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MRCI's End of Day Prices
Daily Futures Price Listing Mon May 31, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100528 951.75 956.00 936.50 937.75 -14.00 65,148 211,687 -4,816
Aug10 100528 942.50 945.00 926.25 927.75 -13.75 5,378 16,569 +247
Sep10 100528 928.25 930.25 912.25 914.75 -11.50 1,706 12,336 -134
Nov10 100528 917.75 921.75 906.25 907.75 -11.00 27,016 160,120 +2,404
Jan11 100528 928.00 931.00 916.00 917.25 -11.25 1,772 14,965 +735
Mar11 100528 936.00 936.00 925.50 925.50 -10.75 454 6,165 +45
May11 100528 940.00 941.25 930.25 931.00 -10.25 352 5,875 +178
Total Volume and Open Interest 102,686 452,273 -1,160
Soybean Meal(CBOT)
Jul10 100528 276.00 277.70 272.30 273.50 -2.50 30,928 81,567 -3,443
Aug10 100528 269.90 270.90 266.20 267.50 -2.20 3,703 17,907 +461
Sep10 100528 264.50 264.80 260.00 261.50 -1.60 2,485 11,668 +48
Oct10 100528 254.90 256.60 252.70 254.10 -1.20 1,005 7,973 +75
Dec10 100528 253.80 255.10 250.80 252.40 -1.30 7,134 37,170 +533
Jan11 100528 254.10 255.70 252.50 252.90 -1.60 104 4,417 +22
Mar11 100528 256.40 258.10 254.50 254.60 -1.80 312 4,176 +162
May11 100528 258.40 258.40 255.50 255.50 -1.90 407 1,957 +217
Total Volume and Open Interest 46,465 170,249 -1,810
Soybean Oil(CBOT)
Jul10 100528 38.18 38.26 37.58 37.61 -0.57 54,067 179,820 -3,101
Aug10 100528 38.38 38.41 37.79 37.84 -0.57 11,934 28,705 +2,221
Sep10 100528 38.67 38.71 38.05 38.07 -0.56 4,858 16,575 +1,427
Oct10 100528 38.63 38.78 38.25 38.25 -0.56 2,082 12,326 +219
Dec10 100528 39.12 39.32 38.64 38.68 -0.56 10,080 73,699 +431
Jan11 100528 39.36 39.54 38.98 38.98 -0.56 178 4,573 +34
Mar11 100528 39.54 39.70 39.30 39.30 -0.55 175 1,847 +90
May11 100528 39.83 39.94 39.60 39.60 -0.53 40 1,480 -10
Total Volume and Open Interest 83,639 322,496 +1,429
Canola(WCE)
Jul10 100531 375.0 375.6 371.7 373.5 -1.8 6,775 87,587 -1,250
Nov10 100531 381.9 382.1 377.9 380.4 -2.1 6,404 47,572 +1,136
Jan11 100531 384.0 387.3 384.0 385.6 -2.0 1,395 4,085 -480
Mar11 100531 388.0 390.4 388.0 390.4 -2.0 663 2,863 +418
May11 100531 391.0 395.3 391.0 395.0 -1.2 78 1,154 +43
Total Volume and Open Interest 15,457 144,342 -27
Corn(CBOT)
Jul10 100528 372.00 373.00 358.25 359.00 -14.25 97,272 478,609 -4,547
Sep10 100528 381.75 382.75 368.00 369.00 -14.25 28,295 189,051 +5,063
Dec10 100528 391.75 393.00 379.25 380.00 -13.50 44,363 377,931 +2,424
Mar11 100528 404.75 405.25 392.50 392.75 -13.50 3,587 57,042 +912
May11 100528 414.00 414.00 401.00 401.25 -13.50 1,184 9,272 +132
Jul11 100528 420.75 422.75 409.25 409.25 -13.50 2,617 33,116 +640
Total Volume and Open Interest 179,546 1,216,757 +5,603
Wheat(CBOT)
Jul10 100528 468.50 473.50 456.50 457.75 -10.00 30,745 240,199 -1,958
Sep10 100528 487.00 495.00 474.00 475.25 -10.00 8,279 98,541 +2,803
Dec10 100528 515.50 519.50 504.50 505.50 -9.50 7,917 72,858 +749
Mar11 100528 546.25 548.50 533.75 535.00 -8.50 1,516 28,263 +211
May11 100528 561.00 563.00 550.00 551.50 -8.75 298 8,667 -8
Total Volume and Open Interest 51,067 496,092 +2,498
Wheat(KCBT)
Jul10 100528 494.00 498.00 480.00 481.50 -11.25 7,947 60,109 -1,713
Sep10 100528 504.75 509.75 493.00 493.50 -11.25 1,663 21,982 +752
Dec10 100528 523.25 527.50 510.50 510.75 -11.75 2,355 41,010 +205
Mar11 100528 542.50 544.75 528.25 528.25 -12.25 476 15,652 -106
May11 100528 550.00 556.00 540.25 540.25 -12.25 35 6,452 +14
Total Volume and Open Interest 12,990 163,460 -520
Wheat(MGE)
Jul10 100528 513.00 517.25 504.25 506.00 -7.75 1,977 16,845 -463
Sep10 100528 527.00 529.50 517.25 518.75 -7.00 513 9,879 +224
Dec10 100528 543.75 547.00 534.75 535.50 -7.25 178 10,055 -78
Mar11 100528 560.25 565.00 553.00 553.75 -7.75 32 3,179 -141
May11 100528 573.25 576.00 565.00 565.25 -8.75 11 1,484 +1
Total Volume and Open Interest 2,905 46,386 -531
Oats(CBOT)
Jul10 100528 198.00 201.00 191.00 191.00 -5.50 579 11,513 +29
Sep10 100528 203.75 203.75 199.25 199.25 -5.50 92 1,476 +44
Dec10 100528 217.25 219.50 210.50 210.50 -5.50 186 4,533 +21
Mar11 100528 220.00 226.00 220.00 220.50 -5.50 2 564 -1
Total Volume and Open Interest 859 18,086 +93
Rough Rice(CBOT)
Jul10 100528 11.69 11.80 11.63 11.64 -0.05 569 7,893 -164
Sep10 100528 11.60 11.69 11.51 11.66 +0.03 362 4,015 +82
Nov10 100528 11.74 11.77 11.65 11.77 +0.03 140 2,097 +14
Jan11 100528 11.93 12.04 11.93 12.04 +0.03 4 451 -1
Total Volume and Open Interest 1,076 15,370 -70
Live Cattle(CME)
Jun10 100528 91.700 91.785 90.330 90.535 -1.045 12,597 44,411 -3,024
Aug10 100528 90.800 90.900 89.150 89.250 -1.535 16,108 146,038 +1,087
Oct10 100528 91.750 92.000 90.480 90.785 -1.000 7,627 80,041 +988
Dec10 100528 93.050 93.200 91.950 92.300 -0.850 3,722 42,352 +662
Feb11 100528 94.430 94.430 93.385 93.800 -0.800 1,038 18,624 +165
Apr11 100528 95.400 95.430 94.550 95.000 -0.700 246 9,278 +2
Total Volume and Open Interest 41,815 344,370 +150
Feeder Cattle(CME)
Aug10 100528 108.650 108.700 108.100 108.430 -0.070 2,074 22,417 -53
Sep10 100528 108.500 108.750 108.350 108.500 -0.100 418 5,114 +60
Oct10 100528 108.150 108.150 107.900 108.150 -0.250 672 3,273 +361
Nov10 100528 108.050 108.050 107.700 107.850 -0.200 180 1,253 -21
Jan11 100528 106.000 106.000 106.000 106.000 -0.400 17 461 +0
Mar11 100528 105.800 105.800 105.800 105.800 unch 3 58 +2
Apr11 100528 106.900 106.900 106.900 106.900 unch 0 15 +0
Total Volume and Open Interest 3,804 34,478 +316
Lean Hogs(CME)
Jun10 100528 81.350 82.100 81.285 81.850 +0.670 6,205 21,345 -1,187
Jul10 100528 82.785 83.700 82.385 82.600 -0.100 8,527 66,545 -165
Aug10 100528 83.100 83.550 82.535 82.800 -0.100 6,265 44,908 +1,107
Oct10 100528 75.135 75.450 74.750 75.250 +0.300 2,585 38,257 -332
Dec10 100528 71.800 72.080 71.500 71.930 +0.350 2,311 23,969 +883
Feb11 100528 72.300 72.400 71.650 72.400 unch 132 7,154 +29
Apr11 100528 72.650 72.750 72.500 72.700 +0.200 55 3,544 +37
May11 100528 75.650 75.650 75.650 75.650 +0.400 1 146 +0
Total Volume and Open Interest 26,103 206,750 +386
Pork Bellies(CME)
Jul10 100528 101.750 102.900 101.750 102.900 +0.850 7 141 -1
Aug10 100528 100.500 100.500 100.500 100.500 unch 0 25 +0
Feb11 100528 100.500 100.500 100.500 100.500 unch 0 3 +0
Mar11 100528 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100528 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 7 170 -1
Class III Milk(CME)
May10 100528 13.35 13.36 13.34 13.35 -0.01 11 4,543 -10
Jun10 100528 13.85 13.89 13.55 13.60 -0.29 229 4,380 -76
Jul10 100528 13.85 13.92 13.50 13.50 -0.43 405 4,505 -8
Aug10 100528 14.45 14.45 14.00 14.00 -0.45 237 3,728 -2
Sep10 100528 14.83 14.89 14.49 14.49 -0.34 105 3,553 +14
Total Volume and Open Interest 1,375 31,012 +17
Cocoa(ICE)
Jul10 100528 2984 3001 2946 2965 -8 8,326 48,504 -1,902
Sep10 100528 3006 3025 2975 2993 -7 3,452 30,580 +266
Dec10 100528 3035 3042 3003 3017 -10 831 16,526 +212
Mar11 100528 3063 3070 3037 3045 -11 379 15,994 -196
May11 100528 3065 3065 3056 3056 -11 17 6,558 +7
Jul11 100528 3079 3079 3061 3061 -12 125 3,191 +106
Sep11 100528 3079 3079 3067 3067 -12 120 1,211 +41
Total Volume and Open Interest 13,447 127,222 -1,396
Coffee "C"(ICE)
Jul10 100528 135.00 135.45 133.90 134.25 -0.50 11,173 66,403 -2,163
Sep10 100528 136.30 136.95 135.40 135.80 -0.50 4,652 34,836 +718
Dec10 100528 137.95 138.50 137.20 137.40 -0.50 3,529 19,895 -430
Mar11 100528 139.00 139.50 138.25 138.45 -0.55 437 7,631 -22
May11 100528 138.30 138.45 138.30 138.45 -0.60 145 4,390 +32
Jul11 100528 138.70 138.70 138.70 138.70 -0.50 31 2,483 -23
Total Volume and Open Interest 19,995 136,493 -1,862
Orange Juice(ICE)
Jul10 100528 142.20 144.20 142.00 142.90 +1.70 983 17,869 -387
Sep10 100528 142.00 144.95 142.00 144.00 +1.80 209 7,955 +104
Nov10 100528 144.60 145.00 144.00 144.00 +1.65 114 2,147 +59
Jan11 100528 144.40 144.40 143.95 143.95 +1.45 10 814 +1
Mar11 100528 144.75 144.75 144.30 144.30 +1.60 0 169 +0
May11 100528 144.45 144.45 144.45 144.45 +1.60 0 154 +0
Total Volume and Open Interest 1,316 29,307 -223
Sugar #11(ICE)
Jul10 100528 14.99 15.04 14.16 14.19 -0.73 39,667 266,718 -5,839
Oct10 100528 15.43 15.43 14.65 14.69 -0.65 25,120 183,787 +150
Mar11 100528 16.20 16.25 15.50 15.65 -0.50 6,672 91,486 +348
May11 100528 16.07 16.07 15.53 15.67 -0.36 1,467 24,804 -96
Jul11 100528 15.86 15.89 15.62 15.80 -0.20 2,571 33,604 +642
Total Volume and Open Interest 78,773 671,823 -4,091
London Cocoa(LCE)
Jul10 100528 2432 2445 2396 2420 -14 6,108 65,050 +2,447
Sep10 100528 2350 2361 2312 2341 -14 2,695 34,470 +357
Dec10 100528 2306 2311 2259 2283 -23 711 25,553 +66
Mar11 100528 2276 2281 2246 2253 -23 297 21,550 -54
May11 100528 2276 2277 2246 2246 -24 112 4,966 +13
Jul11 100528 2262 2264 2246 2246 -24 7 940 -5
Sep11 100528 2272 2272 2250 2250 -24 0 1,843 +0
Total Volume and Open Interest 9,930 160,106 +2,824
London Sugar(LCE)
Aug10 100528 478.30 478.30 463.20 468.60 -10.80 4,457 31,871 +372
Oct10 100528 442.50 443.10 427.70 429.10 -13.60 3,465 17,128 +324
Dec10 100528 433.00 433.00 417.10 417.90 -13.80 529 5,522 +352
Mar11 100528 438.10 438.10 425.50 426.80 -11.70 21 3,921 +9
May11 100528 437.60 438.80 427.60 428.80 -11.30 8 1,816 +3
Total Volume and Open Interest 8,480 61,061 +1,060
Cotton(ICE)
Jul10 100528 81.45 81.46 80.00 80.05 -1.23 9,478 98,561 -2,983
Oct10 100528 78.41 78.50 77.90 78.06 -0.51 146 1,669 +5
Dec10 100528 79.00 79.00 78.14 78.61 -0.47 7,709 76,473 +1,867
Mar11 100528 79.78 79.82 79.45 79.81 -0.43 505 10,418 +66
May11 100528 80.41 80.41 80.11 80.40 -0.33 255 473 +156
Jul11 100528 80.20 80.51 80.20 80.51 -0.39 290 3,699 +139
Total Volume and Open Interest 18,389 192,768 -750
Lumber(CME)
Jul10 100528 229.1 232.3 224.1 225.5 -3.6 755 4,632 -4
Sep10 100528 239.8 242.0 234.1 242.0 +6.2 429 2,403 -2
Nov10 100528 228.0 231.8 226.0 231.8 unch 24 694 +1
Jan11 100528 245.0 248.0 245.0 248.0 unch 1 37 +0
Total Volume and Open Interest 1,209 7,774 -5
Crude Oil(NYM)
Jul10 100528 74.90 75.72 73.13 73.97 -0.58 401,812 381,461 -9,957
Aug10 100528 75.97 76.79 74.31 75.16 -0.46 117,594 127,796 +5,884
Sep10 100528 76.74 77.66 75.18 76.12 -0.38 46,855 101,748 +2,383
Oct10 100528 77.22 78.29 75.87 76.88 -0.30 17,085 44,746 +582
Nov10 100528 78.05 78.70 76.82 77.58 -0.25 10,837 37,990 +422
Dec10 100528 78.97 79.57 77.13 78.24 -0.21 51,046 200,634 +1,402
Jan11 100528 79.10 79.10 78.00 78.69 -0.18 3,656 36,486 -23
Feb11 100528 78.02 79.10 78.02 79.10 -0.14 1,256 17,506 -102
Mar11 100528 79.60 79.76 78.80 79.48 -0.10 1,842 17,851 -301
Apr11 100528 79.23 79.89 79.23 79.83 -0.07 1,117 11,046 -116
May11 100528 80.35 80.35 80.00 80.15 -0.05 1,117 7,080 -45
Jun11 100528 80.66 81.40 79.60 80.44 -0.02 5,298 40,540 +610
Jul11 100528 79.63 80.72 79.63 80.69 unch 419 6,395 +49
Aug11 100528 80.91 80.91 80.91 80.91 +0.03 377 6,041 +25
Sep11 100528 81.11 81.11 81.11 81.11 +0.04 59 7,641 +3
Oct11 100528 81.32 81.32 81.32 81.32 +0.05 16 4,351 -3
Total Volume and Open Interest 691,648 1,361,036 -24
e-miNY Crude Oil(NYM)
May10 100419 82.975 82.975 80.525 81.450 -1.800 13,915 4,660 -166
Jun10 100519 69.025 70.025 67.625 69.875 +0.475 9,007 3,745 -1,490
Jul10 100528 74.825 75.750 73.125 73.975 -0.575 15,293 4,612 +120
Aug10 100528 75.875 76.600 74.350 75.150 -0.475 781 784 +180
Sep10 100528 76.600 77.400 76.125 76.125 -0.375 61 216 +8
Oct10 100528 77.000 77.000 76.875 76.875 -0.300 6 21 +1
Nov10 100528 77.750 77.875 77.575 77.575 -0.250 7 9 +4
Dec10 100528 78.350 78.350 78.250 78.250 -0.200 14 90 +1
Jan11 100528 78.700 78.700 78.700 78.700 -0.175 0 2 +0
Feb11 100528 79.100 79.100 79.100 79.100 -0.150      
Total Volume and Open Interest 16,162 5,789 +314
Heating Oil(NYM)
Jun10 100528 200.15 203.03 197.10 198.02 -1.92 24,126 6,655 -8,447
Jul10 100528 201.70 204.10 198.47 200.45 -0.52 56,215 80,013 +2,086
Aug10 100528 202.96 205.74 200.40 202.38 -0.34 12,907 42,918 +1,985
Sep10 100528 205.54 207.95 202.84 204.88 -0.16 11,354 30,046 +1,787
Oct10 100528 207.70 209.63 205.24 207.35 unch 3,618 18,968 +872
Nov10 100528 210.25 212.56 209.20 209.86 -0.01 1,984 12,409 -134
Dec10 100528 212.78 215.28 210.54 212.41 +0.05 8,922 40,215 -30
Jan11 100528 217.65 217.65 214.01 215.11 +0.11 1,615 17,395 -18
Feb11 100528 219.43 219.43 216.84 216.88 +0.04 1,360 7,827 +151
Mar11 100528 218.56 219.53 216.98 217.73 +0.02 796 6,441 -65
Apr11 100528 218.55 219.46 216.82 217.61 +0.05 343 3,831 -23
May11 100528 217.96 217.96 217.59 217.59 +0.08 259 3,053 +5
Total Volume and Open Interest 125,200 303,529 -1,580
Gasoline(NYMEX)
Jun10 100528 204.05 205.26 200.50 201.98 -1.91 23,218 6,541 -9,413
Jul10 100528 204.45 205.12 199.50 202.66 -0.88 45,704 90,267 +3,548
Aug10 100528 204.52 205.15 199.85 202.92 -0.71 16,994 40,304 +1,899
Sep10 100528 204.97 205.00 200.50 203.03 -0.64 10,267 35,519 +279
Oct10 100528 194.89 195.05 190.37 193.38 -0.48 3,822 19,273 -144
Nov10 100528 194.00 194.80 191.25 193.23 -0.39 2,707 18,206 +66
Dec10 100528 194.90 195.74 192.14 194.21 -0.29 4,232 13,695 +17
Jan11 100528 196.00 196.00 196.00 196.00 -0.32 940 4,010 -53
Feb11 100528 198.16 198.16 198.16 198.16 -0.31 374 1,994 +42
Mar11 100528 200.35 200.35 200.35 200.35 -0.27 118 1,882 +91
Total Volume and Open Interest 108,407 246,094 -3,670
e-miNY RBOB Gasoline(NYM)
Jul10 100528 203.50 203.50 202.70 202.70 -0.80 0 2 +0
Aug10 100528 202.90 202.92 202.90 202.90 -0.70 1 2 -1
Sep10 100528 203.00 203.03 203.00 203.00 -0.70      
Oct10 100528 193.40 193.40 193.38 193.40 -0.50 0 1 +0
Total Volume and Open Interest 2 11 -5
Natural Gas(NYM)
Jul10 100528 4.337 4.399 4.260 4.341 +0.047 92,962 228,221 +3,529
Aug10 100528 4.402 4.470 4.335 4.409 +0.041 20,807 70,126 -1,174
Sep10 100528 4.460 4.520 4.400 4.464 +0.042 13,589 77,833 +1,579
Oct10 100528 4.582 4.622 4.493 4.572 +0.045 20,408 81,140 +1,568
Nov10 100528 4.925 4.953 4.837 4.915 +0.039 5,396 23,234 +547
Dec10 100528 5.256 5.291 5.184 5.257 +0.030 4,973 34,464 -462
Jan11 100528 5.459 5.504 5.400 5.467 +0.026 12,286 53,663 -537
Feb11 100528 5.433 5.462 5.373 5.438 +0.026 1,481 17,466 -506
Mar11 100528 5.330 5.370 5.268 5.336 +0.026 2,991 45,428 -215
Apr11 100528 5.130 5.175 5.085 5.151 +0.030 2,810 38,161 -128
May11 100528 5.170 5.187 5.154 5.172 +0.027 532 22,907 +59
Jun11 100528 5.191 5.244 5.183 5.226 +0.029 321 7,708 +162
Jul11 100528 5.294 5.304 5.278 5.287 +0.026 205 5,135 +21
Aug11 100528 5.342 5.342 5.337 5.337 +0.024 37 5,271 +10
Sep11 100528 5.386 5.387 5.356 5.367 +0.023 50 5,236 +2
Oct11 100528 5.471 5.481 5.437 5.461 +0.022 395 18,391 +75
Total Volume and Open Interest 183,173 839,576 +3,665
Brent Crude Oil(ICE)
Jul10 100531 74.02 74.72 74.02 74.65 +0.63 136,524 207,329 +0
Aug10 100531 74.80 75.50 74.80 75.40 +0.60 60,198 128,292 +0
Sep10 100531 75.52 76.14 75.52 76.07 +0.56 31,490 74,515 +0
Oct10 100531 76.81 76.82 76.54 76.73 +0.51 13,761 38,948 +0
Nov10 100531 77.49 77.50 77.22 77.41 +0.51 7,441 21,534 +0
Dec10 100531 77.87 78.24 77.79 78.08 +0.52 20,117 100,251 +0
Jan11 100531 78.70 78.70 78.69 78.69 +0.51 3,079 22,673 +0
Feb11 100531 79.24 79.24 79.23 79.23 +0.52 1,207 11,953 +0
Mar11 100531 79.73 79.73 79.72 79.72 +0.53 1,007 8,461 +0
Apr11 100531 80.16 80.16 80.16 80.16 +0.53 904 5,605 +0
May11 100531 80.55 80.55 80.55 80.55 +0.53 661 14,029 +0
Jun11 100531 81.11 81.11 80.78 80.88 +0.52 1,619 19,525 +0
Jul11 100531 81.19 81.19 81.19 81.19 +0.52 210 3,495 +0
Aug11 100531 81.45 81.45 81.45 81.45 +0.51 76 3,329 +0
Total Volume and Open Interest 281,888 763,122 +0
Gas Oil(ICE)
Jun10 100531 636.00 640.75 636.00 637.75 +1.75 35,493 76,082 +0
Jul10 100531 638.75 643.75 637.50 640.50 +1.50 51,911 83,602 +0
Aug10 100531 643.00 647.50 642.75 644.50 +1.50 15,538 44,108 +0
Sep10 100531 650.00 652.75 648.50 649.50 +1.50 5,185 43,857 +0
Oct10 100531 656.75 657.50 653.50 654.50 +1.50 4,221 35,337 +0
Nov10 100531 658.00 659.00 658.00 659.00 +1.50 3,085 24,126 +0
Dec10 100531 664.00 666.75 662.00 663.50 +1.50 12,821 92,243 +0
Jan11 100531 669.25 669.50 668.50 668.50 +1.50 2,755 27,826 +0
Feb11 100531 676.25 676.25 673.00 673.00 +1.50 591 13,954 +0
Mar11 100531 678.00 680.25 677.00 677.00 +1.50 749 10,593 +0
Total Volume and Open Interest 139,381 551,604 +0
Ethanol(CBOT)
May10 100505 1.590 1.593 1.590 1.593 -0.006 18 50 -22
Jun10 100528 1.615 1.615 1.600 1.600 -0.016 154 269 -98
Jul10 100528 1.606 1.610 1.590 1.594 -0.018 110 1,337 -20
Aug10 100528 1.615 1.615 1.600 1.604 -0.020 25 1,070 +5
Sep10 100528 1.610 1.610 1.599 1.600 -0.020 32 942 +20
Oct10 100528 1.611 1.611 1.599 1.601 -0.023 31 957 +18
Nov10 100528 1.621 1.624 1.591 1.597 -0.028 23 841 +2
Dec10 100528 1.625 1.625 1.600 1.608 -0.026 20 1,559 -5
Total Volume and Open Interest 560 10,443 +51
WTI Crude Oil(ICE
Jul10 100531 74.45 74.66 73.86 74.49 +0.52 76,255 114,250 +0
Aug10 100531 75.43 75.76 75.30 75.65 +0.49 24,284 59,951 +0
Sep10 100531 76.38 76.76 76.34 76.57 +0.45 8,584 35,004 +0
Oct10 100531 77.31 77.31 77.31 77.31 +0.43 3,492 25,866 +0
Nov10 100531 78.00 78.00 78.00 78.00 +0.42 3,202 20,548 +0
Dec10 100531 78.65 78.65 78.65 78.65 +0.41 12,547 91,071 +0
Jan11 100531 79.10 79.10 79.10 79.10 +0.41 1,651 18,225 +0
Feb11 100531 79.50 79.50 79.50 79.50 +0.40 1,814 9,796 +0
Mar11 100531 79.88 79.88 79.88 79.88 +0.40 1,319 9,206 +0
Apr11 100531 80.23 80.23 80.23 80.23 +0.40 2,015 4,857 +0
May11 100531 80.54 80.54 80.54 80.54 +0.39 2,584 4,390 +0
Jun11 100531 80.82 80.82 80.82 80.82 +0.38 1,707 20,368 +0
Jul11 100531 81.06 81.06 81.06 81.06 +0.37 56 2,638 +0
Aug11 100531 81.27 81.27 81.27 81.27 +0.36 40 1,683 +0
Sep11 100531 81.46 81.46 81.46 81.46 +0.35 6 2,480 +0
Oct11 100531 81.66 81.66 81.66 81.66 +0.34 0 1,921 +0
Total Volume and Open Interest 142,786 530,556 +0
US Dollar Index(ICE)
Jun10 100528 86.340 86.895 85.935 86.582 +0.300 30,115 35,787 -339
Sep10 100528 86.670 87.220 86.290 86.923 +0.300 254 2,652 +126
Dec10 100528 87.323 87.323 87.323 87.323 +0.300 1 18 +0
Total Volume and Open Interest 30,370 38,457 -213
Australian Dollar(CME)
Jun10 100528 84.90 85.37 84.14 84.45 -0.22 146,026 104,719 -90
Sep10 100528 84.04 84.48 83.27 83.57 -0.23 2,671 5,681 +1,122
Dec10 100528 82.73 82.96 82.73 82.73 -0.23 0 365 +0
Total Volume and Open Interest 148,702 110,774 +1,032
British Pound(CME)
Jun10 100528 145.62 146.13 144.35 144.88 -0.99 138,585 133,457 -2,066
Sep10 100528 145.70 146.19 144.40 144.92 -0.98 1,600 10,696 -262
Dec10 100528 144.97 145.96 144.97 144.97 -0.99 0 32 +0
Total Volume and Open Interest 140,185 144,185 -2,328
Canadian Dollar(CME)
Jun10 100528 95.29 95.75 94.83 95.13 -0.07 100,576 105,900 -4,093
Sep10 100528 95.28 95.66 94.77 95.09 -0.08 2,952 9,360 +556
Dec10 100528 95.59 95.59 94.77 95.01 -0.13 74 1,953 -24
Mar11 100528 95.02 95.02 94.89 94.89 -0.13 27 309 +7
Total Volume and Open Interest 103,629 117,606 -3,554
Japanese Yen(CME)
Jun10 100528 109.99 110.40 109.41 110.17 +0.06 140,891 127,159 -5,307
Sep10 100528 110.20 110.50 109.60 110.33 +0.05 1,470 5,782 +424
Dec10 100528 110.57 110.57 110.52 110.57 +0.05 0 127 +0
Total Volume and Open Interest 142,361 133,071 -4,883
Swiss Franc(CME)
Jun10 100528 86.90 87.15 86.17 86.48 -0.50 58,182 45,080 -1,938
Sep10 100528 87.13 87.38 86.44 86.72 -0.51 1,557 2,893 +945
Dec10 100528 86.98 87.52 86.98 86.98 -0.54 2 13 +0
Total Volume and Open Interest 59,741 47,986 -993
EuroFX(CME)
Jun10 100528 123.60 124.56 122.67 123.24 -0.55 479,857 266,649 -1,502
Sep10 100528 123.73 124.67 122.80 123.36 -0.55 9,475 15,451 +1,026
Dec10 100528 123.50 124.03 123.48 123.48 -0.55 6 430 +3
Total Volume and Open Interest 489,338 282,579 -473
Mexican Peso(CME)
Jun10 100528 777.5 782.0 770.2 774.2 -4.8 32,054 79,966 -3,425
Jul10 100528 772.5 777.2 772.5 772.5 -4.8      
Total Volume and Open Interest 32,171 80,968 -3,506
30-Year T-Bonds(CBOT)
Jun10 100528 122~240 123~150 122~230 123~070 +0~090 543,239 128,922 -152,817
Sep10 100528 122~090 122~300 122~060 122~210 +0~070 321,306 618,840 +127,306
Dec10 100528 121~100 121~100 121~030 121~100 +0~070 5 88 +3
Total Volume and Open Interest 864,550 747,850 -25,508
10-Year T-Notes(CBOT)
Jun10 100528 120~065 120~230 120~055 120~215 +0~115 1,987,347 382,848 -391,590
Sep10 100528 119~120 119~305 119~115 119~280 +0~120 1,083,165 1,579,749 +381,409
Dec10 100528 117~135 118~205 117~135 118~205 +0~120 3 89 -1
Total Volume and Open Interest 3,070,515 1,962,706 -10,182
5-Year T-Notes(CBOT)
Jun10 100528 116~125 117~064 116~125 117~056 +0~049 844,097 238,536 -240,787
Sep10 100528 116~026 116~095 116~023 116~086 +0~055 469,366 752,935 +192,880
Dec10 100528 115~077 115~077 115~022 115~077 +0~055 0 2 +0
Total Volume and Open Interest 1,313,463 991,473 -47,907
2 Year T-Notes(CBOT)
Jun10 100528 109~024 109~048 109~023 109~045 +0~024 524,946 180,111 -190,204
Sep10 100528 108~113 109~012 108~112 109~009 +0~027 377,447 782,241 +166,792
Dec10 100528 108~101 108~101 108~071 108~101 +0~030 0 1 +0
Total Volume and Open Interest 902,393 962,353 -23,412
Eurodollars(CME)
Jun10 100528 99.400 99.440 99.380 99.400 -0.002 274,486 1,099,603 -6,705
Sep10 100528 99.180 99.250 99.145 99.155 -0.015 438,955 1,036,550 -36,279
Dec10 100528 98.995 99.065 98.980 99.005 +0.030 312,687 1,049,228 -10,880
Mar11 100528 98.835 98.895 98.825 98.875 +0.065 291,525 745,242 -5,229
Jun11 100528 98.635 98.730 98.625 98.705 +0.090 295,967 811,532 -16,184
Sep11 100528 98.405 98.530 98.400 98.495 +0.090 237,449 735,871 -8,654
Dec11 100528 98.150 98.280 98.140 98.245 +0.090 203,169 535,074 +1,375
Mar12 100528 97.920 98.045 97.910 98.010 +0.080 159,608 390,155 +1,289
Jun12 100528 97.675 97.795 97.675 97.760 +0.070 101,046 237,929 +1,869
Sep12 100528 97.430 97.545 97.430 97.510 +0.060 76,941 182,400 +787
Dec12 100528 97.195 97.290 97.190 97.260 +0.055 62,635 142,613 +453
Mar13 100528 96.995 97.080 96.995 97.055 +0.055 61,445 134,008 +1,503
Jun13 100528 96.760 96.865 96.760 96.845 +0.055 27,937 80,516 -1,673
Sep13 100528 96.580 96.670 96.580 96.650 +0.055 21,884 72,722 +4
Dec13 100528 96.375 96.470 96.375 96.450 +0.055 22,388 38,649 -594
Mar14 100528 96.205 96.315 96.205 96.290 +0.050 21,081 39,272 +1,545
Jun14 100528 96.065 96.150 96.065 96.130 +0.050 14,689 31,563 +1,095
Sep14 100528 95.950 96.010 95.920 95.985 +0.050 8,575 22,525 -309
Total Volume and Open Interest 2,661,949 7,540,426 -74,026
30 Day Federal Funds(CBOT)
May10 100528 99.795 99.798 99.795 99.795 unch 2,188 59,914 -973
Jun10 100528 99.780 99.785 99.775 99.780 -0.005 5,119 67,668 -1,218
Jul10 100528 99.770 99.770 99.765 99.770 unch 6,004 48,474 -2,223
Aug10 100528 99.760 99.765 99.755 99.760 unch 7,150 75,906 -2,861
Sep10 100528 99.745 99.755 99.745 99.750 unch 5,300 48,272 -608
Oct10 100528 99.735 99.740 99.730 99.735 unch 5,905 70,582 -157
Total Volume and Open Interest 53,107 661,770 -6,735
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 100528 99.610 99.610 99.610 99.610 unch 426 2,498 +20
Sep10 100528 99.618 99.618 99.618 99.618 unch 0 1,031 +0
Dec10 100528 99.620 99.620 99.620 99.620 unch 0 342 +0
Mar11 100528 99.615 99.615 99.615 99.615 unch 0 167 +0
Jun11 100528 99.585 99.585 99.585 99.585 unch      
Sep11 100528 99.570 99.570 99.570 99.570 unch      
Dec11 100528 99.500 99.500 99.500 99.500 unch      
Mar12 100528 99.465 99.465 99.465 99.465 unch      
Jun12 100528 99.515 99.515 99.515 99.515 unch      
Sep12 100528 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest 426 4,038 +20
3-Mth Euro-Yen(SGX)
Jun10 100531 99.61 99.61 99.61 99.61 unch 0 5,236 -1
Sep10 100531 99.62 99.62 99.62 99.62 unch 262 3,156 +0
Dec10 100531 99.62 99.62 99.62 99.62 unch 0 1,461 +0
Mar11 100531 99.62 99.62 99.62 99.62 unch 0 1,792 +100
Jun11 100531 99.58 99.58 99.58 99.58 unch 0 102 +0
Sep11 100531 99.57 99.57 99.57 99.57 unch 0 53 +0
Dec11 100531 99.50 99.50 99.50 99.50 unch 0 102 +0
Mar12 100531 99.46 99.46 99.46 99.46 unch 0 305 +0
Total Volume and Open Interest 262 13,273 +99
Japanese Gov't Bonds(SGX)
Jun10 100531 140.52 140.66 140.35 140.42 -0.04 2,519 21,403 -218
Sep10 100531 140.11 140.16 139.97 140.03 -0.08 53 263 +20
Dec10 100531 137.94 137.94 137.94 137.94 -0.08      
Total Volume and Open Interest 2,572 21,666 -198
Euro-Bund(EUREX)
Jun10 100531 128.61 128.85 128.52 128.80 +0.30 771,500 1,012,610 -55,105
Sep10 100531 128.03 128.30 127.98 128.26 +0.30 23,659 61,666 +13,054
Dec10 100531 126.40 126.40 126.40 126.40 +0.32 167 5 +0
Total Volume and Open Interest 795,326 1,074,281 -42,051
Euro-Bobl(EUREX)
Jun10 100531 120.50 120.67 120.47 120.57 +0.08 456,100 790,985 -11,561
Sep10 100531 120.05 120.18 120.03 120.09 +0.09 35,582 63,130 +9,916
Dec10 100531 119.97 119.97 119.97 119.97 +0.08 500 0 +0
Total Volume and Open Interest 492,182 854,115 -1,645
3-Mth Euribor(EUREX)
Jun10 100531 99.265 99.270 99.265 99.265 unch 30 6,897 +0
Sep10 100531 99.085 99.085 99.085 99.085 -0.010 20 3,391 +16
Dec10 100531 98.990 98.990 98.980 98.980 -0.005 25 2,122 +22
Total Volume and Open Interest 76 18,269 +39
Long Gilt(LIFFE)
Jun10 100528 119~16 120~03 119~15 119~25 +0~10 97,529 48,654 -20,005
Sep10 100528 118~04 118~23 118~02 118~13 +0~09 114,752 263,801 +12,957
Total Volume and Open Interest 212,281 312,455 -7,048
3-Mth Short Sterling(LIFFE)
Jun10 100528 99.25 99.27 99.22 99.26 unch 31,403 357,393 +5,976
Sep10 100528 99.08 99.12 99.06 99.11 +0.03 74,909 391,735 -9,824
Dec10 100528 98.92 98.97 98.92 98.96 +0.03 74,685 343,871 +1,780
Mar11 100528 98.82 98.85 98.80 98.84 +0.03 68,200 243,629 +3,674
Jun11 100528 98.64 98.69 98.61 98.67 +0.03 67,098 307,457 +6,763
Sep11 100528 98.45 98.48 98.40 98.46 +0.02 56,584 248,148 -3,063
Total Volume and Open Interest 499,404 2,425,596 -5,178
3-Mth Euribor(LIFFE)
Jun10 100531 99.265 99.290 99.260 99.265 unch 69,308 850,882 -3,342
Sep10 100531 99.065 99.100 99.055 99.085 -0.010 141,338 620,429 -7,066
Dec10 100531 98.980 98.995 98.945 98.980 -0.005 167,836 517,754 +7,384
Total Volume and Open Interest 1,043,773 3,940,344 -31,807
3-Mth Aus T-Bills(SFE)
Jun10 100531 95.23 95.25 95.21 95.23 unch 18,926 247,061 -4,976
Sep10 100531 95.26 95.30 95.23 95.27 +0.01 21,497 263,043 +3,219
Dec10 100531 95.12 95.17 95.09 95.16 +0.04 9,174 131,109 -1,743
Mar11 100531 95.00 95.06 94.96 95.02 +0.03 3,842 61,075 -527
Jun11 100531 94.83 94.93 94.82 94.88 +0.04 2,549 44,433 -686
Sep11 100531 94.75 94.77 94.74 94.76 +0.04 157 30,703 -716
Dec11 100531 94.67 94.68 94.65 94.66 +0.03 467 24,611 -737
Mar12 100531 94.56 94.63 94.55 94.61 +0.05 433 17,521 -79
Jun12 100531 94.56 94.56 94.56 94.56 +0.04 200 4,648 -206
Sep12 100531 94.55 94.55 94.55 94.55 +0.04 0 3,026 +0
Total Volume and Open Interest 57,245 829,048 -6,451
10-Year Aus T-Bonds(SFE)
Jun10 100531 94.58 94.68 94.58 94.63 +0.04 21,934 412,585 -18,589
Sep10 100531 94.59 94.59 94.59 94.59 +0.03 0 138 +0
Total Volume and Open Interest 21,934 412,723 -18,589
3-Year Aus T-Bonds(SFE)
Jun10 100531 95.16 95.26 95.13 95.21 +0.05 86,873 893,525 -30,864
Sep10 100531 95.04 95.11 95.04 95.10 +0.05 35 1,535 +35
Total Volume and Open Interest 86,908 895,060 -30,829
Gold(CMX)
Jun10 100528 1210.4 1214.8 1201.1 1212.2 +0.3 109,434 11,356 -49,751
Aug10 100528 1213.4 1217.3 1203.8 1215.0 +0.6 138,265 343,246 +39,642
Oct10 100528 1214.9 1218.6 1206.0 1217.0 +0.5 3,779 20,903 -1,016
Dec10 100528 1217.4 1221.3 1207.9 1219.0 +0.3 5,422 66,797 +722
Feb11 100528 1219.5 1223.0 1211.0 1221.3 +0.2 445 19,007 +205
Apr11 100528 1225.9 1225.9 1223.6 1223.6 +0.1 291 15,005 +115
Jun11 100528 1222.6 1227.9 1218.5 1226.3 unch 334 13,296 +41
Aug11 100528 1229.3 1229.3 1229.3 1229.3 -0.1 254 3,953 +104
Oct11 100528 1232.3 1232.3 1232.3 1232.3 -0.3 65 6,928 +19
Dec11 100528 1228.8 1235.6 1228.8 1235.6 -0.5 641 15,577 +128
Feb12 100528 1239.8 1239.8 1239.8 1239.8 -0.8 0 3,960 +0
Apr12 100528 1244.1 1244.1 1244.1 1244.1 -1.0      
Total Volume and Open Interest 260,905 555,653  
Silver(CMX)
Jul10 100528 1852.0 1864.5 1824.0 1842.2 -4.6 27,464 70,554 -1,167
Sep10 100528 1860.0 1866.0 1828.0 1846.1 -4.5 2,293 14,515 +521
Dec10 100528 1871.5 1871.5 1835.0 1851.1 -4.6 1,488 17,194 -13
Mar11 100528 1850.0 1855.1 1847.0 1855.1 -4.9 207 6,946 +205
May11 100528 1853.0 1857.6 1853.0 1857.6 -5.1 3 2,700 +0
Jul11 100528 1860.0 1860.0 1860.0 1860.0 -5.3 1 1,679 -1
Sep11 100528 1862.4 1862.4 1862.4 1862.4 -5.6 0 255 +0
Total Volume and Open Interest 32,391 120,480 -902
Platinum(NYMEX)
Jul10 100528 1562.9 1572.5 1541.0 1549.4 -3.5 5,504 27,782 +813
Oct10 100528 1567.3 1578.0 1551.0 1555.5 -3.1 467 2,370 +70
Jan11 100528 1564.8 1564.8 1556.4 1556.4 -3.2 18 331 +9
Apr11 100528 1556.4 1556.4 1556.4 1556.4 -3.2 0 1 +0
Total Volume and Open Interest 6,002 30,486 +889
Palladium(NYMEX)
Jun10 100528 464.55 470.45 452.20 461.85 -0.40 3,238 1,117 -1,752
Sep10 100528 466.45 473.75 454.00 463.45 -1.60 4,989 20,280 +2,423
Dec10 100528 461.75 464.30 461.75 464.30 -1.55 6 266 +6
Total Volume and Open Interest 8,243 21,739 +686
Copper(CMX)
Jul10 100528 316.75 318.70 308.90 310.45 -5.40 26,106 70,110 -1,451
Sep10 100528 319.00 320.05 311.90 312.40 -5.40 3,032 28,955 +1,000
Dec10 100528 318.25 322.15 314.30 314.30 -5.40 1,072 11,585 -262
Mar11 100528 315.60 315.60 315.40 315.40 -5.35 676 5,931 +124
May11 100528 315.90 315.90 315.90 315.90 -5.15 220 1,113 +216
Total Volume and Open Interest 33,021 125,818 -1,022
DJIA Index(CBOT)
Jun10 100528 10242 10272 10090 10126 -109 787 12,622 +239
Sep10 100528 10150 10150 10069 10069 -109 5 228 +2
Dec10 100528 10011 10120 10011 10011 -109 0 2 +0
Mar11 100528 9958 10067 9958 9958 -109      
Total Volume and Open Interest 792 12,852 +241
S & P 500(CME)
Jun10 100528 1100.40 1106.70 1083.30 1088.50 -12.60 34,665 296,548 -1,907
Sep10 100528 1093.00 1095.00 1079.80 1084.20 -12.60 2,364 31,961 +2,147
Dec10 100528 1080.10 1093.20 1075.70 1080.10 -12.60 181 4,407 +81
Mar11 100528 1076.70 1089.80 1072.30 1076.70 -12.60 150 476 -1
Total Volume and Open Interest 37,360 333,437 +320
S & P 500 E-Mini(Globex)
Jun10 100528 1100.25 1106.75 1083.25 1088.50 -12.50 2,613,372 2,645,964 -46,159
Sep10 100528 1095.50 1102.75 1079.25 1084.25 -12.50 37,691 96,776 +16,201
Total Volume and Open Interest 2,651,115 2,745,834 -29,939
NASDAQ 100(CME)
Jun10 100528 1860.80 1874.50 1833.00 1852.00 -11.80 1,858 21,442 -1,053
Sep10 100528 1850.50 1863.00 1840.00 1850.50 -12.00 4 967 +0
Dec10 100528 1847.80 1847.80 1847.80 1847.80 -12.00      
Total Volume and Open Interest 1,862 22,409 -1,053
NASDAQ 100 E-Mini(Globex)
Jun10 100528 1862.30 1874.30 1835.50 1852.00 -11.80 326,868 341,266 -16,184
Sep10 100528 1862.80 1872.50 1834.30 1850.50 -12.00 692 2,074 +61
Total Volume and Open Interest 327,563 343,395 -16,120
S & P Midcap 400(CME)
Jun10 100528 767.50 770.30 759.00 762.20 -6.20 7 3,646 -2
Sep10 100528 760.70 761.50 760.70 760.70 -6.20      
Dec10 100528 758.70 759.50 758.70 758.70 -6.20      
Total Volume and Open Interest 7 3,646 -2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100528 9800 9870 9630 9650 -140 14,656 46,536 +230
Sep10 100528 9890 9915 9710 9710 -135 34 33 +8
Total Volume and Open Interest 14,690 46,569 +238
Nikkei 225(SGX)
Jun10 100531 9775 9865 9625 9750 -25 137,383 190,416 +654
Sep10 100531 9775 9845 9705 9745 -25 1,084 8,584 +344
Dec10 100531 9700 9700 9700 9700 -25 0 1,497 +0
Total Volume and Open Interest 138,867 202,794 +1,016
CAC 40(EURONEXT)
Jun10 100531 3514.5 3517.0 3484.0 3496.5 -2.0 137,924 494,621 +5,881
Jul10 100531 3502.0 3509.0 3485.0 3492.5 -2.0 217 686 +153
Aug10 100531 3493.5 3493.5 3493.5 3493.5 -2.0 53 83 +53
Total Volume and Open Interest 138,197 497,061 +6,079
Hang Seng Index(HKFE)
May10 100528 19736 19827 19705 19786 +374 90,103 25,518 -7,052
Jun10 100531 19701 19792 19580 19713 -3 83,976 73,396 +162
Jul10 100531 19610 19724 19540 19651        
DAX(EUREX)
Jun10 100531 5967.5 5996.0 5931.5 5962.5 +20.0 143,921 181,491 -2,653
Sep10 100531 5972.5 6000.0 5938.5 5967.5 +20.0 1,385 11,211 -353
Dec10 100531 5980.0 6007.5 5946.5 5974.5 +20.0 1,002 2,518 +30
Total Volume and Open Interest 146,308 195,220 -2,976
FT-SE 100(EURONEXT)
Jun10 100528 5212.00 5228.50 5140.00 5187.00 +7.50 147,345 681,402 -13,927
Sep10 100528 5160.00 5183.00 5122.50 5145.50 +7.50 367 2,358 +196
Dec10 100528 5138.00 5140.00 5109.00 5120.00 +7.50 9 3,178 -14
Total Volume and Open Interest 147,721 687,480 -13,745
SPI 200(SFE)
Jun10 100531 4465.0 4496.0 4415.0 4438.0 -28.0 33,097 232,752 -42,560
Sep10 100531 4478.0 4478.0 4416.0 4424.0 -28.0 26 3,807 -99
Dec10 100531 4482.0 4482.0 4442.0 4442.0 -25.0 1 2,745 -13
Total Volume and Open Interest 33,268 240,613 -42,672
GSCI(CME)
Jun10 100528 493.60 494.00 484.70 489.50 -2.50 427 16,974 -201
Jul10 100528 498.60 499.00 489.80 494.50 -2.50 12 77 +10
Aug10 100528 497.50 502.00 493.30 497.50 -2.50      
Total Volume and Open Interest 439 17,051 -191
Reuters CCI(ICE)
Jun10 100528 255.40 255.40 255.40 255.40 -2.90      
Total Volume and Open Interest 0 6 +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.