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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 December 03, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101203 1278.00 1301.50 1274.00 1300.25 +20.50 87,542 249,326 -7,529
Mar11 101203 1286.25 1309.00 1282.50 1307.00 +19.25 37,067 137,876 +1,267
May11 101203 1287.25 1310.00 1284.25 1308.25 +19.00 10,937 68,033 +1,392
Jul11 101203 1289.25 1312.00 1286.25 1310.50 +19.25 12,389 60,995 +1,188
Aug11 101203 1278.00 1285.50 1269.00 1284.75 +15.75 244 2,425 +14
Sep11 101203 1240.00 1246.50 1232.75 1244.25 +11.50 349 3,347 +144
Nov11 101203 1196.75 1211.25 1191.25 1208.25 +11.25 6,885 99,382 +1,098
Total Volume and Open Interest 157,484 635,581 -1,463
Soybean Meal(CBOT)
Dec10 101203 343.50 351.60 343.40 350.10 +6.00 5,603 4,440 -1,681
Jan11 101203 345.20 352.90 344.30 351.60 +5.90 30,115 67,510 -182
Mar11 101203 347.10 354.00 346.00 352.90 +5.60 11,462 44,927 +88
May11 101203 345.60 352.20 345.10 351.30 +5.60 5,636 25,720 -228
Jul11 101203 345.50 352.00 344.50 350.90 +5.40 2,521 17,496 +330
Aug11 101203 336.60 341.50 336.60 340.90 +4.30 601 5,236 +68
Sep11 101203 326.90 330.60 325.10 328.50 +3.40 331 5,431 -70
Oct11 101203 313.80 314.30 301.50 311.30 +2.70 110 4,636 +10
Total Volume and Open Interest 58,263 193,453 -1,314
Soybean Oil(CBOT)
Dec10 101203 52.58 53.19 52.57 53.08 +0.61 11,313 6,145 -2,076
Jan11 101203 52.93 53.60 52.70 53.45 +0.61 41,175 129,600 -1,755
Mar11 101203 53.21 54.03 53.13 53.89 +0.61 19,469 91,760 +3,263
May11 101203 53.64 54.35 53.52 54.20 +0.60 4,480 38,632 +152
Jul11 101203 53.89 54.60 53.78 54.44 +0.58 5,530 31,799 +1,734
Aug11 101203 53.99 54.60 53.99 54.52 +0.58 407 4,454 +18
Sep11 101203 54.09 54.63 54.00 54.55 +0.55 460 4,373 -4
Oct11 101203 54.06 54.66 54.06 54.55 +0.55 836 5,537 +13
Total Volume and Open Interest 87,533 330,452 +2,659
Canola(WCE)
Jan11 101203 548.0 556.6 543.1 553.3 +6.2 8,500 102,592 -1,277
Mar11 101203 553.0 563.0 549.6 559.5 +6.2 4,184 34,207 +1,104
May11 101203 556.5 565.6 552.2 562.3 +7.0 423 4,138 -273
Jul11 101203 554.4 567.5 551.7 563.6 +6.9 194 14,310 +144
Nov11 101203 502.1 519.0 502.1 517.0 +10.3 732 31,424 -413
Total Volume and Open Interest 14,595 188,339 -338
Corn(CBOT)
Dec10 101203 541.00 559.50 541.00 559.00 +18.25 36,142 21,119 -4,865
Mar11 101203 555.75 574.00 555.50 573.50 +18.00 161,989 739,234 -5,277
May11 101203 563.75 580.75 563.75 580.50 +17.00 35,933 159,083 +3,683
Jul11 101203 568.75 585.00 566.25 584.50 +16.00 39,008 230,609 +827
Sep11 101203 540.00 552.50 540.00 548.25 +10.25 2,541 39,126 -57
Dec11 101203 523.00 539.75 523.00 534.50 +11.50 25,804 260,468 -613
Total Volume and Open Interest 305,082 1,508,341 -5,662
Wheat(CBOT)
Dec10 101203 714.25 738.00 714.25 738.00 +31.50 4,391 2,872 -1,140
Mar11 101203 748.25 782.00 747.25 779.00 +30.50 68,701 232,240 +3,189
May11 101203 766.50 795.75 766.50 790.75 +23.25 19,862 50,242 +1,848
Jul11 101203 773.25 800.00 773.25 786.75 +11.75 15,532 95,253 +874
Sep11 101203 791.00 810.00 788.00 795.75 +6.25 1,988 17,486 +512
Total Volume and Open Interest 116,878 465,695 +5,959
Wheat(KCBT)
Dec10 101203 810.00 812.50 808.50 811.75 +24.50 1,943 1,050 -1,438
Mar11 101203 801.00 828.75 799.50 822.00 +20.25 20,916 117,483 +1,419
May11 101203 808.00 835.50 808.00 828.75 +19.50 5,008 21,487 -558
Jul11 101203 809.00 833.00 809.00 823.00 +12.50 6,931 51,292 +90
Sep11 101203 818.25 842.75 818.25 829.25 +11.25 2,334 12,046 +110
Total Volume and Open Interest 38,020 215,138 -530
Wheat(MGE)
Dec10 101203 817.75 817.75 817.25 817.25 +24.00 367 383 -298
Mar11 101203 810.00 841.00 810.00 835.25 +22.00 7,217 32,025 +543
May11 101203 821.25 849.50 821.25 844.00 +22.75 1,939 9,567 +339
Jul11 101203 823.50 849.00 823.50 844.25 +20.50 1,495 7,842 +218
Sep11 101203 822.75 844.00 820.75 834.50 +11.50 902 6,912 +273
Total Volume and Open Interest 12,694 64,865 +1,192
Oats(CBOT)
Dec10 101203 367.25 372.75 361.00 367.00 +6.00 289 167 -444
Mar11 101203 364.75 369.50 364.00 367.00 +6.00 606 9,403 -82
May11 101203 373.00 374.00 366.25 371.75 +5.50 37 606 +22
Jul11 101203 377.25 377.25 371.25 376.50 +5.25 21 212 +16
Total Volume and Open Interest 965 11,303 -296
Rough Rice(CBOT)
Jan11 101203 14.42 14.88 14.32 14.67 +0.23 679 8,957 -115
Mar11 101203 14.71 15.14 14.61 14.95 +0.23 444 5,380 +267
May11 101203 15.09 15.32 14.98 15.22 +0.23 57 1,028 +12
Jul11 101203 15.20 15.50 15.11 15.41 +0.20 73 1,552 -1
Total Volume and Open Interest 1,290 17,583 +174
Live Cattle(CME)
Dec10 101203 103.080 103.285 102.550 103.180 +0.100 11,148 38,217 -2,772
Feb11 101203 106.300 106.850 105.700 106.385 -0.095 18,509 163,109 +2,774
Apr11 101203 109.000 109.600 108.750 109.100 -0.200 7,115 85,343 +1,719
Jun11 101203 106.050 106.500 105.800 106.230 unch 2,839 36,599 +1,054
Aug11 101203 105.930 106.350 105.700 106.330 +0.380 670 14,410 +172
Oct11 101203 108.250 108.800 108.230 108.600 unch 448 7,880 +69
Total Volume and Open Interest 40,876 349,957 +3,043
Feeder Cattle(CME)
Jan11 101203 118.600 119.250 118.385 118.680 unch 2,210 16,245 +23
Mar11 101203 119.350 119.785 119.080 119.480 +0.050 1,129 10,285 +346
Apr11 101203 120.000 120.500 119.750 120.300 +0.070 742 3,372 +201
May11 101203 120.000 120.800 120.000 120.450 +0.020 334 4,297 +206
Aug11 101203 120.900 121.180 120.500 120.930 +0.180 228 3,961 +151
Sep11 101203 120.000 120.100 119.600 120.000 +0.100 10 284 +7
Oct11 101203 119.800 119.800 119.800 119.800 +0.300 6 60 +6
Total Volume and Open Interest 4,682 38,544 +958
Lean Hogs(CME)
Dec10 101203 69.100 69.350 68.800 69.285 +0.355 3,669 16,256 -708
Feb11 101203 76.400 76.635 75.600 76.580 +0.580 13,218 84,207 +2,934
Apr11 101203 80.200 80.450 79.650 80.285 +0.355 3,521 50,209 +434
May11 101203 86.635 87.000 86.000 87.000 +0.400 64 1,683 -24
Jun11 101203 89.100 89.600 88.830 89.450 +0.350 2,199 30,844 +464
Jul11 101203 88.700 89.000 88.285 88.750 +0.050 82 6,880 +40
Aug11 101203 87.950 88.350 87.700 88.250 +0.100 361 7,560 +57
Oct11 101203 78.475 78.800 78.250 78.550 -0.150 87 4,708 +46
Total Volume and Open Interest 23,233 204,279 +3,253
Class III Milk(CME)
Dec10 101203 13.79 13.92 13.77 13.90 +0.13 199 5,774 +20
Jan11 101203 13.60 13.70 13.60 13.68 +0.02 295 3,751 +4
Feb11 101203 13.60 13.70 13.60 13.67 +0.02 252 3,062 +103
Mar11 101203 13.86 13.93 13.78 13.88 unch 87 2,792 +28
Apr11 101203 14.09 14.09 14.00 14.09 +0.01 24 2,008 +11
Total Volume and Open Interest 1,228 31,557 +436
Cocoa(ICE)
Dec10 101203 2911 2914 2900 2905 +69 15 32 -10
Mar11 101203 2890 2947 2863 2935 +67 14,742 70,480 -1,728
May11 101203 2917 2965 2883 2955 +65 2,234 20,339 +280
Jul11 101203 2930 2979 2900 2969 +61 532 10,601 +61
Sep11 101203 2961 2994 2923 2984 +62 715 5,197 +214
Dec11 101203 2940 3006 2938 2999 +59 644 10,615 +337
Mar12 101203 3048 3071 3009 3071 +61 144 10,274 +89
Total Volume and Open Interest 19,037 132,799 -749
Coffee "C"(ICE)
Dec10 101203 204.85 206.20 204.50 204.50 +1.10 25 466 -35
Mar11 101203 203.45 207.45 203.15 204.80 +1.10 5,723 87,449 +89
May11 101203 204.00 208.00 204.00 205.45 +1.00 820 23,011 +336
Jul11 101203 204.40 206.45 204.25 204.65 +0.85 137 7,311 -6
Sep11 101203 203.80 204.25 202.05 202.50 +0.65 56 3,242 +17
Dec11 101203 201.25 201.60 199.55 199.65 +0.70 29 6,104 +10
Total Volume and Open Interest 6,811 128,734 +405
Orange Juice(ICE)
Jan11 101203 156.25 157.55 155.50 156.80 +1.35 1,613 17,958 -389
Mar11 101203 157.50 158.25 156.45 157.70 +1.30 629 6,910 +419
May11 101203 158.95 158.95 158.55 158.55 +1.25 93 1,258 +20
Jul11 101203 158.75 159.80 158.75 159.80 +1.60 208 1,902 +200
Sep11 101203 159.80 159.80 159.80 159.80 +1.55 0 300 +0
Nov11 101203 159.75 159.75 159.75 159.75 +1.50 0 15 +0
Total Volume and Open Interest 2,543 28,366 +250
Sugar #11(ICE)
Mar11 101203 28.50 29.67 28.38 29.50 +1.05 30,695 228,799 +97
May11 101203 25.90 26.89 25.78 26.71 +0.86 10,580 101,969 +1,001
Jul11 101203 23.14 24.06 22.96 23.88 +0.74 8,658 95,779 -126
Oct11 101203 21.68 22.48 21.55 22.21 +0.57 6,042 56,372 +842
Mar12 101203 20.98 21.80 20.98 21.49 +0.51 1,431 47,141 +120
Total Volume and Open Interest 58,440 572,432 +1,805
London Cocoa(LCE)
Dec10 101203 1927 1964 1918 1954 +44 4,391 38,204 -3,406
Mar11 101203 1938 1962 1920 1959 +36 16,369 62,258 +2,193
May11 101203 1956 1977 1938 1973 +32 2,267 19,963 -370
Jul11 101203 1972 1994 1953 1990 +31 2,498 16,951 +1,217
Sep11 101203 1993 1998 1967 1994 +25 241 9,793 -42
Dec11 101203 1985 2006 1980 1999 +22 244 16,268 +53
Mar12 101203 1995 2018 1992 2008 +19 191 13,187 +88
Total Volume and Open Interest 26,224 179,629 +2,021
London Sugar(LCE)
Mar11 101203 727.80 742.80 727.80 740.00 +12.10 1,205 28,170 -64
May11 101203 691.10 700.00 688.90 697.30 +8.60 215 8,705 +19
Aug11 101203 629.80 635.90 627.70 634.10 +11.40 79 6,938 -3
Oct11 101203 584.80 589.00 582.80 587.00 +9.10 58 2,034 -4
Dec11 101203 567.30 572.60 567.10 570.30 +7.70 26 736 +26
Total Volume and Open Interest 1,609 47,124 +0
Cotton(ICE)
Dec10 101203 149.98 149.98 140.00 142.33 +4.99 19 488 -32
Mar11 101203 127.30 132.34 127.30 132.34 +6.00 9,074 110,119 -474
May11 101203 122.26 127.50 122.26 127.50 +6.00 1,948 20,108 +96
Jul11 101203 117.56 123.08 117.56 123.08 +6.00 3,087 28,632 +882
Oct11 101203 105.82 110.32 105.82 107.11 +2.79 121 292 -51
Dec11 101203 93.00 97.69 93.00 95.61 +1.79 2,250 34,517 +302
Total Volume and Open Interest 16,717 196,092 +845
Lumber(CME)
Jan11 101203 251.0 251.2 248.0 249.3 -2.7 415 3,601 +8
Mar11 101203 269.0 269.0 265.0 265.0 -3.0 302 4,409 +85
May11 101203 276.5 278.0 276.0 277.0 unch 40 1,239 +3
Jul11 101203 285.7 286.0 285.7 286.0 -3.6 1 172 +0
Total Volume and Open Interest 758 9,421 +96
Crude Oil(NYM)
Jan11 101203 87.94 89.49 87.14 89.19 +1.19 330,642 316,409 -6,327
Feb11 101203 88.30 89.87 87.60 89.59 +1.17 106,465 135,364 +6,554
Mar11 101203 88.64 90.13 88.00 89.87 +1.12 62,181 126,904 -877
Apr11 101203 88.84 90.50 88.24 90.02 +1.06 30,997 50,523 +1,319
May11 101203 89.06 90.33 88.40 90.08 +0.96 17,187 33,640 -1,748
Jun11 101203 89.03 90.36 88.48 90.13 +0.87 44,138 88,373 +3,116
Jul11 101203 89.30 90.34 89.01 90.14 +0.78 8,718 37,599 +802
Aug11 101203 89.34 90.31 89.34 90.12 +0.66 5,043 17,953 +36
Sep11 101203 89.39 90.30 89.39 90.10 +0.55 5,579 24,004 -392
Oct11 101203 89.66 90.40 89.45 90.09 +0.44 7,493 17,585 +1,698
Nov11 101203 89.77 90.36 89.15 90.10 +0.33 4,538 21,543 +636
Dec11 101203 89.61 90.66 88.94 90.14 +0.25 45,514 150,170 +3,910
Jan12 101203 90.04 90.04 90.04 90.04 +0.15 897 19,899 +323
Feb12 101203 89.94 89.94 89.94 89.94 +0.05 379 7,959 -4
Mar12 101203 89.85 89.85 89.59 89.85 -0.04 324 10,541 +89
Apr12 101203 89.76 89.76 89.76 89.76 -0.13 51 4,039 -11
Total Volume and Open Interest 712,492 1,372,670 +14,230
e-miNY Crude Oil(NYM)
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101203 87.925 89.475 87.150 89.200 +1.200 8,317 4,068 +24
Feb11 101203 88.375 89.875 87.700 89.600 +1.175 427 1,267 +67
Mar11 101203 88.450 90.075 88.225 89.875 +1.125 80 447 +0
Apr11 101203 90.025 90.025 90.025 90.025 +1.075 0 5 +0
May11 101203 89.675 90.075 89.675 90.075 +0.950 0 13 +0
Jun11 101203 89.125 90.250 88.500 90.125 +0.875 0 9 +0
Jul11 101203 90.150 90.150 90.150 90.150 +0.800 0 1 +0
Aug11 101203 90.125 90.125 90.125 90.125 +0.675      
Sep11 101203 90.100 90.100 90.100 90.100 +0.550 0 1 +0
Total Volume and Open Interest 8,824 5,964 +91
Heating Oil(NYM)
Jan11 101203 244.74 249.87 243.78 248.74 +3.28 69,746 101,664 +2,150
Feb11 101203 245.85 251.08 245.03 250.05 +3.53 28,760 46,100 +2,745
Mar11 101203 245.90 250.70 245.00 249.78 +3.39 14,468 35,678 +689
Apr11 101203 245.10 249.06 244.34 248.39 +3.29 7,493 19,162 +790
May11 101203 244.14 248.26 243.49 247.31 +3.20 5,627 17,590 -318
Jun11 101203 243.85 247.83 242.40 246.85 +3.13 10,169 38,546 +509
Jul11 101203 244.85 248.39 244.85 247.40 +2.98 828 7,855 +102
Aug11 101203 248.85 248.85 248.17 248.17 +2.80 275 4,480 +15
Sep11 101203 246.72 249.22 245.66 249.22 +2.55 414 4,414 -133
Oct11 101203 250.47 250.47 250.47 250.47 +2.20 157 2,828 +3
Nov11 101203 251.92 251.92 251.92 251.92 +2.05 140 2,862 +10
Dec11 101203 251.35 253.72 249.79 253.22 +2.00 3,158 15,592 +574
Total Volume and Open Interest 141,574 304,734 +7,094
Gasoline(NYMEX)
Jan11 101203 235.00 236.47 232.70 235.21 -0.32 58,347 95,064 -8,456
Feb11 101203 232.00 234.81 230.05 233.65 +0.90 32,976 42,647 -1,266
Mar11 101203 232.15 234.31 230.13 233.61 +1.41 26,341 31,825 +2,562
Apr11 101203 240.29 243.83 239.19 243.00 +1.78 12,661 25,212 +219
May11 101203 242.00 244.00 240.41 243.12 +1.87 6,237 11,141 -188
Jun11 101203 241.50 243.83 239.81 242.93 +1.91 7,478 15,076 +642
Jul11 101203 240.11 243.07 240.10 241.98 +1.84 2,038 4,356 +45
Aug11 101203 240.73 240.95 240.65 240.65 +1.65 635 5,133 -188
Sep11 101203 238.89 238.89 238.89 238.89 +1.41 916 2,897 -232
Oct11 101203 227.85 227.85 227.85 227.85 +0.96 388 2,597 -125
Total Volume and Open Interest 151,350 268,048 -5,872
e-miNY RBOB Gasoline(NYM)
Jan11 101203 235.20 235.21 235.20 235.20 -0.30 0 2 +0
Feb11 101203 233.70 233.70 233.65 233.70 +0.90 0 1 +0
Mar11 101203 233.60 233.61 233.60 233.60 +1.40 0 1 +0
Apr11 101203 243.00 243.00 243.00 243.00 +1.80 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Jan11 101203 4.341 4.391 4.280 4.349 +0.006 135,776 227,555 +109
Feb11 101203 4.354 4.396 4.290 4.359 +0.009 32,966 75,134 +1,972
Mar11 101203 4.322 4.352 4.259 4.324 +0.012 31,028 89,768 -5,300
Apr11 101203 4.285 4.318 4.233 4.297 +0.017 29,055 72,575 -1,136
May11 101203 4.312 4.338 4.256 4.325 +0.018 9,226 29,757 +1,122
Jun11 101203 4.355 4.381 4.323 4.372 +0.019 5,053 14,459 +605
Jul11 101203 4.388 4.440 4.370 4.432 +0.021 2,716 12,724 +228
Aug11 101203 4.452 4.472 4.429 4.472 +0.021 1,789 13,749 +118
Sep11 101203 4.470 4.492 4.444 4.492 +0.021 1,331 10,238 +40
Oct11 101203 4.544 4.576 4.519 4.573 +0.019 9,887 45,259 -266
Nov11 101203 4.731 4.786 4.730 4.784 +0.013 1,772 21,652 +136
Dec11 101203 5.050 5.085 5.035 5.080 +0.006 1,433 19,154 +198
Jan12 101203 5.220 5.264 5.208 5.257 +0.006 3,909 30,143 -419
Feb12 101203 5.200 5.219 5.180 5.216 +0.006 217 6,599 +88
Mar12 101203 5.105 5.105 5.090 5.103 +0.006 2,190 14,474 -17
Apr12 101203 4.865 4.879 4.830 4.873 +0.008 714 13,102 +43
Total Volume and Open Interest 269,358 761,675 -4,172
Brent Crude Oil(ICE)
Jan11 101203 90.47 91.85 90.10 91.42 +0.73 185,728 205,016 -8,232
Feb11 101203 90.34 91.91 90.09 91.49 +0.84 114,933 196,706 +12,326
Mar11 101203 90.43 91.90 90.10 91.49 +0.87 49,787 107,586 +2,662
Apr11 101203 90.44 91.84 90.16 91.50 +0.87 27,335 39,414 -2,168
May11 101203 90.49 91.77 90.19 91.51 +0.82 20,392 31,752 -519
Jun11 101203 90.53 92.01 90.23 91.50 +0.77 39,441 53,076 +2,005
Jul11 101203 90.36 91.92 90.36 91.47 +0.71 6,520 14,868 +33
Aug11 101203 90.50 91.93 90.37 91.44 +0.64 4,700 12,949 -219
Sep11 101203 90.76 91.93 90.40 91.41 +0.56 4,112 9,946 -65
Oct11 101203 91.58 91.58 91.38 91.38 +0.49 2,298 6,051 -487
Nov11 101203 91.59 91.59 91.36 91.36 +0.41 2,149 10,422 +237
Dec11 101203 90.80 92.07 90.39 91.35 +0.35 34,236 83,319 +1,625
Jan12 101203 91.34 91.34 91.34 91.34 +0.27 3,156 11,058 +359
Feb12 101203 91.31 91.31 91.31 91.31 +0.18 644 5,390 -171
Total Volume and Open Interest 506,192 869,377 +8,130
Gas Oil(ICE)
Dec10 101203 755.00 772.00 753.50 761.75 +11.25 45,805 54,291 -6,067
Jan11 101203 764.75 777.50 759.50 767.25 +11.00 91,763 152,200 +3,470
Feb11 101203 766.25 780.25 763.25 770.25 +10.50 43,227 76,616 +3,480
Mar11 101203 768.00 780.75 764.50 771.00 +9.75 21,791 57,016 +6,013
Apr11 101203 767.75 781.00 766.50 771.50 +9.50 18,369 51,292 +1,876
May11 101203 768.50 781.75 768.50 772.00 +9.00 12,518 43,303 +2,709
Jun11 101203 768.25 782.50 766.75 772.75 +8.50 23,631 48,605 +422
Jul11 101203 772.50 783.00 770.25 774.50 +8.00 4,336 16,973 -1,043
Aug11 101203 775.50 785.25 772.75 776.75 +7.50 4,540 14,805 +127
Sep11 101203 778.00 786.75 775.00 778.75 +7.00 2,814 10,076 +262
Total Volume and Open Interest 287,844 645,295 +15,188
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101203 2.080 2.109 2.078 2.101 +0.032 231 1,050 +96
Feb11 101203 2.085 2.108 2.085 2.102 +0.031 101 973 +51
Mar11 101203 2.095 2.120 2.094 2.115 +0.039 116 1,050 -18
Apr11 101203 2.106 2.133 2.106 2.125 +0.038 87 675 -6
May11 101203 2.142 2.154 2.129 2.149 +0.038 26 408 +14
Jun11 101203 2.141 2.165 2.141 2.161 +0.043 44 500 +16
Jul11 101203 2.151 2.175 2.151 2.168 +0.043 13 687 +3
Total Volume and Open Interest 822 7,501 +115
WTI Crude Oil(ICE
Jan11 101203 87.79 89.49 87.14 89.19 +1.19 85,445 98,016 -454
Feb11 101203 88.20 89.87 87.61 89.59 +1.17 42,739 57,976 +2,708
Mar11 101203 88.48 90.10 87.98 89.87 +1.12 22,191 52,925 +3,010
Apr11 101203 88.84 90.27 88.21 90.02 +1.06 10,419 23,172 -1,543
May11 101203 89.25 90.13 88.35 90.08 +0.96 7,740 15,560 -150
Jun11 101203 88.97 90.36 88.45 90.13 +0.87 22,126 48,151 -1,261
Jul11 101203 89.54 90.14 88.52 90.14 +0.78 2,808 14,364 -619
Aug11 101203 89.54 90.12 88.58 90.12 +0.66 1,569 8,515 +31
Sep11 101203 89.66 90.15 88.64 90.10 +0.55 1,842 12,084 +164
Oct11 101203 90.09 90.09 90.09 90.09 +0.44 934 4,573 -50
Nov11 101203 90.10 90.10 90.10 90.10 +0.33 630 7,349 -95
Dec11 101203 89.45 90.60 88.88 90.14 +0.25 17,919 57,098 +3,948
Jan12 101203 89.60 90.04 89.60 90.04 +0.15 42 4,629 +0
Feb12 101203 89.94 89.94 89.94 89.94 +0.05 39 1,188 +9
Mar12 101203 89.85 89.85 89.53 89.85 -0.04 60 3,195 +27
Apr12 101203 89.76 89.76 89.76 89.76 -0.13 51 781 +6
Total Volume and Open Interest 222,768 483,263 +5,517
US Dollar Index(ICE)
Dec10 101203 80.310 80.360 79.060 79.408 -0.927 36,646 34,111 +1,993
Mar11 101203 80.710 80.755 79.490 79.798 -0.933 879 1,510 +236
Jun11 101203 80.875 80.875 80.000 80.230 -0.945 10 18 +10
Total Volume and Open Interest 37,535 35,640 +2,239
Australian Dollar(CME)
Dec10 101203 97.58 99.31 97.30 98.97 +1.46 111,835 102,532 -8,083
Mar11 101203 96.46 98.19 96.20 97.85 +1.44 9,106 13,547 +6,986
Jun11 101203 96.73 96.73 95.31 96.73 +1.42 0 152 +0
Total Volume and Open Interest 120,953 116,382 -1,085
British Pound(CME)
Dec10 101203 155.95 157.89 155.78 157.42 +1.64 139,426 86,612 +576
Mar11 101203 155.88 157.75 155.67 157.30 +1.63 1,941 3,084 +325
Jun11 101203 157.17 157.17 155.57 157.17 +1.60 1 44 +0
Total Volume and Open Interest 141,368 89,776 +901
Canadian Dollar(CME)
Dec10 101203 99.66 99.97 99.18 99.54 -0.08 104,978 94,410 +5,261
Mar11 101203 99.45 99.75 98.97 99.33 -0.08 4,579 11,053 +1,746
Jun11 101203 99.40 99.45 99.08 99.08 -0.08 31 1,209 +0
Sep11 101203 98.95 98.95 98.81 98.81 -0.09 12 495 +5
Total Volume and Open Interest 109,613 107,654 +7,013
Japanese Yen(CME)
Dec10 101203 119.26 121.20 119.14 120.61 +1.47 133,364 122,850 -2,929
Mar11 101203 119.43 121.33 119.27 120.74 +1.47 3,972 5,379 +2,050
Jun11 101203 121.25 121.25 119.47 120.92 +1.45 1 205 +1
Total Volume and Open Interest 137,337 128,444 -878
Swiss Franc(CME)
Dec10 101203 100.75 102.83 100.50 102.29 +1.67 51,247 41,331 +148
Mar11 101203 100.84 102.85 100.63 102.38 +1.63 3,343 3,912 +2,144
Jun11 101203 102.51 102.51 100.92 102.51 +1.59 0 15 +0
Total Volume and Open Interest 54,590 45,264 +2,292
EuroFX(CME)
Dec10 101203 132.13 134.38 131.92 133.78 +1.76 486,962 186,909 -5,218
Mar11 101203 132.06 134.28 131.85 133.69 +1.75 10,038 16,868 +1,095
Jun11 101203 131.89 133.72 131.87 133.59 +1.72 8 204 +2
Total Volume and Open Interest 497,009 204,013 -4,121
Mexican Peso(CME)
Dec10 101203 811.0 812.2 800.2 808.0 -3.0 22,867 134,314 +864
Jan11 101203 807.8 810.5 807.8 807.8 -2.8      
Total Volume and Open Interest 24,102 136,464 +1,686
30-Year T-Bonds(CBOT)
Dec10 101203 126~070 127~040 125~150 125~200 -0~130 51,810 52,191 +52,191
Mar11 101203 124~220 125~220 123~310 124~040 -0~130 328,188 538,064 +1,602
Jun11 101203 122~280 123~050 122~200 122~200 -0~130 5 578 +0
Total Volume and Open Interest 380,003 590,833 -15,508
10-Year T-Notes(CBOT)
Dec10 101203 123~175 124~140 123~045 123~225 +0~070 133,912 80,449 -39,877
Mar11 101203 122~155 123~145 122~020 122~200 +0~060 1,299,780 1,260,357 +21,840
Jun11 101203 121~150 121~310 121~150 121~255 +0~060 6 29 +0
Total Volume and Open Interest 1,433,700 1,340,841 -18,536
5-Year T-Notes(CBOT)
Dec10 101203 119~099 120~058 119~063 120~005 +0~042 56,538 63,348 -19,154
Mar11 101203 118~110 119~076 118~073 119~022 +0~044 599,118 939,844 +17,322
Jun11 101203 118~046 118~046 118~002 118~046 +0~044      
Total Volume and Open Interest 655,656 1,003,192 -1,832
2 Year T-Notes(CBOT)
Dec10 101203 109~077 109~103 109~076 109~096 +0~015 29,494 40,338 -6,035
Mar11 101203 109~061 109~087 109~055 109~079 +0~016 223,948 636,732 +4,789
Jun11 101203 109~065 109~067 109~051 109~067 +0~016 0 10 +0
Total Volume and Open Interest 253,442 677,080 -1,246
Eurodollars(CME)
Dec10 101203 99.668 99.677 99.662 99.673 +0.007 259,555 844,112 -6,374
Mar11 101203 99.510 99.570 99.500 99.555 +0.050 397,001 1,175,952 +510
Jun11 101203 99.410 99.495 99.395 99.475 +0.070 307,374 1,051,096 +12,005
Sep11 101203 99.310 99.420 99.285 99.395 +0.090 258,195 893,153 -12,820
Dec11 101203 99.175 99.315 99.145 99.285 +0.110 285,203 858,986 +1,079
Mar12 101203 99.025 99.175 98.980 99.140 +0.120 304,855 744,335 +4,521
Jun12 101203 98.845 99.005 98.795 98.965 +0.120 210,606 457,700 +888
Sep12 101203 98.665 98.830 98.605 98.780 +0.120 189,977 369,006 -10,356
Dec12 101203 98.445 98.630 98.395 98.565 +0.110 152,703 299,862 -4,139
Mar13 101203 98.265 98.440 98.190 98.350 +0.095 111,368 226,503 -9,124
Jun13 101203 98.035 98.225 97.970 98.115 +0.080 82,534 166,725 +2,587
Sep13 101203 97.830 98.000 97.735 97.865 +0.065 68,050 179,698 -2,583
Dec13 101203 97.575 97.750 97.485 97.600 +0.055 36,897 126,375 -1,631
Mar14 101203 97.330 97.510 97.245 97.345 +0.040 35,143 115,313 -286
Jun14 101203 97.070 97.260 96.980 97.075 +0.020 39,782 112,530 +1,997
Sep14 101203 96.845 97.015 96.735 96.815 +0.005 40,241 74,449 +3,064
Dec14 101203 96.595 96.765 96.490 96.560 -0.005 31,660 86,237 -1,452
Mar15 101203 96.360 96.560 96.290 96.355 -0.005 25,522 47,790 +1,926
Total Volume and Open Interest 2,920,139 8,045,713 -13,556
30 Day Federal Funds(CBOT)
Dec10 101203 99.805 99.815 99.805 99.810 +0.005 13,657 101,171 -1,430
Jan11 101203 99.805 99.820 99.805 99.815 +0.005 1,682 62,626 +111
Feb11 101203 99.805 99.815 99.800 99.810 +0.005 5,505 53,460 -518
Mar11 101203 99.800 99.815 99.800 99.810 +0.010 7,299 37,219 +2,104
Apr11 101203 99.800 99.815 99.795 99.810 +0.010 2,169 37,573 +487
May11 101203 99.795 99.810 99.795 99.805 +0.010 2,395 36,667 +938
Total Volume and Open Interest 50,211 540,947 +622
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 101203 99.665 99.665 99.665 99.665 +0.005 0 2,289 +0
Mar11 101203 99.643 99.643 99.643 99.643 +0.005 0 769 +0
Jun11 101203 99.630 99.630 99.630 99.630 +0.007 0 150 +0
Sep11 101203 99.620 99.620 99.620 99.620 -0.010      
Dec11 101203 99.620 99.620 99.620 99.620 -0.010      
Mar12 101203 99.610 99.610 99.610 99.610 -0.010      
Jun12 101203 99.660 99.660 99.660 99.660 -0.010      
Sep12 101203 99.610 99.610 99.610 99.610 -0.010      
Dec12 101203 99.305 99.305 99.305 99.305 -0.010      
Mar13 101203 99.305 99.305 99.305 99.305 -0.010      
Total Volume and Open Interest 0 3,208 +0
3-Mth Euro-Yen(SGX)
Dec10 101203 99.67 99.67 99.67 99.67 +0.00 0 4,588 +0
Mar11 101203 99.64 99.64 99.64 99.64 +0.01 2 1,454 +0
Jun11 101203 99.63 99.63 99.63 99.63 +0.00 0 1,379 -50
Sep11 101203 99.62 99.62 99.61 99.62 -0.01 175 1,317 +43
Dec11 101203 99.62 99.62 99.62 99.62 -0.01 0 110 +0
Mar12 101203 99.61 99.61 99.61 99.61 -0.01 0 305 +0
Jun12 101203 99.66 99.66 99.66 99.66 -0.01 0 754 +0
Sep12 101203 99.61 99.61 99.61 99.61 -0.01 0 310 +0
Total Volume and Open Interest 177 10,221 -7
Japanese Gov't Bonds(SGX)
Dec10 101203 141.00 141.09 140.75 140.79 -0.22 3,454 16,606 +562
Mar11 101203 140.05 140.25 139.97 139.97 -0.22 679 2,125 +1,587
Jun11 101203 137.88 137.88 137.88 137.88 -0.22      
Total Volume and Open Interest 4,133 18,731 +2,149
Euro-Bund(EUREX)
Dec10 101203 126.54 126.56 125.83 126.19 -0.28 1,136,110 830,186 -67,725
Mar11 101203 126.21 126.25 125.47 125.83 -0.34 172,115 225,299 +72,887
Jun11 101203 126.02 126.02 125.44 125.44 -0.28 62 0 +0
Total Volume and Open Interest 1,308,287 1,055,485 +5,162
Euro-Bobl(EUREX)
Dec10 101203 119.37 119.45 119.03 119.29 +0.03 808,108 588,800 -49,659
Mar11 101203 119.05 119.08 118.63 118.93 -0.02 216,217 213,585 +56,313
Jun11 101203 118.75 119.09 118.75 119.09 +0.03 194 11 +0
Total Volume and Open Interest 1,024,519 802,396 +464
3-Mth Euribor(EUREX)
Dec10 101203 98.970 98.970 98.970 98.970 +0.005 166 7,875 -1,746
Mar11 101203 98.890 98.890 98.875 98.875 -0.005 59 2,074 +7
Jun11 101203 98.790 98.790 98.775 98.775 -0.005 0 5,329 -27
Total Volume and Open Interest 245 23,738 -1,787
Long Gilt(LIFFE)
Dec10 101203 120~20 120~27 120~07 120~15 -0~02 3,564 28,168 -10,808
Mar11 101203 119~11 119~20 118~26 119~05 -0~02 94,549 264,410 -4,960
Total Volume and Open Interest 98,113 292,578 -7,328
3-Mth Short Sterling(LIFFE)
Dec10 101203 99.24 99.25 99.23 99.24 unch 31,891 330,618 +1,021
Mar11 101203 99.14 99.16 99.13 99.14 +0.01 73,415 299,504 +5,490
Jun11 101203 99.06 99.08 99.03 99.05 +0.01 69,851 250,308 +128
Sep11 101203 98.94 98.97 98.92 98.95 +0.02 77,030 238,404 -2,670
Dec11 101203 98.80 98.82 98.74 98.80 +0.03 100,212 361,264 -1,426
Mar12 101203 98.60 98.64 98.55 98.61 +0.03 64,208 211,292 -785
Total Volume and Open Interest 532,286 2,148,241 +5,727
3-Mth Euribor(LIFFE)
Dec10 101203 98.970 98.970 98.960 98.970 +0.005 139,414 506,392 +283
Mar11 101203 98.885 98.895 98.860 98.875 -0.005 263,065 519,482 +8,179
Jun11 101203 98.785 98.800 98.760 98.775 -0.005 201,984 461,878 +12,855
Total Volume and Open Interest 1,278,669 2,978,136 +26,717
3-Mth Aus T-Bills(SFE)
Dec10 101203 95.00 95.01 94.99 95.00 -0.01 9,627 115,984 -15,163
Mar11 101203 94.95 94.96 94.93 94.94 -0.02 13,943 178,522 -50
Jun11 101203 94.87 94.88 94.83 94.85 -0.04 8,416 103,704 -2,149
Sep11 101203 94.79 94.80 94.75 94.76 -0.04 4,366 67,797 +735
Dec11 101203 94.71 94.71 94.67 94.68 -0.05 3,944 45,516 +813
Mar12 101203 94.65 94.65 94.62 94.63 -0.05 1,137 41,229 -262
Jun12 101203 94.58 94.60 94.55 94.58 -0.04 768 34,898 -268
Sep12 101203 94.52 94.55 94.50 94.54 -0.03 1,068 15,885 +624
Dec12 101203 94.45 94.48 94.43 94.48 -0.03 41 4,707 -3
Mar13 101203 94.39 94.44 94.38 94.44 -0.02 28 2,301 +19
Total Volume and Open Interest 43,353 611,761 -1,007
10-Year Aus T-Bonds(SFE)
Dec10 101203 94.57 94.58 94.50 94.51 -0.07 30,850 418,907 -6,866
Mar11 101203 94.47 94.47 94.47 94.47 -0.07      
Total Volume and Open Interest 30,850 418,907 -6,866
3-Year Aus T-Bonds(SFE)
Dec10 101203 95.02 95.04 94.96 94.97 -0.07 93,615 540,319 -69,333
Mar11 101203 94.92 94.92 94.92 94.92 -0.07      
Total Volume and Open Interest 93,615 540,319 -16,630
Gold(CMX)
Dec10 101203 1385.1 1415.1 1385.1 1405.4 +16.9 1,550 4,362 -1,054
Feb11 101203 1387.1 1417.0 1385.3 1406.2 +16.9 134,387 363,839 -265
Apr11 101203 1389.5 1418.7 1389.5 1408.4 +16.9 1,099 48,439 +129
Jun11 101203 1391.4 1420.6 1391.0 1410.5 +16.8 2,662 32,744 +618
Aug11 101203 1410.0 1422.0 1405.8 1412.7 +16.7 647 14,638 +227
Oct11 101203 1414.8 1415.0 1414.8 1415.0 +16.6 61 10,317 -13
Dec11 101203 1401.2 1428.0 1401.2 1417.5 +16.5 3,862 25,315 -3,022
Feb12 101203 1419.9 1419.9 1419.9 1419.9 +16.3 0 6,547 +0
Apr12 101203 1422.4 1422.4 1422.4 1422.4 +16.1 0 5,948 +0
Jun12 101203 1425.5 1425.5 1425.1 1425.1 +15.9 27 10,111 +0
Aug12 101203 1428.0 1428.0 1428.0 1428.0 +15.6 4 4,873 +0
Oct12 101203 1431.3 1431.3 1431.2 1431.3 +15.4 1,125 1,025 +1,025
Total Volume and Open Interest 158,543 590,118 -4,526
Silver(CMX)
Dec10 101203 2860.0 2941.5 2858.0 2924.1 +69.9 1,375 1,152 -657
Mar11 101203 2862.5 2949.0 2859.5 2927.1 +69.9 64,734 81,345 +350
May11 101203 2870.5 2952.5 2870.5 2931.9 +69.9 2,464 13,964 +651
Jul11 101203 2883.5 2952.0 2883.5 2936.4 +69.8 364 8,867 -29
Sep11 101203 2908.0 2946.0 2908.0 2940.6 +69.4 68 6,237 +17
Dec11 101203 2904.0 2961.0 2900.0 2946.7 +68.8 369 9,330 -102
Mar12 101203 2952.0 2952.0 2952.0 2952.0 +68.3 0 355 +0
Total Volume and Open Interest 70,787 133,476 +476
Platinum(NYMEX)
Jan11 101203 1711.9 1733.0 1708.0 1728.5 +15.4 11,300 29,161 -837
Apr11 101203 1726.0 1737.5 1718.7 1734.2 +15.9 2,416 5,699 +1,153
Jul11 101203 1735.5 1736.3 1732.6 1736.3 +15.9 0 409 +0
Oct11 101203 1736.3 1736.3 1736.3 1736.3 +15.9 0 4 +0
Total Volume and Open Interest 13,716 35,273 +316
Palladium(NYMEX)
Dec10 101203 768.60 777.00 762.05 768.85 +6.55 15 437 -31
Mar11 101203 764.95 780.00 755.70 770.10 +6.40 5,650 23,576 +874
Jun11 101203 765.35 776.45 760.95 771.25 +6.05 98 258 +21
Total Volume and Open Interest 5,771 24,298 +861
Copper(CMX)
Dec10 101203 396.05 401.00 395.00 399.50 +1.80 907 5,262 -335
Mar11 101203 397.45 401.00 394.55 399.90 +2.00 32,047 109,601 +1,341
May11 101203 395.30 399.60 394.80 399.00 +2.10 1,724 19,209 +863
Jul11 101203 396.00 397.90 395.20 397.80 +2.15 354 5,448 +129
Sep11 101203 394.60 396.50 394.60 396.50 +2.25 51 4,835 +2
Total Volume and Open Interest 35,702 153,482 +2,069
DJIA Index(CBOT)
Dec10 101203 11364 11395 11296 11364 +1 264 8,125 -6
Mar11 101203 11275 11382 11257 11298 +1 5 72 +2
Jun11 101203 11241 11241 11240 11241 +1      
Sep11 101203 11179 11179 11178 11179 +1      
Total Volume and Open Interest 269 8,197 -4
S & P 500(CME)
Dec10 101203 1222.70 1227.30 1213.10 1223.50 +0.80 21,881 354,110 +3,810
Mar11 101203 1211.20 1220.00 1211.00 1218.40 +0.80 3,397 20,620 +1,106
Jun11 101203 1213.60 1213.90 1205.90 1213.60 +0.70 579 3,448 +651
Sep11 101203 1209.00 1209.40 1201.40 1209.00 +0.60 100 230 +100
Total Volume and Open Interest 25,957 378,558 +5,667
S & P 500 E-Mini(Globex)
Dec10 101203 1222.75 1227.25 1213.00 1223.50 +0.75 2,037,342 2,845,193 +17,437
Mar11 101203 1217.50 1222.25 1208.00 1218.50 +1.00 20,411 107,462 +8,974
Total Volume and Open Interest 2,057,772 2,952,782 +26,415
NASDAQ 100(CME)
Dec10 101203 2187.00 2194.50 2168.00 2187.30 +0.30 495 27,984 -52
Mar11 101203 2174.00 2193.00 2174.00 2185.50 +0.20 26 63 +2
Jun11 101203 2183.00 2184.80 2183.00 2183.00 +0.20      
Total Volume and Open Interest 521 28,048 -49
NASDAQ 100 E-Mini(Globex)
Dec10 101203 2188.00 2195.00 2167.80 2187.30 +0.30 235,665 427,330 -534
Mar11 101203 2186.00 2192.80 2166.50 2185.50 +0.20 2,334 3,590 +1,193
Total Volume and Open Interest 237,999 430,937 +664
S & P Midcap 400(CME)
Dec10 101203 879.50 886.00 879.50 885.30 +2.50 5 3,531 -5
Mar11 101203 882.10 883.90 882.10 882.10 +1.40 0 2 +0
Jun11 101203 881.20 883.30 881.20 881.20 +1.10      
Total Volume and Open Interest 5 3,533 -5
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101203 10315 10315 10115 10175 -145 12,378 46,103 +1,531
Mar11 101203 10270 10270 10150 10205 -145 316 489 +203
Total Volume and Open Interest 12,694 46,592 +1,734
Nikkei 225(SGX)
Dec10 101203 10165 10290 10155 10185 +25 124,634 228,724 +5,542
Mar11 101203 10170 10285 10150 10180 +30 3,222 15,302 +2,098
Jun11 101203 10105 10105 10105 10105 +25 0 2,146 +0
Total Volume and Open Interest 127,906 253,272 +7,640
CAC 40(EURONEXT)
Dec10 101203 3745.0 3775.5 3720.0 3746.5 unch 191,677 374,679 -16,908
Jan11 101203 3744.0 3771.5 3734.0 3749.0 unch 124 16,307 +62
Feb11 101203 3752.5 3752.5 3752.5 3752.5 unch 0 70 +0
Total Volume and Open Interest 191,853 394,023 -16,871
Hang Seng Index(HKFE)
Dec10 101203 23514 23634 23270 23270 -120 66,840 93,157 -2,524
Jan11 101203 23501 23630 23277 23277 -113 614 788 +138
Total Volume and Open Interest 67,752 97,450 -2,293
DAX(EUREX)
Dec10 101203 6956.0 6980.0 6916.5 6953.0 -5.0 220,595 222,793 -68
Mar11 101203 6969.0 6993.0 6935.0 6969.5 -5.0 1,221 15,826 +590
Jun11 101203 6994.0 7012.5 6970.0 6990.5 -5.0 305 5,166 +211
Total Volume and Open Interest 222,121 243,785 +733
FT-SE 100(EURONEXT)
Dec10 101203 5777.00 5787.00 5720.00 5753.50 -17.50 137,347 620,040 +9,549
Mar11 101203 5737.00 5744.00 5686.00 5714.50 -17.00 8,451 20,502 +9,053
Jun11 101203 5692.50 5696.00 5660.50 5672.00 -17.00 0 1,037 +0
Total Volume and Open Interest 145,798 641,589 +18,602
SPI 200(SFE)
Dec10 101203 4694.0 4744.0 4688.0 4711.0 +20.0 34,297 208,663 +2,521
Mar11 101203 4690.0 4740.0 4685.0 4707.0 +20.0 777 4,898 +732
Jun11 101203 4730.0 4730.0 4730.0 4730.0 +19.0 0 2,302 -1
Total Volume and Open Interest 35,401 218,741 +3,522
GSCI(CME)
Dec10 101203 609.30 609.30 601.00 609.30 +7.90 303 14,277 -180
Jan11 101203 610.70 610.70 602.00 610.70 +7.95 107 169 +104
Feb11 101203 612.20 612.20 604.00 612.20 +7.95      
Total Volume and Open Interest 410 14,446 -76
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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