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MRCI's End of Day Prices
Daily Futures Price Listing Wed November 18, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan10 091118 1027.00 1049.00 1023.50 1027.00 -2.50 76,950 236,931 +3,757
Mar10 091118 1033.75 1054.75 1030.25 1033.25 -2.50 19,480 69,756 +1,614
May10 091118 1037.00 1056.00 1031.75 1035.25 -2.75 7,110 33,560 -24
Jul10 091118 1040.00 1060.50 1035.00 1039.25 -2.75 9,694 34,120 -769
Aug10 091118 1047.00 1058.00 1037.50 1037.50 -4.00 16 1,445 -11
Sep10 091118 1040.00 1041.00 1025.50 1025.50 -8.50 13 253 -2
Nov10 091118 1025.00 1043.75 1018.00 1019.50 -10.50 2,418 49,194 +440
Total Volume and Open Interest 115,854 427,704 +5,018
Soybean Meal(CBOT)
Dec09 091118 306.50 315.00 306.00 310.50 +1.80 15,924 49,157 -1,035
Jan10 091118 299.90 307.30 298.70 302.10 +0.40 14,589 33,824 +1,668
Mar10 091118 296.80 303.30 295.10 297.10 -1.10 4,737 26,328 +351
May10 091118 295.30 302.00 294.00 295.60 -1.60 2,066 16,887 +450
Jul10 091118 296.00 302.10 294.30 296.00 -1.90 2,107 15,563 +275
Aug10 091118 300.60 302.20 295.30 296.00 -1.90 456 4,472 +114
Sep10 091118 296.90 301.80 294.50 294.50 -3.00 102 3,442 +29
Oct10 091118 293.00 294.00 289.00 289.00 -5.00 95 2,647 +32
Total Volume and Open Interest 40,353 161,552 +1,882
Soybean Oil(CBOT)
Dec09 091118 39.82 40.36 39.60 39.75 -0.06 35,076 62,559 -339
Jan10 091118 40.20 40.78 40.04 40.18 -0.06 24,657 95,860 +2,488
Mar10 091118 40.55 41.16 40.40 40.54 -0.06 13,023 49,792 +1,881
May10 091118 40.90 41.40 40.76 40.81 -0.07 3,332 13,971 +407
Jul10 091118 41.20 41.66 40.99 41.08 -0.06 2,402 13,907 +421
Aug10 091118 41.66 41.66 41.17 41.17 -0.07 3 1,844 -2
Sep10 091118 41.19 41.75 41.14 41.25 -0.08 1 1,251 +1
Oct10 091118 41.87 41.87 41.30 41.30 -0.08 30 891 +14
Total Volume and Open Interest 78,625 252,001 +4,855
Canola(WCE)
Nov09 091113 393.7 393.7 393.7 393.7 +3.0 5 0 +0
Jan10 091118 402.9 408.7 402.5 404.4 +1.9 4,682 74,886 +130
Mar10 091118 409.0 414.0 408.5 411.0 +2.6 968 9,179 +358
May10 091118 414.1 420.0 414.1 416.9 +2.9 379 1,633 +118
Jul10 091118 417.6 421.5 417.6 419.8 +3.3 559 2,716 +306
Total Volume and Open Interest 6,919 89,479 +1,024
Corn(CBOT)
Dec09 091118 401.25 409.50 397.50 398.00 -4.00 125,197 302,388 -8,863
Mar10 091118 416.75 425.00 413.00 413.75 -3.75 56,472 381,602 +14,222
May10 091118 426.50 434.50 422.75 423.50 -3.75 5,685 77,118 +751
Jul10 091118 434.00 441.75 430.25 430.75 -4.00 10,185 79,034 +1,271
Sep10 091118 438.50 445.25 435.50 435.50 -5.00 2,670 20,732 +469
Dec10 091118 445.50 450.00 440.00 440.50 -6.00 18,394 150,319 +4,755
Total Volume and Open Interest 221,400 1,035,599 +14,080
Wheat(CBOT)
Dec09 091118 573.00 583.50 564.50 566.25 -8.50 80,556 83,096 -2,958
Mar10 091118 595.25 605.00 586.00 588.00 -8.50 54,797 157,687 +10,635
May10 091118 605.25 616.50 598.50 599.50 -9.25 2,934 22,688 -399
Jul10 091118 615.75 626.25 609.00 609.50 -9.25 6,313 50,487 -68
Sep10 091118 630.50 639.75 623.75 624.50 -9.50 1,673 14,098 +756
Total Volume and Open Interest 149,929 369,705 +9,220
Wheat(KCBT)
Dec09 091118 571.25 579.75 562.25 565.25 -8.75 9,723 24,246 -772
Mar10 091118 586.00 595.75 577.75 580.75 -9.50 7,384 51,651 +1,512
May10 091118 600.00 606.75 590.50 592.25 -9.75 483 6,591 +165
Jul10 091118 608.75 618.25 600.75 603.50 -10.25 1,355 25,368 -314
Sep10 091118 620.50 630.25 612.50 615.00 -10.50 163 1,713 +36
Total Volume and Open Interest 20,818 139,977 +1,511
Wheat(MGE)
Dec09 091118 579.75 587.00 562.00 570.25 -11.75 3,054 10,165 -122
Mar10 091118 596.75 603.75 581.25 586.50 -11.75 2,156 16,391 +278
May10 091118 610.00 615.25 595.00 597.25 -12.75 143 4,500 +14
Jul10 091118 625.00 627.50 605.00 611.25 -10.50 197 8,168 +34
Sep10 091118 631.00 640.00 620.00 621.50 -13.50 251 2,407 +63
Total Volume and Open Interest 6,060 47,913 +407
Oats(CBOT)
Dec09 091118 263.00 266.25 259.50 259.50 -2.00 1,044 4,467 -230
Mar10 091118 275.00 280.00 273.00 273.00 -2.00 231 8,914 +7
May10 091118 283.50 283.50 281.25 281.25 -2.00 5 306 +1
Jul10 091118 288.75 290.75 288.75 288.75 -2.00 0 23 +0
Total Volume and Open Interest 1,291 14,085 -216
Rough Rice(CBOT)
Nov09 091113 14.65 14.67 14.56 14.67 +0.19 374 383 +125
Jan10 091118 15.10 15.39 15.10 15.20 +0.04 653 10,338 +82
Mar10 091118 15.37 15.62 15.37 15.45 +0.05 252 2,703 +67
May10 091118 15.81 15.81 15.70 15.70 +0.06 21 374 +2
Total Volume and Open Interest 955 14,666 +160
Live Cattle(CME)
Dec09 091118 84.100 84.150 82.950 83.080 -1.000 12,947 57,186 -4,864
Feb10 091118 85.650 85.750 84.700 84.980 -0.670 12,208 113,312 +2,209
Apr10 091118 88.100 88.200 87.400 87.885 -0.165 4,102 56,369 +1,101
Jun10 091118 85.285 85.300 84.580 84.800 -0.335 1,687 25,148 +504
Aug10 091118 85.450 85.600 85.035 85.135 -0.265 334 6,769 +62
Oct10 091118 88.385 88.480 87.980 88.100 -0.100 131 3,982 +66
Total Volume and Open Interest 31,479 264,781 -856
Feeder Cattle(CME)
Nov09 091118 93.100 93.250 92.750 92.950 -0.200 383 1,298 -154
Jan10 091118 92.950 93.050 91.650 91.730 -1.055 1,376 16,117 +317
Mar10 091118 93.800 93.950 92.700 92.930 -0.720 542 5,463 +113
Apr10 091118 94.950 94.950 93.830 94.035 -0.765 85 847 +3
May10 091118 95.700 95.700 94.600 95.100 -0.685 94 1,741 +30
Aug10 091118 96.800 96.800 96.750 96.750 -0.950 17 401 -1
Sep10 091118 97.800 97.850 97.800 97.800 -0.085 0 4 +0
Total Volume and Open Interest 2,497 25,871 +308
Lean Hogs(CME)
Dec09 091118 56.400 56.800 56.150 56.450 +0.050 11,364 30,088 -4,075
Feb10 091118 64.150 64.700 63.800 64.225 +0.240 9,309 65,760 +1,897
Apr10 091118 68.180 68.385 67.550 67.850 -0.250 1,521 31,984 +488
May10 091118 72.385 72.600 71.900 72.500 -0.450 38 1,701 +7
Jun10 091118 76.180 76.400 75.650 76.135 -0.090 786 16,899 +228
Jul10 091118 75.330 75.600 75.150 75.350 +0.020 170 6,058 +57
Aug10 091118 74.975 75.150 74.475 75.000 +0.100 173 4,385 +68
Oct10 091118 68.000 68.000 67.700 67.900 -0.050 5 2,651 +0
Total Volume and Open Interest 23,373 160,972 -1,327
Pork Bellies(CME)
Feb10 091118 88.600 89.300 87.400 88.650 +0.050 50 383 -10
Mar10 091118 86.000 87.000 86.000 86.000 unch 0 88 +0
May10 091118 88.250 88.900 88.250 88.250 unch 0 79 +0
Jul10 091118 87.000 87.000 87.000 87.000 unch 0 20 +0
Aug10 091118 85.000 85.000 85.000 85.000 +0.250 0 15 +0
Total Volume and Open Interest 50 585 -10
Class III Milk(CME)
Nov09 091118 14.08 14.09 14.03 14.05 -0.02 34 3,845 -25
Dec09 091118 14.56 14.60 14.34 14.34 -0.19 78 5,295 +18
Jan10 091118 14.65 14.67 14.45 14.49 -0.11 73 3,144 +11
Feb10 091118 14.76 14.83 14.55 14.60 -0.14 73 2,094 -26
Mar10 091118 15.08 15.08 14.94 15.00 -0.05 47 1,787 +11
Total Volume and Open Interest 505 23,674 -42
Cocoa(ICE)
Dec09 091118 3115 3229 3099 3199 +113 1,078 1,534 -987
Mar10 091118 3160 3279 3146 3258 +121 3,781 74,524 +284
May10 091118 3180 3299 3175 3280 +118 391 17,373 +30
Jul10 091118 3182 3296 3173 3279 +119 269 6,435 -104
Sep10 091118 3250 3277 3250 3272 +118 152 4,974 +30
Dec10 091118 3164 3262 3164 3262 +122 433 3,777 +249
Mar11 091118 3153 3253 3153 3253 +118 240 7,502 +43
Total Volume and Open Interest 6,344 122,575 -455
Coffee "C"(ICE)
Dec09 091118 136.05 140.00 136.05 138.05 +2.30 13,717 17,899 -4,873
Mar10 091118 139.50 142.75 139.10 140.55 +1.70 18,674 69,522 +4,077
May10 091118 141.40 144.35 141.40 142.25 +1.65 1,814 17,541 +360
Jul10 091118 144.10 145.85 143.65 143.75 +1.60 1,380 4,853 +523
Sep10 091118 146.00 147.35 145.25 145.25 +1.55 98 4,346 +14
Dec10 091118 148.45 149.00 147.55 147.55 +1.35 176 3,971 +25
Total Volume and Open Interest 35,859 119,753 +66
Orange Juice(ICE)
Jan10 091118 112.30 113.65 111.25 112.85 +0.45 1,146 17,919 -584
Mar10 091118 115.40 116.85 115.00 116.30 +0.40 241 7,567 +134
May10 091118 120.10 120.10 119.75 119.75 +0.45 31 2,700 +16
Jul10 091118 121.75 122.65 121.75 122.65 +0.50 46 772 +42
Sep10 091118 125.15 125.15 125.15 125.15 +0.55 3 414 +0
Nov10 091118 127.10 127.10 127.10 127.10 +0.40 0 47 +0
Total Volume and Open Interest 1,467 29,619 -392
Sugar #11(ICE)
Mar10 091118 23.15 23.67 23.08 23.30 +0.20 41,791 358,619 +1,134
May10 091118 22.21 22.70 22.12 22.33 +0.24 13,126 101,606 +1,825
Jul10 091118 20.67 21.18 20.62 20.87 +0.24 10,278 113,440 +176
Oct10 091118 20.01 20.36 20.00 20.11 +0.20 3,898 88,471 +457
Mar11 091118 19.65 19.87 19.53 19.67 +0.19 2,850 47,857 +474
Total Volume and Open Interest 74,195 770,362 +4,353
London Cocoa(LCE)
Dec09 091030 2127 2146 2122 2127 -20 3,155 54,406 -13
Mar10 091118 2063 2124 2056 2120 +62 2,914 44,841 +536
May10 091118 2082 2143 2080 2141 +62 453 49,306 -114
Jul10 091118 2017 2077 2016 2076 +62 494 16,855 +228
Sep10 091118 2012 2053 2000 2053 +55 376 6,671 +86
Dec10 091118 2000 2042 2000 2039 +54 388 5,741 +310
Mar11 091118 2024 2024 2024 2024 +59 16 7,661 +4
Total Volume and Open Interest 5,955 173,583 +653
London Sugar(LCE)
Mar10 091118 610.30 626.00 610.00 624.50 +13.20 5,292 35,125 +864
May10 091118 598.40 612.40 598.30 611.20 +11.80 2,286 16,542 +803
Aug10 091118 568.00 580.10 568.00 579.60 +10.80 468 8,535 +0
Oct10 091118 538.00 549.60 538.00 548.60 +10.30 66 4,362 +0
Dec10 091118 526.00 530.00 526.00 530.00 +6.40 30 811 +21
Total Volume and Open Interest 8,142 65,450 +1,688
Cotton(ICE)
Dec09 091118 68.00 69.18 67.81 68.54 +0.65 13,188 26,925 -10,190
Mar10 091118 72.05 73.39 71.78 72.55 +0.58 14,527 108,039 +6,415
May10 091118 74.02 74.55 73.49 73.78 +0.65 1,011 9,658 +690
Jul10 091118 75.19 75.50 74.47 74.81 +0.72 480 16,897 -54
Oct10 091118 75.51 75.51 75.51 75.51 +0.72 0 113 +0
Dec10 091118 76.45 76.90 76.01 76.35 +0.76 171 8,633 +100
Total Volume and Open Interest 29,389 170,883 -3,028
Lumber(CME)
Jan10 091118 237.1 238.3 229.2 230.5 -9.0 594 6,968 -110
Mar10 091118 252.5 254.5 246.5 249.0 -8.0 440 2,647 +180
May10 091118 251.6 252.7 247.0 250.7 -7.3 80 197 +68
Jul10 091118 257.8 258.0 255.0 258.0 -2.1 8 30 +7
Total Volume and Open Interest 1,126 9,848 +149
Crude Oil(NYM)
Dec09 091118 79.38 80.33 78.67 79.58 +0.44 361,387 162,516 -25,955
Jan10 091118 79.87 80.88 79.23 80.10 +0.38 158,557 311,053 +10,531
Feb10 091118 80.44 81.59 79.97 80.82 +0.38 33,930 77,340 +1,037
Mar10 091118 80.50 82.30 80.50 81.57 +0.41 18,626 68,643 +2,745
Apr10 091118 82.50 82.99 81.68 82.27 +0.43 6,271 24,575 -187
May10 091118 83.10 83.45 82.14 82.91 +0.44 3,358 27,420 +214
Jun10 091118 83.00 84.08 82.65 83.46 +0.46 13,579 103,933 +1,996
Jul10 091118 83.80 84.47 83.40 83.90 +0.48 1,502 28,716 -209
Aug10 091118 84.23 84.45 83.80 84.30 +0.50 1,337 12,609 -80
Sep10 091118 84.69 84.86 84.24 84.70 +0.52 1,255 24,899 +3
Oct10 091118 85.09 85.29 84.68 85.12 +0.54 1,147 15,305 +262
Nov10 091118 85.55 85.75 85.13 85.58 +0.58 1,178 15,018 -136
Dec10 091118 85.70 86.61 85.20 86.04 +0.61 12,271 115,430 -1,131
Jan11 091118 86.27 86.33 86.27 86.33 +0.64 1,147 15,461 -258
Feb11 091118 86.59 86.59 86.59 86.59 +0.66 340 7,482 +84
Mar11 091118 86.83 86.83 86.83 86.83 +0.67 755 5,651 +103
Total Volume and Open Interest 622,512 1,244,695 -10,679
e-miNY Crude Oil(NYM)
Nov09 091019 78.850 79.650 78.100 79.600 +1.075 9,026 4,656 +226
Dec09 091118 79.350 80.450 78.675 79.575 +0.425 11,910 3,800 -492
Jan10 091118 79.950 81.000 79.225 80.100 +0.375 1,473 1,524 +166
Feb10 091118 80.925 81.500 80.000 80.825 +0.375 180 241 +3
Mar10 091118 82.100 82.225 81.575 81.575 +0.425 155 139 -27
Apr10 091118 82.450 82.450 82.275 82.275 +0.425 1 6 -1
May10 091118 82.900 82.900 82.900 82.900 +0.425 2 2 +0
Jun10 091118 83.450 83.450 83.450 83.450 +0.450 1 7 -2
Jul10 091118 83.900 83.900 83.900 83.900 +0.475 0 6 +0
Aug10 091118 84.300 84.300 84.300 84.300 +0.500 0 1 +0
Total Volume and Open Interest 13,722 5,809 -353
Heating Oil(NYM)
Dec09 091118 206.23 209.09 203.28 204.86 -0.99 43,254 47,042 -2,765
Jan10 091118 209.50 212.65 207.04 208.52 -0.91 22,044 81,374 +3,159
Feb10 091118 213.25 215.26 209.85 211.28 -0.89 5,282 36,039 +922
Mar10 091118 215.22 217.04 212.05 213.39 -0.78 3,874 26,943 +1,071
Apr10 091118 217.80 217.80 213.28 214.49 -0.70 1,282 15,639 +196
May10 091118 218.01 218.61 214.70 215.69 -0.61 954 12,366 +89
Jun10 091118 218.79 219.51 215.84 216.89 -0.51 5,692 31,030 +643
Jul10 091118 220.47 220.52 217.45 218.44 -0.51 293 9,236 +28
Aug10 091118 220.60 221.30 219.66 220.29 -0.51 417 3,956 +81
Sep10 091118 223.50 223.76 222.10 222.74 -0.46 664 7,536 +310
Oct10 091118 225.50 225.50 224.71 225.29 -0.41 420 3,412 -34
Nov10 091118 227.84 227.84 227.24 227.84 -0.36 457 5,750 +11
Total Volume and Open Interest 87,044 324,178 +3,839
Gasoline(NYMEX)
Dec09 091118 201.80 205.22 199.70 201.14 +0.65 42,474 43,847 -3,475
Jan10 091118 204.39 207.85 202.46 203.95 +0.41 29,662 98,948 +5,797
Feb10 091118 207.50 210.00 205.20 206.58 +0.39 8,412 24,392 +1,328
Mar10 091118 210.15 212.52 208.09 209.28 +0.44 4,019 25,411 +608
Apr10 091118 223.32 223.46 220.23 221.31 +0.40 2,870 18,024 +329
May10 091118 224.16 224.34 221.13 222.32 +0.45 1,082 8,950 -25
Jun10 091118 224.07 224.85 221.70 223.09 +0.59 701 9,337 +198
Jul10 091118 223.40 224.37 223.40 223.40 +0.62 216 4,516 -26
Aug10 091118 222.00 224.42 222.00 223.35 +0.67 601 3,896 +361
Sep10 091118 222.90 223.99 222.90 222.90 +0.72 101 3,940 +9
Total Volume and Open Interest 91,078 261,118 +5,250
e-miNY RBOB Gasoline(NYM)
Dec09 091117 200.50 200.50 200.49 200.50 +1.80 0 3 +0
Jan10 091118 204.00 204.00 203.95 204.00 +0.50      
Feb10 091118 206.60 206.60 206.58 206.60 +0.40      
Mar10 091118 209.30 209.30 209.28 209.30 +0.50      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Dec09 091118 4.540 4.578 4.229 4.254 -0.276 124,217 96,096 -11,669
Jan10 091118 4.920 4.946 4.629 4.659 -0.248 61,205 168,620 +10,413
Feb10 091118 5.010 5.035 4.728 4.754 -0.240 15,150 53,547 +485
Mar10 091118 5.046 5.047 4.770 4.797 -0.218 12,532 77,369 -481
Apr10 091118 5.057 5.057 4.801 4.827 -0.198 10,007 50,243 +1,183
May10 091118 5.028 5.060 4.864 4.890 -0.189 2,865 30,211 +44
Jun10 091118 5.120 5.135 4.966 4.992 -0.183 1,409 19,425 +169
Jul10 091118 5.270 5.270 5.074 5.104 -0.177 1,232 15,663 +102
Aug10 091118 5.355 5.355 5.169 5.182 -0.177 617 14,348 +102
Sep10 091118 5.360 5.360 5.226 5.239 -0.177 1,602 15,597 +521
Oct10 091118 5.508 5.508 5.357 5.374 -0.176 3,763 30,166 +310
Nov10 091118 5.899 5.906 5.795 5.809 -0.161 787 8,196 +196
Dec10 091118 6.330 6.334 6.180 6.199 -0.156 1,053 15,874 -93
Jan11 091118 6.560 6.560 6.419 6.426 -0.154 973 12,259 +249
Feb11 091118 6.500 6.500 6.395 6.416 -0.154 31 6,015 +10
Mar11 091118 6.315 6.315 6.250 6.251 -0.149 227 16,255 +29
Total Volume and Open Interest 239,154 736,883 +2,019
Brent Crude Oil(ICE)
Jan10 091118 79.45 80.14 78.67 79.47 +0.50 135,428 231,547 +11,134
Feb10 091118 80.35 80.92 79.50 80.27 +0.51 45,164 120,357 +3,404
Mar10 091118 81.23 81.64 80.23 81.04 +0.53 19,734 42,267 +1,809
Apr10 091118 81.82 82.29 81.00 81.73 +0.53 8,199 18,944 +1,117
May10 091118 82.43 82.96 81.64 82.39 +0.55 4,133 15,120 -177
Jun10 091118 83.09 83.55 82.25 83.02 +0.55 7,160 53,784 +769
Jul10 091118 83.63 84.14 83.40 83.59 +0.57 1,388 13,509 +274
Aug10 091118 84.12 84.49 83.94 84.13 +0.58 1,546 8,846 +364
Sep10 091118 84.99 85.02 84.62 84.64 +0.60 1,538 6,547 -354
Oct10 091118 85.10 85.12 85.10 85.12 +0.61 1,119 12,552 +71
Nov10 091118 85.54 85.54 85.54 85.54 +0.63 744 8,678 +47
Dec10 091118 85.97 86.47 85.17 85.95 +0.65 6,328 71,070 +400
Jan11 091118 86.36 86.36 86.36 86.36 +0.65 388 6,526 +81
Feb11 091118 86.75 86.75 86.75 86.75 +0.66 63 3,702 +5
Total Volume and Open Interest 234,645 700,077 +19,201
Gas Oil(ICE)
Dec09 091118 638.00 645.50 630.25 643.00 +11.75 43,690 108,906 +3,024
Jan10 091118 649.25 656.75 641.50 653.75 +11.25 35,525 118,929 +1,997
Feb10 091118 662.00 664.50 649.50 662.00 +11.25 10,772 48,022 +816
Mar10 091118 666.00 671.25 657.00 669.00 +11.25 3,266 33,209 +3
Apr10 091118 672.50 677.00 672.50 675.50 +11.25 1,414 20,947 +171
May10 091118 679.00 681.75 678.75 681.75 +11.25 1,552 20,401 +441
Jun10 091118 685.00 688.75 676.50 687.75 +11.25 6,328 41,644 -433
Jul10 091118 693.50 695.25 693.00 695.25 +11.50 663 15,757 +93
Aug10 091118 700.75 703.00 697.50 702.50 +11.50 401 15,514 -71
Sep10 091118 707.00 708.75 704.00 708.75 +11.50 1,080 12,329 -45
Total Volume and Open Interest 108,711 555,055 +6,009
Ethanol(CBOT)
Nov09 091104 1.970 2.000 1.970 1.970 +0.020 5 151 -1
Dec09 091118 2.130 2.130 2.100 2.120 +0.019 88 606 -8
Jan10 091118 2.015 2.015 1.980 2.009 +0.007 74 780 -36
Feb10 091118 1.960 1.965 1.950 1.963 +0.001 19 472 +15
Mar10 091118 1.936 1.954 1.935 1.951 unch 6 733 +6
Apr10 091118 1.920 1.940 1.920 1.937 +0.007 15 445 +2
May10 091118 1.890 1.910 1.886 1.898 -0.002 16 388 +0
Jun10 091118 1.905 1.906 1.867 1.890 +0.012 5 267 +1
Total Volume and Open Interest 252 5,841 -11
US Dollar Index(ICE)
Dec09 091118 75.340 75.430 74.985 75.265 -0.200 18,318 40,305 -305
Mar10 091118 75.695 75.695 75.310 75.580 -0.195 99 2,477 +29
Jun10 091118 76.010 76.010 75.965 75.965 -0.195 0 6 +0
Total Volume and Open Interest 18,417 42,788 -276
Australian Dollar(CME)
Dec09 091118 92.79 93.15 92.42 92.48 -0.11 77,509 115,551 -1,247
Mar10 091118 92.00 92.27 91.56 91.60 -0.11 982 7,009 +298
Jun10 091118 90.57 90.68 90.57 90.57 -0.11 0 10 +0
Total Volume and Open Interest 78,491 122,587 -949
British Pound(CME)
Dec09 091118 168.00 168.44 167.11 167.15 -0.78 113,314 97,777 -1,420
Mar10 091118 167.82 168.32 167.04 167.06 -0.76 484 880 +358
Jun10 091118 166.96 167.93 166.96 166.96 -0.75 0 119 +0
Total Volume and Open Interest 113,798 98,846 -1,062
Canadian Dollar(CME)
Dec09 091118 95.14 95.69 94.48 94.61 -0.42 69,187 88,339 +3,109
Mar10 091118 95.00 95.67 94.50 94.62 -0.42 713 3,389 +479
Jun10 091118 95.30 95.57 94.50 94.59 -0.43 25 404 +12
Sep10 091118 95.06 95.45 94.46 94.54 -0.43 3 438 +0
Total Volume and Open Interest 69,939 92,876 +3,609
Japanese Yen(CME)
Dec09 091118 111.97 112.36 111.76 111.78 -0.23 93,879 124,244 +3,816
Mar10 091118 112.05 112.39 111.81 111.83 -0.24 470 2,878 +27
Jun10 091118 111.90 112.23 111.90 111.90 -0.25 0 16 +0
Total Volume and Open Interest 94,349 127,159 +3,843
Swiss Franc(CME)
Dec09 091118 98.40 99.26 98.36 98.88 +0.59 57,904 55,532 +2,846
Mar10 091118 99.02 99.28 98.34 98.93 +0.59 263 474 +209
Jun10 091118 98.99 99.10 98.40 98.99 +0.59 0 5 +0
Total Volume and Open Interest 58,167 56,012 +3,055
EuroFX(CME)
Dec09 091118 148.63 149.90 148.62 149.38 +0.85 279,006 160,004 -477
Mar10 091118 148.75 149.81 148.60 149.29 +0.84 1,858 2,544 +300
Jun10 091118 149.19 149.47 148.36 149.19 +0.83 4 182 -3
Total Volume and Open Interest 280,868 162,740 -180
Mexican Peso(CME)
Dec09 091118 763.0 770.2 763.0 765.5 +0.8 14,695 70,908 -543
Jan10 091118 761.5 761.5 760.8 761.5 +0.8      
Total Volume and Open Interest 14,745 73,297 -517
30-Year T-Bonds(CBOT)
Dec09 091118 121~010 121~090 120~100 120~160 -0~180 313,893 751,765 +18,398
Mar10 091118 120~090 120~180 119~200 119~260 -0~180 12,434 25,967 +5,021
Jun10 091118 118~070 118~250 118~070 118~070 -0~180 7 38 +1
Total Volume and Open Interest 326,334 777,770 +23,420
10-Year T-Notes(CBOT)
Dec09 091118 119~245 119~260 119~120 119~140 -0~100 849,933 1,297,548 +20,483
Mar10 091118 118~110 118~140 118~015 118~030 -0~095 17,068 42,634 +1,534
Jun10 091118 116~240 117~010 116~240 116~240 -0~090      
Total Volume and Open Interest 867,001 1,340,182 +22,017
5-Year T-Notes(CBOT)
Dec09 091118 117~038 117~048 117~037 117~040 -0~011      
Mar10 091118 116~009 116~020 115~121 116~000 -0~012 4,758 9,613 +3,170
Jun10 091118 114~088 114~101 114~088 114~088 -0~013      
Total Volume and Open Interest 412,350 859,588 +17,784
2 Year T-Notes(CBOT)
Dec09 091118 109~015 109~022 109~015 109~020 +0~003      
Mar10 091118 108~072 108~081 108~068 108~078 +0~005 14,156 49,578 +7,052
Jun10 091118 108~004 108~004 107~127 108~004 +0~005 25 6,865 +25
Total Volume and Open Interest 248,355 1,101,765 +1,475
Eurodollars(CME)
Dec09 091118 99.723 99.730 99.723 99.728 +0.005 112,128 1,009,243 +10,736
Mar10 091118 99.645 99.665 99.635 99.655 +0.010 198,926 1,069,964 +25,564
Jun10 091118 99.460 99.500 99.445 99.485 +0.025 235,321 1,029,304 +16,527
Sep10 091118 99.145 99.205 99.130 99.180 +0.030 265,097 739,051 +8,122
Dec10 091118 98.775 98.840 98.745 98.795 +0.020 300,203 842,650 +16,759
Mar11 091118 98.410 98.475 98.380 98.420 +0.005 204,052 560,820 +12,555
Jun11 091118 98.055 98.120 98.020 98.055 -0.005 128,230 560,442 +14,373
Sep11 091118 97.745 97.800 97.710 97.735 -0.015 115,234 454,887 +957
Dec11 091118 97.445 97.500 97.415 97.430 -0.025 62,847 264,669 -938
Mar12 091118 97.205 97.245 97.165 97.180 -0.030 53,468 195,858 +682
Jun12 091118 96.965 97.005 96.915 96.935 -0.035 43,898 167,283 +618
Sep12 091118 96.760 96.795 96.705 96.720 -0.045 39,700 106,009 +2,345
Dec12 091118 96.555 96.585 96.500 96.515 -0.050 15,005 61,494 +1,828
Mar13 091118 96.390 96.430 96.345 96.365 -0.055 7,521 56,763 -4
Jun13 091118 96.240 96.275 96.190 96.210 -0.060 5,196 50,250 -33
Sep13 091118 96.115 96.130 96.045 96.065 -0.065 4,776 52,977 +497
Dec13 091118 95.945 95.980 95.895 95.915 -0.070 2,380 28,652 -113
Mar14 091118 95.865 95.870 95.785 95.805 -0.075 2,318 27,178 -228
Total Volume and Open Interest 1,805,719 7,412,499 +110,681
30 Day Federal Funds(CBOT)
Nov09 091118 99.875 99.878 99.875 99.875 unch 686 75,111 +194
Dec09 091118 99.870 99.875 99.870 99.870 unch 2,191 65,534 +529
Jan10 091118 99.860 99.865 99.855 99.860 +0.005 4,793 62,228 -1,112
Feb10 091118 99.840 99.850 99.835 99.840 +0.005 5,613 70,896 +556
Mar10 091118 99.825 99.835 99.820 99.830 +0.010 10,370 49,526 +2,321
Apr10 091118 99.810 99.825 99.800 99.815 +0.005 10,035 59,097 +2,313
Total Volume and Open Interest 57,851 539,222 +10,068
30 Day Fed Funds(e-CBOT)
Nov09 090519 99.690 99.700 99.690 99.700 unch 4,182 50,156  
Dec09 090519 99.655 99.670 99.655 99.670 unch 2,601 26,684  
Jan10 090519 99.600 99.615 99.595 99.615 unch 2,329 25,494  
Feb10 090519 99.505 99.520 99.500 99.515 unch 3,201 23,868  
Mar10 090519 99.440 99.455 99.435 99.450 unch 400 6,491  
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Dec09 091118 99.50 99.50 99.50 99.50 +0.01      
Mar10 091118 99.53 99.53 99.53 99.53 +0.01      
Jun10 091118 99.54 99.54 99.54 99.54 unch      
Sep10 091118 99.54 99.54 99.54 99.54 unch      
Dec10 091118 99.48 99.48 99.48 99.48 unch      
Mar11 091118 99.39 99.39 99.39 99.39 unch      
Jun11 091118 99.33 99.33 99.33 99.33 unch      
Sep11 091118 99.33 99.33 99.33 99.33 unch      
Dec11 091118 99.14 99.14 99.14 99.14 unch      
Mar12 091118 99.11 99.11 99.11 99.11 +0.01      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec09 091118 99.50 99.50 99.50 99.50 +0.01 49 3,806 +0
Mar10 091118 99.53 99.53 99.53 99.53 +0.01 0 3,499 +0
Jun10 091118 99.54 99.54 99.54 99.54 +0.00 11 1,706 +0
Sep10 091118 99.54 99.54 99.54 99.54 +0.00 0 1,694 +1
Dec10 091118 99.48 99.48 99.48 99.48 +0.01 50 892 +0
Mar11 091118 99.39 99.39 99.39 99.39 +0.00 0 562 +0
Jun11 091118 99.33 99.33 99.33 99.33 +0.00 0 52 +0
Sep11 091118 99.33 99.33 99.33 99.33 +0.00 0 51 +0
Total Volume and Open Interest 110 13,734 +1
Japanese Gov't Bonds(SGX)
Dec09 091112 137.73 138.69 137.73 138.66 +0.88 1,385 15,579 -630
Mar10 091118 138.62 138.73 138.54 138.73 +0.11 2 2 +1
Jun10 091118 138.73 138.73 138.73 138.73 +0.11      
Total Volume and Open Interest 3,242 14,942 +672
Euro-Bund(EUREX)
Dec09 091118 122.31 122.34 121.92 122.24 unch 638,192 957,988 +9,388
Mar10 091118 121.82 121.95 121.52 121.85 unch 3,555 20,151 +1,800
Jun10 091118 120.91 120.91 120.91 120.91 unch 240 3 +0
Total Volume and Open Interest 641,987 978,142 +11,188
Euro-Bobl(EUREX)
Dec09 091118 116.18 116.18 115.97 116.11 -0.02 360,381 712,162 +14,725
Mar10 091118 115.86 115.88 115.74 115.86 -0.02 1,397 13,049 +1,057
Jun10 091118 115.41 115.41 115.41 115.41 -0.02      
Total Volume and Open Interest 361,778 725,211 +15,782
3-Mth Euribor(EUREX)
Dec09 091118 99.265 99.265 99.265 99.265 unch 400 8,336 -5
Mar10 091118 99.200 99.200 99.195 99.195 -0.005 429 5,329 -30
Jun10 091118 98.915 98.915 98.915 98.915 -0.010 7 4,739 +2
Total Volume and Open Interest 924 22,454 -19
Long Gilt(LIFFE)
Dec09 091111 116~32 117~21 116~20 117~18 -0~31 73,487 237,970 +4,386
Mar10 091118 116~27 116~27 116~23 116~23 -0~03 0 20 +0
Total Volume and Open Interest 59,288 228,038 -241
3-Mth Short Sterling(LIFFE)
Dec09 091118 99.35 99.46 99.35 99.40 +0.04 15,310 346,544 +2,585
Mar10 091118 99.25 99.37 99.23 99.32 +0.07 32,194 367,114 -3,710
Jun10 091118 98.96 99.07 98.91 99.03 +0.09 49,763 396,672 +9,145
Sep10 091118 98.49 98.60 98.44 98.58 +0.10 30,595 296,689 +3,027
Dec10 091118 97.97 98.09 97.94 98.06 +0.09 31,869 313,881 +3,792
Mar11 091118 97.52 97.62 97.47 97.59 +0.08 21,431 217,182 -151
Total Volume and Open Interest 242,170 2,471,929 +16,382
3-Mth Euribor(LIFFE)
Dec09 091118 99.265 99.270 99.255 99.265 unch 78,907 608,614 -5,134
Mar10 091118 99.205 99.210 99.185 99.195 -0.005 119,602 657,492 -13,911
Jun10 091118 98.925 98.935 98.905 98.915 -0.010 115,652 677,074 +14,828
Total Volume and Open Interest 789,252 3,467,889 -5,286
3-Mth Aus T-Bills(SFE)
Dec09 091118 95.90 95.91 95.84 95.88 -0.03 25,500 318,857 +2,579
Mar10 091118 95.40 95.41 95.34 95.40 unch 32,111 227,682 +4,041
Jun10 091118 95.02 95.03 94.95 95.03 +0.01 13,095 142,280 +2,104
Sep10 091118 94.71 94.74 94.65 94.73 +0.01 11,315 89,227 +2,667
Dec10 091118 94.45 94.50 94.39 94.49 +0.02 2,554 55,002 +632
Mar11 091118 94.26 94.30 94.20 94.30 +0.03 1,190 25,559 +227
Jun11 091118 94.10 94.14 94.05 94.14 +0.03 852 19,150 +0
Sep11 091118 93.96 94.03 93.96 94.03 +0.02 387 12,031 +148
Dec11 091118 93.96 93.96 93.96 93.96 +0.01 30 5,098 +10
Mar12 091118 93.94 93.94 93.94 93.94 +0.02 170 2,321 +165
Total Volume and Open Interest 87,534 898,478 +12,903
10-Year Aus T-Bonds(SFE)
Dec09 091118 94.52 94.53 94.46 94.51 -0.02 35,299 330,975 -36,645
Mar10 091118 94.51 94.51 94.51 94.51 -0.02      
Total Volume and Open Interest 35,299 330,975 -36,645
3-Year Aus T-Bonds(SFE)
Dec09 091118 95.01 95.02 94.94 95.00 -0.02 124,617 752,107 +41,531
Mar10 091118 95.00 95.00 95.00 95.00 -0.02      
Total Volume and Open Interest 124,617 752,107 +41,531
Gold(CMX)
Dec09 091118 1140.9 1153.4 1136.0 1141.2 +1.8 188,594 269,945 -9,647
Feb10 091118 1142.8 1154.7 1138.0 1142.7 +1.8 27,179 118,940 +9,081
Apr10 091118 1146.0 1155.7 1139.8 1143.8 +1.8 2,881 37,725 +572
Jun10 091118 1147.4 1156.4 1140.0 1145.0 +1.8 1,120 16,593 -123
Aug10 091118 1152.0 1153.6 1146.3 1146.3 +1.7 2,011 9,438 +802
Oct10 091118 1156.2 1156.2 1147.8 1147.8 +1.6 15 4,558 +5
Dec10 091118 1152.0 1161.0 1146.2 1149.7 +1.5 3,135 22,716 +487
Feb11 091118 1152.9 1160.1 1152.0 1152.0 +1.4 10 2,533 +0
Apr11 091118 1162.2 1162.2 1154.7 1154.7 +1.4 0 1,716 +0
Jun11 091118 511.1 511.1 502.3 502.3 +1.4 374 10,709 +152
Aug11 091118 1168.5 1168.5 1161.2 1161.2 +1.1 0 250 +0
Total Volume and Open Interest 227,534 522,332 +2,371
Silver(CMX)
Dec09 091118 1842.5 1885.5 1832.5 1841.5 +2.8 54,538 61,741 +981
Mar10 091118 1847.0 1888.5 1837.0 1845.1 +2.8 9,073 41,747 +2,145
May10 091118 1853.5 1885.0 1840.5 1847.1 +2.8 543 10,910 +351
Jul10 091118 1872.5 1881.0 1848.7 1848.7 +2.8 83 4,111 -6
Sep10 091118 1850.4 1850.4 1850.4 1850.4 +2.8 92 2,729 +89
Dec10 091118 1862.0 1890.5 1846.0 1853.2 +2.6 632 7,870 -56
Mar11 091118 1856.0 1856.0 1856.0 1856.0 +2.4 0 42 +0
Total Volume and Open Interest 65,303 138,664 +3,425
Platinum(NYMEX)
Jan10 091118 1463.0 1471.7 1442.5 1452.0 -10.5 4,951 32,291 +111
Apr10 091118 1463.8 1472.3 1446.0 1454.5 -10.5 177 2,066 +127
Jul10 091118 1466.2 1466.4 1450.0 1457.5 -10.5 13 116 +13
Total Volume and Open Interest 5,141 34,473 +251
Palladium(NYMEX)
Dec09 091118 374.45 380.00 370.00 374.15 +2.15 2,204 13,557 -513
Mar10 091118 375.15 379.95 371.50 375.50 +2.15 875 8,733 +338
Jun10 091118 377.20 380.15 374.00 376.50 +2.35 11 54 +1
Total Volume and Open Interest 3,091 22,345 -174
Copper(CMX)
Dec09 091118 311.60 317.20 309.45 311.05 +0.20 42,111 41,518 -1,369
Mar10 091118 314.00 319.30 311.90 313.55 +0.25 17,061 87,100 +5,479
May10 091118 314.00 319.65 314.00 314.25 +0.20 570 9,279 +113
Jul10 091118 314.00 319.50 314.00 314.75 +0.20 259 3,710 +149
Sep10 091118 319.65 319.65 315.00 315.00 +0.20 6 2,078 -2
Total Volume and Open Interest 61,382 151,366 +4,413
Aluminum(CMX)
Nov09 080724 0.67 0.67 0.67 0.67 unch      
Dec09 080724 1.17 1.17 1.17 1.17 unch      
Jan10 080724 145.85 145.85 145.85 145.85 unch      
Feb10 080724 2.17 2.17 2.17 2.17 unch      
Mar10 090803 0.00 0.00 0.00 0.00 unch      
Apr10 080724 3.17 3.17 3.17 3.17 unch      
Total Volume and Open Interest      
DJIA Index(CBOT)
Dec09 091118 10424 10424 10340 10404 +6 670 15,100 -14
Mar10 091118 10348 10349 10290 10342 +6 120 992 +32
Jun10 091118 10279 10279 10273 10279 +6 0 1 +0
Sep10 091118 10227 10227 10221 10227 +6      
Total Volume and Open Interest 790 16,093 +18
S & P 500(CME)
Dec09 091118 1107.30 1110.80 1101.00 1108.50 +1.10 23,446 388,843 +5,652
Mar10 091118 1102.10 1104.30 1097.00 1103.60 +1.10 256 6,805 -14
Jun10 091118 1098.80 1099.50 1092.20 1098.80 +1.10 103 418 +113
Sep10 091118 1094.80 1096.00 1088.70 1094.80 +0.60      
Total Volume and Open Interest 23,805 396,071 +5,751
S & P 500 E-Mini(Globex)
Dec09 091118 1107.50 1110.75 1100.75 1108.50 +1.00 1,992,105 2,556,245 +9,824
Mar10 091118 1103.00 1105.50 1096.25 1103.50 +1.00 6,837 57,261 +933
Total Volume and Open Interest 1,998,953 2,613,561 +10,743
NASDAQ 100(CME)
Dec09 091118 1808.80 1812.80 1788.00 1800.50 -8.30 1,506 21,134 -64
Mar10 091118 1798.00 1799.30 1798.00 1798.00 -8.30 0 31 -4
Jun10 091118 1797.00 1798.30 1797.00 1797.00 -8.30      
Total Volume and Open Interest 1,506 21,165 -68
NASDAQ 100 E-Mini(Globex)
Dec09 091118 1808.80 1813.30 1788.80 1800.50 -8.30 294,545 326,554 +1,882
Mar10 091118 1809.00 1810.30 1786.80 1798.00 -8.30 539 2,925 +39
Total Volume and Open Interest 295,089 329,481 +1,921
S & P Midcap 400(CME)
Dec09 091118 707.00 708.70 701.80 704.00 -3.20 105 2,241 +89
Mar10 091118 701.60 701.80 701.60 701.60 -3.20 1 1 +0
Jun10 091118 699.60 699.80 699.60 699.60 -3.20      
Total Volume and Open Interest 106 2,242 +89
Russell 2000(CME)
Dec09 090909 0.05 0.05 0.05 0.05 unch 1,424 2,334 +56
Mar10 090909 0.05 0.05 0.05 0.05 unch 0 5,252 +3
Jun10 090909 0.05 0.05 0.05 0.05 unch 0 3,716 +0
Total Volume and Open Interest      
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec09 091118 9750 9800 9630 9685 -55 91,358 185,212 +6,695
Mar10 091118 9745 9785 9650 9675 -60 53 2,223 +96
Total Volume and Open Interest 91,411 188,399 +6,791
Nikkei 225(SGX)
Dec09 091118 9750 9800 9630 9685 -55 91,358 185,212 +6,695
Mar10 091118 9745 9785 9650 9675 -60 53 2,223 +96
Jun10 091118 9715 9715 9715 9715 -60 0 424 +0
Total Volume and Open Interest 91,411 188,399 +6,791
CAC 40(EURONEXT)
Nov09 091118 3854.0 3862.5 3814.0 3828.5 +1.0 135,571 414,154 -39,614
Dec09 091118 3850.0 3856.0 3807.5 3822.5 +1.5 34,871 129,850 +5,555
Jan10 091118 3825.0 3825.0 3825.0 3825.0 +1.0      
Total Volume and Open Interest 170,485 545,951 -34,036
Hang Seng Index(HKFE)
Nov09 091118 22866 23110 22627 22767 -109 61,189 85,860 -1,701
Dec09 091118 22867 23100 22620 22747 -113 1,608 9,012 +69
Total Volume and Open Interest 62,860 95,397 -1,633
DAX(EUREX)
Dec09 091118 5809.5 5847.5 5772.0 5798.5 +16.0 137,114 192,364 +8,935
Mar10 091118 5818.0 5850.0 5780.0 5803.0 +16.0 371 17,509 +138
Jun10 091118 5825.0 5855.0 5798.5 5809.0 +16.0 158 1,816 +24
Total Volume and Open Interest 137,643 211,689 +9,097
FT-SE 100(EURONEXT)
Dec09 091118 5366.00 5372.50 5329.50 5344.00 +5.00 90,491 615,574 -2,220
Mar10 091118 5312.00 5326.00 5293.50 5299.50 +5.00 335 20,316 +154
Jun10 091118 5275.50 5275.50 5252.00 5252.00 +5.00 5 831 +4
Total Volume and Open Interest 90,831 636,727 -2,062
SPI 200(SFE)
Dec09 091030 4556.0 4671.0 4548.0 4624.0 +63.0 39,623 221,280 +31
Mar10 091030 4548.0 4639.0 4548.0 4617.0 +62.0 47 4,838 +9
Jun10 091030 4638.0 4638.0 4638.0 4638.0 +63.0 3 1,412 -3
Total Volume and Open Interest 39,673 228,251 +37
GSCI(CME)
Dec09 091118 523.50 525.00 517.00 519.00 -2.00 808 18,903 +409
Jan10 091118 523.50 529.00 521.00 523.50 -1.50 0 1 +0
Feb10 091118 527.80 533.00 525.00 527.80 -1.20      
Total Volume and Open Interest 808 18,904 -1,704
Reuters CCI(ICE)
Jan10 090519 430.00 430.00 430.00 430.00 unch 0 11  
Total Volume and Open Interest 0 146  
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.