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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu November 10, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov11 111110 1175.00 1180.00 1158.00 1158.00 -17.75 5,536 2,759 -667
Jan12 111110 1184.50 1191.25 1167.00 1167.50 -18.00 68,906 238,854 -3,206
Mar12 111110 1195.25 1201.00 1177.00 1177.25 -18.25 10,845 83,341 -529
May12 111110 1205.00 1210.75 1186.50 1187.00 -18.25 7,621 73,959 +797
Jul12 111110 1213.25 1219.75 1195.75 1196.50 -18.00 6,430 54,245 +319
Aug12 111110 1212.00 1213.25 1195.00 1195.00 -18.25 18 611 +5
Sep12 111110 1197.50 1207.00 1188.00 1188.00 -19.00 5 440 +1
Total Volume and Open Interest 104,495 515,823 -3,132
Soybean Meal(CBOT)
Dec11 111110 303.10 304.30 297.70 297.90 -5.20 36,021 72,354 -2,831
Jan12 111110 305.20 306.50 300.00 300.10 -5.20 17,953 31,456 +3,230
Mar12 111110 308.00 309.00 302.90 302.90 -5.20 7,814 27,941 +1,802
May12 111110 310.80 311.70 305.60 305.60 -5.00 4,107 23,418 +210
Jul12 111110 313.50 314.80 309.00 309.10 -4.60 3,714 17,434 +258
Aug12 111110 314.00 314.70 309.80 309.80 -4.40 218 3,666 -9
Sep12 111110 315.00 315.00 309.60 309.60 -4.30 186 3,961 +35
Oct12 111110 312.30 312.30 306.30 306.30 -4.30 75 2,549 +24
Total Volume and Open Interest 71,736 196,865 +2,516
Soybean Oil(CBOT)
Dec11 111110 50.94 51.37 50.23 50.52 -0.47 61,265 100,074 -5,538
Jan12 111110 51.22 51.59 50.46 50.74 -0.48 29,497 71,618 -285
Mar12 111110 51.53 51.90 50.78 51.07 -0.48 15,815 49,254 +1,752
May12 111110 51.90 52.26 51.14 51.43 -0.48 8,925 32,487 +102
Jul12 111110 52.19 52.60 51.45 51.77 -0.52 3,520 22,896 +425
Aug12 111110 52.35 52.35 51.65 51.89 -0.52 114 3,254 +31
Sep12 111110 51.97 52.45 51.85 51.99 -0.52 314 3,457 -20
Oct12 111110 52.22 52.40 51.80 51.99 -0.51 264 3,576 -50
Total Volume and Open Interest 121,933 300,047 -3,072
Canola(WCE)
Nov11 111110 513.5 513.5 513.5 513.5 -9.0      
Jan12 111110 524.5 528.6 511.5 515.5 -9.0 5,703 106,777 -323
Mar12 111110 532.4 534.4 518.2 522.2 -8.7 1,999 25,463 +232
May12 111110 535.8 537.5 522.2 526.4 -9.0 455 14,256 +91
Jul12 111110 541.3 542.1 528.7 532.5 -8.7 1,261 5,859 +325
Total Volume and Open Interest 10,532 164,708 +739
Corn(CBOT)
Dec11 111110 654.50 662.00 645.00 645.50 -10.50 229,364 433,917 -13,363
Mar12 111110 663.50 671.00 654.00 654.75 -10.25 130,049 364,930 +14,856
May12 111110 671.00 677.75 660.50 661.75 -10.00 35,587 104,797 +7,005
Jul12 111110 673.00 679.50 663.00 663.50 -10.50 22,470 125,938 +2,916
Sep12 111110 621.00 626.25 608.50 608.50 -15.00 1,368 31,582 -171
Dec12 111110 595.50 599.50 581.25 582.50 -14.00 28,975 158,671 +5,883
Total Volume and Open Interest 449,317 1,267,573 +17,415
Wheat(CBOT)
Dec11 111110 642.00 648.75 618.75 620.00 -23.00 78,959 143,298 -9,699
Mar12 111110 662.50 668.25 646.00 647.00 -15.25 47,880 118,019 +2,961
May12 111110 679.75 684.00 665.25 666.75 -14.75 15,292 47,864 +3,802
Jul12 111110 694.50 698.75 678.00 680.25 -14.75 14,700 64,633 +804
Sep12 111110 713.75 717.25 700.75 702.75 -13.75 1,696 11,597 +227
Total Volume and Open Interest 166,293 426,394 -1,062
Wheat(KCBT)
Dec11 111110 712.75 717.50 694.00 697.00 -16.00 16,013 44,942 -2,082
Mar12 111110 724.00 728.00 708.00 711.00 -12.00 11,044 57,100 +2,326
May12 111110 732.50 737.00 716.75 720.50 -11.25 1,888 10,825 +379
Jul12 111110 739.50 744.50 725.25 729.25 -10.25 3,920 34,162 +14
Sep12 111110 754.00 756.75 738.00 741.50 -12.50 236 3,679 +10
Total Volume and Open Interest 33,520 155,152 +742
Wheat(MGE)
Dec11 111110 955.00 959.50 945.00 945.50 -6.25 850 9,309 -152
Mar12 111110 875.25 880.50 870.00 871.25 -4.75 3,550 18,403 +1,051
May12 111110 846.00 853.25 843.50 845.00 -3.50 1,580 6,094 +641
Jul12 111110 830.50 835.00 826.00 827.00 -3.25 4,079 7,964 +1,994
Sep12 111110 810.00 810.75 803.25 804.25 -5.50 732 3,247 +214
Total Volume and Open Interest 12,201 47,856 +4,502
Oats(CBOT)
Dec11 111110 323.00 326.00 320.00 321.75 -2.50 1,983 7,268 -290
Mar12 111110 328.00 331.00 325.50 327.50 -2.50 1,301 8,963 +977
May12 111110 335.25 336.25 333.75 333.75 -2.50 763 1,082 +627
Jul12 111110 339.50 342.00 339.50 339.50 -2.50 0 25 +0
Total Volume and Open Interest 4,047 17,459 +1,314
Rough Rice(CBOT)
Nov11 111110 15.03 15.28 15.03 15.03 -0.25 99 185 +38
Jan12 111110 15.48 15.52 15.16 15.27 -0.24 1,374 11,047 +252
Mar12 111110 15.74 15.78 15.48 15.56 -0.25 935 3,872 +85
May12 111110 15.99 16.08 15.82 15.85 -0.24 409 765 +345
Total Volume and Open Interest 2,900 16,487 +722
Live Cattle(CME)
Dec11 111110 122.730 123.680 121.600 121.600 -1.000 24,819 102,042 -7,236
Feb12 111110 124.850 125.680 123.500 123.650 -0.800 19,724 96,364 +3,578
Apr12 111110 128.500 129.250 127.385 127.450 -0.950 8,419 76,844 +2,436
Jun12 111110 126.750 127.330 125.785 126.000 -0.730 3,491 35,890 +1,023
Aug12 111110 126.600 127.150 125.700 126.080 -0.400 726 7,890 -29
Oct12 111110 129.200 129.575 128.200 128.300 -0.750 637 3,827 +433
Total Volume and Open Interest 57,851 324,810 +233
Feeder Cattle(CME)
Nov11 111110 142.075 143.500 141.900 142.075 +0.525 1,085 4,337 -331
Jan12 111110 145.435 147.450 145.300 145.685 +0.335 2,246 16,013 +141
Mar12 111110 146.500 148.380 146.485 146.500 -0.075 1,052 6,194 -116
Apr12 111110 148.050 149.500 147.735 147.735 +0.035 437 2,103 +70
May12 111110 148.450 150.050 148.285 148.380 +0.130 348 2,530 +115
Aug12 111110 149.435 150.800 149.325 149.600 +0.275 195 2,320 +120
Sep12 111110 150.000 151.000 149.850 150.185 +0.200 10 220 +6
Total Volume and Open Interest 5,375 33,736 +5
Lean Hogs(CME)
Dec11 111110 85.150 87.100 85.050 85.750 +0.600 24,263 64,871 -9,575
Feb12 111110 87.050 88.450 87.050 87.285 +0.335 19,072 72,905 +971
Apr12 111110 90.285 91.180 89.500 89.680 -0.455 7,787 53,915 -272
May12 111110 95.700 96.300 94.980 95.600 -0.800 23 1,937 -4
Jun12 111110 97.400 98.180 96.535 97.050 -0.250 4,116 32,782 -418
Jul12 111110 96.750 97.200 95.730 96.385 -0.415 308 8,505 +5
Aug12 111110 95.750 96.250 94.900 95.400 -0.300 2,444 10,834 +771
Oct12 111110 85.150 85.635 84.150 84.800 unch 225 4,726 +41
Total Volume and Open Interest 58,295 252,230 -8,461
Class III Milk(CME)
Nov11 111110 18.82 18.95 18.82 18.94 +0.11 237 5,361 +26
Dec11 111110 18.22 18.41 18.20 18.36 +0.11 201 6,049 +99
Jan12 111110 17.18 17.35 17.18 17.29 +0.01 141 3,225 +59
Feb12 111110 16.66 16.77 16.66 16.72 +0.03 41 2,531 +8
Mar12 111110 16.50 16.52 16.50 16.52 +0.02 43 2,218 +15
Total Volume and Open Interest 848 30,095 +280
Cocoa(ICE)
Dec11 111110 2571 2585 2500 2504 -66 19,708 31,134 -10,601
Mar12 111110 2598 2618 2548 2559 -44 20,709 82,816 +2,294
May12 111110 2620 2624 2562 2570 -45 2,153 27,441 +115
Jul12 111110 2639 2639 2577 2586 -46 1,135 12,348 +462
Sep12 111110 2651 2652 2596 2598 -47 223 11,930 +4
Dec12 111110 2660 2660 2609 2612 -45 304 12,111 +275
Mar13 111110 2650 2650 2615 2625 -43 74 3,233 +65
Total Volume and Open Interest 44,306 183,613 -7,386
Coffee "C"(ICE)
Dec11 111110 229.05 232.80 227.75 230.00 -0.20 14,322 41,205 -3,876
Mar12 111110 232.90 236.00 231.35 233.40 -0.05 8,444 42,273 +2,198
May12 111110 234.70 237.60 234.00 235.25 unch 2,551 17,914 +514
Jul12 111110 235.80 239.00 235.80 237.00 +0.10 396 4,489 +123
Sep12 111110 237.15 237.95 237.00 237.75 +0.25 97 5,233 +27
Dec12 111110 237.80 238.10 237.50 238.10 +0.45 62 2,704 +40
Total Volume and Open Interest 25,924 114,896 -937
Orange Juice(ICE)
Nov11 111109 190.00 197.95 190.00 190.90 -0.90 15 217 -13
Jan12 111110 171.00 171.55 168.80 171.05 -0.05 645 20,009 +26
Mar12 111110 166.15 166.50 164.10 166.20 +0.05 165 4,466 +16
May12 111110 165.50 165.50 164.45 165.40 +0.05 17 1,652 +6
Jul12 111110 166.15 166.15 166.15 166.15 +0.05 0 329 +0
Sep12 111110 165.55 165.55 165.55 165.55 +0.05 0 53 +0
Total Volume and Open Interest 936 26,633 -59
Sugar #11(ICE)
Mar12 111110 25.30 25.70 25.23 25.39 +0.03 42,978 228,120 +1,352
May12 111110 24.99 25.00 24.66 24.77 +0.01 14,843 78,686 -1,684
Jul12 111110 24.19 24.44 24.12 24.28 +0.01 10,063 77,411 +2,445
Oct12 111110 23.90 24.21 23.87 24.08 +0.04 2,102 44,815 +337
Mar13 111110 24.08 24.43 24.08 24.31 +0.08 600 30,540 +280
Total Volume and Open Interest 71,787 492,323 +3,095
London Cocoa(LCE)
Dec11 111110 1614 1624 1580 1583 -30 7,258 77,606 -1,759
Mar12 111110 1629 1643 1603 1605 -28 6,132 56,404 +552
May12 111110 1651 1656 1618 1620 -29 1,192 18,198 +266
Jul12 111110 1665 1671 1636 1637 -27 300 19,490 +147
Sep12 111110 1680 1686 1650 1651 -26 549 15,098 -156
Dec12 111110 1699 1699 1666 1666 -26 593 12,458 +104
Mar13 111110 1710 1710 1678 1679 -26 200 2,962 +200
Total Volume and Open Interest 16,224 203,123 -646
London Sugar(LCE)
Mar12 111110 650.30 657.90 648.60 656.00 +3.10 2,696 20,067 +352
May12 111110 637.70 643.00 634.60 641.20 +3.10 601 7,256 +23
Aug12 111110 630.00 634.10 626.10 632.70 +3.20 373 4,905 +252
Oct12 111110 623.20 630.00 621.80 628.20 +3.50 57 2,655 +46
Dec12 111110 625.20 631.30 625.20 631.30 +3.80 32 970 +31
Total Volume and Open Interest 8,147 49,300 +106
Cotton(ICE)
Dec11 111110 97.18 100.78 96.81 99.50 +2.32 16,226 64,441 -4,567
Mar12 111110 97.20 100.32 96.71 98.88 +1.74 11,976 65,770 +3,883
May12 111110 97.90 100.21 97.10 99.06 +1.30 1,419 13,646 +594
Jul12 111110 97.30 100.33 97.30 98.83 +0.84 855 14,303 +173
Oct12 111110 99.91 99.91 99.91 99.91 +0.38 20 82 +20
Dec12 111110 96.75 97.99 96.00 96.64 +0.10 244 6,256 +181
Total Volume and Open Interest 30,741 165,589 +284
Lumber(CME)
Nov11 111110 215.0 216.0 212.1 212.5 -3.8 103 652 -79
Jan12 111110 226.0 226.0 221.8 221.9 -5.8 194 6,749 +90
Mar12 111110 243.5 243.8 239.8 239.9 -5.8 22 1,884 +3
May12 111110 252.7 252.7 252.0 252.0 -6.4 7 200 +4
Total Volume and Open Interest 329 9,588 +21
Crude Oil(NYM)
Dec11 111110 95.75 98.35 95.20 97.78 +2.04 313,566 239,324 -11,793
Jan12 111110 95.77 98.22 95.10 97.68 +2.04 119,878 243,408 +13,123
Feb12 111110 95.46 98.01 95.08 97.56 +2.02 46,572 73,578 +8,058
Mar12 111110 95.27 97.81 95.00 97.45 +2.00 31,203 72,863 +1,413
Apr12 111110 95.15 97.70 95.11 97.32 +1.98 15,179 33,071 +688
May12 111110 95.02 97.47 94.89 97.18 +1.97 14,775 30,328 +903
Jun12 111110 94.95 97.24 94.95 97.00 +1.96 31,344 76,351 +474
Jul12 111110 94.38 96.93 94.38 96.81 +1.94 7,455 32,188 +302
Aug12 111110 96.58 96.72 96.58 96.60 +1.92 6,400 20,939 -582
Sep12 111110 95.51 96.39 95.51 96.39 +1.89 6,057 22,947 +192
Oct12 111110 94.15 96.20 94.15 96.20 +1.87 3,414 24,281 +1,072
Nov12 111110 95.35 96.13 95.35 96.05 +1.85 2,876 24,570 +626
Dec12 111110 93.70 96.25 93.52 95.90 +1.84 28,812 160,075 -1,005
Jan13 111110 95.62 95.62 95.62 95.62 +1.82 1,812 28,110 +690
Feb13 111110 94.90 95.32 94.90 95.32 +1.80 692 11,109 +319
Mar13 111110 95.07 95.07 95.07 95.07 +1.79 832 9,276 +348
Total Volume and Open Interest 651,879 1,366,205 +26,301
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111110 95.725 98.375 95.175 97.775 +2.025 10,365 2,907 -33
Jan12 111110 95.600 98.200 95.200 97.675 +2.025 311 482 +20
Feb12 111110 95.350 97.825 95.350 97.550 +2.000 38 140 -1
Mar12 111110 96.950 97.550 96.950 97.450 +2.000 4 136 +3
Apr12 111110 97.325 97.325 97.325 97.325 +1.975 1 24 +0
May12 111110 97.175 97.175 97.175 97.175 +1.975 1 7 +0
Jun12 111110 96.100 97.000 96.100 97.000 +1.950 2 13 +2
Jul12 111110 96.800 96.800 96.800 96.800 +1.925 0 4 +0
Aug12 111110 96.600 96.600 96.600 96.600 +1.925 0 1 +0
Total Volume and Open Interest 10,722 3,943 -9
Heating Oil(NYM)
Dec11 111110 309.89 317.40 308.29 315.11 +5.25 75,791 85,340 -2,773
Jan12 111110 310.97 316.81 308.24 314.63 +4.70 43,648 61,879 +2,181
Feb12 111110 309.57 315.02 307.15 313.01 +4.10 25,594 30,793 -2,470
Mar12 111110 307.70 312.82 305.38 310.94 +3.66 20,211 26,145 -423
Apr12 111110 304.23 309.00 303.80 307.67 +3.44 8,693 14,472 +603
May12 111110 301.72 305.69 299.54 304.30 +3.13 5,448 10,958 +789
Jun12 111110 300.60 303.65 298.10 302.15 +2.76 14,211 33,032 -845
Jul12 111110 300.96 302.16 299.15 301.60 +2.51 1,566 7,880 +236
Aug12 111110 302.70 302.70 300.60 301.45 +2.33 590 3,941 +48
Sep12 111110 300.89 302.22 300.32 301.50 +2.08 273 4,857 -5
Oct12 111110 303.79 303.79 300.87 302.05 +1.95 52 1,976 +22
Nov12 111110 302.77 302.77 302.77 302.77 +1.98 38 1,376 +8
Total Volume and Open Interest 198,655 301,161 -1,760
Gasoline(NYMEX)
Dec11 111110 264.42 267.00 260.06 263.68 -0.74 52,522 77,199 -2,478
Jan12 111110 263.80 266.49 260.03 263.56 -0.24 35,212 60,647 +5,217
Feb12 111110 264.08 266.74 260.93 264.43 +0.37 17,672 25,962 +1,364
Mar12 111110 264.98 267.96 262.31 265.97 +0.89 14,314 26,163 +823
Apr12 111110 279.68 281.69 276.74 280.44 +1.13 9,557 23,348 +2,784
May12 111110 277.53 281.32 277.53 280.26 +1.22 6,183 12,356 +1,012
Jun12 111110 277.46 279.95 274.80 278.59 +1.21 7,163 20,724 +1,098
Jul12 111110 276.47 276.47 276.47 276.47 +1.21 601 6,268 +34
Aug12 111110 273.95 275.45 273.95 274.23 +1.25 454 5,442 -36
Sep12 111110 271.63 273.34 271.12 271.87 +1.29 437 6,487 +154
Total Volume and Open Interest 145,409 283,486 +10,286
e-miNY RBOB Gasoline(NYM)
Dec11 111110 263.70 263.70 263.68 263.70 -0.70      
Jan12 111110 263.60 263.60 263.56 263.60 -0.20 0 1 +0
Feb12 111110 264.40 264.43 264.40 264.40 +0.30 0 1 +0
Mar12 111110 266.00 266.00 265.97 266.00 +0.90      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111110 3.658 3.708 3.612 3.649 -0.003 95,146 129,497 -825
Jan12 111110 3.759 3.800 3.710 3.747 -0.002 50,826 251,679 +5,256
Feb12 111110 3.780 3.813 3.728 3.764 -0.003 19,700 76,394 +3,892
Mar12 111110 3.741 3.787 3.699 3.736 -0.004 17,209 102,213 +215
Apr12 111110 3.736 3.780 3.700 3.740 -0.001 20,107 96,028 +1,327
May12 111110 3.814 3.815 3.740 3.778 unch 10,011 35,586 +320
Jun12 111110 3.816 3.855 3.780 3.818 unch 3,347 18,578 +944
Jul12 111110 3.900 3.902 3.824 3.863 unch 1,481 18,964 +496
Aug12 111110 3.912 3.924 3.860 3.890 -0.001 787 12,964 +425
Sep12 111110 3.894 3.931 3.854 3.891 -0.002 1,168 10,279 +95
Oct12 111110 3.963 3.970 3.890 3.926 -0.004 11,014 55,631 +2,404
Nov12 111110 4.088 4.107 4.027 4.058 -0.014 1,115 18,582 +341
Dec12 111110 4.306 4.366 4.230 4.322 -0.019 1,183 19,600 -76
Jan13 111110 4.451 4.492 4.415 4.437 -0.026 2,456 30,471 +1,235
Feb13 111110 4.460 4.466 4.405 4.426 -0.025 47 5,196 +37
Mar13 111110 4.415 4.417 4.363 4.378 -0.025 885 13,340 +466
Total Volume and Open Interest 238,725 971,799 +18,211
Brent Crude Oil(ICE)
Dec11 111110 112.33 114.13 111.30 113.71 +1.40 224,851 137,173 +2,134
Jan12 111110 111.40 112.97 110.30 112.53 +1.17 171,243 169,885 +872
Feb12 111110 110.79 112.19 109.68 111.81 +1.05 82,094 107,258 +6,131
Mar12 111110 110.25 111.60 109.12 111.18 +0.96 49,063 90,322 +2,088
Apr12 111110 109.83 111.13 108.73 110.68 +0.88 22,138 32,781 -513
May12 111110 109.30 110.78 108.39 110.27 +0.81 14,716 18,694 -344
Jun12 111110 108.96 110.49 108.04 109.86 +0.75 36,262 60,952 +750
Jul12 111110 108.71 110.04 108.17 109.44 +0.70 6,760 20,432 +938
Aug12 111110 108.79 109.64 107.80 108.99 +0.66 5,421 18,468 +779
Sep12 111110 108.48 108.48 108.48 108.48 +0.63 6,696 24,229 +2,808
Oct12 111110 107.35 107.99 107.35 107.99 +0.59 4,078 12,454 +1,405
Nov12 111110 107.52 107.52 107.52 107.52 +0.56 2,849 14,796 +492
Dec12 111110 106.30 107.91 105.53 107.02 +0.53 33,158 102,953 -188
Jan13 111110 106.59 106.59 106.59 106.59 +0.50 630 9,253 +7
Total Volume and Open Interest 676,823 975,810 +19,211
Gas Oil(ICE)
Nov11 111110 987.00 998.75 981.50 998.75 unch 57,001 35,317 -13,923
Dec11 111110 972.00 989.75 962.50 978.50 -4.25 142,188 154,361 +1,534
Jan12 111110 963.75 979.50 954.50 969.25 -6.75 86,012 84,597 +2,195
Feb12 111110 956.50 971.50 947.50 962.00 -8.25 37,955 53,750 +170
Mar12 111110 950.50 964.75 941.75 955.50 -9.00 26,955 38,503 +2,685
Apr12 111110 946.50 958.50 939.75 950.00 -9.75 14,159 21,804 +298
May12 111110 939.50 951.50 935.75 945.50 -10.00 8,070 21,738 +936
Jun12 111110 938.00 952.25 934.25 943.50 -10.25 19,884 50,418 +958
Jul12 111110 943.50 952.50 938.50 944.00 -10.25 2,933 16,201 +336
Aug12 111110 943.75 952.75 939.50 944.25 -10.50 1,309 11,528 +394
Total Volume and Open Interest 406,642 589,408 -2,293
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111110 2.660 2.660 2.631 2.637 -0.014 51 1,263 +10
Jan12 111110 2.480 2.485 2.456 2.465 -0.018 101 1,858 -34
Feb12 111110 2.410 2.410 2.382 2.386 -0.021 55 1,240 -12
Mar12 111110 2.385 2.385 2.385 2.385 -0.026 29 1,048 -7
Apr12 111110 2.419 2.419 2.395 2.395 -0.019 1 684 +0
May12 111110 2.419 2.419 2.419 2.419 -0.024 0 656 +0
Jun12 111110 2.430 2.431 2.430 2.431 -0.024 27 541 -15
Total Volume and Open Interest 273 10,894 -53
WTI Crude Oil(ICE)
Dec11 111110 95.64 98.35 95.19 97.78 +2.04 69,354 91,844 -3,983
Jan12 111110 95.49 98.20 95.15 97.68 +2.04 23,680 53,902 +1,074
Feb12 111110 95.36 97.86 95.07 97.56 +2.02 16,118 32,939 +57
Mar12 111110 96.00 97.63 96.00 97.45 +2.00 11,097 19,637 +712
Apr12 111110 95.91 97.43 95.91 97.32 +1.98 4,648 9,343 -68
May12 111110 95.47 97.40 95.47 97.18 +1.97 4,788 8,843 -185
Jun12 111110 95.61 97.20 95.61 97.00 +1.96 8,823 40,449 +149
Jul12 111110 96.24 96.81 96.24 96.81 +1.94 1,959 7,426 -207
Aug12 111110 94.88 96.60 94.88 96.60 +1.92 1,536 4,359 -378
Sep12 111110 96.39 96.39 96.39 96.39 +1.89 1,221 8,410 +138
Oct12 111110 96.20 96.20 96.20 96.20 +1.87 905 2,525 +98
Nov12 111110 96.05 96.05 96.05 96.05 +1.85 719 3,192 +48
Dec12 111110 93.99 96.23 93.48 95.90 +1.84 7,334 56,065 -285
Jan13 111110 95.62 95.62 95.62 95.62 +1.82 0 2,201 +0
Feb13 111110 95.32 95.32 95.32 95.32 +1.80 0 603 +0
Mar13 111110 95.07 95.07 95.07 95.07 +1.79 0 1,476 +0
Total Volume and Open Interest 155,455 441,791 -1,837
US Dollar Index(ICE)
Dec11 111110 78.215 78.420 77.625 77.973 -0.195 19,053 59,268 -464
Mar12 111110 78.620 78.800 78.150 78.452 -0.165 34 593 +3
Jun12 111110 78.912 78.912 78.912 78.912 -0.165      
Total Volume and Open Interest 19,087 59,861 -461
Australian Dollar(CME)
Dec11 111110 100.80 101.64 100.08 100.85 -0.17 93,997 146,844 -860
Mar12 111110 100.00 100.43 99.88 99.89 -0.16 73 697 -29
Jun12 111110 99.15 99.28 99.15 99.15 -0.13 12 19 +0
Total Volume and Open Interest 94,097 147,684 -898
British Pound(CME)
Dec11 111110 159.06 159.80 158.63 159.00 -0.13 70,664 147,734 -1,816
Mar12 111110 159.11 159.48 158.85 158.86 -0.13 30 236 +3
Jun12 111110 158.69 158.81 158.69 158.69 -0.12 0 3 +0
Total Volume and Open Interest 70,694 147,978 -1,813
Canadian Dollar(CME)
Dec11 111110 97.58 98.31 97.33 98.03 +0.33 63,643 116,846 +864
Mar12 111110 97.50 98.10 97.20 97.87 +0.33 76 3,611 +22
Jun12 111110 97.90 97.90 97.42 97.76 +0.34 25 825 +11
Sep12 111110 97.90 97.90 97.36 97.67 +0.31 5 659 +5
Total Volume and Open Interest 63,749 122,069 +902
Japanese Yen(CME)
Dec11 111110 128.66 129.10 128.50 128.86 +0.32 62,158 138,010 +1,051
Mar12 111110 128.88 129.18 128.82 129.13 +0.31 13 945 +0
Jun12 111110 129.44 129.44 129.04 129.44 +0.40 0 22 +0
Total Volume and Open Interest 62,171 138,981 +1,051
Swiss Franc(CME)
Dec11 111110 109.84 110.94 109.26 110.24 +0.28 22,697 24,898 -531
Mar12 111110 110.15 110.79 110.08 110.48 +0.28 4 632 +2
Jun12 111110 110.80 110.80 110.50 110.80 +0.30 0 5 +0
Total Volume and Open Interest 22,701 25,539 -529
EuroFX(CME)
Dec11 111110 135.27 136.53 134.84 135.82 +0.42 268,761 226,609 -2,219
Mar12 111110 135.37 136.55 134.86 135.88 +0.43 443 3,941 +18
Jun12 111110 135.10 136.30 135.10 135.96 +0.45 3 879 +1
Total Volume and Open Interest 269,209 231,445 -2,199
Mexican Peso(CME)
Nov11 111110 735.8 735.8 731.5 735.8 +4.2      
Dec11 111110 727.5 737.2 726.0 734.0 +4.2 20,651 91,373 -2,039
Total Volume and Open Interest 23,162 98,340 +15
Brazilian Real(CME)
Dec11 111110 564.10 565.95 561.75 564.10 -1.15 202 4,786 -216
Jan12 111110 560.70 560.70 560.70 560.70 -1.15 0 10,149 +0
Feb12 111110 557.25 557.25 557.25 557.25 -1.15      
Mar12 111110 553.85 553.85 553.85 553.85 -1.15      
Total Volume and Open Interest 202 30,266 -216
30-Year T-Bonds(CBOT)
Dec11 111110 142~150 142~290 140~150 141~100 -1~130 280,614 614,577 -8,958
Mar12 111110 141~250 142~230 140~080 140~290 -1~150 3,219 7,015 +999
Jun12 111110 139~230 141~060 139~230 139~230 -1~150 0 4 +0
Total Volume and Open Interest 283,833 621,596 -7,959
10-Year T-Notes(CBOT)
Dec11 111110 130~240 130~285 129~285 130~110 -0~150 897,733 1,462,342 +1,777
Mar12 111110 129~290 130~040 129~080 129~185 -0~155 7,472 22,345 +5,446
Jun12 111110 128~185 129~020 128~185 128~185 -0~155      
Total Volume and Open Interest 905,205 1,484,687 +7,223
5-Year T-Notes(CBOT)
Dec11 111110 123~023 123~028 122~108 123~006 -0~023 412,245 1,250,614 +8,825
Mar12 111110 122~091 122~109 122~077 122~083 -0~026 4,898 13,030 +3,152
Jun12 111110 121~107 122~005 121~107 121~107 -0~026      
Total Volume and Open Interest 417,143 1,263,644 +11,977
2 Year T-Notes(CBOT)
Dec11 111110 110~028 110~030 110~025 110~028 unch 100,782 755,498 +5,891
Mar12 111110 110~030 110~032 110~028 110~031 -0~001 170 14,324 -105
Jun12 111110 109~123 109~124 109~123 109~123 -0~001      
Total Volume and Open Interest 100,952 769,822 +5,786
Eurodollars(CME)
Dec11 111110 99.430 99.450 99.395 99.420 -0.005 167,648 1,006,617 -13,013
Mar12 111110 99.335 99.360 99.300 99.320 -0.015 211,370 915,093 -3,544
Jun12 111110 99.330 99.355 99.285 99.305 -0.025 151,590 1,088,679 +2,212
Sep12 111110 99.330 99.350 99.275 99.295 -0.035 121,700 747,581 -2,438
Dec12 111110 99.335 99.355 99.275 99.290 -0.045 119,936 778,133 +100
Mar13 111110 99.340 99.360 99.280 99.300 -0.045 119,794 876,661 -2,843
Jun13 111110 99.320 99.330 99.260 99.275 -0.045 98,730 571,643 +2,521
Sep13 111110 99.265 99.275 99.210 99.220 -0.050 96,276 479,702 +6,093
Dec13 111110 99.160 99.165 99.095 99.110 -0.055 71,048 474,023 +5,969
Mar14 111110 99.030 99.040 98.955 98.980 -0.060 55,593 325,470 +1,254
Jun14 111110 98.865 98.875 98.780 98.810 -0.065 41,010 284,649 -1,428
Sep14 111110 98.680 98.700 98.595 98.625 -0.075 39,447 180,407 +328
Dec14 111110 98.500 98.515 98.405 98.430 -0.080 50,633 194,277 -896
Mar15 111110 98.330 98.345 98.220 98.250 -0.085 23,516 123,366 +435
Jun15 111110 6.415 6.425 6.285 6.325 -0.085 18,607 111,645 +513
Sep15 111110 6.225 6.245 6.095 6.145 -0.085 18,030 90,041 -1,237
Dec15 111110 6.045 6.060 5.910 5.960 -0.080 12,506 55,395 +478
Mar16 111110 5.875 5.910 5.750 5.805 -0.080 9,158 51,772 +312
Total Volume and Open Interest 1,448,619 8,588,952 -3,527
30 Day Federal Funds(CBOT)
Nov11 111110 99.918 99.918 99.915 99.918 unch 680 64,961 +127
Dec11 111110 99.920 99.920 99.915 99.920 unch 213 60,360 -116
Jan12 111110 99.910 99.915 99.910 99.910 unch 735 56,012 +446
Feb12 111110 99.905 99.910 99.900 99.905 +0.005 145 43,916 -45
Mar12 111110 99.905 99.905 99.895 99.900 +0.005 278 31,477 +225
Apr12 111110 99.895 99.905 99.890 99.895 +0.005 179 35,772 +37
Total Volume and Open Interest 14,613 586,944 +842
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111110 99.670 99.670 99.670 99.670 -0.010 0 282 +0
Mar12 111110 99.668 99.668 99.668 99.668 -0.010 0 300 +0
Jun12 111110 99.670 99.670 99.670 99.670 -0.010      
Sep12 111110 99.668 99.668 99.668 99.668 -0.010      
Dec12 111110 99.665 99.665 99.665 99.665 -0.010      
Mar13 111110 99.665 99.665 99.665 99.665 -0.010      
Jun13 111110 99.620 99.620 99.620 99.620 -0.010      
Sep13 111110 99.480 99.480 99.480 99.480 -0.010      
Dec13 111110 99.340 99.340 99.340 99.340 -0.010      
Mar14 111110 99.200 99.200 99.200 99.200 -0.010      
Total Volume and Open Interest 0 582 +0
3-Mth Euro-Yen(SGX)
Dec11 111110 99.67 99.67 99.67 99.67 -0.01 0 2,481 -1
Mar12 111110 99.67 99.67 99.67 99.67 -0.01 0 2,178 +0
Jun12 111110 99.67 99.67 99.67 99.67 -0.01 0 1,470 +0
Sep12 111110 99.67 99.67 99.67 99.67 -0.01 0 710 +0
Dec12 111110 99.67 99.67 99.67 99.67 -0.01 0 151 +0
Mar13 111110 99.67 99.67 99.67 99.67 -0.01 0 1 +0
Jun13 111110 99.62 99.62 99.62 99.62 -0.01      
Sep13 111110 99.48 99.48 99.48 99.48 -0.01      
Total Volume and Open Interest 0 6,993 -1
Japanese Gov't Bonds(SGX)
Dec11 111110 142.85 143.01 142.83 142.84 +0.08 1,974 20,487 -88
Mar12 111110 142.38 142.38 142.26 142.26 +0.08 0 5 -1
Jun12 111110 140.17 140.17 140.17 140.17 +0.08      
Total Volume and Open Interest 1,974 20,492 -89
Euro-Bund(EUREX)
Dec11 111110 139.50 139.58 137.90 138.55 -0.26 734,315 859,358 -7,342
Mar12 111110 139.55 139.65 138.35 138.80 -0.28 850 4,644 +325
Jun12 111110 137.75 138.35 137.75 138.35 -0.26 0 18 +0
Total Volume and Open Interest 735,165 864,020 -7,017
Euro-Bobl(EUREX)
Dec11 111110 124.10 124.15 123.33 123.70 -0.10 415,760 714,335 -4,989
Mar12 111110 123.96 124.05 123.92 124.05 -0.13 40 21,382 +37
Jun12 111110 123.85 123.85 123.85 123.85 -0.10      
Total Volume and Open Interest 415,800 735,717 -4,952
3-Mth Euribor(EUREX)
Dec11 111110 98.685 98.695 98.685 98.690 +0.015 61 1,866 -60
Mar12 111110 98.870 98.890 98.870 98.890 +0.025 58 2,119 -56
Jun12 111110 98.935 98.955 98.930 98.955 +0.020 38 1,059 +24
Total Volume and Open Interest 316 8,483 -12
Long Gilt(LIFFE)
Dec11 111110 131~13 131~14 130~15 130~28 -0~08 115,142 300,402 -4,889
Mar12 111110 115~04 115~04 114~08 114~20 -0~07 1,350 18,218 +298
Total Volume and Open Interest 116,492 318,620 -4,591
3-Mth Short Sterling(LIFFE)
Dec11 111110 98.86 98.89 98.85 98.86 -0.01 38,256 360,964 +9,319
Mar12 111110 98.74 98.78 98.72 98.74 -0.02 60,290 364,713 +8,525
Jun12 111110 98.74 98.75 98.68 98.71 -0.02 52,518 220,242 +5,299
Sep12 111110 98.71 98.73 98.67 98.69 -0.02 63,702 232,305 +4,091
Dec12 111110 98.69 98.70 98.64 98.66 -0.02 65,648 204,845 +7,765
Mar13 111110 98.69 98.69 98.64 98.66 -0.02 60,196 176,461 +10,611
Total Volume and Open Interest 438,398 2,041,279 +65,005
3-Mth Euribor(LIFFE)
Dec11 111110 98.685 98.705 98.670 98.690 +0.015 191,505 746,886 -2,695
Mar12 111110 98.885 98.895 98.840 98.890 +0.025 127,897 531,914 -4,647
Jun12 111110 98.965 98.965 98.905 98.955 +0.020 90,256 364,126 -8,822
Total Volume and Open Interest 727,988 3,521,473 -12,084
3-Mth Aus T-Bills(SFE)
Dec11 111110 95.53 95.68 95.52 95.62 +0.08 16,184 211,938 +682
Mar12 111110 96.09 96.34 96.04 96.29 +0.20 17,949 185,886 +869
Jun12 111110 96.30 96.59 96.26 96.58 +0.27 14,172 126,202 +3,398
Sep12 111110 96.32 96.59 96.29 96.58 +0.27 8,358 86,732 +3,751
Dec12 111110 96.21 96.46 96.18 96.45 +0.23 3,669 51,463 +1,824
Mar13 111110 96.16 96.36 96.11 96.32 +0.18 4,037 45,430 -338
Jun13 111110 96.04 96.26 96.02 96.18 +0.11 2,868 35,895 +1,452
Sep13 111110 95.96 96.18 95.94 96.09 +0.09 1,151 17,935 +844
Dec13 111110 95.95 96.03 95.91 95.94 +0.06 125 3,663 +9
Mar14 111110 95.87 95.90 95.82 95.82 +0.05 6 458 +6
Total Volume and Open Interest 68,559 765,677 +12,497
10-Year Aus T-Bonds(SFE)
Dec11 111110 95.74 95.94 95.73 95.89 +0.14 32,118 362,451 +8,456
Mar12 111110 95.89 95.89 95.89 95.89 +0.14      
Total Volume and Open Interest 32,118 362,451 +8,456
3-Year Aus T-Bonds(SFE)
Dec11 111110 96.41 96.64 96.39 96.61 +0.19 108,025 554,397 +19,520
Mar12 111110 96.61 96.61 96.61 96.61 +0.19      
Total Volume and Open Interest 108,025 554,397 +19,520
Gold(CMX)
Dec11 111110 1771.0 1776.9 1736.6 1759.6 -32.0 133,687 256,637 -2,529
Feb12 111110 1774.2 1779.2 1739.1 1762.0 -32.1 16,944 81,950 +6,065
Apr12 111110 1772.1 1779.4 1742.2 1764.1 -32.0 7,421 17,842 +734
Jun12 111110 1763.5 1780.3 1748.0 1765.8 -32.1 282 19,932 +1
Aug12 111110 1770.5 1775.5 1762.5 1767.5 -32.1 280 8,317 +252
Oct12 111110 1772.7 1772.7 1755.0 1769.6 -32.0 38 5,987 +24
Dec12 111110 1779.8 1787.0 1749.0 1771.6 -32.0 699 16,933 +15
Feb13 111110 1755.9 1774.1 1755.9 1774.1 -31.9 7 3,290 +1
Apr13 111110 1777.1 1777.1 1777.1 1777.1 -31.8 41 472 +0
Jun13 111110 1780.5 1780.5 1780.5 1780.5 -31.7 279 9,567 +249
Aug13 111110 1783.9 1783.9 1783.9 1783.9 -31.6 0 45 +0
Total Volume and Open Interest 160,102 464,982 +5,098
Silver(CMX)
Dec11 111110 3408.5 3434.0 3313.0 3410.6 -25.5 45,051 48,556 -1,878
Mar12 111110 3413.5 3439.0 3319.0 3416.9 -25.5 12,693 24,677 +2,681
May12 111110 3406.5 3433.5 3325.0 3420.3 -25.6 887 4,590 +164
Jul12 111110 3431.5 3431.5 3348.0 3423.3 -25.7 191 3,201 +10
Sep12 111110 3375.0 3425.6 3375.0 3425.6 -25.7 267 1,685 +108
Dec12 111110 3401.0 3428.1 3331.5 3428.1 -25.7 991 13,403 +331
Mar13 111110 3422.6 3422.6 3422.6 3422.6 -25.4 265 992 +107
Total Volume and Open Interest 61,131 111,841 +1,794
Platinum(NYMEX)
Jan12 111110 1633.1 1636.0 1606.5 1627.3 -16.4 5,446 35,237 +202
Apr12 111110 1617.9 1635.9 1614.1 1630.5 -16.3 103 3,446 +19
Jul12 111110 1623.3 1633.7 1623.3 1633.7 -16.5 4 94 +0
Oct12 111110 1637.2 1637.2 1637.2 1637.2 -16.5 4 53 +4
Total Volume and Open Interest 5,577 38,852 +245
Palladium(NYMEX)
Dec11 111110 650.00 653.30 636.00 647.80 -7.05 3,055 16,387 -288
Mar12 111110 650.70 652.90 640.50 649.75 +648.41 240 2,936 +202
Jun12 111110 650.90 650.90 650.90 650.90 +648.41 0 4 +0
Total Volume and Open Interest 3,295 19,327 -86
Copper(CMX)
Dec11 111110 340.10 342.90 331.80 337.40 -6.70 42,314 50,465 -4,987
Mar12 111110 341.35 344.95 334.00 339.45 -6.75 13,589 42,015 +580
May12 111110 342.45 342.80 335.15 340.65 -6.70 1,879 13,124 +1,109
Jul12 111110 342.00 342.30 339.00 341.50 -6.75 867 4,824 +118
Sep12 111110 340.00 342.40 337.70 341.85 -6.75 456 2,066 +199
Total Volume and Open Interest 59,852 123,572 -2,754
DJIA Index(CBOT)
Dec11 111110 11706 11915 11668 11855 +123 1,281 16,408 +927
Mar12 111110 11785 11785 11663 11785 +122 1 401 +1
Jun12 111110 11718 11718 11596 11718 +122 0 400 +0
Sep12 111110 11655 11655 11533 11655 +122      
Total Volume and Open Interest 1,282 17,209 +928
E-mini DJIA Index(CBOT)
Dec11 111110 11735 11924 11661 11855 +123 121,519 85,164 +1,109
Mar12 111110 11775 11824 11711 11785 +122 19 168 +4
Jun12 111110 11700 11718 11700 11718 +122 2 5 +0
Sep12 111110 11655 11655 11655 11655 +122 0 13 +0
Total Volume and Open Interest 121,540 85,350 +1,113
S & P 500(CME)
Dec11 111110 1226.80 1244.90 1218.70 1237.40 +11.80 13,051 282,701 +1,195
Mar12 111110 1231.40 1237.60 1231.40 1231.40 +11.80 396 12,336 +61
Jun12 111110 1226.30 1232.50 1226.30 1226.30 +11.80 0 1,427 +0
Sep12 111110 1220.30 1226.50 1220.30 1220.30 +11.80 0 2 +0
Total Volume and Open Interest 13,447 296,576 +1,256
S & P 500 E-Mini(Globex)
Dec11 111110 1226.25 1245.00 1218.25 1237.50 +12.00 2,241,483 2,870,177 +28,734
Mar12 111110 1220.00 1239.00 1212.50 1231.50 +12.00 5,574 20,338 +4,359
Total Volume and Open Interest 2,247,057 2,891,815 +33,093
NASDAQ 100(CME)
Dec11 111110 2305.00 2343.50 2285.00 2303.50 -7.50 665 31,261 +811
Mar12 111110 2299.00 2312.00 2295.00 2299.00 -7.50 50 50 +50
Jun12 111110 2296.00 2298.50 2296.00 2296.00 -7.50      
Total Volume and Open Interest 715 31,311 +861
NASDAQ 100 E-Mini(Globex)
Dec11 111110 2312.30 2344.00 2286.50 2303.50 -7.50 251,312 345,941 +7,830
Mar12 111110 2311.00 2340.00 2296.80 2299.00 -7.50 281 589 +251
Total Volume and Open Interest 251,593 346,543 +8,081
S & P Midcap 400(CME)
Dec11 111110 871.50 876.00 862.00 868.60 +3.20 109 5,583 +109
Mar12 111110 866.60 866.60 866.60 866.60 +3.20      
Jun12 111110 864.60 864.60 864.60 864.60 +3.20      
Total Volume and Open Interest 109 5,583 +109
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111110 8590 8600 8470 8530 -70 5,269 28,984 +57
Mar12 111110 8550 8605 8535 8535 -70 2 19 -1
Total Volume and Open Interest 5,271 29,003 +56
Nikkei 225(SGX)
Dec11 111110 8735 8735 8485 8490 -255 93,921 224,020 +7,667
Mar12 111110 8700 8700 8480 8480 -255 146 10,510 +86
Jun12 111110 8560 8560 8405 8405 -255 0 18 +0
Total Volume and Open Interest 94,973 244,042 +7,890
CAC 40(EURONEXT)
Nov11 111110 3005.5 3122.5 2981.0 3063.0 -5.5 93,532 249,653 +7,137
Dec11 111110 2995.0 3117.5 2978.0 3061.0 -5.5 472 36,716 +166
Jan12 111110 3057.5 3057.5 3057.5 3057.5 -3.5      
Total Volume and Open Interest 94,004 286,377 +7,303
Hang Seng Index(HKFE)
Nov11 111110 19050 19191 18885 19033 -902 78,180 81,718 -2,722
Dec11 111110 19066 19174 18890 19023 -907 1,083 11,190 +176
Total Volume and Open Interest 79,399 94,953 -2,499
DAX(EUREX)
Dec11 111110 5695.0 5939.5 5666.0 5871.0 +32.5 158,452 151,426 -3,187
Mar12 111110 5710.5 5947.5 5676.5 5882.0 +33.0 267 7,779 +3
Jun12 111110 5694.0 5944.0 5694.0 5900.5 +34.0 56 1,112 +3
Total Volume and Open Interest 158,775 160,317 -3,181
FT-SE 100(EURONEXT)
Dec11 111110 5347.00 5486.50 5332.50 5426.50 -24.50 109,407 627,913 -82
Mar12 111110 5414.00 5450.00 5381.50 5391.50 -25.00 8 1,895 +5
Jun12 111110 5366.50 5366.50 5355.00 5355.00 -24.50 50 480 +50
Total Volume and Open Interest 109,465 630,288 -27
SPI 200(SFE)
Dec11 111110 4345.0 4354.0 4206.0 4264.0 -73.0 33,776 194,649 +3,327
Mar12 111110 4328.0 4333.0 4198.0 4245.0 -75.0 316 2,822 +283
Jun12 111110 4255.0 4255.0 4255.0 4255.0 -77.0 251 1,577 +250
Total Volume and Open Interest 34,801 202,390 +4,159
GSCI(CME)
Nov11 111110 659.75 663.00 655.50 659.70 +2.70 2,190 4,805 -1,788
Dec11 111110 660.50 664.00 656.25 660.50 +2.90 2,081 3,359 +1,964
Jan12 111110 660.50 662.75 655.50 660.50 +3.50      
Total Volume and Open Interest 4,271 8,164 +176
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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