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 Mon November 29, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101129 1240.00 1248.50 1226.50 1235.00 -3.50 73,060 272,357 -4,216
Mar11 101129 1249.75 1256.50 1235.50 1243.50 -3.50 16,721 117,092 +3,281
May11 101129 1249.75 1258.00 1237.00 1245.00 -3.50 7,156 62,325 +754
Jul11 101129 1255.00 1260.25 1241.00 1249.25 -3.25 9,515 58,957 +1,259
Aug11 101129 1236.00 1236.00 1223.50 1229.25 -3.25 971 2,427 -32
Sep11 101129 1203.50 1203.50 1185.75 1193.00 -2.50 393 3,086 +66
Nov11 101129 1160.25 1167.50 1151.00 1158.00 -0.50 7,388 96,448 +1,726
Total Volume and Open Interest 115,576 625,532 +2,884
Soybean Meal(CBOT)
Dec10 101129 336.90 338.70 333.10 336.30 -0.50 24,350 27,690 -1,658
Jan11 101129 338.50 340.90 335.40 338.60 -0.50 25,957 66,705 +1,163
Mar11 101129 342.40 343.30 338.00 341.40 -0.30 9,808 39,926 +2,313
May11 101129 340.40 341.80 336.40 340.00 -0.40 5,007 25,148 +1,004
Jul11 101129 341.20 341.80 336.40 340.10 -0.50 3,370 17,167 +113
Aug11 101129 333.20 333.30 328.60 331.80 -0.50 1,948 5,065 +446
Sep11 101129 319.40 321.00 317.80 321.00 -0.40 495 5,202 +100
Oct11 101129 301.40 303.70 301.40 303.50 +0.10 209 4,892 +42
Total Volume and Open Interest 71,907 209,089 +3,685
Soybean Oil(CBOT)
Dec10 101129 49.94 50.65 49.49 49.87 -0.03 38,180 56,796 -4,738
Jan11 101129 50.25 51.02 49.82 50.22 -0.03 41,415 132,227 +2,733
Mar11 101129 50.75 51.45 50.24 50.66 -0.02 18,498 77,507 +1,680
May11 101129 50.95 51.74 50.55 50.98 -0.02 3,955 35,838 -10
Jul11 101129 51.38 51.98 50.82 51.24 -0.03 2,722 28,296 +754
Aug11 101129 52.00 52.00 51.30 51.32 -0.03 292 4,358 +151
Sep11 101129 51.50 51.57 51.30 51.38 -0.03 31 2,700 +7
Oct11 101129 51.34 51.58 51.34 51.44 -0.01 78 5,097 -30
Total Volume and Open Interest 105,537 357,581 +414
Canola(WCE)
Jan11 101129 528.5 535.8 528.5 531.9 +2.5 4,892 118,362 -2,546
Mar11 101129 533.9 541.1 533.3 538.7 +3.5 4,029 25,934 +3,161
May11 101129 540.3 541.3 536.6 541.0 +2.6 371 4,690 -114
Jul11 101129 539.3 542.4 539.3 542.0 +3.6 175 14,591 +75
Nov11 101129 492.5 497.4 492.5 495.9 +1.5 16 32,039 +8
Total Volume and Open Interest 9,483 196,893 +584
Corn(CBOT)
Dec10 101129 542.50 545.00 535.25 538.25 unch 145,624 188,656 -27,230
Mar11 101129 557.50 560.00 550.25 553.25 +0.25 132,898 700,550 +8,594
May11 101129 564.75 567.25 558.25 561.25 +0.50 25,153 148,304 +1,456
Jul11 101129 568.50 571.75 562.00 565.25 +1.00 34,776 227,605 +4,128
Sep11 101129 538.00 538.00 530.25 532.00 +1.00 1,737 39,496 +53
Dec11 101129 512.00 514.00 505.00 510.00 +3.00 21,220 256,941 +1,940
Total Volume and Open Interest 364,381 1,619,308 -10,717
Wheat(CBOT)
Dec10 101129 649.50 662.00 647.00 650.25 +2.00 29,482 62,850 -7,814
Mar11 101129 689.00 701.50 687.00 690.50 +3.25 28,210 213,821 +5,358
May11 101129 713.75 723.50 711.75 715.75 +3.75 2,970 48,305 +737
Jul11 101129 727.50 736.75 724.00 728.25 +3.75 2,578 87,276 +730
Sep11 101129 752.25 756.00 740.75 746.75 +4.75 1,044 16,166 -171
Total Volume and Open Interest 66,150 495,001 -1,413
Wheat(KCBT)
Dec10 101129 723.00 732.25 721.75 726.50 +5.75 12,951 22,271 -9,851
Mar11 101129 739.00 749.00 737.75 742.50 +5.75 10,670 109,118 +1,453
May11 101129 750.75 755.75 746.25 751.75 +6.00 859 21,857 +90
Jul11 101129 756.75 762.75 752.00 757.00 +4.75 1,561 49,867 +352
Sep11 101129 768.25 770.75 759.75 764.75 +5.00 525 8,120 +48
Total Volume and Open Interest 26,975 222,000 -7,888
Wheat(MGE)
Dec10 101129 740.00 746.50 732.00 736.50 +2.50 2,837 4,157 -866
Mar11 101129 755.25 765.00 750.25 755.75 +4.75 5,113 31,114 +1,851
May11 101129 766.25 770.50 760.25 765.50 +5.50 603 8,314 +135
Jul11 101129 767.00 774.00 766.00 770.75 +6.00 596 7,380 -19
Sep11 101129 775.00 778.25 770.50 775.00 +5.50 245 6,442 +15
Total Volume and Open Interest 9,585 65,073 +1,160
Oats(CBOT)
Dec10 101129 350.75 353.00 335.00 337.75 -6.50 464 2,004 -315
Mar11 101129 358.00 364.50 346.00 349.50 -6.50 363 9,526 -9
May11 101129 366.00 366.00 352.75 355.25 -6.50 9 551 +9
Jul11 101129 371.00 371.00 358.50 360.50 -5.50 0 126 +0
Total Volume and Open Interest 840 13,095 -314
Rough Rice(CBOT)
Jan11 101129 13.43 13.52 13.27 13.43 +0.02 318 10,503 -53
Mar11 101129 13.64 13.80 13.57 13.71 +0.02 83 3,509 -1
May11 101129 14.05 14.05 13.90 13.98 +0.03 7 1,012 +6
Jul11 101129 14.15 14.19 14.15 14.19 unch 1 1,548 +0
Total Volume and Open Interest 409 17,228 -48
Live Cattle(CME)
Dec10 101129 102.150 102.350 101.750 102.035 -0.195 9,399 49,781 -2,073
Feb11 101129 106.200 106.350 105.550 105.785 -0.445 20,479 147,394 +178
Apr11 101129 109.000 109.150 108.600 108.830 -0.320 10,535 79,773 +4,181
Jun11 101129 105.800 106.035 105.580 105.830 -0.150 1,721 33,710 +65
Aug11 101129 105.135 105.600 105.135 105.450 -0.050 863 13,943 +167
Oct11 101129 108.250 108.250 107.750 108.135 -0.115 618 7,304 +253
Total Volume and Open Interest 44,451 335,212 +3,122
Feeder Cattle(CME)
Jan11 101129 118.980 119.150 118.230 118.400 -0.350 2,109 15,677 -28
Mar11 101129 119.200 119.480 118.700 119.000 -0.385 1,318 8,662 +331
Apr11 101129 119.200 119.680 118.980 119.300 -0.400 495 2,510 +105
May11 101129 119.500 119.700 119.100 119.385 -0.400 310 3,430 +214
Aug11 101129 120.135 120.500 119.850 120.050 -0.450 656 3,028 +512
Sep11 101129 119.450 119.500 119.100 119.500 -0.300 20 188 +18
Oct11 101129 119.100 119.100 119.000 119.100 -0.200 9 41 +7
Total Volume and Open Interest 4,919 33,538 +1,161
Lean Hogs(CME)
Dec10 101129 70.500 70.500 69.680 70.035 -0.315 5,349 20,447 -2,015
Feb11 101129 77.100 77.100 75.850 76.225 -0.925 7,553 78,765 +646
Apr11 101129 81.400 81.535 80.535 80.800 -0.585 3,581 49,184 +874
May11 101129 86.230 86.700 86.150 86.700 -0.130 126 1,651 +55
Jun11 101129 89.000 89.200 88.450 89.135 -0.150 1,458 29,423 +399
Jul11 101129 88.330 88.450 87.800 88.400 -0.030 353 6,645 +172
Aug11 101129 87.285 87.700 86.980 87.700 +0.200 678 6,173 +275
Oct11 101129 78.330 78.500 77.725 78.300 -0.350 236 4,065 +99
Total Volume and Open Interest 19,436 198,035 +567
Pork Bellies(CME)
Feb11 101129 104.500 104.500 104.500 104.500 unch 0 5 +0
Mar11 101129 105.000 105.000 105.000 105.000 unch      
May11 101129 105.000 105.000 105.000 105.000 unch      
Jul11 101129 103.500 103.500 103.500 103.500 unch      
Aug11 101129 102.500 102.500 102.500 102.500 unch      
Total Volume and Open Interest 0 5 +0
Class III Milk(CME)
Nov10 101129 15.41 15.44 15.41 15.43 +0.01 5 4,986 -3
Dec10 101129 13.70 13.88 13.64 13.81 +0.11 206 5,807 +9
Jan11 101129 13.26 13.70 13.26 13.64 +0.24 526 3,795 +218
Feb11 101129 13.56 13.72 13.50 13.65 +0.01 263 2,902 +106
Mar11 101129 13.99 14.00 13.98 14.00 +0.01 136 2,656 +71
Total Volume and Open Interest 1,870 30,096 +847
Cocoa(ICE)
Dec10 101129 2802 2802 2721 2721 -35 6 98 +1
Mar11 101129 2830 2846 2751 2755 -39 6,310 71,764 +113
May11 101129 2820 2842 2775 2777 -37 1,541 19,674 +295
Jul11 101129 2850 2870 2795 2796 -32 1,035 10,005 +373
Sep11 101129 2820 2820 2813 2813 -30 280 4,635 +49
Dec11 101129 2875 2875 2831 2831 -30 425 9,961 +269
Mar12 101129 2909 2909 2909 2909 -33 6 10,163 +3
Total Volume and Open Interest 9,603 131,515 +1,103
Coffee "C"(ICE)
Dec10 101129 202.40 203.20 199.00 202.40 +0.25 195 1,019 -132
Mar11 101129 202.00 203.85 199.00 202.65 -0.05 6,963 89,534 -733
May11 101129 202.95 204.30 199.60 203.20 unch 412 22,296 -11
Jul11 101129 202.50 203.25 199.00 202.50 +0.05 81 6,798 -22
Sep11 101129 198.90 201.40 197.30 200.55 +0.10 83 3,153 +46
Dec11 101129 195.80 197.90 195.35 197.85 +0.25 42 6,065 +16
Total Volume and Open Interest 7,791 129,973 -823
Orange Juice(ICE)
Jan11 101129 151.00 153.90 149.30 150.20 -1.15 858 22,335 -5
Mar11 101129 153.45 154.85 150.40 151.40 -0.95 183 3,568 +18
May11 101129 153.00 153.00 151.20 152.20 -0.50 84 1,198 +67
Jul11 101129 152.00 152.70 152.00 152.70 -0.40 4 1,563 +0
Sep11 101129 153.20 153.20 153.20 153.20 -0.50 0 300 +0
Nov11 101129 152.60 152.60 152.60 152.60 -0.50 0 15 +0
Total Volume and Open Interest 1,129 29,002 +80
Sugar #11(ICE)
Mar11 101129 28.51 28.70 28.15 28.35 +0.10 42,393 230,998 -4,296
May11 101129 25.81 26.00 25.57 25.78 +0.06 14,950 98,570 +778
Jul11 101129 23.15 23.39 22.86 23.18 +0.10 15,705 98,276 -854
Oct11 101129 21.46 21.89 21.27 21.67 +0.16 9,118 55,852 +1,100
Mar12 101129 20.80 21.15 20.61 20.96 +0.08 1,148 46,358 -128
Total Volume and Open Interest 84,594 573,461 -3,295
London Cocoa(LCE)
Dec10 101129 1880 1886 1853 1853 -17 3,008 50,920 -199
Mar11 101129 1884 1893 1862 1866 -8 5,392 57,119 -78
May11 101129 1892 1907 1879 1881 -7 361 20,114 +21
Jul11 101129 1914 1917 1893 1898 -6 122 14,690 +18
Sep11 101129 1930 1930 1909 1912 -7 175 9,857 +23
Dec11 101129 1940 1940 1919 1923 -8 185 15,994 +97
Mar12 101129 1935 1935 1935 1935 -8 117 13,109 +117
Total Volume and Open Interest 9,360 184,780 -1
London Sugar(LCE)
Mar11 101129 725.00 729.60 718.80 727.80 +9.40 190 29,437 +29
May11 101129 692.50 694.50 685.00 692.80 +8.00 10 8,479 +1
Aug11 101129 627.50 630.00 620.80 629.30 +5.90 1 6,807 -1
Oct11 101129 580.80 588.90 574.40 584.90 +5.20 1 1,936 +0
Dec11 101129 560.60 563.00 553.20 562.50 +1.90 0 667 +0
Total Volume and Open Interest 202 47,839 +29
Cotton(ICE)
Dec10 101129 118.90 123.60 118.90 122.51 +6.45 239 833 -143
Mar11 101129 112.25 115.76 112.10 115.76 +4.00 18,418 112,310 +517
May11 101129 107.39 110.84 107.39 110.84 +4.00 2,913 19,782 +246
Jul11 101129 102.75 106.36 102.75 106.36 +4.00 3,350 29,177 +273
Oct11 101129 99.03 99.03 99.03 99.03 +2.38 51 420 +19
Dec11 101129 86.05 88.03 85.26 87.87 +1.84 2,300 32,351 +590
Total Volume and Open Interest 27,320 196,528 +1,533
Lumber(CME)
Jan11 101129 247.9 249.4 245.5 245.7 -4.3 780 5,007 -49
Mar11 101129 267.5 268.0 264.6 265.8 -1.7 255 3,001 -61
May11 101129 277.9 278.4 273.0 273.0 -5.5 63 822 +10
Jul11 101129 285.1 286.1 284.0 284.0 -3.0 0 174 +0
Total Volume and Open Interest 1,098 9,004 -100
Crude Oil(NYM)
Jan11 101129 83.90 85.90 83.59 85.73 +1.97 324,511 343,175 -7,955
Feb11 101129 84.61 86.42 84.18 86.27 +1.92 57,665 109,611 +1,345
Mar11 101129 85.00 86.89 84.66 86.73 +1.86 32,699 119,474 +2,036
Apr11 101129 85.43 87.10 85.08 87.07 +1.85 16,009 43,685 -551
May11 101129 86.13 87.35 85.43 87.35 +1.83 10,639 35,473 -130
Jun11 101129 86.00 87.61 85.56 87.60 +1.80 19,797 86,454 +1,039
Jul11 101129 86.07 87.79 86.07 87.79 +1.76 2,999 35,647 +278
Aug11 101129 86.45 87.96 86.41 87.96 +1.75 1,727 17,931 -469
Sep11 101129 87.82 88.12 87.82 88.12 +1.73 2,253 24,363 +150
Oct11 101129 88.28 88.28 88.10 88.28 +1.72 1,621 16,280 -289
Nov11 101129 88.13 88.45 88.13 88.45 +1.70 1,244 19,678 -38
Dec11 101129 86.92 88.69 86.63 88.64 +1.68 16,768 139,089 +37
Jan12 101129 88.72 88.72 88.72 88.72 +1.67 722 19,025 -103
Feb12 101129 88.80 88.80 88.80 88.80 +1.67 242 7,937 -83
Mar12 101129 88.89 88.89 88.89 88.89 +1.67 194 10,460 -76
Apr12 101129 88.97 88.97 88.97 88.97 +1.67 81 4,041 +3
Total Volume and Open Interest 502,284 1,328,054 -3,149
e-miNY Crude Oil(NYM)
Nov10 101019 82.950 83.200 79.425 79.500 -3.575 5,185 2,700 -198
Dec10 101029 81.900 82.125 80.575 81.425 -0.750 8,987 5,493 +236
Jan11 101129 83.875 85.925 83.575 85.725 +1.975 9,224 4,569 -161
Feb11 101129 84.750 86.375 84.325 86.275 +1.925 487 975 +129
Mar11 101129 85.300 86.800 84.950 86.725 +1.850 193 416 +137
Apr11 101129 85.225 87.075 85.225 87.075 +1.850 2 3 +0
May11 101129 87.350 87.350 87.350 87.350 +1.825 0 13 +0
Jun11 101129 87.600 87.600 87.600 87.600 +1.800 1 9 +1
Jul11 101129 87.000 87.800 87.000 87.800 +1.775 0 2 +0
Aug11 101129 87.950 87.950 87.950 87.950 +1.750      
Total Volume and Open Interest 9,911 6,142 +106
Heating Oil(NYM)
Dec10 101129 232.13 236.87 231.80 235.81 +4.19 29,506 26,955 -8,481
Jan11 101129 233.80 238.74 233.25 238.03 +4.73 50,631 96,705 +2,198
Feb11 101129 234.61 239.70 234.51 239.12 +4.83 11,206 40,577 +781
Mar11 101129 234.65 239.81 234.65 239.28 +4.84 7,317 32,812 +1,139
Apr11 101129 235.15 238.44 234.71 238.23 +4.81 2,077 16,862 +613
May11 101129 234.51 237.49 233.85 237.49 +4.64 1,502 17,110 +191
Jun11 101129 234.63 237.84 232.88 237.36 +4.49 3,625 37,876 +661
Jul11 101129 236.00 238.25 236.00 238.25 +4.42 630 7,612 +168
Aug11 101129 237.00 239.33 237.00 239.33 +4.35 112 4,460 +45
Sep11 101129 238.06 241.05 237.00 240.72 +4.29 122 5,047 -20
Oct11 101129 240.25 242.41 240.25 242.41 +4.23 132 2,825 -19
Nov11 101129 242.00 244.11 242.00 244.11 +4.18 136 2,873 +2
Total Volume and Open Interest 107,891 314,283 -2,662
Gasoline(NYMEX)
Dec10 101129 221.36 228.54 221.03 228.46 +7.43 25,978 19,999 -6,134
Jan11 101129 216.23 222.69 215.42 222.44 +6.60 47,971 104,405 +4,840
Feb11 101129 216.33 222.25 216.33 222.12 +6.09 16,547 35,241 +655
Mar11 101129 217.75 223.39 217.75 223.30 +5.74 7,365 27,029 +969
Apr11 101129 230.00 233.43 228.67 233.41 +5.37 2,528 22,714 +530
May11 101129 229.67 234.20 229.43 234.14 +5.20 1,465 10,812 +12
Jun11 101129 229.80 234.72 229.31 234.68 +5.07 1,819 12,942 -31
Jul11 101129 234.37 234.37 234.37 234.37 +4.99 380 4,322 +20
Aug11 101129 233.73 233.73 233.73 233.73 +4.90 220 5,517 +31
Sep11 101129 230.66 232.56 230.66 232.56 +4.79 214 2,869 -22
Total Volume and Open Interest 105,477 278,300 +749
e-miNY RBOB Gasoline(NYM)
Dec10 101129 228.50 228.50 228.46 228.50 +7.50 0 3 +0
Jan11 101129 222.40 222.44 222.40 222.40 +6.60 0 1 +0
Feb11 101129 222.10 222.12 222.10 222.10 +6.10 0 1 +0
Mar11 101129 223.30 223.30 223.30 223.30 +5.70 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Jan11 101129 4.398 4.487 4.166 4.210 -0.189 117,367 232,287 +1,196
Feb11 101129 4.428 4.500 4.192 4.234 -0.178 26,259 63,024 +1,298
Mar11 101129 4.370 4.454 4.161 4.204 -0.170 23,710 95,471 +884
Apr11 101129 4.330 4.408 4.125 4.173 -0.159 22,275 71,596 +1,183
May11 101129 4.396 4.424 4.167 4.203 -0.154 8,875 26,232 +662
Jun11 101129 4.423 4.465 4.208 4.256 -0.147 1,924 13,576 +109
Jul11 101129 4.486 4.510 4.270 4.317 -0.139 2,187 11,851 +387
Aug11 101129 4.539 4.556 4.330 4.361 -0.137 1,908 13,833 -57
Sep11 101129 4.557 4.575 4.354 4.384 -0.134 1,444 10,117 -171
Oct11 101129 4.656 4.660 4.420 4.468 -0.132 9,512 43,459 +108
Nov11 101129 4.851 4.851 4.673 4.694 -0.120 1,746 21,495 -25
Dec11 101129 5.158 5.158 4.960 5.007 -0.109 1,851 18,726 +127
Jan12 101129 5.315 5.331 5.140 5.192 -0.102 4,096 27,652 +1,315
Feb12 101129 5.273 5.273 5.110 5.154 -0.102 103 6,386 +55
Mar12 101129 5.008 5.047 5.008 5.042 -0.100 411 14,564 +332
Apr12 101129 4.872 4.872 4.785 4.817 -0.088 48 12,925 +22
Total Volume and Open Interest 224,150 748,409 -700
Brent Crude Oil(ICE)
Jan11 101129 85.50 87.55 85.50 87.34 +1.76 65,176 235,661 -3,783
Feb11 101129 85.82 87.62 85.70 87.47 +1.75 22,205 163,692 +614
Mar11 101129 85.99 87.80 85.85 87.61 +1.70 7,419 85,479 +1,096
Apr11 101129 86.21 87.95 86.17 87.80 +1.68 3,394 39,423 +1,040
May11 101129 86.41 88.15 86.38 88.00 +1.68 1,916 25,535 -105
Jun11 101129 86.62 88.35 86.46 88.21 +1.67 3,402 47,485 +449
Jul11 101129 87.60 88.49 86.69 88.39 +1.66 649 12,580 -71
Aug11 101129 87.44 88.70 86.86 88.56 +1.64 568 12,758 -98
Sep11 101129 87.70 88.86 87.02 88.72 +1.62 445 9,249 +77
Oct11 101129 88.89 88.89 88.89 88.89 +1.60 389 6,893 +18
Nov11 101129 89.06 89.06 89.06 89.06 +1.59 338 10,272 +28
Dec11 101129 87.77 89.38 87.49 89.24 +1.58 4,075 80,407 +541
Jan12 101129 89.43 89.43 89.43 89.43 +1.58 81 10,678 +65
Feb12 101129 89.59 89.59 89.59 89.59 +1.59 23 5,661 -18
Total Volume and Open Interest 110,915 825,326 +137
Gas Oil(ICE)
Dec10 101129 724.00 738.75 722.00 734.50 +12.50 31,297 71,254 -1,997
Jan11 101129 728.75 743.25 726.75 739.25 +12.50 34,266 123,850 +3,773
Feb11 101129 731.25 746.00 729.75 742.00 +12.25 8,874 59,515 +198
Mar11 101129 737.00 747.50 733.00 743.75 +12.00 5,431 44,790 -521
Apr11 101129 737.50 747.25 735.50 744.75 +12.00 2,113 47,079 +205
May11 101129 740.00 748.25 740.00 746.25 +12.25 3,270 38,520 -40
Jun11 101129 740.50 750.75 738.75 747.50 +12.00 9,942 45,870 +270
Jul11 101129 747.00 750.25 740.00 750.25 +11.75 1,298 17,353 +67
Aug11 101129 747.75 753.50 746.50 753.50 +11.50 1,493 13,971 +135
Sep11 101129 751.00 757.00 749.25 757.00 +11.75 1,088 10,014 -63
Total Volume and Open Interest 103,407 588,275 +2,368
Ethanol(CBOT)
Nov10 101103 2.395 2.395 2.361 2.390 +0.013 76 80 -56
Dec10 101129 2.130 2.140 2.115 2.140 -0.005 233 472 -133
Jan11 101129 2.102 2.102 2.085 2.090 -0.012 39 916 +24
Feb11 101129 2.082 2.084 2.071 2.078 +0.003 23 924 -4
Mar11 101129 2.080 2.086 2.080 2.082 +0.003 15 1,105 +10
Apr11 101129 2.085 2.087 2.081 2.087 +0.004 22 877 -2
May11 101129 2.089 2.109 2.089 2.109 +0.002 6 368 +5
Jun11 101129 2.106 2.110 2.100 2.108 -0.004 28 625 +9
Total Volume and Open Interest 404 7,873 -74
WTI Crude Oil(ICE
Jan11 101129 83.94 85.89 83.60 85.73 +1.97 15,989 104,486 -806
Feb11 101129 84.74 86.40 84.17 86.27 +1.92 3,352 49,533 +77
Mar11 101129 85.23 86.81 84.66 86.73 +1.86 706 47,132 -88
Apr11 101129 86.19 87.07 85.52 87.07 +1.85 906 25,601 +61
May11 101129 86.67 87.35 85.59 87.35 +1.83 1,199 17,793 -6
Jun11 101129 86.50 87.60 85.64 87.60 +1.80 1,533 48,183 +23
Jul11 101129 86.73 87.79 86.51 87.79 +1.76 75 14,147 -7
Aug11 101129 86.92 87.96 86.35 87.96 +1.75 4 8,752 -2
Sep11 101129 87.15 88.12 86.60 88.12 +1.73 1 11,353 +0
Oct11 101129 88.28 88.28 88.28 88.28 +1.72 7 4,477 +1
Nov11 101129 88.45 88.45 88.45 88.45 +1.70 4 7,596 -2
Dec11 101129 87.64 88.64 86.74 88.64 +1.68 1,926 53,896 -102
Jan12 101129 88.72 88.72 88.72 88.72 +1.67 0 5,234 +0
Feb12 101129 88.80 88.80 88.80 88.80 +1.67 0 1,184 +0
Mar12 101129 88.89 88.89 88.89 88.89 +1.67 0 3,169 +0
Apr12 101129 88.97 88.97 88.97 88.97 +1.67 0 774 +0
Total Volume and Open Interest 25,903 475,972 -757
US Dollar Index(ICE)
Dec10 101129 80.275 81.215 80.150 80.902 +0.470 3,158 31,948 -743
Mar11 101129 80.840 81.630 80.600 81.332 +0.505 48 1,093 +43
Jun11 101129 81.650 81.900 81.650 81.775 +0.518 0 8 +0
Total Volume and Open Interest 3,206 33,049 -700
Australian Dollar(CME)
Dec10 101129 96.57 96.83 95.49 96.12 -0.12 90,100 116,877 +1,104
Mar11 101129 95.44 95.72 94.45 95.04 -0.11 669 1,958 +22
Jun11 101129 93.97 94.09 93.97 93.97 -0.12 0 152 +0
Total Volume and Open Interest 90,769 119,124 +1,126
British Pound(CME)
Dec10 101129 156.04 156.45 155.26 155.65 -0.42 99,437 90,022 -2,619
Mar11 101129 155.97 156.34 155.19 155.56 -0.42 325 1,239 +43
Jun11 101129 155.48 155.88 155.46 155.46 -0.42 1 41 +0
Total Volume and Open Interest 99,763 91,338 -2,576
Canadian Dollar(CME)
Dec10 101129 98.11 98.32 97.45 98.07 +0.01 89,315 102,139 +3,558
Mar11 101129 98.00 98.10 97.30 97.88 unch 1,061 4,927 +63
Jun11 101129 97.60 97.67 97.25 97.67 unch 24 1,052 +4
Sep11 101129 97.39 97.39 97.39 97.39 unch 17 492 +4
Total Volume and Open Interest 90,437 109,071 +3,629
Japanese Yen(CME)
Dec10 101129 118.95 119.32 118.49 118.73 -0.31 112,453 127,403 -174
Mar11 101129 119.14 119.42 118.64 118.88 -0.33 806 1,985 +155
Jun11 101129 119.09 119.43 119.09 119.09 -0.34 0 203 +0
Total Volume and Open Interest 113,259 129,601 -19
Swiss Franc(CME)
Dec10 101129 99.74 100.13 99.56 99.97 +0.22 38,115 39,357 -263
Mar11 101129 99.82 100.22 99.74 100.08 +0.22 139 448 +7
Jun11 101129 100.23 100.23 100.01 100.23 +0.22 0 2 +0
Total Volume and Open Interest 38,254 39,809 -256
EuroFX(CME)
Dec10 101129 132.73 133.02 130.63 131.16 -1.26 375,533 185,274 +5,165
Mar11 101129 132.66 132.90 130.57 131.09 -1.26 3,236 6,702 -195
Jun11 101129 131.51 132.50 130.52 131.02 -1.27 10 154 +4
Total Volume and Open Interest 378,779 192,163 +4,974
Mexican Peso(CME)
Dec10 101129 799.2 802.8 792.5 799.2 +0.2 38,151 144,229 -5,626
Jan11 101129 798.0 798.0 798.0 798.0 unch      
Total Volume and Open Interest 38,199 145,180 -5,602
30-Year T-Bonds(CBOT)
Dec10 101129 127~270 128~060 127~270 128~050 +0~260      
Mar11 101129 125~260 126~270 125~180 126~220 +0~210 300,714 377,654 +161,725
Jun11 101129 125~120 125~150 124~260 125~150 +0~210 0 560 +0
Total Volume and Open Interest 909,563 654,028 +27,146
10-Year T-Notes(CBOT)
Dec10 101129 124~160 124~310 124~095 124~280 +0~090 1,883,761 793,420 -285,299
Mar11 101129 123~185 124~010 123~115 123~295 +0~085 691,164 735,039 +336,994
Jun11 101129 122~240 123~030 122~190 123~030 +0~085 6 32 -4
Total Volume and Open Interest 2,574,931 1,528,497 +51,691
5-Year T-Notes(CBOT)
Dec10 101129 120~036 120~067 120~015 120~057 +0~018 956,541 654,911 +654,911
Mar11 101129 119~070 119~095 119~045 119~086 +0~015 449,623 461,889 +209,327
Jun11 101129 118~110 118~110 118~095 118~110 +0~015      
Total Volume and Open Interest 1,406,164 1,116,800 -30,678
2 Year T-Notes(CBOT)
Dec10 101129 109~084 109~086 109~083 109~086 +0~004      
Mar11 101129 109~069 109~075 109~059 109~071 +0~004 375,567 374,580 +140,382
Jun11 101129 109~055 109~055 109~051 109~055 +0~004      
Total Volume and Open Interest 988,542 726,462 -15,697
Eurodollars(CME)
Dec10 101129 99.625 99.665 99.622 99.640 +0.022 548,015 951,815 -6,354
Mar11 101129 99.445 99.505 99.445 99.460 +0.005 676,081 1,165,001 +6,861
Jun11 101129 99.355 99.405 99.350 99.375 +0.010 426,899 1,053,032 -14,600
Sep11 101129 99.290 99.310 99.265 99.295 +0.010 421,834 932,814 -921
Dec11 101129 99.175 99.200 99.155 99.185 +0.010 433,787 832,676 -17,590
Mar12 101129 99.035 99.075 99.025 99.060 +0.015 401,703 721,720 -33,300
Jun12 101129 98.905 98.935 98.880 98.925 +0.020 268,538 461,734 -3,649
Sep12 101129 98.760 98.790 98.735 98.785 +0.025 221,605 372,539 -8,790
Dec12 101129 98.605 98.625 98.565 98.620 +0.025 185,390 314,622 -623
Mar13 101129 98.435 98.460 98.390 98.455 +0.030 155,979 239,140 +1,454
Jun13 101129 98.210 98.275 98.190 98.260 +0.025 96,585 155,807 -1,105
Sep13 101129 97.995 98.070 97.980 98.055 +0.030 82,448 175,729 -1,104
Dec13 101129 97.785 97.840 97.750 97.825 +0.035 32,887 127,566 -15
Mar14 101129 97.535 97.620 97.525 97.605 +0.040 28,642 114,046 +830
Jun14 101129 97.300 97.380 97.290 97.365 +0.045 25,214 106,854 +1,005
Sep14 101129 97.050 97.145 97.050 97.130 +0.050 21,697 72,779 +369
Dec14 101129 96.825 96.915 96.815 96.895 +0.055 16,802 87,518 +2,827
Mar15 101129 96.625 96.715 96.615 96.690 +0.055 19,359 45,037 -1,083
Total Volume and Open Interest 4,138,578 8,132,799 -71,352
30 Day Federal Funds(CBOT)
Nov10 101129 99.808 99.808 99.805 99.808 unch 404 88,889 -74
Dec10 101129 99.810 99.810 99.805 99.810 unch 5,262 88,664 +2,128
Jan11 101129 99.810 99.815 99.810 99.815 unch 4,270 65,696 +1,179
Feb11 101129 99.810 99.815 99.805 99.810 unch 3,370 53,805 +449
Mar11 101129 99.810 99.810 99.805 99.810 unch 4,669 32,990 +659
Apr11 101129 99.810 99.810 99.805 99.810 unch 6,536 36,712 +2,924
Total Volume and Open Interest 65,886 607,008 +9,092
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 101129 99.660 99.660 99.660 99.660 unch 0 2,289 +0
Mar11 101129 99.625 99.625 99.625 99.625 -0.035 0 769 +0
Jun11 101129 99.610 99.610 99.610 99.610 -0.050 0 150 +0
Sep11 101129 99.590 99.590 99.590 99.590 -0.060      
Dec11 101129 99.595 99.595 99.595 99.595 -0.060      
Mar12 101129 99.585 99.585 99.585 99.585 -0.060      
Jun12 101129 99.635 99.635 99.635 99.635 -0.060      
Sep12 101129 99.585 99.585 99.585 99.585 -0.060      
Dec12 101129 99.280 99.280 99.280 99.280 -0.060      
Mar13 101129 99.280 99.280 99.280 99.280 -0.060      
Total Volume and Open Interest 0 3,208 +0
3-Mth Euro-Yen(SGX)
Dec10 101129 99.66 99.66 99.66 99.66 unch 0 4,388 +0
Mar11 101129 99.62 99.63 99.62 99.62 -0.04 0 1,476 +0
Jun11 101129 99.61 99.61 99.61 99.61 -0.05 1 1,537 +2
Sep11 101129 99.59 99.59 99.59 99.59 -0.06 0 1,283 +0
Dec11 101129 99.60 99.60 99.60 99.60 -0.06 0 110 +0
Mar12 101129 99.58 99.58 99.58 99.58 -0.06 0 305 +0
Jun12 101129 99.64 99.64 99.64 99.64 -0.06 0 754 +0
Sep12 101129 99.58 99.58 99.58 99.58 -0.06 0 310 +0
Total Volume and Open Interest 1 10,167 +2
Japanese Gov't Bonds(SGX)
Dec10 101129 140.44 140.91 140.34 140.67 -0.36 3,710 16,119 -483
Mar11 101129 139.76 140.10 139.76 139.86 +0.28 2 26 +1
Jun11 101129 137.77 137.77 137.77 137.77 +0.28      
Total Volume and Open Interest 2,906 16,629 +485
Euro-Bund(EUREX)
Dec10 101126 127.48 128.07 127.16 127.35 +0.06 1,331,171 995,333 +18,250
Mar11 101126 127.30 127.89 126.99 127.17 +0.07 21,555 43,381 +6,845
Jun11 101126 126.60 126.60 126.60 126.60 +0.06 158 0 +0
Total Volume and Open Interest 1,352,884 1,038,714 +25,095
Euro-Bobl(EUREX)
Dec10 101115 119.83 120.01 119.68 119.87 -0.28 455,095 738,158 -36,665
Mar11 101126 119.33 119.69 119.27 119.35 +0.12 10,080 106,531 +1,906
Jun11 101126 119.40 119.40 119.40 119.40 +0.14 4 8 +4
Total Volume and Open Interest 660,560 809,398 -19,148
3-Mth Euribor(EUREX)
Dec10 101126 98.940 98.940 98.940 98.940 -0.005 70 6,109 -56
Mar11 101126 98.800 98.800 98.790 98.790 -0.010 20 2,070 -2
Jun11 101126 98.710 98.710 98.700 98.700 unch 51 5,329 +14
Total Volume and Open Interest 1,763 22,147 -412
Long Gilt(LIFFE)
Dec10 101125 121~10 121~13 120~20 120~29 -1~28 203,059 287,417 -4,657
Mar11 101129 119~14 120~05 119~12 119~26 +0~01 103,474 200,382 +45,082
Total Volume and Open Interest 279,998 317,749 -6,254
3-Mth Short Sterling(LIFFE)
Dec10 101129 99.23 99.24 99.20 99.21 -0.01 29,607 353,954 -4,138
Mar11 101129 99.12 99.15 99.12 99.13 +0.01 56,647 280,294 -1,928
Jun11 101129 99.04 99.08 99.03 99.06 +0.03 77,807 233,958 -6,845
Sep11 101129 98.91 98.98 98.91 98.96 +0.05 52,141 229,407 -1,466
Dec11 101129 98.77 98.84 98.76 98.82 +0.06 67,118 318,167 -4,224
Mar12 101129 98.58 98.67 98.58 98.65 +0.06 46,417 192,082 -1,691
Total Volume and Open Interest 434,123 2,036,369 -17,465
3-Mth Euribor(LIFFE)
Dec10 101129 98.945 98.960 98.940 98.945 +0.005 97,509 507,607 -6,342
Mar11 101129 98.790 98.840 98.790 98.800 +0.010 93,666 524,160 +7,247
Jun11 101129 98.710 98.750 98.700 98.705 +0.005 74,745 438,295 -5,164
Total Volume and Open Interest 574,772 2,953,134 -26,617
3-Mth Aus T-Bills(SFE)
Dec10 101129 94.97 94.99 94.96 94.99 +0.02 11,290 147,329 -7,788
Mar11 101129 94.88 94.91 94.87 94.90 +0.02 26,031 167,458 +779
Jun11 101129 94.77 94.81 94.76 94.81 +0.03 16,854 102,677 +3,178
Sep11 101129 94.66 94.72 94.66 94.71 +0.04 10,218 55,802 -682
Dec11 101129 94.56 94.63 94.56 94.62 +0.06 2,235 40,169 +105
Mar12 101129 94.49 94.54 94.48 94.54 +0.06 1,495 39,750 +215
Jun12 101129 94.40 94.47 94.40 94.47 +0.05 1,813 35,355 +578
Sep12 101129 94.35 94.42 94.35 94.41 +0.05 2,305 15,319 +403
Dec12 101129 94.31 94.35 94.30 94.35 +0.04 1,519 3,696 +1,516
Mar13 101129 94.32 94.33 94.31 94.33 +0.04 0 2,001 +0
Total Volume and Open Interest 73,760 610,628 -1,696
10-Year Aus T-Bonds(SFE)
Dec10 101129 94.48 94.54 94.48 94.50 +0.01 28,372 400,493 +52
Mar11 101129 94.50 94.50 94.50 94.50 +0.01      
Total Volume and Open Interest 28,372 400,493 +52
3-Year Aus T-Bonds(SFE)
Dec10 101129 94.86 94.92 94.85 94.90 +0.04 96,118 520,652 -2,295
Mar11 101129 94.85 94.85 94.85 94.85 +0.04      
Total Volume and Open Interest 96,118 520,652 -2,295
Gold(CMX)
Dec10 101129 1364.0 1369.3 1352.6 1366.0 +3.6 189,894 103,310 -66,730
Feb11 101129 1365.0 1370.7 1354.5 1367.5 +3.2 106,226 289,486 +46,704
Apr11 101129 1363.5 1372.7 1357.1 1369.6 +3.2 4,419 38,601 +2,269
Jun11 101129 1370.8 1374.0 1358.9 1371.7 +3.1 3,116 31,562 +88
Aug11 101129 1371.8 1375.7 1361.7 1374.0 +3.2 380 13,872 +182
Oct11 101129 1376.4 1376.4 1376.4 1376.4 +3.2 142 10,149 +45
Dec11 101129 1370.0 1382.2 1367.0 1379.0 +3.3 4,480 33,013 +877
Feb12 101129 1373.1 1381.6 1373.0 1381.6 +3.4 1 6,011 +0
Apr12 101129 1384.3 1384.3 1384.3 1384.3 +3.5 7 5,923 +0
Jun12 101129 1386.4 1388.6 1382.5 1387.2 +3.5 313 9,959 +169
Aug12 101129 1390.5 1390.5 1390.5 1390.5 +3.5 0 4,733 +0
Total Volume and Open Interest 311,857 607,664 -15,048
Silver(CMX)
Dec10 101129 2673.5 2727.0 2645.0 2714.8 +44.9 62,315 28,268 -13,907
Mar11 101129 2678.5 2731.5 2652.5 2719.3 +42.1 24,516 60,601 +3,286
May11 101129 2689.5 2735.0 2659.5 2724.2 +41.9 1,839 11,549 +638
Jul11 101129 2697.0 2729.1 2668.0 2729.1 +41.8 158 8,713 -27
Sep11 101129 2732.0 2734.0 2732.0 2734.0 +41.8 22 6,240 +5
Dec11 101129 2690.5 2745.0 2680.0 2741.2 +41.8 1,021 9,989 +106
Mar12 101129 2747.4 2747.4 2747.4 2747.4 +42.1 0 355 +0
Total Volume and Open Interest 91,084 137,944 -9,741
Platinum(NYMEX)
Jan11 101129 1650.6 1658.5 1633.0 1644.6 -0.6 4,073 31,615 +166
Apr11 101129 1640.0 1660.5 1639.0 1650.1 +0.7 250 2,618 +144
Jul11 101129 1656.3 1656.4 1650.8 1652.8 +1.1 40 263 +40
Oct11 101129 1652.8 1652.8 1652.8 1652.8 +1.1      
Total Volume and Open Interest 4,363 34,498 +350
Palladium(NYMEX)
Dec10 101129 677.50 694.05 669.50 693.00 +16.50 6,827 5,776 -4,085
Mar11 101129 679.85 696.85 671.15 694.85 +16.00 4,587 17,238 +3,030
Jun11 101129 676.40 696.40 671.85 695.75 +16.05 12 182 +5
Total Volume and Open Interest 11,444 23,212 -1,050
Copper(CMX)
Dec10 101129 375.10 379.80 370.10 375.80 +0.70 31,893 15,536 -5,033
Mar11 101129 375.95 380.95 371.15 376.75 +0.50 17,698 96,590 +5,752
May11 101129 373.55 377.70 373.00 376.40 +0.50 1,292 16,724 +737
Jul11 101129 373.95 375.70 373.95 375.70 +0.45 445 5,147 +5
Sep11 101129 374.85 374.85 374.85 374.85 +0.45 196 4,813 +8
Total Volume and Open Interest 52,465 147,544 +1,490
DJIA Index(CBOT)
Dec10 101129 11071 11101 10930 11039 +9 301 8,174 -53
Mar11 101129 11053 11053 10950 10975 +7 1 40 +1
Jun11 101129 10916 10916 10907 10916 +9      
Sep11 101129 10854 10854 10845 10854 +9      
Total Volume and Open Interest 302 8,214 -52
S & P 500(CME)
Dec10 101129 1188.90 1193.70 1172.20 1186.50 +3.30 21,839 355,289 +1,248
Mar11 101129 1175.00 1184.00 1167.50 1181.40 +3.30 1,811 14,134 +1,568
Jun11 101129 1176.60 1178.30 1163.80 1176.60 +3.30 1 2,716 -100
Sep11 101129 1172.10 1173.80 1159.30 1172.10 +3.30 0 130 +0
Total Volume and Open Interest 23,751 372,419 +2,816
S & P 500 E-Mini(Globex)
Dec10 101129 1186.50 1186.50 1185.50 1186.25 +3.00      
Mar11 101129 1184.75 1188.25 1167.25 1181.50 +3.50 14,561 68,005 +10,697
Total Volume and Open Interest 1,836,022 2,851,023 +14,634
NASDAQ 100(CME)
Dec10 101129 2151.30 2159.80 2117.00 2145.50 -0.50 2,926 29,059 +1,013
Mar11 101129 2140.00 2146.00 2117.00 2143.50 -0.50 2 61 +1
Jun11 101129 2141.00 2141.00 2139.50 2141.00 -0.50      
Total Volume and Open Interest 2,928 29,120 +1,014
NASDAQ 100 E-Mini(Globex)
Dec10 101129 2150.00 2160.30 2117.80 2145.50 -0.50 267,835 427,557 +15,843
Mar11 101129 2148.00 2158.00 2116.00 2143.50 -0.50 395 1,629 +29
Total Volume and Open Interest 268,231 429,198 +15,871
S & P Midcap 400(CME)
Dec10 101129 857.20 857.60 848.00 857.20 +1.50 5 3,714 +0
Mar11 101129 854.90 854.90 854.50 854.90 +1.60 0 2 +0
Jun11 101129 852.90 852.90 852.50 852.90 +1.60      
Total Volume and Open Interest 5 3,716 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101129 10050 10165 9990 10095 +75 10,120 44,678 -402
Mar11 101129 10195 10195 10035 10125 +75 2 66 +2
Total Volume and Open Interest 10,122 44,744 -400
Nikkei 225(SGX)
Dec10 101129 10050 10155 9990 10125 +75 116,171 214,939 -4,482
Mar11 101129 10050 10115 10030 10115 +75 2,313 6,488 +481
Jun11 101129 10045 10045 10045 10045 +75 0 2,126 +0
Total Volume and Open Interest 118,544 230,178 -3,990
CAC 40(EURONEXT)
Dec10 101129 3732.0 3774.0 3621.0 3637.0 -89.0 54,552 345,036 -17,164
Jan11 101129 3747.0 3772.5 3631.0 3640.0 -89.0 590 5,836 +568
Feb11 101129 3648.5 3653.0 3642.0 3642.0 -89.0 0 70 +0
Total Volume and Open Interest 55,146 351,124 -16,592
Hang Seng Index(HKFE)
Nov10 101129 22810 22920 22762 22912 +52 109,843 34,061 -15,699
Dec10 101129 22839 23232 22755 23220 +373 51,141 87,044 +16,569
Total Volume and Open Interest 161,330 124,338 +1,025
DAX(EUREX)
Dec10 101126 6850.0 6875.0 6781.5 6857.0 -28.5 161,207 201,294 +6,143
Mar11 101126 6868.5 6889.5 6799.0 6873.0 -28.5 494 13,747 +138
Jun11 101126 6890.5 6911.5 6825.0 6895.0 -28.5 280 4,509 +27
Total Volume and Open Interest 161,981 219,550 +6,308
FT-SE 100(EURONEXT)
Dec10 101129 5669.50 5723.50 5532.50 5569.00 -104.00 45,658 613,077 +2,760
Mar11 101129 5556.00 5680.00 5504.00 5529.00 -104.00 523 10,222 +270
Jun11 101129 5553.00 5555.00 5487.50 5487.50 -104.00 60 1,038 +10
Total Volume and Open Interest 46,241 624,347 +3,040
SPI 200(SFE)
Dec10 101129 4596.0 4637.0 4560.0 4619.0 +22.0 22,924 201,389 -3,850
Mar11 101129 4593.0 4623.0 4558.0 4614.0 +21.0 102 2,339 +42
Jun11 101129 4600.0 4640.0 4600.0 4640.0 +24.0 5 1,155 -4
Total Volume and Open Interest 23,031 207,460 -3,812
GSCI(CME)
Dec10 101129 579.00 582.20 575.00 582.00 +5.50 362 14,677 +75
Jan11 101129 581.00 584.00 577.00 584.00 +5.50 2 3 +0
Feb11 101129 586.00 586.00 579.50 586.00 +5.50      
Total Volume and Open Interest 364 14,680 +75
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