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MRCI's End of Day Prices
Daily Futures Price Listing Thu June 10, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul10 100610 942.75 952.00 930.50 935.00 -8.50 77,801 180,828 -8,658
Aug10 100610 920.50 929.50 912.00 915.50 -5.00 8,121 24,850 +1,383
Sep10 100610 902.50 912.50 896.75 899.75 -3.50 4,430 11,416 -704
Nov10 100610 895.75 906.00 890.00 894.75 -1.75 51,371 191,634 +7,760
Jan11 100610 906.25 915.00 900.25 905.00 unch 5,549 24,395 +916
Mar11 100610 919.50 919.50 908.50 911.75 -0.75 355 7,145 -104
May11 100610 915.50 923.00 910.75 914.75 -1.25 704 6,539 +261
Total Volume and Open Interest 149,227 475,862 +1,042
Soybean Meal(CBOT)
Jul10 100610 284.80 288.80 280.60 282.30 -3.20 29,510 70,331 -3,027
Aug10 100610 272.50 276.10 269.00 269.80 -2.80 8,579 19,840 +27
Sep10 100610 264.00 267.20 260.80 260.80 -3.20 2,945 13,852 +684
Oct10 100610 256.80 259.80 252.10 252.10 -3.20 1,570 8,775 +136
Dec10 100610 253.10 256.10 250.00 250.00 -3.20 11,497 45,192 +1,480
Jan11 100610 253.80 255.90 250.70 250.70 -3.10 835 5,202 +280
Mar11 100610 256.30 256.60 251.80 251.80 -2.80 122 4,450 +6
May11 100610 256.10 256.10 251.70 251.70 -2.90 134 2,157 +43
Total Volume and Open Interest 55,811 174,770 -90
Soybean Oil(CBOT)
Jul10 100610 36.75 37.12 36.63 36.75 unch 49,884 158,631 -7,403
Aug10 100610 36.91 37.30 36.80 36.93 -0.01 11,455 33,207 +1,976
Sep10 100610 37.13 37.47 37.04 37.13 -0.03 5,701 24,718 +2,121
Oct10 100610 37.26 37.63 37.24 37.35 -0.01 1,820 12,724 +232
Dec10 100610 37.76 38.25 37.60 37.79 -0.01 25,885 94,380 +4,660
Jan11 100610 38.34 38.35 38.02 38.12 -0.01 619 4,884 -73
Mar11 100610 38.63 38.63 38.42 38.47 -0.01 86 2,423 +10
May11 100610 38.72 39.04 38.72 38.79 +0.01 79 1,483 +33
Total Volume and Open Interest 95,887 336,474 +1,629
Canola(WCE)
Jul10 100610 390.4 397.0 389.6 394.0 +2.9 11,551 71,755 -6,985
Nov10 100610 395.5 401.0 394.2 398.0 +2.9 22,343 75,933 +11,715
Jan11 100610 400.0 406.4 400.0 403.2 +2.9 2,108 5,582 +541
Mar11 100610 402.8 409.8 402.8 406.1 +2.4 944 3,555 +455
May11 100610 403.8 412.5 403.8 408.1 +2.4 73 1,511 +43
Total Volume and Open Interest 37,080 159,760 +5,766
Corn(CBOT)
Jul10 100610 338.00 348.00 336.00 343.25 +5.00 171,038 407,568 -23,498
Sep10 100610 346.75 356.50 344.75 352.50 +5.50 101,925 242,575 +12,778
Dec10 100610 358.00 368.00 356.00 364.50 +6.00 69,439 405,733 +5,386
Mar11 100610 371.25 380.75 369.00 377.50 +5.50 6,064 60,348 +653
May11 100610 379.50 388.75 378.50 386.50 +5.25 382 9,433 +43
Jul11 100610 388.75 398.00 386.75 395.50 +5.50 2,821 38,367 +232
Total Volume and Open Interest 357,901 1,239,243 -4,545
Wheat(CBOT)
Jul10 100610 428.00 437.50 426.75 433.25 +5.25 57,042 179,246 -14,373
Sep10 100610 445.00 454.00 443.50 450.00 +5.25 35,615 132,319 +6,374
Dec10 100610 475.50 484.00 474.25 479.75 +4.75 16,014 84,187 +1,588
Mar11 100610 506.00 515.50 506.00 511.75 +4.50 2,503 28,836 +304
May11 100610 531.00 531.50 527.50 529.00 +3.25 292 9,199 +40
Total Volume and Open Interest 125,171 502,832 -729
Wheat(KCBT)
Jul10 100610 457.75 466.50 457.50 462.50 +4.50 13,153 49,562 -3,348
Sep10 100610 470.00 478.00 469.25 474.50 +4.50 6,248 31,913 +2,517
Dec10 100610 487.00 496.25 486.75 492.25 +4.50 3,229 44,942 +1,219
Mar11 100610 504.75 513.75 504.75 509.75 +4.50 1,870 15,542 +399
May11 100610 517.00 525.50 517.00 522.25 +4.50 950 7,575 +428
Total Volume and Open Interest 28,324 179,137 +2,993
Wheat(MGE)
Jul10 100610 485.50 494.50 485.00 490.25 +4.00 5,414 13,199 -287
Sep10 100610 498.25 506.25 497.50 502.00 +3.75 1,400 10,482 +259
Dec10 100610 515.00 523.25 514.00 519.75 +4.75 1,719 10,301 -118
Mar11 100610 532.75 540.75 532.75 536.75 +3.75 625 3,776 +107
May11 100610 550.50 551.00 546.50 547.50 +3.75 523 1,737 +177
Total Volume and Open Interest 12,713 47,894 +2,460
Oats(CBOT)
Jul10 100610 205.00 216.25 205.00 214.50 +10.50 1,115 9,326 -223
Sep10 100610 210.00 219.50 210.00 218.00 +9.50 532 4,292 +105
Dec10 100610 215.75 224.00 215.00 222.25 +9.25 383 4,897 +139
Mar11 100610 225.00 230.75 222.00 230.75 +8.75 6 567 +0
Total Volume and Open Interest 2,036 19,082 +21
Rough Rice(CBOT)
Jul10 100610 10.56 10.90 10.35 10.90 +0.32 609 6,802 -114
Sep10 100610 10.66 10.86 10.47 10.86 +0.20 566 5,332 +187
Nov10 100610 10.84 11.00 10.67 11.00 +0.16 80 2,035 +3
Jan11 100610 11.01 11.27 11.01 11.27 +0.15 2 446 -2
Total Volume and Open Interest 1,257 15,730 +74
Live Cattle(CME)
Jun10 100610 89.980 90.450 89.700 90.080 +0.430 4,700 20,495 -1,460
Aug10 100610 87.750 88.400 87.500 87.785 +0.305 14,391 143,643 -590
Oct10 100610 88.900 89.635 88.750 89.100 +0.350 6,179 88,310 -108
Dec10 100610 91.150 91.980 91.035 91.730 +0.630 3,005 44,561 -3
Feb11 100610 92.135 93.000 92.135 92.850 +0.650 967 19,509 -30
Apr11 100610 94.135 94.800 94.080 94.700 +0.700 515 10,424 +231
Total Volume and Open Interest 29,797 330,824 -1,947
Feeder Cattle(CME)
Aug10 100610 109.385 111.000 108.800 110.230 +1.000 1,857 21,426 -232
Sep10 100610 108.950 110.800 108.650 110.035 +0.955 407 5,382 +129
Oct10 100610 108.800 110.450 108.350 110.150 +1.200 199 3,759 +29
Nov10 100610 108.900 110.285 108.450 109.700 +0.900 118 1,388 +41
Jan11 100610 107.930 109.000 107.300 108.500 +0.700 15 500 +5
Mar11 100610 107.000 108.000 107.000 107.200 -0.050 9 70 +8
Apr11 100610 106.550 106.550 106.550 106.550 unch 1 14 +0
Total Volume and Open Interest 2,606 32,539 -20
Lean Hogs(CME)
Jun10 100610 77.350 77.580 77.100 77.285 -0.165 3,191 9,902 -1,102
Jul10 100610 78.135 78.700 77.430 77.700 -0.775 18,239 46,498 -4,534
Aug10 100610 79.550 80.450 79.550 80.050 -0.235 10,558 46,844 +1,392
Oct10 100610 72.650 73.680 72.650 73.450 +0.500 5,061 40,252 -789
Dec10 100610 70.475 71.850 70.300 71.750 +0.700 3,530 26,754 +887
Feb11 100610 70.800 72.350 70.800 72.200 +1.150 613 8,705 +80
Apr11 100610 71.800 72.900 71.800 72.800 +0.500 285 4,100 +93
May11 100610 75.900 75.900 75.900 75.900 +0.300 12 164 +10
Total Volume and Open Interest 41,494 184,250 -3,961
Pork Bellies(CME)
Jul10 100610 96.500 96.500 95.000 95.750 -0.750 51 104 -28
Aug10 100610 94.000 94.000 94.000 94.000 -0.250 6 27 +1
Feb11 100610 100.500 100.500 100.500 100.500 unch 0 4 +0
Mar11 100610 101.000 101.000 101.000 101.000 unch 0 1 +0
May11 100610 101.500 101.500 101.500 101.500 unch      
Total Volume and Open Interest 57 136 -27
Class III Milk(CME)
Jun10 100610 13.42 13.61 13.41 13.50 +0.05 22 4,349 -26
Jul10 100610 13.16 13.49 13.06 13.40 +0.20 109 4,589 -23
Aug10 100610 13.61 13.97 13.60 13.92 +0.17 179 4,155 +55
Sep10 100610 14.28 14.60 14.20 14.51 +0.11 54 3,828 +24
Oct10 100610 14.45 14.70 14.40 14.66 +0.12 24 3,400 +12
Total Volume and Open Interest 474 27,761 +96
Cocoa(ICE)
Jul10 100610 2970 3004 2890 2919 -53 8,075 23,193 -4,908
Sep10 100610 2993 3022 2911 2941 -51 7,200 51,112 +4,830
Dec10 100610 3020 3049 2940 2970 -50 2,130 19,040 +1,177
Mar11 100610 3050 3068 2977 2996 -50 257 16,072 -107
May11 100610 3066 3075 3004 3004 -50 12 6,652 +4
Jul11 100610 3072 3081 3010 3010 -50 104 3,304 +75
Sep11 100610 3076 3076 3020 3020 -44 45 1,230 -45
Total Volume and Open Interest 17,870 125,708 +1,026
Coffee "C"(ICE)
Jul10 100610 134.55 137.70 133.80 137.00 +2.55 14,931 46,358 -5,139
Sep10 100610 135.90 139.30 135.40 138.55 +2.50 10,781 49,287 +4,858
Dec10 100610 137.55 140.65 137.00 139.95 +2.40 2,596 25,785 +1,352
Mar11 100610 139.80 141.10 139.80 140.45 +2.20 702 10,544 +487
May11 100610 139.60 140.85 139.60 140.45 +2.40 94 4,612 +54
Jul11 100610 140.35 140.35 140.35 140.35 +2.40 62 2,486 -54
Total Volume and Open Interest 29,215 139,955 +1,577
Orange Juice(ICE)
Jul10 100610 137.90 141.00 136.90 140.25 +2.40 2,043 12,717 -1,103
Sep10 100610 139.30 142.95 139.00 142.15 +2.25 1,627 12,012 +1,115
Nov10 100610 140.15 143.05 140.00 142.45 +1.70 104 3,190 -37
Jan11 100610 140.30 142.60 140.00 142.45 +1.60 41 1,035 +38
Mar11 100610 143.15 143.15 142.90 142.90 +1.80 1 174 +1
May11 100610 142.80 142.80 142.80 142.80 +1.80 0 154 +0
Total Volume and Open Interest 3,816 29,481 +14
Sugar #11(ICE)
Jul10 100610 15.11 15.60 14.96 15.36 +0.20 67,933 208,866 -10,035
Oct10 100610 15.37 15.79 15.18 15.51 +0.13 50,373 221,790 +2,910
Mar11 100610 16.37 16.67 16.18 16.48 +0.11 12,593 106,151 +2,673
May11 100610 16.41 16.77 16.41 16.58 +0.01 3,172 27,201 +598
Jul11 100610 16.50 16.80 16.50 16.67 unch 10,565 57,130 +6,868
Total Volume and Open Interest 152,297 696,523 +5,011
London Cocoa(LCE)
Jul10 100610 2554 2584 2493 2496 -64 3,096 56,698 -7,476
Sep10 100610 2368 2395 2338 2341 -31 3,521 36,427 +1,051
Dec10 100610 2314 2330 2272 2276 -42 3,706 26,172 +1,126
Mar11 100610 2291 2291 2235 2239 -40 1,301 23,495 +663
May11 100610 2274 2277 2227 2235 -39 41 5,573 +9
Jul11 100610 2264 2264 2238 2238 -38 9 928 -7
Sep11 100610 2241 2241 2241 2241 -38 9 1,993 +9
Total Volume and Open Interest 11,683 157,020 +2,732
London Sugar(LCE)
Aug10 100610 497.00 509.40 494.60 508.60 +7.70 3,707 30,924 +387
Oct10 100610 446.20 458.00 445.20 457.00 +5.50 1,544 18,314 +118
Dec10 100610 442.20 446.20 438.50 445.00 +5.50 391 7,148 -13
Mar11 100610 449.90 453.40 448.50 452.30 +5.20 229 4,103 -89
May11 100610 452.50 455.50 451.60 454.90 +4.00 58 1,794 +25
Total Volume and Open Interest 5,929 63,106 +428
Cotton(ICE)
Jul10 100610 82.05 83.99 81.66 82.51 +1.19 17,686 61,906 -7,909
Oct10 100610 77.70 79.07 77.50 78.64 +1.38 169 1,517 +60
Dec10 100610 77.83 79.18 77.14 79.07 +1.44 14,732 89,305 +5,814
Mar11 100610 78.95 80.52 78.82 80.52 +1.57 2,020 15,916 +1,696
May11 100610 80.03 80.82 80.03 80.82 +1.54 42 607 -32
Jul11 100610 79.95 80.82 79.95 80.82 +1.27 146 5,347 +108
Total Volume and Open Interest 34,795 176,221 -263
Lumber(CME)
Jul10 100610 206.0 213.0 205.3 209.2 +3.2 712 3,854 -190
Sep10 100610 218.0 224.5 215.9 218.0 -1.0 775 4,516 +148
Nov10 100610 215.8 225.1 215.8 217.1 +1.0 154 1,182 +146
Jan11 100610 238.1 241.1 238.1 239.0 -0.9 31 95 +13
Total Volume and Open Interest 1,673 9,656 +117
Crude Oil(NYM)
Jul10 100610 73.87 76.30 73.72 75.48 +1.10 421,966 274,957 -39,304
Aug10 100610 74.90 77.35 74.79 76.68 +1.24 177,977 160,620 +11,899
Sep10 100610 76.20 78.17 75.86 77.60 +1.27 78,048 110,771 +1,366
Oct10 100610 76.91 78.85 76.59 78.32 +1.29 30,411 52,672 +2,298
Nov10 100610 77.45 79.42 77.20 78.97 +1.32 15,792 35,488 +803
Dec10 100610 77.90 80.03 77.73 79.55 +1.34 52,048 199,268 -1,090
Jan11 100610 79.50 80.30 79.25 79.99 +1.32 4,477 37,143 +1
Feb11 100610 80.80 80.80 79.64 80.41 +1.28 3,129 16,326 -631
Mar11 100610 79.61 81.14 79.61 80.86 +1.28 2,494 18,435 -88
Apr11 100610 81.27 81.27 81.27 81.27 +1.26 1,025 11,506 +3
May11 100610 81.65 81.65 81.65 81.65 +1.22 1,270 7,671 -73
Jun11 100610 80.81 82.29 80.81 82.01 +1.20 12,211 42,419 -424
Jul11 100610 81.29 82.66 80.86 82.33 +1.19 9,422 24,133 +1,575
Aug11 100610 82.55 82.55 82.55 82.55 +1.19 1,794 6,613 +168
Sep11 100610 82.72 82.72 82.72 82.72 +1.18 1,580 8,013 -14
Oct11 100610 82.87 82.87 82.87 82.87 +1.17 990 5,279 +40
Total Volume and Open Interest 844,996 1,322,308 -19,363
e-miNY Crude Oil(NYM)
Jun10 100430 85.525 86.500 85.125 86.150 +0.975 10,604 5,783 -119
Jul10 100610 73.750 76.275 73.725 75.475 +1.100 13,550 3,923 -92
Aug10 100610 74.850 77.300 74.850 76.675 +1.225 554 788 -56
Sep10 100610 75.950 78.150 75.950 77.600 +1.275 87 287 +7
Oct10 100610 76.650 78.500 76.650 78.325 +1.300 1 133 +0
Nov10 100610 79.100 79.300 78.975 78.975 +1.325 0 15 +0
Dec10 100610 79.900 79.900 79.550 79.550 +1.350 4 87 +1
Jan11 100610 80.000 80.000 80.000 80.000 +1.325 0 2 +0
Feb11 100610 80.400 80.400 80.400 80.400 +1.275      
Mar11 100610 80.850 80.850 80.850 80.850 +1.275      
Total Volume and Open Interest 14,196 5,293 -140
Heating Oil(NYM)
Jul10 100610 199.60 205.34 199.44 203.28 +2.32 46,903 72,325 -2,711
Aug10 100610 202.23 207.23 201.47 205.27 +2.34 19,393 55,684 +1,997
Sep10 100610 205.40 209.57 205.06 207.71 +2.37 8,743 36,925 +1,097
Oct10 100610 208.71 211.88 208.28 210.26 +2.42 3,974 22,627 +622
Nov10 100610 211.40 214.49 211.40 212.88 +2.48 1,732 13,688 +292
Dec10 100610 212.10 217.11 211.74 215.36 +2.45 7,127 37,362 +588
Jan11 100610 216.00 218.95 216.00 217.81 +2.43 1,439 16,772 -408
Feb11 100610 219.71 220.05 218.81 219.56 +2.38 553 8,267 -102
Mar11 100610 220.65 221.83 220.46 220.46 +2.38 1,233 7,996 +182
Apr11 100610 220.80 220.80 220.29 220.29 +2.36 298 4,168 +69
May11 100610 220.24 220.24 220.24 220.24 +2.34 498 3,696 +143
Jun11 100610 218.29 221.62 218.29 220.49 +2.40 1,676 17,095 -268
Total Volume and Open Interest 95,054 313,863 +1,612
Gasoline(NYMEX)
Jul10 100610 203.05 208.85 202.30 207.05 +3.08 50,043 78,656 -2,964
Aug10 100610 202.40 208.46 202.16 206.75 +3.06 24,311 50,110 +1,821
Sep10 100610 202.70 207.15 202.39 206.51 +3.07 14,982 40,826 +1,879
Oct10 100610 192.80 197.76 192.80 196.61 +3.07 5,155 19,264 -247
Nov10 100610 193.21 196.29 193.21 196.19 +3.07 2,589 19,584 +451
Dec10 100610 194.30 197.52 193.84 196.87 +3.07 4,718 15,189 +475
Jan11 100610 196.67 198.83 196.67 198.74 +3.08 266 5,256 -16
Feb11 100610 201.08 201.08 201.00 201.00 +3.06 56 2,238 +0
Mar11 100610 203.55 203.55 203.25 203.25 +3.03 453 2,607 +252
Apr11 100610 215.90 216.20 215.85 215.85 +2.98 50 3,264 +3
Total Volume and Open Interest 103,271 249,413 +2,068
e-miNY RBOB Gasoline(NYM)
Jul10 100610 207.10 207.10 207.05 207.10 +3.10 0 3 +0
Aug10 100610 206.80 206.80 206.75 206.80 +3.10 0 2 +0
Sep10 100610 206.50 206.51 206.50 206.50 +3.10      
Oct10 100610 196.60 196.61 196.60 196.60 +3.10 0 1 +0
Total Volume and Open Interest 0 12 +0
Natural Gas(NYM)
Jul10 100610 4.675 4.808 4.628 4.647 -0.030 151,091 180,702 -11,739
Aug10 100610 4.734 4.860 4.687 4.706 -0.030 60,640 70,244 +2,295
Sep10 100610 4.823 4.910 4.744 4.761 -0.031 56,815 91,230 +8,204
Oct10 100610 4.870 4.989 4.828 4.841 -0.034 33,851 92,595 +270
Nov10 100610 5.173 5.271 5.120 5.136 -0.028 11,589 28,898 +1,329
Dec10 100610 5.481 5.550 5.400 5.446 -0.028 8,050 38,696 +603
Jan11 100610 5.690 5.743 5.590 5.626 -0.029 11,410 50,973 +220
Feb11 100610 5.613 5.679 5.565 5.581 -0.031 2,254 16,597 -477
Mar11 100610 5.486 5.580 5.430 5.466 -0.028 6,600 47,113 -1,116
Apr11 100610 5.295 5.348 5.218 5.239 -0.030 7,062 39,198 +9
May11 100610 5.285 5.325 5.243 5.255 -0.030 898 21,290 -310
Jun11 100610 5.350 5.387 5.290 5.297 -0.032 688 8,491 +116
Jul11 100610 5.420 5.420 5.338 5.352 -0.032 702 5,136 +10
Aug11 100610 5.428 5.441 5.395 5.395 -0.033 67 5,358 +7
Sep11 100610 5.485 5.514 5.424 5.424 -0.033 65 5,201 +5
Oct11 100610 5.565 5.617 5.502 5.511 -0.033 2,091 19,389 -292
Total Volume and Open Interest 357,774 828,729 -1,442
Brent Crude Oil(ICE)
Jul10 100610 73.92 75.88 73.68 75.29 +1.02 147,343 134,408 -9,889
Aug10 100610 74.57 76.53 74.36 76.06 +1.11 96,909 170,045 +845
Sep10 100610 75.13 77.11 74.94 76.68 +1.16 47,217 86,106 +1,648
Oct10 100610 75.69 77.64 75.60 77.27 +1.19 17,666 43,829 -271
Nov10 100610 76.51 78.16 76.13 77.83 +1.20 7,296 24,220 -73
Dec10 100610 77.04 78.80 76.64 78.39 +1.22 28,157 99,443 +1,140
Jan11 100610 77.49 79.08 77.25 78.93 +1.21 4,313 24,505 -377
Feb11 100610 78.02 79.60 78.02 79.45 +1.18 2,434 12,531 +591
Mar11 100610 78.56 80.00 78.56 79.97 +1.15 1,697 8,958 -124
Apr11 100610 80.45 80.45 80.45 80.45 +1.13 1,182 5,610 +115
May11 100610 80.90 80.90 80.90 80.90 +1.12 938 14,934 +498
Jun11 100610 80.06 81.39 79.84 81.31 +1.11 4,647 23,479 +586
Jul11 100610 81.69 81.69 81.69 81.69 +1.09 1,460 6,528 +1,209
Aug11 100610 82.01 82.01 82.01 82.01 +1.09 499 3,843 +113
Total Volume and Open Interest 372,728 763,922 -2,166
Gas Oil(ICE)
Jun10 100610 636.50 641.50 634.25 639.75 unch 38,730 23,385 -15,614
Jul10 100610 637.75 654.75 635.25 648.50 +6.50 98,662 114,088 +10,662
Aug10 100610 640.00 657.25 639.00 651.50 +5.75 39,847 67,682 +6,968
Sep10 100610 647.75 661.25 644.00 655.50 +5.00 18,078 52,591 +3,172
Oct10 100610 652.50 665.75 649.00 659.75 +4.75 9,690 34,562 -777
Nov10 100610 658.25 668.75 658.25 664.00 +4.50 9,562 25,498 +1,337
Dec10 100610 657.50 674.00 657.50 668.25 +4.25 22,317 94,998 +1,446
Jan11 100610 667.25 675.00 667.00 673.00 +4.25 4,353 28,065 +8
Feb11 100610 671.00 679.50 671.00 677.50 +4.25 1,808 14,767 +376
Mar11 100610 675.25 685.00 675.25 681.75 +4.25 1,788 12,640 +371
Total Volume and Open Interest 251,871 579,359 +10,721
Ethanol(CBOT)
Jun10 100603 1.595 1.595 1.595 1.595 -0.005 113 171 -48
Jul10 100610 1.580 1.580 1.565 1.576 +0.015 230 976 -54
Aug10 100610 1.566 1.575 1.561 1.573 +0.014 43 1,185 +7
Sep10 100610 1.550 1.558 1.550 1.553 +0.011 37 1,112 +20
Oct10 100610 1.555 1.558 1.548 1.551 +0.010 35 1,049 +25
Nov10 100610 1.571 1.571 1.549 1.558 +0.016 28 817 +3
Dec10 100610 1.559 1.564 1.558 1.558 +0.015 38 1,610 +7
Jan11 100610 1.560 1.560 1.556 1.558 +0.017 34 1,152 +27
Total Volume and Open Interest 608 11,053 +137
US Dollar Index(ICE)
Jun10 100610 87.940 88.080 86.770 87.165 -0.770 34,754 30,065 -2,484
Sep10 100610 88.410 88.570 87.090 87.650 -0.765 5,144 8,166 +3,032
Dec10 100610 87.925 87.925 87.925 87.925 -0.765 0 17 +0
Total Volume and Open Interest 39,898 38,248 +548
Australian Dollar(CME)
Jun10 100610 82.76 85.08 82.66 84.85 +2.15 150,230 82,786 -8,563
Sep10 100610 81.87 84.18 81.82 83.95 +2.13 32,828 25,794 +11,425
Dec10 100610 83.07 83.07 80.98 83.07 +2.09 0 366 +0
Total Volume and Open Interest 183,058 108,956 +2,862
British Pound(CME)
Jun10 100610 145.41 147.22 145.08 147.02 +1.74 151,769 100,822 -20,284
Sep10 100610 145.34 147.22 145.08 147.02 +1.72 42,845 66,204 +27,510
Dec10 100610 146.75 147.06 145.32 147.06 +1.74 10 50 +10
Total Volume and Open Interest 194,624 167,076 +7,236
Canadian Dollar(CME)
Jun10 100610 95.77 97.21 95.65 96.94 +1.19 108,232 72,057 -12,727
Sep10 100610 95.70 97.15 95.60 96.88 +1.19 25,474 46,600 +11,578
Dec10 100610 95.70 97.00 95.59 96.78 +1.19 42 2,357 +15
Mar11 100610 96.60 96.60 95.43 96.60 +1.17 0 333 +0
Total Volume and Open Interest 133,748 121,438 -1,134
Japanese Yen(CME)
Jun10 100610 109.52 110.07 109.31 109.61 -0.14 173,336 96,738 -12,359
Sep10 100610 109.68 110.22 109.46 109.77 -0.14 26,492 36,130 +8,687
Dec10 100610 109.58 110.11 109.58 109.97 -0.14 19 140 +8
Total Volume and Open Interest 199,847 133,010 -3,664
Swiss Franc(CME)
Jun10 100610 87.07 87.74 86.92 87.33 +0.25 67,309 36,674 -7,337
Sep10 100610 87.27 87.91 87.10 87.50 +0.24 19,031 22,935 +12,416
Dec10 100610 87.73 87.73 87.49 87.73 +0.24 0 13 +0
Total Volume and Open Interest 86,340 59,622 +5,079
EuroFX(CME)
Jun10 100610 119.83 121.44 119.57 120.96 +1.11 420,693 186,117 -25,849
Sep10 100610 119.90 121.52 119.66 121.05 +1.11 82,858 118,458 +40,784
Dec10 100610 120.87 121.50 120.05 121.16 +1.11 70 432 -8
Total Volume and Open Interest 503,624 305,060 +14,929
Mexican Peso(CME)
Jun10 100610 777.2 788.2 776.2 786.8 +9.0 22,320 55,772 -3,425
Jul10 100610 785.5 785.5 776.5 785.5 +9.0      
Total Volume and Open Interest 31,010 88,262 +886
30-Year T-Bonds(CBOT)
Jun10 100610 123~030 123~030 123~030 123~030 -1~250      
Sep10 100610 124~150 124~170 122~170 122~180 -1~260 253,457 641,789 -8,263
Dec10 100610 123~030 123~030 121~060 121~060 -1~270 118 173 +83
Total Volume and Open Interest 265,123 677,581 -12,830
10-Year T-Notes(CBOT)
Jun10 100610 121~225 121~225 120~190 120~200 -1~005 88,265 104,016 -12,408
Sep10 100610 120~290 120~300 119~255 119~270 -1~005 1,082,522 1,703,268 +17,482
Dec10 100610 118~225 119~230 118~225 118~225 -1~005 0 91 +0
Total Volume and Open Interest 1,170,787 1,807,396 +5,074
5-Year T-Notes(CBOT)
Jun10 100610 117~113 118~002 117~057 117~059 +58~058      
Sep10 100610 117~042 117~044 116~081 116~087 -0~076 386,226 871,011 +3,698
Dec10 100610 115~079 116~027 115~079 115~079 -0~076 0 2 +0
Total Volume and Open Interest 399,574 928,465 -1,729
2 Year T-Notes(CBOT)
Jun10 100610 54~085 54~085 54~080 54~080 -0~006      
Sep10 100610 109~017 109~017 108~127 109~000 -0~014 185,111 868,977 +6,749
Dec10 100610 108~092 108~105 108~092 108~092 -0~013 0 1 +0
Total Volume and Open Interest 199,046 887,452 +214
Eurodollars(CME)
Jun10 100610 99.460 99.465 99.455 99.460 unch 114,019 1,019,932 -16,267
Sep10 100610 99.290 99.325 99.285 99.315 +0.010 293,633 952,296 -17,716
Dec10 100610 99.160 99.205 99.155 99.190 unch 304,262 1,066,493 -24,042
Mar11 100610 99.035 99.070 99.030 99.045 -0.015 199,169 810,002 +15,749
Jun11 100610 98.840 98.855 98.820 98.825 -0.030 227,262 838,354 +5,708
Sep11 100610 98.620 98.625 98.570 98.580 -0.045 199,142 727,071 +4,855
Dec11 100610 98.360 98.370 98.290 98.300 -0.065 178,305 561,933 +2,445
Mar12 100610 98.140 98.140 98.040 98.050 -0.080 130,171 415,736 +7,457
Jun12 100610 97.890 97.900 97.790 97.795 -0.095 83,718 271,009 +7,320
Sep12 100610 97.665 97.670 97.545 97.550 -0.105 55,871 197,502 +1,547
Dec12 100610 97.415 97.420 97.300 97.305 -0.115 48,681 156,022 +357
Mar13 100610 97.225 97.230 97.085 97.095 -0.120 44,943 135,061 -450
Jun13 100610 97.005 97.005 96.865 96.875 -0.125 22,252 90,897 +5,453
Sep13 100610 96.810 96.820 96.645 96.670 -0.130 18,998 76,785 -506
Dec13 100610 96.600 96.600 96.445 96.460 -0.135 10,031 40,360 -66
Mar14 100610 96.430 96.430 96.265 96.295 -0.140 8,953 41,259 +736
Jun14 100610 96.260 96.260 96.095 96.125 -0.145 4,272 32,360 -203
Sep14 100610 96.130 96.130 95.945 95.970 -0.150 4,281 24,015 +270
Total Volume and Open Interest 1,961,644 7,620,858 -4,589
30 Day Federal Funds(CBOT)
Jun10 100610 99.805 99.817 99.802 99.810 +0.007 5,726 66,647 -417
Jul10 100610 99.790 99.795 99.785 99.790 +0.005 4,396 52,266 +844
Aug10 100610 99.780 99.785 99.775 99.780 +0.005 2,377 75,747 -347
Sep10 100610 99.770 99.775 99.760 99.765 unch 3,279 48,737 +17
Oct10 100610 99.750 99.760 99.745 99.750 +0.005 994 70,629 -1,717
Nov10 100610 99.725 99.735 99.720 99.725 +0.005 1,955 82,097 -420
Total Volume and Open Interest 31,421 631,023 +1,221
30 Day Fed Funds(e-CBOT)
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  
Nov10 090519 98.660 98.660 98.660 98.660 unch 0 1,342  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Jun10 100610 99.618 99.618 99.618 99.618 -0.003 805 2,807 +654
Sep10 100610 99.650 99.650 99.645 99.645 +0.005 50 1,082 +50
Dec10 100610 99.650 99.650 99.650 99.650 +0.005 0 342 +0
Mar11 100610 99.660 99.660 99.660 99.660 +0.005 0 167 +0
Jun11 100610 99.620 99.620 99.620 99.620 +0.005      
Sep11 100610 99.605 99.605 99.605 99.605 +0.005      
Dec11 100610 99.615 99.615 99.615 99.615 +0.005      
Mar12 100610 99.580 99.580 99.580 99.580 +0.005      
Jun12 100610 99.630 99.630 99.630 99.630 +0.005      
Sep12 100610 99.690 99.690 99.690 99.690 +0.005      
Total Volume and Open Interest 855 4,398 +704
3-Mth Euro-Yen(SGX)
Sep10 100610 99.65 99.65 99.64 99.64 +0.00 12 3,306 -50
Dec10 100610 99.65 99.65 99.65 99.65 +0.01 0 1,411 +0
Mar11 100610 99.66 99.66 99.66 99.66 +0.01 0 1,993 +0
Jun11 100610 99.62 99.62 99.62 99.62 +0.01 0 102 +0
Sep11 100610 99.61 99.61 99.61 99.61 +0.01 0 53 +0
Dec11 100610 99.61 99.61 99.61 99.61 +0.00 0 103 +1
Mar12 100610 99.58 99.58 99.58 99.58 +0.01 0 305 +0
Jun12 100610 99.63 99.63 99.63 99.63 +0.00 0 754 +0
Total Volume and Open Interest 324 12,722 +391
Japanese Gov't Bonds(SGX)
Sep10 100610 140.74 140.85 140.49 140.50 -0.29 8,954 20,341 +2,389
Dec10 100610 138.41 138.41 138.41 138.41 -0.29      
Mar11 100610 136.32 136.32 136.32 136.32 -0.29      
Total Volume and Open Interest 17,481 20,341 -6,543
Euro-Bund(EUREX)
Jun10 100608 129.64 130.37 129.64 130.16 +0.42 1,362,022 267,956 -256,851
Sep10 100610 129.27 129.39 128.38 128.68 -0.52 870,275 886,741 +23,393
Dec10 100610 127.55 127.57 126.86 127.17 -0.52 16 14 +6
Total Volume and Open Interest 904,737 886,755 +4,499
Euro-Bobl(EUREX)
Jun10 100608 121.32 121.74 121.32 121.62 +0.30 960,595 190,624 -205,522
Sep10 100610 120.82 120.85 120.33 120.50 -0.29 533,973 711,471 +5,282
Dec10 100610 119.12 119.12 119.12 119.12 -0.29 1 4 +1
Total Volume and Open Interest 559,012 711,475 -2,050
3-Mth Euribor(EUREX)
Jun10 100610 99.275 99.280 99.275 99.275 unch 38 6,496 -1
Sep10 100610 99.170 99.180 99.160 99.175 +0.005 115 4,206 -53
Dec10 100610 99.105 99.105 99.070 99.100 -0.020 117 2,510 -2
Total Volume and Open Interest 371 19,040 -56
Long Gilt(LIFFE)
Jun10 100610 120~24 120~24 120~00 120~05 -0~11 2,138 19,452 -1,706
Sep10 100610 119~07 119~14 118~20 118~25 -0~12 89,855 271,006 -4,370
Total Volume and Open Interest 91,993 290,458 -6,076
3-Mth Short Sterling(LIFFE)
Jun10 100610 99.26 99.27 99.25 99.26 unch 52,175 340,829 +5,670
Sep10 100610 99.14 99.17 99.13 99.15 +0.01 68,332 352,421 +908
Dec10 100610 98.99 99.02 98.97 98.99 +0.01 87,704 359,142 +2,018
Mar11 100610 98.86 98.90 98.84 98.85 unch 64,697 237,757 +1,542
Jun11 100610 98.69 98.73 98.67 98.67 -0.02 73,734 312,497 +14,897
Sep11 100610 98.52 98.55 98.47 98.47 -0.04 56,403 269,512 +6,006
Total Volume and Open Interest 496,527 2,466,637 +34,870
3-Mth Euribor(LIFFE)
Jun10 100610 99.280 99.290 99.270 99.275 unch 66,882 873,378 +3,439
Sep10 100610 99.170 99.190 99.135 99.175 +0.005 276,985 584,512 -26,010
Dec10 100610 99.120 99.130 99.070 99.100 -0.020 220,684 551,119 +35,984
Total Volume and Open Interest 1,348,765 4,096,222 +24,447
3-Mth Aus T-Bills(SFE)
Jun10 100610 95.11 95.13 95.09 95.13 +0.01 31,847 63,412 -16,577
Sep10 100610 95.20 95.22 95.09 95.12 -0.08 25,727 252,881 -5,120
Dec10 100610 95.15 95.18 95.05 95.06 -0.10 14,457 138,182 +3,681
Mar11 100610 95.07 95.10 94.97 94.98 -0.09 5,549 68,870 +1,576
Jun11 100610 94.94 94.97 94.87 94.88 -0.08 1,966 45,657 -52
Sep11 100610 94.84 94.85 94.78 94.78 -0.06 1,123 33,032 +160
Dec11 100610 94.71 94.76 94.70 94.71 -0.05 1,368 26,247 +639
Mar12 100610 94.66 94.71 94.65 94.66 -0.04 477 19,422 +284
Jun12 100610 94.67 94.68 94.63 94.63 -0.04 20 4,493 +0
Sep12 100610 94.64 94.64 94.64 94.64 -0.04 27 3,080 +27
Total Volume and Open Interest 82,586 657,166 -15,357
10-Year Aus T-Bonds(SFE)
Jun10 100610 94.69 94.71 94.64 94.66 -0.04 107,427 386,232 +54,175
Sep10 100610 94.67 94.69 94.63 94.64 -0.04 77,490 80,457 +73,531
Total Volume and Open Interest 184,917 466,689 +127,706
3-Year Aus T-Bonds(SFE)
Jun10 100610 95.27 95.29 95.21 95.22 -0.06 136,494 567,249 +37,260
Sep10 100610 95.18 95.20 95.12 95.14 -0.05 35,905 48,884 +33,631
Total Volume and Open Interest 172,399 616,133 +70,891
Gold(CMX)
Jun10 100610 1232.8 1233.5 1215.1 1220.8 -7.7 763 2,361 -259
Aug10 100610 1234.4 1236.0 1216.2 1222.2 -7.7 143,916 351,681 -4,224
Oct10 100610 1235.1 1236.0 1219.3 1224.2 -7.7 1,920 22,932 +716
Dec10 100610 1238.4 1239.6 1220.5 1226.3 -7.7 6,019 69,878 +1,679
Feb11 100610 1240.4 1240.4 1225.5 1228.6 -7.7 143 19,854 -84
Apr11 100610 1234.3 1234.3 1226.9 1230.9 -7.7 86 15,305 -11
Jun11 100610 588.3 589.3 576.2 577.9 -7.8 198 12,876 +68
Aug11 100610 1236.0 1236.0 1236.0 1236.0 -7.9 13 4,136 +0
Oct11 100610 1238.5 1239.1 1238.5 1239.1 -7.9 0 7,236 +0
Dec11 100610 1242.2 1247.6 1242.2 1242.3 -7.9 640 16,500 +43
Feb12 100610 1246.0 1246.0 1246.0 1246.0 -7.8 0 3,817 +0
Apr12 100610 1250.1 1250.1 1250.1 1250.1 -7.7 1,884 2,395 +1,705
Total Volume and Open Interest 165,806 564,792 -1,149
Silver(CMX)
Jul10 100610 1813.0 1844.5 1790.5 1835.1 +16.2 36,706 59,078 -2,640
Sep10 100610 1823.5 1846.5 1796.0 1839.4 +16.2 8,625 24,830 +2,674
Dec10 100610 1827.5 1851.5 1808.5 1845.4 +16.4 2,385 15,789 +399
Mar11 100610 1818.0 1850.0 1818.0 1849.4 +16.6 87 9,442 -18
May11 100610 1851.6 1851.6 1851.6 1851.6 +16.6 50 4,220 -59
Jul11 100610 1845.0 1859.0 1845.0 1853.7 +16.6 60 2,416 +54
Sep11 100610 1856.2 1856.2 1856.2 1856.2 +16.7 0 279 +0
Total Volume and Open Interest 47,947 122,536 +399
Platinum(NYMEX)
Jul10 100610 1525.0 1550.0 1521.1 1536.2 +2.2 3,257 24,789 -428
Oct10 100610 1539.0 1552.0 1530.0 1542.7 +2.5 416 4,555 +311
Jan11 100610 1544.3 1544.3 1544.3 1544.3 +2.5 3 380 +3
Apr11 100610 1544.3 1544.3 1544.3 1544.3 +2.5 0 3 +0
Total Volume and Open Interest 3,676 29,728 -114
Palladium(NYMEX)
Jun10 100610 449.00 455.00 446.10 448.80 -6.15 65 147 -2
Sep10 100610 447.50 457.60 446.30 449.30 -5.95 2,074 20,556 +361
Dec10 100610 450.85 450.85 450.00 450.00 -6.00 1 368 +0
Total Volume and Open Interest 2,141 21,145 +358
Copper(CMX)
Jul10 100610 282.00 290.50 280.15 286.25 +1.25 39,858 59,546 -4,208
Sep10 100610 283.85 292.20 282.00 288.10 +1.25 9,716 38,502 +3,641
Dec10 100610 287.05 294.45 284.45 290.50 +1.25 2,266 12,753 +563
Mar11 100610 291.95 295.10 291.95 291.95 +1.25 362 7,465 +184
May11 100610 292.75 292.75 292.75 292.75 +1.25 42 1,317 +1
Total Volume and Open Interest 52,996 131,799 +126
DJIA Index(CBOT)
Jun10 100610 9884 10170 9875 10146 +243 380 12,635 +90
Sep10 100610 9850 10118 9850 10087 +243 37 289 +9
Dec10 100610 10036 10036 9788 10036 +248 0 2 +0
Mar11 100610 9978 9978 9735 9978 +243      
Total Volume and Open Interest 417 12,926 +99
S & P 500(CME)
Jun10 100610 1054.80 1088.00 1052.20 1083.80 +28.30 34,046 308,165 +1,895
Sep10 100610 1069.00 1083.50 1067.50 1079.50 +28.30 11,719 64,176 +8,980
Dec10 100610 1075.00 1078.80 1075.00 1075.00 +28.20 75 4,380 +0
Mar11 100610 1071.20 1075.20 1071.20 1071.20 +28.00 0 476 +0
Total Volume and Open Interest 45,840 377,242 +10,875
S & P 500 E-Mini(Globex)
Jun10 100610 1055.00 1087.75 1052.25 1083.75 +28.25 3,401,030 2,736,063 -35,186
Sep10 100610 1050.75 1083.50 1047.75 1079.50 +28.25 139,432 307,123 +83,241
Total Volume and Open Interest 3,540,520 3,046,422 +48,070
NASDAQ 100(CME)
Jun10 100610 1781.50 1830.00 1775.30 1822.50 +40.20 550 24,663 -275
Sep10 100610 1800.00 1831.00 1796.00 1821.00 +40.50 97 1,124 +11
Dec10 100610 1818.30 1820.80 1818.30 1818.30 +40.50      
Total Volume and Open Interest 647 25,787 -264
NASDAQ 100 E-Mini(Globex)
Jun10 100610 1780.50 1831.80 1775.30 1822.50 +40.20 409,445 360,771 +1,521
Sep10 100610 1779.50 1830.30 1774.00 1821.00 +40.50 9,226 7,369 +1,834
Total Volume and Open Interest 418,675 368,180 +3,354
S & P Midcap 400(CME)
Jun10 100610 743.00 749.00 727.10 746.80 +18.80 794 4,308 +551
Sep10 100610 742.50 748.00 737.00 745.00 +19.00      
Dec10 100610 743.00 743.00 743.00 743.00 +19.00      
Total Volume and Open Interest 794 4,308 +551
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100610 9500 9720 9445 9695 +205 19,820 39,162 -7,355
Sep10 100610 9545 9770 9505 9750 +205 9,555 15,512 +7,140
Total Volume and Open Interest 29,375 54,674 -215
Nikkei 225(SGX)
Sep10 100610 9515 9610 9430 9505 +30 43,434 103,379 +44,259
Dec10 100610 9455 9455 9455 9455 +30 20 1,717 -20
Mar11 100610 9450 9450 9450 9450 +30 0 41 +0
Total Volume and Open Interest 213,881 298,944 +42,424
CAC 40(EURONEXT)
Jun10 100610 3406.5 3530.5 3396.5 3507.5 +67.5 160,882 529,618 +13,056
Jul10 100610 3403.0 3525.5 3396.0 3503.0 +67.0 463 7,456 +399
Aug10 100610 3400.0 3503.5 3395.0 3503.5 +67.0 20 524 +17
Total Volume and Open Interest 161,440 539,371 +13,547
Hang Seng Index(HKFE)
Jun10 100610 19490 19724 19463 19687 +143 65,211 81,802 -2,009
Jul10 100610 19446 19663 19414 19630 +138 714 2,038 -158
Total Volume and Open Interest 66,369 86,299 -2,006
DAX(EUREX)
Jun10 100610 5951.0 6090.0 5924.0 6054.5 +62.5 200,638 189,034 +889
Sep10 100610 5955.5 6093.5 5931.0 6059.0 +62.5 1,606 11,119 +93
Dec10 100610 5960.5 6098.0 5937.0 6065.0 +62.0 1,097 4,978 +93
Total Volume and Open Interest 203,341 205,131 +1,075
FT-SE 100(EURONEXT)
Jun10 100610 5016.00 5151.50 5015.50 5122.00 +38.50 155,435 675,610 -17,381
Sep10 100610 4999.00 5112.00 4981.00 5085.00 +38.50 29,935 46,415 +26,023
Dec10 100610 4962.50 5061.50 4962.50 5061.50 +38.50 212 3,263 -25
Total Volume and Open Interest 185,598 725,905 +8,627
SPI 200(SFE)
Jun10 100610 4400.0 4465.0 4372.0 4441.0 +39.0 35,225 242,648 +1,926
Sep10 100610 4393.0 4448.0 4365.0 4432.0 +41.0 800 5,515 +648
Dec10 100610 4423.0 4450.0 4423.0 4450.0 +41.0 7 2,876 +3
Total Volume and Open Interest 36,032 252,493 +2,577
GSCI(CME)
Jun10 100610 493.10 494.60 485.95 492.00 +6.00 3,276 11,991 -2,351
Jul10 100610 497.40 498.80 490.40 497.00 +6.55 3,752 6,770 +3,359
Aug10 100610 500.50 501.00 493.45 500.00 +6.50 2 0 +0
Total Volume and Open Interest 7,030 18,761 +1,008
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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