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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 01, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov11 111101 1204.50 1212.75 1180.50 1192.25 -15.25 69,013 19,404 -15,116
Jan12 111101 1215.75 1223.00 1190.00 1202.50 -14.75 106,493 243,253 +11,333
Mar12 111101 1224.50 1232.25 1200.00 1212.00 -15.00 14,263 85,725 +1,196
May12 111101 1234.00 1241.25 1209.25 1220.75 -15.25 8,551 68,576 +294
Jul12 111101 1243.75 1250.75 1218.00 1230.00 -16.00 9,582 51,555 +1,256
Aug12 111101 1227.75 1244.00 1218.75 1227.00 -17.00 222 618 -15
Sep12 111101 1220.00 1233.50 1216.50 1216.50 -17.00 52 477 -20
Total Volume and Open Interest 213,564 529,623 +28
Soybean Meal(CBOT)
Dec11 111101 316.10 318.00 309.50 310.70 -5.40 35,001 81,781 -383
Jan12 111101 318.10 319.80 311.40 312.80 -5.20 7,036 21,724 +699
Mar12 111101 320.50 322.20 314.20 315.60 -5.20 1,924 23,567 +255
May12 111101 322.60 324.30 317.00 317.50 -5.40 1,501 20,902 +351
Jul12 111101 326.00 327.80 319.40 320.40 -5.60 1,940 16,703 +380
Aug12 111101 321.60 324.20 320.80 320.80 -5.50 170 3,148 +10
Sep12 111101 325.80 325.80 320.00 320.00 -5.10 159 3,749 +27
Oct12 111101 318.50 320.40 315.50 315.50 -4.90 90 2,613 +30
Total Volume and Open Interest 48,318 186,893 +1,381
Soybean Oil(CBOT)
Dec11 111101 51.14 51.32 49.95 50.80 -0.37 48,238 113,303 -15
Jan12 111101 51.31 51.55 50.23 51.08 -0.35 12,293 74,690 +795
Mar12 111101 51.66 51.88 50.58 51.43 -0.36 3,968 44,570 -179
May12 111101 51.98 52.23 50.94 51.79 -0.35 2,965 29,919 +420
Jul12 111101 52.50 52.58 51.28 52.14 -0.35 1,753 21,510 +145
Aug12 111101 51.90 52.57 51.40 52.24 -0.33 27 2,839 -8
Sep12 111101 51.93 52.28 51.45 52.28 -0.37 49 3,419 +10
Oct12 111101 51.95 52.58 51.93 52.23 -0.35 27 3,699 +0
Total Volume and Open Interest 69,687 306,208 +1,133
Canola(WCE)
Nov11 111101 524.0 524.0 522.7 522.7 -0.8 673 397 -485
Jan12 111101 529.5 530.5 523.2 525.7 -3.8 5,790 108,296 +1,748
Mar12 111101 536.3 536.8 530.4 533.1 -4.5 1,777 23,570 -77
May12 111101 537.1 538.0 531.4 537.6 -2.8 1,183 12,919 +298
Jul12 111101 535.8 545.0 535.8 544.3 -2.1 1,187 5,428 +150
Total Volume and Open Interest 11,212 162,707 +1,424
Corn(CBOT)
Dec11 111101 646.25 660.25 631.50 654.25 +7.25 154,267 509,922 +540
Mar12 111101 658.50 671.25 643.50 665.25 +6.25 66,328 306,151 +4,410
May12 111101 664.50 676.00 649.50 670.00 +5.00 15,074 90,238 +583
Jul12 111101 668.50 679.25 653.50 673.50 +4.50 18,042 116,978 +201
Sep12 111101 625.50 634.50 614.00 630.75 +4.75 1,308 31,771 -89
Dec12 111101 605.75 610.75 595.00 607.00 -0.50 12,597 129,968 +725
Total Volume and Open Interest 268,160 1,231,570 +6,425
Wheat(CBOT)
Dec11 111101 629.25 634.00 612.00 630.00 +1.75 51,125 180,843 -7,249
Mar12 111101 664.75 668.25 648.25 665.75 +1.25 17,735 106,696 +2,587
May12 111101 688.00 689.25 671.00 688.00 +0.75 4,928 33,330 +1,346
Jul12 111101 705.50 706.50 687.25 705.25 +1.00 6,165 64,807 -329
Sep12 111101 719.75 730.00 711.50 729.50 +1.75 1,385 6,188 +426
Total Volume and Open Interest 84,568 428,946 -3,253
Wheat(KCBT)
Dec11 111101 727.00 727.50 712.00 718.50 -6.50 8,437 54,644 -737
Mar12 111101 742.50 742.75 728.25 735.00 -6.50 4,352 51,393 +1,404
May12 111101 749.75 750.75 737.00 743.75 -5.00 324 8,657 -66
Jul12 111101 758.50 758.50 745.50 751.75 -6.25 1,124 34,501 +2
Sep12 111101 763.25 768.25 759.50 766.25 -4.25 148 2,914 +61
Total Volume and Open Interest 14,587 156,316 +756
Wheat(MGE)
Dec11 111101 909.00 916.00 902.75 905.75 -3.00 1,618 9,733 -204
Mar12 111101 865.00 870.00 853.50 862.75 +2.75 1,746 16,708 +295
May12 111101 835.50 851.50 835.50 843.75 +6.75 483 5,192 -60
Jul12 111101 826.25 843.00 824.75 835.75 +7.25 306 5,922 +105
Sep12 111101 801.25 819.00 801.25 813.75 +5.25 116 2,930 +11
Total Volume and Open Interest 4,388 42,421 +163
Oats(CBOT)
Dec11 111101 334.00 335.00 327.50 335.00 +0.50 1,031 10,386 -441
Mar12 111101 344.00 344.50 338.25 344.50 -0.50 833 5,656 +459
May12 111101 350.00 351.50 347.50 351.00 -0.50 0 266 +0
Jul12 111101 355.00 357.50 355.00 357.00 -0.50 0 22 +0
Total Volume and Open Interest 1,864 16,451 +18
Rough Rice(CBOT)
Nov11 111101 16.60 16.64 16.44 16.54 -0.10 865 1,558 -571
Jan12 111101 16.91 16.93 16.66 16.77 -0.14 1,600 12,269 +732
Mar12 111101 17.18 17.18 16.95 17.07 -0.12 309 3,573 +62
May12 111101 17.34 17.34 17.34 17.34 -0.13 76 375 +31
Total Volume and Open Interest 2,942 18,407 +342
Live Cattle(CME)
Dec11 111101 118.580 121.600 117.600 121.600 +3.000 22,778 142,068 -1,532
Feb12 111101 121.535 124.385 120.300 124.200 +2.815 9,988 82,466 +883
Apr12 111101 125.830 128.550 124.830 128.250 +2.700 4,848 64,464 +15
Jun12 111101 123.930 127.100 123.035 126.700 +2.600 3,479 30,158 +932
Aug12 111101 124.400 127.480 123.550 127.250 +2.570 1,334 6,798 +574
Oct12 111101 126.250 129.000 125.800 129.000 +2.050 130 2,776 -4
Total Volume and Open Interest 44,245 331,022 +173
Feeder Cattle(CME)
Nov11 111101 140.000 142.850 139.250 142.850 +2.800 1,984 7,465 -727
Jan12 111101 144.630 147.650 143.250 147.500 +2.850 2,610 15,860 +318
Mar12 111101 145.300 148.550 144.185 148.380 +2.830 782 5,317 +202
Apr12 111101 145.950 149.600 145.100 149.485 +2.885 274 1,440 +129
May12 111101 146.300 149.500 145.200 149.450 +2.950 176 1,536 +69
Aug12 111101 147.050 150.300 146.250 150.075 +2.225 120 1,619 -5
Sep12 111101 147.785 150.100 146.500 149.900 +2.400 27 137 -2
Total Volume and Open Interest 5,973 33,374 -16
Lean Hogs(CME)
Dec11 111101 87.580 88.900 86.600 87.550 +0.070 14,658 95,798 -2,878
Feb12 111101 90.830 91.450 89.200 90.080 -0.270 8,434 67,433 -420
Apr12 111101 92.650 93.830 91.750 93.000 +0.270 3,610 52,493 +44
May12 111101 97.430 98.300 97.430 98.150 -0.150 68 2,124 +6
Jun12 111101 99.300 100.000 98.400 99.450 unch 1,701 33,193 +422
Jul12 111101 98.200 98.550 97.180 98.400 +0.170 196 8,996 -32
Aug12 111101 95.680 96.950 95.180 96.950 +0.250 292 9,969 +114
Oct12 111101 84.430 85.200 84.000 85.100 -0.200 52 4,786 +9
Total Volume and Open Interest 29,018 276,691 -2,732
Class III Milk(CME)
Nov11 111101 18.28 18.37 18.13 18.34 +0.06 225 5,409 +54
Dec11 111101 17.47 17.70 17.46 17.63 +0.12 320 5,059 +41
Jan12 111101 16.84 16.90 16.79 16.85 +0.06 128 2,675 +45
Feb12 111101 16.44 16.50 16.44 16.50 +0.06 108 2,407 +48
Mar12 111101 16.48 16.50 16.47 16.50 +0.03 71 2,187 +50
Total Volume and Open Interest 1,379 33,555 +537
Cocoa(ICE)
Dec11 111101 2667 2667 2574 2600 -96 10,770 69,541 -332
Mar12 111101 2700 2700 2608 2633 -90 6,361 67,608 +248
May12 111101 2700 2700 2619 2647 -88 2,135 22,787 +492
Jul12 111101 2719 2719 2648 2661 -87 474 11,338 -65
Sep12 111101 2731 2731 2662 2672 -88 546 11,573 -58
Dec12 111101 2706 2717 2663 2684 -89 450 10,754 +312
Mar13 111101 2760 2760 2690 2695 -89 401 2,719 -1
Total Volume and Open Interest 21,137 198,865 +596
Coffee "C"(ICE)
Dec11 111101 226.40 226.40 220.45 223.65 -3.30 10,203 57,602 -1,496
Mar12 111101 229.40 229.80 224.00 227.30 -3.10 5,565 36,763 +332
May12 111101 230.70 231.50 226.00 229.30 -2.80 1,961 15,472 +344
Jul12 111101 232.60 232.90 227.50 230.70 -2.55 484 4,434 +134
Sep12 111101 233.00 233.00 229.90 231.05 -2.10 71 5,169 +38
Dec12 111101 230.45 231.90 229.60 230.65 -2.40 34 2,822 +14
Total Volume and Open Interest 18,333 123,289 -633
Orange Juice(ICE)
Nov11 111101 184.00 189.00 182.00 188.10 +4.20 186 517 -125
Jan12 111101 169.35 172.00 166.60 170.30 +0.95 1,057 19,981 +49
Mar12 111101 164.45 167.40 163.20 165.20 +0.75 51 4,415 +12
May12 111101 162.00 164.45 161.50 164.45 +1.75 20 1,573 +19
Jul12 111101 162.00 164.90 162.00 164.90 +1.95 0 319 +0
Sep12 111101 163.90 163.90 163.15 163.90 +1.95 0 53 +0
Total Volume and Open Interest 1,314 26,872 -45
Sugar #11(ICE)
Mar12 111101 25.73 26.02 25.31 25.34 -0.43 28,331 243,367 -996
May12 111101 25.15 25.38 24.77 24.80 -0.36 9,152 83,738 +510
Jul12 111101 24.30 24.74 24.17 24.21 -0.31 5,792 73,003 +48
Oct12 111101 24.12 24.35 23.89 23.95 -0.26 1,236 44,188 +489
Mar13 111101 24.20 24.44 23.97 24.12 -0.19 420 30,882 -22
Total Volume and Open Interest 45,448 505,866 +219
London Cocoa(LCE)
Dec11 111101 1659 1663 1626 1629 -44 4,781 77,323 -948
Mar12 111101 1681 1688 1650 1654 -44 2,731 57,507 -158
May12 111101 1695 1698 1665 1669 -42 546 16,699 +20
Jul12 111101 1704 1710 1685 1686 -40 304 19,065 -36
Sep12 111101 1725 1726 1695 1699 -41 584 13,872 +276
Dec12 111101 1738 1741 1710 1713 -41 67 10,707 -10
Mar13 111101 1739 1744 1726 1726 -42 0 2,366 +0
Total Volume and Open Interest 9,013 198,046 -856
London Sugar(LCE)
Dec11 111101 685.00 691.70 680.00 680.40 -9.20 2,745 19,102 +60
Mar12 111101 654.90 661.90 648.30 649.10 -8.00 2,332 18,430 +460
May12 111101 644.30 650.50 639.20 640.10 -7.40 244 6,912 +22
Aug12 111101 633.20 639.30 630.00 630.90 -6.50 163 4,133 +12
Oct12 111101 627.20 634.70 625.00 625.00 -5.50 96 2,491 -40
Total Volume and Open Interest 5,581 52,818 +514
Cotton(ICE)
Dec11 111101 102.75 102.75 98.77 99.54 -2.75 15,773 80,987 -1,618
Mar12 111101 100.46 101.07 97.60 98.55 -2.27 6,314 51,154 +1,681
May12 111101 100.24 100.24 97.11 98.22 -1.85 838 11,369 -19
Jul12 111101 99.50 99.50 97.00 98.07 -1.27 779 12,506 +201
Oct12 111101 95.88 95.88 95.88 95.88 -1.10 0 3 +0
Dec12 111101 95.06 96.00 95.00 95.48 -1.03 267 4,374 +219
Total Volume and Open Interest 24,037 161,414 +518
Lumber(CME)
Nov11 111101 222.9 223.0 216.6 220.9 -3.3 209 1,608 -99
Jan12 111101 239.2 240.6 230.8 236.4 -4.0 298 6,180 -70
Mar12 111101 252.1 254.0 249.1 251.3 -6.4 26 1,687 +3
May12 111101 264.0 264.0 264.0 264.0 -4.7 9 173 +7
Total Volume and Open Interest 560 9,729 -142
Crude Oil(NYM)
Dec11 111101 92.58 92.88 89.17 92.19 -1.00 276,760 299,137 -11,360
Jan12 111101 92.41 92.72 89.05 92.05 -1.03 81,869 189,385 +3,553
Feb12 111101 92.35 92.51 88.96 91.91 -1.08 30,192 71,674 -201
Mar12 111101 92.27 92.53 88.85 91.78 -1.14 23,542 70,524 +1,832
Apr12 111101 91.34 91.69 89.34 91.64 -1.19 12,107 36,785 +38
May12 111101 90.26 91.52 88.58 91.52 -1.19 12,506 28,404 +514
Jun12 111101 91.83 91.83 88.43 91.39 -1.19 26,281 72,818 -887
Jul12 111101 89.68 91.25 89.40 91.25 -1.18 6,434 33,485 -403
Aug12 111101 88.79 91.10 88.79 91.10 -1.16 4,321 21,181 +23
Sep12 111101 88.67 90.97 88.67 90.97 -1.13 4,668 21,948 +92
Oct12 111101 90.89 90.89 90.89 90.89 -1.11 2,782 23,293 +307
Nov12 111101 89.44 90.83 88.39 90.83 -1.13 2,735 24,610 -39
Dec12 111101 91.57 91.57 87.74 90.79 -1.15 27,937 163,015 -1,045
Jan13 111101 90.62 90.62 90.62 90.62 -1.18 852 26,041 -14
Feb13 111101 88.89 90.44 88.89 90.44 -1.19 610 10,488 +296
Mar13 111101 90.29 90.29 90.29 90.29 -1.19 239 8,784 +74
Total Volume and Open Interest 528,798 1,352,143 -7,513
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 6,633 2,825 +151
Dec11 111101 92.550 92.850 89.200 92.200 -1.000 9,796 2,499 +20
Jan12 111101 92.575 92.575 89.225 92.050 -1.025 418 343 +27
Feb12 111101 91.975 91.975 89.800 91.900 -1.100 27 80 +0
Mar12 111101 89.125 91.775 89.125 91.775 -1.150 0 17 +0
Apr12 111101 90.100 91.650 90.100 91.650 -1.175 0 22 +0
May12 111101 91.525 91.525 91.525 91.525 -1.175 0 7 +0
Jun12 111101 90.000 91.400 90.000 91.400 -1.175 0 17 +0
Jul12 111101 91.250 91.250 91.250 91.250 -1.175 0 4 +0
Aug12 111101 91.100 91.100 91.100 91.100 -1.150 0 1 +0
Total Volume and Open Interest 10,241 3,217 +47
Heating Oil(NYM)
Dec11 111101 304.60 305.24 297.00 303.79 -2.04 55,835 93,969 +973
Jan12 111101 304.09 304.50 296.71 303.29 -2.01 20,718 52,891 +469
Feb12 111101 301.96 301.96 295.33 301.78 -2.14 10,550 28,312 +627
Mar12 111101 299.74 299.74 292.63 299.36 -2.18 6,351 21,758 +21
Apr12 111101 292.49 295.70 290.10 295.70 -2.15 1,698 10,925 -204
May12 111101 289.20 292.12 285.61 292.12 -2.15 1,685 8,779 -14
Jun12 111101 288.65 290.17 283.29 290.17 -2.15 6,565 35,461 +202
Jul12 111101 286.00 289.90 283.77 289.90 -2.17 1,016 7,656 +256
Aug12 111101 285.67 289.95 285.00 289.95 -2.22 398 4,230 +13
Sep12 111101 285.05 290.20 285.05 290.20 -2.27 143 4,513 -7
Oct12 111101 285.60 290.83 285.60 290.83 -2.29 89 1,506 +11
Nov12 111101 291.56 291.56 291.56 291.56 -2.21 435 1,323 +12
Total Volume and Open Interest 127,775 295,668 -2,176
Gasoline(NYMEX)
Dec11 111101 260.00 262.71 253.36 262.44 +1.87 45,869 94,359 -1,648
Jan12 111101 258.52 260.80 251.71 260.46 +0.95 16,959 42,294 -5
Feb12 111101 258.64 259.81 251.62 259.74 +0.32 7,380 19,517 +301
Mar12 111101 259.34 260.10 251.82 259.93 -0.11 6,686 23,968 +62
Apr12 111101 273.09 273.79 265.36 273.15 -0.55 4,589 21,317 +12
May12 111101 272.60 273.34 266.13 272.29 -0.95 2,959 10,963 +455
Jun12 111101 271.11 271.23 262.78 270.24 -1.24 4,886 20,236 -468
Jul12 111101 262.50 267.91 262.50 267.91 -1.46 1,267 5,885 -47
Aug12 111101 259.00 265.57 259.00 265.57 -1.66 954 5,367 +151
Sep12 111101 260.00 263.15 260.00 263.15 -1.80 548 5,598 +154
Total Volume and Open Interest 113,088 274,418 -6,860
e-miNY RBOB Gasoline(NYM)
Dec11 111101 260.60 262.40 260.60 262.40 +1.80      
Jan12 111101 260.50 260.50 260.46 260.50 +1.00 0 1 +0
Feb12 111101 259.70 259.74 259.70 259.70 +0.30 0 1 +0
Mar12 111101 259.90 259.93 259.90 259.90 -0.10      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111101 3.932 3.955 3.760 3.781 -0.153 167,615 151,866 -18,844
Jan12 111101 4.056 4.075 3.900 3.920 -0.136 65,704 243,406 -704
Feb12 111101 4.082 4.082 3.915 3.930 -0.135 26,265 82,229 +3,180
Mar12 111101 4.036 4.050 3.887 3.903 -0.131 23,099 94,565 +1,193
Apr12 111101 4.027 4.035 3.884 3.900 -0.126 33,404 89,980 -46
May12 111101 4.052 4.070 3.922 3.936 -0.124 9,995 33,181 +847
Jun12 111101 4.118 4.118 3.965 3.979 -0.122 3,951 16,300 +604
Jul12 111101 4.133 4.159 4.010 4.026 -0.119 2,280 18,672 +406
Aug12 111101 4.160 4.182 4.037 4.051 -0.118 2,162 13,226 +742
Sep12 111101 4.105 4.179 4.037 4.052 -0.117 1,736 10,474 +382
Oct12 111101 4.140 4.217 4.074 4.092 -0.116 10,654 50,910 +586
Nov12 111101 4.265 4.352 4.221 4.237 -0.109 2,262 13,782 +835
Dec12 111101 4.600 4.600 4.475 4.497 -0.098 3,123 17,746 +725
Jan13 111101 4.691 4.691 4.610 4.632 -0.098 5,052 25,972 +742
Feb13 111101 4.673 4.673 4.599 4.619 -0.096 105 5,337 -2
Mar13 111101 4.550 4.577 4.550 4.565 -0.094 1,869 12,199 +146
Total Volume and Open Interest 362,253 953,591 -8,371
Brent Crude Oil(ICE)
Dec11 111101 109.09 109.68 106.10 109.54 -0.02 187,750 193,131 -9,072
Jan12 111101 108.30 108.64 105.21 108.38 -0.46 98,186 163,063 +4,426
Feb12 111101 107.72 108.04 104.56 107.58 -0.75 50,436 89,111 -2,633
Mar12 111101 107.09 107.49 103.91 106.85 -0.95 33,882 83,667 +930
Apr12 111101 106.32 106.41 103.45 106.34 -1.04 13,170 32,445 +71
May12 111101 105.97 106.03 103.10 105.93 -1.10 9,026 19,144 -443
Jun12 111101 105.95 105.99 102.76 105.53 -1.16 28,772 52,696 -610
Jul12 111101 104.61 105.16 102.68 105.16 -1.17 4,591 17,084 -394
Aug12 111101 104.20 104.78 102.31 104.78 -1.19 4,165 17,403 +891
Sep12 111101 104.34 104.34 104.34 104.34 -1.20 4,287 19,812 -295
Oct12 111101 103.94 103.94 103.94 103.94 -1.22 2,932 11,300 +31
Nov12 111101 103.57 103.57 103.57 103.57 -1.24 2,342 13,575 -112
Dec12 111101 103.76 103.76 100.56 103.21 -1.26 24,629 97,364 -568
Jan13 111101 102.91 102.91 102.91 102.91 -1.28 490 8,180 -32
Total Volume and Open Interest 475,963 964,729 -6,409
Gas Oil(ICE)
Nov11 111101 954.50 957.00 935.00 939.00 -11.50 49,639 106,063 -468
Dec11 111101 943.50 946.25 922.75 926.50 -12.75 91,957 126,487 -10,426
Jan12 111101 938.25 938.25 916.00 920.00 -13.50 42,479 67,990 +5,046
Feb12 111101 930.75 931.25 910.50 914.25 -14.50 22,745 50,815 +937
Mar12 111101 925.25 925.75 904.50 908.50 -15.00 14,721 29,962 +912
Apr12 111101 919.25 919.25 898.25 902.50 -15.25 7,343 20,144 +488
May12 111101 915.00 915.00 893.00 897.25 -15.50 4,820 20,205 +248
Jun12 111101 912.75 912.75 890.25 895.00 -15.50 10,568 48,603 +76
Jul12 111101 906.50 911.25 891.25 895.75 -15.75 2,062 15,226 +228
Aug12 111101 907.50 911.75 892.00 896.50 -16.00 1,141 10,706 -101
Total Volume and Open Interest 255,653 590,146 -1,951
Ethanol(CBOT)
Nov11 111101 2.754 2.762 2.737 2.760 +0.004 140 484 -125
Dec11 111101 2.634 2.669 2.634 2.663 +0.023 158 1,500 +3
Jan12 111101 2.484 2.491 2.467 2.487 -0.001 110 1,629 +54
Feb12 111101 2.410 2.414 2.391 2.410 -0.002 40 1,068 +24
Mar12 111101 2.405 2.405 2.395 2.405 -0.009 1 954 +0
Apr12 111101 2.414 2.414 2.400 2.409 -0.009 45 708 +8
May12 111101 2.423 2.423 2.423 2.423 -0.009 68 627 -32
Jun12 111101 2.424 2.441 2.424 2.436 -0.008 13 514 +3
Total Volume and Open Interest 642 10,950 -29
WTI Crude Oil(ICE)
Dec11 111101 92.58 92.86 89.17 92.19 -1.00 75,436 106,141 +1,175
Jan12 111101 92.57 92.70 89.08 92.05 -1.03 25,718 48,824 +773
Feb12 111101 92.36 92.50 89.05 91.91 -1.08 9,118 27,650 +1,723
Mar12 111101 91.16 91.78 88.93 91.78 -1.14 6,446 19,209 +112
Apr12 111101 90.68 91.64 88.73 91.64 -1.19 3,465 8,705 -123
May12 111101 90.47 91.52 88.83 91.52 -1.19 3,282 7,223 -7
Jun12 111101 90.41 91.39 88.55 91.39 -1.19 6,381 40,649 -73
Jul12 111101 88.69 91.25 88.36 91.25 -1.18 1,097 7,105 +120
Aug12 111101 90.17 91.10 88.46 91.10 -1.16 1,001 4,682 +82
Sep12 111101 90.65 90.97 90.63 90.97 -1.13 753 7,918 +106
Oct12 111101 90.89 90.89 90.89 90.89 -1.11 559 2,328 +47
Nov12 111101 90.83 90.83 90.83 90.83 -1.13 487 2,972 +9
Dec12 111101 90.84 91.04 87.80 90.79 -1.15 8,504 55,070 +971
Jan13 111101 90.62 90.62 90.62 90.62 -1.18 69 1,968 +23
Feb13 111101 90.44 90.44 90.44 90.44 -1.19 100 603 +11
Mar13 111101 90.29 90.29 90.29 90.29 -1.19 1 1,476 +1
Total Volume and Open Interest 146,937 436,484 +6,715
US Dollar Index(ICE)
Dec11 111101 76.630 77.840 76.595 77.390 +1.085 20,156 64,030 -593
Mar12 111101 77.000 77.875 77.000 77.770 +1.065 4 576 -1
Jun12 111101 78.230 78.230 78.230 78.230 +1.065      
Total Volume and Open Interest 20,160 64,606 -594
Australian Dollar(CME)
Dec11 111101 104.81 105.07 102.12 102.87 -2.44 105,413 132,191 +803
Mar12 111101 103.73 104.25 101.45 101.85 -2.40 266 401 +73
Jun12 111101 100.98 103.31 100.98 100.98 -2.33 2 19 +0
Total Volume and Open Interest 105,701 132,734 +866
British Pound(CME)
Dec11 111101 160.83 160.90 158.83 159.55 -1.71 82,515 168,505 -1,916
Mar12 111101 160.50 161.09 158.89 159.40 -1.69 4 219 +0
Jun12 111101 159.24 160.94 159.24 159.24 -1.70 0 3 +0
Total Volume and Open Interest 82,519 168,732 -1,916
Canadian Dollar(CME)
Dec11 111101 99.92 100.14 97.85 98.20 -2.30 60,549 114,568 +18
Mar12 111101 99.65 100.30 97.74 98.03 -2.27 296 3,195 -171
Jun12 111101 99.50 100.15 97.80 97.90 -2.25 30 779 -11
Sep12 111101 97.79 100.01 97.79 97.79 -2.22 4 656 +0
Total Volume and Open Interest 60,884 119,313 -164
Japanese Yen(CME)
Dec11 111101 128.23 128.32 126.67 127.83 -0.38 52,969 166,488 +713
Mar12 111101 128.35 128.54 126.94 128.07 -0.38 21 690 -2
Jun12 111101 128.89 128.89 128.31 128.31 -0.37 0 22 +0
Total Volume and Open Interest 52,990 167,204 +711
Swiss Franc(CME)
Dec11 111101 114.19 114.21 111.68 112.92 -1.68 18,892 24,622 +591
Mar12 111101 113.26 114.84 112.01 113.21 -1.63 22 627 -7
Jun12 111101 114.49 115.14 113.55 113.55 -1.59 1 5 +0
Total Volume and Open Interest 18,918 25,258 +581
EuroFX(CME)
Dec11 111101 138.55 138.66 136.04 137.07 -2.13 233,050 217,819 -7,446
Mar12 111101 138.37 139.17 136.19 137.08 -2.09 485 2,514 +42
Jun12 111101 136.73 139.15 136.50 137.10 -2.05 3 866 +0
Total Volume and Open Interest 233,543 221,214 -7,409
Mexican Peso(CME)
Nov11 111101 734.8 754.5 734.8 734.8 -19.8      
Dec11 111101 745.0 746.5 722.8 732.8 -19.8 31,617 97,238 +1,104
Total Volume and Open Interest 31,617 97,601 +1,104
Brazilian Real(CME)
Dec11 111101 580.30 580.30 564.60 571.40 -14.85 337 5,269 -118
Jan12 111101 568.00 568.00 568.00 568.00 -14.85 0 10,149 +0
Feb12 111101 564.55 564.55 564.55 564.55 -14.85      
Mar12 111101 561.15 561.15 561.15 561.15 -14.85      
Total Volume and Open Interest 1,189 30,744 -118
30-Year T-Bonds(CBOT)
Dec11 111101 139~250 142~260 139~120 142~000 +2~310 328,626 602,134 -18,820
Mar12 111101 139~020 142~140 139~020 141~190 +3~030 401 3,616 +191
Jun12 111101 140~170 140~170 137~140 140~170 +3~030 0 5 +0
Total Volume and Open Interest 329,027 605,755 -18,629
10-Year T-Notes(CBOT)
Dec11 111101 129~155 130~180 129~075 130~080 +1~060 1,089,328 1,479,476 -30,564
Mar12 111101 128~170 129~240 128~070 129~150 +1~080 6,602 12,066 -4,870
Jun12 111101 128~150 128~150 127~070 128~150 +1~080      
Total Volume and Open Interest 1,095,930 1,491,542 -35,434
5-Year T-Notes(CBOT)
Dec11 111101 122~103 123~006 122~087 123~006 +0~056 563,169 1,196,731 -3,235
Mar12 111101 122~093 122~093 122~016 122~076 +0~060 1,151 6,565 +321
Jun12 111101 121~100 121~100 121~040 121~100 +0~060      
Total Volume and Open Interest 564,320 1,203,296 -2,914
2 Year T-Notes(CBOT)
Dec11 111101 110~022 110~027 110~020 110~024 +0~006 215,937 717,956 +6,528
Mar12 111101 110~022 110~027 110~014 110~024 +0~007 989 2,738 +217
Jun12 111101 109~116 109~116 109~109 109~116 +0~007      
Total Volume and Open Interest 216,926 720,694 +6,745
Eurodollars(CME)
Dec11 111101 99.495 99.500 99.450 99.485 -0.010 160,971 1,019,103 -1,971
Mar12 111101 99.450 99.450 99.395 99.425 -0.025 172,556 927,637 -7,603
Jun12 111101 99.445 99.445 99.395 99.420 -0.025 133,478 1,062,624 -4,176
Sep12 111101 99.440 99.440 99.400 99.420 -0.020 141,852 731,101 +1,686
Dec12 111101 99.435 99.440 99.405 99.415 -0.020 150,685 755,497 +6,192
Mar13 111101 99.430 99.435 99.400 99.415 -0.015 146,836 791,246 +3,191
Jun13 111101 99.385 99.395 99.355 99.375 unch 102,928 537,637 +1,757
Sep13 111101 99.300 99.330 99.275 99.305 +0.020 99,455 456,911 +2,670
Dec13 111101 99.165 99.210 99.135 99.180 +0.045 107,732 445,814 +6,730
Mar14 111101 99.005 99.075 98.985 99.045 +0.065 76,055 312,698 +412
Jun14 111101 98.825 98.905 98.805 98.870 +0.085 62,780 269,262 -2,697
Sep14 111101 98.625 98.720 98.600 98.685 +0.105 61,882 180,089 +3,260
Dec14 111101 98.405 98.525 98.395 98.485 +0.120 58,230 177,453 +11,647
Mar15 111101 98.205 98.335 98.190 98.295 +0.135 31,069 117,807 +1,752
Jun15 111101 6.250 6.390 6.240 6.355 +0.150 25,703 101,560 +1,058
Sep15 111101 6.045 6.205 6.030 6.160 +0.165 20,383 82,672 +1,357
Dec15 111101 5.835 6.005 5.820 5.960 +0.175 12,065 55,621 -1,400
Mar16 111101 5.665 5.845 5.640 5.795 +0.185 11,536 50,682 +199
Total Volume and Open Interest 1,602,418 8,306,199 +26,567
30 Day Federal Funds(CBOT)
Nov11 111101 99.925 99.925 99.920 99.920 unch 2,648 67,313 -265
Dec11 111101 99.920 99.920 99.915 99.920 unch 2,282 63,810 +448
Jan12 111101 99.910 99.915 99.905 99.910 unch 3,505 56,812 +1,899
Feb12 111101 99.905 99.905 99.900 99.900 unch 2,028 44,148 -616
Mar12 111101 99.895 99.900 99.890 99.890 unch 4,369 31,584 +295
Apr12 111101 99.890 99.900 99.885 99.890 +0.005 2,991 34,911 -586
Total Volume and Open Interest 39,094 655,520 +6,930
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111101 99.675 99.675 99.675 99.675 +0.003 0 281 +0
Mar12 111101 99.673 99.673 99.673 99.673 +0.003 0 300 +0
Jun12 111101 99.675 99.675 99.675 99.675 +0.003      
Sep12 111101 99.673 99.673 99.673 99.673 +0.003      
Dec12 111101 99.670 99.670 99.670 99.670 unch      
Mar13 111101 99.670 99.670 99.670 99.670 unch      
Jun13 111101 99.625 99.625 99.625 99.625 unch      
Sep13 111101 99.485 99.485 99.485 99.485 unch      
Dec13 111101 99.345 99.345 99.345 99.345 unch      
Mar14 111101 99.205 99.205 99.205 99.205 unch      
Total Volume and Open Interest 0 581 +0
3-Mth Euro-Yen(SGX)
Dec11 111101 99.68 99.68 99.68 99.68 +0.00 0 2,479 +0
Mar12 111101 99.67 99.67 99.67 99.67 +0.00 0 2,378 +0
Jun12 111101 99.68 99.68 99.68 99.68 +0.00 0 1,470 +0
Sep12 111101 99.67 99.67 99.67 99.67 +0.00 0 710 +0
Dec12 111101 99.67 99.67 99.67 99.67 unch 0 151 +0
Mar13 111101 99.67 99.67 99.67 99.67 unch 0 1 +0
Jun13 111101 99.62 99.62 99.62 99.62 unch      
Sep13 111101 99.49 99.49 99.49 99.49 unch      
Total Volume and Open Interest 0 7,191 +0
Japanese Gov't Bonds(SGX)
Dec11 111101 142.19 142.43 142.14 142.38 +0.18 5,049 20,181 -815
Mar12 111101 141.79 141.79 141.79 141.79 +0.18 0 5 +0
Jun12 111101 139.70 139.70 139.70 139.70 +0.18      
Total Volume and Open Interest 5,049 20,186 -815
Euro-Bund(EUREX)
Dec11 111101 137.00 138.54 136.81 138.15 +2.68 839,673 867,103 +20,332
Mar12 111101 137.40 139.00 137.32 138.67 +2.94 270 2,418 -51
Jun12 111101 137.97 137.97 137.97 137.97 +2.68 1 18 +0
Total Volume and Open Interest 839,944 869,539 +20,281
Euro-Bobl(EUREX)
Dec11 111101 123.03 123.63 122.77 123.45 +1.11 431,901 700,607 +2,726
Mar12 111101 123.20 123.95 123.20 123.84 +1.21 6 18,174 -57
Jun12 111101 123.60 123.60 123.60 123.60 +1.11      
Total Volume and Open Interest 431,907 718,781 +2,669
3-Mth Euribor(EUREX)
Dec11 111101 98.680 98.690 98.680 98.690 +0.060 278 1,936 +178
Mar12 111101 98.900 98.900 98.900 98.900 +0.065 435 2,134 -48
Jun12 111101 98.960 98.960 98.960 98.960 +0.080 65 958 +0
Total Volume and Open Interest 789 8,301 +121
Long Gilt(LIFFE)
Dec11 111101 129~19 131~03 129~08 130~23 +2~12 134,274 291,424 +3,512
Mar12 111101 113~21 114~25 113~08 114~16 +2~10 3,726 9,475 +1,789
Total Volume and Open Interest 138,000 300,899 +5,301
3-Mth Short Sterling(LIFFE)
Dec11 111101 98.95 98.97 98.91 98.93 -0.03 33,587 360,273 -7,766
Mar12 111101 98.98 98.99 98.90 98.92 -0.05 36,247 344,525 -4,128
Jun12 111101 99.04 99.04 98.91 98.93 -0.06 28,255 215,694 -63
Sep12 111101 99.02 99.06 98.91 98.93 -0.07 27,420 223,689 -3,444
Dec12 111101 99.02 99.04 98.88 98.90 -0.07 36,405 182,088 +1,659
Mar13 111101 98.99 99.00 98.86 98.88 -0.05 32,172 157,238 -2,496
Total Volume and Open Interest 262,672 1,888,129 -15,811
3-Mth Euribor(LIFFE)
Dec11 111101 98.635 98.720 98.630 98.685 +0.055 124,522 715,252 -19,181
Mar12 111101 98.845 98.925 98.840 98.895 +0.060 126,871 520,995 +1,223
Jun12 111101 98.860 98.985 98.860 98.955 +0.075 93,185 373,972 +2,814
Total Volume and Open Interest 742,463 3,376,871 -34,837
3-Mth Aus T-Bills(SFE)
Dec11 111101 95.48 95.56 95.46 95.55 +0.07 20,297 213,077 -10,822
Mar12 111101 95.79 95.92 95.79 95.88 +0.07 11,445 183,717 -3,374
Jun12 111101 95.91 96.04 95.90 96.00 +0.09 6,044 114,023 -2,014
Sep12 111101 95.88 96.02 95.88 95.98 +0.11 4,597 80,634 -880
Dec12 111101 95.81 95.99 95.70 95.90 +0.11 1,974 49,723 -525
Mar13 111101 95.75 95.93 95.74 95.82 +0.11 2,161 46,204 -350
Jun13 111101 95.67 95.74 95.67 95.74 +0.10 1,357 31,574 -858
Sep13 111101 95.75 95.75 95.62 95.67 +0.11 734 15,677 +293
Dec13 111101 95.49 95.58 95.49 95.58 +0.11 160 3,487 +72
Mar14 111101 95.34 95.47 95.34 95.47 +0.11 36 461 +4
Total Volume and Open Interest 48,805 738,654 -18,454
10-Year Aus T-Bonds(SFE)
Dec11 111101 95.46 95.57 95.45 95.57 +0.11 42,425 367,155 -865
Mar12 111101 95.57 95.57 95.57 95.57 +0.11      
Total Volume and Open Interest 42,425 367,155 -865
3-Year Aus T-Bonds(SFE)
Dec11 111101 96.10 96.25 96.09 96.22 +0.12 117,612 516,545 -6,394
Mar12 111101 96.22 96.22 96.22 96.22 +0.12      
Total Volume and Open Interest 117,612 516,545 -6,394
Gold(CMX)
Dec11 111101 1715.7 1725.6 1681.2 1711.8 -13.4 107,441 261,580 -3,465
Feb12 111101 1719.9 1726.4 1685.8 1713.9 -13.4 3,697 59,889 +2,112
Apr12 111101 1724.8 1728.9 1688.0 1715.6 -13.3 492 15,447 +193
Jun12 111101 1718.6 1728.5 1691.9 1717.4 -13.2 279 18,935 +133
Aug12 111101 1710.8 1719.0 1710.0 1719.0 -13.2 49 7,219 +27
Oct12 111101 1712.3 1720.9 1710.3 1720.9 -13.1 562 5,308 -330
Dec12 111101 1723.8 1734.3 1697.0 1723.0 -13.0 373 16,446 -23
Feb13 111101 1725.0 1725.0 1725.0 1725.0 -13.0 0 3,393 +0
Apr13 111101 1727.3 1727.3 1727.3 1727.3 -13.0 1 461 +1
Jun13 111101 1730.1 1730.1 1730.1 1730.1 -12.8 204 9,192 +164
Aug13 111101 1733.0 1733.0 1733.0 1733.0 -12.9 0 45 +0
Total Volume and Open Interest 115,226 441,687 -647
Silver(CMX)
Dec11 111101 3419.0 3472.5 3210.5 3273.1 -162.3 35,761 58,816 -1,613
Mar12 111101 3433.5 3457.5 3218.0 3277.7 -162.4 2,056 17,058 +580
May12 111101 3427.0 3448.5 3279.8 3279.8 -162.2 427 4,121 +25
Jul12 111101 3255.0 3343.5 3255.0 3281.0 -161.7 266 3,104 +131
Sep12 111101 3236.0 3350.0 3236.0 3281.5 -161.3 97 1,433 +63
Dec12 111101 3350.0 3350.0 3278.5 3281.6 -161.0 396 11,857 +154
Mar13 111101 3275.9 3275.9 3275.9 3275.9 -160.7 0 787 +0
Total Volume and Open Interest 39,484 110,360 -551
Platinum(NYMEX)
Jan12 111101 1609.5 1614.1 1559.7 1582.0 -25.6 6,503 33,937 -439
Apr12 111101 1597.0 1597.0 1566.2 1585.1 -25.7 138 3,189 +46
Jul12 111101 1600.0 1600.9 1570.0 1588.6 -25.7 59 98 +58
Oct12 111101 1595.0 1595.0 1591.6 1591.6 -25.7 0 42 +0
Total Volume and Open Interest 6,702 37,276 -335
Palladium(NYMEX)
Dec11 111101 648.00 650.60 624.05 635.00 -16.15 2,371 17,936 -311
Mar12 111101 644.65 644.65 627.00 636.55 -16.10 200 959 +122
Jun12 111101 637.60 637.60 637.60 637.60 -16.10 0 6 +0
Total Volume and Open Interest 2,571 18,901 -189
Copper(CMX)
Dec11 111101 360.95 365.70 346.20 350.25 -12.95 47,297 68,761 -800
Mar12 111101 362.10 367.45 348.40 352.25 -12.95 5,641 37,433 +1,383
May12 111101 362.40 362.40 349.40 353.20 -12.85 1,055 10,565 +336
Jul12 111101 352.25 355.00 350.00 353.85 -12.75 201 2,746 +95
Sep12 111101 352.00 355.50 352.00 354.15 -12.75 125 1,628 +21
Total Volume and Open Interest 55,542 131,987 +1,730
DJIA Index(CBOT)
Dec11 111101 11890 11907 11570 11682 -215 257 15,043 -15
Mar12 111101 11611 11826 11611 11611 -215 0 200 +0
Jun12 111101 11544 11759 11544 11544 -215 0 200 +0
Sep12 111101 11481 11696 11481 11481 -215      
Total Volume and Open Interest 257 15,443 -15
E-mini DJIA Index(CBOT)
Dec11 111101 11910 11917 11571 11682 -215 82,969 80,788 +1,139
Mar12 111101 11550 11630 11498 11611 -215 39 166 +20
Jun12 111101 11544 11544 11544 11544 -215 7 6 +0
Sep12 111101 11608 11608 11481 11481 -215 0 12 +0
Total Volume and Open Interest 83,015 80,972 +1,159
S & P 500(CME)
Dec11 111101 1246.10 1247.80 1208.00 1224.60 -24.70 18,658 282,602 +624
Mar12 111101 1215.00 1222.30 1204.30 1218.60 -24.70 1,445 11,552 +1,378
Jun12 111101 1213.40 1213.40 1199.10 1213.40 -24.70 20 1,405 -11
Sep12 111101 1207.40 1207.40 1193.10 1207.40 -24.70 0 2 +0
Total Volume and Open Interest 20,123 295,671 +1,991
S & P 500 E-Mini(Globex)
Dec11 111101 1247.50 1248.00 1208.50 1224.50 -24.75 1,932,702 2,839,103 -77,537
Mar12 111101 1239.00 1241.50 1202.75 1218.50 -24.75 2,994 12,334 +1,274
Total Volume and Open Interest 1,935,742 2,851,693 -76,242
NASDAQ 100(CME)
Dec11 111101 2349.00 2354.30 2282.00 2303.50 -52.50 1,251 29,143 -17
Mar12 111101 2298.50 2299.00 2280.00 2298.50 -53.00      
Jun12 111101 2295.50 2296.00 2295.50 2295.50 -53.00      
Total Volume and Open Interest 1,251 29,143 -17
NASDAQ 100 E-Mini(Globex)
Dec11 111101 2353.30 2355.80 2282.80 2303.50 -52.50 213,787 344,531 -7,349
Mar12 111101 2353.00 2353.00 2290.00 2298.50 -53.00 13 316 -4
Total Volume and Open Interest 213,800 344,860 -7,353
S & P Midcap 400(CME)
Dec11 111101 854.50 863.50 845.00 863.50 -22.60 364 3,264 -364
Mar12 111101 861.50 861.50 861.50 861.50 -22.60      
Jun12 111101 859.50 859.50 859.50 859.50 -22.60      
Total Volume and Open Interest 364 3,264 -364
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111101 8870 8950 8685 8780 -110 7,028 29,962 +1,035
Mar12 111101 8775 8775 8775 8775 -120 0 17 +0
Total Volume and Open Interest 7,028 29,979 +1,035
Nikkei 225(SGX)
Dec11 111101 8975 8990 8835 8845 -115 113,832 213,127 +1,408
Mar12 111101 8900 8920 8835 8835 -115 700 5,838 +560
Jun12 111101 8760 8760 8760 8760 -115 0 18 +0
Total Volume and Open Interest 114,553 226,368 +1,962
CAC 40(EURONEXT)
Nov11 111101 3208.5 3208.5 3051.0 3064.0 -171.0 94,551 261,031 +1,952
Dec11 111101 3209.0 3209.0 3049.0 3062.0 -171.5 1,129 48,484 +79
Jan12 111101 3059.5 3059.5 3059.5 3059.5 -171.0      
Total Volume and Open Interest 95,680 309,522 +2,031
Hang Seng Index(HKFE)
Nov11 111101 19434 19686 19245 19301 -484 108,515 92,374 +8,267
Dec11 111101 19420 19663 19230 19288 -485 1,013 10,546 +94
Total Volume and Open Interest 128,666 126,572 -1,810
DAX(EUREX)
Dec11 111101 6045.0 6045.0 5767.5 5840.5 -331.5 160,757 158,415 -1,682
Mar12 111101 6046.0 6046.0 5789.0 5853.5 -333.0 271 7,674 -146
Jun12 111101 6046.0 6046.0 5825.5 5873.5 -334.0 20 920 -27
Total Volume and Open Interest 161,048 167,009 -1,855
FT-SE 100(EURONEXT)
Dec11 111101 5498.50 5498.50 5312.50 5390.00 -148.50 119,760 632,653 -6,068
Mar12 111101 5299.50 5383.00 5299.50 5355.00 -149.00 15 1,872 +4
Jun12 111101 5318.00 5318.00 5318.00 5318.00 -148.50 21 394 -19
Total Volume and Open Interest 119,796 634,919 -6,083
SPI 200(SFE)
Dec11 111101 4285.0 4300.0 4214.0 4231.0 -53.0 36,160 205,762 -1,379
Mar12 111101 4279.0 4279.0 4211.0 4213.0 -52.0 67 2,591 +33
Jun12 111101 4223.0 4237.0 4223.0 4226.0 -52.0 0 1,229 -6
Total Volume and Open Interest 36,237 212,123 -1,387
GSCI(CME)
Nov11 111101 631.50 642.00 631.00 641.00 -6.00 260 7,913 +114
Dec11 111101 633.00 643.20 633.00 643.20 -5.55 62 79 +62
Jan12 111101 642.00 642.00 632.50 642.00 -5.75 2 0 +0
Total Volume and Open Interest 324 7,992 +176
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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