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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 03, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov09 091103 996.25 1018.25 986.00 1006.75 +9.25 47,836 25,836 -11,648
Jan10 091103 996.00 1021.00 987.00 1010.50 +12.50 84,876 219,621 +2,275
Mar10 091103 998.00 1023.25 989.00 1013.50 +13.50 15,229 56,877 -538
May10 091103 994.75 1018.00 984.50 1008.25 +13.25 10,522 28,796 +774
Jul10 091103 996.00 1020.00 986.50 1010.50 +14.00 7,622 40,627 -3,464
Aug10 091103 988.75 1007.75 988.75 1007.00 +13.50 65 1,285 +5
Sep10 091103 980.00 1003.25 980.00 997.00 +13.50 107 205 -9
Total Volume and Open Interest 169,490 421,368 -11,904
Soybean Meal(CBOT)
Dec09 091103 302.50 312.50 300.10 306.40 +3.70 37,436 61,651 -461
Jan10 091103 295.60 304.30 293.70 299.50 +3.50 11,820 21,592 +613
Mar10 091103 292.30 302.20 291.30 297.20 +3.90 6,567 19,491 +1,669
May10 091103 289.90 298.40 288.10 293.80 +3.80 3,704 14,411 +238
Jul10 091103 288.50 298.20 283.80 293.80 +4.10 2,199 14,316 +289
Aug10 091103 287.60 295.30 287.60 293.00 +3.80 89 3,580 +42
Sep10 091103 293.30 295.20 288.20 292.00 +3.80 52 3,085 +40
Oct10 091103 288.00 292.30 285.00 288.00 +3.00 15 2,389 +9
Total Volume and Open Interest 63,056 148,094 +2,172
Soybean Oil(CBOT)
Dec09 091103 36.81 37.79 36.48 37.53 +0.74 46,249 87,240 -6,673
Jan10 091103 37.28 38.22 36.93 37.99 +0.74 12,242 80,447 +3,617
Mar10 091103 37.64 38.54 37.27 38.36 +0.77 6,051 29,752 +475
May10 091103 37.93 38.82 37.59 38.64 +0.76 1,278 12,489 +203
Jul10 091103 38.18 39.03 37.94 38.92 +0.77 794 11,400 +98
Aug10 091103 38.49 39.06 38.25 39.03 +0.78 68 1,709 +16
Sep10 091103 38.69 39.26 38.34 39.14 +0.80 44 1,040 +43
Oct10 091103 38.75 39.26 38.42 39.22 +0.80 28 694 +27
Total Volume and Open Interest 67,016 235,314 -2,145
Canola(WCE)
Nov09 091103 402.8 404.0 401.8 403.8 +1.0 2,921 229 -2,212
Jan10 091103 404.0 407.6 398.8 403.8 +1.2 9,113 74,693 +415
Mar10 091103 404.7 412.5 404.2 410.1 +1.9 563 8,227 +191
May10 091103 411.8 416.5 411.5 413.3 +1.8 96 1,539 +38
Jul10 091103 411.5 419.5 411.5 416.4 +1.2 197 1,533 +28
Total Volume and Open Interest 12,918 86,719 -1,516
Corn(CBOT)
Dec09 091103 380.25 396.50 375.25 390.00 +7.75 135,037 483,276 -12,605
Mar10 091103 393.50 409.75 388.25 403.50 +7.75 47,082 218,804 +9,017
May10 091103 403.00 419.00 397.00 413.00 +8.25 6,906 44,353 +585
Jul10 091103 411.50 427.25 406.50 421.50 +8.00 8,205 66,456 -157
Sep10 091103 419.00 433.50 415.25 429.00 +8.75 1,589 17,165 +74
Dec10 091103 427.00 443.00 423.00 437.75 +9.00 8,358 109,138 +853
Total Volume and Open Interest 208,166 957,449 -2,216
Wheat(CBOT)
Dec09 091103 516.50 520.75 504.75 515.75 -1.00 48,361 160,099 -7,232
Mar10 091103 535.00 540.25 525.00 535.75 -1.00 18,171 88,114 +7,720
May10 091103 546.75 553.25 538.25 548.75 -0.25 2,822 11,025 +1,052
Jul10 091103 560.25 563.75 548.50 559.50 unch 4,876 43,679 +251
Sep10 091103 566.25 578.50 566.25 576.25 unch 1,096 4,942 +714
Total Volume and Open Interest 76,538 339,083 +3,087
Wheat(KCBT)
Dec09 091103 518.50 525.00 508.75 520.00 unch 8,344 43,228 -950
Mar10 091103 535.00 540.75 525.00 536.50 +0.25 3,749 32,691 -86
May10 091103 537.25 552.00 537.25 548.25 +0.50 337 5,110 +24
Jul10 091103 558.75 564.00 549.25 560.00 +0.50 917 22,529 -341
Sep10 091103 569.00 574.50 565.00 572.00 +0.75 101 1,535 +48
Total Volume and Open Interest 14,246 126,602 -987
Wheat(MGE)
Dec09 091103 529.00 534.50 521.25 529.00 -2.00 2,499 14,980 -450
Mar10 091103 537.50 550.50 537.00 546.50 unch 961 11,874 +481
May10 091103 550.50 562.00 549.75 559.00 -0.25 134 3,842 +14
Jul10 091103 565.50 574.50 561.75 570.00 -1.50 412 6,875 -110
Sep10 091103 574.00 586.50 574.00 583.50 -0.75 57 2,111 -13
Total Volume and Open Interest 4,134 43,339 -72
Oats(CBOT)
Dec09 091103 256.25 260.00 251.25 257.00 +2.75 1,327 5,800 -655
Mar10 091103 269.75 273.00 265.00 270.75 +2.75 773 7,056 +318
May10 091103 278.75 278.75 276.00 278.75 +2.75 3 34 -1
Jul10 091103 286.75 286.75 284.00 286.75 +2.75 0 18 +0
Total Volume and Open Interest 2,119 13,093 -322
Rough Rice(CBOT)
Nov09 091103 14.79 14.92 14.76 14.88 +0.09 247 838 -306
Jan10 091103 15.05 15.23 14.87 15.11 +0.06 1,420 9,219 +435
Mar10 091103 15.27 15.45 15.10 15.36 +0.09 227 2,193 +1
May10 091103 15.49 15.69 15.46 15.61 +0.10 39 371 -4
Total Volume and Open Interest 1,979 13,726 +144
Live Cattle(CME)
Dec09 091103 86.430 86.450 85.250 85.700 -0.530 22,751 125,436 -723
Feb10 091103 87.600 87.750 86.550 87.035 -0.565 9,998 68,631 +2,522
Apr10 091103 89.350 89.430 88.750 89.250 -0.100 5,237 45,457 +472
Jun10 091103 85.930 86.100 85.450 85.900 -0.050 2,058 20,582 +280
Aug10 091103 85.635 85.800 85.230 85.750 +0.070 707 5,749 +843
Oct10 091103 88.150 88.500 88.000 88.450 +0.315 65 3,257 -25
Total Volume and Open Interest 40,817 270,682 +3,370
Feeder Cattle(CME)
Nov09 091103 95.080 95.430 94.600 94.680 -0.455 1,339 4,843 -214
Jan10 091103 95.650 96.250 95.150 95.285 -0.295 1,245 14,732 +381
Mar10 091103 96.900 96.900 95.730 96.000 -0.480 219 3,684 +72
Apr10 091103 96.900 96.950 96.230 96.500 -0.350 52 719 +15
May10 091103 97.900 97.900 97.400 97.700 -0.200 63 1,480 +54
Aug10 091103 98.950 98.950 98.580 98.750 -0.200 7 338 +8
Sep10 091103 98.850 99.000 98.850 98.850 -0.050 0 1 +0
Total Volume and Open Interest 2,925 25,797 +316
Lean Hogs(CME)
Dec09 091103 57.650 58.285 57.150 57.550 -0.185 13,963 67,344 -561
Feb10 091103 64.450 65.000 64.035 64.535 -0.065 7,600 41,926 +1,633
Apr10 091103 67.535 68.000 66.900 67.850 +0.215 3,081 22,552 +386
May10 091103 71.800 72.300 71.200 72.250 -0.180 119 1,350 -28
Jun10 091103 75.500 75.900 74.885 75.650 +0.300 1,118 13,919 +903
Jul10 091103 74.785 74.975 74.300 74.800 +0.200 271 4,622 +192
Aug10 091103 73.600 74.150 73.500 73.900 +0.100 71 3,306 +3
Oct10 091103 67.250 67.430 66.850 67.430 +0.600 17 2,333 +4
Total Volume and Open Interest 26,280 158,755 +2,550
Pork Bellies(CME)
Feb10 091103 87.500 89.300 87.500 89.150 -0.150 66 406 -2
Mar10 091103 86.500 87.000 86.500 86.500 -0.450 0 87 +0
May10 091103 87.500 87.500 87.500 87.500 -0.500 0 79 +0
Jul10 091103 90.000 90.000 90.000 90.000 -0.500 0 20 +0
Aug10 091103 86.000 86.000 86.000 86.000 unch 0 15 +0
Total Volume and Open Interest 66 607 -2
Class III Milk(CME)
Nov09 091103 13.80 13.90 13.78 13.86 +0.04 73 3,984 +27
Dec09 091103 14.63 14.77 14.56 14.72 +0.10 296 5,065 +73
Jan10 091103 14.74 14.97 14.68 14.95 +0.16 212 2,587 +99
Feb10 091103 14.91 15.15 14.81 15.07 +0.17 188 1,755 +70
Mar10 091103 14.95 15.24 14.91 15.17 +0.25 155 1,532 -4
Total Volume and Open Interest 1,284 22,046 +332
Cocoa(ICE)
Dec09 091103 3248 3301 3223 3274 +24 10,575 57,882 -2,055
Mar10 091103 3280 3345 3269 3322 +29 6,593 45,667 +3,614
May10 091103 3282 3352 3282 3331 +32 538 15,255 +18
Jul10 091103 3271 3338 3270 3317 +27 107 5,835 +23
Sep10 091103 3267 3334 3267 3313 +29 186 4,406 +173
Dec10 091103 3324 3324 3304 3304 +28 0 3,369 +0
Mar11 091103 3310 3310 3300 3307 +30 9 7,003 +9
Total Volume and Open Interest 18,008 145,873 +1,782
Coffee "C"(ICE)
Dec09 091103 141.75 142.05 139.00 141.10 -1.25 11,328 65,042 -1,596
Mar10 091103 144.95 144.95 142.10 144.20 -1.20 3,599 32,809 +1,863
May10 091103 146.50 146.70 144.00 146.15 -1.10 397 12,634 +115
Jul10 091103 147.25 147.80 145.70 147.75 -1.20 169 3,926 +15
Sep10 091103 148.85 149.35 147.30 149.35 -1.30 129 4,273 +28
Dec10 091103 151.20 151.80 149.60 151.80 -1.40 138 3,406 -71
Total Volume and Open Interest 15,761 123,488 +354
Orange Juice(ICE)
Nov09 091103 106.90 108.55 106.90 107.75 +0.60 1,127 435 -1,216
Jan10 091103 111.00 112.95 109.35 111.95 +0.65 1,825 19,659 +334
Mar10 091103 114.25 116.25 112.90 115.35 +0.50 123 6,376 -90
May10 091103 118.65 118.65 118.65 118.65 +0.45 2 2,609 -61
Jul10 091103 121.90 121.90 121.50 121.60 +0.50 7 642 -56
Sep10 091103 125.00 125.00 124.50 124.55 +0.50 11 429 +10
Total Volume and Open Interest 3,095 30,391 -1,079
Sugar #11(ICE)
Mar10 091103 23.44 24.00 23.12 23.97 +0.53 42,546 360,414 -2,812
May10 091103 22.27 22.87 22.04 22.87 +0.51 9,779 97,664 +672
Jul10 091103 21.05 21.47 20.75 21.47 +0.38 7,396 120,849 -265
Oct10 091103 20.35 20.59 19.92 20.59 +0.34 2,097 86,563 +392
Mar11 091103 19.75 20.03 19.40 20.03 +0.28 1,215 48,684 -157
Total Volume and Open Interest 65,265 771,866 -1,274
London Cocoa(LCE)
Dec09 091016 2119 2125 2087 2119 -1 10,581 54,682 +1,278
Mar10 091103 2177 2195 2141 2177 +29 3,578 38,946 +122
May10 091103 2199 2217 2162 2199 +31 1,564 46,971 +364
Jul10 091103 2124 2125 2099 2124 +24 442 14,176 +92
Sep10 091103 2103 2114 2083 2103 +24 261 5,110 +91
Dec10 091103 2083 2094 2063 2083 +23 58 1,479 +55
Mar11 091103 2066 2067 2048 2066 +19 8 6,202 -1
Total Volume and Open Interest 10,494 167,490 +761
London Sugar(LCE)
Dec09 091103 593.80 595.80 586.60 593.80 +3.30 3,260 17,267 +8
Mar10 091103 607.00 608.90 598.30 607.00 +4.20 4,101 30,062 -752
May10 091103 601.00 601.90 591.60 601.00 +5.60 1,147 10,107 +516
Aug10 091103 573.40 576.30 564.70 573.40 +3.10 353 8,213 +45
Oct10 091103 545.40 545.90 537.70 545.40 +3.40 223 4,287 +64
Total Volume and Open Interest 9,084 70,781 -119
Cotton(ICE)
Dec09 091103 67.70 68.31 66.80 67.45 -0.19 12,705 110,631 -5,103
Mar10 091103 71.25 71.68 70.32 70.82 -0.27 8,207 53,049 +3,492
May10 091103 71.98 72.95 71.77 72.08 -0.25 1,107 4,791 +448
Jul10 091103 73.35 74.33 73.17 73.52 -0.26 1,093 11,564 +1,425
Oct10 091103 74.32 74.32 74.32 74.32 -0.16 0 113 +0
Dec10 091103 75.25 75.80 74.83 75.07 -0.26 285 6,838 +431
Total Volume and Open Interest 23,452 187,299 +748
Lumber(CME)
Nov09 091103 190.7 191.5 186.9 187.1 -5.4 580 1,408 -203
Jan10 091103 213.9 213.9 209.5 209.9 -4.1 1,439 6,568 +395
Mar10 091103 229.0 230.0 226.5 227.9 -3.8 456 1,395 +330
May10 091103 239.0 239.4 239.0 239.4 -1.6 5 53 +1
Total Volume and Open Interest 2,480 9,443 +523
Crude Oil(NYM)
Dec09 091103 78.09 79.77 76.55 79.60 +1.47 412,394 334,456 -22,935
Jan10 091103 78.75 80.42 77.22 80.26 +1.44 107,382 161,420 +1,634
Feb10 091103 79.46 81.04 77.91 80.92 +1.41 35,401 71,968 +2,495
Mar10 091103 80.16 81.60 78.57 81.54 +1.42 17,626 52,403 -79
Apr10 091103 79.79 82.11 79.10 82.11 +1.45 5,668 21,555 -2,670
May10 091103 81.17 82.64 79.92 82.64 +1.47 5,631 19,100 -759
Jun10 091103 81.60 83.12 80.18 83.11 +1.49 14,779 93,955 -1,943
Jul10 091103 80.96 83.45 80.52 83.45 +1.49 5,018 29,499 -830
Aug10 091103 82.69 83.75 82.66 83.75 +1.48 2,351 11,222 -823
Sep10 091103 82.27 84.07 81.58 84.07 +1.47 2,216 24,042 -335
Oct10 091103 84.40 84.40 84.40 84.40 +1.44 1,660 13,726 -95
Nov10 091103 84.76 84.76 84.76 84.76 +1.41 1,469 15,873 -585
Dec10 091103 83.72 85.12 82.30 85.12 +1.38 12,630 110,631 -2,065
Jan11 091103 85.31 85.31 85.31 85.31 +1.35 429 14,751 -69
Feb11 091103 85.50 85.50 85.50 85.50 +1.32 74 7,178 -32
Mar11 091103 85.69 85.69 85.69 85.69 +1.29 15 5,476 +0
Total Volume and Open Interest 628,446 1,206,723 -28,664
e-miNY Crude Oil(NYM)
Nov09 091019 78.850 79.650 78.100 79.600 +1.075 13,305 4,430 -767
Dec09 091103 78.075 79.775 76.525 79.600 +2.600 14,352 7,093 -614
Jan10 091103 78.700 80.350 77.350 80.250 +1.425 301 698 +27
Feb10 091103 79.425 80.925 78.000 80.925 +1.425 138 233 -9
Mar10 091103 78.800 81.550 78.650 81.550 +1.425 163 169 +34
Apr10 091103 82.100 82.100 82.100 82.100 +1.450 0 2 +0
May10 091103 82.650 82.650 82.650 82.650 +1.475 0 3 +0
Jun10 091103 80.775 83.100 80.775 83.100 +1.475 0 9 +0
Jul10 091103 83.450 83.450 83.450 83.450 +1.500 0 7 +0
Aug10 091103 83.750 83.750 83.750 83.750 +1.475 0 1 +0
Total Volume and Open Interest 14,568 8,185 -61
Heating Oil(NYM)
Dec09 091103 204.65 207.85 200.30 207.33 +2.73 49,748 89,245 -2,169
Jan10 091103 208.57 211.24 203.56 210.72 +2.89 12,555 55,226 +68
Feb10 091103 207.97 214.00 206.43 213.54 +3.03 5,668 29,054 +957
Mar10 091103 209.13 215.47 208.34 215.34 +3.25 3,292 19,677 +1,020
Apr10 091103 209.75 216.15 208.84 216.06 +3.33 1,384 12,314 -58
May10 091103 211.25 216.80 209.85 216.80 +3.34 1,378 11,977 -1
Jun10 091103 215.00 218.22 211.14 217.79 +3.33 3,367 23,087 +713
Jul10 091103 212.88 219.55 212.88 219.55 +3.24 819 7,120 -83
Aug10 091103 218.45 221.90 218.45 221.90 +3.14 1,324 3,323 +106
Sep10 091103 220.91 224.79 220.91 224.40 +3.09 565 6,091 +90
Oct10 091103 223.50 226.80 223.50 226.80 +3.14 411 2,854 -38
Nov10 091103 228.28 229.13 228.28 229.13 +3.17 559 5,199 +262
Total Volume and Open Interest 83,155 306,418 -7,793
Gasoline(NYMEX)
Dec09 091103 199.29 201.08 193.79 200.04 +1.01 43,202 100,952 -4,757
Jan10 091103 200.55 203.45 196.14 202.50 +1.30 15,950 52,379 +2,446
Feb10 091103 202.78 205.97 199.05 205.05 +1.43 7,208 22,825 +543
Mar10 091103 205.17 208.38 202.43 207.66 +1.57 6,568 20,518 +1,108
Apr10 091103 217.19 220.26 214.65 220.05 +1.93 2,967 11,950 +562
May10 091103 219.27 220.58 219.27 220.58 +2.06 1,837 7,140 +16
Jun10 091103 219.50 221.09 216.27 221.03 +2.31 2,427 6,940 +617
Jul10 091103 221.18 221.18 221.18 221.18 +2.50 153 2,655 +5
Aug10 091103 221.23 221.23 221.23 221.23 +2.75 221 2,570 +18
Sep10 091103 220.68 220.68 220.68 220.68 +2.95 90 2,550 -118
Total Volume and Open Interest 80,823 240,577 -6,217
e-miNY RBOB Gasoline(NYM)
Dec09 091103 200.04 200.04 200.04 200.04 +1.01 0 3 +0
Jan10 091103 202.50 202.50 202.50 202.50 +1.30      
Feb10 091103 205.05 205.05 205.05 205.05 +1.43      
Mar10 091103 207.66 207.66 207.66 207.66 +1.57      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Dec09 091103 4.830 4.940 4.761 4.922 +0.098 116,303 152,415 +1,027
Jan10 091103 5.156 5.266 5.093 5.248 +0.086 30,003 113,803 +1,774
Feb10 091103 5.210 5.313 5.145 5.296 +0.079 10,861 42,713 -538
Mar10 091103 5.236 5.293 5.142 5.283 +0.078 10,217 57,775 -483
Apr10 091103 5.216 5.287 5.151 5.276 +0.073 7,633 47,523 +630
May10 091103 5.250 5.344 5.215 5.333 +0.070 3,560 30,088 +55
Jun10 091103 5.363 5.435 5.307 5.424 +0.066 2,120 17,537 +94
Jul10 091103 5.410 5.532 5.410 5.527 +0.064 2,006 14,622 -66
Aug10 091103 5.530 5.630 5.500 5.614 +0.066 1,322 13,472 -227
Sep10 091103 5.615 5.673 5.572 5.673 +0.062 1,772 12,674 -74
Oct10 091103 5.760 5.813 5.705 5.813 +0.055 3,712 29,617 -690
Nov10 091103 6.120 6.218 6.120 6.218 +0.050 644 7,287 +55
Dec10 091103 6.510 6.608 6.493 6.598 +0.045 1,027 15,962 +17
Jan11 091103 6.749 6.841 6.730 6.833 +0.045 730 10,736 -201
Feb11 091103 6.750 6.828 6.742 6.828 +0.045 107 5,783 -73
Mar11 091103 6.585 6.658 6.575 6.658 +0.045 341 16,952 -115
Total Volume and Open Interest 193,169 691,211 +316
Brent Crude Oil(ICE)
Dec09 091103 76.55 78.32 75.08 78.11 +1.56 153,338 209,457 -14,906
Jan10 091103 77.36 79.15 75.92 78.94 +1.58 61,641 126,224 +3,322
Feb10 091103 78.12 79.91 76.68 79.72 +1.60 17,693 52,552 +355
Mar10 091103 79.05 80.51 77.57 80.44 +1.63 7,978 26,289 -1,007
Apr10 091103 79.73 81.15 78.23 81.12 +1.64 3,887 15,834 +31
May10 091103 80.40 81.80 78.88 81.77 +1.63 3,947 12,700 +73
Jun10 091103 81.00 82.43 79.50 82.40 +1.62 9,226 49,342 +122
Jul10 091103 80.40 82.95 80.40 82.95 +1.61 2,617 12,766 -297
Aug10 091103 80.94 83.47 80.94 83.47 +1.59 1,390 8,513 +34
Sep10 091103 81.96 83.95 81.96 83.95 +1.54 1,812 4,521 +37
Oct10 091103 84.30 84.38 84.30 84.38 +1.51 1,960 11,443 +468
Nov10 091103 84.70 84.70 84.70 84.70 +1.47 1,383 6,896 +209
Dec10 091103 83.80 85.16 82.27 85.00 +1.45 6,734 70,235 -457
Jan11 091103 85.33 85.33 85.33 85.33 +1.43 204 7,016 -103
Total Volume and Open Interest 275,546 700,787 -11,932
Gas Oil(ICE)
Nov09 091103 628.75 636.50 614.75 625.25 -2.75 32,734 75,280 -4,104
Dec09 091103 635.50 645.25 623.25 633.75 -2.50 67,152 134,577 -6,320
Jan10 091103 642.75 654.75 632.75 643.25 -1.25 16,257 84,061 +2,993
Feb10 091103 649.00 662.50 640.25 651.00 -0.50 5,260 33,997 +230
Mar10 091103 655.50 667.25 647.75 657.50 +3.25 2,540 32,318 +157
Apr10 091103 661.75 675.25 654.50 663.75 +2.75 2,053 18,053 +1,045
May10 091103 664.75 670.00 662.00 670.00 -2.00 1,250 17,571 +546
Jun10 091103 679.00 687.50 665.50 675.75 +0.25 3,433 39,208 -258
Jul10 091103 676.50 682.75 676.50 682.75 +5.00 1,541 13,894 +543
Aug10 091103 683.00 689.75 681.50 689.75 +1.25 747 13,001 +272
Total Volume and Open Interest 137,362 532,559 -59,074
Ethanol(CBOT)
Nov09 091103 1.955 1.968 1.945 1.950 -0.005 152 152 -119
Dec09 091103 1.855 1.870 1.840 1.865 +0.020 67 674 +12
Jan10 091103 1.830 1.849 1.830 1.848 +0.015 19 1,028 +2
Feb10 091103 1.825 1.834 1.825 1.833 +0.013 44 415 +28
Mar10 091103 1.815 1.835 1.815 1.835 +0.022 26 540 +20
Apr10 091103 1.824 1.834 1.824 1.832 +0.022 30 370 +12
May10 091103 1.800 1.811 1.800 1.811 +0.014 22 235 +1
Jun10 091103 1.800 1.800 1.800 1.800 +0.010 27 266 -1
Total Volume and Open Interest 495 5,575 -53
US Dollar Index(ICE)
Dec09 091103 76.310 77.500 76.225 76.570 +0.110 16,719 31,296 -2,466
Mar10 091103 77.095 77.270 76.815 76.905 +0.135 14 2,188 +8
Jun10 091103 77.290 77.290 77.290 77.290 +0.135 1 6 +0
Total Volume and Open Interest 16,734 33,490 -2,458
Australian Dollar(CME)
Dec09 091103 90.12 90.60 88.82 89.74 -0.05 129,845 110,381 -2,905
Mar10 091103 89.67 89.67 87.99 88.89 -0.02 69 1,280 -66
Jun10 091103 87.93 87.94 87.93 87.93 -0.01 0 7 +0
Total Volume and Open Interest 129,914 111,685 -2,971
British Pound(CME)
Dec09 091103 163.97 164.53 162.58 163.98 +0.15 147,701 96,710 -151
Mar10 091103 163.61 164.44 162.58 163.91 +0.15 92 399 +37
Jun10 091103 163.84 164.19 162.50 163.84 +0.15 0 120 +0
Total Volume and Open Interest 147,793 97,249 -114
Canadian Dollar(CME)
Dec09 091103 92.80 93.85 92.13 93.67 +0.98 107,007 82,212 -4,177
Mar10 091103 92.61 93.84 92.15 93.67 +0.98 468 2,757 +200
Jun10 091103 92.36 93.80 92.16 93.66 +0.98 9 377 -1
Sep10 091103 92.55 93.76 92.32 93.61 +0.99 4 420 +0
Total Volume and Open Interest 107,490 85,970 -3,978
Japanese Yen(CME)
Dec09 091103 110.67 111.30 110.42 110.73 +0.07 121,065 109,212 -2,496
Mar10 091103 110.76 111.34 110.51 110.80 +0.07 14 258 -4
Jun10 091103 110.91 111.29 110.81 110.91 +0.07 0 13 +0
Total Volume and Open Interest 121,079 109,504 -2,500
Swiss Franc(CME)
Dec09 091103 97.87 98.11 96.75 97.37 -0.37 77,285 49,281 -3,472
Mar10 091103 97.31 98.13 96.83 97.44 -0.36 10 250 +5
Jun10 091103 97.54 98.10 96.97 97.54 -0.36 0 5 +0
Total Volume and Open Interest 77,295 49,537 -3,467
EuroFX(CME)
Dec09 091103 147.72 148.11 146.24 147.01 -0.50 313,640 166,762 -4,542
Mar10 091103 147.59 147.99 146.21 146.95 -0.50 574 1,806 +219
Jun10 091103 146.50 147.72 146.27 146.87 -0.49 0 169 +0
Total Volume and Open Interest 314,214 168,745 -4,323
Mexican Peso(CME)
Nov09 091103 750.5 750.5 748.2 750.5 +2.2 0 1 +0
Dec09 091103 752.2 752.8 741.8 750.0 +2.2 38,277 96,145 +1,791
Total Volume and Open Interest 38,278 98,291 +1,791
30-Year T-Bonds(CBOT)
Dec09 091103 119~260 120~150 118~270 119~020 -0~240 292,903 721,218 +2,574
Mar10 091103 119~130 119~220 118~080 118~110 -0~240 759 10,256 +575
Jun10 091103 116~290 117~210 116~290 116~290 -0~240 0 9 +0
Total Volume and Open Interest 293,662 731,483 +3,149
10-Year T-Notes(CBOT)
Dec09 091103 118~155 118~285 117~315 118~050 -0~105 1,067,367 1,230,451 +10,437
Mar10 091103 117~055 117~140 116~245 116~245 -0~110 10,123 20,799 +1,737
Jun10 091103 115~120 115~235 115~120 115~120 -0~115      
Total Volume and Open Interest 1,077,490 1,251,250 +12,174
5-Year T-Notes(CBOT)
Dec09 091103 116~055 116~083 116~025 116~037 -0~015      
Mar10 091103 115~025 115~025 114~123 114~123 -0~016 1 3,325 +0
Jun10 091103 113~081 113~098 113~081 113~081 -0~017      
Total Volume and Open Interest 569,785 773,145 +24,517
2 Year T-Notes(CBOT)
Dec09 091103 108~100 108~112 108~097 108~102 +0~011      
Mar10 091103 108~027 108~027 108~020 108~022 +0~002 1,520 15,782 +624
Jun10 091103 107~074 107~074 107~072 107~074 +0~002 0 6,830 +0
Total Volume and Open Interest 240,900 978,390 -7,589
Eurodollars(CME)
Dec09 091103 99.685 99.685 99.675 99.680 unch 137,089 1,034,442 -1,638
Mar10 091103 99.500 99.515 99.480 99.490 -0.005 165,052 1,076,980 +2,611
Jun10 091103 99.200 99.230 99.180 99.190 -0.005 229,441 942,733 +8,920
Sep10 091103 98.830 98.880 98.810 98.820 -0.010 243,613 699,861 -4,377
Dec10 091103 98.430 98.490 98.400 98.410 -0.020 281,042 832,082 +1,398
Mar11 091103 98.060 98.125 98.025 98.035 -0.025 231,403 529,152 +7,454
Jun11 091103 97.695 97.775 97.665 97.675 -0.030 196,062 507,362 -2,534
Sep11 091103 97.390 97.460 97.345 97.355 -0.040 148,045 433,571 +11,846
Dec11 091103 97.085 97.170 97.045 97.055 -0.045 66,048 242,161 -661
Mar12 091103 96.860 96.925 96.805 96.815 -0.050 51,835 181,966 +965
Jun12 091103 96.645 96.700 96.570 96.585 -0.055 40,518 162,220 +1,978
Sep12 091103 96.465 96.505 96.370 96.385 -0.065 31,101 95,370 +587
Dec12 091103 96.280 96.315 96.175 96.190 -0.070 15,208 58,515 +217
Mar13 091103 96.155 96.175 96.040 96.055 -0.070 8,501 53,323 -168
Jun13 091103 96.020 96.035 95.905 95.920 -0.070 8,647 46,217 +787
Sep13 091103 95.885 95.905 95.775 95.790 -0.070 7,505 54,322 +947
Dec13 091103 95.745 95.760 95.635 95.650 -0.075 8,851 34,866 +3,164
Mar14 091103 95.655 95.665 95.540 95.555 -0.080 4,565 29,711 +535
Total Volume and Open Interest 1,892,424 7,211,047 +34,566
30 Day Federal Funds(CBOT)
Nov09 091103 99.865 99.868 99.863 99.865 unch 9,138 74,695 -423
Dec09 091103 99.855 99.860 99.850 99.855 unch 3,917 63,478 +622
Jan10 091103 99.840 99.845 99.830 99.835 unch 7,868 64,768 +1,192
Feb10 091103 99.795 99.805 99.785 99.795 unch 5,331 73,136 +1,285
Mar10 091103 99.765 99.770 99.750 99.760 unch 5,204 39,572 +388
Apr10 091103 99.720 99.735 99.710 99.720 unch 5,353 47,414 +753
Total Volume and Open Interest 58,029 489,347 -37,093
30 Day Fed Funds(e-CBOT)
Nov09 090519 99.690 99.700 99.690 99.700 unch 4,182 50,156  
Dec09 090519 99.655 99.670 99.655 99.670 unch 2,601 26,684  
Jan10 090519 99.600 99.615 99.595 99.615 unch 2,329 25,494  
Feb10 090519 99.505 99.520 99.500 99.515 unch 3,201 23,868  
Mar10 090519 99.440 99.455 99.435 99.450 unch 400 6,491  
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Dec09 091022 99.50 99.50 99.50 99.50 unch      
Mar10 091022 99.51 99.51 99.51 99.51 -0.02      
Jun10 091022 99.53 99.53 99.53 99.53 unch      
Sep10 091022 99.51 99.51 99.51 99.51 unch      
Dec10 091022 99.45 99.45 99.45 99.45 unch      
Mar11 091022 99.36 99.36 99.36 99.36 unch      
Jun11 091022 99.31 99.31 99.31 99.31 unch      
Sep11 091022 99.31 99.31 99.31 99.31 unch      
Dec11 091022 99.11 99.11 99.11 99.11 unch      
Mar12 091022 99.07 99.07 99.07 99.07 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec09 091103 99.49 99.49 99.49 99.49 unch 1,151 4,504 +0
Mar10 091103 99.50 99.50 99.50 99.50 unch 80 3,741 +0
Jun10 091103 99.50 99.50 99.50 99.50 unch 106 1,879 -42
Sep10 091103 99.49 99.49 99.49 99.49 unch 0 1,658 +0
Dec10 091103 99.43 99.43 99.43 99.43 unch 0 842 +0
Mar11 091103 99.34 99.34 99.34 99.34 unch 0 562 +0
Jun11 091103 99.28 99.28 99.28 99.28 unch 0 52 +0
Sep11 091103 99.28 99.28 99.28 99.28 unch 0 51 +0
Total Volume and Open Interest 1,337 14,761 -42
Japanese Gov't Bonds(SGX)
Dec09 091102 138.09 138.30 138.09 138.30 -0.27 1,009 15,330 -259
Mar10 091102 138.07 138.07 138.07 138.07 +0.38      
Jun10 091102 138.07 138.07 138.07 138.07 +0.38      
Total Volume and Open Interest 2,835 16,053 +2,043
Euro-Bund(EUREX)
Dec09 091103 121.94 122.44 121.45 121.75 -0.16 918,983 953,345 +13,207
Mar10 091103 121.69 122.10 121.17 121.41 -0.18 497 11,463 -614
Jun10 091103 120.69 120.69 120.69 120.69 -0.42 68 1 +0
Total Volume and Open Interest 919,548 964,809 +29,709
Euro-Bobl(EUREX)
Dec09 091103 115.68 115.95 115.52 115.66 +0.04 534,278 647,064 +4,256
Mar10 091103 115.47 115.68 115.43 115.43 +0.03 4,619 8,695 +4,310
Jun10 091103 114.96 114.96 114.96 114.96 +0.02      
Total Volume and Open Interest 454,011 657,335 +5,886
3-Mth Euribor(EUREX)
Dec09 091103 99.230 99.245 99.230 99.245 +0.020 794 8,103 +227
Mar10 091103 99.075 99.075 99.065 99.065 +0.025 613 5,151 -382
Jun10 091103 98.745 98.745 98.745 98.745 +0.025 160 4,896 -112
Total Volume and Open Interest 1,662 21,917 -246
Long Gilt(LIFFE)
Dec09 091029 118~22 118~26 117~30 118~05 -0~16 96,622 231,108 -3,255
Mar10 091103 116~03 116~03 116~03 116~03 -0~16 0 20 +0
Total Volume and Open Interest 73,487 237,990 +4,386
3-Mth Short Sterling(LIFFE)
Dec09 091103 99.39 99.41 99.38 99.39 unch 28,611 359,642 -1,527
Mar10 091103 99.18 99.20 99.14 99.15 -0.02 40,202 370,823 -2,301
Jun10 091103 98.76 98.79 98.71 98.73 -0.02 37,529 362,350 -389
Sep10 091103 98.26 98.29 98.19 98.21 -0.03 39,352 280,615 -2,469
Dec10 091103 97.74 97.78 97.66 97.67 -0.05 48,127 313,572 -6,525
Mar11 091103 97.30 97.33 97.21 97.21 -0.07 36,063 212,434 -470
Total Volume and Open Interest 287,969 2,369,736 -15,016
3-Mth Euribor(LIFFE)
Dec09 091103 99.230 99.270 99.225 99.245 +0.020 88,347 586,232 -2,064
Mar10 091103 99.045 99.085 99.040 99.065 +0.025 103,762 632,690 +8,818
Jun10 091103 98.725 98.780 98.720 98.745 +0.025 159,452 539,011 -675
Total Volume and Open Interest 824,670 3,237,853 +36,890
3-Mth Aus T-Bills(SFE)
Dec09 091103 95.77 95.93 95.75 95.93 +0.15 24,633 332,399 +7,837
Mar10 091103 95.23 95.40 95.19 95.39 +0.15 19,670 223,750 +3,011
Jun10 091103 94.82 95.03 94.78 95.01 +0.18 9,031 126,381 +3,831
Sep10 091103 94.49 94.72 94.46 94.71 +0.21 6,536 81,194 +3,048
Dec10 091103 94.25 94.47 94.23 94.46 +0.20 3,133 51,324 +1,418
Mar11 091103 94.09 94.29 94.06 94.27 +0.17 1,382 27,102 +920
Jun11 091103 93.95 94.16 93.91 94.11 +0.16 1,468 19,549 +1,060
Sep11 091103 93.84 94.03 93.82 94.00 +0.15 813 11,348 +521
Dec11 091103 93.73 93.96 93.73 93.92 +0.15 15 4,859 +10
Mar12 091103 93.66 93.93 93.66 93.89 +0.18 0 1,911 +0
Total Volume and Open Interest 66,681 880,488 +21,656
10-Year Aus T-Bonds(SFE)
Dec09 091103 94.46 94.54 94.39 94.51 +0.06 35,987 368,516 +8,035
Mar10 091103 94.51 94.51 94.51 94.51 +0.06      
Total Volume and Open Interest 35,987 368,516 +8,035
3-Year Aus T-Bonds(SFE)
Dec09 091103 94.87 95.02 94.78 95.00 +0.13 95,671 634,275 -12,597
Mar10 091103 95.00 95.00 95.00 95.00 +0.13      
Total Volume and Open Interest 95,671 634,275 -12,597
Gold(CMX)
Dec09 091103 1061.5 1088.5 1058.0 1084.9 +30.9 129,455 317,707 -17,639
Feb10 091103 1060.9 1089.7 1055.2 1086.1 +30.9 8,511 49,340 +3,854
Apr10 091103 1062.8 1090.4 1056.3 1087.2 +30.9 637 32,807 -163
Jun10 091103 1065.5 1089.5 1057.3 1088.3 +31.0 718 14,024 +22
Aug10 091103 1068.5 1089.8 1058.7 1089.8 +31.1 257 7,436 -336
Oct10 091103 1067.1 1091.6 1060.4 1091.6 +31.2 204 4,464 -103
Dec10 091103 1071.3 1095.7 1062.4 1093.7 +31.3 621 18,870 +42
Feb11 091103 1086.1 1096.6 1065.1 1096.6 +31.5 2 2,473 +0
Apr11 091103 1068.1 1099.7 1068.0 1099.7 +31.7 0 1,616 +0
Jun11 091103 447.8 447.8 415.9 447.8 +31.9 245 9,442 -70
Aug11 091103 1107.1 1107.1 1075.1 1107.1 +32.0 0 250 +0
Total Volume and Open Interest 141,358 481,961 -14,130
Silver(CMX)
Dec09 091103 1717.0 1735.0 1714.0 1718.0 +74.0 35,587 81,356 -3,440
Mar10 091103 1660.0 1736.0 1628.0 1721.3 +74.1 4,082 21,965 +405
May10 091103 1663.0 1737.5 1635.5 1723.1 +74.2 1,736 7,559 +921
Jul10 091103 1670.0 1739.5 1650.3 1724.7 +74.4 136 3,780 +8
Sep10 091103 1695.0 1726.4 1651.8 1726.4 +74.6 63 2,368 -48
Dec10 091103 1660.0 1735.0 1649.0 1729.2 +75.0 596 4,417 +383
Mar11 091103 1733.1 1733.1 1657.5 1733.1 +75.6 0 37 +0
Total Volume and Open Interest 42,763 130,427 -1,564
Platinum(NYMEX)
Jan10 091103 1341.2 1364.7 1325.0 1356.2 +18.1 1,772 29,924 -391
Apr10 091103 1359.7 1367.1 1340.0 1360.0 +17.8 20 890 +7
Total Volume and Open Interest 1,792 30,814 -384
Palladium(NYMEX)
Dec09 091103 325.45 329.00 316.00 327.75 +1.40 1,375 19,454 -681
Mar10 091103 326.50 329.95 320.75 328.90 +1.40 429 2,761 +299
Jun10 091103 329.25 330.00 321.70 330.00 +1.20 5 26 +3
Total Volume and Open Interest 1,809 22,241 -379
Copper(CMX)
Dec09 091103 292.00 298.95 289.50 295.60 +1.10 27,568 93,934 -2,067
Mar10 091103 292.50 300.50 291.45 297.45 +1.05 4,439 28,258 +1,290
May10 091103 294.70 298.60 293.35 298.15 +1.00 644 4,763 +198
Jul10 091103 295.20 298.80 293.65 298.60 +1.00 168 2,811 +79
Sep10 091103 298.60 298.60 297.50 298.60 +1.10 17 1,614 +6
Total Volume and Open Interest 34,818 138,676 -1,280
Aluminum(CMX)
Nov09 080724 0.67 0.67 0.67 0.67 unch      
Dec09 080724 1.17 1.17 1.17 1.17 unch      
Jan10 080724 145.85 145.85 145.85 145.85 unch      
Feb10 080724 2.17 2.17 2.17 2.17 unch      
Mar10 090803 0.00 0.00 0.00 0.00 unch      
Apr10 080724 3.17 3.17 3.17 3.17 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Dec09 091103 9830 9830 9638 9717 -18 2,781 14,814 +1,427
Mar10 091103 9700 9700 9600 9656 -18 23 890 -2
Jun10 091103 9598 9616 9598 9598 -18 2 1 +1
Sep10 091103 9547 9565 9547 9547 -18      
Total Volume and Open Interest 2,806 15,705 +1,426
S & P 500(CME)
Dec09 091103 1039.50 1043.50 1026.70 1041.70 +2.60 34,566 384,090 -3,570
Mar10 091103 1038.00 1040.00 1028.20 1036.80 +2.60 744 6,441 +311
Jun10 091103 1032.50 1032.90 1023.90 1032.50 +2.60 0 305 +0
Sep10 091103 1029.50 1029.90 1020.90 1029.50 +2.60      
Total Volume and Open Interest 35,310 390,841 -3,259
S & P 500 E-Mini(Globex)
Dec09 091103 1039.25 1044.00 1026.50 1041.75 +2.75 3,376,612 2,477,634 -8,092
Mar10 091103 1035.25 1038.50 1022.00 1036.75 +2.50 9,468 36,927 +3,830
Total Volume and Open Interest 3,386,086 2,514,588 -4,257
NASDAQ 100(CME)
Dec09 091103 1671.00 1678.00 1651.80 1675.50 +6.50 2,932 18,471 -638
Mar10 091103 1669.00 1674.00 1666.00 1673.00 +6.20 11 8 +0
Jun10 091103 1672.00 1672.00 1670.80 1672.00 +6.20      
Total Volume and Open Interest 2,943 18,479 -638
NASDAQ 100 E-Mini(Globex)
Dec09 091103 1670.80 1677.50 1651.00 1675.50 +6.50 452,709 317,504 -1,602
Mar10 091103 1671.00 1675.00 1648.80 1673.00 +6.20 189 1,889 +35
Total Volume and Open Interest 452,898 319,395 -1,567
S & P Midcap 400(CME)
Dec09 091103 657.00 669.00 654.00 668.20 +8.60 1,316 2,746 -136
Mar10 091103 666.10 666.10 666.00 666.10 +8.60      
Jun10 091103 664.10 664.10 664.00 664.10 +8.60      
Total Volume and Open Interest 1,316 2,746 -136
Russell 2000(CME)
Dec09 090909 0.05 0.05 0.05 0.05 unch 1,424 2,334 +56
Mar10 090909 0.05 0.05 0.05 0.05 unch 0 5,252 +3
Jun10 090909 0.05 0.05 0.05 0.05 unch 0 3,716 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec09 091102 9715 9830 9705 9830 -180 125,201 174,454 -3,853
Mar10 091102 9770 9845 9770 9845 -170 37 1,036 +7
Total Volume and Open Interest 125,619 178,275 -3,846
Nikkei 225(SGX)
Dec09 091102 9715 9830 9705 9830 -180 125,201 174,454 -3,853
Mar10 091102 9770 9845 9770 9845 -170 37 1,036 +7
Jun10 091102 9865 9865 9865 9865 -180 0 321 +0
Total Volume and Open Interest 125,619 178,275 -3,846
CAC 40(EURONEXT)
Nov09 091103 3590.0 3596.0 3534.5 3571.5 -53.0 188,786 452,681 -2,098
Dec09 091103 3601.0 3601.0 3532.0 3564.0 -53.0 766 53,537 +577
Jan10 091103 3568.0 3568.0 3568.0 3568.0 -52.0      
Total Volume and Open Interest 189,561 507,852 -1,523
Hang Seng Index(HKFE)
Nov09 091103 21457 21617 21105 21110 -275 69,736 79,660 -426
Dec09 091103 21459 21600 21096 21101 -291 1,942 8,350 +286
Total Volume and Open Interest 71,895 88,403 -119
DAX(EUREX)
Dec09 091103 5387.5 5398.0 5316.0 5368.5 -57.0 214,550 185,274 +1,257
Mar10 091103 5397.0 5397.0 5324.0 5373.0 -57.5 1,606 11,417 +956
Jun10 091103 5388.0 5388.0 5330.5 5379.5 -58.0 4 1,666 -2
Total Volume and Open Interest 216,160 198,357 +2,211
FT-SE 100(EURONEXT)
Dec09 091103 5037.00 5044.50 4954.50 5017.00 -50.00 142,755 627,309 +3,429
Mar10 091103 4977.00 4990.50 4915.00 4969.50 -50.00 3,751 16,384 +3,663
Jun10 091103 4902.00 4924.50 4902.00 4924.50 -51.00 0 627 +0
Total Volume and Open Interest 146,506 644,325 +7,092
SPI 200(SFE)
Dec09 091030 4556.0 4671.0 4548.0 4624.0 +63.0 39,623 221,280 +31
Mar10 091030 4548.0 4639.0 4548.0 4617.0 +62.0 47 4,838 +9
Jun10 091030 4638.0 4638.0 4638.0 4638.0 +63.0 3 1,412 -3
Total Volume and Open Interest 39,673 228,251 +37
GSCI(CME)
Nov09 091103 497.75 512.00 495.50 511.00 +9.00 755 20,488 -75
Dec09 091103 518.75 519.00 504.00 518.75 +9.25 0 1 +0
Jan10 091103 522.25 522.25 508.00 522.25 +9.25      
Total Volume and Open Interest 755 20,489 -75
Reuters CCI(ICE)
Nov09 090519 424.50 424.50 424.50 424.50 unch 0 4  
Jan10 090519 430.00 430.00 430.00 430.00 unch 0 11  
Total Volume and Open Interest 0 146  
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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