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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 26, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101126 1257.25 1262.25 1235.75 1238.50 -16.50 73,060 272,357 -4,216
Mar11 101126 1263.50 1270.00 1243.50 1247.00 -15.75 16,721 117,092 +3,281
May11 101126 1265.50 1270.25 1245.25 1248.50 -14.75 7,156 62,325 +754
Jul11 101126 1269.50 1273.50 1247.25 1252.50 -13.75 9,515 58,957 +1,259
Aug11 101126 1232.00 1245.75 1231.00 1232.50 -13.25 971 2,427 -32
Sep11 101126 1206.00 1207.75 1193.50 1195.50 -12.25 393 3,086 +66
Nov11 101126 1172.75 1174.50 1148.75 1158.50 -11.25 7,388 96,448 +1,726
Total Volume and Open Interest 115,576 625,532 +2,884
Soybean Meal(CBOT)
Dec10 101126 340.50 342.90 335.50 336.80 -3.40 24,350 27,690 -1,658
Jan11 101126 344.80 347.00 337.80 339.10 -3.50 25,957 66,705 +1,163
Mar11 101126 346.20 348.00 340.30 341.70 -3.40 9,808 39,926 +2,313
May11 101126 346.20 346.20 339.10 340.40 -3.30 5,007 25,148 +1,004
Jul11 101126 343.40 343.40 339.00 340.60 -2.80 3,370 17,167 +113
Aug11 101126 334.70 334.90 331.00 332.30 -2.50 1,948 5,065 +446
Sep11 101126 324.10 324.10 320.40 321.40 -2.30 495 5,202 +100
Oct11 101126 306.40 306.40 303.40 303.40 -2.30 209 4,892 +42
Total Volume and Open Interest 71,907 209,089 +3,685
Soybean Oil(CBOT)
Dec10 101126 50.35 50.50 49.47 49.90 -0.34 38,180 56,796 -4,738
Jan11 101126 50.64 50.88 49.82 50.25 -0.35 41,415 132,227 +2,733
Mar11 101126 51.49 51.49 50.23 50.68 -0.35 18,498 77,507 +1,680
May11 101126 51.17 51.21 50.55 51.00 -0.34 3,955 35,838 -10
Jul11 101126 51.80 51.80 50.87 51.27 -0.32 2,722 28,296 +754
Aug11 101126 51.38 51.41 51.25 51.35 -0.32 292 4,358 +151
Sep11 101126 51.19 51.50 51.19 51.41 -0.32 31 2,700 +7
Oct11 101126 51.30 51.45 51.30 51.45 -0.32 78 5,097 -30
Total Volume and Open Interest 105,537 357,581 +414
Canola(WCE)
Jan11 101126 538.0 538.6 528.8 529.4 -10.1 4,892 118,362 -2,546
Mar11 101126 540.4 543.8 534.6 535.2 -9.4 4,029 25,934 +3,161
May11 101126 543.0 545.9 538.1 538.4 -9.2 371 4,690 -114
Jul11 101126 543.3 547.1 538.3 538.4 -9.4 175 14,591 +75
Nov11 101126 496.4 496.4 490.0 494.4 -3.6 16 32,039 +8
Total Volume and Open Interest 9,483 196,893 +584
Corn(CBOT)
Dec10 101126 540.00 543.50 530.75 538.25 -0.50 145,624 188,656 -27,230
Mar11 101126 555.00 558.50 545.50 553.00 -0.75 132,898 700,550 +8,594
May11 101126 562.00 566.50 554.00 560.75 -0.75 25,153 148,304 +1,456
Jul11 101126 565.50 570.50 557.00 564.25 -0.75 34,776 227,605 +4,128
Sep11 101126 533.00 537.50 524.75 531.00 -1.25 1,737 39,496 +53
Dec11 101126 508.00 511.75 500.75 507.00 -0.75 21,220 256,941 +1,940
Total Volume and Open Interest 364,381 1,619,308 -10,717
Wheat(CBOT)
Dec10 101126 647.50 654.25 645.50 648.25 +0.75 29,482 62,850 -7,814
Mar11 101126 686.75 692.75 683.00 687.25 +2.00 28,210 213,821 +5,358
May11 101126 712.50 717.00 708.00 712.00 +2.00 2,970 48,305 +737
Jul11 101126 723.50 728.75 720.75 724.50 +2.75 2,578 87,276 +730
Sep11 101126 743.25 745.75 739.00 742.00 +3.00 1,044 16,166 -171
Total Volume and Open Interest 66,150 495,001 -1,413
Wheat(KCBT)
Dec10 101126 718.50 725.50 715.00 720.75 +1.75 12,951 22,271 -9,851
Mar11 101126 736.00 741.50 730.50 736.75 +1.75 10,670 109,118 +1,453
May11 101126 740.25 750.00 740.25 745.75 +2.25 859 21,857 +90
Jul11 101126 750.00 756.75 745.75 752.25 +2.25 1,561 49,867 +352
Sep11 101126 761.75 763.75 752.75 759.75 +3.75 525 8,120 +48
Total Volume and Open Interest 26,975 222,000 -7,888
Wheat(MGE)
Dec10 101126 735.00 738.50 726.25 734.00 +1.00 2,837 4,157 -866
Mar11 101126 750.75 755.75 743.50 751.00 +0.75 5,113 31,114 +1,851
May11 101126 759.75 763.00 759.50 760.00 +1.00 603 8,314 +135
Jul11 101126 769.25 769.25 764.25 764.75 +1.75 596 7,380 -19
Sep11 101126 768.25 771.00 768.25 769.50 +2.50 245 6,442 +15
Total Volume and Open Interest 9,585 65,073 +1,160
Oats(CBOT)
Dec10 101126 348.00 349.75 341.75 344.25 -4.00 464 2,004 -315
Mar11 101126 361.00 361.50 353.25 356.00 -4.50 363 9,526 -9
May11 101126 366.00 366.25 360.50 361.75 -4.50 9 551 +9
Jul11 101126 372.00 373.25 366.00 366.00 -5.50 0 126 +0
Total Volume and Open Interest 840 13,095 -314
Rough Rice(CBOT)
Jan11 101126 13.58 13.73 13.37 13.40 -0.16 318 10,503 -53
Mar11 101126 13.92 13.93 13.68 13.69 -0.16 83 3,509 -1
May11 101126 13.98 14.10 13.94 13.95 -0.15 7 1,012 +6
Jul11 101126 14.16 14.32 14.16 14.19 -0.14 1 1,548 +0
Total Volume and Open Interest 409 17,228 -48
Live Cattle(CME)
Dec10 101126 102.000 102.400 101.680 102.230 +0.300 9,399 49,781 -2,073
Feb11 101126 105.680 106.385 105.535 106.230 +0.630 20,479 147,394 +178
Apr11 101126 108.650 109.250 108.480 109.150 +0.570 10,535 79,773 +4,181
Jun11 101126 105.480 106.000 105.080 105.980 +0.830 1,721 33,710 +65
Aug11 101126 105.035 105.600 104.850 105.500 +0.550 863 13,943 +167
Oct11 101126 107.750 108.300 107.535 108.250 +0.520 618 7,304 +253
Total Volume and Open Interest 44,451 335,212 +3,122
Feeder Cattle(CME)
Jan11 101126 118.285 119.180 118.200 118.750 +0.465 2,109 15,677 -28
Mar11 101126 118.600 119.500 118.500 119.385 +0.385 1,318 8,662 +331
Apr11 101126 119.000 119.750 119.000 119.700 +0.415 495 2,510 +105
May11 101126 119.000 119.800 119.000 119.785 +0.435 310 3,430 +214
Aug11 101126 120.000 120.680 120.000 120.500 +0.250 656 3,028 +512
Sep11 101126 119.000 119.800 119.000 119.800 +0.300 20 188 +18
Oct11 101126 119.000 119.300 119.000 119.300 +0.300 9 41 +7
Total Volume and Open Interest 4,919 33,538 +1,161
Lean Hogs(CME)
Dec10 101126 70.385 70.725 70.000 70.350 -0.035 5,349 20,447 -2,015
Feb11 101126 77.600 78.035 76.635 77.150 -0.450 7,553 78,765 +646
Apr11 101126 81.635 81.830 80.900 81.385 -0.115 3,581 49,184 +874
May11 101126 86.700 86.850 86.200 86.830 unch 126 1,651 +55
Jun11 101126 89.300 89.500 88.480 89.285 -0.015 1,458 29,423 +399
Jul11 101126 88.600 88.600 87.600 88.430 -0.120 353 6,645 +172
Aug11 101126 87.550 87.600 86.650 87.500 +0.050 678 6,173 +275
Oct11 101126 78.135 78.650 77.500 78.650 +0.450 236 4,065 +99
Total Volume and Open Interest 19,436 198,035 +567
Class III Milk(CME)
Nov10 101126 15.42 15.42 15.42 15.42 unch 5 4,986 -3
Dec10 101126 13.70 13.70 13.70 13.70 unch 206 5,807 +9
Jan11 101126 13.40 13.40 13.40 13.40 unch 526 3,795 +218
Feb11 101126 13.64 13.64 13.64 13.64 unch 263 2,902 +106
Mar11 101126 13.99 13.99 13.99 13.99 unch 136 2,656 +71
Total Volume and Open Interest 1,870 30,096 +847
Cocoa(ICE)
Dec10 101126 2760 2760 2730 2756 -9 6 98 +1
Mar11 101126 2783 2808 2764 2794 +1 6,310 71,764 +113
May11 101126 2813 2824 2788 2814 +1 1,541 19,674 +295
Jul11 101126 2820 2842 2807 2828 -6 1,035 10,005 +373
Sep11 101126 2832 2856 2830 2843 -9 280 4,635 +49
Dec11 101126 2870 2874 2840 2861 -10 425 9,961 +269
Mar12 101126 2931 2953 2931 2942 -4 6 10,163 +3
Total Volume and Open Interest 9,603 131,515 +1,103
Coffee "C"(ICE)
Dec10 101126 205.80 206.45 201.00 202.15 -5.00 195 1,019 -132
Mar11 101126 206.65 207.00 202.00 202.70 -4.75 6,963 89,534 -733
May11 101126 207.35 207.55 202.70 203.20 -4.75 412 22,296 -11
Jul11 101126 207.35 207.35 202.00 202.45 -4.70 81 6,798 -22
Sep11 101126 202.25 203.40 200.45 200.45 -4.30 83 3,153 +46
Dec11 101126 199.60 199.90 197.60 197.60 -3.65 42 6,065 +16
Total Volume and Open Interest 7,791 129,973 -823
Orange Juice(ICE)
Jan11 101126 153.60 153.60 151.00 151.35 -1.20 858 22,335 -5
Mar11 101126 152.75 152.75 152.25 152.35 -1.10 183 3,568 +18
May11 101126 153.50 153.50 152.70 152.70 -1.30 84 1,198 +67
Jul11 101126 153.10 153.10 153.10 153.10 -1.30 4 1,563 +0
Sep11 101126 153.70 153.70 153.70 153.70 -1.30 0 300 +0
Nov11 101126 153.10 153.10 153.10 153.10 -1.30 0 15 +0
Total Volume and Open Interest 1,129 29,002 +80
Sugar #11(ICE)
Mar11 101126 27.60 28.45 27.25 28.25 +0.30 42,393 230,998 -4,296
May11 101126 25.35 25.78 24.80 25.72 +0.29 14,950 98,570 +778
Jul11 101126 22.85 23.13 22.30 23.08 +0.20 15,705 98,276 -854
Oct11 101126 21.31 21.55 20.74 21.51 +0.20 9,118 55,852 +1,100
Mar12 101126 20.60 20.91 20.31 20.88 +0.28 1,148 46,358 -128
Total Volume and Open Interest 84,594 573,461 -3,295
London Cocoa(LCE)
Dec10 101126 1852 1875 1845 1870 +23 3,008 50,920 -199
Mar11 101126 1850 1880 1846 1874 +27 5,392 57,119 -78
May11 101126 1869 1894 1861 1888 +27 361 20,114 +21
Jul11 101126 1880 1910 1879 1904 +29 122 14,690 +18
Sep11 101126 1900 1922 1899 1919 +29 175 9,857 +23
Dec11 101126 1913 1939 1913 1931 +29 185 15,994 +97
Mar12 101126 1943 1943 1943 1943 +29 117 13,109 +117
Total Volume and Open Interest 9,360 184,780 -1
London Sugar(LCE)
Mar11 101126 711.50 721.00 696.70 718.40 +1.10 190 29,437 +29
May11 101126 675.00 686.80 663.30 684.80 +1.90 10 8,479 +1
Aug11 101126 614.10 625.00 603.60 623.40 -2.80 1 6,807 -1
Oct11 101126 566.20 580.00 561.50 579.70 +2.70 1 1,936 +0
Dec11 101126 557.20 561.00 557.20 560.60 +3.00 0 667 +0
Total Volume and Open Interest 202 47,839 +29
Cotton(ICE)
Dec10 101126 115.50 116.50 113.00 116.06 -3.33 239 833 -143
Mar11 101126 115.50 115.50 111.59 111.76 -4.83 18,418 112,310 +517
May11 101126 111.72 111.72 106.72 106.84 -4.88 2,913 19,782 +246
Jul11 101126 102.99 104.50 102.08 102.36 -4.72 3,350 29,177 +273
Oct11 101126 96.00 96.65 96.00 96.65 -2.83 51 420 +19
Dec11 101126 86.50 86.90 83.50 86.03 -1.93 2,300 32,351 +590
Total Volume and Open Interest 27,320 196,528 +1,533
Lumber(CME)
Jan11 101126 247.7 251.5 246.6 250.0 +2.8 780 5,007 -49
Mar11 101126 269.3 269.9 266.6 267.5 -2.3 255 3,001 -61
May11 101126 278.4 278.5 277.2 278.5 -3.8 63 822 +10
Jul11 101126 287.0 287.0 287.0 287.0 unch 0 174 +0
Total Volume and Open Interest 1,098 9,004 -100
Crude Oil(NYM)
Jan11 101126 83.70 84.53 82.78 83.76 -0.10 324,511 343,175 -7,955
Feb11 101126 84.27 85.08 83.34 84.35 -0.08 57,665 109,611 +1,345
Mar11 101126 84.76 85.57 83.84 84.87 -0.07 32,699 119,474 +2,036
Apr11 101126 85.21 85.93 84.25 85.22 -0.10 16,009 43,685 -551
May11 101126 85.39 86.22 84.57 85.52 -0.11 10,639 35,473 -130
Jun11 101126 85.76 86.51 84.81 85.80 -0.11 19,797 86,454 +1,039
Jul11 101126 85.21 86.03 85.21 86.03 -0.11 2,999 35,647 +278
Aug11 101126 86.46 86.78 85.65 86.21 -0.13 1,727 17,931 -469
Sep11 101126 86.25 86.39 85.88 86.39 -0.14 2,253 24,363 +150
Oct11 101126 86.56 86.56 86.56 86.56 -0.16 1,621 16,280 -289
Nov11 101126 86.43 86.75 86.21 86.75 -0.17 1,244 19,678 -38
Dec11 101126 86.89 87.62 85.90 86.96 -0.17 16,768 139,089 +37
Jan12 101126 87.05 87.05 87.05 87.05 -0.17 722 19,025 -103
Feb12 101126 87.13 87.13 87.13 87.13 -0.18 242 7,937 -83
Mar12 101126 87.22 87.22 87.22 87.22 -0.18 194 10,460 -76
Apr12 101126 87.30 87.30 87.30 87.30 -0.18 81 4,041 +3
Total Volume and Open Interest 502,284 1,328,054 -3,149
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 101126 83.700 84.550 82.775 83.750 -0.100 9,224 4,569 -161
Feb11 101126 84.250 85.075 83.400 84.350 -0.075 487 975 +129
Mar11 101126 84.725 84.950 84.075 84.875 -0.075 193 416 +137
Apr11 101126 85.225 85.225 85.225 85.225 -0.100 2 3 +0
May11 101126 85.525 85.525 85.525 85.525 -0.100 0 13 +0
Jun11 101126 85.200 85.800 85.200 85.800 -0.100 1 9 +1
Jul11 101126 86.025 86.025 86.025 86.025 -0.125 0 2 +0
Aug11 101126 86.200 86.200 86.200 86.200 -0.150      
Total Volume and Open Interest 9,911 6,142 +106
Heating Oil(NYM)
Dec10 101126 231.81 234.00 229.68 231.62 -0.93 29,506 26,955 -8,481
Jan11 101126 233.52 235.63 231.19 233.30 -0.88 50,631 96,705 +2,198
Feb11 101126 234.53 236.36 232.24 234.29 -0.82 11,206 40,577 +781
Mar11 101126 234.90 236.42 232.38 234.44 -0.81 7,317 32,812 +1,139
Apr11 101126 233.36 233.82 231.37 233.42 -0.79 2,077 16,862 +613
May11 101126 233.07 233.07 230.87 232.85 -0.74 1,502 17,110 +191
Jun11 101126 232.53 233.77 232.52 232.87 -0.71 3,625 37,876 +661
Jul11 101126 233.45 235.38 231.71 233.83 -0.69 630 7,612 +168
Aug11 101126 234.98 234.98 234.98 234.98 -0.68 112 4,460 +45
Sep11 101126 236.43 236.43 236.43 236.43 -0.68 122 5,047 -20
Oct11 101126 238.18 238.18 238.18 238.18 -0.68 132 2,825 -19
Nov11 101126 239.93 239.93 239.93 239.93 -0.68 136 2,873 +2
Total Volume and Open Interest 107,891 314,283 -2,662
Gasoline(NYMEX)
Dec10 101126 220.95 223.00 219.84 221.03 -0.33 25,978 19,999 -6,134
Jan11 101126 215.80 217.74 214.30 215.84 -0.34 47,971 104,405 +4,840
Feb11 101126 215.76 217.81 214.17 216.03 -0.43 16,547 35,241 +655
Mar11 101126 217.00 218.75 215.47 217.56 -0.49 7,365 27,029 +969
Apr11 101126 227.45 229.40 225.75 228.04 -0.61 2,528 22,714 +530
May11 101126 226.81 229.22 226.78 228.94 -0.56 1,465 10,812 +12
Jun11 101126 229.70 229.70 228.43 229.61 -0.43 1,819 12,942 -31
Jul11 101126 228.83 229.70 228.83 229.38 -0.42 380 4,322 +20
Aug11 101126 228.25 228.83 228.25 228.83 -0.47 220 5,517 +31
Sep11 101126 227.23 227.77 227.23 227.77 -0.51 214 2,869 -22
Total Volume and Open Interest 105,477 278,300 +749
e-miNY RBOB Gasoline(NYM)
Dec10 101126 221.00 221.03 221.00 221.00 -0.40 0 3 +0
Jan11 101126 215.80 215.84 215.80 215.80 -0.40 0 1 +0
Feb11 101126 216.00 216.03 216.00 216.00 -0.50 0 1 +0
Mar11 101126 217.60 217.60 217.56 217.60 -0.50 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 101126 4.407 4.482 4.352 4.399 +0.011 117,367 232,287 +1,196
Feb11 101126 4.415 4.462 4.368 4.412 +0.018 26,259 63,024 +1,298
Mar11 101126 4.378 4.409 4.327 4.374 +0.021 23,710 95,471 +884
Apr11 101126 4.343 4.364 4.291 4.332 +0.024 22,275 71,596 +1,183
May11 101126 4.373 4.385 4.322 4.357 +0.024 8,875 26,232 +662
Jun11 101126 4.383 4.422 4.370 4.403 +0.025 1,924 13,576 +109
Jul11 101126 4.461 4.475 4.448 4.456 +0.021 2,187 11,851 +387
Aug11 101126 4.480 4.498 4.480 4.498 +0.019 1,908 13,833 -57
Sep11 101126 4.493 4.523 4.488 4.518 +0.018 1,444 10,117 -171
Oct11 101126 4.624 4.624 4.576 4.600 +0.017 9,512 43,459 +108
Nov11 101126 4.832 4.832 4.808 4.814 +0.014 1,746 21,495 -25
Dec11 101126 5.100 5.176 5.082 5.116 +0.012 1,851 18,726 +127
Jan12 101126 5.297 5.297 5.255 5.294 +0.008 4,096 27,652 +1,315
Feb12 101126 5.256 5.256 5.256 5.256 +0.008 103 6,386 +55
Mar12 101126 5.142 5.142 5.142 5.142 +0.008 411 14,564 +332
Total Volume and Open Interest 224,150 748,409 -700
Brent Crude Oil(ICE)
Jan11 101126 85.89 85.95 84.75 85.58 -0.52 65,176 235,661 -3,783
Feb11 101126 86.00 86.08 84.89 85.72 -0.54 22,205 163,692 +614
Mar11 101126 86.17 86.18 85.06 85.91 -0.54 7,419 85,479 +1,096
Apr11 101126 86.37 86.37 85.28 86.12 -0.54 3,394 39,423 +1,040
May11 101126 86.28 86.53 85.49 86.32 -0.56 1,916 25,535 -105
Jun11 101126 86.75 86.75 85.74 86.54 -0.56 3,402 47,485 +449
Jul11 101126 86.81 86.81 85.94 86.73 -0.57 649 12,580 -71
Aug11 101126 87.01 87.01 86.13 86.92 -0.57 568 12,758 -98
Sep11 101126 86.82 87.10 86.31 87.10 -0.57 445 9,249 +77
Oct11 101126 87.29 87.29 87.29 87.29 -0.55 389 6,893 +18
Nov11 101126 87.47 87.47 87.47 87.47 -0.53 338 10,272 +28
Dec11 101126 87.80 87.80 86.81 87.66 -0.51 4,075 80,407 +541
Jan12 101126 87.85 87.85 87.85 87.85 -0.51 81 10,678 +65
Feb12 101126 88.00 88.00 88.00 88.00 -0.51 23 5,661 -18
Total Volume and Open Interest 110,915 825,326 +137
Gas Oil(ICE)
Dec10 101126 723.75 726.50 716.00 722.00 -6.75 31,297 71,254 -1,997
Jan11 101126 729.25 730.75 720.75 726.75 -6.50 34,266 123,850 +3,773
Feb11 101126 728.75 733.50 723.75 729.75 -6.50 8,874 59,515 +198
Mar11 101126 730.00 733.75 726.25 731.75 -6.25 5,431 44,790 -521
Apr11 101126 734.25 735.00 727.00 732.75 -6.50 2,113 47,079 +205
May11 101126 734.50 736.00 728.50 734.00 -6.50 3,270 38,520 -40
Jun11 101126 736.00 737.50 730.00 735.50 -6.25 9,942 45,870 +270
Jul11 101126 739.25 740.50 733.00 738.50 -6.25 1,298 17,353 +67
Aug11 101126 740.25 743.25 740.25 742.00 -6.25 1,493 13,971 +135
Sep11 101126 743.50 746.50 741.50 745.25 -6.25 1,088 10,014 -63
Total Volume and Open Interest 103,407 588,275 +2,368
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 35 50 -30
Dec10 101126 2.132 2.153 2.132 2.145 +0.003 233 472 -133
Jan11 101126 2.098 2.102 2.098 2.102 +0.005 39 916 +24
Feb11 101126 2.085 2.085 2.075 2.075 +0.005 23 924 -4
Mar11 101126 2.079 2.079 2.079 2.079 +0.005 15 1,105 +10
Apr11 101126 2.083 2.083 2.083 2.083 +0.005 22 877 -2
May11 101126 2.107 2.107 2.107 2.107 +0.005 6 368 +5
Jun11 101126 2.112 2.112 2.112 2.112 +0.005 28 625 +9
Total Volume and Open Interest 404 7,873 -74
WTI Crude Oil(ICE
Jan11 101126 84.10 84.10 82.78 83.76 -0.48 15,989 104,486 -806
Feb11 101126 84.42 84.53 83.34 84.35 -0.46 3,352 49,533 +77
Mar11 101126 84.95 85.05 83.93 84.87 -0.44 706 47,132 -88
Apr11 101126 85.23 85.26 84.37 85.22 -0.46 906 25,601 +61
May11 101126 84.84 85.52 84.84 85.52 -0.45 1,199 17,793 -6
Jun11 101126 85.56 85.84 84.87 85.80 -0.43 1,533 48,183 +23
Jul11 101126 86.02 86.03 85.30 86.03 -0.41 75 14,147 -7
Aug11 101126 86.21 86.21 86.01 86.21 -0.43 4 8,752 -2
Sep11 101126 86.39 86.39 86.10 86.39 -0.44 1 11,353 +0
Oct11 101126 86.56 86.56 86.56 86.56 -0.45 7 4,477 +1
Nov11 101126 86.75 86.75 86.75 86.75 -0.45 4 7,596 -2
Dec11 101126 86.95 86.99 86.05 86.96 -0.42 1,926 53,896 -102
Jan12 101126 87.05 87.05 87.05 87.05 -0.42 0 5,234 +0
Feb12 101126 87.13 87.13 87.13 87.13 -0.43 0 1,184 +0
Mar12 101126 87.22 87.22 87.22 87.22 -0.42 0 3,169 +0
Apr12 101126 87.30 87.30 87.30 87.30 -0.42 0 774 +0
Total Volume and Open Interest 25,903 475,972 -757
US Dollar Index(ICE)
Dec10 101126 79.850 80.600 79.815 80.433 +0.493 3,158 31,948 -743
Mar11 101126 80.280 80.990 80.270 80.827 +0.497 48 1,093 +43
Jun11 101126 81.257 81.257 81.257 81.257 +0.497 0 8 +0
Total Volume and Open Interest 3,206 33,049 -700
Australian Dollar(CME)
Dec10 101126 97.63 98.30 95.94 96.24 -1.67 90,100 116,877 +1,104
Mar11 101126 96.61 97.12 94.88 95.15 -1.64 669 1,958 +22
Jun11 101126 94.09 95.68 94.09 94.09 -1.59 0 152 +0
Total Volume and Open Interest 90,769 119,124 +1,126
British Pound(CME)
Dec10 101126 157.50 157.92 155.88 156.07 -1.52 99,437 90,022 -2,619
Mar11 101126 157.77 157.77 155.83 155.98 -1.50 325 1,239 +43
Jun11 101126 155.88 157.37 155.88 155.88 -1.49 1 41 +0
Total Volume and Open Interest 99,763 91,338 -2,576
Canadian Dollar(CME)
Dec10 101126 99.03 99.22 97.56 98.06 -0.72 89,315 102,139 +3,558
Mar11 101126 98.82 99.00 97.39 97.88 -0.70 1,061 4,927 +63
Jun11 101126 98.53 98.53 97.63 97.67 -0.69 24 1,052 +4
Sep11 101126 97.39 98.09 97.39 97.39 -0.70 17 492 +4
Total Volume and Open Interest 90,437 109,071 +3,629
Japanese Yen(CME)
Dec10 101126 119.79 119.92 118.80 119.04 -0.55 112,453 127,403 -174
Mar11 101126 120.00 120.00 118.79 119.21 -0.53 806 1,985 +155
Jun11 101126 119.43 119.90 119.43 119.43 -0.47 0 203 +0
Total Volume and Open Interest 113,259 129,601 -19
Swiss Franc(CME)
Dec10 101126 100.33 100.58 99.46 99.75 -0.51 38,115 39,357 -263
Mar11 101126 100.48 100.60 99.60 99.86 -0.50 139 448 +7
Jun11 101126 99.80 100.01 99.80 100.01 -0.47 0 2 +0
Total Volume and Open Interest 38,254 39,809 -256
EuroFX(CME)
Dec10 101126 133.24 133.88 132.00 132.42 -0.71 375,533 185,274 +5,165
Mar11 101126 133.13 133.71 131.95 132.35 -0.68 3,236 6,702 -195
Jun11 101126 131.95 132.90 131.95 132.29 -0.61 10 154 +4
Total Volume and Open Interest 378,779 192,163 +4,974
Mexican Peso(CME)
Dec10 101126 807.0 808.8 797.0 799.0 -8.2 38,151 144,229 -5,626
Jan11 101126 798.0 806.2 798.0 798.0 -8.2      
Total Volume and Open Interest 38,199 145,180 -5,602
30-Year T-Bonds(CBOT)
Dec10 101126 126~170 127~230 126~110 127~170 +1~010 608,849 275,814 -134,579
Mar11 101126 125~020 126~070 124~280 126~010 +1~010 300,714 377,654 +161,725
Jun11 101126 124~260 124~260 123~250 124~260 +1~010 0 560 +0
Total Volume and Open Interest 909,563 654,028 +27,146
10-Year T-Notes(CBOT)
Dec10 101126 124~095 124~270 124~015 124~190 +0~100 1,883,761 793,420 -285,299
Mar11 101126 123~110 123~290 123~035 123~210 +0~100 691,164 735,039 +336,994
Jun11 101126 122~310 122~310 122~165 122~265 +0~100 6 32 -4
Total Volume and Open Interest 2,574,931 1,528,497 +51,691
5-Year T-Notes(CBOT)
Dec10 101126 120~021 120~069 120~001 120~039 +0~022 956,541 654,911 -240,005
Mar11 101126 119~051 119~100 119~033 119~071 +0~026 449,623 461,889 +209,327
Jun11 101126 118~095 118~095 118~069 118~095 +0~026      
Total Volume and Open Interest 1,406,164 1,116,800 -30,678
2 Year T-Notes(CBOT)
Dec10 101126 109~080 109~091 109~077 109~082 +0~003 612,975 351,882 -156,079
Mar11 101126 109~061 109~075 109~058 109~067 +0~003 375,567 374,580 +140,382
Jun11 101126 109~051 109~051 109~048 109~051 +0~003      
Total Volume and Open Interest 988,542 726,462 -15,697
Eurodollars(CME)
Dec10 101126 99.613 99.640 99.607 99.618 -0.022 548,015 951,815 -6,354
Mar11 101126 99.435 99.475 99.400 99.455 -0.040 676,081 1,165,001 +6,861
Jun11 101126 99.350 99.385 99.310 99.365 -0.040 426,899 1,053,032 -14,600
Sep11 101126 99.270 99.305 99.230 99.285 -0.030 421,834 932,814 -921
Dec11 101126 99.165 99.200 99.125 99.175 -0.025 433,787 832,676 -17,590
Mar12 101126 99.035 99.090 99.000 99.045 -0.025 401,703 721,720 -33,300
Jun12 101126 98.900 98.960 98.865 98.905 -0.025 268,538 461,734 -3,649
Sep12 101126 98.755 98.820 98.720 98.760 -0.025 221,605 372,539 -8,790
Dec12 101126 98.595 98.655 98.540 98.595 -0.020 185,390 314,622 -623
Mar13 101126 98.430 98.485 98.370 98.425 -0.015 155,979 239,140 +1,454
Jun13 101126 98.240 98.285 98.170 98.235 -0.005 96,585 155,807 -1,105
Sep13 101126 98.025 98.075 97.955 98.025 +0.005 82,448 175,729 -1,104
Dec13 101126 97.790 97.840 97.720 97.790 +0.015 32,887 127,566 -15
Mar14 101126 97.560 97.615 97.490 97.565 +0.025 28,642 114,046 +830
Jun14 101126 97.310 97.365 97.245 97.320 +0.035 25,214 106,854 +1,005
Sep14 101126 97.065 97.125 97.010 97.080 +0.040 21,697 72,779 +369
Dec14 101126 96.825 96.880 96.770 96.840 +0.045 16,802 87,518 +2,827
Mar15 101126 96.620 96.665 96.560 96.635 +0.050 19,359 45,037 -1,083
Total Volume and Open Interest 4,138,578 8,132,799 -71,352
30 Day Federal Funds(CBOT)
Nov10 101126 99.808 99.808 99.805 99.808 unch 404 88,889 -74
Dec10 101126 99.815 99.815 99.805 99.810 -0.005 5,262 88,664 +2,128
Jan11 101126 99.815 99.815 99.810 99.815 unch 4,270 65,696 +1,179
Feb11 101126 99.805 99.815 99.800 99.810 -0.005 3,370 53,805 +449
Mar11 101126 99.810 99.815 99.805 99.810 -0.005 4,669 32,990 +659
Apr11 101126 99.805 99.815 99.805 99.810 -0.005 6,536 36,712 +2,924
Total Volume and Open Interest 65,886 607,008 +9,092
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 101126 99.660 99.660 99.660 99.660 unch 0 2,289 +0
Mar11 101126 99.660 99.660 99.660 99.660 unch 0 769 +0
Jun11 101126 99.660 99.660 99.660 99.660 unch 0 150 +0
Sep11 101126 99.650 99.650 99.650 99.650 unch      
Dec11 101126 99.655 99.655 99.655 99.655 unch      
Mar12 101126 99.645 99.645 99.645 99.645 unch      
Jun12 101126 99.695 99.695 99.695 99.695 unch      
Sep12 101126 99.645 99.645 99.645 99.645 unch      
Dec12 101126 99.340 99.340 99.340 99.340 unch      
Mar13 101126 99.340 99.340 99.340 99.340 unch      
Total Volume and Open Interest 0 3,208 +0
3-Mth Euro-Yen(SGX)
Dec10 101126 99.66 99.66 99.66 99.66 unch 0 4,388 +0
Mar11 101126 99.66 99.66 99.66 99.66 unch 0 1,476 +0
Jun11 101126 99.64 99.66 99.62 99.66 unch 1 1,537 +2
Sep11 101126 99.65 99.65 99.65 99.65 unch 0 1,283 +0
Dec11 101126 99.65 99.65 99.65 99.65 unch 0 110 +0
Mar12 101126 99.64 99.64 99.64 99.64 unch 0 305 +0
Jun12 101126 99.69 99.69 99.69 99.69 unch 0 754 +0
Sep12 101126 99.64 99.64 99.64 99.64 unch 0 310 +0
Total Volume and Open Interest 1 10,167 +2
Japanese Gov't Bonds(SGX)
Dec10 101126 140.98 141.08 140.37 140.41 -0.62 2,904 16,603 +484
Mar11 101126 139.80 139.80 139.58 139.58 -0.69 2 26 +1
Jun11 101126 137.49 137.49 137.49 137.49 -0.69      
Total Volume and Open Interest 2,906 16,629 +485
Euro-Bund(EUREX)
Dec10 101126 127.48 128.07 127.16 127.35 +0.06 541,189 967,217 -28,116
Mar11 101126 127.30 127.89 126.99 127.17 +0.07 8,328 46,173 +2,792
Jun11 101126 126.60 126.60 126.60 126.60 +0.06 36 0 +0
Total Volume and Open Interest 549,553 1,013,390 -25,324
Euro-Bobl(EUREX)
Dec10 101126 119.53 119.89 119.47 119.56 +0.14 351,959 703,534 +675
Mar11 101126 119.33 119.69 119.27 119.35 +0.12 8,824 105,387 -1,144
Jun11 101126 119.40 119.40 119.40 119.40 +0.14 0 8 +0
Total Volume and Open Interest 360,783 808,929 -469
3-Mth Euribor(EUREX)
Dec10 101126 98.940 98.940 98.940 98.940 -0.005 42 6,078 -31
Mar11 101126 98.800 98.800 98.790 98.790 -0.010 117 2,047 -23
Jun11 101126 98.710 98.710 98.700 98.700 unch 15 5,322 -7
Total Volume and Open Interest 418 22,130 -17
Long Gilt(LIFFE)
Dec10 101126 121~00 121~19 120~28 121~03 +0~06 176,524 117,367 -51,336
Mar11 101126 119~25 120~08 119~18 119~25 +0~06 103,474 200,382 +45,082
Total Volume and Open Interest 279,998 317,749 -6,254
3-Mth Short Sterling(LIFFE)
Dec10 101126 99.22 99.23 99.20 99.22 unch 29,607 353,954 -4,138
Mar11 101126 99.13 99.13 99.09 99.12 -0.01 56,647 280,294 -1,928
Jun11 101126 99.03 99.04 98.99 99.03 +0.01 77,807 233,958 -6,845
Sep11 101126 98.89 98.92 98.86 98.91 +0.02 52,141 229,407 -1,466
Dec11 101126 98.73 98.77 98.69 98.76 +0.04 67,118 318,167 -4,224
Mar12 101126 98.56 98.61 98.52 98.59 +0.04 46,417 192,082 -1,691
Total Volume and Open Interest 434,123 2,036,369 -17,465
3-Mth Euribor(LIFFE)
Dec10 101126 98.945 98.950 98.930 98.940 -0.005 97,509 507,607 -6,342
Mar11 101126 98.800 98.805 98.780 98.790 -0.010 93,666 524,160 +7,247
Jun11 101126 98.700 98.725 98.690 98.700 unch 74,745 438,295 -5,164
Total Volume and Open Interest 574,772 2,953,134 -26,617
3-Mth Aus T-Bills(SFE)
Dec10 101126 94.95 94.98 94.95 94.97 +0.01 11,290 147,329 -7,788
Mar11 101126 94.84 94.89 94.83 94.88 +0.04 26,031 167,458 +779
Jun11 101126 94.71 94.78 94.70 94.78 +0.06 16,854 102,677 +3,178
Sep11 101126 94.61 94.68 94.59 94.67 +0.06 10,218 55,802 -682
Dec11 101126 94.52 94.59 94.50 94.56 +0.05 2,235 40,169 +105
Mar12 101126 94.42 94.49 94.42 94.48 +0.05 1,495 39,750 +215
Jun12 101126 94.36 94.43 94.35 94.42 +0.05 1,813 35,355 +578
Sep12 101126 94.31 94.37 94.29 94.36 +0.04 2,305 15,319 +403
Dec12 101126 94.27 94.31 94.23 94.31 +0.04 1,519 3,696 +1,516
Mar13 101126 94.29 94.29 94.29 94.29 +0.04 0 2,001 +0
Total Volume and Open Interest 73,760 610,628 -1,696
10-Year Aus T-Bonds(SFE)
Dec10 101126 94.45 94.51 94.44 94.49 +0.03 28,372 400,493 +52
Mar11 101126 94.49 94.49 94.49 94.49 +0.03      
Total Volume and Open Interest 28,372 400,493 +52
3-Year Aus T-Bonds(SFE)
Dec10 101126 94.79 94.87 94.77 94.86 +0.06 96,118 520,652 -2,295
Mar11 101126 94.81 94.81 94.81 94.81 +0.06      
Total Volume and Open Interest 96,118 520,652 -2,295
Gold(CMX)
Dec10 101126 1371.2 1374.9 1350.1 1362.4 -10.6 189,894 103,310 -66,730
Feb11 101126 1373.3 1376.8 1352.0 1364.3 -10.7 106,226 289,486 +46,704
Apr11 101126 1375.4 1378.6 1354.9 1366.4 -10.8 4,419 38,601 +2,269
Jun11 101126 1378.6 1380.0 1357.1 1368.6 -10.8 3,116 31,562 +88
Aug11 101126 1382.1 1382.1 1359.3 1370.8 -10.8 380 13,872 +182
Oct11 101126 1373.2 1373.2 1373.2 1373.2 -10.7 142 10,149 +45
Dec11 101126 1386.9 1387.6 1365.0 1375.7 -10.6 4,480 33,013 +877
Feb12 101126 1378.2 1378.2 1378.2 1378.2 -10.6 1 6,011 +0
Apr12 101126 1374.0 1380.8 1374.0 1380.8 -10.6 7 5,923 +0
Jun12 101126 1376.9 1383.7 1376.9 1383.7 -10.5 313 9,959 +169
Aug12 101126 1387.0 1387.0 1387.0 1387.0 -10.4 0 4,733 +0
Total Volume and Open Interest 311,857 607,664 -15,048
Silver(CMX)
Dec10 101126 2741.5 2756.5 2640.0 2669.9 -82.9 62,315 28,268 -13,907
Mar11 101126 2748.5 2765.0 2647.5 2677.2 -83.1 24,516 60,601 +3,286
May11 101126 2755.0 2767.0 2662.5 2682.3 -83.1 1,839 11,549 +638
Jul11 101126 2768.5 2768.5 2660.0 2687.3 -83.0 158 8,713 -27
Sep11 101126 2750.0 2750.0 2681.5 2692.2 -82.8 22 6,240 +5
Dec11 101126 2773.0 2775.0 2670.0 2699.4 -82.6 1,021 9,989 +106
Mar12 101126 2705.3 2705.3 2705.3 2705.3 -82.8 0 355 +0
Total Volume and Open Interest 91,084 137,944 -9,741
Platinum(NYMEX)
Jan11 101126 1656.3 1670.0 1637.5 1645.2 -13.2 4,073 31,615 +166
Apr11 101126 1662.5 1664.0 1648.0 1649.4 -13.7 250 2,618 +144
Jul11 101126 1650.0 1651.7 1650.0 1651.7 -13.7 40 263 +40
Oct11 101126 1651.7 1651.7 1651.7 1651.7 -13.7      
Total Volume and Open Interest 4,363 34,498 +350
Palladium(NYMEX)
Dec10 101126 694.85 702.00 663.50 676.50 -18.90 6,827 5,776 -4,085
Mar11 101126 696.60 704.05 665.80 678.85 -18.60 4,587 17,238 +3,030
Jun11 101126 703.85 704.10 672.95 679.70 -18.65 12 182 +5
Total Volume and Open Interest 11,444 23,212 -1,050
Copper(CMX)
Dec10 101126 375.25 378.85 369.55 375.10 -0.45 31,893 15,536 -5,033
Mar11 101126 376.30 380.00 370.75 376.25 -0.40 17,698 96,590 +5,752
May11 101126 375.40 379.55 371.90 375.90 -0.35 1,292 16,724 +737
Jul11 101126 372.90 375.25 372.90 375.25 -0.25 445 5,147 +5
Sep11 101126 374.40 374.85 374.40 374.40 -0.10 196 4,813 +8
Total Volume and Open Interest 52,465 147,544 +1,490
DJIA Index(CBOT)
Dec10 101126 11142 11185 11030 11030 -125 301 8,174 -53
Mar11 101126 10968 11091 10968 10968 -123 1 40 +1
Jun11 101126 10907 11026 10907 10907 -119      
Sep11 101126 10845 10970 10845 10845 -125      
Total Volume and Open Interest 302 8,214 -52
S & P 500(CME)
Dec10 101126 1194.20 1200.20 1182.50 1183.20 -13.30 21,839 355,289 +1,248
Mar11 101126 1182.00 1187.40 1178.10 1178.10 -13.30 1,811 14,134 +1,568
Jun11 101126 1178.30 1182.60 1173.30 1173.30 -13.30 1 2,716 -100
Sep11 101126 1168.80 1171.60 1168.80 1168.80 -13.30 0 130 +0
Total Volume and Open Interest 23,751 372,419 +2,816
S & P 500 E-Mini(Globex)
Dec10 101126 1194.00 1200.50 1182.50 1183.25 -13.25 1,821,455 2,782,893 +3,936
Mar11 101126 1188.50 1195.00 1178.00 1178.00 -13.50 14,561 68,005 +10,697
Total Volume and Open Interest 1,836,022 2,851,023 +14,634
NASDAQ 100(CME)
Dec10 101126 2155.00 2162.80 2135.00 2146.00 -12.00 2,926 29,059 +1,013
Mar11 101126 2144.00 2147.30 2144.00 2144.00 -12.30 2 61 +1
Jun11 101126 2141.50 2144.80 2141.50 2141.50 -12.30      
Total Volume and Open Interest 2,928 29,120 +1,014
NASDAQ 100 E-Mini(Globex)
Dec10 101126 2155.30 2163.30 2134.80 2146.00 -12.00 267,835 427,557 +15,843
Mar11 101126 2156.00 2160.80 2134.00 2144.00 -12.30 395 1,629 +29
Total Volume and Open Interest 268,231 429,198 +15,871
S & P Midcap 400(CME)
Dec10 101126 855.70 859.00 855.50 855.70 -6.20 5 3,714 +0
Mar11 101126 853.30 859.90 853.30 853.30 -6.60 0 2 +0
Jun11 101126 851.30 857.90 851.30 851.30 -6.60      
Total Volume and Open Interest 5 3,716 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101126 10100 10205 10005 10020 -125 10,120 44,678 -402
Mar11 101126 10050 10170 10050 10050 -120 2 66 +2
Total Volume and Open Interest 10,122 44,744 -400
Nikkei 225(SGX)
Dec10 101126 10085 10140 10040 10050 -40 116,171 214,939 -4,482
Mar11 101126 10090 10090 10040 10040 -40 2,313 6,488 +481
Jun11 101126 9970 9970 9970 9970 -40 0 2,126 +0
Total Volume and Open Interest 118,544 230,178 -3,990
CAC 40(EURONEXT)
Dec10 101126 3730.0 3743.5 3684.0 3726.0 -32.5 54,552 345,036 -17,164
Jan11 101126 3731.0 3741.0 3695.0 3729.0 -32.0 590 5,836 +568
Feb11 101126 3731.0 3731.0 3731.0 3731.0 -32.0 0 70 +0
Total Volume and Open Interest 55,146 351,124 -16,592
Hang Seng Index(HKFE)
Nov10 101126 22982 23113 22766 22860 -178 109,843 34,061 -15,699
Dec10 101126 23002 23107 22760 22847 -198 51,141 87,044 +16,569
Total Volume and Open Interest 161,330 124,338 +1,025
DAX(EUREX)
Dec10 101126 6850.0 6875.0 6781.5 6857.0 -28.5 67,774 203,306 +2,012
Mar11 101126 6868.5 6889.5 6799.0 6873.0 -28.5 517 13,808 +61
Jun11 101126 6890.5 6911.5 6825.0 6895.0 -28.5 112 4,520 +11
Total Volume and Open Interest 68,403 221,634 +2,084
FT-SE 100(EURONEXT)
Dec10 101126 5674.00 5695.00 5596.00 5673.00 -29.00 45,658 613,077 +2,760
Mar11 101126 5634.00 5650.00 5561.00 5633.00 -29.00 523 10,222 +270
Jun11 101126 5553.00 5605.50 5546.00 5591.50 -29.00 60 1,038 +10
Total Volume and Open Interest 46,241 624,347 +3,040
SPI 200(SFE)
Dec10 101126 4594.0 4627.0 4587.0 4597.0 +2.0 22,924 201,389 -3,850
Mar11 101126 4588.0 4610.0 4588.0 4593.0 +2.0 102 2,339 +42
Jun11 101126 4606.0 4616.0 4606.0 4616.0 unch 5 1,155 -4
Total Volume and Open Interest 23,031 207,460 -3,812
GSCI(CME)
Dec10 101126 573.00 576.50 572.00 576.50 +0.50 362 14,677 +75
Jan11 101126 575.00 578.50 574.00 578.50 +0.50 2 3 +0
Feb11 101126 580.50 580.55 576.00 580.50 unch      
Total Volume and Open Interest 364 14,680 +75
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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