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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 30, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101130 1238.00 1247.25 1227.75 1243.00 +8.00 79,168 263,752 -4,791
Mar11 101130 1246.00 1255.50 1236.50 1251.50 +8.00 21,540 126,394 +3,191
May11 101130 1247.00 1256.75 1238.25 1253.00 +8.00 9,587 64,182 +1,624
Jul11 101130 1253.75 1260.25 1241.25 1255.75 +6.50 12,350 59,410 -142
Aug11 101130 1239.00 1239.00 1229.25 1235.75 +6.50 679 2,472 +44
Sep11 101130 1195.75 1202.25 1193.00 1197.50 +4.50 581 3,176 +64
Nov11 101130 1158.50 1166.75 1150.00 1162.00 +4.00 3,697 97,268 +380
Total Volume and Open Interest 127,875 629,643 +415
Soybean Meal(CBOT)
Dec10 101130 336.30 338.60 332.80 338.60 +2.30 26,495 11,007 -8,589
Jan11 101130 338.60 341.00 335.00 340.70 +2.10 31,679 69,443 +1,070
Mar11 101130 341.30 343.10 337.80 343.10 +1.70 9,609 43,046 +1,992
May11 101130 340.20 341.90 336.60 341.90 +1.90 5,424 25,583 +544
Jul11 101130 340.20 341.90 336.50 341.90 +1.80 3,895 17,327 +275
Aug11 101130 330.50 333.60 328.60 333.60 +1.80 191 5,121 +0
Sep11 101130 320.00 322.60 318.00 322.60 +1.60 1,359 5,268 +49
Oct11 101130 303.20 305.60 302.20 305.60 +2.10 49 4,876 -13
Total Volume and Open Interest 79,624 199,183 -4,643
Soybean Oil(CBOT)
Dec10 101130 50.01 50.75 49.81 50.65 +0.78 38,822 17,032 -13,005
Jan11 101130 50.37 51.11 50.16 51.00 +0.78 54,981 135,482 +550
Mar11 101130 50.90 51.53 50.60 51.44 +0.78 19,075 84,493 +5,616
May11 101130 51.30 51.82 50.93 51.78 +0.80 2,986 36,563 +515
Jul11 101130 51.42 52.12 51.18 52.04 +0.80 3,724 28,761 +487
Aug11 101130 51.76 52.12 51.58 52.12 +0.80 90 4,371 +2
Sep11 101130 51.79 52.18 51.77 52.18 +0.80 462 2,761 +56
Oct11 101130 51.52 52.25 51.52 52.22 +0.78 793 5,554 +458
Total Volume and Open Interest 122,180 329,758 -5,327
Canola(WCE)
Jan11 101130 533.0 539.0 531.5 536.4 +4.5 8,528 113,039 -2,972
Mar11 101130 539.4 545.8 539.0 543.1 +4.4 6,207 28,075 +652
May11 101130 544.6 547.5 541.6 544.8 +3.8 29 4,776 -43
Jul11 101130 542.7 547.9 542.7 544.5 +2.5 101 14,700 +7
Nov11 101130 497.9 499.0 494.0 498.3 +2.4 271 32,345 -149
Total Volume and Open Interest 15,140 194,212 -2,505
Corn(CBOT)
Dec10 101130 539.00 541.00 529.50 530.00 -8.25 173,312 56,245 -73,094
Mar11 101130 554.00 556.00 543.25 544.00 -9.25 201,670 736,749 +22,093
May11 101130 561.50 563.50 551.25 551.50 -9.75 17,444 149,901 +930
Jul11 101130 565.25 567.50 555.00 555.50 -9.75 23,423 229,836 +782
Sep11 101130 532.00 534.00 524.00 524.00 -8.00 1,334 38,994 -281
Dec11 101130 510.00 512.75 503.00 503.50 -6.50 14,290 258,918 +1,689
Total Volume and Open Interest 432,732 1,528,470 -47,854
Wheat(CBOT)
Dec10 101130 651.25 657.00 645.00 650.25 unch 52,156 15,142 -29,486
Mar11 101130 692.50 698.00 685.50 690.50 unch 67,078 228,721 +8,654
May11 101130 717.50 723.00 710.50 715.75 unch 4,335 48,365 -335
Jul11 101130 728.75 736.00 724.00 728.25 unch 6,750 90,404 +3,088
Sep11 101130 750.75 754.75 742.75 747.75 +1.00 915 16,251 +96
Total Volume and Open Interest 133,279 465,569 -17,833
Wheat(KCBT)
Dec10 101130 726.50 738.00 724.00 730.00 +3.50 19,002 7,507 -11,176
Mar11 101130 743.00 755.25 739.25 745.50 +3.00 22,008 115,488 +4,902
May11 101130 753.50 764.00 748.25 754.75 +3.00 1,244 22,133 +362
Jul11 101130 759.75 769.25 754.00 759.00 +2.00 1,723 49,112 -552
Sep11 101130 766.75 777.50 763.50 766.75 +2.00 324 8,385 +197
Total Volume and Open Interest 44,447 213,416 -6,242
Wheat(MGE)
Dec10 101130 737.25 743.50 731.75 740.00 +3.50 3,046 2,256 -1,021
Mar11 101130 756.50 767.25 751.25 760.25 +4.50 5,046 31,340 +47
May11 101130 767.50 775.00 760.25 768.00 +2.50 757 8,826 +508
Jul11 101130 770.75 780.00 767.75 773.75 +3.00 342 7,463 +85
Sep11 101130 774.50 784.25 774.50 777.25 +2.25 131 6,463 +28
Total Volume and Open Interest 9,494 64,066 -318
Oats(CBOT)
Dec10 101130 339.75 341.25 333.00 340.00 +2.25 1,250 800 -1,076
Mar11 101130 349.50 352.00 342.75 350.00 +0.50 1,132 9,634 +110
May11 101130 355.00 355.75 349.50 355.75 +0.50 52 565 +10
Jul11 101130 360.00 361.00 356.00 361.00 +0.50 64 182 +50
Total Volume and Open Interest 2,514 12,077 -898
Rough Rice(CBOT)
Jan11 101130 13.48 13.90 13.44 13.88 +0.45 965 9,759 -312
Mar11 101130 13.77 14.18 13.73 14.16 +0.45 750 4,385 +518
May11 101130 14.14 14.43 13.98 14.43 +0.45 13 1,009 +0
Jul11 101130 14.30 14.63 14.19 14.62 +0.43 11 1,537 -11
Total Volume and Open Interest 1,751 17,347 +196
Live Cattle(CME)
Dec10 101130 102.000 103.400 101.550 103.080 +1.045 6,778 47,796 -2,345
Feb11 101130 105.785 106.700 105.230 106.385 +0.600 17,203 155,256 +2,894
Apr11 101130 108.750 109.600 108.285 109.385 +0.555 6,297 81,915 +1,043
Jun11 101130 105.785 106.650 105.550 106.250 +0.420 2,560 34,779 +852
Aug11 101130 105.200 106.250 105.100 106.150 +0.700 835 14,075 +55
Oct11 101130 107.750 108.900 107.700 108.830 +0.695 371 7,452 +64
Total Volume and Open Interest 34,328 344,849 +2,735
Feeder Cattle(CME)
Jan11 101130 118.200 120.180 117.285 119.180 +0.780 1,648 16,452 +357
Mar11 101130 118.785 120.550 117.800 119.785 +0.785 1,017 9,104 +195
Apr11 101130 118.830 120.785 118.150 120.400 +1.100 348 2,754 +154
May11 101130 119.000 120.750 118.450 120.635 +1.250 225 3,662 +133
Aug11 101130 119.450 121.500 119.350 121.385 +1.335 277 3,394 +223
Sep11 101130 118.700 120.600 118.700 120.600 +1.100 26 215 +17
Oct11 101130 118.800 119.700 118.800 119.700 +0.600 5 45 +0
Total Volume and Open Interest 3,546 35,628 +1,079
Lean Hogs(CME)
Dec10 101130 70.000 70.350 68.830 69.035 -1.000 5,535 18,648 -909
Feb11 101130 76.225 76.535 75.250 75.785 -0.440 14,384 78,532 -483
Apr11 101130 80.800 80.950 79.600 79.950 -0.850 4,656 50,096 +499
May11 101130 86.150 86.400 85.700 86.400 -0.300 25 1,670 +10
Jun11 101130 88.980 89.200 88.230 88.750 -0.385 2,132 29,568 +92
Jul11 101130 87.900 88.300 87.800 88.180 -0.220 180 6,721 +37
Aug11 101130 87.535 87.850 87.300 87.700 unch 920 6,513 +258
Oct11 101130 78.050 78.550 77.950 78.550 +0.250 106 4,089 +19
Total Volume and Open Interest 27,964 197,527 -471
Class III Milk(CME)
Nov10 101130 15.44 15.48 15.43 15.46 +0.03 320 5,069 +83
Dec10 101130 13.85 14.02 13.81 13.91 +0.10 188 5,791 -15
Jan11 101130 13.70 13.90 13.70 13.75 +0.11 311 3,784 -11
Feb11 101130 13.68 13.85 13.68 13.77 +0.12 271 2,925 +23
Mar11 101130 13.98 14.10 13.98 14.02 +0.02 66 2,702 +46
Total Volume and Open Interest 1,634 30,524 +429
Cocoa(ICE)
Dec10 101130 2746 2772 2746 2772 +51 5 90 -21
Mar11 101130 2774 2844 2751 2807 +52 6,523 72,573 +783
May11 101130 2777 2859 2776 2827 +50 529 20,446 +594
Jul11 101130 2801 2880 2801 2847 +51 394 10,125 +156
Sep11 101130 2810 2875 2810 2863 +50 34 4,717 -31
Dec11 101130 2838 2881 2835 2881 +50 10 10,230 +8
Mar12 101130 2915 2987 2915 2956 +47 0 10,177 +0
Total Volume and Open Interest 7,495 133,571 +1,489
Coffee "C"(ICE)
Dec10 101130 203.40 203.80 200.00 200.95 -1.45 217 633 -152
Mar11 101130 202.65 204.00 200.15 201.20 -1.45 8,414 88,788 -176
May11 101130 204.00 204.55 200.80 201.90 -1.30 787 22,403 +117
Jul11 101130 202.85 202.85 200.20 201.25 -1.25 205 7,115 +213
Sep11 101130 200.10 200.10 198.80 199.45 -1.10 81 3,221 +39
Dec11 101130 195.95 197.10 195.95 196.95 -0.90 66 6,092 +26
Total Volume and Open Interest 9,865 129,406 +76
Orange Juice(ICE)
Jan11 101130 150.40 151.50 149.00 149.20 -1.00 2,045 20,468 -1,203
Mar11 101130 151.50 152.55 150.20 150.40 -1.00 608 4,855 +852
May11 101130 152.55 152.65 151.20 151.20 -1.00 11 1,213 +5
Jul11 101130 152.00 152.00 152.00 152.00 -0.70 20 1,582 +19
Sep11 101130 152.50 152.50 152.50 152.50 -0.70 0 300 +0
Nov11 101130 153.35 153.35 152.35 152.35 -0.25 0 15 +0
Total Volume and Open Interest 2,684 28,456 -327
Sugar #11(ICE)
Mar11 101130 28.65 28.84 27.03 27.55 -0.80 32,438 231,190 +86
May11 101130 25.85 26.17 24.49 24.99 -0.79 12,182 100,646 +1,569
Jul11 101130 23.21 23.51 21.86 22.32 -0.86 10,798 97,858 +1,057
Oct11 101130 21.67 21.84 20.35 20.78 -0.89 7,013 56,147 +378
Mar12 101130 21.00 21.13 19.74 20.14 -0.82 3,392 46,376 +195
Total Volume and Open Interest 67,742 576,444 +4,039
London Cocoa(LCE)
Dec10 101130 1855 1906 1848 1892 +39 1,270 50,116 -159
Mar11 101130 1867 1919 1861 1904 +38 3,502 58,571 +994
May11 101130 1890 1932 1880 1918 +37 601 20,265 +76
Jul11 101130 1903 1947 1894 1933 +35 526 15,264 +75
Sep11 101130 1920 1956 1911 1944 +32 68 9,860 -31
Dec11 101130 1925 1959 1925 1953 +30 412 16,188 +18
Mar12 101130 1934 1980 1934 1963 +28 0 13,109 +0
Total Volume and Open Interest 6,379 186,350 +973
London Sugar(LCE)
Mar11 101130 731.00 734.00 696.00 710.00 -17.80 2,005 28,672 -769
May11 101130 694.70 697.30 660.00 672.90 -19.90 563 8,535 +99
Aug11 101130 630.40 631.10 596.40 609.20 -20.10 287 6,778 +50
Oct11 101130 585.00 586.30 556.90 566.70 -18.20 273 2,067 +138
Dec11 101130 547.60 547.60 534.50 544.30 -18.20 46 696 +26
Total Volume and Open Interest 3,174 47,261 -456
Cotton(ICE)
Dec10 101130 125.00 127.94 122.40 126.23 +3.72 58 701 -34
Mar11 101130 115.50 118.90 113.76 117.34 +1.58 9,628 110,831 -123
May11 101130 110.43 113.82 109.28 112.50 +1.66 1,552 19,765 -26
Jul11 101130 106.00 109.14 104.70 108.08 +1.72 3,183 28,143 -1,004
Oct11 101130 100.00 101.00 98.00 100.08 +1.05 0 420 +0
Dec11 101130 87.60 88.90 87.00 88.36 +0.49 1,656 32,987 +542
Total Volume and Open Interest 16,078 194,507 -645
Lumber(CME)
Jan11 101130 248.1 253.0 245.5 247.0 +1.3 1,180 4,081 -829
Mar11 101130 266.2 270.5 263.4 268.2 +2.4 898 3,275 +300
May11 101130 276.5 278.9 271.0 271.0 -2.0 178 900 +56
Jul11 101130 283.0 283.0 283.0 283.0 -1.0 6 170 -4
Total Volume and Open Interest 2,262 8,426 -477
Crude Oil(NYM)
Jan11 101130 85.81 85.90 83.55 84.11 -1.62 335,800 330,798 -9,158
Feb11 101130 86.42 86.42 84.09 84.65 -1.62 66,499 115,502 +2,965
Mar11 101130 86.80 86.82 84.52 85.08 -1.65 38,285 126,115 +3,710
Apr11 101130 87.05 87.07 84.86 85.38 -1.69 13,773 46,224 +1,486
May11 101130 86.86 87.28 85.11 85.63 -1.72 9,622 35,221 +202
Jun11 101130 87.46 87.47 85.31 85.85 -1.75 23,670 86,286 -2,031
Jul11 101130 87.41 87.62 85.92 86.05 -1.74 4,785 36,622 +790
Aug11 101130 87.28 87.28 86.20 86.23 -1.73 2,230 17,685 -69
Sep11 101130 87.82 87.82 86.14 86.41 -1.71 1,762 24,231 -192
Oct11 101130 87.35 87.35 86.58 86.59 -1.69 1,081 16,367 -12
Nov11 101130 87.96 88.19 86.77 86.77 -1.68 2,482 19,728 +77
Dec11 101130 88.81 88.81 86.50 86.97 -1.67 18,812 140,348 +1,096
Jan12 101130 88.10 88.10 87.05 87.05 -1.67 916 19,215 +218
Feb12 101130 87.13 87.14 87.13 87.13 -1.67 33 7,942 +32
Mar12 101130 87.21 87.22 87.21 87.21 -1.68 100 10,460 +0
Apr12 101130 87.29 87.30 87.29 87.29 -1.68 0 4,051 +0
Total Volume and Open Interest 539,097 1,337,625 +4,358
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 101130 85.800 85.900 83.575 84.100 -1.625 7,698 4,634 +319
Feb11 101130 86.200 86.250 84.100 84.650 -1.625 308 1,051 +67
Mar11 101130 86.250 86.550 84.600 85.075 -1.650 85 427 +10
Apr11 101130 85.375 85.375 85.375 85.375 -1.700 3 3 +0
May11 101130 85.625 85.625 85.625 85.625 -1.725 0 13 +0
Jun11 101130 87.250 87.250 85.600 85.850 -1.750 0 10 +0
Jul11 101130 86.050 86.050 86.050 86.050 -1.750 1 1 -1
Aug11 101130 86.225 86.250 86.225 86.225 -1.725      
Total Volume and Open Interest 8,096 6,292 +394
Heating Oil(NYM)
Dec10 101130 235.70 235.80 229.60 231.69 -4.12 32,618 10,513 -13,640
Jan11 101130 238.22 238.34 231.33 232.44 -5.59 54,024 100,140 +2,213
Feb11 101130 239.17 239.46 233.04 233.81 -5.31 13,607 43,190 +1,516
Mar11 101130 239.53 239.54 233.99 234.13 -5.15 7,789 33,916 +245
Apr11 101130 238.18 238.18 233.00 233.16 -5.07 2,071 17,834 +711
May11 101130 236.85 236.85 231.70 232.46 -5.03 1,336 17,390 -5
Jun11 101130 237.07 237.07 232.17 232.34 -5.02 3,950 37,496 -693
Jul11 101130 237.05 237.05 232.57 233.24 -5.01 380 7,732 +46
Aug11 101130 234.34 234.34 234.34 234.34 -4.99 349 4,526 +57
Sep11 101130 239.50 239.50 235.07 235.76 -4.96 410 4,955 -92
Oct11 101130 236.32 237.45 236.32 237.45 -4.96 226 2,823 -2
Nov11 101130 241.36 241.36 238.32 239.15 -4.96 200 2,916 +36
Total Volume and Open Interest 117,819 306,134 -9,516
Gasoline(NYMEX)
Dec10 101130 228.11 228.21 223.06 226.52 -1.94 32,130 7,315 -8,117
Jan11 101130 222.51 222.90 218.49 218.68 -3.76 48,751 105,299 +923
Feb11 101130 221.88 222.50 217.32 218.15 -3.97 18,805 38,560 +2,534
Mar11 101130 223.07 223.67 218.20 219.15 -4.15 8,201 28,198 +1,130
Apr11 101130 233.30 233.30 228.28 229.01 -4.40 4,402 22,824 +230
May11 101130 232.61 232.79 228.98 229.79 -4.35 2,711 10,573 -237
Jun11 101130 234.68 234.68 230.26 230.34 -4.34 2,460 13,598 +524
Jul11 101130 230.10 230.10 230.00 230.10 -4.27 565 4,496 +167
Aug11 101130 229.61 229.74 229.44 229.50 -4.23 587 5,531 +9
Sep11 101130 229.96 231.00 228.40 228.40 -4.16 630 2,885 +13
Total Volume and Open Interest 122,018 271,962 -2,614
e-miNY RBOB Gasoline(NYM)
Jan11 101130 222.00 222.00 218.70 218.70 -3.70 0 1 +0
Feb11 101130 218.20 218.20 218.15 218.20 -3.90 0 1 +0
Mar11 101130 219.20 219.20 219.15 219.20 -4.10 0 1 +0
Apr11 101130 229.00 229.01 229.00 229.00 -4.40 0 1 +0
Total Volume and Open Interest 0 7 -3
Natural Gas(NYM)
Jan11 101130 4.219 4.254 4.126 4.180 -0.030 135,319 231,771 +4,232
Feb11 101130 4.231 4.270 4.150 4.199 -0.035 31,529 69,856 +4,757
Mar11 101130 4.200 4.237 4.125 4.169 -0.035 20,890 97,082 +1,161
Apr11 101130 4.163 4.203 4.096 4.142 -0.031 23,732 71,521 -343
May11 101130 4.198 4.230 4.130 4.174 -0.029 8,718 26,868 +388
Jun11 101130 4.240 4.276 4.180 4.227 -0.029 3,796 14,009 +156
Jul11 101130 4.303 4.331 4.248 4.290 -0.027 1,744 11,833 +73
Aug11 101130 4.330 4.374 4.287 4.334 -0.027 1,741 13,836 +12
Sep11 101130 4.396 4.402 4.307 4.358 -0.026 1,299 10,159 +52
Oct11 101130 4.463 4.483 4.395 4.442 -0.026 9,619 43,067 -377
Nov11 101130 4.694 4.702 4.623 4.671 -0.023 1,656 21,175 -252
Dec11 101130 4.984 5.011 4.929 4.987 -0.020 1,152 18,898 +49
Jan12 101130 5.185 5.192 5.121 5.177 -0.015 3,369 28,825 +91
Feb12 101130 5.093 5.154 5.089 5.139 -0.015 308 6,444 +58
Mar12 101130 5.039 5.039 4.987 5.027 -0.015 252 14,531 -33
Apr12 101130 4.781 4.812 4.781 4.812 -0.005 149 12,858 -67
Total Volume and Open Interest 245,547 757,873 +9,888
Brent Crude Oil(ICE)
Jan11 101130 87.55 87.55 85.43 85.92 -1.42 176,875 235,717 -837
Feb11 101130 87.51 87.54 85.50 86.00 -1.47 69,665 170,521 +5,736
Mar11 101130 87.57 87.61 85.64 86.11 -1.50 33,803 94,486 +7,289
Apr11 101130 87.73 87.78 85.80 86.28 -1.52 12,938 39,856 +19
May11 101130 87.93 87.98 85.98 86.48 -1.52 7,489 26,657 +865
Jun11 101130 88.14 88.21 86.16 86.67 -1.54 16,499 50,489 +1,717
Jul11 101130 87.82 88.05 86.34 86.83 -1.56 1,897 13,244 +410
Aug11 101130 88.40 88.40 86.50 86.99 -1.57 1,086 12,800 -248
Sep11 101130 88.58 88.59 86.66 87.16 -1.56 1,380 9,699 +501
Oct11 101130 87.50 87.50 87.33 87.33 -1.56 986 6,734 -9
Nov11 101130 87.49 87.49 87.49 87.49 -1.57 863 10,165 +85
Dec11 101130 89.18 89.18 87.23 87.67 -1.57 14,511 79,472 -989
Jan12 101130 87.85 87.85 87.85 87.85 -1.58 190 10,677 -9
Feb12 101130 87.99 87.99 87.99 87.99 -1.60 67 5,616 -34
Total Volume and Open Interest 343,020 846,413 +14,858
Gas Oil(ICE)
Dec10 101130 737.75 738.50 717.75 729.25 -5.25 50,884 66,653 -3,420
Jan11 101130 742.50 743.25 722.25 734.50 -4.75 69,228 136,977 +10,350
Feb11 101130 744.00 745.75 725.75 737.75 -4.25 25,608 61,641 +1,705
Mar11 101130 744.25 747.00 730.25 739.50 -4.25 17,681 45,692 +388
Apr11 101130 747.75 747.75 731.50 740.50 -4.25 7,737 49,168 +1,595
May11 101130 749.00 749.00 732.75 741.75 -4.50 8,548 39,425 +2,017
Jun11 101130 748.00 749.75 732.00 743.25 -4.25 8,890 46,736 +1,050
Jul11 101130 753.00 753.00 746.00 746.00 -4.25 2,146 17,294 -131
Aug11 101130 755.50 755.50 741.50 749.25 -4.25 2,060 14,809 +762
Sep11 101130 759.00 759.00 745.50 752.50 -4.50 1,155 9,875 -151
Total Volume and Open Interest 199,196 605,419 +14,041
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 35 50 -30
Dec10 101130 2.115 2.115 2.084 2.106 -0.034 144 306 -79
Jan11 101130 2.095 2.095 2.045 2.050 -0.040 183 1,026 +112
Feb11 101130 2.088 2.088 2.042 2.046 -0.032 87 860 -65
Mar11 101130 2.059 2.059 2.046 2.050 -0.032 30 1,105 +0
Apr11 101130 2.070 2.070 2.047 2.054 -0.033 33 777 -100
May11 101130 2.084 2.084 2.065 2.073 -0.036 9 360 -8
Jun11 101130 2.089 2.090 2.068 2.077 -0.031 13 631 +6
Total Volume and Open Interest 557 7,676 -107
WTI Crude Oil(ICE
Jan11 101130 85.75 85.75 83.55 84.11 -1.62 88,652 103,321 +953
Feb11 101130 86.17 86.27 84.10 84.65 -1.62 31,227 51,634 +837
Mar11 101130 86.60 86.70 84.60 85.08 -1.65 10,024 47,276 -541
Apr11 101130 86.54 86.69 84.85 85.38 -1.69 5,085 24,468 -1,102
May11 101130 86.89 87.03 85.38 85.63 -1.72 4,935 17,060 +410
Jun11 101130 87.34 87.34 85.39 85.85 -1.75 12,243 48,690 +1,132
Jul11 101130 86.85 87.21 85.80 86.05 -1.74 1,762 15,311 +952
Aug11 101130 87.10 87.17 85.98 86.23 -1.73 841 8,717 +58
Sep11 101130 86.69 86.69 86.16 86.41 -1.71 1,003 11,694 +97
Oct11 101130 86.59 86.60 86.59 86.59 -1.69 665 4,664 +164
Nov11 101130 86.77 86.78 86.77 86.77 -1.68 1,184 7,136 -532
Dec11 101130 88.14 88.31 86.54 86.97 -1.67 13,545 52,512 -1,466
Jan12 101130 87.05 87.06 87.05 87.05 -1.67 656 4,637 -597
Feb12 101130 87.13 87.14 87.13 87.13 -1.67 5 1,179 -5
Mar12 101130 87.21 87.22 87.21 87.21 -1.68 5 3,169 +0
Apr12 101130 87.29 87.30 87.29 87.29 -1.68 0 774 +0
Total Volume and Open Interest 173,516 475,281 +576
US Dollar Index(ICE)
Dec10 101130 80.910 81.525 80.740 81.270 +0.368 38,503 32,082 -1,065
Mar11 101130 81.305 81.935 81.200 81.710 +0.378 448 1,166 +51
Jun11 101130 82.150 82.155 82.150 82.155 +0.380 4 5 -3
Total Volume and Open Interest 38,955 33,253 -1,017
Australian Dollar(CME)
Dec10 101130 96.05 96.45 95.28 95.89 -0.23 110,502 114,387 -2,100
Mar11 101130 94.99 95.35 94.22 94.81 -0.23 1,598 2,884 +763
Jun11 101130 93.75 93.97 93.75 93.75 -0.22 0 152 +0
Total Volume and Open Interest 112,102 117,562 -1,335
British Pound(CME)
Dec10 101130 155.59 155.95 154.83 155.69 +0.04 89,254 86,758 -315
Mar11 101130 155.49 155.84 154.77 155.60 +0.04 699 1,469 +89
Jun11 101130 155.52 155.52 155.46 155.52 +0.06 3 44 +3
Total Volume and Open Interest 89,956 88,307 -223
Canadian Dollar(CME)
Dec10 101130 98.09 98.29 97.18 97.46 -0.61 77,459 91,051 -3,019
Mar11 101130 97.90 97.99 97.01 97.28 -0.60 1,326 5,767 +416
Jun11 101130 96.90 97.67 96.77 97.08 -0.59 31 1,053 +0
Sep11 101130 96.76 97.39 96.76 96.80 -0.59 5 490 +0
Total Volume and Open Interest 78,824 98,829 -2,600
Japanese Yen(CME)
Dec10 101130 118.72 119.89 118.65 119.59 +0.86 85,826 127,313 +233
Mar11 101130 118.85 120.03 118.80 119.76 +0.88 723 2,484 +229
Jun11 101130 120.00 120.00 119.09 120.00 +0.91 1 204 +1
Total Volume and Open Interest 86,550 130,011 +463
Swiss Franc(CME)
Dec10 101130 99.92 100.75 99.53 99.68 -0.29 37,680 40,757 +872
Mar11 101130 100.20 100.83 99.77 99.85 -0.23 417 584 +69
Jun11 101130 100.38 100.40 100.05 100.05 -0.18 0 4 +0
Total Volume and Open Interest 38,106 41,352 +946
EuroFX(CME)
Dec10 101130 131.12 131.50 129.68 130.09 -1.07 430,369 186,441 +5,363
Mar11 101130 131.03 131.41 129.63 130.04 -1.05 3,630 8,726 +585
Jun11 101130 130.00 131.02 129.60 130.01 -1.01 18 170 +11
Total Volume and Open Interest 434,017 195,370 +5,959
Mexican Peso(CME)
Dec10 101130 800.0 803.0 793.0 802.0 +2.8 29,490 135,194 -3,924
Jan11 101130 801.0 801.0 798.0 801.0 +3.0      
Total Volume and Open Interest 29,595 136,138 -3,925
30-Year T-Bonds(CBOT)
Dec10 101130 128~060 129~140 128~060 128~230 +0~180 406,024 125,439 -101,635
Mar11 101130 126~230 128~000 126~230 127~090 +0~190 274,539 511,662 +99,849
Jun11 101130 125~150 126~160 125~120 125~270 +0~120 2 562 +2
Total Volume and Open Interest 680,565 637,663 -1,784
10-Year T-Notes(CBOT)
Dec10 101130 124~265 125~150 124~255 125~015 +0~055 1,230,867 315,135 -317,435
Mar11 101130 123~290 124~180 123~270 124~035 +0~060 736,336 1,097,505 +197,495
Jun11 101130 123~140 123~140 123~030 123~090 +0~060 11 36 +5
Total Volume and Open Interest 1,967,214 1,412,682 -119,935
5-Year T-Notes(CBOT)
Dec10 101130 120~052 120~103 120~050 120~080 +0~023 698,733 273,950 -220,638
Mar11 101130 119~080 120~006 119~077 119~109 +0~023 519,947 782,219 +222,957
Jun11 101130 119~005 119~005 118~110 119~005 +0~023      
Total Volume and Open Interest 1,218,680 1,056,169 +2,319
2 Year T-Notes(CBOT)
Dec10 101130 109~085 109~102 109~084 109~100 +0~014 386,675 110,990 -131,192
Mar11 101130 109~070 109~091 109~068 109~088 +0~017 307,548 584,357 +122,928
Jun11 101130 109~077 109~077 109~055 109~076 +0~021      
Total Volume and Open Interest 694,223 695,347 -8,264
Eurodollars(CME)
Dec10 101130 99.652 99.652 99.605 99.622 -0.018 288,446 906,702 -22,629
Mar11 101130 99.480 99.490 99.395 99.425 -0.035 376,145 1,198,828 +9,014
Jun11 101130 99.390 99.400 99.325 99.355 -0.020 214,614 1,040,630 -1,063
Sep11 101130 99.305 99.325 99.260 99.295 unch 193,576 926,894 -709
Dec11 101130 99.200 99.230 99.170 99.215 +0.030 198,553 826,445 +694
Mar12 101130 99.075 99.130 99.060 99.115 +0.055 153,945 727,429 +2,128
Jun12 101130 98.935 99.010 98.930 99.000 +0.075 118,866 457,800 -4,141
Sep12 101130 98.790 98.880 98.785 98.865 +0.080 116,551 374,062 +3,969
Dec12 101130 98.625 98.715 98.620 98.695 +0.075 87,343 307,844 -9,797
Mar13 101130 98.455 98.550 98.455 98.520 +0.065 69,679 243,359 -919
Jun13 101130 98.270 98.355 98.270 98.315 +0.055 62,275 158,278 +2,625
Sep13 101130 98.055 98.145 98.055 98.100 +0.045 49,191 174,700 -1,008
Dec13 101130 97.825 97.915 97.825 97.860 +0.035 15,669 127,049 +200
Mar14 101130 97.600 97.695 97.600 97.635 +0.030 17,510 113,010 -815
Jun14 101130 97.355 97.455 97.355 97.390 +0.025 15,792 107,190 +817
Sep14 101130 97.115 97.225 97.115 97.150 +0.020 17,099 71,327 -1,106
Dec14 101130 96.895 96.990 96.870 96.910 +0.015 9,493 84,884 -733
Mar15 101130 96.690 96.785 96.660 96.705 +0.015 10,764 42,475 -1,069
Total Volume and Open Interest 2,040,876 8,091,659 -24,173
30 Day Federal Funds(CBOT)
Nov10 101130 99.808 99.808 99.805 99.808 unch 2,532 90,925 +454
Dec10 101130 99.805 99.810 99.805 99.810 unch 27,411 98,847 +10,355
Jan11 101130 99.815 99.815 99.805 99.815 unch 4,324 64,561 -822
Feb11 101130 99.810 99.810 99.805 99.810 unch 1,873 53,728 +282
Mar11 101130 99.810 99.810 99.805 99.810 unch 987 33,202 +92
Apr11 101130 99.810 99.810 99.805 99.810 unch 1,029 36,525 +17
Total Volume and Open Interest 44,191 617,189 +9,616
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 101130 99.660 99.660 99.660 99.660 unch 0 2,289 +0
Mar11 101130 99.635 99.635 99.635 99.635 +0.010 0 769 +0
Jun11 101130 99.620 99.620 99.620 99.620 +0.010 0 150 +0
Sep11 101130 99.600 99.600 99.600 99.600 +0.010      
Dec11 101130 99.605 99.605 99.605 99.605 +0.010      
Mar12 101130 99.595 99.595 99.595 99.595 +0.010      
Jun12 101130 99.645 99.645 99.645 99.645 +0.010      
Sep12 101130 99.595 99.595 99.595 99.595 +0.010      
Dec12 101130 99.290 99.290 99.290 99.290 +0.010      
Mar13 101130 99.290 99.290 99.290 99.290 +0.010      
Total Volume and Open Interest 0 3,208 +0
3-Mth Euro-Yen(SGX)
Dec10 101130 99.66 99.66 99.66 99.66 unch 100 4,288 -100
Mar11 101130 99.64 99.64 99.64 99.64 +0.01 102 1,456 -100
Jun11 101130 99.62 99.62 99.62 99.62 +0.01 100 1,437 -100
Sep11 101130 99.61 99.61 99.60 99.60 +0.01 0 1,208 -75
Dec11 101130 99.61 99.61 99.61 99.61 +0.01 0 110 +0
Mar12 101130 99.60 99.60 99.60 99.60 +0.01 0 305 +0
Jun12 101130 99.64 99.64 99.64 99.64 +0.01 0 754 +0
Sep12 101130 99.60 99.60 99.60 99.60 +0.01 0 310 +0
Total Volume and Open Interest 302 9,872 -375
Japanese Gov't Bonds(SGX)
Dec10 101130 140.82 140.98 140.67 140.86 +0.19 3,980 15,584 -939
Mar11 101130 140.00 140.06 140.00 140.06 +0.20 26 56 +24
Jun11 101130 137.97 137.97 137.97 137.97 +0.20      
Total Volume and Open Interest 4,006 15,640 -915
Euro-Bund(EUREX)
Dec10 101130 127.28 128.05 127.18 128.02 +0.95 897,160 949,085 -61,753
Mar11 101130 127.06 127.86 127.02 127.84 +0.98 43,415 65,605 +16,976
Jun11 101130 127.27 127.27 127.27 127.27 +0.95 104 0 +0
Total Volume and Open Interest 940,679 1,014,690 -44,777
Euro-Bobl(EUREX)
Dec10 101130 119.59 120.05 119.52 120.03 +0.54 515,521 683,708 -28,425
Mar11 101130 119.37 119.85 119.31 119.84 +0.58 22,857 107,026 +2,030
Jun11 101130 119.83 119.83 119.83 119.83 +0.50 0 8 +0
Total Volume and Open Interest 538,378 790,742 -26,395
3-Mth Euribor(EUREX)
Dec10 101130 98.955 98.960 98.945 98.950 +0.005 6 6,130 +3
Mar11 101130 98.815 98.835 98.805 98.835 +0.035 5 2,047 +0
Jun11 101130 98.730 98.765 98.725 98.765 +0.060 5 5,329 +0
Total Volume and Open Interest 82 22,258 +11
Long Gilt(LIFFE)
Dec10 101130 121~08 122~09 121~08 122~07 +1~03 57,495 54,575 -25,369
Mar11 101130 119~31 120~32 119~30 120~29 +1~03 84,511 250,903 +16,111
Total Volume and Open Interest 142,006 305,478 -9,258
3-Mth Short Sterling(LIFFE)
Dec10 101130 99.22 99.23 99.21 99.23 +0.02 45,143 338,535 -11,787
Mar11 101130 99.14 99.15 99.10 99.13 unch 50,474 282,908 -1,539
Jun11 101130 99.08 99.09 99.05 99.07 +0.01 49,643 235,468 +371
Sep11 101130 98.98 99.01 98.97 99.00 +0.04 71,207 227,619 -2,810
Dec11 101130 98.83 98.90 98.83 98.88 +0.06 77,013 348,005 +19,397
Mar12 101130 98.67 98.75 98.66 98.72 +0.07 51,255 206,700 +10,310
Total Volume and Open Interest 417,449 2,076,385 +18,975
3-Mth Euribor(LIFFE)
Dec10 101130 98.955 98.960 98.940 98.950 +0.005 95,144 507,189 -3,535
Mar11 101130 98.805 98.850 98.805 98.835 +0.035 165,995 519,607 -10,946
Jun11 101130 98.715 98.775 98.710 98.760 +0.055 112,321 430,218 +137
Total Volume and Open Interest 806,602 2,916,236 -22,417
3-Mth Aus T-Bills(SFE)
Dec10 101130 94.98 95.01 94.98 95.01 +0.02 20,369 127,023 -15,873
Mar11 101130 94.89 94.94 94.89 94.94 +0.04 29,967 169,116 -3,435
Jun11 101130 94.79 94.85 94.79 94.85 +0.04 19,252 101,071 -3,031
Sep11 101130 94.70 94.76 94.70 94.76 +0.05 17,483 63,647 +3,982
Dec11 101130 94.61 94.69 94.60 94.69 +0.07 6,830 41,490 +1,523
Mar12 101130 94.54 94.63 94.54 94.63 +0.09 3,963 41,658 +1,829
Jun12 101130 94.46 94.56 94.46 94.56 +0.09 2,303 36,143 +547
Sep12 101130 94.42 94.52 94.42 94.52 +0.11 1,265 15,425 +147
Dec12 101130 94.36 94.46 94.36 94.46 +0.11 400 3,358 +165
Mar13 101130 94.33 94.44 94.33 94.44 +0.11 256 2,146 +144
Total Volume and Open Interest 102,188 602,250 -13,902
10-Year Aus T-Bonds(SFE)
Dec10 101130 94.50 94.57 94.48 94.57 +0.07 35,592 393,613 -9,198
Mar11 101130 94.57 94.57 94.57 94.57 +0.07      
Total Volume and Open Interest 35,592 393,613 -9,198
3-Year Aus T-Bonds(SFE)
Dec10 101130 94.89 94.97 94.88 94.96 +0.06 145,348 538,322 -24,736
Mar11 101130 94.91 94.91 94.91 94.91 +0.06      
Total Volume and Open Interest 145,348 538,322 -24,736
Gold(CMX)
Dec10 101130 1366.7 1390.1 1362.8 1385.0 +19.0 94,486 15,195 -44,217
Feb11 101130 1368.5 1391.1 1364.0 1386.1 +18.6 184,840 354,297 +37,646
Apr11 101130 1371.5 1393.3 1366.5 1388.3 +18.7 9,163 46,595 +1,987
Jun11 101130 1372.5 1395.0 1368.5 1390.5 +18.8 4,742 32,867 +270
Aug11 101130 1371.1 1392.9 1371.1 1392.9 +18.9 186 13,847 -3
Oct11 101130 1395.0 1398.0 1395.0 1395.4 +19.0 134 10,185 -64
Dec11 101130 1381.4 1402.7 1377.0 1398.1 +19.1 556 33,008 -106
Feb12 101130 1400.3 1400.3 1400.3 1400.3 +18.7 20 6,021 -10
Apr12 101130 1403.0 1403.0 1403.0 1403.0 +18.7 25 5,948 +25
Jun12 101130 1406.0 1406.0 1406.0 1406.0 +18.8 1,408 9,787 -269
Aug12 101130 1409.1 1409.1 1409.1 1409.1 +18.6 0 4,748 +0
Oct12 101130 1412.2 1412.2 1412.2 1412.2        
Silver(CMX)
Dec10 101130 2719.0 2835.5 2689.0 2818.5 +103.7 48,884 5,428 -11,780
Mar11 101130 2719.0 2839.0 2692.0 2821.2 +101.9 82,392 78,222 +7,637
May11 101130 2721.0 2840.0 2700.0 2826.3 +102.1 1,717 11,614 +347
Jul11 101130 2759.0 2845.0 2717.0 2831.1 +102.0 357 8,903 -57
Sep11 101130 2831.0 2835.8 2831.0 2835.8 +101.8 158 6,200 +5
Dec11 101130 2750.0 2854.0 2720.0 2842.8 +101.6 817 9,853 -241
Mar12 101130 2848.6 2848.6 2848.6 2848.6 +101.2 0 355 +0
Total Volume and Open Interest 136,701 132,790 -4,340
Platinum(NYMEX)
Jan11 101130 1649.9 1668.5 1639.5 1666.4 +21.8 5,901 30,408 -646
Apr11 101130 1650.4 1672.9 1649.0 1671.8 +21.7 753 3,259 +522
Jul11 101130 1673.3 1673.3 1673.3 1673.3 +20.5 89 353 +89
Oct11 101130 1670.0 1673.3 1670.0 1673.3 +20.5      
Total Volume and Open Interest 6,745 34,023 -34
Palladium(NYMEX)
Dec10 101130 693.40 703.10 686.55 700.95 +7.95 3,332 1,078 -2,184
Mar11 101130 693.75 707.00 686.25 703.00 +8.15 4,587 21,697 +1,970
Jun11 101130 694.00 703.95 694.00 703.95 +8.20 16 206 +3
Total Volume and Open Interest 7,952 23,012 -200
Copper(CMX)
Dec10 101130 376.00 383.30 371.30 382.30 +6.50 16,360 8,507 -4,579
Mar11 101130 377.00 383.70 372.00 382.55 +5.80 33,155 102,713 +2,683
May11 101130 376.75 382.35 371.90 382.05 +5.65 329 16,729 +111
Jul11 101130 375.95 381.80 375.65 381.25 +5.55 72 5,186 +33
Sep11 101130 375.80 380.20 375.80 380.20 +5.35 18 4,832 +9
Total Volume and Open Interest 51,619 146,498 -2,095
DJIA Index(CBOT)
Dec10 101130 11043 11055 10932 10996 -43 502 8,074 +10
Mar11 101130 10950 10950 10910 10929 -46 8 57 +17
Jun11 101130 10873 10916 10873 10873 -43      
Sep11 101130 10811 10854 10811 10811 -43      
Total Volume and Open Interest 510 8,131 +27
S & P 500(CME)
Dec10 101130 1186.00 1188.20 1173.20 1179.60 -6.90 26,089 350,759 -3,806
Mar11 101130 1171.30 1181.40 1168.50 1174.60 -6.80 629 14,673 +558
Jun11 101130 1169.80 1176.90 1164.60 1169.80 -6.80 0 2,717 +1
Sep11 101130 1165.30 1172.40 1160.10 1165.30 -6.80 0 130 +0
Total Volume and Open Interest 26,718 368,429 -3,247
S & P 500 E-Mini(Globex)
Dec10 101130 1186.50 1188.25 1173.00 1179.50 -7.00 2,491,942 2,771,661 -2,047
Mar11 101130 1180.75 1182.75 1167.75 1174.50 -7.00 8,691 75,305 +6,288
Total Volume and Open Interest 2,500,646 2,847,091 +4,244
NASDAQ 100(CME)
Dec10 101130 2144.50 2147.30 2109.00 2117.00 -28.50 3,934 26,857 -2,152
Mar11 101130 2117.00 2123.00 2114.50 2115.00 -28.50 16 62 +1
Jun11 101130 2112.50 2112.50 2109.00 2112.50 -28.50      
Total Volume and Open Interest 3,950 26,919 -2,151
NASDAQ 100 E-Mini(Globex)
Dec10 101130 2144.80 2147.50 2109.30 2117.00 -28.50 294,225 407,875 -16,417
Mar11 101130 2143.00 2145.30 2108.00 2115.00 -28.50 790 1,742 +20
Total Volume and Open Interest 295,015 409,629 -16,397
S & P Midcap 400(CME)
Dec10 101130 849.50 854.00 849.50 851.90 -5.30 290 3,533 -181
Mar11 101130 849.60 849.60 847.40 849.60 -5.30 0 2 +0
Jun11 101130 847.60 847.60 845.40 847.60 -5.30      
Total Volume and Open Interest 290 3,535 -181
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101130 10135 10135 9860 9945 -150 15,203 44,730 +375
Mar11 101130 10035 10035 9905 9975 -150 24 100 +18
Total Volume and Open Interest 15,227 44,830 +393
Nikkei 225(SGX)
Dec10 101130 10120 10160 9935 9945 -180 107,207 223,379 +5,957
Mar11 101130 10130 10135 9930 9935 -180 1,456 10,832 +3,280
Jun11 101130 9860 9860 9860 9860 -185 0 2,146 +20
Total Volume and Open Interest 108,663 243,382 +9,657
CAC 40(EURONEXT)
Dec10 101130 3643.0 3656.5 3590.5 3611.0 -26.0 201,812 379,691 +17,872
Jan11 101130 3651.0 3655.0 3600.0 3613.5 -26.5 73 5,926 +38
Feb11 101130 3616.5 3616.5 3616.5 3616.5 -25.5 70 70 +0
Total Volume and Open Interest 202,029 385,901 +17,941
Hang Seng Index(HKFE)
Nov10 101129 22810 22920 22762 22912 +52 83,681 20,034 -14,027
Dec10 101130 23055 23194 22820 23028 -192 76,991 98,824 +1,738
Jan11 101130 23100 23196 22826 23033        
DAX(EUREX)
Dec10 101130 6728.0 6766.5 6660.5 6702.0 -18.5 233,240 209,083 +4,093
Mar11 101130 6749.0 6780.0 6679.0 6718.5 -18.5 1,255 14,184 +263
Jun11 101130 6770.0 6801.0 6700.0 6739.0 -19.0 384 4,793 +289
Total Volume and Open Interest 234,879 228,060 +4,645
FT-SE 100(EURONEXT)
Dec10 101130 5598.50 5598.50 5516.50 5544.50 -24.50 153,225 603,904 -4,720
Mar11 101130 5558.00 5558.50 5482.00 5504.50 -24.50 653 10,461 +126
Jun11 101130 5463.00 5463.00 5463.00 5463.00 -24.50 309 1,034 -30
Total Volume and Open Interest 154,187 615,409 -4,624
SPI 200(SFE)
Dec10 101130 4617.0 4634.0 4576.0 4593.0 -26.0 37,497 204,198 -4,953
Mar11 101130 4604.0 4607.0 4588.0 4588.0 -26.0 215 2,431 +52
Jun11 101130 4612.0 4612.0 4612.0 4612.0 -28.0 109 2,400 -156
Total Volume and Open Interest 37,976 211,869 -4,902
GSCI(CME)
Dec10 101130 578.50 581.50 575.00 576.00 -6.00 201 14,627 -53
Jan11 101130 580.50 583.30 577.00 578.00 -6.00 2 3 +0
Feb11 101130 581.00 586.05 580.00 581.00 -5.00      
Total Volume and Open Interest 203 14,630 -53
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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