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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri November 04, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov11 111104 1219.00 1220.25 1211.00 1212.50 -6.75 11,622 7,221 -2,119
Jan12 111104 1226.75 1231.00 1218.75 1221.00 -6.25 63,208 244,677 +1,303
Mar12 111104 1235.50 1240.00 1228.00 1230.00 -6.50 12,127 83,060 +5
May12 111104 1244.00 1248.25 1237.00 1239.25 -6.00 7,146 70,735 +1,252
Jul12 111104 1250.75 1256.75 1245.25 1247.50 -5.25 7,117 51,827 -261
Aug12 111104 1246.50 1251.25 1245.00 1245.00 -6.25 136 584 -59
Sep12 111104 1236.00 1242.00 1236.00 1236.00 -6.00 99 480 -15
Total Volume and Open Interest 107,181 518,769 -36
Soybean Meal(CBOT)
Dec11 111104 315.90 316.40 313.00 315.40 +0.90 22,449 80,087 +253
Jan12 111104 316.90 318.60 315.10 317.50 +0.80 6,403 25,198 +1,057
Mar12 111104 319.10 321.40 317.90 320.20 +0.70 1,834 23,686 +105
May12 111104 322.20 323.10 320.20 322.40 +0.90 749 21,627 +84
Jul12 111104 324.40 326.20 323.20 325.40 +0.90 963 17,056 -56
Aug12 111104 324.70 326.00 323.50 325.70 +0.70 61 3,199 +23
Sep12 111104 325.80 326.00 325.00 325.50 +0.90 73 3,845 -1
Oct12 111104 323.50 323.50 322.30 322.30 +1.10 36 2,656 +2
Total Volume and Open Interest 33,831 190,670 +1,804
Soybean Oil(CBOT)
Dec11 111104 51.91 52.13 51.61 51.87 -0.16 42,490 112,835 -537
Jan12 111104 52.19 52.40 51.90 52.13 -0.17 11,494 74,296 -767
Mar12 111104 52.52 52.70 52.25 52.46 -0.19 6,878 45,935 +897
May12 111104 52.89 53.00 52.58 52.81 -0.19 2,578 30,216 -97
Jul12 111104 53.14 53.33 52.82 53.08 -0.20 1,341 21,634 -80
Aug12 111104 53.24 53.36 53.08 53.18 -0.19 67 3,075 -7
Sep12 111104 53.05 53.35 53.05 53.25 -0.20 88 3,443 +6
Oct12 111104 53.17 53.38 53.17 53.17 -0.21 108 3,747 +30
Total Volume and Open Interest 66,268 307,872 -388
Canola(WCE)
Nov11 111104 528.5 528.5 528.5 528.5 -0.8 54 37 +0
Jan12 111104 531.5 535.5 530.0 530.5 -0.8 4,775 107,309 +1,247
Mar12 111104 537.0 540.3 537.0 537.0 -1.1 354 24,198 +49
May12 111104 542.8 544.3 540.2 541.3 -1.1 572 13,589 +219
Jul12 111104 547.8 551.0 546.3 547.7 -0.2 1,074 5,643 +73
Total Volume and Open Interest 7,870 162,849 +1,565
Corn(CBOT)
Dec11 111104 653.00 657.50 644.50 655.75 +2.25 190,371 480,775 -13,629
Mar12 111104 663.00 668.00 654.75 666.25 +2.50 67,664 320,060 +4,635
May12 111104 668.25 674.25 661.50 673.25 +3.75 21,681 90,419 -619
Jul12 111104 673.50 678.50 665.75 678.25 +3.00 20,135 122,137 +2,884
Sep12 111104 634.50 635.00 624.50 633.75 +2.00 2,941 31,193 -452
Dec12 111104 610.00 614.25 602.00 612.75 +1.50 22,980 137,164 +4,102
Total Volume and Open Interest 326,482 1,229,148 -2,676
Wheat(CBOT)
Dec11 111104 636.00 640.00 623.25 636.75 +0.75 38,585 174,962 -930
Mar12 111104 669.25 670.25 654.75 664.50 -3.75 12,288 112,572 +1,077
May12 111104 688.00 691.75 675.00 684.75 -3.25 3,585 35,874 +659
Jul12 111104 702.00 706.00 690.50 701.00 -3.50 3,771 65,227 -791
Sep12 111104 725.75 728.75 714.50 725.00 -3.75 2,026 8,238 +1,100
Total Volume and Open Interest 64,577 435,301 +1,976
Wheat(KCBT)
Dec11 111104 720.25 724.75 711.75 718.00 -2.00 8,245 53,811 +0
Mar12 111104 734.25 738.50 726.25 731.50 -3.00 5,468 52,683 +0
May12 111104 743.75 747.75 735.25 740.25 -3.75 1,068 9,098 +0
Jul12 111104 752.00 754.00 742.25 748.25 -4.25 1,479 34,813 +0
Sep12 111104 766.00 769.00 756.75 762.75 -5.25 153 2,973 +0
Total Volume and Open Interest 16,594 157,620 +0
Wheat(MGE)
Dec11 111104 915.50 931.50 913.75 923.75 +6.75 488 9,217 -247
Mar12 111104 868.00 876.50 863.00 871.50 +3.50 1,868 16,742 -122
May12 111104 844.25 849.50 839.00 844.50 +1.00 411 5,393 -68
Jul12 111104 835.25 839.00 832.75 834.75 -1.25 296 5,760 -115
Sep12 111104 814.00 814.00 803.50 811.75 -1.25 60 2,948 -9
Total Volume and Open Interest 3,217 42,080 -560
Oats(CBOT)
Dec11 111104 330.50 331.75 328.25 329.00 -3.00 631 8,060 -548
Mar12 111104 339.00 340.25 336.50 337.50 -3.50 403 7,390 +295
May12 111104 343.50 347.00 343.50 343.50 -3.50 19 300 +9
Jul12 111104 349.50 353.00 349.50 349.50 -3.50 5 25 +3
Total Volume and Open Interest 1,058 15,896 -241
Rough Rice(CBOT)
Nov11 111104 15.88 16.04 15.88 15.90 -0.02 193 318 +8
Jan12 111104 16.10 16.40 16.00 16.12 -0.01 1,281 12,256 -153
Mar12 111104 16.39 16.57 16.30 16.41 -0.02 318 3,636 +16
May12 111104 16.69 16.82 16.68 16.68 -0.02 41 404 +29
Total Volume and Open Interest 1,856 17,251 -95
Live Cattle(CME)
Dec11 111104 124.635 125.385 124.080 124.500 unch 28,089 122,143 -6,515
Feb12 111104 125.950 126.500 124.800 125.900 -0.235 15,469 87,424 +2,234
Apr12 111104 129.535 129.750 128.650 128.950 -0.585 7,530 70,369 +1,851
Jun12 111104 127.250 127.500 126.535 127.330 -0.170 3,858 32,431 +1,154
Aug12 111104 126.830 127.500 126.550 127.500 +0.200 946 7,156 +187
Oct12 111104 129.300 129.600 128.750 129.600 -0.200 101 3,026 +58
Total Volume and Open Interest 56,131 324,331 -966
Feeder Cattle(CME)
Nov11 111104 141.685 143.450 141.685 142.575 +0.525 642 5,523 -311
Jan12 111104 147.380 148.650 146.985 147.400 unch 1,926 15,461 +67
Mar12 111104 148.100 149.200 147.750 147.950 -0.125 1,002 5,845 +235
Apr12 111104 149.200 150.200 148.900 149.235 -0.265 534 1,757 +56
May12 111104 149.435 150.400 149.150 149.600 -0.185 229 1,762 +95
Aug12 111104 150.235 150.735 149.785 150.150 -0.200 170 1,928 +110
Sep12 111104 150.000 150.250 149.550 149.900 unch 12 173 +6
Total Volume and Open Interest 4,515 32,454 +258
Lean Hogs(CME)
Dec11 111104 86.800 87.100 86.000 86.850 +0.250 15,343 90,532 -1,425
Feb12 111104 89.850 90.200 89.200 90.100 +0.350 8,034 70,037 +1,066
Apr12 111104 92.700 93.300 92.250 93.150 +0.600 4,143 52,820 +103
May12 111104 97.700 98.400 97.680 98.285 +0.135 61 2,083 +20
Jun12 111104 99.850 100.300 99.400 100.250 +0.500 2,255 33,931 +294
Jul12 111104 98.480 99.500 98.350 99.400 +0.550 276 9,278 +48
Aug12 111104 96.900 98.300 96.600 98.285 +1.535 276 10,173 +84
Oct12 111104 85.230 86.600 85.135 86.600 +1.500 41 4,800 +13
Total Volume and Open Interest 30,501 275,602 +207
Class III Milk(CME)
Nov11 111104 18.70 18.95 18.70 18.88 +0.13 238 5,492 +52
Dec11 111104 18.30 18.50 18.17 18.22 -0.13 170 5,276 +50
Jan12 111104 17.23 17.30 17.06 17.13 -0.10 80 2,772 +40
Feb12 111104 16.65 16.65 16.53 16.55 -0.06 19 2,462 +13
Mar12 111104 16.42 16.52 16.42 16.45 -0.02 21 2,231 +9
Total Volume and Open Interest 627 34,464 +204
Cocoa(ICE)
Dec11 111104 2729 2744 2677 2697 -23 20,194 62,383 -3,309
Mar12 111104 2751 2763 2711 2731 -8 13,787 71,814 +2,292
May12 111104 2760 2776 2723 2745 -6 1,562 25,097 +586
Jul12 111104 2771 2786 2750 2758 -6 309 11,538 +96
Sep12 111104 2779 2793 2757 2766 -4 149 11,764 +95
Dec12 111104 2785 2787 2764 2774 -3 40 11,033 +20
Mar13 111104 2810 2813 2780 2782 -10 383 3,107 -5
Total Volume and Open Interest 36,424 199,336 -225
Coffee "C"(ICE)
Dec11 111104 227.50 231.40 224.25 230.20 +3.40 11,173 53,740 -1,947
Mar12 111104 230.60 235.00 228.15 233.80 +3.20 7,487 37,043 +540
May12 111104 233.35 237.05 230.80 235.95 +3.20 1,860 16,925 +312
Jul12 111104 234.65 238.10 233.25 237.40 +3.30 689 4,444 -57
Sep12 111104 235.20 238.60 233.65 237.90 +3.15 262 5,544 +143
Dec12 111104 234.70 238.20 233.35 237.60 +3.15 297 2,771 -27
Total Volume and Open Interest 21,769 121,514 -1,027
Orange Juice(ICE)
Nov11 111104 191.00 192.20 191.00 192.20 +1.30 12 235 -5
Jan12 111104 171.90 173.85 171.90 173.70 +1.80 471 19,958 -137
Mar12 111104 167.05 168.95 167.05 168.75 +2.40 31 4,463 +7
May12 111104 168.05 168.05 168.05 168.05 +2.55 13 1,622 +12
Jul12 111104 168.55 168.55 168.55 168.55 +2.55 0 332 +0
Sep12 111104 167.55 167.55 167.55 167.55 +2.55 0 53 +0
Total Volume and Open Interest 527 26,677 -123
Sugar #11(ICE)
Mar12 111104 25.74 25.95 25.45 25.57 -0.08 35,151 235,221 -380
May12 111104 24.92 25.18 24.71 24.78 -0.14 11,882 82,707 -2,535
Jul12 111104 24.33 24.55 24.06 24.12 -0.18 7,016 72,948 +21
Oct12 111104 24.03 24.24 23.82 23.86 -0.17 2,406 44,361 +599
Mar13 111104 24.25 24.37 23.94 24.00 -0.16 1,124 30,650 +224
Total Volume and Open Interest 60,106 498,073 -887
London Cocoa(LCE)
Dec11 111104 1685 1696 1676 1677 -5 6,374 77,303 -438
Mar12 111104 1711 1719 1700 1700 -6 3,336 57,663 -446
May12 111104 1724 1734 1714 1714 -7 674 17,533 +19
Jul12 111104 1739 1748 1729 1729 -8 1,714 19,503 +268
Sep12 111104 1753 1761 1739 1739 -12 215 14,636 +85
Dec12 111104 1767 1771 1750 1750 -11 321 11,140 +153
Mar13 111104 1781 1787 1764 1764 -10 11 2,876 +7
Total Volume and Open Interest 12,645 201,361 -352
London Sugar(LCE)
Dec11 111104 683.90 684.90 677.00 678.40 -2.60 4,673 16,126 -1,571
Mar12 111104 655.10 659.70 650.80 653.50 -1.00 2,024 19,142 -119
May12 111104 644.40 645.80 637.00 638.60 -3.20 353 7,199 +68
Aug12 111104 634.50 637.60 628.40 629.10 -3.70 154 4,376 +74
Oct12 111104 628.70 629.80 622.00 622.60 -4.20 31 2,524 +11
Total Volume and Open Interest 7,235 51,120 -1,537
Cotton(ICE)
Dec11 111104 98.12 99.82 98.05 98.74 +0.62 11,598 74,850 -2,179
Mar12 111104 97.80 99.00 97.40 98.46 +0.66 6,502 58,567 +1,305
May12 111104 98.02 98.80 97.55 98.65 +0.85 777 11,484 +141
Jul12 111104 97.92 98.80 97.40 98.61 +0.85 929 13,550 +540
Oct12 111104 98.86 100.25 97.80 99.98 +1.34 16 17 +14
Dec12 111104 96.66 97.25 95.79 97.10 +0.67 321 5,397 +209
Total Volume and Open Interest 20,158 164,944 +30
Lumber(CME)
Nov11 111104 219.0 221.9 219.0 221.9 +0.4 388 1,093 -233
Jan12 111104 233.0 234.0 231.1 231.1 -1.9 493 6,365 +90
Mar12 111104 251.3 251.7 251.0 251.4 -1.1 149 1,778 +75
May12 111104 265.1 265.1 264.3 265.1 +0.8 0 192 +0
Total Volume and Open Interest 1,031 9,521 -67
Crude Oil(NYM)
Dec11 111104 94.24 94.93 92.87 94.26 +0.19 265,626 284,171 -9,706
Jan12 111104 94.00 94.75 92.79 94.19 +0.28 64,285 200,206 +5,003
Feb12 111104 93.38 94.54 92.74 94.13 +0.39 33,905 67,977 -974
Mar12 111104 93.35 94.41 92.80 94.09 +0.50 27,023 69,545 -948
Apr12 111104 93.07 94.16 92.73 94.02 +0.56 11,912 35,126 -135
May12 111104 92.96 94.10 92.73 93.95 +0.60 10,476 27,388 +787
Jun12 111104 92.92 94.06 92.49 93.85 +0.62 22,983 74,091 +160
Jul12 111104 92.96 93.73 92.71 93.73 +0.64 4,144 33,058 +705
Aug12 111104 93.60 93.60 93.60 93.60 +0.66 2,400 21,444 -3
Sep12 111104 93.06 93.47 93.05 93.47 +0.67 3,519 21,765 +124
Oct12 111104 93.22 93.36 92.90 93.36 +0.65 2,038 23,405 -46
Nov12 111104 92.53 93.32 92.11 93.30 +0.65 2,615 23,950 -80
Dec12 111104 92.32 93.39 91.89 93.26 +0.65 21,816 160,633 -572
Jan13 111104 93.07 93.07 93.07 93.07 +0.65 907 26,432 +230
Feb13 111104 92.86 92.86 92.86 92.86 +0.65 257 10,484 +127
Mar13 111104 92.67 92.67 92.67 92.67 +0.64 179 8,846 +47
Total Volume and Open Interest 491,425 1,339,082 -5,942
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111104 94.175 94.925 92.875 94.250 +0.175 9,428 2,960 -317
Jan12 111104 93.850 94.700 92.800 94.200 +0.300 349 351 +11
Feb12 111104 93.400 94.200 93.250 94.125 +0.375 43 131 +2
Mar12 111104 94.075 94.100 94.075 94.100 +0.500 5 114 +1
Apr12 111104 94.200 94.200 94.025 94.025 +0.575 0 23 +0
May12 111104 93.950 93.950 93.950 93.950 +0.600 0 7 +0
Jun12 111104 93.850 93.850 93.850 93.850 +0.625 0 11 +0
Jul12 111104 93.725 93.725 93.725 93.725 +0.625 0 4 +0
Aug12 111104 93.600 93.600 93.600 93.600 +0.650 0 1 +0
Total Volume and Open Interest 9,825 3,829 -303
Heating Oil(NYM)
Dec11 111104 305.70 308.32 303.24 307.07 +3.26 74,438 89,686 -7,470
Jan12 111104 303.78 308.00 303.65 306.99 +3.30 37,891 56,849 +3,524
Feb12 111104 303.33 306.79 302.21 305.76 +3.16 18,536 31,420 +1,329
Mar12 111104 300.61 304.84 300.42 304.04 +3.02 15,749 24,487 +1,122
Apr12 111104 299.30 301.08 297.88 300.47 +2.78 5,093 12,395 +975
May12 111104 295.63 297.40 293.87 296.79 +2.52 2,454 8,913 +246
Jun12 111104 292.15 295.44 291.73 294.64 +2.34 9,586 34,238 -932
Jul12 111104 293.60 295.00 293.60 294.44 +2.34 1,028 7,493 +230
Aug12 111104 294.64 294.64 294.00 294.64 +2.34 96 4,152 +0
Sep12 111104 295.09 295.49 295.09 295.09 +2.39 413 4,751 +74
Oct12 111104 295.94 295.94 295.94 295.94 +2.42 21 1,922 -2
Nov12 111104 296.79 296.79 296.79 296.79 +2.47 18 1,376 +0
Total Volume and Open Interest 167,405 294,661 -971
Gasoline(NYMEX)
Dec11 111104 264.50 268.89 263.31 266.34 +2.16 66,880 86,572 -4,056
Jan12 111104 262.66 267.29 262.16 264.80 +2.14 33,941 44,294 +2,426
Feb12 111104 264.24 266.22 261.69 264.42 +2.31 17,721 21,816 +471
Mar12 111104 264.67 266.67 262.16 265.09 +2.55 13,315 24,490 +373
Apr12 111104 278.23 279.73 275.48 278.42 +2.69 6,933 20,336 -1,272
May12 111104 275.86 278.11 275.30 277.80 +2.77 4,158 11,393 -244
Jun12 111104 273.50 277.04 272.41 275.90 +2.82 6,531 19,236 -376
Jul12 111104 273.70 273.70 273.70 273.70 +2.81 1,260 6,098 +258
Aug12 111104 271.36 271.36 271.36 271.36 +2.82 766 5,458 -104
Sep12 111104 268.95 268.95 268.95 268.95 +2.86 340 6,045 +16
Total Volume and Open Interest 152,918 264,050 -2,705
e-miNY RBOB Gasoline(NYM)
Dec11 111104 266.30 266.34 266.30 266.30 +2.10 1 0 -1
Jan12 111104 264.80 264.80 264.80 264.80 +2.10 0 1 +0
Feb12 111104 264.40 264.42 264.40 264.40 +2.30 0 1 +0
Mar12 111104 265.10 265.10 265.09 265.10 +2.60      
Total Volume and Open Interest 1 2 -1
Natural Gas(NYM)
Dec11 111104 3.807 3.847 3.769 3.783 +0.005 79,838 152,426 -1,609
Jan12 111104 3.928 3.955 3.883 3.892 -0.009 31,473 246,595 +3,269
Feb12 111104 3.937 3.961 3.890 3.900 -0.009 17,511 76,713 -4,257
Mar12 111104 3.903 3.933 3.863 3.874 -0.008 19,637 97,642 +3,724
Apr12 111104 3.913 3.924 3.858 3.871 -0.008 14,979 92,740 +1,491
May12 111104 3.934 3.951 3.896 3.905 -0.008 3,878 34,705 +637
Jun12 111104 3.969 3.991 3.934 3.943 -0.010 2,529 16,714 +136
Jul12 111104 4.030 4.042 3.980 3.989 -0.010 1,627 19,137 -113
Aug12 111104 4.055 4.065 4.008 4.016 -0.008 802 13,357 +125
Sep12 111104 4.056 4.062 4.009 4.018 -0.008 967 10,272 -111
Oct12 111104 4.075 4.108 4.047 4.056 -0.009 4,734 51,349 +205
Nov12 111104 4.243 4.243 4.193 4.195 -0.008 1,540 14,070 +61
Dec12 111104 4.474 4.499 4.445 4.456 -0.008 2,101 18,886 +96
Jan13 111104 4.600 4.629 4.570 4.584 -0.008 2,671 27,889 +349
Feb13 111104 4.608 4.608 4.570 4.571 -0.008 94 5,367 +4
Mar13 111104 4.536 4.553 4.504 4.519 -0.008 1,424 12,848 +556
Total Volume and Open Interest 186,975 965,231 +5,032
Brent Crude Oil(ICE)
Dec11 111104 110.79 112.48 110.30 111.97 +1.14 238,271 152,795 -13,618
Jan12 111104 109.55 111.14 109.15 110.74 +1.09 160,822 159,993 -9,245
Feb12 111104 108.61 110.35 108.52 109.99 +1.10 81,914 88,484 +2,587
Mar12 111104 108.14 109.75 107.86 109.37 +1.14 54,031 85,698 +2,137
Apr12 111104 107.36 109.30 107.36 108.94 +1.15 25,394 32,886 +750
May12 111104 106.99 109.00 106.99 108.60 +1.16 16,133 18,327 -204
Jun12 111104 106.63 108.65 106.63 108.24 +1.15 36,492 58,318 +3,324
Jul12 111104 106.83 107.86 106.77 107.86 +1.13 5,384 17,071 +153
Aug12 111104 106.31 107.47 106.31 107.47 +1.11 3,366 17,294 +116
Sep12 111104 107.03 107.03 107.03 107.03 +1.09 3,764 20,393 +76
Oct12 111104 106.62 106.62 106.62 106.62 +1.07 1,877 11,436 +271
Nov12 111104 106.22 106.22 106.22 106.22 +1.05 1,883 13,838 -7
Dec12 111104 104.33 106.11 104.33 105.82 +1.03 25,031 100,408 +741
Jan13 111104 105.51 105.51 105.51 105.51 +1.01 469 8,459 +69
Total Volume and Open Interest 668,332 937,156 -10,973
Gas Oil(ICE)
Nov11 111104 958.25 972.25 956.00 969.50 +13.50 50,878 82,687 -10,475
Dec11 111104 947.50 960.00 944.75 957.25 +12.75 122,277 127,748 +553
Jan12 111104 940.50 953.00 939.75 951.00 +12.00 54,769 69,285 +1,297
Feb12 111104 935.50 946.25 935.00 944.75 +11.00 21,631 49,882 +1,732
Mar12 111104 931.50 940.75 929.75 939.25 +10.50 14,376 31,138 +1,497
Apr12 111104 926.50 935.75 924.75 934.00 +10.00 7,579 20,985 +190
May12 111104 921.50 931.75 920.50 929.75 +9.75 4,076 19,629 -551
Jun12 111104 919.75 930.25 918.75 927.75 +9.25 11,470 46,373 -1,049
Jul12 111104 921.00 928.50 919.75 928.50 +9.00 1,633 15,717 +539
Aug12 111104 921.75 929.25 921.75 929.25 +9.00 713 10,925 -1
Total Volume and Open Interest 297,436 568,759 -5,834
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111104 2.675 2.690 2.671 2.674 -0.017 262 1,286 +21
Jan12 111104 2.470 2.490 2.470 2.481 -0.009 271 1,758 +80
Feb12 111104 2.395 2.415 2.393 2.406 -0.001 171 1,200 +70
Mar12 111104 2.415 2.426 2.407 2.411 -0.004 183 1,122 +120
Apr12 111104 2.422 2.422 2.416 2.416 -0.006 33 693 +17
May12 111104 2.434 2.434 2.434 2.434 -0.006 67 661 +34
Jun12 111104 2.454 2.454 2.454 2.454 +0.004 54 560 +31
Total Volume and Open Interest 1,334 11,005 +316
WTI Crude Oil(ICE)
Dec11 111104 94.01 94.94 92.87 94.26 +0.19 72,124 100,268 -2,099
Jan12 111104 93.85 94.74 92.88 94.19 +0.28 22,912 49,598 -471
Feb12 111104 93.54 94.47 92.82 94.13 +0.39 12,036 32,364 +1,934
Mar12 111104 94.13 94.26 92.78 94.09 +0.50 10,279 18,848 +261
Apr12 111104 93.96 94.15 92.72 94.02 +0.56 3,298 9,281 -160
May12 111104 93.81 94.08 92.78 93.95 +0.60 3,373 8,203 -296
Jun12 111104 93.47 93.99 92.52 93.85 +0.62 7,718 40,144 -269
Jul12 111104 93.49 93.73 93.12 93.73 +0.64 1,018 7,436 +223
Aug12 111104 92.98 93.60 92.98 93.60 +0.66 539 4,482 +64
Sep12 111104 93.47 93.47 93.47 93.47 +0.67 859 8,212 +170
Oct12 111104 93.00 93.36 93.00 93.36 +0.65 633 2,460 -41
Nov12 111104 93.30 93.30 93.30 93.30 +0.65 693 3,141 +164
Dec12 111104 92.98 93.39 91.95 93.26 +0.65 7,399 53,754 -206
Jan13 111104 93.07 93.07 93.07 93.07 +0.65 33 2,101 +33
Feb13 111104 92.86 92.86 92.86 92.86 +0.65 0 603 +0
Mar13 111104 92.67 92.67 92.67 92.67 +0.64 0 1,476 +0
Total Volume and Open Interest 145,135 436,585 -437
US Dollar Index(ICE)
Dec11 111104 76.890 77.505 76.775 77.162 +0.307 29,190 62,110 -954
Mar12 111104 77.350 77.875 77.350 77.562 +0.308 5 576 +1
Jun12 111104 78.022 78.022 78.022 78.022 +0.308      
Total Volume and Open Interest 29,195 62,686 -953
Australian Dollar(CME)
Dec11 111104 103.50 103.87 102.62 103.43 -0.19 136,591 140,260 +1,914
Mar12 111104 102.46 102.60 101.80 102.42 -0.18 255 692 +133
Jun12 111104 101.55 101.72 101.55 101.55 -0.17 0 19 +0
Total Volume and Open Interest 136,846 141,104 +2,047
British Pound(CME)
Dec11 111104 160.32 160.58 159.38 160.32 +0.01 104,116 159,894 -9,326
Mar12 111104 160.29 160.34 160.16 160.17 +0.01 24 237 -1
Jun12 111104 160.00 160.00 160.00 160.00 unch 0 3 +0
Total Volume and Open Interest 104,140 160,139 -9,327
Canadian Dollar(CME)
Dec11 111104 99.08 99.20 97.66 98.21 -0.90 70,023 113,670 -1,357
Mar12 111104 98.91 98.92 97.51 98.04 -0.88 193 3,304 +52
Jun12 111104 97.79 98.79 97.66 97.91 -0.88 15 785 +7
Sep12 111104 97.60 98.66 97.60 97.80 -0.86 0 654 +0
Total Volume and Open Interest 70,231 118,543 -1,298
Japanese Yen(CME)
Dec11 111104 128.23 128.34 127.84 128.02 -0.17 57,556 135,666 -1,521
Mar12 111104 128.44 128.50 128.12 128.26 -0.18 15 833 +2
Jun12 111104 128.98 128.98 128.51 128.51 -0.18 0 23 +0
Total Volume and Open Interest 57,571 136,526 -1,519
Swiss Franc(CME)
Dec11 111104 113.87 114.11 112.35 112.98 -1.01 18,430 22,760 -209
Mar12 111104 113.32 114.27 113.24 113.24 -1.03 15 638 +9
Jun12 111104 113.56 114.59 113.56 113.56 -1.03 0 5 +0
Total Volume and Open Interest 18,445 23,407 -200
EuroFX(CME)
Dec11 111104 138.12 138.79 137.08 137.73 -0.57 300,005 226,288 -960
Mar12 111104 138.15 138.74 137.14 137.74 -0.58 422 2,996 -104
Jun12 111104 137.85 138.35 137.76 137.76 -0.59 0 866 +0
Total Volume and Open Interest 300,427 230,165 -1,064
Mexican Peso(CME)
Nov11 111104 742.0 745.5 742.0 742.0 -3.5      
Dec11 111104 748.2 750.2 736.2 740.0 -3.5 37,209 100,285 -5,263
Total Volume and Open Interest 37,209 100,693 -5,263
Brazilian Real(CME)
Dec11 111104 573.70 574.80 565.10 571.15 -0.35 12 5,123 +0
Jan12 111104 567.75 567.75 567.75 567.75 -0.35 0 10,149 +0
Feb12 111104 564.30 564.30 564.30 564.30 -0.35      
Mar12 111104 560.90 560.90 560.90 560.90 -0.35      
Total Volume and Open Interest 12 30,593 +0
30-Year T-Bonds(CBOT)
Dec11 111104 140~210 141~150 139~200 141~000 +0~100 340,053 610,656 -7,598
Mar12 111104 140~010 141~000 139~160 140~180 +0~100 2,009 5,554 +1,439
Jun12 111104 139~160 139~160 139~060 139~160 +0~100 1 4 -1
Total Volume and Open Interest 342,063 616,214 -6,160
10-Year T-Notes(CBOT)
Dec11 111104 129~310 130~145 129~195 130~080 +0~065 1,077,246 1,427,714 -14,406
Mar12 111104 129~060 129~190 128~295 129~150 +0~065 2,716 11,554 +133
Jun12 111104 128~150 128~150 128~085 128~150 +0~065      
Total Volume and Open Interest 1,079,962 1,439,268 -14,273
5-Year T-Notes(CBOT)
Dec11 111104 122~123 123~028 122~104 123~016 +0~017 619,036 1,232,350 +17,151
Mar12 111104 122~092 122~092 122~072 122~091 +0~019 5,000 8,101 +1,469
Jun12 111104 121~115 121~115 121~096 121~115 +0~019      
Total Volume and Open Interest 624,036 1,240,451 +18,620
2 Year T-Notes(CBOT)
Dec11 111104 110~024 110~030 110~022 110~028 +0~003 274,438 717,721 +13,981
Mar12 111104 110~025 110~032 110~023 110~030 +0~005 2,471 10,849 +2,170
Jun12 111104 109~122 109~122 109~117 109~122 +0~005      
Total Volume and Open Interest 276,909 728,570 +16,151
Eurodollars(CME)
Dec11 111104 99.480 99.485 99.465 99.475 unch 155,785 1,020,622 -5,932
Mar12 111104 99.420 99.430 99.395 99.415 -0.005 133,654 913,146 -9,161
Jun12 111104 99.425 99.435 99.400 99.420 -0.005 124,853 1,085,643 +2,694
Sep12 111104 99.425 99.440 99.405 99.425 -0.005 135,512 741,169 -12,148
Dec12 111104 99.425 99.440 99.405 99.425 unch 131,534 767,126 +1,600
Mar13 111104 99.415 99.435 99.400 99.425 +0.005 138,891 848,207 +12,787
Jun13 111104 99.380 99.395 99.350 99.385 +0.005 114,669 560,100 +2,857
Sep13 111104 99.315 99.325 99.275 99.320 +0.005 126,864 465,393 +2,234
Dec13 111104 99.190 99.210 99.150 99.205 +0.010 165,204 467,522 +4,738
Mar14 111104 99.055 99.085 99.005 99.075 +0.015 116,563 323,733 +4,709
Jun14 111104 98.885 98.920 98.835 98.910 +0.020 101,802 280,814 +11,167
Sep14 111104 98.695 98.740 98.645 98.730 +0.025 92,567 177,527 -909
Dec14 111104 98.495 98.550 98.450 98.540 +0.030 94,989 189,708 -1,436
Mar15 111104 98.305 98.365 98.255 98.355 +0.035 50,956 124,056 -2,583
Jun15 111104 6.355 6.430 6.305 6.415 +0.040 39,901 106,220 -2,638
Sep15 111104 6.160 6.235 6.105 6.220 +0.045 38,829 88,777 -1,023
Dec15 111104 5.950 6.035 5.895 6.020 +0.050 20,425 54,056 -1,126
Mar16 111104 5.780 5.870 5.725 5.850 +0.050 17,041 49,958 -1,782
Total Volume and Open Interest 1,837,479 8,492,869 +2,375
30 Day Federal Funds(CBOT)
Nov11 111104 99.920 99.920 99.915 99.920 unch 1,824 66,331 -900
Dec11 111104 99.920 99.920 99.915 99.920 unch 6,021 64,108 +54
Jan12 111104 99.905 99.910 99.905 99.910 unch 5,398 56,529 +168
Feb12 111104 99.900 99.905 99.895 99.900 unch 5,764 44,233 -48
Mar12 111104 99.895 99.900 99.890 99.895 unch 2,337 31,638 -412
Apr12 111104 99.895 99.895 99.890 99.890 unch 4,750 36,663 +2,044
Total Volume and Open Interest 37,067 596,645 +56
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111104 99.675 99.675 99.675 99.675 unch 0 281 +0
Mar12 111104 99.673 99.673 99.673 99.673 unch 0 300 +0
Jun12 111104 99.675 99.675 99.675 99.675 unch      
Sep12 111104 99.673 99.673 99.673 99.673 unch      
Dec12 111104 99.670 99.670 99.670 99.670 unch      
Mar13 111104 99.670 99.670 99.670 99.670 unch      
Jun13 111104 99.625 99.625 99.625 99.625 unch      
Sep13 111104 99.485 99.485 99.485 99.485 unch      
Dec13 111104 99.345 99.345 99.345 99.345 unch      
Mar14 111104 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 +0
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 +0
Euro-Bund(EUREX)
Dec11 111104 136.52 137.96 136.35 137.60 +0.73 803,812 870,934 -15,595
Mar12 111104 136.87 138.23 136.80 137.95 +0.80 387 3,823 +175
Jun12 111104 137.00 137.42 137.00 137.42 +0.73 0 18 +0
Total Volume and Open Interest 1,044,189 874,775 -15,420
Euro-Bobl(EUREX)
Dec11 111104 123.08 123.58 122.96 123.41 +0.29 509,777 696,438 -21,471
Mar12 111104 123.56 123.85 123.36 123.75 +0.32 2,571 19,534 +2,545
Jun12 111104 123.56 123.56 123.56 123.56 +0.29      
Total Volume and Open Interest 548,323 715,972 -18,926
3-Mth Euribor(EUREX)
Dec11 111104 98.770 98.770 98.710 98.710 -0.075 40 1,926 -4
Mar12 111104 98.930 98.940 98.890 98.890 -0.060 11 2,125 +7
Jun12 111104 98.985 98.985 98.935 98.935 -0.060 11 985 +11
Total Volume and Open Interest 4,254 8,386 +22
Long Gilt(LIFFE)
Dec11 111104 128~30 130~00 128~23 129~22 +0~15 150,786 305,177 -950
Mar12 111104 112~27 113~21 112~22 113~13 +0~13 4,076 13,381 +606
Total Volume and Open Interest 154,862 318,558 -344
3-Mth Short Sterling(LIFFE)
Dec11 111104 98.92 98.95 98.91 98.92 unch 27,186 354,316 -2,064
Mar12 111104 98.91 98.91 98.85 98.88 -0.02 35,441 345,591 -6,463
Jun12 111104 98.90 98.91 98.84 98.86 -0.04 34,613 208,385 -1,468
Sep12 111104 98.90 98.90 98.84 98.86 -0.03 36,085 230,002 -3,193
Dec12 111104 98.86 98.87 98.81 98.83 -0.03 32,945 196,994 -1,061
Mar13 111104 98.85 98.85 98.80 98.82 -0.01 28,298 171,328 -5,422
Total Volume and Open Interest 265,283 1,951,801 -11,537
3-Mth Euribor(LIFFE)
Dec11 111104 98.785 98.800 98.675 98.710 -0.075 169,718 723,640 +8,142
Mar12 111104 98.950 98.960 98.885 98.890 -0.055 97,892 536,790 -16,475
Jun12 111104 98.995 99.005 98.930 98.935 -0.055 76,373 377,261 +383
Total Volume and Open Interest 716,979 3,443,083 +5,926
3-Mth Aus T-Bills(SFE)
Dec11 111104 95.60 95.61 95.52 95.53 -0.06 14,166 220,342 -2,161
Mar12 111104 96.00 96.02 95.91 95.96 -0.04 15,283 187,853 +2,134
Jun12 111104 96.15 96.18 96.05 96.11 -0.04 8,155 117,423 -33
Sep12 111104 96.16 96.18 96.04 96.09 -0.06 2,803 79,997 +366
Dec12 111104 96.06 96.06 95.96 96.01 -0.05 1,520 49,960 -332
Mar13 111104 95.97 95.98 95.87 95.91 -0.04 1,467 46,151 -174
Jun13 111104 95.95 95.95 95.84 95.87 -0.04 1,249 31,434 -456
Sep13 111104 95.87 95.87 95.74 95.82 -0.02 315 14,882 +18
Dec13 111104 95.68 95.68 95.68 95.68 -0.04 13 3,645 +8
Mar14 111104 95.55 95.55 95.53 95.53 -0.06 2 464 +2
Total Volume and Open Interest 44,973 752,228 -628
10-Year Aus T-Bonds(SFE)
Dec11 111104 95.76 95.77 95.64 95.66 -0.09 39,474 384,588 +4,159
Mar12 111104 95.66 95.66 95.66 95.66 -0.09      
Total Volume and Open Interest 39,474 384,588 +4,159
3-Year Aus T-Bonds(SFE)
Dec11 111104 96.39 96.41 96.26 96.30 -0.09 107,175 525,855 -15,673
Mar12 111104 96.30 96.30 96.30 96.30 -0.09      
Total Volume and Open Interest 107,175 525,855 -15,673
Gold(CMX)
Dec11 111104 1766.5 1766.5 1749.8 1756.1 -9.0 148,068 259,362 +1,512
Feb12 111104 1767.4 1767.4 1752.9 1758.3 -8.9 9,012 63,259 -151
Apr12 111104 1764.8 1767.8 1756.5 1760.2 -8.9 2,044 16,636 +1,027
Jun12 111104 1767.0 1767.7 1760.0 1762.1 -8.9 3,027 19,995 +772
Aug12 111104 1768.5 1768.5 1760.0 1763.8 -8.9 659 7,785 +398
Oct12 111104 1768.2 1768.2 1765.7 1765.7 -8.9 89 5,755 +85
Dec12 111104 1773.3 1773.8 1764.0 1767.8 -9.0 279 16,703 +86
Feb13 111104 1770.1 1770.1 1770.1 1770.1 -8.9 100 3,382 +0
Apr13 111104 1772.5 1772.5 1772.5 1772.5 -8.9 36 473 +13
Jun13 111104 1775.5 1775.5 1775.5 1775.5 -8.8 43 9,221 +35
Aug13 111104 1778.5 1778.5 1778.5 1778.5 -8.8 0 45 +0
Total Volume and Open Interest 163,701 446,237 +3,802
Silver(CMX)
Dec11 111104 3456.5 3475.0 3381.0 3408.4 -41.4 37,882 54,452 -1,799
Mar12 111104 3405.0 3475.0 3391.0 3413.5 -41.3 4,547 18,026 +296
May12 111104 3433.0 3433.0 3416.5 3416.5 -40.9 1,761 3,819 -43
Jul12 111104 3441.0 3441.0 3418.6 3418.6 -40.5 599 3,405 +67
Sep12 111104 3432.0 3432.0 3420.3 3420.3 -40.0 48 1,571 +1
Dec12 111104 3438.0 3458.5 3411.0 3421.9 -39.6 1,165 11,737 -142
Mar13 111104 3416.2 3416.2 3416.2 3416.2 -39.6 0 787 +0
Total Volume and Open Interest 46,279 107,089 -1,586
Platinum(NYMEX)
Jan12 111104 1646.7 1646.7 1622.4 1629.3 -17.7 4,913 34,361 -163
Apr12 111104 1630.0 1639.0 1630.0 1632.6 -17.6 27 3,290 +15
Jul12 111104 1635.6 1635.6 1635.6 1635.6 -17.6 3 94 +0
Oct12 111104 1639.1 1639.1 1639.1 1639.1 -17.6 0 49 +0
Total Volume and Open Interest 4,944 37,796 -152
Palladium(NYMEX)
Dec11 111104 663.70 663.70 649.75 655.30 -6.80 2,189 17,526 -28
Mar12 111104 7.29 7.29 653.50 1.69 -6.70 498 1,545 +438
Jun12 111104 2.74 2.74 2.74 2.74 -6.70 0 6 +0
Total Volume and Open Interest 2,687 19,077 +410
Copper(CMX)
Dec11 111104 359.15 365.35 354.45 356.45 -2.40 38,032 61,547 -2,134
Mar12 111104 360.50 367.00 356.50 358.50 -2.30 4,819 36,413 +158
May12 111104 363.70 367.75 359.00 359.50 -2.30 1,973 11,340 +293
Jul12 111104 360.30 360.45 360.25 360.30 -2.20 1,041 4,019 +473
Sep12 111104 359.50 360.60 359.50 360.60 -2.20 170 1,801 +117
Total Volume and Open Interest 47,286 125,639 -724
DJIA Index(CBOT)
Dec11 111104 11976 11999 11785 11941 -35 333 13,961 -469
Mar12 111104 11871 11905 11871 11871 -34 0 200 +0
Jun12 111104 11804 11838 11804 11804 -34 0 200 +0
Sep12 111104 11741 11775 11741 11741 -34      
Total Volume and Open Interest 333 14,361 -469
E-mini DJIA Index(CBOT)
Dec11 111104 11981 12008 11790 11941 -35 119,672 82,317 -1,403
Mar12 111104 11860 11909 11725 11871 -34 5 172 +2
Jun12 111104 11804 11804 11804 11804 -34 0 5 +0
Sep12 111104 11741 11741 11741 11741 -34 1 13 -1
Total Volume and Open Interest 119,678 82,507 -1,402
S & P 500(CME)
Dec11 111104 1255.10 1258.40 1235.00 1251.10 -4.60 12,978 278,715 +1,627
Mar12 111104 1245.10 1245.10 1228.70 1245.10 -4.60 114 11,587 +59
Jun12 111104 1239.90 1239.90 1223.50 1239.90 -4.60 0 1,396 +0
Sep12 111104 1233.90 1233.90 1217.50 1233.90 -4.60 0 2 +0
Total Volume and Open Interest 13,092 291,810 +1,686
S & P 500 E-Mini(Globex)
Dec11 111104 1255.75 1258.75 1234.50 1251.00 -4.75 2,264,238 2,810,930 -62,029
Mar12 111104 1250.50 1252.25 1229.00 1245.00 -4.75 2,285 13,245 +476
Total Volume and Open Interest 2,266,526 2,824,367 -61,552
NASDAQ 100(CME)
Dec11 111104 2363.30 2364.30 2327.00 2351.00 -10.00 2,427 30,838 +428
Mar12 111104 2346.50 2350.30 2346.50 2346.50 -9.80      
Jun12 111104 2343.50 2347.30 2343.50 2343.50 -9.80      
Total Volume and Open Interest 2,427 30,838 +428
NASDAQ 100 E-Mini(Globex)
Dec11 111104 2362.00 2364.50 2327.00 2351.00 -10.00 285,448 327,884 -11,493
Mar12 111104 2353.00 2355.00 2327.30 2346.50 -9.80 36 342 +2
Total Volume and Open Interest 285,484 328,239 -11,491
S & P Midcap 400(CME)
Dec11 111104 885.50 899.00 882.00 899.00 +6.00 810 5,658 +662
Mar12 111104 897.00 897.00 897.00 897.00 +6.00      
Jun12 111104 895.00 895.00 895.00 895.00 +6.00      
Total Volume and Open Interest 810 5,658 +662
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111104 8785 8815 8715 8745 -50 6,207 29,195 +406
Mar12 111104 8750 8800 8750 8750 -50 10 17 +0
Total Volume and Open Interest 6,217 29,212 +406
Nikkei 225(SGX)
Dec11 111102 8785 8820 8640 8695 -150 160,769 214,422 +0
Mar12 111102 8805 8805 8650 8685 -150 2,520 8,034 +0
Jun12 111102 8610 8610 8610 8610 -150 0 18 +0
Total Volume and Open Interest 163,505 229,911 +0
CAC 40(EURONEXT)
Nov11 111104 3212.0 3224.0 3106.5 3117.5 -71.0 98,686 256,953 -2,289
Dec11 111104 3217.0 3217.0 3104.5 3115.5 -71.0 629 47,494 +2
Jan12 111104 3113.0 3113.0 3113.0 3113.0 -71.5      
Total Volume and Open Interest 99,315 304,455 -2,287
Hang Seng Index(HKFE)
Nov11 111104 19832 19973 19742 19892 +600 115,889 86,530 -1,868
Dec11 111104 19783 19954 19732 19878 +598 861 10,505 +83
Total Volume and Open Interest 116,908 98,818 -1,761
DAX(EUREX)
Dec11 111104 6180.0 6194.0 5932.0 5986.5 -171.5 166,075 153,549 -9,920
Mar12 111104 6191.0 6198.0 5965.0 5998.0 -171.5 270 7,644 -14
Jun12 111104 6201.0 6201.0 5985.0 6017.5 -170.5 121 938 +36
Total Volume and Open Interest 256,854 162,131 -9,898
FT-SE 100(EURONEXT)
Dec11 111104 5551.00 5592.50 5482.00 5531.50 -14.00 152,273 625,724 -12,670
Mar12 111104 5548.50 5548.50 5466.50 5496.50 -14.50 132 1,866 +2
Jun12 111104 5459.00 5459.00 5459.00 5459.00 -14.00 0 379 +0
Total Volume and Open Interest 152,405 627,969 -12,668
SPI 200(SFE)
Dec11 111104 4175.0 4290.0 4146.0 4285.0 +102.0 37,709 205,156 -11,323
Mar12 111104 4136.0 4267.0 4136.0 4267.0 +104.0 50 2,508 -113
Jun12 111104 4247.0 4278.0 4246.0 4278.0 +104.0 4 1,263 +4
Total Volume and Open Interest 37,768 211,790 -11,510
GSCI(CME)
Nov11 111104 651.00 653.00 649.00 653.00 +2.00 199 7,846 +37
Dec11 111104 652.00 654.00 650.00 654.00 +2.00 2 79 +0
Jan12 111104 653.00 654.00 649.00 653.00 +2.00      
Total Volume and Open Interest 201 7,925 +37
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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