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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 09, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov11 111109 1196.00 1201.50 1174.00 1175.75 -19.50 7,114 3,426 -1,531
Jan12 111109 1205.50 1212.00 1183.25 1185.50 -19.50 84,870 242,060 +1,254
Mar12 111109 1215.00 1221.75 1193.50 1195.50 -19.25 22,331 83,870 +2,774
May12 111109 1225.00 1230.75 1203.50 1205.25 -19.75 9,829 73,162 +1,023
Jul12 111109 1235.50 1240.50 1213.00 1214.50 -19.75 10,633 53,926 +1,922
Aug12 111109 1225.25 1233.25 1213.25 1213.25 -20.00 243 606 +26
Sep12 111109 1215.25 1226.00 1207.00 1207.00 -19.00 156 439 -27
Total Volume and Open Interest 141,277 518,955 +6,712
Soybean Meal(CBOT)
Dec11 111109 308.70 309.90 302.00 303.10 -4.50 35,827 75,185 +77
Jan12 111109 310.50 311.80 303.90 305.30 -4.30 13,579 28,226 +1,351
Mar12 111109 313.10 318.50 306.70 308.10 -4.00 7,036 26,139 +1,715
May12 111109 315.50 317.00 309.30 310.60 -3.90 2,766 23,208 +429
Jul12 111109 318.40 320.10 312.00 313.70 -3.70 2,827 17,176 +375
Aug12 111109 318.70 318.70 313.50 314.20 -3.50 955 3,675 +330
Sep12 111109 318.00 318.00 313.90 313.90 -3.40 647 3,926 +57
Oct12 111109 316.80 317.00 310.60 310.60 -3.60 178 2,525 -112
Total Volume and Open Interest 65,038 194,349 +4,704
Soybean Oil(CBOT)
Dec11 111109 51.86 51.98 50.91 50.99 -0.86 46,803 105,612 -992
Jan12 111109 52.09 52.22 51.15 51.22 -0.88 16,297 71,903 -118
Mar12 111109 52.42 52.55 51.50 51.55 -0.87 12,861 47,502 +1,290
May12 111109 52.79 52.89 51.85 51.91 -0.87 5,278 32,385 +802
Jul12 111109 53.13 53.25 52.18 52.29 -0.81 1,615 22,471 +404
Aug12 111109 52.56 52.82 52.33 52.41 -0.81 18 3,223 +13
Sep12 111109 52.48 53.32 52.46 52.51 -0.81 105 3,477 -12
Oct12 111109 52.78 53.30 52.47 52.50 -0.80 91 3,626 -31
Total Volume and Open Interest 83,484 303,119 +1,282
Canola(WCE)
Nov11 111109 522.5 522.5 522.5 522.5 -0.8 10 10 +0
Jan12 111109 525.6 526.9 520.9 524.5 -0.8 7,195 107,100 -215
Mar12 111109 531.0 533.3 527.0 530.9 unch 2,773 25,231 +372
May12 111109 533.8 537.6 531.8 535.4 +0.2 894 14,165 +188
Jul12 111109 539.0 543.4 538.0 541.2 +0.3 936 5,534 +135
Total Volume and Open Interest 12,575 163,969 -77
Corn(CBOT)
Dec11 111109 660.25 666.00 646.75 656.00 -4.50 206,943 447,280 -6,967
Mar12 111109 670.50 676.25 656.00 665.00 -6.00 113,451 350,074 +24,906
May12 111109 677.25 683.25 664.00 671.75 -6.50 29,129 97,792 +6,834
Jul12 111109 681.00 686.50 667.75 674.00 -7.25 17,836 123,022 +792
Sep12 111109 636.00 639.75 620.75 623.50 -12.75 2,275 31,753 +831
Dec12 111109 613.00 618.25 594.00 596.50 -17.75 27,671 152,788 +5,614
Total Volume and Open Interest 397,938 1,250,158 +32,222
Wheat(CBOT)
Dec11 111109 656.50 657.75 633.00 643.00 -14.00 64,228 152,997 -11,305
Mar12 111109 679.50 680.00 657.25 662.25 -17.25 42,061 115,058 +1,073
May12 111109 699.50 699.50 677.50 681.50 -18.75 16,186 44,062 +5,368
Jul12 111109 714.25 714.25 689.00 695.00 -20.25 12,714 63,829 +437
Sep12 111109 736.75 739.00 714.00 716.50 -22.50 2,096 11,370 +1,028
Total Volume and Open Interest 142,259 427,456 -2,187
Wheat(KCBT)
Dec11 111109 736.00 736.50 712.00 713.00 -25.50 10,560 47,024 -3,646
Mar12 111109 746.25 746.25 722.75 723.00 -25.25 8,537 54,774 +1,565
May12 111109 751.00 754.75 731.75 731.75 -25.25 1,378 10,446 +632
Jul12 111109 760.50 763.25 739.50 739.50 -26.75 1,742 34,148 -169
Sep12 111109 776.75 777.00 753.00 754.00 -26.25 61 3,669 +0
Total Volume and Open Interest 22,483 154,410 -1,508
Wheat(MGE)
Dec11 111109 945.00 962.75 937.00 951.75 +5.50 889 9,461 -77
Mar12 111109 878.00 893.00 865.25 876.00 -4.50 1,215 17,352 +72
May12 111109 855.25 866.75 847.00 848.50 -8.50 349 5,453 +80
Jul12 111109 844.00 854.75 828.25 830.25 -20.00 315 5,970 +140
Sep12 111109 828.75 833.75 807.00 809.75 -26.25 141 3,033 +62
Total Volume and Open Interest 3,098 43,354 +379
Oats(CBOT)
Dec11 111109 328.00 330.75 320.75 324.25 -3.75 681 7,558 -84
Mar12 111109 335.50 336.00 324.25 330.00 -3.50 333 7,986 +230
May12 111109 332.50 340.00 332.00 336.25 -3.75 170 455 +126
Jul12 111109 342.00 346.00 342.00 342.00 -4.00 0 25 +0
Total Volume and Open Interest 1,184 16,145 +272
Rough Rice(CBOT)
Nov11 111109 15.70 15.71 15.28 15.28 -0.43 9 147 +32
Jan12 111109 15.93 16.02 15.45 15.51 -0.43 772 10,795 +97
Mar12 111109 16.20 16.23 15.77 15.81 -0.42 156 3,787 +76
May12 111109 16.05 16.20 16.05 16.08 -0.43 18 420 +6
Total Volume and Open Interest 955 15,765 +211
Live Cattle(CME)
Dec11 111109 122.830 123.500 122.150 122.600 -0.150 24,459 109,278 -5,292
Feb12 111109 124.900 125.635 124.400 124.450 -0.350 19,449 92,786 +3,763
Apr12 111109 128.435 128.950 128.100 128.400 +0.150 7,386 74,408 -7
Jun12 111109 126.730 127.200 126.050 126.730 unch 2,927 34,867 +698
Aug12 111109 126.535 126.900 125.730 126.480 -0.100 588 7,919 +76
Oct12 111109 128.900 129.300 128.350 129.050 -0.100 319 3,394 +238
Total Volume and Open Interest 55,184 324,577 -495
Feeder Cattle(CME)
Nov11 111109 141.550 142.200 141.250 141.550 unch 997 4,668 -186
Jan12 111109 145.535 146.000 145.000 145.350 -0.150 2,174 15,872 +11
Mar12 111109 146.700 147.000 145.950 146.575 +0.075 864 6,310 +96
Apr12 111109 147.935 148.200 147.350 147.700 unch 627 2,033 +10
May12 111109 147.935 148.880 147.650 148.250 +0.120 488 2,415 +116
Aug12 111109 148.880 149.650 148.500 149.325 +0.125 292 2,200 +98
Sep12 111109 148.950 150.000 148.950 149.985 +0.585 16 214 +3
Total Volume and Open Interest 5,460 33,731 +148
Lean Hogs(CME)
Dec11 111109 85.230 85.600 84.785 85.150 -0.080 27,886 74,446 -9,321
Feb12 111109 87.785 87.885 86.800 86.950 -0.380 17,795 71,934 +1,446
Apr12 111109 91.300 91.635 90.100 90.135 -1.265 8,670 54,187 +1,425
May12 111109 96.100 96.400 95.800 96.400 -1.000 38 1,941 -4
Jun12 111109 98.500 98.500 97.150 97.300 -1.335 4,477 33,200 +1,590
Jul12 111109 97.250 97.430 96.400 96.800 -1.200 610 8,500 +204
Aug12 111109 96.350 96.385 95.580 95.700 -1.230 2,119 10,063 +833
Oct12 111109 84.750 85.135 84.500 84.800 -0.800 269 4,685 +52
Total Volume and Open Interest 61,893 260,691 -3,776
Class III Milk(CME)
Nov11 111109 18.89 18.89 18.71 18.83 -0.04 170 5,335 -5
Dec11 111109 18.41 18.50 18.19 18.25 -0.16 392 5,950 +126
Jan12 111109 17.35 17.40 17.16 17.28 -0.05 342 3,166 +191
Feb12 111109 16.74 16.75 16.66 16.69 -0.01 82 2,523 +12
Mar12 111109 16.50 16.52 16.49 16.50 +0.01 70 2,203 +53
Total Volume and Open Interest 1,128 29,815 +416
Cocoa(ICE)
Dec11 111109 2676 2680 2549 2570 -93 16,946 41,735 -8,315
Mar12 111109 2695 2705 2586 2603 -86 12,152 80,522 +2,970
May12 111109 2711 2711 2599 2615 -84 1,741 27,326 +394
Jul12 111109 2706 2712 2619 2632 -84 122 11,886 +52
Sep12 111109 2650 2665 2640 2645 -82 195 11,926 +38
Dec12 111109 2680 2680 2647 2657 -80 113 11,836 +97
Mar13 111109 2730 2730 2660 2668 -78 9 3,168 +7
Total Volume and Open Interest 31,278 190,999 -4,757
Coffee "C"(ICE)
Dec11 111109 230.40 231.45 226.95 230.20 +0.60 14,673 45,081 -3,985
Mar12 111109 232.90 234.80 230.20 233.45 +0.60 8,239 40,075 +1,596
May12 111109 235.30 236.30 232.40 235.25 +0.50 1,894 17,400 -20
Jul12 111109 235.15 237.40 233.85 236.90 +0.70 258 4,366 -7
Sep12 111109 236.05 237.90 234.20 237.50 +0.70 67 5,206 -35
Dec12 111109 234.95 238.10 234.50 237.65 +0.70 62 2,664 -59
Total Volume and Open Interest 25,218 115,833 -2,495
Orange Juice(ICE)
Nov11 111109 190.00 197.95 190.00 190.90 -0.90 15 217 -13
Jan12 111109 172.50 173.50 170.10 171.10 -1.85 727 19,983 +81
Mar12 111109 168.50 168.50 165.25 166.15 -1.60 180 4,450 -135
May12 111109 166.50 166.50 165.35 165.35 -1.95 11 1,646 +6
Jul12 111109 166.10 166.10 166.10 166.10 -1.55 0 329 -13
Sep12 111109 165.50 165.50 165.50 165.50 -1.15 0 53 +0
Total Volume and Open Interest 933 26,692 -74
Sugar #11(ICE)
Mar12 111109 26.00 26.03 25.31 25.36 -0.55 25,050 226,768 -227
May12 111109 25.24 25.32 24.71 24.76 -0.47 10,585 80,370 +121
Jul12 111109 24.70 24.70 24.21 24.27 -0.41 7,281 74,966 +2,204
Oct12 111109 24.35 24.35 23.99 24.04 -0.36 1,418 44,478 +152
Mar13 111109 24.28 24.43 24.17 24.23 -0.32 645 30,260 -98
Total Volume and Open Interest 45,112 489,228 +2,232
London Cocoa(LCE)
Dec11 111109 1650 1661 1609 1613 -39 6,220 79,365 -949
Mar12 111109 1671 1683 1629 1633 -40 4,558 55,852 +436
May12 111109 1696 1698 1645 1649 -39 1,062 17,932 -136
Jul12 111109 1714 1714 1660 1664 -39 304 19,343 -63
Sep12 111109 1708 1708 1675 1677 -31 103 15,254 +34
Dec12 111109 1710 1710 1689 1692 -33 29 12,354 +28
Mar13 111109 1731 1731 1703 1705 -33 0 2,762 +0
Total Volume and Open Interest 12,276 203,769 -650
London Sugar(LCE)
Dec11 111109 685.90 686.50 676.70 677.50 -8.30 4,258 13,151 -1,060
Mar12 111109 662.00 662.30 650.60 652.90 -7.80 2,448 19,715 +15
May12 111109 648.20 648.20 637.40 638.10 -9.00 546 7,233 +40
Aug12 111109 633.40 634.30 628.80 629.50 -8.30 314 4,653 +181
Oct12 111109 624.80 628.50 623.90 624.70 -7.50 114 2,609 +70
Total Volume and Open Interest 7,723 49,194 -713
Cotton(ICE)
Dec11 111109 97.91 98.18 96.62 97.18 -0.44 14,010 69,008 -1,829
Mar12 111109 97.85 98.00 96.60 97.14 -0.49 9,687 61,887 +1,196
May12 111109 98.56 98.56 97.08 97.76 -0.55 1,980 13,052 +564
Jul12 111109 98.50 98.73 97.24 97.99 -0.59 1,201 14,130 +290
Oct12 111109 99.53 99.53 99.53 99.53 -0.88 17 62 +16
Dec12 111109 97.00 97.05 96.13 96.54 -0.94 216 6,075 +193
Total Volume and Open Interest 27,116 165,305 +432
Lumber(CME)
Nov11 111109 217.0 217.5 212.5 216.3 -1.7 174 731 -148
Jan12 111109 230.2 231.8 223.5 227.7 -3.6 286 6,659 +27
Mar12 111109 247.5 247.5 241.5 245.7 -3.0 22 1,881 -13
May12 111109 257.6 259.0 257.1 258.4 -4.6 5 196 +2
Total Volume and Open Interest 493 9,567 -129
Crude Oil(NYM)
Dec11 111109 96.81 97.84 94.54 95.74 -1.06 321,186 251,117 -17,967
Jan12 111109 96.66 97.70 94.46 95.64 -1.06 107,576 230,285 +12,119
Feb12 111109 96.90 97.48 94.40 95.54 -1.10 42,889 65,520 -1,679
Mar12 111109 96.67 97.40 94.41 95.45 -1.14 41,516 71,450 -74
Apr12 111109 95.95 96.96 94.26 95.34 -1.17 17,629 32,383 -785
May12 111109 95.40 96.70 94.52 95.21 -1.21 11,744 29,425 +1,461
Jun12 111109 96.50 96.75 94.04 95.04 -1.25 24,875 75,877 +150
Jul12 111109 95.10 96.02 94.23 94.87 -1.28 4,764 31,886 -25
Aug12 111109 94.98 95.84 93.90 94.68 -1.31 4,766 21,521 -790
Sep12 111109 93.95 95.63 93.95 94.50 -1.33 4,456 22,755 +1,242
Oct12 111109 94.17 95.36 94.17 94.33 -1.35 2,099 23,209 +195
Nov12 111109 95.26 95.27 94.12 94.20 -1.37 1,836 23,944 -360
Dec12 111109 95.59 95.66 93.19 94.06 -1.40 24,255 161,080 -2,148
Jan13 111109 93.80 93.80 93.80 93.80 -1.43 904 27,420 +582
Feb13 111109 93.52 93.52 93.52 93.52 -1.45 85 10,790 +27
Mar13 111109 93.28 93.28 93.28 93.28 -1.47 108 8,928 +59
Total Volume and Open Interest 625,462 1,339,904 -7,835
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111109 96.825 97.825 94.550 95.750 -1.050 12,257 2,940 -492
Jan12 111109 96.825 97.675 94.500 95.650 -1.050 510 462 +89
Feb12 111109 96.600 97.350 94.650 95.550 -1.100 33 141 +3
Mar12 111109 95.250 96.850 95.100 95.450 -1.150 4 133 +4
Apr12 111109 95.350 95.350 95.350 95.350 -1.150 0 24 +0
May12 111109 95.200 95.200 95.200 95.200 -1.225 0 7 +0
Jun12 111109 95.500 95.500 95.050 95.050 -1.250 0 11 +0
Jul12 111109 94.875 94.875 94.875 94.875 -1.275 0 4 +0
Aug12 111109 94.675 94.675 94.675 94.675 -1.325 0 1 +0
Total Volume and Open Interest 12,804 3,952 -396
Heating Oil(NYM)
Dec11 111109 312.01 315.09 307.70 309.86 -1.75 51,748 88,113 +1,002
Jan12 111109 312.70 315.12 308.00 309.93 -2.02 22,631 59,698 +2,844
Feb12 111109 312.95 314.01 307.25 308.91 -2.25 9,443 33,263 +659
Mar12 111109 311.53 312.19 305.97 307.28 -2.44 7,777 26,568 +544
Apr12 111109 305.88 307.96 303.28 304.23 -2.47 2,998 13,869 +192
May12 111109 303.46 305.24 299.75 301.17 -2.47 2,539 10,169 +773
Jun12 111109 303.71 303.86 297.74 299.39 -2.59 5,258 33,877 +820
Jul12 111109 303.41 303.42 298.06 299.09 -2.71 126 7,644 -71
Aug12 111109 298.64 301.96 298.31 299.12 -2.83 217 3,893 -259
Sep12 111109 299.47 301.84 298.50 299.42 -2.93 58 4,862 +23
Oct12 111109 299.30 302.97 299.30 300.10 -3.06 1 1,954 -19
Nov12 111109 300.79 300.79 300.79 300.79 -3.18 1 1,368 -11
Total Volume and Open Interest 103,904 302,921 +6,609
Gasoline(NYMEX)
Dec11 111109 272.10 273.20 262.75 264.42 -6.22 51,752 79,677 +280
Jan12 111109 271.51 272.27 262.23 263.80 -5.96 28,118 55,430 +6,871
Feb12 111109 272.38 272.38 262.44 264.06 -5.63 9,918 24,598 +1,112
Mar12 111109 272.53 272.53 263.57 265.08 -5.43 5,788 25,340 +329
Apr12 111109 286.72 286.84 278.76 279.31 -5.09 2,983 20,564 +403
May12 111109 282.20 283.36 278.85 279.04 -5.02 1,964 11,344 +135
Jun12 111109 284.35 284.83 275.72 277.38 -4.97 2,579 19,626 -30
Jul12 111109 274.92 275.26 274.92 275.26 -4.96 296 6,234 -130
Aug12 111109 272.77 272.98 272.77 272.98 -4.92 19 5,478 -656
Sep12 111109 270.98 270.98 270.58 270.58 -4.87 243 6,333 +100
Total Volume and Open Interest 103,970 273,200 +7,719
e-miNY RBOB Gasoline(NYM)
Dec11 111109 264.40 264.42 264.40 264.40 -6.20      
Jan12 111109 263.80 263.80 263.80 263.80 -6.00 0 1 +0
Feb12 111109 264.10 264.10 264.06 264.10 -5.60 0 1 +0
Mar12 111109 265.10 265.10 265.08 265.10 -5.40      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111109 3.760 3.763 3.648 3.652 -0.093 125,618 130,322 -932
Jan12 111109 3.856 3.863 3.746 3.749 -0.094 61,435 246,423 -4,392
Feb12 111109 3.863 3.875 3.764 3.767 -0.092 20,948 72,502 -1,362
Mar12 111109 3.834 3.847 3.735 3.740 -0.092 21,142 101,998 +254
Apr12 111109 3.842 3.845 3.735 3.741 -0.091 17,885 94,701 -668
May12 111109 3.877 3.877 3.774 3.778 -0.091 9,304 35,266 +327
Jun12 111109 3.922 3.922 3.814 3.818 -0.091 2,545 17,634 +536
Jul12 111109 3.966 3.966 3.854 3.863 -0.092 1,773 18,468 +185
Aug12 111109 3.990 3.990 3.889 3.891 -0.092 865 12,539 -416
Sep12 111109 3.990 3.990 3.890 3.893 -0.091 972 10,184 +144
Oct12 111109 4.017 4.027 3.925 3.930 -0.090 9,434 53,227 -1,428
Nov12 111109 4.156 4.156 4.068 4.072 -0.090 1,707 18,241 +47
Dec12 111109 4.441 4.441 4.336 4.341 -0.086 2,455 19,676 +113
Jan13 111109 4.535 4.537 4.457 4.463 -0.087 3,804 29,236 -151
Feb13 111109 4.495 4.495 4.450 4.451 -0.087 150 5,159 +16
Mar13 111109 4.444 4.444 4.403 4.403 -0.086 1,093 12,874 -317
Total Volume and Open Interest 282,227 953,588 -8,243
Brent Crude Oil(ICE)
Dec11 111109 115.42 115.75 111.78 112.31 -2.69 186,131 135,039 -8,844
Jan12 111109 114.27 114.52 110.87 111.36 -2.48 106,682 169,013 +1,840
Feb12 111109 113.51 113.77 110.23 110.76 -2.31 52,078 101,127 +3,530
Mar12 111109 112.86 113.14 109.70 110.22 -2.20 32,288 88,234 -3,450
Apr12 111109 112.63 112.70 109.29 109.80 -2.13 18,634 33,294 +828
May12 111109 111.97 112.35 108.94 109.46 -2.08 9,948 19,038 +2,074
Jun12 111109 111.67 111.99 108.59 109.11 -2.03 23,682 60,202 +1,832
Jul12 111109 110.95 110.95 108.50 108.74 -1.98 5,107 19,494 +2,101
Aug12 111109 109.62 110.39 108.33 108.33 -1.94 2,928 17,689 -203
Sep12 111109 107.85 107.85 107.85 107.85 -1.91 3,069 21,421 -57
Oct12 111109 107.40 107.40 107.40 107.40 -1.88 2,522 11,049 +647
Nov12 111109 106.96 106.96 106.96 106.96 -1.86 2,034 14,304 -126
Dec12 111109 108.81 109.22 105.99 106.49 -1.85 24,916 103,141 +25
Jan13 111109 106.09 106.09 106.09 106.09 -1.86 410 9,246 +187
Total Volume and Open Interest 487,018 956,599 +1,039
Gas Oil(ICE)
Nov11 111109 996.25 1000.50 977.50 998.75 +4.25 36,696 49,240 -13,932
Dec11 111109 980.25 984.50 962.25 982.75 +3.25 99,929 152,827 +10,245
Jan12 111109 973.25 977.25 955.50 976.00 +3.75 51,101 82,402 +6,225
Feb12 111109 969.00 970.75 949.75 970.25 +4.75 17,801 53,580 -407
Mar12 111109 962.25 965.50 944.75 964.50 +5.25 12,167 35,818 +2,031
Apr12 111109 957.50 960.50 940.50 959.75 +5.50 5,581 21,506 -455
May12 111109 953.75 956.25 936.50 955.50 +5.50 2,845 20,802 -187
Jun12 111109 952.50 954.50 934.75 953.75 +5.75 7,155 49,460 +333
Jul12 111109 950.00 955.00 935.75 954.25 +5.75 484 15,865 +103
Aug12 111109 946.25 955.50 936.00 954.75 +6.00 503 11,134 -248
Total Volume and Open Interest 240,034 591,701 +4,554
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111109 2.640 2.670 2.640 2.651 -0.023 171 1,253 -15
Jan12 111109 2.470 2.505 2.470 2.483 -0.012 112 1,892 +23
Feb12 111109 2.404 2.433 2.404 2.407 -0.017 126 1,252 -26
Mar12 111109 2.433 2.433 2.409 2.411 -0.017 73 1,055 +32
Apr12 111109 2.418 2.418 2.414 2.414 -0.019 18 684 +1
May12 111109 2.429 2.450 2.429 2.443 -0.013 6 656 +0
Jun12 111109 2.480 2.480 2.455 2.455 -0.021 64 556 -2
Total Volume and Open Interest 580 10,947 +23
WTI Crude Oil(ICE)
Dec11 111109 97.20 97.84 94.35 95.74 -1.06 79,936 95,827 -4,188
Jan12 111109 97.04 97.68 94.24 95.64 -1.06 23,320 52,828 +2,043
Feb12 111109 96.86 97.34 94.38 95.54 -1.10 13,572 32,882 -518
Mar12 111109 96.32 97.38 94.74 95.45 -1.14 10,525 18,925 +56
Apr12 111109 95.96 97.09 94.86 95.34 -1.17 4,824 9,411 +217
May12 111109 96.61 96.93 94.09 95.21 -1.21 4,135 9,028 +427
Jun12 111109 96.46 96.84 93.96 95.04 -1.25 8,602 40,300 -155
Jul12 111109 94.68 96.62 94.68 94.87 -1.28 1,386 7,633 +172
Aug12 111109 94.52 96.32 94.52 94.68 -1.31 1,154 4,737 +26
Sep12 111109 94.50 94.50 94.50 94.50 -1.33 976 8,272 +258
Oct12 111109 94.33 94.33 94.33 94.33 -1.35 642 2,427 +171
Nov12 111109 94.20 94.20 94.20 94.20 -1.37 383 3,144 +25
Dec12 111109 95.60 95.69 93.22 94.06 -1.40 7,627 56,350 +1,301
Jan13 111109 93.80 93.80 93.80 93.80 -1.43 10 2,201 +0
Feb13 111109 93.52 93.52 93.52 93.52 -1.45 0 603 +0
Mar13 111109 93.28 93.28 93.28 93.28 -1.47 0 1,476 +0
Total Volume and Open Interest 160,977 443,628 +683
US Dollar Index(ICE)
Dec11 111109 76.765 78.250 76.675 78.168 +1.418 20,689 59,732 -699
Mar12 111109 77.875 78.618 77.875 78.618 +1.473 23 590 +10
Jun12 111109 79.077 79.077 79.077 79.077 +1.472      
Total Volume and Open Interest 20,712 60,322 -689
Australian Dollar(CME)
Dec11 111109 103.39 103.53 100.94 101.02 -2.39 102,271 147,704 +595
Mar12 111109 102.11 102.40 100.02 100.05 -2.35 130 726 -3
Jun12 111109 99.28 101.58 99.28 99.28 -2.30 0 19 +0
Total Volume and Open Interest 102,401 148,582 +574
British Pound(CME)
Dec11 111109 160.81 161.14 158.99 159.13 -2.00 75,820 149,550 -2,664
Mar12 111109 160.76 160.97 158.88 158.99 -1.98 4 233 +1
Jun12 111109 158.81 160.77 158.81 158.81 -1.96 0 3 +0
Total Volume and Open Interest 75,824 149,791 -2,663
Canadian Dollar(CME)
Dec11 111109 98.98 99.12 97.52 97.70 -1.25 56,861 115,982 -3,592
Mar12 111109 98.84 98.90 97.40 97.54 -1.24 261 3,589 -128
Jun12 111109 98.30 98.65 97.42 97.42 -1.23 21 814 -48
Sep12 111109 97.50 98.54 97.36 97.36 -1.18 0 654 +0
Total Volume and Open Interest 57,143 121,167 -3,780
Japanese Yen(CME)
Dec11 111109 128.72 129.05 128.47 128.54 -0.24 45,770 136,959 -1,465
Mar12 111109 129.09 129.30 128.82 128.82 -0.21 90 945 +45
Jun12 111109 129.04 129.30 129.04 129.04 -0.26 0 22 +0
Total Volume and Open Interest 45,860 137,930 -1,420
Swiss Franc(CME)
Dec11 111109 111.80 112.15 109.81 109.96 -1.93 26,962 25,429 +955
Mar12 111109 111.47 112.13 110.20 110.20 -1.93 9 630 -4
Jun12 111109 110.50 112.43 110.50 110.50 -1.93 0 5 +0
Total Volume and Open Interest 26,971 26,068 +951
EuroFX(CME)
Dec11 111109 138.30 138.57 135.21 135.40 -3.00 267,747 228,828 -1,668
Mar12 111109 138.44 138.44 135.34 135.45 -2.96 306 3,923 +45
Jun12 111109 136.17 138.43 135.51 135.51 -2.92 13 878 +12
Total Volume and Open Interest 268,066 233,644 -1,611
Mexican Peso(CME)
Nov11 111109 731.5 748.2 731.5 731.5 -16.8      
Dec11 111109 746.8 747.2 727.8 729.8 -16.8 23,094 93,412 -4,293
Total Volume and Open Interest 27,596 98,325 +206
Brazilian Real(CME)
Dec11 111109 565.00 566.05 559.05 565.25 -5.65 384 5,002 +77
Jan12 111109 561.85 561.85 561.85 561.85 -5.65 0 10,149 +0
Feb12 111109 558.40 558.40 558.40 558.40 -5.65      
Mar12 111109 555.00 555.00 555.00 555.00 -5.65      
Total Volume and Open Interest 384 30,482 +77
30-Year T-Bonds(CBOT)
Dec11 111109 140~190 143~040 140~110 142~230 +1~310 308,690 623,535 +7,342
Mar12 111109 140~000 142~240 139~310 142~120 +2~020 1,862 6,016 +391
Jun12 111109 141~060 141~060 139~050 141~060 +2~010 1 4 +1
Total Volume and Open Interest 310,553 629,555 +7,734
10-Year T-Notes(CBOT)
Dec11 111109 129~305 131~000 129~285 130~260 +0~245 936,786 1,460,565 +6,745
Mar12 111109 129~070 130~085 129~070 130~020 +0~250 2,387 16,899 +1,660
Jun12 111109 129~020 129~020 128~090 129~020 +0~250      
Total Volume and Open Interest 939,173 1,477,464 +8,405
5-Year T-Notes(CBOT)
Dec11 111109 122~122 123~041 122~119 123~029 +0~031 404,645 1,241,789 +4,767
Mar12 111109 122~113 122~114 122~101 122~109 +0~035 1,445 9,878 -325
Jun12 111109 122~005 122~005 122~005 122~005 +0~035      
Total Volume and Open Interest 406,090 1,251,667 +4,442
2 Year T-Notes(CBOT)
Dec11 111109 110~024 110~029 110~023 110~028 +0~003 161,294 749,607 +8,168
Mar12 111109 110~026 110~032 110~026 110~032 +0~005 4,229 14,429 +1,107
Jun12 111109 109~124 109~124 109~119 109~124 +0~005      
Total Volume and Open Interest 165,523 764,036 +9,275
Eurodollars(CME)
Dec11 111109 99.465 99.470 99.425 99.425 -0.040 131,665 1,019,630 +548
Mar12 111109 99.400 99.405 99.325 99.335 -0.060 161,864 918,637 +4,677
Jun12 111109 99.395 99.400 99.320 99.330 -0.060 123,531 1,086,467 -6,645
Sep12 111109 99.390 99.400 99.320 99.330 -0.060 130,627 750,019 +11,755
Dec12 111109 99.390 99.395 99.325 99.335 -0.055 84,520 778,033 +920
Mar13 111109 99.390 99.395 99.335 99.345 -0.045 77,631 879,504 +2,495
Jun13 111109 99.360 99.360 99.310 99.320 -0.035 58,728 569,122 +705
Sep13 111109 99.295 99.310 99.255 99.270 -0.020 60,180 473,609 +1,759
Dec13 111109 99.180 99.210 99.145 99.165 -0.005 61,944 468,054 -1,602
Mar14 111109 99.050 99.095 99.015 99.040 unch 47,687 324,216 -785
Jun14 111109 98.870 98.940 98.850 98.875 +0.005 35,739 286,077 -1,792
Sep14 111109 98.690 98.770 98.670 98.700 +0.010 38,280 180,079 -1,836
Dec14 111109 98.500 98.590 98.490 98.510 +0.010 48,340 195,173 -2,062
Mar15 111109 98.305 98.415 98.305 98.335 +0.015 29,424 122,931 -2,380
Jun15 111109 6.390 6.485 6.375 6.410 +0.025 21,671 111,132 +1,494
Sep15 111109 6.180 6.295 6.180 6.230 +0.035 23,338 91,278 +232
Dec15 111109 5.965 6.100 5.965 6.040 +0.045 16,654 54,917 -427
Mar16 111109 5.790 5.935 5.790 5.885 +0.060 13,657 51,460 +125
Total Volume and Open Interest 1,186,835 8,592,479 +4,985
30 Day Federal Funds(CBOT)
Nov11 111109 99.918 99.918 99.915 99.918 unch 1,441 64,834 -124
Dec11 111109 99.920 99.920 99.915 99.920 unch 471 60,476 -126
Jan12 111109 99.910 99.915 99.910 99.910 unch 461 55,566 +119
Feb12 111109 99.905 99.910 99.900 99.900 unch 777 43,961 +332
Mar12 111109 99.895 99.900 99.895 99.895 unch 405 31,252 +111
Apr12 111109 99.890 99.895 99.890 99.890 unch 80 35,735 -14
Total Volume and Open Interest 8,913 586,102 -3,920
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111109 99.600 99.680 99.600 99.680 +0.010 0 282 +1
Mar12 111109 99.677 99.677 99.677 99.677 +0.010 0 300 +0
Jun12 111109 99.680 99.680 99.680 99.680 +0.010      
Sep12 111109 99.677 99.677 99.677 99.677 +0.010      
Dec12 111109 99.675 99.675 99.675 99.675 +0.010      
Mar13 111109 99.675 99.675 99.675 99.675 +0.010      
Jun13 111109 99.630 99.630 99.630 99.630 +0.010      
Sep13 111109 99.490 99.490 99.490 99.490 +0.010      
Dec13 111109 99.350 99.350 99.350 99.350 +0.010      
Mar14 111109 99.210 99.210 99.210 99.210 +0.010      
Total Volume and Open Interest 0 582 +1
3-Mth Euro-Yen(SGX)
Dec11 111109 99.67 99.68 99.67 99.68 +0.01 1 2,482 +1
Mar12 111109 99.68 99.68 99.68 99.68 +0.01 0 2,178 +0
Jun12 111109 99.68 99.68 99.68 99.68 +0.01 0 1,470 +0
Sep12 111109 99.68 99.68 99.68 99.68 +0.01 0 710 +0
Dec12 111109 99.68 99.68 99.68 99.68 +0.01 0 151 +0
Mar13 111109 99.68 99.68 99.68 99.68 +0.01 0 1 +0
Jun13 111109 99.63 99.63 99.63 99.63 +0.01      
Sep13 111109 99.49 99.49 99.49 99.49 +0.01      
Total Volume and Open Interest 1 6,994 +1
Japanese Gov't Bonds(SGX)
Dec11 111109 142.83 142.85 142.71 142.76 -0.05 1,473 20,575 +516
Mar12 111109 142.21 142.21 142.18 142.18 +0.04 0 6 +0
Jun12 111109 140.09 140.09 140.09 140.09 +0.04      
Total Volume and Open Interest 1,473 20,581 +516
Euro-Bund(EUREX)
Dec11 111109 137.19 139.32 137.08 138.81 +0.78 686,445 866,700 -4,930
Mar12 111109 137.85 139.62 137.85 139.08 +0.75 671 4,319 +372
Jun12 111109 138.61 138.61 138.61 138.61 +0.76 0 18 -1
Total Volume and Open Interest 687,116 871,037 -4,559
Euro-Bobl(EUREX)
Dec11 111109 123.27 124.03 123.24 123.80 +0.20 410,804 719,324 +15,317
Mar12 111109 123.77 124.40 123.77 124.18 +0.23 3,381 21,345 +244
Jun12 111109 123.95 123.95 123.95 123.95 +0.20      
Total Volume and Open Interest 414,185 740,669 +15,561
3-Mth Euribor(EUREX)
Dec11 111109 98.665 98.675 98.665 98.675 +0.010 4 1,926 +0
Mar12 111109 98.855 98.865 98.855 98.865 unch 0 2,175 +0
Jun12 111109 98.930 98.935 98.930 98.935 +0.010 50 1,035 +50
Total Volume and Open Interest 54 8,495 +50
Long Gilt(LIFFE)
Dec11 111109 129~29 131~24 129~28 131~04 +0~28 88,207 305,291 +1,142
Mar12 111109 113~23 115~03 113~22 114~27 +0~28 2,644 17,920 +145
Total Volume and Open Interest 90,851 323,211 +1,287
3-Mth Short Sterling(LIFFE)
Dec11 111109 98.90 98.90 98.85 98.87 -0.03 24,899 351,645 +1,156
Mar12 111109 98.79 98.81 98.72 98.76 -0.05 38,965 356,188 +4,450
Jun12 111109 98.75 98.78 98.69 98.73 -0.05 30,286 214,943 +4,555
Sep12 111109 98.74 98.77 98.68 98.71 -0.06 29,943 228,214 +4,958
Dec12 111109 98.70 98.74 98.65 98.68 -0.06 37,164 197,080 +3,793
Mar13 111109 98.70 98.73 98.65 98.68 -0.05 30,384 165,850 -2,116
Total Volume and Open Interest 247,461 1,976,274 +29,952
3-Mth Euribor(LIFFE)
Dec11 111109 98.660 98.720 98.645 98.675 +0.010 147,677 749,581 -2,294
Mar12 111109 98.830 98.910 98.830 98.865 unch 107,900 536,561 +2,599
Jun12 111109 98.885 98.975 98.880 98.935 +0.010 73,515 372,948 -6,820
Total Volume and Open Interest 611,905 3,533,557 +19,701
3-Mth Aus T-Bills(SFE)
Dec11 111109 95.55 95.58 95.50 95.54 -0.02 21,666 211,256 -6,100
Mar12 111109 96.12 96.13 96.02 96.09 -0.01 19,513 185,017 +511
Jun12 111109 96.30 96.32 96.20 96.31 +0.02 14,104 122,804 +1,912
Sep12 111109 96.30 96.32 96.20 96.31 +0.02 6,165 82,981 +1,318
Dec12 111109 96.20 96.22 96.14 96.22 +0.02 3,399 49,639 -847
Mar13 111109 96.06 96.15 96.04 96.14 +0.02 3,745 45,768 -706
Jun13 111109 96.02 96.07 95.98 96.07 +0.01 2,321 34,443 +1,209
Sep13 111109 95.96 96.00 95.90 96.00 +0.02 1,801 17,091 +801
Dec13 111109 95.78 95.88 95.78 95.88 +0.02 442 3,654 +3
Mar14 111109 95.69 95.77 95.69 95.77 +0.02 138 452 -4
Total Volume and Open Interest 73,294 753,180 -1,910
10-Year Aus T-Bonds(SFE)
Dec11 111109 95.76 95.78 95.67 95.75 -0.01 23,805 353,995 -24,927
Mar12 111109 95.75 95.75 95.75 95.75 -0.01      
Total Volume and Open Interest 23,805 353,995 -24,927
3-Year Aus T-Bonds(SFE)
Dec11 111109 96.43 96.46 96.34 96.42 -0.01 101,159 534,877 -12,817
Mar12 111109 96.42 96.42 96.42 96.42 -0.01      
Total Volume and Open Interest 101,159 534,877 -12,817
Gold(CMX)
Dec11 111109 1787.4 1801.1 1765.1 1791.6 -7.6 150,464 259,166 -2,935
Feb12 111109 1789.5 1803.1 1768.0 1794.1 -7.6 36,791 75,885 +9,512
Apr12 111109 1798.0 1803.9 1770.8 1796.1 -7.5 3,759 17,108 -185
Jun12 111109 1793.5 1801.1 1771.8 1797.9 -7.6 695 19,931 -179
Aug12 111109 1801.3 1801.3 1774.4 1799.6 -7.6 6 8,065 +2
Oct12 111109 1801.8 1805.6 1801.3 1801.6 -7.5 45 5,963 +26
Dec12 111109 1804.7 1811.6 1780.0 1803.6 -7.5 516 16,918 +132
Feb13 111109 1806.0 1806.0 1806.0 1806.0 -7.5 0 3,289 -104
Apr13 111109 1808.9 1808.9 1808.9 1808.9 -7.3 1 472 +1
Jun13 111109 1812.2 1812.2 1812.2 1812.2 -7.2 102 9,318 +97
Aug13 111109 1815.5 1815.5 1815.5 1815.5 -7.1 0 45 +0
Total Volume and Open Interest 193,409 459,884 +6,506
Silver(CMX)
Dec11 111109 3497.5 3525.5 3375.0 3436.1 -79.2 35,145 50,434 -2,114
Mar12 111109 3500.0 3527.0 3388.0 3442.4 -79.1 10,451 21,996 +2,481
May12 111109 3515.0 3515.0 3398.0 3445.9 -78.9 1,130 4,426 +145
Jul12 111109 3461.0 3461.5 3412.0 3449.0 -78.5 167 3,191 -18
Sep12 111109 3449.5 3451.3 3449.5 3451.3 -78.3 530 1,577 +76
Dec12 111109 3511.0 3511.0 3424.0 3453.8 -77.9 1,518 13,072 +421
Mar13 111109 3448.0 3448.0 3448.0 3448.0 -78.2 95 885 +88
Total Volume and Open Interest 49,841 110,047 +1,249
Platinum(NYMEX)
Jan12 111109 1660.6 1676.4 1625.1 1643.7 -29.4 6,455 35,035 +432
Apr12 111109 1670.0 1677.7 1629.9 1646.8 -29.4 88 3,427 +30
Jul12 111109 1659.5 1659.5 1645.5 1650.2 -29.4 1 94 +0
Oct12 111109 1653.7 1653.7 1653.7 1653.7 -29.4 0 49 +0
Total Volume and Open Interest 6,544 38,607 +452
Palladium(NYMEX)
Dec11 111109 668.80 679.00 646.00 654.85 -22.40 2,616 16,675 -149
Mar12 111109 20.94 21.09 649.15 1.34 -22.40 444 2,734 +383
Jun12 111109 651.00 2.49 651.00 2.49 -22.40 3 4 -1
Total Volume and Open Interest 3,063 19,413 +233
Copper(CMX)
Dec11 111109 354.25 360.00 338.80 344.10 -9.20 37,803 55,452 -4,541
Mar12 111109 357.00 361.90 340.95 346.20 -9.15 11,858 41,435 +3,267
May12 111109 361.60 361.60 345.70 347.35 -9.10 1,792 12,015 +770
Jul12 111109 353.40 353.55 344.80 348.25 -9.00 497 4,706 +239
Sep12 111109 353.85 353.85 345.00 348.60 -8.95 54 1,867 -26
Total Volume and Open Interest 52,360 126,326 -535
DJIA Index(CBOT)
Dec11 111109 12120 12120 11700 11732 -391 399 15,481 +87
Mar12 111109 12013 12053 11663 11663 -390 0 400 +0
Jun12 111109 11596 11986 11596 11596 -390 0 400 +0
Sep12 111109 11533 11923 11533 11533 -390      
Total Volume and Open Interest 399 16,281 +87
E-mini DJIA Index(CBOT)
Dec11 111109 12120 12128 11688 11732 -391 108,110 84,055 +20
Mar12 111109 12055 12055 11645 11663 -390 9 164 -2
Jun12 111109 11596 11596 11596 11596 -390 0 5 +0
Sep12 111109 11533 11533 11533 11533 -390 0 13 +0
Total Volume and Open Interest 108,119 84,237 +18
S & P 500(CME)
Dec11 111109 1273.80 1273.80 1223.50 1225.60 -47.60 7,653 281,506 -1,005
Mar12 111109 1219.60 1222.20 1218.20 1219.60 -47.60 93 12,275 +66
Jun12 111109 1214.50 1217.00 1213.00 1214.50 -47.50 35 1,427 +30
Sep12 111109 1208.50 1211.00 1207.00 1208.50 -47.50 0 2 +0
Total Volume and Open Interest 7,781 295,320 -909
S & P 500 E-Mini(Globex)
Dec11 111109 1273.25 1274.00 1222.75 1225.50 -47.75 1,982,159 2,841,443 +9,215
Mar12 111109 1267.00 1267.25 1217.00 1219.50 -47.75 945 15,979 +133
Total Volume and Open Interest 1,984,163 2,858,722 +10,356
NASDAQ 100(CME)
Dec11 111109 2394.50 2396.50 2302.00 2311.00 -83.50 1,228 30,450 -232
Mar12 111109 2306.50 2306.50 2305.00 2306.50 -83.50      
Jun12 111109 2303.50 2303.50 2302.00 2303.50 -83.50      
Total Volume and Open Interest 1,228 30,450 -232
NASDAQ 100 E-Mini(Globex)
Dec11 111109 2394.80 2397.50 2302.50 2311.00 -83.50 245,858 338,111 +2,745
Mar12 111109 2392.00 2392.00 2305.00 2306.50 -83.50 22 338 +2
Total Volume and Open Interest 245,881 338,462 +2,747
S & P Midcap 400(CME)
Dec11 111109 865.40 865.40 865.40 865.40 -40.70 183 5,474 -183
Mar12 111109 863.40 863.40 863.40 863.40 -40.70      
Jun12 111109 861.40 861.40 861.40 861.40 -40.70      
Total Volume and Open Interest 183 5,474 -183
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111109 8765 8770 8540 8600 -170 6,594 28,927 -112
Mar12 111109 8765 8765 8605 8605 -170 1 20 +1
Total Volume and Open Interest 6,595 28,947 -111
Nikkei 225(SGX)
Dec11 111109 8675 8765 8640 8745 +85 69,077 216,353 -9,534
Mar12 111109 8720 8735 8690 8735 +85 2,199 10,424 +2,098
Jun12 111109 8660 8660 8660 8660 +85 2 18 +0
Total Volume and Open Interest 71,804 236,152 -7,184
CAC 40(EURONEXT)
Nov11 111109 3186.0 3194.0 3020.5 3068.5 -69.5 90,245 242,516 -6,176
Dec11 111109 3189.5 3192.0 3021.0 3066.5 -69.0 2,285 36,550 +1,297
Jan12 111109 3061.0 3061.0 3061.0 3061.0 -72.0      
Total Volume and Open Interest 92,531 279,074 -4,879
Hang Seng Index(HKFE)
Nov11 111109 20044 20168 19908 19935 +138 74,721 84,440 -406
Dec11 111109 20060 20151 19900 19930 +142 1,186 11,014 +265
Total Volume and Open Interest 76,068 97,452 -31
DAX(EUREX)
Dec11 111109 6094.0 6102.0 5733.0 5838.5 -136.0 159,058 154,613 +1,005
Mar12 111109 6098.5 6098.5 5747.5 5849.0 -138.0 201 7,776 -41
Jun12 111109 6117.0 6117.0 5775.0 5866.5 -140.0 45 1,109 +9
Total Volume and Open Interest 159,304 163,498 +973
FT-SE 100(EURONEXT)
Dec11 111109 5618.50 5632.50 5360.50 5451.00 -113.00 113,556 627,995 +8,564
Mar12 111109 5427.50 5427.50 5395.00 5416.50 -112.00 23 1,890 +6
Jun12 111109 5372.00 5384.00 5372.00 5379.50 -116.00 0 430 +0
Total Volume and Open Interest 113,579 630,315 +8,570
SPI 200(SFE)
Dec11 111109 4273.0 4369.0 4267.0 4337.0 +55.0 26,374 191,322 -19,067
Mar12 111109 4331.0 4350.0 4320.0 4320.0 +57.0 1 2,539 -84
Jun12 111109 4332.0 4332.0 4332.0 4332.0 +57.0 48 1,327 +46
Total Volume and Open Interest 26,511 198,231 -19,422
GSCI(CME)
Nov11 111109 657.75 665.50 654.00 657.00 -8.00 1,518 6,593 -1,283
Dec11 111109 660.20 666.50 655.25 657.60 -8.50 1,344 1,395 +1,316
Jan12 111109 657.00 666.75 654.25 657.00 -8.00      
Total Volume and Open Interest 2,862 7,988 +33
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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The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

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