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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 05, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov10 101105 1264.75 1277.00 1261.00 1273.50 +8.75 7,493 9,514 -2,297
Jan11 101105 1275.00 1290.00 1271.25 1284.00 +9.25 77,763 319,447 +683
Mar11 101105 1283.00 1298.00 1280.00 1292.50 +9.25 13,484 90,021 -260
May11 101105 1284.50 1300.00 1282.50 1295.25 +10.50 4,755 58,153 -39
Jul11 101105 1290.00 1306.00 1288.00 1300.50 +9.75 9,123 52,900 +1,133
Aug11 101105 1273.75 1287.50 1273.25 1283.00 +9.25 83 1,537 +8
Sep11 101105 1247.50 1252.00 1243.75 1252.00 +8.00 160 1,853 +43
Total Volume and Open Interest 125,216 617,785 +3,800
Soybean Meal(CBOT)
Dec10 101105 348.40 350.00 345.30 348.00 -0.20 25,590 97,790 -1,119
Jan11 101105 349.60 351.00 346.50 349.30 -0.20 9,027 27,605 -896
Mar11 101105 353.20 353.20 348.30 352.00 +0.50 3,835 24,005 +185
May11 101105 352.80 353.30 349.30 352.60 +1.10 1,680 19,954 -143
Jul11 101105 352.70 354.30 350.30 354.20 +1.30 2,831 15,531 +344
Aug11 101105 345.40 347.90 340.70 347.90 +0.60 348 3,726 +190
Sep11 101105 339.20 339.90 336.50 339.90 +0.20 322 4,008 +116
Oct11 101105 325.50 326.00 323.30 326.00 -0.70 540 2,211 +183
Total Volume and Open Interest 45,902 203,492 -1,219
Soybean Oil(CBOT)
Dec10 101105 51.30 52.50 51.26 52.22 +0.97 31,402 130,825 -1,291
Jan11 101105 51.66 52.87 51.61 52.58 +0.97 14,615 108,854 +3,573
Mar11 101105 51.98 53.12 51.98 52.96 +0.98 5,258 59,413 +1,147
May11 101105 52.47 53.32 52.34 53.19 +1.01 2,750 22,577 +281
Jul11 101105 52.41 53.50 52.41 53.38 +0.99 2,721 20,437 -258
Aug11 101105 52.45 53.41 52.45 53.41 +0.99 122 4,579 -3
Sep11 101105 52.45 53.43 52.45 53.43 +0.99 446 1,748 +48
Oct11 101105 52.45 53.56 52.45 53.43 +0.99 500 2,673 +61
Total Volume and Open Interest 58,731 362,969 +3,664
Canola(WCE)
Nov10 101105 548.5 548.7 546.0 546.4 +0.6 13 245 -147
Jan11 101105 551.0 557.0 549.3 551.1 +0.2 6,580 141,792 +1,114
Mar11 101105 560.0 562.7 556.8 558.1 unch 829 14,693 -37
May11 101105 563.2 565.4 559.0 560.6 +0.3 116 4,555 +36
Jul11 101105 565.2 566.8 559.2 561.7 +0.4 330 11,798 +212
Total Volume and Open Interest 9,315 199,178 +2,287
Corn(CBOT)
Dec10 101105 590.00 591.75 583.00 587.75 -2.25 203,281 514,599 -26,035
Mar11 101105 603.75 605.50 597.00 601.75 -2.00 76,735 512,929 +16,002
May11 101105 610.00 611.50 603.25 608.50 -1.50 12,852 105,063 +931
Jul11 101105 613.50 615.00 606.50 611.75 -1.75 33,355 193,041 +5,040
Sep11 101105 575.50 576.50 570.50 575.75 +0.25 2,570 34,328 +220
Dec11 101105 554.00 556.00 548.25 555.25 +0.75 49,037 214,317 +7,854
Total Volume and Open Interest 380,946 1,621,939 +3,739
Wheat(CBOT)
Dec10 101105 715.75 731.50 705.00 728.75 +15.00 57,253 193,084 -7,882
Mar11 101105 755.00 771.50 744.75 769.00 +15.50 26,439 124,431 +763
May11 101105 776.50 794.75 767.00 794.00 +18.75 3,216 33,606 +582
Jul11 101105 788.00 803.75 778.75 802.50 +15.50 6,109 85,293 -542
Sep11 101105 811.00 824.50 803.50 824.00 +14.25 2,306 15,282 +488
Total Volume and Open Interest 102,830 516,349 -6,714
Wheat(KCBT)
Dec10 101105 770.00 787.00 760.25 786.00 +17.00 9,638 75,714 -1,552
Mar11 101105 785.25 804.00 776.00 801.75 +17.00 7,019 89,769 -774
May11 101105 793.50 814.00 787.50 811.00 +17.50 776 18,063 -155
Jul11 101105 799.00 817.00 792.50 816.00 +16.25 3,553 42,337 +1,253
Sep11 101105 815.00 825.00 804.00 823.75 +15.75 449 5,943 +292
Total Volume and Open Interest 22,270 240,320 -419
Wheat(MGE)
Dec10 101105 784.00 798.50 773.50 797.00 +12.25 4,759 17,609 -14
Mar11 101105 798.00 813.50 787.75 811.75 +12.75 3,838 24,833 +245
May11 101105 808.25 821.25 795.50 820.75 +12.50 916 7,211 +520
Jul11 101105 814.00 828.00 803.00 826.00 +12.00 631 7,980 +66
Sep11 101105 813.50 830.00 807.75 828.25 +14.00 871 5,556 +337
Total Volume and Open Interest 11,542 69,802 +1,289
Oats(CBOT)
Dec10 101105 377.75 379.25 362.00 375.25 -2.25 511 5,414 -144
Mar11 101105 389.50 391.75 376.00 387.75 -2.25 368 7,150 +33
May11 101105 383.00 395.00 383.00 393.25 -1.75 7 161 +1
Jul11 101105 387.00 400.00 387.00 398.25 -1.75 0 45 +0
Total Volume and Open Interest 887 13,577 -109
Rough Rice(CBOT)
Nov10 101105 14.60 14.72 14.32 14.70 +0.14 30 154 +5
Jan11 101105 14.86 15.04 14.61 14.98 +0.12 920 12,220 -19
Mar11 101105 15.21 15.31 14.90 15.25 +0.11 177 3,324 +33
May11 101105 15.45 15.53 15.17 15.51 +0.11 10 746 +5
Total Volume and Open Interest 1,152 18,454 +28
Live Cattle(CME)
Dec10 101105 97.850 97.885 97.100 97.550 -0.100 24,773 126,017 -7,114
Feb11 101105 101.500 102.000 101.080 101.800 +0.320 12,954 85,340 +2,352
Apr11 101105 105.450 105.635 104.850 105.480 +0.150 7,228 56,536 +494
Jun11 101105 102.785 103.150 102.400 103.080 +0.230 2,216 27,396 -51
Aug11 101105 102.700 103.000 102.430 102.850 -0.050 327 9,516 +9
Oct11 101105 105.080 105.600 104.950 105.350 -0.035 168 5,254 +36
Total Volume and Open Interest 47,703 311,786 -4,272
Feeder Cattle(CME)
Nov10 101105 110.350 110.785 110.035 110.600 +0.465 717 3,283 -197
Jan11 101105 110.635 110.950 110.100 110.785 +0.385 1,559 13,283 -96
Mar11 101105 111.300 112.000 111.000 111.950 +0.600 383 5,128 +98
Apr11 101105 112.700 113.300 112.600 113.300 +0.570 49 1,318 +18
May11 101105 113.430 114.200 113.430 114.100 +0.400 65 1,776 +42
Aug11 101105 114.950 115.600 114.850 115.600 +0.700 30 885 +21
Sep11 101105 114.500 114.850 114.500 114.850 -0.150 0 39 +0
Total Volume and Open Interest 2,803 25,712 -114
Lean Hogs(CME)
Dec10 101105 67.885 68.180 66.800 66.950 -0.685 20,893 73,675 -4,510
Feb11 101105 73.950 74.400 73.330 73.535 -0.265 11,487 48,974 +1,734
Apr11 101105 78.000 78.580 77.550 78.100 +0.250 3,849 37,055 -489
May11 101105 84.500 84.750 84.200 84.480 -0.020 190 1,508 -31
Jun11 101105 87.500 87.785 87.100 87.450 -0.085 1,529 25,421 +286
Jul11 101105 87.300 87.550 86.785 87.385 -0.150 188 5,606 +38
Aug11 101105 86.400 86.900 86.150 86.550 +0.150 624 5,630 -385
Oct11 101105 80.250 80.350 79.500 80.050 -0.200 313 2,267 +132
Total Volume and Open Interest 39,174 200,810 -3,204
Pork Bellies(CME)
Feb11 101105 104.500 104.500 104.500 104.500 unch 2 6 -2
Mar11 101105 105.000 105.000 105.000 105.000 unch 0 1 +0
May11 101105 105.000 105.000 105.000 105.000 unch      
Jul11 101105 103.500 103.500 103.500 103.500 unch      
Aug11 101105 102.500 102.500 102.500 102.500 unch      
Total Volume and Open Interest 2 7 -2
Class III Milk(CME)
Nov10 101105 15.68 15.71 15.41 15.45 -0.24 261 4,955 +15
Dec10 101105 14.28 14.32 13.54 13.56 -0.73 532 5,810 -6
Jan11 101105 13.98 13.98 13.42 13.54 -0.39 152 2,790 -12
Feb11 101105 13.90 13.91 13.50 13.58 -0.33 144 2,312 +68
Mar11 101105 14.06 14.07 13.68 13.74 -0.28 134 2,138 +89
Total Volume and Open Interest 1,671 29,420 +399
Cocoa(ICE)
Dec10 101105 2752 2754 2705 2734 -22 9,339 41,806 -5,587
Mar11 101105 2798 2798 2746 2774 -24 6,259 50,343 +2,785
May11 101105 2811 2811 2769 2797 -23 913 16,228 +356
Jul11 101105 2830 2830 2780 2814 -21 67 6,723 +43
Sep11 101105 2840 2840 2800 2827 -23 4 3,928 +1
Dec11 101105 2837 2857 2825 2848 -25 0 9,083 +6
Mar12 101105 2892 2922 2891 2916 -26 2 10,662 -1
Total Volume and Open Interest 16,584 144,032 -2,397
Coffee "C"(ICE)
Dec10 101105 205.00 206.85 203.30 205.15 -0.65 17,800 68,196 -4,282
Mar11 101105 207.45 209.25 205.75 207.65 -0.60 9,899 56,520 +3,341
May11 101105 207.90 209.40 206.40 208.35 -0.20 1,220 11,759 +169
Jul11 101105 206.60 206.75 204.45 206.25 -0.15 411 5,422 +174
Sep11 101105 202.75 203.15 200.75 202.80 +0.10 100 2,710 +27
Dec11 101105 197.75 198.65 196.20 197.80 +0.05 45 2,444 -2
Total Volume and Open Interest 29,475 148,022 -573
Orange Juice(ICE)
Nov10 101105 163.80 163.80 162.10 162.25 -3.40 11 479 +4
Jan11 101105 161.00 161.90 156.00 156.85 -4.15 1,137 23,299 +95
Mar11 101105 162.00 162.00 157.00 157.85 -4.10 478 2,765 +317
May11 101105 159.25 159.35 158.25 159.30 -3.85 6 621 +2
Jul11 101105 159.50 160.40 159.50 160.40 -3.70 0 1,247 +0
Sep11 101105 161.30 161.30 161.30 161.30 -3.30 0 24 +0
Total Volume and Open Interest 1,632 28,463 +418
Sugar #11(ICE)
Mar11 101105 31.95 32.30 30.68 31.76 +0.10 83,546 250,413 -20,790
May11 101105 29.49 29.75 28.25 29.29 +0.05 19,085 96,297 +332
Jul11 101105 26.56 26.87 25.63 26.37 -0.12 9,667 98,742 -1,462
Oct11 101105 24.80 25.09 24.00 24.58 -0.16 3,097 50,041 -345
Mar12 101105 23.50 23.87 22.90 23.31 -0.17 3,604 44,181 -1,569
Total Volume and Open Interest 121,588 580,723 -23,347
London Cocoa(LCE)
Dec10 101105 1815 1818 1775 1786 -32 4,334 62,699 +203
Mar11 101105 1840 1843 1805 1815 -27 4,348 57,869 -5
May11 101105 1855 1860 1823 1833 -27 957 18,799 +362
Jul11 101105 1875 1876 1844 1852 -27 512 12,321 +109
Sep11 101105 1891 1891 1860 1864 -28 317 7,435 +84
Dec11 101105 1899 1899 1869 1872 -29 93 12,225 +30
Mar12 101105 1897 1897 1881 1881 -27 2 9,078 +0
Total Volume and Open Interest 10,563 183,278 +783
London Sugar(LCE)
Dec10 101105 776.00 783.90 755.00 776.10 +3.40 2,190 16,900 -1,031
Mar11 101105 786.70 788.00 758.00 778.60 +2.10 1,689 30,111 +555
May11 101105 755.20 760.00 732.70 753.20 +4.20 458 7,882 +156
Aug11 101105 696.00 704.90 677.70 694.50 +1.10 86 6,473 +23
Oct11 101105 643.70 650.00 632.20 642.80 -0.90 12 1,029 +7
Total Volume and Open Interest 4,435 63,267 -290
Cotton(ICE)
Dec10 101105 139.90 144.60 138.55 142.23 +1.78 29,902 100,993 -7,505
Mar11 101105 136.51 140.70 134.88 138.11 +1.45 26,601 78,717 -1,015
May11 101105 132.21 136.31 131.30 134.54 +1.68 5,252 12,587 +942
Jul11 101105 128.25 131.99 127.80 130.80 +1.69 5,549 24,232 +967
Oct11 101105 111.30 115.23 111.30 114.49 +3.23 235 157 +109
Dec11 101105 96.00 97.96 96.00 97.96 +0.99 2,944 20,774 +955
Total Volume and Open Interest 70,501 238,307 -5,531
Lumber(CME)
Nov10 101105 266.2 266.7 260.7 263.7 -3.3 190 1,048 -129
Jan11 101105 284.6 284.8 275.2 277.0 -6.1 406 5,580 +113
Mar11 101105 300.6 300.7 292.0 293.5 -8.5 129 2,586 +71
May11 101105 304.8 304.8 297.6 301.6 -6.0 51 637 +39
Total Volume and Open Interest 776 10,011 +94
Crude Oil(NYM)
Dec10 101105 86.60 87.43 85.96 86.85 +0.36 393,735 364,559 +1,841
Jan11 101105 87.44 88.04 86.60 87.48 +0.32 110,498 198,235 +8,806
Feb11 101105 87.85 88.50 87.11 87.97 +0.31 61,950 84,488 +4,754
Mar11 101105 88.32 88.92 87.57 88.42 +0.32 40,368 98,296 +8,142
Apr11 101105 88.57 89.07 88.00 88.79 +0.35 14,268 42,546 +452
May11 101105 89.34 89.34 88.32 89.12 +0.37 9,943 27,698 -643
Jun11 101105 89.20 89.80 88.52 89.37 +0.37 19,701 87,235 +353
Jul11 101105 89.33 89.78 88.94 89.60 +0.38 2,982 36,891 +619
Aug11 101105 89.54 89.86 89.02 89.79 +0.39 2,230 14,557 +242
Sep11 101105 89.89 89.97 89.58 89.97 +0.39 3,009 23,230 +382
Oct11 101105 89.87 90.16 89.77 90.16 +0.39 1,909 16,114 +381
Nov11 101105 90.02 90.50 90.02 90.36 +0.38 1,151 19,551 +278
Dec11 101105 90.48 90.84 89.69 90.58 +0.37 29,765 145,173 +3,575
Jan12 101105 90.68 90.68 90.68 90.68 +0.37 492 15,802 +102
Feb12 101105 90.76 90.76 90.76 90.76 +0.37 215 6,616 +208
Mar12 101105 90.84 90.84 90.84 90.84 +0.38 219 9,704 +202
Total Volume and Open Interest 717,828 1,467,284 +33,960
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 101105 87.350 88.100 86.775 87.475 +0.325 708 2,644 +123
Feb11 101105 87.950 88.300 87.375 87.975 +0.325 50 613 +4
Mar11 101105 88.200 88.425 87.675 88.425 +0.325 212 234 +69
Apr11 101105 88.800 88.800 88.800 88.800 +0.350 0 5 +0
May11 101105 89.125 89.125 89.125 89.125 +0.375 0 11 +0
Jun11 101105 89.375 89.375 89.375 89.375 +0.375 2 28 -1
Jul11 101105 89.600 89.600 89.600 89.600 +0.375 0 1 +0
Aug11 101105 89.800 89.800 89.800 89.800 +0.400      
Total Volume and Open Interest 14,530 8,215 +277
Heating Oil(NYM)
Dec10 101105 237.53 239.50 236.16 238.48 +1.17 60,400 95,983 -572
Jan11 101105 239.93 241.70 238.51 240.74 +1.15 19,135 75,138 +186
Feb11 101105 240.74 242.26 239.84 242.14 +1.10 8,400 28,038 +647
Mar11 101105 241.71 243.15 240.41 242.55 +1.11 8,080 22,053 +917
Apr11 101105 239.96 242.10 239.59 241.72 +1.13 2,337 12,585 +64
May11 101105 241.08 241.90 239.45 241.29 +1.12 1,983 13,923 -147
Jun11 101105 239.87 241.26 239.26 241.23 +1.13 4,123 30,780 +337
Jul11 101105 241.63 242.18 241.63 242.18 +1.07 253 5,705 +119
Aug11 101105 241.92 243.30 241.31 243.30 +1.00 179 4,168 +11
Sep11 101105 244.85 244.85 244.85 244.85 +1.02 54 4,720 +2
Oct11 101105 246.71 246.71 246.71 246.71 +1.04 56 1,951 -16
Nov11 101105 247.58 248.68 246.65 248.68 +1.06 103 2,471 +40
Total Volume and Open Interest 107,788 320,518 +2,036
Gasoline(NYMEX)
Dec10 101105 217.79 219.22 216.14 218.00 +0.29 49,637 95,179 -2,107
Jan11 101105 218.70 219.97 217.12 218.94 +0.46 20,919 66,738 +2,645
Feb11 101105 220.92 221.50 219.46 221.05 +0.57 7,187 21,489 +700
Mar11 101105 222.89 223.43 221.68 223.36 +0.63 4,858 18,658 +359
Apr11 101105 234.71 235.19 234.02 235.19 +0.75 2,069 19,403 -324
May11 101105 236.21 236.32 234.35 236.25 +0.85 1,192 9,049 +107
Jun11 101105 235.62 237.25 235.39 236.81 +0.89 3,293 14,865 +481
Jul11 101105 235.64 236.67 235.64 236.67 +0.90 623 3,840 +48
Aug11 101105 234.76 236.17 234.76 236.17 +0.95 363 5,202 -98
Sep11 101105 235.20 235.20 235.20 235.20 +0.94 262 3,029 -43
Total Volume and Open Interest 95,560 279,935 +2,099
e-miNY RBOB Gasoline(NYM)
Dec10 101105 218.00 218.00 218.00 218.00 +0.30 0 2 +0
Jan11 101105 218.90 218.94 218.90 218.90 +0.40 0 1 +0
Feb11 101105 221.10 221.10 221.05 221.10 +0.60 0 1 +0
Mar11 101105 223.40 223.40 223.36 223.40 +0.70 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Dec10 101105 3.854 3.948 3.846 3.937 +0.081 78,098 171,623 +864
Jan11 101105 4.114 4.188 4.096 4.176 +0.067 29,293 176,164 +154
Feb11 101105 4.113 4.186 4.103 4.180 +0.063 16,917 52,904 -3,297
Mar11 101105 4.092 4.150 4.071 4.147 +0.057 14,931 79,273 +2,427
Apr11 101105 4.060 4.120 4.044 4.112 +0.047 9,131 64,178 -505
May11 101105 4.097 4.146 4.070 4.139 +0.043 2,127 22,227 +149
Jun11 101105 4.151 4.190 4.120 4.185 +0.035 964 11,109 -14
Jul11 101105 4.239 4.253 4.187 4.243 +0.028 1,003 10,777 -20
Aug11 101105 4.259 4.294 4.226 4.286 +0.027 871 10,371 +85
Sep11 101105 4.270 4.310 4.248 4.306 +0.028 508 9,588 +62
Oct11 101105 4.355 4.393 4.328 4.386 +0.031 3,326 35,821 +100
Nov11 101105 4.599 4.615 4.551 4.611 +0.021 1,082 14,255 -83
Dec11 101105 4.920 4.932 4.867 4.931 +0.026 1,206 18,260 +21
Jan12 101105 5.117 5.124 5.065 5.124 +0.024 1,271 23,575 +142
Feb12 101105 5.084 5.099 5.040 5.099 +0.023 111 6,493 +10
Mar12 101105 4.969 4.991 4.933 4.991 +0.023 237 13,865 +49
Total Volume and Open Interest 161,614 796,753 +36
Brent Crude Oil(ICE)
Dec10 101105 88.28 88.80 87.31 88.11 +0.11 195,888 197,525 -7,944
Jan11 101105 88.50 88.96 87.54 88.34 +0.14 111,369 219,785 +5,415
Feb11 101105 88.83 89.20 87.80 88.60 +0.16 47,851 100,921 +2,541
Mar11 101105 89.42 89.43 88.04 88.85 +0.17 28,919 49,605 +4,111
Apr11 101105 89.54 89.54 88.40 89.12 +0.19 12,469 37,284 +3,677
May11 101105 89.81 89.81 88.67 89.40 +0.21 5,648 23,114 +73
Jun11 101105 89.99 90.20 88.89 89.67 +0.23 14,831 38,745 +239
Jul11 101105 90.23 90.44 89.29 89.93 +0.26 3,110 10,579 -151
Aug11 101105 90.45 90.66 89.66 90.16 +0.28 2,046 10,162 +2
Sep11 101105 90.36 90.36 90.36 90.36 +0.28 1,507 7,462 +186
Oct11 101105 90.56 90.56 90.56 90.56 +0.29 1,130 5,837 +261
Nov11 101105 90.74 90.74 90.74 90.74 +0.29 854 10,008 +139
Dec11 101105 91.29 91.30 90.12 90.93 +0.29 15,857 72,855 -1,785
Jan12 101105 91.14 91.14 91.14 91.14 +0.29 726 11,556 -308
Total Volume and Open Interest 446,874 879,316 +6,196
Gas Oil(ICE)
Nov10 101105 740.00 743.75 733.25 735.25 -2.25 41,469 70,361 -3,424
Dec10 101105 744.00 748.25 738.25 739.75 -1.75 83,292 120,229 +740
Jan11 101105 750.50 752.50 742.25 743.75 -2.25 27,731 92,722 +1,239
Feb11 101105 754.25 754.75 745.50 746.75 -2.25 9,868 45,111 -112
Mar11 101105 753.00 756.00 748.25 748.75 -2.50 7,612 29,265 +48
Apr11 101105 753.25 757.75 749.75 750.50 -2.25 7,237 31,954 +1,207
May11 101105 754.00 759.75 751.50 752.25 -2.25 5,215 26,939 +1,595
Jun11 101105 758.25 762.00 753.50 754.50 -2.25 10,262 50,384 +147
Jul11 101105 759.75 765.50 758.00 758.00 -2.25 1,929 16,631 +502
Aug11 101105 763.00 767.00 762.00 762.00 -2.50 1,062 12,668 +6
Total Volume and Open Interest 206,354 619,304 +1,811
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 76 80 -56
Dec10 101105 2.347 2.354 2.330 2.346 -0.001 138 1,462 -30
Jan11 101105 2.270 2.272 2.260 2.270 -0.002 81 980 +23
Feb11 101105 2.246 2.249 2.239 2.249 +0.003 48 1,031 +10
Mar11 101105 2.241 2.254 2.239 2.253 +0.004 133 759 +16
Apr11 101105 2.259 2.259 2.258 2.258 +0.005 58 805 +36
May11 101105 2.253 2.264 2.253 2.264 +0.003 99 290 +13
Jun11 101105 2.260 2.264 2.260 2.264 +0.003 5 519 +5
Total Volume and Open Interest 585 8,139 +33
WTI Crude Oil(ICE
Dec10 101105 86.73 87.45 85.96 86.85 +0.36 115,601 118,967 +1,036
Jan11 101105 87.61 88.07 86.61 87.48 +0.32 45,117 84,684 +2,107
Feb11 101105 88.14 88.53 87.12 87.97 +0.31 18,142 35,430 +2,510
Mar11 101105 88.04 88.86 87.55 88.42 +0.32 11,537 36,646 +2,080
Apr11 101105 88.38 89.22 87.90 88.79 +0.35 5,068 20,520 -123
May11 101105 88.48 89.54 88.44 89.12 +0.37 2,573 8,831 -385
Jun11 101105 88.75 89.79 88.62 89.37 +0.37 7,294 37,824 +201
Jul11 101105 89.11 89.60 89.06 89.60 +0.38 602 12,401 +43
Aug11 101105 89.25 89.79 89.25 89.79 +0.39 472 7,931 -26
Sep11 101105 89.97 89.97 89.97 89.97 +0.39 718 11,046 -9
Oct11 101105 90.16 90.16 90.16 90.16 +0.39 361 3,885 -52
Nov11 101105 90.36 90.36 90.36 90.36 +0.38 281 6,042 -3
Dec11 101105 90.73 91.00 89.69 90.58 +0.37 11,701 50,689 +918
Jan12 101105 90.68 90.68 90.68 90.68 +0.37 10 5,084 +0
Feb12 101105 90.76 90.76 90.76 90.76 +0.37 24 813 -14
Mar12 101105 90.84 90.84 90.84 90.84 +0.38 24 3,091 -4
Total Volume and Open Interest 222,883 515,392 +8,042
US Dollar Index(ICE)
Dec10 101105 75.935 76.785 75.935 76.690 +0.690 41,299 38,319 -1,235
Mar11 101105 76.330 77.160 76.330 77.080 +0.675 169 749 +41
Jun11 101105 77.510 77.510 77.510 77.510 +0.675 0 4 +0
Total Volume and Open Interest 41,468 39,072 -1,194
Australian Dollar(CME)
Dec10 101105 101.04 101.37 100.40 101.00 -0.05 120,815 126,572 +1,368
Mar11 101105 99.92 100.15 99.26 99.84 -0.05 130 496 +21
Jun11 101105 98.63 98.68 98.63 98.63 -0.05 0 152 +0
Total Volume and Open Interest 120,945 127,357 +1,389
British Pound(CME)
Dec10 101105 162.67 162.91 161.62 161.85 -0.91 139,808 93,562 +2,372
Mar11 101105 162.50 162.61 161.53 161.71 -0.90 98 585 +16
Jun11 101105 161.76 162.44 161.55 161.55 -0.89 0 41 +0
Total Volume and Open Interest 139,906 94,207 +2,388
Canadian Dollar(CME)
Dec10 101105 99.69 100.01 99.08 99.88 +0.29 106,967 102,705 +3,456
Mar11 101105 99.34 99.76 98.95 99.66 +0.30 198 4,043 +32
Jun11 101105 99.22 99.50 99.08 99.39 +0.31 26 1,000 +22
Sep11 101105 99.21 99.21 98.83 99.12 +0.29 8 340 +0
Total Volume and Open Interest 107,210 108,322 +3,513
Japanese Yen(CME)
Dec10 101105 123.91 124.07 122.75 122.97 -1.01 136,978 137,272 -1,377
Mar11 101105 124.00 124.14 122.91 123.09 -1.01 230 1,229 +33
Jun11 101105 123.25 124.24 123.25 123.25 -0.99 0 208 +0
Total Volume and Open Interest 137,208 138,718 -1,344
Swiss Franc(CME)
Dec10 101105 104.36 104.76 103.73 104.09 -0.28 40,857 45,137 -2,860
Mar11 101105 104.49 104.79 103.92 104.18 -0.27 41 125 -4
Jun11 101105 104.27 104.53 104.27 104.27 -0.26 0 1 +0
Total Volume and Open Interest 40,898 45,265 -2,864
EuroFX(CME)
Dec10 101105 142.07 142.45 140.17 140.38 -1.64 438,195 198,919 -5,108
Mar11 101105 141.89 142.22 140.00 140.18 -1.63 1,186 3,202 +342
Jun11 101105 140.88 141.57 139.84 139.96 -1.61 0 63 +0
Total Volume and Open Interest 439,381 202,206 -4,766
Mexican Peso(CME)
Nov10 101105 821.0 821.0 818.8 821.0 +2.2 0 4 +0
Dec10 101105 815.5 820.0 811.2 817.5 +2.2 22,984 137,190 +1,650
Total Volume and Open Interest 23,026 137,546 +1,675
30-Year T-Bonds(CBOT)
Dec10 101105 131~050 131~050 130~050 130~220 -1~000      
Mar11 101105 129~310 130~010 128~220 129~060 -1~010 6,811 28,334 +584
Jun11 101105 127~180 129~010 127~180 128~000 -1~010 3 10 +0
Total Volume and Open Interest 503,147 680,443 +4,951
10-Year T-Notes(CBOT)
Dec10 101105 127~240 127~285 127~020 127~135 -0~105 1,346,316 1,526,504 +3,058
Mar11 101105 126~245 127~015 126~000 126~180 -0~130 11,847 28,272 +1,286
Jun11 101105 125~235 126~045 125~235 125~235 -0~130 1 41 +1
Total Volume and Open Interest 1,358,169 1,554,821 +4,349
5-Year T-Notes(CBOT)
Dec10 101105 122~029 122~034 121~109 121~120 -0~040 698,648 1,126,623 +52,386
Mar11 101105 121~066 121~096 121~045 121~053 -0~043 1,754 6,049 +1,590
Jun11 101105 120~077 120~120 120~077 120~077 -0~043      
Total Volume and Open Interest 700,402 1,132,672 +53,976
2 Year T-Notes(CBOT)
Dec10 101105 110~001 110~001 109~120 109~120 -0~008      
Mar11 101105 109~117 109~121 109~111 109~113 -0~008 1,260 10,096 +868
Jun11 101105 109~096 109~104 109~096 109~096 -0~008      
Total Volume and Open Interest 169,215 719,452 +1,102
Eurodollars(CME)
Dec10 101105 99.685 99.695 99.660 99.670 -0.015 133,796 985,650 -3,965
Mar11 101105 99.635 99.640 99.585 99.590 -0.045 183,275 1,177,546 -624
Jun11 101105 99.605 99.610 99.535 99.540 -0.065 162,389 1,138,879 +17,597
Sep11 101105 99.560 99.565 99.485 99.490 -0.070 137,990 909,586 +72
Dec11 101105 99.505 99.505 99.425 99.435 -0.070 198,165 888,038 +13,257
Mar12 101105 99.440 99.445 99.365 99.370 -0.070 195,485 760,093 +9,367
Jun12 101105 99.355 99.355 99.270 99.285 -0.070 193,327 470,478 +6,020
Sep12 101105 99.250 99.250 99.155 99.180 -0.070 161,770 384,437 -6,985
Dec12 101105 99.100 99.110 99.005 99.040 -0.065 163,719 321,396 -5,005
Mar13 101105 98.940 98.950 98.845 98.885 -0.060 105,809 264,012 +296
Jun13 101105 98.755 98.765 98.660 98.705 -0.055 82,095 156,766 +824
Sep13 101105 98.555 98.570 98.460 98.515 -0.050 70,664 168,923 -3,350
Dec13 101105 98.350 98.355 98.250 98.305 -0.045 41,216 125,715 +728
Mar14 101105 98.145 98.155 98.045 98.105 -0.040 36,484 113,009 -131
Jun14 101105 97.920 97.925 97.825 97.880 -0.035 34,248 105,958 -222
Sep14 101105 97.690 97.695 97.600 97.650 -0.030 30,569 69,417 -14
Dec14 101105 97.440 97.465 97.385 97.420 -0.025 19,520 90,790 -743
Mar15 101105 97.250 97.270 97.180 97.215 -0.025 14,788 50,037 -659
Total Volume and Open Interest 2,021,126 8,417,750 +29,548
30 Day Federal Funds(CBOT)
Nov10 101105 99.810 99.812 99.805 99.808 -0.005 10,365 101,306 -1,515
Dec10 101105 99.825 99.825 99.815 99.820 unch 4,476 86,289 +633
Jan11 101105 99.830 99.835 99.820 99.825 -0.005 2,070 57,387 +175
Feb11 101105 99.835 99.835 99.820 99.825 -0.005 2,193 50,123 +122
Mar11 101105 99.835 99.835 99.815 99.825 -0.005 2,776 30,155 +16
Apr11 101105 99.835 99.835 99.815 99.820 -0.010 2,315 30,686 -22
Total Volume and Open Interest 44,812 562,594 +4,296
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 101105 99.673 99.673 99.673 99.673 +0.003 51 1,729 +39
Mar11 101105 99.683 99.683 99.683 99.683 -0.002 0 767 +0
Jun11 101105 99.695 99.695 99.695 99.695 +0.003      
Sep11 101105 99.688 99.688 99.688 99.688 +0.003      
Dec11 101105 99.685 99.685 99.685 99.685 unch      
Mar12 101105 99.675 99.675 99.675 99.675 unch      
Jun12 101105 99.725 99.725 99.725 99.725 unch      
Sep12 101105 99.675 99.675 99.675 99.675 unch      
Dec12 101105 99.370 99.370 99.370 99.370 unch      
Mar13 101105 99.370 99.370 99.370 99.370 unch      
Total Volume and Open Interest 51 2,496 +39
3-Mth Euro-Yen(SGX)
Dec10 101105 99.68 99.68 99.67 99.67 +0.00 1 3,237 +0
Mar11 101105 99.68 99.68 99.68 99.68 +0.00 0 1,549 +0
Jun11 101105 99.69 99.69 99.69 99.69 +0.00 0 1,641 +0
Sep11 101105 99.69 99.69 99.69 99.69 +0.00 0 1,098 +0
Dec11 101105 99.68 99.68 99.68 99.68 unch 0 110 +0
Mar12 101105 99.68 99.68 99.68 99.68 unch 0 305 +0
Jun12 101105 99.72 99.72 99.72 99.72 unch 0 754 +0
Sep12 101105 99.68 99.68 99.68 99.68 unch 0 310 +0
Total Volume and Open Interest 1 8,855 -153
Japanese Gov't Bonds(SGX)
Dec10 101105 143.35 143.39 143.03 143.12 -0.15 2,196 19,902 -306
Mar11 101105 142.01 142.01 142.01 142.01 +0.83      
Jun11 101105 139.92 139.92 139.92 139.92 +0.83      
Total Volume and Open Interest 2,196 19,820 -388
Euro-Bund(EUREX)
Dec10 101105 130.59 130.87 129.95 130.25 +0.01 803,273 909,505 -15,008
Mar11 101105 130.51 130.98 130.12 130.35 -0.17 1,694 9,173 +527
Jun11 101105 129.50 129.50 129.50 129.50 +0.07 4 0 +0
Total Volume and Open Interest 847,478 920,081 +1,930
Euro-Bobl(EUREX)
Dec10 101104 120.10 120.70 119.79 120.46 +0.32 400,736 727,427 -6,036
Mar11 101105 120.72 120.74 120.44 120.50 +0.05 9,950 72,444 +991
Jun11 101105 120.33 120.33 120.33 120.33 +0.03 50 1 +0
Total Volume and Open Interest 498,132 804,309 +5,428
3-Mth Euribor(EUREX)
Dec10 101105 98.870 98.870 98.865 98.865 -0.010 150 4,751 -77
Mar11 101105 98.755 98.760 98.750 98.750 -0.020 142 2,472 +77
Jun11 101105 98.685 98.685 98.675 98.675 -0.015 2,054 5,152 +2,023
Total Volume and Open Interest 2,889 18,957 +2,445
Long Gilt(LIFFE)
Dec10 101028 122~24 122~32 122~11 122~21 +0~02 175,023 301,008 -2,100
Mar11 101105 123~04 123~04 123~04 123~04 -0~05 0 175 +0
Total Volume and Open Interest 90,001 285,966 -6,726
3-Mth Short Sterling(LIFFE)
Dec10 101105 99.25 99.25 99.20 99.25 unch 12,037 365,889 +2,299
Mar11 101105 99.21 99.22 99.14 99.20 -0.01 6,904 300,620 +791
Jun11 101105 99.15 99.15 99.07 99.13 -0.01 19,374 285,605 -932
Sep11 101105 99.06 99.06 99.00 99.04 -0.01 23,695 313,501 +4,533
Dec11 101105 98.93 98.95 98.88 98.93 unch 23,342 354,305 -1,229
Mar12 101105 98.82 98.84 98.76 98.82 +0.01 23,563 242,905 -746
Total Volume and Open Interest 149,152 2,260,807 +3,752
3-Mth Euribor(LIFFE)
Dec10 101105 98.875 98.880 98.850 98.865 -0.010 89,264 570,598 -1,282
Mar11 101105 98.770 98.775 98.740 98.750 -0.020 86,202 602,542 -3,609
Jun11 101105 98.685 98.695 98.655 98.675 -0.015 83,477 522,277 -4,526
Total Volume and Open Interest 668,110 3,254,519 -2,007
3-Mth Aus T-Bills(SFE)
Dec10 101105 94.96 94.97 94.94 94.96 -0.01 17,946 174,464 -9,260
Mar11 101105 94.84 94.84 94.82 94.84 -0.01 20,869 161,879 -680
Jun11 101105 94.73 94.73 94.68 94.71 -0.02 14,926 95,056 +2,335
Sep11 101105 94.61 94.64 94.57 94.60 -0.03 5,209 53,572 +1,684
Dec11 101105 94.54 94.56 94.49 94.53 -0.04 3,154 35,897 +1,194
Mar12 101105 94.48 94.51 94.45 94.47 -0.05 1,110 38,709 -151
Jun12 101105 94.43 94.46 94.40 94.44 -0.03 992 28,361 -58
Sep12 101105 94.36 94.42 94.36 94.41 -0.03 1,245 8,998 -574
Dec12 101105 94.35 94.38 94.35 94.38 -0.03 2 1,615 +2
Mar13 101105 94.38 94.38 94.38 94.38 -0.03 0 1,449 +0
Total Volume and Open Interest 65,453 600,106 -5,508
10-Year Aus T-Bonds(SFE)
Dec10 101105 94.75 94.75 94.67 94.73 -0.02 47,583 382,098 -5,349
Mar11 101105 94.73 94.73 94.73 94.73 -0.02      
Total Volume and Open Interest 47,583 382,098 -5,349
3-Year Aus T-Bonds(SFE)
Dec10 101105 94.95 94.95 94.87 94.92 -0.03 150,665 471,432 +8,528
Mar11 101105 94.87 94.87 94.87 94.87 -0.06      
Total Volume and Open Interest 150,665 471,432 +8,528
Gold(CMX)
Dec10 101105 1392.5 1398.7 1371.9 1397.7 +14.6 258,025 377,306 -9,596
Feb11 101105 1396.0 1400.2 1373.9 1399.8 +14.6 7,470 66,061 +1,980
Apr11 101105 1395.1 1401.8 1378.7 1401.7 +14.8 1,972 21,050 +478
Jun11 101105 1399.2 1404.0 1380.0 1403.5 +14.9 3,498 23,611 +1,561
Aug11 101105 1395.5 1405.5 1392.1 1405.5 +15.0 3,816 11,777 +608
Oct11 101105 1400.2 1407.4 1384.0 1407.4 +15.2 235 9,582 +80
Dec11 101105 1403.2 1409.3 1385.0 1409.3 +15.4 2,330 22,443 +875
Feb12 101105 1404.3 1411.3 1404.3 1411.3 +15.5 0 6,009 +0
Apr12 101105 1413.4 1413.4 1413.4 1413.4 +15.7 0 5,888 +0
Jun12 101105 1415.5 1415.5 1415.5 1415.5 +15.9 1,286 8,573 -374
Aug12 101105 1417.7 1417.7 1417.7 1417.7 +16.1 0 4,582 +0
Total Volume and Open Interest 280,274 613,817 -4,564
Silver(CMX)
Dec10 101105 2631.5 2691.5 2587.5 2674.8 +70.5 80,500 85,839 -3,316
Mar11 101105 2638.5 2696.0 2595.0 2681.8 +71.1 3,883 30,353 +299
May11 101105 2642.0 2699.5 2607.0 2686.1 +71.7 1,311 11,672 +144
Jul11 101105 2666.5 2700.0 2608.0 2690.1 +72.2 488 9,130 +261
Sep11 101105 2659.5 2705.0 2624.0 2693.9 +72.7 261 5,423 +182
Dec11 101105 2646.0 2710.0 2620.0 2699.2 +73.4 1,936 7,383 +825
Mar12 101105 2703.5 2703.5 2703.5 2703.5 +73.8 0 281 +0
Total Volume and Open Interest 88,659 157,187 -1,446
Platinum(NYMEX)
Jan11 101105 1786.5 1786.5 1743.5 1768.9 +13.0 5,829 37,459 -114
Apr11 101105 1788.0 1788.0 1753.0 1772.7 +13.0 79 1,047 +51
Jul11 101105 1775.3 1775.3 1775.3 1775.3 +13.0 5 33 +0
Oct11 101105 1775.3 1775.3 1775.3 1775.3 +13.0      
Total Volume and Open Interest 5,913 38,540 -63
Palladium(NYMEX)
Dec10 101105 29.54 44.84 13.99 30.04 +10.65 5,246 22,543 -380
Mar11 101105 683.35 700.75 674.40 687.20 +10.75 696 2,994 +453
Jun11 101105 32.84 32.84 32.84 32.84 +10.75 34 158 +25
Total Volume and Open Interest 5,976 25,695 +98
Copper(CMX)
Dec10 101105 390.95 399.55 390.95 394.85 +3.65 35,875 88,937 -2,285
Mar11 101105 392.05 400.25 392.05 396.10 +3.70 5,385 45,330 +1,307
May11 101105 396.00 399.05 394.00 396.20 +3.80 1,589 11,474 +1,361
Jul11 101105 398.35 398.35 395.40 395.40 +3.70 582 4,782 +204
Sep11 101105 393.90 393.90 393.90 393.90 +3.55 847 4,335 -48
Total Volume and Open Interest 44,851 163,713 +504
DJIA Index(CBOT)
Dec10 101105 11381 11419 11349 11376 -11 252 6,807 -83
Mar11 101105 11285 11309 11285 11309 -10 0 18 +0
Jun11 101105 11246 11257 11246 11246 -11      
Sep11 101105 11188 11199 11188 11188 -11      
Total Volume and Open Interest 252 6,825 -83
S & P 500(CME)
Dec10 101105 1218.00 1224.20 1212.60 1221.90 +3.30 11,657 326,074 -3,697
Mar11 101105 1215.90 1219.00 1212.30 1216.70 +3.40 41 4,967 +37
Jun11 101105 1211.80 1213.10 1207.40 1211.80 +3.40 2 2,321 +1
Sep11 101105 1206.80 1208.10 1202.40 1206.80 +3.40 0 25 +0
Total Volume and Open Interest 11,700 333,387 -3,659
S & P 500 E-Mini(Globex)
Dec10 101105 1218.25 1224.50 1212.50 1222.00 +4.00      
Mar11 101105 1213.00 1219.00 1207.50 1216.75 +3.50 807 14,890 +88
Total Volume and Open Interest 2,362,615 2,698,539 -11,350
NASDAQ 100(CME)
Dec10 101105 2182.50 2190.00 2177.00 2184.80 +0.30 9,241 30,082 +5,211
Mar11 101105 2182.80 2184.00 2178.00 2182.80 +0.30 2 2 +0
Jun11 101105 2180.30 2181.50 2180.30 2180.30 +0.30      
Total Volume and Open Interest 9,243 30,084 +5,211
NASDAQ 100 E-Mini(Globex)
Dec10 101105 2184.00 2191.00 2176.50 2184.80 +0.30 348,195 449,653 +7,900
Mar11 101105 2180.00 2188.50 2175.30 2182.80 +0.30 193 1,225 +39
Total Volume and Open Interest 348,388 450,883 +7,939
S & P Midcap 400(CME)
Dec10 101105 859.50 861.00 852.35 859.50 +5.60 3 3,129 -3
Mar11 101105 857.50 858.40 857.50 857.50 +5.60 0 2 +0
Jun11 101105 855.50 856.40 855.50 855.50 +5.60      
Total Volume and Open Interest 3 3,131 -3
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101105 9600 9710 9600 9710 +225      
Mar11 101105 9745 9745 9520 9745 +225 0 1 +0
Total Volume and Open Interest 9,905 33,786 +7
Nikkei 225(SGX)
Dec10 101105 9350 9690 9345 9635 +295 77,258 197,049 -9,952
Mar11 101105 9400 9650 9395 9625 +295 601 2,890 +0
Jun11 101105 9555 9555 9555 9555 +295 0 2,125 +0
Total Volume and Open Interest 77,859 212,350 -6,343
CAC 40(EURONEXT)
Nov10 101105 3905.0 3919.5 3875.0 3898.0 -1.5 112,839 353,375 -4,361
Dec10 101105 3906.5 3916.0 3874.5 3897.0 -2.0 1,941 68,652 +691
Jan11 101105 3907.0 3907.5 3899.0 3899.0 -2.5 1 35 +0
Total Volume and Open Interest 114,781 422,182 -3,670
Hang Seng Index(HKFE)
Nov10 101105 24809 24888 24683 24789 +256 95,683 118,864 -1,267
Dec10 101105 24810 24895 24700 24804 +257 3,208 9,977 +1,696
Total Volume and Open Interest 99,683 130,997 +441
DAX(EUREX)
Dec10 101105 6745.0 6786.0 6720.0 6756.0 +18.0 134,306 177,145 -2,942
Mar11 101105 6764.0 6801.5 6737.0 6772.0 +18.5 237 12,025 +11
Jun11 101105 6788.0 6815.5 6756.5 6792.0 +18.5 286 2,682 +140
Total Volume and Open Interest 134,829 191,852 -2,791
FT-SE 100(EURONEXT)
Dec10 101105 5871.50 5888.00 5822.00 5850.50 +5.50 81,758 623,616 -2,824
Mar11 101105 5826.00 5842.00 5783.00 5809.50 +5.50 38 5,536 +22
Jun11 101105 5763.00 5763.00 5763.00 5763.00 +2.00 38 683 +38
Total Volume and Open Interest 81,834 629,845 -2,764
SPI 200(SFE)
Dec10 101105 4760.0 4835.0 4760.0 4811.0 +54.0 33,580 213,055 +3,242
Mar11 101105 4806.0 4806.0 4806.0 4806.0 +54.0 49 2,160 +11
Jun11 101105 4833.0 4833.0 4833.0 4833.0 +57.0 0 1,025 +0
Total Volume and Open Interest 34,311 219,394 +3,312
GSCI(CME)
Nov10 101105 592.50 593.50 589.00 592.50 +1.50 151 14,642 -126
Dec10 101105 599.20 599.50 595.50 599.20 +1.35 44 148 +41
Jan11 101105 602.00 602.00 598.00 602.00 +2.00 0 3 +0
Total Volume and Open Interest 195 14,793 -85
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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