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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 06, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov09 091106 966.75 978.00 948.00 948.00 -19.00 20,073 10,668 -4,253
Jan10 091106 970.25 985.00 955.00 955.00 -17.00 92,374 230,166 -1,554
Mar10 091106 975.25 989.00 960.00 960.25 -16.50 24,362 60,464 -411
May10 091106 976.00 989.75 961.25 961.25 -14.75 12,548 32,241 +503
Jul10 091106 980.00 992.75 964.75 964.75 -15.25 9,847 40,249 -64
Aug10 091106 979.00 979.00 963.75 963.75 -14.75 244 1,332 +54
Sep10 091106 961.00 968.50 956.00 956.00 -12.50 148 284 -11
Total Volume and Open Interest 162,828 425,339 -5,367
Soybean Meal(CBOT)
Dec09 091106 291.00 295.20 288.00 288.80 -2.50 27,227 59,926 -2,147
Jan10 091106 285.30 289.40 281.00 281.80 -3.50 9,539 23,279 -528
Mar10 091106 283.80 287.70 279.40 280.10 -3.70 5,524 21,349 +353
May10 091106 281.10 285.60 278.30 278.70 -3.00 2,106 15,687 -165
Jul10 091106 282.20 286.30 279.00 279.50 -3.00 1,458 14,117 -32
Aug10 091106 280.50 281.00 279.20 279.20 -2.50 234 3,607 +3
Sep10 091106 280.00 280.70 278.50 278.50 -2.20 55 3,171 -9
Oct10 091106 277.20 277.30 275.80 276.00 -1.00 29 2,367 +6
Total Volume and Open Interest 46,382 151,304 -2,495
Soybean Oil(CBOT)
Dec09 091106 37.09 37.49 36.41 36.77 -0.41 30,966 78,570 -2,470
Jan10 091106 37.63 37.94 36.87 37.20 -0.42 12,589 85,980 -8
Mar10 091106 37.95 38.21 37.24 37.58 -0.41 5,982 33,855 +1,483
May10 091106 38.59 38.59 37.58 37.87 -0.40 1,323 12,380 -58
Jul10 091106 38.53 38.87 37.80 38.14 -0.40 2,050 11,364 -60
Aug10 091106 38.00 38.24 38.00 38.24 -0.41 132 1,644 -4
Sep10 091106 38.11 38.34 38.11 38.34 -0.41 29 1,151 +14
Oct10 091106 38.20 38.42 38.20 38.42 -0.41 43 760 +29
Total Volume and Open Interest 53,405 236,381 -921
Canola(WCE)
Nov09 091106 394.7 394.7 394.7 394.7 -7.9 85 106 -50
Jan10 091106 394.6 399.0 386.6 386.7 -7.9 7,407 78,424 -97
Mar10 091106 401.0 402.1 392.3 392.4 -8.1 417 8,554 +59
May10 091106 406.8 406.8 395.6 395.6 -8.6 38 1,389 +37
Jul10 091106 407.2 407.3 399.1 399.1 -12.1 165 1,805 +73
Total Volume and Open Interest 8,117 90,854 +27
Corn(CBOT)
Dec09 091106 376.25 378.75 366.00 367.00 -9.50 141,437 450,196 -132
Mar10 091106 389.75 392.50 380.00 381.00 -9.25 34,465 236,689 +6,470
May10 091106 399.50 401.75 390.00 391.00 -9.00 9,805 50,606 +2,547
Jul10 091106 408.00 410.75 398.75 399.50 -9.00 11,357 67,579 +230
Sep10 091106 415.00 417.25 407.50 407.75 -7.75 851 17,598 +17
Dec10 091106 423.50 426.50 415.75 417.50 -6.50 23,794 120,429 +4,499
Total Volume and Open Interest 222,787 962,513 +14,068
Wheat(CBOT)
Dec09 091106 511.75 515.25 496.50 497.25 -15.00 47,229 147,823 -831
Mar10 091106 531.75 535.25 516.50 517.25 -15.00 14,893 96,883 +774
May10 091106 544.00 547.00 529.75 530.50 -14.75 2,496 13,333 +1,090
Jul10 091106 554.50 557.25 541.00 541.75 -14.50 3,955 43,620 -42
Sep10 091106 567.25 567.25 558.50 558.75 -13.50 983 6,944 +677
Total Volume and Open Interest 71,928 341,504 +1,835
Wheat(KCBT)
Dec09 091106 516.25 519.50 500.50 501.00 -16.50 7,990 41,484 -780
Mar10 091106 532.00 535.00 517.25 517.25 -16.75 2,953 34,514 +37
May10 091106 544.50 544.50 528.75 529.00 -16.75 183 5,269 +107
Jul10 091106 555.50 558.75 540.75 540.75 -16.50 664 23,204 +47
Sep10 091106 559.25 560.00 552.75 552.75 -16.50 8 1,551 -5
Total Volume and Open Interest 11,952 129,439 -547
Wheat(MGE)
Dec09 091106 527.00 531.00 517.75 518.25 -10.25 2,242 13,966 -403
Mar10 091106 542.50 544.75 533.00 533.75 -10.75 715 12,492 -166
May10 091106 556.00 556.00 545.00 545.25 -11.25 185 4,235 -123
Jul10 091106 570.25 570.25 556.00 556.50 -11.75 233 7,045 -172
Sep10 091106 577.00 577.75 568.00 568.25 -11.75 45 2,100 -207
Total Volume and Open Interest 3,545 44,136 -1,073
Oats(CBOT)
Dec09 091106 255.00 256.50 253.00 254.00 -1.75 1,217 5,160 +132
Mar10 091106 268.00 269.00 267.00 267.50 -1.75 210 8,117 +90
May10 091106 277.50 277.50 276.00 276.00 -1.25 10 91 +7
Jul10 091106 284.00 285.25 284.00 284.00 -1.25 0 21 +0
Total Volume and Open Interest 1,454 13,580 +235
Rough Rice(CBOT)
Nov09 091106 14.95 14.97 14.95 14.95 -0.02 3 745 -24
Jan10 091106 15.11 15.34 15.10 15.15 -0.05 1,060 9,928 +118
Mar10 091106 15.39 15.58 15.35 15.40 -0.05 243 2,449 +100
May10 091106 15.69 15.82 15.65 15.65 -0.04 105 416 +25
Total Volume and Open Interest 1,480 14,693 +229
Live Cattle(CME)
Dec09 091106 86.250 86.300 84.900 85.000 -1.350 14,147 114,262 -2,875
Feb10 091106 86.950 87.100 85.930 86.285 -0.945 9,448 75,330 +2,676
Apr10 091106 89.535 89.650 88.600 89.000 -0.730 4,146 47,425 +387
Jun10 091106 86.250 86.385 85.400 85.850 -0.550 1,406 21,293 +149
Aug10 091106 85.730 85.785 85.200 85.750 -0.400 389 5,392 +67
Oct10 091106 88.800 88.800 88.285 88.650 -0.300 114 3,309 +78
Total Volume and Open Interest 29,691 268,608 +505
Feeder Cattle(CME)
Nov09 091106 95.650 96.100 94.350 94.650 -0.950 839 4,254 +27
Jan10 091106 97.080 97.635 95.750 96.080 -1.100 1,750 14,674 -365
Mar10 091106 97.250 97.600 95.850 96.500 -0.800 427 3,969 +55
Apr10 091106 97.535 97.535 96.100 96.785 -0.665 47 750 +12
May10 091106 98.250 98.500 97.350 98.000 -0.450 81 1,492 +28
Aug10 091106 99.500 99.500 98.800 99.100 -0.400 34 364 +6
Sep10 091106 99.150 99.180 99.150 99.150 -0.050 2 3 +2
Total Volume and Open Interest 3,180 25,506 -235
Lean Hogs(CME)
Dec09 091106 56.680 57.000 55.630 55.700 -0.900 11,789 64,864 +393
Feb10 091106 63.350 63.580 62.600 62.850 -0.635 7,701 44,180 -331
Apr10 091106 67.200 67.500 66.900 67.400 -0.150 3,418 23,953 +37
May10 091106 71.500 72.600 71.500 72.400 +0.400 15 1,505 +7
Jun10 091106 75.300 76.000 75.250 75.930 +0.350 617 14,057 -122
Jul10 091106 74.500 75.000 74.500 75.000 +0.400 176 4,951 +82
Aug10 091106 74.000 74.250 73.900 74.150 +0.050 110 3,476 +81
Oct10 091106 67.350 67.350 66.900 67.285 -0.065 64 2,342 +57
Total Volume and Open Interest 23,921 160,721 +205
Pork Bellies(CME)
Feb10 091106 85.100 86.600 85.000 86.100 +1.300 14 405 +2
Mar10 091106 84.000 84.200 82.885 84.000 +1.300 1 88 +1
May10 091106 85.500 85.600 84.800 85.500 +0.800 0 79 +0
Jul10 091106 88.000 88.000 88.000 88.000 +1.000 0 20 +0
Aug10 091106 86.000 86.000 86.000 86.000 unch 0 15 +0
Total Volume and Open Interest 15 607 +3
Class III Milk(CME)
Nov09 091106 13.91 14.02 13.90 14.00 +0.08 41 3,985 -6
Dec09 091106 14.77 14.82 14.62 14.69 -0.01 67 4,956 +35
Jan10 091106 14.99 15.02 14.85 14.87 -0.07 124 2,720 +24
Feb10 091106 15.15 15.20 14.96 14.97 -0.12 98 1,792 +5
Mar10 091106 15.35 15.35 15.10 15.15 -0.05 69 1,550 -1
Total Volume and Open Interest 802 22,235 +103
Cocoa(ICE)
Dec09 091106 3213 3245 3178 3186 -32 12,187 45,238 -6,624
Mar10 091106 3270 3298 3228 3237 -39 9,783 54,817 +3,511
May10 091106 3280 3308 3250 3251 -39 1,047 15,751 +310
Jul10 091106 3286 3286 3238 3238 -37 424 6,152 +127
Sep10 091106 3250 3254 3228 3228 -35 326 4,809 +127
Dec10 091106 3235 3235 3215 3215 -34 160 3,368 +35
Mar11 091106 3215 3215 3215 3215 -34 311 7,122 +109
Total Volume and Open Interest 24,238 143,719 -2,399
Coffee "C"(ICE)
Dec09 091106 142.10 143.15 138.10 138.90 -3.20 10,420 57,317 -2,704
Mar10 091106 145.20 146.05 141.20 141.95 -3.20 5,111 40,648 +2,401
May10 091106 147.30 147.85 143.40 143.85 -3.05 938 13,669 +136
Jul10 091106 149.20 149.40 145.35 145.45 -3.05 179 4,190 +62
Sep10 091106 150.70 150.70 146.55 147.05 -2.95 256 4,184 -68
Dec10 091106 152.85 152.85 148.95 149.35 -2.80 194 3,769 +20
Total Volume and Open Interest 17,488 125,315 -44
Orange Juice(ICE)
Nov09 091106 111.30 112.15 111.25 111.60 +0.40 5 44 -25
Jan10 091106 115.80 116.70 115.15 115.95 +0.60 975 18,741 -15
Mar10 091106 119.65 119.80 118.70 119.50 +0.70 125 6,587 +37
May10 091106 123.00 123.00 122.60 122.60 +0.55 21 2,681 -14
Jul10 091106 125.65 125.65 125.60 125.60 +0.55 0 663 +0
Sep10 091106 128.50 128.50 128.50 128.50 +0.55 15 384 -9
Total Volume and Open Interest 1,156 29,326 -11
Sugar #11(ICE)
Mar10 091106 22.91 23.07 22.31 22.43 -0.33 37,840 365,532 +2,725
May10 091106 21.82 22.02 21.34 21.45 -0.29 11,550 100,801 +567
Jul10 091106 20.72 20.72 20.16 20.24 -0.22 6,944 121,720 -420
Oct10 091106 19.80 19.98 19.53 19.58 -0.11 4,632 86,753 -2,028
Mar11 091106 19.48 19.48 19.10 19.14 -0.12 1,799 49,373 +901
Total Volume and Open Interest 64,458 782,478 +403
London Cocoa(LCE)
Dec09 091030 2127 2146 2122 2127 -20 3,155 54,406 -13
Mar10 091106 2132 2163 2130 2132 -15 1,700 39,835 -133
May10 091106 2155 2185 2153 2155 -13 1,125 48,820 +648
Jul10 091106 2081 2116 2080 2081 -14 621 14,231 +26
Sep10 091106 2056 2091 2056 2056 -17 365 5,289 +73
Dec10 091106 2035 2070 2035 2035 -15 356 1,689 +192
Mar11 091106 2019 2050 2019 2019 -14 92 6,232 +30
Total Volume and Open Interest 7,734 167,700 -1,100
London Sugar(LCE)
Dec09 091106 581.00 586.70 573.00 581.00 -4.20 3,303 14,107 -1,641
Mar10 091106 590.30 599.20 582.70 590.30 -6.90 4,425 33,534 +1,117
May10 091106 584.30 592.60 577.40 584.30 -6.70 819 11,411 +321
Aug10 091106 559.00 565.50 554.00 559.00 -3.90 366 8,238 -2
Oct10 091106 532.50 535.60 526.00 532.50 -1.90 31 4,290 -2
Total Volume and Open Interest 8,959 72,425 -207
Cotton(ICE)
Dec09 091106 67.48 67.82 66.47 66.54 -0.87 5,960 101,747 -2,223
Mar10 091106 70.99 71.49 70.25 70.33 -0.66 2,824 61,233 +1,535
May10 091106 72.60 72.80 71.78 71.82 -0.51 349 5,115 +151
Jul10 091106 73.96 74.27 73.27 73.31 -0.48 690 13,768 +580
Oct10 091106 74.14 74.14 74.14 74.14 -0.38 0 113 +0
Dec10 091106 75.30 75.50 74.87 74.91 -0.44 193 7,198 +119
Total Volume and Open Interest 10,024 189,581 +168
Lumber(CME)
Nov09 091106 188.9 193.8 183.7 186.1 -2.4 116 1,021 -51
Jan10 091106 212.0 216.5 207.5 208.0 -5.5 208 6,691 +47
Mar10 091106 228.9 233.3 225.0 227.1 -2.4 98 1,639 +112
May10 091106 240.7 240.9 238.0 238.0 -1.6 0 76 +0
Total Volume and Open Interest 422 9,450 +108
Crude Oil(NYM)
Dec09 091106 79.80 80.34 76.71 77.43 -2.19 366,103 324,780 +14,560
Jan10 091106 80.43 81.01 77.39 78.09 -2.19 94,759 178,747 +9,385
Feb10 091106 81.17 81.67 78.04 78.75 -2.18 39,728 74,125 +7,613
Mar10 091106 81.84 82.25 78.81 79.39 -2.16 23,870 60,741 +4,217
Apr10 091106 82.57 82.57 79.33 79.99 -2.13 9,078 24,031 +2,304
May10 091106 83.20 83.20 79.89 80.54 -2.10 7,937 22,799 +2,345
Jun10 091106 83.28 83.62 80.30 81.00 -2.07 18,889 97,277 +3,191
Jul10 091106 82.51 82.71 80.86 81.36 -2.04 3,392 29,593 +673
Aug10 091106 83.37 83.37 81.01 81.69 -2.02 3,158 12,274 +377
Sep10 091106 83.09 83.09 81.32 82.02 -2.02 4,220 24,623 +328
Oct10 091106 82.40 82.52 81.85 82.36 -2.01 3,345 14,876 +567
Nov10 091106 82.23 82.74 82.23 82.72 -2.00 3,259 16,084 +337
Dec10 091106 85.46 85.65 82.33 83.08 -1.99 17,796 112,516 +392
Jan11 091106 83.30 83.30 83.30 83.30 -1.97 984 15,061 +246
Feb11 091106 83.51 83.51 83.51 83.51 -1.95 187 7,197 -15
Mar11 091106 83.71 83.71 83.71 83.71 -1.94 223 5,534 -3
Total Volume and Open Interest 602,989 1,242,381 +47,020
e-miNY Crude Oil(NYM)
Nov09 091019 78.850 79.650 78.100 79.600 +1.075 9,026 4,656 +226
Dec09 091106 79.775 80.350 76.700 77.425 -2.200 12,206 6,165 +36
Jan10 091106 80.425 81.050 77.400 78.100 -2.175 378 818 +59
Feb10 091106 81.625 81.625 78.300 78.750 -2.175 31 227 +7
Mar10 091106 80.800 80.800 79.000 79.400 -2.150 0 158 -4
Apr10 091106 80.000 80.000 80.000 80.000 -2.125 4 4 +0
May10 091106 80.550 80.550 80.550 80.550 -2.100 1 2 -1
Jun10 091106 81.000 81.000 81.000 81.000 -2.075 0 8 +0
Jul10 091106 81.350 81.350 81.350 81.350 -2.050 1 6 -1
Aug10 091106 81.700 81.700 81.700 81.700 -2.000 0 1 +0
Total Volume and Open Interest 12,621 7,472 +96
Heating Oil(NYM)
Dec09 091106 206.18 207.39 197.62 200.35 -5.41 45,362 86,450 -3,747
Jan10 091106 209.89 211.23 201.70 204.31 -5.32 16,733 59,559 +3,408
Feb10 091106 212.87 214.18 204.88 207.47 -5.19 7,121 31,833 +1,466
Mar10 091106 214.99 216.09 207.40 209.57 -5.04 4,483 21,862 +377
Apr10 091106 212.00 212.94 208.30 210.41 -4.97 2,472 12,354 +79
May10 091106 212.32 213.75 209.20 211.22 -4.90 2,407 11,830 -123
Jun10 091106 218.83 218.83 209.80 212.30 -4.85 4,865 25,348 +499
Jul10 091106 213.50 216.75 213.50 214.07 -4.81 767 7,767 +276
Aug10 091106 217.81 219.24 215.90 216.27 -4.73 339 3,567 -17
Sep10 091106 220.10 220.75 216.80 218.67 -4.66 621 6,644 +222
Oct10 091106 223.34 223.34 219.00 221.07 -4.61 514 3,176 +68
Nov10 091106 222.72 224.75 222.72 223.34 -4.60 542 5,533 +11
Total Volume and Open Interest 89,282 319,241 +2,891
Gasoline(NYMEX)
Dec09 091106 198.90 200.05 190.26 192.43 -6.34 52,945 92,785 -5,771
Jan10 091106 201.60 202.73 193.44 195.55 -5.88 18,746 58,531 +479
Feb10 091106 204.86 204.91 196.67 198.43 -5.67 8,474 22,466 -52
Mar10 091106 206.40 206.40 199.50 201.22 -5.48 5,062 22,707 +413
Apr10 091106 220.73 220.73 212.75 213.91 -5.46 3,257 12,854 -199
May10 091106 213.89 214.78 213.89 214.78 -5.42 1,891 7,358 -120
Jun10 091106 222.07 222.07 213.99 215.57 -5.42 4,485 8,286 +522
Jul10 091106 216.02 216.02 216.02 216.02 -5.45 1,900 3,088 +382
Aug10 091106 216.12 216.12 216.12 216.12 -5.50 1,359 3,029 +122
Sep10 091106 215.69 215.69 215.69 215.69 -5.58 1,770 3,139 +230
Total Volume and Open Interest 107,544 248,776 -2,294
e-miNY RBOB Gasoline(NYM)
Dec09 091106 192.43 192.43 192.43 192.43 -6.34 0 3 +0
Jan10 091106 195.55 195.55 195.55 195.55 -5.88      
Feb10 091106 198.43 198.43 198.43 198.43 -5.67      
Mar10 091106 201.22 201.22 201.22 201.22 -5.48      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Dec09 091106 4.815 4.827 4.555 4.595 -0.187 87,098 146,705 +593
Jan10 091106 5.164 5.168 4.923 4.959 -0.162 36,597 119,196 +3,729
Feb10 091106 5.165 5.182 4.989 5.022 -0.154 12,603 44,069 +1,286
Mar10 091106 5.213 5.213 4.992 5.036 -0.145 14,010 62,228 +491
Apr10 091106 5.110 5.110 5.006 5.046 -0.140 10,867 47,914 +1,398
May10 091106 5.162 5.163 5.071 5.106 -0.140 4,346 28,000 -961
Jun10 091106 5.325 5.325 5.176 5.203 -0.136 2,334 19,409 +581
Jul10 091106 5.334 5.367 5.282 5.314 -0.129 1,544 14,820 -3
Aug10 091106 5.443 5.446 5.375 5.403 -0.128 1,621 14,342 +380
Sep10 091106 5.500 5.507 5.433 5.461 -0.128 1,456 12,983 +215
Oct10 091106 5.675 5.675 5.567 5.596 -0.128 3,437 29,691 +330
Nov10 091106 6.050 6.081 5.999 6.026 -0.123 747 7,547 +231
Dec10 091106 6.497 6.497 6.380 6.416 -0.111 1,050 15,171 +61
Jan11 091106 6.660 6.673 6.615 6.649 -0.108 1,072 11,272 -27
Feb11 091106 6.668 6.674 6.620 6.644 -0.108 173 5,918 +69
Mar11 091106 6.505 6.529 6.445 6.479 -0.103 549 16,348 -181
Total Volume and Open Interest 181,600 699,225 +8,846
Brent Crude Oil(ICE)
Dec09 091106 78.29 78.81 75.25 75.87 -2.12 143,931 179,311 -19,711
Jan10 091106 79.17 79.55 75.98 76.62 -2.15 78,022 146,304 +4,460
Feb10 091106 80.05 80.31 76.75 77.39 -2.16 35,793 66,474 +6,220
Mar10 091106 80.88 81.04 77.49 78.12 -2.16 17,814 32,797 +5,227
Apr10 091106 81.54 81.70 78.16 78.80 -2.15 6,540 16,410 +349
May10 091106 82.14 82.33 78.79 79.44 -2.15 3,911 13,115 +284
Jun10 091106 82.75 82.92 79.40 80.06 -2.13 7,498 49,971 -540
Jul10 091106 83.24 83.40 80.12 80.61 -2.12 1,016 13,151 -61
Aug10 091106 82.80 82.80 81.15 81.15 -2.10 900 8,747 +194
Sep10 091106 81.67 81.67 81.67 81.67 -2.07 1,714 5,337 +392
Oct10 091106 82.12 82.12 82.12 82.12 -2.04 2,257 11,128 -40
Nov10 091106 82.48 82.48 82.48 82.48 -2.01 1,755 7,034 +37
Dec10 091106 85.31 85.55 82.16 82.82 -1.99 8,798 70,497 +521
Jan11 091106 83.18 83.18 83.18 83.18 -1.97 232 7,483 +0
Total Volume and Open Interest 312,554 716,519 -2,255
Gas Oil(ICE)
Nov09 091106 635.00 636.50 605.00 607.25 -32.50 31,182 58,052 -4,286
Dec09 091106 641.25 645.50 614.75 617.25 -30.75 71,262 125,766 +2,788
Jan10 091106 653.25 655.00 625.50 628.00 -29.50 32,230 96,804 +5,084
Feb10 091106 662.00 662.50 634.25 636.00 -29.25 10,840 33,838 -182
Mar10 091106 669.00 669.00 642.25 643.00 -29.00 4,815 32,065 +359
Apr10 091106 670.75 670.75 648.25 649.50 -28.75 2,687 19,012 +66
May10 091106 672.50 673.25 655.50 655.75 -29.00 2,823 17,558 +288
Jun10 091106 687.50 687.75 660.75 661.75 -28.75 4,402 41,606 +363
Jul10 091106 671.75 679.00 668.75 668.75 -28.75 437 13,876 -90
Aug10 091106 689.00 689.00 675.75 675.75 -28.50 501 13,223 -39
Total Volume and Open Interest 165,521 579,870 +4,237
Ethanol(CBOT)
Nov09 091104 1.970 2.000 1.970 1.970 +0.020 5 151 -1
Dec09 091106 1.845 1.854 1.845 1.852 -0.015 92 686 -2
Jan10 091106 1.821 1.825 1.815 1.821 -0.024 43 988 -142
Feb10 091106 1.803 1.805 1.793 1.804 -0.023 7 437 -116
Mar10 091106 1.799 1.805 1.799 1.804 -0.017 25 591 -111
Apr10 091106 1.809 1.809 1.795 1.800 -0.016 26 380 +6
May10 091106 1.800 1.800 1.780 1.783 -0.025 10 227 -5
Jun10 091106 1.790 1.790 1.785 1.785 -0.022 28 262 -7
Total Volume and Open Interest 299 5,530 -490
US Dollar Index(ICE)
Dec09 091106 75.875 76.110 75.590 75.940 +0.075 25,616 35,044 +1,318
Mar10 091106 76.160 76.440 76.030 76.280 +0.055 643 2,256 +19
Jun10 091106 76.665 76.665 76.665 76.665 +0.055 0 6 +0
Total Volume and Open Interest 26,259 37,306 +1,337
Australian Dollar(CME)
Dec09 091106 90.65 91.68 90.62 91.29 +0.58 100,910 111,839 -1,456
Mar10 091106 90.02 90.76 89.83 90.40 +0.56 234 1,344 +57
Jun10 091106 89.41 89.41 88.86 89.41 +0.55 1 8 +0
Total Volume and Open Interest 101,145 113,208 -1,399
British Pound(CME)
Dec09 091106 165.76 166.33 165.14 165.97 +0.15 124,133 101,727 +5,238
Mar10 091106 166.02 166.15 165.08 165.88 +0.14 45 439 +10
Jun10 091106 165.78 165.94 165.23 165.78 +0.15 0 120 +0
Total Volume and Open Interest 124,178 102,306 +5,248
Canadian Dollar(CME)
Dec09 091106 93.79 94.27 92.74 92.85 -1.07 89,684 80,626 +1,333
Mar10 091106 94.00 94.24 92.78 92.86 -1.06 256 2,726 +15
Jun10 091106 93.37 94.06 92.76 92.83 -1.07 10 384 +2
Sep10 091106 92.78 93.85 92.76 92.78 -1.07 3 421 +1
Total Volume and Open Interest 89,965 84,381 +1,360
Japanese Yen(CME)
Dec09 091106 110.19 111.62 110.07 111.18 +1.00 102,917 109,427 -131
Mar10 091106 110.57 111.66 110.25 111.25 +1.00 404 578 +295
Jun10 091106 111.35 111.59 110.35 111.35 +1.00 2 15 +1
Total Volume and Open Interest 103,323 110,041 +165
Swiss Franc(CME)
Dec09 091106 98.43 98.80 98.03 98.26 -0.13 66,806 49,931 +3,783
Mar10 091106 98.32 98.81 98.13 98.32 -0.13 12 255 -1
Jun10 091106 98.41 98.74 98.41 98.41 -0.14 0 5 +0
Total Volume and Open Interest 66,818 50,192 +3,782
EuroFX(CME)
Dec09 091106 148.72 149.13 148.12 148.35 -0.32 290,221 165,378 +7,395
Mar10 091106 148.60 149.05 148.08 148.29 -0.31 807 2,286 +13
Jun10 091106 148.24 148.75 147.95 148.22 -0.29 4 171 +2
Total Volume and Open Interest 291,032 167,843 +7,410
Mexican Peso(CME)
Nov09 091106 745.0 751.5 745.0 745.0 -6.5 0 1 +0
Dec09 091106 749.0 750.0 740.0 741.0 -6.5 22,146 75,791 -4,370
Total Volume and Open Interest 22,147 77,939 -4,370
30-Year T-Bonds(CBOT)
Dec09 091106 118~090 119~000 117~220 118~140 +0~070 267,971 716,587 -5,739
Mar10 091106 117~150 118~030 116~260 117~190 +0~070 1,771 11,183 +759
Jun10 091106 116~040 116~040 115~310 116~040 +0~050 1 10 +1
Total Volume and Open Interest 269,743 727,780 -4,979
10-Year T-Notes(CBOT)
Dec09 091106 118~020 118~220 117~315 118~135 +0~110 958,980 1,223,042 -1,998
Mar10 091106 116~205 117~080 116~205 117~005 +0~110 1,447 22,417 +780
Jun10 091106 115~195 115~195 115~085 115~195 +0~110      
Total Volume and Open Interest 960,427 1,245,459 -1,218
5-Year T-Notes(CBOT)
Dec09 091106 116~063 116~088 116~063 116~084 +0~030      
Mar10 091106 115~010 115~042 115~010 115~042 +0~030 4 3,644 +0
Jun10 091106 114~000 114~000 113~098 114~000 +0~030      
Total Volume and Open Interest 501,844 807,337 +22,893
2 Year T-Notes(CBOT)
Dec09 091106 108~109 108~109 108~109 108~109 -0~003      
Mar10 091106 108~032 108~042 108~032 108~041 +0~009 1,275 16,627 +469
Jun10 091106 107~091 107~091 107~083 107~091 +0~008 0 6,830 +0
Total Volume and Open Interest 298,647 993,488 -7,774
Eurodollars(CME)
Dec09 091106 99.705 99.710 99.700 99.705 +0.005 158,952 1,035,258 +389
Mar10 091106 99.555 99.595 99.545 99.570 +0.015 232,912 1,078,630 +3,302
Jun10 091106 99.285 99.350 99.270 99.330 +0.045 318,841 938,071 -9,453
Sep10 091106 98.920 99.000 98.895 98.975 +0.060 297,389 692,843 -5,038
Dec10 091106 98.495 98.585 98.475 98.565 +0.070 373,533 830,327 +4,874
Mar11 091106 98.110 98.195 98.085 98.175 +0.070 250,106 559,857 +10,327
Jun11 091106 97.740 97.825 97.715 97.805 +0.070 200,178 514,910 +3,612
Sep11 091106 97.410 97.495 97.395 97.480 +0.070 160,750 428,879 +4,108
Dec11 091106 97.105 97.190 97.090 97.175 +0.070 72,071 247,390 +1,463
Mar12 091106 96.845 96.940 96.835 96.920 +0.070 52,769 187,160 +2,482
Jun12 091106 96.600 96.705 96.595 96.680 +0.070 41,667 159,765 -1,390
Sep12 091106 96.395 96.505 96.390 96.470 +0.065 39,643 96,713 +99
Dec12 091106 96.210 96.315 96.190 96.270 +0.065 19,822 57,964 -233
Mar13 091106 96.070 96.165 96.050 96.125 +0.065 8,292 55,296 +621
Jun13 091106 95.925 96.025 95.910 95.980 +0.065 7,880 47,260 +130
Sep13 091106 95.790 95.885 95.790 95.840 +0.065 7,175 53,375 -127
Dec13 091106 95.630 95.740 95.630 95.690 +0.060 8,107 30,441 -540
Mar14 091106 95.555 95.635 95.535 95.580 +0.055 4,112 27,968 -348
Total Volume and Open Interest 2,281,764 7,237,015 +13,864
30 Day Federal Funds(CBOT)
Nov09 091106 99.865 99.868 99.863 99.865 unch 5,634 74,809 -922
Dec09 091106 99.865 99.870 99.860 99.860 unch 2,195 64,191 -763
Jan10 091106 99.855 99.865 99.850 99.850 unch 2,703 64,016 -96
Feb10 091106 99.825 99.840 99.820 99.825 unch 6,841 75,119 -420
Mar10 091106 99.800 99.810 99.785 99.800 +0.010 14,008 44,713 +4,874
Apr10 091106 99.755 99.780 99.745 99.765 +0.010 11,804 47,829 +63
Total Volume and Open Interest 70,004 508,894 +10,112
30 Day Fed Funds(e-CBOT)
Nov09 090519 99.690 99.700 99.690 99.700 unch 4,182 50,156  
Dec09 090519 99.655 99.670 99.655 99.670 unch 2,601 26,684  
Jan10 090519 99.600 99.615 99.595 99.615 unch 2,329 25,494  
Feb10 090519 99.505 99.520 99.500 99.515 unch 3,201 23,868  
Mar10 090519 99.440 99.455 99.435 99.450 unch 400 6,491  
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Dec09 091022 99.50 99.50 99.50 99.50 unch      
Mar10 091022 99.51 99.51 99.51 99.51 -0.02      
Jun10 091022 99.53 99.53 99.53 99.53 unch      
Sep10 091022 99.51 99.51 99.51 99.51 unch      
Dec10 091022 99.45 99.45 99.45 99.45 unch      
Mar11 091022 99.36 99.36 99.36 99.36 unch      
Jun11 091022 99.31 99.31 99.31 99.31 unch      
Sep11 091022 99.31 99.31 99.31 99.31 unch      
Dec11 091022 99.11 99.11 99.11 99.11 unch      
Mar12 091022 99.07 99.07 99.07 99.07 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec09 091106 99.50 99.50 99.50 99.50 unch 345 4,798 +86
Mar10 091106 99.53 99.53 99.53 99.53 +0.01 326 3,629 -100
Jun10 091106 99.54 99.54 99.53 99.53 +0.01 0 1,787 -92
Sep10 091106 99.50 99.50 99.50 99.50 +0.00 0 1,658 +0
Dec10 091106 99.44 99.44 99.44 99.44 +0.00 0 842 +0
Mar11 091106 99.36 99.36 99.36 99.36 +0.00 0 562 +0
Jun11 091106 99.30 99.30 99.30 99.30 +0.01 0 52 +0
Sep11 091106 99.30 99.30 99.30 99.30 +0.01 0 51 +0
Total Volume and Open Interest 671 14,851 -106
Japanese Gov't Bonds(SGX)
Dec09 091102 138.09 138.30 138.09 138.30 +0.38 4,871 16,174 +121
Mar10 091106 137.31 137.31 137.31 137.31 -0.11      
Jun10 091106 137.31 137.31 137.31 137.31 -0.11      
Total Volume and Open Interest 1,538 15,835 +151
Euro-Bund(EUREX)
Dec09 091106 121.13 121.36 120.72 120.95 -0.06 706,565 915,115 -10,113
Mar10 091106 120.73 120.94 120.41 120.58 -0.06 2,433 13,222 +1,087
Jun10 091106 119.80 119.80 119.80 119.80 -0.06 165 3 +0
Total Volume and Open Interest 709,163 928,340 -9,026
Euro-Bobl(EUREX)
Dec09 091106 115.36 115.52 115.23 115.38 +0.07 382,700 641,203 -17,924
Mar10 091106 115.08 115.11 115.08 115.11 +0.07 361 10,742 +218
Jun10 091106 114.68 114.68 114.68 114.68 +0.07      
Total Volume and Open Interest 383,061 651,945 -17,706
3-Mth Euribor(EUREX)
Dec09 091106 99.265 99.280 99.265 99.275 +0.020 211 8,049 -1
Mar10 091106 99.120 99.155 99.120 99.155 +0.060 244 5,154 -23
Jun10 091106 98.760 98.780 98.760 98.780 +0.050 10 4,783 -113
Total Volume and Open Interest 509 21,730 -158
Long Gilt(LIFFE)
Dec09 091030 118~04 118~24 118~03 118~17 +0~12 71,599 233,584 +2,104
Mar10 091106 114~23 114~23 114~23 114~23 -0~07 0 20 +0
Total Volume and Open Interest 113,031 235,010 +4,243
3-Mth Short Sterling(LIFFE)
Dec09 091106 99.35 99.38 99.34 99.37 +0.02 34,909 353,179 -1,207
Mar10 091106 99.15 99.21 99.13 99.20 +0.06 65,896 371,075 +874
Jun10 091106 98.71 98.80 98.68 98.79 +0.10 72,010 368,872 -2,160
Sep10 091106 98.18 98.28 98.15 98.26 +0.11 73,292 267,510 -4,964
Dec10 091106 97.63 97.73 97.59 97.70 +0.10 80,186 308,502 -9,157
Mar11 091106 97.16 97.25 97.11 97.22 +0.08 66,921 209,240 -4,754
Total Volume and Open Interest 505,078 2,353,083 -24,038
3-Mth Euribor(LIFFE)
Dec09 091106 99.265 99.285 99.255 99.275 +0.020 89,724 570,301 -23,680
Mar10 091106 99.120 99.170 99.090 99.155 +0.060 91,117 636,027 +4,326
Jun10 091106 98.725 98.800 98.720 98.780 +0.050 91,609 559,865 +5,265
Total Volume and Open Interest 644,736 3,255,537 -25,556
3-Mth Aus T-Bills(SFE)
Dec09 091106 95.88 95.89 95.82 95.85 -0.03 6,048 321,324 -12,901
Mar10 091106 95.37 95.37 95.30 95.32 -0.05 9,766 211,961 -12,773
Jun10 091106 94.97 94.97 94.89 94.93 -0.04 7,526 130,647 -3,745
Sep10 091106 94.62 94.64 94.57 94.61 -0.04 4,982 87,414 -1,665
Dec10 091106 94.35 94.37 94.28 94.32 -0.06 2,379 52,686 -1,399
Mar11 091106 94.14 94.14 94.10 94.10 -0.08 560 26,215 -157
Jun11 091106 93.96 93.96 93.93 93.93 -0.08 157 19,427 -98
Sep11 091106 93.79 93.81 93.77 93.80 -0.08 835 11,316 +247
Dec11 091106 93.69 93.71 93.69 93.70 -0.08 200 4,773 -200
Mar12 091106 93.64 93.64 93.64 93.64 -0.09 200 2,156 +200
Total Volume and Open Interest 33,058 868,870 -32,211
10-Year Aus T-Bonds(SFE)
Dec09 091106 94.39 94.41 94.32 94.35 -0.05 26,413 371,271 +6,341
Mar10 091106 94.35 94.35 94.35 94.35 -0.05      
Total Volume and Open Interest 26,413 371,271 +6,341
3-Year Aus T-Bonds(SFE)
Dec09 091106 94.92 94.93 94.84 94.85 -0.08 95,263 683,812 +32,164
Mar10 091106 94.85 94.85 94.85 94.85 -0.08      
Total Volume and Open Interest 95,263 683,812 +32,164
Gold(CMX)
Dec09 091106 1090.6 1101.9 1086.5 1095.7 +6.4 190,846 331,767 -2,510
Feb10 091106 1090.5 1103.0 1088.4 1097.0 +6.5 17,202 62,053 +8,391
Apr10 091106 1093.7 1104.0 1090.5 1098.1 +6.5 2,291 33,492 +75
Jun10 091106 1094.9 1104.3 1090.6 1099.2 +6.5 1,168 15,028 +12
Aug10 091106 1099.4 1100.6 1099.4 1100.6 +6.5 107 7,325 -15
Oct10 091106 1101.6 1105.9 1101.4 1102.3 +6.5 49 4,431 -20
Dec10 091106 1100.1 1110.0 1097.0 1104.4 +6.4 1,057 19,582 +3
Feb11 091106 1105.8 1107.0 1105.4 1107.0 +6.2 3 2,475 +2
Apr11 091106 1109.9 1109.9 1109.9 1109.9 +6.0 1 1,617 +1
Jun11 091106 457.0 457.7 455.7 457.7 +5.7 26 9,442 +0
Aug11 091106 1116.9 1116.9 1116.9 1116.9 +5.5 0 250 +0
Total Volume and Open Interest 213,028 511,924 +6,020
Silver(CMX)
Dec09 091106 1741.0 1763.0 1727.0 1737.5 -3.5 42,630 76,812 -1,648
Mar10 091106 1745.0 1765.0 1730.5 1740.9 -3.5 5,893 25,036 +1,305
May10 091106 1761.5 1762.0 1737.5 1742.8 -3.5 980 9,424 +422
Jul10 091106 1740.0 1744.4 1740.0 1744.4 -3.5 109 3,842 +57
Sep10 091106 1746.0 1746.2 1746.0 1746.2 -3.5 32 2,419 +31
Dec10 091106 1755.0 1771.5 1743.5 1749.4 -3.4 2,679 7,644 +1,882
Mar11 091106 1752.9 1752.9 1752.9 1752.9 -4.0 0 37 +0
Total Volume and Open Interest 53,550 135,544 +3,161
Platinum(NYMEX)
Jan10 091106 1359.2 1369.3 1343.6 1348.2 -14.7 2,824 31,425 +1,156
Apr10 091106 1369.8 1369.8 1348.9 1351.2 -15.1 86 1,062 +62
Total Volume and Open Interest 2,910 32,487 +1,218
Palladium(NYMEX)
Dec09 091106 332.50 334.00 328.25 330.70 -1.15 1,955 17,898 -752
Mar10 091106 332.95 334.50 330.00 331.95 -1.10 865 4,294 +721
Jun10 091106 335.25 335.25 331.05 332.80 -1.30 20 48 +17
Total Volume and Open Interest 2,840 22,241 -14
Copper(CMX)
Dec09 091106 296.75 300.45 292.50 295.25 -0.45 23,918 85,511 -1,644
Mar10 091106 299.50 302.00 295.15 297.55 -0.20 5,924 36,156 +2,187
May10 091106 298.00 303.05 295.90 298.40 -0.20 473 5,713 +403
Jul10 091106 300.60 300.60 298.90 298.90 -0.20 522 3,114 +296
Sep10 091106 297.95 299.15 297.95 298.95 -0.20 489 2,077 +465
Total Volume and Open Interest 31,840 139,903 +1,327
Aluminum(CMX)
Nov09 080724 0.67 0.67 0.67 0.67 unch      
Dec09 080724 1.17 1.17 1.17 1.17 unch      
Jan10 080724 145.85 145.85 145.85 145.85 unch      
Feb10 080724 2.17 2.17 2.17 2.17 unch      
Mar10 090803 0.00 0.00 0.00 0.00 unch      
Apr10 080724 3.17 3.17 3.17 3.17 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Dec09 091106 9954 10004 9878 9978 +24 861 14,979 +213
Mar10 091106 9850 9940 9850 9916 +24 78 897 -1
Jun10 091106 9858 9858 9834 9858 +24 0 1 +0
Sep10 091106 9808 9808 9784 9808 +24      
Total Volume and Open Interest 939 15,877 +212
S & P 500(CME)
Dec09 091106 1063.50 1074.50 1053.80 1066.20 +3.00 18,632 386,977 -341
Mar10 091106 1059.80 1062.30 1051.30 1061.30 +3.00 3 6,654 -18
Jun10 091106 1057.00 1058.00 1047.00 1057.00 +3.00 0 305 +0
Sep10 091106 1054.00 1055.00 1044.00 1054.00 +3.00      
Total Volume and Open Interest 18,635 393,941 -359
S & P 500 E-Mini(Globex)
Dec09 091106 1063.25 1069.50 1053.50 1066.25 +3.00 2,360,779 2,510,493 +27,288
Mar10 091106 1058.50 1065.50 1049.00 1061.25 +3.00 5,013 46,013 +2,788
Total Volume and Open Interest 2,365,827 2,556,543 +30,082
NASDAQ 100(CME)
Dec09 091106 1719.30 1741.50 1706.00 1729.80 +10.50 2,488 18,489 +109
Mar10 091106 1727.30 1727.30 1724.00 1727.30 +10.50 0 7 +0
Jun10 091106 1726.30 1726.30 1725.80 1726.30 +10.50      
Total Volume and Open Interest 2,488 18,496 +109
NASDAQ 100 E-Mini(Globex)
Dec09 091106 1719.00 1737.50 1705.00 1729.80 +10.50 350,126 310,460 -2,311
Mar10 091106 1716.30 1729.00 1703.80 1727.30 +10.50 849 2,750 +593
Total Volume and Open Interest 350,977 313,213 -1,718
S & P Midcap 400(CME)
Dec09 091106 674.00 684.50 674.00 678.70 -1.80 19 2,352 -7
Mar10 091106 675.50 676.60 675.50 676.60 -1.80      
Jun10 091106 674.60 674.90 674.60 674.60 -1.80      
Total Volume and Open Interest 19 2,352 -7
Russell 2000(CME)
Dec09 090909 0.05 0.05 0.05 0.05 unch 1,424 2,334 +56
Mar10 090909 0.05 0.05 0.05 0.05 unch 0 5,252 +3
Jun10 090909 0.05 0.05 0.05 0.05 unch 0 3,716 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec09 091106 9715 9875 9660 9775 +40 75,864 163,469 -2,869
Mar10 091106 9805 9805 9780 9780 +50 129 1,220 +101
Total Volume and Open Interest 75,993 167,345 -2,768
Nikkei 225(SGX)
Dec09 091106 9715 9875 9660 9775 +40 75,864 163,469 -2,869
Mar10 091106 9805 9805 9780 9780 +50 129 1,220 +101
Jun10 091106 9810 9810 9810 9810 +40 0 321 +0
Total Volume and Open Interest 75,993 167,345 -2,768
CAC 40(EURONEXT)
Nov09 091106 3689.0 3714.0 3641.0 3692.0 -2.5 118,835 489,580 +22,325
Dec09 091106 3687.5 3701.5 3635.5 3685.5 -2.5 595 54,625 -200
Jan10 091106 3691.0 3691.0 3691.0 3691.0 -2.0      
Total Volume and Open Interest 119,454 545,877 +22,136
Hang Seng Index(HKFE)
Nov09 091106 21830 21927 21746 21846 +415 73,882 78,967 +102
Dec09 091106 21834 21911 21735 21833 +413 1,140 8,274 -94
Total Volume and Open Interest 75,126 87,684 +15
DAX(EUREX)
Dec09 091106 5480.0 5533.0 5411.0 5489.0 -1.5 162,183 190,098 +2,208
Mar10 091106 5486.0 5530.0 5417.0 5493.5 -1.5 232 11,659 +39
Jun10 091106 5493.0 5531.0 5423.0 5499.0 -2.5 31 1,658 +10
Total Volume and Open Interest 162,446 203,415 +2,257
FT-SE 100(EURONEXT)
Dec09 091106 5108.00 5143.00 5055.50 5123.50 +3.50 100,728 618,765 -1,867
Mar10 091106 5069.00 5094.50 5010.00 5077.00 +4.50 353 18,560 +1,294
Jun10 091106 5032.00 5032.00 5032.00 5032.00 +4.50 47 663 +39
Total Volume and Open Interest 101,128 637,993 -534
SPI 200(SFE)
Dec09 091030 4556.0 4671.0 4548.0 4624.0 +63.0 39,623 221,280 +31
Mar10 091030 4548.0 4639.0 4548.0 4617.0 +62.0 47 4,838 +9
Jun10 091030 4638.0 4638.0 4638.0 4638.0 +63.0 3 1,412 -3
Total Volume and Open Interest 39,673 228,251 +37
GSCI(CME)
Nov09 091106 500.00 503.00 494.00 495.50 -13.65 870 19,728 -306
Dec09 091106 507.50 511.00 501.50 503.80 -13.25 137 130 +119
Jan10 091106 508.00 508.00 505.00 508.00 -12.00 1 1 +1
Total Volume and Open Interest 1,008 19,859 -186
Reuters CCI(ICE)
Jan10 090519 430.00 430.00 430.00 430.00 unch 0 11  
Total Volume and Open Interest 0 146  
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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