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MRCI's End of Day Prices
Daily Futures Price Listing Thu November 04, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov10 101104 1230.50 1268.00 1229.00 1264.75 +37.25 14,956 11,811 -3,330
Jan11 101104 1239.50 1279.00 1238.50 1274.75 +37.25 68,784 318,764 -4,146
Mar11 101104 1246.75 1286.50 1246.00 1283.25 +38.50 14,213 90,281 +804
May11 101104 1248.00 1288.00 1247.25 1284.75 +38.75 4,252 58,192 +29
Jul11 101104 1253.75 1293.50 1253.00 1290.75 +39.75 6,431 51,767 -30
Aug11 101104 1244.00 1273.75 1235.25 1273.75 +38.50 94 1,529 -1
Sep11 101104 1219.25 1244.00 1210.00 1244.00 +34.00 165 1,810 -6
Total Volume and Open Interest 113,984 613,985 -5,821
Soybean Meal(CBOT)
Dec10 101104 338.70 349.30 337.80 348.20 +9.30 19,308 98,909 -1,571
Jan11 101104 340.60 350.50 339.20 349.50 +8.90 10,164 28,501 -1,299
Mar11 101104 342.10 352.50 340.70 351.50 +9.30 4,121 23,820 +374
May11 101104 341.50 352.40 340.30 351.50 +9.80 1,689 20,097 -340
Jul11 101104 343.60 353.70 342.00 352.90 +9.80 2,205 15,187 +100
Aug11 101104 340.60 347.30 340.60 347.30 +9.50 98 3,536 +16
Sep11 101104 331.30 340.40 330.60 339.70 +8.40 172 3,892 +7
Oct11 101104 319.30 326.80 319.30 326.70 +6.80 92 2,028 +29
Total Volume and Open Interest 39,741 204,711 -2,916
Soybean Oil(CBOT)
Dec10 101104 49.90 51.32 49.88 51.25 +1.35 32,109 132,116 -1,248
Jan11 101104 50.25 51.67 50.23 51.61 +1.36 16,908 105,281 +2,597
Mar11 101104 50.65 52.02 50.62 51.98 +1.34 6,568 58,266 +609
May11 101104 50.87 52.20 50.83 52.18 +1.32 3,093 22,296 -158
Jul11 101104 51.10 52.39 51.08 52.39 +1.30 4,546 20,695 +882
Aug11 101104 51.14 52.42 51.14 52.42 +1.28 1,117 4,582 +37
Sep11 101104 51.20 52.44 51.20 52.44 +1.25 724 1,700 -9
Oct11 101104 51.28 52.44 51.28 52.44 +1.22 255 2,612 +93
Total Volume and Open Interest 67,846 359,305 +3,545
Canola(WCE)
Nov10 101104 541.6 548.1 541.6 545.8 +11.0 630 392 -644
Jan11 101104 541.0 553.0 541.0 550.9 +9.5 5,457 140,678 +728
Mar11 101104 551.0 560.4 551.0 558.1 +10.1 1,176 14,730 +270
May11 101104 550.2 562.6 550.2 560.3 +10.1 309 4,519 +273
Jul11 101104 555.1 563.3 555.1 561.3 +10.6 303 11,586 +238
Total Volume and Open Interest 8,841 196,891 +1,753
Corn(CBOT)
Dec10 101104 581.00 595.75 580.50 590.00 +9.00 178,280 540,634 -15,830
Mar11 101104 594.50 609.25 594.00 603.75 +9.25 69,084 496,927 +6,396
May11 101104 600.50 615.25 600.50 610.00 +9.00 15,629 104,132 +2,770
Jul11 101104 603.50 618.50 603.50 613.50 +9.25 29,784 188,001 +2,352
Sep11 101104 566.00 578.00 566.00 575.50 +7.50 2,368 34,108 +206
Dec11 101104 548.00 558.00 548.00 554.50 +5.00 42,481 206,463 +2,297
Total Volume and Open Interest 339,785 1,618,200 -1,541
Wheat(CBOT)
Dec10 101104 695.25 719.50 692.75 713.75 +23.50 58,450 200,966 -6,757
Mar11 101104 734.25 758.25 733.00 753.50 +24.00 27,011 123,668 +649
May11 101104 757.00 779.00 757.00 775.25 +22.25 5,486 33,024 +256
Jul11 101104 767.00 791.00 767.00 787.00 +22.25 8,145 85,835 -585
Sep11 101104 788.00 813.00 788.00 809.75 +22.00 2,008 14,794 +251
Total Volume and Open Interest 107,521 523,063 -5,621
Wheat(KCBT)
Dec10 101104 752.00 774.25 749.50 769.00 +22.50 8,430 77,266 -346
Mar11 101104 767.00 789.50 765.00 784.75 +22.50 5,573 90,543 -770
May11 101104 775.00 798.00 775.00 793.50 +22.25 2,059 18,218 +941
Jul11 101104 780.00 804.25 780.00 799.75 +22.75 2,619 41,084 +968
Sep11 101104 790.25 812.00 790.25 808.00 +22.00 84 5,651 +21
Total Volume and Open Interest 18,953 240,739 +872
Wheat(MGE)
Dec10 101104 763.75 787.00 763.25 784.75 +22.50 3,130 17,623 +26
Mar11 101104 775.75 801.50 775.75 799.00 +23.25 1,907 24,588 +110
May11 101104 788.00 810.00 788.00 808.25 +23.75 390 6,691 +71
Jul11 101104 793.25 815.50 793.00 814.00 +23.50 341 7,914 +123
Sep11 101104 796.00 818.00 795.75 814.25 +21.25 326 5,219 +183
Total Volume and Open Interest 6,334 68,513 +624
Oats(CBOT)
Dec10 101104 362.50 378.50 361.50 377.50 +16.00 1,328 5,558 -756
Mar11 101104 377.75 390.50 377.75 390.00 +16.25 899 7,117 +477
May11 101104 390.00 395.00 378.75 395.00 +16.25 10 160 +4
Jul11 101104 394.50 400.00 383.75 400.00 +16.25 0 45 +0
Total Volume and Open Interest 2,308 13,686 -229
Rough Rice(CBOT)
Nov10 101104 14.32 14.69 14.24 14.56 +0.32 86 149 +9
Jan11 101104 14.60 15.02 14.60 14.86 +0.31 1,510 12,239 -226
Mar11 101104 14.94 15.27 14.94 15.14 +0.32 326 3,291 -32
May11 101104 15.34 15.52 15.07 15.39 +0.32 219 741 -16
Total Volume and Open Interest 2,255 18,426 -309
Live Cattle(CME)
Dec10 101104 97.950 98.700 97.600 97.650 -0.050 16,393 133,131 -4,241
Feb11 101104 101.350 102.150 100.980 101.480 +0.300 10,898 82,988 +1,750
Apr11 101104 104.580 105.700 104.350 105.330 +0.680 4,733 56,042 +351
Jun11 101104 102.450 103.500 102.135 102.850 +0.420 1,799 27,447 +210
Aug11 101104 102.500 103.200 102.000 102.900 +0.470 297 9,507 +49
Oct11 101104 104.950 105.400 104.950 105.385 +0.585 325 5,218 +116
Total Volume and Open Interest 34,550 316,058 -1,694
Feeder Cattle(CME)
Nov10 101104 110.350 110.930 109.700 110.135 -0.750 934 3,480 -206
Jan11 101104 110.900 111.230 109.850 110.400 -1.000 1,584 13,379 -45
Mar11 101104 111.700 111.850 110.750 111.350 -0.950 517 5,030 +7
Apr11 101104 112.785 113.000 111.900 112.730 -0.570 69 1,300 -3
May11 101104 113.550 113.950 112.800 113.700 -0.200 61 1,734 +27
Aug11 101104 114.680 115.000 114.035 114.900 -0.500 82 864 +61
Sep11 101104 115.000 115.000 115.000 115.000 -0.400 5 39 +3
Total Volume and Open Interest 3,252 25,826 -156
Lean Hogs(CME)
Dec10 101104 66.800 68.350 66.535 67.635 +0.850 18,773 78,185 -2,843
Feb11 101104 72.600 74.150 72.285 73.800 +1.250 9,381 47,240 +1,201
Apr11 101104 77.225 78.250 76.950 77.850 +0.625 6,794 37,544 +1,015
May11 101104 83.330 84.500 83.330 84.500 +0.900 246 1,539 +49
Jun11 101104 86.480 87.680 86.450 87.535 +0.805 2,566 25,135 +60
Jul11 101104 86.300 87.550 86.300 87.535 +1.035 464 5,568 +53
Aug11 101104 86.000 86.900 86.000 86.400 +0.500 2,625 6,015 +1,522
Oct11 101104 79.035 80.300 79.035 80.250 +1.050 388 2,135 +99
Total Volume and Open Interest 41,416 204,014 +1,266
Pork Bellies(CME)
Feb11 101104 104.500 104.500 104.500 104.500 unch 0 8 +0
Mar11 101104 105.000 105.000 105.000 105.000 unch 0 1 +0
May11 101104 105.000 105.000 105.000 105.000 unch      
Jul11 101104 103.500 103.500 103.500 103.500 unch      
Aug11 101104 102.500 102.500 102.500 102.500 unch      
Total Volume and Open Interest 0 9 +0
Class III Milk(CME)
Nov10 101104 15.51 15.72 15.45 15.69 +0.24 102 4,940 -18
Dec10 101104 13.94 14.44 13.89 14.29 +0.31 372 5,816 -3
Jan11 101104 13.67 14.08 13.67 13.93 +0.24 153 2,802 +6
Feb11 101104 13.68 13.98 13.68 13.91 +0.18 122 2,244 -1
Mar11 101104 13.75 14.12 13.75 14.02 +0.17 73 2,049 +4
Total Volume and Open Interest 1,016 29,021 +50
Cocoa(ICE)
Dec10 101104 2783 2815 2752 2756 -8 8,749 47,393 -2,311
Mar11 101104 2820 2850 2788 2798 -1 7,112 47,558 +4,185
May11 101104 2831 2871 2816 2820 -1 244 15,872 +57
Jul11 101104 2870 2880 2830 2835 -3 9 6,680 +1
Sep11 101104 2890 2890 2846 2850 -5 5 3,927 +0
Dec11 101104 2888 2895 2873 2873 -5 4 9,077 +34
Mar12 101104 2965 2965 2942 2942 -5 25 10,663 +6
Total Volume and Open Interest 16,148 146,429 +1,972
Coffee "C"(ICE)
Dec10 101104 197.50 209.25 197.25 205.80 +9.65 7,803 72,478 -2,453
Mar11 101104 199.00 211.45 199.00 208.25 +9.80 4,132 53,179 +1,027
May11 101104 201.30 210.60 200.60 208.55 +9.50 355 11,590 +21
Jul11 101104 198.95 208.35 198.95 206.40 +9.10 118 5,248 +67
Sep11 101104 195.85 203.75 195.85 202.70 +8.35 26 2,683 +5
Dec11 101104 193.80 198.95 193.80 197.75 +7.55 26 2,446 +10
Total Volume and Open Interest 12,460 148,595 -1,323
Orange Juice(ICE)
Nov10 101104 163.50 165.65 162.90 165.65 +0.25 7 475 -9
Jan11 101104 162.45 164.30 157.10 161.00 -1.45 1,284 23,204 +233
Mar11 101104 163.15 165.00 158.00 161.95 -1.30 181 2,448 +86
May11 101104 165.50 165.50 160.40 163.15 -1.25 4 619 +0
Jul11 101104 164.10 164.10 164.10 164.10 -0.75 0 1,247 +0
Sep11 101104 164.60 164.60 164.60 164.60 -0.65 0 24 +0
Total Volume and Open Interest 1,476 28,045 +310
Sugar #11(ICE)
Mar11 101104 30.35 31.81 30.35 31.66 +1.51 49,054 271,203 +304
May11 101104 28.00 29.37 27.99 29.24 +1.38 17,479 95,965 -231
Jul11 101104 25.60 26.62 25.58 26.49 +1.10 9,931 100,204 +691
Oct11 101104 23.80 24.81 23.80 24.74 +1.02 5,361 50,386 +1,414
Mar12 101104 22.82 23.60 22.69 23.48 +0.94 3,124 45,750 +782
Total Volume and Open Interest 86,609 604,070 +3,376
London Cocoa(LCE)
Dec10 101104 1830 1844 1816 1818 -9 4,229 62,496 -1,555
Mar11 101104 1858 1870 1841 1842 -10 2,174 57,874 +33
May11 101104 1870 1883 1860 1860 -11 523 18,437 -48
Jul11 101104 1888 1903 1878 1879 -10 215 12,212 +12
Sep11 101104 1901 1919 1890 1892 -10 351 7,351 +109
Dec11 101104 1908 1927 1899 1901 -7 46 12,195 +26
Mar12 101104 1925 1925 1908 1908 -9 31 9,078 -25
Total Volume and Open Interest 7,569 182,495 -1,448
London Sugar(LCE)
Dec10 101104 764.60 773.80 760.00 772.70 +24.80 3,482 17,931 -1,671
Mar11 101104 765.80 777.40 758.00 776.50 +27.70 2,338 29,556 +642
May11 101104 733.80 749.60 732.70 749.00 +28.60 361 7,726 +98
Aug11 101104 675.00 693.70 675.00 693.40 +24.30 174 6,450 +120
Oct11 101104 630.00 643.70 630.00 643.70 +21.50 67 1,022 +46
Total Volume and Open Interest 6,523 63,557 -737
Cotton(ICE)
Dec10 101104 136.15 140.52 134.90 140.45 +4.93 6,271 108,498 +143
Mar11 101104 132.00 136.66 131.06 136.66 +5.00 6,654 79,732 +353
May11 101104 128.50 133.17 127.15 132.86 +4.69 1,036 11,645 +264
Jul11 101104 125.00 129.66 123.90 129.11 +4.45 2,341 23,265 +949
Oct11 101104 110.27 111.89 110.27 111.26 +1.67 7 48 +1
Dec11 101104 95.53 96.99 95.16 96.97 +1.27 3,308 19,819 +1,531
Total Volume and Open Interest 19,626 243,838 +3,250
Lumber(CME)
Nov10 101104 266.3 272.3 265.0 267.0 -0.7 606 1,177 -320
Jan11 101104 286.4 288.5 280.7 283.1 -2.9 709 5,467 +145
Mar11 101104 301.0 302.0 298.3 302.0 unch 172 2,515 +3
May11 101104 305.8 307.6 303.0 307.6 -1.4 19 598 +0
Total Volume and Open Interest 1,511 9,917 -172
Crude Oil(NYM)
Dec10 101104 85.09 86.83 84.92 86.49 +1.80 281,834 362,718 +2,587
Jan11 101104 85.55 87.47 85.55 87.16 +1.81 73,142 189,429 +2,043
Feb11 101104 86.23 87.96 86.16 87.66 +1.77 32,684 79,734 +1,951
Mar11 101104 86.63 88.38 86.60 88.10 +1.73 18,742 90,154 +2,141
Apr11 101104 87.82 88.69 87.71 88.44 +1.68 10,836 42,094 -1,642
May11 101104 87.47 89.00 87.47 88.75 +1.64 7,437 28,341 +85
Jun11 101104 87.55 89.23 87.55 89.00 +1.61 14,334 86,882 -880
Jul11 101104 89.19 89.38 88.78 89.22 +1.57 2,476 36,272 +130
Aug11 101104 88.53 89.46 88.53 89.40 +1.53 1,488 14,315 +150
Sep11 101104 88.89 89.76 88.89 89.58 +1.49 5,446 22,848 -157
Oct11 101104 89.83 89.83 89.36 89.77 +1.45 3,599 15,733 +781
Nov11 101104 89.90 90.03 89.70 89.98 +1.42 2,886 19,273 +803
Dec11 101104 89.09 90.41 88.90 90.21 +1.39 30,039 141,598 -2,046
Jan12 101104 90.31 90.31 90.31 90.31 +1.38 741 15,700 +246
Feb12 101104 90.39 90.39 90.39 90.39 +1.37 225 6,408 +97
Mar12 101104 90.46 90.46 90.46 90.46 +1.36 331 9,502 -135
Total Volume and Open Interest 503,256 1,433,324 +8,998
e-miNY Crude Oil(NYM)
Nov10 101019 82.950 83.200 79.425 79.500 -3.575 9,712 2,898 -4
Dec10 101026 82.500 82.875 81.800 82.550 +0.025 8,098 5,621 -24
Jan11 101104 85.625 87.425 85.575 87.150 +1.800 534 2,521 +92
Feb11 101104 86.225 87.725 86.225 87.650 +1.750 181 609 +128
Mar11 101104 87.675 88.100 87.675 88.100 +1.725 142 165 +135
Apr11 101104 88.450 88.450 88.450 88.450 +1.700 1 5 +0
May11 101104 88.750 88.750 88.750 88.750 +1.650 0 11 +0
Jun11 101104 88.575 89.000 88.575 89.000 +1.600 1 29 +1
Jul11 101104 89.225 89.225 89.225 89.225 +1.575 1 1 +0
Aug11 101104 89.400 89.400 89.400 89.400 +1.525      
Total Volume and Open Interest 9,219 7,938 +514
Heating Oil(NYM)
Dec10 101104 233.33 237.95 232.88 237.31 +4.52 43,840 96,555 -4,204
Jan11 101104 235.42 240.18 235.30 239.59 +4.49 17,908 74,952 +1,450
Feb11 101104 236.87 241.60 236.76 241.04 +4.39 9,719 27,391 +1,454
Mar11 101104 238.32 242.02 238.32 241.44 +4.29 5,073 21,136 +243
Apr11 101104 239.39 240.71 239.04 240.59 +4.21 1,706 12,521 +158
May11 101104 236.98 240.63 236.98 240.17 +4.09 888 14,070 +172
Jun11 101104 240.00 240.47 238.86 240.10 +3.99 2,916 30,443 +658
Jul11 101104 241.13 241.13 240.60 241.11 +3.93 239 5,586 +9
Aug11 101104 242.15 242.34 241.65 242.30 +3.89 311 4,157 -28
Sep11 101104 243.53 243.83 243.53 243.83 +3.88 153 4,718 +112
Oct11 101104 245.67 245.67 245.67 245.67 +3.84 100 1,967 -25
Nov11 101104 246.98 247.62 246.98 247.62 +3.80 85 2,431 +20
Total Volume and Open Interest 84,016 318,482 +197
Gasoline(NYMEX)
Dec10 101104 214.10 218.30 213.83 217.71 +3.91 47,571 97,286 -3,747
Jan11 101104 215.12 219.00 214.98 218.48 +3.87 21,046 64,093 +1,619
Feb11 101104 218.85 220.98 218.80 220.48 +3.79 9,014 20,789 +67
Mar11 101104 221.05 222.75 221.05 222.73 +3.70 5,138 18,299 -617
Apr11 101104 234.67 234.67 233.37 234.44 +3.66 1,993 19,727 +70
May11 101104 233.81 235.40 233.79 235.40 +3.62 1,036 8,942 +102
Jun11 101104 235.25 236.09 235.10 235.92 +3.56 2,547 14,384 +127
Jul11 101104 235.00 235.77 235.00 235.77 +3.57 199 3,792 +33
Aug11 101104 235.22 235.22 235.22 235.22 +3.50 124 5,300 +5
Sep11 101104 234.26 234.26 234.26 234.26 +3.47 531 3,072 +138
Total Volume and Open Interest 95,066 277,836 +68
e-miNY RBOB Gasoline(NYM)
Dec10 101104 217.70 217.71 217.70 217.70 +3.90 0 2 +0
Jan11 101104 218.50 218.50 218.48 218.50 +3.90 0 1 +0
Feb11 101104 220.50 220.50 220.48 220.50 +3.80 0 1 +0
Mar11 101104 222.70 222.73 222.70 222.70 +3.70 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Dec10 101104 3.838 3.899 3.743 3.856 +0.020 133,373 170,759 -7,839
Jan11 101104 4.103 4.145 3.998 4.109 +0.018 44,723 176,010 -1,062
Feb11 101104 4.109 4.159 4.019 4.117 +0.007 26,522 56,201 -1,214
Mar11 101104 4.075 4.122 3.979 4.090 +0.013 23,195 76,846 +1,926
Apr11 101104 4.069 4.100 3.964 4.065 +0.008 15,321 64,683 -192
May11 101104 4.111 4.127 4.000 4.096 +0.006 3,088 22,078 -28
Jun11 101104 4.129 4.181 4.055 4.150 +0.006 1,332 11,123 +1
Jul11 101104 4.228 4.243 4.125 4.215 +0.003 865 10,797 -82
Aug11 101104 4.279 4.279 4.180 4.259 -0.001 851 10,286 +68
Sep11 101104 4.317 4.317 4.200 4.278 -0.004 720 9,526 -87
Oct11 101104 4.391 4.394 4.279 4.355 -0.005 5,042 35,721 +27
Nov11 101104 4.605 4.605 4.541 4.590 -0.010 2,001 14,338 +420
Dec11 101104 4.928 4.950 4.855 4.905 -0.023 1,539 18,239 +348
Jan12 101104 5.123 5.151 5.050 5.100 -0.023 1,219 23,433 +22
Feb12 101104 5.029 5.103 5.026 5.076 -0.022 43 6,483 +14
Mar12 101104 5.012 5.012 4.919 4.968 -0.022 239 13,816 -1
Total Volume and Open Interest 260,902 796,717 -7,720
Brent Crude Oil(ICE)
Dec10 101104 86.75 88.29 86.63 88.00 +1.62 176,791 205,469 -9,023
Jan11 101104 86.86 88.48 86.84 88.20 +1.62 118,154 214,370 +17,322
Feb11 101104 87.13 88.70 87.08 88.44 +1.59 36,870 98,380 +2,702
Mar11 101104 87.45 88.87 87.45 88.68 +1.59 14,134 45,494 +1,642
Apr11 101104 87.73 89.12 87.73 88.93 +1.57 6,393 33,607 +219
May11 101104 88.02 89.35 88.02 89.19 +1.55 3,303 23,041 -561
Jun11 101104 88.24 89.60 88.24 89.44 +1.52 13,529 38,506 -288
Jul11 101104 89.08 89.79 89.01 89.67 +1.49 2,278 10,730 +303
Aug11 101104 89.30 90.01 89.23 89.88 +1.47 1,477 10,160 +240
Sep11 101104 90.10 90.10 90.08 90.08 +1.44 1,339 7,276 -122
Oct11 101104 90.30 90.30 90.27 90.27 +1.41 1,220 5,576 +39
Nov11 101104 90.45 90.45 90.45 90.45 +1.39 951 9,869 +70
Dec11 101104 89.74 90.84 89.74 90.64 +1.37 12,753 74,640 +504
Jan12 101104 90.85 90.85 90.85 90.85 +1.35 1,367 11,864 +206
Total Volume and Open Interest 393,589 873,120 +12,968
Gas Oil(ICE)
Nov10 101104 727.25 739.75 726.50 737.50 +15.25 44,953 73,785 -6,697
Dec10 101104 730.25 744.00 730.00 741.50 +15.25 84,618 119,489 +1,246
Jan11 101104 736.75 748.75 736.75 746.00 +15.00 37,942 91,483 -81
Feb11 101104 740.25 751.25 740.25 749.00 +14.75 13,741 45,223 +2,726
Mar11 101104 743.00 754.25 743.00 751.25 +14.25 8,976 29,217 +198
Apr11 101104 744.75 754.25 744.75 752.75 +14.00 7,262 30,747 +467
May11 101104 746.50 755.50 746.50 754.50 +14.00 5,629 25,344 +481
Jun11 101104 748.75 759.00 748.75 756.75 +13.75 12,840 50,237 -1,900
Jul11 101104 757.50 761.25 757.50 760.25 +13.50 455 16,129 +17
Aug11 101104 761.75 765.75 761.25 764.50 +13.50 992 12,662 +61
Total Volume and Open Interest 228,985 617,493 -4,931
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 76 80 -56
Dec10 101104 2.320 2.360 2.320 2.347 +0.035 519 1,492 -60
Jan11 101104 2.279 2.280 2.262 2.272 +0.038 93 957 +31
Feb11 101104 2.258 2.258 2.236 2.246 +0.038 66 1,021 +25
Mar11 101104 2.250 2.250 2.237 2.249 +0.040 17 743 -91
Apr11 101104 2.250 2.253 2.246 2.253 +0.043 54 769 +42
May11 101104 2.260 2.262 2.260 2.261 +0.035 2 277 -65
Jun11 101104 2.265 2.265 2.260 2.261 +0.036 10 514 -1
Total Volume and Open Interest 841 8,106 -122
WTI Crude Oil(ICE
Dec10 101104 85.05 86.82 85.00 86.49 +1.80 77,507 117,931 -5,592
Jan11 101104 85.76 87.46 85.72 87.16 +1.81 29,785 82,577 +1,984
Feb11 101104 86.28 87.94 86.28 87.66 +1.77 13,218 32,920 +537
Mar11 101104 86.81 88.36 86.81 88.10 +1.73 5,465 34,566 +437
Apr11 101104 87.18 88.64 87.18 88.44 +1.68 2,948 20,643 +592
May11 101104 87.51 88.93 87.51 88.75 +1.64 1,477 9,216 +175
Jun11 101104 87.77 89.17 87.77 89.00 +1.61 6,462 37,623 -91
Jul11 101104 88.03 89.26 88.03 89.22 +1.57 686 12,358 -19
Aug11 101104 88.95 89.40 88.85 89.40 +1.53 301 7,957 -18
Sep11 101104 89.15 89.58 89.15 89.58 +1.49 835 11,055 +116
Oct11 101104 89.35 89.77 89.35 89.77 +1.45 540 3,937 -203
Nov11 101104 89.98 89.98 89.98 89.98 +1.42 216 6,045 -7
Dec11 101104 89.12 90.42 89.12 90.21 +1.39 10,048 49,771 -171
Jan12 101104 90.31 90.31 90.31 90.31 +1.38 67 5,084 -26
Feb12 101104 90.39 90.39 90.39 90.39 +1.37 3 827 +0
Mar12 101104 90.46 90.46 90.46 90.46 +1.36 0 3,095 +0
Total Volume and Open Interest 152,026 507,350 -2,001
US Dollar Index(ICE)
Dec10 101104 76.530 76.630 75.760 76.000 -0.622 21,302 39,554 -1,860
Mar11 101104 76.930 77.015 76.175 76.405 -0.638 269 708 +64
Jun11 101104 77.255 77.255 76.835 76.835 -0.638 0 4 +0
Total Volume and Open Interest 21,571 40,266 -1,796
Australian Dollar(CME)
Dec10 101104 100.12 101.31 99.54 101.05 +1.51 84,736 125,204 +4,839
Mar11 101104 99.00 100.11 98.76 99.89 +1.50 229 475 +12
Jun11 101104 98.68 98.68 97.22 98.68 +1.46 0 152 +0
Total Volume and Open Interest 84,965 125,968 +4,851
British Pound(CME)
Dec10 101104 160.97 162.95 160.81 162.76 +1.67 85,373 91,190 +563
Mar11 101104 160.79 162.64 160.71 162.61 +1.65 20 569 +3
Jun11 101104 162.44 162.44 160.80 162.44 +1.64 0 41 +0
Total Volume and Open Interest 85,397 91,819 +570
Canadian Dollar(CME)
Dec10 101104 99.07 99.81 98.82 99.59 +0.27 67,061 99,249 +4,797
Mar11 101104 98.82 99.61 98.62 99.36 +0.27 248 4,011 -4
Jun11 101104 99.00 99.25 98.83 99.08 +0.25 31 978 +6
Sep11 101104 98.75 98.96 98.57 98.83 +0.26 5 340 +3
Total Volume and Open Interest 67,345 104,809 +4,802
Japanese Yen(CME)
Dec10 101104 123.28 124.14 123.03 123.98 +0.95 78,045 138,649 -1,681
Mar11 101104 123.55 124.22 123.15 124.10 +0.95 118 1,196 -20
Jun11 101104 124.24 124.24 123.30 124.24 +0.94 0 208 +0
Total Volume and Open Interest 78,163 140,062 -1,701
Swiss Franc(CME)
Dec10 101104 102.95 104.55 102.71 104.37 +1.54 39,449 47,997 -532
Mar11 101104 103.03 104.65 102.91 104.45 +1.54 39 129 +6
Jun11 101104 104.53 104.53 102.99 104.53 +1.54 0 1 +0
Total Volume and Open Interest 39,488 48,129 -526
EuroFX(CME)
Dec10 101104 141.22 142.76 140.95 142.02 +1.04 332,627 204,027 +5,882
Mar11 101104 141.00 142.50 140.78 141.81 +1.03 277 2,860 +13
Jun11 101104 141.80 141.80 140.55 141.57 +1.02 3 63 -2
Total Volume and Open Interest 332,907 206,972 +5,893
Mexican Peso(CME)
Nov10 101104 818.8 818.8 816.8 818.8 +2.0 0 4 +0
Dec10 101104 815.0 817.8 813.2 815.2 +2.0 14,796 135,540 -3,031
Total Volume and Open Interest 14,799 135,871 -3,029
30-Year T-Bonds(CBOT)
Dec10 101104 130~240 132~040 130~240 131~220 +1~130      
Mar11 101104 129~080 130~220 128~260 130~070 +1~110 11,513 27,750 +5,542
Jun11 101104 128~000 129~010 127~220 129~010 +1~110 0 10 +0
Total Volume and Open Interest 292,323 675,492 +2,475
10-Year T-Notes(CBOT)
Dec10 101104 127~005 128~010 127~000 127~240 +1~055 722,049 1,523,446 +9,535
Mar11 101104 126~070 127~075 125~260 126~310 +1~050 3,013 26,986 +1,930
Jun11 101104 126~080 126~080 124~315 126~045 +1~050 0 40 +0
Total Volume and Open Interest 725,062 1,550,472 +11,465
5-Year T-Notes(CBOT)
Dec10 101104 121~125 122~046 121~123 122~032 +0~049 334,818 1,074,237 -2,062
Mar11 101104 121~056 121~102 121~038 121~096 +0~058 1,410 4,459 +1,278
Jun11 101104 120~120 120~120 120~062 120~120 +0~058      
Total Volume and Open Interest 336,228 1,078,696 -784
2 Year T-Notes(CBOT)
Dec10 101104 110~000 110~000 110~000 110~000 unch 84,447 709,122 +709,122
Mar11 101104 109~121 109~124 109~120 109~121 +0~001 110 9,228 +33
Jun11 101104 109~104 109~104 109~103 109~104 +0~001      
Total Volume and Open Interest 84,557 718,350 +1,074
Eurodollars(CME)
Dec10 101104 99.685 99.695 99.685 99.685 unch 89,816 989,615 -3,137
Mar11 101104 99.635 99.645 99.630 99.635 unch 176,321 1,178,170 -107,040
Jun11 101104 99.600 99.610 99.595 99.605 +0.005 92,056 1,121,282 -3,479
Sep11 101104 99.550 99.565 99.545 99.560 +0.015 90,883 909,514 +6,552
Dec11 101104 99.485 99.510 99.480 99.505 +0.020 120,317 874,781 +9,812
Mar12 101104 99.415 99.445 99.410 99.440 +0.030 144,631 750,726 -1,878
Jun12 101104 99.320 99.365 99.315 99.355 +0.045 108,574 464,458 +5,375
Sep12 101104 99.195 99.260 99.195 99.250 +0.065 94,361 391,422 -7,059
Dec12 101104 99.045 99.120 99.040 99.105 +0.085 68,547 326,401 -73
Mar13 101104 98.870 98.960 98.870 98.945 +0.105 70,078 263,716 -6,216
Jun13 101104 98.665 98.775 98.665 98.760 +0.130 54,883 155,942 -1,615
Sep13 101104 98.445 98.585 98.445 98.565 +0.150 42,319 172,273 -861
Dec13 101104 98.215 98.370 98.215 98.350 +0.170 18,426 124,987 -2,175
Mar14 101104 98.025 98.165 98.015 98.145 +0.185 17,219 113,140 -1,766
Jun14 101104 97.760 97.945 97.760 97.915 +0.195 16,596 106,180 -672
Sep14 101104 97.555 97.710 97.545 97.680 +0.195 16,560 69,431 -441
Dec14 101104 97.290 97.480 97.290 97.445 +0.190 9,807 91,533 -802
Mar15 101104 97.100 97.275 97.100 97.240 +0.185 7,058 50,696 -498
Total Volume and Open Interest 1,265,524 8,388,202 -112,798
30 Day Federal Funds(CBOT)
Nov10 101104 99.810 99.812 99.808 99.812 unch 4,879 102,821 -1,220
Dec10 101104 99.820 99.825 99.815 99.820 unch 1,049 85,656 +173
Jan11 101104 99.825 99.835 99.825 99.830 unch 5,289 57,212 +350
Feb11 101104 99.825 99.835 99.825 99.830 unch 5,141 50,001 -418
Mar11 101104 99.825 99.835 99.825 99.830 unch 2,504 30,139 +1,466
Apr11 101104 99.830 99.835 99.825 99.830 unch 3,611 30,708 +1,168
Total Volume and Open Interest 32,560 558,298 +2,940
30 Day Fed Funds(e-CBOT)
Nov10 090519 98.660 98.660 98.660 98.660 unch 0 1,342  
Dec10 090519 98.590 98.590 98.565 98.565 unch 0 330  
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Feb11 090519 98.350 98.350 98.330 98.350 unch 0 1,700  
Mar11 090519 98.265 98.265 98.240 98.265 unch 0 324  
Apr11 090519 98.165 98.165 98.165 98.165 unch 1 10  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Dec10 101104 99.670 99.670 99.670 99.670 unch 0 1,690 +0
Mar11 101104 99.685 99.685 99.685 99.685 +0.010 0 767 +0
Jun11 101104 99.692 99.692 99.692 99.692 +0.002      
Sep11 101104 99.685 99.685 99.685 99.685 +0.002      
Dec11 101104 99.685 99.685 99.685 99.685 unch      
Mar12 101104 99.675 99.675 99.675 99.675 unch      
Jun12 101104 99.725 99.725 99.725 99.725 unch      
Sep12 101104 99.675 99.675 99.675 99.675 unch      
Dec12 101104 99.370 99.370 99.370 99.370 unch      
Mar13 101104 99.370 99.370 99.370 99.370 unch      
Total Volume and Open Interest 0 2,457 +0
3-Mth Euro-Yen(SGX)
Dec10 101104 99.67 99.67 99.67 99.67 +0.00 1 3,237 +1
Mar11 101104 99.68 99.68 99.68 99.68 +0.00 117 1,549 -2
Jun11 101104 99.69 99.70 99.69 99.69 +0.00 107 1,641 +0
Sep11 101104 99.68 99.68 99.68 99.68 +0.00 0 1,098 +0
Dec11 101104 99.68 99.68 99.68 99.68 unch 0 110 +0
Mar12 101104 99.68 99.68 99.68 99.68 unch 0 305 +0
Jun12 101104 99.72 99.72 99.72 99.72 unch 0 754 +0
Sep12 101104 99.68 99.68 99.68 99.68 unch 0 310 +0
Total Volume and Open Interest 225 9,008 -1
Japanese Gov't Bonds(SGX)
Dec10 101104 143.15 143.35 143.14 143.27 +0.22 2,246 20,208 -265
Mar11 101104 141.18 141.18 141.18 141.18 +0.22      
Jun11 101104 139.09 139.09 139.09 139.09 +0.22      
Total Volume and Open Interest 2,246 20,208 -265
Euro-Bund(EUREX)
Dec10 101103 129.69 130.32 129.68 130.24 +0.46 839,951 924,513 -2,838
Mar11 101104 130.25 130.81 129.47 130.52 +0.21 2,011 8,646 -334
Jun11 101104 129.43 129.43 129.43 129.43 +0.19 139 0 +0
Total Volume and Open Interest 805,423 918,151 -15,342
Euro-Bobl(EUREX)
Dec10 101104 120.10 120.70 119.79 120.46 +0.32 400,736 727,427 -6,036
Mar11 101104 120.00 120.45 119.93 120.45 +0.35 2,905 71,453 +1,154
Jun11 101104 120.30 120.30 120.30 120.30 +0.32 0 1 +0
Total Volume and Open Interest 403,641 798,881 -4,882
3-Mth Euribor(EUREX)
Dec10 101104 98.875 98.880 98.870 98.875 unch 131 4,828 +31
Mar11 101104 98.755 98.775 98.750 98.770 +0.005 45 2,395 +29
Jun11 101104 98.670 98.695 98.660 98.690 +0.010 60 3,129 +57
Total Volume and Open Interest 798 16,512 -161
Long Gilt(LIFFE)
Dec10 101028 122~24 122~32 122~11 122~21 +0~02 175,023 301,008 -2,100
Mar11 101104 123~09 123~09 123~09 123~09 +0~14 8 175 +8
Total Volume and Open Interest 104,231 292,692 -5,128
3-Mth Short Sterling(LIFFE)
Dec10 101104 99.26 99.28 99.24 99.25 -0.01 12,048 363,590 +3,455
Mar11 101104 99.20 99.22 99.19 99.21 +0.01 13,242 299,829 +1,647
Jun11 101104 99.12 99.16 99.10 99.14 +0.03 22,080 286,537 -410
Sep11 101104 99.02 99.07 98.99 99.05 +0.04 25,447 308,968 -3,635
Dec11 101104 98.89 98.95 98.84 98.93 +0.05 31,940 355,534 -5,849
Mar12 101104 98.76 98.84 98.70 98.81 +0.06 23,699 243,651 -3,649
Total Volume and Open Interest 192,500 2,257,055 -4,041
3-Mth Euribor(LIFFE)
Dec10 101104 98.875 98.900 98.860 98.875 unch 117,939 571,880 -8,951
Mar11 101104 98.760 98.780 98.740 98.770 +0.005 98,205 606,151 -7,186
Jun11 101104 98.680 98.705 98.650 98.690 +0.010 102,635 526,803 -1,167
Total Volume and Open Interest 755,491 3,256,526 -2,453
3-Mth Aus T-Bills(SFE)
Dec10 101104 94.97 94.98 94.95 94.97 unch 28,579 183,724 -17,421
Mar11 101104 94.87 94.87 94.83 94.85 -0.02 19,364 162,559 -23,042
Jun11 101104 94.75 94.76 94.72 94.73 -0.03 12,586 92,721 -4,637
Sep11 101104 94.67 94.67 94.62 94.63 -0.04 6,294 51,888 -412
Dec11 101104 94.61 94.61 94.55 94.57 -0.03 3,291 34,703 -324
Mar12 101104 94.56 94.56 94.51 94.52 -0.04 2,115 38,860 +437
Jun12 101104 94.52 94.52 94.47 94.47 -0.04 2,566 28,419 +840
Sep12 101104 94.45 94.47 94.44 94.44 -0.03 2,022 9,572 -260
Dec12 101104 94.42 94.42 94.40 94.41 -0.04 2 1,613 +1
Mar13 101104 94.41 94.41 94.41 94.41 -0.03 1 1,449 -1
Total Volume and Open Interest 76,874 605,614 -44,776
10-Year Aus T-Bonds(SFE)
Dec10 101104 94.73 94.78 94.69 94.75 +0.02 36,559 387,447 +1,008
Mar11 101104 94.75 94.75 94.75 94.75 +0.02      
Total Volume and Open Interest 36,559 387,447 +1,008
3-Year Aus T-Bonds(SFE)
Dec10 101104 94.97 94.99 94.94 94.95 -0.03 109,198 462,904 -34,475
Mar11 101104 94.93 94.93 94.93 94.93 -0.03      
Total Volume and Open Interest 109,198 462,904 -34,475
Gold(CMX)
Dec10 101104 1349.0 1393.4 1346.7 1383.1 +45.5 116,112 386,902 -4,201
Feb11 101104 1351.0 1395.2 1349.2 1385.2 +45.6 8,343 64,081 +4,078
Apr11 101104 1351.6 1397.0 1351.6 1386.9 +45.6 1,855 20,572 +365
Jun11 101104 1353.5 1398.7 1352.7 1388.6 +45.7 3,164 22,050 +1,804
Aug11 101104 1361.6 1400.9 1361.6 1390.5 +45.8 3,573 11,169 +341
Oct11 101104 1357.1 1401.0 1356.7 1392.2 +45.8 329 9,502 +26
Dec11 101104 1359.4 1404.0 1359.4 1393.9 +45.8 1,339 21,568 +362
Feb12 101104 1395.8 1395.8 1395.8 1395.8 +45.8 0 6,009 +0
Apr12 101104 1397.7 1397.7 1397.7 1397.7 +45.8 0 5,888 +0
Jun12 101104 1399.6 1399.6 1399.6 1399.6 +45.8 0 8,947 +0
Aug12 101104 1401.6 1401.6 1401.6 1401.6 +45.8 0 4,582 +0
Total Volume and Open Interest 135,130 618,381 +2,695
Silver(CMX)
Dec10 101104 2491.0 2627.5 2475.0 2604.3 +160.7 43,017 89,155 -153
Mar11 101104 2486.5 2632.0 2486.5 2610.7 +161.1 3,971 30,054 +552
May11 101104 2510.0 2635.0 2505.0 2614.4 +161.3 349 11,528 +89
Jul11 101104 2514.0 2636.0 2509.5 2617.9 +161.5 1,203 8,869 +712
Sep11 101104 2529.5 2621.2 2529.5 2621.2 +161.6 189 5,241 -3
Dec11 101104 2548.5 2625.8 2548.5 2625.8 +161.7 1,472 6,558 +904
Mar12 101104 2629.7 2629.7 2629.7 2629.7 +161.6 0 281 +0
Total Volume and Open Interest 50,484 158,633 +2,124
Platinum(NYMEX)
Jan11 101104 1709.0 1799.5 1705.1 1755.9 +58.7 3,526 37,573 -86
Apr11 101104 1711.9 1790.7 1711.9 1759.7 +58.7 53 996 +31
Jul11 101104 1732.0 1762.3 1732.0 1762.3 +58.8 0 33 +0
Oct11 101104 1762.3 1762.3 1762.3 1762.3 +58.8      
Total Volume and Open Interest 3,580 38,603 -56
Palladium(NYMEX)
Dec10 101104 646.50 29.64 644.30 19.39 -623.31 3,478 22,923 -1,009
Mar11 101104 646.60 683.00 646.60 676.45 +31.90 1,086 2,541 +439
Jun11 101104 651.45 22.09 651.45 22.09 -623.21 15 133 +13
Total Volume and Open Interest 4,579 25,597 -557
Copper(CMX)
Dec10 101104 384.50 391.70 381.25 391.20 +12.70 24,340 91,222 -1,128
Mar11 101104 384.70 392.75 382.55 392.40 +12.65 4,388 44,023 +1,669
May11 101104 392.05 392.65 390.45 392.40 +12.45 123 10,113 +43
Jul11 101104 387.00 391.70 387.00 391.70 +12.25 38 4,578 +0
Sep11 101104 390.35 390.35 390.35 390.35 +12.05 140 4,383 +0
Total Volume and Open Interest 29,497 163,209 +432
DJIA Index(CBOT)
Dec10 101104 11175 11395 11167 11387 +210 223 6,890 -115
Mar11 101104 11319 11319 11111 11319 +208 2 18 +2
Jun11 101104 11257 11257 11047 11257 +210      
Sep11 101104 11199 11199 10989 11199 +210      
Total Volume and Open Interest 225 6,908 -113
S & P 500(CME)
Dec10 101104 1197.20 1218.80 1195.30 1218.60 +21.30 18,270 329,771 +8,960
Mar11 101104 1204.20 1213.30 1201.00 1213.30 +21.30 64 4,930 +20
Jun11 101104 1208.40 1208.40 1208.10 1208.40 +21.30 38 2,320 +19
Sep11 101104 1203.40 1203.40 1203.10 1203.40 +21.30 0 25 +0
Total Volume and Open Interest 18,372 337,046 +8,999
S & P 500 E-Mini(Globex)
Dec10 101104 1218.25 1218.50 1217.25 1218.00 +21.75      
Mar11 101104 1191.00 1213.50 1191.00 1213.25 +21.25 885 14,802 +299
Total Volume and Open Interest 1,574,547 2,709,889 +24,822
NASDAQ 100(CME)
Dec10 101104 2163.30 2191.00 2162.50 2184.50 +20.20 432 24,871 -81
Mar11 101104 2182.50 2190.00 2182.00 2182.50 +20.50 0 2 -1
Jun11 101104 2180.00 2180.00 2179.50 2180.00 +20.50      
Total Volume and Open Interest 432 24,873 -82
NASDAQ 100 E-Mini(Globex)
Dec10 101104 2164.50 2191.00 2162.30 2184.50 +20.20 227,217 441,753 +467
Mar11 101104 2164.00 2188.00 2161.30 2182.50 +20.50 387 1,186 +24
Total Volume and Open Interest 227,604 442,944 +491
S & P Midcap 400(CME)
Dec10 101104 853.90 853.90 852.00 853.90 +14.60 2 3,132 -1
Mar11 101104 851.90 851.90 851.30 851.90 +14.60 0 2 +0
Jun11 101104 849.90 849.90 849.30 849.90 +14.60      
Total Volume and Open Interest 2 3,134 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101104 9370 9485 9370 9485 +185      
Mar11 101104 9520 9535 9520 9520 +185 0 1 +0
Total Volume and Open Interest 6,761 33,779 -1,217
Nikkei 225(SGX)
Dec10 101104 9270 9375 9265 9340 +165 129,961 207,001 +2,795
Mar11 101104 9330 9330 9330 9330 +165 483 2,890 +483
Jun11 101104 9260 9260 9260 9260 +160 0 2,125 +0
Total Volume and Open Interest 130,469 218,693 +3,278
CAC 40(EURONEXT)
Nov10 101104 3857.0 3915.5 3856.0 3899.5 +74.0 110,836 357,736 -13,176
Dec10 101104 3850.0 3912.5 3850.0 3899.0 +74.0 377 67,961 +264
Jan11 101104 3901.5 3901.5 3901.5 3901.5 +74.0 0 35 +0
Total Volume and Open Interest 111,213 425,852 -12,912
Hang Seng Index(HKFE)
Nov10 101104 24326 24550 24281 24533 +468 59,204 120,131 -419
Dec10 101104 24300 24560 24293 24547 +475 1,119 8,281 +1,481
Total Volume and Open Interest 60,562 130,556 +1,200
DAX(EUREX)
Dec10 101104 6670.5 6766.5 6665.0 6738.0 +120.5 110,579 180,087 +801
Mar11 101104 6691.5 6776.0 6682.0 6753.5 +120.5 153 12,014 +62
Jun11 101104 6711.5 6793.5 6706.5 6773.5 +120.5 184 2,542 -1
Total Volume and Open Interest 110,916 194,643 +862
FT-SE 100(EURONEXT)
Dec10 101104 5769.00 5875.50 5768.50 5845.00 +111.50 101,774 626,440 +6,408
Mar11 101104 5754.00 5830.00 5752.00 5804.00 +110.50 641 5,514 +327
Jun11 101104 5766.00 5774.50 5761.00 5761.00 +111.50 25 645 +5
Total Volume and Open Interest 102,440 632,609 +6,740
SPI 200(SFE)
Dec10 101104 4730.0 4769.0 4695.0 4757.0 +30.0 24,877 209,813 -7,087
Mar11 101104 4727.0 4760.0 4727.0 4752.0 +30.0 168 2,149 +3
Jun11 101104 4776.0 4776.0 4776.0 4776.0 +31.0 0 1,025 +0
Total Volume and Open Interest 25,051 216,082 -7,134
GSCI(CME)
Nov10 101104 588.50 591.00 586.50 591.00 +14.00 425 14,768 -306
Dec10 101104 594.50 597.85 594.50 597.85 +14.05 38 107 +37
Jan11 101104 600.00 600.00 600.00 600.00 +14.00 0 3 +0
Total Volume and Open Interest 463 14,878 -269
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.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.