Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Tue November 23, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101123 1225.00 1246.50 1201.50 1239.00 +17.50 90,552 280,770 -2,276
Mar11 101123 1231.50 1253.00 1208.75 1246.25 +17.50 23,794 110,705 +946
May11 101123 1230.75 1251.50 1209.00 1246.25 +17.25 8,152 61,708 +529
Jul11 101123 1234.00 1251.50 1210.75 1248.00 +17.25 14,624 56,387 +2,046
Aug11 101123 1210.75 1229.00 1200.50 1229.00 +18.25 814 2,458 +82
Sep11 101123 1177.00 1189.00 1154.50 1189.00 +16.50 958 2,913 +155
Nov11 101123 1136.25 1155.00 1115.00 1149.00 +14.00 8,816 94,228 -317
Total Volume and Open Interest 152,877 621,892 +6,086
Soybean Meal(CBOT)
Dec10 101123 334.50 340.90 328.40 340.70 +7.10 31,063 38,492 -6,875
Jan11 101123 337.30 343.50 330.90 343.30 +7.20 24,397 59,686 +9,729
Mar11 101123 340.20 345.90 333.80 345.80 +7.20 8,178 34,708 +994
May11 101123 339.10 344.30 332.30 344.30 +6.80 4,038 23,772 +130
Jul11 101123 338.50 343.90 331.90 343.90 +7.10 3,202 16,443 +565
Aug11 101123 333.00 335.80 325.30 335.80 +7.30 817 4,403 -31
Sep11 101123 322.00 324.30 311.10 324.30 +7.30 600 4,884 +43
Oct11 101123 300.00 305.50 293.00 305.50 +6.80 223 4,804 +53
Total Volume and Open Interest 73,837 204,275 +4,627
Soybean Oil(CBOT)
Dec10 101123 49.27 49.75 48.27 49.22 +0.04 45,237 67,830 -6,221
Jan11 101123 49.56 50.09 48.60 49.57 +0.06 44,327 126,260 +652
Mar11 101123 49.92 50.48 49.01 49.99 +0.08 17,443 72,092 +2,472
May11 101123 50.25 50.77 49.31 50.29 +0.10 3,584 35,683 +113
Jul11 101123 50.45 50.97 49.56 50.55 +0.12 4,461 26,736 +174
Aug11 101123 49.97 50.64 49.66 50.64 +0.14 914 4,217 +308
Sep11 101123 50.54 50.72 49.77 50.72 +0.17 549 2,573 +83
Oct11 101123 50.80 50.80 49.78 50.79 +0.22 797 4,844 +252
Total Volume and Open Interest 118,647 354,771 -2,296
Canola(WCE)
Jan11 101123 535.5 536.8 526.0 534.7 -0.3 6,298 123,512 -1,820
Mar11 101123 541.0 541.9 531.8 540.5 -0.5 1,526 21,315 +390
May11 101123 541.6 543.0 535.0 543.0 -0.4 100 4,755 +5
Jul11 101123 538.4 543.4 534.0 543.4 -0.8 106 14,396 +8
Nov11 101123 480.0 498.1 479.8 496.0 +1.4 48 31,816 +3
Total Volume and Open Interest 8,078 197,084 -1,414
Corn(CBOT)
Dec10 101123 518.50 531.50 506.25 528.50 +13.25 215,864 252,828 -26,179
Mar11 101123 532.75 545.75 520.25 543.00 +13.75 143,584 678,089 +2,087
May11 101123 540.00 555.00 528.00 550.75 +13.50 17,137 142,294 +2,438
Jul11 101123 543.50 557.50 532.00 554.50 +13.75 40,978 223,546 +2,410
Sep11 101123 510.50 522.25 500.50 520.75 +13.00 2,747 39,169 +324
Dec11 101123 485.25 496.50 476.00 494.75 +11.50 24,270 255,553 -841
Total Volume and Open Interest 449,752 1,648,935 -19,076
Wheat(CBOT)
Dec10 101123 647.25 652.25 634.50 642.00 -3.50 30,081 80,171 -6,752
Mar11 101123 686.50 691.00 673.25 680.75 -3.75 24,660 206,388 +2,759
May11 101123 713.00 715.25 698.75 705.50 -3.75 2,756 47,231 -15
Jul11 101123 720.25 726.75 710.50 717.75 -2.50 3,325 85,649 +217
Sep11 101123 742.25 744.75 728.75 735.25 -3.00 896 16,518 +65
Total Volume and Open Interest 63,724 503,220 -4,636
Wheat(KCBT)
Dec10 101123 714.50 719.25 701.00 711.50 -1.00 12,922 37,407 -3,307
Mar11 101123 730.25 735.00 717.00 727.50 -0.75 9,362 104,238 +1,752
May11 101123 738.75 744.25 726.50 737.00 -0.50 1,317 21,451 +359
Jul11 101123 746.25 749.50 732.25 742.75 -0.50 1,321 49,487 -3
Sep11 101123 754.25 756.75 740.50 751.00 -0.25 475 7,782 +162
Total Volume and Open Interest 25,766 231,081 -1,066
Wheat(MGE)
Dec10 101123 731.00 736.00 720.00 729.00 -1.00 4,138 7,061 -819
Mar11 101123 746.00 753.75 736.50 747.25 +1.50 3,355 27,553 +15
May11 101123 758.25 761.00 745.00 755.25 +0.75 428 8,202 -99
Jul11 101123 762.00 764.50 748.75 756.75 -0.50 245 7,502 -63
Sep11 101123 758.75 766.00 752.50 761.25 +0.25 52 6,414 -8
Total Volume and Open Interest 8,284 64,356 -975
Oats(CBOT)
Dec10 101123 352.00 354.00 343.00 347.50 -3.50 572 2,643 -390
Mar11 101123 364.00 367.00 355.50 360.00 -3.75 259 8,984 +101
May11 101123 364.50 369.50 364.50 365.75 -3.75 2 535 +1
Jul11 101123 370.50 374.75 370.50 371.00 -3.75 3 126 +1
Total Volume and Open Interest 848 13,173 -287
Rough Rice(CBOT)
Jan11 101123 13.76 13.85 13.24 13.40 -0.34 386 10,609 -42
Mar11 101123 14.04 14.12 13.52 13.68 -0.34 120 3,243 +15
May11 101123 13.95 14.14 13.78 13.95 -0.34 9 994 +7
Jul11 101123 14.05 14.35 13.99 14.17 -0.32 2 1,511 +0
Total Volume and Open Interest 523 17,005 -15
Live Cattle(CME)
Dec10 101123 100.800 102.285 100.550 101.550 +0.620 9,197 54,690 -930
Feb11 101123 104.600 106.050 104.350 105.230 +0.630 15,808 142,664 +298
Apr11 101123 107.800 109.000 107.600 108.385 +0.435 6,318 74,955 +2,185
Jun11 101123 104.500 105.550 104.330 104.980 +0.400 2,003 33,371 +65
Aug11 101123 103.980 105.000 103.600 104.635 +0.455 1,211 13,625 +367
Oct11 101123 106.500 107.700 106.080 107.200 +0.550 481 6,693 +222
Total Volume and Open Interest 35,168 328,806 +2,287
Feeder Cattle(CME)
Jan11 101123 117.350 118.135 117.135 117.830 +0.430 1,836 15,487 +172
Mar11 101123 117.680 118.450 117.535 118.300 +0.600 1,212 7,939 +533
Apr11 101123 118.100 118.850 118.100 118.830 +0.350 260 2,269 +122
May11 101123 118.230 119.000 118.080 118.800 +0.500 233 3,099 +95
Aug11 101123 119.500 119.850 119.135 119.850 +0.350 252 2,360 +200
Sep11 101123 118.550 118.850 118.300 118.850 +0.050 15 152 +10
Oct11 101123 118.000 118.150 117.900 118.150 +0.150 7 31 +7
Total Volume and Open Interest 3,815 31,337 +1,139
Lean Hogs(CME)
Dec10 101123 69.500 70.180 69.000 69.830 +0.430 8,082 26,076 -1,845
Feb11 101123 76.900 77.180 75.830 76.900 -0.030 9,710 76,509 +359
Apr11 101123 80.500 81.080 79.475 80.885 +0.185 3,968 47,662 +670
May11 101123 86.000 86.550 85.000 86.550 +0.050 247 1,523 +79
Jun11 101123 88.300 89.150 87.550 89.080 +0.030 1,963 28,805 +289
Jul11 101123 88.080 88.350 86.750 88.230 -0.155 291 6,380 +0
Aug11 101123 86.950 87.400 85.750 87.400 -0.080 164 5,646 +76
Oct11 101123 77.830 78.400 76.900 78.400 +0.400 154 3,968 +24
Total Volume and Open Interest 24,649 198,136 -289
Class III Milk(CME)
Nov10 101123 15.44 15.44 15.40 15.42 -0.01 35 4,988 -11
Dec10 101123 13.87 13.93 13.77 13.87 unch 350 5,773 -147
Jan11 101123 13.69 13.70 13.56 13.62 -0.08 195 3,574 +67
Feb11 101123 13.89 13.91 13.77 13.79 -0.12 102 2,762 +13
Mar11 101123 14.03 14.06 13.99 14.04 -0.02 139 2,534 -7
Total Volume and Open Interest 1,300 28,753 +256
Cocoa(ICE)
Dec10 101123 2765 2795 2765 2775 -36 45 126 -42
Mar11 101123 2848 2864 2802 2804 -35 4,824 71,730 -917
May11 101123 2869 2869 2823 2825 -34 895 19,710 -200
Jul11 101123 2870 2885 2844 2845 -34 239 9,375 +90
Sep11 101123 2904 2907 2860 2860 -37 68 4,458 -9
Dec11 101123 2905 2911 2878 2878 -35 79 9,693 +62
Mar12 101123 2974 2995 2950 2950 -37 0 10,149 +0
Total Volume and Open Interest 6,150 130,408 -1,016
Coffee "C"(ICE)
Dec10 101123 206.00 210.45 201.40 210.35 +4.20 748 1,566 -519
Mar11 101123 207.00 211.60 201.45 210.55 +3.40 6,758 89,964 +235
May11 101123 207.70 212.00 203.00 210.95 +3.25 781 19,579 -152
Jul11 101123 204.60 210.15 204.15 210.15 +3.30 174 6,643 +92
Sep11 101123 201.85 207.80 201.85 207.80 +3.40 42 3,096 +0
Dec11 101123 196.00 204.25 196.00 204.25 +3.55 9 6,042 +1
Total Volume and Open Interest 8,525 127,973 -353
Orange Juice(ICE)
Jan11 101123 154.10 155.80 151.70 152.55 -1.15 1,269 22,254 +19
Mar11 101123 155.05 155.05 152.65 153.50 -1.15 159 3,498 +7
May11 101123 155.25 155.25 153.40 154.05 -1.15 68 1,016 +30
Jul11 101123 154.65 154.65 154.65 154.65 -1.15 1 1,563 +0
Sep11 101123 155.25 155.25 155.25 155.25 -1.15 1 300 +0
Nov11 101123 154.65 154.65 154.65 154.65 -1.35 0 15 +0
Total Volume and Open Interest 1,498 28,669 +56
Sugar #11(ICE)
Mar11 101123 26.82 27.44 25.45 27.33 +0.83 49,202 235,160 -2,722
May11 101123 24.50 25.00 23.17 24.93 +0.78 19,871 97,614 -133
Jul11 101123 21.95 22.54 20.84 22.47 +0.74 15,080 99,474 +1,406
Oct11 101123 20.40 21.08 19.63 21.02 +0.66 6,110 55,329 -732
Mar12 101123 19.56 20.45 19.01 20.35 +0.66 2,141 47,681 +137
Total Volume and Open Interest 93,835 578,371 -1,856
London Cocoa(LCE)
Dec10 101123 1876 1893 1868 1868 -10 3,550 50,934 -1,255
Mar11 101123 1871 1882 1859 1860 -9 4,263 56,169 -264
May11 101123 1884 1895 1874 1874 -9 1,168 19,926 +275
Jul11 101123 1908 1911 1889 1890 -10 1,275 13,383 +356
Sep11 101123 1923 1925 1904 1905 -9 262 9,739 -126
Dec11 101123 1937 1938 1919 1919 -11 258 15,795 +59
Mar12 101123 1948 1948 1932 1932 -12 4 12,992 +0
Total Volume and Open Interest 10,786 181,925 -949
London Sugar(LCE)
Mar11 101123 681.00 681.90 657.70 681.00 +7.30 3,087 30,283 -750
May11 101123 653.00 653.00 629.40 649.50 +3.60 665 8,485 +164
Aug11 101123 596.90 596.90 572.20 592.80 +3.30 389 6,618 -127
Oct11 101123 543.70 555.40 533.40 552.30 +3.30 235 1,781 +156
Dec11 101123 528.00 537.50 520.00 537.50 +3.90 72 620 +51
Total Volume and Open Interest 4,448 48,300 -506
Cotton(ICE)
Dec10 101123 121.45 121.45 110.85 113.09 -8.81 3,635 1,613 -2,734
Mar11 101123 118.10 118.30 111.79 111.79 -6.00 19,032 113,325 +502
May11 101123 113.31 113.31 106.97 106.97 -6.00 3,718 19,414 +143
Jul11 101123 108.04 108.04 102.06 102.06 -6.00 3,738 28,593 +457
Oct11 101123 95.76 95.76 93.62 95.30 -4.24 17 421 -4
Dec11 101123 86.15 86.40 82.82 84.20 -2.32 2,107 31,388 +36
Total Volume and Open Interest 32,270 196,315 -1,590
Lumber(CME)
Jan11 101123 256.3 256.8 250.7 252.6 -0.7 600 5,270 -241
Mar11 101123 275.0 275.0 270.5 274.4 +1.9 253 3,043 +3
May11 101123 283.5 284.6 280.6 284.6 -0.1 315 808 +12
Jul11 101123 287.0 287.0 287.0 287.0 -2.1 0 174 +0
Total Volume and Open Interest 1,168 9,295 -226
Crude Oil(NYM)
Jan11 101123 81.61 82.10 80.28 81.25 -0.49 290,222 351,027 -2,681
Feb11 101123 82.29 82.66 80.89 81.83 -0.50 56,471 109,642 -360
Mar11 101123 82.88 83.10 81.41 82.35 -0.48 30,256 118,653 +4,132
Apr11 101123 83.17 83.29 81.82 82.74 -0.45 8,978 44,495 -365
May11 101123 83.36 83.50 82.22 83.07 -0.41 7,621 35,820 -1,981
Jun11 101123 83.57 84.01 82.46 83.37 -0.38 18,021 85,559 -1,312
Jul11 101123 83.18 84.22 83.16 83.62 -0.37 3,365 35,331 -16
Aug11 101123 83.43 84.24 83.43 83.84 -0.37 1,577 18,328 +333
Sep11 101123 83.95 84.43 83.61 84.05 -0.38 1,656 23,941 +174
Oct11 101123 83.89 84.64 83.89 84.25 -0.39 1,314 16,735 -72
Nov11 101123 84.12 84.85 84.12 84.46 -0.39 3,238 20,112 -1,534
Dec11 101123 85.09 85.25 83.85 84.68 -0.40 17,426 140,051 -2,604
Jan12 101123 84.77 84.77 84.77 84.77 -0.40 1,075 18,254 +381
Feb12 101123 84.86 84.86 84.86 84.86 -0.39 161 8,007 -40
Mar12 101123 84.95 84.95 84.95 84.95 -0.38 54 10,333 +54
Apr12 101123 85.04 85.04 85.04 85.04 -0.37 5 3,783 +5
Total Volume and Open Interest 448,548 1,334,929 -4,809
e-miNY Crude Oil(NYM)
Nov10 101019 82.950 83.200 79.425 79.500 -3.575 5,185 2,700 -198
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101123 81.600 82.100 80.300 81.250 -0.500 7,741 4,154 +135
Feb11 101123 82.350 82.475 80.900 81.825 -0.500 239 840 +59
Mar11 101123 82.625 82.625 81.400 82.350 -0.475 108 265 +60
Apr11 101123 82.400 82.750 82.400 82.750 -0.450 0 2 +0
May11 101123 83.075 83.075 83.075 83.075 -0.400 1 13 +0
Jun11 101123 83.175 83.900 83.175 83.375 -0.375 2 8 +1
Jul11 101123 83.625 83.625 83.625 83.625 -0.375 0 2 +0
Aug11 101123 83.850 83.850 83.850 83.850 -0.350      
Total Volume and Open Interest 8,093 5,441 +257
Heating Oil(NYM)
Dec10 101123 226.67 227.54 222.80 224.96 -1.90 30,158 42,066 -6,388
Jan11 101123 228.22 229.21 224.51 226.69 -1.87 39,635 91,232 -695
Feb11 101123 230.10 230.10 225.52 227.65 -1.87 13,057 38,407 +1,534
Mar11 101123 229.36 229.79 226.00 227.83 -1.90 5,439 30,965 +238
Apr11 101123 225.90 227.90 225.30 226.82 -1.93 2,725 16,502 +499
May11 101123 224.44 226.64 224.44 226.25 -1.83 2,195 17,451 +361
Jun11 101123 227.57 228.24 224.56 226.29 -1.76 6,872 37,121 +1,352
Jul11 101123 226.47 228.69 226.47 227.25 -1.73 1,978 7,451 +737
Aug11 101123 228.42 228.42 228.42 228.42 -1.75 240 4,287 +50
Sep11 101123 228.38 229.92 228.38 229.92 -1.77 129 5,126 +34
Oct11 101123 231.50 231.77 231.50 231.77 -1.79 78 2,821 +9
Nov11 101123 233.84 233.84 233.57 233.57 -1.82 78 2,873 -1
Total Volume and Open Interest 103,354 318,053 -2,217
Gasoline(NYMEX)
Dec10 101123 214.60 215.35 210.15 213.42 -1.77 23,811 34,132 -4,291
Jan11 101123 209.50 210.25 205.77 208.68 -1.09 44,669 98,184 -1,426
Feb11 101123 210.59 210.59 206.50 209.19 -0.96 20,940 33,132 +1,129
Mar11 101123 210.54 211.76 208.43 210.81 -0.94 9,899 25,818 +1,746
Apr11 101123 221.10 222.76 219.25 221.47 -1.04 3,118 22,172 -133
May11 101123 220.86 222.67 220.68 222.42 -1.05 2,019 10,668 -155
Jun11 101123 223.11 223.75 221.45 223.04 -1.01 2,531 13,246 +64
Jul11 101123 222.00 223.02 222.00 222.86 -1.01 639 4,262 -88
Aug11 101123 222.62 222.68 222.41 222.41 -0.98 68 5,469 -13
Sep11 101123 221.45 221.45 221.45 221.45 -0.88 173 2,875 +107
Total Volume and Open Interest 109,040 282,749 -3,266
e-miNY RBOB Gasoline(NYM)
Dec10 101123 213.40 213.42 213.40 213.40 -1.80 0 3 +0
Jan11 101123 208.70 208.70 208.68 208.70 -1.10 0 1 +0
Feb11 101123 209.20 209.20 209.19 209.20 -1.00 0 1 +0
Mar11 101123 210.80 210.81 210.80 210.80 -1.00 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Dec10 101123 4.262 4.290 4.115 4.264 -0.007 103,531 21,266 -7,853
Jan11 101123 4.415 4.454 4.291 4.415 -0.017 99,105 229,674 -1,117
Feb11 101123 4.425 4.455 4.303 4.421 -0.014 27,630 60,550 +1,665
Mar11 101123 4.394 4.404 4.266 4.376 -0.013 25,244 94,176 +694
Apr11 101123 4.350 4.359 4.231 4.327 -0.012 19,984 68,773 -118
May11 101123 4.353 4.363 4.265 4.351 -0.014 4,628 25,007 +236
Jun11 101123 4.434 4.438 4.312 4.398 -0.015 2,481 13,317 +75
Jul11 101123 4.424 4.473 4.374 4.456 -0.015 1,886 11,327 +121
Aug11 101123 4.435 4.496 4.435 4.496 -0.014 1,702 13,440 -34
Sep11 101123 4.501 4.515 4.443 4.515 -0.012 1,260 10,258 -47
Oct11 101123 4.564 4.597 4.525 4.596 -0.011 5,856 42,348 +219
Nov11 101123 4.808 4.810 4.778 4.810 -0.008 1,375 21,126 -166
Dec11 101123 5.123 5.133 5.045 5.108 -0.005 1,915 19,375 +255
Jan12 101123 5.230 5.288 5.229 5.288 +0.001 2,227 25,240 -328
Feb12 101123 5.226 5.252 5.215 5.252 unch 44 6,288 -15
Mar12 101123 5.121 5.142 5.120 5.142 -0.001 142 14,339 +38
Total Volume and Open Interest 299,529 754,358 -6,327
Brent Crude Oil(ICE)
Jan11 101123 83.75 84.00 82.43 83.25 -0.71 148,048 251,375 -5,420
Feb11 101123 84.09 84.16 82.63 83.42 -0.69 44,729 162,224 +2,653
Mar11 101123 84.26 84.31 82.87 83.63 -0.65 23,489 86,669 +1,168
Apr11 101123 84.42 84.49 83.10 83.86 -0.61 9,689 39,990 +1,023
May11 101123 84.62 84.67 83.34 84.09 -0.58 8,100 26,425 +1,450
Jun11 101123 84.87 84.95 83.58 84.33 -0.56 16,406 48,843 +753
Jul11 101123 85.02 85.07 83.89 84.55 -0.54 2,515 13,120 +182
Aug11 101123 85.20 85.25 84.13 84.75 -0.54 1,494 12,281 -185
Sep11 101123 85.37 85.44 84.33 84.93 -0.54 1,185 9,059 +29
Oct11 101123 85.00 85.11 85.00 85.11 -0.53 1,357 7,365 -323
Nov11 101123 85.28 85.28 85.28 85.28 -0.52 588 11,053 -147
Dec11 101123 85.84 86.01 84.79 85.46 -0.51 12,701 81,352 +162
Jan12 101123 85.64 85.64 85.64 85.64 -0.50 76 10,987 -74
Feb12 101123 85.79 85.79 85.79 85.79 -0.49 50 6,487 +0
Total Volume and Open Interest 271,892 846,095 +1,083
Gas Oil(ICE)
Dec10 101123 705.75 707.00 694.50 699.75 -1.00 62,970 80,713 +1,506
Jan11 101123 712.25 712.25 699.75 705.00 -1.50 69,839 116,664 +2,555
Feb11 101123 715.75 715.75 703.25 708.25 -2.00 29,011 58,221 +278
Mar11 101123 713.25 716.75 705.50 710.50 -1.75 18,050 42,967 +2,382
Apr11 101123 715.25 716.25 706.75 711.75 -1.50 11,211 46,753 +86
May11 101123 715.50 717.25 708.25 713.25 -1.25 8,194 37,486 +145
Jun11 101123 717.00 721.75 710.25 715.00 -1.25 14,415 47,257 -1,195
Jul11 101123 720.25 722.00 714.00 718.25 -1.25 1,612 16,733 +503
Aug11 101123 726.50 726.50 717.75 722.00 -1.25 656 13,305 -103
Sep11 101123 727.25 730.00 723.75 725.50 -1.25 610 9,930 -83
Total Volume and Open Interest 223,607 584,249 +5,947
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 35 50 -30
Dec10 101123 2.054 2.110 2.035 2.109 +0.023 49 640 +13
Jan11 101123 2.009 2.069 2.009 2.068 +0.023 12 941 +2
Feb11 101123 1.996 2.037 1.996 2.030 +0.015 3 921 -1
Mar11 101123 1.999 2.040 1.995 2.040 +0.020 11 1,083 +8
Apr11 101123 2.015 2.048 2.015 2.047 +0.021 13 852 +9
May11 101123 2.024 2.073 2.024 2.068 +0.032 12 352 +6
Jun11 101123 2.021 2.073 2.021 2.070 +0.033 10 621 +10
Total Volume and Open Interest 149 7,925 +62
WTI Crude Oil(ICE
Jan11 101123 81.74 81.97 80.29 81.25 -0.49 75,017 104,858 -5,200
Feb11 101123 82.32 82.53 80.89 81.83 -0.50 26,660 48,672 -1,520
Mar11 101123 82.83 83.01 81.44 82.35 -0.48 12,910 46,382 +2,997
Apr11 101123 82.41 83.31 81.84 82.74 -0.45 5,464 28,886 +416
May11 101123 83.33 83.64 82.17 83.07 -0.41 5,058 17,800 -813
Jun11 101123 82.96 83.92 82.47 83.37 -0.38 7,877 48,526 +691
Jul11 101123 83.70 84.15 82.76 83.62 -0.37 1,492 13,770 -857
Aug11 101123 83.02 84.36 83.00 83.84 -0.37 1,347 9,098 -592
Sep11 101123 83.23 84.56 83.23 84.05 -0.38 609 11,213 -104
Oct11 101123 84.25 84.25 84.25 84.25 -0.39 359 4,395 +191
Nov11 101123 84.46 84.46 84.46 84.46 -0.39 451 7,689 +304
Dec11 101123 84.28 85.14 83.89 84.68 -0.40 6,928 54,236 +410
Jan12 101123 84.25 84.77 84.25 84.77 -0.40 0 5,223 +0
Feb12 101123 84.86 84.86 84.86 84.86 -0.39 1 1,169 -1
Mar12 101123 84.95 84.95 84.95 84.95 -0.38 2 3,170 +0
Apr12 101123 85.04 85.04 85.04 85.04 -0.37 7 770 -5
Total Volume and Open Interest 145,183 478,728 -3,840
US Dollar Index(ICE)
Dec10 101123 78.860 79.825 78.800 79.762 +0.995 20,328 33,472 +961
Mar11 101123 79.320 80.205 79.225 80.158 +1.010 172 947 +25
Jun11 101123 80.588 80.588 80.588 80.588 +1.010 0 8 +0
Total Volume and Open Interest 20,500 34,427 +986
Australian Dollar(CME)
Dec10 101123 98.54 98.59 96.84 96.93 -1.48 97,045 113,818 -1,084
Mar11 101123 97.35 97.35 95.74 95.82 -1.47 427 1,799 +78
Jun11 101123 94.69 96.14 94.69 94.69 -1.45 1 152 +0
Total Volume and Open Interest 97,473 115,906 -1,006
British Pound(CME)
Dec10 101123 159.56 159.60 157.55 157.78 -1.66 92,170 92,383 +371
Mar11 101123 159.31 159.32 157.48 157.66 -1.66 196 1,170 +8
Jun11 101123 158.72 159.18 157.53 157.53 -1.65 0 41 +0
Total Volume and Open Interest 92,366 93,630 +379
Canadian Dollar(CME)
Dec10 101123 98.19 98.36 97.38 97.62 -0.51 82,395 102,832 -5,255
Mar11 101123 97.96 97.96 97.17 97.42 -0.50 1,720 4,702 +125
Jun11 101123 97.61 97.67 97.14 97.17 -0.50 79 1,037 +11
Sep11 101123 96.95 97.39 96.90 96.90 -0.49 50 468 +39
Total Volume and Open Interest 84,259 109,461 -5,070
Japanese Yen(CME)
Dec10 101123 120.07 120.85 119.26 120.24 +0.14 80,561 127,403 -211
Mar11 101123 120.14 120.93 119.46 120.36 +0.14 364 1,657 +115
Jun11 101123 120.52 120.52 120.37 120.52 +0.15 3 203 +1
Total Volume and Open Interest 80,928 129,273 -95
Swiss Franc(CME)
Dec10 101123 101.22 101.56 100.26 100.35 -0.60 39,200 39,752 -1,645
Mar11 101123 101.31 101.64 100.43 100.43 -0.60 51 401 +1
Jun11 101123 100.53 101.12 100.53 100.53 -0.59 0 2 +0
Total Volume and Open Interest 39,251 40,157 -1,644
EuroFX(CME)
Dec10 101123 136.22 136.29 133.59 133.73 -2.40 336,710 181,773 +1,712
Mar11 101123 136.04 136.04 133.47 133.61 -2.38 1,516 6,049 +410
Jun11 101123 133.80 135.81 133.47 133.47 -2.34 2 113 +2
Total Volume and Open Interest 338,229 187,968 +2,125
Mexican Peso(CME)
Dec10 101123 813.0 813.0 799.0 800.2 -10.8 17,610 147,350 +1,311
Jan11 101123 799.2 810.0 799.2 799.2 -10.8      
Total Volume and Open Interest 17,614 148,284 +1,312
30-Year T-Bonds(CBOT)
Dec10 101123 127~310 129~030 127~260 128~180 +0~170 327,278 530,969 -34,208
Mar11 101123 126~140 127~190 126~100 127~030 +0~180 70,585 95,220 +35,236
Jun11 101123 126~130 126~130 125~100 125~280 +0~180 0 559 +0
Total Volume and Open Interest 397,863 626,748 +1,028
10-Year T-Notes(CBOT)
Dec10 101123 125~035 125~275 125~025 125~130 +0~100 1,009,444 1,330,595 -58,627
Mar11 101123 124~055 124~300 124~050 124~170 +0~115 127,738 166,499 +54,946
Jun11 101123 124~000 124~030 123~110 123~225 +0~115 3 35 +0
Total Volume and Open Interest 1,137,185 1,497,134 -3,681
5-Year T-Notes(CBOT)
Dec10 101123 120~072 120~116 120~066 120~097 +0~030 582,030 999,764 -64,975
Mar11 101123 119~104 120~022 119~099 120~003 +0~031 132,379 153,578 +74,740
Jun11 101123 119~027 119~027 118~124 119~027 +0~031      
Total Volume and Open Interest 714,409 1,153,342 +9,765
2 Year T-Notes(CBOT)
Dec10 101123 109~093 109~104 109~089 109~101 +0~010 279,489 609,064 -48,556
Mar11 101123 109~083 109~096 109~079 109~092 +0~011 109,244 112,572 +65,467
Jun11 101123 109~076 109~076 109~064 109~076 +0~012      
Total Volume and Open Interest 388,733 721,636 +16,911
Eurodollars(CME)
Dec10 101123 99.688 99.688 99.675 99.680 -0.007 153,953 965,345 -9,057
Mar11 101123 99.600 99.600 99.560 99.575 -0.020 195,889 1,153,135 +1,882
Jun11 101123 99.510 99.515 99.470 99.490 -0.010 194,449 1,060,179 +1,975
Sep11 101123 99.415 99.430 99.395 99.415 +0.010 187,742 920,374 +3,972
Dec11 101123 99.310 99.345 99.300 99.335 +0.035 260,836 837,876 +8,420
Mar12 101123 99.200 99.245 99.180 99.235 +0.055 222,730 717,382 -428
Jun12 101123 99.070 99.130 99.050 99.115 +0.065 185,304 458,147 +1,340
Sep12 101123 98.935 99.000 98.915 98.985 +0.075 188,722 365,892 +3,436
Dec12 101123 98.765 98.840 98.745 98.820 +0.080 181,218 294,297 +2,729
Mar13 101123 98.590 98.675 98.570 98.645 +0.080 128,437 230,367 +6,384
Jun13 101123 98.370 98.470 98.365 98.435 +0.080 91,908 152,483 +6,890
Sep13 101123 98.145 98.255 98.145 98.205 +0.075 77,547 174,690 +6,170
Dec13 101123 97.910 98.015 97.900 97.955 +0.065 38,189 121,232 +1,106
Mar14 101123 97.665 97.785 97.665 97.720 +0.060 30,369 106,444 +2,527
Jun14 101123 97.430 97.540 97.430 97.470 +0.055 28,325 104,013 +255
Sep14 101123 97.195 97.295 97.190 97.225 +0.050 23,514 71,175 +2,963
Dec14 101123 96.945 97.050 96.945 96.985 +0.050 15,811 84,702 -380
Mar15 101123 96.740 96.845 96.740 96.780 +0.050 12,503 47,039 +274
Total Volume and Open Interest 2,262,249 8,059,195 +42,077
30 Day Federal Funds(CBOT)
Nov10 101123 99.805 99.810 99.805 99.808 unch 4,970 89,585 -2,073
Dec10 101123 99.815 99.820 99.810 99.815 unch 8,976 87,758 +218
Jan11 101123 99.820 99.820 99.815 99.820 unch 3,967 63,796 +1,111
Feb11 101123 99.815 99.820 99.810 99.820 unch 1,513 52,619 -8
Mar11 101123 99.820 99.825 99.815 99.820 unch 1,583 31,761 +500
Apr11 101123 99.815 99.820 99.810 99.820 unch 1,821 33,965 +235
Total Volume and Open Interest 43,440 595,610 +3,359
30 Day Fed Funds(e-CBOT)
Nov10 090519 98.660 98.660 98.660 98.660 unch 0 1,342  
Dec10 090519 98.590 98.590 98.565 98.565 unch 0 330  
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Feb11 090519 98.350 98.350 98.330 98.350 unch 0 1,700  
Mar11 090519 98.265 98.265 98.240 98.265 unch 0 324  
Apr11 090519 98.165 98.165 98.165 98.165 unch 1 10  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Dec10 101123 99.660 99.660 99.660 99.660 unch 0 2,349 +0
Mar11 101123 99.660 99.660 99.660 99.660 unch 0 769 +0
Jun11 101123 99.660 99.660 99.660 99.660 unch 0 150 +0
Sep11 101123 99.650 99.650 99.650 99.650 unch      
Dec11 101123 99.655 99.655 99.655 99.655 unch      
Mar12 101123 99.645 99.645 99.645 99.645 unch      
Jun12 101123 99.695 99.695 99.695 99.695 unch      
Sep12 101123 99.645 99.645 99.645 99.645 unch      
Dec12 101123 99.340 99.340 99.340 99.340 unch      
Mar13 101123 99.340 99.340 99.340 99.340 unch      
Total Volume and Open Interest 0 3,268 +0
3-Mth Euro-Yen(SGX)
Dec10 101123 99.66 99.66 99.66 99.66 unch 0 4,388 +0
Mar11 101123 99.66 99.66 99.66 99.66 unch 0 1,476 +0
Jun11 101123 99.66 99.66 99.66 99.66 unch 0 1,536 +0
Sep11 101123 99.65 99.65 99.65 99.65 unch 0 1,430 +0
Dec11 101123 99.65 99.65 99.65 99.65 unch 0 110 +0
Mar12 101123 99.64 99.64 99.64 99.64 unch 0 305 +0
Jun12 101123 99.69 99.69 99.69 99.69 unch 0 754 +0
Sep12 101123 99.64 99.64 99.64 99.64 unch 0 310 +0
Total Volume and Open Interest 0 10,313 +0
Japanese Gov't Bonds(SGX)
Dec10 101122 141.59 141.67 141.05 141.14 -0.52 3,269 16,402 -200
Mar11 101122 141.00 141.00 140.40 140.40 -0.60 0 2 +1
Jun11 101122 138.31 138.31 138.31 138.31 -0.60      
Total Volume and Open Interest 3,269 16,404 -199
Euro-Bund(EUREX)
Dec10 101123 128.23 128.94 128.08 128.88 +0.94 792,659 994,126 -19,524
Mar11 101123 128.11 128.88 128.00 128.82 +1.00 10,779 28,932 +1,978
Jun11 101123 128.13 128.13 128.13 128.13 +0.94 61 0 +0
Total Volume and Open Interest 803,499 1,023,058 -17,546
Euro-Bobl(EUREX)
Dec10 101123 119.55 120.11 119.52 120.03 +0.57 524,582 718,366 -7,167
Mar11 101123 119.49 119.95 119.48 119.90 +0.61 12,496 99,335 -315
Jun11 101123 119.74 119.87 119.74 119.87 +0.57 0 1 +0
Total Volume and Open Interest 537,078 817,702 -7,482
3-Mth Euribor(EUREX)
Dec10 101123 98.935 98.940 98.930 98.940 +0.005 30 6,161 +2
Mar11 101123 98.810 98.830 98.800 98.820 +0.025 85 2,376 -190
Jun11 101123 98.710 98.735 98.705 98.735 +0.050 1 5,317 -1
Total Volume and Open Interest 1,181 22,864 +322
Long Gilt(LIFFE)
Dec10 101123 121~14 121~29 121~05 121~27 +0~22 91,405 283,516 -5,414
Mar11 101123 120~04 120~19 119~28 120~17 +0~22 10,143 14,431 +5,230
Total Volume and Open Interest 101,548 297,947 -184
3-Mth Short Sterling(LIFFE)
Dec10 101123 99.24 99.28 99.24 99.24 -0.01 14,803 345,376 +1,271
Mar11 101123 99.18 99.22 99.16 99.18 +0.01 48,821 289,861 +3,994
Jun11 101123 99.07 99.11 99.07 99.09 +0.03 58,128 229,083 -484
Sep11 101123 98.92 98.98 98.92 98.97 +0.06 48,082 229,628 +5,416
Dec11 101123 98.75 98.83 98.72 98.81 +0.08 63,857 319,840 +3,453
Mar12 101123 98.61 98.66 98.58 98.64 +0.08 54,963 204,986 -3,778
Total Volume and Open Interest 397,732 2,055,049 +391
3-Mth Euribor(LIFFE)
Dec10 101123 98.935 98.950 98.930 98.940 +0.005 81,307 539,575 -7,562
Mar11 101123 98.800 98.845 98.795 98.820 +0.025 139,247 517,635 +5,261
Jun11 101123 98.695 98.760 98.695 98.730 +0.045 128,373 440,614 -15,402
Total Volume and Open Interest 848,550 3,079,729 -45,873
3-Mth Aus T-Bills(SFE)
Dec10 101123 94.97 94.97 94.96 94.97 unch 11,684 156,843 +560
Mar11 101123 94.81 94.85 94.81 94.85 +0.02 10,983 165,693 +2,876
Jun11 101123 94.69 94.74 94.68 94.74 +0.04 7,420 98,958 -945
Sep11 101123 94.58 94.64 94.57 94.64 +0.05 5,149 56,880 +1,411
Dec11 101123 94.48 94.54 94.48 94.53 +0.05 1,826 38,625 +119
Mar12 101123 94.40 94.46 94.40 94.45 +0.04 2,486 40,462 +22
Jun12 101123 94.34 94.40 94.33 94.39 +0.05 2,055 33,897 +67
Sep12 101123 94.29 94.36 94.28 94.35 +0.06 939 13,294 +304
Dec12 101123 94.31 94.31 94.31 94.31 +0.08 100 2,097 +96
Mar13 101123 94.29 94.29 94.29 94.29 +0.09 100 1,898 +100
Total Volume and Open Interest 42,742 609,719 +4,610
10-Year Aus T-Bonds(SFE)
Dec10 101123 94.47 94.55 94.46 94.55 +0.07 36,764 391,806 +5,189
Mar11 101123 94.55 94.55 94.55 94.55 +0.07      
Total Volume and Open Interest 36,764 391,806 +5,189
3-Year Aus T-Bonds(SFE)
Dec10 101123 94.78 94.84 94.76 94.84 +0.06 89,035 521,501 +7,387
Mar11 101123 94.79 94.79 94.79 94.79 +0.06      
Total Volume and Open Interest 89,035 521,501 +7,387
Gold(CMX)
Dec10 101123 1365.8 1382.9 1355.6 1377.6 +19.8 182,134 208,429 -26,894
Feb11 101123 1368.0 1385.0 1357.6 1379.7 +19.8 46,266 212,889 +21,066
Apr11 101123 1370.2 1386.0 1360.0 1381.7 +19.9 2,596 30,894 +1,379
Jun11 101123 1371.5 1386.0 1362.0 1383.8 +20.0 5,911 30,254 +952
Aug11 101123 1369.3 1389.4 1367.1 1385.8 +20.0 300 13,623 +129
Oct11 101123 1380.0 1387.9 1380.0 1387.9 +20.0 17 10,138 +10
Dec11 101123 1374.7 1395.0 1368.0 1390.1 +20.0 2,983 30,832 +858
Feb12 101123 1392.4 1392.4 1392.4 1392.4 +19.9 0 6,011 +0
Apr12 101123 1394.8 1394.8 1394.8 1394.8 +19.8 35 5,823 +35
Jun12 101123 1397.3 1397.3 1397.3 1397.3 +19.7 81 10,108 +1
Aug12 101123 1399.9 1399.9 1399.9 1399.9 +19.4 0 4,733 +0
Total Volume and Open Interest 247,136 623,208 -4,070
Silver(CMX)
Dec10 101123 2785.0 2788.5 2702.0 2757.2 +11.1 72,770 46,393 -2,559
Mar11 101123 2790.0 2795.0 2709.5 2764.7 +11.1 15,391 51,766 +3,684
May11 101123 2790.0 2790.0 2720.0 2769.6 +11.1 2,506 10,556 -1,423
Jul11 101123 2769.0 2777.0 2738.5 2774.1 +10.9 191 8,700 -55
Sep11 101123 2769.5 2781.5 2743.0 2778.4 +10.8 144 6,231 +116
Dec11 101123 2785.0 2789.0 2731.0 2784.7 +10.8 2,471 10,259 -497
Mar12 101123 2789.6 2789.6 2778.5 2789.6 +10.2 0 355 +0
Total Volume and Open Interest 94,078 146,214 -564
Platinum(NYMEX)
Jan11 101123 1663.0 1666.0 1636.5 1657.7 +2.2 4,907 32,555 +480
Apr11 101123 1662.5 1668.4 1641.3 1662.0 +2.2 71 2,438 +56
Jul11 101123 1645.0 1665.8 1645.0 1664.3 +2.2 0 220 +0
Oct11 101123 1664.3 1664.3 1664.3 1664.3 +2.2      
Total Volume and Open Interest 4,979 35,216 +536
Palladium(NYMEX)
Dec10 101123 693.70 694.35 659.25 691.10 +6.40 8,027 11,348 -2,765
Mar11 101123 692.00 693.60 663.25 692.70 +6.10 4,028 13,538 +3,107
Jun11 101123 686.25 693.55 663.10 693.55 +6.10 1 177 +0
Total Volume and Open Interest 12,058 25,079 +342
Copper(CMX)
Dec10 101123 376.65 378.05 365.65 370.25 -4.90 37,742 26,870 -4,012
Mar11 101123 378.05 379.00 366.75 371.10 -5.10 16,231 89,583 +5,496
May11 101123 377.60 377.60 368.50 370.85 -5.15 598 16,652 -137
Jul11 101123 370.25 370.75 369.75 370.10 -5.15 212 5,120 -50
Sep11 101123 369.45 370.25 369.20 369.20 -5.10 68 4,836 +5
Total Volume and Open Interest 55,637 152,087 +1,428
DJIA Index(CBOT)
Dec10 101123 11155 11163 10973 11014 -151 196 8,183 +56
Mar11 101123 10952 11103 10952 10952 -151 6 39 +6
Jun11 101123 10885 11036 10885 10885 -151      
Sep11 101123 10829 10980 10829 10829 -151      
Total Volume and Open Interest 202 8,222 +62
S & P 500(CME)
Dec10 101123 1196.40 1197.60 1175.00 1178.30 -19.60 14,247 353,249 -9
Mar11 101123 1176.70 1177.70 1170.20 1173.10 -19.60 1,895 12,505 +1,176
Jun11 101123 1168.20 1168.20 1165.30 1168.20 -19.60 1 2,714 +0
Sep11 101123 1163.50 1163.50 1160.60 1163.50 -19.60 0 130 +0
Total Volume and Open Interest 16,143 368,648 +1,167
S & P 500 E-Mini(Globex)
Dec10 101123 1197.00 1197.75 1174.75 1178.25 -19.75 2,212,329 2,773,910 -20,716
Mar11 101123 1190.75 1192.00 1169.75 1173.00 -19.75 11,795 52,165 +10,458
Total Volume and Open Interest 2,224,132 2,826,192 -10,257
NASDAQ 100(CME)
Dec10 101123 2153.50 2153.80 2105.00 2119.00 -35.50 1,633 30,515 -949
Mar11 101123 2117.30 2117.30 2106.00 2117.30 -35.20 0 60 +0
Jun11 101123 2114.80 2115.00 2114.80 2114.80 -35.20      
Total Volume and Open Interest 1,633 30,575 -949
NASDAQ 100 E-Mini(Globex)
Dec10 101123 2152.80 2154.30 2104.80 2119.00 -35.50 284,564 441,921 -826
Mar11 101123 2152.50 2152.50 2103.80 2117.30 -35.20 381 1,488 +83
Total Volume and Open Interest 284,945 443,421 -743
S & P Midcap 400(CME)
Dec10 101123 844.50 845.50 842.00 845.50 -10.80 2 3,715 -2
Mar11 101123 843.50 844.80 843.50 843.50 -10.80 0 2 +0
Jun11 101123 841.50 842.80 841.50 841.50 -10.80      
Total Volume and Open Interest 2 3,717 -2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101123 10165 10165 9805 9875 -230 15,796 46,327 +4,432
Mar11 101123 9995 9995 9910 9910 -230 111 65 +52
Total Volume and Open Interest 15,907 46,392 +4,484
Nikkei 225(SGX)
Dec10 101122 10085 10175 10010 10115 +55 115,394 214,379 +92
Mar11 101122 10060 10115 10060 10105 +55 164 4,424 +62
Jun11 101122 10035 10035 10035 10035 +55 0 2,126 +0
Total Volume and Open Interest 115,558 227,483 +154
CAC 40(EURONEXT)
Dec10 101123 3795.5 3803.5 3721.0 3722.0 -97.5 121,885 365,759 +1,888
Jan11 101123 3794.0 3805.0 3724.5 3724.5 -97.5 21 116 +0
Feb11 101123 3765.0 3765.0 3726.5 3726.5 -97.5 70 70  
Total Volume and Open Interest 122,050 366,123  
Hang Seng Index(HKFE)
Nov10 101123 23310 23355 22851 22951 -624 80,993 84,303 -8,982
Dec10 101123 23330 23356 22857 22960 -615 5,106 29,765 +6,400
Total Volume and Open Interest 86,237 117,154 -2,553
DAX(EUREX)
Dec10 101123 6802.0 6833.0 6711.5 6720.5 -108.5 159,143 191,653 -6,176
Mar11 101123 6819.0 6847.5 6733.5 6737.0 -109.0 330 13,780 +18
Jun11 101123 6840.0 6869.5 6754.0 6757.5 -108.5 238 4,525 +43
Total Volume and Open Interest 159,711 209,958 -6,115
FT-SE 100(EURONEXT)
Dec10 101123 5678.00 5678.00 5575.50 5594.00 -91.00 119,841 612,295 +4,754
Mar11 101123 5607.00 5621.00 5538.00 5554.00 -91.00 5,381 10,000 +4,160
Jun11 101123 5511.50 5511.50 5511.50 5511.50 -91.50 212 898 +180
Total Volume and Open Interest 125,434 623,203 +9,094
SPI 200(SFE)
Dec10 101123 4662.0 4667.0 4597.0 4605.0 -60.0 32,397 209,504 +6,689
Mar11 101123 4661.0 4661.0 4600.0 4601.0 -62.0 48 2,364 +33
Jun11 101123 4640.0 4640.0 4627.0 4627.0 -62.0 2 1,155 +0
Total Volume and Open Interest 32,451 215,600 +6,722
GSCI(CME)
Dec10 101123 555.75 562.50 555.75 562.50 -2.50 242 14,666 -91
Jan11 101123 557.75 564.50 557.75 564.50 -2.50 2 3 +0
Feb11 101123 567.00 567.00 567.00 567.00 -2.50      
Total Volume and Open Interest 244 14,669 -91
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!