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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon November 22, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101122 1196.00 1223.00 1190.00 1221.50 +20.00 109,606 283,046 -3,462
Mar11 101122 1206.75 1230.00 1198.00 1228.75 +19.75 27,894 109,759 +1,736
May11 101122 1209.25 1230.25 1199.00 1229.00 +19.00 12,856 61,179 +876
Jul11 101122 1202.50 1231.75 1200.25 1230.75 +18.75 16,751 54,341 +896
Aug11 101122 1187.25 1210.75 1187.25 1210.75 +15.25 544 2,376 +116
Sep11 101122 1149.00 1174.75 1149.00 1172.50 +13.50 535 2,758 +26
Nov11 101122 1126.25 1144.50 1114.00 1135.00 +9.25 12,350 94,545 +733
Total Volume and Open Interest 180,809 615,806 +990
Soybean Meal(CBOT)
Dec10 101122 325.00 334.20 322.80 333.60 +7.80 31,416 45,367 -5,649
Jan11 101122 327.10 336.70 324.50 336.10 +8.40 25,535 49,957 +2,723
Mar11 101122 330.40 339.00 327.10 338.60 +8.20 11,294 33,714 +2,449
May11 101122 329.40 338.00 326.10 337.50 +8.10 6,028 23,642 +937
Jul11 101122 329.10 336.80 325.50 336.80 +7.90 3,886 15,878 -103
Aug11 101122 322.00 328.60 321.70 328.50 +7.20 424 4,434 -1
Sep11 101122 312.00 317.10 312.00 317.00 +5.80 538 4,841 +25
Oct11 101122 292.20 299.20 292.20 298.70 +4.30 547 4,751 +62
Total Volume and Open Interest 84,152 199,648 +1,022
Soybean Oil(CBOT)
Dec10 101122 48.80 49.79 48.58 49.18 +0.22 46,474 74,051 -3,990
Jan11 101122 48.96 50.14 48.90 49.51 +0.21 39,837 125,608 +2,885
Mar11 101122 49.55 50.50 49.32 49.91 +0.22 13,194 69,620 +2,263
May11 101122 50.00 50.76 49.62 50.19 +0.25 5,208 35,570 +506
Jul11 101122 50.13 51.00 49.92 50.43 +0.27 3,627 26,562 +778
Aug11 101122 50.00 50.50 50.00 50.50 +0.29 479 3,909 -346
Sep11 101122 50.00 50.55 50.00 50.55 +0.29 158 2,490 +1
Oct11 101122 50.07 50.57 49.99 50.57 +0.29 378 4,592 +159
Total Volume and Open Interest 111,025 357,067 +2,068
Canola(WCE)
Nov10 101112 532.6 532.6 532.6 532.6 -26.4 0 145 -7
Jan11 101122 530.6 539.6 526.6 535.0 +6.2 11,739 125,332 -1,934
Mar11 101122 535.2 542.4 532.8 541.0 +5.8 4,349 20,925 +894
May11 101122 538.5 543.4 535.6 543.4 +5.5 148 4,750 +12
Jul11 101122 536.6 545.1 536.6 544.2 +5.4 321 14,388 +115
Total Volume and Open Interest 17,906 198,498 -1,060
Corn(CBOT)
Dec10 101122 515.25 532.25 511.75 515.25 -5.50 197,574 279,007 -11,329
Mar11 101122 528.00 546.50 526.00 529.25 -5.50 147,123 676,002 +19,917
May11 101122 538.00 553.50 533.50 537.25 -4.75 30,204 139,856 +3,614
Jul11 101122 542.00 557.00 537.25 540.75 -5.00 41,392 221,136 +3,099
Sep11 101122 510.00 522.25 504.50 507.75 -5.75 2,210 38,845 -205
Dec11 101122 489.50 500.00 482.00 483.25 -7.75 44,232 256,394 -1,809
Total Volume and Open Interest 470,014 1,668,011 +14,952
Wheat(CBOT)
Dec10 101122 643.75 653.00 639.00 645.50 +1.00 44,383 86,923 -2,239
Mar11 101122 684.00 692.00 678.50 684.50 +0.50 38,765 203,629 +6,712
May11 101122 706.25 716.50 704.00 709.25 +0.75 2,651 47,246 -82
Jul11 101122 716.50 728.75 715.50 720.25 unch 2,348 85,432 -140
Sep11 101122 744.75 746.25 736.00 738.25 -1.50 159 16,453 +31
Total Volume and Open Interest 89,129 507,856 +4,205
Wheat(KCBT)
Dec10 101122 709.50 719.50 705.75 712.50 +3.00 8,846 40,714 -1,186
Mar11 101122 726.50 735.50 721.75 728.25 +3.00 7,439 102,486 +361
May11 101122 733.50 744.50 731.50 737.50 +2.50 1,748 21,092 +531
Jul11 101122 743.75 751.00 737.00 743.25 +2.75 1,112 49,490 +134
Sep11 101122 755.25 758.75 747.00 751.25 +2.25 105 7,620 +123
Total Volume and Open Interest 19,353 232,147 +6
Wheat(MGE)
Dec10 101122 725.00 734.75 722.00 730.00 +4.25 2,803 7,880 -1,303
Mar11 101122 740.25 751.50 738.25 745.75 +4.25 3,368 27,538 +656
May11 101122 749.50 759.50 747.25 754.50 +4.50 932 8,301 +205
Jul11 101122 752.75 764.00 752.50 757.25 +2.50 802 7,565 -27
Sep11 101122 764.50 768.25 760.75 761.00 +2.50 284 6,422 -31
Total Volume and Open Interest 8,395 65,331 -465
Oats(CBOT)
Dec10 101122 353.25 360.00 348.50 351.00 -2.25 811 3,033 -320
Mar11 101122 367.50 371.50 361.50 363.75 -2.25 708 8,883 +170
May11 101122 375.25 375.25 369.50 369.50 -2.25 11 534 +6
Jul11 101122 379.00 379.00 372.50 374.75 -1.25 7 125 +0
Total Volume and Open Interest 1,562 13,460 -139
Rough Rice(CBOT)
Jan11 101122 13.91 14.09 13.66 13.74 -0.16 556 10,651 -106
Mar11 101122 14.19 14.36 13.94 14.02 -0.14 162 3,228 -53
May11 101122 14.60 14.60 14.27 14.28 -0.14 11 987 -2
Jul11 101122 14.72 14.72 14.49 14.49 -0.12 6 1,511 -3
Total Volume and Open Interest 741 17,020 -167
Live Cattle(CME)
Dec10 101122 101.300 101.300 100.635 100.930 -0.520 15,137 55,620 -3,453
Feb11 101122 104.950 104.950 104.285 104.600 -0.435 21,205 142,366 +4,629
Apr11 101122 108.000 108.080 107.535 107.950 -0.230 9,080 72,770 +2,301
Jun11 101122 104.730 104.850 104.430 104.580 -0.520 2,497 33,306 +350
Aug11 101122 104.000 104.200 103.800 104.180 -0.300 986 13,258 +182
Oct11 101122 106.450 106.700 106.200 106.650 -0.400 594 6,471 +172
Total Volume and Open Interest 49,755 326,519 +4,377
Feeder Cattle(CME)
Jan11 101122 117.385 117.950 116.850 117.400 unch 2,351 15,315 +314
Mar11 101122 117.600 118.230 117.200 117.700 +0.050 1,247 7,406 +199
Apr11 101122 118.000 118.635 117.885 118.480 -0.020 378 2,147 +185
May11 101122 118.250 118.650 117.800 118.300 -0.300 399 3,004 +247
Aug11 101122 119.100 119.785 119.100 119.500 -0.300 390 2,160 +286
Sep11 101122 118.500 119.000 118.300 118.800 +0.050 28 142 +25
Oct11 101122 118.000 118.000 118.000 118.000 +0.100 9 24 +8
Total Volume and Open Interest 4,802 30,198 +148
Lean Hogs(CME)
Dec10 101122 69.250 69.725 68.800 69.400 +0.265 9,561 27,921 -915
Feb11 101122 76.850 77.680 76.635 76.930 +0.080 12,425 76,150 +2,858
Apr11 101122 80.800 81.500 80.500 80.700 -0.100 5,763 46,992 +1,271
May11 101122 86.230 86.885 86.000 86.500 +0.420 159 1,444 +15
Jun11 101122 89.000 89.400 88.550 89.050 -0.100 2,548 28,516 +766
Jul11 101122 88.200 88.700 87.730 88.385 -0.115 501 6,380 +108
Aug11 101122 87.450 87.885 87.135 87.480 -0.020 179 5,570 +82
Oct11 101122 78.500 78.600 77.930 78.000 -0.250 227 3,944 +28
Total Volume and Open Interest 31,380 198,425 +4,214
Class III Milk(CME)
Nov10 101122 15.45 15.45 15.40 15.43 unch 185 4,999 +12
Dec10 101122 13.84 14.03 13.78 13.87 -0.05 766 5,920 +87
Jan11 101122 13.73 13.91 13.65 13.70 -0.11 443 3,507 -56
Feb11 101122 13.96 14.08 13.85 13.91 -0.04 256 2,749 +104
Mar11 101122 14.12 14.15 14.02 14.06 -0.03 255 2,541 +94
Total Volume and Open Interest 2,515 28,497 +553
Cocoa(ICE)
Dec10 101122 2834 2866 2811 2811 -15 34 168 -61
Mar11 101122 2882 2895 2830 2839 -29 7,623 72,647 -262
May11 101122 2891 2911 2850 2859 -28 804 19,910 -107
Jul11 101122 2918 2930 2872 2879 -27 314 9,285 +105
Sep11 101122 2938 2938 2890 2897 -28 85 4,467 +18
Dec11 101122 2937 2952 2904 2913 -30 231 9,631 -12
Mar12 101122 2987 2987 2987 2987 -32 62 10,149 +29
Total Volume and Open Interest 9,157 131,424 -290
Coffee "C"(ICE)
Dec10 101122 210.20 211.65 205.00 206.15 -3.70 741 2,085 -822
Mar11 101122 211.30 213.25 206.00 207.15 -4.10 7,914 89,729 +3,166
May11 101122 212.85 213.65 206.50 207.70 -3.90 1,225 19,731 -19
Jul11 101122 212.00 212.30 206.25 206.85 -3.40 145 6,551 +20
Sep11 101122 208.85 209.20 204.30 204.40 -3.05 71 3,096 +27
Dec11 101122 205.00 205.00 200.60 200.70 -2.60 80 6,041 -4
Total Volume and Open Interest 10,238 128,326 +2,394
Orange Juice(ICE)
Jan11 101122 151.65 156.00 150.55 153.70 +2.05 554 22,235 -223
Mar11 101122 151.90 156.00 151.50 154.65 +2.15 170 3,491 +9
May11 101122 152.00 155.25 151.90 155.20 +2.05 128 986 +99
Jul11 101122 154.65 155.80 154.65 155.80 +1.95 27 1,563 +22
Sep11 101122 156.00 156.40 156.00 156.40 +1.95 0 300 +0
Nov11 101122 156.00 156.00 156.00 156.00 +1.95 0 15 +0
Total Volume and Open Interest 879 28,613 -93
Sugar #11(ICE)
Mar11 101122 27.00 27.50 25.90 26.50 +0.35 65,542 237,882 +1,896
May11 101122 24.29 24.69 23.67 24.15 +0.44 23,890 97,747 -855
Jul11 101122 22.00 22.17 21.25 21.73 +0.44 17,006 98,068 -778
Oct11 101122 20.14 20.90 20.00 20.36 +0.45 11,385 56,061 +1,345
Mar12 101122 19.91 20.14 19.27 19.69 +0.48 4,032 47,544 +20
Total Volume and Open Interest 124,094 580,227 +1,834
London Cocoa(LCE)
Dec10 101122 1885 1905 1877 1878 -3 4,276 52,189 -216
Mar11 101122 1883 1899 1866 1869 -10 8,361 56,433 -76
May11 101122 1899 1912 1880 1883 -12 1,656 19,651 -167
Jul11 101122 1916 1928 1900 1900 -12 581 13,027 +34
Sep11 101122 1926 1939 1914 1914 -12 335 9,865 +74
Dec11 101122 1942 1954 1927 1930 -12 279 15,736 +74
Mar12 101122 1955 1955 1944 1944 -11 78 12,992 +4
Total Volume and Open Interest 15,578 182,874 -264
London Sugar(LCE)
Mar11 101122 683.00 690.00 667.30 673.70 -5.40 3,691 31,033 -1,108
May11 101122 651.60 659.90 639.70 645.90 -5.10 1,242 8,321 +194
Aug11 101122 601.00 601.00 582.60 589.50 -3.70 406 6,745 +89
Oct11 101122 555.00 556.10 542.50 549.00 -3.80 145 1,625 +84
Dec11 101122 536.50 540.00 525.00 533.60 -0.50 60 569 +39
Total Volume and Open Interest 5,548 48,806 -698
Cotton(ICE)
Dec10 101122 127.50 127.90 121.90 121.90 -6.00 6,619 4,347 -5,820
Mar11 101122 123.00 123.74 117.15 117.79 -5.36 9,061 112,823 +1,045
May11 101122 118.69 118.73 112.39 112.97 -5.42 1,845 19,271 +120
Jul11 101122 113.34 113.42 107.07 108.06 -4.93 3,291 28,136 -108
Oct11 101122 100.00 101.50 99.54 99.54 -2.74 12 425 -2
Dec11 101122 88.20 88.20 85.69 86.52 -1.69 2,386 31,352 +1,189
Total Volume and Open Interest 23,705 197,905 -3,344
Lumber(CME)
Jan11 101122 255.0 257.1 251.5 253.3 -1.9 504 5,511 -58
Mar11 101122 273.1 275.9 270.5 272.5 -1.6 167 3,040 -18
May11 101122 280.2 284.8 280.2 284.7 +0.4 121 796 +3
Jul11 101122 289.1 289.1 289.1 289.1 unch 2 174 +0
Total Volume and Open Interest 794 9,521 -73
Crude Oil(NYM)
Dec10 101119 82.24 82.75 80.59 81.51 -0.34 160,405 18,493 -60,346
Jan11 101122 82.15 82.87 80.68 81.74 -0.24 324,513 353,708 +3,391
Feb11 101122 82.72 83.42 81.30 82.33 -0.25 68,210 110,002 -1,695
Mar11 101122 83.08 83.91 81.82 82.83 -0.24 37,651 114,521 +1,656
Apr11 101122 83.67 84.25 82.30 83.19 -0.24 12,933 44,860 +540
May11 101122 83.90 84.49 82.59 83.48 -0.24 7,310 37,801 +530
Jun11 101122 84.10 84.78 82.85 83.75 -0.25 20,215 86,871 +623
Jul11 101122 84.32 84.32 83.22 83.99 -0.25 3,648 35,347 +634
Aug11 101122 83.45 84.21 83.45 84.21 -0.25 3,364 17,995 +806
Sep11 101122 84.51 84.51 83.56 84.43 -0.24 3,465 23,767 -380
Oct11 101122 84.30 84.65 83.93 84.64 -0.24 1,774 16,807 +2
Nov11 101122 84.19 84.85 84.00 84.85 -0.24 1,365 21,646 -19
Dec11 101122 85.40 86.05 84.16 85.08 -0.24 20,530 142,655 -845
Jan12 101122 85.17 85.17 85.17 85.17 -0.24 860 17,873 +402
Feb12 101122 85.25 85.25 85.25 85.25 -0.24 280 8,047 +224
Mar12 101122 85.33 85.33 85.33 85.33 -0.23 51 10,279 +50
Total Volume and Open Interest 519,181 1,339,738 -11,564
e-miNY Crude Oil(NYM)
Nov10 101019 82.950 83.200 79.425 79.500 -3.575 5,185 2,700 -198
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101122 82.200 82.875 80.650 81.750 -0.225 8,463 4,019 +263
Feb11 101122 82.800 83.400 81.325 82.325 -0.250 222 781 +59
Mar11 101122 83.700 83.825 81.950 82.825 -0.250 30 205 +0
Apr11 101122 83.200 83.200 83.200 83.200 -0.225 1 2 +1
May11 101122 83.475 83.475 83.475 83.475 -0.250 0 13 +0
Jun11 101122 83.850 83.850 83.250 83.750 -0.250 0 7 +0
Jul11 101122 84.000 84.000 84.000 84.000 -0.250 0 2 +0
Aug11 101122 84.200 84.200 84.200 84.200 -0.250      
Total Volume and Open Interest 8,716 5,184 +323
Heating Oil(NYM)
Dec10 101122 227.40 230.49 224.39 226.86 -0.58 31,108 48,454 -4,614
Jan11 101122 229.11 232.24 226.11 228.56 -0.62 44,062 91,927 +2,933
Feb11 101122 231.35 232.93 227.10 229.52 -0.57 12,074 36,873 -717
Mar11 101122 231.00 233.07 227.61 229.73 -0.64 8,434 30,727 +242
Apr11 101122 230.85 230.85 226.78 228.75 -0.64 5,204 16,003 +470
May11 101122 229.38 229.63 226.13 228.08 -0.58 3,003 17,090 +1,206
Jun11 101122 229.34 231.26 225.71 228.05 -0.52 8,325 35,769 +1,219
Jul11 101122 228.75 228.98 226.61 228.98 -0.51 2,608 6,714 +742
Aug11 101122 230.17 230.17 230.11 230.17 -0.51 1,155 4,237 +234
Sep11 101122 229.85 231.69 229.85 231.69 -0.51 2,922 5,092 +185
Oct11 101122 231.84 233.56 231.84 233.56 -0.51 1,337 2,812 +700
Nov11 101122 235.39 235.39 235.39 235.39 -0.51 402 2,874 -37
Total Volume and Open Interest 122,317 320,270 +2,618
Gasoline(NYMEX)
Dec10 101122 219.88 221.50 213.03 215.19 -4.41 29,851 38,423 -5,871
Jan11 101122 212.59 215.00 207.85 209.77 -2.94 53,680 99,610 -552
Feb11 101122 212.35 214.14 208.17 210.15 -2.20 25,889 32,003 +734
Mar11 101122 215.15 215.42 210.02 211.75 -1.88 13,790 24,072 +1,755
Apr11 101122 224.49 224.49 221.05 222.51 -1.55 4,538 22,305 -68
May11 101122 226.30 226.30 221.65 223.47 -1.34 2,123 10,823 +74
Jun11 101122 226.22 227.25 222.47 224.05 -1.21 3,394 13,182 -555
Jul11 101122 225.75 225.75 223.87 223.87 -1.08 694 4,350 +17
Aug11 101122 223.39 223.39 223.39 223.39 -1.04 481 5,482 -15
Sep11 101122 222.33 222.33 222.33 222.33 -0.98 449 2,768 +85
Total Volume and Open Interest 137,134 286,015 -4,478
e-miNY RBOB Gasoline(NYM)
Dec10 101122 215.20 215.20 215.19 215.20 -4.40 0 3 +0
Jan11 101122 209.80 209.80 209.77 209.80 -2.90 0 1 +0
Feb11 101122 210.20 210.20 210.15 210.20 -2.20 0 1 +0
Mar11 101122 211.80 211.80 211.75 211.80 -1.80 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Dec10 101122 4.162 4.293 4.125 4.271 +0.107 117,948 29,119 -8,966
Jan11 101122 4.325 4.448 4.285 4.432 +0.108 85,548 230,791 -1,012
Feb11 101122 4.320 4.443 4.292 4.435 +0.115 23,613 58,885 +877
Mar11 101122 4.300 4.397 4.255 4.389 +0.111 21,804 93,482 -340
Apr11 101122 4.261 4.349 4.218 4.339 +0.103 19,615 68,891 +400
May11 101122 4.300 4.372 4.247 4.365 +0.101 4,602 24,771 -140
Jun11 101122 4.349 4.415 4.298 4.413 +0.101 2,468 13,242 +74
Jul11 101122 4.406 4.476 4.358 4.471 +0.100 2,086 11,206 -261
Aug11 101122 4.440 4.510 4.400 4.510 +0.099 1,321 13,474 -143
Sep11 101122 4.452 4.529 4.414 4.527 +0.102 1,342 10,305 +148
Oct11 101122 4.510 4.609 4.487 4.607 +0.104 7,299 42,129 +1,075
Nov11 101122 4.714 4.819 4.714 4.818 +0.104 2,678 21,292 +397
Dec11 101122 5.042 5.116 5.001 5.113 +0.107 2,225 19,120 +517
Jan12 101122 5.220 5.290 5.180 5.287 +0.103 980 25,568 -169
Feb12 101122 5.195 5.252 5.175 5.252 +0.101 142 6,303 -38
Mar12 101122 5.069 5.143 5.069 5.143 +0.099 206 14,301 +87
Total Volume and Open Interest 294,668 760,685 -7,126
Brent Crude Oil(ICE)
Jan11 101122 84.34 85.45 83.11 83.96 -0.38 207,656 256,795 +1,499
Feb11 101122 84.75 85.56 83.28 84.11 -0.38 76,611 159,571 -928
Mar11 101122 84.96 85.72 83.46 84.28 -0.36 46,767 85,501 +1,876
Apr11 101122 85.13 85.86 83.71 84.47 -0.34 20,118 38,967 +514
May11 101122 85.62 85.97 83.88 84.67 -0.33 10,173 24,975 +131
Jun11 101122 85.70 86.16 84.11 84.89 -0.32 20,318 48,090 -665
Jul11 101122 86.06 86.33 84.53 85.09 -0.32 4,214 12,938 +330
Aug11 101122 86.28 86.52 84.72 85.29 -0.31 4,083 12,466 +585
Sep11 101122 86.44 86.68 84.82 85.47 -0.31 3,263 9,030 +494
Oct11 101122 86.80 86.80 85.64 85.64 -0.31 1,411 7,688 +309
Nov11 101122 85.80 85.80 85.80 85.80 -0.31 1,174 11,200 +145
Dec11 101122 86.88 87.17 85.20 85.97 -0.30 16,960 81,190 -65
Jan12 101122 86.14 86.14 86.14 86.14 -0.30 2,012 11,061 -497
Feb12 101122 86.28 86.28 86.28 86.28 -0.29 3,186 6,487 +2,445
Total Volume and Open Interest 421,513 845,012 +7,071
Gas Oil(ICE)
Dec10 101122 709.00 718.75 699.00 700.75 -4.75 81,803 79,207 -14,959
Jan11 101122 714.25 723.75 704.25 706.50 -4.25 83,492 114,109 +3,464
Feb11 101122 718.75 726.50 708.00 710.25 -4.00 31,812 57,943 +3,571
Mar11 101122 721.75 728.00 710.00 712.25 -4.00 16,374 40,585 +2,899
Apr11 101122 724.00 728.00 711.25 713.25 -4.25 10,754 46,667 +2,150
May11 101122 724.25 729.75 712.75 714.50 -4.25 10,241 37,341 +2,799
Jun11 101122 725.75 731.75 714.50 716.25 -4.50 16,528 48,452 +897
Jul11 101122 734.00 734.50 717.50 719.50 -4.25 2,430 16,230 +341
Aug11 101122 725.00 728.25 723.25 723.25 -4.00 1,371 13,408 +439
Sep11 101122 738.00 740.75 726.75 726.75 -4.00 1,014 10,013 +172
Total Volume and Open Interest 264,702 578,302 +2,121
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 35 50 -30
Dec10 101122 2.080 2.090 2.080 2.086 -0.018 133 627 -18
Jan11 101122 2.035 2.046 2.035 2.045 -0.022 29 939 -10
Feb11 101122 2.015 2.015 2.015 2.015 -0.016 27 922 +7
Mar11 101122 2.011 2.022 2.011 2.020 -0.014 118 1,075 +12
Apr11 101122 2.011 2.029 2.011 2.026 -0.018 5 843 +5
May11 101122 2.021 2.040 2.018 2.036 -0.013 13 346 +0
Jun11 101122 2.025 2.048 2.025 2.037 -0.013 17 611 +9
Total Volume and Open Interest 463 7,863 -76
WTI Crude Oil(ICE
Jan11 101122 82.22 82.87 80.68 81.74 -0.24 93,382 110,058 -2,122
Feb11 101122 82.94 83.43 81.29 82.33 -0.25 35,582 50,192 -1,361
Mar11 101122 83.38 83.88 81.82 82.83 -0.24 17,524 43,385 -2,244
Apr11 101122 84.24 84.24 82.38 83.19 -0.24 6,903 28,470 -189
May11 101122 84.07 84.07 82.69 83.48 -0.24 3,076 18,613 +504
Jun11 101122 84.37 84.37 82.88 83.75 -0.25 8,512 47,835 -216
Jul11 101122 84.58 84.58 83.33 83.99 -0.25 1,376 14,627 +294
Aug11 101122 83.56 84.26 83.56 84.21 -0.25 1,358 9,690 +387
Sep11 101122 85.39 85.41 83.67 84.43 -0.24 1,595 11,317 +303
Oct11 101122 84.64 84.64 84.64 84.64 -0.24 440 4,204 +51
Nov11 101122 84.85 84.85 84.85 84.85 -0.24 432 7,385 +65
Dec11 101122 85.63 85.63 84.18 85.08 -0.24 8,306 53,826 +68
Jan12 101122 85.17 85.17 85.17 85.17 -0.24 1 5,223 +0
Feb12 101122 85.25 85.25 85.25 85.25 -0.24 0 1,170 +0
Mar12 101122 85.33 85.33 85.33 85.33 -0.23 50 3,170 +50
Apr12 101122 85.41 85.41 85.41 85.41 -0.22 50 775 +50
Total Volume and Open Interest 180,878 482,568 -3,646
US Dollar Index(ICE)
Dec10 101122 78.290 78.975 78.060 78.768 +0.173 17,208 32,511 -323
Mar11 101122 78.650 79.335 78.440 79.147 +0.173 144 922 +22
Jun11 101122 79.577 79.577 79.577 79.577 +0.173 0 8 +0
Total Volume and Open Interest 17,352 33,441 -301
Australian Dollar(CME)
Dec10 101122 98.61 99.29 97.97 98.41 +0.11 84,058 114,902 -2,607
Mar11 101122 97.54 98.09 96.90 97.29 +0.12 714 1,721 +237
Jun11 101122 96.30 96.30 96.02 96.14 +0.12 0 152 +0
Total Volume and Open Interest 84,772 116,912 -2,370
British Pound(CME)
Dec10 101122 159.95 160.82 158.95 159.44 -0.27 89,601 92,012 -1,156
Mar11 101122 159.57 160.62 158.91 159.32 -0.27 107 1,162 -2
Jun11 101122 159.18 159.43 159.18 159.18 -0.25 0 41 +0
Total Volume and Open Interest 89,708 93,251 -1,158
Canadian Dollar(CME)
Dec10 101122 98.36 98.75 97.83 98.13 -0.04 66,352 108,087 -2,635
Mar11 101122 98.10 98.52 97.63 97.92 -0.04 218 4,577 +3
Jun11 101122 97.86 97.86 97.43 97.67 -0.03 8 1,026 -5
Sep11 101122 97.28 97.42 97.25 97.39 -0.03 0 429 +0
Total Volume and Open Interest 66,594 114,531 -2,623
Japanese Yen(CME)
Dec10 101122 119.85 120.17 119.67 120.10 +0.31 74,954 127,614 -3,322
Mar11 101122 119.94 120.25 119.79 120.22 +0.31 244 1,542 -2
Jun11 101122 120.10 120.37 120.06 120.37 +0.31 0 202 +0
Total Volume and Open Interest 75,198 129,368 -3,324
Swiss Franc(CME)
Dec10 101122 100.85 101.26 100.52 100.95 +0.43 43,946 41,397 +262
Mar11 101122 100.90 101.31 100.60 101.03 +0.43 53 400 -4
Jun11 101122 101.12 101.12 100.69 101.12 +0.43 0 2 +0
Total Volume and Open Interest 43,999 41,801 +258
EuroFX(CME)
Dec10 101122 137.35 137.85 135.76 136.13 -0.58 262,401 180,061 +1,677
Mar11 101122 137.19 137.67 135.65 135.99 -0.57 1,125 5,639 -94
Jun11 101122 136.00 136.37 135.81 135.81 -0.56 10 111 +5
Total Volume and Open Interest 263,536 185,843 +1,588
Mexican Peso(CME)
Dec10 101122 815.0 817.0 808.0 811.0 -2.8 10,307 146,039 -276
Jan11 101122 810.0 812.8 810.0 810.0 -2.8      
Total Volume and Open Interest 10,538 146,972 -58
30-Year T-Bonds(CBOT)
Dec10 101122 127~050 128~130 126~290 128~010 +0~260 241,376 565,177 -4,267
Mar11 101122 125~200 126~290 125~150 126~170 +0~270 16,856 59,984 +6,690
Jun11 101122 125~100 125~100 124~150 125~100 +0~270 506 559 +500
Total Volume and Open Interest 258,738 625,720 +2,923
10-Year T-Notes(CBOT)
Dec10 101122 124~115 125~075 124~065 125~030 +0~185 694,141 1,389,222 -28,283
Mar11 101122 123~130 124~090 123~070 124~055 +0~205 29,199 111,553 +10,278
Jun11 101122 122~310 123~110 122~225 123~110 +0~205 4 35 -1
Total Volume and Open Interest 723,344 1,500,815 -18,006
5-Year T-Notes(CBOT)
Dec10 101122 120~006 120~076 119~119 120~067 +0~051 353,123 1,064,739 -560
Mar11 101122 119~026 119~109 119~023 119~100 +0~051 48,224 78,838 +25,268
Jun11 101122 118~124 118~124 118~073 118~124 +0~051      
Total Volume and Open Interest 401,347 1,143,577 +24,708
2 Year T-Notes(CBOT)
Dec10 101122 109~081 109~094 109~079 109~091 +0~008 144,174 657,620 -4,249
Mar11 101122 109~065 109~083 109~063 109~081 +0~011 27,797 47,105 +13,628
Jun11 101122 109~064 109~064 109~053 109~064 +0~011      
Total Volume and Open Interest 171,971 704,725 +9,379
Eurodollars(CME)
Dec10 101122 99.688 99.692 99.680 99.688 unch 106,522 974,402 -24,128
Mar11 101122 99.600 99.610 99.575 99.595 -0.010 144,841 1,151,253 -7,352
Jun11 101122 99.505 99.520 99.485 99.500 -0.010 138,127 1,058,204 -3,182
Sep11 101122 99.390 99.420 99.380 99.405 unch 149,584 916,402 +3,958
Dec11 101122 99.255 99.315 99.250 99.300 +0.030 182,647 829,456 +10,660
Mar12 101122 99.110 99.205 99.100 99.180 +0.065 129,725 717,810 -3,257
Jun12 101122 98.940 99.070 98.930 99.050 +0.100 97,374 456,807 -1,772
Sep12 101122 98.755 98.935 98.750 98.910 +0.135 90,544 362,456 -2,633
Dec12 101122 98.555 98.770 98.550 98.740 +0.165 69,093 291,568 -2,629
Mar13 101122 98.370 98.595 98.360 98.565 +0.175 53,029 223,983 -3,306
Jun13 101122 98.160 98.385 98.145 98.355 +0.175 42,089 145,593 +1,349
Sep13 101122 97.940 98.160 97.920 98.130 +0.170 37,745 168,520 +1,518
Dec13 101122 97.705 97.915 97.685 97.890 +0.165 27,847 120,126 -139
Mar14 101122 97.475 97.680 97.460 97.660 +0.155 17,614 103,917 +1,035
Jun14 101122 97.235 97.435 97.220 97.415 +0.145 19,567 103,758 -593
Sep14 101122 97.010 97.195 96.990 97.175 +0.135 17,847 68,212 +1,834
Dec14 101122 96.775 96.960 96.775 96.935 +0.125 23,275 85,082 -456
Mar15 101122 96.575 96.755 96.570 96.730 +0.115 14,132 46,765 +1,486
Total Volume and Open Interest 1,394,486 8,017,118 -26,711
30 Day Federal Funds(CBOT)
Nov10 101122 99.805 99.808 99.805 99.808 unch 453 91,658 +185
Dec10 101122 99.815 99.820 99.810 99.815 unch 5,961 87,540 +902
Jan11 101122 99.820 99.825 99.815 99.820 -0.005 505 62,685 +76
Feb11 101122 99.815 99.820 99.815 99.820 unch 2,216 52,627 +1,429
Mar11 101122 99.815 99.820 99.815 99.820 unch 3,155 31,261 +792
Apr11 101122 99.820 99.820 99.815 99.820 unch 3,227 33,730 +313
Total Volume and Open Interest 27,216 592,251 +4,613
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 101122 99.660 99.660 99.660 99.660 -0.005 60 2,349 +0
Mar11 101122 99.660 99.660 99.660 99.660 unch 1 769 +1
Jun11 101122 99.660 99.660 99.660 99.660 unch 0 150 +0
Sep11 101122 99.650 99.650 99.650 99.650 unch      
Dec11 101122 99.655 99.655 99.655 99.655 unch      
Mar12 101122 99.645 99.645 99.645 99.645 unch      
Jun12 101122 99.695 99.695 99.695 99.695 unch      
Sep12 101122 99.645 99.645 99.645 99.645 unch      
Dec12 101122 99.340 99.340 99.340 99.340 unch      
Mar13 101122 99.340 99.340 99.340 99.340 unch      
Total Volume and Open Interest 61 3,268 +1
3-Mth Euro-Yen(SGX)
Dec10 101122 99.66 99.66 99.66 99.66 unch 0 4,388 -60
Mar11 101122 99.66 99.66 99.66 99.66 unch 0 1,476 +1
Jun11 101122 99.66 99.66 99.66 99.66 unch 0 1,536 +0
Sep11 101122 99.65 99.65 99.65 99.65 unch 0 1,430 +0
Dec11 101122 99.65 99.65 99.65 99.65 unch 0 110 +0
Mar12 101122 99.64 99.64 99.64 99.64 unch 0 305 +0
Jun12 101122 99.69 99.69 99.69 99.69 unch 0 754 +0
Sep12 101122 99.64 99.64 99.64 99.64 unch 0 310 +0
Total Volume and Open Interest 0 10,313 -59
Japanese Gov't Bonds(SGX)
Dec10 101122 141.59 141.67 141.05 141.14 -0.52 3,269 16,402 -200
Mar11 101122 141.00 141.00 140.40 140.40 -0.60 0 2 +1
Jun11 101122 138.31 138.31 138.31 138.31 -0.60      
Total Volume and Open Interest 3,269 16,404 -199
Euro-Bund(EUREX)
Dec10 101122 127.25 128.18 127.13 127.94 +0.53 707,951 1,013,650 +5,097
Mar11 101122 127.10 128.04 127.00 127.82 +0.56 2,211 26,954 +347
Jun11 101122 127.19 127.19 127.19 127.19 +0.53 280 0 +0
Total Volume and Open Interest 710,442 1,040,604 +5,444
Euro-Bobl(EUREX)
Dec10 101122 118.97 119.53 118.95 119.46 +0.37 461,457 725,533 +17,121
Mar11 101122 118.84 119.35 118.81 119.29 +0.37 8,578 99,650 +409
Jun11 101122 119.30 119.30 119.30 119.30 +0.37 0 1 +0
Total Volume and Open Interest 470,035 825,184 +17,530
3-Mth Euribor(EUREX)
Dec10 101122 98.925 98.935 98.925 98.935 +0.015 16 6,159 -32
Mar11 101122 98.770 98.795 98.765 98.795 +0.035 4 2,566 -84
Jun11 101122 98.645 98.685 98.645 98.685 +0.060 1 5,318 -12
Total Volume and Open Interest 27 22,542 -260
Long Gilt(LIFFE)
Dec10 101122 120~22 121~07 120~16 121~05 +0~16 111,015 288,930 -13,015
Mar11 101122 119~13 119~28 119~08 119~27 +0~16 402 9,201 +122
Total Volume and Open Interest 111,417 298,131 -12,893
3-Mth Short Sterling(LIFFE)
Dec10 101122 99.24 99.27 99.24 99.25 unch 18,921 344,105 +2,562
Mar11 101122 99.14 99.19 99.13 99.17 +0.02 24,533 285,867 -1,026
Jun11 101122 99.02 99.07 99.00 99.06 +0.05 53,143 229,567 -11,138
Sep11 101122 98.85 98.92 98.84 98.91 +0.06 41,580 224,212 -3,023
Dec11 101122 98.67 98.74 98.65 98.73 +0.07 69,984 316,387 +6,489
Mar12 101122 98.48 98.57 98.47 98.56 +0.08 36,379 208,764 -2,493
Total Volume and Open Interest 345,275 2,054,658 -9,684
3-Mth Euribor(LIFFE)
Dec10 101122 98.925 98.965 98.920 98.935 +0.015 92,742 547,137 +9,304
Mar11 101122 98.755 98.810 98.750 98.795 +0.035 100,867 512,374 -6,476
Jun11 101122 98.630 98.700 98.615 98.685 +0.060 64,304 456,016 +5,838
Total Volume and Open Interest 618,754 3,125,602 +17,174
3-Mth Aus T-Bills(SFE)
Dec10 101122 94.96 94.97 94.96 94.97 unch 3,816 156,283 -2,752
Mar11 101122 94.82 94.84 94.81 94.83 -0.01 13,778 162,817 -2,516
Jun11 101122 94.70 94.72 94.68 94.70 -0.01 9,366 99,903 +486
Sep11 101122 94.59 94.60 94.57 94.59 -0.01 3,082 55,469 -3,836
Dec11 101122 94.49 94.50 94.46 94.48 -0.02 2,039 38,506 +579
Mar12 101122 94.41 94.42 94.38 94.41 -0.01 656 40,440 -740
Jun12 101122 94.34 94.36 94.33 94.34 -0.03 2,879 33,830 +999
Sep12 101122 94.28 94.31 94.28 94.29 -0.02 492 12,990 +164
Dec12 101122 94.22 94.23 94.22 94.23 -0.04 58 2,001 +58
Mar13 101122 94.20 94.20 94.20 94.20 -0.04 4 1,798 +0
Total Volume and Open Interest 36,171 605,109 -7,558
10-Year Aus T-Bonds(SFE)
Dec10 101122 94.49 94.50 94.45 94.48 -0.01 26,041 386,617 +66
Mar11 101122 94.48 94.48 94.48 94.48 -0.01      
Total Volume and Open Interest 26,041 386,617 +66
3-Year Aus T-Bonds(SFE)
Dec10 101122 94.81 94.82 94.76 94.78 -0.03 73,236 514,114 -16,012
Mar11 101122 94.73 94.73 94.73 94.73 -0.03      
Total Volume and Open Interest 73,236 514,114 -16,012
Gold(CMX)
Dec10 101122 1357.0 1367.4 1347.9 1357.8 +5.5 166,005 235,323 -8,342
Feb11 101122 1359.9 1369.4 1350.0 1359.9 +5.5 22,803 191,823 +6,428
Apr11 101122 1362.3 1370.8 1352.9 1361.8 +5.5 1,492 29,515 +217
Jun11 101122 1364.1 1370.8 1355.3 1363.8 +5.5 1,168 29,302 -152
Aug11 101122 1366.0 1375.0 1357.3 1365.8 +5.5 145 13,494 -154
Oct11 101122 1367.6 1367.9 1367.3 1367.9 +5.5 162 10,128 +50
Dec11 101122 1370.4 1379.0 1362.1 1370.1 +5.6 1,376 29,974 +426
Feb12 101122 1372.5 1372.5 1372.5 1372.5 +5.5 0 6,011 +0
Apr12 101122 1375.0 1375.0 1375.0 1375.0 +5.4 0 5,788 +0
Jun12 101122 1377.6 1377.6 1377.6 1377.6 +5.4 251 10,107 +246
Aug12 101122 1380.5 1380.5 1380.5 1380.5 +5.3 25 4,733 +25
Total Volume and Open Interest 196,479 627,278 -2,327
Silver(CMX)
Dec10 101122 2759.0 2789.5 2707.5 2746.1 +28.2 83,935 48,952 -39
Mar11 101122 2760.0 2797.0 2717.0 2753.6 +28.2 11,318 48,082 +2,683
May11 101122 2736.0 2799.5 2730.0 2758.5 +28.3 938 11,979 -96
Jul11 101122 2776.0 2786.0 2739.0 2763.2 +28.3 245 8,755 -55
Sep11 101122 2765.5 2767.6 2765.5 2767.6 +28.4 51 6,115 -1
Dec11 101122 2792.5 2806.5 2752.5 2773.9 +28.5 1,213 10,756 +67
Mar12 101122 2779.4 2779.4 2779.4 2779.4 +27.5 0 355 +0
Total Volume and Open Interest 98,485 146,778 +2,530
Platinum(NYMEX)
Jan11 101122 1671.9 1678.0 1649.3 1655.5 -15.6 6,251 32,075 -291
Apr11 101122 1678.3 1681.0 1654.1 1659.8 -15.2 457 2,382 +435
Jul11 101122 1662.1 1662.1 1662.1 1662.1 -15.2 1 220 +0
Oct11 101122 1662.1 1662.1 1662.1 1662.1 -15.2      
Total Volume and Open Interest 6,710 34,680 +144
Palladium(NYMEX)
Dec10 101122 706.90 715.00 679.05 684.70 -19.00 5,686 14,113 -824
Mar11 101122 709.90 715.65 680.85 686.60 -18.75 1,490 10,431 +1,086
Jun11 101122 687.45 692.60 687.45 687.45 -18.75 8 177 +2
Total Volume and Open Interest 7,196 24,737 +267
Copper(CMX)
Dec10 101122 384.60 387.05 372.60 375.15 -8.20 37,264 30,882 -2,089
Mar11 101122 384.75 387.85 373.75 376.20 -8.05 8,748 84,087 +1,627
May11 101122 383.00 383.65 374.50 376.00 -7.95 1,247 16,789 +171
Jul11 101122 374.95 375.25 374.85 375.25 -7.85 339 5,170 +162
Sep11 101122 374.30 374.30 374.30 374.30 -7.65 82 4,831 +18
Total Volume and Open Interest 48,068 150,659 -122
DJIA Index(CBOT)
Dec10 101122 11235 11240 11040 11165 -14 222 8,127 -56
Mar11 101122 11159 11159 11103 11103 -9 15 33 +12
Jun11 101122 11036 11049 11036 11036 -13      
Sep11 101122 10980 10991 10980 10980 -11      
Total Volume and Open Interest 237 8,160 -44
S & P 500(CME)
Dec10 101122 1202.70 1206.00 1182.70 1197.90 -0.30 22,638 353,258 +6,326
Mar11 101122 1187.00 1193.50 1178.00 1192.70 -0.30 652 11,329 +349
Jun11 101122 1187.80 1188.60 1173.10 1187.80 -0.30 0 2,714 +0
Sep11 101122 1183.10 1183.90 1168.40 1183.10 -0.30 0 130 +0
Total Volume and Open Interest 23,290 367,481 +6,675
S & P 500 E-Mini(Globex)
Dec10 101122 1202.75 1206.00 1182.50 1198.00 -0.25 1,733,603 2,794,626 -13,728
Mar11 101122 1194.50 1201.00 1178.50 1192.75 -0.25 6,421 41,707 +4,675
Total Volume and Open Interest 1,740,030 2,836,449 -9,053
NASDAQ 100(CME)
Dec10 101122 2143.50 2156.00 2120.00 2154.50 +21.00 1,715 31,464 -454
Mar11 101122 2152.50 2152.50 2120.00 2152.50 +21.00 0 60 -11
Jun11 101122 2150.00 2150.00 2147.50 2150.00 +21.00      
Total Volume and Open Interest 1,715 31,524 -465
NASDAQ 100 E-Mini(Globex)
Dec10 101122 2139.00 2155.50 2120.80 2154.50 +21.00 216,792 442,747 -8,837
Mar11 101122 2135.00 2153.50 2120.00 2152.50 +21.00 102 1,405 +62
Total Volume and Open Interest 216,894 444,164 -8,775
S & P Midcap 400(CME)
Dec10 101122 844.50 856.30 843.50 856.30 +7.80 3 3,717 +2
Mar11 101122 854.30 854.30 853.00 854.30 +7.80 0 2 +0
Jun11 101122 852.30 852.30 851.00 852.30 +7.80      
Total Volume and Open Interest 3 3,719 +2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101122 10130 10180 9995 10105 unch 7,490 41,895 -1,931
Mar11 101122 10235 10235 10050 10140 +5 3 13 +3
Total Volume and Open Interest 7,493 41,908 -1,928
Nikkei 225(SGX)
Dec10 101122 10085 10175 10010 10115 +55 115,394 214,379 +92
Mar11 101122 10060 10115 10060 10105 +55 164 4,424 +62
Jun11 101122 10035 10035 10035 10035 +55 0 2,126 +0
Total Volume and Open Interest 115,558 227,483 +154
CAC 40(EURONEXT)
Dec10 101122 3889.0 3907.0 3788.5 3819.5 -39.0 121,325 363,871 +72,913
Jan11 101122 3905.0 3905.0 3802.0 3822.0 -39.0 41 116 +38
Feb11 101122 3903.0 3903.0 3824.0 3824.0        
Hang Seng Index(HKFE)
Nov10 101122 23460 23659 23414 23575 -73 118,260 93,285 -6,250
Dec10 101122 23490 23650 23420 23575 -76 8,746 23,365 +567
Total Volume and Open Interest 127,238 119,707 -5,680
DAX(EUREX)
Dec10 101122 6887.5 6907.5 6797.0 6829.0 -15.0 148,483 197,829 +2,852
Mar11 101122 6889.0 6919.5 6815.0 6846.0 -14.5 820 13,762 +360
Jun11 101122 6910.0 6940.5 6835.5 6866.0 -15.5 200 4,482 -121
Total Volume and Open Interest 149,503 216,073 +3,091
FT-SE 100(EURONEXT)
Dec10 101122 5768.00 5793.00 5644.00 5685.00 -40.00 111,538 607,541 -7,361
Mar11 101122 5742.00 5742.00 5609.00 5645.00 -40.50 25 5,840 -1
Jun11 101122 5668.50 5668.50 5590.50 5603.00 -40.00 33 718 +10
Total Volume and Open Interest 111,596 614,109 -7,352
SPI 200(SFE)
Dec10 101122 4648.0 4688.0 4626.0 4665.0 +16.0 27,348 202,815 -5,857
Mar11 101122 4647.0 4663.0 4646.0 4663.0 +17.0 12 2,331 +10
Jun11 101122 4689.0 4689.0 4689.0 4689.0 +16.0 0 1,155 +0
Total Volume and Open Interest 27,360 208,878 -5,863
GSCI(CME)
Dec10 101122 567.00 567.10 559.50 565.00 unch 208 14,757 +5
Jan11 101122 569.00 569.00 562.00 567.00 -0.50 0 3 +0
Feb11 101122 569.50 571.00 565.00 569.50 -1.00      
Total Volume and Open Interest 208 14,760 +5
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.

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