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MRCI's End of Day Prices
Daily Futures Price Listing Wed November 11, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov09 091111 958.75 978.75 957.00 963.75 +2.25 9,342 5,312 -2,158
Jan10 091111 965.25 986.50 964.00 972.00 +4.00 84,025 227,599 +4,636
Mar10 091111 971.00 991.75 970.00 979.00 +5.00 20,332 66,889 +5,012
May10 091111 975.00 995.25 975.00 983.75 +6.25 7,734 32,853 -7
Jul10 091111 980.75 1000.50 980.00 989.50 +6.50 8,750 38,153 -613
Aug10 091111 991.25 991.25 983.00 990.00 +7.00 281 1,352 +21
Sep10 091111 985.50 985.50 979.00 985.50 +6.50 129 230 +8
Total Volume and Open Interest 135,850 422,309 +7,925
Soybean Meal(CBOT)
Dec09 091111 288.70 295.00 286.50 289.10 +0.90 32,487 55,077 +1,526
Jan10 091111 281.00 287.90 278.70 281.50 +0.50 13,524 26,167 +1,977
Mar10 091111 279.20 285.70 277.40 280.10 +0.90 5,261 22,717 +997
May10 091111 280.70 285.70 277.70 280.50 +1.50 2,258 15,863 +302
Jul10 091111 280.50 287.10 279.10 282.00 +1.70 1,605 13,998 -9
Aug10 091111 286.80 286.80 280.00 282.20 +1.70 270 3,833 +33
Sep10 091111 287.90 287.90 282.00 282.00 +2.30 209 3,201 +18
Oct10 091111 283.50 283.50 278.20 280.00 +1.80 198 2,394 +7
Total Volume and Open Interest 59,407 152,816 +6,479
Soybean Oil(CBOT)
Dec09 091111 37.56 38.40 37.46 38.37 +0.81 34,672 73,234 +89
Jan10 091111 37.94 38.83 37.94 38.79 +0.81 15,580 85,853 +345
Mar10 091111 38.67 39.20 38.63 39.18 +0.81 8,204 41,328 +3,012
May10 091111 39.07 39.52 38.98 39.49 +0.81 1,785 12,465 -182
Jul10 091111 39.35 39.79 39.30 39.77 +0.81 1,827 12,111 +384
Aug10 091111 39.48 39.87 39.06 39.87 +0.81 45 1,758 +35
Sep10 091111 39.76 39.97 39.16 39.97 +0.81 98 1,165 +0
Oct10 091111 39.78 40.03 39.78 40.03 +0.83 90 814 +24
Total Volume and Open Interest 64,473 240,648 +4,910
Canola(WCE)
Nov09 091110 393.2 393.2 386.2 386.2 -7.0      
Jan10 091110 382.0 384.9 379.0 383.2 -2.0 7,458 76,170 -692
Mar10 091110 390.9 390.9 385.3 389.0 -2.2 519 8,535 -86
May10 091110 391.8 394.7 391.8 393.9 -2.0 184 1,471 +26
Jul10 091110 396.0 396.0 391.7 395.7 -2.4 340 2,044 +171
Total Volume and Open Interest 8,660 89,027 -452
Corn(CBOT)
Dec09 091111 393.25 403.00 391.50 394.00 -0.50 174,312 406,598 -10,168
Mar10 091111 407.00 418.00 406.50 409.25 +0.25 77,969 282,150 +9,243
May10 091111 417.75 427.75 417.00 419.25 +0.25 14,428 60,035 +2,771
Jul10 091111 426.00 436.00 425.00 427.75 +0.25 16,331 75,852 +2,333
Sep10 091111 433.50 441.50 432.25 434.75 -0.25 2,446 18,802 +707
Dec10 091111 440.00 448.00 439.50 442.75 -0.25 25,008 140,847 +8,387
Total Volume and Open Interest 311,031 1,004,686 +13,611
Wheat(CBOT)
Dec09 091111 521.75 540.00 519.50 531.75 +8.75 55,787 125,557 -7,585
Mar10 091111 542.50 560.00 539.25 552.00 +9.00 24,434 112,381 +5,118
May10 091111 555.00 572.75 554.25 565.00 +8.75 10,537 19,581 +1,627
Jul10 091111 567.50 584.50 565.75 576.50 +8.25 11,059 46,044 +2,731
Sep10 091111 593.00 600.00 588.75 593.50 +8.25 2,629 10,388 +1,418
Total Volume and Open Interest 109,419 351,014 +6,070
Wheat(KCBT)
Dec09 091111 523.50 544.75 522.00 535.25 +9.75 13,365 36,806 -2,043
Mar10 091111 538.75 560.75 538.25 551.50 +10.00 5,438 39,731 +2,722
May10 091111 562.50 571.50 557.50 562.75 +9.50 450 5,856 +205
Jul10 091111 562.75 584.50 562.75 574.75 +9.50 2,714 23,546 +731
Sep10 091111 585.00 596.50 582.00 586.75 +9.50 148 1,601 +11
Total Volume and Open Interest 24,359 133,683 +3,296
Wheat(MGE)
Dec09 091111 541.75 558.00 540.75 550.75 +6.25 8,650 15,062 +1,288
Mar10 091111 557.00 575.00 557.00 567.00 +7.25 2,429 13,878 +948
May10 091111 580.00 586.25 573.75 578.50 +6.50 1,669 4,746 +499
Jul10 091111 585.75 598.00 582.75 590.50 +5.75 3,051 8,688 +1,713
Sep10 091111 596.50 610.00 596.50 602.50 +6.75 810 2,372 +248
Total Volume and Open Interest 18,849 50,635 +6,325
Oats(CBOT)
Dec09 091111 263.75 273.00 262.50 266.50 +2.75 354 4,732 -39
Mar10 091111 276.25 286.50 276.00 280.00 +2.75 280 8,385 -3
May10 091111 290.25 290.25 285.75 288.25 +2.50 26 243 +25
Jul10 091111 295.75 295.75 293.00 295.75 +2.75 0 21 +0
Total Volume and Open Interest 662 13,572 -17
Rough Rice(CBOT)
Nov09 091111 14.90 15.17 14.90 14.90 -0.27 92 610 -88
Jan10 091111 15.34 15.44 15.11 15.13 -0.22 858 10,196 +97
Mar10 091111 15.56 15.68 15.38 15.38 -0.21 160 2,577 +52
May10 091111 15.89 15.90 15.62 15.62 -0.19 12 407 -10
Total Volume and Open Interest 1,176 14,981 +64
Live Cattle(CME)
Dec09 091111 84.730 84.730 83.450 83.650 -0.950 28,028 91,573 -10,116
Feb10 091111 86.080 86.300 85.680 85.930 -0.355 18,258 87,210 +4,433
Apr10 091111 89.035 89.080 88.230 88.350 -0.800 8,577 52,690 +2,661
Jun10 091111 85.750 85.885 85.250 85.535 -0.265 2,443 22,841 +414
Aug10 091111 85.750 85.750 85.385 85.650 -0.180 273 5,601 +38
Oct10 091111 88.500 88.600 88.200 88.400 -0.250 92 3,462 +73
Total Volume and Open Interest 57,695 265,015 -2,481
Feeder Cattle(CME)
Nov09 091111 93.750 93.930 93.250 93.330 -0.555 883 3,358 -281
Jan10 091111 94.750 94.800 93.350 93.480 -1.250 1,865 14,412 -61
Mar10 091111 95.300 95.480 93.900 93.980 -1.720 1,112 4,880 +344
Apr10 091111 96.035 96.050 94.750 94.750 -1.450 195 826 +42
May10 091111 97.150 97.150 96.050 96.200 -1.300 93 1,564 +27
Aug10 091111 98.400 98.400 97.600 98.050 -0.750 6 394 +2
Sep10 091111 98.700 98.800 98.700 98.700 -0.435 0 4 +0
Total Volume and Open Interest 4,154 25,438 +73
Lean Hogs(CME)
Dec09 091111 55.830 56.450 55.535 55.600 -0.030 18,698 52,570 -6,109
Feb10 091111 63.485 63.735 62.950 63.180 +0.050 11,312 49,627 +1,540
Apr10 091111 67.900 68.285 67.680 67.900 unch 7,769 29,333 +2,709
May10 091111 72.385 72.400 72.035 72.250 -0.035 40 1,545 +13
Jun10 091111 76.150 76.450 76.000 76.250 unch 1,757 16,050 +432
Jul10 091111 75.600 75.750 75.180 75.385 -0.265 409 5,647 +166
Aug10 091111 74.330 74.800 74.330 74.535 -0.100 207 3,755 +121
Oct10 091111 67.800 67.800 67.150 67.300 -0.500 24 2,424 +14
Total Volume and Open Interest 40,231 162,383 -1,100
Pork Bellies(CME)
Feb10 091111 85.000 87.385 84.850 85.500 +1.115 33 398 -14
Mar10 091111 84.500 85.250 82.400 83.550 +1.300 1 88 +0
May10 091111 86.000 87.100 85.750 86.000 +0.950 0 79 +0
Jul10 091111 86.750 86.750 86.750 86.750 unch 0 20 +0
Aug10 091111 84.250 85.500 84.250 84.250 unch 0 15 +0
Total Volume and Open Interest 34 600 -14
Class III Milk(CME)
Nov09 091111 14.06 14.09 14.04 14.04 -0.04 46 3,876 -22
Dec09 091111 14.82 14.84 14.47 14.61 -0.21 168 5,175 +80
Jan10 091111 14.94 14.97 14.53 14.64 -0.29 176 2,849 +59
Feb10 091111 15.08 15.09 14.80 14.87 -0.20 158 1,928 +34
Mar10 091111 15.13 15.20 15.02 15.04 -0.15 88 1,665 +25
Total Volume and Open Interest 803 22,770 +191
Cocoa(ICE)
Dec09 091111 3094 3158 3074 3152 +63 15,544 21,956 -7,491
Mar10 091111 3144 3211 3130 3205 +65 9,329 63,764 +2,068
May10 091111 3149 3225 3149 3225 +66 1,011 16,766 +451
Jul10 091111 3142 3222 3142 3222 +70 358 6,277 -10
Sep10 091111 3216 3216 3216 3216 +72 33 4,912 +6
Dec10 091111 3135 3212 3135 3212 +75 23 3,411 +13
Mar11 091111 3129 3205 3129 3205 +74 31 7,138 +16
Total Volume and Open Interest 26,329 130,680 -4,947
Coffee "C"(ICE)
Dec09 091111 134.55 136.00 132.00 132.70 -1.35 11,538 49,399 -2,867
Mar10 091111 137.60 139.10 135.10 135.80 -1.35 7,869 51,653 +3,807
May10 091111 139.00 140.95 136.95 137.55 -1.45 1,284 14,842 +765
Jul10 091111 140.70 141.75 138.70 139.25 -1.45 110 4,382 +150
Sep10 091111 143.35 143.35 140.40 140.95 -1.40 30 4,238 +16
Dec10 091111 145.95 146.35 142.85 143.35 -1.55 31 3,854 +19
Total Volume and Open Interest 20,867 129,949 +1,895
Orange Juice(ICE)
Jan10 091111 115.50 116.30 114.45 116.00 +0.80 493 18,679 +16
Mar10 091111 118.75 119.75 118.75 119.50 +0.75 128 6,859 +88
May10 091111 122.00 122.70 121.80 122.70 +0.65 24 2,692 +21
Jul10 091111 125.00 125.60 125.00 125.60 +0.55 0 671 +0
Sep10 091111 128.00 128.50 128.00 128.45 +0.45 0 384 +0
Nov10 091111 130.85 130.85 130.85 130.85 +0.45 0 46 +0
Total Volume and Open Interest 645 29,511 +109
Sugar #11(ICE)
Mar10 091111 22.15 22.87 22.10 22.67 +0.76 56,581 354,169 -2,724
May10 091111 21.04 21.77 21.04 21.57 +0.70 20,576 99,240 -1,039
Jul10 091111 19.78 20.30 19.75 20.17 +0.62 23,323 116,409 -5,436
Oct10 091111 19.22 19.61 19.15 19.51 +0.54 3,123 87,507 -137
Mar11 091111 18.90 19.19 18.75 19.11 +0.54 1,778 47,910 -186
Total Volume and Open Interest 106,265 764,367 -9,528
London Cocoa(LCE)
Dec09 091030 2127 2146 2122 2127 -20 3,155 54,406 -13
Mar10 091111 2064 2137 2062 2132 +67 3,811 39,145 -438
May10 091111 2084 2155 2082 2150 +65 1,579 49,328 +135
Jul10 091111 2018 2078 2008 2076 +65 613 16,623 +308
Sep10 091111 1994 2060 1991 2060 +74 22 5,940 -5
Dec10 091111 1975 2045 1971 2045 +77 76 1,893 +59
Mar11 091111 1956 2026 1956 2024 +77 0 6,261 +0
Total Volume and Open Interest 10,088 166,778 -321
London Sugar(LCE)
Mar10 091111 583.20 595.50 581.10 590.00 +14.50 4,098 34,704 +314
May10 091111 577.40 588.40 576.00 583.00 +12.60 1,059 13,344 +321
Aug10 091111 549.90 559.00 546.90 553.90 +12.20 365 8,527 -73
Oct10 091111 524.00 531.10 524.00 526.40 +11.20 156 4,311 -20
Dec10 091111 510.00 514.00 510.00 514.00 +10.80 0 770 +0
Total Volume and Open Interest 9,073 75,154 -45
Cotton(ICE)
Dec09 091111 69.10 70.61 67.23 67.30 -1.75 9,975 82,395 -6,267
Mar10 091111 72.93 74.27 70.99 71.07 -1.77 6,918 77,365 +5,311
May10 091111 74.54 75.70 72.54 72.62 -1.81 874 6,323 +521
Jul10 091111 75.82 76.85 73.80 73.95 -1.84 749 15,948 +335
Oct10 091111 74.51 74.51 74.51 74.51 -1.84 0 113 +0
Dec10 091111 77.00 78.13 75.42 75.42 -1.63 148 7,606 +99
Total Volume and Open Interest 18,696 190,200 +29
Lumber(CME)
Nov09 091111 187.5 189.7 186.2 187.6 +0.1 243 762 -86
Jan10 091111 209.1 211.0 208.0 209.2 unch 502 6,694 -11
Mar10 091111 226.5 228.3 226.4 227.0 -0.3 158 1,857 +73
May10 091111 238.5 238.5 237.0 237.5 unch 6 78 -1
Total Volume and Open Interest 913 9,416 -23
Crude Oil(NYM)
Dec09 091111 78.88 80.10 78.57 79.28 +0.23 327,402 258,226 -33,442
Jan10 091111 79.86 80.70 79.18 79.92 +0.28 118,325 221,728 +26,789
Feb10 091111 80.31 81.35 79.85 80.59 +0.32 26,119 72,751 +2,024
Mar10 091111 80.92 81.95 80.50 81.25 +0.36 12,967 62,711 +1,558
Apr10 091111 81.99 82.48 81.36 81.88 +0.39 5,070 22,244 -173
May10 091111 82.50 82.96 81.78 82.45 +0.41 4,804 23,804 +1,150
Jun10 091111 82.56 83.46 82.14 82.90 +0.43 10,227 94,818 +913
Jul10 091111 82.99 83.69 82.61 83.26 +0.45 3,417 28,720 -253
Aug10 091111 83.58 83.60 83.39 83.59 +0.45 3,538 12,960 +725
Sep10 091111 84.00 84.00 83.92 83.92 +0.46 2,932 24,326 +110
Oct10 091111 84.27 84.27 84.27 84.27 +0.47 2,909 15,518 +539
Nov10 091111 84.64 84.64 84.64 84.64 +0.49 3,738 15,521 -542
Dec10 091111 84.52 85.57 84.25 85.02 +0.51 12,585 108,121 -1,276
Jan11 091111 85.25 85.25 85.25 85.25 +0.53 553 14,552 -52
Feb11 091111 85.46 85.46 85.46 85.46 +0.53 105 7,245 +56
Mar11 091111 85.66 85.66 85.66 85.66 +0.54 23 5,567 +15
Total Volume and Open Interest 540,894 1,215,240 -633
e-miNY Crude Oil(NYM)
Nov09 091019 78.850 79.650 78.100 79.600 +1.075 9,026 4,656 +226
Dec09 091111 78.900 80.100 78.600 79.275 +0.225 9,340 5,040 +236
Jan10 091111 79.500 80.725 79.250 79.925 +0.275 454 974 +102
Feb10 091111 80.125 80.850 79.875 80.600 +0.325 33 244 -1
Mar10 091111 81.250 81.250 81.250 81.250 +0.350 1 162 -1
Apr10 091111 81.250 81.875 81.250 81.875 +0.375 3 5 +1
May10 091111 82.450 82.450 82.450 82.450 +0.400 0 2 +0
Jun10 091111 82.900 82.900 82.900 82.900 +0.425 1 9 +1
Jul10 091111 83.700 83.700 83.250 83.250 +0.450 0 6 +0
Aug10 091111 83.600 83.600 83.600 83.600 +0.450 0 1 +0
Total Volume and Open Interest 9,833 6,526 -950
Heating Oil(NYM)
Dec09 091111 204.55 207.96 203.72 205.58 +0.35 45,509 73,643 -1,638
Jan10 091111 208.30 211.30 207.18 209.03 +0.36 19,731 70,465 +3,588
Feb10 091111 211.17 213.68 210.12 211.61 +0.34 6,614 32,328 +478
Mar10 091111 213.22 215.69 212.00 213.65 +0.43 4,718 23,910 +540
Apr10 091111 214.16 215.60 212.82 214.48 +0.52 2,535 12,546 +200
May10 091111 213.61 215.36 213.61 215.36 +0.55 2,743 11,807 +167
Jun10 091111 215.88 218.36 214.86 216.46 +0.58 5,280 28,229 +1,265
Jul10 091111 217.93 218.01 217.93 218.01 +0.58 316 8,490 +63
Aug10 091111 220.00 220.03 219.70 220.03 +0.60 123 3,655 +55
Sep10 091111 223.69 223.69 222.14 222.38 +0.65 382 6,810 +69
Oct10 091111 224.50 224.73 224.50 224.73 +0.70 477 3,220 -22
Nov10 091111 227.22 227.22 227.03 227.03 +0.75 54 5,433 +14
Total Volume and Open Interest 90,767 324,884 +4,928
Gasoline(NYMEX)
Dec09 091111 197.20 201.08 196.64 199.27 +1.53 51,008 72,702 -7,564
Jan10 091111 201.34 203.64 199.90 201.88 +1.37 27,125 71,315 +6,847
Feb10 091111 203.43 205.96 202.58 204.26 +1.28 9,173 21,584 -887
Mar10 091111 207.52 208.34 205.10 206.64 +1.16 4,995 23,363 +250
Apr10 091111 220.20 220.35 218.30 219.04 +1.16 1,717 14,466 -244
May10 091111 220.07 221.00 218.35 219.89 +1.16 1,622 8,405 +357
Jun10 091111 219.43 222.00 219.04 220.57 +1.14 1,633 9,321 +61
Jul10 091111 220.50 221.05 219.52 220.92 +1.08 573 3,467 +14
Aug10 091111 220.87 220.87 220.87 220.87 +0.98 497 3,407 +122
Sep10 091111 220.32 220.32 220.32 220.32 +0.96 289 3,627 +46
Total Volume and Open Interest 100,855 250,598 +226
e-miNY RBOB Gasoline(NYM)
Dec09 091111 199.27 199.27 199.27 199.27 +1.53 0 3 +0
Jan10 091111 201.88 201.88 201.88 201.88 +1.37      
Feb10 091111 204.26 204.26 204.26 204.26 +1.28      
Mar10 091111 206.64 206.64 206.64 206.64 +1.16      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Dec09 091111 4.467 4.566 4.433 4.503 +0.036 105,091 139,851 -5,102
Jan10 091111 4.842 4.961 4.832 4.901 +0.040 49,649 123,479 +1,520
Feb10 091111 4.946 5.028 4.911 4.974 +0.039 16,027 46,498 +442
Mar10 091111 4.966 5.045 4.926 4.994 +0.041 16,761 69,704 +1,643
Apr10 091111 4.973 5.053 4.944 5.008 +0.041 14,754 47,448 +679
May10 091111 5.035 5.106 5.008 5.068 +0.038 5,555 27,532 +23
Jun10 091111 5.111 5.200 5.111 5.169 +0.036 2,361 20,155 +224
Jul10 091111 5.250 5.321 5.231 5.283 +0.034 1,597 15,247 -19
Aug10 091111 5.375 5.418 5.356 5.373 +0.030 4,160 13,748 -717
Sep10 091111 5.471 5.471 5.425 5.440 +0.029 6,957 14,873 +1,672
Oct10 091111 5.535 5.602 5.514 5.570 +0.031 7,490 30,116 +221
Nov10 091111 5.957 6.017 5.957 5.985 +0.024 693 7,757 +150
Dec10 091111 6.327 6.410 6.327 6.368 +0.020 834 15,395 +137
Jan11 091111 6.573 6.634 6.573 6.603 +0.021 775 11,585 -62
Feb11 091111 6.575 6.650 6.575 6.598 +0.021 76 5,905 +0
Mar11 091111 6.406 6.462 6.406 6.433 +0.021 335 15,826 -77
Total Volume and Open Interest 233,671 709,868 +1,052
Brent Crude Oil(ICE)
Dec09 091111 77.70 78.62 77.07 77.95 +0.45 120,608 119,689 -21,562
Jan10 091111 78.36 79.35 77.84 78.70 +0.42 84,088 182,059 +20,854
Feb10 091111 79.25 80.09 78.71 79.45 +0.41 28,040 82,815 +3,062
Mar10 091111 79.81 80.77 79.43 80.16 +0.40 7,760 36,037 +634
Apr10 091111 80.48 81.43 80.19 80.83 +0.40 3,567 16,455 -243
May10 091111 81.11 81.94 80.82 81.47 +0.41 2,488 14,631 +540
Jun10 091111 81.72 82.70 81.41 82.09 +0.43 4,666 51,354 -39
Jul10 091111 82.20 82.86 82.20 82.64 +0.43 1,383 13,411 -156
Aug10 091111 82.71 83.30 82.71 83.17 +0.44 1,228 8,743 -134
Sep10 091111 83.67 83.67 83.67 83.67 +0.43 925 5,891 +281
Oct10 091111 84.12 84.12 84.12 84.12 +0.43 897 11,621 +351
Nov10 091111 84.49 84.49 84.49 84.49 +0.44 530 7,214 -22
Dec10 091111 84.65 85.39 84.18 84.85 +0.45 4,803 69,590 +42
Jan11 091111 85.23 85.23 85.23 85.23 +0.47 25 6,993 +0
Total Volume and Open Interest 263,885 715,881 +3,823
Gas Oil(ICE)
Nov09 091111 625.25 631.50 620.00 624.75 -3.75 25,216 34,575 -7,923
Dec09 091111 635.75 642.00 630.00 635.25 -2.25 75,364 117,576 -4,899
Jan10 091111 643.25 652.00 640.75 645.75 -1.50 37,034 107,424 +3,718
Feb10 091111 653.00 659.75 648.75 653.50 -1.00 9,662 40,818 +1,429
Mar10 091111 656.75 665.50 656.75 659.75 -1.00 2,863 32,658 -254
Apr10 091111 666.75 672.00 665.75 666.00 -1.00 1,607 19,513 -149
May10 091111 672.75 678.00 672.00 672.00 -1.00 1,534 18,093 +185
Jun10 091111 674.50 684.00 673.75 677.50 -1.25 3,938 41,335 +25
Jul10 091111 690.50 690.50 684.50 684.50 -1.50 1,187 14,694 +38
Aug10 091111 694.00 697.50 691.50 691.50 -1.50 411 14,045 +4
Total Volume and Open Interest 163,243 569,005 -7,679
Ethanol(CBOT)
Nov09 091104 1.970 2.000 1.970 1.970 +0.020 5 151 -1
Dec09 091111 1.970 1.980 1.955 1.975 +0.031 51 668 +7
Jan10 091111 1.894 1.898 1.872 1.894 +0.017 81 958 -37
Feb10 091111 1.850 1.872 1.850 1.870 +0.007 4 451 +1
Mar10 091111 1.864 1.864 1.864 1.864 +0.012 8 624 +3
Apr10 091111 1.859 1.859 1.859 1.859 +0.010 5 389 +5
May10 091111 1.835 1.835 1.835 1.835 unch 23 203 -18
Jun10 091111 1.850 1.850 1.832 1.835 +0.002 13 256 -5
Total Volume and Open Interest 217 5,616 -18
US Dollar Index(ICE)
Dec09 091111 75.020 75.325 74.855 75.260 +0.150 16,212 34,802 +1,384
Mar10 091111 75.310 75.600 75.210 75.570 +0.140 111 2,438 +8
Jun10 091111 75.700 75.955 75.700 75.955 +0.140 0 6 +0
Total Volume and Open Interest 16,323 37,246 +1,392
Australian Dollar(CME)
Dec09 091111 92.69 93.15 92.42 92.60 -0.15 62,926 109,917 -1,772
Mar10 091111 91.90 92.21 91.55 91.71 -0.14 560 1,478 +135
Jun10 091111 90.59 90.67 90.59 90.67 -0.16 0 8 +0
Total Volume and Open Interest 63,486 111,420 -1,637
British Pound(CME)
Dec09 091111 167.39 167.95 165.31 165.53 -1.81 103,151 102,780 +2,157
Mar10 091111 167.30 167.84 165.24 165.44 -1.81 129 509 -11
Jun10 091111 165.35 167.54 165.35 165.35 -1.80 1 119 -1
Total Volume and Open Interest 103,331 103,478 +2,195
Canadian Dollar(CME)
Dec09 091111 95.23 95.85 95.20 95.57 +0.26 68,680 81,848 +989
Mar10 091111 95.23 95.85 95.23 95.57 +0.26 186 2,988 +77
Jun10 091111 95.54 95.78 95.29 95.54 +0.26 12 429 +28
Sep10 091111 95.50 95.71 95.34 95.49 +0.25 9 430 +9
Total Volume and Open Interest 68,887 85,919 +1,103
Japanese Yen(CME)
Dec09 091111 111.36 112.02 111.07 111.25 -0.18 64,831 116,703 -156
Mar10 091111 111.65 112.06 111.16 111.31 -0.19 4 606 -1
Jun10 091111 111.40 111.97 111.40 111.40 -0.20 1 16 +1
Total Volume and Open Interest 64,836 117,346 -156
Swiss Franc(CME)
Dec09 091111 99.26 99.67 99.04 99.09 -0.14 41,376 53,013 +3,068
Mar10 091111 99.60 99.70 99.11 99.15 -0.14 20 261 +5
Jun10 091111 99.22 99.61 99.22 99.22 -0.15 0 5 +0
Total Volume and Open Interest 41,396 53,280 +3,073
EuroFX(CME)
Dec09 091111 149.83 150.48 149.51 149.62 -0.17 194,821 160,367 +11
Mar10 091111 149.90 150.39 149.47 149.56 -0.17 580 2,350 -122
Jun10 091111 149.47 150.10 149.47 149.47 -0.17 0 169 +0
Total Volume and Open Interest 195,401 162,895 -111
Mexican Peso(CME)
Nov09 091111 761.5 761.5 761.5 761.5 +4.8 5 1 -5
Dec09 091111 754.2 759.8 754.2 757.5 +4.8 27,770 65,400 -7,925
Total Volume and Open Interest 27,778 67,557 -7,927
30-Year T-Bonds(CBOT)
Dec09 091111 118~140 119~140 118~050 119~120 +0~310 194,803 728,678 +728,678
Mar10 091111 117~160 118~190 117~140 118~190 +1~010 8,909 16,808 +3,965
Jun10 091111 117~010 117~010 117~010 117~010 +1~000 0 37 +0
Total Volume and Open Interest 203,712 745,523 -1,025
10-Year T-Notes(CBOT)
Dec09 091111 118~200 119~040 118~150 119~010 +0~145 551,117 1,266,355 -10,029
Mar10 091111 117~065 117~230 117~040 117~205 +0~145 9,178 29,342 +4,057
Jun10 091111 116~080 116~080 116~080 116~080 +0~145      
Total Volume and Open Interest 560,295 1,295,697 -5,972
5-Year T-Notes(CBOT)
Dec09 091110 116~106 116~106 116~093 116~094 +0~003      
Mar10 091111 115~053 115~086 115~053 115~086 +0~034 1,219 4,285 +324
Jun10 091111 114~044 114~044 114~044 114~044 +0~034      
Total Volume and Open Interest 286,842 838,351 +6,843
2 Year T-Notes(CBOT)
Dec09 091110 108~123 108~123 108~122 108~122 +0~005      
Mar10 091111 108~045 108~058 108~045 108~058 +0~012 2,539 20,651 +769
Jun10 091111 107~105 107~105 107~105 107~105 +0~011 30 6,840 +10
Total Volume and Open Interest 130,089 1,057,347 -2,139
Eurodollars(CME)
Dec09 091111 99.715 99.720 99.705 99.720 +0.015 58,659 1,026,082 -2,248
Mar10 091111 99.595 99.630 99.590 99.625 +0.030 136,424 1,009,748 -22,499
Jun10 091111 99.365 99.415 99.355 99.405 +0.040 154,607 924,329 -13,237
Sep10 091111 99.020 99.075 99.010 99.065 +0.050 144,915 714,418 +4,504
Dec10 091111 98.615 98.670 98.605 98.665 +0.055 195,223 870,320 +12,200
Mar11 091111 98.235 98.290 98.220 98.285 +0.060 126,726 574,768 +3,248
Jun11 091111 97.870 97.930 97.855 97.925 +0.065 109,551 538,345 +11,726
Sep11 091111 97.550 97.610 97.530 97.605 +0.070 91,941 437,818 +4,694
Dec11 091111 97.245 97.310 97.225 97.305 +0.075 41,964 255,310 +262
Mar12 091111 96.990 97.060 96.970 97.060 +0.080 38,516 189,602 -199
Jun12 091111 96.750 96.820 96.730 96.820 +0.085 28,132 161,285 -259
Sep12 091111 96.525 96.615 96.520 96.610 +0.085 24,106 99,219 -206
Dec12 091111 96.325 96.410 96.320 96.405 +0.085 10,918 59,377 +578
Mar13 091111 96.180 96.260 96.170 96.260 +0.085 6,583 56,072 -97
Jun13 091111 96.030 96.110 96.020 96.110 +0.085 9,098 49,230 +1,491
Sep13 091111 95.890 95.965 95.880 95.965 +0.080 6,564 51,511 -146
Dec13 091111 95.740 95.815 95.740 95.815 +0.080 5,430 29,102 -121
Mar14 091111 95.630 95.705 95.625 95.705 +0.080 4,437 27,287 -25
Total Volume and Open Interest 1,208,361 7,270,899 +1,662
30 Day Federal Funds(CBOT)
Nov09 091111 99.870 99.870 99.868 99.868 unch 2,039 74,854 +758
Dec09 091111 99.860 99.870 99.860 99.865 unch 1,367 62,542 +109
Jan10 091111 99.855 99.860 99.850 99.850 unch 1,297 63,718 -486
Feb10 091111 99.830 99.835 99.825 99.825 unch 3,113 71,962 -522
Mar10 091111 99.805 99.820 99.805 99.810 +0.010 2,829 47,910 -90
Apr10 091111 99.780 99.800 99.780 99.790 +0.015 2,082 53,003 +345
Total Volume and Open Interest 21,113 516,134 +403
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 091110 99.50 99.50 99.50 99.50 unch      
Mar10 091110 99.54 99.54 99.54 99.54 +0.03      
Jun10 091110 99.54 99.54 99.54 99.54 +0.01      
Sep10 091110 99.51 99.51 99.51 99.51 unch      
Dec10 091110 99.50 99.50 99.50 99.50 +0.05      
Mar11 091110 99.45 99.45 99.45 99.45 +0.09      
Jun11 091110 99.31 99.31 99.31 99.31 unch      
Sep11 091110 99.31 99.31 99.31 99.31 unch      
Dec11 091110 99.11 99.11 99.11 99.11 unch      
Mar12 091110 99.08 99.08 99.08 99.08 +0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec09 091111 99.50 99.50 99.50 99.50 unch 268 3,784 -208
Mar10 091111 99.54 99.54 99.54 99.54 unch 0 3,567 +138
Jun10 091111 99.54 99.54 99.54 99.54 unch 0 1,706 -80
Sep10 091111 99.54 99.54 99.51 99.51 unch 0 1,658 +0
Dec10 091111 99.46 99.46 99.46 99.46 unch 0 842 +0
Mar11 091111 99.37 99.37 99.37 99.37 unch 0 562 +0
Jun11 091111 99.31 99.31 99.31 99.31 unch 0 52 +0
Sep11 091111 99.31 99.31 99.31 99.31 unch 0 51 +0
Total Volume and Open Interest 268 13,694 -150
Japanese Gov't Bonds(SGX)
Dec09 091109 137.43 137.64 137.30 137.38 -0.92 4,871 16,174 +0
Mar10 091111 137.55 137.55 137.55 137.55 +0.20 1 1 +0
Jun10 091111 137.55 137.55 137.55 137.55 +0.20      
Total Volume and Open Interest 2,023 16,210 +365
Euro-Bund(EUREX)
Dec09 091111 121.58 121.76 121.24 121.71 -0.01 540,296 907,916 -17,450
Mar10 091111 121.12 121.35 120.89 121.34 -0.04 256 17,202 +53
Jun10 091111 120.51 120.51 120.51 120.51 -0.06 0 3 +0
Total Volume and Open Interest 540,552 925,121 -17,397
Euro-Bobl(EUREX)
Dec09 091111 115.75 115.82 115.57 115.79 -0.02 290,183 657,839 +6,288
Mar10 091111 115.29 115.51 115.28 115.51 -0.01 9 10,878 +2
Jun10 091111 115.09 115.09 115.09 115.09 -0.02      
Total Volume and Open Interest 290,192 668,717 +6,290
3-Mth Euribor(EUREX)
Dec09 091111 99.265 99.265 99.260 99.265 unch 546 8,449 +309
Mar10 091111 99.150 99.175 99.150 99.175 +0.015 47 5,189 -10
Jun10 091111 98.820 98.855 98.820 98.855 +0.025 273 4,712 -148
Total Volume and Open Interest 929 22,149 +179
Long Gilt(LIFFE)
Dec09 091111 116~32 117~21 116~20 117~18 -0~31 73,487 237,970 +4,386
Mar10 091111 115~31 115~31 115~31 115~31 +0~11 0 20 +0
Total Volume and Open Interest 60,866 233,678 -3,783
3-Mth Short Sterling(LIFFE)
Dec09 091111 99.36 99.40 99.35 99.36 -0.01 16,743 338,212 -1,657
Mar10 091111 99.21 99.29 99.19 99.26 +0.04 32,162 373,181 -1,596
Jun10 091111 98.82 98.95 98.78 98.94 +0.10 44,302 356,657 -608
Sep10 091111 98.32 98.48 98.25 98.47 +0.14 43,606 277,592 +6,779
Dec10 091111 97.78 97.93 97.69 97.93 +0.14 64,580 314,136 +14,358
Mar11 091111 97.28 97.44 97.19 97.43 +0.13 36,179 209,265 +3,722
Total Volume and Open Interest 292,881 2,400,064 +17,710
3-Mth Euribor(LIFFE)
Dec09 091111 99.265 99.270 99.255 99.265 unch 60,207 599,517 +2,749
Mar10 091111 99.160 99.190 99.145 99.175 +0.015 89,692 657,132 +806
Jun10 091111 98.825 98.870 98.810 98.855 +0.025 136,074 614,430 +36,135
Total Volume and Open Interest 766,134 3,370,950 +57,181
3-Mth Aus T-Bills(SFE)
Dec09 091111 95.84 95.86 95.83 95.86 unch 11,567 322,848 +4,562
Mar10 091111 95.28 95.28 95.24 95.27 -0.01 12,595 211,693 +2,980
Jun10 091111 94.89 94.89 94.83 94.89 unch 7,048 135,122 +1,471
Sep10 091111 94.56 94.58 94.50 94.58 +0.01 3,310 86,516 +912
Dec10 091111 94.27 94.32 94.24 94.32 +0.02 1,153 52,427 -615
Mar11 091111 94.04 94.10 94.03 94.10 +0.03 543 25,903 -45
Jun11 091111 93.87 93.93 93.85 93.92 +0.02 325 19,183 +91
Sep11 091111 93.72 93.80 93.72 93.80 +0.03 408 11,978 +325
Dec11 091111 93.66 93.71 93.66 93.71 +0.05 0 4,778 +0
Mar12 091111 93.65 93.65 93.65 93.65 +0.05 0 2,156 +0
Total Volume and Open Interest 36,949 873,545 +9,681
10-Year Aus T-Bonds(SFE)
Dec09 091111 94.34 94.38 94.28 94.38 +0.04 15,244 369,027 +2,540
Mar10 091111 94.38 94.38 94.38 94.38 +0.04      
Total Volume and Open Interest 15,244 369,027 +2,540
3-Year Aus T-Bonds(SFE)
Dec09 091111 94.85 94.87 94.78 94.87 +0.02 70,779 679,496 +21,102
Mar10 091111 94.87 94.87 94.87 94.87 +0.02      
Total Volume and Open Interest 70,779 679,496 +21,102
Gold(CMX)
Dec09 091111 1106.0 1119.1 1105.6 1114.6 +12.1 137,533 310,383 -10,114
Feb10 091111 1110.0 1120.6 1103.9 1116.0 +12.1 17,059 88,093 +7,578
Apr10 091111 1110.9 1121.5 1105.0 1117.1 +12.1 2,990 33,916 +159
Jun10 091111 1111.5 1122.5 1106.2 1118.2 +12.0 2,503 17,475 +1,816
Aug10 091111 1121.4 1121.5 1107.6 1119.6 +12.0 323 7,454 +181
Oct10 091111 1122.4 1122.4 1109.3 1121.3 +12.0 96 4,425 -5
Dec10 091111 1115.8 1127.6 1111.3 1123.3 +12.0 1,494 21,023 +504
Feb11 091111 1125.8 1125.8 1113.8 1125.8 +12.0 0 2,474 -1
Apr11 091111 1128.6 1128.6 1116.7 1128.6 +11.9 0 1,617 +0
Jun11 091111 476.4 476.4 464.5 476.4 +11.9 300 9,502 +50
Aug11 091111 1135.6 1135.6 1123.7 1135.6 +11.9 0 250 -50
Total Volume and Open Interest 164,004 521,618 +163
Silver(CMX)
Dec09 091111 1734.5 1772.5 1733.0 1753.7 +31.5 30,100 73,004 -3,244
Mar10 091111 1739.0 1775.5 1725.7 1757.3 +31.6 6,688 30,938 +2,870
May10 091111 1747.5 1773.5 1727.5 1759.1 +31.6 541 9,992 +398
Jul10 091111 1744.0 1778.0 1729.1 1760.6 +31.5 59 4,046 +29
Sep10 091111 1762.3 1762.3 1730.8 1762.3 +31.5 18 2,574 +16
Dec10 091111 1771.0 1783.0 1733.9 1765.4 +31.5 433 9,279 +34
Mar11 091111 1768.7 1768.7 1737.3 1768.7 +31.4 0 37 +0
Total Volume and Open Interest 38,039 140,275 +131
Platinum(NYMEX)
Jan10 091111 1354.0 1379.9 1354.0 1369.6 +18.4 1,745 31,258 +67
Apr10 091111 1361.8 1381.0 1361.8 1372.3 +17.1 320 1,501 +242
Jul10 091111 1376.3 1376.3 1376.3 1376.3 +16.1      
Total Volume and Open Interest 2,065 32,759  
Palladium(NYMEX)
Dec09 091111 334.00 349.00 334.00 345.40 +10.20 2,048 16,334 -825
Mar10 091111 340.00 348.15 339.80 346.65 +10.15 1,221 6,084 +956
Jun10 091111 339.00 347.80 339.00 347.45 +10.10 14 47 -4
Total Volume and Open Interest 3,283 22,466 +127
Copper(CMX)
Dec09 091111 295.90 303.75 295.05 296.60 +0.45 28,923 67,309 -7,048
Mar10 091111 297.90 305.50 297.60 299.10 +0.50 13,259 53,658 +7,940
May10 091111 303.70 305.05 299.70 300.00 +0.50 885 7,031 +438
Jul10 091111 304.90 304.90 300.55 300.55 +0.55 239 3,186 +1
Sep10 091111 300.70 300.70 300.10 300.70 +0.60 45 2,103 +24
Total Volume and Open Interest 43,752 140,807 +1,121
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 091111 10231 10305 10215 10259 +42 652 15,188 -45
Mar10 091111 10160 10215 10160 10197 +42 26 933 +19
Jun10 091111 10132 10132 10090 10132 +42 0 1 +0
Sep10 091111 10082 10082 10040 10082 +42      
Total Volume and Open Interest 678 16,122 -26
S & P 500(CME)
Dec09 091111 1091.80 1103.20 1091.20 1096.30 +4.40 19,433 382,094 -1,162
Mar10 091111 1097.70 1098.00 1086.50 1091.40 +4.40 231 6,922 +245
Jun10 091111 1087.10 1093.70 1082.20 1087.10 +4.40 2 307 +2
Sep10 091111 1084.10 1090.70 1079.20 1084.10 +4.40      
Total Volume and Open Interest 19,666 389,328 -915
S & P 500 E-Mini(Globex)
Dec09 091111 1091.75 1103.25 1091.25 1096.25 +4.25 1,833,896 2,503,851 -21,508
Mar10 091111 1088.75 1098.25 1086.75 1091.50 +4.50 3,715 51,674 +1,369
Total Volume and Open Interest 1,837,633 2,555,580 -20,121
NASDAQ 100(CME)
Dec09 091111 1774.00 1793.00 1770.00 1783.80 +11.30 6,892 20,024 +2,705
Mar10 091111 1781.80 1781.80 1780.50 1781.80 +11.30 41 34 +21
Jun10 091111 1780.80 1780.80 1779.50 1780.80 +11.30      
Total Volume and Open Interest 6,933 20,058 +2,726
NASDAQ 100 E-Mini(Globex)
Dec09 091111 1772.30 1792.50 1770.80 1783.80 +11.30 276,685 298,034 -488
Mar10 091111 1775.00 1790.80 1769.00 1781.80 +11.30 337 3,117 +32
Total Volume and Open Interest 277,022 301,153 -457
S & P Midcap 400(CME)
Dec09 091111 701.50 706.00 697.00 700.90 +4.40 33 2,207 -17
Mar10 091111 698.40 698.40 697.50 698.40 +4.40 0 1 +0
Jun10 091111 696.40 696.40 695.50 696.40 +4.40      
Total Volume and Open Interest 33 2,208 -17
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 091111 9865 9960 9850 9890 +10 94,189 172,268 +3,894
Mar10 091111 9885 9885 9885 9885 +5 310 1,618 +272
Total Volume and Open Interest 95,609 177,739 +4,592
Nikkei 225(SGX)
Dec09 091111 9865 9960 9850 9890 +10 94,189 172,268 +3,894
Mar10 091111 9885 9885 9885 9885 +5 310 1,618 +272
Jun10 091111 9925 9925 9925 9925 +10 0 321 +0
Total Volume and Open Interest 95,609 177,739 +4,592
CAC 40(EURONEXT)
Nov09 091111 3798.0 3829.0 3786.5 3800.5 +30.0 94,202 517,604 +1,622
Dec09 091111 3779.0 3821.5 3779.0 3794.0 +30.0 2,704 79,013 -724
Jan10 091111 3800.5 3800.5 3800.5 3800.5 +30.0      
Total Volume and Open Interest 96,981 598,363 +924
Hang Seng Index(HKFE)
Nov09 091111 22477 22666 22363 22665 +410 55,804 81,708 +1,757
Dec09 091111 22426 22650 22355 22650 +410 691 8,496 +72
Total Volume and Open Interest 56,634 90,651 +1,866
DAX(EUREX)
Dec09 091111 5657.0 5708.5 5646.0 5669.5 +50.5 129,725 188,373 +667
Mar10 091111 5660.0 5704.0 5660.0 5674.0 +51.0 838 11,912 +274
Jun10 091111 5679.5 5710.0 5675.5 5680.0 +50.5 30 1,766 +14
Total Volume and Open Interest 130,593 202,051 +955
FT-SE 100(EURONEXT)
Dec09 091111 5253.50 5290.00 5238.50 5248.50 +28.00 81,122 607,418 +415
Mar10 091111 5220.00 5236.00 5200.00 5202.50 +29.00 262 18,690 -146
Jun10 091111 5156.00 5156.00 5156.00 5156.00 +27.00 1 663 +0
Total Volume and Open Interest 81,386 626,777 +270
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 091111 510.00 510.50 505.00 506.00 +2.50 3,113 14,005 -2,814
Dec09 091111 518.30 519.00 513.00 514.50 +2.75 2,994 5,929 +2,788
Jan10 091111 521.00 522.00 517.00 518.50 +2.50 0 1 +0
Total Volume and Open Interest 6,107 19,935 -26
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.

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