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MRCI's End of Day Prices
Daily Futures Price Listing Mon November 09, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov09 091109 945.25 975.00 945.00 964.25 +16.25 12,263 9,325 -1,343
Jan10 091109 952.75 977.00 951.25 972.00 +17.00 99,488 221,972 -8,194
Mar10 091109 955.75 981.00 955.75 978.00 +17.75 23,120 60,615 +151
May10 091109 961.00 983.00 958.00 981.25 +20.00 11,068 32,830 +589
Jul10 091109 963.00 988.25 961.50 987.00 +22.25 11,373 38,437 -1,812
Aug10 091109 985.50 986.50 979.00 986.50 +22.75 418 1,337 +5
Sep10 091109 971.75 980.00 956.00 980.00 +24.00 44 285 +1
Total Volume and Open Interest 161,547 413,667 -11,672
Soybean Meal(CBOT)
Dec09 091109 287.60 295.00 286.40 294.30 +5.50 28,349 55,623 -4,303
Jan10 091109 281.40 287.10 279.90 287.10 +5.30 8,371 22,537 -742
Mar10 091109 279.60 285.40 278.10 285.40 +5.30 5,725 21,507 +158
May10 091109 278.30 284.90 277.20 284.90 +6.20 2,157 15,385 -302
Jul10 091109 279.10 286.40 278.10 286.40 +6.90 2,109 13,786 -331
Aug10 091109 284.10 286.40 282.70 286.40 +7.20 320 3,725 +118
Sep10 091109 284.20 286.00 282.50 286.00 +7.50 55 3,181 +10
Oct10 091109 279.70 284.30 279.00 284.30 +8.30 14 2,372 +5
Total Volume and Open Interest 47,377 145,997 -5,307
Soybean Oil(CBOT)
Dec09 091109 36.52 37.80 36.10 37.77 +1.00 28,814 75,187 -3,383
Jan10 091109 36.93 38.19 36.93 38.19 +0.99 12,420 85,606 -374
Mar10 091109 37.37 38.58 37.35 38.58 +1.00 8,472 37,395 +3,540
May10 091109 37.65 38.89 37.61 38.89 +1.02 878 12,416 +36
Jul10 091109 37.92 39.16 37.92 39.16 +1.02 1,170 11,436 +72
Aug10 091109 38.75 39.28 38.24 39.28 +1.04 108 1,712 +68
Sep10 091109 39.07 39.39 38.34 39.39 +1.05 12 1,149 -2
Oct10 091109 38.92 39.47 38.40 39.47 +1.05 34 779 +19
Total Volume and Open Interest 52,132 236,403 +22
Canola(WCE)
Nov09 091109 393.2 393.2 393.2 393.2 -1.5 25 25 -81
Jan10 091109 386.6 394.8 377.7 385.2 -1.5 7,032 76,862 -1,562
Mar10 091109 392.4 392.4 383.9 391.2 -1.2 317 8,621 +67
May10 091109 399.9 399.9 388.8 395.9 +0.3 56 1,445 +56
Jul10 091109 399.1 399.1 391.9 398.1 -1.0 420 1,873 +68
Total Volume and Open Interest 8,214 89,479 -1,375
Corn(CBOT)
Dec09 091109 365.50 388.25 365.25 386.00 +19.00 125,299 438,976 -11,220
Mar10 091109 379.75 402.50 379.00 400.25 +19.25 50,565 247,941 +11,252
May10 091109 390.00 412.50 389.00 410.25 +19.25 13,242 53,653 +3,047
Jul10 091109 398.00 421.25 398.00 419.00 +19.50 14,518 70,094 +2,515
Sep10 091109 406.25 427.00 406.25 427.00 +19.25 313 17,607 +9
Dec10 091109 415.50 438.50 415.50 436.75 +19.25 15,644 125,898 +5,469
Total Volume and Open Interest 219,945 973,720 +11,207
Wheat(CBOT)
Dec09 091109 498.00 524.25 496.75 520.00 +22.75 30,257 144,887 -2,936
Mar10 091109 517.25 544.00 517.00 540.00 +22.75 11,773 97,886 +1,003
May10 091109 530.00 558.00 530.00 553.25 +22.75 2,682 14,934 +1,601
Jul10 091109 541.25 568.50 541.25 565.25 +23.50 3,572 43,379 -241
Sep10 091109 566.75 585.25 559.75 581.00 +22.25 1,364 7,771 +827
Total Volume and Open Interest 51,911 342,150 +646
Wheat(KCBT)
Dec09 091109 501.00 530.75 500.25 521.75 +20.75 7,338 40,854 -630
Mar10 091109 517.00 547.25 517.00 538.00 +20.75 2,945 35,581 +1,067
May10 091109 529.75 559.00 529.75 550.00 +21.00 526 5,431 +162
Jul10 091109 541.25 570.25 541.25 562.00 +21.25 823 22,988 -216
Sep10 091109 559.50 581.50 555.00 574.00 +21.25 114 1,540 -11
Total Volume and Open Interest 12,438 130,284 +845
Wheat(MGE)
Dec09 091109 518.50 549.00 518.00 546.00 +27.75 1,421 13,932 -34
Mar10 091109 539.75 565.00 537.00 562.25 +28.50 378 12,367 -125
May10 091109 551.50 576.25 549.00 574.50 +29.25 48 4,203 -32
Jul10 091109 561.50 589.00 560.25 586.75 +30.25 152 6,973 -72
Sep10 091109 570.00 600.00 570.00 600.00 +31.75 42 2,111 +11
Total Volume and Open Interest 2,055 43,844 -292
Oats(CBOT)
Dec09 091109 254.00 262.00 253.00 258.50 +4.50 328 5,114 -46
Mar10 091109 267.50 275.00 266.25 272.00 +4.50 42 8,135 +18
May10 091109 279.00 280.50 276.00 280.50 +4.50 52 143 +52
Jul10 091109 288.50 288.50 284.00 288.50 +4.50 0 21 +0
Total Volume and Open Interest 423 13,604 +24
Rough Rice(CBOT)
Nov09 091109 15.04 15.06 15.04 15.06 +0.11 23 730 -15
Jan10 091109 15.10 15.37 15.05 15.23 +0.07 511 9,863 -65
Mar10 091109 15.35 15.59 15.34 15.47 +0.07 56 2,483 +34
May10 091109 15.71 15.82 15.69 15.71 +0.06 5 419 +3
Total Volume and Open Interest 622 14,671 -22
Live Cattle(CME)
Dec09 091109 85.100 85.400 84.830 84.950 -0.050 18,172 111,243 -3,019
Feb10 091109 86.285 86.600 86.100 86.385 +0.100 13,979 80,874 +5,544
Apr10 091109 89.000 89.385 88.730 89.285 +0.285 6,994 49,977 +2,552
Jun10 091109 85.750 86.000 85.500 85.885 +0.035 1,804 21,795 +502
Aug10 091109 85.750 85.900 85.430 85.850 +0.100 306 5,387 -5
Oct10 091109 88.650 88.750 88.285 88.700 +0.050 97 3,332 +23
Total Volume and Open Interest 41,393 274,217 +5,609
Feeder Cattle(CME)
Nov09 091109 94.950 95.100 94.000 94.250 -0.400 894 3,921 -333
Jan10 091109 96.580 96.850 94.950 95.700 -0.380 2,510 14,384 -290
Mar10 091109 96.700 96.900 95.285 96.300 -0.200 860 4,427 +458
Apr10 091109 96.750 97.000 96.000 96.650 -0.135 68 783 +33
May10 091109 98.100 98.100 97.050 97.785 -0.215 68 1,538 +46
Aug10 091109 99.000 99.050 98.550 98.950 -0.150 38 389 +25
Sep10 091109 99.135 99.135 99.135 99.135 -0.015 1 4 +1
Total Volume and Open Interest 4,439 25,446 -60
Lean Hogs(CME)
Dec09 091109 55.750 56.150 55.400 55.800 +0.100 13,061 62,589 -2,275
Feb10 091109 62.800 63.550 62.550 63.330 +0.480 7,367 45,856 +1,676
Apr10 091109 67.300 68.200 66.930 68.100 +0.700 2,943 25,569 +1,616
May10 091109 71.600 72.800 71.600 72.650 +0.250 28 1,517 +12
Jun10 091109 75.500 76.250 75.250 76.180 +0.250 821 14,583 +526
Jul10 091109 74.975 75.900 74.700 75.750 +0.750 135 5,078 +127
Aug10 091109 74.050 74.330 73.900 74.330 +0.180 99 3,531 +55
Oct10 091109 67.350 67.950 67.200 67.950 +0.665 27 2,367 +25
Total Volume and Open Interest 24,490 162,492 +1,771
Pork Bellies(CME)
Feb10 091109 85.150 86.500 83.300 84.600 -1.500 77 413 +8
Mar10 091109 84.000 84.500 82.500 82.500 -1.500 0 88 +0
May10 091109 85.050 86.000 85.050 85.050 -0.450 0 79 +0
Jul10 091109 87.000 87.000 87.000 87.000 -1.000 0 20 +0
Aug10 091109 84.500 84.500 84.500 84.500 -1.500 0 15 +0
Total Volume and Open Interest 77 615 +8
Class III Milk(CME)
Nov09 091109 14.00 14.09 14.00 14.09 +0.09 93 3,966 -19
Dec09 091109 14.65 14.66 14.51 14.65 -0.04 193 5,020 +64
Jan10 091109 14.79 14.87 14.68 14.77 -0.10 127 2,772 +52
Feb10 091109 14.95 15.00 14.81 14.94 -0.03 141 1,858 +66
Mar10 091109 15.14 15.18 15.01 15.10 -0.05 156 1,638 +88
Total Volume and Open Interest 1,023 22,543 +308
Cocoa(ICE)
Dec09 091109 3215 3228 3155 3162 -24 10,573 38,711 -6,527
Mar10 091109 3265 3273 3209 3214 -23 7,516 59,125 +4,308
May10 091109 3286 3286 3232 3232 -19 588 16,018 +267
Jul10 091109 3260 3268 3218 3218 -20 124 6,265 +113
Sep10 091109 3223 3229 3210 3210 -18 148 4,851 +42
Dec10 091109 3214 3214 3203 3203 -12 41 3,366 -2
Mar11 091109 3200 3201 3200 3201 -14 8 7,118 -4
Total Volume and Open Interest 18,998 141,910 -1,809
Coffee "C"(ICE)
Dec09 091109 139.50 142.25 139.10 140.05 +1.15 16,610 57,946 +629
Mar10 091109 142.00 145.25 142.00 143.15 +1.20 10,561 44,098 +3,450
May10 091109 144.35 147.10 144.35 145.00 +1.15 1,405 13,648 -21
Jul10 091109 146.65 148.25 146.50 146.50 +1.05 268 4,213 +23
Sep10 091109 149.40 149.75 148.05 148.05 +1.00 187 4,233 +49
Dec10 091109 151.75 152.00 150.20 150.35 +1.00 83 3,786 +17
Total Volume and Open Interest 29,191 129,497 +4,182
Orange Juice(ICE)
Nov09 091109 113.00 113.00 112.10 112.10 +0.50 36 53 +9
Jan10 091109 116.50 117.00 115.50 116.00 +0.05 423 18,742 +1
Mar10 091109 120.00 120.55 119.35 119.60 +0.10 56 6,624 +37
May10 091109 123.20 123.20 122.90 122.90 +0.30 0 2,681 +0
Jul10 091109 125.90 125.90 125.90 125.90 +0.30 9 671 +8
Sep10 091109 128.90 128.90 128.90 128.90 +0.40 0 384 +0
Total Volume and Open Interest 524 29,381 +55
Sugar #11(ICE)
Mar10 091109 22.73 22.90 22.29 22.41 -0.02 59,852 364,703 -829
May10 091109 21.73 21.87 21.23 21.33 -0.12 19,029 100,417 -384
Jul10 091109 20.46 20.62 19.87 19.94 -0.30 8,006 121,746 +26
Oct10 091109 19.88 19.99 19.27 19.32 -0.26 4,829 87,403 +650
Mar11 091109 20.25 20.25 18.88 18.93 -0.21 1,399 49,666 +293
Total Volume and Open Interest 94,156 782,883 +405
London Cocoa(LCE)
Dec09 091030 2127 2146 2122 2127 -20 3,155 54,406 -13
Mar10 091109 2099 2138 2098 2099 -33 4,271 38,894 -941
May10 091109 2122 2155 2120 2122 -33 898 48,965 +145
Jul10 091109 2051 2080 2050 2051 -30 1,625 15,271 +1,040
Sep10 091109 2026 2056 2026 2026 -30 1,052 6,115 +826
Dec10 091109 2001 2035 2001 2001 -34 83 1,766 +77
Mar11 091109 1986 1986 1986 1986 -33 2 6,231 -1
Total Volume and Open Interest 11,938 168,240 +540
London Sugar(LCE)
Dec09 091109 581.10 590.50 580.00 581.10 +0.10 3,781 13,557 -550
Mar10 091109 589.50 597.50 586.50 589.50 -0.80 5,938 34,533 +999
May10 091109 582.20 590.80 580.10 582.20 -2.10 2,416 12,111 +700
Aug10 091109 553.10 564.20 551.20 553.10 -5.90 406 8,471 +233
Oct10 091109 525.10 534.20 523.20 525.10 -7.40 103 4,324 +34
Total Volume and Open Interest 12,648 73,841 +1,416
Cotton(ICE)
Dec09 091109 66.89 68.10 66.75 67.61 +1.07 7,479 97,833 -3,914
Mar10 091109 70.44 71.80 70.44 71.45 +1.12 5,267 65,175 +3,942
May10 091109 72.38 73.23 72.38 72.95 +1.13 306 5,404 +289
Jul10 091109 73.72 74.58 73.71 74.36 +1.05 817 14,338 +570
Oct10 091109 75.00 75.00 75.00 75.00 +0.86 0 113 +0
Dec10 091109 75.05 75.99 75.05 75.64 +0.73 279 7,423 +225
Total Volume and Open Interest 14,187 190,706 +1,125
Lumber(CME)
Nov09 091109 184.4 186.1 182.6 185.0 -1.1 129 941 -80
Jan10 091109 207.0 209.4 204.0 207.2 -0.8 270 6,707 +16
Mar10 091109 225.0 227.5 222.3 226.5 -0.6 142 1,691 +52
May10 091109 236.2 236.4 234.7 236.4 -1.6 3 75 -1
Total Volume and Open Interest 544 9,437 -13
Crude Oil(NYM)
Dec09 091109 79.20 80.19 77.77 79.43 +2.00 257,603 306,296 -18,484
Jan10 091109 80.50 80.84 78.47 80.07 +1.98 61,332 179,385 +638
Feb10 091109 79.10 81.46 79.10 80.72 +1.97 19,941 73,525 -600
Mar10 091109 79.95 82.05 79.85 81.36 +1.97 16,781 58,085 -2,656
Apr10 091109 81.23 82.62 80.60 81.97 +1.98 8,434 21,959 -2,072
May10 091109 81.10 83.00 81.10 82.52 +1.98 6,593 21,608 -1,191
Jun10 091109 81.46 83.61 81.46 82.96 +1.96 12,623 92,729 -4,548
Jul10 091109 82.05 83.93 81.95 83.31 +1.95 2,365 29,038 -555
Aug10 091109 82.97 83.91 82.97 83.65 +1.96 1,986 12,082 -192
Sep10 091109 84.17 84.24 83.97 83.97 +1.95 2,587 24,004 -619
Oct10 091109 84.54 84.56 84.30 84.30 +1.94 1,601 15,032 +156
Nov10 091109 84.82 85.14 84.65 84.65 +1.93 1,307 15,977 -107
Dec10 091109 83.80 85.63 83.58 85.01 +1.93 14,712 109,939 -2,577
Jan11 091109 85.22 85.22 85.22 85.22 +1.92 324 14,772 -289
Feb11 091109 85.43 85.43 85.43 85.43 +1.92 24 7,201 +4
Mar11 091109 85.62 85.62 85.62 85.62 +1.91 4 5,530 -4
Total Volume and Open Interest 411,506 1,209,723 -32,658
e-miNY Crude Oil(NYM)
Nov09 091019 78.850 79.650 78.100 79.600 +1.075 9,026 4,656 +226
Dec09 091106 79.775 80.350 76.700 77.425 -2.200 12,206 6,165 +36
Jan10 091109 78.450 80.800 78.450 80.075 +1.975 240 747 -71
Feb10 091109 79.125 81.075 79.100 80.725 +1.975 31 237 +10
Mar10 091109 80.800 81.350 80.800 81.350 +1.950 3 161 +3
Apr10 091109 80.900 82.100 80.900 81.975 +1.975 0 4 +0
May10 091109 82.525 82.525 82.525 82.525 +1.975 0 2 +0
Jun10 091109 82.950 82.950 82.950 82.950 +1.950 0 8 +0
Jul10 091109 83.300 83.300 83.300 83.300 +1.950 0 6 +0
Aug10 091109 83.650 83.650 83.650 83.650 +1.950 0 1 +0
Total Volume and Open Interest 8,266 6,053 -1,419
Heating Oil(NYM)
Dec09 091109 201.45 207.75 201.07 206.27 +5.92 44,087 86,226 -224
Jan10 091109 206.75 211.47 204.88 210.05 +5.74 18,964 64,553 +4,994
Feb10 091109 209.06 214.33 208.63 212.95 +5.48 5,968 31,303 -530
Mar10 091109 211.12 216.26 210.31 214.95 +5.38 4,037 22,462 +600
Apr10 091109 211.81 216.34 211.81 215.70 +5.29 2,087 12,230 -124
May10 091109 214.37 216.83 214.34 216.49 +5.27 2,128 11,289 -541
Jun10 091109 213.78 218.54 213.78 217.51 +5.21 5,513 26,496 +1,148
Jul10 091109 218.95 219.18 218.95 219.18 +5.11 786 8,122 +355
Aug10 091109 221.35 221.50 221.28 221.28 +5.01 388 3,602 +35
Sep10 091109 223.62 223.63 223.62 223.63 +4.96 323 6,625 -19
Oct10 091109 224.68 226.13 224.68 225.98 +4.91 412 3,232 +56
Nov10 091109 225.00 228.20 225.00 228.20 +4.86 517 5,404 -129
Total Volume and Open Interest 87,773 324,996 +5,755
Gasoline(NYMEX)
Dec09 091109 193.19 200.80 192.73 198.18 +5.75 41,237 86,628 -6,157
Jan10 091109 196.38 203.52 196.23 201.04 +5.49 15,416 59,555 +1,024
Feb10 091109 201.20 205.32 199.90 203.71 +5.28 7,382 21,794 -672
Mar10 091109 203.65 208.56 203.65 206.35 +5.13 5,005 23,128 +421
Apr10 091109 216.00 220.49 216.00 218.84 +4.93 3,503 13,616 +762
May10 091109 218.80 220.47 218.80 219.74 +4.96 1,472 7,781 +423
Jun10 091109 219.42 221.40 219.42 220.49 +4.92 3,020 9,210 +924
Jul10 091109 220.94 220.94 220.94 220.94 +4.92 540 3,414 +326
Aug10 091109 221.01 221.01 221.01 221.01 +4.89 840 3,003 -26
Sep10 091109 220.56 220.56 220.56 220.56 +4.87 1,678 3,550 +411
Total Volume and Open Interest 87,991 247,798 -978
e-miNY RBOB Gasoline(NYM)
Dec09 091109 198.18 198.18 198.18 198.18 +5.75 0 3 +0
Jan10 091109 201.04 201.04 201.04 201.04 +5.49      
Feb10 091109 203.71 203.71 203.71 203.71 +5.28      
Mar10 091109 206.35 206.35 206.35 206.35 +5.13      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Dec09 091109 4.545 4.690 4.473 4.670 +0.075 103,521 142,220 -4,485
Jan10 091109 4.855 5.049 4.843 5.030 +0.071 35,703 119,384 +188
Feb10 091109 4.950 5.111 4.912 5.096 +0.074 12,950 43,950 -119
Mar10 091109 5.051 5.132 4.928 5.115 +0.079 10,528 64,045 +1,817
Apr10 091109 5.040 5.148 4.948 5.131 +0.085 8,077 47,223 -691
May10 091109 5.117 5.200 5.010 5.193 +0.087 2,385 27,566 -434
Jun10 091109 5.169 5.317 5.121 5.295 +0.092 1,650 19,422 +13
Jul10 091109 5.308 5.430 5.230 5.407 +0.093 1,235 15,230 +410
Aug10 091109 5.360 5.501 5.346 5.501 +0.098 848 14,496 +154
Sep10 091109 5.410 5.589 5.400 5.567 +0.106 1,714 13,249 +266
Oct10 091109 5.580 5.713 5.523 5.691 +0.095 3,912 29,876 +185
Nov10 091109 5.974 6.111 5.963 6.111 +0.085 665 7,599 +52
Dec10 091109 6.390 6.510 6.360 6.491 +0.075 998 15,298 +127
Jan11 091109 6.609 6.724 6.609 6.724 +0.075 842 11,248 -24
Feb11 091109 6.657 6.730 6.640 6.719 +0.075 71 5,899 -19
Mar11 091109 6.480 6.554 6.446 6.554 +0.075 330 16,206 -142
Total Volume and Open Interest 187,058 697,160 -2,065
Brent Crude Oil(ICE)
Dec09 091109 76.26 78.52 76.26 77.77 +1.90 121,646 155,151 -24,160
Jan10 091109 77.00 79.32 77.00 78.57 +1.95 78,968 157,676 +11,372
Feb10 091109 78.16 80.03 77.92 79.34 +1.95 36,025 74,639 +8,165
Mar10 091109 78.90 80.68 78.83 80.06 +1.94 17,725 34,836 +2,039
Apr10 091109 80.14 81.04 79.52 80.72 +1.92 7,878 18,240 +1,830
May10 091109 80.78 81.67 80.41 81.35 +1.91 5,755 13,297 +182
Jun10 091109 81.40 82.62 80.58 81.96 +1.90 6,862 50,243 +272
Jul10 091109 81.82 82.56 81.82 82.51 +1.90 1,823 13,344 +193
Aug10 091109 81.88 83.05 81.88 83.05 +1.90 1,268 8,768 +21
Sep10 091109 83.56 83.56 83.56 83.56 +1.89 1,193 5,582 +245
Oct10 091109 84.12 84.12 84.02 84.02 +1.90 1,063 11,175 +47
Nov10 091109 84.38 84.38 84.38 84.38 +1.90 1,024 7,125 +91
Dec10 091109 84.10 85.27 83.28 84.72 +1.90 7,107 70,442 -55
Jan11 091109 85.08 85.08 85.08 85.08 +1.90 72 7,483 +0
Total Volume and Open Interest 289,608 716,421 -98
Gas Oil(ICE)
Nov09 091109 615.00 633.50 615.00 629.00 +21.75 21,166 53,337 -4,715
Dec09 091109 622.00 643.25 622.00 638.75 +21.50 49,012 119,694 -6,072
Jan10 091109 634.00 653.25 634.00 649.00 +21.00 25,179 99,418 +2,614
Feb10 091109 649.50 660.50 644.50 656.75 +20.75 10,227 36,270 +2,432
Mar10 091109 653.50 665.75 653.50 663.50 +20.50 7,246 31,805 -260
Apr10 091109 664.50 672.25 664.50 669.75 +20.25 2,981 19,813 +801
May10 091109 666.25 679.50 666.25 675.75 +20.00 599 17,639 +81
Jun10 091109 672.25 685.25 670.50 681.50 +19.75 4,512 42,364 +758
Jul10 091109 684.00 689.00 684.00 688.50 +19.75 1,401 14,495 +619
Aug10 091109 695.50 695.50 695.50 695.50 +19.75 630 13,220 -3
Total Volume and Open Interest 125,867 576,132 -3,738
Ethanol(CBOT)
Nov09 091104 1.970 2.000 1.970 1.970 +0.020 5 151 -1
Dec09 091109 1.870 1.919 1.870 1.915 +0.063 46 673 -13
Jan10 091109 1.835 1.860 1.835 1.856 +0.035 2 990 +2
Feb10 091109 1.838 1.855 1.838 1.855 +0.051 28 447 +10
Mar10 091109 1.833 1.842 1.833 1.835 +0.031 30 612 +21
Apr10 091109 1.830 1.830 1.830 1.830 +0.030 5 385 +5
May10 091109 1.802 1.823 1.802 1.822 +0.039 7 227 +0
Jun10 091109 1.825 1.825 1.820 1.820 +0.035 10 264 +2
Total Volume and Open Interest 229 5,610 +80
US Dollar Index(ICE)
Dec09 091109 75.810 75.830 75.025 75.135 -0.805 15,221 34,179 -865
Mar10 091109 75.950 75.950 74.890 75.460 -0.820 420 2,464 +208
Jun10 091109 75.845 75.845 75.845 75.845 -0.820 0 6 +0
Total Volume and Open Interest 15,641 36,649 -657
Australian Dollar(CME)
Dec09 091109 91.76 92.79 91.65 92.71 +1.42 79,637 110,658 -1,181
Mar10 091109 91.08 91.86 90.40 91.81 +1.41 52 1,361 +17
Jun10 091109 90.80 90.80 89.41 90.80 +1.39 0 8 +0
Total Volume and Open Interest 79,689 112,044 -1,164
British Pound(CME)
Dec09 091109 166.47 168.39 166.13 167.49 +1.52 139,848 102,719 +992
Mar10 091109 166.59 168.28 165.88 167.40 +1.52 211 498 +59
Jun10 091109 168.06 168.06 165.78 167.31 +1.53 1 120 +0
Total Volume and Open Interest 140,060 103,357 +1,051
Canadian Dollar(CME)
Dec09 091109 93.15 94.86 93.03 94.85 +2.00 64,103 80,619 -7
Mar10 091109 93.13 94.86 93.06 94.85 +1.99 220 2,849 +123
Jun10 091109 94.55 94.83 92.83 94.83 +2.00 3 387 +3
Sep10 091109 94.62 94.78 92.78 94.78 +2.00 2 421 +0
Total Volume and Open Interest 64,329 84,500 +119
Japanese Yen(CME)
Dec09 091109 111.28 111.51 110.81 111.14 -0.04 74,951 110,235 +808
Mar10 091109 111.14 111.50 110.90 111.21 -0.04 22 594 +16
Jun10 091109 111.24 111.47 111.20 111.31 -0.04 0 15 +0
Total Volume and Open Interest 74,973 110,865 +824
Swiss Franc(CME)
Dec09 091109 98.45 99.47 98.26 99.21 +0.95 44,868 50,090 +159
Mar10 091109 98.72 99.51 98.32 99.27 +0.95 8 256 +1
Jun10 091109 99.35 99.42 98.41 99.35 +0.94 0 5 +0
Total Volume and Open Interest 44,876 50,352 +160
EuroFX(CME)
Dec09 091109 148.74 150.19 148.51 149.96 +1.61 207,097 166,363 +985
Mar10 091109 148.65 150.10 148.29 149.90 +1.61 410 2,303 +17
Jun10 091109 149.83 149.83 148.22 149.83 +1.61 0 171 +0
Total Volume and Open Interest 207,508 168,846 +1,003
Mexican Peso(CME)
Nov09 091109 755.0 755.0 745.0 755.0 +10.0 0 1 +0
Dec09 091109 741.5 752.5 740.2 751.0 +10.0 20,843 76,154 +363
Total Volume and Open Interest 20,846 78,304 +365
30-Year T-Bonds(CBOT)
Dec09 091109 118~120 118~280 118~010 118~180 +0~040 242,407 715,607 -980
Mar10 091109 117~090 118~000 117~080 117~220 +0~030 2,652 12,212 +1,029
Jun10 091109 116~060 116~060 116~040 116~060 +0~020 26 36 +26
Total Volume and Open Interest 245,085 727,855 +75
10-Year T-Notes(CBOT)
Dec09 091109 118~140 118~225 118~070 118~170 +0~035 762,209 1,246,301 +23,259
Mar10 091109 117~025 117~080 116~275 117~035 +0~030 5,585 25,037 +2,620
Jun10 091109 115~220 115~220 115~195 115~220 +0~025      
Total Volume and Open Interest 767,794 1,271,338 +25,879
5-Year T-Notes(CBOT)
Dec09 091109 116~092 116~098 116~091 116~091 +0~007      
Mar10 091109 115~037 115~050 115~033 115~049 +0~007 46 3,639 -5
Jun10 091109 114~007 114~007 114~000 114~007 +0~007      
Total Volume and Open Interest 422,106 825,742 +18,405
2 Year T-Notes(CBOT)
Dec09 091109 108~118 108~118 108~117 108~117 +0~008      
Mar10 091109 108~042 108~042 108~041 108~042 +0~001 2,989 18,380 +1,753
Jun10 091109 107~100 107~100 107~091 107~091 unch 0 6,830 +0
Total Volume and Open Interest 212,796 996,149 +2,661
Eurodollars(CME)
Dec09 091109 99.710 99.710 99.705 99.705 unch 110,487 1,030,909 -4,349
Mar10 091109 99.570 99.590 99.560 99.575 +0.005 243,997 1,066,072 -12,558
Jun10 091109 99.330 99.350 99.315 99.335 +0.005 274,607 939,660 +1,589
Sep10 091109 98.980 99.005 98.955 98.990 +0.015 260,744 707,105 +14,262
Dec10 091109 98.570 98.600 98.540 98.590 +0.025 271,298 846,692 +16,365
Mar11 091109 98.185 98.205 98.145 98.200 +0.025 216,210 580,148 +20,291
Jun11 091109 97.800 97.840 97.780 97.830 +0.025 138,698 519,146 +4,236
Sep11 091109 97.475 97.515 97.455 97.505 +0.025 111,043 440,884 +12,005
Dec11 091109 97.175 97.210 97.150 97.200 +0.025 63,340 249,919 +2,529
Mar12 091109 96.920 96.955 96.895 96.950 +0.030 59,409 185,735 -1,425
Jun12 091109 96.685 96.720 96.655 96.710 +0.030 33,547 160,220 +455
Sep12 091109 96.475 96.515 96.445 96.505 +0.035 24,318 97,915 +1,202
Dec12 091109 96.260 96.310 96.240 96.305 +0.035 11,665 58,209 +245
Mar13 091109 96.115 96.170 96.095 96.160 +0.035 5,899 55,784 +488
Jun13 091109 95.970 96.025 95.950 96.015 +0.035 6,871 47,179 -81
Sep13 091109 95.835 95.890 95.810 95.880 +0.040 5,920 52,492 -883
Dec13 091109 95.680 95.750 95.665 95.730 +0.040 5,057 30,551 +110
Mar14 091109 95.570 95.640 95.550 95.620 +0.040 3,351 27,782 -186
Total Volume and Open Interest 1,864,891 7,290,242 +53,227
30 Day Federal Funds(CBOT)
Nov09 091109 99.865 99.870 99.865 99.868 +0.003 3,154 74,088 -721
Dec09 091109 99.865 99.865 99.860 99.860 unch 5,177 62,867 -1,324
Jan10 091109 99.855 99.855 99.845 99.850 unch 7,452 63,202 -814
Feb10 091109 99.825 99.830 99.820 99.825 unch 15,547 72,059 -3,060
Mar10 091109 99.800 99.805 99.795 99.800 unch 18,925 47,674 +2,961
Apr10 091109 99.770 99.775 99.765 99.765 unch 16,215 49,841 +2,012
Total Volume and Open Interest 84,201 509,647 +753
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 091109 99.50 99.50 99.50 99.50 0.00 300 4,553 -245
Mar10 091109 99.53 99.53 99.53 99.53 +0.00 0 3,629 +0
Jun10 091109 99.53 99.53 99.53 99.53 +0.00 101 1,786 -1
Sep10 091109 99.51 99.51 99.51 99.51 +0.01 0 1,658 +0
Dec10 091109 99.45 99.45 99.45 99.45 +0.00 0 842 +0
Mar11 091109 99.36 99.36 99.36 99.36 +0.00 0 562 +0
Jun11 091109 99.31 99.31 99.31 99.31 +0.00 0 52 +0
Sep11 091109 99.31 99.31 99.31 99.31 +0.00 0 51 +0
Total Volume and Open Interest 401 14,605 -246
Japanese Gov't Bonds(SGX)
Dec09 091109 137.43 137.64 137.30 137.38 -0.92 4,871 16,174 +0
Mar10 091109 136.15 137.15 136.15 137.15 -0.16      
Jun10 091109 137.15 137.15 137.15 137.15 -0.16      
Total Volume and Open Interest 1,255 15,916 +81
Euro-Bund(EUREX)
Dec09 091109 120.73 121.39 120.71 121.33 +0.38 993,456 933,714 +18,599
Mar10 091109 120.46 120.97 120.46 120.93 +0.35 5,546 16,996 +3,774
Jun10 091109 120.18 120.18 120.18 120.18 +0.38 90 3 +0
Total Volume and Open Interest 999,092 950,713 +22,373
Euro-Bobl(EUREX)
Dec09 091109 115.30 115.68 115.30 115.66 +0.28 655,525 654,440 +13,237
Mar10 091109 115.05 115.38 115.05 115.38 +0.27 78 10,749 +7
Jun10 091109 114.96 114.96 114.96 114.96 +0.28      
Total Volume and Open Interest 655,603 665,189 +13,244
3-Mth Euribor(EUREX)
Dec09 091109 99.275 99.275 99.265 99.270 -0.005 203 8,034 -15
Mar10 091109 99.155 99.160 99.150 99.160 +0.005 886 5,192 +38
Jun10 091109 98.790 98.815 98.790 98.815 +0.035 83 4,848 +65
Total Volume and Open Interest 1,225 21,820 +90
Long Gilt(LIFFE)
Dec09 091030 118~04 118~24 118~03 118~17 +0~12 71,599 233,584 +2,104
Mar10 091109 115~06 115~06 115~06 115~06 +0~14 0 20 +0
Total Volume and Open Interest 136,811 239,918 +4,908
3-Mth Short Sterling(LIFFE)
Dec09 091109 99.35 99.37 99.35 99.36 -0.01 112,728 346,624 -6,555
Mar10 091109 99.19 99.23 99.18 99.21 +0.01 132,611 369,937 -1,138
Jun10 091109 98.78 98.84 98.78 98.82 +0.03 128,026 363,327 -5,545
Sep10 091109 98.27 98.33 98.26 98.31 +0.05 134,741 266,657 -853
Dec10 091109 97.71 97.79 97.70 97.77 +0.07 142,305 299,927 -8,575
Mar11 091109 97.21 97.30 97.19 97.29 +0.07 98,531 207,090 -2,150
Total Volume and Open Interest 930,311 2,341,848 -11,235
3-Mth Euribor(LIFFE)
Dec09 091109 99.280 99.285 99.265 99.270 -0.005 159,186 589,360 +19,059
Mar10 091109 99.155 99.165 99.145 99.160 +0.005 310,361 652,471 +16,444
Jun10 091109 98.780 98.840 98.770 98.815 +0.035 301,050 573,158 +13,293
Total Volume and Open Interest 1,484,466 3,298,925 +43,388
3-Mth Aus T-Bills(SFE)
Dec09 091109 95.84 95.89 95.83 95.85 unch 8,900 318,441 -2,883
Mar10 091109 95.32 95.36 95.28 95.31 -0.01 12,326 208,583 -3,378
Jun10 091109 94.93 94.97 94.89 94.91 -0.02 7,527 131,074 +427
Sep10 091109 94.60 94.64 94.57 94.59 -0.02 4,824 85,594 -1,820
Dec10 091109 94.31 94.35 94.29 94.31 -0.01 2,333 53,246 +560
Mar11 091109 94.10 94.13 94.08 94.09 -0.01 516 25,995 -220
Jun11 091109 93.93 93.96 93.92 93.92 -0.01 277 19,338 -89
Sep11 091109 93.80 93.80 93.77 93.78 -0.02 560 11,694 +378
Dec11 091109 93.70 93.70 93.68 93.68 -0.02 110 4,778 +5
Mar12 091109 93.62 93.62 93.62 93.62 -0.02 0 2,156 +0
Total Volume and Open Interest 37,373 861,840 -7,030
10-Year Aus T-Bonds(SFE)
Dec09 091109 94.35 94.40 94.30 94.32 -0.03 26,360 362,079 -9,192
Mar10 091109 94.32 94.32 94.32 94.32 -0.03      
Total Volume and Open Interest 26,360 362,079 -9,192
3-Year Aus T-Bonds(SFE)
Dec09 091109 94.84 94.90 94.81 94.83 -0.02 98,713 701,758 +17,946
Mar10 091109 94.83 94.83 94.83 94.83 -0.02      
Total Volume and Open Interest 98,713 701,758 +17,946
Gold(CMX)
Dec09 091109 1108.4 1111.7 1096.0 1101.4 +5.7 111,073 326,008 -5,759
Feb10 091109 1095.8 1112.8 1095.8 1102.8 +5.8 7,816 66,296 +4,243
Apr10 091109 1101.6 1112.2 1098.1 1103.9 +5.8 2,061 33,316 -176
Jun10 091109 1104.1 1113.0 1099.2 1105.1 +5.9 1,645 15,246 +218
Aug10 091109 1106.5 1106.5 1100.6 1106.5 +5.9 261 7,263 -62
Oct10 091109 1107.8 1114.1 1102.3 1108.2 +5.9 0 4,431 +0
Dec10 091109 1118.9 1119.3 1108.9 1110.3 +5.9 826 19,865 +283
Feb11 091109 1112.9 1112.9 1107.0 1112.9 +5.9 3 2,475 +0
Apr11 091109 1115.8 1115.8 1109.9 1115.8 +5.9 2 1,617 +0
Jun11 091109 463.5 463.5 457.7 463.5 +5.8 30 9,463 +21
Aug11 091109 1122.6 1122.6 1116.9 1122.6 +5.7 0 250 +0
Total Volume and Open Interest 124,094 510,744 -1,180
Silver(CMX)
Dec09 091109 1771.0 1778.0 1742.5 1748.0 +10.5 28,330 77,711 +899
Mar10 091109 1749.5 1781.5 1740.9 1751.6 +10.7 4,060 27,168 +2,132
May10 091109 1760.0 1780.0 1742.8 1753.4 +10.6 75 9,439 +15
Jul10 091109 1775.5 1778.0 1744.4 1755.0 +10.6 159 3,855 +13
Sep10 091109 1757.5 1778.0 1746.2 1756.8 +10.6 138 2,523 +104
Dec10 091109 1768.5 1790.0 1749.4 1760.0 +10.6 971 8,374 +730
Mar11 091109 1763.5 1763.5 1752.9 1763.5 +10.6 0 37 +0
Total Volume and Open Interest 33,767 139,430 +3,886
Platinum(NYMEX)
Jan10 091109 1349.0 1369.0 1349.0 1367.2 +19.0 2,112 31,091 -334
Apr10 091109 1368.2 1370.0 1360.8 1368.7 +17.5 200 1,238 +176
Total Volume and Open Interest 2,312 32,329 -158
Palladium(NYMEX)
Dec09 091109 332.00 336.25 330.00 335.95 +5.25 1,361 17,432 -466
Mar10 091109 331.10 337.50 331.10 337.30 +5.35 586 4,867 +573
Jun10 091109 334.25 338.15 333.15 338.15 +5.35 0 46 -2
Total Volume and Open Interest 1,947 22,346 +105
Copper(CMX)
Dec09 091109 299.40 300.10 296.15 296.75 +1.50 18,766 82,269 -3,242
Mar10 091109 300.70 302.50 298.00 299.20 +1.65 6,461 39,968 +3,812
May10 091109 302.35 302.70 298.40 300.10 +1.70 469 6,069 +356
Jul10 091109 300.40 300.65 298.90 300.65 +1.75 16 3,120 +6
Sep10 091109 300.75 300.75 298.95 300.75 +1.80 4 2,077 +0
Total Volume and Open Interest 26,110 140,745 +842
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 091109 9978 10195 9978 10192 +214 750 15,042 +63
Mar10 091109 10000 10130 9978 10130 +214 48 886 -11
Jun10 091109 10072 10072 9858 10072 +214 0 1 +0
Sep10 091109 10022 10022 9808 10022 +214      
Total Volume and Open Interest 798 15,929 +52
S & P 500(CME)
Dec09 091109 1065.70 1092.00 1065.30 1091.70 +25.50 16,784 387,365 +388
Mar10 091109 1070.00 1087.30 1070.00 1086.80 +25.50 11 6,647 -7
Jun10 091109 1072.00 1083.00 1072.00 1082.50 +25.50 0 305 +0
Sep10 091109 1079.50 1080.00 1065.00 1079.50 +25.50      
Total Volume and Open Interest 16,795 394,322 +381
S & P 500 E-Mini(Globex)
Dec09 091109 1065.75 1092.00 1065.00 1091.75 +25.50 1,949,016 2,512,147 +1,654
Mar10 091109 1061.25 1087.00 1060.50 1086.75 +25.50 5,627 49,027 +3,014
Total Volume and Open Interest 1,954,657 2,561,214 +4,671
NASDAQ 100(CME)
Dec09 091109 1730.00 1769.00 1728.00 1766.50 +36.70 5,123 17,309 -1,180
Mar10 091109 1740.00 1765.00 1740.00 1764.50 +37.20 1 10 +3
Jun10 091109 1763.50 1763.50 1761.30 1763.50 +37.20      
Total Volume and Open Interest 5,124 17,319 -1,177
NASDAQ 100 E-Mini(Globex)
Dec09 091109 1728.00 1767.50 1727.50 1766.50 +36.70 334,091 321,426 +10,966
Mar10 091109 1730.80 1765.00 1726.00 1764.50 +37.20 196 2,723 -27
Total Volume and Open Interest 334,287 324,152 +10,939
S & P Midcap 400(CME)
Dec09 091109 685.00 696.50 685.00 694.60 +15.90 364 2,277 -75
Mar10 091109 692.10 692.60 692.10 692.10 +15.50      
Jun10 091109 690.10 690.60 690.10 690.10 +15.50      
Total Volume and Open Interest 364 2,277 -75
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 091109 9790 9850 9665 9785 +10 98,707 164,500 +1,031
Mar10 091109 9805 9805 9805 9805 +25 116 1,221 +1
Total Volume and Open Interest 98,823 168,475 +1,130
Nikkei 225(SGX)
Dec09 091109 9790 9850 9665 9785 +10 98,707 164,500 +1,031
Mar10 091109 9805 9805 9805 9805 +25 116 1,221 +1
Jun10 091109 9820 9820 9820 9820 +10 0 321 +0
Total Volume and Open Interest 98,823 168,475 +1,130
CAC 40(EURONEXT)
Nov09 091109 3714.5 3776.5 3713.5 3769.0 +77.0 157,880 506,695 +17,115
Dec09 091109 3715.5 3768.5 3714.5 3762.0 +76.5 28,103 82,268 +27,643
Jan10 091109 3767.5 3767.5 3767.5 3767.5 +76.5      
Total Volume and Open Interest 186,038 590,685 +44,808
Hang Seng Index(HKFE)
Nov09 091109 22010 22215 21900 22134 +288 60,242 78,870 -97
Dec09 091109 21982 22200 21900 22119 +286 700 8,520 +246
Total Volume and Open Interest 60,970 87,816 +132
DAX(EUREX)
Dec09 091109 5528.5 5657.5 5528.5 5620.0 +131.0 167,985 190,185 +87
Mar10 091109 5527.0 5650.0 5527.0 5624.5 +131.0 294 11,575 -84
Jun10 091109 5575.0 5662.5 5569.5 5630.5 +131.5 292 1,773 +115
Total Volume and Open Interest 168,571 203,533 +118
FT-SE 100(EURONEXT)
Dec09 091109 5169.50 5243.00 5164.50 5214.50 +91.00 96,693 611,833 -6,932
Mar10 091109 5128.00 5180.00 5128.00 5167.50 +90.50 74 18,529 -31
Jun10 091109 5103.00 5125.00 5103.00 5125.00 +93.00 0 663 +0
Total Volume and Open Interest 96,767 631,030 -6,963
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 091109 500.25 509.00 499.95 507.00 +11.50 351 19,669 -59
Dec09 091109 515.25 517.00 503.75 515.25 +11.45 127 254 +124
Jan10 091109 518.50 520.00 515.00 518.50 +10.50 0 1 +0
Total Volume and Open Interest 478 19,924 +65
Reuters CCI(ICE)
Jan10 090519 430.00 430.00 430.00 430.00 unch 0 11  
Total Volume and Open Interest 0 146  
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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