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MRCI's End of Day Prices
Daily Futures Price Listing Wed May 12, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May10 100512 958.75 968.00 955.00 959.50 +1.25 2,194 1,890 -1,327
Jul10 100512 965.25 976.00 959.50 965.50 -0.50 53,751 229,517 +397
Aug10 100512 962.00 970.75 952.75 960.25 -2.25 1,715 18,790 -278
Sep10 100512 946.00 954.00 936.75 944.25 -1.75 447 12,430 +153
Nov10 100512 936.50 946.50 930.50 937.50 unch 11,540 157,113 -1,088
Jan11 100512 945.50 955.00 940.00 946.50 +0.25 364 10,475 +83
Mar11 100512 955.00 955.00 946.00 952.75 +0.75 298 5,209 -16
Total Volume and Open Interest 71,226 456,758 -1,721
Soybean Meal(CBOT)
May10 100512 283.50 284.00 280.00 281.30 -1.00 1,328 1,550 -1,505
Jul10 100512 281.20 283.60 278.70 279.70 -1.90 23,662 99,003 -627
Aug10 100512 278.20 279.80 274.50 276.20 -2.20 1,667 15,116 +133
Sep10 100512 271.90 273.00 267.60 269.60 -2.00 598 12,018 +9
Oct10 100512 263.00 265.20 260.20 261.60 -2.00 279 8,109 -52
Dec10 100512 262.30 264.00 258.70 260.30 -2.10 3,061 31,478 +212
Jan11 100512 263.80 264.60 260.50 260.90 -2.20 35 4,398 +6
Mar11 100512 264.60 265.90 262.10 262.10 -2.40 63 3,505 -14
Total Volume and Open Interest 30,737 179,461 -1,837
Soybean Oil(CBOT)
May10 100512 38.00 38.35 37.95 38.16 +0.13 1,220 1,051 -925
Jul10 100512 38.33 38.75 38.11 38.43 +0.11 35,068 168,096 +1,452
Aug10 100512 38.52 38.92 38.32 38.62 +0.10 6,784 21,923 -533
Sep10 100512 38.70 39.08 38.47 38.79 +0.11 1,172 14,161 -134
Oct10 100512 38.85 39.15 38.65 38.95 +0.12 793 11,015 -131
Dec10 100512 39.23 39.65 39.02 39.33 +0.12 5,218 61,480 +299
Jan11 100512 39.80 39.89 39.35 39.60 +0.12 226 3,519 -13
Mar11 100512 39.93 40.00 39.65 39.85 +0.12 9 1,802 +0
Total Volume and Open Interest 50,511 286,508 +24
Canola(WCE)
May10 100512 391.0 391.0 360.0 380.4 +3.8 587 0 -587
Jul10 100512 379.9 383.2 371.6 380.2 +3.8 10,329 91,854 +1,645
Nov10 100512 386.0 386.0 376.0 383.8 +3.6 3,622 31,941 -163
Jan11 100512 387.0 390.5 386.7 388.4 +3.4 154 2,650 +14
Mar11 100512 390.2 393.3 390.2 392.1 +3.3 83 1,662 +57
Total Volume and Open Interest 14,786 129,636 +966
Corn(CBOT)
May10 100512 369.50 379.00 367.75 371.75 +2.00 4,549 4,217 -2,066
Jul10 100512 376.25 385.00 374.50 378.25 +1.25 115,542 502,182 -3,192
Sep10 100512 383.50 391.00 380.75 384.25 +0.25 21,116 163,589 +340
Dec10 100512 392.00 399.00 389.00 392.50 -0.50 50,205 349,951 +4,338
Mar11 100512 404.25 410.25 401.25 404.25 -1.00 3,390 51,497 +1,023
May11 100512 412.00 418.00 410.00 412.50 -1.25 466 9,285 -74
Total Volume and Open Interest 200,882 1,166,257 +2,687
Wheat(CBOT)
May10 100512 485.00 496.00 482.00 482.75 -1.00 776 854 -274
Jul10 100512 493.25 508.50 490.00 491.50 -1.75 51,113 247,046 -1,581
Sep10 100512 510.25 524.75 507.00 508.50 -1.75 13,215 78,724 -1,111
Dec10 100512 539.75 552.75 536.00 538.00 -1.75 13,181 72,687 -2,122
Mar11 100512 567.00 580.25 564.00 565.75 -1.50 2,779 19,984 +1,048
Total Volume and Open Interest 84,240 456,432 -2,546
Wheat(KCBT)
May10 100512 512.00 512.00 499.50 500.00 -2.50 6 32 -6
Jul10 100512 508.75 524.00 505.50 507.00 -2.50 7,718 65,271 +13
Sep10 100512 521.00 535.00 516.50 518.75 -2.50 1,552 17,791 +294
Dec10 100512 539.00 552.75 535.00 536.50 -2.50 1,529 45,378 +4
Mar11 100512 556.00 568.75 552.50 553.75 -2.25 763 11,149 +354
Total Volume and Open Interest 12,468 153,173 +1,227
Wheat(MGE)
May10 100512 527.25 527.25 524.50 524.50 -2.75 6 17 -6
Jul10 100512 532.25 543.50 527.50 530.00 -3.25 2,550 18,091 -384
Sep10 100512 544.50 555.25 540.00 541.00 -4.00 258 8,244 +11
Dec10 100512 562.00 572.75 557.00 557.75 -4.25 298 8,678 +60
Mar11 100512 582.00 588.00 575.00 575.00 -4.00 110 2,118 +32
Total Volume and Open Interest 3,442 41,337 -199
Oats(CBOT)
May10 100512 196.75 199.50 196.75 198.00 +0.25 1 28 -1
Jul10 100512 202.75 208.00 202.00 203.00 +0.25 1,102 11,973 -543
Sep10 100512 211.50 215.00 211.00 211.00 -0.25 64 1,281 +2
Dec10 100512 222.75 226.75 220.75 222.00 -1.25 711 3,496 +635
Total Volume and Open Interest 1,886 16,852 +101
Rough Rice(CBOT)
May10 100512 11.83 11.83 11.69 11.78 +0.10 84 80 -80
Jul10 100512 11.92 12.10 11.90 11.98 +0.09 705 8,755 -141
Sep10 100512 11.42 11.57 11.42 11.56 +0.14 205 3,363 +52
Nov10 100512 11.64 11.74 11.64 11.73 +0.12 52 1,676 +17
Total Volume and Open Interest 1,047 15,136 -153
Live Cattle(CME)
Jun10 100512 96.550 96.900 95.550 95.700 -1.100 37,844 121,794 -11,893
Aug10 100512 95.150 95.535 94.400 94.700 -0.685 24,196 114,874 +5,944
Oct10 100512 96.635 96.900 95.750 95.980 -0.870 11,936 68,955 +3,805
Dec10 100512 97.850 98.150 97.150 97.480 -0.620 4,802 38,418 +378
Feb11 100512 98.980 99.250 98.285 98.500 -0.750 1,365 18,730 +590
Apr11 100512 99.200 99.550 98.750 99.100 -0.535 638 7,252 +295
Total Volume and Open Interest 80,844 372,978 -847
Feeder Cattle(CME)
May10 100512 112.000 112.250 111.300 111.500 -0.600 1,285 7,031 -458
Aug10 100512 115.500 115.700 114.535 114.785 -0.815 2,344 25,530 +387
Sep10 100512 115.535 115.750 114.600 114.850 -0.950 420 5,549 +58
Oct10 100512 115.100 115.100 114.150 114.730 -0.620 210 2,603 +33
Nov10 100512 114.700 114.700 113.550 113.730 -0.670 57 1,296 +13
Jan11 100512 112.850 112.850 112.000 112.730 -0.170 18 339 +4
Mar11 100512 111.100 111.500 111.050 111.500 -0.400 11 48 +8
Total Volume and Open Interest 4,345 42,400 +45
Lean Hogs(CME)
May10 100512 88.100 88.600 87.885 88.450 +0.520 471 4,101 -189
Jun10 100512 85.330 86.000 84.900 85.650 +0.320 19,696 60,366 -8,203
Jul10 100512 85.500 86.180 85.035 86.080 +0.600 13,208 43,693 +4,412
Aug10 100512 85.200 85.750 84.950 85.250 +0.215 6,602 47,857 -613
Oct10 100512 76.100 76.850 75.850 76.750 +0.465 3,777 33,249 +1,001
Dec10 100512 72.150 73.150 71.800 73.035 +0.635 1,457 20,972 +261
Feb11 100512 72.250 72.725 71.950 72.650 +0.200 320 6,141 +140
Apr11 100512 73.100 73.250 72.500 73.250 -0.100 41 2,831 +15
Total Volume and Open Interest 45,575 220,117 -3,175
Pork Bellies(CME)
May10 100512 102.500 102.500 102.000 102.000 unch 4 44 -2
Jul10 100512 100.100 101.200 100.100 100.100 -1.400 4 139 +2
Aug10 100512 98.300 98.300 97.000 97.000 +0.450 0 22 +0
Feb11 100512 100.500 100.500 100.500 100.500 unch 0 3 +0
Mar11 100512 100.250 100.250 100.250 100.250 unch 0 1 +0
Total Volume and Open Interest 8 209 +0
Class III Milk(CME)
May10 100512 13.29 13.29 13.23 13.24 unch 25 4,768 +4
Jun10 100512 13.71 13.83 13.65 13.73 +0.01 68 4,744 -13
Jul10 100512 14.49 14.56 14.42 14.50 +0.04 173 3,673 +17
Aug10 100512 15.25 15.25 15.14 15.20 +0.02 130 3,373 +32
Sep10 100512 15.41 15.42 15.32 15.40 unch 56 3,119 +26
Total Volume and Open Interest 636 28,348 +161
Cocoa(ICE)
May10 100512 2960 2960 2959 2959 +4 0 9 +0
Jul10 100512 2951 3000 2943 2972 +21 10,442 61,155 +350
Sep10 100512 2971 3022 2966 2992 +19 1,248 27,592 +264
Dec10 100512 3000 3045 2995 3023 +22 351 15,117 +14
Mar11 100512 3043 3070 3024 3048 +23 121 15,053 -11
May11 100512 3038 3063 3038 3060 +25 2 6,440 +65
Jul11 100512 3072 3073 3070 3070 +25 0 2,856 +0
Total Volume and Open Interest 12,167 133,671 +684
Coffee "C"(ICE)
May10 100512 137.80 137.80 136.80 136.80 +1.55 11 86 -85
Jul10 100512 135.90 138.60 135.55 136.85 +0.70 9,091 76,240 -298
Sep10 100512 137.60 140.00 137.40 138.30 +0.70 3,294 26,893 +834
Dec10 100512 139.05 141.50 139.05 139.90 +0.70 814 18,957 +240
Mar11 100512 141.00 142.80 141.00 141.20 +0.65 393 7,786 -5
May11 100512 142.70 143.00 141.85 141.85 +0.60 189 4,374 +145
Total Volume and Open Interest 13,920 137,301 +845
Orange Juice(ICE)
Jul10 100512 142.20 142.50 140.35 140.95 -0.90 2,403 18,674 -284
Sep10 100512 143.40 144.00 141.80 142.20 -1.15 493 6,809 +281
Nov10 100512 144.75 144.85 143.00 143.30 -1.20 94 1,439 +88
Jan11 100512 145.00 145.00 143.75 143.75 -1.05 0 835 +0
Mar11 100512 144.50 144.50 144.05 144.05 -1.35 0 169 +0
May11 100512 144.10 144.10 144.10 144.10 -1.55 0 116 +0
Total Volume and Open Interest 2,990 28,241 -1,053
Sugar #11(ICE)
Jul10 100512 13.88 14.70 13.77 14.67 +0.76 35,534 296,207 -215
Oct10 100512 14.56 15.28 14.44 15.23 +0.65 12,357 154,999 +1,935
Mar11 100512 15.35 16.03 15.25 16.01 +0.63 6,851 77,103 -772
May11 100512 15.17 15.86 15.17 15.86 +0.61 3,603 24,641 +19
Jul11 100512 15.04 15.80 15.04 15.80 +0.64 2,205 27,090 +405
Total Volume and Open Interest 62,213 643,988 +1,701
London Cocoa(LCE)
May10 100430 2360 2370 2355 2370 +6 2,691 40,097 -627
Jul10 100512 2267 2305 2252 2287 +14 5,851 54,176 -600
Sep10 100512 2239 2276 2222 2261 +26 1,237 28,302 -407
Dec10 100512 2200 2240 2195 2227 +22 338 19,937 +171
Mar11 100512 2165 2219 2165 2201 +26 92 20,582 -2
May11 100512 2216 2217 2179 2202 +26 23 4,126 +2
Jul11 100512 2205 2207 2200 2204 +24 0 893 +0
Total Volume and Open Interest 8,888 163,253 -1,264
London Sugar(LCE)
Aug10 100512 447.50 471.90 447.20 471.00 +19.80 3,280 32,361 +62
Oct10 100512 418.20 440.00 417.60 439.40 +18.00 1,238 13,252 +230
Dec10 100512 409.50 428.20 408.60 427.70 +13.70 348 3,949 +168
Mar11 100512 419.80 436.10 419.60 434.90 +11.90 312 2,593 +74
May11 100512 429.80 436.90 427.10 436.40 +11.10 80 1,593 +57
Total Volume and Open Interest 5,274 54,149 +587
Cotton(ICE)
Jul10 100512 80.75 82.49 80.29 80.37 -0.16 6,943 105,330 -114
Oct10 100512 78.29 78.53 76.63 76.67 -1.13 340 2,723 +307
Dec10 100512 76.30 77.45 76.30 77.29 +0.99 3,619 57,380 +696
Mar11 100512 77.47 78.57 77.47 78.49 +1.02 353 6,699 +152
May11 100512 77.70 78.69 77.70 78.69 +1.02 1 188 +0
Jul11 100512 77.70 78.69 77.70 78.69 +0.92 2 2,888 +1
Total Volume and Open Interest 11,259 176,496 +1,043
Lumber(CME)
May10 100512 271.0 275.6 263.9 271.5 +0.7 109 791 -61
Jul10 100512 268.7 269.5 259.5 263.9 -5.6 923 4,901 -200
Sep10 100512 276.0 276.0 269.0 272.5 -6.5 171 2,309 -44
Nov10 100512 259.0 260.5 256.0 260.5 -5.5 47 697 +36
Total Volume and Open Interest 1,256 8,718 -266
Crude Oil(NYM)
Jun10 100512 75.89 77.00 74.75 75.65 -0.72 447,158 293,209 -35,188
Jul10 100512 79.85 80.97 79.05 80.15 -0.07 189,964 272,211 +27,979
Aug10 100512 81.92 83.13 81.44 82.55 +0.37 51,906 98,276 +372
Sep10 100512 83.08 84.07 82.62 83.74 +0.47 26,421 85,870 -3,188
Oct10 100512 83.86 85.01 83.59 84.58 +0.51 15,626 38,759 -228
Nov10 100512 84.50 85.29 84.31 85.27 +0.53 10,010 31,566 +616
Dec10 100512 84.88 86.17 84.72 85.82 +0.53 42,873 198,183 -2,937
Jan11 100512 85.70 86.41 85.23 86.21 +0.54 4,612 33,387 -358
Feb11 100512 86.23 86.73 85.84 86.55 +0.53 3,021 14,992 +196
Mar11 100512 86.53 86.86 86.33 86.86 +0.53 2,331 17,051 +221
Apr11 100512 87.16 87.16 87.16 87.16 +0.54 1,455 12,507 -270
May11 100512 87.45 87.45 87.45 87.45 +0.56 1,029 6,901 +142
Jun11 100512 87.34 87.70 86.85 87.70 +0.57 3,580 41,448 +609
Jul11 100512 87.92 87.92 87.92 87.92 +0.59 108 5,816 +3
Aug11 100512 88.11 88.11 88.11 88.11 +0.60 39 4,618 +8
Sep11 100512 88.31 88.31 88.31 88.31 +0.61 89 7,073 +7
Total Volume and Open Interest 824,838 1,462,043 -12,539
e-miNY Crude Oil(NYM)
May10 100419 82.975 82.975 80.525 81.450 -1.800 13,915 4,660 -166
Jun10 100430 85.525 86.500 85.125 86.150 +0.975 10,604 5,783 -119
Jul10 100512 79.800 80.900 79.100 80.150 -0.075 1,388 2,466 +42
Aug10 100512 81.850 82.800 81.500 82.550 +0.375 121 392 -3
Sep10 100512 82.825 83.750 82.825 83.750 +0.475 33 128 -27
Oct10 100512 84.575 84.575 84.575 84.575 +0.500 1 11 +0
Nov10 100512 85.275 85.275 85.275 85.275 +0.525 1 1 +0
Dec10 100512 85.825 85.825 85.825 85.825 +0.525 2 75 +1
Jan11 100512 86.200 86.200 86.200 86.200 +0.525 0 1 +0
Feb11 100512 86.550 86.550 86.550 86.550 +0.525      
Total Volume and Open Interest 16,611 8,546 -299
Heating Oil(NYM)
Jun10 100512 213.15 217.19 212.41 215.91 +1.90 52,076 76,906 -8,207
Jul10 100512 215.16 218.88 214.37 217.66 +1.68 22,262 53,371 +3,205
Aug10 100512 218.40 220.78 217.36 219.74 +1.49 8,091 29,523 +1,150
Sep10 100512 220.31 223.01 219.50 222.25 +1.39 5,704 23,856 +482
Oct10 100512 224.82 225.29 223.40 224.85 +1.31 3,229 15,976 +324
Nov10 100512 228.00 228.00 226.82 227.61 +1.32 2,029 11,048 +63
Dec10 100512 228.50 230.93 228.18 230.39 +1.39 8,894 39,017 +344
Jan11 100512 233.02 233.65 232.30 233.30 +1.43 2,417 16,247 +632
Feb11 100512 234.99 235.58 234.50 235.30 +1.36 457 6,860 +154
Mar11 100512 235.97 236.62 234.50 236.19 +1.32 247 5,814 -12
Apr11 100512 236.68 236.70 235.22 236.19 +1.32 311 3,182 -26
May11 100512 236.62 236.62 235.50 236.25 +1.28 310 2,167 -82
Total Volume and Open Interest 111,012 317,009 +412
Gasoline(NYMEX)
Jun10 100512 218.77 223.45 217.80 221.04 +1.52 47,097 78,243 -9,219
Jul10 100512 219.00 223.55 218.26 221.35 +1.36 26,770 64,363 +2,306
Aug10 100512 220.28 223.60 219.61 221.60 +1.31 11,940 33,761 -405
Sep10 100512 219.40 222.91 219.40 221.55 +1.35 8,972 38,234 -956
Oct10 100512 209.40 212.33 209.40 211.67 +1.29 7,521 23,359 +1,344
Nov10 100512 210.11 211.43 210.11 211.43 +1.28 4,257 15,836 +183
Dec10 100512 211.67 212.85 210.35 212.22 +1.21 4,477 12,359 +362
Jan11 100512 214.09 214.09 214.09 214.09 +1.18 255 5,719 -79
Feb11 100512 216.24 216.24 216.24 216.24 +1.15 85 1,950 +66
Mar11 100512 218.57 218.57 218.57 218.57 +1.12 10 1,126 -4
Total Volume and Open Interest 111,646 287,310 -6,368
e-miNY RBOB Gasoline(NYM)
Jun10 100512 221.00 221.04 221.00 221.00 +1.50 0 7 +0
Jul10 100512 221.40 221.40 221.35 221.40 +1.40 0 1 +0
Aug10 100512 220.50 221.60 220.50 221.60 +1.30 0 3 +0
Sep10 100512 221.60 221.60 221.55 221.60 +1.40      
Total Volume and Open Interest 0 18 +0
Natural Gas(NYM)
Jun10 100512 4.138 4.292 4.133 4.284 +0.153 127,282 132,261 -18,998
Jul10 100512 4.235 4.389 4.230 4.385 +0.160 52,874 162,912 +3,294
Aug10 100512 4.321 4.471 4.321 4.464 +0.153 25,413 71,769 +2,706
Sep10 100512 4.415 4.528 4.399 4.524 +0.142 20,450 67,081 +4,154
Oct10 100512 4.541 4.650 4.536 4.644 +0.135 19,504 75,460 +1,214
Nov10 100512 5.002 5.097 4.995 5.097 +0.121 5,536 16,662 +721
Dec10 100512 5.485 5.550 5.467 5.550 +0.104 6,915 33,162 -570
Jan11 100512 5.705 5.762 5.683 5.762 +0.103 11,815 50,489 +1,076
Feb11 100512 5.661 5.729 5.660 5.729 +0.098 1,488 17,364 +200
Mar11 100512 5.575 5.631 5.570 5.631 +0.093 3,361 41,974 +301
Apr11 100512 5.400 5.456 5.400 5.455 +0.075 4,128 37,801 -567
May11 100512 5.415 5.480 5.415 5.480 +0.073 1,451 21,413 +725
Jun11 100512 5.470 5.529 5.470 5.529 +0.070 348 6,724 +39
Jul11 100512 5.555 5.594 5.554 5.594 +0.069 142 4,793 +11
Aug11 100512 5.635 5.647 5.629 5.647 +0.068 131 5,210 +16
Sep11 100512 5.645 5.680 5.640 5.677 +0.067 141 4,903 -14
Total Volume and Open Interest 286,184 868,697 -4,118
Brent Crude Oil(ICE)
Jun10 100512 80.20 81.72 79.93 81.20 +0.71 167,470 128,026 -3,583
Jul10 100512 81.36 82.86 81.10 82.40 +0.75 154,422 184,135 +10,574
Aug10 100512 82.33 83.77 82.09 83.39 +0.75 56,187 84,553 +7,420
Sep10 100512 83.30 84.44 83.03 84.23 +0.74 20,131 57,728 +4,891
Oct10 100512 84.01 84.93 83.75 84.93 +0.73 9,498 25,602 +108
Nov10 100512 84.64 85.55 84.38 85.55 +0.72 8,375 20,097 +714
Dec10 100512 85.20 86.14 84.87 86.10 +0.71 25,192 104,249 +2,271
Jan11 100512 85.66 86.55 85.66 86.54 +0.69 3,117 20,809 +917
Feb11 100512 86.66 86.94 86.31 86.94 +0.65 1,619 10,495 +221
Mar11 100512 87.32 87.32 87.32 87.32 +0.63 1,424 6,990 -7
Apr11 100512 87.68 87.68 87.68 87.68 +0.62 1,140 4,714 +225
May11 100512 88.02 88.02 88.02 88.02 +0.63 1,070 4,540 -6
Jun11 100512 88.06 88.32 87.32 88.32 +0.63 3,289 18,202 -311
Jul11 100512 88.60 88.60 88.60 88.60 +0.63 224 3,108 +38
Total Volume and Open Interest 460,892 771,460 +24,225
Gas Oil(ICE)
May10 100512 672.00 682.25 672.00 677.25 unch 32,887 26,251 -9,913
Jun10 100512 678.50 689.75 677.00 678.75 -3.25 86,182 106,643 -3,393
Jul10 100512 683.75 694.50 682.25 684.25 -3.50 29,213 62,095 +5,174
Aug10 100512 688.75 700.25 688.25 690.25 -3.75 11,135 31,310 -112
Sep10 100512 703.00 705.00 696.00 696.50 -3.75 6,127 35,763 -1,672
Oct10 100512 710.25 711.00 701.50 702.50 -3.75 3,566 28,304 +130
Nov10 100512 715.00 716.25 707.50 707.75 -4.00 1,366 22,033 -75
Dec10 100512 711.50 722.25 711.50 712.75 -4.25 12,645 92,593 +240
Jan11 100512 725.75 726.00 718.25 718.50 -4.50 972 25,590 +243
Feb11 100512 723.00 723.25 723.00 723.25 -4.50 424 12,867 +222
Total Volume and Open Interest 186,920 527,847 -8,457
Ethanol(CBOT)
May10 100505 1.590 1.593 1.590 1.593 -0.006 62 72 -160
Jun10 100512 1.643 1.645 1.640 1.643 +0.005 62 995 -47
Jul10 100512 1.661 1.666 1.650 1.657 +0.005 36 1,324 +14
Aug10 100512 1.655 1.662 1.654 1.658 +0.005 20 711 -5
Sep10 100512 1.660 1.662 1.655 1.658 +0.006 2 790 +2
Oct10 100512 1.655 1.655 1.655 1.655 unch 15 824 +15
Nov10 100512 1.658 1.665 1.658 1.660 +0.002 95 673 -80
Dec10 100512 1.680 1.680 1.671 1.674 +0.001 105 1,285 -83
Total Volume and Open Interest 552 8,535 -162
US Dollar Index(ICE)
Jun10 100512 84.855 85.100 84.330 84.967 +0.355 37,048 41,363 -1,624
Sep10 100512 85.230 85.312 84.835 85.312 +0.350 160 2,307 +15
Dec10 100512 85.260 85.573 85.260 85.573 +0.350 0 15 +0
Total Volume and Open Interest 37,208 43,685 -1,609
Australian Dollar(CME)
Jun10 100512 89.11 89.46 88.55 88.89 -0.56 141,829 114,230 -11,205
Sep10 100512 88.12 88.51 87.78 87.95 -0.56 350 778 +29
Dec10 100512 87.02 87.58 87.02 87.02 -0.56 0 17 +0
Total Volume and Open Interest 142,181 115,027 -11,176
British Pound(CME)
Jun10 100512 149.30 150.43 148.15 148.19 -1.32 192,465 139,596 +6,418
Sep10 100512 149.22 150.39 148.13 148.17 -1.31 2,834 3,506 +1,330
Dec10 100512 148.15 149.45 148.15 148.15 -1.30 9 33 +3
Total Volume and Open Interest 195,308 143,136 +7,751
Canadian Dollar(CME)
Jun10 100512 97.98 98.49 97.58 98.06 -0.09 107,320 117,252 -1,091
Sep10 100512 97.90 98.42 97.55 98.01 -0.09 1,206 5,061 +135
Dec10 100512 97.80 98.26 97.76 97.86 -0.11 221 1,330 +20
Mar11 100512 97.94 97.94 97.64 97.64 -0.14 60 230 -44
Total Volume and Open Interest 108,815 123,957 -979
Japanese Yen(CME)
Jun10 100512 107.93 108.21 107.23 107.32 -0.49 161,283 142,392 -66
Sep10 100512 108.11 108.29 107.39 107.44 -0.50 487 3,057 +97
Dec10 100512 107.61 108.11 107.61 107.61 -0.50 16 121 -1
Total Volume and Open Interest 161,786 145,571 +30
Swiss Franc(CME)
Jun10 100512 89.95 90.47 89.84 90.14 -0.04 81,960 49,007 -3,061
Sep10 100512 90.38 90.61 90.18 90.30 -0.07 235 767 +42
Dec10 100512 90.47 90.57 90.47 90.47 -0.10 2 15 +0
Total Volume and Open Interest 82,197 49,789 -3,019
EuroFX(CME)
Jun10 100512 126.36 127.42 126.07 126.34 -0.62 606,839 291,997 +39,102
Sep10 100512 126.48 127.46 126.18 126.40 -0.62 4,236 6,981 +707
Dec10 100512 126.88 127.15 126.47 126.47 -0.60 26 128 +13
Total Volume and Open Interest 611,113 299,154 +39,814
Mexican Peso(CME)
May10 100512 808.0 808.0 800.0 808.0 +8.0      
Jun10 100512 797.0 806.2 793.0 805.2 +8.0 45,512 96,224 -11,968
Total Volume and Open Interest 45,573 96,802 -12,005
30-Year T-Bonds(CBOT)
Jun10 100512 120~130 120~220 120~100 120~100 -0~150      
Sep10 100512 120~080 120~160 119~120 119~200 -0~150 5,564 16,769 +1,711
Dec10 100512 118~080 118~180 118~080 118~090 -0~090 5 13 -5
Total Volume and Open Interest 314,360 734,293 +16,693
10-Year T-Notes(CBOT)
Jun10 100512 119~045 119~130 118~220 118~255 -0~070 1,339,715 1,778,082 +20,140
Sep10 100512 117~310 118~060 117~195 117~210 -0~070 9,126 36,707 +2,001
Dec10 100512 116~070 116~140 116~070 116~070 -0~070 0 32 +0
Total Volume and Open Interest 1,348,842 1,814,825 +22,142
5-Year T-Notes(CBOT)
Jun10 100512 116~088 116~113 116~062 116~069 +58~029      
Sep10 100512 115~071 115~087 115~069 115~076 -0~011 9,243 14,985 +1,448
Dec10 100512 114~067 114~078 114~067 114~067 -0~011 0 2 +0
Total Volume and Open Interest 606,877 1,014,833 +18,949
2 Year T-Notes(CBOT)
Jun10 100512 54~065 54~065 54~065 54~065 -0~001      
Sep10 100512 108~081 108~081 108~068 108~071 -0~002 4,867 22,345 +111
Dec10 100512 108~012 108~013 108~012 108~012 -0~001 0 1 +0
Total Volume and Open Interest 367,245 1,018,271 +6,435
Eurodollars(CME)
Jun10 100512 99.455 99.495 99.445 99.485 +0.025 614,320 1,184,392 +2,432
Sep10 100512 99.340 99.395 99.330 99.380 +0.040 451,245 1,110,657 -36,571
Dec10 100512 99.200 99.250 99.180 99.230 +0.040 429,816 1,045,667 -5,118
Mar11 100512 98.975 99.025 98.950 99.005 +0.035 378,141 749,945 +12,664
Jun11 100512 98.720 98.760 98.690 98.735 +0.020 446,974 870,672 -535
Sep11 100512 98.455 98.485 98.420 98.455 +0.005 310,968 680,493 +1,944
Dec11 100512 98.175 98.200 98.125 98.145 -0.015 252,761 526,287 -2,102
Mar12 100512 97.900 97.940 97.850 97.870 -0.025 197,341 348,259 -6,791
Jun12 100512 97.620 97.655 97.550 97.575 -0.030 110,451 248,481 -2,951
Sep12 100512 97.340 97.365 97.265 97.290 -0.030 72,865 190,809 -628
Dec12 100512 97.060 97.090 96.990 97.010 -0.030 54,381 150,553 +920
Mar13 100512 96.830 96.860 96.765 96.785 -0.025 48,120 130,954 +116
Jun13 100512 96.595 96.630 96.535 96.560 -0.015 18,478 83,350 -664
Sep13 100512 96.395 96.420 96.330 96.350 -0.015 17,147 80,749 -1,564
Dec13 100512 96.175 96.205 96.120 96.135 -0.010 12,761 43,878 -957
Mar14 100512 96.005 96.015 95.950 95.965 -0.005 10,776 39,533 -234
Jun14 100512 95.835 95.850 95.780 95.800 unch 7,321 35,015 -203
Sep14 100512 95.680 95.695 95.635 95.650 unch 6,257 26,085 +327
Total Volume and Open Interest 3,506,287 7,762,975 -42,554
30 Day Federal Funds(CBOT)
May10 100512 99.787 99.793 99.787 99.790 +0.003 20,062 69,313 +1,726
Jun10 100512 99.780 99.790 99.780 99.785 +0.005 20,972 70,413 -5,405
Jul10 100512 99.770 99.775 99.765 99.770 +0.005 13,590 61,438 -1,812
Aug10 100512 99.750 99.760 99.745 99.755 +0.010 9,734 82,552 -1,026
Sep10 100512 99.725 99.740 99.725 99.735 +0.010 10,777 47,152 -1,564
Oct10 100512 99.700 99.710 99.695 99.705 +0.010 13,186 73,594 -1,844
Total Volume and Open Interest 125,172 627,088 -9,916
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 100512 99.615 99.620 99.615 99.620 unch 0 2,628 +0
Sep10 100512 99.645 99.645 99.645 99.645 +0.005 0 1,031 +0
Dec10 100512 99.650 99.650 99.650 99.650 +0.005 0 342 +0
Mar11 100512 99.640 99.640 99.640 99.640 +0.005 0 167 +0
Jun11 100512 99.615 99.615 99.615 99.615 +0.005      
Sep11 100512 99.600 99.600 99.600 99.600 +0.005      
Dec11 100512 99.530 99.530 99.530 99.530 +0.005      
Mar12 100512 99.495 99.495 99.495 99.495 +0.005      
Jun12 100512 99.545 99.545 99.545 99.545 -0.005      
Sep12 100512 99.605 99.605 99.605 99.605 -0.005      
Total Volume and Open Interest 0 4,168 +0
3-Mth Euro-Yen(SGX)
Jun10 100512 99.62 99.62 99.62 99.62 unch 0 5,518 +275
Sep10 100512 99.64 99.64 99.64 99.64 -0.01 531 3,151 +351
Dec10 100512 99.65 99.65 99.65 99.65 0.00 100 1,761 -100
Mar11 100512 99.64 99.64 99.64 99.64 0.00 0 1,707 -6
Jun11 100512 99.61 99.61 99.61 99.61 -0.01 0 106 +0
Sep11 100512 99.60 99.60 99.60 99.60 -0.01 2 53 +2
Dec11 100512 99.53 99.53 99.53 99.53 -0.01 0 102 +0
Mar12 100512 99.50 99.50 99.50 99.50 0.00 0 305 +0
Total Volume and Open Interest 633 13,769 +228
Japanese Gov't Bonds(SGX)
Jun10 100512 139.80 139.90 139.65 139.83 +0.21 4,666 19,546 -715
Sep10 100512 139.30 139.38 139.20 139.38 +0.05 0 2 -1
Dec10 100512 137.29 137.29 137.29 137.29 +0.05      
Total Volume and Open Interest 2,912 20,143 +1,033
Euro-Bund(EUREX)
Jun10 100512 125.88 125.95 125.43 125.67 +0.04 1,358,798 1,162,154 +76,977
Sep10 100512 125.29 125.30 124.89 125.11 +0.05 2,161 13,897 +1,254
Dec10 100512 123.67 123.67 123.67 123.67 +0.04 342 3 +0
Total Volume and Open Interest 1,361,301 1,176,054 +78,231
Euro-Bobl(EUREX)
Jun10 100512 119.34 119.41 119.14 119.18 -0.52 978,399 809,928 +645
Sep10 100512 118.93 118.95 118.84 118.91 +0.08 2,440 18,479 +1,075
Dec10 100512 118.67 118.67 118.67 118.67 +0.08      
Total Volume and Open Interest 800,037 848,549 +21,900
3-Mth Euribor(EUREX)
Jun10 100512 99.245 99.260 99.245 99.260 +0.030 302 6,170 -96
Sep10 100512 99.145 99.175 99.145 99.170 +0.040 679 3,437 +464
Dec10 100512 99.095 99.095 99.095 99.095 +0.030 100 1,594 -53
Total Volume and Open Interest 1,249 16,918 +281
Long Gilt(LIFFE)
Jun10 100430 115~10 116~02 115~07 115~30 +0~29 80,989 293,562 +765
Sep10 100512 115~16 115~24 115~16 115~24 +0~18 3 14 -3
Total Volume and Open Interest 124,022 304,381 -2,117
3-Mth Short Sterling(LIFFE)
Jun10 100512 99.18 99.23 99.17 99.22 +0.05 83,908 338,518 -6,866
Sep10 100512 99.04 99.11 99.02 99.09 +0.07 171,640 408,398 +10,013
Dec10 100512 98.83 98.96 98.81 98.93 +0.11 118,005 374,157 -4,231
Mar11 100512 98.59 98.77 98.57 98.74 +0.15 95,150 231,553 +1,844
Jun11 100512 98.34 98.54 98.32 98.50 +0.16 86,253 301,376 -2,015
Sep11 100512 98.06 98.28 98.06 98.24 +0.16 74,561 191,467 +673
Total Volume and Open Interest 760,816 2,357,319 +5,058
3-Mth Euribor(LIFFE)
Jun10 100512 99.230 99.265 99.225 99.260 +0.030 385,089 894,703 +8,289
Sep10 100512 99.145 99.175 99.130 99.170 +0.035 482,176 869,889 +9,601
Dec10 100512 99.075 99.110 99.065 99.095 +0.030 323,807 527,019 +11,157
Total Volume and Open Interest 2,308,721 4,227,563 +31,126
3-Mth Aus T-Bills(SFE)
Jun10 100512 95.19 95.20 95.17 95.19 unch 33,839 272,544 -20,020
Sep10 100512 95.05 95.06 95.01 95.05 unch 30,947 235,399 -35,193
Dec10 100512 94.91 94.92 94.85 94.90 -0.01 16,642 129,002 -36,750
Mar11 100512 94.74 94.77 94.71 94.77 +0.01 6,780 56,539 -1,794
Jun11 100512 94.57 94.61 94.55 94.60 +0.01 3,785 44,588 -2,496
Sep11 100512 94.39 94.46 94.39 94.45 +0.02 2,788 28,000 -340
Dec11 100512 94.27 94.34 94.26 94.33 +0.02 1,904 24,421 +158
Mar12 100512 94.22 94.30 94.22 94.29 +0.03 904 11,830 +409
Jun12 100512 94.26 94.26 94.26 94.26 +0.02 508 5,415 +355
Sep12 100512 94.26 94.26 94.26 94.26 +0.01 204 2,562 +104
Total Volume and Open Interest 98,503 811,426 -95,465
10-Year Aus T-Bonds(SFE)
Jun10 100512 94.50 94.53 94.43 94.52 +0.01 59,076 408,640 -48,457
Sep10 100512 94.52 94.52 94.52 94.52 +0.01      
Total Volume and Open Interest 59,076 408,640 -48,457
3-Year Aus T-Bonds(SFE)
Jun10 100512 94.90 94.94 94.84 94.94 +0.03 136,301 958,921 -8,062
Sep10 100512 94.94 94.94 94.94 94.94 +0.03      
Total Volume and Open Interest 136,301 958,921 -8,062
Gold(CMX)
Jun10 100512 1232.0 1249.2 1227.2 1243.1 +22.8 176,641 327,035 -3,360
Aug10 100512 1234.8 1251.0 1229.2 1244.9 +22.8 21,204 76,053 +6,380
Oct10 100512 1235.5 1252.0 1230.7 1246.5 +22.8 1,316 22,758 -445
Dec10 100512 1237.5 1254.1 1232.8 1248.2 +22.8 5,849 48,969 +942
Feb11 100512 1238.8 1253.6 1238.8 1250.0 +22.7 282 17,604 -53
Apr11 100512 1245.0 1251.9 1245.0 1251.9 +22.5 804 13,193 +631
Jun11 100512 596.5 598.7 594.9 598.7 +22.3 395 8,033 +155
Aug11 100512 1257.0 1257.0 1257.0 1257.0 +22.1 6 3,871 -2
Oct11 100512 1260.2 1260.2 1260.2 1260.2 +22.0 234 6,604 +230
Dec11 100512 1251.2 1268.5 1251.0 1263.5 +22.0 1,454 14,904 +559
Feb12 100512 1267.6 1267.6 1267.6 1267.6 +22.1 350 3,960 +335
Total Volume and Open Interest 210,064 576,868 +5,941
Silver(CMX)
May10 100512 1934.0 1965.0 1929.5 1964.0 +36.8 173 337 -58
Jul10 100512 1936.0 1973.5 1911.0 1966.3 +36.9 31,061 75,100 +452
Sep10 100512 1938.5 1976.0 1920.0 1969.6 +37.1 1,406 10,470 +155
Dec10 100512 1941.5 1981.0 1920.0 1974.3 +37.1 1,582 15,498 +594
Mar11 100512 1978.0 1978.3 1971.0 1978.3 +37.1 35 3,705 +9
May11 100512 1980.9 1980.9 1980.9 1980.9 +37.1 123 2,162 +11
Jul11 100512 1983.5 1983.5 1983.5 1983.5 +37.1 53 3,281 +17
Total Volume and Open Interest 35,588 119,406 +1,237
Platinum(NYMEX)
Jul10 100512 1707.7 1753.4 1695.5 1747.3 +46.5 5,749 33,909 -345
Oct10 100512 1711.0 1751.1 1711.0 1751.1 +46.5 102 1,380 +82
Jan11 100512 1703.0 1752.9 1703.0 1752.9 +46.6 6 271 +3
Apr11 100512 1752.9 1752.9 1752.9 1752.9 +46.6 0 1 +0
Total Volume and Open Interest 5,859 35,570 -260
Palladium(NYMEX)
Jun10 100512 531.50 550.05 526.50 547.45 +15.25 5,291 21,603 +47
Sep10 100512 532.70 551.40 528.50 548.95 +15.55 1,057 2,810 +979
Dec10 100512 531.10 552.00 531.10 550.15 +15.60 0 217 +0
Total Volume and Open Interest 6,356 24,658 +1,031
Copper(CMX)
May10 100512 316.95 321.05 313.00 317.60 -1.80 241 1,509 -311
Jul10 100512 317.25 324.40 313.50 318.80 -1.85 32,687 85,015 +1,465
Sep10 100512 319.00 326.00 315.40 320.65 -1.80 2,532 18,742 +297
Dec10 100512 322.30 327.50 319.35 322.60 -1.65 1,636 11,309 -20
Mar11 100512 323.00 323.70 323.00 323.70 -1.60 323 3,431 +243
Total Volume and Open Interest 37,955 133,729 +1,665
DJIA Index(CBOT)
Jun10 100512 10694 10880 10625 10876 +167 763 11,075 +11
Sep10 100512 10800 10818 10795 10818 +166 20 16 -3
Dec10 100512 10757 10757 10590 10757 +167 0 2 +0
Mar11 100512 10702 10702 10535 10702 +167      
Total Volume and Open Interest 783 11,093 +8
S & P 500(CME)
Jun10 100512 1151.70 1171.00 1140.00 1169.70 +17.50 42,615 306,799 -2,622
Sep10 100512 1160.50 1166.80 1157.80 1165.30 +17.50 1,107 11,498 +729
Dec10 100512 1160.80 1162.40 1160.40 1160.80 +17.40 280 4,186 +249
Mar11 100512 1156.60 1158.20 1156.20 1156.60 +17.40 145 477 +102
Total Volume and Open Interest 44,167 323,005 -1,522
S & P 500 E-Mini(Globex)
Jun10 100512 1151.75 1171.25 1141.00 1169.75 +17.50 3,640,288 2,646,663 -652
Sep10 100512 1146.75 1166.75 1137.00 1165.25 +17.50 6,642 37,800 +2,213
Total Volume and Open Interest 3,647,080 2,687,008 +1,597
NASDAQ 100(CME)
Jun10 100512 1936.30 1977.00 1917.50 1972.80 +37.50 1,662 23,596 -527
Sep10 100512 1970.00 1971.00 1970.00 1971.00 +37.50 5 160 -3
Dec10 100512 1968.30 1968.30 1965.80 1968.30 +37.50      
Total Volume and Open Interest 1,667 23,756 -530
NASDAQ 100 E-Mini(Globex)
Jun10 100512 1934.80 1976.30 1917.00 1972.80 +37.50 489,875 339,079 -17,212
Sep10 100512 1927.00 1974.00 1916.50 1971.00 +37.50 272 1,795 +35
Total Volume and Open Interest 490,159 340,896 -17,175
S & P Midcap 400(CME)
Jun10 100512 802.00 816.00 789.60 813.60 +17.90 6 2,069 -4
Sep10 100512 811.60 812.00 811.60 811.60 +17.90      
Dec10 100512 809.60 810.00 809.60 809.60 +17.90      
Total Volume and Open Interest 6 2,069 -4
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100512 10555 10555 10555 10555 +110      
Sep10 100512 10610 10610 10605 10610 +110 1 5 +0
Total Volume and Open Interest 26,435 56,896 +3,158
Nikkei 225(SGX)
Jun10 100512 10400 10595 10340 10365 -35 224,250 188,419 -14,707
Sep10 100512 10505 10505 10350 10365 -30 357 1,349 +50
Dec10 100512 10320 10320 10320 10320 -30 0 968 +0
Total Volume and Open Interest 224,868 195,282 -2,497
CAC 40(EURONEXT)
May10 100512 3606.5 3730.5 3597.0 3701.5 +44.5 306,930 541,023 -56,484
Jun10 100512 3573.5 3693.5 3572.5 3669.0 +44.0 3,408 65,389 +1,351
Jul10 100512 3652.0 3684.5 3652.0 3665.5 +44.0 4 43 +3
Total Volume and Open Interest 310,351 607,987 -55,125
Hang Seng Index(HKFE)
May10 100512 19935 20150 19822 20144 +208 90,127 73,493 +611
Jun10 100512 19967 20124 19801 20119 +195 2,365 7,230 +107
Total Volume and Open Interest 92,594 81,961 +791
DAX(EUREX)
Jun10 100512 6025.0 6226.0 6006.5 6196.0 +153.5 280,354 187,745 -10,172
Sep10 100512 6022.0 6229.5 6016.5 6201.0 +153.5 845 10,343 +87
Dec10 100512 6029.5 6228.0 6029.5 6208.5 +154.0 665 1,822 +215
Total Volume and Open Interest 281,864 199,910 -9,870
FT-SE 100(EURONEXT)
Jun10 100512 5280.00 5398.50 5261.50 5361.00 +48.50 248,041 657,070 -21,760
Sep10 100512 5256.50 5320.50 5256.50 5320.50 +48.00 124 1,422 +6
Dec10 100512 5204.00 5311.50 5200.00 5294.50 +48.00 260 2,932 +1
Total Volume and Open Interest 248,545 661,589 -21,633
SPI 200(SFE)
Jun10 100512 4561.0 4636.0 4545.0 4583.0 +26.0 50,550 245,006 -14,702
Sep10 100512 4568.0 4610.0 4555.0 4569.0 +26.0 43 2,783 -29
Dec10 100512 4591.0 4591.0 4591.0 4591.0 +26.0 75 2,659 +2
Total Volume and Open Interest 50,668 251,287 -14,729
GSCI(CME)
May10 100512 513.10 514.10 507.70 510.25 +2.50 4,893 15,968 -2,643
Jun10 100512 522.50 525.50 518.50 523.00 +3.90 3,962 5,152 +3,576
Jul10 100512 531.50 533.50 527.70 531.50 +3.00      
Total Volume and Open Interest 8,855 21,120 +933
Reuters CCI(ICE)
Jun10 100512 267.20 267.20 267.20 267.20 +1.80      
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.