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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed November 24, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101124 1241.25 1258.25 1237.00 1255.00 +16.00 109,152 276,573 -4,197
Mar11 101124 1248.25 1265.75 1244.75 1262.75 +16.50 23,588 113,811 +3,106
May11 101124 1248.00 1265.75 1244.00 1263.25 +17.00 7,500 61,571 -137
Jul11 101124 1251.75 1267.00 1245.75 1266.25 +18.25 13,839 57,698 +1,311
Aug11 101124 1241.25 1246.50 1229.00 1245.75 +16.75 266 2,459 +1
Sep11 101124 1190.00 1207.75 1190.00 1207.75 +18.75 371 3,020 +107
Nov11 101124 1151.50 1171.25 1150.00 1169.75 +20.75 10,993 94,722 +494
Total Volume and Open Interest 165,949 622,648 +756
Soybean Meal(CBOT)
Dec10 101124 340.20 343.50 338.80 340.20 -0.50 35,171 29,348 -9,144
Jan11 101124 343.00 346.00 341.40 342.60 -0.70 32,407 65,542 +5,856
Mar11 101124 346.20 348.60 344.20 345.10 -0.70 16,896 37,613 +2,905
May11 101124 344.50 347.00 342.70 343.70 -0.60 6,662 24,144 +372
Jul11 101124 344.00 346.40 342.10 343.40 -0.50 6,759 17,054 +611
Aug11 101124 335.90 337.10 334.80 334.80 -1.00 1,878 4,619 +216
Sep11 101124 323.00 326.40 323.00 323.70 -0.60 1,511 5,102 +218
Oct11 101124 306.90 307.80 305.50 305.70 +0.20 373 4,850 +46
Total Volume and Open Interest 103,028 205,404 +1,129
Soybean Oil(CBOT)
Dec10 101124 49.22 50.37 49.07 50.24 +1.02 51,338 61,534 -6,296
Jan11 101124 49.57 50.73 49.41 50.60 +1.03 52,108 129,494 +3,234
Mar11 101124 49.91 51.15 49.85 51.03 +1.04 17,520 75,827 +3,735
May11 101124 50.29 51.41 50.20 51.34 +1.05 3,975 35,848 +165
Jul11 101124 50.62 51.71 50.40 51.59 +1.04 4,126 27,542 +806
Aug11 101124 51.47 51.83 51.25 51.67 +1.03 770 4,207 -10
Sep11 101124 51.64 51.73 51.30 51.73 +1.01 955 2,693 +120
Oct11 101124 51.43 51.77 51.33 51.77 +0.98 936 5,127 +283
Total Volume and Open Interest 132,882 357,167 +2,396
Canola(WCE)
Jan11 101124 536.0 539.6 535.4 536.6 +1.9 8,443 122,075 -1,437
Mar11 101124 542.5 545.0 540.7 541.8 +1.3 2,697 22,054 +739
May11 101124 542.1 546.8 542.1 543.4 +0.4 311 4,773 +18
Jul11 101124 543.6 548.1 543.1 544.1 +0.7 168 14,457 +61
Nov11 101124 496.0 500.0 491.0 498.0 +2.0 230 32,033 +217
Total Volume and Open Interest 11,850 196,682 -402
Corn(CBOT)
Dec10 101124 528.50 539.50 528.50 538.75 +10.25 216,145 215,886 -36,942
Mar11 101124 543.00 554.00 542.75 553.75 +10.75 179,307 691,956 +13,867
May11 101124 551.00 562.00 550.75 561.50 +10.75 20,088 146,848 +4,554
Jul11 101124 554.50 565.75 554.00 565.00 +10.50 32,140 223,477 -69
Sep11 101124 521.00 533.00 519.50 532.25 +11.50 3,221 39,443 +274
Dec11 101124 494.50 508.75 494.00 507.75 +13.00 32,630 255,001 -552
Total Volume and Open Interest 486,517 1,630,025 -18,910
Wheat(CBOT)
Dec10 101124 645.00 656.00 642.25 647.50 +5.50 40,267 70,664 -9,507
Mar11 101124 683.75 696.00 681.00 685.25 +4.50 32,554 208,463 +2,075
May11 101124 711.50 719.00 706.75 710.00 +4.50 3,653 47,568 +337
Jul11 101124 719.50 732.00 717.75 721.75 +4.00 3,943 86,546 +897
Sep11 101124 738.50 748.00 735.25 739.00 +3.75 647 16,337 -181
Total Volume and Open Interest 82,593 496,414 -6,806
Wheat(KCBT)
Dec10 101124 714.50 725.75 713.00 719.00 +7.50 14,428 32,122 -5,285
Mar11 101124 728.50 742.00 728.50 735.00 +7.50 11,869 107,665 +3,427
May11 101124 735.75 745.75 735.75 743.50 +6.50 1,414 21,767 +316
Jul11 101124 747.25 756.50 745.50 750.00 +7.25 3,214 49,515 +28
Sep11 101124 755.50 761.50 754.25 756.00 +5.00 549 8,072 +290
Total Volume and Open Interest 31,885 229,888 -1,193
Wheat(MGE)
Dec10 101124 732.00 740.00 725.25 733.00 +4.00 6,439 5,023 -2,038
Mar11 101124 746.75 758.00 742.25 750.25 +3.00 5,209 29,263 +1,710
May11 101124 758.25 765.00 751.75 759.00 +3.75 603 8,179 -23
Jul11 101124 761.75 767.25 756.00 763.00 +6.25 494 7,399 -103
Sep11 101124 765.50 768.75 761.75 767.00 +5.75 153 6,427 +13
Total Volume and Open Interest 13,033 63,913 -443
Oats(CBOT)
Dec10 101124 347.00 351.50 347.00 348.25 +0.75 1,109 2,319 -324
Mar11 101124 361.50 363.50 359.00 360.50 +0.50 937 9,535 +551
May11 101124 369.25 369.25 365.75 366.25 +0.50 8 542 +7
Jul11 101124 371.50 371.50 371.00 371.50 +0.50 2 126 +0
Total Volume and Open Interest 2,070 13,409 +236
Rough Rice(CBOT)
Jan11 101124 13.41 13.64 13.37 13.56 +0.16 1,264 10,556 -53
Mar11 101124 13.65 13.92 13.65 13.85 +0.16 622 3,510 +267
May11 101124 14.06 14.13 14.05 14.10 +0.15 54 1,006 +12
Jul11 101124 14.41 14.41 14.25 14.32 +0.15 83 1,548 +37
Total Volume and Open Interest 2,069 17,276 +271
Live Cattle(CME)
Dec10 101124 102.180 102.285 101.500 101.930 +0.380 15,511 51,854 -2,836
Feb11 101124 105.900 106.100 105.150 105.600 +0.370 22,922 147,216 +4,552
Apr11 101124 108.830 109.050 108.285 108.580 +0.195 7,959 75,592 +637
Jun11 101124 105.150 105.480 105.000 105.150 +0.170 3,247 33,645 +274
Aug11 101124 104.800 105.035 104.580 104.950 +0.315 1,655 13,776 +151
Oct11 101124 107.135 107.750 107.050 107.730 +0.530 989 7,051 +358
Total Volume and Open Interest 52,525 332,090 +3,284
Feeder Cattle(CME)
Jan11 101124 118.135 118.600 118.050 118.285 +0.455 2,361 15,705 +218
Mar11 101124 118.750 119.035 118.430 119.000 +0.700 1,057 8,331 +392
Apr11 101124 119.050 119.300 118.850 119.285 +0.455 303 2,405 +136
May11 101124 118.700 119.450 118.700 119.350 +0.550 389 3,216 +117
Aug11 101124 119.900 120.250 119.800 120.250 +0.400 213 2,516 +156
Sep11 101124 119.500 119.500 119.500 119.500 +0.650 23 170 +18
Oct11 101124 119.000 119.000 119.000 119.000 +0.850 3 34 +3
Total Volume and Open Interest 4,349 32,377 +1,040
Lean Hogs(CME)
Dec10 101124 69.950 70.785 69.950 70.385 +0.555 8,129 22,462 -3,614
Feb11 101124 77.000 77.850 76.950 77.600 +0.700 11,096 78,119 +1,610
Apr11 101124 81.000 81.700 80.800 81.500 +0.615 4,243 48,310 +648
May11 101124 86.600 86.950 86.400 86.830 +0.280 128 1,596 +73
Jun11 101124 89.080 89.450 88.885 89.300 +0.220 1,552 29,024 +219
Jul11 101124 88.300 88.600 88.180 88.550 +0.320 306 6,473 +93
Aug11 101124 87.230 87.700 87.230 87.450 +0.050 809 5,898 +252
Oct11 101124 78.100 78.500 78.035 78.200 -0.200 276 3,966 -2
Total Volume and Open Interest 26,682 197,468 -668
Class III Milk(CME)
Nov10 101124 15.40 15.42 15.40 15.42 unch 43 4,989 +1
Dec10 101124 13.89 13.93 13.58 13.70 -0.17 99 5,798 +25
Jan11 101124 13.60 13.70 13.34 13.40 -0.22 191 3,577 +3
Feb11 101124 13.76 13.84 13.60 13.64 -0.15 125 2,796 +34
Mar11 101124 14.03 14.07 13.93 13.99 -0.05 102 2,585 +51
Total Volume and Open Interest 1,204 29,249 +496
Cocoa(ICE)
Dec10 101124 2808 2810 2765 2765 -10 4 97 -29
Mar11 101124 2819 2833 2781 2793 -11 7,131 71,651 -79
May11 101124 2842 2843 2805 2813 -12 825 19,379 -331
Jul11 101124 2858 2858 2824 2834 -11 715 9,632 +257
Sep11 101124 2863 2863 2843 2852 -8 261 4,586 +128
Dec11 101124 2894 2894 2860 2871 -7 148 9,692 -1
Mar12 101124 2946 2946 2946 2946 -4 254 10,160 +11
Total Volume and Open Interest 9,430 130,412 +4
Coffee "C"(ICE)
Dec10 101124 209.80 211.70 207.00 207.15 -3.20 557 1,151 -415
Mar11 101124 210.70 212.75 206.20 207.45 -3.10 10,190 90,267 +303
May11 101124 211.60 212.75 207.10 207.95 -3.00 4,362 22,307 +2,728
Jul11 101124 210.55 211.70 206.90 207.15 -3.00 236 6,820 +177
Sep11 101124 207.75 209.50 204.60 204.75 -3.05 147 3,107 +11
Dec11 101124 203.95 206.00 201.15 201.25 -3.00 10 6,049 +7
Total Volume and Open Interest 15,514 130,796 +2,823
Orange Juice(ICE)
Jan11 101124 152.30 153.70 150.30 152.55 unch 561 22,340 +86
Mar11 101124 151.50 153.95 151.30 153.45 -0.05 98 3,550 +52
May11 101124 152.10 154.40 151.60 154.00 -0.05 117 1,131 +115
Jul11 101124 153.55 154.40 153.55 154.40 -0.25 0 1,563 +0
Sep11 101124 155.00 155.00 155.00 155.00 -0.25 0 300 +0
Nov11 101124 154.40 154.40 154.40 154.40 -0.25 0 15 +0
Total Volume and Open Interest 776 28,922 +253
Sugar #11(ICE)
Mar11 101124 27.37 28.20 27.00 27.95 +0.62 64,472 235,294 +134
May11 101124 24.99 25.65 24.60 25.43 +0.50 19,545 97,792 +178
Jul11 101124 22.47 23.16 22.20 22.88 +0.41 15,488 99,130 -344
Oct11 101124 21.00 21.63 20.65 21.31 +0.29 8,241 54,752 -577
Mar12 101124 20.33 20.87 20.18 20.60 +0.25 3,572 46,486 -1,195
Total Volume and Open Interest 112,743 576,756 -1,615
London Cocoa(LCE)
Dec10 101124 1879 1882 1857 1860 -8 9,682 50,708 -226
Mar11 101124 1869 1879 1856 1862 +2 6,312 56,535 +366
May11 101124 1881 1889 1871 1875 +1 766 20,174 +248
Jul11 101124 1896 1903 1887 1890 unch 1,461 14,508 +1,125
Sep11 101124 1918 1918 1903 1905 unch 223 9,790 +51
Dec11 101124 1928 1931 1919 1919 unch 162 15,870 +75
Mar12 101124 1939 1939 1932 1932 unch 28 12,992 +0
Total Volume and Open Interest 18,638 183,554 +1,629
London Sugar(LCE)
Mar11 101124 691.20 712.80 684.80 709.70 +28.70 3,943 29,509 -774
May11 101124 658.20 681.10 654.20 676.10 +26.60 1,443 8,471 -14
Aug11 101124 603.20 623.10 598.20 618.60 +25.80 628 6,760 +142
Oct11 101124 564.00 575.20 563.90 572.10 +19.80 229 1,922 +141
Dec11 101124 552.40 556.70 549.00 555.90 +18.40 61 668 +48
Total Volume and Open Interest 6,304 47,843 -457
Cotton(ICE)
Dec10 101124 113.09 122.88 113.09 119.39 +6.30 770 976 -637
Mar11 101124 111.63 117.71 111.13 116.59 +4.80 9,414 111,793 -1,532
May11 101124 106.63 112.95 106.63 111.72 +4.75 1,839 19,536 +122
Jul11 101124 102.00 107.60 102.00 107.08 +5.02 3,748 28,904 +311
Oct11 101124 95.00 100.30 95.00 99.48 +4.18 49 401 -20
Dec11 101124 84.10 88.21 84.10 87.96 +3.76 3,755 31,761 +373
Total Volume and Open Interest 19,704 194,995 -1,320
Lumber(CME)
Jan11 101124 252.6 252.9 247.2 247.2 -5.4 520 5,056 -214
Mar11 101124 272.7 272.7 267.7 269.8 -4.6 231 3,062 +19
May11 101124 282.0 282.3 278.1 282.3 -2.3 149 812 +4
Jul11 101124 287.0 287.0 287.0 287.0 unch 0 174 +0
Total Volume and Open Interest 900 9,104 -191
Crude Oil(NYM)
Jan11 101124 80.99 84.20 80.97 83.86 +2.61 351,860 351,130 +103
Feb11 101124 81.69 84.81 81.60 84.43 +2.60 66,527 108,266 -1,376
Mar11 101124 82.22 85.31 82.11 84.94 +2.59 35,070 117,438 -1,215
Apr11 101124 83.00 85.67 82.75 85.32 +2.58 18,839 44,236 -259
May11 101124 83.50 85.94 83.21 85.63 +2.56 11,783 35,603 -217
Jun11 101124 83.20 86.28 83.20 85.91 +2.54 24,670 85,415 -144
Jul11 101124 84.22 86.37 83.95 86.14 +2.52 4,420 35,369 +38
Aug11 101124 84.22 86.56 84.20 86.34 +2.50 2,198 18,400 +72
Sep11 101124 84.28 86.53 84.28 86.53 +2.48 2,222 24,213 +272
Oct11 101124 84.50 86.93 84.50 86.72 +2.47 2,034 16,569 -166
Nov11 101124 86.92 86.92 86.92 86.92 +2.46 2,213 19,716 -396
Dec11 101124 84.68 87.46 84.68 87.13 +2.45 23,143 139,052 -999
Jan12 101124 87.22 87.22 87.22 87.22 +2.45 1,037 19,128 +874
Feb12 101124 87.31 87.31 87.31 87.31 +2.45 403 8,020 +13
Mar12 101124 87.40 87.40 87.40 87.40 +2.45 657 10,536 +203
Apr12 101124 87.48 87.48 87.48 87.48 +2.44 384 4,038 +255
Total Volume and Open Interest 568,522 1,331,203 -3,726
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 101124 81.075 84.300 81.025 83.850 +2.600 10,265 4,730 +576
Feb11 101124 82.175 84.750 81.775 84.425 +2.600 334 846 +6
Mar11 101124 82.825 85.200 82.525 84.950 +2.600 65 279 +14
Apr11 101124 82.750 85.325 82.750 85.325 +2.575 1 3 +1
May11 101124 85.625 85.625 85.625 85.625 +2.550 0 13 +0
Jun11 101124 83.975 85.900 83.975 85.900 +2.525 3 8 +0
Jul11 101124 86.150 86.150 86.150 86.150 +2.525 0 2 +0
Aug11 101124 86.350 86.350 86.350 86.350 +2.500      
Total Volume and Open Interest 10,670 6,036 +595
Heating Oil(NYM)
Dec10 101124 224.67 233.12 224.65 232.55 +7.59 32,742 35,436 -6,630
Jan11 101124 226.30 234.73 226.30 234.18 +7.49 51,606 94,507 +3,275
Feb11 101124 227.32 235.52 227.31 235.11 +7.46 11,464 39,796 +1,389
Mar11 101124 229.11 235.65 228.76 235.25 +7.42 6,295 31,673 +708
Apr11 101124 228.10 234.24 228.02 234.21 +7.39 3,876 16,249 -253
May11 101124 226.30 234.00 226.30 233.59 +7.34 3,012 16,919 -532
Jun11 101124 227.52 234.00 227.12 233.58 +7.29 6,637 37,215 +94
Jul11 101124 228.40 234.73 228.38 234.52 +7.27 571 7,444 -7
Aug11 101124 230.25 235.66 230.25 235.66 +7.24 392 4,415 +128
Sep11 101124 231.82 237.11 231.82 237.11 +7.19 240 5,067 -59
Oct11 101124 233.70 238.86 233.70 238.86 +7.09 138 2,844 +23
Nov11 101124 235.45 240.61 235.45 240.61 +7.04 85 2,871 -2
Total Volume and Open Interest 119,615 316,945 -1,108
Gasoline(NYMEX)
Dec10 101124 213.20 222.24 213.10 221.36 +7.94 32,492 26,133 -7,999
Jan11 101124 208.60 217.23 208.60 216.18 +7.50 44,281 99,565 +1,381
Feb11 101124 210.65 217.30 209.50 216.46 +7.27 17,939 34,586 +1,454
Mar11 101124 211.75 218.51 211.28 218.05 +7.24 5,422 26,060 +242
Apr11 101124 222.11 228.65 222.11 228.65 +7.18 1,866 22,184 +12
May11 101124 222.90 229.50 222.84 229.50 +7.08 1,420 10,800 +132
Jun11 101124 224.65 230.40 223.48 230.04 +7.00 1,591 12,973 -273
Jul11 101124 229.14 229.80 228.74 229.80 +6.94 261 4,302 +40
Aug11 101124 229.51 229.51 229.30 229.30 +6.89 106 5,486 +17
Sep11 101124 228.28 228.28 228.28 228.28 +6.83 109 2,891 +16
Total Volume and Open Interest 106,340 277,551 -5,198
e-miNY RBOB Gasoline(NYM)
Dec10 101124 221.40 221.40 221.36 221.40 +8.00 0 3 +0
Jan11 101124 216.20 216.20 216.18 216.20 +7.50 0 1 +0
Feb11 101124 216.50 216.50 216.46 216.50 +7.30 0 1 +0
Mar11 101124 218.10 218.10 218.05 218.10 +7.30 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Dec10 101124 4.235 4.382 4.176 4.267 +0.003 92,462 8,131 -13,135
Jan11 101124 4.388 4.515 4.333 4.388 -0.027 95,899 231,091 +1,417
Feb11 101124 4.410 4.512 4.345 4.394 -0.027 24,068 61,726 +1,176
Mar11 101124 4.374 4.454 4.305 4.353 -0.023 21,035 94,587 +411
Apr11 101124 4.329 4.403 4.260 4.308 -0.019 18,962 70,413 +1,640
May11 101124 4.367 4.419 4.285 4.333 -0.018 5,684 25,570 +563
Jun11 101124 4.403 4.456 4.331 4.378 -0.020 2,766 13,467 +150
Jul11 101124 4.413 4.515 4.391 4.435 -0.021 1,781 11,464 +137
Aug11 101124 4.450 4.554 4.443 4.479 -0.017 2,298 13,890 +450
Sep11 101124 4.528 4.575 4.466 4.500 -0.015 1,895 10,288 +30
Oct11 101124 4.556 4.657 4.540 4.583 -0.013 9,167 43,351 +1,003
Nov11 101124 4.770 4.851 4.766 4.800 -0.010 2,369 21,520 +394
Dec11 101124 5.125 5.151 5.064 5.104 -0.004 2,439 18,599 -776
Jan12 101124 5.250 5.329 5.243 5.286 -0.002 4,462 26,337 +1,097
Feb12 101124 5.210 5.286 5.210 5.248 -0.004 119 6,331 +43
Mar12 101124 5.170 5.173 5.103 5.134 -0.008 636 14,232 -107
Total Volume and Open Interest 286,539 749,109 -5,249
Brent Crude Oil(ICE)
Jan11 101124 83.30 86.25 83.30 85.84 +2.59 181,850 236,653 -14,722
Feb11 101124 83.47 86.31 83.47 85.98 +2.56 69,190 160,538 -1,686
Mar11 101124 83.68 86.55 83.68 86.17 +2.54 37,840 86,516 -153
Apr11 101124 84.34 86.68 84.02 86.38 +2.52 16,379 38,836 -1,154
May11 101124 84.58 86.90 84.25 86.59 +2.50 10,929 25,646 -779
Jun11 101124 84.83 87.13 84.53 86.81 +2.48 25,884 46,930 -1,913
Jul11 101124 84.92 87.04 84.82 87.02 +2.47 4,944 13,172 +52
Aug11 101124 85.13 87.24 85.13 87.22 +2.47 2,874 12,795 +514
Sep11 101124 85.32 87.40 85.32 87.40 +2.47 2,723 9,084 +25
Oct11 101124 87.58 87.58 87.58 87.58 +2.47 2,784 6,803 -562
Nov11 101124 87.75 87.75 87.75 87.75 +2.47 2,089 10,490 -563
Dec11 101124 85.89 88.02 85.72 87.93 +2.47 17,968 80,428 -924
Jan12 101124 88.11 88.11 88.11 88.11 +2.47 1,097 10,397 -590
Feb12 101124 88.26 88.26 88.26 88.26 +2.47 417 6,001 -486
Total Volume and Open Interest 385,443 824,022 -22,073
Gas Oil(ICE)
Dec10 101124 703.25 727.75 703.00 719.25 +19.50 60,274 76,561 -4,152
Jan11 101124 708.50 732.50 708.00 724.00 +19.00 58,648 115,259 -1,405
Feb11 101124 712.25 735.50 712.00 727.00 +18.75 14,118 57,805 -416
Mar11 101124 715.00 737.50 714.00 729.00 +18.50 11,518 44,768 +1,801
Apr11 101124 716.75 735.50 715.00 730.25 +18.50 7,478 46,395 -358
May11 101124 717.75 740.00 717.75 731.50 +18.25 4,563 38,045 +559
Jun11 101124 719.50 738.50 718.25 733.00 +18.00 13,083 47,149 -108
Jul11 101124 722.50 742.00 722.25 736.25 +18.00 2,330 16,550 -183
Aug11 101124 726.50 740.00 726.25 740.00 +18.00 1,203 13,444 +139
Sep11 101124 730.00 745.50 729.75 743.25 +17.75 885 10,048 +118
Total Volume and Open Interest 183,713 581,528 -2,721
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 35 50 -30
Dec10 101124 2.144 2.144 2.125 2.142 +0.033 143 605 -35
Jan11 101124 2.079 2.100 2.079 2.097 +0.029 121 892 -49
Feb11 101124 2.069 2.070 2.068 2.070 +0.040 31 928 +7
Mar11 101124 2.055 2.080 2.055 2.074 +0.034 59 1,095 +12
Apr11 101124 2.080 2.080 2.076 2.078 +0.031 38 879 +27
May11 101124 2.088 2.104 2.088 2.102 +0.034 22 363 +11
Jun11 101124 2.095 2.110 2.095 2.107 +0.037 21 616 -5
Total Volume and Open Interest 516 7,947 +22
WTI Crude Oil(ICE
Jan11 101124 81.44 84.24 81.17 83.86 +2.61 83,809 104,036 -822
Feb11 101124 82.05 84.74 81.78 84.43 +2.60 27,834 48,957 +285
Mar11 101124 82.48 85.21 82.34 84.94 +2.59 15,115 46,339 -43
Apr11 101124 83.20 85.32 82.95 85.32 +2.58 9,361 27,840 -1,046
May11 101124 83.38 85.63 83.38 85.63 +2.56 5,031 17,619 -181
Jun11 101124 83.97 85.91 83.67 85.91 +2.54 10,592 47,847 -679
Jul11 101124 84.01 86.14 84.01 86.14 +2.52 2,123 13,809 +39
Aug11 101124 84.29 86.34 84.29 86.34 +2.50 919 9,113 +15
Sep11 101124 84.87 86.53 84.87 86.53 +2.48 783 11,227 +14
Oct11 101124 86.72 86.72 86.72 86.72 +2.47 328 4,441 +46
Nov11 101124 86.92 86.92 86.92 86.92 +2.46 453 7,620 -69
Dec11 101124 85.15 87.13 84.96 87.13 +2.45 9,092 54,007 -229
Jan12 101124 87.22 87.22 87.22 87.22 +2.45 45 5,216 -7
Feb12 101124 87.31 87.31 87.31 87.31 +2.45 0 1,169 +0
Mar12 101124 87.40 87.40 87.40 87.40 +2.45 1 3,169 -1
Apr12 101124 87.48 87.48 87.48 87.48 +2.44 6 774 +4
Total Volume and Open Interest 168,754 475,861 -2,867
US Dollar Index(ICE)
Dec10 101124 79.725 80.085 79.465 79.940 +0.178 31,153 32,691 -781
Mar11 101124 79.990 80.475 79.905 80.330 +0.173 347 1,050 +103
Jun11 101124 80.760 80.760 80.760 80.760 +0.173 0 8 +0
Total Volume and Open Interest 31,500 33,749 -678
Australian Dollar(CME)
Dec10 101124 97.10 98.30 97.07 97.91 +0.98 130,224 115,773 +1,955
Mar11 101124 95.96 97.13 95.82 96.79 +0.97 616 1,936 +137
Jun11 101124 95.68 95.68 94.69 95.68 +0.99 0 152 +0
Total Volume and Open Interest 130,840 117,998 +2,092
British Pound(CME)
Dec10 101124 157.82 158.36 157.38 157.59 -0.19 130,800 92,641 +258
Mar11 101124 157.76 158.20 157.32 157.48 -0.18 189 1,196 +26
Jun11 101124 157.53 157.53 157.37 157.37 -0.16 1 41 +0
Total Volume and Open Interest 130,990 93,914 +284
Canadian Dollar(CME)
Dec10 101124 97.73 99.06 97.62 98.78 +1.16 101,583 98,581 -4,251
Mar11 101124 97.70 98.86 97.42 98.58 +1.16 625 4,864 +162
Jun11 101124 97.93 98.53 97.17 98.36 +1.19 40 1,048 +11
Sep11 101124 97.85 98.20 96.90 98.09 +1.19 50 488 +20
Total Volume and Open Interest 102,368 105,442 -4,019
Japanese Yen(CME)
Dec10 101124 120.33 120.58 119.55 119.59 -0.65 152,712 127,577 +174
Mar11 101124 120.18 120.68 119.74 119.74 -0.62 987 1,830 +173
Jun11 101124 119.90 120.52 119.90 119.90 -0.62 0 203 +0
Total Volume and Open Interest 153,699 129,620 +347
Swiss Franc(CME)
Dec10 101124 100.33 101.05 100.13 100.26 -0.09 51,621 39,620 -132
Mar11 101124 100.47 100.96 100.24 100.36 -0.07 151 441 +40
Jun11 101124 100.48 100.53 100.48 100.48 -0.05 0 2 +0
Total Volume and Open Interest 51,772 40,065 -92
EuroFX(CME)
Dec10 101124 133.80 134.21 132.82 133.13 -0.60 452,251 180,109 -1,664
Mar11 101124 133.63 134.09 132.74 133.03 -0.58 2,908 6,897 +848
Jun11 101124 133.34 133.95 132.90 132.90 -0.57 37 150 +37
Total Volume and Open Interest 455,197 187,189 -779
Mexican Peso(CME)
Dec10 101124 800.2 809.8 799.2 807.2 +7.0 32,055 149,855 +2,505
Jan11 101124 806.2 806.2 799.2 806.2 +7.0      
Total Volume and Open Interest 32,098 150,782 +2,498
30-Year T-Bonds(CBOT)
Dec10 101124 128~120 128~200 126~100 126~160 -2~020 447,915 410,393 -120,576
Mar11 101124 126~300 127~040 124~280 125~000 -2~030 200,789 215,929 +120,709
Jun11 101124 123~250 125~280 123~250 123~250 -2~030 1 560 +1
Total Volume and Open Interest 648,705 626,882 +134
10-Year T-Notes(CBOT)
Dec10 101124 125~090 125~170 124~045 124~090 -1~040 1,619,901 1,078,719 -251,876
Mar11 101124 124~125 124~200 123~070 123~110 -1~060 460,723 398,045 +231,546
Jun11 101124 123~060 123~225 122~120 122~165 -1~060 3 36 +1
Total Volume and Open Interest 2,080,628 1,476,806 -20,328
5-Year T-Notes(CBOT)
Dec10 101124 120~091 120~099 120~000 120~017 -0~080 820,734 894,916 -104,848
Mar11 101124 119~127 120~003 119~029 119~045 -0~086 238,562 252,562 +98,984
Jun11 101124 118~069 119~027 118~069 118~069 -0~086      
Total Volume and Open Interest 1,059,296 1,147,478 -5,864
2 Year T-Notes(CBOT)
Dec10 101124 109~101 109~102 109~074 109~079 -0~022 464,681 507,961 -101,103
Mar11 101124 109~088 109~094 109~059 109~064 -0~028 244,711 234,198 +121,626
Jun11 101124 109~048 109~076 109~048 109~048 -0~028      
Total Volume and Open Interest 709,392 742,159 +20,523
Eurodollars(CME)
Dec10 101124 99.677 99.685 99.592 99.640 -0.040 206,387 958,169 -7,176
Mar11 101124 99.560 99.575 99.455 99.495 -0.080 311,642 1,158,140 +5,005
Jun11 101124 99.480 99.485 99.370 99.405 -0.085 280,429 1,067,632 +7,453
Sep11 101124 99.400 99.415 99.290 99.315 -0.100 259,142 933,735 +13,361
Dec11 101124 99.320 99.335 99.175 99.200 -0.135 278,976 850,266 +12,390
Mar12 101124 99.230 99.230 99.040 99.070 -0.165 290,712 755,020 +37,638
Jun12 101124 99.110 99.110 98.900 98.930 -0.185 203,705 465,383 +7,236
Sep12 101124 98.970 98.975 98.750 98.785 -0.200 199,712 381,329 +15,437
Dec12 101124 98.805 98.810 98.580 98.615 -0.205 190,275 315,245 +20,948
Mar13 101124 98.630 98.635 98.400 98.440 -0.205 164,848 237,686 +7,319
Jun13 101124 98.420 98.420 98.200 98.240 -0.195 110,015 156,912 +4,429
Sep13 101124 98.190 98.195 97.975 98.020 -0.185 83,977 176,833 +2,143
Dec13 101124 97.915 97.950 97.730 97.775 -0.180 48,421 127,581 +6,349
Mar14 101124 97.690 97.720 97.490 97.540 -0.180 54,335 113,216 +6,772
Jun14 101124 97.430 97.465 97.240 97.285 -0.185 46,026 105,849 +1,836
Sep14 101124 97.215 97.220 96.995 97.040 -0.185 35,165 72,410 +1,235
Dec14 101124 96.950 96.975 96.755 96.795 -0.190 23,156 84,691 -11
Mar15 101124 96.740 96.770 96.545 96.585 -0.195 20,558 46,120 -919
Total Volume and Open Interest 2,872,763 8,204,151 +144,956
30 Day Federal Funds(CBOT)
Nov10 101124 99.808 99.808 99.805 99.808 unch 4,440 88,963 -622
Dec10 101124 99.815 99.815 99.805 99.815 unch 3,245 86,536 -1,222
Jan11 101124 99.820 99.820 99.810 99.815 -0.005 1,722 64,517 +721
Feb11 101124 99.815 99.820 99.805 99.815 -0.005 2,418 53,356 +737
Mar11 101124 99.820 99.820 99.810 99.815 -0.005 1,289 32,331 +570
Apr11 101124 99.820 99.825 99.805 99.815 -0.005 809 33,788 -177
Total Volume and Open Interest 43,385 597,916 +2,306
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 101124 99.660 99.660 99.660 99.660 unch 0 2,289 -60
Mar11 101124 99.660 99.660 99.660 99.660 unch 0 769 +0
Jun11 101124 99.660 99.660 99.660 99.660 unch 0 150 +0
Sep11 101124 99.650 99.650 99.650 99.650 unch      
Dec11 101124 99.655 99.655 99.655 99.655 unch      
Mar12 101124 99.645 99.645 99.645 99.645 unch      
Jun12 101124 99.695 99.695 99.695 99.695 unch      
Sep12 101124 99.645 99.645 99.645 99.645 unch      
Dec12 101124 99.340 99.340 99.340 99.340 unch      
Mar13 101124 99.340 99.340 99.340 99.340 unch      
Total Volume and Open Interest 0 3,208 -60
3-Mth Euro-Yen(SGX)
Dec10 101124 99.66 99.66 99.66 99.66 unch 0 4,388 +0
Mar11 101124 99.66 99.66 99.66 99.66 unch 0 1,476 +0
Jun11 101124 99.66 99.66 99.66 99.66 unch 0 1,536 +0
Sep11 101124 99.65 99.65 99.65 99.65 unch 0 1,283 -147
Dec11 101124 99.65 99.65 99.65 99.65 unch 0 110 +0
Mar12 101124 99.64 99.64 99.64 99.64 unch 0 305 +0
Jun12 101124 99.69 99.69 99.69 99.69 unch 0 754 +0
Sep12 101124 99.64 99.64 99.64 99.64 unch 0 310 +0
Total Volume and Open Interest 0 10,166 -147
Japanese Gov't Bonds(SGX)
Dec10 101124 141.47 141.65 141.30 141.64 +0.50 3,502 16,760 +358
Mar11 101124 141.09 141.09 140.86 140.86 +0.46 2 25 +23
Jun11 101124 138.77 138.77 138.77 138.77 +0.46      
Total Volume and Open Interest 3,504 16,785 +381
Euro-Bund(EUREX)
Dec10 101124 128.61 129.20 127.47 127.72 -1.16 1,075,755 977,083 -17,043
Mar11 101124 128.63 129.14 127.33 127.56 -1.26 14,390 36,536 +7,604
Jun11 101124 126.97 126.97 126.97 126.97 -1.16      
Total Volume and Open Interest 1,090,145 1,013,619 -9,439
Euro-Bobl(EUREX)
Dec10 101124 119.96 120.29 119.48 119.58 -0.45 611,130 723,917 +5,551
Mar11 101124 120.25 120.25 119.40 119.40 -0.50 9,603 104,625 +5,290
Jun11 101124 119.42 119.42 119.42 119.42 -0.45 28 4 +3
Total Volume and Open Interest 620,761 828,546 +10,844
3-Mth Euribor(EUREX)
Dec10 101124 98.940 98.945 98.930 98.940 unch 25 6,165 +4
Mar11 101124 98.835 98.835 98.795 98.800 -0.020 567 2,072 -304
Jun11 101124 98.730 98.735 98.705 98.705 -0.030 23 5,315 -2
Total Volume and Open Interest 1,745 22,559 -305
Long Gilt(LIFFE)
Dec10 101124 121~16 122~10 120~30 121~04 -0~22 193,884 252,795 -30,721
Mar11 101124 120~16 121~01 119~21 119~28 -0~22 70,878 55,109 +40,678
Total Volume and Open Interest 264,762 307,904 +9,957
3-Mth Short Sterling(LIFFE)
Dec10 101124 99.25 99.25 99.15 99.22 -0.02 24,345 351,073 +5,697
Mar11 101124 99.19 99.19 99.07 99.14 -0.04 88,681 306,443 +16,582
Jun11 101124 99.10 99.11 98.99 99.05 -0.04 80,177 246,702 +17,619
Sep11 101124 98.98 98.99 98.87 98.93 -0.04 69,129 236,491 +6,863
Dec11 101124 98.82 98.83 98.73 98.77 -0.04 104,678 324,509 +4,669
Mar12 101124 98.65 98.67 98.57 98.60 -0.04 68,359 199,389 -5,597
Total Volume and Open Interest 552,612 2,096,228 +41,179
3-Mth Euribor(LIFFE)
Dec10 101124 98.945 98.950 98.915 98.940 unch 135,745 529,462 -10,113
Mar11 101124 98.830 98.840 98.775 98.800 -0.020 227,743 512,361 -5,274
Jun11 101124 98.735 98.745 98.680 98.705 -0.025 184,489 442,489 +1,875
Total Volume and Open Interest 1,349,406 3,035,700 -44,029
3-Mth Aus T-Bills(SFE)
Dec10 101124 94.98 94.98 94.96 94.97 unch 15,507 152,699 -4,144
Mar11 101124 94.85 94.88 94.84 94.86 +0.01 35,088 163,851 -1,842
Jun11 101124 94.73 94.78 94.73 94.75 +0.01 22,195 97,609 -1,349
Sep11 101124 94.63 94.67 94.63 94.65 +0.01 11,426 56,053 -827
Dec11 101124 94.53 94.57 94.53 94.55 +0.02 4,713 40,283 +1,658
Mar12 101124 94.49 94.49 94.45 94.47 +0.02 2,666 40,151 -311
Jun12 101124 94.39 94.43 94.39 94.41 +0.02 2,371 34,268 +371
Sep12 101124 94.39 94.39 94.35 94.37 +0.02 1,664 14,562 +1,268
Dec12 101124 94.35 94.35 94.32 94.32 +0.01 110 2,179 +82
Mar13 101124 94.32 94.32 94.29 94.30 +0.01 103 2,001 +103
Total Volume and Open Interest 95,843 604,728 -4,991
10-Year Aus T-Bonds(SFE)
Dec10 101124 94.55 94.59 94.52 94.53 -0.02 43,805 397,925 +6,119
Mar11 101124 94.53 94.53 94.53 94.53 -0.02      
Total Volume and Open Interest 43,805 397,925 +6,119
3-Year Aus T-Bonds(SFE)
Dec10 101124 94.84 94.89 94.83 94.84 unch 134,341 533,570 +12,069
Mar11 101124 94.79 94.79 94.79 94.79 unch      
Total Volume and Open Interest 134,341 533,570 +12,069
Gold(CMX)
Dec10 101124 1377.1 1381.0 1368.7 1373.0 -4.6 249,519 170,040 -38,389
Feb11 101124 1379.6 1383.0 1370.8 1375.0 -4.7 93,038 242,782 +29,893
Apr11 101124 1379.2 1381.7 1374.1 1377.2 -4.5 8,867 36,332 +5,438
Jun11 101124 1377.9 1386.0 1376.9 1379.4 -4.4 5,066 31,474 +1,220
Aug11 101124 1379.4 1381.6 1379.4 1381.6 -4.2 254 13,690 +67
Oct11 101124 1383.9 1383.9 1383.9 1383.9 -4.0 35 10,104 -34
Dec11 101124 1385.0 1391.2 1382.8 1386.3 -3.8 3,496 32,136 +1,304
Feb12 101124 1388.8 1388.8 1388.8 1388.8 -3.6 0 6,011 +0
Apr12 101124 1391.4 1391.4 1391.4 1391.4 -3.4 107 5,923 +100
Jun12 101124 1394.2 1394.2 1394.2 1394.2 -3.1 932 9,790 -318
Aug12 101124 1397.4 1397.4 1397.4 1397.4 -2.5 0 4,733 +0
Total Volume and Open Interest 371,224 622,712 -496
Silver(CMX)
Dec10 101124 2751.5 2768.5 2710.0 2752.8 -4.4 105,751 42,175 -4,218
Mar11 101124 2759.5 2776.0 2717.5 2760.3 -4.4 38,709 57,315 +5,549
May11 101124 2769.0 2769.0 2731.0 2765.4 -4.2 1,982 10,911 +355
Jul11 101124 2750.0 2771.5 2735.0 2770.3 -3.8 596 8,740 +40
Sep11 101124 2775.0 2775.0 2775.0 2775.0 -3.4 81 6,235 +4
Dec11 101124 2770.0 2786.0 2760.0 2782.0 -2.7 1,402 9,883 -376
Mar12 101124 2788.1 2788.1 2788.1 2788.1 -1.5 1 355 +0
Total Volume and Open Interest 150,027 147,685 +1,471
Platinum(NYMEX)
Jan11 101124 1651.0 1671.8 1651.0 1658.4 +0.7 5,961 31,449 -1,106
Apr11 101124 1665.0 1675.3 1662.0 1663.1 +1.1 70 2,474 +36
Jul11 101124 1665.0 1665.4 1665.0 1665.4 +1.1 3 223 +3
Oct11 101124 1665.4 1665.4 1665.4 1665.4 +1.1      
Total Volume and Open Interest 6,046 34,148 -1,068
Palladium(NYMEX)
Dec10 101124 686.90 700.90 684.50 695.40 +4.30 7,169 9,861 -1,487
Mar11 101124 688.45 702.55 686.20 697.45 +4.75 2,340 14,208 +670
Jun11 101124 695.80 700.75 695.80 698.35 +4.80 6 177 +0
Total Volume and Open Interest 9,525 24,262 -817
Copper(CMX)
Dec10 101124 370.10 377.80 369.60 375.55 +5.30 39,312 20,569 -6,301
Mar11 101124 370.90 378.75 370.90 376.65 +5.55 16,714 90,838 +1,255
May11 101124 375.15 378.25 371.85 376.25 +5.40 989 15,987 -665
Jul11 101124 374.25 375.70 373.15 375.50 +5.40 347 5,142 +22
Sep11 101124 370.80 375.00 370.80 374.50 +5.30 204 4,805 -31
Total Volume and Open Interest 59,069 146,054 -6,033
DJIA Index(CBOT)
Dec10 101124 11015 11172 10991 11155 +141 381 8,227 +44
Mar11 101124 10950 11091 10950 11091 +139 0 39 +0
Jun11 101124 11026 11026 10885 11026 +141      
Sep11 101124 10970 10970 10829 10970 +141      
Total Volume and Open Interest 381 8,266 +44
S & P 500(CME)
Dec10 101124 1178.30 1197.50 1175.60 1196.50 +18.20 19,154 354,041 +792
Mar11 101124 1183.20 1192.60 1183.20 1191.40 +18.30 222 12,566 +61
Jun11 101124 1186.60 1187.70 1186.60 1186.60 +18.40 5 2,816 +102
Sep11 101124 1182.10 1183.00 1182.00 1182.10 +18.60 0 130 +0
Total Volume and Open Interest 19,381 369,603 +955
S & P 500 E-Mini(Globex)
Dec10 101124 1178.00 1197.50 1175.50 1196.50 +18.25 2,456,997 2,778,957 +5,047
Mar11 101124 1172.50 1192.00 1170.50 1191.50 +18.50 7,389 57,308 +5,143
Total Volume and Open Interest 2,464,400 2,836,389 +10,197
NASDAQ 100(CME)
Dec10 101124 2117.30 2166.00 2113.80 2158.00 +39.00 4,116 28,046 -2,469
Mar11 101124 2142.00 2164.00 2140.00 2156.30 +39.00 0 60 +0
Jun11 101124 2153.80 2154.80 2153.80 2153.80 +39.00      
Total Volume and Open Interest 4,116 28,106 -2,469
NASDAQ 100 E-Mini(Globex)
Dec10 101124 2117.30 2165.50 2113.00 2158.00 +39.00 342,591 411,714 -30,207
Mar11 101124 2113.80 2163.30 2113.80 2156.30 +39.00 520 1,600 +112
Total Volume and Open Interest 343,112 413,327 -30,094
S & P Midcap 400(CME)
Dec10 101124 860.00 864.50 844.85 861.90 +16.40 2 3,714 -1
Mar11 101124 859.90 861.75 859.90 859.90 +16.40 0 2 +0
Jun11 101124 857.90 859.75 857.90 857.90 +16.40      
Total Volume and Open Interest 2 3,716 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101124 9865 10155 9865 10145 +270 11,551 45,080 -1,247
Mar11 101124 10170 10170 9910 10170 +260 4 64 -1
Total Volume and Open Interest 11,555 45,144 -1,248
Nikkei 225(SGX)
Dec10 101124 9990 10070 9785 10030 -85 81,757 224,838 +10,459
Mar11 101124 9940 10045 9940 10020 -85 120 4,801 +377
Jun11 101124 9950 9950 9950 9950 -85 0 2,126 +0
Total Volume and Open Interest 81,877 238,319 +10,836
CAC 40(EURONEXT)
Dec10 101124 3741.0 3762.5 3700.5 3749.0 +27.0 175,811 373,722 +7,963
Jan11 101124 3740.0 3760.0 3725.0 3752.0 +27.5 14,172 5,247 +5,131
Feb11 101124 3754.0 3754.0 3754.0 3754.0 +27.5 70 70 +0
Total Volume and Open Interest 190,057 379,217 +13,094
Hang Seng Index(HKFE)
Nov10 101124 23100 23205 22928 22930 -21 117,793 75,123 -9,180
Dec10 101124 23100 23210 22940 22940 -20 14,229 45,632 +15,867
Total Volume and Open Interest 132,279 123,790 +6,636
DAX(EUREX)
Dec10 101124 6747.5 6854.5 6703.5 6824.5 +104.0 188,959 195,151 +3,498
Mar11 101124 6760.5 6870.0 6723.0 6840.5 +103.5 698 13,609 -171
Jun11 101124 6778.5 6881.0 6744.5 6862.0 +104.5 649 4,482 -43
Total Volume and Open Interest 190,306 213,242 +3,284
FT-SE 100(EURONEXT)
Dec10 101124 5608.00 5676.50 5571.50 5654.50 +60.50 104,446 611,446 -849
Mar11 101124 5572.00 5634.50 5535.00 5614.50 +60.50 132 10,005 +5
Jun11 101124 5496.00 5583.00 5491.50 5573.00 +61.50 0 898 +0
Total Volume and Open Interest 104,578 622,359 -844
SPI 200(SFE)
Dec10 101124 4598.0 4601.0 4533.0 4586.0 -19.0 44,980 211,336 +1,832
Mar11 101124 4578.0 4582.0 4550.0 4582.0 -19.0 100 2,285 -79
Jun11 101124 4610.0 4610.0 4584.0 4610.0 -17.0 27 1,165 +10
Total Volume and Open Interest 45,111 217,363 +1,763
GSCI(CME)
Dec10 101124 566.50 576.00 564.15 576.00 +13.50 137 14,602 -64
Jan11 101124 568.60 578.00 566.50 578.00 +13.50 2 3 +0
Feb11 101124 580.50 580.50 580.50 580.50 +13.50      
Total Volume and Open Interest 139 14,605 -64
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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