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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 November 02, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov11 111102 1189.75 1208.00 1187.50 1193.50 +1.25 30,111 12,642 -6,762
Jan12 111102 1201.75 1218.50 1196.50 1202.75 +0.25 100,090 241,764 -1,489
Mar12 111102 1211.75 1228.00 1207.00 1212.25 +0.25 19,848 84,623 -1,102
May12 111102 1220.00 1237.00 1215.25 1221.00 +0.25 7,841 68,649 +73
Jul12 111102 1226.75 1245.00 1223.50 1229.75 -0.25 8,611 52,505 +950
Aug12 111102 1232.25 1232.25 1227.00 1228.25 +1.25 91 645 +27
Sep12 111102 1221.75 1222.00 1216.50 1219.50 +3.00 74 496 +19
Total Volume and Open Interest 171,136 521,991 -7,632
Soybean Meal(CBOT)
Dec11 111102 311.30 315.50 310.20 310.50 -0.20 36,364 80,758 -1,023
Jan12 111102 313.00 317.60 312.50 312.60 -0.20 10,841 23,086 +1,362
Mar12 111102 315.50 320.40 315.50 315.60 unch 3,305 23,722 +155
May12 111102 318.00 322.30 317.00 317.50 unch 2,774 21,546 +644
Jul12 111102 320.50 324.80 320.10 320.40 unch 2,873 16,852 +149
Aug12 111102 323.50 324.00 320.90 320.90 +0.10 170 3,149 +1
Sep12 111102 323.10 323.20 320.00 320.20 +0.20 232 3,806 +57
Oct12 111102 318.00 319.10 315.50 316.40 +0.90 129 2,628 +15
Total Volume and Open Interest 57,086 188,320 +1,427
Soybean Oil(CBOT)
Dec11 111102 50.59 51.25 50.41 50.85 +0.05 52,524 113,024 -279
Jan12 111102 50.87 51.52 50.70 51.13 +0.05 15,587 74,016 -674
Mar12 111102 51.22 51.87 51.04 51.49 +0.06 10,459 44,971 +401
May12 111102 51.50 52.14 51.41 51.85 +0.06 3,764 29,735 -184
Jul12 111102 51.87 52.48 51.70 52.15 +0.01 2,116 21,676 +166
Aug12 111102 52.15 52.50 52.10 52.25 +0.01 304 2,994 +155
Sep12 111102 52.45 52.45 52.21 52.34 +0.06 118 3,444 +25
Oct12 111102 52.20 52.30 51.79 52.30 +0.07 127 3,712 +13
Total Volume and Open Interest 85,368 305,932 -276
Canola(WCE)
Nov11 111102 522.0 525.8 515.3 521.6 -1.1 441 323 -74
Jan12 111102 525.7 529.3 523.0 524.5 -1.2 9,484 105,195 -3,101
Mar12 111102 533.9 537.3 531.0 531.8 -1.3 520 23,576 +6
May12 111102 537.6 541.7 534.5 535.7 -1.9 599 12,945 +26
Jul12 111102 542.1 548.1 540.5 541.7 -2.6 265 5,461 +33
Total Volume and Open Interest 11,462 159,589 -3,118
Corn(CBOT)
Dec11 111102 653.25 659.50 640.50 645.00 -9.25 144,047 495,376 -14,546
Mar12 111102 663.50 669.50 651.00 656.00 -9.25 39,760 308,791 +2,640
May12 111102 668.00 674.25 657.00 662.00 -8.00 11,169 89,862 -376
Jul12 111102 671.75 677.50 660.75 666.00 -7.50 12,858 119,320 +2,342
Sep12 111102 629.75 633.25 622.50 624.50 -6.25 2,222 31,811 +40
Dec12 111102 606.50 609.75 600.50 605.50 -1.50 10,125 131,577 +1,609
Total Volume and Open Interest 220,652 1,223,320 -8,250
Wheat(CBOT)
Dec11 111102 629.00 638.50 620.25 623.50 -6.50 50,945 177,846 -2,997
Mar12 111102 663.75 674.25 655.50 659.00 -6.75 13,448 108,406 +1,710
May12 111102 686.75 696.00 677.00 680.25 -7.75 2,587 33,667 +337
Jul12 111102 701.50 712.00 692.75 698.00 -7.25 6,013 65,680 +873
Sep12 111102 724.50 734.25 717.25 722.25 -7.25 623 6,212 +24
Total Volume and Open Interest 75,656 428,624 -322
Wheat(KCBT)
Dec11 111102 718.00 733.00 711.00 713.00 -5.50 8,963 54,308 -336
Mar12 111102 733.25 748.50 725.50 728.50 -6.50 4,969 52,021 +628
May12 111102 743.00 755.25 735.00 737.25 -6.50 720 8,849 +192
Jul12 111102 750.50 765.00 742.75 745.00 -6.75 909 34,539 +38
Sep12 111102 763.75 776.50 757.25 759.50 -6.75 89 2,943 +29
Total Volume and Open Interest 15,714 156,872 +556
Wheat(MGE)
Dec11 111102 908.00 918.50 907.00 910.25 +4.50 1,195 9,511 -222
Mar12 111102 864.00 874.75 858.25 864.50 +1.75 1,946 16,766 +58
May12 111102 845.00 849.25 839.75 844.25 +0.50 667 5,282 +90
Jul12 111102 836.00 838.75 831.00 835.25 -0.50 290 5,864 -58
Sep12 111102 810.50 819.25 810.25 813.50 -0.25 87 2,934 +4
Total Volume and Open Interest 4,260 42,315 -106
Oats(CBOT)
Dec11 111102 334.75 336.25 331.25 334.50 -0.50 1,234 9,948 -438
Mar12 111102 344.00 345.25 341.50 343.50 -1.00 838 6,133 +477
May12 111102 350.50 351.75 350.00 350.00 -1.00 5 270 +4
Jul12 111102 356.00 357.00 356.00 356.00 -1.00 1 22 +0
Total Volume and Open Interest 2,078 16,494 +43
Rough Rice(CBOT)
Nov11 111102 16.70 16.70 16.14 16.14 -0.40 343 603 -955
Jan12 111102 16.75 17.07 16.33 16.35 -0.42 902 12,393 +124
Mar12 111102 17.06 17.20 16.64 16.65 -0.42 124 3,576 +3
May12 111102 17.33 17.40 16.92 16.92 -0.42 0 375 +0
Total Volume and Open Interest 1,371 17,579 -828
Live Cattle(CME)
Dec11 111102 122.200 122.980 121.500 122.000 +0.400 24,518 136,631 -5,437
Feb12 111102 124.535 124.900 123.750 124.480 +0.280 11,114 84,289 +1,823
Apr12 111102 128.450 129.035 127.730 128.550 +0.300 6,455 64,984 +520
Jun12 111102 126.800 126.980 125.785 126.550 -0.150 2,748 30,228 +70
Aug12 111102 126.400 127.035 126.000 126.800 -0.450 839 6,742 -56
Oct12 111102 128.735 129.100 128.250 128.825 -0.175 128 2,832 +56
Total Volume and Open Interest 45,912 327,258 -3,764
Feeder Cattle(CME)
Nov11 111102 142.450 142.785 141.650 142.300 -0.550 1,836 6,235 -1,230
Jan12 111102 147.750 147.800 146.785 147.500 unch 2,802 15,692 -168
Mar12 111102 148.500 148.550 147.630 148.235 -0.145 605 5,247 -70
Apr12 111102 149.285 149.500 148.575 149.450 -0.035 282 1,531 +91
May12 111102 149.300 149.500 148.800 149.380 -0.070 108 1,534 -2
Aug12 111102 149.600 150.250 149.150 150.200 +0.125 97 1,602 -17
Sep12 111102 149.550 149.985 149.235 149.900 unch 12 132 -5
Total Volume and Open Interest 5,742 31,973 -1,401
Lean Hogs(CME)
Dec11 111102 88.000 88.180 86.750 86.885 -0.665 17,106 94,283 -1,515
Feb12 111102 90.535 90.850 89.635 89.730 -0.350 8,434 68,352 +919
Apr12 111102 93.450 93.680 92.550 92.580 -0.420 4,817 52,780 +287
May12 111102 98.050 98.450 97.980 98.150 unch 20 2,130 +6
Jun12 111102 99.180 99.980 99.000 99.480 +0.030 1,645 33,549 +356
Jul12 111102 98.250 98.550 98.180 98.400 unch 549 9,179 +183
Aug12 111102 96.000 96.800 95.950 96.600 -0.350 315 9,998 +29
Oct12 111102 85.180 85.400 84.750 85.300 +0.200 58 4,789 +3
Total Volume and Open Interest 32,978 276,970 +279
Class III Milk(CME)
Nov11 111102 18.39 18.47 18.25 18.44 +0.10 170 5,424 +15
Dec11 111102 17.71 17.75 17.54 17.72 +0.09 172 5,107 +48
Jan12 111102 16.86 16.91 16.79 16.90 +0.05 87 2,709 +34
Feb12 111102 16.45 16.45 16.38 16.45 -0.05 66 2,433 +26
Mar12 111102 16.48 16.48 16.36 16.43 -0.07 55 2,208 +21
Total Volume and Open Interest 1,130 34,010 +455
Cocoa(ICE)
Dec11 111102 2600 2675 2596 2665 +65 10,318 68,617 -924
Mar12 111102 2642 2693 2629 2688 +55 5,785 67,187 -421
May12 111102 2644 2703 2644 2701 +54 2,045 23,406 +619
Jul12 111102 2663 2715 2658 2714 +53 528 11,326 -12
Sep12 111102 2710 2726 2692 2723 +51 244 11,602 +29
Dec12 111102 2689 2734 2689 2732 +48 96 10,825 +71
Mar13 111102 2693 2753 2693 2744 +49 389 3,100 +381
Total Volume and Open Interest 19,574 198,663 -202
Coffee "C"(ICE)
Dec11 111102 225.40 227.50 223.00 224.00 +0.35 13,765 56,936 -666
Mar12 111102 231.30 231.30 226.75 227.75 +0.45 5,943 36,295 -468
May12 111102 231.75 233.00 228.95 229.85 +0.55 1,418 15,763 +291
Jul12 111102 234.20 234.25 230.90 231.20 +0.50 421 4,525 +91
Sep12 111102 233.90 233.90 231.35 231.65 +0.60 217 5,207 +38
Dec12 111102 232.60 232.60 231.15 231.15 +0.50 53 2,843 +21
Total Volume and Open Interest 21,826 122,602 -687
Orange Juice(ICE)
Nov11 111102 189.00 189.00 189.00 189.00 +0.90 303 262 -255
Jan12 111102 171.85 173.25 169.60 171.60 +1.30 1,305 20,050 +69
Mar12 111102 167.25 167.95 166.00 166.55 +1.35 164 4,464 +49
May12 111102 166.50 166.50 165.75 165.80 +1.35 4 1,575 +2
Jul12 111102 166.30 166.30 166.30 166.30 +1.40 0 319 +0
Sep12 111102 165.30 165.30 165.30 165.30 +1.40 0 53 +0
Total Volume and Open Interest 1,776 26,737 -135
Sugar #11(ICE)
Mar12 111102 25.74 25.99 25.30 25.42 +0.08 30,666 239,534 -3,833
May12 111102 25.12 25.33 24.69 24.78 -0.02 8,352 84,864 +1,126
Jul12 111102 24.42 24.68 24.11 24.19 -0.02 4,550 72,993 -10
Oct12 111102 24.19 24.35 23.88 23.92 -0.03 1,186 44,175 -13
Mar13 111102 24.30 24.40 24.02 24.06 -0.06 630 30,803 -79
Total Volume and Open Interest 45,710 503,021 -2,845
London Cocoa(LCE)
Dec11 111102 1637 1660 1630 1654 +25 5,447 77,151 -172
Mar12 111102 1658 1684 1654 1680 +26 3,306 57,451 -56
May12 111102 1675 1696 1669 1694 +25 2,051 17,273 +574
Jul12 111102 1693 1713 1686 1710 +24 409 19,225 +160
Sep12 111102 1705 1725 1700 1724 +25 313 13,924 +52
Dec12 111102 1727 1741 1714 1737 +24 229 10,751 +44
Mar13 111102 1733 1750 1730 1750 +24 0 2,366 +0
Total Volume and Open Interest 11,755 198,648 +602
London Sugar(LCE)
Dec11 111102 685.30 692.00 679.40 680.30 -0.10 2,963 18,864 -238
Mar12 111102 654.90 660.50 647.70 649.40 +0.30 2,519 18,554 +124
May12 111102 646.20 650.50 638.30 639.90 -0.20 453 7,131 +219
Aug12 111102 635.30 637.40 630.00 632.10 +1.20 170 4,187 +54
Oct12 111102 629.00 629.00 625.00 625.60 +0.60 69 2,491 +0
Total Volume and Open Interest 6,175 52,978 +160
Cotton(ICE)
Dec11 111102 99.50 100.70 98.00 98.34 -1.20 13,389 80,108 -879
Mar12 111102 98.50 99.90 97.25 97.60 -0.95 7,368 53,828 +2,674
May12 111102 98.00 99.53 97.11 97.48 -0.74 1,131 11,083 -286
Jul12 111102 97.75 99.07 96.81 97.33 -0.74 1,051 12,722 +216
Oct12 111102 97.61 98.55 97.61 97.90 +2.02 0 3 +0
Dec12 111102 96.50 96.50 94.46 95.49 +0.01 408 4,703 +329
Total Volume and Open Interest 23,463 163,525 +2,111
Lumber(CME)
Nov11 111102 220.0 223.5 217.9 220.1 -0.8 248 1,484 -124
Jan12 111102 234.8 238.0 231.2 235.4 -1.0 440 6,167 -13
Mar12 111102 255.0 255.0 250.0 252.3 +1.0 60 1,707 +20
May12 111102 264.1 264.1 264.1 264.1 +0.1 34 192 +19
Total Volume and Open Interest 796 9,642 -87
Crude Oil(NYM)
Dec11 111102 91.60 93.79 90.97 92.51 +0.32 228,561 293,713 -5,424
Jan12 111102 91.32 93.57 90.91 92.35 +0.30 43,846 190,057 +672
Feb12 111102 90.85 93.40 90.85 92.19 +0.28 20,637 70,721 -953
Mar12 111102 90.95 93.14 90.95 92.05 +0.27 20,133 71,754 +1,230
Apr12 111102 90.40 92.91 90.40 91.93 +0.29 6,724 36,998 +213
May12 111102 92.52 92.72 91.82 91.82 +0.30 6,044 26,891 -1,513
Jun12 111102 90.11 92.58 90.09 91.70 +0.31 15,684 72,988 +170
Jul12 111102 92.20 92.20 91.53 91.57 +0.32 3,367 33,216 -269
Aug12 111102 91.97 91.97 91.34 91.43 +0.33 3,178 21,045 -136
Sep12 111102 91.95 91.95 91.18 91.30 +0.33 3,389 22,032 +84
Oct12 111102 91.38 91.38 91.21 91.21 +0.32 2,177 23,510 +217
Nov12 111102 91.28 91.31 91.13 91.15 +0.32 1,874 24,715 +105
Dec12 111102 90.03 92.00 89.99 91.11 +0.32 12,611 161,789 -1,226
Jan13 111102 90.93 90.93 90.93 90.93 +0.31 227 26,117 +76
Feb13 111102 90.74 90.74 90.74 90.74 +0.30 108 10,456 -32
Mar13 111102 90.58 90.58 90.58 90.58 +0.29 57 8,799 +15
Total Volume and Open Interest 381,435 1,344,484 -7,659
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 6,633 2,825 +151
Dec11 111102 91.500 93.775 90.975 92.500 +0.300 8,371 2,838 +339
Jan12 111102 91.325 93.500 91.000 92.350 +0.300 180 356 +13
Feb12 111102 92.275 93.075 92.125 92.200 +0.300 127 126 +46
Mar12 111102 92.325 92.600 92.050 92.050 +0.275 2 15 -2
Apr12 111102 91.925 91.925 91.925 91.925 +0.275 1 22 +0
May12 111102 91.825 91.825 91.825 91.825 +0.300 1 7 +0
Jun12 111102 91.700 91.700 91.700 91.700 +0.300 0 15 -2
Jul12 111102 91.575 91.575 91.575 91.575 +0.325 0 4 +0
Aug12 111102 91.425 91.425 91.425 91.425 +0.325 0 1 +0
Total Volume and Open Interest 8,682 3,611 +394
Heating Oil(NYM)
Dec11 111102 302.93 306.37 299.40 300.07 -3.72 51,345 96,646 +2,677
Jan12 111102 301.71 305.84 299.38 300.03 -3.26 16,785 52,478 -413
Feb12 111102 300.67 304.09 298.32 298.86 -2.92 7,950 28,540 +228
Mar12 111102 297.19 301.60 296.42 297.12 -2.24 8,025 23,132 +1,374
Apr12 111102 296.98 297.41 292.85 293.80 -1.90 2,232 10,965 +40
May12 111102 293.50 294.07 289.56 290.42 -1.70 1,748 8,762 -17
Jun12 111102 288.20 292.13 287.95 288.52 -1.65 5,689 35,635 +174
Jul12 111102 288.39 291.20 288.32 288.32 -1.58 175 7,703 +47
Aug12 111102 288.50 288.50 288.47 288.47 -1.48 502 4,132 -98
Sep12 111102 288.82 288.82 288.82 288.82 -1.38 127 4,544 +31
Oct12 111102 289.59 289.59 289.59 289.59 -1.24 568 1,893 +387
Nov12 111102 290.37 290.37 290.37 290.37 -1.19 2 1,325 +2
Total Volume and Open Interest 96,858 291,665 -4,003
Gasoline(NYMEX)
Dec11 111102 261.26 268.79 260.49 262.72 +0.28 45,701 93,211 -1,148
Jan12 111102 259.08 265.83 258.46 260.82 +0.36 22,285 42,679 +385
Feb12 111102 259.14 264.48 257.77 260.03 +0.29 10,191 20,523 +1,006
Mar12 111102 258.95 264.05 257.72 260.17 +0.24 8,064 24,341 +373
Apr12 111102 274.05 276.75 272.25 273.35 +0.20 4,486 21,623 +306
May12 111102 272.07 275.20 270.11 272.55 +0.26 4,749 11,753 +790
Jun12 111102 268.50 273.62 268.25 270.51 +0.27 6,224 19,545 -691
Jul12 111102 268.22 268.22 268.22 268.22 +0.31 1,232 5,921 +36
Aug12 111102 268.65 268.82 265.80 265.80 +0.23 1,377 5,384 +17
Sep12 111102 265.00 265.00 263.34 263.34 +0.19 967 5,882 +284
Total Volume and Open Interest 107,431 269,221 -5,197
e-miNY RBOB Gasoline(NYM)
Dec11 111102 263.50 263.50 262.70 262.70 +0.30      
Jan12 111102 260.80 260.82 260.80 260.80 +0.30 0 1 +0
Feb12 111102 260.00 260.03 260.00 260.00 +0.30 0 1 +0
Mar12 111102 260.20 260.20 260.17 260.20 +0.30      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111102 3.772 3.804 3.730 3.749 -0.032 88,196 146,537 -5,329
Jan12 111102 3.915 3.941 3.872 3.882 -0.038 41,887 242,784 -622
Feb12 111102 3.926 3.950 3.883 3.893 -0.037 17,488 82,012 -217
Mar12 111102 3.890 3.914 3.857 3.867 -0.036 19,143 93,757 -808
Apr12 111102 3.887 3.919 3.851 3.862 -0.038 15,514 89,983 +3
May12 111102 3.920 3.938 3.886 3.897 -0.039 4,088 33,688 +507
Jun12 111102 3.967 3.979 3.928 3.939 -0.040 2,495 16,557 +257
Jul12 111102 4.010 4.026 3.975 3.986 -0.040 2,465 19,241 +569
Aug12 111102 4.024 4.068 4.005 4.011 -0.040 1,267 13,245 +19
Sep12 111102 4.015 4.054 4.008 4.013 -0.039 1,426 10,489 +15
Oct12 111102 4.062 4.092 4.047 4.053 -0.039 4,701 50,999 +89
Nov12 111102 4.218 4.243 4.187 4.193 -0.044 1,505 13,813 +31
Dec12 111102 4.490 4.500 4.443 4.452 -0.045 2,369 18,312 +566
Jan13 111102 4.601 4.635 4.575 4.584 -0.048 2,092 25,872 -100
Feb13 111102 4.580 4.610 4.568 4.571 -0.048 62 5,348 +11
Mar13 111102 4.540 4.554 4.518 4.518 -0.047 399 12,213 +14
Total Volume and Open Interest 205,924 948,652 -4,939
Brent Crude Oil(ICE)
Dec11 111102 108.87 111.47 108.56 109.34 -0.20 169,588 182,890 -10,241
Jan12 111102 107.62 110.03 107.37 108.15 -0.23 84,660 163,395 +332
Feb12 111102 106.77 109.00 106.52 107.33 -0.25 44,459 86,769 -2,342
Mar12 111102 105.80 108.17 105.75 106.61 -0.24 27,960 82,958 -709
Apr12 111102 105.58 107.52 105.40 106.13 -0.21 8,958 32,841 +396
May12 111102 105.43 107.09 105.08 105.75 -0.18 6,666 19,174 +30
Jun12 111102 104.59 106.73 104.59 105.39 -0.14 17,034 53,015 +319
Jul12 111102 105.45 106.30 104.52 105.03 -0.13 2,342 17,090 +6
Aug12 111102 105.11 105.90 104.16 104.67 -0.11 1,599 17,347 -56
Sep12 111102 104.24 104.24 104.24 104.24 -0.10 1,620 19,750 -62
Oct12 111102 103.85 103.85 103.85 103.85 -0.09 1,677 11,302 +2
Nov12 111102 103.50 103.50 103.50 103.50 -0.07 1,272 13,652 +77
Dec12 111102 102.37 104.40 102.37 103.13 -0.08 11,355 97,455 +91
Jan13 111102 102.84 102.84 102.84 102.84 -0.07 309 8,254 +74
Total Volume and Open Interest 386,568 952,668 -12,061
Gas Oil(ICE)
Nov11 111102 950.50 965.25 946.25 961.25 +22.25 51,298 102,441 -3,622
Dec11 111102 938.00 951.75 933.25 948.25 +21.75 90,994 126,846 +359
Jan12 111102 931.25 944.25 926.75 941.50 +21.50 34,669 69,516 +1,526
Feb12 111102 927.50 938.00 921.25 935.25 +21.00 13,853 48,158 -2,657
Mar12 111102 917.75 930.75 916.50 929.50 +21.00 9,766 29,518 -444
Apr12 111102 912.25 924.75 911.75 923.75 +21.25 5,485 20,126 -18
May12 111102 907.50 919.75 907.50 919.00 +21.75 3,373 20,039 -166
Jun12 111102 905.75 917.50 905.00 916.75 +21.75 8,291 47,877 -726
Jul12 111102 917.25 918.25 907.75 917.50 +21.75 1,262 15,340 +114
Aug12 111102 917.00 919.00 909.00 918.25 +21.75 643 10,745 +39
Total Volume and Open Interest 225,707 583,573 -6,573
Ethanol(CBOT)
Nov11 111102 2.785 2.807 2.750 2.786 +0.026 185 320 -164
Dec11 111102 2.690 2.690 2.661 2.664 +0.001 358 1,373 -127
Jan12 111102 2.500 2.508 2.465 2.479 -0.008 95 1,674 +45
Feb12 111102 2.441 2.441 2.388 2.393 -0.017 40 1,089 +21
Mar12 111102 2.405 2.408 2.383 2.394 -0.011 0 954 +0
Apr12 111102 2.390 2.402 2.388 2.401 -0.008 100 608 -100
May12 111102 2.403 2.418 2.403 2.417 -0.006 0 627 +0
Jun12 111102 2.430 2.431 2.427 2.429 -0.007 18 509 -5
Total Volume and Open Interest 949 10,658 -292
WTI Crude Oil(ICE)
Dec11 111102 91.14 93.79 90.97 92.51 +0.32 53,354 105,180 -961
Jan12 111102 91.29 93.60 91.28 92.35 +0.30 13,001 48,752 -72
Feb12 111102 91.17 93.21 91.13 92.19 +0.28 7,033 29,031 +1,381
Mar12 111102 92.41 92.96 91.30 92.05 +0.27 7,036 18,960 -249
Apr12 111102 92.24 92.53 91.40 91.93 +0.29 2,348 9,375 +670
May12 111102 92.08 92.62 91.14 91.82 +0.30 2,257 7,164 -59
Jun12 111102 91.91 92.52 90.98 91.70 +0.31 3,224 40,574 -75
Jul12 111102 91.62 91.62 90.98 91.57 +0.32 926 7,095 -10
Aug12 111102 91.47 91.47 90.82 91.43 +0.33 609 4,627 -55
Sep12 111102 91.30 91.30 91.30 91.30 +0.33 565 7,892 -26
Oct12 111102 91.21 91.21 91.21 91.21 +0.32 552 2,479 +151
Nov12 111102 91.15 91.15 91.15 91.15 +0.32 473 2,982 +10
Dec12 111102 89.92 91.94 89.77 91.11 +0.32 2,514 53,624 -1,446
Jan13 111102 90.93 90.93 90.93 90.93 +0.31 5 1,968 +0
Feb13 111102 90.74 90.74 90.74 90.74 +0.30 0 603 +0
Mar13 111102 90.58 90.58 90.58 90.58 +0.29 0 1,476 +0
Total Volume and Open Interest 94,319 435,817 -667
US Dollar Index(ICE)
Dec11 111102 77.620 77.645 76.850 77.180 -0.210 33,707 0 -64,030
Mar12 111102 77.655 77.655 77.375 77.580 -0.190 15 0 -576
Jun12 111102 78.040 78.040 78.040 78.040 -0.190      
Total Volume and Open Interest 33,722 64,606 +0
Australian Dollar(CME)
Dec11 111102 102.70 103.71 102.23 102.82 -0.05 129,017 131,217 -974
Mar12 111102 101.52 102.68 101.52 101.80 -0.05 94 369 -32
Jun12 111102 100.93 100.98 100.93 100.93 -0.05 0 19 +0
Total Volume and Open Interest 129,131 131,738 -996
British Pound(CME)
Dec11 111102 159.50 160.43 159.09 159.55 unch 130,996 166,829 -1,676
Mar12 111102 159.00 159.92 159.00 159.40 unch 53 234 +15
Jun12 111102 159.23 159.24 159.23 159.23 -0.01 0 3 +0
Total Volume and Open Interest 131,049 167,071 -1,661
Canadian Dollar(CME)
Dec11 111102 98.00 98.83 97.71 98.50 +0.30 76,359 113,716 -852
Mar12 111102 97.65 98.65 97.58 98.32 +0.29 187 3,210 +15
Jun12 111102 98.40 98.47 97.90 98.19 +0.29 4 780 +1
Sep12 111102 98.06 98.06 97.79 98.06 +0.27 2 654 -2
Total Volume and Open Interest 76,552 118,475 -838
Japanese Yen(CME)
Dec11 111102 127.74 128.41 127.68 128.22 +0.39 364,863 142,217 -24,271
Mar12 111102 128.25 128.55 128.07 128.46 +0.39 1,269 699 +9
Jun12 111102 128.72 128.72 128.31 128.72 +0.41 20 25 +3
Total Volume and Open Interest 366,152 142,945 -24,259
Swiss Franc(CME)
Dec11 111102 112.88 113.80 112.42 113.35 +0.43 24,131 23,959 -663
Mar12 111102 113.63 113.63 113.21 113.63 +0.42 6 631 +4
Jun12 111102 113.93 113.93 113.55 113.93 +0.38 0 5 +0
Total Volume and Open Interest 24,137 24,599 -659
EuroFX(CME)
Dec11 111102 136.93 138.25 136.33 137.57 +0.50 342,132 220,209 +2,390
Mar12 111102 137.01 138.21 136.37 137.58 +0.50 927 2,465 -49
Jun12 111102 137.60 137.60 137.10 137.60 +0.50 4 866 +0
Total Volume and Open Interest 343,063 223,555 +2,341
Mexican Peso(CME)
Nov11 111102 738.8 738.8 734.8 738.8 +4.0      
Dec11 111102 732.0 740.8 729.8 736.8 +4.0 34,147 100,069 +2,831
Total Volume and Open Interest 34,147 100,432 +2,831
Brazilian Real(CME)
Dec11 111102 569.50 569.50 569.50 569.50 -1.90 231 5,192 -77
Jan12 111102 566.10 566.10 566.10 566.10 -1.90 0 10,149 +0
Feb12 111102 562.65 562.65 562.65 562.65 -1.90      
Mar12 111102 559.25 559.25 559.25 559.25 -1.90      
Total Volume and Open Interest 231 30,662 -82
30-Year T-Bonds(CBOT)
Dec11 111102 142~040 142~220 140~240 141~240 -0~080 325,027 603,792 +1,658
Mar12 111102 142~030 142~030 140~140 141~110 -0~080 732 3,929 +313
Jun12 111102 140~250 140~250 140~090 140~090 -0~080 0 5 +0
Total Volume and Open Interest 325,759 607,726 +1,971
10-Year T-Notes(CBOT)
Dec11 111102 130~085 130~165 129~230 130~100 +0~020 1,084,251 1,459,191 -20,285
Mar12 111102 129~145 129~190 129~060 129~175 +0~025 2,965 10,728 -1,338
Jun12 111102 128~175 128~175 128~150 128~175 +0~025      
Total Volume and Open Interest 1,087,216 1,469,919 -21,623
5-Year T-Notes(CBOT)
Dec11 111102 123~008 123~022 122~108 123~013 +0~007 623,857 1,193,073 -3,658
Mar12 111102 122~084 122~090 122~076 122~089 +0~013 2,462 6,151 -414
Jun12 111102 121~113 121~113 121~100 121~113 +0~013      
Total Volume and Open Interest 626,319 1,199,224 -4,072
2 Year T-Notes(CBOT)
Dec11 111102 110~025 110~031 110~021 110~027 +0~003 273,395 710,547 -7,409
Mar12 111102 110~024 110~030 110~023 110~027 +0~003 3,840 6,041 +3,303
Jun12 111102 109~119 109~119 109~116 109~119 +0~003      
Total Volume and Open Interest 277,235 716,588 -4,106
Eurodollars(CME)
Dec11 111102 99.470 99.500 99.465 99.480 -0.005 224,882 1,017,616 -1,487
Mar12 111102 99.420 99.455 99.410 99.430 +0.005 216,366 909,607 -18,030
Jun12 111102 99.405 99.450 99.405 99.430 +0.010 172,684 1,069,581 +6,957
Sep12 111102 99.410 99.455 99.410 99.435 +0.015 175,502 737,389 +6,288
Dec12 111102 99.420 99.450 99.405 99.430 +0.015 167,248 752,888 -2,609
Mar13 111102 99.400 99.450 99.400 99.430 +0.015 184,888 814,223 +22,977
Jun13 111102 99.365 99.420 99.360 99.395 +0.020 129,020 543,878 +6,241
Sep13 111102 99.305 99.355 99.280 99.330 +0.025 112,929 459,307 +2,396
Dec13 111102 99.190 99.235 99.150 99.210 +0.030 106,134 456,819 +11,005
Mar14 111102 99.045 99.105 99.010 99.080 +0.035 89,068 320,817 +8,119
Jun14 111102 98.860 98.930 98.825 98.910 +0.040 62,812 270,581 +1,319
Sep14 111102 98.665 98.755 98.635 98.725 +0.040 52,895 180,501 +412
Dec14 111102 98.480 98.560 98.430 98.530 +0.045 52,718 179,116 +1,663
Mar15 111102 98.285 98.370 98.240 98.340 +0.045 21,854 118,817 +1,010
Jun15 111102 6.350 6.430 6.295 6.400 +0.045 20,786 102,624 +1,064
Sep15 111102 6.170 6.235 6.095 6.205 +0.045 16,968 83,310 +638
Dec15 111102 5.970 6.035 5.890 6.005 +0.045 13,163 54,719 -902
Mar16 111102 5.775 5.870 5.720 5.835 +0.040 11,119 49,918 -764
Total Volume and Open Interest 1,858,890 8,349,004 +42,805
30 Day Federal Funds(CBOT)
Nov11 111102 99.920 99.920 99.915 99.920 unch 1,236 67,158 -155
Dec11 111102 99.915 99.925 99.915 99.920 unch 1,043 63,507 -303
Jan12 111102 99.910 99.920 99.905 99.910 unch 528 56,620 -192
Feb12 111102 99.900 99.910 99.900 99.900 unch 673 44,228 +80
Mar12 111102 99.895 99.905 99.890 99.895 +0.005 1,156 31,673 +89
Apr12 111102 99.895 99.895 99.890 99.890 unch 1,375 35,170 +259
Total Volume and Open Interest 23,769 654,059 -1,461
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111102 99.675 99.675 99.675 99.675 unch 0 281 +0
Mar12 111102 99.673 99.673 99.673 99.673 unch 0 300 +0
Jun12 111102 99.675 99.675 99.675 99.675 unch      
Sep12 111102 99.673 99.673 99.673 99.673 unch      
Dec12 111102 99.670 99.670 99.670 99.670 unch      
Mar13 111102 99.670 99.670 99.670 99.670 unch      
Jun13 111102 99.625 99.625 99.625 99.625 unch      
Sep13 111102 99.485 99.485 99.485 99.485 unch      
Dec13 111102 99.345 99.345 99.345 99.345 unch      
Mar14 111102 99.205 99.205 99.205 99.205 unch      
Total Volume and Open Interest 0 581 +0
3-Mth Euro-Yen(SGX)
Dec11 111102 99.68 99.68 99.68 99.68 unch 0 2,479 +0
Mar12 111102 99.68 99.68 99.67 99.67 unch 0 2,378 +0
Jun12 111102 99.68 99.68 99.68 99.68 unch 0 1,470 +0
Sep12 111102 99.67 99.67 99.67 99.67 unch 0 710 +0
Dec12 111102 99.67 99.67 99.67 99.67 unch 0 151 +0
Mar13 111102 99.67 99.67 99.67 99.67 unch 0 1 +0
Jun13 111102 99.62 99.62 99.62 99.62 unch      
Sep13 111102 99.49 99.49 99.49 99.49 unch      
Total Volume and Open Interest 0 7,191 +0
Japanese Gov't Bonds(SGX)
Dec11 111102 142.39 142.62 142.34 142.54 +0.16 3,637 19,071 -1,110
Mar12 111102 141.95 141.95 141.95 141.95 +0.16 0 5 +0
Jun12 111102 139.86 139.86 139.86 139.86 +0.16      
Total Volume and Open Interest 3,637 19,076 -1,110
Euro-Bund(EUREX)
Dec11 111102 137.90 138.00 137.16 137.57 -0.58 833,065 875,099 +7,996
Mar12 111102 138.35 138.35 137.63 137.98 -0.69 1,297 3,328 +910
Jun12 111102 137.39 137.39 137.39 137.39 -0.58 0 18 +0
Total Volume and Open Interest 834,362 878,445 +8,906
Euro-Bobl(EUREX)
Dec11 111102 123.38 123.44 123.00 123.26 -0.19 442,754 703,096 +2,489
Mar12 111102 123.67 123.67 123.67 123.67 -0.17 120 18,277 +103
Jun12 111102 123.41 123.41 123.41 123.41 -0.19      
Total Volume and Open Interest 442,874 721,373 +2,592
3-Mth Euribor(EUREX)
Dec11 111102 98.680 98.700 98.675 98.700 +0.010 9 1,937 +1
Mar12 111102 98.890 98.895 98.880 98.895 -0.005 16 2,118 -16
Jun12 111102 98.950 98.950 98.940 98.950 -0.010 16 974 +16
Total Volume and Open Interest 113 8,361 +60
Long Gilt(LIFFE)
Dec11 111102 130~04 130~09 129~15 130~01 -0~22 107,792 293,463 +2,039
Mar12 111102 113~31 113~31 113~15 113~26 -0~22 2,520 11,058 +1,583
Total Volume and Open Interest 110,312 304,521 +3,622
3-Mth Short Sterling(LIFFE)
Dec11 111102 98.93 98.94 98.92 98.93 unch 25,864 357,308 -2,965
Mar12 111102 98.92 98.93 98.91 98.91 -0.01 46,523 349,428 +4,903
Jun12 111102 98.93 98.93 98.90 98.91 -0.02 47,234 217,487 +1,793
Sep12 111102 98.92 98.94 98.89 98.90 -0.03 44,457 229,336 +5,647
Dec12 111102 98.89 98.90 98.85 98.87 -0.03 33,889 186,856 +4,768
Mar13 111102 98.87 98.88 98.82 98.84 -0.04 47,046 166,456 +9,218
Total Volume and Open Interest 324,493 1,923,839 +35,710
3-Mth Euribor(LIFFE)
Dec11 111102 98.685 98.705 98.665 98.700 +0.015 140,648 708,399 -6,853
Mar12 111102 98.880 98.900 98.865 98.895 unch 108,041 526,703 +5,708
Jun12 111102 98.940 98.955 98.915 98.950 -0.005 100,189 378,757 +4,785
Total Volume and Open Interest 710,014 3,378,763 +1,892
3-Mth Aus T-Bills(SFE)
Dec11 111102 95.54 95.64 95.54 95.59 +0.04 36,910 225,481 +12,404
Mar12 111102 95.88 96.00 95.88 95.94 +0.06 22,314 188,427 +4,710
Jun12 111102 96.01 96.13 96.01 96.08 +0.08 9,984 116,171 +2,148
Sep12 111102 95.98 96.13 95.90 96.08 +0.10 5,615 81,243 +609
Dec12 111102 95.90 96.04 95.90 96.00 +0.10 1,979 50,060 +337
Mar13 111102 95.94 95.97 95.86 95.91 +0.09 802 46,326 +122
Jun13 111102 95.79 95.89 95.79 95.83 +0.09 886 31,305 -269
Sep13 111102 95.72 95.82 95.72 95.76 +0.09 668 15,494 -183
Dec13 111102 95.69 95.69 95.66 95.66 +0.08 708 3,637 +150
Mar14 111102 95.56 95.56 95.55 95.55 +0.08 1 462 +1
Total Volume and Open Interest 79,867 758,683 +20,029
10-Year Aus T-Bonds(SFE)
Dec11 111102 95.56 95.74 95.55 95.72 +0.15 37,639 366,682 -473
Mar12 111102 95.72 95.72 95.72 95.72 +0.15      
Total Volume and Open Interest 37,639 366,682 -473
3-Year Aus T-Bonds(SFE)
Dec11 111102 96.21 96.38 96.21 96.34 +0.12 128,534 518,625 +2,080
Mar12 111102 96.34 96.34 96.34 96.34 +0.12      
Total Volume and Open Interest 128,534 518,625 +2,080
Gold(CMX)
Dec11 111102 1721.5 1745.6 1715.5 1729.6 +17.8 122,243 259,309 -2,271
Feb12 111102 1721.0 1747.3 1718.5 1731.7 +17.8 4,468 60,758 +869
Apr12 111102 1721.8 1749.1 1721.8 1733.5 +17.9 325 15,515 +68
Jun12 111102 1724.4 1751.0 1723.6 1735.4 +18.0 245 18,897 -38
Aug12 111102 1733.3 1749.0 1733.3 1737.0 +18.0 122 7,287 +68
Oct12 111102 1738.9 1738.9 1738.9 1738.9 +18.0 121 5,382 +74
Dec12 111102 1740.0 1756.2 1740.0 1741.0 +18.0 449 16,564 +118
Feb13 111102 1743.1 1743.1 1743.1 1743.1 +18.1 27 3,382 -11
Apr13 111102 1756.5 1756.6 1745.4 1745.4 +18.1 47 460 -1
Jun13 111102 1748.2 1748.2 1748.2 1748.2 +18.1 27 9,175 -17
Aug13 111102 1751.1 1751.1 1751.1 1751.1 +18.1 0 45 +0
Total Volume and Open Interest 128,995 440,688 -999
Silver(CMX)
Dec11 111102 3348.5 3443.5 3310.0 3394.3 +121.2 31,996 56,341 -2,475
Mar12 111102 3359.5 3440.0 3335.0 3399.2 +121.5 4,736 17,905 +847
May12 111102 3356.0 3424.0 3350.5 3401.6 +121.8 2,421 4,098 -23
Jul12 111102 3403.0 3403.0 3403.0 3403.0 +122.0 202 3,183 +79
Sep12 111102 3403.7 3403.7 3403.7 3403.7 +122.2 827 1,514 +81
Dec12 111102 3341.5 3437.0 3341.5 3404.1 +122.5 257 11,997 +140
Mar13 111102 3398.4 3398.4 3398.4 3398.4 +122.5 0 787 +0
Total Volume and Open Interest 40,650 109,017 -1,343
Platinum(NYMEX)
Jan12 111102 1588.0 1617.5 1581.1 1601.3 +19.3 5,904 34,385 +448
Apr12 111102 1606.9 1619.0 1604.0 1604.5 +19.4 143 3,263 +74
Jul12 111102 1620.0 1620.0 1607.9 1607.9 +19.3 30 93 -5
Oct12 111102 1611.4 1611.4 1611.4 1611.4 +19.8 9 49 +7
Total Volume and Open Interest 6,088 37,801 +525
Palladium(NYMEX)
Dec11 111102 635.80 652.85 631.30 648.65 +13.65 2,736 17,796 -140
Mar12 111102 642.80 650.30 642.40 650.30 +13.75 243 1,113 +154
Jun12 111102 651.35 651.35 651.35 651.35 +13.75 0 6 +0
Total Volume and Open Interest 2,979 18,915 +14
Copper(CMX)
Dec11 111102 350.35 362.95 347.75 358.10 +7.85 45,399 65,565 -3,196
Mar12 111102 349.95 364.55 349.90 360.00 +7.75 8,226 36,283 -1,150
May12 111102 363.15 365.00 359.65 360.95 +7.75 1,422 10,885 +320
Jul12 111102 357.35 362.20 357.35 361.70 +7.85 339 2,931 +185
Sep12 111102 362.30 366.15 360.80 362.00 +7.85 40 1,623 -5
Total Volume and Open Interest 56,108 127,571 -4,416
DJIA Index(CBOT)
Dec11 111102 11687 11810 11641 11768 +86 274 15,054 +11
Mar12 111102 11697 11697 11611 11697 +86 2 200 +0
Jun12 111102 11630 11630 11544 11630 +86 2 200 +0
Sep12 111102 11567 11567 11481 11567 +86      
Total Volume and Open Interest 278 15,454 +11
E-mini DJIA Index(CBOT)
Dec11 111102 11675 11818 11617 11768 +86 104,723 82,585 +1,797
Mar12 111102 11700 11745 11651 11697 +86 4 167 +1
Jun12 111102 11630 11630 11630 11630 +86 1 5 -1
Sep12 111102 11608 11608 11567 11567 +86 0 12 +0
Total Volume and Open Interest 104,728 82,769 +1,797
S & P 500(CME)
Dec11 111102 1223.10 1238.40 1216.80 1234.20 +9.60 18,225 277,598 -5,004
Mar12 111102 1228.20 1230.60 1216.60 1228.20 +9.60 11 11,554 +2
Jun12 111102 1223.00 1225.40 1211.40 1223.00 +9.60 0 1,405 +0
Sep12 111102 1217.00 1219.40 1205.40 1217.00 +9.60 0 2 +0
Total Volume and Open Interest 18,236 290,669 -5,002
S & P 500 E-Mini(Globex)
Dec11 111102 1223.50 1238.75 1216.50 1234.25 +9.75 2,239,270 2,839,145 +42
Mar12 111102 1217.00 1232.50 1211.00 1228.25 +9.75 1,112 12,600 +266
Total Volume and Open Interest 2,240,432 2,851,989 +296
NASDAQ 100(CME)
Dec11 111102 2305.00 2329.50 2292.00 2314.50 +11.00 4,410 32,025 +2,882
Mar12 111102 2309.50 2312.00 2293.00 2309.50 +11.00      
Jun12 111102 2306.50 2309.00 2306.50 2306.50 +11.00      
Total Volume and Open Interest 4,410 32,025 +2,882
NASDAQ 100 E-Mini(Globex)
Dec11 111102 2303.00 2329.80 2293.30 2314.50 +11.00 243,862 345,907 +1,376
Mar12 111102 2315.00 2326.00 2297.00 2309.50 +11.00 40 331 +15
Total Volume and Open Interest 243,902 346,251 +1,391
S & P Midcap 400(CME)
Dec11 111102 869.00 877.00 862.00 873.70 +10.20 365 3,264 +0
Mar12 111102 871.70 871.70 871.70 871.70 +10.20      
Jun12 111102 869.70 869.70 869.70 869.70 +10.20      
Total Volume and Open Interest 365 3,264 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111102 8765 8780 8615 8715 -65 7,774 30,155 +193
Mar12 111102 8720 8775 8680 8720 -55 0 17 +0
Total Volume and Open Interest 7,774 30,172 +193
Nikkei 225(SGX)
Dec11 111102 8785 8820 8640 8695 -150 160,769 214,422 +1,295
Mar12 111102 8805 8805 8650 8685 -150 2,520 8,034 +2,196
Jun12 111102 8610 8610 8610 8610 -150 0 18 +0
Total Volume and Open Interest 163,505 229,911 +3,543
CAC 40(EURONEXT)
Nov11 111102 3118.5 3129.5 3041.5 3106.0 +42.0 91,006 254,661 -6,370
Dec11 111102 3116.0 3125.0 3040.5 3104.0 +42.0 2,129 47,798 -686
Jan12 111102 3101.5 3101.5 3101.5 3101.5 +42.0      
Total Volume and Open Interest 93,135 302,466 -7,056
Hang Seng Index(HKFE)
Nov11 111102 19130 19784 18983 19763 +462 80,628 92,661 +287
Dec11 111102 19150 19764 18970 19736 +448 778 10,523 -23
Total Volume and Open Interest 81,535 104,914 -21,658
DAX(EUREX)
Dec11 111102 5941.0 5999.0 5816.0 5975.5 +135.0 150,184 154,170 -4,245
Mar12 111102 5941.5 6004.5 5830.0 5988.5 +135.0 340 7,664 -10
Jun12 111102 5960.0 6014.5 5901.0 6008.0 +134.5 38 922 +2
Total Volume and Open Interest 150,562 162,756 -4,253
FT-SE 100(EURONEXT)
Dec11 111102 5426.00 5485.00 5375.00 5482.00 +92.00 145,065 630,839 -1,814
Mar12 111102 5414.50 5447.50 5346.50 5447.50 +92.50 23 1,862 -10
Jun12 111102 5409.00 5409.00 5409.00 5409.00 +91.00 15 379 -15
Total Volume and Open Interest 145,103 633,080 -1,839
SPI 200(SFE)
Dec11 111102 4224.0 4228.0 4127.0 4169.0 -62.0 32,847 210,583 +4,821
Mar12 111102 4141.0 4150.0 4120.0 4150.0 -63.0 95 2,552 -39
Jun12 111102 4150.0 4161.0 4150.0 4161.0 -65.0 16 1,218 -11
Total Volume and Open Interest 33,162 217,082 +4,959
GSCI(CME)
Nov11 111102 649.00 650.00 640.00 641.00 unch 248 7,911 -2
Dec11 111102 649.50 650.50 640.50 642.00 -1.20 4 79 +0
Jan12 111102 646.00 650.00 640.00 640.50 -1.50      
Total Volume and Open Interest 252 7,990 -2
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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