open Interest 24 1,562 +10
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100503 11015 11165 10940 11115 +110 11,640 43,405 +501
Sep10 100503 11170 11175 11170 11170 +110 0 1 +0
Total Volume and Open Interest 11,640 43,406 +501
Nikkei 225(SGX)
Jun10 100430 10920 11095 10920 11040 +105 141,793 187,232 +1,900
Sep10 100430 11040 11040 11040 11040 +105 3 355 -1
Dec10 100430 11000 11000 11000 11000 +105 0 968 +0
Total Volume and Open Interest 141,797 189,772 +1,900
CAC 40(EURONEXT)
May10 100503 3718.5 3792.0 3705.0 3760.0 +17.0 151,601 429,125 -2,990
Jun10 100503 3687.5 3757.0 3679.0 3728.5 +16.5 2,577 59,058 +674
Jul10 100503 3725.5 3725.5 3725.5 3725.5 +19.0 0 11 +0
Total Volume and Open Interest 154,193 489,620 -2,301
Hang Seng Index(HKFE)
May10 100503 20488 20648 20488 20573 -309 59,786 69,288 -1,960
Jun10 100503 20498 20622 20480 20554 -312 1,433 4,828 +470
Total Volume and Open Interest 61,344 75,128 -15,495
DAX(EUREX)
Jun10 100503 6112.5 6207.5 6093.5 6172.0 +41.5 195,531 169,469 +860
Sep10 100503 6121.5 6207.0 6102.0 6178.0 +42.0 328 10,189 -12
Dec10 100503 6130.0 6216.0 6111.5 6186.5 +41.0 289 1,209 +30
Total Volume and Open Interest 196,148 180,867 +878
FT-SE 100(EURONEXT)
Jun10 100430 5582.00 5607.00 5453.00 5507.50 -88.50 115,210 684,605 +4,237
Sep10 100430 5508.50 5519.50 5462.00 5466.50 -88.50 481 1,287 +381
Dec10 100430 5439.50 5439.50 5439.50 5439.50 -88.50 60 2,886 +50
Total Volume and Open Interest 115,751 688,778 +4,668
SPI 200(SFE)
Jun10 100503 4818.0 4835.0 4742.0 4795.0 -24.0 28,689 210,576 +3,430
Sep10 100503 4815.0 4823.0 4740.0 4783.0 -25.0 312 2,764 +184
Dec10 100503 4812.0 4812.0 4812.0 4812.0 -20.0 100 2,636 +80
Total Volume and Open Interest 29,101 216,881 +3,694
GSCI(CME)
May10 100503 550.00 555.00 550.00 553.50 +5.25 624 19,620 -40
Jun10 100503 558.70 564.00 558.70 562.50 +6.75 2 4 +0
Jul10 100503 568.50 570.00 565.00 568.50 +6.00      
Total Volume and Open Interest 626 19,624 -40
Reuters CCI(ICE)
Jun10 100503 278.80 278.80 278.80 278.80 +0.60      
Total Volume and Open Interest 0 1 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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