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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 02, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101202 1282.00 1287.00 1273.75 1279.75 -3.25 100,564 256,855 -3,160
Mar11 101202 1289.50 1295.50 1282.00 1287.75 -3.75 35,355 136,609 +6,291
May11 101202 1293.00 1296.25 1285.00 1289.25 -3.75 8,483 66,641 +748
Jul11 101202 1295.00 1299.50 1286.75 1291.25 -4.75 13,779 59,807 +371
Aug11 101202 1272.50 1273.75 1269.00 1269.00 -4.00 667 2,411 -46
Sep11 101202 1231.00 1237.50 1231.00 1232.75 -4.00 289 3,203 -20
Nov11 101202 1199.75 1204.00 1193.00 1197.00 -4.00 10,557 98,284 +1,150
Total Volume and Open Interest 170,476 637,044 +7,401
Soybean Meal(CBOT)
Dec10 101202 346.00 347.00 343.70 344.10 -2.50 8,845 6,121 -1,664
Jan11 101202 348.20 349.20 345.20 345.70 -2.80 35,878 67,692 -1,027
Mar11 101202 350.20 350.80 346.80 347.30 -3.50 10,155 44,839 +1,341
May11 101202 349.20 349.50 345.40 345.70 -3.70 3,283 25,948 -152
Jul11 101202 348.80 349.40 345.20 345.50 -3.80 3,563 17,166 -28
Aug11 101202 339.70 340.20 336.60 336.60 -3.70 681 5,168 -33
Sep11 101202 327.50 327.50 324.90 325.10 -3.60 763 5,501 +148
Oct11 101202 310.70 311.90 308.60 308.60 -3.30 420 4,626 -81
Total Volume and Open Interest 65,521 194,767 -4,416
Soybean Oil(CBOT)
Dec10 101202 52.24 52.81 51.98 52.47 +0.22 17,809 8,221 -3,749
Jan11 101202 52.50 53.19 52.27 52.84 +0.23 63,744 131,355 -3,326
Mar11 101202 52.93 53.63 52.75 53.28 +0.23 23,399 88,497 +3,135
May11 101202 53.33 53.94 53.03 53.60 +0.21 4,311 38,480 +797
Jul11 101202 53.63 54.22 53.38 53.86 +0.20 5,099 30,065 +953
Aug11 101202 53.74 54.25 53.65 53.94 +0.20 1,590 4,436 -1
Sep11 101202 53.67 54.28 53.67 54.00 +0.18 3,372 4,377 +1,518
Oct11 101202 53.61 54.32 53.61 54.00 +0.18 918 5,524 -63
Total Volume and Open Interest 124,250 327,793 -1,965
Canola(WCE)
Jan11 101202 547.0 550.9 544.5 547.1 -0.4 10,421 103,869 -2,548
Mar11 101202 555.0 557.2 551.9 553.3 -0.7 5,242 33,103 +2,566
May11 101202 553.0 559.1 553.0 555.3 -1.7 1,389 4,411 -382
Jul11 101202 557.5 560.4 554.5 556.7 -1.7 1,311 14,166 -622
Nov11 101202 505.0 509.0 503.7 506.7 +1.0 1,914 31,837 +631
Total Volume and Open Interest 20,307 188,677 -5,535
Corn(CBOT)
Dec10 101202 550.00 553.25 540.50 540.75 -11.00 49,513 25,984 -11,049
Mar11 101202 564.50 568.00 555.00 555.50 -10.75 191,340 744,511 +3,946
May11 101202 572.75 576.00 562.75 563.50 -10.75 20,506 155,400 +2,812
Jul11 101202 577.00 580.25 567.75 568.50 -9.75 33,298 229,782 -324
Sep11 101202 544.25 549.50 537.00 538.00 -9.25 2,878 39,183 +208
Dec11 101202 527.00 533.50 521.50 523.00 -5.75 30,769 261,081 +160
Total Volume and Open Interest 331,101 1,514,003 -14,467
Wheat(CBOT)
Dec10 101202 702.00 725.00 693.75 706.50 +9.00 10,560 4,012 -4,234
Mar11 101202 742.25 767.50 732.50 748.50 +8.50 75,850 229,051 +948
May11 101202 763.50 790.00 756.00 767.50 +4.25 11,587 48,394 +61
Jul11 101202 774.75 799.50 767.50 775.00 +0.75 11,981 94,379 +3,064
Sep11 101202 793.50 814.00 787.25 789.50 -4.00 2,138 16,974 +208
Total Volume and Open Interest 117,901 459,736 -5,833
Wheat(KCBT)
Dec10 101202 774.50 807.00 774.50 787.25 +6.50 5,074 2,488 -2,380
Mar11 101202 796.00 824.75 788.75 801.75 +5.75 22,293 116,064 +1,442
May11 101202 804.00 832.25 797.50 809.25 +5.25 3,471 22,045 +18
Jul11 101202 807.75 834.50 800.75 810.50 +2.25 12,420 51,202 +1,899
Sep11 101202 820.00 845.00 813.00 818.00 -2.00 6,747 11,936 +3,146
Total Volume and Open Interest 53,118 215,668 +2,252
Wheat(MGE)
Dec10 101202 797.50 812.75 792.25 793.25 +9.00 890 681 -619
Mar11 101202 804.00 832.25 797.75 813.25 +7.75 6,659 31,482 +195
May11 101202 813.75 841.25 809.00 821.25 +7.00 1,365 9,228 +542
Jul11 101202 815.00 844.50 812.50 823.75 +5.25 976 7,624 +173
Sep11 101202 821.00 849.25 821.00 823.00 +1.25 340 6,639 +112
Total Volume and Open Interest 10,798 63,673 -393
Oats(CBOT)
Dec10 101202 370.25 385.75 361.00 361.00 -6.25 210 611 +0
Mar11 101202 363.50 367.00 360.00 361.00 -2.00 904 9,485 -210
May11 101202 368.25 372.00 366.25 366.25 -2.00 38 584 +16
Jul11 101202 373.25 376.00 371.25 371.25 -2.00 10 196 -3
Total Volume and Open Interest 1,241 11,599 -478
Rough Rice(CBOT)
Jan11 101202 14.44 14.60 14.38 14.44 +0.06 2,081 9,072 -71
Mar11 101202 14.66 14.88 14.65 14.72 +0.07 1,360 5,113 +13
May11 101202 15.00 15.10 14.92 14.98 +0.06 37 1,016 +6
Jul11 101202 15.23 15.29 15.12 15.21 +0.09 68 1,553 +16
Total Volume and Open Interest 3,593 17,409 +62
Live Cattle(CME)
Dec10 101202 103.285 103.400 102.650 103.080 -0.500 11,529 40,989 -2,456
Feb11 101202 106.385 106.800 106.050 106.480 -0.305 20,688 160,335 +2,700
Apr11 101202 109.000 109.600 108.800 109.300 -0.235 10,123 83,624 +2,348
Jun11 101202 106.180 106.450 105.885 106.230 -0.370 3,008 35,545 +549
Aug11 101202 105.930 106.200 105.700 105.950 -0.300 974 14,238 +35
Oct11 101202 108.500 108.700 108.200 108.600 -0.185 612 7,811 +240
Total Volume and Open Interest 47,312 346,914 +2,065
Feeder Cattle(CME)
Jan11 101202 118.850 119.000 117.850 118.680 +0.280 3,310 16,222 -591
Mar11 101202 119.500 119.635 118.635 119.430 +0.230 1,953 9,939 +428
Apr11 101202 120.035 120.350 119.330 120.230 +0.230 775 3,171 +202
May11 101202 119.700 120.535 119.500 120.430 +0.430 302 4,091 +119
Aug11 101202 120.900 121.000 120.150 120.750 +0.150 318 3,810 +164
Sep11 101202 120.000 120.000 119.500 119.900 unch 76 277 +17
Oct11 101202 118.900 119.500 118.900 119.500 -0.200 12 54 +6
Total Volume and Open Interest 6,775 37,586 +1,958
Lean Hogs(CME)
Dec10 101202 68.400 69.400 68.400 68.930 +0.395 5,342 16,964 -1,148
Feb11 101202 75.080 76.500 74.975 76.000 +0.750 12,383 81,273 +1,603
Apr11 101202 79.100 80.300 79.000 79.930 +0.730 3,424 49,775 -62
May11 101202 86.150 86.600 85.850 86.600 +0.670 104 1,707 +10
Jun11 101202 88.400 89.480 88.300 89.100 +0.450 2,135 30,380 +446
Jul11 101202 87.900 88.850 87.750 88.700 +0.565 282 6,840 +44
Aug11 101202 87.300 88.400 87.300 88.150 +0.550 857 7,503 +292
Oct11 101202 78.000 78.700 77.900 78.700 +0.500 240 4,662 +138
Total Volume and Open Interest 24,880 201,026 +3,499
Class III Milk(CME)
Dec10 101202 13.94 13.95 13.72 13.77 -0.16 165 5,754 +13
Jan11 101202 13.75 13.85 13.56 13.66 -0.10 70 3,747 -7
Feb11 101202 13.78 13.78 13.54 13.65 -0.08 89 2,959 +40
Mar11 101202 14.02 14.02 13.87 13.88 -0.09 59 2,764 +35
Apr11 101202 14.00 14.15 14.00 14.08 -0.07 31 1,997 +22
Total Volume and Open Interest 703 31,121 +597
Cocoa(ICE)
Dec10 101202 2746 2854 2745 2836 +110 20 42 -47
Mar11 101202 2752 2920 2752 2868 +110 9,495 72,208 +941
May11 101202 2790 2933 2785 2890 +110 990 20,059 +38
Jul11 101202 2820 2959 2820 2908 +109 653 10,540 +351
Sep11 101202 2908 2971 2879 2922 +108 431 4,983 +234
Dec11 101202 2926 2981 2893 2940 +108 59 10,278 +50
Mar12 101202 2990 3053 2964 3010 +102 18 10,185 +6
Total Volume and Open Interest 11,669 133,548 -23
Coffee "C"(ICE)
Dec10 101202 203.70 203.70 203.00 203.40 +0.10 67 501 -5
Mar11 101202 203.15 204.85 201.40 203.70 +0.15 10,982 87,360 +33
May11 101202 204.00 205.45 202.40 204.45 +0.15 1,426 22,675 +398
Jul11 101202 203.15 204.60 201.75 203.80 +0.15 383 7,317 +256
Sep11 101202 201.50 202.75 199.95 201.85 +0.35 269 3,225 +51
Dec11 101202 199.50 199.70 197.50 198.95 +0.45 13 6,094 +0
Total Volume and Open Interest 13,148 128,329 -1,077
Orange Juice(ICE)
Jan11 101202 152.90 158.00 152.80 155.45 +2.70 2,446 18,347 -1,112
Mar11 101202 153.90 158.80 153.90 156.40 +2.50 639 6,491 +932
May11 101202 158.90 158.90 157.20 157.30 +2.55 19 1,238 +16
Jul11 101202 158.50 160.20 158.20 158.20 +2.50 120 1,702 +120
Sep11 101202 158.25 158.25 158.25 158.25 +2.00 0 300 +0
Nov11 101202 158.25 158.25 158.25 158.25 +2.00 8 15 +1
Total Volume and Open Interest 3,232 28,116 -340
Sugar #11(ICE)
Mar11 101202 28.61 28.93 27.76 28.45 +0.08 33,958 228,702 -506
May11 101202 25.99 26.19 25.20 25.85 +0.14 12,628 100,968 -252
Jul11 101202 23.20 23.44 22.45 23.14 +0.21 7,938 95,905 +169
Oct11 101202 21.58 21.85 20.91 21.64 +0.23 3,838 55,530 +313
Mar12 101202 21.09 21.18 20.36 20.98 +0.22 1,659 47,021 +350
Total Volume and Open Interest 61,283 570,627 -5,817
London Cocoa(LCE)
Dec10 101202 1862 1944 1849 1910 +63 3,688 41,610 +0
Mar11 101202 1876 1959 1862 1923 +60 5,809 60,065 +487
May11 101202 1892 1976 1884 1941 +61 1,452 20,333 -118
Jul11 101202 1915 1991 1909 1959 +63 785 15,734 +303
Sep11 101202 1926 1998 1909 1969 +60 133 9,835 -61
Dec11 101202 1962 2005 1962 1977 +62 252 16,215 +4
Mar12 101202 1978 2017 1976 1989 +64 67 13,099 -7
Total Volume and Open Interest 11,167 177,608 -8,742
London Sugar(LCE)
Mar11 101202 731.10 737.10 714.00 727.90 +2.60 2,077 28,234 -275
May11 101202 693.00 697.10 677.80 688.70 +3.40 484 8,686 +88
Aug11 101202 624.90 625.30 612.90 622.70 +1.20 176 6,941 +42
Oct11 101202 578.10 582.50 569.30 577.90 -0.90 125 2,038 -11
Dec11 101202 570.90 571.10 554.40 562.60 +1.80 25 710 -2
Total Volume and Open Interest 2,887 47,124 -137
Cotton(ICE)
Dec10 101202 140.00 140.00 135.00 137.34 +5.39 31 520 -79
Mar11 101202 122.34 126.34 122.34 126.34 +5.00 7,688 110,593 +91
May11 101202 117.67 121.50 117.67 121.50 +5.00 1,365 20,012 -7
Jul11 101202 113.23 117.08 113.23 117.08 +5.00 1,552 27,750 -142
Oct11 101202 105.00 106.00 104.32 104.32 +1.48 252 343 -66
Dec11 101202 93.00 94.49 92.85 93.82 +1.55 3,499 34,215 +820
Total Volume and Open Interest 14,526 195,247 +740
Lumber(CME)
Jan11 101202 252.7 255.9 248.1 252.0 +1.0 1,589 3,593 -154
Mar11 101202 269.6 273.6 267.1 268.0 -3.5 1,174 4,324 +771
May11 101202 277.3 283.0 275.8 277.0 +1.3 129 1,236 +223
Jul11 101202 283.5 289.6 283.5 289.6 +6.7 2 172 +2
Total Volume and Open Interest 2,894 9,325 +899
Crude Oil(NYM)
Jan11 101202 86.80 88.13 86.27 88.00 +1.25 340,736 322,736 -448
Feb11 101202 87.21 88.55 86.80 88.42 +1.17 90,418 128,810 +6,807
Mar11 101202 87.59 88.88 87.20 88.75 +1.12 52,973 127,781 -565
Apr11 101202 87.90 89.07 87.57 88.96 +1.05 27,216 49,204 +3,132
May11 101202 88.05 89.23 87.81 89.12 +0.98 13,232 35,388 -1,081
Jun11 101202 88.15 89.38 87.93 89.26 +0.91 28,562 85,257 +544
Jul11 101202 88.41 89.45 88.27 89.36 +0.84 4,677 36,797 +331
Aug11 101202 88.53 89.46 88.53 89.46 +0.79 2,951 17,917 +27
Sep11 101202 88.61 89.55 88.61 89.55 +0.74 3,019 24,396 +78
Oct11 101202 88.67 89.65 88.67 89.65 +0.69 3,032 15,887 -558
Nov11 101202 89.27 89.77 88.80 89.77 +0.65 2,440 20,907 +801
Dec11 101202 89.01 90.00 88.72 89.89 +0.59 25,679 146,260 +3,747
Jan12 101202 89.89 89.89 89.89 89.89 +0.53 728 19,576 +352
Feb12 101202 89.89 89.89 89.89 89.89 +0.47 104 7,963 +20
Mar12 101202 89.89 89.89 89.89 89.89 +0.42 34 10,452 -7
Apr12 101202 89.89 89.89 89.89 89.89 +0.37 9 4,050 -1
Total Volume and Open Interest 621,347 1,358,440 +20,815
e-miNY Crude Oil(NYM)
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101202 86.800 88.125 86.250 88.000 +1.250 9,431 4,044 +299
Feb11 101202 87.000 88.525 86.900 88.425 +1.175 544 1,200 +121
Mar11 101202 87.600 88.800 87.450 88.750 +1.125 90 447 +14
Apr11 101202 88.950 88.950 88.950 88.950 +1.050 2 5 +2
May11 101202 89.125 89.125 89.125 89.125 +0.975 0 13 +0
Jun11 101202 89.250 89.250 89.250 89.250 +0.900 0 9 +0
Jul11 101202 89.350 89.350 89.350 89.350 +0.825 0 1 +0
Aug11 101202 89.450 89.450 89.450 89.450 +0.775      
Sep11 101202 89.550 89.550 89.550 89.550 +0.750 0 1 +0
Total Volume and Open Interest 10,074 5,873 -419
Heating Oil(NYM)
Jan11 101202 240.40 246.12 239.35 245.46 +4.90 49,503 99,514 -513
Feb11 101202 241.39 247.15 240.59 246.52 +4.77 15,550 43,355 -866
Mar11 101202 241.87 246.90 241.31 246.39 +4.56 7,635 34,989 +364
Apr11 101202 239.71 245.10 239.71 245.10 +4.32 3,632 18,372 +351
May11 101202 238.99 244.14 238.99 244.11 +4.07 2,188 17,908 -69
Jun11 101202 239.31 243.89 238.65 243.72 +3.84 4,875 38,037 +348
Jul11 101202 240.50 244.54 240.50 244.42 +3.67 407 7,753 +16
Aug11 101202 241.50 245.44 241.50 245.37 +3.57 508 4,465 -48
Sep11 101202 242.85 246.69 242.85 246.67 +3.49 1,205 4,547 -291
Oct11 101202 244.40 248.27 244.40 248.27 +3.43 372 2,825 -11
Nov11 101202 246.05 249.87 246.05 249.87 +3.37 231 2,852 -6
Dec11 101202 247.83 251.77 247.36 251.22 +3.24 2,116 15,018 +108
Total Volume and Open Interest 88,262 297,640 -8,494
Gasoline(NYMEX)
Jan11 101202 230.07 236.16 229.42 235.53 +5.49 69,301 103,520 -1,437
Feb11 101202 228.00 233.35 227.24 232.75 +4.89 38,108 43,913 +1,448
Mar11 101202 228.01 232.38 227.35 232.20 +4.15 20,754 29,263 -404
Apr11 101202 236.58 241.45 236.58 241.22 +3.84 12,354 24,993 +1,160
May11 101202 236.88 241.40 236.88 241.25 +3.52 4,540 11,329 +593
Jun11 101202 237.00 241.39 237.00 241.02 +3.14 5,346 14,434 +826
Jul11 101202 237.65 240.14 237.65 240.14 +2.90 1,380 4,311 -234
Aug11 101202 239.11 239.12 239.00 239.00 +2.66 1,159 5,321 -262
Sep11 101202 237.48 237.48 237.48 237.48 +2.46 474 3,129 +241
Oct11 101202 226.89 226.89 226.89 226.89 +2.13 275 2,722 +155
Total Volume and Open Interest 155,016 273,920 +1,958
e-miNY RBOB Gasoline(NYM)
Jan11 101202 235.50 235.53 235.50 235.50 +5.50 0 2 +0
Feb11 101202 232.80 232.80 232.75 232.80 +4.90 0 1 +0
Mar11 101202 232.20 232.20 232.20 232.20 +4.10 0 1 +0
Apr11 101202 241.20 241.22 241.20 241.20 +3.80 0 1 +0
Total Volume and Open Interest 0 8 +1
Natural Gas(NYM)
Jan11 101202 4.310 4.377 4.197 4.343 +0.074 118,741 227,446 -1,126
Feb11 101202 4.310 4.383 4.209 4.350 +0.071 33,397 73,162 +839
Mar11 101202 4.275 4.340 4.179 4.312 +0.069 30,908 95,068 -1,109
Apr11 101202 4.231 4.296 4.149 4.280 +0.071 25,309 73,711 +1,106
May11 101202 4.270 4.315 4.181 4.307 +0.071 8,116 28,635 +1,189
Jun11 101202 4.292 4.360 4.238 4.353 +0.071 3,704 13,854 -100
Jul11 101202 4.360 4.411 4.295 4.411 +0.071 1,679 12,496 +169
Aug11 101202 4.430 4.451 4.337 4.451 +0.068 1,576 13,631 -73
Sep11 101202 4.440 4.471 4.359 4.471 +0.064 1,276 10,198 -13
Oct11 101202 4.549 4.562 4.435 4.554 +0.062 7,299 45,525 +2,527
Nov11 101202 4.780 4.780 4.681 4.771 +0.053 2,220 21,516 +397
Dec11 101202 5.080 5.080 4.993 5.074 +0.044 1,181 18,956 -15
Jan12 101202 5.249 5.269 5.163 5.251 +0.039 2,530 30,562 +1,280
Feb12 101202 5.190 5.210 5.123 5.210 +0.037 72 6,511 +62
Mar12 101202 5.070 5.097 5.010 5.097 +0.037 224 14,491 +54
Apr12 101202 4.835 4.865 4.788 4.865 +0.032 102 13,059 +109
Total Volume and Open Interest 238,711 765,847 +7,974
Brent Crude Oil(ICE)
Jan11 101202 88.81 90.84 88.41 90.69 +1.82 180,274 213,248 -3,877
Feb11 101202 88.75 90.79 88.48 90.65 +1.74 93,326 184,380 +10,635
Mar11 101202 88.80 90.75 88.54 90.62 +1.65 47,405 104,924 +7,300
Apr11 101202 88.85 90.72 88.71 90.63 +1.55 26,911 41,582 +1,594
May11 101202 89.00 90.77 88.86 90.69 +1.44 17,240 32,271 +4,161
Jun11 101202 89.14 90.84 89.00 90.73 +1.33 21,029 51,071 +1,434
Jul11 101202 89.84 90.85 89.25 90.76 +1.24 3,998 14,835 +1,230
Aug11 101202 90.03 90.89 89.42 90.80 +1.16 1,877 13,168 +379
Sep11 101202 89.56 90.94 89.53 90.85 +1.09 1,765 10,011 +184
Oct11 101202 90.89 90.89 90.89 90.89 +1.00 1,633 6,538 -174
Nov11 101202 90.95 90.95 90.95 90.95 +0.94 1,242 10,185 +19
Dec11 101202 90.15 91.11 89.62 91.00 +0.86 10,392 81,694 +1,518
Jan12 101202 91.07 91.07 91.07 91.07 +0.78 544 10,699 +18
Feb12 101202 91.13 91.13 91.13 91.13 +0.72 298 5,561 -58
Total Volume and Open Interest 411,062 861,247 +14,834
Gas Oil(ICE)
Dec10 101202 742.25 759.50 740.75 750.50 +15.75 47,333 60,358 +0
Jan11 101202 748.00 765.50 746.25 756.25 +16.00 85,632 148,730 +8,943
Feb11 101202 751.00 768.75 750.25 759.75 +15.75 30,425 73,136 +7,888
Mar11 101202 757.75 769.00 753.50 761.25 +15.50 14,043 51,003 +2,066
Apr11 101202 758.75 768.50 755.25 762.00 +15.25 4,947 49,416 +456
May11 101202 758.50 770.00 756.50 763.00 +15.00 5,457 40,594 +927
Jun11 101202 761.25 771.25 756.75 764.25 +14.75 12,154 48,183 +1,539
Jul11 101202 761.50 771.50 761.50 766.50 +14.25 1,106 18,016 +536
Aug11 101202 765.00 775.00 765.00 769.25 +13.75 1,617 14,678 -104
Sep11 101202 769.75 777.50 767.50 771.75 +13.00 1,411 9,814 -140
Total Volume and Open Interest 212,424 630,107 +24,688
Ethanol(CBOT)
Dec10 101202 2.080 2.091 2.066 2.075 -0.049 49 207 -32
Jan11 101202 2.085 2.090 2.065 2.069 -0.020 170 954 -10
Feb11 101202 2.082 2.085 2.067 2.071 -0.021 126 922 +43
Mar11 101202 2.092 2.092 2.075 2.076 -0.020 80 1,068 -42
Apr11 101202 2.095 2.100 2.080 2.087 -0.023 75 681 -33
May11 101202 2.122 2.122 2.107 2.111 -0.013 32 394 +20
Jun11 101202 2.129 2.136 2.112 2.118 -0.015 108 484 -10
Jul11 101202 2.135 2.135 2.124 2.125 -0.011 14 684 +8
Total Volume and Open Interest 748 7,386 -290
WTI Crude Oil(ICE
Jan11 101202 86.80 88.13 86.26 88.00 +1.25 96,660 98,470 -5
Feb11 101202 87.11 88.55 86.78 88.42 +1.17 35,235 55,268 +2,644
Mar11 101202 87.52 88.88 87.20 88.75 +1.12 16,748 49,915 +684
Apr11 101202 88.05 88.96 87.57 88.96 +1.05 8,486 24,715 +319
May11 101202 88.00 89.13 87.73 89.12 +0.98 5,087 15,710 -1,033
Jun11 101202 88.10 89.26 87.92 89.26 +0.91 13,066 49,412 +1,316
Jul11 101202 88.34 89.37 88.34 89.36 +0.84 843 14,983 -188
Aug11 101202 88.47 89.46 88.41 89.46 +0.79 940 8,484 -224
Sep11 101202 88.59 89.55 88.59 89.55 +0.74 1,199 11,920 +149
Oct11 101202 89.65 89.65 89.65 89.65 +0.69 530 4,623 -83
Nov11 101202 89.77 89.77 89.77 89.77 +0.65 684 7,444 +265
Dec11 101202 89.14 89.96 88.72 89.89 +0.59 9,895 53,150 +510
Jan12 101202 89.89 89.89 89.89 89.89 +0.53 27 4,629 -8
Feb12 101202 89.89 89.89 89.89 89.89 +0.47 6 1,179 +0
Mar12 101202 89.89 89.89 89.89 89.89 +0.42 3 3,168 -1
Apr12 101202 89.89 89.89 89.89 89.89 +0.37 1 775 +1
Total Volume and Open Interest 192,120 477,746 +2,465
US Dollar Index(ICE)
Dec10 101202 80.810 81.060 80.100 80.335 -0.427 32,630 32,118 -1,064
Mar11 101202 81.205 81.490 80.535 80.730 -0.438 687 1,274 +29
Jun11 101202 81.690 81.690 81.175 81.175 -0.435 1 8 +1
Total Volume and Open Interest 33,318 33,401 +148
Australian Dollar(CME)
Dec10 101202 96.60 97.70 96.12 97.51 +0.81 117,609 110,615 -1,026
Mar11 101202 95.52 96.55 95.07 96.41 +0.79 2,486 6,561 +1,191
Jun11 101202 95.31 95.31 94.54 95.31 +0.77 0 152 +0
Total Volume and Open Interest 120,095 117,467 -95
British Pound(CME)
Dec10 101202 156.08 156.67 155.11 155.78 -0.38 138,789 86,036 +3,020
Mar11 101202 156.06 156.57 155.00 155.67 -0.39 1,404 2,759 +268
Jun11 101202 155.39 155.96 155.39 155.57 -0.39 1 44 +0
Total Volume and Open Interest 140,194 88,875 +568
Canadian Dollar(CME)
Dec10 101202 98.18 99.71 98.11 99.62 +1.20 99,179 89,149 -670
Mar11 101202 98.02 99.49 97.94 99.41 +1.19 3,271 9,307 +1,037
Jun11 101202 98.45 99.16 97.99 99.16 +1.17 47 1,209 +16
Sep11 101202 98.43 98.90 97.73 98.90 +1.17 4 490 +0
Total Volume and Open Interest 102,532 100,641 +1,812
Japanese Yen(CME)
Dec10 101202 118.84 119.80 118.53 119.14 +0.36 164,745 125,779 -4,253
Mar11 101202 119.00 119.92 118.69 119.27 +0.33 2,189 3,329 +506
Jun11 101202 119.70 119.70 119.18 119.47 +0.29 0 204 +0
Total Volume and Open Interest 166,934 129,322 -689
Swiss Franc(CME)
Dec10 101202 99.72 101.14 99.45 100.62 +0.96 53,973 41,183 -346
Mar11 101202 99.87 101.24 99.62 100.75 +0.95 1,367 1,768 -289
Jun11 101202 100.92 100.92 99.99 100.92 +0.93 13 15 +7
Total Volume and Open Interest 55,353 42,972 +1,620
EuroFX(CME)
Dec10 101202 131.24 132.47 130.59 132.02 +0.70 495,759 192,127 +115
Mar11 101202 131.16 132.38 130.54 131.94 +0.69 13,723 15,773 +4,077
Jun11 101202 131.72 132.00 131.19 131.87 +0.68 28 202 +12
Total Volume and Open Interest 509,510 208,134 +12,764
Mexican Peso(CME)
Dec10 101202 805.0 812.0 804.5 811.0 +5.0 28,936 133,450 -125
Jan11 101202 810.5 810.5 805.2 810.5 +5.2      
Total Volume and Open Interest 29,448 134,778 -1,360
30-Year T-Bonds(CBOT)
Dec10 101202 126~130 126~250 125~250 126~010 -0~090      
Mar11 101202 124~300 125~090 124~080 124~170 -0~100 397,947 536,462 -6,583
Jun11 101202 123~010 123~120 123~010 123~010 -0~110 3 578 -2
Total Volume and Open Interest 473,479 606,341 -31,322
10-Year T-Notes(CBOT)
Dec10 101202 123~275 124~005 123~085 123~155 -0~120 238,897 120,326 -51,882
Mar11 101202 122~250 122~315 122~080 122~140 -0~125 1,539,578 1,238,517 +57,709
Jun11 101202 121~185 122~000 121~185 121~195 -0~125 2 29 -1
Total Volume and Open Interest 1,778,477 1,359,377 -53,305
5-Year T-Notes(CBOT)
Dec10 101202 119~107 120~003 119~071 119~091 -0~028 171,081 82,502 -89,888
Mar11 101202 119~001 119~020 118~083 118~106 -0~029 780,184 922,522 +58,206
Jun11 101202 118~002 118~031 118~002 118~002 -0~029      
Total Volume and Open Interest 951,265 1,005,024 -51,145
2 Year T-Notes(CBOT)
Dec10 101202 109~083 109~087 109~074 109~081 -0~002 49,052 46,373 -15,156
Mar11 101202 109~064 109~071 109~055 109~063 -0~004 287,502 631,943 +14,709
Jun11 101202 109~051 109~055 109~051 109~051 -0~004 10 10 +5
Total Volume and Open Interest 336,564 678,326 -17,021
Eurodollars(CME)
Dec10 101202 99.645 99.670 99.640 99.665 +0.022 352,308 850,486 -33,156
Mar11 101202 99.455 99.520 99.445 99.505 +0.040 520,350 1,175,442 +9,039
Jun11 101202 99.370 99.425 99.350 99.405 +0.025 378,570 1,039,091 -1,840
Sep11 101202 99.275 99.335 99.255 99.305 +0.010 377,261 905,973 -8,195
Dec11 101202 99.160 99.215 99.130 99.175 -0.005 394,736 857,907 +15,180
Mar12 101202 99.010 99.070 98.965 99.020 -0.015 334,035 739,814 +3,398
Jun12 101202 98.835 98.900 98.790 98.845 -0.025 302,250 456,812 -11,777
Sep12 101202 98.665 98.720 98.615 98.660 -0.040 234,432 379,362 +518
Dec12 101202 98.480 98.520 98.420 98.455 -0.050 205,003 304,001 -10,952
Mar13 101202 98.305 98.325 98.225 98.255 -0.060 147,282 235,627 -4,473
Jun13 101202 98.100 98.115 98.005 98.035 -0.070 148,481 164,138 -2,993
Sep13 101202 97.880 97.890 97.775 97.800 -0.085 90,698 182,281 +1,774
Dec13 101202 97.630 97.635 97.520 97.545 -0.095 47,231 128,006 +2,222
Mar14 101202 97.395 97.400 97.280 97.305 -0.105 36,108 115,599 +3,401
Jun14 101202 97.150 97.150 97.025 97.055 -0.110 33,630 110,533 +3,906
Sep14 101202 96.910 96.915 96.780 96.810 -0.115 30,567 71,385 +528
Dec14 101202 96.660 96.675 96.540 96.565 -0.120 18,778 87,689 +1,571
Mar15 101202 96.450 96.465 96.335 96.360 -0.120 19,546 45,864 +1,622
Total Volume and Open Interest 3,732,437 8,059,269 -32,390
30 Day Federal Funds(CBOT)
Dec10 101202 99.805 99.810 99.800 99.805 -0.005 3,367 102,601 +795
Jan11 101202 99.810 99.810 99.805 99.810 unch 3,955 62,515 -954
Feb11 101202 99.805 99.810 99.800 99.805 unch 5,761 53,978 +386
Mar11 101202 99.805 99.810 99.800 99.800 -0.005 2,526 35,115 +1,207
Apr11 101202 99.805 99.810 99.795 99.800 -0.010 1,622 37,086 +606
May11 101202 99.800 99.805 99.790 99.795 -0.010 2,478 35,729 +299
Total Volume and Open Interest 51,408 540,325 -76,864
30 Day Fed Funds(e-CBOT)
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 101202 99.660 99.660 99.660 99.660 unch 0 2,289 +0
Mar11 101202 99.637 99.637 99.637 99.637 unch 0 769 +0
Jun11 101202 99.622 99.622 99.622 99.622 unch 0 150 +0
Sep11 101202 99.630 99.630 99.630 99.630 +0.002      
Dec11 101202 99.630 99.630 99.630 99.630 unch      
Mar12 101202 99.620 99.620 99.620 99.620 unch      
Jun12 101202 99.670 99.670 99.670 99.670 unch      
Sep12 101202 99.620 99.620 99.620 99.620 unch      
Dec12 101202 99.315 99.315 99.315 99.315 unch      
Mar13 101202 99.315 99.315 99.315 99.315 unch      
Total Volume and Open Interest 0 3,208 +0
3-Mth Euro-Yen(SGX)
Dec10 101202 99.66 99.66 99.66 99.66 unch 300 4,588 +0
Mar11 101202 99.65 99.65 99.64 99.64 unch 0 1,454 -2
Jun11 101202 99.62 99.62 99.62 99.62 +0.00 0 1,429 +0
Sep11 101202 99.62 99.63 99.62 99.63 +0.00 100 1,274 +100
Dec11 101202 99.63 99.63 99.63 99.63 unch 0 110 +0
Mar12 101202 99.62 99.62 99.62 99.62 unch 0 305 +0
Jun12 101202 99.67 99.67 99.67 99.67 unch 0 754 +0
Sep12 101202 99.62 99.62 99.62 99.62 unch 0 310 +0
Total Volume and Open Interest 400 10,228 +356
Japanese Gov't Bonds(SGX)
Dec10 101202 141.13 141.19 140.84 141.01 -0.21 3,797 16,044 +276
Mar11 101202 140.39 140.45 140.07 140.19 -0.22 87 538 +435
Jun11 101202 138.10 138.10 138.10 138.10 -0.22      
Total Volume and Open Interest 3,884 16,582 +942
Euro-Bund(EUREX)
Dec10 101202 126.91 127.02 126.27 126.47 -0.55 1,212,739 897,911 +17,639
Mar11 101202 126.67 126.71 125.95 126.17 -0.60 164,405 152,412 +58,646
Jun11 101202 125.72 125.72 125.72 125.72 -0.55      
Total Volume and Open Interest 1,377,144 1,050,323 +35,633
Euro-Bobl(EUREX)
Dec10 101202 119.40 119.58 119.06 119.26 -0.77 674,261 638,459 -45,249
Mar11 101202 119.12 119.28 118.78 118.95 -0.33 67,635 157,272 +22,962
Jun11 101202 119.06 119.06 119.06 119.06 -0.27 3 11 +3
Total Volume and Open Interest 837,991 801,932 +11,190
3-Mth Euribor(EUREX)
Dec10 101202 98.960 98.970 98.960 98.965 +0.005 71 9,621 +57
Mar11 101202 98.860 98.880 98.860 98.880 +0.035 116 2,067 -7
Jun11 101202 98.780 98.780 98.780 98.780 +0.020 91 5,356 +27
Total Volume and Open Interest 426 25,525 +3,267
Long Gilt(LIFFE)
Dec10 101202 120~22 120~29 120~12 120~16 -0~14 34,623 38,976 +0
Mar11 101202 119~13 119~21 119~02 119~07 -0~14 137,270 269,370 -6,864
Total Volume and Open Interest 162,429 299,906 -5,572
3-Mth Short Sterling(LIFFE)
Dec10 101202 99.23 99.25 99.23 99.24 unch 34,116 329,597 -6,790
Mar11 101202 99.14 99.16 99.13 99.13 -0.01 87,976 294,014 +12,107
Jun11 101202 99.04 99.08 99.03 99.04 -0.01 76,575 250,180 +2,779
Sep11 101202 98.95 98.97 98.92 98.93 -0.02 82,811 241,074 +1,941
Dec11 101202 98.79 98.82 98.76 98.77 -0.03 117,729 362,690 -6,541
Mar12 101202 98.63 98.63 98.56 98.58 -0.04 86,409 212,077 +1,614
Total Volume and Open Interest 640,536 2,142,514 +66,129
3-Mth Euribor(LIFFE)
Dec10 101202 98.960 98.985 98.950 98.965 +0.005 126,813 506,109 +0
Mar11 101202 98.850 98.900 98.840 98.880 +0.035 165,239 511,303 -4,858
Jun11 101202 98.760 98.820 98.750 98.780 +0.020 156,295 449,023 +9,939
Total Volume and Open Interest 1,084,111 2,951,419 +35,183
3-Mth Aus T-Bills(SFE)
Dec10 101202 95.00 95.01 94.99 95.01 +0.01 26,002 131,147 +0
Mar11 101202 94.96 94.97 94.93 94.96 -0.01 32,050 178,572 -4,865
Jun11 101202 94.90 94.91 94.84 94.89 -0.01 21,781 105,853 -3,929
Sep11 101202 94.82 94.82 94.77 94.80 -0.02 9,356 67,062 -1,335
Dec11 101202 94.75 94.75 94.69 94.73 -0.02 6,352 44,703 +1,272
Mar12 101202 94.65 94.69 94.62 94.68 -0.01 1,818 41,491 -162
Jun12 101202 94.63 94.63 94.55 94.62 -0.02 1,037 35,166 -1,808
Sep12 101202 94.57 94.58 94.48 94.57 -0.01 1,579 15,261 -422
Dec12 101202 94.50 94.51 94.45 94.51 unch 182 4,710 +59
Mar13 101202 94.43 94.46 94.38 94.46 +0.01 35 2,282 -21
Total Volume and Open Interest 90,082 612,768 +10,518
10-Year Aus T-Bonds(SFE)
Dec10 101202 94.63 94.64 94.49 94.58 -0.05 84,660 425,773 +14,175
Mar11 101202 94.54 94.54 94.54 94.54 -0.05      
Total Volume and Open Interest 84,660 425,773 +32,160
3-Year Aus T-Bonds(SFE)
Dec10 101202 95.04 95.06 94.96 95.04 unch 188,935 609,652 +0
Mar11 101202 94.99 94.99 94.99 94.99 unch      
Total Volume and Open Interest 202,996 556,949 +18,627
Gold(CMX)
Dec10 101202 1387.6 1398.6 1383.3 1388.5 +1.2 4,759 5,416 -1,853
Feb11 101202 1387.6 1399.7 1383.8 1389.3 +1.0 163,758 364,104 -1,611
Apr11 101202 1391.5 1401.6 1387.0 1391.5 +1.0 3,096 48,310 +499
Jun11 101202 1393.1 1403.9 1388.4 1393.7 +1.0 2,533 32,126 +142
Aug11 101202 1400.4 1406.0 1394.5 1396.0 +0.9 480 14,411 +433
Oct11 101202 1398.4 1398.4 1398.4 1398.4 +0.8 503 10,330 +112
Dec11 101202 1403.7 1411.2 1396.8 1401.0 +0.8 8,748 28,337 -4,777
Feb12 101202 1403.6 1403.6 1403.6 1403.6 +0.8 812 6,547 +499
Apr12 101202 1406.3 1406.3 1406.3 1406.3 +0.8 0 5,948 +0
Jun12 101202 1409.2 1409.2 1409.2 1409.2 +0.8 0 10,111 +0
Aug12 101202 1412.4 1412.4 1412.4 1412.4 +1.0 250 4,873 +125
Oct12 101202 1415.9 1415.9 1415.9 1415.9 +1.0      
Total Volume and Open Interest 189,695 594,644 +609
Silver(CMX)
Dec10 101202 2845.5 2901.5 2833.5 2854.2 +15.4 1,602 1,809 -136
Mar11 101202 2847.0 2908.0 2833.0 2857.2 +15.9 66,089 80,995 +54
May11 101202 2851.0 2909.5 2844.5 2862.0 +15.7 1,006 13,313 -42
Jul11 101202 2858.0 2902.0 2852.0 2866.6 +15.5 135 8,896 -9
Sep11 101202 2862.0 2890.5 2851.5 2871.2 +15.4 28 6,220 +13
Dec11 101202 2869.0 2922.5 2857.5 2877.9 +15.1 690 9,432 -32
Mar12 101202 2883.7 2883.7 2883.7 2883.7 +14.9 0 355 +0
Total Volume and Open Interest 72,237 133,000 +210
Platinum(NYMEX)
Jan11 101202 1687.2 1729.9 1682.0 1713.1 +29.1 8,166 29,998 -255
Apr11 101202 1697.5 1734.7 1697.5 1718.3 +28.5 908 4,546 +662
Jul11 101202 1720.4 1720.4 1720.4 1720.4 +29.1 47 409 +46
Oct11 101202 1720.4 1720.4 1720.4 1720.4 +29.1 3 4 +3
Total Volume and Open Interest 9,124 34,957 +934
Palladium(NYMEX)
Dec10 101202 746.10 770.85 736.50 762.30 +31.55 94 468 -235
Mar11 101202 735.00 773.90 731.70 763.70 +31.40 6,437 22,702 +797
Jun11 101202 753.15 775.00 739.70 765.20 +31.65 62 237 +34
Total Volume and Open Interest 6,617 23,437 +425
Copper(CMX)
Dec10 101202 395.20 399.00 393.60 397.70 +3.10 1,301 5,597 -536
Mar11 101202 395.40 399.70 393.15 397.90 +3.15 34,084 108,260 +2,702
May11 101202 393.45 398.40 393.00 396.90 +3.05 1,520 18,346 +935
Jul11 101202 397.00 397.00 395.65 395.65 +2.95 469 5,319 -14
Sep11 101202 393.25 394.25 393.25 394.25 +2.90 112 4,833 -1
Total Volume and Open Interest 38,163 151,413 +4,915
DJIA Index(CBOT)
Dec10 101202 11233 11370 11231 11363 +130 1,069 8,131 +531
Mar11 101202 11215 11297 11215 11297 +130 25 70 +19
Jun11 101202 11240 11240 11110 11240 +130      
Sep11 101202 11178 11178 11048 11178 +130      
Total Volume and Open Interest 1,094 8,201 +70
S & P 500(CME)
Dec10 101202 1203.80 1223.00 1202.20 1222.70 +18.20 32,824 350,300 +6,512
Mar11 101202 1201.80 1217.60 1201.80 1217.60 +18.10 2,854 19,514 +1,655
Jun11 101202 1212.90 1213.40 1212.90 1212.90 +18.00 93 2,797 +80
Sep11 101202 1208.40 1208.90 1208.40 1208.40 +18.00 0 130 +0
Total Volume and Open Interest 35,771 372,891 +4,462
S & P 500 E-Mini(Globex)
Dec10 101202 1204.00 1223.25 1202.00 1222.75 +18.25 2,346,276 2,827,756 +35,719
Mar11 101202 1198.75 1218.00 1197.00 1217.50 +18.00 26,732 98,488 +17,858
Total Volume and Open Interest 2,373,015 2,926,367 +79,276
NASDAQ 100(CME)
Dec10 101202 2158.80 2188.00 2157.30 2187.00 +28.50 2,662 28,036 +1,450
Mar11 101202 2178.00 2187.00 2178.00 2185.30 +28.80 2 61 +0
Jun11 101202 2182.80 2183.50 2182.80 2182.80 +28.80      
Total Volume and Open Interest 2,664 28,097 +1,178
NASDAQ 100 E-Mini(Globex)
Dec10 101202 2159.00 2188.80 2156.80 2187.00 +28.50 307,681 427,864 +27,722
Mar11 101202 2157.80 2186.80 2156.30 2185.30 +28.80 1,477 2,397 +544
Total Volume and Open Interest 309,158 430,273 +20,644
S & P Midcap 400(CME)
Dec10 101202 875.00 883.00 875.00 882.80 +14.30 4 3,536 +2
Mar11 101202 880.70 880.70 880.70 880.70 +14.80 0 2 +0
Jun11 101202 880.10 880.10 880.10 880.10 +16.20      
Total Volume and Open Interest 4 3,538 +3
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101202 10185 10320 10155 10320 +150 14,038 44,572 -847
Mar11 101202 10210 10350 10205 10350 +150 128 286 +109
Total Volume and Open Interest 14,166 44,858 +28
Nikkei 225(SGX)
Dec10 101202 9990 10200 9990 10160 +165 121,538 223,182 +572
Mar11 101202 10000 10190 10000 10150 +165 158 13,204 +2,298
Jun11 101202 10080 10080 10080 10080 +165 0 2,146 +0
Total Volume and Open Interest 121,721 245,632 +2,250
CAC 40(EURONEXT)
Dec10 101202 3682.0 3760.0 3647.5 3746.5 +79.5 172,300 391,587 -3,984
Jan11 101202 3694.0 3759.0 3662.0 3749.0 +79.5 279 16,245 +241
Feb11 101202 3752.5 3752.5 3752.5 3752.5 +79.5 0 70 +0
Total Volume and Open Interest 175,388 410,894 +24,993
Hang Seng Index(HKFE)
Dec10 101202 23596 23599 23373 23390 +131 86,376 95,681 -338
Jan11 101202 23593 23603 23380 23390 +124 843 650 +127
Total Volume and Open Interest 87,717 99,743 -2,828
DAX(EUREX)
Dec10 101202 6876.0 6967.5 6843.0 6958.0 +94.5 197,091 222,861 +7,926
Mar11 101202 6895.0 6983.0 6864.0 6974.5 +94.5 1,214 15,236 +900
Jun11 101202 6927.0 7004.5 6894.0 6995.5 +94.5 490 4,955 +46
Total Volume and Open Interest 198,795 243,052 +14,992
FT-SE 100(EURONEXT)
Dec10 101202 5666.00 5785.00 5649.50 5771.00 +126.00 123,871 610,491 -816
Mar11 101202 5623.00 5742.00 5612.00 5731.50 +126.50 1,869 11,449 +654
Jun11 101202 5689.00 5689.00 5689.00 5689.00 +126.00 3 1,037 +3
Total Volume and Open Interest 125,743 622,987 +7,578
SPI 200(SFE)
Dec10 101202 4593.0 4696.0 4585.0 4691.0 +96.0 44,749 206,142 -5,921
Mar11 101202 4595.0 4687.0 4595.0 4687.0 +97.0 1,712 4,166 +1,454
Jun11 101202 4622.0 4711.0 4622.0 4711.0 +97.0 13 2,303 +7
Total Volume and Open Interest 46,498 215,219 +3,350
GSCI(CME)
Dec10 101202 601.40 601.40 593.50 601.40 +7.80 451 14,457 -94
Jan11 101202 602.75 602.75 595.20 602.75 +7.50 62 65 +60
Feb11 101202 604.25 604.25 596.70 604.25 +7.50      
Total Volume and Open Interest 513 14,522 -108
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.

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