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MRCI's End of Day Prices
Daily Futures Price Listing Mon November 01, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov10 101101 1230.25 1236.50 1218.50 1225.25 -0.75 87,273 29,594 -15,563
Jan11 101101 1240.00 1246.25 1228.50 1235.00 -1.00 118,667 328,851 +106
Mar11 101101 1243.75 1250.00 1233.50 1240.00 -0.25 19,629 88,605 +2,556
May11 101101 1242.50 1249.00 1234.25 1240.00 +0.25 8,994 58,562 -35
Jul11 101101 1249.25 1253.25 1239.00 1244.75 +1.25 12,057 49,794 +540
Aug11 101101 1235.75 1235.75 1226.00 1228.00 +2.00 263 1,444 +64
Sep11 101101 1207.00 1207.00 1196.50 1200.00 +1.00 143 1,752 +18
Total Volume and Open Interest 264,285 633,255 -13,009
Soybean Meal(CBOT)
Dec10 101101 338.80 340.00 334.20 337.80 +0.10 28,165 101,740 -455
Jan11 101101 341.30 341.30 335.80 339.70 +0.60 10,454 27,790 +2,104
Mar11 101101 342.00 342.00 337.30 341.00 +0.80 2,993 21,505 +441
May11 101101 340.60 341.20 336.70 340.00 +0.70 2,633 20,081 +632
Jul11 101101 341.00 342.10 337.40 341.00 +1.00 3,856 14,985 -136
Aug11 101101 336.00 336.30 333.00 335.60 +1.00 669 3,423 +304
Sep11 101101 328.10 328.70 326.30 328.70 +0.90 331 3,840 +8
Oct11 101101 316.20 316.20 313.00 315.70 +1.00 123 1,984 +56
Total Volume and Open Interest 50,314 204,299 +3,186
Soybean Oil(CBOT)
Dec10 101101 49.55 49.92 49.32 49.75 +0.45 34,924 136,144 -3,133
Jan11 101101 49.96 50.28 49.67 50.11 +0.46 13,728 98,170 +2,184
Mar11 101101 50.22 50.62 50.04 50.47 +0.46 5,298 55,296 +1,235
May11 101101 50.34 50.80 50.20 50.68 +0.48 4,177 22,315 +705
Jul11 101101 50.52 50.95 50.38 50.88 +0.50 2,926 19,231 +694
Aug11 101101 50.60 50.90 50.60 50.90 +0.52 797 4,468 +482
Sep11 101101 50.75 50.90 50.61 50.90 +0.52 243 1,778 -9
Oct11 101101 50.90 50.90 50.60 50.90 +0.52 437 2,432 +254
Total Volume and Open Interest 63,505 350,804 +2,614
Canola(WCE)
Nov10 101101 534.2 535.5 530.4 535.0 +3.6 1,914 2,222 -1,473
Jan11 101101 537.0 543.7 535.0 542.5 +3.1 13,398 138,142 +1,515
Mar11 101101 542.7 549.9 542.0 548.9 +3.4 1,637 13,566 +416
May11 101101 549.8 552.5 543.8 551.4 +3.6 450 4,345 +54
Jul11 101101 550.7 553.3 544.4 552.1 +3.7 480 11,044 +273
Total Volume and Open Interest 20,660 192,903 +2,362
Corn(CBOT)
Dec10 101101 585.00 590.75 572.00 577.25 -4.75 187,624 575,424 -16,448
Mar11 101101 598.00 603.50 589.50 590.50 -4.50 104,750 471,012 +18,467
May11 101101 603.00 608.50 590.00 596.25 -4.75 15,659 98,026 +2,417
Jul11 101101 604.75 611.75 592.25 598.75 -5.00 30,402 180,917 +4,080
Sep11 101101 562.25 567.00 554.50 561.25 -0.75 12,517 33,408 +5,670
Dec11 101101 542.75 546.75 536.25 540.25 -1.75 25,784 199,207 +2,411
Total Volume and Open Interest 378,917 1,605,365 +16,814
Wheat(CBOT)
Dec10 101101 724.50 728.00 701.00 702.50 -14.75 60,694 225,010 -8,673
Mar11 101101 763.50 767.75 741.00 742.50 -14.75 31,180 107,014 +4,340
May11 101101 781.00 785.00 761.00 761.75 -13.25 5,213 33,620 +334
Jul11 101101 787.50 793.00 771.00 772.50 -11.25 10,070 85,933 +2,315
Sep11 101101 804.00 805.50 790.75 794.00 -6.75 1,464 13,948 +272
Total Volume and Open Interest 114,951 527,721 +677
Wheat(KCBT)
Dec10 101101 774.50 780.00 753.50 754.25 -16.75 9,519 78,909 -873
Mar11 101101 786.75 795.75 769.00 770.00 -16.75 7,020 87,948 +1,006
May11 101101 797.50 802.75 778.50 778.50 -16.00 1,559 17,216 +73
Jul11 101101 797.75 807.25 782.00 782.50 -14.50 3,082 39,329 +728
Sep11 101101 805.00 811.75 788.50 788.50 -14.00 543 5,382 +266
Total Volume and Open Interest 22,471 236,543 +1,653
Wheat(MGE)
Dec10 101101 778.75 789.00 764.50 766.75 -10.00 3,685 17,532 -306
Mar11 101101 790.25 803.00 779.00 780.50 -10.75 2,490 23,768 +399
May11 101101 803.50 811.25 787.50 789.50 -8.00 685 6,517 +48
Jul11 101101 808.00 811.00 793.50 794.75 -7.50 595 7,613 +7
Sep11 101101 810.00 810.75 793.00 793.75 -9.25 629 4,897 +184
Total Volume and Open Interest 8,487 66,645 +403
Oats(CBOT)
Dec10 101101 370.25 375.00 363.00 363.00 -5.00 1,791 7,577 -486
Mar11 101101 385.25 387.00 375.50 375.50 -4.75 1,407 5,912 +824
May11 101101 390.00 390.00 380.50 380.50 -4.75 4 155 -3
Jul11 101101 390.00 392.00 385.50 385.50 -4.75 2 45 +0
Total Volume and Open Interest 3,282 14,374 +343
Rough Rice(CBOT)
Nov10 101101 14.48 14.48 13.92 13.94 -0.49 1,918 754 -1,084
Jan11 101101 14.72 14.89 14.23 14.23 -0.50 2,550 12,508 +800
Mar11 101101 14.99 15.15 14.50 14.50 -0.50 159 3,270 +102
May11 101101 15.26 15.35 14.77 14.77 -0.48 20 775 +7
Total Volume and Open Interest 4,672 19,364 -174
Live Cattle(CME)
Dec10 101101 98.800 99.100 97.950 98.150 -0.680 23,120 144,037 -3,155
Feb11 101101 102.080 102.300 101.200 101.785 -0.395 8,430 74,523 +1,607
Apr11 101101 105.000 105.135 104.135 104.730 -0.055 4,662 55,092 +206
Jun11 101101 102.400 102.535 101.885 102.230 -0.305 1,899 26,412 +154
Aug11 101101 102.150 102.480 101.800 102.250 -0.200 1,052 9,327 +334
Oct11 101101 104.580 104.750 104.100 104.730 unch 329 5,068 +63
Total Volume and Open Interest 40,375 316,575 -1,327
Feeder Cattle(CME)
Nov10 101101 110.350 110.700 109.830 110.350 +0.020 2,183 4,376 -604
Jan11 101101 110.330 110.930 110.100 110.600 -0.200 2,706 12,686 -50
Mar11 101101 111.500 111.500 110.850 111.400 -0.200 270 4,949 +52
Apr11 101101 112.600 112.730 112.230 112.480 -0.670 123 1,230 +38
May11 101101 113.300 113.500 112.900 113.500 -0.100 116 1,652 -22
Aug11 101101 115.000 115.000 114.250 114.900 -0.300 69 776 +21
Sep11 101101 115.000 115.000 115.000 115.000 -0.100 0 36 +0
Total Volume and Open Interest 5,739 28,355 -666
Lean Hogs(CME)
Dec10 101101 66.450 66.535 65.150 65.200 -1.000 16,605 82,484 -1,411
Feb11 101101 71.900 72.180 71.250 71.350 -0.580 6,860 42,368 +1,090
Apr11 101101 76.100 76.400 75.535 75.800 -0.150 4,956 36,226 -928
May11 101101 81.600 81.650 81.385 81.500 -0.400 235 1,478 +149
Jun11 101101 84.635 85.035 84.330 84.650 -0.180 1,538 25,246 -55
Jul11 101101 84.550 84.650 84.180 84.500 -0.150 395 5,460 +128
Aug11 101101 84.480 84.480 84.000 84.000 -0.650 904 4,711 +154
Oct11 101101 77.750 77.750 77.400 77.750 unch 659 2,095 +215
Total Volume and Open Interest 32,285 200,592 -556
Pork Bellies(CME)
Feb11 101101 104.000 104.000 104.000 104.000 unch 0 8 +0
Mar11 101101 104.500 104.500 104.500 104.500 unch 0 1 +0
May11 101101 105.000 105.000 105.000 105.000 unch      
Jul11 101101 103.500 103.500 103.500 103.500 unch      
Aug11 101101 102.500 102.500 102.500 102.500 unch      
Total Volume and Open Interest 0 9 +0
Class III Milk(CME)
Nov10 101101 15.65 15.67 15.52 15.58 -0.07 239 4,993 +60
Dec10 101101 14.30 14.35 14.07 14.13 -0.19 237 5,742 +72
Jan11 101101 13.80 13.92 13.72 13.72 -0.14 76 2,669 +36
Feb11 101101 13.85 13.92 13.76 13.83 -0.09 107 2,113 +54
Mar11 101101 14.01 14.10 13.97 14.01 -0.07 69 1,982 +25
Total Volume and Open Interest 853 28,207 +293
Cocoa(ICE)
Dec10 101101 2805 2813 2756 2759 -38 8,996 50,575 -577
Mar11 101101 2829 2848 2799 2802 -31 3,814 38,517 +1,063
May11 101101 2852 2861 2821 2823 -29 272 15,368 +63
Jul11 101101 2868 2880 2836 2837 -30 118 6,555 -5
Sep11 101101 2879 2879 2853 2853 -29 136 3,950 +82
Dec11 101101 2907 2907 2876 2876 -31 155 9,009 +68
Mar12 101101 2946 2946 2946 2946 -36 15 10,640 +8
Total Volume and Open Interest 13,506 139,850 +702
Coffee "C"(ICE)
Dec10 101101 202.80 203.25 197.65 197.70 -5.75 13,266 77,420 -1,193
Mar11 101101 205.00 205.00 199.75 199.80 -5.55 5,967 49,455 +1,894
May11 101101 205.00 205.00 200.20 200.25 -5.45 391 11,401 +120
Jul11 101101 203.55 203.55 198.55 198.60 -5.20 242 5,041 -9
Sep11 101101 197.00 197.40 195.60 195.60 -4.65 41 2,668 +40
Dec11 101101 192.30 193.15 191.15 191.15 -4.25 16 2,422 +7
Total Volume and Open Interest 19,925 149,332 +861
Orange Juice(ICE)
Nov10 101101 161.75 161.75 157.00 160.40 -1.30 1,025 1,008 -798
Jan11 101101 157.45 159.40 155.50 158.40 +0.70 2,085 21,673 +1,275
Mar11 101101 157.50 159.90 156.75 159.85 +1.35 58 2,003 +19
May11 101101 160.55 161.10 159.15 161.10 +1.00 11 617 +1
Jul11 101101 161.35 162.20 161.35 162.20 +0.90 0 1,249 +0
Sep11 101101 162.50 162.50 162.50 162.50 +0.65 0 24 +0
Total Volume and Open Interest 3,179 26,602 +497
Sugar #11(ICE)
Mar11 101101 29.30 29.64 28.92 29.45 +0.33 48,151 272,315 -2,605
May11 101101 26.90 27.38 26.64 27.25 +0.40 21,872 94,040 +989
Jul11 101101 24.61 25.04 24.33 24.90 +0.33 19,408 99,203 +3,174
Oct11 101101 23.05 23.46 22.80 23.29 +0.27 6,901 48,903 +1,512
Mar12 101101 22.05 22.40 21.81 22.22 +0.19 2,586 44,819 +200
Total Volume and Open Interest 100,897 598,927 +3,395
London Cocoa(LCE)
Dec10 101101 1847 1863 1838 1842 -14 4,103 63,549 -270
Mar11 101101 1880 1892 1866 1868 -18 3,060 57,559 +168
May11 101101 1894 1905 1886 1893 -10 117 18,186 +13
Jul11 101101 1911 1926 1905 1912 -11 31 11,916 +11
Sep11 101101 1926 1942 1920 1925 -12 43 6,786 -23
Dec11 101101 1935 1949 1931 1931 -15 78 10,949 +70
Mar12 101101 1940 1954 1938 1940 -13 9 9,150 -5
Total Volume and Open Interest 7,441 180,947 -36
London Sugar(LCE)
Dec10 101101 729.70 737.10 718.00 734.00 +11.40 2,848 20,994 -1,095
Mar11 101101 729.00 737.50 722.10 735.00 +11.00 2,171 26,300 +651
May11 101101 702.30 708.50 693.90 708.00 +9.70 511 7,606 +253
Aug11 101101 655.00 660.00 646.40 658.10 +5.30 367 6,200 +100
Oct11 101101 612.00 616.50 602.50 615.00 +7.70 113 898 +34
Total Volume and Open Interest 6,012 62,841 -55
Cotton(ICE)
Dec10 101101 125.80 129.26 125.80 129.26 +4.00 28,750 109,258 -7,470
Mar11 101101 121.01 124.45 121.01 124.45 +4.00 19,356 77,364 +1,052
May11 101101 118.25 121.09 118.25 121.09 +4.00 1,994 10,367 +220
Jul11 101101 115.28 118.00 115.28 118.00 +4.00 2,988 20,415 +712
Oct11 101101 100.00 101.00 100.00 101.00 +2.09 0 45 +0
Dec11 101101 91.20 92.96 91.20 92.96 +1.75 3,111 16,368 +853
Total Volume and Open Interest 56,404 234,619 -4,509
Lumber(CME)
Nov10 101101 259.2 272.2 259.2 270.0 +13.0 403 2,056 -145
Jan11 101101 281.5 289.0 280.4 286.3 +6.3 553 4,942 +162
Mar11 101101 294.5 303.4 294.5 303.4 +10.0 128 2,081 +35
May11 101101 299.6 310.0 299.6 310.0 +6.0 109 334 +64
Total Volume and Open Interest 1,242 9,482 +158
Crude Oil(NYM)
Dec10 101101 81.45 83.86 81.32 82.95 +1.52 296,748 365,275 -4,059
Jan11 101101 82.31 84.58 82.14 83.67 +1.52 70,225 176,919 +5,568
Feb11 101101 83.05 85.15 82.92 84.24 +1.51 27,153 76,499 +1,951
Mar11 101101 83.59 85.56 83.40 84.71 +1.50 17,043 84,836 -1,008
Apr11 101101 83.96 85.89 83.91 85.09 +1.48 9,265 44,311 +378
May11 101101 84.32 86.21 84.32 85.45 +1.46 4,886 28,601 +676
Jun11 101101 84.55 86.55 84.55 85.75 +1.44 14,837 86,274 +1,810
Jul11 101101 85.15 86.80 85.15 86.03 +1.42 3,460 35,626 +892
Aug11 101101 85.19 86.94 85.19 86.27 +1.41 2,893 13,987 -38
Sep11 101101 87.16 87.17 86.43 86.50 +1.39 4,002 22,901 +953
Oct11 101101 87.38 87.40 86.74 86.74 +1.39 2,713 14,093 +591
Nov11 101101 87.60 87.60 86.89 86.98 +1.38 1,737 17,888 +429
Dec11 101101 86.14 88.05 86.07 87.23 +1.37 22,420 142,156 -771
Jan12 101101 87.34 87.34 87.34 87.34 +1.36 194 15,193 -1
Feb12 101101 87.44 87.44 87.44 87.44 +1.35 65 6,246 +0
Mar12 101101 87.54 87.54 87.54 87.54 +1.34 300 9,625 +300
Total Volume and Open Interest 500,211 1,408,493 +10,731
e-miNY Crude Oil(NYM)
Nov10 101019 82.950 83.200 79.425 79.500 -3.575 9,712 2,898 -4
Dec10 101026 82.500 82.875 81.800 82.550 +0.025 8,098 5,621 -24
Jan11 101101 82.550 84.450 82.400 83.675 +1.525 335 2,294 +101
Feb11 101101 83.125 84.975 83.025 84.250 +1.525 22 360 -5
Mar11 101101 83.750 84.700 83.750 84.700 +1.500 9 30 +0
Apr11 101101 85.100 85.100 85.100 85.100 +1.500 0 2 +0
May11 101101 85.450 85.450 85.450 85.450 +1.450 2 14 +1
Jun11 101101 86.425 86.425 85.750 85.750 +1.450 1 25 +1
Jul11 101101 86.025 86.025 86.025 86.025 +1.425 0 1 +0
Aug11 101101 86.275 86.275 86.275 86.275 +1.425      
Total Volume and Open Interest 9,364 8,344 +334
Heating Oil(NYM)
Dec10 101101 223.77 230.37 223.67 227.77 +4.00 46,271 101,663 +1,337
Jan11 101101 226.79 232.70 226.54 230.20 +4.01 15,574 69,453 +377
Feb11 101101 229.35 234.21 229.35 231.77 +4.01 3,405 25,326 +761
Mar11 101101 230.48 233.92 230.48 232.25 +4.07 1,989 19,495 +133
Apr11 101101 228.50 233.15 228.50 231.53 +4.04 965 12,028 +482
May11 101101 232.14 233.03 230.43 231.31 +3.98 999 12,987 +36
Jun11 101101 231.00 233.26 230.67 231.42 +3.95 4,813 29,145 -293
Jul11 101101 234.01 234.18 232.16 232.50 +3.91 487 5,585 +32
Aug11 101101 234.47 235.27 233.74 233.74 +3.87 204 3,983 -24
Sep11 101101 236.90 236.90 235.27 235.27 +3.81 793 4,494 +617
Oct11 101101 238.86 238.86 237.17 237.17 +3.76 1,987 2,106 +257
Nov11 101101 240.50 240.50 239.19 239.19 +3.73 1,502 2,181 -299
Total Volume and Open Interest 99,201 318,360 -4,105
Gasoline(NYMEX)
Dec10 101101 205.95 212.78 205.95 209.29 +3.35 50,860 100,188 +951
Jan11 101101 207.89 213.31 207.76 210.38 +3.56 19,586 56,236 +5,427
Feb11 101101 211.63 214.80 211.61 212.58 +3.70 4,889 19,464 +281
Mar11 101101 213.64 217.02 213.64 214.87 +3.81 5,120 18,654 +803
Apr11 101101 226.60 228.30 226.48 226.55 +3.78 2,405 19,737 +208
May11 101101 229.45 229.69 227.40 227.52 +3.75 1,324 8,397 +331
Jun11 101101 225.14 229.30 225.13 228.01 +3.73 1,905 14,195 +144
Jul11 101101 227.85 227.85 227.85 227.85 +3.75 259 3,678 +19
Aug11 101101 227.36 227.36 227.36 227.36 +3.70 153 5,242 -2
Sep11 101101 226.42 226.42 226.42 226.42 +3.59 148 3,064 +14
Total Volume and Open Interest 112,187 271,699 +1,019
e-miNY RBOB Gasoline(NYM)
Dec10 101101 209.30 209.30 209.29 209.30 +3.40 0 2 +0
Jan11 101101 210.40 210.40 210.38 210.40 +3.60 0 1 +0
Feb11 101101 212.60 212.60 212.58 212.60 +3.70 0 1 +0
Mar11 101101 214.90 214.90 214.87 214.90 +3.80 0 1 +0
Total Volume and Open Interest 0 8 -2
Natural Gas(NYM)
Dec10 101101 4.031 4.187 3.824 3.832 -0.206 150,497 182,728 -1,447
Jan11 101101 4.255 4.402 4.064 4.086 -0.179 50,394 176,309 -1,949
Feb11 101101 4.284 4.407 4.096 4.113 -0.162 14,099 57,502 +400
Mar11 101101 4.233 4.340 4.065 4.074 -0.145 15,854 70,967 +1,921
Apr11 101101 4.224 4.294 4.046 4.057 -0.127 18,312 65,443 -504
May11 101101 4.298 4.300 4.085 4.092 -0.118 3,065 22,167 +55
Jun11 101101 4.289 4.361 4.144 4.149 -0.108 1,295 11,085 -18
Jul11 101101 4.349 4.424 4.205 4.218 -0.103 1,503 10,527 -210
Aug11 101101 4.431 4.431 4.266 4.270 -0.098 1,289 10,057 -198
Sep11 101101 4.404 4.404 4.293 4.293 -0.098 1,147 9,873 -31
Oct11 101101 4.496 4.550 4.359 4.373 -0.098 7,825 34,891 +622
Nov11 101101 4.720 4.720 4.591 4.602 -0.086 1,893 12,562 +462
Dec11 101101 5.046 5.064 4.920 4.934 -0.072 2,047 17,515 +162
Jan12 101101 5.250 5.250 5.119 5.129 -0.062 3,874 23,275 +243
Feb12 101101 5.203 5.203 5.104 5.104 -0.062 314 6,453 +222
Mar12 101101 5.100 5.100 4.994 4.994 -0.060 463 14,705 +5
Total Volume and Open Interest 274,594 802,102 -203
Brent Crude Oil(ICE)
Dec10 101101 83.13 85.54 82.82 84.62 +1.47 167,934 225,634 -7,307
Jan11 101101 83.34 85.71 83.34 84.84 +1.46 78,865 187,234 +1,133
Feb11 101101 83.81 85.91 83.63 85.10 +1.47 35,870 93,316 +4,132
Mar11 101101 84.04 86.07 84.01 85.37 +1.47 22,296 43,038 +375
Apr11 101101 84.32 86.32 84.30 85.67 +1.49 14,431 32,832 +1,208
May11 101101 84.64 86.62 84.62 85.98 +1.50 8,536 23,862 +790
Jun11 101101 84.87 87.03 84.86 86.31 +1.50 16,557 36,772 +1,030
Jul11 101101 85.60 87.09 85.60 86.60 +1.49 1,292 10,181 +107
Aug11 101101 85.99 87.41 85.88 86.85 +1.48 1,825 9,856 +65
Sep11 101101 87.08 87.08 87.08 87.08 +1.46 1,711 7,550 +58
Oct11 101101 87.30 87.30 87.30 87.30 +1.44 685 5,457 +92
Nov11 101101 87.51 87.51 87.51 87.51 +1.42 619 9,506 -121
Dec11 101101 86.52 88.43 86.50 87.73 +1.40 12,939 73,109 +2,681
Jan12 101101 87.97 87.97 87.97 87.97 +1.39 441 11,554 +139
Total Volume and Open Interest 366,035 852,751 +4,629
Gas Oil(ICE)
Nov10 101101 700.75 717.75 698.50 712.25 +11.50 44,662 94,697 -3,385
Dec10 101101 704.00 721.50 702.00 716.00 +12.00 87,912 120,774 +4,790
Jan11 101101 708.25 726.00 706.25 720.75 +12.25 40,302 91,305 -1,557
Feb11 101101 710.75 729.25 710.75 724.00 +12.25 19,027 43,297 +532
Mar11 101101 717.50 730.50 715.75 726.75 +12.25 16,124 28,776 +2,756
Apr11 101101 719.50 730.25 719.50 728.75 +12.00 15,442 30,239 +442
May11 101101 724.00 734.75 723.25 731.00 +12.00 11,161 24,304 +2,957
Jun11 101101 720.75 737.75 720.75 733.75 +12.00 18,114 49,565 +424
Jul11 101101 741.25 741.50 737.75 737.75 +12.00 801 15,622 +161
Aug11 101101 742.75 745.75 742.00 742.00 +11.75 267 12,660 -30
Total Volume and Open Interest 264,706 634,190 +6,866
Ethanol(CBOT)
Nov10 101101 2.367 2.375 2.345 2.367 +0.028 56 193 -40
Dec10 101101 2.268 2.295 2.245 2.285 +0.043 123 1,607 -30
Jan11 101101 2.218 2.218 2.182 2.198 +0.012 46 913 -8
Feb11 101101 2.215 2.215 2.184 2.190 +0.004 39 978 +11
Mar11 101101 2.227 2.227 2.184 2.189 -0.005 25 834 +0
Apr11 101101 2.248 2.248 2.200 2.208 -0.002 23 717 +5
May11 101101 2.256 2.256 2.216 2.226 +0.001 53 360 -4
Jun11 101101 2.229 2.229 2.229 2.229 +0.003 37 510 -5
Total Volume and Open Interest 429 8,307 -56
WTI Crude Oil(ICE
Dec10 101101 81.39 83.86 81.39 82.95 +1.52 83,019 131,056 -1,963
Jan11 101101 82.50 84.57 82.35 83.67 +1.52 27,108 75,668 +1,038
Feb11 101101 83.08 85.07 82.92 84.24 +1.51 9,201 32,700 +820
Mar11 101101 83.51 85.52 83.51 84.71 +1.50 8,080 34,209 +688
Apr11 101101 83.91 85.90 83.91 85.09 +1.48 3,028 20,016 -125
May11 101101 84.56 86.26 84.56 85.45 +1.46 1,452 8,795 -76
Jun11 101101 84.63 86.55 84.63 85.75 +1.44 7,506 36,806 +1,111
Jul11 101101 84.93 86.24 84.93 86.03 +1.42 576 12,437 -3
Aug11 101101 85.19 86.66 85.19 86.27 +1.41 400 7,900 -44
Sep11 101101 86.50 86.50 86.50 86.50 +1.39 662 10,908 -126
Oct11 101101 86.74 86.74 86.74 86.74 +1.39 605 4,159 -42
Nov11 101101 86.98 86.98 86.98 86.98 +1.38 379 6,056 -56
Dec11 101101 86.25 88.00 86.25 87.23 +1.37 8,336 50,349 -964
Jan12 101101 87.34 87.34 87.34 87.34 +1.36 0 5,109 +0
Feb12 101101 87.44 87.44 87.44 87.44 +1.35 0 828 +0
Mar12 101101 87.54 87.54 87.54 87.54 +1.34 0 3,086 +0
Total Volume and Open Interest 153,332 510,603 -569
US Dollar Index(ICE)
Dec10 101101 77.105 77.625 76.965 77.480 +0.023 24,011 40,661 +98
Mar11 101101 77.925 77.960 77.475 77.900 +0.018 145 638 +16
Jun11 101101 78.330 78.330 78.330 78.330 +0.018 0 4 +0
Total Volume and Open Interest 24,156 41,303 +114
Australian Dollar(CME)
Dec10 101101 98.01 98.66 97.42 98.03 +0.61 87,885 120,266 -1,053
Mar11 101101 96.96 97.44 96.33 96.92 +0.59 82 436 -9
Jun11 101101 95.79 95.79 95.21 95.79 +0.58 0 152 +0
Total Volume and Open Interest 87,967 120,991 -1,062
British Pound(CME)
Dec10 101101 160.41 160.85 159.85 160.28 +0.15 116,387 88,181 +2,476
Mar11 101101 160.30 160.92 159.99 160.14 +0.15 298 570 -63
Jun11 101101 159.98 159.98 159.82 159.98 +0.16 3 41 +1
Total Volume and Open Interest 116,688 88,806 +2,414
Canadian Dollar(CME)
Dec10 101101 98.05 98.64 97.90 98.18 +0.25 109,231 95,690 +128
Mar11 101101 97.85 98.35 97.70 97.95 +0.25 810 4,007 +374
Jun11 101101 98.03 98.03 97.47 97.70 +0.23 27 940 +7
Sep11 101101 97.30 97.73 97.19 97.42 +0.23 32 335 +23
Total Volume and Open Interest 110,106 101,199 +535
Japanese Yen(CME)
Dec10 101101 124.52 124.66 122.58 124.17 -0.12 106,959 142,317 +6,940
Mar11 101101 124.74 124.74 122.87 124.30 -0.12 106 1,035 +43
Jun11 101101 123.62 124.57 123.62 124.46 -0.11 0 208 +0
Total Volume and Open Interest 107,065 143,564 +6,983
Swiss Franc(CME)
Dec10 101101 101.80 101.96 100.31 100.83 -0.68 40,256 49,097 -24
Mar11 101101 101.54 101.98 100.60 100.91 -0.67 31 137 +4
Jun11 101101 100.99 101.65 100.99 100.99 -0.66 0 1 +0
Total Volume and Open Interest 40,287 49,237 -20
EuroFX(CME)
Dec10 101101 139.61 140.05 138.56 138.81 -0.07 368,490 204,465 +2,689
Mar11 101101 139.34 139.80 138.47 138.62 -0.06 396 2,737 -133
Jun11 101101 138.50 138.54 138.40 138.40 -0.05 0 68 +0
Total Volume and Open Interest 368,886 207,292 +2,556
Mexican Peso(CME)
Nov10 101101 811.8 811.8 810.0 811.8 +1.8 0 4 +0
Dec10 101101 806.5 809.8 805.8 808.2 +1.8 16,763 133,211 -1,665
Total Volume and Open Interest 16,775 133,540 -1,662
30-Year T-Bonds(CBOT)
Dec10 101101 131~110 131~110 130~160 130~200 -0~100      
Mar11 101101 129~220 130~160 129~040 129~090 -0~100 5,805 17,696 +3,124
Jun11 101101 128~000 128~130 128~000 128~030 -0~100 0 11 +0
Total Volume and Open Interest 318,974 673,219 +1,511
10-Year T-Notes(CBOT)
Dec10 101101 126~090 126~215 126~025 126~100 +0~010 1,220,406 1,542,215 +22,417
Mar11 101101 125~140 125~270 125~110 125~160 unch 2,936 24,805 +818
Jun11 101101 124~270 124~270 124~215 124~215 unch 5 41 +4
Total Volume and Open Interest 1,223,347 1,567,061 +23,239
5-Year T-Notes(CBOT)
Dec10 101101 121~074 121~095 121~060 121~085 +0~011      
Mar11 101101 120~126 121~016 120~121 121~010 +0~009 471 1,650 +139
Jun11 101101 120~034 120~034 120~025 120~034 +0~009      
Total Volume and Open Interest 576,649 1,028,139 -4,906
2 Year T-Notes(CBOT)
Dec10 101101 109~126 109~126 109~126 109~126 -0~001      
Mar11 101101 109~116 109~119 109~115 109~118 unch 680 7,752 +543
Jun11 101101 109~101 109~101 109~101 109~101 unch      
Total Volume and Open Interest 195,968 745,225 +18,118
Eurodollars(CME)
Dec10 101101 99.675 99.680 99.665 99.675 unch 124,940 1,001,925 -11,301
Mar11 101101 99.635 99.640 99.605 99.620 -0.015 181,992 1,257,390 +13,842
Jun11 101101 99.600 99.605 99.570 99.580 -0.020 234,270 1,128,103 +11,554
Sep11 101101 99.545 99.545 99.515 99.530 -0.010 230,559 903,750 +6,794
Dec11 101101 99.460 99.475 99.445 99.470 +0.005 268,798 840,839 +19,192
Mar12 101101 99.390 99.400 99.355 99.400 +0.020 260,652 686,387 +45,030
Jun12 101101 99.280 99.305 99.250 99.300 +0.025 173,060 465,591 +6,387
Sep12 101101 99.165 99.185 99.130 99.180 +0.025 164,525 378,807 +1,554
Dec12 101101 98.995 99.025 98.975 99.020 +0.025 135,151 319,472 +19,124
Mar13 101101 98.815 98.855 98.795 98.840 +0.020 90,076 261,581 +6,030
Jun13 101101 98.615 98.650 98.590 98.630 +0.020 62,350 156,052 +1,090
Sep13 101101 98.385 98.435 98.365 98.405 +0.020 52,817 168,269 +66
Dec13 101101 98.125 98.195 98.120 98.165 +0.025 29,688 125,401 -1,992
Mar14 101101 97.915 97.970 97.885 97.935 +0.025 29,597 109,293 -3,472
Jun14 101101 97.670 97.725 97.645 97.690 +0.025 22,855 106,380 -1,558
Sep14 101101 97.410 97.490 97.405 97.450 +0.025 24,072 69,776 -1,287
Dec14 101101 97.195 97.255 97.165 97.215 +0.025 14,728 90,974 +669
Mar15 101101 96.975 97.055 96.965 97.010 +0.020 9,035 51,924 +101
Total Volume and Open Interest 2,140,726 8,352,959 +110,940
30 Day Federal Funds(CBOT)
Nov10 101101 99.820 99.820 99.815 99.815 unch 12,303 101,829 +1,380
Dec10 101101 99.825 99.825 99.820 99.820 unch 4,090 85,753 +1,648
Jan11 101101 99.835 99.835 99.830 99.830 unch 3,718 57,237 -1,554
Feb11 101101 99.835 99.835 99.830 99.830 unch 4,266 50,619 -332
Mar11 101101 99.835 99.835 99.830 99.830 unch 2,734 28,705 -610
Apr11 101101 99.835 99.835 99.830 99.830 unch 722 29,567 -45
Total Volume and Open Interest 50,804 617,038 -633
30 Day Fed Funds(e-CBOT)
Nov10 090519 98.660 98.660 98.660 98.660 unch 0 1,342  
Dec10 090519 98.590 98.590 98.565 98.565 unch 0 330  
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Feb11 090519 98.350 98.350 98.330 98.350 unch 0 1,700  
Mar11 090519 98.265 98.265 98.240 98.265 unch 0 324  
Apr11 090519 98.165 98.165 98.165 98.165 unch 1 10  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Dec10 101101 99.680 99.680 99.680 99.680 unch 200 1,690 +200
Mar11 101101 99.692 99.692 99.692 99.692 unch 0 767 +0
Jun11 101101 99.700 99.700 99.700 99.700 unch      
Sep11 101101 99.692 99.692 99.692 99.692 unch      
Dec11 101101 99.695 99.695 99.695 99.695 unch      
Mar12 101101 99.685 99.685 99.685 99.685 unch      
Jun12 101101 99.735 99.735 99.735 99.735 unch      
Sep12 101101 99.685 99.685 99.685 99.685 unch      
Dec12 101101 99.380 99.380 99.380 99.380 unch      
Mar13 101101 99.380 99.380 99.380 99.380 unch      
Total Volume and Open Interest 200 2,457 +200
3-Mth Euro-Yen(SGX)
Dec10 101101 99.68 99.68 99.68 99.68 unch 200 3,037 +15
Mar11 101101 99.69 99.69 99.69 99.69 unch 0 1,551 +0
Jun11 101101 99.70 99.70 99.70 99.70 unch 100 1,947 -101
Sep11 101101 99.69 99.69 99.69 99.69 unch 0 1,098 +1
Dec11 101101 99.69 99.69 99.69 99.69 unch 0 110 +0
Mar12 101101 99.68 99.68 99.68 99.68 unch 0 305 +0
Jun12 101101 99.74 99.74 99.74 99.74 unch 0 754 +0
Sep12 101101 99.68 99.68 99.68 99.68 unch 0 310 +0
Total Volume and Open Interest 300 9,116 -85
Japanese Gov't Bonds(SGX)
Dec10 101101 143.23 143.37 143.01 143.04 -0.30 1,374 22,239 -106
Mar11 101101 140.95 140.95 140.95 140.95 -0.19      
Jun11 101101 138.86 138.86 138.86 138.86 -0.19      
Total Volume and Open Interest 3,128 20,465 -261
Euro-Bund(EUREX)
Dec10 101101 129.23 130.03 129.16 129.68 +0.89 1,183,010 939,415 +9,083
Mar11 101101 129.30 130.00 129.30 129.73 +0.48 83 7,955 +27
Jun11 101101 128.68 128.68 128.68 128.68 +0.45 86 0 +0
Total Volume and Open Interest 860,776 945,062 -2,281
Euro-Bobl(EUREX)
Dec10 101101 119.61 120.00 119.56 119.84 +0.20 476,938 740,618 +2,659
Mar11 101101 119.83 119.83 119.78 119.78 +0.25 673 69,248 +244
Jun11 101101 119.61 119.68 119.61 119.68 +0.20      
Total Volume and Open Interest 477,611 809,866 +2,903
3-Mth Euribor(EUREX)
Dec10 101101 98.860 98.870 98.860 98.870 +0.010 78 4,499 -72
Mar11 101101 98.745 98.770 98.740 98.760 +0.015 81 2,361 -2
Jun11 101101 98.675 98.675 98.675 98.675 +0.015 0 3,070 +0
Total Volume and Open Interest 3,620 16,357 +3,120
Long Gilt(LIFFE)
Dec10 101028 122~24 122~32 122~11 122~21 +0~02 175,023 301,008 -2,100
Mar11 101101 122~02 122~13 122~02 122~13 +0~10 0 165 +0
Total Volume and Open Interest 132,488 286,538 -6,596
3-Mth Short Sterling(LIFFE)
Dec10 101101 99.24 99.26 99.24 99.25 unch 16,984 356,391 -5,663
Mar11 101101 99.19 99.21 99.18 99.20 +0.01 27,072 303,016 -1,854
Jun11 101101 99.10 99.13 99.09 99.12 +0.01 34,523 282,555 +608
Sep11 101101 99.01 99.04 98.99 99.02 +0.01 47,921 319,956 +127
Dec11 101101 98.87 98.93 98.86 98.89 +0.01 74,735 368,009 -11,635
Mar12 101101 98.74 98.80 98.73 98.76 +0.02 51,340 251,486 -9,324
Total Volume and Open Interest 325,196 2,276,170 -25,033
3-Mth Euribor(LIFFE)
Dec10 101101 98.860 98.880 98.855 98.870 +0.010 115,804 610,313 +506
Mar11 101101 98.750 98.775 98.735 98.760 +0.015 147,607 636,251 -769
Jun11 101101 98.665 98.690 98.645 98.675 +0.015 122,232 540,839 -9,142
Total Volume and Open Interest 837,766 3,358,619 +16,909
3-Mth Aus T-Bills(SFE)
Dec10 101101 95.11 95.11 95.09 95.10 -0.01 22,178 173,714 -6,327
Mar11 101101 95.01 95.03 94.99 95.00 -0.02 15,394 165,978 -1,552
Jun11 101101 94.89 94.90 94.86 94.87 -0.02 7,713 89,938 -2,340
Sep11 101101 94.79 94.81 94.75 94.77 -0.03 5,722 52,294 -482
Dec11 101101 94.72 94.72 94.68 94.69 -0.03 2,194 34,446 -412
Mar12 101101 94.66 94.68 94.63 94.64 -0.03 1,470 38,476 +473
Jun12 101101 94.62 94.63 94.60 94.61 -0.03 1,318 26,673 +320
Sep12 101101 94.59 94.61 94.58 94.59 -0.03 524 9,492 +97
Dec12 101101 94.56 94.56 94.56 94.56 -0.02 71 1,551 +70
Mar13 101101 94.55 94.55 94.55 94.55 -0.03 10 1,398 +10
Total Volume and Open Interest 56,594 594,023 -10,143
10-Year Aus T-Bonds(SFE)
Dec10 101101 94.77 94.81 94.73 94.74 -0.03 47,043 373,238 -2,382
Mar11 101101 94.74 94.74 94.74 94.74 -0.03      
Total Volume and Open Interest 47,043 373,238 -2,382
3-Year Aus T-Bonds(SFE)
Dec10 101101 95.09 95.11 95.05 95.06 -0.03 148,960 482,215 -30,696
Mar11 101101 95.04 95.04 95.04 95.04 -0.03      
Total Volume and Open Interest 148,960 482,215 -30,696
Gold(CMX)
Dec10 101101 1359.7 1366.4 1349.1 1350.6 -7.0 148,655 390,270 -1,893
Feb11 101101 1363.0 1367.8 1351.0 1352.5 -7.1 2,652 52,757 +611
Apr11 101101 1367.3 1367.8 1353.8 1354.1 -7.1 1,090 19,918 -519
Jun11 101101 1365.7 1370.5 1354.9 1355.7 -7.0 1,451 19,786 -158
Aug11 101101 1359.0 1359.0 1357.3 1357.3 -7.0 176 10,723 +131
Oct11 101101 1372.6 1372.6 1359.0 1359.0 -7.0 145 10,095 -13
Dec11 101101 1374.7 1374.9 1360.8 1360.8 -7.0 3,822 20,559 +403
Feb12 101101 1368.8 1368.8 1362.6 1362.6 -7.0 24 6,753 +20
Apr12 101101 1364.4 1364.4 1364.4 1364.4 -7.2 380 5,833 +330
Jun12 101101 1366.4 1366.4 1366.4 1366.4 -7.1 508 9,909 +296
Aug12 101101 1368.4 1368.4 1368.4 1368.4 -7.1 25 4,507 -20
Total Volume and Open Interest 161,298 603,043 -323
Silver(CMX)
Dec10 101101 2475.0 2505.5 2451.5 2455.2 -1.2 51,739 91,066 +397
Mar11 101101 2482.0 2508.5 2458.0 2461.1 -1.1 4,097 25,553 +111
May11 101101 2492.5 2507.0 2463.0 2464.4 -1.1 429 11,270 +185
Jul11 101101 2495.0 2510.5 2467.5 2467.5 -1.0 38 7,910 -11
Sep11 101101 2475.0 2475.0 2470.0 2470.5 -0.9 12 5,124 +9
Dec11 101101 2506.5 2508.0 2474.7 2474.7 -0.8 249 5,210 +22
Mar12 101101 2478.1 2478.1 2478.1 2478.1 -0.7 0 251 +0
Total Volume and Open Interest 56,684 153,044 +756
Platinum(NYMEX)
Jan11 101101 1709.6 1727.9 1706.1 1711.5 +4.4 3,949 36,530 -262
Apr11 101101 1714.7 1727.6 1714.7 1715.6 +4.6 23 909 +23
Jul11 101101 1722.7 1722.7 1714.5 1717.8 +3.5 0 25 +0
Oct11 101101 1717.8 1717.8 1717.8 1717.8 +3.5      
Total Volume and Open Interest 3,977 37,472 -241
Palladium(NYMEX)
Dec10 101101 648.00 1.94 644.65 648.70 +3.60 2,155 23,844 -288
Mar11 101101 650.20 659.00 647.30 651.40 +4.55 120 1,607 +61
Jun11 101101 649.40 652.25 648.60 652.25 +4.40 21 90 +21
Total Volume and Open Interest 2,296 25,541 -206
Copper(CMX)
Dec10 101101 374.80 381.60 374.75 378.50 +5.15 32,196 93,835 -1,499
Mar11 101101 376.55 382.55 376.55 379.75 +5.25 4,380 41,882 +1,123
May11 101101 379.15 382.30 379.15 379.75 +5.20 156 9,656 -2
Jul11 101101 379.15 379.15 379.15 379.15 +5.20 79 4,931 -6
Sep11 101101 380.00 380.00 377.95 377.95 +5.20 287 4,233 -2
Total Volume and Open Interest 37,956 164,464 -335
DJIA Index(CBOT)
Dec10 101101 11089 11190 11020 11090 +24 349 7,008 +126
Mar11 101101 11025 11025 11003 11025 +22 0 15 +0
Jun11 101101 10960 10960 10936 10960 +24      
Sep11 101101 10902 10902 10878 10902 +24      
Total Volume and Open Interest 349 7,023 +126
S & P 500(CME)
Dec10 101101 1180.60 1193.00 1174.00 1183.10 +3.40 11,876 317,461 -3,835
Mar11 101101 1179.50 1185.40 1168.40 1177.80 +3.40 22 4,583 +192
Jun11 101101 1172.90 1180.40 1163.40 1172.90 +3.50 20 2,201 +4
Sep11 101101 1167.90 1175.40 1158.40 1167.90 +3.50 0 25 +0
Total Volume and Open Interest 11,918 324,270 -3,639
S & P 500 E-Mini(Globex)
Dec10 101101 1182.75 1183.00 1182.25 1182.50 +2.75      
Mar11 101101 1177.00 1187.00 1169.00 1177.75 +3.25 3,114 11,871 +2,023
Total Volume and Open Interest 2,018,098 2,680,530 -19,644
NASDAQ 100(CME)
Dec10 101101 2131.00 2146.00 2115.50 2129.00 +7.00 506 24,901 +93
Mar11 101101 2126.50 2140.00 2118.00 2126.50 +7.00 4 2 +0
Jun11 101101 2124.00 2124.00 2121.50 2124.00 +7.00      
Total Volume and Open Interest 510 24,903 +93
NASDAQ 100 E-Mini(Globex)
Dec10 101101 2125.00 2146.50 2115.00 2129.00 +7.00 306,514 441,997 -5,155
Mar11 101101 2130.00 2143.50 2112.00 2126.50 +7.00 243 1,157 +16
Total Volume and Open Interest 306,757 443,159 -5,139
S & P Midcap 400(CME)
Dec10 101101 831.00 832.00 827.90 827.90 +0.40 2 3,148 +1
Mar11 101101 825.90 825.90 825.50 825.90 +0.40      
Jun11 101101 823.90 823.90 823.50 823.90 +0.40      
Total Volume and Open Interest 2 3,148 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101101 9140 9140 9140 9140 -45      
Mar11 101101 9175 9220 9175 9175 -45 0 1 +0
Total Volume and Open Interest 6,676 34,210 +200
Nikkei 225(SGX)
Dec10 101101 9190 9280 9125 9160 -15 85,970 199,019 +12,052
Mar11 101101 9150 9185 9150 9150 -15 64 2,449 +190
Jun11 101101 9080 9080 9080 9080 -15 0 2,125 +0
Total Volume and Open Interest 86,036 210,260 +12,552
CAC 40(EURONEXT)
Nov10 101101 3848.0 3855.5 3781.5 3824.5 +10.0 118,465 349,497 -3,449
Dec10 101101 3825.5 3849.0 3786.0 3823.5 +10.0 1,829 68,434 +1,018
Jan11 101101 3825.0 3825.0 3825.0 3825.0 +10.0 15 35 +15
Total Volume and Open Interest 120,324 418,086 -2,411
Hang Seng Index(HKFE)
Nov10 101101 23250 23650 23250 23636 +663 65,727 113,961 -7,341
Dec10 101101 23302 23652 23283 23638 +641 1,039 6,407 -212
Total Volume and Open Interest 80,212 121,605 -30,769
DAX(EUREX)
Dec10 101101 6666.5 6680.0 6565.5 6612.5 -7.0 133,748 178,479 +1,010
Mar11 101101 6680.5 6694.0 6597.0 6628.5 -7.5 808 11,958 +586
Jun11 101101 6665.5 6714.0 6616.5 6648.5 -7.5 268 2,602 +173
Total Volume and Open Interest 134,824 193,039 +1,769
FT-SE 100(EURONEXT)
Dec10 101101 5685.00 5719.00 5636.00 5676.00 +15.00 106,344 619,370 -967
Mar11 101101 5656.00 5677.00 5603.00 5635.50 +15.50 182 5,193 +1,409
Jun11 101101 5592.00 5592.00 5592.00 5592.00 +15.00 0 640 +0
Total Volume and Open Interest 106,526 625,213 +442
SPI 200(SFE)
Dec10 101101 4642.0 4707.0 4635.0 4700.0 +53.0 35,438 224,117 +5,401
Mar11 101101 4692.0 4692.0 4692.0 4692.0 +52.0 4 2,138 -1
Jun11 101101 4717.0 4717.0 4717.0 4717.0 +53.0 0 1,025 +0
Total Volume and Open Interest 35,469 230,320 +5,400
GSCI(CME)
Nov10 101101 569.00 576.70 563.95 570.50 +6.50 234 15,024 -13
Dec10 101101 575.00 582.00 570.25 577.35 +7.05 90 30 +27
Jan11 101101 579.00 583.00 572.95 579.00 +6.00 0 3 +0
Total Volume and Open Interest 324 15,057 +14
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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