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 Fri November 19, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101119 1244.00 1256.00 1200.00 1201.50 -40.50 92,815 286,508 -1,144
Mar11 101119 1250.50 1263.25 1208.25 1209.00 -40.25 22,753 108,023 +1,293
May11 101119 1251.50 1261.00 1209.00 1210.00 -38.50 7,447 60,303 +66
Jul11 101119 1253.25 1260.50 1211.50 1212.00 -38.00 11,303 53,445 +616
Aug11 101119 1237.00 1237.25 1195.00 1195.50 -36.25 908 2,260 +250
Sep11 101119 1190.25 1204.00 1159.00 1159.00 -36.50 648 2,732 +136
Nov11 101119 1160.00 1167.00 1124.00 1125.75 -34.25 8,774 93,812 +971
Total Volume and Open Interest 145,383 614,816 +2,310
Soybean Meal(CBOT)
Dec10 101119 335.80 338.90 324.60 325.80 -9.20 29,485 51,016 -4,350
Jan11 101119 336.80 340.50 326.50 327.70 -8.90 22,507 47,234 +3,495
Mar11 101119 339.70 342.40 328.90 330.40 -8.40 8,614 31,265 +1,268
May11 101119 338.60 341.10 328.00 329.40 -8.20 2,847 22,705 +287
Jul11 101119 337.80 340.30 327.80 328.90 -8.40 3,860 15,981 +134
Aug11 101119 328.30 332.50 321.00 321.30 -8.20 652 4,435 +63
Sep11 101119 319.20 321.60 310.90 311.20 -8.00 890 4,816 +53
Oct11 101119 301.60 303.90 293.00 294.40 -7.70 1,078 4,689 +140
Total Volume and Open Interest 71,297 198,626 +1,316
Soybean Oil(CBOT)
Dec10 101119 51.00 51.42 48.90 48.96 -1.96 50,172 78,041 -4,830
Jan11 101119 51.38 51.74 49.23 49.30 -1.95 38,336 122,723 +4,040
Mar11 101119 51.70 52.12 49.58 49.69 -1.95 15,578 67,357 +1,342
May11 101119 51.94 52.36 49.94 49.94 -1.97 7,412 35,064 +1,310
Jul11 101119 52.26 52.60 50.16 50.16 -1.95 6,939 25,784 -219
Aug11 101119 52.16 52.44 50.21 50.21 -1.95 1,190 4,255 -820
Sep11 101119 52.25 52.29 50.26 50.26 -1.92 639 2,489 +57
Oct11 101119 52.29 52.57 50.28 50.28 -1.90 1,611 4,433 +603
Total Volume and Open Interest 124,075 354,999 +1,833
Canola(WCE)
Nov10 101112 532.6 532.6 532.6 532.6 -26.4 0 145 -7
Jan11 101119 539.9 544.4 527.1 528.8 -10.1 7,815 127,266 -5,230
Mar11 101119 545.8 550.7 534.5 535.2 -9.9 2,508 20,031 +205
May11 101119 552.2 552.2 536.6 537.9 -10.0 190 4,738 +6
Jul11 101119 549.8 552.6 537.3 538.8 -10.0 227 14,273 +55
Total Volume and Open Interest 11,570 199,558 -4,254
Corn(CBOT)
Dec10 101119 542.75 548.25 518.50 520.75 -21.00 152,125 290,336 -11,170
Mar11 101119 556.50 562.25 532.25 534.75 -21.00 120,401 656,085 +17,730
May11 101119 563.00 568.50 540.00 542.00 -20.50 16,378 136,242 +993
Jul11 101119 566.25 571.50 543.25 545.75 -20.00 35,471 218,037 +4,954
Sep11 101119 532.25 536.00 510.50 513.50 -18.50 2,569 39,050 -28
Dec11 101119 510.00 514.50 487.00 491.00 -17.50 36,583 258,203 -1,235
Total Volume and Open Interest 369,989 1,653,059 +11,743
Wheat(CBOT)
Dec10 101119 649.75 657.75 636.25 644.50 -0.75 35,504 89,162 -6,743
Mar11 101119 687.25 697.00 676.00 684.00 -0.50 28,015 196,917 +6,206
May11 101119 712.50 721.00 701.00 708.50 -0.75 2,983 47,328 +55
Jul11 101119 725.00 732.00 712.75 720.25 -0.25 1,807 85,572 +117
Sep11 101119 738.50 750.75 735.00 739.75 unch 488 16,422 +114
Total Volume and Open Interest 70,030 503,651 -376
Wheat(KCBT)
Dec10 101119 711.75 721.50 702.00 709.50 -0.75 8,616 41,900 -2,576
Mar11 101119 728.75 737.25 718.00 725.25 -0.75 7,388 102,125 -2,157
May11 101119 737.25 746.00 727.00 735.00 +1.25 1,275 20,561 +102
Jul11 101119 747.00 751.75 735.00 740.50 +0.50 1,177 49,356 -434
Sep11 101119 755.25 759.00 744.50 749.00 +0.50 215 7,497 +65
Total Volume and Open Interest 19,179 232,141 -4,827
Wheat(MGE)
Dec10 101119 726.00 735.25 718.00 725.75 +1.75 2,283 9,183 -1,058
Mar11 101119 740.75 751.00 735.00 741.50 +1.75 2,150 26,882 +582
May11 101119 755.50 759.00 744.00 750.00 +1.50 413 8,096 -37
Jul11 101119 755.25 765.50 749.75 754.75 -0.50 256 7,592 -466
Sep11 101119 759.75 766.50 758.00 758.50 -1.00 235 6,453 +85
Total Volume and Open Interest 5,463 65,796 -906
Oats(CBOT)
Dec10 101119 358.75 362.25 348.75 353.25 -2.25 411 3,353 -61
Mar11 101119 371.25 374.75 361.50 366.00 -2.00 394 8,713 +98
May11 101119 371.00 373.75 370.00 371.75 -2.00 6 528 +0
Jul11 101119 379.50 385.75 374.50 376.00 -3.00 5 125 +0
Total Volume and Open Interest 816 13,599 +37
Rough Rice(CBOT)
Nov10 101112 13.98 14.27 13.77 13.77 -0.51 191 175 +121
Jan11 101119 13.80 14.01 13.73 13.90 +0.08 777 10,757 -81
Mar11 101119 14.10 14.27 14.00 14.16 +0.07 338 3,281 -33
May11 101119 14.28 14.42 14.28 14.42 +0.07 46 989 -15
Total Volume and Open Interest 1,190 17,187 -126
Live Cattle(CME)
Dec10 101119 100.800 101.500 100.230 101.450 +0.650 18,654 59,073 -3,177
Feb11 101119 104.500 105.200 103.885 105.035 +0.535 25,158 137,737 +8,771
Apr11 101119 107.600 108.250 107.000 108.180 +0.380 9,128 70,469 +2,085
Jun11 101119 104.750 105.150 104.200 105.100 +0.350 4,204 32,956 +1,096
Aug11 101119 103.850 104.500 103.550 104.480 +0.330 1,449 13,076 +318
Oct11 101119 106.600 107.100 106.035 107.050 +0.220 1,074 6,299 +290
Total Volume and Open Interest 60,066 322,142 +9,578
Feeder Cattle(CME)
Jan11 101119 115.730 117.600 115.385 117.400 +1.350 2,530 15,001 +468
Mar11 101119 116.430 118.035 116.100 117.650 +0.750 944 7,207 +218
Apr11 101119 117.000 118.500 116.750 118.500 +1.215 300 1,962 +92
May11 101119 117.300 118.600 116.850 118.600 +1.120 419 2,757 +202
Aug11 101119 118.250 119.800 118.100 119.800 +0.800 291 1,874 +179
Sep11 101119 117.250 118.750 117.035 118.750 +0.750 38 117 +38
Oct11 101119 117.000 117.900 117.000 117.900 +0.700 2 16 +2
Total Volume and Open Interest 4,746 30,050 +1,060
Lean Hogs(CME)
Dec10 101119 68.830 69.385 68.080 69.135 +0.485 12,675 28,836 -925
Feb11 101119 76.500 77.050 75.350 76.850 +1.050 11,030 73,292 +2,037
Apr11 101119 80.000 80.900 79.680 80.800 +0.970 4,650 45,721 +831
May11 101119 85.900 86.330 85.480 86.080 +0.080 46 1,429 +4
Jun11 101119 88.680 89.300 88.230 89.150 +0.470 2,509 27,750 +198
Jul11 101119 88.300 88.500 87.500 88.500 +0.450 278 6,272 +45
Aug11 101119 87.385 87.500 86.800 87.500 +0.250 239 5,488 +82
Oct11 101119 78.000 78.450 77.700 78.250 +0.150 161 3,916 +5
Total Volume and Open Interest 31,615 194,211 +2,291
Class III Milk(CME)
Nov10 101119 15.49 15.52 15.40 15.43 -0.05 76 4,987 -9
Dec10 101119 13.98 14.01 13.40 13.92 -0.07 447 5,833 -114
Jan11 101119 13.97 14.00 13.48 13.81 -0.16 303 3,563 +67
Feb11 101119 14.03 14.09 13.86 13.95 -0.07 277 2,645 +36
Mar11 101119 14.02 14.14 13.98 14.09 +0.09 144 2,447 +35
Total Volume and Open Interest 1,613 27,944 +111
Cocoa(ICE)
Dec10 101119 2898 2898 2826 2826 -70 185 229 -123
Mar11 101119 2933 2942 2849 2868 -71 15,004 72,909 -966
May11 101119 2950 2951 2875 2887 -68 2,623 20,017 -25
Jul11 101119 2942 2970 2897 2906 -64 747 9,180 +323
Sep11 101119 2958 2988 2916 2925 -63 928 4,449 +389
Dec11 101119 2993 3003 2943 2943 -63 675 9,643 +180
Mar12 101119 3076 3076 3019 3019 -65 59 10,120 -9
Total Volume and Open Interest 20,224 131,714 -231
Coffee "C"(ICE)
Dec10 101119 208.95 210.10 205.60 209.85 +1.20 7,439 2,907 -4,312
Mar11 101119 211.00 211.80 207.00 211.25 -0.05 17,086 86,563 -1,428
May11 101119 211.75 212.00 207.80 211.60 -0.10 1,685 19,750 +13
Jul11 101119 210.00 210.25 207.40 210.25 +0.05 306 6,531 +144
Sep11 101119 206.25 207.45 203.75 207.45 +0.65 161 3,069 +68
Dec11 101119 201.40 203.65 199.20 203.30 +1.35 74 6,045 +18
Total Volume and Open Interest 26,806 125,932 -5,483
Orange Juice(ICE)
Jan11 101119 152.85 152.85 151.30 151.65 -1.20 1,023 22,458 +188
Mar11 101119 153.15 153.15 152.15 152.50 -1.35 156 3,482 +15
May11 101119 153.85 154.05 152.55 153.15 -1.60 118 887 +35
Jul11 101119 154.55 154.55 153.70 153.85 -1.85 31 1,541 +24
Sep11 101119 154.45 154.45 154.45 154.45 -1.45 0 300 +0
Nov11 101119 154.05 154.05 154.05 154.05 -0.95 5 15 +5
Total Volume and Open Interest 1,333 28,706 +267
Sugar #11(ICE)
Mar11 101119 28.35 29.30 25.98 26.15 -2.00 63,995 235,986 +2,644
May11 101119 25.70 26.50 23.69 23.71 -1.91 19,841 98,602 -14
Jul11 101119 23.02 23.80 21.25 21.29 -1.73 21,369 98,846 +78
Oct11 101119 21.47 22.25 19.87 19.91 -1.54 7,582 54,716 +450
Mar12 101119 20.80 21.26 19.09 19.21 -1.36 3,785 47,524 -317
Total Volume and Open Interest 118,799 578,393 +3,076
London Cocoa(LCE)
Dec10 101119 1925 1938 1878 1881 -54 6,305 52,405 -887
Mar11 101119 1924 1933 1877 1879 -52 8,559 56,509 +157
May11 101119 1938 1947 1895 1895 -50 2,393 19,818 -327
Jul11 101119 1955 1963 1910 1912 -50 1,192 12,993 +388
Sep11 101119 1966 1976 1924 1926 -50 1,124 9,791 +267
Dec11 101119 1984 1986 1941 1942 -48 716 15,662 +184
Mar12 101119 1992 1997 1955 1955 -46 35 12,988 -14
Total Volume and Open Interest 20,324 183,138 -232
London Sugar(LCE)
Mar11 101119 713.10 730.50 670.00 679.10 -29.60 3,769 32,141 -176
May11 101119 680.90 696.90 643.00 651.00 -27.10 1,119 8,127 +87
Aug11 101119 622.70 637.80 587.00 593.20 -25.50 311 6,656 -55
Oct11 101119 579.00 581.00 547.00 552.80 -23.10 332 1,541 +155
Dec11 101119 557.80 567.10 532.40 534.10 -24.50 124 530 +17
Total Volume and Open Interest 5,691 49,504 +48
Cotton(ICE)
Dec10 101119 133.90 133.90 127.90 127.90 -6.00 7,214 10,167 -4,369
Mar11 101119 129.15 129.15 123.15 123.15 -6.00 12,306 111,778 +1,829
May11 101119 123.31 123.67 118.39 118.39 -6.00 2,036 19,151 -114
Jul11 101119 118.02 118.02 112.99 112.99 -6.00 2,705 28,244 +89
Oct11 101119 104.00 104.00 101.70 102.28 -5.36 4 427 +1
Dec11 101119 90.00 90.44 87.68 88.21 -2.87 1,004 30,163 +186
Total Volume and Open Interest 25,293 201,249 -2,370
Lumber(CME)
Jan11 101119 262.7 263.5 255.2 255.2 -6.0 213 5,569 +41
Mar11 101119 280.5 280.9 273.8 274.1 -5.4 57 3,058 +18
May11 101119 286.9 286.9 281.9 284.3 -5.7 34 793 +2
Jul11 101119 291.3 291.3 289.1 289.1 unch 2 174 +0
Total Volume and Open Interest 306 9,594 +61
Crude Oil(NYM)
Dec10 101119 82.24 82.75 80.59 81.51 -0.34 160,405 18,493 -60,346
Jan11 101119 82.76 83.32 81.08 81.98 -0.44 369,365 350,317 +8,255
Feb11 101119 83.51 83.95 81.75 82.58 -0.50 76,792 111,697 +6,363
Mar11 101119 84.22 84.50 82.30 83.07 -0.57 33,580 112,865 -261
Apr11 101119 84.62 84.88 82.83 83.43 -0.63 10,733 44,320 -372
May11 101119 85.00 85.01 83.18 83.72 -0.70 5,374 37,271 -377
Jun11 101119 85.27 85.52 83.33 84.00 -0.74 20,496 86,248 -1,897
Jul11 101119 84.34 84.34 83.69 84.24 -0.77 2,580 34,713 +232
Aug11 101119 84.70 84.75 84.46 84.46 -0.79 2,743 17,189 +235
Sep11 101119 85.93 85.95 84.34 84.67 -0.80 1,539 24,147 -175
Oct11 101119 84.95 84.95 84.88 84.88 -0.81 1,002 16,805 +110
Nov11 101119 85.22 85.22 84.66 85.09 -0.82 616 21,665 -12
Dec11 101119 86.67 86.69 84.70 85.32 -0.82 17,361 143,500 -2,263
Jan12 101119 85.41 85.41 85.41 85.41 -0.82 373 17,471 +20
Feb12 101119 85.49 85.49 85.49 85.49 -0.82 128 7,823 +84
Mar12 101119 85.56 85.56 85.56 85.56 -0.83 1,093 10,229 +694
Total Volume and Open Interest 712,780 1,351,302 -48,462
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 101119 82.725 83.325 81.100 81.975 -0.450 6,732 3,756 +281
Feb11 101119 83.725 83.725 81.800 82.575 -0.500 192 722 +19
Mar11 101119 84.200 84.225 82.500 83.075 -0.575 58 205 +5
Apr11 101119 83.500 83.500 83.425 83.425 -0.625 0 1 +0
May11 101119 83.725 83.725 83.725 83.725 -0.700 0 13 +0
Jun11 101119 84.000 84.000 84.000 84.000 -0.750 0 7 +0
Jul11 101119 84.250 84.250 84.250 84.250 -0.750 0 2 +0
Aug11 101119 84.450 84.450 84.450 84.450 -0.800      
Total Volume and Open Interest 6,985 4,861 -4,282
Heating Oil(NYM)
Dec10 101119 230.38 231.80 225.71 227.44 -2.07 41,132 53,068 -6,299
Jan11 101119 232.12 233.69 227.57 229.18 -2.15 43,351 88,994 +6,750
Feb11 101119 232.67 234.63 228.60 230.09 -2.26 9,724 37,590 +1,521
Mar11 101119 233.26 234.97 228.91 230.37 -2.40 4,972 30,485 +1,216
Apr11 101119 232.75 234.00 228.11 229.39 -2.52 3,072 15,533 +181
May11 101119 232.20 232.68 228.07 228.66 -2.65 1,409 15,884 +167
Jun11 101119 231.23 232.91 227.41 228.57 -2.71 4,914 34,550 +908
Jul11 101119 230.88 230.88 228.63 229.49 -2.78 510 5,972 -57
Aug11 101119 232.10 232.70 229.68 230.68 -2.74 550 4,003 -16
Sep11 101119 234.17 234.17 231.17 232.20 -2.70 49 4,907 +12
Oct11 101119 234.00 234.07 233.50 234.07 -2.63 30 2,112 +0
Nov11 101119 235.80 235.90 235.80 235.90 -2.70 72 2,911 +30
Total Volume and Open Interest 111,444 317,652 +3,748
Gasoline(NYMEX)
Dec10 101119 222.98 225.05 216.25 219.60 -3.23 30,096 44,294 -3,304
Jan11 101119 216.90 218.00 210.40 212.71 -3.14 63,321 100,162 +284
Feb11 101119 214.76 217.34 210.26 212.35 -2.79 33,987 31,269 +2,079
Mar11 101119 217.30 217.52 212.25 213.63 -2.46 13,756 22,317 +241
Apr11 101119 225.00 225.13 223.25 224.06 -2.53 6,244 22,373 +598
May11 101119 225.64 225.69 223.69 224.81 -2.47 4,052 10,749 -38
Jun11 101119 226.80 227.00 224.03 225.26 -2.44 4,491 13,737 -100
Jul11 101119 226.50 226.50 224.95 224.95 -2.44 850 4,333 +75
Aug11 101119 224.43 224.43 224.43 224.43 -2.46 739 5,497 +50
Sep11 101119 223.31 223.31 223.31 223.31 -2.45 774 2,683 +32
Total Volume and Open Interest 160,561 290,493 +45
e-miNY RBOB Gasoline(NYM)
Dec10 101119 219.60 219.60 219.60 219.60 -3.20 0 3 +0
Jan11 101119 212.70 212.71 212.70 212.70 -3.20 0 1 +0
Feb11 101119 212.40 212.40 212.35 212.40 -2.70 0 1 +0
Mar11 101119 213.60 213.63 213.60 213.60 -2.50 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Dec10 101119 4.023 4.175 3.975 4.164 +0.157 154,988 38,085 -5,457
Jan11 101119 4.190 4.332 4.148 4.324 +0.141 91,751 231,803 +1,934
Feb11 101119 4.199 4.330 4.153 4.320 +0.131 25,158 58,008 +1,002
Mar11 101119 4.182 4.291 4.124 4.278 +0.117 20,448 93,822 +1,199
Apr11 101119 4.130 4.249 4.091 4.236 +0.109 16,340 68,491 +229
May11 101119 4.147 4.273 4.135 4.264 +0.103 3,683 24,911 -94
Jun11 101119 4.226 4.319 4.189 4.312 +0.096 2,232 13,168 -114
Jul11 101119 4.250 4.377 4.250 4.371 +0.092 1,876 11,467 +39
Aug11 101119 4.334 4.413 4.334 4.411 +0.089 1,448 13,617 +203
Sep11 101119 4.312 4.440 4.295 4.425 +0.088 1,354 10,157 -14
Oct11 101119 4.373 4.509 4.373 4.503 +0.090 6,299 41,054 -115
Nov11 101119 4.650 4.714 4.648 4.714 +0.087 4,668 20,895 +419
Dec11 101119 4.920 5.006 4.919 5.006 +0.081 1,241 18,603 +105
Jan12 101119 5.128 5.194 5.093 5.184 +0.078 6,210 25,737 -1,416
Feb12 101119 5.118 5.160 5.118 5.151 +0.075 115 6,341 -1
Mar12 101119 5.030 5.047 5.027 5.044 +0.070 212 14,214 +88
Total Volume and Open Interest 338,358 767,811 -1,856
Brent Crude Oil(ICE)
Jan11 101119 85.20 86.15 83.87 84.34 -0.71 183,976 255,296 -1,335
Feb11 101119 85.41 86.23 84.02 84.49 -0.71 63,610 160,499 +4,749
Mar11 101119 85.54 86.35 84.22 84.64 -0.71 37,742 83,625 +3,583
Apr11 101119 85.65 86.46 84.44 84.81 -0.73 20,015 38,453 -1,075
May11 101119 85.84 86.68 84.63 85.00 -0.76 12,763 24,844 -1,717
Jun11 101119 86.07 86.91 84.78 85.21 -0.77 16,711 48,755 +1,294
Jul11 101119 86.25 87.09 85.02 85.41 -0.78 3,456 12,608 -379
Aug11 101119 86.43 87.17 85.23 85.60 -0.78 2,387 11,881 -102
Sep11 101119 86.60 87.30 85.36 85.78 -0.78 1,199 8,536 +52
Oct11 101119 85.95 85.95 85.95 85.95 -0.79 920 7,379 +86
Nov11 101119 86.11 86.11 86.11 86.11 -0.79 860 11,055 +221
Dec11 101119 87.05 87.76 85.83 86.27 -0.78 13,007 81,255 +1,317
Jan12 101119 86.44 86.44 86.44 86.44 -0.79 686 11,558 +88
Feb12 101119 86.57 86.57 86.57 86.57 -0.80 144 4,042 +1
Total Volume and Open Interest 359,695 837,941 +6,842
Gas Oil(ICE)
Dec10 101119 715.50 725.00 703.50 705.50 -10.00 71,935 94,166 -4,949
Jan11 101119 722.50 729.50 708.75 710.75 -9.50 74,450 110,645 +1,275
Feb11 101119 725.50 732.25 712.75 714.25 -9.25 22,713 54,372 -767
Mar11 101119 727.25 734.25 714.75 716.25 -9.00 13,048 37,686 +525
Apr11 101119 728.50 734.50 716.25 717.50 -9.00 6,611 44,517 +881
May11 101119 727.00 734.50 717.50 718.75 -9.00 4,356 34,542 -24
Jun11 101119 731.50 737.25 719.25 720.75 -8.75 10,452 47,555 +735
Jul11 101119 732.00 738.00 722.50 723.75 -9.00 1,505 15,889 +70
Aug11 101119 743.00 743.00 726.00 727.25 -9.00 1,431 12,969 +135
Sep11 101119 744.50 744.50 729.50 730.75 -8.50 853 9,841 -199
Total Volume and Open Interest 214,800 576,181 -1,944
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 35 50 -30
Dec10 101119 2.120 2.139 2.090 2.104 -0.051 93 645 -26
Jan11 101119 2.098 2.098 2.067 2.067 -0.052 10 949 +14
Feb11 101119 2.076 2.080 2.031 2.031 -0.056 34 915 +15
Mar11 101119 2.054 2.054 2.034 2.034 -0.055 37 1,063 +17
Apr11 101119 2.044 2.044 2.044 2.044 -0.051 11 838 +7
May11 101119 2.079 2.080 2.049 2.049 -0.060 10 346 +10
Jun11 101119 2.085 2.087 2.036 2.050 -0.064 12 602 +1
Total Volume and Open Interest 290 7,939 +79
WTI Crude Oil(ICE
Dec10 101118 80.84 82.33 80.84 81.85 +1.41 68,713 30,616 -10,264
Jan11 101119 82.85 83.33 81.08 81.98 -0.44 102,337 112,180 -552
Feb11 101119 83.34 83.93 81.75 82.58 -0.50 31,235 51,553 +3,103
Mar11 101119 83.84 84.47 82.30 83.07 -0.57 11,887 45,629 +314
Apr11 101119 83.92 84.85 82.78 83.43 -0.63 4,634 28,659 -37
May11 101119 84.89 85.00 83.12 83.72 -0.70 2,068 18,109 +161
Jun11 101119 84.59 85.29 83.35 84.00 -0.74 7,492 48,051 +596
Jul11 101119 85.50 85.50 83.80 84.24 -0.77 1,529 14,333 -61
Aug11 101119 85.74 85.74 83.99 84.46 -0.79 953 9,303 +105
Sep11 101119 84.82 84.98 84.21 84.67 -0.80 677 11,014 +8
Oct11 101119 84.88 84.88 84.88 84.88 -0.81 159 4,153 +14
Nov11 101119 85.09 85.09 85.09 85.09 -0.82 174 7,320 +51
Dec11 101119 86.02 86.56 84.73 85.32 -0.82 5,910 53,758 -410
Jan12 101119 85.41 85.41 85.41 85.41 -0.82 2 5,223 +0
Feb12 101119 85.49 85.49 85.49 85.49 -0.82 0 1,170 +0
Mar12 101119 85.56 85.56 85.56 85.56 -0.83 0 3,120 +0
Total Volume and Open Interest 170,894 486,214 -27,210
US Dollar Index(ICE)
Dec10 101119 78.680 78.810 78.245 78.595 -0.135 20,405 32,834 -642
Mar11 101119 79.070 79.165 78.690 78.975 -0.130 242 900 +13
Jun11 101119 79.405 79.405 79.405 79.405 -0.130 0 8 +0
Total Volume and Open Interest 20,647 33,742 -629
Australian Dollar(CME)
Dec10 101119 98.71 98.85 97.85 98.30 -0.36 76,168 117,509 +2,195
Mar11 101119 97.59 97.71 96.75 97.17 -0.35 776 1,484 +60
Jun11 101119 96.02 96.36 96.02 96.02 -0.34 0 152 +0
Total Volume and Open Interest 76,944 119,282 +2,255
British Pound(CME)
Dec10 101119 160.44 160.94 159.34 159.71 -0.70 105,433 93,168 +878
Mar11 101119 160.08 160.81 159.27 159.59 -0.70 274 1,164 +17
Jun11 101119 159.43 160.11 159.43 159.43 -0.68 1 41 +0
Total Volume and Open Interest 105,712 94,409 +895
Canadian Dollar(CME)
Dec10 101119 98.06 98.33 97.67 98.17 +0.32 83,463 110,722 -2,653
Mar11 101119 97.87 98.11 97.50 97.96 +0.32 340 4,574 -41
Jun11 101119 97.44 97.70 97.40 97.70 +0.30 53 1,031 +40
Sep11 101119 97.42 97.42 97.12 97.42 +0.30 84 429 +39
Total Volume and Open Interest 83,956 117,154 -2,609
Japanese Yen(CME)
Dec10 101119 119.83 120.30 119.56 119.79 -0.06 125,121 130,936 +4,423
Mar11 101119 119.86 120.29 119.79 119.91 -0.06 320 1,544 +67
Jun11 101119 120.06 120.12 120.06 120.06 -0.06 0 202 +0
Total Volume and Open Interest 125,441 132,692 +4,490
Swiss Franc(CME)
Dec10 101119 100.38 101.27 100.03 100.52 +0.16 44,316 41,135 -230
Mar11 101119 100.49 101.05 100.17 100.60 +0.16 113 404 +0
Jun11 101119 100.69 100.69 100.53 100.69 +0.16 0 2 +0
Total Volume and Open Interest 44,429 41,543 -230
EuroFX(CME)
Dec10 101119 136.39 137.32 136.06 136.71 +0.41 329,522 178,384 -5,769
Mar11 101119 136.28 137.15 135.94 136.56 +0.40 1,176 5,733 +162
Jun11 101119 136.40 136.40 135.97 136.37 +0.40 5 106 +4
Total Volume and Open Interest 330,703 184,255 -5,603
Mexican Peso(CME)
Dec10 101119 812.8 814.5 809.8 813.8 +1.8 16,978 146,315 +1,103
Jan11 101119 812.8 812.8 811.5 812.8 +1.2      
Total Volume and Open Interest 17,226 147,030 +1,317
30-Year T-Bonds(CBOT)
Dec10 101119 126~180 127~140 126~170 127~070 +0~220 334,085 569,444 -4,523
Mar11 101119 125~000 125~280 124~310 125~220 +0~230 15,986 53,294 +4,456
Jun11 101119 124~050 124~150 123~240 124~150 +0~230 50 59 +50
Total Volume and Open Interest 350,121 622,797 -17
10-Year T-Notes(CBOT)
Dec10 101119 124~165 124~260 124~100 124~165 +0~010 1,281,475 1,417,505 -29,346
Mar11 101119 123~160 123~260 123~100 123~170 +0~015 55,516 101,275 +26,485
Jun11 101119 122~190 122~270 122~190 122~225 +0~015 1 36 -1
Total Volume and Open Interest 1,336,993 1,518,821 -2,861
5-Year T-Notes(CBOT)
Dec10 101119 120~022 120~045 120~005 120~016 -0~011 553,486 1,065,299 -20,546
Mar11 101119 119~073 119~077 119~039 119~049 -0~013 39,672 53,570 +19,666
Jun11 101119 118~073 118~086 118~073 118~073 -0~013      
Total Volume and Open Interest 593,158 1,118,869 -880
2 Year T-Notes(CBOT)
Dec10 101119 109~085 109~088 109~080 109~083 -0~002 188,772 661,869 -1,440
Mar11 101119 109~072 109~074 109~067 109~070 -0~002 4,246 33,477 +1,852
Jun11 101119 109~053 109~055 109~053 109~053 -0~002      
Total Volume and Open Interest 193,018 695,346 +412
Eurodollars(CME)
Dec10 101119 99.690 99.692 99.685 99.688 unch 140,549 998,530 -17,866
Mar11 101119 99.615 99.620 99.595 99.605 -0.010 219,491 1,158,605 -13,472
Jun11 101119 99.520 99.530 99.495 99.510 -0.010 215,904 1,061,386 -18,542
Sep11 101119 99.410 99.420 99.385 99.405 unch 218,456 912,444 +8,415
Dec11 101119 99.270 99.290 99.245 99.270 +0.005 269,366 818,796 -5,807
Mar12 101119 99.115 99.145 99.090 99.115 +0.005 248,362 721,067 -1,005
Jun12 101119 98.945 98.980 98.920 98.950 +0.005 189,062 458,579 +2,481
Sep12 101119 98.770 98.810 98.745 98.775 unch 178,926 365,089 -9,874
Dec12 101119 98.580 98.625 98.550 98.575 -0.010 173,645 294,197 +437
Mar13 101119 98.400 98.445 98.370 98.390 -0.020 133,556 227,289 -4,515
Jun13 101119 98.200 98.245 98.165 98.180 -0.030 113,887 144,244 +1,309
Sep13 101119 98.005 98.035 97.945 97.960 -0.045 83,017 167,002 -143
Dec13 101119 97.775 97.805 97.715 97.725 -0.050 50,710 120,265 -871
Mar14 101119 97.555 97.580 97.495 97.505 -0.050 43,491 102,882 -765
Jun14 101119 97.315 97.345 97.255 97.270 -0.050 47,661 104,351 -141
Sep14 101119 97.080 97.105 97.020 97.040 -0.045 42,074 66,378 -575
Dec14 101119 96.840 96.860 96.790 96.810 -0.040 27,384 85,538 +2,003
Mar15 101119 96.635 96.665 96.590 96.615 -0.030 25,066 45,279 +127
Total Volume and Open Interest 2,494,502 8,043,829 -55,250
30 Day Federal Funds(CBOT)
Nov10 101119 99.808 99.810 99.805 99.808 -0.002 4,806 91,473 +2,785
Dec10 101119 99.815 99.820 99.815 99.815 -0.005 1,275 86,638 -141
Jan11 101119 99.820 99.825 99.820 99.825 unch 505 62,609 +60
Feb11 101119 99.820 99.825 99.815 99.820 -0.005 2,670 51,198 +1,035
Mar11 101119 99.820 99.825 99.815 99.820 -0.005 1,653 30,469 +561
Apr11 101119 99.820 99.825 99.815 99.820 -0.005 1,751 33,417 +127
Total Volume and Open Interest 27,660 587,638 +6,973
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 101119 99.665 99.665 99.665 99.665 +0.005 0 2,349 +0
Mar11 101119 99.660 99.660 99.660 99.660 unch 0 768 +0
Jun11 101119 99.660 99.660 99.660 99.660 unch 0 150 +0
Sep11 101119 99.650 99.650 99.650 99.650 unch      
Dec11 101119 99.655 99.655 99.655 99.655 unch      
Mar12 101119 99.645 99.645 99.645 99.645 unch      
Jun12 101119 99.695 99.695 99.695 99.695 unch      
Sep12 101119 99.645 99.645 99.645 99.645 unch      
Dec12 101119 99.340 99.340 99.340 99.340 unch      
Mar13 101119 99.340 99.340 99.340 99.340 unch      
Total Volume and Open Interest 0 3,267 +0
3-Mth Euro-Yen(SGX)
Dec10 101119 99.66 99.66 99.66 99.66 unch 0 4,448 +0
Mar11 101119 99.66 99.66 99.66 99.66 unch 0 1,475 +0
Jun11 101119 99.66 99.66 99.66 99.66 unch 1 1,536 +0
Sep11 101119 99.65 99.65 99.65 99.65 unch 0 1,430 +0
Dec11 101119 99.65 99.65 99.65 99.65 unch 0 110 +0
Mar12 101119 99.64 99.64 99.64 99.64 unch 0 305 +0
Jun12 101119 99.69 99.69 99.69 99.69 unch 0 754 +0
Sep12 101119 99.64 99.64 99.64 99.64 unch 0 310 +0
Total Volume and Open Interest 1 10,372 +0
Japanese Gov't Bonds(SGX)
Dec10 101119 141.24 141.81 141.06 141.66 +0.42 4,307 16,602 +32
Mar11 101119 141.00 141.00 141.00 141.00 +0.42 2 1 +0
Jun11 101119 138.91 138.91 138.91 138.91 +0.42      
Total Volume and Open Interest 4,309 16,603 +32
Euro-Bund(EUREX)
Dec10 101119 127.65 127.79 127.32 127.41 -0.09 1,268,559 1,008,553 -3,257
Mar11 101119 127.52 127.60 127.21 127.26 -0.10 11,127 26,607 +5,084
Jun11 101119 126.66 126.66 126.66 126.66 -0.09 30 0 +0
Total Volume and Open Interest 1,279,716 1,035,160 +1,827
Euro-Bobl(EUREX)
Dec10 101119 119.20 119.25 119.01 119.09 -0.05 720,884 708,412 -1,164
Mar11 101119 119.02 119.06 118.87 118.92 -0.08 6,886 99,241 -24
Jun11 101119 118.93 118.93 118.93 118.93 -0.05 0 1 +0
Total Volume and Open Interest 727,770 807,654 -1,188
3-Mth Euribor(EUREX)
Dec10 101119 98.935 98.935 98.920 98.920 -0.010 2,064 6,191 +11
Mar11 101119 98.775 98.775 98.760 98.760 -0.010 947 2,650 -17
Jun11 101119 98.620 98.625 98.620 98.625 -0.005 11 5,330 +1
Total Volume and Open Interest 3,100 22,802 -2
Long Gilt(LIFFE)
Dec10 101119 120~22 120~25 120~10 120~20 +0~02 171,591 301,945 +10,127
Mar11 101119 119~12 119~12 119~06 119~11 +0~02 4,236 9,079 +3,284
Total Volume and Open Interest 175,827 311,024 +13,411
3-Mth Short Sterling(LIFFE)
Dec10 101119 99.24 99.25 99.23 99.25 +0.01 12,025 341,543 -906
Mar11 101119 99.13 99.15 99.12 99.15 +0.02 49,452 286,893 +3,541
Jun11 101119 98.98 99.02 98.98 99.01 +0.03 47,214 240,705 -8,521
Sep11 101119 98.82 98.87 98.81 98.85 +0.03 46,908 227,235 -4,914
Dec11 101119 98.61 98.68 98.61 98.66 +0.03 98,766 309,898 -10,851
Mar12 101119 98.42 98.51 98.42 98.48 +0.04 72,519 211,257 -9,793
Total Volume and Open Interest 500,504 2,064,342 -40,961
3-Mth Euribor(LIFFE)
Dec10 101119 98.930 98.935 98.910 98.920 -0.010 143,040 537,833 -6,590
Mar11 101119 98.765 98.785 98.755 98.760 -0.010 202,764 518,850 -20,244
Jun11 101119 98.630 98.645 98.610 98.625 -0.005 130,852 450,178 -2,918
Total Volume and Open Interest 1,215,310 3,108,428 -1,364
3-Mth Aus T-Bills(SFE)
Dec10 101119 94.97 94.97 94.96 94.97 unch 11,537 159,035 -12,950
Mar11 101119 94.83 94.84 94.79 94.84 +0.01 23,018 165,333 +3,348
Jun11 101119 94.70 94.71 94.65 94.71 +0.01 12,583 99,417 +171
Sep11 101119 94.60 94.60 94.54 94.60 unch 5,482 59,305 -273
Dec11 101119 94.48 94.51 94.43 94.50 unch 3,033 37,927 -714
Mar12 101119 94.39 94.43 94.35 94.42 -0.01 1,402 41,180 -594
Jun12 101119 94.33 94.38 94.28 94.37 -0.01 2,307 32,831 +291
Sep12 101119 94.28 94.33 94.24 94.31 -0.02 1,348 12,826 +167
Dec12 101119 94.22 94.27 94.21 94.27 -0.01 36 1,943 +24
Mar13 101119 94.24 94.25 94.24 94.24 -0.03 103 1,798 +103
Total Volume and Open Interest 61,050 612,667 -10,327
10-Year Aus T-Bonds(SFE)
Dec10 101119 94.50 94.50 94.41 94.49 -0.01 37,344 386,551 +4,555
Mar11 101119 94.49 94.49 94.49 94.49 -0.01      
Total Volume and Open Interest 37,344 386,551 +4,555
3-Year Aus T-Bonds(SFE)
Dec10 101119 94.81 94.82 94.74 94.81 -0.01 118,021 530,126 +13,041
Mar11 101119 94.76 94.76 94.76 94.76 -0.01      
Total Volume and Open Interest 118,021 530,126 +13,041
Gold(CMX)
Dec10 101119 1353.8 1362.9 1341.0 1352.3 -0.7 197,603 243,665 -12,218
Feb11 101119 1358.7 1364.9 1343.1 1354.4 -0.7 33,255 185,395 +7,945
Apr11 101119 1361.0 1366.5 1345.0 1356.3 -0.7 8,809 29,298 +977
Jun11 101119 1363.2 1367.4 1348.0 1358.3 -0.7 2,879 29,454 +313
Aug11 101119 1365.2 1366.4 1350.0 1360.3 -0.8 905 13,648 +516
Oct11 101119 1367.0 1367.0 1362.4 1362.4 -0.8 184 10,078 +29
Dec11 101119 1363.5 1373.2 1354.0 1364.5 -0.8 4,783 29,548 +1,721
Feb12 101119 1367.0 1367.0 1367.0 1367.0 -0.8 0 6,011 +0
Apr12 101119 1369.6 1369.6 1369.6 1369.6 -0.8 0 5,788 +0
Jun12 101119 1372.2 1372.2 1372.2 1372.2 -0.9 30 9,861 -30
Aug12 101119 1375.2 1375.2 1375.2 1375.2 -1.0 0 4,708 +0
Total Volume and Open Interest 254,171 629,605 -3,619
Silver(CMX)
Dec10 101119 2694.5 2740.0 2634.5 2717.9 +34.5 73,971 48,991 -2,914
Mar11 101119 2705.0 2744.5 2643.5 2725.4 +34.5 10,516 45,399 +309
May11 101119 2724.5 2746.5 2649.5 2730.2 +34.5 1,817 12,075 +13
Jul11 101119 2728.0 2749.5 2661.0 2734.9 +34.7 280 8,810 -44
Sep11 101119 2746.5 2746.5 2683.0 2739.2 +34.7 33 6,116 -14
Dec11 101119 2753.0 2762.0 2662.0 2745.4 +34.6 1,092 10,689 +136
Mar12 101119 2751.9 2751.9 2751.9 2751.9 +34.7 0 355 +0
Total Volume and Open Interest 89,670 144,248 -2,280
Platinum(NYMEX)
Jan11 101119 1668.9 1673.5 1646.5 1671.1 +7.2 7,265 32,366 -95
Apr11 101119 1674.0 1675.0 1655.0 1675.0 +7.0 63 1,947 +36
Jul11 101119 1661.6 1677.3 1661.6 1677.3 +7.0 6 220 +6
Oct11 101119 1677.3 1677.3 1677.3 1677.3 +7.0      
Total Volume and Open Interest 7,334 34,536 -53
Palladium(NYMEX)
Dec10 101119 698.00 707.25 687.40 703.70 +8.20 6,647 14,937 -51
Mar11 101119 704.40 708.00 688.00 705.35 +8.30 2,384 9,345 +938
Jun11 101119 701.90 706.20 691.10 706.20 +8.15 6 175 +1
Total Volume and Open Interest 9,040 24,470 +888
Copper(CMX)
Dec10 101119 384.05 387.25 378.10 383.35 +0.25 39,750 32,971 -2,008
Mar11 101119 385.75 388.05 378.95 384.25 +0.40 11,515 82,460 +3,068
May11 101119 384.95 385.15 379.80 383.95 +0.50 1,231 16,618 -23
Jul11 101119 379.50 383.45 379.50 383.10 +0.60 730 5,008 +40
Sep11 101119 381.00 382.80 381.00 381.95 +0.60 68 4,813 +20
Total Volume and Open Interest 53,909 150,781 +1,033
DJIA Index(CBOT)
Dec10 101119 11170 11186 11102 11179 +3 254 8,183 +4
Mar11 101119 11112 11112 11106 11112 +6 2 21 +1
Jun11 101119 11049 11049 11046 11049 +3      
Sep11 101119 10991 10991 10988 10991 +3      
Total Volume and Open Interest 256 8,204 +5
S & P 500(CME)
Dec10 101119 1197.80 1200.00 1187.70 1198.20 +0.50 25,770 346,932 +8,959
Mar11 101119 1184.00 1195.00 1182.00 1193.00 +0.50 2,037 10,980 +1,523
Jun11 101119 1188.10 1190.10 1177.10 1188.10 +0.50 53 2,714 -51
Sep11 101119 1183.40 1185.40 1172.40 1183.40 +0.50 0 130 +0
Total Volume and Open Interest 27,910 360,806 +10,481
S & P 500 E-Mini(Globex)
Dec10 101119 1197.50 1200.00 1187.50 1198.25 +0.50 2,067,180 2,808,354 +29,328
Mar11 101119 1191.75 1194.50 1182.75 1193.00 +0.50 8,802 37,032 +7,764
Total Volume and Open Interest 2,075,988 2,845,502 +37,088
NASDAQ 100(CME)
Dec10 101119 2134.00 2139.00 2120.00 2133.50 -0.80 3,357 31,918 +1,601
Mar11 101119 2131.50 2137.00 2120.00 2131.50 -1.00 0 71 -10
Jun11 101119 2129.00 2130.00 2129.00 2129.00 -1.00      
Total Volume and Open Interest 3,357 31,989 +1,591
NASDAQ 100 E-Mini(Globex)
Dec10 101119 2135.30 2138.80 2119.80 2133.50 -0.80 299,550 451,584 -3,431
Mar11 101119 2134.50 2136.30 2118.50 2131.50 -1.00 164 1,343 +24
Total Volume and Open Interest 299,715 452,939 -3,407
S & P Midcap 400(CME)
Dec10 101119 845.00 850.50 841.00 848.50 +1.00 7 3,715 +4
Mar11 101119 846.50 848.50 846.50 846.50 +1.00 0 2 +0
Jun11 101119 844.50 846.50 844.50 844.50 +1.00      
Total Volume and Open Interest 7 3,717 +4
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101119 10140 10155 10020 10105 -15 17,697 43,826 +5,261
Mar11 101119 10105 10150 10075 10135 -15 9 10 +3
Total Volume and Open Interest 17,706 43,836 +5,264
Nikkei 225(SGX)
Dec10 101119 9990 10155 9985 10060 +75 144,380 214,287 +2,507
Mar11 101119 10010 10095 10010 10050 +75 308 4,362 +49
Jun11 101119 9980 9980 9980 9980 +75 1 2,126 +0
Total Volume and Open Interest 144,990 227,329 +2,556
CAC 40(EURONEXT)
Nov10 101119 3868.0 3876.5 3820.0 3830.5 -32.5 183,034 398,069 +0
Dec10 101119 3867.0 3875.5 3824.5 3858.5 -3.5 101,743 290,958 +0
Jan11 101119 3870.0 3871.0 3831.0 3861.0 -3.5 11 78 +0
Total Volume and Open Interest 284,788 689,280 +0
Hang Seng Index(HKFE)
Nov10 101119 23616 23680 23213 23648 +111 89,089 99,535 -3,744
Dec10 101119 23620 23680 23226 23651 +108 2,901 22,798 +1,435
Total Volume and Open Interest 92,860 125,387 -2,236
DAX(EUREX)
Dec10 101119 6845.0 6873.0 6798.5 6844.0 +14.5 149,681 194,977 +5,299
Mar11 101119 6862.0 6888.0 6822.0 6860.5 +14.0 2,052 13,402 +784
Jun11 101119 6880.0 6904.5 6843.0 6881.5 +14.5 525 4,603 -69
Total Volume and Open Interest 152,258 212,982 +6,014
FT-SE 100(EURONEXT)
Dec10 101119 5774.50 5780.50 5681.50 5725.00 -36.50 98,053 614,902 +5,752
Mar11 101119 5719.50 5719.50 5656.50 5685.50 -36.50 248 5,841 -185
Jun11 101119 5680.00 5680.00 5604.50 5643.00 -36.50 150 708 +11
Total Volume and Open Interest 98,451 621,461 +5,578
SPI 200(SFE)
Dec10 101119 4660.0 4694.0 4629.0 4649.0 -5.0 31,892 208,672 -1,421
Mar11 101119 4655.0 4690.0 4646.0 4646.0 -4.0 10 2,321 +2
Jun11 101119 4673.0 4673.0 4673.0 4673.0 -4.0 0 1,155 +0
Total Volume and Open Interest 31,904 214,741 -3,128
GSCI(CME)
Dec10 101119 568.15 568.20 563.40 565.00 -6.00 383 14,752 +102
Jan11 101119 567.50 573.05 566.00 567.50 -5.50 2 3 +0
Feb11 101119 570.50 575.55 569.00 570.50 -5.00 2 0 +0
Total Volume and Open Interest 387 14,755 +102
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

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php