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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 December 01, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101201 1243.00 1284.00 1240.25 1283.00 +40.00 70,192 260,015 -3,737
Mar11 101201 1251.50 1292.25 1249.00 1291.50 +40.00 17,968 130,318 +3,924
May11 101201 1253.50 1293.75 1251.25 1293.00 +40.00 7,177 65,893 +1,711
Jul11 101201 1255.75 1296.25 1254.00 1296.00 +40.25 10,211 59,436 +26
Aug11 101201 1244.75 1273.00 1235.75 1273.00 +37.25 98 2,457 -15
Sep11 101201 1203.75 1236.75 1203.75 1236.75 +39.25 178 3,223 +47
Nov11 101201 1162.25 1201.00 1161.00 1201.00 +39.00 6,851 97,134 -134
Total Volume and Open Interest 127,875 629,643 +0
Soybean Meal(CBOT)
Dec10 101201 337.30 347.00 331.00 346.60 +8.00 13,787 7,785 -3,222
Jan11 101201 339.10 349.00 337.50 348.50 +7.80 31,482 68,719 -724
Mar11 101201 341.50 351.10 340.00 350.80 +7.70 9,474 43,498 +452
May11 101201 339.90 349.80 339.30 349.40 +7.50 3,560 26,100 +517
Jul11 101201 340.00 349.80 338.50 349.30 +7.40 2,212 17,194 -133
Aug11 101201 334.70 340.90 334.70 340.30 +6.70 712 5,201 +80
Sep11 101201 325.00 329.50 323.00 328.70 +6.10 1,365 5,353 +85
Oct11 101201 304.10 312.00 303.00 311.90 +6.30 351 4,707 -169
Total Volume and Open Interest 79,624 199,183 +0
Soybean Oil(CBOT)
Dec10 101201 50.58 52.31 50.50 52.25 +1.60 23,986 11,970 -5,062
Jan11 101201 50.90 52.69 50.82 52.61 +1.61 55,750 134,681 -801
Mar11 101201 51.33 53.12 51.25 53.05 +1.61 13,106 85,362 +869
May11 101201 51.68 53.45 51.59 53.39 +1.61 3,593 37,683 +1,120
Jul11 101201 51.94 53.73 51.90 53.66 +1.62 2,319 29,112 +351
Aug11 101201 53.49 53.76 53.00 53.74 +1.62 95 4,437 +66
Sep11 101201 53.14 53.90 53.05 53.82 +1.64 258 2,859 +98
Oct11 101201 52.76 53.88 52.61 53.82 +1.60 132 5,587 +33
Total Volume and Open Interest 122,180 329,758 +0
Canola(WCE)
Jan11 101201 537.9 549.9 536.9 547.5 +11.1 12,971 106,417 -6,622
Mar11 101201 544.8 556.1 544.8 554.0 +10.9 7,751 30,537 +2,462
May11 101201 550.5 558.8 550.5 557.0 +12.2 87 4,793 +17
Jul11 101201 549.0 560.3 549.0 558.4 +13.9 254 14,788 +88
Nov11 101201 499.0 506.9 499.0 505.7 +7.4 710 31,206 -1,139
Total Volume and Open Interest 15,140 194,212 +0
Corn(CBOT)
Dec10 101201 530.75 552.75 529.00 551.75 +21.75 57,505 37,033 -19,212
Mar11 101201 544.50 567.50 542.50 566.25 +22.25 148,353 740,565 +3,816
May11 101201 552.00 575.00 550.50 574.25 +22.75 16,134 152,588 +2,687
Jul11 101201 556.00 579.00 554.50 578.25 +22.75 22,533 230,106 +270
Sep11 101201 523.00 547.25 522.50 547.25 +23.25 2,632 38,975 -19
Dec11 101201 503.25 529.00 502.25 528.75 +25.25 23,940 260,921 +2,003
Total Volume and Open Interest 432,732 1,528,470 +0
Wheat(CBOT)
Dec10 101201 653.00 702.25 650.25 697.50 +47.25 18,191 8,246 -6,896
Mar11 101201 693.00 745.00 691.00 740.00 +49.50 54,579 228,103 -618
May11 101201 718.25 768.50 717.00 763.25 +47.50 7,540 48,333 -32
Jul11 101201 731.00 780.50 730.50 774.25 +46.00 7,596 91,315 +911
Sep11 101201 750.75 797.75 747.75 793.50 +45.75 1,487 16,766 +515
Total Volume and Open Interest 133,279 465,569 +0
Wheat(KCBT)
Dec10 101201 733.25 786.50 733.25 780.75 +50.75 5,714 4,868 -2,639
Mar11 101201 748.00 805.50 746.50 796.00 +50.50 15,434 114,622 -866
May11 101201 758.00 810.00 756.75 804.00 +49.25 2,537 22,027 -106
Jul11 101201 761.00 812.25 760.75 808.25 +49.25 4,276 49,303 +191
Sep11 101201 770.50 823.75 770.50 820.00 +53.25 961 8,790 +405
Total Volume and Open Interest 44,447 213,416 +0
Wheat(MGE)
Dec10 101201 750.00 792.75 750.00 784.25 +44.25 1,673 1,300 -956
Mar11 101201 762.00 818.25 760.50 805.50 +45.25 4,847 31,287 -53
May11 101201 770.00 825.25 770.00 814.25 +46.25 434 8,686 -140
Jul11 101201 776.50 828.75 775.75 818.50 +44.75 727 7,451 -12
Sep11 101201 777.25 830.25 777.25 821.75 +44.50 289 6,527 +64
Total Volume and Open Interest 9,494 64,066 +0
Oats(CBOT)
Dec10 101201 339.75 367.25 335.00 367.25 +27.25 210 611 -189
Mar11 101201 350.25 363.50 344.50 363.00 +13.00 568 9,695 +61
May11 101201 351.25 368.25 350.50 368.25 +12.50 29 568 +3
Jul11 101201 363.25 373.25 361.00 373.25 +12.25 27 199 +17
Total Volume and Open Interest 2,514 12,077 +0
Rough Rice(CBOT)
Jan11 101201 13.86 14.38 13.82 14.38 +0.49 1,457 9,143 -616
Mar11 101201 14.22 14.66 14.10 14.65 +0.49 1,057 5,100 +715
May11 101201 14.50 14.93 14.47 14.92 +0.49 18 1,010 +1
Jul11 101201 14.62 15.12 14.62 15.12 +0.50 2 1,537 +0
Total Volume and Open Interest 1,751 17,347 +0
Live Cattle(CME)
Dec10 101201 103.400 103.850 103.100 103.580 +0.500 22,178 43,445 -4,351
Feb11 101201 106.600 106.950 106.135 106.785 +0.400 28,130 157,635 +2,379
Apr11 101201 109.500 109.700 108.980 109.535 +0.150 9,863 81,276 -639
Jun11 101201 106.330 106.650 105.930 106.600 +0.350 4,508 34,996 +217
Aug11 101201 106.050 106.400 105.680 106.250 +0.100 3,180 14,203 +128
Oct11 101201 108.600 108.900 108.230 108.785 -0.045 738 7,571 +119
Total Volume and Open Interest 34,328 344,849 +0
Feeder Cattle(CME)
Jan11 101201 119.430 119.635 118.035 118.400 -0.780 4,301 16,813 +361
Mar11 101201 119.800 119.950 118.930 119.200 -0.585 1,657 9,511 +407
Apr11 101201 120.200 120.300 119.350 120.000 -0.400 790 2,969 +215
May11 101201 120.300 120.400 119.600 120.000 -0.635 749 3,972 +310
Aug11 101201 121.000 121.050 120.200 120.600 -0.785 390 3,646 +252
Sep11 101201 120.000 120.180 119.580 119.900 -0.700 53 260 +45
Oct11 101201 119.450 119.900 119.250 119.700 unch 4 48 +3
Total Volume and Open Interest 3,546 35,628 +0
Lean Hogs(CME)
Dec10 101201 69.200 69.600 68.430 68.535 -0.500 7,087 18,112 -536
Feb11 101201 75.535 76.750 75.080 75.250 -0.535 17,290 79,670 +1,138
Apr11 101201 79.830 80.800 79.135 79.200 -0.750 3,095 49,837 -259
May11 101201 85.785 86.635 85.785 85.930 -0.470 53 1,697 +27
Jun11 101201 88.330 89.450 88.330 88.650 -0.100 1,861 29,934 +366
Jul11 101201 88.100 88.635 87.950 88.135 -0.045 331 6,796 +75
Aug11 101201 87.200 88.100 87.200 87.600 -0.100 1,950 7,211 +698
Oct11 101201 78.300 78.700 78.050 78.200 -0.350 641 4,524 +435
Total Volume and Open Interest 27,964 197,527 +0
Class III Milk(CME)
Dec10 101201 13.92 13.95 13.87 13.93 +0.02 249 5,741 -50
Jan11 101201 13.76 13.86 13.72 13.76 +0.01 310 3,754 -30
Feb11 101201 13.80 13.85 13.72 13.73 -0.04 153 2,919 -6
Mar11 101201 14.02 14.08 13.97 13.97 -0.05 112 2,729 +27
Apr11 101201 14.17 14.21 14.15 14.15 -0.01 112 1,975 +72
Total Volume and Open Interest 1,634 30,524 +0
Cocoa(ICE)
Dec10 101201 2782 2782 2710 2726 -46 4 89 -1
Mar11 101201 2827 2834 2743 2758 -49 9,711 71,267 -1,306
May11 101201 2855 2855 2765 2780 -47 1,053 20,021 -425
Jul11 101201 2870 2870 2785 2799 -48 273 10,189 +64
Sep11 101201 2816 2831 2805 2814 -49 120 4,749 +32
Dec11 101201 2840 2843 2826 2832 -49 81 10,228 -2
Mar12 101201 2954 2954 2908 2908 -48 66 10,179 +2
Total Volume and Open Interest 7,495 133,571 +0
Coffee "C"(ICE)
Dec10 101201 200.20 205.25 200.00 203.30 +2.35 289 506 -127
Mar11 101201 201.35 205.75 200.05 203.55 +2.35 6,416 87,327 -1,461
May11 101201 202.00 206.30 200.70 204.30 +2.40 945 22,277 -126
Jul11 101201 201.65 205.40 200.50 203.65 +2.40 181 7,061 -54
Sep11 101201 199.65 203.10 199.15 201.50 +2.05 93 3,174 -47
Dec11 101201 196.95 199.90 196.95 198.50 +1.55 66 6,094 +2
Total Volume and Open Interest 9,865 129,406 +0
Orange Juice(ICE)
Jan11 101201 149.20 157.90 149.10 152.75 +3.55 1,614 19,459 -1,009
Mar11 101201 150.25 156.85 150.10 153.90 +3.50 553 5,559 +704
May11 101201 151.00 156.05 151.00 154.75 +3.55 35 1,222 +9
Jul11 101201 152.60 156.00 152.45 155.70 +3.70 2 1,582 +0
Sep11 101201 156.25 156.25 156.25 156.25 +3.75 0 300 +0
Nov11 101201 152.50 156.25 152.50 156.25 +3.90 10 14 -1
Total Volume and Open Interest 2,684 28,456 +0
Sugar #11(ICE)
Mar11 101201 27.78 28.70 27.70 28.37 +0.82 55,805 229,208 -1,982
May11 101201 25.12 26.01 25.12 25.71 +0.72 17,000 101,220 +574
Jul11 101201 22.58 23.25 22.58 22.93 +0.61 12,434 95,736 -2,122
Oct11 101201 20.85 21.70 20.85 21.41 +0.63 7,331 55,217 -930
Mar12 101201 20.50 21.00 20.50 20.76 +0.62 3,628 46,671 +295
Total Volume and Open Interest 67,742 576,444 +0
London Cocoa(LCE)
Dec10 101201 1900 1900 1845 1847 -45 3,688 41,610 -8,506
Mar11 101201 1913 1913 1853 1863 -41 8,512 59,578 +1,007
May11 101201 1927 1927 1872 1880 -38 825 20,451 +186
Jul11 101201 1928 1929 1890 1896 -37 614 15,431 +167
Sep11 101201 1948 1948 1905 1909 -35 363 9,896 +36
Dec11 101201 1929 1930 1915 1915 -38 65 16,211 +23
Mar12 101201 1950 1952 1925 1925 -38 215 13,106 -3
Total Volume and Open Interest 6,379 186,350 +0
London Sugar(LCE)
Mar11 101201 716.60 732.80 712.80 725.30 +15.30 4,131 28,509 -163
May11 101201 679.50 693.40 675.40 685.30 +12.40 481 8,598 +63
Aug11 101201 616.80 626.40 612.40 621.50 +12.30 238 6,899 +121
Oct11 101201 579.00 584.50 574.50 578.80 +12.10 75 2,049 -18
Dec11 101201 559.60 567.20 557.60 560.80 +16.50 20 712 +16
Total Volume and Open Interest 3,174 47,261 +0
Cotton(ICE)
Dec10 101201 128.80 135.00 128.00 131.95 +5.72 30 599 -102
Mar11 101201 117.34 121.34 116.90 121.34 +4.00 10,986 110,502 -329
May11 101201 112.50 116.50 112.27 116.50 +4.00 1,623 20,019 +254
Jul11 101201 108.00 112.08 107.80 112.08 +4.00 1,693 27,892 -251
Oct11 101201 101.48 104.00 101.20 102.84 +2.76 19 409 -11
Dec11 101201 88.25 92.36 88.20 92.27 +3.91 1,664 33,395 +408
Total Volume and Open Interest 16,078 194,507 +0
Lumber(CME)
Jan11 101201 251.0 257.0 250.2 251.0 +4.0 1,632 3,747 -334
Mar11 101201 269.6 275.0 267.7 271.5 +3.3 1,201 3,553 +278
May11 101201 279.6 281.0 275.7 275.7 +4.7 151 1,013 +113
Jul11 101201 288.8 289.0 282.9 282.9 -0.1 0 170 +0
Total Volume and Open Interest 2,262 8,426 +0
Crude Oil(NYM)
Jan11 101201 83.66 86.95 83.63 86.75 +2.64 338,358 323,184 -7,614
Feb11 101201 84.32 87.42 84.20 87.25 +2.60 70,920 122,003 +6,501
Mar11 101201 84.91 87.79 84.67 87.63 +2.55 38,804 128,346 +2,231
Apr11 101201 85.12 88.01 85.12 87.91 +2.53 13,778 46,072 -152
May11 101201 86.45 88.18 86.45 88.14 +2.51 9,546 36,469 +1,248
Jun11 101201 85.73 88.47 85.73 88.35 +2.50 25,989 84,713 -1,573
Jul11 101201 86.78 88.63 86.78 88.52 +2.47 3,276 36,466 -156
Aug11 101201 86.23 88.67 86.23 88.67 +2.44 1,576 17,890 +205
Sep11 101201 87.35 88.81 87.35 88.81 +2.40 1,896 24,318 +87
Oct11 101201 87.59 89.05 87.59 88.96 +2.37 1,021 16,445 +78
Nov11 101201 88.75 89.12 88.75 89.12 +2.35 2,370 20,106 +378
Dec11 101201 86.76 89.43 86.76 89.30 +2.33 22,970 142,513 +2,165
Jan12 101201 89.13 89.48 89.13 89.36 +2.31 259 19,224 +9
Feb12 101201 89.42 89.42 89.42 89.42 +2.29 111 7,943 +1
Mar12 101201 89.47 89.47 89.47 89.47 +2.26 61 10,459 -1
Apr12 101201 89.52 89.52 89.52 89.52 +2.23 4 4,051 +0
Total Volume and Open Interest 539,097 1,337,625 +0
e-miNY Crude Oil(NYM)
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101201 83.700 86.950 83.675 86.750 +2.650 8,692 3,745 -889
Feb11 101201 84.525 87.375 84.525 87.250 +2.600 278 1,079 +28
Mar11 101201 85.275 87.625 85.200 87.625 +2.550 63 433 +6
Apr11 101201 87.900 87.900 87.900 87.900 +2.525 0 3 +0
May11 101201 88.150 88.150 88.150 88.150 +2.525 0 13 +0
Jun11 101201 88.350 88.350 88.350 88.350 +2.500 2 9 -1
Jul11 101201 88.525 88.525 88.525 88.525 +2.475 0 1 +0
Aug11 101201 88.675 88.675 88.675 88.675 +2.450      
Sep11 101201 88.800 88.800 88.800 88.800 +2.400 0 1 +0
Total Volume and Open Interest 8,096 6,292 +0
Heating Oil(NYM)
Jan11 101201 231.81 241.05 231.45 240.56 +8.12 58,826 100,027 -113
Feb11 101201 233.76 242.19 233.15 241.75 +7.94 18,429 44,221 +1,031
Mar11 101201 234.13 242.03 233.73 241.83 +7.70 7,503 34,625 +709
Apr11 101201 233.79 240.79 233.79 240.78 +7.62 4,201 18,021 +187
May11 101201 232.60 240.04 232.60 240.04 +7.58 2,330 17,977 +587
Jun11 101201 232.55 240.08 232.55 239.88 +7.54 5,063 37,689 +193
Jul11 101201 240.75 240.75 240.75 240.75 +7.51 708 7,737 +5
Aug11 101201 241.80 241.80 241.80 241.80 +7.46 309 4,513 -13
Sep11 101201 242.09 243.18 242.05 243.18 +7.42 392 4,838 -117
Oct11 101201 244.84 244.84 244.84 244.84 +7.39 385 2,836 +13
Nov11 101201 246.50 246.50 246.50 246.50 +7.35 413 2,858 -58
Dec11 101201 241.01 247.98 241.01 247.98 +7.31 1,460 14,910 +89
Total Volume and Open Interest 117,819 306,134 +0
Gasoline(NYMEX)
Jan11 101201 218.48 230.32 218.48 230.04 +11.36 58,781 104,957 -342
Feb11 101201 218.11 228.50 218.11 227.86 +9.71 29,107 42,465 +3,905
Mar11 101201 219.15 228.25 218.80 228.05 +8.90 10,168 29,667 +1,469
Apr11 101201 229.62 237.53 229.62 237.38 +8.37 3,783 23,833 +1,009
May11 101201 233.80 237.73 233.65 237.73 +7.94 1,838 10,736 +163
Jun11 101201 232.83 237.88 232.83 237.88 +7.54 2,029 13,608 +10
Jul11 101201 233.90 237.24 233.85 237.24 +7.14 280 4,545 +49
Aug11 101201 233.51 236.34 233.50 236.34 +6.84 199 5,583 +52
Sep11 101201 234.30 235.02 234.30 235.02 +6.62 165 2,888 +3
Oct11 101201 224.25 224.76 224.00 224.76 +6.36 257 2,567 +9
Total Volume and Open Interest 122,018 271,962 +0
e-miNY RBOB Gasoline(NYM)
Jan11 101201 230.00 230.04 230.00 230.00 +11.30 1 2 +1
Feb11 101201 227.90 227.90 227.86 227.90 +9.70 0 1 +0
Mar11 101201 228.10 228.10 228.05 228.10 +8.90 0 1 +0
Apr11 101201 237.40 237.40 237.38 237.40 +8.40 0 1 +0
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Jan11 101201 4.196 4.324 4.164 4.269 +0.089 98,174 228,572 -3,199
Feb11 101201 4.222 4.330 4.181 4.279 +0.080 26,076 72,323 +2,467
Mar11 101201 4.220 4.289 4.151 4.243 +0.074 22,647 96,177 -905
Apr11 101201 4.169 4.246 4.123 4.209 +0.067 16,066 72,605 +1,084
May11 101201 4.211 4.273 4.159 4.236 +0.062 6,000 27,446 +578
Jun11 101201 4.280 4.309 4.210 4.282 +0.055 3,148 13,954 -55
Jul11 101201 4.352 4.358 4.278 4.340 +0.050 2,091 12,327 +494
Aug11 101201 4.397 4.400 4.324 4.383 +0.049 1,260 13,704 -132
Sep11 101201 4.419 4.427 4.354 4.407 +0.049 1,035 10,211 +52
Oct11 101201 4.485 4.513 4.438 4.492 +0.050 5,660 42,998 -69
Nov11 101201 4.735 4.735 4.672 4.718 +0.047 1,138 21,119 -56
Dec11 101201 5.016 5.040 4.984 5.030 +0.043 1,067 18,971 +73
Jan12 101201 5.216 5.230 5.169 5.212 +0.035 3,629 29,282 +457
Feb12 101201 5.200 5.200 5.130 5.173 +0.034 159 6,449 +5
Mar12 101201 5.037 5.070 5.035 5.060 +0.033 817 14,437 -94
Apr12 101201 4.825 4.849 4.825 4.833 +0.021 269 12,950 +92
Total Volume and Open Interest 245,547 757,873 +0
Brent Crude Oil(ICE)
Jan11 101201 85.71 89.02 85.41 88.87 +2.95 172,886 217,125 -18,592
Feb11 101201 85.57 89.07 85.57 88.91 +2.91 84,758 173,745 +3,224
Mar11 101201 86.23 89.11 85.85 88.97 +2.86 35,146 97,624 +3,138
Apr11 101201 86.40 89.08 86.15 89.08 +2.80 17,349 39,988 +132
May11 101201 86.34 89.25 86.33 89.25 +2.77 13,555 28,110 +1,453
Jun11 101201 86.53 89.47 86.50 89.40 +2.73 19,386 49,637 -852
Jul11 101201 87.42 89.52 87.42 89.52 +2.69 2,005 13,605 +361
Aug11 101201 88.16 89.64 88.05 89.64 +2.65 1,090 12,789 -11
Sep11 101201 88.21 89.76 88.21 89.76 +2.60 988 9,827 +128
Oct11 101201 89.89 89.89 89.89 89.89 +2.56 782 6,712 -22
Nov11 101201 90.01 90.01 90.01 90.01 +2.52 500 10,166 +1
Dec11 101201 87.54 90.21 87.54 90.14 +2.47 14,992 80,176 +704
Jan12 101201 90.29 90.29 90.29 90.29 +2.44 138 10,681 +4
Feb12 101201 90.41 90.41 90.41 90.41 +2.42 109 5,619 +3
Total Volume and Open Interest 343,020 846,413 +0
Gas Oil(ICE)
Dec10 101201 720.25 745.25 718.50 734.75 +5.50 47,333 60,358 -6,295
Jan11 101201 725.50 750.75 723.50 740.25 +5.75 92,955 139,787 +2,810
Feb11 101201 730.25 754.25 727.25 744.00 +6.25 36,466 65,248 +3,607
Mar11 101201 732.25 755.50 732.25 745.75 +6.25 20,531 48,937 +3,245
Apr11 101201 733.25 756.00 733.25 746.75 +6.25 6,767 48,960 -208
May11 101201 734.50 756.50 734.50 748.00 +6.25 7,881 39,667 +242
Jun11 101201 736.00 758.50 736.00 749.50 +6.25 15,130 46,644 -92
Jul11 101201 744.75 760.50 744.75 752.25 +6.25 833 17,480 +186
Aug11 101201 748.75 763.75 748.75 755.50 +6.25 607 14,782 -27
Sep11 101201 752.00 767.50 752.00 758.75 +6.25 933 9,954 +79
Total Volume and Open Interest 199,196 605,419 +0
Ethanol(CBOT)
Dec10 101201 2.123 2.145 2.111 2.124 +0.018 182 239 -67
Jan11 101201 2.064 2.091 2.064 2.089 +0.039 271 964 -62
Feb11 101201 2.063 2.099 2.063 2.092 +0.046 172 879 +19
Mar11 101201 2.090 2.096 2.090 2.096 +0.046 25 1,110 +5
Apr11 101201 2.093 2.110 2.093 2.110 +0.056 220 714 -63
May11 101201 2.111 2.125 2.105 2.124 +0.051 21 374 +14
Jun11 101201 2.119 2.136 2.119 2.133 +0.056 143 494 -137
Jul11 101201 2.139 2.140 2.124 2.136 +0.056 49 676 +15
Total Volume and Open Interest 557 7,676 +0
WTI Crude Oil(ICE
Jan11 101201 84.01 86.95 83.71 86.75 +2.64 80,815 98,475 -4,846
Feb11 101201 84.76 87.42 84.31 87.25 +2.60 28,281 52,624 +990
Mar11 101201 85.02 87.75 84.70 87.63 +2.55 12,847 49,231 +1,955
Apr11 101201 85.94 87.91 85.94 87.91 +2.53 3,730 24,396 -72
May11 101201 86.94 88.14 86.81 88.14 +2.51 2,809 16,743 -317
Jun11 101201 86.41 88.43 86.41 88.35 +2.50 11,403 48,096 -594
Jul11 101201 87.34 88.52 87.23 88.52 +2.47 753 15,171 -140
Aug11 101201 87.56 88.67 87.40 88.67 +2.44 460 8,708 -9
Sep11 101201 87.73 88.81 87.58 88.81 +2.40 532 11,771 +77
Oct11 101201 88.96 88.96 88.96 88.96 +2.37 257 4,706 +42
Nov11 101201 88.75 89.12 88.75 89.12 +2.35 426 7,179 +43
Dec11 101201 87.56 89.40 87.56 89.30 +2.33 10,749 52,640 +128
Jan12 101201 89.36 89.36 89.36 89.36 +2.31 7 4,637 +0
Feb12 101201 89.42 89.42 89.42 89.42 +2.29 0 1,179 +0
Mar12 101201 89.47 89.47 89.47 89.47 +2.26 0 3,169 +0
Apr12 101201 89.52 89.52 89.52 89.52 +2.23 0 774 +0
Total Volume and Open Interest 173,516 475,281 +0
US Dollar Index(ICE)
Dec10 101201 81.335 81.435 80.540 80.762 -0.507 26,364 33,182 +1,100
Mar11 101201 81.730 81.820 80.950 81.168 -0.542 570 1,245 +79
Jun11 101201 82.000 82.000 81.610 81.610 -0.545 2 7 +2
Total Volume and Open Interest 38,955 33,253 +0
Australian Dollar(CME)
Dec10 101201 95.72 96.84 95.21 96.70 +0.81 134,196 111,641 -2,746
Mar11 101201 94.75 95.76 94.15 95.62 +0.81 3,661 5,370 +2,486
Jun11 101201 94.54 94.54 93.75 94.54 +0.79 1 152 +0
Total Volume and Open Interest 112,102 117,562 +0
British Pound(CME)
Dec10 101201 155.53 156.47 155.46 156.16 +0.47 118,962 83,016 -3,742
Mar11 101201 155.52 156.32 155.43 156.06 +0.46 2,136 2,491 +1,022
Jun11 101201 155.50 155.96 155.50 155.96 +0.44 0 44 +0
Total Volume and Open Interest 89,956 88,307 +0
Canadian Dollar(CME)
Dec10 101201 97.46 98.58 97.33 98.42 +0.96 105,801 89,819 -1,232
Mar11 101201 97.28 98.39 97.16 98.22 +0.94 3,683 8,270 +2,503
Jun11 101201 97.50 98.07 97.08 97.99 +0.91 258 1,193 +140
Sep11 101201 97.49 97.73 96.80 97.73 +0.93 1 490 +0
Total Volume and Open Interest 78,824 98,829 +0
Japanese Yen(CME)
Dec10 101201 119.56 119.95 118.38 118.78 -0.81 142,980 130,032 +2,719
Mar11 101201 119.67 120.09 118.66 118.94 -0.82 1,854 2,823 +339
Jun11 101201 119.18 120.00 119.18 119.18 -0.82 0 204 +0
Total Volume and Open Interest 86,550 130,011 +0
Swiss Franc(CME)
Dec10 101201 99.62 100.16 99.35 99.66 -0.02 64,800 41,529 +772
Mar11 101201 99.86 100.24 99.52 99.80 -0.05 2,377 2,057 +1,473
Jun11 101201 99.90 100.22 99.90 99.99 -0.06 5 8 +4
Total Volume and Open Interest 38,106 41,352 +0
EuroFX(CME)
Dec10 101201 129.85 131.82 129.69 131.32 +1.23 502,072 192,012 +5,571
Mar11 101201 129.80 131.74 129.65 131.25 +1.21 9,646 11,696 +2,970
Jun11 101201 129.75 131.32 129.75 131.19 +1.18 47 190 +20
Total Volume and Open Interest 434,017 195,370 +0
Mexican Peso(CME)
Dec10 101201 799.5 808.8 799.2 806.0 +4.0 28,895 133,575 -1,619
Jan11 101201 805.2 805.2 801.0 805.2 +4.2      
Total Volume and Open Interest 29,595 136,138 +0
30-Year T-Bonds(CBOT)
Dec10 101201 127~060 127~060 126~100 126~100 -2~130 170,688 91,036 -34,403
Mar11 101201 127~040 127~060 124~180 124~270 -2~140 318,948 543,045 +31,383
Jun11 101201 124~100 125~270 123~120 123~120 -2~150 24 580 +18
Total Volume and Open Interest 680,565 637,663 +0
10-Year T-Notes(CBOT)
Dec10 101201 125~000 125~020 123~190 123~275 -1~060 493,665 172,208 -142,927
Mar11 101201 124~020 124~045 122~175 122~265 -1~090 1,143,602 1,180,808 +83,303
Jun11 101201 122~130 123~090 122~000 122~000 -1~090 2 30 -6
Total Volume and Open Interest 1,967,214 1,412,682 +0
5-Year T-Notes(CBOT)
Dec10 101201 120~077 120~080 119~101 119~119 -0~089 318,075 172,390 -101,560
Mar11 101201 119~107 119~109 118~117 119~007 -0~102 608,910 864,316 +82,097
Jun11 101201 118~031 119~005 118~031 118~031 -0~102      
Total Volume and Open Interest 1,218,680 1,056,169 +0
2 Year T-Notes(CBOT)
Dec10 101201 109~097 109~098 109~072 109~083 -0~017 159,100 61,529 -49,461
Mar11 101201 109~086 109~087 109~062 109~067 -0~021 276,087 617,234 +32,877
Jun11 101201 109~072 109~076 109~055 109~055 -0~021 10 5 +5
Total Volume and Open Interest 694,223 695,347 +0
Eurodollars(CME)
Dec10 101201 99.610 99.650 99.605 99.643 +0.020 376,350 883,642 -23,060
Mar11 101201 99.395 99.480 99.380 99.465 +0.040 576,928 1,166,403 -32,425
Jun11 101201 99.335 99.400 99.315 99.380 +0.025 321,385 1,040,931 +301
Sep11 101201 99.280 99.330 99.245 99.295 unch 286,992 914,168 -12,726
Dec11 101201 99.195 99.225 99.140 99.180 -0.035 250,687 842,727 +16,282
Mar12 101201 99.095 99.100 99.000 99.035 -0.080 237,067 736,416 +8,987
Jun12 101201 98.975 98.980 98.835 98.870 -0.130 182,475 468,589 +10,789
Sep12 101201 98.840 98.840 98.665 98.700 -0.165 164,223 378,844 +4,782
Dec12 101201 98.660 98.670 98.480 98.505 -0.190 116,385 314,953 +7,109
Mar13 101201 98.485 98.490 98.290 98.315 -0.205 104,578 240,100 -3,259
Jun13 101201 98.285 98.295 98.080 98.105 -0.210 100,594 167,131 +8,853
Sep13 101201 98.070 98.085 97.860 97.885 -0.215 73,224 180,507 +5,807
Dec13 101201 97.835 97.850 97.610 97.640 -0.220 30,611 125,784 -1,265
Mar14 101201 97.605 97.625 97.375 97.410 -0.225 27,630 112,198 -812
Jun14 101201 97.355 97.380 97.120 97.165 -0.225 25,812 106,627 -563
Sep14 101201 97.125 97.145 96.870 96.925 -0.225 27,085 70,857 -470
Dec14 101201 96.870 96.905 96.630 96.685 -0.225 19,064 86,118 +1,234
Mar15 101201 96.695 96.695 96.420 96.480 -0.225 20,199 44,242 +1,767
Total Volume and Open Interest 2,040,876 8,091,659 +0
30 Day Federal Funds(CBOT)
Dec10 101201 99.805 99.810 99.805 99.810 unch 7,088 101,806 +2,959
Jan11 101201 99.810 99.815 99.805 99.810 -0.005 2,935 63,469 -1,092
Feb11 101201 99.805 99.810 99.800 99.805 -0.005 954 53,592 -136
Mar11 101201 99.805 99.810 99.800 99.805 -0.005 1,536 33,908 +706
Apr11 101201 99.805 99.810 99.800 99.810 unch 1,192 36,480 -45
May11 101201 99.800 99.810 99.800 99.805 unch 2,746 35,430 +667
Total Volume and Open Interest 44,191 617,189 +0
30 Day Fed Funds(e-CBOT)
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 101201 99.660 99.660 99.660 99.660 unch 0 2,289 +0
Mar11 101201 99.637 99.637 99.637 99.637 +0.002 0 769 +0
Jun11 101201 99.622 99.622 99.622 99.622 +0.002 0 150 +0
Sep11 101201 99.628 99.628 99.628 99.628 +0.028      
Dec11 101201 99.630 99.630 99.630 99.630 +0.025      
Mar12 101201 99.620 99.620 99.620 99.620 +0.025      
Jun12 101201 99.670 99.670 99.670 99.670 +0.025      
Sep12 101201 99.620 99.620 99.620 99.620 +0.025      
Dec12 101201 99.315 99.315 99.315 99.315 +0.025      
Mar13 101201 99.315 99.315 99.315 99.315 +0.025      
Total Volume and Open Interest 0 3,208 +0
3-Mth Euro-Yen(SGX)
Dec10 101201 99.66 99.66 99.66 99.66 unch 0 4,588 +300
Mar11 101201 99.64 99.64 99.64 99.64 +0.00 0 1,456 +0
Jun11 101201 99.62 99.62 99.62 99.62 +0.00 8 1,429 -8
Sep11 101201 99.62 99.63 99.62 99.63 +0.03 100 1,174 -34
Dec11 101201 99.63 99.63 99.63 99.63 +0.02 0 110 +0
Mar12 101201 99.62 99.62 99.62 99.62 +0.03 0 305 +0
Jun12 101201 99.67 99.67 99.67 99.67 +0.03 0 754 +0
Sep12 101201 99.62 99.62 99.62 99.62 +0.03 0 310 +0
Total Volume and Open Interest 302 9,872 +0
Japanese Gov't Bonds(SGX)
Dec10 101201 140.94 141.57 140.76 141.22 +0.36 2,497 15,768 +184
Mar11 101201 140.00 140.58 140.00 140.41 +0.35 43 103 +47
Jun11 101201 138.32 138.32 138.32 138.32 +0.35      
Total Volume and Open Interest 4,006 15,640 +0
Euro-Bund(EUREX)
Dec10 101201 127.85 127.94 126.63 127.02 -1.00 1,064,954 880,272 -68,813
Mar11 101201 127.65 127.68 126.38 126.77 -1.07 86,575 93,766 +28,161
Jun11 101201 126.27 126.27 126.27 126.27 -1.00      
Total Volume and Open Interest 940,679 1,014,690 +0
Euro-Bobl(EUREX)
Dec10 101130 119.59 120.05 119.52 120.03 +0.54 515,521 683,708 -28,425
Mar11 101201 119.79 119.79 118.97 119.28 -0.56 71,448 134,310 +27,284
Jun11 101201 119.33 119.33 119.33 119.33 -0.50 0 8 +0
Total Volume and Open Interest 538,378 790,742 +0
3-Mth Euribor(EUREX)
Dec10 101201 98.955 98.960 98.945 98.960 +0.010 7,986 9,564 +3,434
Mar11 101201 98.840 98.845 98.830 98.845 +0.010 114 2,074 +27
Jun11 101201 98.770 98.770 98.745 98.760 -0.005 32 5,329 +0
Total Volume and Open Interest 82 22,258 +0
Long Gilt(LIFFE)
Dec10 101201 121~31 121~31 120~27 120~30 -1~09 34,623 38,976 -15,599
Mar11 101201 120~20 120~21 119~17 119~21 -1~09 146,163 276,234 +25,331
Total Volume and Open Interest 142,006 305,478 +0
3-Mth Short Sterling(LIFFE)
Dec10 101201 99.23 99.26 99.21 99.24 +0.01 34,910 336,387 -2,148
Mar11 101201 99.14 99.16 99.09 99.14 +0.01 78,487 281,907 -1,001
Jun11 101201 99.08 99.09 99.00 99.05 -0.02 79,077 247,401 +11,933
Sep11 101201 99.02 99.02 98.90 98.95 -0.05 76,609 239,133 +11,514
Dec11 101201 98.88 98.89 98.75 98.80 -0.08 107,637 369,231 +21,226
Mar12 101201 98.71 98.73 98.58 98.62 -0.10 79,148 210,463 +3,763
Total Volume and Open Interest 417,449 2,076,385 +0
3-Mth Euribor(LIFFE)
Dec10 101201 98.950 98.965 98.945 98.960 +0.010 126,813 506,109 -1,080
Mar11 101201 98.840 98.860 98.825 98.845 +0.010 196,001 516,161 -3,446
Jun11 101201 98.770 98.795 98.735 98.760 unch 149,213 439,084 +8,866
Total Volume and Open Interest 806,602 2,916,236 +0
3-Mth Aus T-Bills(SFE)
Dec10 101201 95.00 95.01 94.98 95.00 -0.01 26,002 131,147 +4,124
Mar11 101201 94.94 94.97 94.92 94.97 +0.03 40,403 183,437 +14,321
Jun11 101201 94.84 94.90 94.84 94.90 +0.05 28,745 109,782 +8,711
Sep11 101201 94.75 94.82 94.75 94.82 +0.06 15,230 68,397 +4,750
Dec11 101201 94.68 94.75 94.67 94.75 +0.06 7,180 43,431 +1,941
Mar12 101201 94.62 94.69 94.61 94.69 +0.06 2,991 41,653 -5
Jun12 101201 94.56 94.64 94.54 94.64 +0.08 3,901 36,974 +831
Sep12 101201 94.51 94.58 94.49 94.58 +0.06 1,124 15,683 +258
Dec12 101201 94.45 94.52 94.45 94.51 +0.05 1,427 4,651 +1,293
Mar13 101201 94.41 94.46 94.41 94.45 +0.01 183 2,303 +157
Total Volume and Open Interest 102,188 602,250 +0
10-Year Aus T-Bonds(SFE)
Dec10 101201 94.56 94.63 94.56 94.63 +0.06 40,375 411,598 +17,985
Mar11 101201 94.59 94.59 94.59 94.59 +0.02      
Total Volume and Open Interest 35,592 393,613 +0
3-Year Aus T-Bonds(SFE)
Dec10 101201 94.96 95.04 94.95 95.04 +0.08 188,935 609,652 +71,330
Mar11 101201 94.99 94.99 94.99 94.99 +0.08      
Total Volume and Open Interest 145,348 538,322 +0
Gold(CMX)
Dec10 101201 1386.8 1396.6 1382.3 1387.3 +2.3 11,370 7,269 -7,926
Feb11 101201 1387.7 1398.3 1383.0 1388.3 +2.2 169,676 365,715 +11,418
Apr11 101201 1390.5 1400.2 1385.7 1390.5 +2.2 3,788 47,811 +1,216
Jun11 101201 1392.2 1402.5 1387.7 1392.7 +2.2 3,316 31,984 -883
Aug11 101201 1399.6 1399.6 1395.1 1395.1 +2.2 369 13,978 +131
Oct11 101201 1395.9 1397.6 1395.9 1397.6 +2.2 87 10,218 +33
Dec11 101201 1398.9 1409.0 1396.6 1400.2 +2.1 1,934 33,114 +106
Feb12 101201 1402.8 1402.8 1402.8 1402.8 +2.5 27 6,048 +27
Apr12 101201 1405.5 1405.5 1405.5 1405.5 +2.5 0 5,948 +0
Jun12 101201 1408.4 1408.4 1408.4 1408.4 +2.4 421 10,111 +324
Aug12 101201 1411.4 1411.4 1411.4 1411.4 +2.3 0 4,748 +0
Oct12 101201 1414.9 1414.9 1414.9 1414.9 +2.7      
Total Volume and Open Interest 299,408 594,035  
Silver(CMX)
Dec10 101201 2809.5 2880.0 2802.0 2838.8 +20.3 8,378 1,945 -3,483
Mar11 101201 2818.0 2888.0 2802.0 2841.3 +20.1 81,317 80,941 +2,719
May11 101201 2816.5 2890.0 2816.5 2846.3 +20.0 2,847 13,355 +1,741
Jul11 101201 2827.5 2895.0 2826.5 2851.1 +20.0 204 8,905 +2
Sep11 101201 2892.0 2893.0 2855.8 2855.8 +20.0 112 6,207 +7
Dec11 101201 2856.0 2900.0 2844.5 2862.8 +20.0 1,346 9,464 -389
Mar12 101201 2868.8 2868.8 2868.8 2868.8 +20.2 7 355 +0
Total Volume and Open Interest 136,701 132,790 +0
Platinum(NYMEX)
Jan11 101201 1664.2 1692.3 1658.4 1684.0 +17.6 5,814 30,253 -155
Apr11 101201 1669.9 1695.6 1665.0 1689.8 +18.0 790 3,884 +625
Jul11 101201 1695.0 1695.0 1691.3 1691.3 +18.0 10 363 +10
Oct11 101201 1679.3 1699.0 1679.3 1691.3 +18.0 1 1 +1
Total Volume and Open Interest 6,745 34,023 +0
Palladium(NYMEX)
Dec10 101201 702.00 734.10 701.50 730.75 +29.80 607 703 -375
Mar11 101201 699.00 738.70 694.15 732.30 +29.30 3,998 21,905 +208
Jun11 101201 706.15 740.00 706.10 733.55 +29.60 9 203 -3
Total Volume and Open Interest 7,952 23,012 +0
Copper(CMX)
Dec10 101201 379.10 394.60 378.85 394.60 +12.30 5,000 6,133 -2,374
Mar11 101201 380.80 395.05 378.70 394.75 +12.20 42,540 105,558 +2,845
May11 101201 380.60 394.15 380.60 393.85 +11.80 1,028 17,411 +682
Jul11 101201 389.15 392.70 388.60 392.70 +11.45 294 5,333 +147
Sep11 101201 391.35 391.35 391.35 391.35 +11.15 25 4,834 +2
Total Volume and Open Interest 51,619 146,498 +0
DJIA Index(CBOT)
Dec10 101201 10987 11265 10975 11233 +237 899 7,600 -474
Mar11 101201 11012 11167 10929 11167 +238 29 51 -6
Jun11 101201 11110 11110 10873 11110 +237      
Sep11 101201 11048 11048 10811 11048 +237      
Total Volume and Open Interest 510 8,131 +0
S & P 500(CME)
Dec10 101201 1177.60 1207.10 1176.50 1204.50 +24.90 25,543 343,788 -6,971
Mar11 101201 1193.50 1202.10 1193.50 1199.50 +24.90 3,764 17,859 +3,186
Jun11 101201 1194.90 1197.80 1194.50 1194.90 +25.10 0 2,717 +0
Sep11 101201 1190.40 1193.30 1190.00 1190.40 +25.10 0 130 +0
Total Volume and Open Interest 26,718 368,429 +0
S & P 500 E-Mini(Globex)
Dec10 101201 1177.75 1207.75 1176.25 1204.50 +25.00 3,089,404 2,792,037 +20,376
Mar11 101201 1172.50 1202.50 1171.50 1199.50 +25.00 10,578 80,630 +5,325
Total Volume and Open Interest 2,500,646 2,847,091 +0
NASDAQ 100(CME)
Dec10 101201 2111.30 2173.50 2111.30 2158.50 +41.50 4,051 26,586 -271
Mar11 101201 2173.00 2173.00 2156.50 2156.50 +41.50 13 61 -1
Jun11 101201 2154.00 2154.00 2153.50 2154.00 +41.50      
Total Volume and Open Interest 3,950 26,919 +0
NASDAQ 100 E-Mini(Globex)
Dec10 101201 2115.00 2174.00 2110.80 2158.50 +41.50 320,212 400,142 -7,733
Mar11 101201 2113.50 2171.80 2110.00 2156.50 +41.50 714 1,853 +111
Total Volume and Open Interest 295,015 409,629 +0
S & P Midcap 400(CME)
Dec10 101201 868.00 870.00 850.60 868.50 +16.60 2 3,534 +1
Mar11 101201 865.90 865.90 864.60 865.90 +16.30 0 2 +0
Jun11 101201 863.90 863.90 862.60 863.90 +16.30      
Total Volume and Open Interest 290 3,535 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101201 9925 10210 9925 10170 +225 13,429 45,419 +689
Mar11 101201 10035 10230 10035 10200 +225 130 177 +77
Total Volume and Open Interest 15,227 44,830 +0
Nikkei 225(SGX)
Dec10 101201 9965 10010 9855 9995 +50 164,031 222,610 -769
Mar11 101201 9945 9985 9840 9985 +50 5,363 10,906 +74
Jun11 101201 9915 9915 9915 9915 +55 20 2,146 +0
Total Volume and Open Interest 108,663 243,382 +0
CAC 40(EURONEXT)
Dec10 101201 3630.0 3689.0 3619.0 3667.0 +56.0 209,132 395,571 +15,880
Jan11 101201 3632.5 3680.5 3632.5 3669.5 +56.0 10,108 16,004 +10,078
Feb11 101201 3673.0 3673.0 3673.0 3673.0 +56.5 0 70 +0
Total Volume and Open Interest 202,029 385,901 +0
Hang Seng Index(HKFE)
Dec10 101201 22997 23362 22823 23259 +231 84,441 96,019 -2,805
Jan11 101201 22985 23360 22850 23266 +233 717 523  
Total Volume and Open Interest 89,505 102,571  
DAX(EUREX)
Dec10 101201 6727.0 6889.5 6725.0 6863.5 +161.5 216,868 214,935 +5,852
Mar11 101201 6750.5 6903.5 6748.0 6880.0 +161.5 498 14,336 +152
Jun11 101201 6774.5 6921.5 6774.5 6901.0 +162.0 317 4,909 +116
Total Volume and Open Interest 234,879 228,060 +0
FT-SE 100(EURONEXT)
Dec10 101201 5535.00 5672.00 5522.00 5645.00 +100.50 152,681 611,307 +7,403
Mar11 101201 5525.00 5630.00 5525.00 5605.00 +100.50 1,104 10,795 +334
Jun11 101201 5557.50 5564.00 5557.50 5563.00 +100.00 0 1,034 +0
Total Volume and Open Interest 154,187 615,409 +0
SPI 200(SFE)
Dec10 101201 4596.0 4613.0 4562.0 4595.0 +2.0 34,915 212,063 +7,865
Mar11 101201 4558.0 4590.0 4558.0 4590.0 +2.0 284 2,712 +281
Jun11 101201 4614.0 4614.0 4614.0 4614.0 +2.0 2 2,296 -104
Total Volume and Open Interest 37,976 211,869 +0
GSCI(CME)
Dec10 101201 585.50 593.75 585.00 593.60 +17.60 710 14,551 -76
Jan11 101201 587.50 595.25 587.00 595.25 +17.25 6 5 +2
Feb11 101201 596.75 596.75 596.75 596.75 +15.75      
Total Volume and Open Interest 203 14,630 +0
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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