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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu November 03, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov11 111103 1192.75 1223.50 1192.75 1219.25 +25.75 21,307 9,340 -3,302
Jan12 111103 1200.75 1231.50 1200.75 1227.25 +24.50 101,883 243,374 +1,610
Mar12 111103 1211.50 1240.50 1210.50 1236.50 +24.25 17,968 83,055 -1,568
May12 111103 1220.50 1248.75 1220.00 1245.25 +24.25 9,640 69,483 +834
Jul12 111103 1227.75 1257.50 1227.75 1252.75 +23.00 11,023 52,088 -417
Aug12 111103 1245.50 1251.25 1228.25 1251.25 +23.00 22 643 -2
Sep12 111103 1243.25 1243.25 1219.50 1242.00 +22.50 1 495 -1
Total Volume and Open Interest 167,307 518,805 -3,186
Soybean Meal(CBOT)
Dec11 111103 310.20 317.60 310.10 314.50 +4.00 33,627 79,834 -924
Jan12 111103 312.60 319.70 312.40 316.70 +4.10 10,682 24,141 +1,055
Mar12 111103 315.60 323.00 315.60 319.50 +3.90 2,610 23,581 -141
May12 111103 317.50 325.00 317.20 321.50 +4.00 1,183 21,543 -3
Jul12 111103 320.40 328.00 319.90 324.50 +4.10 1,888 17,112 +260
Aug12 111103 326.60 327.20 320.90 325.00 +4.10 130 3,176 +27
Sep12 111103 326.90 327.30 320.20 324.60 +4.40 135 3,846 +40
Oct12 111103 324.50 324.50 316.40 321.20 +4.80 37 2,654 +26
Total Volume and Open Interest 51,119 188,866 +546
Soybean Oil(CBOT)
Dec11 111103 50.79 52.09 50.48 52.03 +1.18 52,852 113,372 +348
Jan12 111103 51.11 52.36 50.78 52.30 +1.17 19,123 75,063 +1,047
Mar12 111103 51.37 52.68 51.16 52.65 +1.16 7,064 45,038 +67
May12 111103 51.73 53.01 51.47 53.00 +1.15 2,414 30,313 +578
Jul12 111103 52.04 53.33 51.87 53.28 +1.13 3,721 21,714 +38
Aug12 111103 52.25 53.37 51.95 53.37 +1.12 273 3,082 +88
Sep12 111103 52.34 53.45 52.00 53.45 +1.11 311 3,437 -7
Oct12 111103 52.30 53.38 52.30 53.38 +1.08 39 3,717 +5
Total Volume and Open Interest 86,906 308,260 +2,328
Canola(WCE)
Nov11 111103 527.5 529.3 527.5 529.3 +7.7 39 37 -286
Jan12 111103 524.5 533.5 524.5 531.3 +6.8 5,820 106,062 +867
Mar12 111103 535.5 539.6 533.8 538.1 +6.3 1,027 24,149 +573
May12 111103 541.1 543.3 536.3 542.4 +6.7 1,199 13,370 +425
Jul12 111103 544.0 549.1 544.0 547.9 +6.2 429 5,570 +109
Total Volume and Open Interest 9,041 161,284 +1,695
Corn(CBOT)
Dec11 111103 644.75 658.50 640.75 653.50 +8.50 211,739 494,404 -972
Mar12 111103 655.00 668.25 651.50 663.75 +7.75 87,552 315,425 +6,634
May12 111103 662.00 674.00 657.50 669.50 +7.50 20,756 91,038 +1,176
Jul12 111103 665.50 678.00 661.75 675.25 +9.25 19,905 119,253 -67
Sep12 111103 624.50 635.00 622.50 631.75 +7.25 1,157 31,645 -166
Dec12 111103 603.50 615.25 601.00 611.25 +5.75 14,771 133,062 +1,485
Total Volume and Open Interest 356,984 1,231,824 +8,504
Wheat(CBOT)
Dec11 111103 623.50 644.25 620.00 636.00 +12.50 48,064 175,892 -1,954
Mar12 111103 658.75 677.00 655.50 668.25 +9.25 18,479 111,495 +3,089
May12 111103 680.00 696.50 677.25 688.00 +7.75 4,970 35,215 +1,548
Jul12 111103 697.75 712.75 694.50 704.50 +6.50 5,567 66,018 +338
Sep12 111103 721.50 735.50 721.50 728.75 +6.50 2,260 7,138 +926
Total Volume and Open Interest 82,400 433,325 +4,701
Wheat(KCBT)
Dec11 111103 713.50 729.75 711.75 720.00 +7.00 8,245 53,811 -497
Mar12 111103 728.25 743.50 727.00 734.50 +6.00 5,468 52,683 +662
May12 111103 738.00 752.25 736.25 744.00 +6.75 1,068 9,098 +249
Jul12 111103 746.50 760.00 743.75 752.50 +7.50 1,479 34,813 +274
Sep12 111103 760.75 775.25 760.75 768.00 +8.50 153 2,973 +30
Total Volume and Open Interest 16,594 157,620 +748
Wheat(MGE)
Dec11 111103 912.00 924.50 912.00 917.00 +6.75 620 9,464 -47
Mar12 111103 865.00 876.50 862.75 868.00 +3.50 1,535 16,864 +98
May12 111103 843.00 854.50 842.50 843.50 -0.75 452 5,461 +179
Jul12 111103 833.50 846.00 833.25 836.00 +0.75 336 5,875 +11
Sep12 111103 817.25 824.25 811.00 813.00 -0.50 86 2,957 +23
Total Volume and Open Interest 3,209 42,640 +325
Oats(CBOT)
Dec11 111103 335.00 337.50 330.25 332.00 -2.50 1,906 8,608 -1,340
Mar12 111103 343.00 346.00 339.50 341.00 -2.50 1,391 7,095 +962
May12 111103 350.00 352.00 347.00 347.00 -3.00 30 291 +21
Jul12 111103 353.00 356.00 353.00 353.00 -3.00 4 22 +0
Total Volume and Open Interest 3,331 16,137 -357
Rough Rice(CBOT)
Nov11 111103 16.16 16.25 15.92 15.92 -0.22 230 310 -293
Jan12 111103 16.35 16.62 16.12 16.14 -0.22 714 12,409 +16
Mar12 111103 16.64 16.90 16.43 16.43 -0.22 156 3,620 +44
May12 111103 16.74 16.74 16.70 16.70 -0.22 0 375 +0
Total Volume and Open Interest 1,101 17,346 -233
Live Cattle(CME)
Dec11 111103 122.250 124.850 122.035 124.500 +2.500 37,417 128,658 -7,973
Feb12 111103 124.535 126.285 124.200 126.135 +1.655 26,817 85,190 +901
Apr12 111103 128.500 129.750 128.235 129.535 +0.985 12,974 68,518 +3,534
Jun12 111103 126.285 127.500 125.900 127.500 +0.950 5,777 31,277 +1,049
Aug12 111103 126.535 127.300 126.300 127.300 +0.500 1,457 6,969 +227
Oct12 111103 128.600 129.800 128.200 129.800 +0.975 368 2,968 +136
Total Volume and Open Interest 85,139 325,297 -1,961
Feeder Cattle(CME)
Nov11 111103 142.235 142.575 141.800 142.050 -0.250 1,769 5,834 -401
Jan12 111103 147.150 147.785 146.750 147.400 -0.100 3,510 15,394 -298
Mar12 111103 148.035 148.500 147.630 148.075 -0.160 1,178 5,610 +363
Apr12 111103 149.050 149.550 149.050 149.500 +0.050 546 1,701 +170
May12 111103 149.100 149.800 149.000 149.785 +0.405 402 1,667 +133
Aug12 111103 149.700 150.400 149.700 150.350 +0.150 359 1,818 +216
Sep12 111103 149.850 150.050 149.800 149.900 unch 56 167 +35
Total Volume and Open Interest 7,827 32,196 +223
Lean Hogs(CME)
Dec11 111103 86.785 87.300 85.785 86.600 -0.285 17,032 91,957 -2,326
Feb12 111103 89.730 90.135 89.035 89.750 +0.020 8,925 68,971 +619
Apr12 111103 92.680 92.930 91.980 92.550 -0.030 3,617 52,717 -63
May12 111103 97.480 98.250 97.480 98.150 unch 133 2,063 -67
Jun12 111103 99.400 99.885 98.830 99.750 +0.270 2,430 33,637 +88
Jul12 111103 98.550 99.000 97.535 98.850 +0.450 202 9,230 +51
Aug12 111103 96.600 96.950 95.750 96.750 +0.150 299 10,089 +91
Oct12 111103 84.800 85.330 84.800 85.100 -0.200 51 4,787 -2
Total Volume and Open Interest 32,793 275,395 -1,575
Class III Milk(CME)
Nov11 111103 18.50 18.80 18.44 18.75 +0.31 92 5,440 +16
Dec11 111103 17.72 18.47 17.72 18.35 +0.63 178 5,226 +119
Jan12 111103 16.89 17.38 16.89 17.23 +0.33 90 2,732 +23
Feb12 111103 16.45 16.64 16.45 16.61 +0.16 29 2,449 +16
Mar12 111103 16.41 16.47 16.38 16.47 +0.04 20 2,222 +14
Total Volume and Open Interest 571 34,260 +250
Cocoa(ICE)
Dec11 111103 2634 2736 2633 2720 +55 14,533 65,692 -2,925
Mar12 111103 2660 2752 2654 2739 +51 5,828 69,522 +2,335
May12 111103 2684 2765 2680 2751 +50 1,715 24,511 +1,105
Jul12 111103 2743 2765 2743 2764 +50 506 11,442 +116
Sep12 111103 2755 2777 2739 2770 +47 323 11,669 +67
Dec12 111103 2758 2778 2743 2777 +45 407 11,013 +188
Mar13 111103 2750 2800 2750 2792 +48 13 3,112 +12
Total Volume and Open Interest 23,325 199,561 +898
Coffee "C"(ICE)
Dec11 111103 223.25 230.10 223.25 226.80 +2.80 16,412 55,687 -1,249
Mar12 111103 227.00 233.85 227.00 230.60 +2.85 8,784 36,503 +208
May12 111103 229.70 235.90 229.70 232.75 +2.90 2,737 16,613 +850
Jul12 111103 231.20 236.00 231.20 234.10 +2.90 1,523 4,501 -24
Sep12 111103 234.20 234.85 234.20 234.75 +3.10 539 5,401 +194
Dec12 111103 232.00 234.45 232.00 234.45 +3.30 185 2,798 -45
Total Volume and Open Interest 30,229 122,541 -61
Orange Juice(ICE)
Nov11 111103 190.00 190.90 189.00 190.90 +1.90 22 240 -22
Jan12 111103 171.60 173.00 171.00 171.90 +0.30 940 20,095 +45
Mar12 111103 166.55 167.30 165.85 166.35 -0.20 198 4,456 -8
May12 111103 166.05 166.05 164.80 165.50 -0.30 43 1,610 +35
Jul12 111103 166.00 166.00 166.00 166.00 -0.30 10 332 +13
Sep12 111103 165.00 165.00 165.00 165.00 -0.30 0 53 +0
Total Volume and Open Interest 1,213 26,800 +63
Sugar #11(ICE)
Mar12 111103 25.56 25.78 25.37 25.65 +0.23 38,258 235,601 -3,933
May12 111103 24.78 25.06 24.73 24.92 +0.14 8,058 85,242 +378
Jul12 111103 24.19 24.44 24.12 24.30 +0.11 5,308 72,927 -66
Oct12 111103 23.94 24.18 23.87 24.03 +0.11 2,712 43,762 -413
Mar13 111103 24.06 24.27 24.06 24.16 +0.10 1,126 30,426 -377
Total Volume and Open Interest 56,619 498,960 -4,061
London Cocoa(LCE)
Dec11 111103 1652 1688 1645 1682 +28 6,745 77,741 +590
Mar12 111103 1677 1711 1670 1706 +26 5,324 58,109 +658
May12 111103 1692 1726 1689 1721 +27 915 17,514 +241
Jul12 111103 1708 1739 1705 1737 +27 291 19,235 +10
Sep12 111103 1718 1756 1718 1751 +27 1,153 14,551 +627
Dec12 111103 1758 1766 1746 1761 +24 492 10,987 +236
Mar13 111103 1748 1779 1744 1774 +24 903 2,869 +503
Total Volume and Open Interest 16,023 201,713 +3,065
London Sugar(LCE)
Dec11 111103 680.40 689.90 679.90 681.00 +0.70 5,067 17,697 -1,167
Mar12 111103 648.40 658.30 648.40 654.50 +5.10 3,310 19,261 +707
May12 111103 639.90 646.10 639.90 641.80 +1.90 332 7,131 +0
Aug12 111103 632.80 635.10 631.90 632.80 +0.70 190 4,302 +115
Oct12 111103 625.00 628.90 625.00 626.80 +1.20 79 2,513 +22
Total Volume and Open Interest 8,992 52,657 -321
Cotton(ICE)
Dec11 111103 98.61 99.44 97.30 98.12 -0.22 19,695 77,029 -3,079
Mar12 111103 98.08 98.77 96.81 97.80 +0.20 10,312 57,262 +3,434
May12 111103 97.57 98.20 96.56 97.80 +0.32 1,532 11,343 +260
Jul12 111103 97.30 97.85 96.42 97.76 +0.43 1,276 13,010 +288
Oct12 111103 98.20 98.69 98.20 98.64 +0.74 0 3 +0
Dec12 111103 95.00 96.50 94.80 96.43 +0.94 540 5,188 +485
Total Volume and Open Interest 33,358 164,914 +1,389
Lumber(CME)
Nov11 111103 218.4 222.0 218.0 221.5 +1.4 324 1,326 -158
Jan12 111103 233.0 234.4 230.0 233.0 -2.4 703 6,275 +108
Mar12 111103 250.0 253.2 249.1 252.5 +0.2 39 1,703 -4
May12 111103 264.3 264.3 264.1 264.3 +0.2 0 192 +0
Total Volume and Open Interest 1,067 9,588 -54
Crude Oil(NYM)
Dec11 111103 92.99 94.61 90.87 94.07 +1.56 351,343 293,877 +164
Jan12 111103 92.79 94.42 90.76 93.91 +1.56 88,060 195,203 +5,146
Feb12 111103 91.96 94.20 90.68 93.74 +1.55 40,928 68,951 -1,770
Mar12 111103 91.74 93.91 90.50 93.59 +1.54 40,161 70,493 -1,261
Apr12 111103 91.53 93.72 90.42 93.46 +1.53 20,526 35,261 -1,737
May12 111103 91.43 93.45 90.61 93.35 +1.53 19,011 26,601 -290
Jun12 111103 90.48 93.49 90.12 93.23 +1.53 27,606 73,931 +943
Jul12 111103 93.10 93.37 93.02 93.09 +1.52 6,003 32,353 -863
Aug12 111103 90.11 92.94 90.11 92.94 +1.51 3,830 21,447 +402
Sep12 111103 92.33 92.80 92.29 92.80 +1.50 4,544 21,641 -391
Oct12 111103 92.71 92.71 92.71 92.71 +1.50 3,309 23,451 -59
Nov12 111103 92.47 92.74 92.34 92.65 +1.50 2,940 24,030 -685
Dec12 111103 90.01 92.95 89.89 92.61 +1.50 25,911 161,205 -584
Jan13 111103 92.42 92.42 92.42 92.42 +1.49 1,063 26,202 +85
Feb13 111103 92.21 92.21 92.21 92.21 +1.47 423 10,357 -99
Mar13 111103 92.03 92.03 92.03 92.03 +1.45 12 8,799 +0
Total Volume and Open Interest 648,158 1,345,024 +540
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 6,633 2,825 +151
Dec11 111103 93.050 94.600 90.875 94.075 +1.575 14,731 3,277 +439
Jan12 111103 92.800 94.300 90.850 93.900 +1.550 349 340 -16
Feb12 111103 90.750 94.100 90.750 93.750 +1.550 44 129 +3
Mar12 111103 90.950 93.600 90.950 93.600 +1.550 99 113 +98
Apr12 111103 93.450 93.450 93.450 93.450 +1.525 1 23 +1
May12 111103 93.350 93.350 93.350 93.350 +1.525 0 7 +0
Jun12 111103 93.225 93.225 93.225 93.225 +1.525 16 11 -4
Jul12 111103 93.100 93.100 93.100 93.100 +1.525 0 4 +0
Aug12 111103 92.950 92.950 92.950 92.950 +1.525 0 1 +0
Total Volume and Open Interest 15,240 4,132 +521
Heating Oil(NYM)
Dec11 111103 301.38 305.36 297.50 303.81 +3.74 66,828 97,156 +510
Jan12 111103 301.76 305.09 297.66 303.69 +3.66 22,394 53,325 +847
Feb12 111103 297.75 303.87 296.57 302.60 +3.74 10,989 30,091 +1,551
Mar12 111103 295.94 302.41 294.52 301.02 +3.90 6,590 23,365 +233
Apr12 111103 296.69 297.97 295.58 297.69 +3.89 2,706 11,420 +455
May12 111103 293.01 294.77 290.55 294.27 +3.85 1,326 8,667 -95
Jun12 111103 287.40 293.52 287.40 292.30 +3.78 6,410 35,170 -465
Jul12 111103 287.93 292.10 287.93 292.10 +3.78 1,179 7,263 -440
Aug12 111103 290.21 292.30 290.21 292.30 +3.83 172 4,152 +20
Sep12 111103 292.55 292.70 289.30 292.70 +3.88 968 4,677 +133
Oct12 111103 293.42 293.52 291.51 293.52 +3.93 223 1,924 +31
Nov12 111103 292.00 294.32 292.00 294.32 +3.95 167 1,376 +51
Total Volume and Open Interest 122,746 295,632 +3,967
Gasoline(NYMEX)
Dec11 111103 263.25 265.43 259.00 264.18 +1.46 50,362 90,628 -2,583
Jan12 111103 262.29 263.67 257.21 262.66 +1.84 26,761 41,868 -811
Feb12 111103 259.50 263.01 257.89 262.11 +2.08 13,057 21,345 +822
Mar12 111103 257.93 263.18 257.14 262.54 +2.37 10,347 24,117 -224
Apr12 111103 276.26 276.27 272.18 275.73 +2.38 6,599 21,608 -15
May12 111103 275.11 275.11 271.74 275.03 +2.48 4,247 11,637 -116
Jun12 111103 268.40 273.74 268.40 273.08 +2.57 5,189 19,612 +67
Jul12 111103 270.89 270.89 270.89 270.89 +2.67 1,164 5,840 -81
Aug12 111103 268.54 268.54 268.54 268.54 +2.74 639 5,562 +178
Sep12 111103 266.09 266.09 266.09 266.09 +2.75 424 6,029 +147
Total Volume and Open Interest 119,976 266,755 -2,466
e-miNY RBOB Gasoline(NYM)
Dec11 111103 264.20 264.20 264.18 264.20 +1.50 1 1 +1
Jan12 111103 262.70 262.70 262.66 262.70 +1.90 0 1 +0
Feb12 111103 262.10 262.11 262.10 262.10 +2.10 0 1 +0
Mar12 111103 262.50 262.54 262.50 262.50 +2.30      
Total Volume and Open Interest 1 3 +1
Natural Gas(NYM)
Dec11 111103 3.760 3.863 3.741 3.778 +0.029 142,825 154,035 +7,498
Jan12 111103 3.890 3.977 3.874 3.901 +0.019 57,873 243,326 +542
Feb12 111103 3.908 3.981 3.882 3.909 +0.016 25,013 80,970 -1,042
Mar12 111103 3.885 3.954 3.856 3.882 +0.015 18,559 93,918 +161
Apr12 111103 3.881 3.944 3.850 3.879 +0.017 23,620 91,249 +1,266
May12 111103 3.935 3.972 3.896 3.913 +0.016 8,257 34,068 +380
Jun12 111103 3.959 4.021 3.945 3.953 +0.014 2,351 16,578 +21
Jul12 111103 4.014 4.060 3.982 3.999 +0.013 1,589 19,250 +9
Aug12 111103 4.020 4.080 4.000 4.024 +0.013 1,193 13,232 -13
Sep12 111103 4.056 4.086 4.000 4.026 +0.013 1,438 10,383 -106
Oct12 111103 4.076 4.127 4.050 4.065 +0.012 7,098 51,144 +145
Nov12 111103 4.221 4.263 4.191 4.203 +0.010 1,991 14,009 +196
Dec12 111103 4.481 4.510 4.453 4.464 +0.012 2,877 18,790 +478
Jan13 111103 4.602 4.650 4.575 4.592 +0.008 3,821 27,540 +1,668
Feb13 111103 4.585 4.634 4.569 4.579 +0.008 85 5,363 +15
Mar13 111103 4.520 4.573 4.519 4.527 +0.009 225 12,292 +79
Total Volume and Open Interest 299,925 960,199 +11,547
Brent Crude Oil(ICE)
Dec11 111103 109.65 111.24 107.83 110.83 +1.49 239,030 166,413 -16,477
Jan12 111103 108.01 109.99 106.65 109.65 +1.50 133,134 169,238 +5,843
Feb12 111103 107.10 109.14 105.90 108.89 +1.56 71,552 85,897 -872
Mar12 111103 105.98 108.47 105.24 108.23 +1.62 50,628 83,561 +603
Apr12 111103 105.53 108.00 104.77 107.79 +1.66 18,116 32,136 -705
May12 111103 105.17 107.64 104.32 107.44 +1.69 11,767 18,531 -643
Jun12 111103 104.81 107.34 103.97 107.09 +1.70 27,500 54,994 +1,979
Jul12 111103 104.47 106.97 104.47 106.73 +1.70 2,963 16,918 -172
Aug12 111103 104.30 106.59 104.30 106.36 +1.69 2,039 17,178 -169
Sep12 111103 105.37 105.94 105.32 105.94 +1.70 2,926 20,317 +567
Oct12 111103 105.55 105.55 105.55 105.55 +1.70 967 11,165 -137
Nov12 111103 105.17 105.17 105.17 105.17 +1.67 1,315 13,845 +193
Dec12 111103 102.65 105.01 101.85 104.79 +1.66 26,166 99,667 +2,212
Jan13 111103 104.50 104.50 104.50 104.50 +1.66 136 8,390 +136
Total Volume and Open Interest 603,153 948,129 -4,539
Gas Oil(ICE)
Nov11 111103 947.75 961.25 940.00 956.00 -5.25 45,867 93,162 -9,279
Dec11 111103 935.00 950.00 927.25 944.50 -3.75 103,506 127,195 +349
Jan12 111103 926.50 944.50 921.00 939.00 -2.50 34,476 67,988 -1,528
Feb12 111103 919.75 939.25 915.25 933.75 -1.50 12,334 48,150 -8
Mar12 111103 914.50 934.25 910.00 928.75 -0.75 8,459 29,641 +123
Apr12 111103 908.50 928.75 905.00 924.00 +0.25 5,176 20,795 +669
May12 111103 904.00 924.50 902.25 920.00 +1.00 3,765 20,180 +141
Jun12 111103 902.00 923.75 899.50 918.50 +1.75 9,288 47,422 -455
Jul12 111103 901.25 922.75 901.00 919.50 +2.00 1,491 15,178 -162
Aug12 111103 902.00 923.50 902.00 920.25 +2.00 1,036 10,926 +181
Total Volume and Open Interest 235,736 574,593 -8,980
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111103 2.691 2.706 2.675 2.691 +0.027 372 1,265 -108
Jan12 111103 2.479 2.512 2.479 2.490 +0.011 256 1,678 +4
Feb12 111103 2.426 2.426 2.406 2.407 +0.014 89 1,130 +41
Mar12 111103 2.415 2.435 2.415 2.415 +0.021 80 1,002 +48
Apr12 111103 2.445 2.445 2.422 2.422 +0.021 111 676 +68
May12 111103 2.433 2.440 2.433 2.440 +0.023 1 627 +0
Jun12 111103 2.450 2.450 2.450 2.450 +0.021 27 529 +20
Total Volume and Open Interest 1,171 10,689 +31
WTI Crude Oil(ICE)
Dec11 111103 92.23 94.61 90.89 94.07 +1.56 103,882 102,367 -2,813
Jan12 111103 91.66 94.40 91.04 93.91 +1.56 29,558 50,069 +1,317
Feb12 111103 91.43 94.20 90.89 93.74 +1.55 13,189 30,430 +1,399
Mar12 111103 92.45 93.78 92.09 93.59 +1.54 8,271 18,587 -373
Apr12 111103 92.60 93.50 92.55 93.46 +1.53 2,975 9,441 +66
May12 111103 92.47 93.35 92.41 93.35 +1.53 5,064 8,499 +1,335
Jun12 111103 92.01 93.50 92.01 93.23 +1.53 7,354 40,413 -161
Jul12 111103 92.42 93.19 92.42 93.09 +1.52 1,284 7,213 +118
Aug12 111103 92.29 93.06 92.29 92.94 +1.51 1,053 4,418 -209
Sep12 111103 92.80 92.80 92.80 92.80 +1.50 889 8,042 +150
Oct12 111103 92.71 92.71 92.71 92.71 +1.50 584 2,501 +22
Nov12 111103 92.65 92.65 92.65 92.65 +1.50 389 2,977 -5
Dec12 111103 90.21 92.88 90.05 92.61 +1.50 7,662 53,960 +336
Jan13 111103 92.42 92.42 92.42 92.42 +1.49 112 2,068 +100
Feb13 111103 92.21 92.21 92.21 92.21 +1.47 0 603 +0
Mar13 111103 92.03 92.03 92.03 92.03 +1.45 0 1,476 +0
Total Volume and Open Interest 184,238 437,022 +1,205
US Dollar Index(ICE)
Dec11 111103 77.505 77.680 76.750 76.855 -0.325 37,570 63,064 +63,064
Mar12 111103 77.875 77.875 77.160 77.255 -0.325 6 575 +575
Jun12 111103 77.715 77.715 77.715 77.715 -0.325      
Total Volume and Open Interest 37,576 63,639 -967
Australian Dollar(CME)
Dec11 111103 102.80 103.93 101.50 103.62 +0.80 193,507 138,346 +7,129
Mar12 111103 101.05 102.90 100.45 102.60 +0.80 367 559 +190
Jun12 111103 101.72 101.72 100.93 101.72 +0.79 0 19 +0
Total Volume and Open Interest 193,874 139,057 +7,319
British Pound(CME)
Dec11 111103 159.33 160.55 158.67 160.31 +0.76 128,152 169,220 +2,391
Mar12 111103 158.93 160.16 158.73 160.16 +0.76 23 238 +4
Jun12 111103 160.00 160.00 159.23 160.00 +0.77 0 3 +0
Total Volume and Open Interest 128,175 169,466 +2,395
Canadian Dollar(CME)
Dec11 111103 98.63 99.35 97.77 99.11 +0.61 121,183 115,027 +1,311
Mar12 111103 97.95 99.11 97.65 98.92 +0.60 654 3,252 +42
Jun12 111103 98.65 98.80 98.19 98.79 +0.60 24 778 -2
Sep12 111103 98.66 98.66 98.06 98.66 +0.60 1 654 +0
Total Volume and Open Interest 121,879 119,841 +1,366
Japanese Yen(CME)
Dec11 111103 128.17 128.49 128.04 128.19 -0.03 108,838 137,187 -5,030
Mar12 111103 128.40 128.63 128.40 128.44 -0.02 404 831 +132
Jun12 111103 128.69 128.72 128.69 128.69 -0.03 2 23 -2
Total Volume and Open Interest 109,244 138,045 -4,900
Swiss Franc(CME)
Dec11 111103 113.22 114.24 112.50 113.99 +0.64 30,478 22,969 -990
Mar12 111103 113.28 114.27 113.25 114.27 +0.64 32 629 -2
Jun12 111103 114.59 114.59 113.93 114.59 +0.66 1 5 +0
Total Volume and Open Interest 30,511 23,607 -992
EuroFX(CME)
Dec11 111103 137.41 138.54 136.52 138.30 +0.73 432,717 227,248 +7,039
Mar12 111103 137.02 138.52 136.64 138.32 +0.74 1,543 3,100 +635
Jun12 111103 138.16 138.35 137.60 138.35 +0.75 2 866 +0
Total Volume and Open Interest 434,262 231,229 +7,674
Mexican Peso(CME)
Nov11 111103 745.5 745.5 738.8 745.5 +6.8      
Dec11 111103 736.5 748.2 729.0 743.5 +6.8 58,859 105,548 +5,479
Total Volume and Open Interest 58,904 105,956 +5,524
Brazilian Real(CME)
Dec11 111103 571.40 573.70 570.00 571.50 +2.00 990 5,123 -69
Jan12 111103 568.10 568.10 568.10 568.10 +2.00 0 10,149 +0
Feb12 111103 564.65 564.65 564.65 564.65 +2.00      
Mar12 111103 561.25 561.25 561.25 561.25 +2.00      
Total Volume and Open Interest 990 30,593 -69
30-Year T-Bonds(CBOT)
Dec11 111103 142~040 143~040 140~160 140~220 -1~020 542,756 618,254 +14,462
Mar12 111103 141~310 142~230 140~020 140~080 -1~030 1,178 4,115 +186
Jun12 111103 139~060 140~090 139~060 139~060 -1~030 0 5 +0
Total Volume and Open Interest 543,934 622,374 +14,648
10-Year T-Notes(CBOT)
Dec11 111103 130~130 130~290 129~260 130~015 -0~085 1,749,685 1,442,120 -17,071
Mar12 111103 129~280 130~025 129~025 129~085 -0~090 2,023 11,421 +693
Jun12 111103 128~085 128~175 128~085 128~085 -0~090      
Total Volume and Open Interest 1,751,708 1,453,541 -16,378
5-Year T-Notes(CBOT)
Dec11 111103 123~019 123~041 122~114 122~127 -0~014 805,189 1,215,199 +22,126
Mar12 111103 122~116 122~116 122~066 122~072 -0~017 3,598 6,632 +481
Jun12 111103 121~096 121~113 121~096 121~096 -0~017      
Total Volume and Open Interest 808,787 1,221,831 +22,607
2 Year T-Notes(CBOT)
Dec11 111103 110~028 110~033 110~024 110~025 -0~002 325,150 703,740 -6,807
Mar12 111103 110~025 110~027 110~024 110~025 -0~002 10,961 8,679 +2,638
Jun12 111103 109~117 109~119 109~117 109~117 -0~002      
Total Volume and Open Interest 336,111 712,419 -4,169
Eurodollars(CME)
Dec11 111103 99.480 99.495 99.460 99.475 -0.005 249,936 1,026,554 +8,938
Mar12 111103 99.425 99.440 99.405 99.420 -0.010 241,243 922,307 +12,700
Jun12 111103 99.425 99.440 99.405 99.425 -0.005 197,014 1,082,949 +13,368
Sep12 111103 99.430 99.445 99.410 99.430 -0.005 197,970 753,317 +15,928
Dec12 111103 99.425 99.440 99.410 99.425 -0.005 189,231 765,526 +12,638
Mar13 111103 99.420 99.440 99.415 99.420 -0.010 184,601 835,420 +21,197
Jun13 111103 99.400 99.405 99.375 99.380 -0.015 144,501 557,243 +13,365
Sep13 111103 99.335 99.345 99.305 99.315 -0.015 140,882 463,159 +3,852
Dec13 111103 99.210 99.235 99.180 99.195 -0.015 168,831 462,784 +5,965
Mar14 111103 99.080 99.110 99.045 99.060 -0.020 114,089 319,024 -1,793
Jun14 111103 98.915 98.950 98.875 98.890 -0.020 101,827 269,647 -934
Sep14 111103 98.735 98.775 98.690 98.705 -0.020 102,426 178,436 -2,065
Dec14 111103 98.550 98.590 98.495 98.510 -0.020 142,176 191,144 +12,028
Mar15 111103 98.360 98.405 98.300 98.320 -0.020 47,137 126,639 +7,822
Jun15 111103 6.420 6.470 6.355 6.375 -0.025 41,575 108,858 +6,234
Sep15 111103 6.230 6.275 6.155 6.175 -0.030 37,008 89,800 +6,490
Dec15 111103 6.025 6.085 5.950 5.970 -0.035 30,175 55,182 +463
Mar16 111103 5.855 5.920 5.780 5.800 -0.035 23,242 51,740 +1,822
Total Volume and Open Interest 2,417,538 8,490,494 +141,490
30 Day Federal Funds(CBOT)
Nov11 111103 99.915 99.920 99.915 99.920 unch 1,631 67,231 +73
Dec11 111103 99.915 99.920 99.915 99.920 unch 1,173 64,054 +547
Jan12 111103 99.910 99.910 99.900 99.910 unch 2,880 56,361 -259
Feb12 111103 99.905 99.905 99.895 99.900 unch 1,451 44,281 +53
Mar12 111103 99.895 99.895 99.885 99.895 unch 2,147 32,050 +377
Apr12 111103 99.890 99.895 99.885 99.890 unch 1,732 34,619 -551
Total Volume and Open Interest 31,607 596,589 -57,470
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111103 99.675 99.675 99.675 99.675 unch 0 281 +0
Mar12 111103 99.673 99.673 99.673 99.673 unch 0 300 +0
Jun12 111103 99.675 99.675 99.675 99.675 unch      
Sep12 111103 99.673 99.673 99.673 99.673 unch      
Dec12 111103 99.670 99.670 99.670 99.670 unch      
Mar13 111103 99.670 99.670 99.670 99.670 unch      
Jun13 111103 99.625 99.625 99.625 99.625 unch      
Sep13 111103 99.485 99.485 99.485 99.485 unch      
Dec13 111103 99.345 99.345 99.345 99.345 unch      
Mar14 111103 99.205 99.205 99.205 99.205 unch      
Total Volume and Open Interest 0 581 +0
3-Mth Euro-Yen(SGX)
Dec11 111103 99.68 99.68 99.68 99.68 unch 2 2,481 +2
Mar12 111103 99.67 99.67 99.67 99.67 unch 0 2,378 +0
Jun12 111103 99.68 99.68 99.68 99.68 unch 0 1,470 +0
Sep12 111103 99.67 99.67 99.67 99.67 unch 0 710 +0
Dec12 111103 99.67 99.67 99.67 99.67 unch 0 151 +0
Mar13 111103 99.67 99.67 99.67 99.67 unch 0 1 +0
Jun13 111103 99.62 99.62 99.62 99.62 unch      
Sep13 111103 99.49 99.49 99.49 99.49 unch      
Total Volume and Open Interest 2 7,193 +2
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 111103 138.09 138.36 136.44 136.87 -0.70 1,042,929 886,529 +11,430
Mar12 111103 138.72 138.75 136.77 137.15 -0.83 1,260 3,648 +320
Jun12 111103 136.69 136.69 136.69 136.69 -0.70 0 18 +0
Total Volume and Open Interest 1,044,189 890,195 +11,750
Euro-Bobl(EUREX)
Dec11 111103 123.48 123.59 122.89 123.12 -0.14 546,888 717,909 +14,813
Mar12 111103 123.90 123.90 123.43 123.43 -0.24 1,435 16,989 -1,288
Jun12 111103 123.27 123.27 123.27 123.27 -0.14      
Total Volume and Open Interest 548,323 734,898 +13,525
3-Mth Euribor(EUREX)
Dec11 111103 98.700 98.785 98.700 98.785 +0.085 998 1,930 -7
Mar12 111103 98.950 98.950 98.950 98.950 +0.055 1,483 2,118 +0
Jun12 111103 98.995 98.995 98.995 98.995 +0.045 249 974 +0
Total Volume and Open Interest 4,254 8,364 +3
Long Gilt(LIFFE)
Dec11 111103 130~16 130~16 128~26 129~07 -0~26 158,470 306,127 +12,664
Mar12 111103 113~31 113~31 112~23 113~01 -0~26 2,152 12,775 +1,717
Total Volume and Open Interest 160,622 318,902 +14,381
3-Mth Short Sterling(LIFFE)
Dec11 111103 98.92 98.95 98.92 98.92 -0.01 53,664 356,380 -928
Mar12 111103 98.91 98.93 98.89 98.90 -0.01 82,111 352,054 +2,626
Jun12 111103 98.89 98.93 98.89 98.90 -0.01 83,777 209,853 -7,634
Sep12 111103 98.91 98.93 98.88 98.89 -0.01 89,556 233,195 +3,859
Dec12 111103 98.87 98.89 98.85 98.86 -0.01 62,610 198,055 +11,199
Mar13 111103 98.84 98.87 98.82 98.83 -0.01 54,279 176,750 +10,294
Total Volume and Open Interest 549,733 1,963,338 +39,499
3-Mth Euribor(LIFFE)
Dec11 111103 98.710 98.900 98.685 98.785 +0.085 179,557 715,498 +7,099
Mar12 111103 98.900 99.065 98.855 98.945 +0.050 157,056 553,265 +26,562
Jun12 111103 98.960 99.115 98.900 98.990 +0.040 122,823 376,878 -1,879
Total Volume and Open Interest 978,959 3,437,157 +58,394
3-Mth Aus T-Bills(SFE)
Dec11 111103 95.58 95.61 95.56 95.59 unch 21,700 222,503 -2,978
Mar12 111103 95.93 96.03 95.90 96.00 +0.06 14,673 185,719 -2,708
Jun12 111103 96.07 96.18 96.05 96.15 +0.07 8,486 117,456 +1,285
Sep12 111103 96.06 96.18 96.03 96.15 +0.07 3,826 79,631 -1,612
Dec12 111103 95.99 96.10 95.95 96.06 +0.06 2,210 50,292 +232
Mar13 111103 95.90 95.99 95.90 95.95 +0.04 547 46,325 -1
Jun13 111103 95.83 95.93 95.83 95.91 +0.08 898 31,890 +585
Sep13 111103 95.74 95.91 95.74 95.84 +0.08 264 14,864 -630
Dec13 111103 95.70 95.74 95.69 95.72 +0.06 1 3,637 +0
Mar14 111103 95.57 95.59 95.57 95.59 +0.04 25 462 +0
Total Volume and Open Interest 52,630 752,856 -5,827
10-Year Aus T-Bonds(SFE)
Dec11 111103 95.71 95.78 95.63 95.75 +0.03 62,536 380,429 +13,747
Mar12 111103 95.75 95.75 95.75 95.75 +0.03      
Total Volume and Open Interest 62,536 380,429 +13,747
3-Year Aus T-Bonds(SFE)
Dec11 111103 96.32 96.42 96.28 96.39 +0.05 131,729 541,528 +22,903
Mar12 111103 96.39 96.39 96.39 96.39 +0.05      
Total Volume and Open Interest 131,729 541,528 +22,903
Gold(CMX)
Dec11 111103 1738.9 1769.5 1724.0 1765.1 +35.5 174,289 257,850 -1,459
Feb12 111103 1740.9 1771.7 1726.4 1767.2 +35.5 7,880 63,410 +2,652
Apr12 111103 1740.0 1773.1 1734.0 1769.1 +35.6 1,729 15,609 +94
Jun12 111103 1742.3 1775.0 1733.8 1771.0 +35.6 1,322 19,223 +326
Aug12 111103 1758.9 1772.8 1758.9 1772.7 +35.7 204 7,387 +100
Oct12 111103 1774.6 1774.6 1774.6 1774.6 +35.7 547 5,670 +288
Dec12 111103 1748.2 1780.0 1748.2 1776.8 +35.8 336 16,617 +53
Feb13 111103 1779.0 1779.0 1779.0 1779.0 +35.9 2 3,382 +0
Apr13 111103 1781.4 1781.4 1781.4 1781.4 +36.0 2 460 +0
Jun13 111103 1784.3 1784.3 1784.3 1784.3 +36.1 12 9,186 +11
Aug13 111103 1787.3 1787.3 1787.3 1787.3 +36.2 0 45 +0
Total Volume and Open Interest 186,732 442,435 +1,747
Silver(CMX)
Dec11 111103 3427.0 3490.5 3327.0 3449.8 +55.5 51,692 56,251 -90
Mar12 111103 3436.0 3484.0 3334.5 3454.8 +55.6 3,111 17,730 -175
May12 111103 3400.0 3457.4 3370.0 3457.4 +55.8 1,360 3,862 -236
Jul12 111103 3459.1 3459.1 3459.1 3459.1 +56.1 710 3,338 +155
Sep12 111103 3400.0 3460.3 3400.0 3460.3 +56.6 486 1,570 +56
Dec12 111103 3425.0 3483.5 3425.0 3461.5 +57.4 387 11,879 -118
Mar13 111103 3455.8 3455.8 3455.8 3455.8 +57.4 0 787 +0
Total Volume and Open Interest 57,965 108,675 -342
Platinum(NYMEX)
Jan12 111103 1608.5 1648.0 1587.5 1647.0 +45.7 8,304 34,524 +139
Apr12 111103 1598.5 1650.2 1598.5 1650.2 +45.7 80 3,275 +12
Jul12 111103 1601.4 1653.2 1600.3 1653.2 +45.3 35 94 +1
Oct12 111103 1656.7 1656.7 1656.7 1656.7 +45.3 1 49 +0
Total Volume and Open Interest 8,427 37,948 +147
Palladium(NYMEX)
Dec11 111103 654.45 674.50 636.60 662.10 +13.45 3,576 17,554 -242
Mar12 111103 645.75 14.74 641.60 8.39 -641.91 372 1,107 -6
Jun12 111103 9.44 9.44 9.44 9.44 -641.91 0 6 +0
Total Volume and Open Interest 3,948 18,667 -248
Copper(CMX)
Dec11 111103 358.35 360.90 347.40 358.85 +0.75 52,924 63,681 -1,884
Mar12 111103 360.00 362.30 349.40 360.80 +0.80 5,142 36,255 -28
May12 111103 354.00 362.00 354.00 361.80 +0.85 1,830 11,047 +162
Jul12 111103 359.05 362.60 359.05 362.50 +0.80 1,242 3,546 +615
Sep12 111103 362.80 362.80 362.80 362.80 +0.80 458 1,684 +61
Total Volume and Open Interest 62,588 126,363 -1,208
DJIA Index(CBOT)
Dec11 111103 11756 12000 11594 11976 +208 1,001 14,430 -624
Mar12 111103 11905 11905 11697 11905 +208 0 200 +0
Jun12 111103 11838 11838 11630 11838 +208 0 200 +0
Sep12 111103 11775 11775 11567 11775 +208      
Total Volume and Open Interest 1,001 14,830 -624
E-mini DJIA Index(CBOT)
Dec11 111103 11766 12008 11592 11976 +208 185,319 83,720 +1,135
Mar12 111103 11635 11934 11552 11905 +208 14 170 +3
Jun12 111103 11502 11838 11484 11838 +208 0 5 +0
Sep12 111103 11775 11775 11775 11775 +208 2 14 +2
Total Volume and Open Interest 185,335 83,909 +1,140
S & P 500(CME)
Dec11 111103 1235.00 1259.50 1213.50 1255.70 +21.50 24,540 277,088 -510
Mar12 111103 1249.70 1253.20 1225.20 1249.70 +21.50 1 11,528 -26
Jun12 111103 1244.50 1248.00 1220.00 1244.50 +21.50 0 1,396 -9
Sep12 111103 1238.50 1242.00 1214.00 1238.50 +21.50 0 2 +0
Total Volume and Open Interest 24,541 290,124 -545
S & P 500 E-Mini(Globex)
Dec11 111103 1234.25 1259.75 1213.50 1255.75 +21.50 3,666,184 2,872,959 +33,814
Mar12 111103 1228.50 1253.50 1209.00 1249.75 +21.50 2,662 12,769 +169
Total Volume and Open Interest 3,668,859 2,885,919 +33,930
NASDAQ 100(CME)
Dec11 111103 2319.00 2368.00 2279.30 2361.00 +46.50 986 30,410 -1,615
Mar12 111103 2356.30 2356.30 2355.50 2356.30 +46.80      
Jun12 111103 2353.30 2353.30 2352.50 2353.30 +46.80      
Total Volume and Open Interest 986 30,410 -1,615
NASDAQ 100 E-Mini(Globex)
Dec11 111103 2317.00 2366.50 2279.00 2361.00 +46.50 445,641 339,377 -6,530
Mar12 111103 2312.00 2356.30 2272.00 2356.30 +46.80 36 340 +9
Total Volume and Open Interest 445,678 339,730 -6,521
S & P Midcap 400(CME)
Dec11 111103 893.00 893.00 893.00 893.00 +19.30 2,168 4,996 +1,732
Mar12 111103 891.00 891.00 891.00 891.00 +19.30      
Jun12 111103 889.00 889.00 889.00 889.00 +19.30      
Total Volume and Open Interest 2,168 4,996 +1,732
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111103 8730 8820 8565 8795 +80 11,231 28,789 -1,366
Mar12 111103 8775 8800 8755 8800 +80 200 17 +0
Total Volume and Open Interest 11,431 28,806 -1,366
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 111103 3045.0 3220.5 3008.0 3188.5 +82.5 148,341 259,242 +4,581
Dec11 111103 3042.0 3207.0 3011.0 3186.5 +82.5 3,360 47,492 -306
Jan12 111103 3184.5 3184.5 3184.5 3184.5 +83.0      
Total Volume and Open Interest 151,702 306,742 +4,276
Hang Seng Index(HKFE)
Nov11 111103 19433 19516 19065 19292 -471 99,231 88,398 -4,263
Dec11 111103 19417 19500 19062 19280 -456 1,035 10,422 -101
Total Volume and Open Interest 100,413 100,579 -4,335
DAX(EUREX)
Dec11 111103 5810.0 6202.0 5794.5 6158.0 +182.5 256,382 163,469 +9,299
Mar12 111103 5862.0 6202.0 5820.0 6169.5 +181.0 389 7,658 -6
Jun12 111103 5868.0 6204.0 5868.0 6188.0 +180.0 83 902 -20
Total Volume and Open Interest 256,854 172,029 +9,273
FT-SE 100(EURONEXT)
Dec11 111103 5413.50 5578.00 5377.50 5545.50 +63.50 196,222 638,394 +7,555
Mar12 111103 5427.00 5543.00 5427.00 5511.00 +63.50 5 1,864 +2
Jun12 111103 5390.50 5473.00 5390.50 5473.00 +64.00 0 379 +0
Total Volume and Open Interest 196,227 640,637 +7,557
SPI 200(SFE)
Dec11 111103 4179.0 4217.0 4132.0 4183.0 +14.0 48,486 216,479 +5,896
Mar12 111103 4174.0 4174.0 4163.0 4163.0 +13.0 193 2,621 +69
Jun12 111103 4174.0 4174.0 4174.0 4174.0 +13.0 85 1,259 +41
Total Volume and Open Interest 49,314 223,300 +6,218
GSCI(CME)
Nov11 111103 647.00 651.35 640.95 651.00 +10.00 346 7,809 -102
Dec11 111103 648.00 652.00 641.95 652.00 +10.00 15 79 +0
Jan12 111103 651.00 651.50 640.45 651.00 +10.50      
Total Volume and Open Interest 361 7,888 -102
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.
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