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MRCI's End of Day Prices
Daily Futures Price Listing Thu November 11, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov10 101111 1311.75 1332.50 1309.00 1330.25 +20.75 5,980 3,339 -2,043
Jan11 101111 1320.00 1343.00 1317.50 1339.00 +19.50 176,882 315,351 -4,686
Mar11 101111 1328.00 1350.25 1326.25 1347.00 +19.00 45,653 95,601 +1,061
May11 101111 1327.75 1349.75 1327.75 1346.50 +18.25 28,537 61,420 +1,913
Jul11 101111 1330.75 1351.00 1330.00 1347.75 +17.50 31,331 56,407 +1,189
Aug11 101111 1314.25 1329.75 1309.25 1324.00 +14.75 875 1,805 +180
Sep11 101111 1272.25 1291.75 1270.25 1283.25 +13.00 852 2,177 +157
Total Volume and Open Interest 311,892 628,476 +275
Soybean Meal(CBOT)
Dec10 101111 355.40 360.40 355.00 358.10 +2.70 42,162 89,098 +99
Jan11 101111 357.80 362.40 357.20 360.10 +2.70 32,784 28,602 -50
Mar11 101111 360.30 364.60 359.30 362.00 +2.00 15,661 25,678 +19
May11 101111 359.20 364.30 358.70 360.60 +1.60 7,329 19,062 -750
Jul11 101111 360.50 364.10 358.50 359.90 +1.50 7,945 14,980 +46
Aug11 101111 350.00 356.00 349.80 350.50 +1.00 617 3,960 +115
Sep11 101111 340.40 346.00 337.70 338.70 +0.40 729 4,067 -12
Oct11 101111 322.80 329.70 319.60 319.60 -0.50 210 2,261 +10
Total Volume and Open Interest 111,881 198,155 -670
Soybean Oil(CBOT)
Dec10 101111 53.90 55.05 53.55 55.03 +1.08 65,739 117,142 -6,189
Jan11 101111 54.15 55.35 53.84 55.35 +1.10 39,870 118,479 +2,307
Mar11 101111 54.61 55.70 54.32 55.70 +1.09 18,021 65,787 +1,188
May11 101111 54.81 55.98 54.50 55.98 +1.10 7,718 27,382 +962
Jul11 101111 55.07 56.22 54.76 56.22 +1.11 6,656 23,157 +807
Aug11 101111 55.15 56.24 54.94 56.24 +1.11 379 4,795 +57
Sep11 101111 55.22 56.26 55.10 56.26 +1.11 413 2,047 -27
Oct11 101111 54.99 56.28 54.92 56.28 +1.11 260 2,826 +17
Total Volume and Open Interest 141,956 374,884 -572
Canola(WCE)
Nov10 101110 559.0 559.0 559.0 559.0 -4.8 25 152 -25
Jan11 101110 564.6 566.3 561.0 563.5 -4.9 6,663 137,524 -306
Mar11 101110 571.0 573.5 568.9 570.3 -5.5 1,127 16,581 +259
May11 101110 572.2 575.5 569.9 572.7 -5.5 116 4,575 +0
Jul11 101110 572.5 576.9 572.2 573.4 -5.2 306 13,188 +139
Total Volume and Open Interest 8,796 200,545 -67
Corn(CBOT)
Dec10 101111 567.00 574.25 557.50 564.00 -2.75 368,624 423,939 -25,817
Mar11 101111 581.00 588.50 571.00 578.00 -3.00 193,364 582,501 +14,596
May11 101111 588.00 596.00 578.50 585.25 -3.50 43,318 127,779 +7,466
Jul11 101111 593.00 600.00 581.75 588.75 -4.25 72,983 200,298 +1,778
Sep11 101111 565.25 572.25 553.00 560.00 -6.25 3,794 36,450 +513
Dec11 101111 549.00 555.00 531.75 539.25 -10.00 76,167 253,195 +13,949
Total Volume and Open Interest 762,387 1,674,251 +12,862
Wheat(CBOT)
Dec10 101111 707.25 723.00 701.75 704.00 -6.00 88,653 161,608 -10,279
Mar11 101111 749.50 762.50 742.00 744.00 -6.00 47,332 152,259 +7,042
May11 101111 770.00 788.50 766.75 769.00 -7.50 7,473 38,649 +416
Jul11 101111 791.00 803.50 777.75 783.25 -8.00 7,469 86,848 -112
Sep11 101111 810.00 821.75 798.50 804.25 -7.75 1,314 16,136 +87
Total Volume and Open Interest 157,911 524,694 -2,005
Wheat(KCBT)
Dec10 101111 773.00 786.25 762.00 768.00 -4.75 20,173 68,508 -1,428
Mar11 101111 788.00 802.00 781.25 784.00 -4.75 13,582 97,763 +4,737
May11 101111 796.75 808.75 791.00 793.00 -4.75 2,096 18,638 +485
Jul11 101111 803.50 817.00 796.00 799.00 -5.25 8,345 47,398 +4,033
Sep11 101111 816.50 818.50 804.75 806.00 -6.50 443 6,634 +215
Total Volume and Open Interest 45,885 249,053 +8,668
Wheat(MGE)
Dec10 101111 782.00 793.00 775.25 776.75 -5.25 3,564 16,620 +307
Mar11 101111 797.00 809.75 790.50 792.00 -4.75 3,283 27,125 +816
May11 101111 806.25 819.75 801.25 801.25 -5.00 500 7,698 +44
Jul11 101111 813.75 823.50 808.00 809.00 -4.75 791 8,344 +252
Sep11 101111 819.00 829.00 811.00 815.00 -3.75 729 6,353 +184
Total Volume and Open Interest 9,381 73,279 +1,704
Oats(CBOT)
Dec10 101111 360.75 360.75 352.50 358.50 -2.50 891 4,782 -57
Mar11 101111 372.00 372.50 365.00 371.00 -2.50 518 7,889 +52
May11 101111 375.00 376.75 373.00 376.75 -2.50 18 245 +15
Jul11 101111 379.00 384.25 379.00 382.00 -2.25 3 49 +1
Total Volume and Open Interest 1,443 13,820 +14
Rough Rice(CBOT)
Nov10 101111 14.36 14.48 14.21 14.27 -0.24 76 90 -38
Jan11 101111 14.68 15.03 14.48 14.57 -0.23 1,599 12,205 -9
Mar11 101111 14.97 15.23 14.77 14.85 -0.22 221 3,399 +13
May11 101111 15.43 15.55 15.06 15.11 -0.22 84 758 +4
Total Volume and Open Interest 2,129 18,530 -3
Live Cattle(CME)
Dec10 101111 99.300 99.750 98.900 99.050 -0.350 33,639 93,170 -10,142
Feb11 101111 102.885 103.300 102.450 102.885 -0.150 25,519 103,368 +7,547
Apr11 101111 106.635 107.150 106.300 106.830 unch 11,000 62,224 +2,996
Jun11 101111 103.885 104.785 103.885 104.480 +0.250 4,129 28,951 +386
Aug11 101111 103.850 104.100 103.450 103.950 +0.100 3,375 12,121 +1,247
Oct11 101111 105.900 106.400 105.800 106.180 -0.120 315 5,420 +60
Total Volume and Open Interest 78,209 307,155 +2,127
Feeder Cattle(CME)
Nov10 101111 113.035 113.050 112.385 112.650 -0.150 1,039 2,508 -192
Jan11 101111 114.950 115.285 114.500 115.080 +0.130 3,780 13,548 +435
Mar11 101111 115.500 115.750 115.050 115.535 +0.035 1,900 6,047 +470
Apr11 101111 116.000 116.500 115.900 116.230 -0.470 346 1,521 +101
May11 101111 116.450 116.650 116.000 116.430 -0.300 278 2,026 +93
Aug11 101111 117.450 117.900 117.150 117.900 +0.050 261 1,191 +182
Sep11 101111 117.700 117.700 117.700 117.700 unch 7 60 +7
Total Volume and Open Interest 7,611 26,901 +1,096
Lean Hogs(CME)
Dec10 101111 68.100 69.680 68.080 69.135 +0.885 20,880 60,355 -2,468
Feb11 101111 74.750 76.000 74.580 75.450 +0.650 13,151 56,577 +1,487
Apr11 101111 79.535 81.000 79.300 79.850 -0.035 6,373 39,318 +1,223
May11 101111 86.500 86.500 85.635 86.400 +0.300 136 1,495 +27
Jun11 101111 88.550 89.550 88.350 89.200 +0.400 4,410 26,127 +61
Jul11 101111 88.500 89.000 87.800 88.700 +0.415 565 6,074 +200
Aug11 101111 88.000 88.250 87.000 87.950 +0.800 1,017 4,865 -52
Oct11 101111 80.250 80.600 79.900 80.250 unch 375 3,314 +76
Total Volume and Open Interest 47,372 199,393 +839
Pork Bellies(CME)
Feb11 101111 101.750 104.500 101.750 104.500 unch 2 6 +0
Mar11 101111 105.000 105.000 105.000 105.000 unch 1 1 +0
May11 101111 105.000 105.000 105.000 105.000 unch      
Jul11 101111 103.500 103.500 103.500 103.500 unch      
Aug11 101111 102.500 102.500 102.500 102.500 unch      
Total Volume and Open Interest 3 7 +0
Class III Milk(CME)
Nov10 101111 15.42 15.45 15.40 15.43 -0.02 96 4,942 -29
Dec10 101111 13.37 13.42 13.21 13.28 -0.10 619 5,886 -9
Jan11 101111 13.51 13.56 13.39 13.45 -0.11 227 3,112 +15
Feb11 101111 13.63 13.67 13.55 13.58 -0.09 121 2,567 +20
Mar11 101111 13.88 13.91 13.78 13.78 -0.12 94 2,360 +47
Total Volume and Open Interest 1,611 26,123 +249
Cocoa(ICE)
Dec10 101111 2838 2870 2806 2834 +8 19,954 18,451 -9,698
Mar11 101111 2871 2898 2836 2866 +11 19,937 69,787 +7,953
May11 101111 2890 2915 2864 2889 +11 2,472 17,316 +385
Jul11 101111 2910 2930 2880 2909 +12 384 7,275 +145
Sep11 101111 2927 2937 2917 2926 +15 343 4,328 +302
Dec11 101111 2945 2962 2941 2948 +17 282 9,333 +218
Mar12 101111 3026 3044 3009 3025 +24 45 10,808 +37
Total Volume and Open Interest 43,427 142,604 -648
Coffee "C"(ICE)
Dec10 101111 212.30 214.90 205.80 206.65 -5.60 19,710 51,852 -6,206
Mar11 101111 215.30 217.60 208.60 209.50 -5.45 14,224 70,429 +4,647
May11 101111 215.75 217.65 209.65 210.45 -5.35 2,200 14,059 +1,005
Jul11 101111 213.50 214.80 207.90 209.15 -4.70 467 5,996 +174
Sep11 101111 209.30 210.35 204.75 205.85 -3.85 396 2,871 +116
Dec11 101111 203.00 204.10 198.40 200.30 -3.25 155 2,558 +30
Total Volume and Open Interest 37,230 148,813 -197
Orange Juice(ICE)
Jan11 101111 157.75 158.20 154.60 156.40 -1.60 951 23,624 +158
Mar11 101111 156.40 158.75 156.00 157.45 -1.60 237 3,118 +104
May11 101111 157.50 158.60 157.00 158.60 -1.75 12 760 -7
Jul11 101111 159.70 159.70 159.70 159.70 -1.75 5 1,251 -1
Sep11 101111 160.80 160.80 160.80 160.80 -1.55 2 29 +2
Nov11 101111 159.60 159.60 159.60 159.60 -1.40 0 5 +0
Total Volume and Open Interest 1,207 28,810 -265
Sugar #11(ICE)
Mar11 101111 32.85 33.39 29.05 29.66 -3.15 77,432 255,992 +5,406
May11 101111 30.16 30.49 26.68 27.26 -2.90 31,719 104,546 +1,884
Jul11 101111 27.08 27.30 23.73 24.21 -2.91 22,743 98,280 +1,797
Oct11 101111 25.14 25.20 22.00 22.49 -2.66 13,002 51,937 +797
Mar12 101111 23.30 23.50 20.59 20.87 -2.61 3,774 44,882 +319
Total Volume and Open Interest 150,537 597,338 +10,429
London Cocoa(LCE)
Dec10 101111 1849 1860 1834 1846 -1 8,775 56,757 -1,436
Mar11 101111 1875 1885 1859 1871 -1 7,043 57,851 +576
May11 101111 1892 1904 1879 1890 -1 945 19,406 +235
Jul11 101111 1909 1919 1899 1909 unch 522 12,244 +22
Sep11 101111 1922 1929 1913 1923 unch 212 8,453 -12
Dec11 101111 1941 1949 1930 1938 unch 235 15,498 +101
Mar12 101111 1949 1962 1946 1951 +1 50 10,148 -32
Total Volume and Open Interest 17,782 183,209 -546
London Sugar(LCE)
Mar11 101111 808.10 811.00 755.50 768.60 -22.10 6,810 35,014 +830
May11 101111 781.10 781.10 729.70 741.20 -23.00 982 8,366 +7
Aug11 101111 713.00 716.00 671.60 680.80 -22.80 205 6,923 +85
Oct11 101111 650.90 651.00 620.50 624.50 -17.20 25 1,076 +5
Dec11 101111 605.00 605.00 601.40 601.40 -9.30 114 516 +109
Total Volume and Open Interest 13,524 63,776 -642
Cotton(ICE)
Dec10 101111 145.81 150.00 143.55 144.21 -1.44 12,739 77,393 -3,162
Mar11 101111 140.00 142.80 136.66 139.18 -1.93 13,242 91,509 +1,874
May11 101111 136.00 137.54 132.59 135.49 -2.05 2,418 14,759 +380
Jul11 101111 132.50 133.06 128.50 131.59 -2.21 2,536 25,481 +95
Oct11 101111 119.13 119.13 115.00 117.22 -3.28 211 377 +107
Dec11 101111 96.80 96.80 92.55 94.03 -2.92 4,956 28,585 +3,032
Total Volume and Open Interest 36,199 239,032 +2,337
Lumber(CME)
Nov10 101111 265.0 266.9 262.8 266.0 +4.5 308 485 -204
Jan11 101111 275.6 281.2 275.5 276.5 +0.5 538 5,896 +197
Mar11 101111 291.0 295.0 290.0 293.9 +4.9 215 2,840 +38
May11 101111 295.0 299.5 294.0 299.5 +3.0 69 756 +48
Total Volume and Open Interest 1,130 10,137 +79
Crude Oil(NYM)
Dec10 101111 87.85 88.63 87.54 87.81 unch 367,995 269,039 -36,766
Jan11 101111 88.27 89.10 88.01 88.28 -0.01 142,691 274,091 +27,767
Feb11 101111 88.56 89.44 88.44 88.69 +0.01 37,495 94,283 +1,334
Mar11 101111 89.19 89.76 88.81 89.07 +0.02 23,917 104,748 +194
Apr11 101111 89.30 90.00 89.10 89.39 +0.01 14,079 42,803 -593
May11 101111 89.80 90.26 89.52 89.69 +0.02 9,381 34,859 +1,537
Jun11 101111 89.72 90.47 89.60 89.92 +0.03 23,593 90,089 -688
Jul11 101111 90.53 90.53 89.92 90.12 +0.03 4,304 36,586 -624
Aug11 101111 90.63 90.63 90.15 90.31 +0.04 2,528 14,242 +230
Sep11 101111 90.85 90.93 90.36 90.50 +0.06 1,986 24,327 +192
Oct11 101111 90.99 90.99 90.56 90.68 +0.07 645 15,868 +27
Nov11 101111 91.13 91.13 90.72 90.87 +0.09 1,447 20,327 -235
Dec11 101111 90.94 91.53 90.66 91.08 +0.10 32,311 145,677 -2,561
Jan12 101111 91.16 91.16 91.16 91.16 +0.11 880 16,110 -171
Feb12 101111 91.23 91.23 91.23 91.23 +0.11 99 6,762 +11
Mar12 101111 91.30 91.30 91.30 91.30 +0.12 10 9,474 +0
Total Volume and Open Interest 685,832 1,486,195 -6,471
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 101111 88.300 89.000 88.050 88.275 -0.025 539 3,048 +87
Feb11 101111 89.025 89.300 88.475 88.700 +0.025 54 557 +23
Mar11 101111 89.175 89.575 89.075 89.075 +0.025 7 233 -1
Apr11 101111 89.400 89.400 89.400 89.400 +0.025 5 2 -3
May11 101111 89.700 89.700 89.700 89.700 +0.025 5 14 -1
Jun11 101111 89.925 89.925 89.925 89.925 +0.025 2 28 +0
Jul11 101111 90.125 90.125 90.125 90.125 +0.025 1 2 +1
Aug11 101111 90.300 90.300 90.300 90.300 +0.025      
Total Volume and Open Interest 11,638 9,217 +113
Heating Oil(NYM)
Dec10 101111 244.29 245.71 242.41 242.66 -1.53 55,878 89,386 -3,786
Jan11 101111 245.99 247.20 244.20 244.33 -1.47 37,978 80,037 +2,330
Feb11 101111 246.22 247.31 244.97 245.03 -1.34 13,096 29,436 +790
Mar11 101111 246.26 247.25 245.03 245.11 -1.15 8,949 25,626 +984
Apr11 101111 246.17 246.17 243.82 243.99 -1.05 3,949 14,084 -57
May11 101111 245.39 245.39 243.32 243.39 -0.97 1,902 15,163 +186
Jun11 101111 244.17 244.81 243.32 243.39 -0.78 7,943 31,915 +975
Jul11 101111 244.92 244.93 244.32 244.32 -0.69 1,330 5,796 -50
Aug11 101111 245.83 246.30 245.44 245.44 -0.59 533 4,374 -2
Sep11 101111 247.70 247.80 246.99 246.99 -0.47 108 4,655 +32
Oct11 101111 248.55 249.45 248.55 248.80 -0.40 132 1,983 +50
Nov11 101111 251.25 251.25 250.73 250.73 -0.35 148 2,641 +90
Total Volume and Open Interest 134,152 328,182 +1,409
Gasoline(NYMEX)
Dec10 101111 223.25 225.44 222.90 223.57 -0.05 58,496 80,476 -1,433
Jan11 101111 221.93 223.20 220.88 221.45 -0.34 42,254 81,620 +5,507
Feb11 101111 223.00 224.25 222.36 222.42 -0.56 12,429 23,392 +1,968
Mar11 101111 225.53 225.53 223.57 224.11 -0.57 9,088 18,964 +246
Apr11 101111 236.25 236.25 235.08 235.66 -0.57 5,093 19,219 +1,102
May11 101111 238.32 238.32 236.19 236.75 -0.54 2,539 9,979 +120
Jun11 101111 237.87 238.00 236.86 237.37 -0.50 4,771 14,543 -68
Jul11 101111 236.80 237.29 236.60 237.29 -0.42 785 4,272 -147
Aug11 101111 236.99 236.99 236.99 236.99 -0.28 261 5,358 -27
Sep11 101111 236.08 236.08 236.08 236.08 -0.21 176 2,572 +60
Total Volume and Open Interest 141,432 292,042 +9,304
e-miNY RBOB Gasoline(NYM)
Dec10 101111 223.60 223.60 223.57 223.60 unch 0 2 +0
Jan11 101111 221.50 221.50 221.45 221.50 -0.30 0 1 +0
Feb11 101111 222.40 222.42 222.40 222.40 -0.60 0 1 +0
Mar11 101111 224.10 224.11 224.10 224.10 -0.60 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Dec10 101111 4.062 4.125 3.917 3.927 -0.119 154,080 136,245 -9,770
Jan11 101111 4.255 4.321 4.108 4.111 -0.128 82,706 190,912 +2,366
Feb11 101111 4.306 4.329 4.129 4.131 -0.120 24,267 61,762 -270
Mar11 101111 4.250 4.293 4.104 4.107 -0.112 27,826 90,396 -1,212
Apr11 101111 4.219 4.255 4.088 4.091 -0.101 21,026 64,231 -1,000
May11 101111 4.276 4.291 4.126 4.129 -0.096 7,794 23,917 -28
Jun11 101111 4.304 4.335 4.178 4.180 -0.093 1,526 11,658 +91
Jul11 101111 4.344 4.344 4.241 4.243 -0.090 1,205 10,957 +231
Aug11 101111 4.333 4.348 4.290 4.290 -0.091 2,323 12,613 +700
Sep11 101111 4.452 4.452 4.303 4.305 -0.091 1,438 10,018 +85
Oct11 101111 4.486 4.486 4.378 4.383 -0.088 9,566 40,776 +1,350
Nov11 101111 4.685 4.685 4.611 4.613 -0.078 3,948 18,200 +1,285
Dec11 101111 5.022 5.022 4.908 4.913 -0.075 2,301 18,873 +547
Jan12 101111 5.119 5.155 5.088 5.093 -0.073 5,908 26,469 +1,386
Feb12 101111 5.122 5.125 5.064 5.064 -0.073 695 6,431 -46
Mar12 101111 5.028 5.029 4.955 4.961 -0.070 392 13,894 +60
Total Volume and Open Interest 348,109 815,270 -3,733
Brent Crude Oil(ICE)
Dec10 101111 89.16 89.70 88.62 88.81 -0.15 200,879 133,213 -27,676
Jan11 101111 89.35 89.86 88.87 89.10 -0.06 119,090 244,917 +10,675
Feb11 101111 89.44 90.04 89.10 89.34 -0.03 75,165 142,213 +21,471
Mar11 101111 89.64 90.22 89.35 89.58 -0.01 31,268 62,371 +5,120
Apr11 101111 89.85 90.35 89.62 89.82 unch 15,516 38,098 +509
May11 101111 90.08 90.58 89.84 90.09 +0.03 8,262 25,825 +884
Jun11 101111 90.30 90.80 90.03 90.34 +0.04 16,668 37,416 -1,163
Jul11 101111 91.00 91.00 90.40 90.57 +0.05 7,492 11,657 -1,599
Aug11 101111 91.18 91.18 90.48 90.79 +0.06 4,294 10,364 -737
Sep11 101111 90.98 90.98 90.98 90.98 +0.07 1,924 7,570 -267
Oct11 101111 91.16 91.16 91.16 91.16 +0.07 905 5,935 +24
Nov11 101111 91.33 91.33 91.33 91.33 +0.09 748 10,598 +85
Dec11 101111 91.90 91.90 91.10 91.50 +0.10 15,246 75,025 +1,448
Jan12 101111 91.69 91.69 91.69 91.69 +0.10 85 11,553 +15
Total Volume and Open Interest 502,663 898,670 +8,044
Gas Oil(ICE)
Dec10 101111 757.00 765.50 756.25 758.25 +1.25 106,724 125,212 -3,157
Jan11 101111 760.50 768.25 759.25 761.50 +1.50 56,766 119,378 +9,759
Feb11 101111 768.00 770.00 761.50 763.25 +1.50 16,346 46,440 +305
Mar11 101111 769.00 769.75 762.75 764.25 +1.75 8,505 32,822 -495
Apr11 101111 768.50 769.50 763.75 765.25 +2.00 6,224 34,287 +943
May11 101111 770.00 770.00 764.25 766.75 +2.25 4,771 26,277 -515
Jun11 101111 773.00 773.50 766.25 768.75 +2.25 12,530 51,070 -139
Jul11 101111 772.00 772.25 772.00 772.00 +2.50 920 15,678 -275
Aug11 101111 775.50 776.00 775.50 775.50 +2.50 559 12,624 +141
Sep11 101111 782.50 782.50 778.50 778.50 +2.25 546 10,534 +101
Total Volume and Open Interest 264,461 614,818 -1,741
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 76 80 -56
Dec10 101111 2.310 2.325 2.251 2.273 -0.034 114 1,265 -35
Jan11 101111 2.215 2.219 2.197 2.216 -0.027 144 913 -35
Feb11 101111 2.211 2.211 2.178 2.179 -0.032 48 1,072 +52
Mar11 101111 2.221 2.221 2.177 2.190 -0.031 42 760 +8
Apr11 101111 2.190 2.195 2.179 2.182 -0.035 18 852 +12
May11 101111 2.200 2.200 2.200 2.200 -0.023 18 310 +8
Jun11 101111 2.175 2.207 2.175 2.199 -0.024 25 534 +0
Total Volume and Open Interest 526 8,114 +72
WTI Crude Oil(ICE
Dec10 101111 87.95 88.62 87.54 87.81 unch 95,584 93,071 -8,763
Jan11 101111 88.38 89.08 88.01 88.28 -0.01 41,279 101,130 +3,876
Feb11 101111 88.87 89.37 88.45 88.69 +0.01 14,793 40,324 +2,026
Mar11 101111 89.29 89.31 88.95 89.07 +0.02 6,979 41,919 +1,564
Apr11 101111 89.58 89.63 89.32 89.39 +0.01 3,543 21,376 +381
May11 101111 89.59 89.92 89.46 89.69 +0.02 2,974 11,867 +1,349
Jun11 101111 90.05 90.15 89.59 89.92 +0.03 9,224 42,889 +1,761
Jul11 101111 90.24 90.24 90.12 90.12 +0.03 2,195 13,313 +876
Aug11 101111 90.42 90.42 90.31 90.31 +0.04 786 8,285 -44
Sep11 101111 90.50 90.50 90.50 90.50 +0.06 782 11,831 -129
Oct11 101111 90.68 90.68 90.68 90.68 +0.07 292 3,886 -38
Nov11 101111 90.87 90.87 90.87 90.87 +0.09 238 6,171 +57
Dec11 101111 91.44 91.44 90.70 91.08 +0.10 9,653 53,957 +952
Jan12 101111 91.16 91.16 91.16 91.16 +0.11 25 5,146 +25
Feb12 101111 91.23 91.23 91.23 91.23 +0.11 10 821 +0
Mar12 101111 91.30 91.30 91.30 91.30 +0.12 10 3,100 +10
Total Volume and Open Interest 192,221 531,431 +4,665
US Dollar Index(ICE)
Dec10 101111 77.795 78.435 77.585 78.355 +0.585 34,818 37,577 +24
Mar11 101111 78.040 78.825 78.025 78.765 +0.605 106 787 -29
Jun11 101111 79.195 79.195 79.195 79.195 +0.605 2 7 +2
Total Volume and Open Interest 34,926 38,371 -3
Australian Dollar(CME)
Dec10 101111 99.94 100.82 99.18 99.30 -0.90 113,447 129,147 +3,580
Mar11 101111 99.19 99.57 98.07 98.15 -0.90 246 770 +67
Jun11 101111 97.00 97.00 97.00 97.00 -0.87 0 152 +0
Total Volume and Open Interest 113,693 130,206 +3,647
British Pound(CME)
Dec10 101111 161.09 161.76 160.77 161.04 -0.09 117,630 95,626 -3,249
Mar11 101111 161.08 161.60 160.89 160.91 -0.09 337 836 +201
Jun11 101111 160.74 160.74 160.74 160.74 -0.09 0 42 +0
Total Volume and Open Interest 117,967 96,533 -3,048
Canadian Dollar(CME)
Dec10 101111 99.81 100.16 99.21 99.26 -0.71 90,567 123,219 +1,045
Mar11 101111 99.67 99.86 99.01 99.04 -0.71 327 3,879 +108
Jun11 101111 99.25 99.25 98.80 98.80 -0.71 20 927 +9
Sep11 101111 98.63 98.63 98.53 98.53 -0.71 24 362 +13
Total Volume and Open Interest 91,000 128,710 +1,201
Japanese Yen(CME)
Dec10 101111 121.66 121.92 121.08 121.28 -0.53 173,673 138,907 +2,305
Mar11 101111 121.71 121.94 121.25 121.41 -0.52 503 1,393 +29
Jun11 101111 121.74 121.74 121.59 121.59 -0.51 5 206 -2
Total Volume and Open Interest 174,181 140,515 +2,332
Swiss Franc(CME)
Dec10 101111 102.48 102.86 102.02 102.02 -0.95 44,655 50,837 -360
Mar11 101111 103.39 103.48 102.26 102.46 -0.60 88 159 +15
Jun11 101111 102.57 102.57 102.57 102.57 -0.59 0 2 +0
Total Volume and Open Interest 44,743 51,000 -345
EuroFX(CME)
Dec10 101111 137.71 138.17 136.32 136.49 -1.24 442,912 200,349 -2,195
Mar11 101111 137.44 137.98 136.16 136.33 -1.23 1,194 4,059 +45
Jun11 101111 136.14 136.14 136.14 136.14 -1.21 3 87 +2
Total Volume and Open Interest 444,119 204,528 -2,138
Mexican Peso(CME)
Nov10 101111 816.5 816.5 816.5 816.5 -3.2 4 4 +0
Dec10 101111 815.5 817.8 812.0 813.0 -3.2 26,104 145,673 +3,502
Total Volume and Open Interest 26,214 146,142 +3,605
30-Year T-Bonds(CBOT)
Dec10 101110 128~260 129~050 127~140 129~020 +0~080      
Mar11 101111 127~130 127~190 126~290 127~040 -0~110 10,896 31,209 +2,345
Jun11 101111 125~300 125~300 125~300 125~300 -0~110 0 9 +0
Total Volume and Open Interest 518,709 681,718 -5,470
10-Year T-Notes(CBOT)
Dec10 101111 127~005 127~075 126~135 126~155 -0~155 1,334,465 1,530,718 +1,074
Mar11 101111 126~060 126~105 125~180 125~190 -0~165 11,099 35,075 +4,056
Jun11 101111 124~245 124~245 124~245 124~245 -0~165 0 41 +0
Total Volume and Open Interest 1,345,565 1,565,838 +5,129
5-Year T-Notes(CBOT)
Dec10 101110 121~002 121~058 121~001 121~056 +0~036      
Mar11 101111 121~005 121~005 120~054 120~054 -0~054 2,668 12,100 +361
Jun11 101111 119~078 119~078 119~078 119~078 -0~054      
Total Volume and Open Interest 696,686 1,208,127 -11,663
2 Year T-Notes(CBOT)
Dec10 101110 109~097 109~105 109~097 109~105 +0~002      
Mar11 101111 109~081 109~082 109~070 109~071 -0~023 3,961 12,403 +1,714
Jun11 101111 109~054 109~054 109~054 109~054 -0~023      
Total Volume and Open Interest 359,139 731,140 +14,002
Eurodollars(CME)
Dec10 101111 99.665 99.675 99.635 99.645 -0.015 216,773 1,004,436 +13,604
Mar11 101111 99.565 99.580 99.510 99.515 -0.045 335,558 1,207,153 +9,728
Jun11 101111 99.470 99.485 99.380 99.390 -0.070 371,262 1,076,699 -12,015
Sep11 101111 99.385 99.400 99.260 99.275 -0.095 340,267 925,147 -13,419
Dec11 101111 99.295 99.305 99.150 99.160 -0.115 485,700 865,840 -12,079
Mar12 101111 99.200 99.215 99.035 99.045 -0.135 399,499 750,829 -32,792
Jun12 101111 99.095 99.115 98.915 98.925 -0.145 309,368 478,433 -3,090
Sep12 101111 98.965 98.990 98.795 98.800 -0.150 257,175 415,619 -3,643
Dec12 101111 98.825 98.840 98.645 98.650 -0.150 238,669 326,457 -7,417
Mar13 101111 98.680 98.690 98.500 98.505 -0.145 184,531 260,676 -6,595
Jun13 101111 98.515 98.520 98.330 98.340 -0.140 122,423 153,573 -8,237
Sep13 101111 98.325 98.345 98.155 98.170 -0.130 99,293 176,899 -3,151
Dec13 101111 98.130 98.145 97.965 97.975 -0.130 48,887 134,237 +4,935
Mar14 101111 97.950 97.950 97.775 97.785 -0.125 40,686 110,137 -3,268
Jun14 101111 97.730 97.730 97.565 97.580 -0.110 32,156 104,215 -1,884
Sep14 101111 97.500 97.510 97.350 97.365 -0.105 40,664 73,121 +5,004
Dec14 101111 97.275 97.280 97.135 97.155 -0.095 22,474 87,011 -625
Mar15 101111 97.080 97.080 96.950 96.970 -0.085 18,321 46,863 -593
Total Volume and Open Interest 3,632,744 8,448,168 -73,651
30 Day Federal Funds(CBOT)
Nov10 101111 99.815 99.815 99.812 99.812 unch 15,395 100,159 -3,831
Dec10 101111 99.825 99.830 99.820 99.825 unch 12,805 89,556 +110
Jan11 101111 99.835 99.835 99.830 99.830 unch 11,543 63,735 -484
Feb11 101111 99.835 99.835 99.830 99.830 unch 6,157 48,764 -902
Mar11 101111 99.835 99.835 99.830 99.830 unch 3,532 29,390 +219
Apr11 101111 99.835 99.835 99.830 99.830 unch 3,379 34,019 +975
Total Volume and Open Interest 93,839 593,896 +3,878
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 101111 99.668 99.668 99.668 99.668 -0.002 12 1,740 +12
Mar11 101111 99.673 99.673 99.673 99.673 +0.003 0 767 +0
Jun11 101111 99.673 99.673 99.673 99.673 -0.003      
Sep11 101111 99.665 99.665 99.665 99.665 -0.003      
Dec11 101111 99.665 99.665 99.665 99.665 unch      
Mar12 101111 99.655 99.655 99.655 99.655 unch      
Jun12 101111 99.705 99.705 99.705 99.705 unch      
Sep12 101111 99.655 99.655 99.655 99.655 unch      
Dec12 101111 99.350 99.350 99.350 99.350 unch      
Mar13 101111 99.350 99.350 99.350 99.350 unch      
Total Volume and Open Interest 12 2,507 +12
3-Mth Euro-Yen(SGX)
Dec10 101111 99.67 99.67 99.67 99.67 0.00 0 3,248 +0
Mar11 101111 99.67 99.67 99.67 99.67 0.00 1 1,549 +0
Jun11 101111 99.67 99.67 99.67 99.67 0.00 0 1,437 +0
Sep11 101111 99.68 99.68 99.67 99.67 0.00 104 1,197 +0
Dec11 101111 99.67 99.67 99.67 99.67 unch 0 110 +0
Mar12 101111 99.65 99.65 99.65 99.65 unch 0 305 +0
Jun12 101111 99.71 99.71 99.71 99.71 unch 0 754 +0
Sep12 101111 99.65 99.65 99.65 99.65 unch 0 310 +0
Total Volume and Open Interest 105 9,139 +225
Japanese Gov't Bonds(SGX)
Dec10 101111 142.45 142.68 142.25 142.41 -0.31 1,273 20,188 +368
Mar11 101111 141.30 141.30 141.30 141.30 -0.11      
Jun11 101111 139.21 139.21 139.21 139.21 -0.11      
Total Volume and Open Interest 1,719 20,099 -89
Euro-Bund(EUREX)
Dec10 101111 130.33 130.68 129.95 130.18 -0.02 1,020,299 984,985 -11,571
Mar11 101111 130.52 130.70 130.04 130.25 -0.02 761 11,853 +464
Jun11 101111 129.43 129.43 129.43 129.43 -0.02      
Total Volume and Open Interest 1,021,060 996,838 -11,107
Euro-Bobl(EUREX)
Dec10 101111 120.72 120.93 120.57 120.70 +0.12 504,892 712,842 -7,528
Mar11 101111 120.87 120.87 120.61 120.73 +0.13 3,918 83,632 +3,323
Jun11 101111 120.54 120.54 120.54 120.54 +0.12 0 1 +0
Total Volume and Open Interest 508,810 796,475 -4,205
3-Mth Euribor(EUREX)
Dec10 101111 98.875 98.885 98.875 98.880 unch 11 4,676 +0
Mar11 101111 98.725 98.735 98.720 98.725 unch 6 2,457 +1
Jun11 101111 98.625 98.625 98.625 98.625 +0.005 1 5,249 +0
Total Volume and Open Interest 597 21,096 +528
Long Gilt(LIFFE)
Dec10 101111 122~31 123~03 122~17 122~25 -0~19 117,509 292,074 +5,701
Mar11 101111 121~18 121~19 121~09 121~16 +0~03 100 175 +0
Total Volume and Open Interest 109,925 287,042 +793
3-Mth Short Sterling(LIFFE)
Dec10 101111 99.22 99.23 99.19 99.21 -0.01 19,091 353,948 -3,718
Mar11 101111 99.13 99.14 99.07 99.11 -0.02 30,169 308,752 -2,720
Jun11 101111 99.00 99.02 98.93 98.98 -0.03 40,902 285,313 +4,521
Sep11 101111 98.86 98.88 98.79 98.84 -0.04 65,631 289,803 -15,260
Dec11 101111 98.70 98.73 98.61 98.67 -0.05 89,004 335,481 -6,258
Mar12 101111 98.52 98.58 98.45 98.51 -0.05 72,356 229,951 -6,629
Total Volume and Open Interest 479,101 2,208,544 -34,771
3-Mth Euribor(LIFFE)
Dec10 101111 98.875 98.890 98.860 98.880 unch 152,894 582,862 +17,321
Mar11 101111 98.720 98.745 98.705 98.725 unch 138,533 618,121 +9,614
Jun11 101111 98.620 98.650 98.600 98.625 +0.005 126,918 510,031 -2,989
Total Volume and Open Interest 874,454 3,289,871 +12,127
3-Mth Aus T-Bills(SFE)
Dec10 101111 94.94 94.96 94.90 94.96 +0.01 24,218 179,443 -66
Mar11 101111 94.83 94.86 94.77 94.85 +0.02 39,956 160,793 -8,360
Jun11 101111 94.66 94.72 94.62 94.70 +0.03 25,490 91,630 -1,171
Sep11 101111 94.54 94.61 94.50 94.59 +0.04 8,570 56,754 +2,801
Dec11 101111 94.45 94.52 94.42 94.50 +0.03 3,245 37,451 +1,450
Mar12 101111 94.38 94.46 94.36 94.45 +0.05 1,364 39,647 +142
Jun12 101111 94.33 94.42 94.31 94.39 +0.03 1,343 29,556 +748
Sep12 101111 94.29 94.39 94.29 94.35 +0.03 1,135 10,179 +935
Dec12 101111 94.34 94.34 94.32 94.32 +0.04 0 2,018 +0
Mar13 101111 94.30 94.30 94.30 94.30 +0.03 50 1,611 +50
Total Volume and Open Interest 105,573 609,290 -3,471
10-Year Aus T-Bonds(SFE)
Dec10 101111 94.62 94.66 94.56 94.65 +0.02 71,802 399,147 +14,693
Mar11 101111 94.65 94.65 94.65 94.65 +0.02      
Total Volume and Open Interest 71,802 399,147 +14,693
3-Year Aus T-Bonds(SFE)
Dec10 101111 94.85 94.91 94.79 94.89 +0.03 161,053 480,042 +38,282
Mar11 101111 94.84 94.84 94.84 94.84 +0.03      
Total Volume and Open Interest 161,053 480,042 +38,282
Gold(CMX)
Dec10 101111 1403.0 1417.6 1396.5 1403.3 +4.0 310,218 351,921 -11,236
Feb11 101111 1405.0 1419.4 1399.1 1405.6 +4.1 38,728 109,757 +17,212
Apr11 101111 1407.4 1420.0 1402.6 1407.8 +4.1 2,824 25,871 +956
Jun11 101111 1408.4 1423.5 1404.8 1410.0 +4.2 3,495 26,004 +102
Aug11 101111 1417.0 1417.0 1412.1 1412.4 +4.3 424 14,777 +141
Oct11 101111 1419.0 1422.6 1408.0 1414.8 +4.5 31 9,655 +3
Dec11 101111 1420.0 1429.3 1413.9 1417.2 +4.7 3,471 27,176 +156
Feb12 101111 1420.0 1420.0 1420.0 1420.0 +4.9 10 6,011 +1
Apr12 101111 1422.9 1422.9 1422.9 1422.9 +5.1 10 5,888 +0
Jun12 101111 1425.8 1425.8 1425.8 1425.8 +5.3 900 9,044 +375
Aug12 101111 1428.8 1428.8 1428.8 1428.8 +5.3 128 4,658 +101
Total Volume and Open Interest 364,441 650,764 +7,795
Silver(CMX)
Dec10 101111 2724.0 2784.0 2689.0 2740.5 +54.0 174,399 72,298 -7,871
Mar11 101111 2723.0 2791.5 2700.0 2748.5 +54.4 18,034 39,043 +3,870
May11 101111 2734.5 2790.0 2725.0 2753.6 +54.6 2,432 12,540 +952
Jul11 101111 2739.0 2799.5 2714.5 2758.5 +54.8 931 8,796 -139
Sep11 101111 2773.0 2773.0 2763.4 2763.4 +55.1 120 5,796 +25
Dec11 101111 2771.5 2800.0 2743.5 2770.0 +55.5 2,200 8,247 +526
Mar12 101111 2776.1 2776.1 2776.1 2776.1 +55.8 0 354 +0
Total Volume and Open Interest 201,216 156,418 -1,466
Platinum(NYMEX)
Jan11 101111 1738.0 1774.7 1733.5 1745.8 +7.9 11,164 39,503 +923
Apr11 101111 1764.9 1773.0 1746.7 1749.6 +8.0 158 1,252 +26
Jul11 101111 1752.0 1752.0 1752.0 1752.0 +7.8 3 58 +3
Oct11 101111 1752.0 1752.0 1752.0 1752.0 +7.8      
Total Volume and Open Interest 11,327 40,815 +953
Palladium(NYMEX)
Dec10 101111 702.60 722.90 697.10 704.15 +7.40 8,781 21,505 -977
Mar11 101111 703.00 721.95 698.90 705.90 +7.40 838 4,185 +569
Jun11 101111 701.00 710.00 701.00 707.10 +7.60 1 159 +1
Total Volume and Open Interest 9,624 25,858 -404
Copper(CMX)
Dec10 101111 398.20 408.35 396.75 402.25 +5.35 46,247 70,297 -7,106
Mar11 101111 398.85 408.75 398.05 402.95 +5.30 15,307 59,720 +4,221
May11 101111 401.50 407.75 401.50 402.85 +5.30 1,414 14,802 +843
Jul11 101111 402.15 402.15 402.15 402.15 +5.25 680 5,132 -50
Sep11 101111 400.85 400.85 400.85 400.85 +5.25 591 4,775 +408
Total Volume and Open Interest 64,840 164,045 -1,593
DJIA Index(CBOT)
Dec10 101111 11274 11298 11198 11242 -60 274 6,467 -67
Mar11 101111 11174 11233 11174 11174 -59 1 19 -1
Jun11 101111 11112 11172 11112 11112 -60      
Sep11 101111 11054 11114 11054 11054 -60      
Total Volume and Open Interest 275 6,486 -68
S & P 500(CME)
Dec10 101111 1212.80 1213.30 1202.00 1211.10 -3.00 15,464 335,284 -351
Mar11 101111 1199.00 1206.50 1199.00 1206.00 -3.00 421 5,897 +109
Jun11 101111 1201.20 1201.60 1194.10 1201.20 -2.90 100 2,729 -79
Sep11 101111 1196.50 1196.90 1189.40 1196.50 -2.90 100 100 +50
Total Volume and Open Interest 16,085 344,010 -271
S & P 500 E-Mini(Globex)
Dec10 101111 1210.50 1210.75 1209.50 1210.00 -2.00      
Mar11 101111 1207.00 1208.00 1197.00 1206.00 -3.00 1,175 22,846 +95
Total Volume and Open Interest 2,325,313 2,801,910 -30,136
NASDAQ 100(CME)
Dec10 101111 2171.50 2175.00 2141.00 2172.50 -2.00 1,261 27,934 +163
Mar11 101111 2170.50 2175.00 2145.00 2170.50 -2.00 0 2 +0
Jun11 101111 2168.00 2170.00 2168.00 2168.00 -2.00      
Total Volume and Open Interest 1,261 27,936 +163
NASDAQ 100 E-Mini(Globex)
Dec10 101111 2175.30 2175.50 2142.30 2172.50 -2.00 269,273 433,857 -3,822
Mar11 101111 2163.50 2172.30 2140.80 2170.50 -2.00 98 1,144 -8
Total Volume and Open Interest 269,371 435,008 -3,830
S & P Midcap 400(CME)
Dec10 101111 847.50 858.00 847.50 855.90 +1.00 4 3,131 +1
Mar11 101111 853.90 853.90 853.50 853.90 +1.00 0 2 +0
Jun11 101111 851.90 851.90 851.50 851.90 +1.00      
Total Volume and Open Interest 4 3,133 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101111 9850 9850 9850 9850 -30      
Mar11 101111 9865 9915 9865 9880 -35 0 1 +0
Total Volume and Open Interest 12,279 37,669 +1,164
Nikkei 225(SGX)
Dec10 101111 9810 9900 9760 9865 +60 95,911 202,556 +0
Mar11 101111 9860 9860 9855 9855 +55 603 3,415 +0
Jun11 101111 9785 9785 9785 9785 +55 0 2,125 +0
Total Volume and Open Interest 98,836 223,496 +6,155
CAC 40(EURONEXT)
Nov10 101111 3889.5 3894.0 3833.5 3853.5 -20.0 139,207 372,686 +10,395
Dec10 101111 3890.5 3890.5 3834.0 3852.5 -19.5 11,474 75,127 +5,303
Jan11 101111 3859.0 3859.0 3856.5 3856.5 -17.5 0 35 +0
Total Volume and Open Interest 150,682 447,968 +15,698
Hang Seng Index(HKFE)
Nov10 101111 24520 24851 24458 24695 +287 82,618 116,434 -1,927
Dec10 101111 24531 24850 24471 24717 +307 1,496 12,573 +338
Total Volume and Open Interest 84,709 131,375 -1,383
DAX(EUREX)
Dec10 101111 6756.5 6768.5 6708.0 6733.0 +1.5 122,803 179,625 +771
Mar11 101111 6768.0 6774.0 6728.0 6749.5 +2.5 1,158 13,166 +1,045
Jun11 101111 6788.0 6791.5 6747.5 6769.0 +2.0 68 2,743 +34
Total Volume and Open Interest 124,029 195,534 +1,850
FT-SE 100(EURONEXT)
Dec10 101111 5810.00 5834.50 5780.50 5807.50 -1.50 111,360 609,231 -13,151
Mar11 101111 5775.00 5792.00 5746.00 5768.00 unch 47 5,574 +34
Jun11 101111 5715.50 5740.50 5708.50 5725.50 +0.50 0 726 +0
Total Volume and Open Interest 111,407 615,541 -13,117
SPI 200(SFE)
Dec10 101111 4724.0 4756.0 4702.0 4742.0 +26.0 39,179 218,561 -1,151
Mar11 101111 4726.0 4739.0 4726.0 4739.0 +27.0 57 2,153 +0
Jun11 101111 4766.0 4766.0 4766.0 4766.0 +26.0 0 1,027 +0
Total Volume and Open Interest 39,561 225,095 -977
GSCI(CME)
Nov10 101111 600.00 601.50 596.50 597.00 -2.70 1,497 4,500 -1,126
Dec10 101111 602.25 606.80 602.00 602.25 -2.75 1,464 10,725 +1,336
Jan11 101111 604.50 607.75 604.50 604.50 -2.20 0 3 +0
Total Volume and Open Interest 2,961 15,228 +210
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.