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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 09, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov10 101109 1263.50 1335.00 1262.00 1319.25 +54.75 6,964 6,970 -20
Jan11 101109 1275.00 1344.75 1269.50 1329.00 +54.25 99,838 320,206 -675
Mar11 101109 1283.00 1353.25 1278.00 1338.00 +54.75 22,593 92,725 -27
May11 101109 1285.25 1356.00 1281.50 1338.75 +52.25 10,623 58,693 -104
Jul11 101109 1290.25 1358.00 1287.00 1342.50 +51.50 14,424 54,720 +0
Aug11 101109 1274.00 1334.25 1272.75 1320.00 +45.25 176 1,559 +0
Sep11 101109 1242.50 1297.50 1242.25 1283.25 +39.50 382 1,956 +0
Total Volume and Open Interest 170,461 624,083 -826
Soybean Meal(CBOT)
Dec10 101109 344.70 364.90 343.20 362.30 +17.40 33,158 96,478 -33
Jan11 101109 346.20 366.40 344.80 363.90 +17.50 13,731 27,495 -10
Mar11 101109 348.90 369.30 347.70 366.40 +17.10 5,616 23,866 -79
May11 101109 349.20 370.20 348.50 366.50 +16.30 5,489 19,742 +0
Jul11 101109 350.00 371.40 350.00 366.70 +15.20 5,859 14,871 -23
Aug11 101109 351.30 364.70 345.30 358.40 +13.10 488 3,787 +0
Sep11 101109 341.00 355.70 341.00 347.10 +10.20 550 4,050 +0
Oct11 101109 334.80 334.80 322.00 328.50 +6.50 321 2,218 +0
Total Volume and Open Interest 69,336 202,056 -179
Soybean Oil(CBOT)
Dec10 101109 51.97 54.21 51.80 53.40 +1.39 46,175 128,102 -44
Jan11 101109 52.35 54.59 52.15 53.73 +1.36 21,766 113,110 -116
Mar11 101109 52.69 54.90 52.55 54.10 +1.37 12,972 62,918 -3
May11 101109 52.87 55.19 52.75 54.33 +1.37 8,744 23,646 +0
Jul11 101109 53.05 55.18 52.98 54.53 +1.38 8,210 20,362 +0
Aug11 101109 54.92 55.06 54.30 54.55 +1.37 481 4,692 +0
Sep11 101109 53.17 55.28 53.17 54.57 +1.37 598 2,014 +0
Oct11 101109 54.51 55.15 54.51 54.59 +1.37 218 2,732 +0
Total Volume and Open Interest 102,790 370,273 -163
Canola(WCE)
Nov10 101109 563.8 563.8 563.8 563.8 +18.2 30 177 -30
Jan11 101109 551.1 570.7 549.0 568.4 +18.2 6,262 137,830 -5,767
Mar11 101109 557.8 577.5 555.6 575.8 +18.9 1,440 16,322 +770
May11 101109 566.6 579.0 566.6 578.2 +19.1 290 4,575 +6
Jul11 101109 562.1 580.0 562.1 578.6 +17.9 220 13,049 +128
Total Volume and Open Interest 9,184 200,612 -4,100
Corn(CBOT)
Dec10 101109 585.50 605.00 571.00 576.25 -9.00 193,299 502,472 -2,030
Mar11 101109 599.25 619.00 585.00 590.25 -9.00 84,496 528,776 -379
May11 101109 606.00 623.00 593.00 597.75 -8.25 20,174 107,492 -8
Jul11 101109 609.25 626.25 596.75 602.25 -7.00 30,971 195,847 -27
Sep11 101109 573.00 585.75 565.75 569.25 -3.25 4,208 35,018 -28
Dec11 101109 552.00 565.75 547.75 552.25 -0.75 51,084 224,505 -243
Total Volume and Open Interest 389,623 1,643,123 -2,717
Wheat(CBOT)
Dec10 101109 737.50 760.75 717.25 721.75 -14.50 57,185 189,990 -1,418
Mar11 101109 778.00 800.00 756.75 761.25 -15.00 26,244 128,691 -1,033
May11 101109 802.00 823.25 783.00 788.00 -13.25 4,767 35,175 +0
Jul11 101109 810.00 835.00 793.00 797.25 -13.25 4,721 85,530 +0
Sep11 101109 825.00 848.75 812.25 817.50 -10.25 1,657 15,581 +0
Total Volume and Open Interest 99,864 520,022 -2,451
Wheat(KCBT)
Dec10 101109 795.00 821.00 782.75 787.00 -8.50 14,962 71,262 -3,078
Mar11 101109 811.00 835.25 798.25 802.75 -8.25 9,000 92,534 +2,329
May11 101109 821.00 844.50 808.00 812.00 -8.25 1,821 18,398 +160
Jul11 101109 822.75 848.25 812.75 817.00 -7.50 4,040 43,310 +562
Sep11 101109 830.50 854.25 821.25 823.50 -7.00 891 6,417 +338
Total Volume and Open Interest 31,914 241,282 +770
Wheat(MGE)
Dec10 101109 802.75 828.25 789.50 795.50 -8.25 3,090 16,637 -525
Mar11 101109 818.00 848.00 804.50 810.00 -8.00 2,377 26,060 +445
May11 101109 827.00 851.50 813.50 819.75 -7.25 479 7,570 +236
Jul11 101109 831.25 855.50 818.75 827.00 -5.25 274 7,920 -41
Sep11 101109 832.00 856.00 822.00 827.50 -5.75 477 6,091 +235
Total Volume and Open Interest 7,107 71,198 +532
Oats(CBOT)
Dec10 101109 374.00 386.75 370.50 373.00 -3.50 1,139 5,187 -54
Mar11 101109 390.00 402.50 382.75 385.50 -3.50 725 7,615 +0
May11 101109 402.25 402.25 391.00 391.00 -3.50 9 164 +0
Jul11 101109 402.00 402.00 394.00 394.00 -3.00 2 45 +0
Total Volume and Open Interest 1,890 13,824 -54
Rough Rice(CBOT)
Nov10 101109 15.15 15.30 14.88 15.02 +0.06 24 140 +4
Jan11 101109 15.36 15.59 15.04 15.30 +0.05 1,662 12,419 -3
Mar11 101109 15.58 15.81 15.33 15.56 +0.04 140 3,320 +0
May11 101109 15.93 16.08 15.69 15.82 +0.05 36 758 +0
Total Volume and Open Interest 2,003 18,627 +1
Live Cattle(CME)
Dec10 101109 98.400 99.135 98.035 98.200 -0.200 23,313 120,317 -152
Feb11 101109 102.400 103.150 101.885 102.135 -0.215 15,960 89,966 -20
Apr11 101109 106.100 106.980 105.700 106.050 -0.235 8,182 58,024 +0
Jun11 101109 103.550 104.535 103.050 103.400 -0.235 2,677 27,675 +0
Aug11 101109 103.050 104.135 102.580 103.200 -0.050 1,157 9,751 +0
Oct11 101109 105.700 106.580 105.350 106.000 +0.200 192 5,295 +0
Total Volume and Open Interest 51,635 312,848 -172
Feeder Cattle(CME)
Nov10 101109 111.330 112.500 110.580 111.900 +0.650 690 3,132 +0
Jan11 101109 111.635 113.600 110.635 113.430 +1.795 1,547 13,243 +0
Mar11 101109 112.900 114.535 111.785 114.480 +1.650 568 5,241 +0
Apr11 101109 113.400 115.600 113.000 115.600 +1.715 131 1,356 +0
May11 101109 113.885 115.900 113.700 115.885 +1.585 142 1,831 +0
Aug11 101109 115.500 117.000 114.930 117.000 +1.300 77 932 +0
Sep11 101109 114.250 117.000 114.250 117.000 +2.150 5 39 +0
Total Volume and Open Interest 3,160 25,774 +0
Lean Hogs(CME)
Dec10 101109 67.180 67.950 66.500 66.550 -0.600 18,842 70,905 -8
Feb11 101109 74.430 75.100 73.450 73.650 -0.530 10,975 51,189 +0
Apr11 101109 79.150 80.250 78.750 78.950 -0.200 5,240 36,240 -51
May11 101109 85.385 86.385 84.885 85.300 +0.550 121 1,492 +0
Jun11 101109 88.200 89.430 87.635 87.885 -0.115 2,304 25,710 -1
Jul11 101109 87.800 88.900 87.285 87.750 +0.050 379 5,719 +0
Aug11 101109 87.300 88.300 86.600 87.200 +0.220 1,042 5,130 -36
Oct11 101109 80.100 80.800 79.650 80.285 +0.105 798 2,691 +0
Total Volume and Open Interest 40,019 199,872 -96
Pork Bellies(CME)
Feb11 101109 104.500 104.500 104.500 104.500 unch 0 6 +0
Mar11 101109 105.000 105.000 105.000 105.000 unch 0 1 +0
May11 101109 105.000 105.000 105.000 105.000 unch      
Jul11 101109 103.500 103.500 103.500 103.500 unch      
Aug11 101109 102.500 102.500 102.500 102.500 unch      
Total Volume and Open Interest 0 7 +0
Class III Milk(CME)
Nov10 101109 15.41 15.49 15.38 15.45 +0.07 176 4,943 +0
Dec10 101109 13.36 13.53 13.29 13.51 +0.19 950 5,757 +0
Jan11 101109 13.50 13.74 13.41 13.70 +0.29 358 2,842 +0
Feb11 101109 13.45 13.74 13.45 13.70 +0.18 190 2,384 +0
Mar11 101109 13.65 13.90 13.65 13.90 +0.15 173 2,187 +0
Total Volume and Open Interest 2,159 24,879 -4,706
Cocoa(ICE)
Dec10 101109 2826 2882 2803 2857 +63 13,776 33,496 -3,890
Mar11 101109 2845 2910 2837 2884 +56 9,781 55,616 +3,091
May11 101109 2910 2927 2863 2908 +58 1,051 16,799 +182
Jul11 101109 2900 2941 2880 2923 +54 556 6,979 +198
Sep11 101109 2923 2942 2904 2938 +53 243 4,003 +49
Dec11 101109 2930 2964 2924 2958 +52 133 9,090 +6
Mar12 101109 3032 3035 3022 3025 +52 165 10,771 +109
Total Volume and Open Interest 25,738 142,050 -222
Coffee "C"(ICE)
Dec10 101109 207.90 217.85 207.45 217.05 +8.95 10,064 62,756 -4,376
Mar11 101109 209.75 220.55 209.75 219.75 +9.05 6,933 61,232 +1,086
May11 101109 210.75 221.15 210.75 220.60 +9.05 1,155 12,556 +608
Jul11 101109 210.00 219.20 210.00 218.85 +9.15 301 5,554 +29
Sep11 101109 208.65 214.85 208.65 214.70 +8.80 25 2,737 +14
Dec11 101109 201.90 209.00 201.90 208.85 +8.00 29 2,472 +12
Total Volume and Open Interest 18,531 148,307 -2,621
Orange Juice(ICE)
Nov10 101109 161.55 161.55 161.55 161.55 +2.70 29 496 +0
Jan11 101109 155.45 161.75 154.55 161.50 +6.25 963 23,308 -189
Mar11 101109 156.25 162.65 156.00 162.55 +6.15 99 2,988 +24
May11 101109 157.30 163.60 157.30 163.60 +5.95 40 737 +42
Jul11 101109 164.60 164.60 164.55 164.60 +5.95 3 1,249 +2
Sep11 101109 163.55 165.50 163.50 165.50 +5.95 0 24 +0
Total Volume and Open Interest 1,134 28,830 -121
Sugar #11(ICE)
Mar11 101109 32.00 33.32 32.00 33.11 +1.23 77,648 250,651 -5,212
May11 101109 29.33 30.49 29.26 30.30 +1.06 35,910 102,514 -1,418
Jul11 101109 26.35 27.33 26.35 27.18 +0.93 16,376 100,092 +354
Oct11 101109 24.45 25.10 24.45 24.94 +0.54 6,925 50,709 +274
Mar12 101109 23.00 23.60 23.00 23.30 +0.22 3,239 44,643 +162
Total Volume and Open Interest 141,596 590,050 -5,798
London Cocoa(LCE)
Dec10 101109 1842 1875 1829 1873 +44 3,875 61,230 +160
Mar11 101109 1867 1901 1858 1899 +42 5,822 56,257 -225
May11 101109 1888 1916 1879 1916 +41 1,021 19,051 +205
Jul11 101109 1905 1936 1902 1935 +42 686 12,018 +251
Sep11 101109 1916 1947 1916 1947 +40 396 8,397 +212
Dec11 101109 1931 1961 1930 1960 +42 882 15,034 +397
Mar12 101109 1954 1968 1935 1968 +44 2,133 10,257 +1,180
Total Volume and Open Interest 14,815 185,096 +2,180
London Sugar(LCE)
Dec10 101109 793.00 812.90 789.70 805.00 +24.30 2,838 13,322 -1,073
Mar11 101109 790.70 810.10 788.00 802.70 +24.40 4,622 32,103 +505
May11 101109 761.20 779.50 759.50 774.10 +21.60 1,099 8,285 +229
Aug11 101109 705.30 717.40 699.30 711.60 +17.80 990 6,798 +355
Oct11 101109 650.00 653.20 648.00 650.40 +11.10 33 1,071 +8
Total Volume and Open Interest 9,582 62,466 +24
Cotton(ICE)
Dec10 101109 149.19 151.23 147.27 151.23 +5.00 24,078 86,641 -8,995
Mar11 101109 142.50 147.11 142.50 147.11 +5.00 25,392 88,060 +5,685
May11 101109 139.50 143.54 138.80 143.54 +5.00 5,250 14,196 +1,223
Jul11 101109 136.00 139.80 135.10 139.80 +5.00 3,792 25,174 +420
Oct11 101109 119.00 123.49 119.00 123.49 +5.00 39 175 +26
Dec11 101109 97.00 100.62 97.00 99.99 +2.94 3,999 23,768 +1,965
Total Volume and Open Interest 62,574 238,908 +344
Lumber(CME)
Nov10 101109 258.5 266.0 258.5 258.5 unch 287 865 +0
Jan11 101109 273.6 280.0 273.5 273.8 +0.8 703 5,746 +0
Mar11 101109 287.8 294.0 287.6 290.4 +2.4 225 2,615 +0
May11 101109 294.9 299.8 294.0 296.2 -1.3 21 647 +0
Total Volume and Open Interest 1,236 10,033 +0
Crude Oil(NYM)
Dec10 101109 86.75 87.63 85.48 86.72 -0.34 317,997 357,068 -12,941
Jan11 101109 87.39 88.25 86.10 87.35 -0.36 100,705 209,685 -3,981
Feb11 101109 87.87 88.75 86.60 87.85 -0.37 46,808 90,843 -2,074
Mar11 101109 88.16 89.18 87.09 88.32 -0.37 31,644 103,936 -1,322
Apr11 101109 88.73 89.51 87.49 88.73 -0.35 17,884 43,019 -1,361
May11 101109 89.09 89.83 88.44 89.09 -0.34 15,220 29,416 -1,831
Jun11 101109 89.11 90.12 88.26 89.37 -0.33 28,718 89,132 -1,224
Jul11 101109 90.21 90.21 88.59 89.61 -0.32 3,784 36,927 -230
Aug11 101109 90.18 90.30 88.61 89.81 -0.31 3,008 14,522 -80
Sep11 101109 90.10 90.65 89.99 89.99 -0.31 4,085 24,027 -141
Oct11 101109 90.43 90.65 89.26 90.18 -0.31 2,906 15,777 -171
Nov11 101109 90.94 90.94 89.39 90.38 -0.31 3,093 19,923 -180
Dec11 101109 90.57 91.28 89.43 90.60 -0.31 42,475 148,366 -605
Jan12 101109 90.70 90.70 90.70 90.70 -0.32 650 15,686 -111
Feb12 101109 90.79 90.79 90.79 90.79 -0.32 765 6,612 -60
Mar12 101109 90.88 90.88 90.88 90.88 -0.32 318 9,689 -80
Total Volume and Open Interest 655,239 1,494,535 -27,364
e-miNY Crude Oil(NYM)
Nov10 101019 82.950 83.200 79.425 79.500 -3.575 5,185 2,700 -198
Dec10 101029 81.900 82.125 80.575 81.425 -0.750 8,987 5,493 +236
Jan11 101109 87.400 88.225 86.100 87.350 -0.350 625 2,899 -4
Feb11 101109 88.050 88.725 87.675 87.850 -0.375 64 607 -2
Mar11 101109 89.000 89.025 88.000 88.325 -0.375 6 237 +0
Apr11 101109 89.050 89.075 88.725 88.725 -0.350 0 5 +0
May11 101109 89.300 89.300 89.100 89.100 -0.325 0 11 +0
Jun11 101109 89.450 89.750 89.375 89.375 -0.325 1 28 +0
Jul11 101109 90.225 90.225 89.600 89.600 -0.325 0 1 +0
Aug11 101109 89.800 89.800 89.800 89.800 -0.325      
Total Volume and Open Interest 10,107 8,855 -173
Heating Oil(NYM)
Dec10 101109 239.58 241.92 237.82 240.67 +0.90 41,649 97,014 -2,079
Jan11 101109 241.30 244.02 239.82 242.63 +0.65 15,212 75,996 -221
Feb11 101109 242.73 244.94 241.57 243.63 +0.32 6,750 28,977 -176
Mar11 101109 243.00 245.19 242.85 243.83 +0.14 5,451 23,203 +2
Apr11 101109 242.77 244.15 241.07 242.89 +0.05 2,024 13,051 +0
May11 101109 243.41 243.56 242.00 242.35 +0.01 2,052 14,410 -1
Jun11 101109 242.40 243.75 239.46 242.21 -0.05 4,358 29,816 +0
Jul11 101109 244.24 244.24 241.18 243.03 -0.16 500 5,728 +0
Aug11 101109 243.70 245.33 242.19 244.03 -0.27 441 4,236 -14
Sep11 101109 246.75 246.75 243.68 245.56 -0.29 111 4,665 +0
Oct11 101109 248.44 248.44 247.35 247.40 -0.31 73 1,950 +0
Nov11 101109 250.34 250.55 249.35 249.35 -0.35 179 2,488 +0
Total Volume and Open Interest 81,641 324,458 -2,620
Gasoline(NYMEX)
Dec10 101109 217.25 219.62 215.69 218.50 +0.65 39,119 96,810 -716
Jan11 101109 217.74 220.16 215.87 218.65 -0.05 19,416 71,768 -301
Feb11 101109 220.79 222.13 218.30 220.53 -0.26 9,193 21,192 -22
Mar11 101109 223.82 224.31 222.46 222.75 -0.33 3,980 18,869 +16
Apr11 101109 235.56 235.69 233.98 234.49 -0.45 1,855 18,954 +16
May11 101109 235.53 236.81 235.17 235.55 -0.54 1,727 9,523 +0
Jun11 101109 236.79 237.76 236.10 236.11 -0.64 2,755 14,924 +0
Jul11 101109 237.09 237.09 235.92 235.92 -0.76 666 4,151 +0
Aug11 101109 235.49 235.49 235.49 235.49 -0.79 682 5,204 +0
Sep11 101109 234.55 234.55 234.55 234.55 -0.82 948 2,575 +0
Total Volume and Open Interest 85,768 288,184 -1,017
e-miNY RBOB Gasoline(NYM)
Dec10 101109 218.50 218.50 218.50 218.50 +0.60 0 2 +0
Jan11 101109 218.70 218.70 218.65 218.70 unch 0 1 +0
Feb11 101109 220.50 220.53 220.50 220.50 -0.30 0 1 +0
Mar11 101109 222.80 222.80 222.75 222.80 -0.30 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Dec10 101109 4.120 4.228 4.058 4.210 +0.122 134,668 173,155 -3,439
Jan11 101109 4.316 4.389 4.233 4.372 +0.093 60,928 180,416 -1,004
Feb11 101109 4.300 4.389 4.242 4.370 +0.085 35,552 54,313 -611
Mar11 101109 4.290 4.357 4.209 4.333 +0.081 29,137 85,231 -81
Apr11 101109 4.254 4.309 4.180 4.293 +0.074 19,141 64,513 -75
May11 101109 4.315 4.324 4.230 4.324 +0.074 4,709 22,550 -32
Jun11 101109 4.327 4.372 4.262 4.367 +0.073 2,592 11,304 -9
Jul11 101109 4.380 4.422 4.328 4.421 +0.071 1,543 11,029 -44
Aug11 101109 4.425 4.465 4.371 4.463 +0.071 1,654 10,714 -25
Sep11 101109 4.445 4.477 4.397 4.476 +0.067 1,759 9,707 -21
Oct11 101109 4.520 4.554 4.450 4.549 +0.064 9,595 36,834 -28
Nov11 101109 4.740 4.755 4.671 4.751 +0.052 4,744 15,613 -47
Dec11 101109 5.030 5.047 4.977 5.045 +0.043 1,470 18,056 -16
Jan12 101109 5.215 5.224 5.152 5.223 +0.034 3,727 23,880 -58
Feb12 101109 5.160 5.198 5.145 5.195 +0.033 282 6,515 -35
Mar12 101109 5.046 5.088 5.037 5.085 +0.033 430 13,921 -45
Total Volume and Open Interest 313,861 814,437 -5,636
Brent Crude Oil(ICE)
Dec10 101109 88.01 89.02 87.17 88.33 -0.13 130,633 177,684 -9,081
Jan11 101109 88.26 89.24 87.38 88.53 -0.15 91,128 230,049 +8,711
Feb11 101109 88.51 89.45 87.73 88.76 -0.17 46,293 114,241 +11,161
Mar11 101109 89.02 89.70 88.16 89.00 -0.20 19,979 55,258 +6,537
Apr11 101109 89.31 89.97 88.14 89.27 -0.21 10,704 37,106 +2,095
May11 101109 89.42 90.25 88.44 89.56 -0.22 5,146 23,807 +528
Jun11 101109 89.90 90.54 88.73 89.85 -0.22 11,115 38,662 -266
Jul11 101109 90.16 90.78 89.00 90.11 -0.23 2,657 12,867 +539
Aug11 101109 90.17 90.99 89.59 90.36 -0.21 2,065 10,646 +494
Sep11 101109 90.56 90.56 90.56 90.56 -0.21 2,203 8,056 +602
Oct11 101109 90.80 90.80 90.76 90.76 -0.20 734 5,909 -92
Nov11 101109 90.93 90.93 90.93 90.93 -0.21 907 10,264 -71
Dec11 101109 91.14 91.76 90.00 91.11 -0.22 12,026 73,532 +1,045
Jan12 101109 91.32 91.32 91.32 91.32 -0.22 58 11,525 +13
Total Volume and Open Interest 338,942 892,721 +22,243
Gas Oil(ICE)
Nov10 101109 740.75 749.75 737.75 747.00 +8.50 39,952 44,986 -17,738
Dec10 101109 746.00 754.00 742.00 751.75 +8.75 89,696 122,869 -1,159
Jan11 101109 750.50 757.75 745.50 755.75 +8.50 55,500 106,070 +11,673
Feb11 101109 755.25 760.50 750.25 758.50 +8.25 15,121 44,930 -735
Mar11 101109 757.00 762.00 752.00 760.00 +7.75 8,758 30,369 +713
Apr11 101109 758.75 762.25 754.75 761.50 +7.50 4,427 32,762 +101
May11 101109 760.50 764.25 756.50 763.25 +7.25 2,556 26,852 -159
Jun11 101109 761.75 767.75 758.50 765.25 +7.00 6,835 50,327 +597
Jul11 101109 763.50 770.00 763.50 768.50 +6.75 822 16,013 -205
Aug11 101109 769.25 774.00 767.75 772.25 +6.50 619 12,479 +63
Total Volume and Open Interest 232,736 611,840 -6,524
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 76 80 -56
Dec10 101109 2.360 2.365 2.334 2.343 -0.004 117 1,436 +0
Jan11 101109 2.326 2.326 2.242 2.269 -0.007 85 975 +0
Feb11 101109 2.295 2.296 2.213 2.240 -0.007 57 1,009 +0
Mar11 101109 2.270 2.270 2.227 2.244 +0.001 32 738 +0
Apr11 101109 2.286 2.286 2.250 2.258 +0.004 28 812 +0
May11 101109 2.270 2.270 2.230 2.250 -0.004 10 286 +0
Jun11 101109 2.270 2.270 2.255 2.255 -0.004 7 525 +0
Total Volume and Open Interest 464 8,152 +0
WTI Crude Oil(ICE
Dec10 101109 86.42 87.63 85.48 86.72 -0.34 78,464 106,907 -6,199
Jan11 101109 87.18 88.23 86.11 87.35 -0.36 38,800 92,435 +5,705
Feb11 101109 87.69 88.71 86.63 87.85 -0.37 14,847 38,144 +343
Mar11 101109 88.57 89.15 87.48 88.32 -0.37 6,071 40,859 +645
Apr11 101109 88.82 89.51 87.90 88.73 -0.35 3,015 21,237 -285
May11 101109 89.52 89.83 88.97 89.09 -0.34 1,985 9,422 +3
Jun11 101109 89.49 90.08 88.55 89.37 -0.33 7,305 40,915 +1,603
Jul11 101109 90.11 90.11 88.80 89.61 -0.32 603 12,437 -1
Aug11 101109 90.23 90.29 89.01 89.81 -0.31 247 7,915 -11
Sep11 101109 89.99 89.99 89.99 89.99 -0.31 572 11,855 +324
Oct11 101109 90.18 90.18 90.18 90.18 -0.31 168 3,874 -38
Nov11 101109 90.38 90.38 90.38 90.38 -0.31 203 6,085 +21
Dec11 101109 90.67 91.27 89.81 90.60 -0.31 7,922 53,058 +28
Jan12 101109 90.70 90.70 90.70 90.70 -0.32 53 5,096 +0
Feb12 101109 90.79 90.79 90.79 90.79 -0.32 5 821 +0
Mar12 101109 90.88 90.88 90.88 90.88 -0.32 5 3,090 +0
Total Volume and Open Interest 162,861 526,538 +2,116
US Dollar Index(ICE)
Dec10 101109 77.380 78.020 76.830 77.585 +0.420 24,055 38,045 +889
Mar11 101109 77.760 78.380 77.220 77.970 +0.425 136 787 +32
Jun11 101109 77.855 78.400 77.855 78.400 +0.425 0 5 +0
Total Volume and Open Interest 24,191 38,837 +921
Australian Dollar(CME)
Dec10 101109 100.80 101.33 99.56 100.43 -0.51 85,253 126,042 -49
Mar11 101109 99.47 100.10 98.44 99.27 -0.51 398 605 +0
Jun11 101109 98.08 98.59 98.08 98.08 -0.51 0 152 +0
Total Volume and Open Interest 85,651 126,936 -49
British Pound(CME)
Dec10 101109 161.35 161.81 159.46 160.34 -0.92 144,779 97,136 -211
Mar11 101109 160.62 161.65 159.36 160.21 -0.92 81 598 +0
Jun11 101109 160.06 160.97 160.06 160.06 -0.91 2 40 +0
Total Volume and Open Interest 144,872 97,803 -211
Canadian Dollar(CME)
Dec10 101109 99.62 100.13 98.98 99.67 unch 94,523 111,350 +9
Mar11 101109 99.28 99.91 98.78 99.45 unch 665 3,606 +0
Jun11 101109 99.00 99.61 98.66 99.20 +0.01 199 914 +0
Sep11 101109 99.25 99.28 98.56 98.94 +0.01 23 348 +0
Total Volume and Open Interest 95,444 116,472 +9
Japanese Yen(CME)
Dec10 101109 123.25 124.20 122.03 122.54 -0.63 118,730 137,769 -14
Mar11 101109 123.49 124.26 122.18 122.67 -0.62 184 1,304 +0
Jun11 101109 122.70 123.47 122.70 122.84 -0.63 0 208 +0
Total Volume and Open Interest 118,914 139,290 -14
Swiss Franc(CME)
Dec10 101109 103.57 104.34 103.14 103.49 -0.11 48,388 46,511 +0
Mar11 101109 103.44 104.40 103.31 103.57 -0.12 91 127 +0
Jun11 101109 103.67 103.79 103.67 103.67 -0.12 0 1 +0
Total Volume and Open Interest 48,479 46,641 +0
EuroFX(CME)
Dec10 101109 139.10 139.70 137.45 138.26 -0.92 410,020 205,168 -2,560
Mar11 101109 138.96 139.50 137.30 138.09 -0.90 977 3,420 +0
Jun11 101109 138.34 138.78 137.72 137.88 -0.90 25 82 +0
Total Volume and Open Interest 411,023 208,693 -2,560
Mexican Peso(CME)
Nov10 101109 818.5 818.8 818.5 818.5 -0.2 0 4 +0
Dec10 101109 815.5 819.8 810.0 815.0 -0.2 15,656 136,868 +0
Total Volume and Open Interest 15,658 137,225 +0
30-Year T-Bonds(CBOT)
Dec10 101109 130~190 130~230 128~250 128~260 -1~190      
Mar11 101109 129~070 129~130 127~040 127~070 -1~210 10,409 28,927 -2
Jun11 101109 126~010 127~220 126~010 126~010 -1~210 1 9 +0
Total Volume and Open Interest 486,146 689,138 -2,362
10-Year T-Notes(CBOT)
Dec10 101109 127~135 127~215 126~130 126~170 -0~265 1,676,657 1,552,965 -18,404
Mar11 101109 126~190 126~260 125~165 125~205 -0~275 24,705 25,809 -365
Jun11 101109 124~260 125~215 124~260 124~260 -0~275 1 41 +0
Total Volume and Open Interest 1,701,364 1,578,819 -18,769
5-Year T-Notes(CBOT)
Dec10 101109 121~071 121~071 121~020 121~020 -0~079      
Mar11 101109 121~052 121~052 120~062 120~072 -0~085 5,943 9,987 +0
Jun11 101109 119~096 120~053 119~096 119~096 -0~085      
Total Volume and Open Interest 709,683 1,185,054 -1,285
2 Year T-Notes(CBOT)
Dec10 101109 109~109 109~109 109~103 109~103 -0~009      
Mar11 101109 109~104 109~110 109~091 109~092 -0~012 1,139 10,269 +0
Jun11 101109 109~075 109~087 109~075 109~075 -0~012      
Total Volume and Open Interest 210,901 721,063 -3,090
Eurodollars(CME)
Dec10 101109 99.670 99.675 99.650 99.660 unch 149,117 990,867 -580
Mar11 101109 99.580 99.585 99.550 99.570 +0.005 218,816 1,142,723 -5,394
Jun11 101109 99.500 99.515 99.455 99.470 -0.015 156,139 1,134,235 -803
Sep11 101109 99.435 99.450 99.360 99.375 -0.045 152,058 916,996 -830
Dec11 101109 99.370 99.390 99.260 99.280 -0.080 239,782 905,590 -520
Mar12 101109 99.305 99.325 99.160 99.180 -0.115 250,972 768,390 -1,477
Jun12 101109 99.225 99.245 99.050 99.070 -0.140 202,146 470,063 -1,423
Sep12 101109 99.120 99.145 98.930 98.950 -0.160 218,527 439,124 -1,305
Dec12 101109 98.965 99.010 98.775 98.795 -0.175 196,021 338,229 -3,191
Mar13 101109 98.815 98.860 98.620 98.635 -0.185 170,653 267,374 -401
Jun13 101109 98.675 98.680 98.440 98.455 -0.185 97,634 159,835 -992
Sep13 101109 98.490 98.495 98.250 98.270 -0.185 78,719 169,475 +33
Dec13 101109 98.295 98.300 98.050 98.065 -0.190 47,765 128,999 -430
Mar14 101109 98.100 98.110 97.850 97.870 -0.195 47,292 113,033 +0
Jun14 101109 97.890 97.900 97.630 97.650 -0.200 46,840 110,214 +140
Sep14 101109 97.660 97.675 97.405 97.425 -0.200 39,509 66,967 +152
Dec14 101109 97.445 97.445 97.185 97.205 -0.195 32,525 91,441 +0
Mar15 101109 97.245 97.245 96.995 97.010 -0.190 29,598 49,522 +0
Total Volume and Open Interest 2,479,759 8,500,663 -17,111
30 Day Federal Funds(CBOT)
Nov10 101109 99.810 99.812 99.808 99.810 +0.002 4,448 100,698 -299
Dec10 101109 99.820 99.830 99.820 99.820 unch 5,671 87,721 -1
Jan11 101109 99.825 99.840 99.825 99.825 unch 9,531 60,080 +0
Feb11 101109 99.825 99.840 99.825 99.830 +0.005 1,654 50,226 -18
Mar11 101109 99.830 99.840 99.825 99.830 +0.005 2,139 30,772 +0
Apr11 101109 99.825 99.840 99.825 99.830 +0.005 1,675 31,038 -14
Total Volume and Open Interest 48,898 571,502 -346
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 101109 99.670 99.670 99.670 99.670 -0.003 0 1,728 +0
Mar11 101109 99.683 99.683 99.683 99.683 unch 0 767 +0
Jun11 101109 99.680 99.680 99.680 99.680 -0.015      
Sep11 101109 99.680 99.680 99.680 99.680 -0.007      
Dec11 101109 99.685 99.685 99.685 99.685 unch      
Mar12 101109 99.675 99.675 99.675 99.675 unch      
Jun12 101109 99.725 99.725 99.725 99.725 unch      
Sep12 101109 99.675 99.675 99.675 99.675 unch      
Dec12 101109 99.370 99.370 99.370 99.370 unch      
Mar13 101109 99.370 99.370 99.370 99.370 unch      
Total Volume and Open Interest 0 2,495 +0
3-Mth Euro-Yen(SGX)
Dec10 101109 99.67 99.67 99.67 99.67 unch 58 3,248 +0
Mar11 101109 99.67 99.68 99.67 99.68 unch 30 1,549 +0
Jun11 101109 99.69 99.69 99.69 99.69 unch 0 1,437 -1
Sep11 101109 99.68 99.69 99.68 99.69 unch 0 1,098 +0
Dec11 101109 99.68 99.68 99.68 99.68 unch 0 110 +0
Mar12 101109 99.68 99.68 99.68 99.68 unch 0 305 +0
Jun12 101109 99.72 99.72 99.72 99.72 unch 0 754 +0
Sep12 101109 99.68 99.68 99.68 99.68 unch 0 310 +0
Total Volume and Open Interest 88 8,815 -1
Japanese Gov't Bonds(SGX)
Dec10 101109 142.82 143.01 142.69 142.72 -0.40 1,744 19,820 -82
Mar11 101109 141.61 141.61 141.61 141.61 -0.10      
Jun11 101109 139.52 139.52 139.52 139.52 -0.10      
Total Volume and Open Interest 3,495 20,239 -245
Euro-Bund(EUREX)
Dec10 101109 130.61 130.95 129.87 130.36 -0.15 1,187,780 951,631 +1,467
Mar11 101109 130.76 131.05 129.97 130.47 -0.15 1,315 11,390 +377
Jun11 101109 129.61 129.61 129.61 129.61 -0.15 120 0 +0
Total Volume and Open Interest 1,189,215 963,021 +1,844
Euro-Bobl(EUREX)
Dec10 101109 120.60 120.81 120.26 120.51 -0.02 696,458 713,835 -9,435
Mar11 101109 120.35 120.54 120.31 120.54 -0.02 5,796 76,747 +2,589
Jun11 101109 120.35 120.35 120.35 120.35 -0.02 0 1 +0
Total Volume and Open Interest 702,254 790,583 -6,846
3-Mth Euribor(EUREX)
Dec10 101109 98.870 98.880 98.870 98.880 +0.015 26 4,672 -26
Mar11 101109 98.745 98.745 98.740 98.740 +0.010 9 2,466 +4
Jun11 101109 98.665 98.665 98.645 98.645 +0.005 1 5,248 +1
Total Volume and Open Interest 156 18,572 +94
Long Gilt(LIFFE)
Dec10 101029 122~29 123~17 122~25 123~12 +0~22 132,488 286,373 -6,596
Mar11 101109 122~21 122~21 122~19 122~19 -0~09 0 175 +0
Total Volume and Open Interest 130,797 297,483 -980
3-Mth Short Sterling(LIFFE)
Dec10 101109 99.23 99.25 99.23 99.24 +0.01 15,759 363,566 -323
Mar11 101109 99.16 99.17 99.15 99.16 unch 65,398 319,370 +10,995
Jun11 101109 99.07 99.09 99.06 99.07 unch 39,925 286,909 -822
Sep11 101109 98.98 99.00 98.96 98.97 -0.01 50,426 309,740 -1,721
Dec11 101109 98.87 98.89 98.83 98.85 -0.02 58,909 342,145 -4,519
Mar12 101109 98.74 98.77 98.70 98.72 -0.03 50,072 244,277 +6,282
Total Volume and Open Interest 360,804 2,275,634 +15,118
3-Mth Euribor(LIFFE)
Dec10 101109 98.860 98.895 98.860 98.880 +0.015 102,338 569,611 +3,784
Mar11 101109 98.730 98.760 98.725 98.740 +0.010 154,752 603,878 -337
Jun11 101109 98.640 98.675 98.630 98.645 unch 110,981 513,157 -692
Total Volume and Open Interest 933,006 3,259,427 +451
3-Mth Aus T-Bills(SFE)
Dec10 101109 94.94 94.95 94.93 94.95 unch 10,081 174,693 +1,615
Mar11 101109 94.82 94.84 94.81 94.82 -0.01 26,135 164,040 -2,127
Jun11 101109 94.67 94.69 94.65 94.68 unch 9,909 90,949 -1,619
Sep11 101109 94.55 94.58 94.54 94.56 unch 3,447 53,982 +139
Dec11 101109 94.47 94.49 94.45 94.48 unch 1,766 36,192 +313
Mar12 101109 94.41 94.44 94.40 94.43 unch 994 39,192 +143
Jun12 101109 94.36 94.39 94.36 94.39 unch 490 28,637 +148
Sep12 101109 94.34 94.36 94.34 94.36 unch 727 9,138 -59
Dec12 101109 94.32 94.33 94.32 94.33 unch 303 2,020 +303
Mar13 101109 94.32 94.33 94.32 94.33 unch 2 1,551 +2
Total Volume and Open Interest 53,856 600,552 -1,140
10-Year Aus T-Bonds(SFE)
Dec10 101109 94.70 94.71 94.67 94.69 -0.01 20,526 375,711 -8,426
Mar11 101109 94.69 94.69 94.69 94.69 -0.01      
Total Volume and Open Interest 20,526 375,711 -8,426
3-Year Aus T-Bonds(SFE)
Dec10 101109 94.88 94.91 94.86 94.90 +0.02 66,679 436,763 -31,797
Mar11 101109 94.85 94.85 94.85 94.85 +0.02      
Total Volume and Open Interest 66,679 436,763 -31,797
Gold(CMX)
Dec10 101109 1410.0 1424.3 1382.2 1410.1 +6.9 241,404 372,983 -18,739
Feb11 101109 1411.4 1426.1 1384.7 1412.4 +7.0 27,305 79,187 -123
Apr11 101109 1411.4 1428.0 1388.0 1414.6 +7.1 2,378 22,549 -72
Jun11 101109 1410.6 1430.0 1390.5 1416.7 +7.2 3,018 24,034 -2
Aug11 101109 1416.0 1429.1 1403.5 1419.0 +7.3 5,534 13,940 -1
Oct11 101109 1425.0 1435.0 1400.1 1421.1 +7.4 148 9,548 -18
Dec11 101109 1417.5 1435.6 1399.5 1423.3 +7.5 2,290 23,558 +11
Feb12 101109 1425.7 1425.7 1425.7 1425.7 +7.7 6 6,009 +0
Apr12 101109 1428.2 1428.2 1428.2 1428.2 +8.0 0 5,888 +0
Jun12 101109 1430.7 1430.7 1430.7 1430.7 +8.3 1 8,574 +0
Aug12 101109 1433.4 1433.4 1433.4 1433.4 +8.8 75 4,657 +0
Total Volume and Open Interest 287,071 628,397 -18,944
Silver(CMX)
Dec10 101109 2773.0 2934.0 2641.5 2890.6 +147.4 80,678 86,339 -4,197
Mar11 101109 2775.0 2940.5 2648.5 2898.7 +148.1 11,623 32,627 -40
May11 101109 2770.5 2946.0 2673.0 2903.9 +148.6 1,027 11,416 -5
Jul11 101109 2785.0 2935.5 2699.5 2908.9 +149.1 339 9,144 +24
Sep11 101109 2857.0 2946.0 2700.0 2913.7 +149.4 418 5,627 +0
Dec11 101109 2793.5 2950.0 2685.5 2920.0 +149.8 1,921 6,832 +0
Mar12 101109 2925.6 2925.6 2925.6 2925.6 +150.7 72 351 +0
Total Volume and Open Interest 96,989 159,473 -4,220
Platinum(NYMEX)
Jan11 101109 1773.1 1811.8 1746.8 1809.6 +38.5 9,245 38,608 -448
Apr11 101109 1778.9 1813.2 1766.6 1813.2 +38.2 175 1,110 -6
Jul11 101109 1814.9 1815.8 1814.9 1815.8 +38.2 22 55 +0
Oct11 101109 1815.8 1815.8 1815.8 1815.8 +38.2      
Total Volume and Open Interest 9,494 39,824 -454
Palladium(NYMEX)
Dec10 101109 710.00 743.50 675.10 742.65 +31.75 4,582 22,656 -240
Mar11 101109 709.60 745.00 677.70 744.45 +31.80 259 3,194 -12
Jun11 101109 725.00 745.45 725.00 745.45 +31.80 35 158 +0
Total Volume and Open Interest 4,884 26,014 -252
Copper(CMX)
Dec10 101109 395.85 404.75 392.75 404.30 +8.65 40,469 91,194 -2,451
Mar11 101109 397.00 405.25 393.45 404.95 +8.30 7,871 48,228 -154
May11 101109 395.35 404.75 395.35 404.75 +8.20 944 11,500 -15
Jul11 101109 399.90 403.85 399.85 403.85 +8.20 482 5,102 -62
Sep11 101109 402.35 402.35 402.35 402.35 +8.30 8 4,334 -2
Total Volume and Open Interest 50,227 169,144 -2,673
DJIA Index(CBOT)
Dec10 101109 11333 11399 11272 11313 -49 744 6,825 -49
Mar11 101109 11240 11244 11240 11244 -51 5 18 +0
Jun11 101109 11183 11232 11183 11183 -49      
Sep11 101109 11125 11174 11125 11125 -49      
Total Volume and Open Interest 749 6,843 -49
S & P 500(CME)
Dec10 101109 1218.80 1224.50 1206.30 1210.90 -9.10 16,333 329,391 -130
Mar11 101109 1205.70 1218.30 1200.80 1205.70 -9.10 531 5,028 +0
Jun11 101109 1200.80 1213.40 1195.90 1200.80 -9.10 592 2,755 +0
Sep11 101109 1196.10 1208.60 1191.10 1196.10 -9.00 25 25 +0
Total Volume and Open Interest 17,481 337,199 -130
S & P 500 E-Mini(Globex)
Dec10 101109 1210.50 1210.75 1209.50 1210.00 -8.50      
Mar11 101109 1212.75 1219.25 1201.50 1205.75 -9.00 3,753 17,001 +0
Total Volume and Open Interest 2,305,514 2,752,162 -13,859
NASDAQ 100(CME)
Dec10 101109 2181.80 2197.50 2165.00 2176.30 -7.70 6,534 31,706 -246
Mar11 101109 2174.30 2190.00 2167.00 2174.30 -8.00 2 2 +0
Jun11 101109 2171.80 2171.80 2170.80 2171.80 -8.00      
Total Volume and Open Interest 6,536 31,708 -246
NASDAQ 100 E-Mini(Globex)
Dec10 101109 2183.00 2198.00 2164.30 2176.30 -7.70 324,318 448,973 -1,559
Mar11 101109 2179.00 2194.00 2163.80 2174.30 -8.00 345 1,214 -1
Total Volume and Open Interest 324,665 450,194 -1,559
S & P Midcap 400(CME)
Dec10 101109 857.25 862.00 846.00 850.50 -7.60 0 3,129 +0
Mar11 101109 848.90 848.90 848.90 848.90 -7.20 0 2 +0
Jun11 101109 846.40 846.40 846.40 846.40 -7.70      
Total Volume and Open Interest 0 3,131 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101109 9745 9745 9745 9745 +20      
Mar11 101109 9780 9780 9760 9780 +20 0 1 +0
Total Volume and Open Interest 9,851 35,322 -30
Nikkei 225(SGX)
Dec10 101109 9700 9735 9650 9690 -15 153,305 203,845 -2,721
Mar11 101109 9720 9720 9685 9685 -10 751 3,475 -47
Jun11 101109 9610 9610 9610 9610 -15 0 2,125 +0
Total Volume and Open Interest 154,057 216,610 -2,768
CAC 40(EURONEXT)
Nov10 101109 3889.5 3943.0 3881.0 3925.5 +29.5 115,195 370,604 -978
Dec10 101109 3890.0 3938.0 3882.0 3924.5 +30.0 357 69,763 +900
Jan11 101109 3926.5 3926.5 3926.5 3926.5 +30.0 2 35 +0
Total Volume and Open Interest 115,554 440,522 -78
Hang Seng Index(HKFE)
Nov10 101109 24805 24911 24634 24685 -193 74,917 120,495 +1,035
Dec10 101109 24806 24920 24650 24695 -185 2,410 11,802 +451
Total Volume and Open Interest 77,659 134,546 +1,520
DAX(EUREX)
Dec10 101109 6753.5 6818.5 6740.5 6796.5 +36.0 135,592 179,850 -2,621
Mar11 101109 6772.0 6834.0 6757.0 6812.5 +36.0 272 12,092 +7
Jun11 101109 6790.5 6850.0 6777.5 6832.5 +36.0 224 2,798 +104
Total Volume and Open Interest 136,088 194,740 -2,510
FT-SE 100(EURONEXT)
Dec10 101109 5839.50 5892.50 5826.00 5864.00 +25.00 106,147 625,931 +5,425
Mar11 101109 5818.00 5846.00 5803.00 5824.00 +26.00 32 5,532 -2
Jun11 101109 5781.00 5781.00 5781.00 5781.00 +26.00 0 684 +0
Total Volume and Open Interest 106,179 632,157 +5,423
SPI 200(SFE)
Dec10 101109 4798.0 4801.0 4745.0 4752.0 -54.0 30,900 219,922 +1,626
Mar11 101109 4778.0 4788.0 4749.0 4749.0 -53.0 1 2,158 -2
Jun11 101109 4777.0 4777.0 4777.0 4777.0 -53.0 2 1,051 +2
Total Volume and Open Interest 30,929 226,310 +1,651
GSCI(CME)
Nov10 101109 602.25 603.00 596.80 597.00 +2.30 488 14,642 -68
Dec10 101109 602.95 609.00 601.15 602.95 +1.75 58 198 +0
Jan11 101109 605.00 612.00 603.95 605.00 +1.00 0 3 +0
Total Volume and Open Interest 546 14,843 -68
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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