MRCI Logo
MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri November 18, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111118 1169.75 1177.50 1152.75 1168.25 unch 85,911 237,947 -3,947
Mar12 111118 1180.25 1187.50 1162.75 1178.25 -0.25 26,958 85,937 -431
May12 111118 1190.50 1197.25 1173.25 1188.00 unch 12,081 77,658 -917
Jul12 111118 1200.00 1206.00 1182.50 1197.00 +0.50 11,169 58,716 -302
Aug12 111118 1192.50 1195.50 1185.00 1195.50 +1.00 11 586 +6
Sep12 111118 1180.00 1186.50 1178.75 1186.50 +1.50 2 424 -1
Nov12 111118 1179.50 1190.25 1168.75 1181.50 +2.00 2,836 50,252 +625
Total Volume and Open Interest 139,152 524,578 -4,839
Soybean Meal(CBOT)
Dec11 111118 294.00 298.50 290.90 298.40 +3.90 32,076 57,502 -2,650
Jan12 111118 296.50 300.30 292.80 300.30 +3.70 18,411 44,264 +1,715
Mar12 111118 299.60 303.60 296.30 303.60 +3.50 8,205 32,300 +1,247
May12 111118 302.40 306.90 299.50 306.90 +3.60 3,398 26,469 +865
Jul12 111118 306.40 311.00 303.40 310.80 +3.60 4,195 21,117 +667
Aug12 111118 307.20 311.70 304.50 311.70 +3.70 763 4,101 +212
Sep12 111118 308.30 311.60 305.30 311.60 +3.90 131 4,343 +72
Oct12 111118 303.90 307.90 302.80 307.90 +3.80 47 2,837 +20
Total Volume and Open Interest 68,877 209,773 +2,763
Soybean Oil(CBOT)
Dec11 111118 51.40 51.79 50.33 50.88 -0.52 60,531 70,682 -6,902
Jan12 111118 51.66 52.06 50.57 51.12 -0.56 32,130 80,461 +2,593
Mar12 111118 51.99 52.42 50.94 51.48 -0.57 22,155 57,932 +4,804
May12 111118 52.30 52.72 51.28 51.82 -0.55 6,462 35,459 +193
Jul12 111118 52.63 53.04 51.60 52.11 -0.56 3,377 25,729 +543
Aug12 111118 52.73 52.73 51.75 52.18 -0.55 73 3,343 -10
Sep12 111118 52.73 52.73 51.80 52.20 -0.53 145 3,811 +21
Oct12 111118 52.54 52.54 51.73 52.04 -0.50 49 3,773 +14
Total Volume and Open Interest 125,478 295,364 +1,373
Canola(WCE)
Nov11 111114 517.9 517.9 517.9 517.9 +4.4      
Jan12 111118 521.5 525.0 516.0 518.7 -3.1 8,982 94,236 -2,017
Mar12 111118 529.5 531.0 521.9 524.7 -3.1 1,777 28,291 +211
May12 111118 534.1 535.6 525.0 527.5 -3.3 911 14,702 +218
Jul12 111118 540.5 541.9 531.0 533.3 -3.3 850 8,163 +106
Total Volume and Open Interest 13,518 158,886 -1,572
Corn(CBOT)
Dec11 111118 614.50 617.25 601.50 610.25 -4.25 183,215 346,597 -7,451
Mar12 111118 623.25 626.00 609.00 618.00 -5.25 108,884 464,354 +8,455
May12 111118 629.00 632.50 616.00 624.50 -5.50 26,202 132,863 +1,689
Jul12 111118 633.00 635.75 619.75 628.00 -5.50 18,084 132,026 -684
Sep12 111118 585.50 587.75 575.00 583.00 -1.25 1,115 33,447 +211
Dec12 111118 560.25 562.75 553.50 559.00 -1.25 12,254 162,309 -43
Total Volume and Open Interest 350,089 1,320,909 +2,330
Wheat(CBOT)
Dec11 111118 593.00 602.50 586.50 598.25 +5.75 57,384 87,288 -6,450
Mar12 111118 614.00 617.00 602.75 614.75 +2.75 41,863 144,897 +2,102
May12 111118 635.00 636.50 621.75 633.50 +2.00 8,257 56,840 -426
Jul12 111118 647.00 650.25 635.75 646.00 +0.25 10,165 63,414 -2,237
Sep12 111118 667.25 667.75 656.00 664.00 -1.25 558 11,821 -56
Total Volume and Open Interest 120,609 406,770 -7,323
Wheat(KCBT)
Dec11 111118 667.00 670.25 660.00 668.50 +2.00 9,087 33,159 -2,408
Mar12 111118 678.25 680.75 671.75 679.25 +2.00 7,103 66,186 +793
May12 111118 688.00 688.25 680.25 686.75 +0.75 1,222 12,229 -100
Jul12 111118 695.00 697.00 687.75 693.50 unch 2,417 35,163 -104
Sep12 111118 710.25 711.25 703.00 707.50 -0.75 247 4,002 +87
Total Volume and Open Interest 20,325 155,364 -1,765
Wheat(MGE)
Dec11 111118 925.00 930.00 914.00 917.25 -7.75 754 7,202 -593
Mar12 111118 881.00 886.00 873.25 875.25 -6.25 2,230 18,893 +8
May12 111118 850.00 855.75 842.00 843.00 -7.00 259 6,128 -42
Jul12 111118 830.00 839.00 823.50 824.75 -7.75 276 8,021 -60
Sep12 111118 802.00 810.00 798.50 798.75 -3.50 107 3,214 -10
Total Volume and Open Interest 3,710 46,504 -705
Oats(CBOT)
Dec11 111118 300.00 305.75 293.75 304.00 +4.00 719 6,401 -239
Mar12 111118 306.00 307.50 298.50 304.00 -1.00 461 9,949 +134
May12 111118 311.00 311.00 304.50 309.50 -1.50 103 1,309 +50
Jul12 111118 311.75 317.00 311.50 315.50 -1.50 0 30 +0
Total Volume and Open Interest 1,283 17,812 -55
Rough Rice(CBOT)
Nov11 111114 15.05 15.05 15.01 15.05 +0.05 4 14 -23
Jan12 111118 14.74 14.82 14.45 14.68 -0.03 797 11,713 +7
Mar12 111118 14.98 15.11 14.75 14.97 -0.04 248 4,498 +37
May12 111118 15.10 15.30 15.09 15.24 -0.06 0 585 +0
Total Volume and Open Interest 1,051 17,556 +50
Live Cattle(CME)
Dec11 111118 121.250 121.430 119.300 119.700 -1.300 17,009 67,617 -3,343
Feb12 111118 123.650 123.950 121.400 121.785 -1.815 17,233 124,785 +3,571
Apr12 111118 127.350 127.800 125.600 125.785 -1.600 6,125 80,995 -582
Jun12 111118 126.150 126.400 124.730 124.850 -1.500 5,082 40,972 +1,124
Aug12 111118 126.300 126.535 125.135 125.330 -1.305 869 8,409 +228
Oct12 111118 128.600 128.600 127.535 127.800 -0.950 635 4,884 +119
Total Volume and Open Interest 47,600 331,199 +1,639
Feeder Cattle(CME)
Jan12 111118 149.750 149.850 147.325 147.435 -2.140 2,099 17,146 +513
Mar12 111118 150.050 150.800 148.535 148.700 -1.800 1,017 6,111 +140
Apr12 111118 151.000 151.750 149.685 149.935 -1.465 365 2,412 +14
May12 111118 151.450 151.985 149.950 150.250 -1.500 208 2,720 +57
Aug12 111118 152.700 153.000 151.035 151.550 -1.300 345 2,924 +119
Sep12 111118 153.200 153.200 151.485 151.800 -1.300 31 385 +18
Oct12 111118 152.000 152.000 152.000 152.000 -1.250 15 77 +6
Total Volume and Open Interest 4,996 34,472 +513
Lean Hogs(CME)
Dec11 111118 87.350 87.650 86.785 87.480 +0.030 15,283 37,112 -3,460
Feb12 111118 90.180 91.035 89.930 90.980 +0.550 11,154 83,940 -134
Apr12 111118 92.850 93.800 92.750 93.550 +0.400 5,612 58,927 -376
May12 111118 98.450 98.800 98.200 98.600 +0.150 33 2,126 +7
Jun12 111118 99.785 100.350 99.400 100.250 +0.200 4,211 36,387 +1,525
Jul12 111118 98.500 99.000 98.230 98.900 +0.050 789 9,682 +137
Aug12 111118 97.100 97.550 96.680 97.450 -0.150 500 11,649 +12
Oct12 111118 85.800 85.900 85.035 85.800 unch 389 5,587 +97
Total Volume and Open Interest 38,290 247,592 -2,038
Class III Milk(CME)
Nov11 111118 19.06 19.11 19.01 19.09 +0.01 219 5,580 +9
Dec11 111118 18.17 18.43 17.84 18.27 +0.04 1,055 6,388 +75
Jan12 111118 17.14 17.40 16.96 17.27 +0.15 354 3,802 +117
Feb12 111118 16.52 16.79 16.52 16.75 +0.22 156 2,807 +52
Mar12 111118 16.47 16.70 16.47 16.66 +0.19 74 2,426 +31
Total Volume and Open Interest 2,025 32,767 +378
Cocoa(ICE)
Dec11 111118 2364 2364 2292 2308 -66 810 651 -755
Mar12 111118 2505 2512 2440 2458 -47 10,324 80,239 +968
May12 111118 2515 2515 2447 2464 -47 1,971 29,037 -175
Jul12 111118 2516 2520 2463 2479 -47 696 14,294 +3
Sep12 111118 2523 2538 2477 2491 -49 129 12,162 +69
Dec12 111118 2537 2537 2495 2507 -48 257 12,729 +52
Mar13 111118 2550 2550 2506 2521 -46 117 3,648 +46
Total Volume and Open Interest 14,315 155,380 +218
Coffee "C"(ICE)
Dec11 111118 231.75 236.00 231.60 234.20 +2.05 7,010 10,827 -3,542
Mar12 111118 235.45 240.30 235.45 238.85 +2.75 11,468 53,581 +1,488
May12 111118 238.05 242.40 238.00 241.05 +2.65 2,574 20,153 +682
Jul12 111118 239.95 244.20 239.95 242.80 +2.45 679 6,170 +438
Sep12 111118 241.70 244.85 240.80 243.50 +2.30 146 5,357 +15
Dec12 111118 242.30 245.15 241.40 243.95 +2.10 45 6,361 +33
Total Volume and Open Interest 21,944 103,531 -883
Orange Juice(ICE)
Jan12 111118 171.85 178.25 171.60 176.90 +5.05 478 18,960 -33
Mar12 111118 168.90 173.20 168.90 171.65 +3.75 148 5,221 +91
May12 111118 168.80 171.50 168.80 170.45 +3.25 16 1,687 +16
Jul12 111118 169.00 171.95 169.00 170.75 +3.10 0 388 +0
Sep12 111118 170.15 170.15 170.15 170.15 +3.10 0 53 +0
Nov12 111118 169.85 169.85 169.85 169.85 +3.10 0 8 +0
Total Volume and Open Interest 642 26,323 +74
Sugar #11(ICE)
Mar12 111118 24.23 24.33 23.90 23.97 -0.07 32,989 213,229 -2,696
May12 111118 23.78 23.82 23.42 23.49 -0.09 11,069 82,592 +2,524
Jul12 111118 23.39 23.47 23.04 23.10 -0.15 8,265 82,569 +1,815
Oct12 111118 23.41 23.49 23.07 23.13 -0.16 4,343 45,372 -208
Mar13 111118 23.75 23.80 23.46 23.49 -0.14 1,637 30,739 +15
Total Volume and Open Interest 61,753 489,927 +1,923
London Cocoa(LCE)
Dec11 111118 1572 1572 1533 1537 -40 8,054 71,042 -2,920
Mar12 111118 1601 1601 1562 1565 -39 11,020 60,429 +1,739
May12 111118 1611 1611 1579 1581 -37 2,788 19,389 +404
Jul12 111118 1619 1621 1596 1596 -36 5,206 23,499 +1,482
Sep12 111118 1642 1642 1603 1606 -39 1,247 15,459 +290
Dec12 111118 1636 1638 1619 1623 -34 1,420 12,236 -538
Mar13 111118 1650 1652 1630 1635 -37 335 3,154 +125
Total Volume and Open Interest 31,170 207,115 +1,582
London Sugar(LCE)
Mar12 111118 627.70 632.00 622.10 623.00 -6.00 2,008 21,476 -170
May12 111118 618.60 621.10 612.10 612.40 -5.70 506 7,229 +97
Aug12 111118 612.60 613.50 604.90 605.10 -6.90 247 5,659 +99
Oct12 111118 611.10 612.00 605.00 605.00 -4.50 197 2,931 +76
Dec12 111118 611.30 613.90 607.70 608.00 -5.00 67 1,004 +0
Total Volume and Open Interest 3,047 39,202 +94
Cotton(ICE)
Dec11 111118 99.19 100.15 94.77 94.81 -4.69 9,586 13,142 -6,030
Mar12 111118 96.48 97.74 93.12 93.27 -3.21 10,961 84,543 +1,920
May12 111118 96.67 97.77 93.00 93.42 -3.30 1,651 17,024 +584
Jul12 111118 96.45 97.57 93.46 93.59 -3.06 992 17,674 +368
Oct12 111118 96.00 96.00 93.89 93.89 -2.75 3 85 +1
Dec12 111118 93.85 94.59 91.00 91.00 -2.64 123 6,409 -8
Total Volume and Open Interest 23,318 140,095 -3,164
Lumber(CME)
Jan12 111118 240.0 251.7 238.5 247.5 +5.8 659 7,167 +80
Mar12 111118 257.2 266.2 255.9 264.5 +6.2 268 2,000 +103
May12 111118 271.8 278.8 271.3 274.0 +3.4 10 202 +1
Jul12 111118 279.8 284.2 276.7 280.0 +1.0 3 90 +2
Total Volume and Open Interest 940 9,475 +186
Crude Oil(NYM)
Dec11 111118 98.61 100.15 96.64 97.41 -1.41 379,612 81,174 -28,056
Jan12 111118 98.65 100.30 96.70 97.67 -1.26 331,958 328,096 +6,933
Feb12 111118 98.64 100.27 96.70 97.63 -1.27 102,226 82,100 -2,462
Mar12 111118 98.59 100.23 96.79 97.62 -1.27 82,234 93,595 +4,470
Apr12 111118 98.29 100.02 96.85 97.61 -1.23 29,246 39,062 +1,193
May12 111118 98.38 99.82 97.04 97.57 -1.17 27,309 36,413 -436
Jun12 111118 98.33 99.84 96.74 97.46 -1.10 72,743 77,655 -2,610
Jul12 111118 99.64 99.64 96.53 97.28 -1.04 15,269 34,205 +1,666
Aug12 111118 98.06 98.06 97.07 97.07 -0.95 10,483 23,407 +1,239
Sep12 111118 97.20 97.21 96.85 96.85 -0.86 17,193 27,104 +3,819
Oct12 111118 98.75 98.75 96.65 96.65 -0.77 7,627 24,273 +176
Nov12 111118 97.28 97.28 96.40 96.48 -0.69 6,338 25,307 +547
Dec12 111118 96.30 98.42 95.42 96.29 -0.63 76,700 171,902 +7,306
Jan13 111118 96.81 96.81 95.97 95.97 -0.55 3,621 29,497 +281
Feb13 111118 95.61 95.61 95.61 95.61 -0.49 1,922 11,298 +162
Mar13 111118 95.26 95.26 95.26 95.26 -0.44 1,163 8,795 +151
Total Volume and Open Interest 1,222,861 1,351,740 -5,385
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111118 98.650 100.275 96.725 97.675 -1.250 5,903 1,362 +541
Feb12 111118 98.400 100.125 96.875 97.625 -1.275 122 170 +11
Mar12 111118 98.550 99.800 97.525 97.625 -1.275 16 71 +4
Apr12 111118 99.550 99.700 97.600 97.600 -1.250 4 21 -2
May12 111118 97.375 97.575 97.375 97.575 -1.175 0 7 +0
Jun12 111118 98.450 98.850 97.450 97.450 -1.100 11 16 +0
Jul12 111118 97.275 97.275 97.275 97.275 -1.050 0 4 +0
Aug12 111118 97.075 97.075 97.075 97.075 -0.950 0 1 +0
Total Volume and Open Interest 15,244 4,977 +669
Heating Oil(NYM)
Dec11 111118 308.09 312.84 303.00 303.25 -5.07 75,197 64,625 -4,258
Jan12 111118 308.80 313.42 303.87 304.13 -4.88 55,404 73,919 +3,040
Feb12 111118 308.17 312.35 303.51 303.71 -4.57 23,878 31,422 +782
Mar12 111118 307.01 309.39 302.03 302.24 -4.39 17,362 26,749 -822
Apr12 111118 306.31 306.31 299.53 299.64 -4.22 7,161 15,578 -353
May12 111118 300.40 303.49 296.84 296.99 -4.17 4,357 12,882 +369
Jun12 111118 299.20 303.02 295.42 295.59 -4.18 11,627 31,045 +25
Jul12 111118 300.03 300.20 295.41 295.41 -4.17 1,406 7,874 +211
Aug12 111118 300.16 300.27 295.45 295.45 -4.20 1,205 3,842 -292
Sep12 111118 300.51 300.74 295.93 295.93 -4.22 936 5,046 -151
Oct12 111118 301.69 301.74 296.69 296.69 -4.28 233 2,200 +4
Nov12 111118 297.47 297.47 297.47 297.47 -4.32 117 1,544 +15
Total Volume and Open Interest 201,547 296,328 -1,246
Gasoline(NYMEX)
Dec11 111118 250.02 254.14 245.50 247.84 -2.87 49,286 55,501 -3,580
Jan12 111118 250.90 255.12 246.61 248.80 -2.76 49,442 76,274 +2,263
Feb12 111118 251.50 256.00 248.17 250.02 -2.70 23,753 25,257 -2,132
Mar12 111118 252.66 257.71 250.18 251.85 -2.57 20,569 28,803 -2,570
Apr12 111118 268.54 272.25 265.24 266.63 -2.38 14,109 23,337 -3,177
May12 111118 272.30 272.30 265.27 266.57 -2.34 10,540 14,564 -858
Jun12 111118 264.25 270.04 263.50 264.65 -2.32 8,048 21,290 -785
Jul12 111118 263.93 264.38 262.33 262.33 -2.36 2,613 6,244 +36
Aug12 111118 261.54 265.00 259.10 259.86 -2.40 2,084 7,912 +362
Sep12 111118 262.50 262.50 256.10 257.24 -2.41 1,458 6,756 -270
Total Volume and Open Interest 184,076 286,959 -10,590
e-miNY RBOB Gasoline(NYM)
Dec11 111118 247.80 247.84 247.80 247.80 -2.90      
Jan12 111118 248.80 248.80 248.80 248.80 -2.80 0 2 +1
Feb12 111118 250.00 250.02 250.00 250.00 -2.70 0 2 +1
Mar12 111118 251.90 251.90 251.85 251.90 -2.50      
Total Volume and Open Interest 0 4 +2
Natural Gas(NYM)
Dec11 111118 3.439 3.444 3.285 3.316 -0.094 135,128 93,359 -9,402
Jan12 111118 3.576 3.582 3.463 3.496 -0.050 84,000 287,889 +11,569
Feb12 111118 3.587 3.593 3.484 3.512 -0.050 21,942 83,033 +779
Mar12 111118 3.566 3.576 3.471 3.501 -0.046 21,191 103,395 +2,226
Apr12 111118 3.578 3.604 3.500 3.527 -0.039 23,340 101,208 +447
May12 111118 3.627 3.633 3.552 3.572 -0.038 5,688 43,419 -265
Jun12 111118 3.655 3.678 3.600 3.618 -0.037 4,063 20,081 +74
Jul12 111118 3.692 3.724 3.649 3.669 -0.034 2,886 18,560 +391
Aug12 111118 3.746 3.746 3.681 3.696 -0.034 4,119 15,972 -236
Sep12 111118 3.718 3.747 3.681 3.696 -0.034 2,343 11,613 -230
Oct12 111118 3.770 3.798 3.716 3.732 -0.034 10,631 54,799 +50
Nov12 111118 3.900 3.920 3.858 3.875 -0.031 4,192 21,738 +1,270
Dec12 111118 4.172 4.202 4.143 4.167 -0.025 2,603 22,621 +724
Jan13 111118 4.316 4.341 4.271 4.300 -0.021 2,325 31,885 -121
Feb13 111118 4.325 4.325 4.271 4.288 -0.021 366 5,919 +1
Mar13 111118 4.261 4.261 4.212 4.243 -0.023 370 13,523 -68
Total Volume and Open Interest 327,400 1,004,221 +7,286
Brent Crude Oil(ICE)
Jan12 111118 107.53 109.99 106.97 107.56 -0.66 270,960 198,491 -9,674
Feb12 111118 107.67 109.78 106.85 107.40 -0.69 122,491 150,845 +8,088
Mar12 111118 107.38 109.49 106.61 107.08 -0.74 74,992 88,688 +899
Apr12 111118 107.07 109.20 106.36 106.80 -0.79 35,396 35,694 -52
May12 111118 106.66 108.85 106.09 106.51 -0.81 24,938 19,996 +1,088
Jun12 111118 106.33 108.57 105.78 106.19 -0.85 70,078 62,506 +3,533
Jul12 111118 106.86 108.10 105.52 105.90 -0.89 11,886 18,434 -168
Aug12 111118 106.38 107.80 105.32 105.59 -0.92 8,432 23,851 +742
Sep12 111118 106.00 107.37 104.83 105.19 -0.94 9,404 27,943 +641
Oct12 111118 106.40 106.72 104.83 104.83 -0.96 5,984 12,329 -899
Nov12 111118 104.48 104.48 104.48 104.48 -0.97 5,069 18,917 -192
Dec12 111118 104.45 106.29 103.71 104.11 -0.96 69,323 102,558 +2,034
Jan13 111118 103.78 103.78 103.78 103.78 -0.96 1,509 9,150 +267
Feb13 111118 103.40 103.40 103.40 103.40 -0.95 827 5,159 +107
Total Volume and Open Interest 752,483 931,520 +4,271
Gas Oil(ICE)
Dec11 111118 971.25 982.50 955.25 973.00 unch 91,401 136,122 -557
Jan12 111118 962.25 973.00 946.75 963.75 -0.50 87,894 101,375 +1,798
Feb12 111118 955.25 965.50 940.50 956.75 -1.00 26,488 51,180 -1,069
Mar12 111118 947.75 959.75 935.25 950.75 -1.75 16,408 38,121 -437
Apr12 111118 943.25 954.00 931.50 946.25 -2.00 8,096 22,071 -504
May12 111118 941.25 947.75 928.75 942.75 -2.25 5,945 24,565 +553
Jun12 111118 940.25 950.25 928.25 941.75 -2.50 11,722 55,217 +51
Jul12 111118 941.75 947.50 931.50 942.50 -2.50 1,978 16,523 -30
Aug12 111118 948.00 948.00 931.75 942.75 -2.75 1,577 11,366 -95
Sep12 111118 945.50 946.50 930.75 941.75 -3.00 1,717 12,047 -57
Total Volume and Open Interest 265,129 561,100 -1,642
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111118 2.640 2.641 2.586 2.600 -0.027 192 899 -96
Jan12 111118 2.383 2.383 2.340 2.357 -0.026 354 2,024 +72
Feb12 111118 2.283 2.283 2.251 2.258 -0.021 186 1,257 +33
Mar12 111118 2.278 2.279 2.255 2.259 -0.025 191 1,343 +59
Apr12 111118 2.280 2.281 2.250 2.260 -0.025 78 804 +60
May12 111118 2.265 2.270 2.265 2.270 -0.025 67 743 +29
Jun12 111118 2.250 2.288 2.250 2.287 -0.006 38 583 +23
Total Volume and Open Interest 1,155 11,353 +205
WTI Crude Oil(ICE)
Dec11 111117 102.30 103.38 98.41 98.82 -3.77 61,140 58,670 -5,939
Jan12 111118 98.50 100.28 96.70 97.67 -1.26 140,061 72,941 +2,303
Feb12 111118 98.42 100.25 96.72 97.63 -1.27 45,068 43,615 +6,157
Mar12 111118 98.67 100.25 96.82 97.62 -1.27 32,896 30,583 +4,220
Apr12 111118 99.35 100.22 96.86 97.61 -1.23 17,241 13,345 +1,627
May12 111118 99.24 100.14 96.98 97.57 -1.17 18,281 10,943 -1,120
Jun12 111118 98.45 99.96 96.73 97.46 -1.10 48,264 40,867 +1,710
Jul12 111118 98.66 99.11 97.01 97.28 -1.04 7,124 8,786 +273
Aug12 111118 98.36 98.80 96.39 97.07 -0.95 4,477 5,243 +586
Sep12 111118 98.08 98.50 96.16 96.85 -0.86 7,050 10,711 +2,338
Oct12 111118 96.65 96.65 96.65 96.65 -0.77 6,460 4,452 +1,253
Nov12 111118 96.48 96.48 96.48 96.48 -0.69 3,206 3,851 +330
Dec12 111118 96.82 98.40 95.48 96.29 -0.63 42,629 55,623 +1,975
Jan13 111118 95.97 95.97 95.97 95.97 -0.55 0 2,219 +18
Feb13 111118 95.61 95.61 95.61 95.61 -0.49 0 641 +38
Mar13 111118 95.26 95.26 95.26 95.26 -0.44 0 1,564 +38
Total Volume and Open Interest 464,338 450,811 +11,855
US Dollar Index(ICE)
Dec11 111118 78.540 78.560 77.740 78.255 -0.235 26,317 55,555 -1,089
Mar12 111118 78.500 78.640 78.375 78.625 -0.255 50 678 +17
Jun12 111118 79.065 79.065 79.065 79.065 -0.255      
Total Volume and Open Interest 26,367 56,233 -1,072
Australian Dollar(CME)
Dec11 111118 99.67 100.73 99.30 99.71 +0.24 111,080 134,786 -811
Mar12 111118 98.63 99.50 98.53 98.75 +0.22 451 826 +101
Jun12 111118 98.05 98.05 97.85 98.05 +0.20 0 35 +16
Total Volume and Open Interest 111,531 135,774 -691
British Pound(CME)
Dec11 111118 157.58 158.85 157.33 157.80 +0.29 97,731 154,315 +3,965
Mar12 111118 157.36 158.60 157.36 157.66 +0.28 45 356 +12
Jun12 111118 157.51 157.51 157.27 157.51 +0.24 0 3 +0
Total Volume and Open Interest 97,776 154,679 +3,977
Canadian Dollar(CME)
Dec11 111118 97.16 97.98 96.99 97.33 +0.14 76,318 118,533 +313
Mar12 111118 96.90 97.75 96.85 97.17 +0.14 587 4,003 +41
Jun12 111118 97.00 97.21 96.95 97.09 +0.14 443 1,120 +175
Sep12 111118 97.04 97.04 96.90 97.04 +0.14 14 709 +2
Total Volume and Open Interest 77,363 124,498 +531
Japanese Yen(CME)
Dec11 111118 129.96 130.67 129.89 130.00 -0.03 50,991 141,839 +613
Mar12 111118 130.35 131.01 130.33 130.37 -0.01 178 1,038 +57
Jun12 111118 130.76 130.80 130.76 130.76 -0.04 1 25 +3
Total Volume and Open Interest 51,170 142,906 +673
Swiss Franc(CME)
Dec11 111118 108.60 110.13 108.46 109.01 +0.28 20,193 29,679 +134
Mar12 111118 109.43 110.36 108.98 109.26 +0.28 12 643 -9
Jun12 111118 109.57 109.57 109.32 109.57 +0.25 0 5 +0
Total Volume and Open Interest 20,205 30,331 +125
EuroFX(CME)
Dec11 111118 134.66 136.14 134.47 135.13 +0.49 299,129 240,229 +1,854
Mar12 111118 134.78 136.25 134.64 135.26 +0.48 1,111 5,902 +682
Jun12 111118 135.30 135.36 134.89 135.36 +0.47 9 949 +7
Total Volume and Open Interest 300,253 247,098 +2,546
Mexican Peso(CME)
Dec11 111118 727.8 733.8 723.8 726.2 -0.8 24,807 96,823 -481
Jan12 111118 724.8 725.5 724.8 724.8 -0.8 0 95 +0
Total Volume and Open Interest 26,809 107,217 +1,521
Brazilian Real(CME)
Dec11 111118 557.60 563.25 557.60 558.75 -0.85 166 4,183 -92
Jan12 111118 555.35 555.35 555.35 555.35 -0.85 0 10,149 +0
Feb12 111118 551.90 551.90 551.90 551.90 -0.85      
Mar12 111118 548.50 548.50 548.50 548.50 -0.85 2 34 +1
Total Volume and Open Interest 168 29,697 -86
30-Year T-Bonds(CBOT)
Dec11 111118 143~070 143~190 142~040 142~250 -0~180 265,067 616,773 -3,809
Mar12 111118 143~050 143~080 141~290 142~190 -0~170 9,025 15,369 +1,541
Jun12 111118 141~130 141~300 141~130 141~130 -0~170 0 6 +0
Total Volume and Open Interest 274,092 632,148 -2,268
10-Year T-Notes(CBOT)
Dec11 111118 130~265 130~300 130~045 130~095 -0~170 830,153 1,442,467 -2,623
Mar12 111118 130~055 130~080 129~150 129~190 -0~175 14,161 37,815 +2,537
Jun12 111118 128~190 129~045 128~190 128~190 -0~175      
Total Volume and Open Interest 844,314 1,480,282 -86
5-Year T-Notes(CBOT)
Dec11 111118 123~026 123~035 122~112 122~120 -0~031 451,833 1,253,852 +8,936
Mar12 111118 122~110 122~112 122~071 122~076 -0~033 7,847 19,664 +414
Jun12 111118 121~100 122~005 121~100 121~100 -0~033      
Total Volume and Open Interest 459,680 1,273,516 +9,350
2 Year T-Notes(CBOT)
Dec11 111118 110~020 110~021 110~015 110~015 -0~005 117,644 743,359 -2,441
Mar12 111118 110~021 110~022 110~018 110~019 -0~005 7,350 16,267 +3,114
Jun12 111118 109~115 109~115 109~115 109~115 -0~005      
Total Volume and Open Interest 124,994 759,626 +673
Eurodollars(CME)
Dec11 111118 99.325 99.357 99.305 99.340 +0.032 354,511 1,085,748 +18,815
Mar12 111118 99.190 99.230 99.145 99.200 +0.030 349,548 947,251 +16,149
Jun12 111118 99.170 99.215 99.130 99.185 +0.030 264,443 1,150,262 +19,770
Sep12 111118 99.165 99.210 99.135 99.185 +0.030 204,975 767,697 +1,291
Dec12 111118 99.180 99.205 99.150 99.190 +0.025 195,764 818,854 +10,461
Mar13 111118 99.185 99.210 99.165 99.195 +0.020 182,761 821,947 -2,670
Jun13 111118 99.180 99.190 99.150 99.175 +0.015 120,357 574,831 +6,291
Sep13 111118 99.140 99.145 99.110 99.135 +0.010 120,029 468,196 +4,499
Dec13 111118 99.060 99.065 99.030 99.050 +0.005 89,453 488,909 -1,264
Mar14 111118 98.965 98.965 98.920 98.945 unch 60,378 331,099 +5,695
Jun14 111118 98.825 98.830 98.765 98.800 -0.005 53,258 283,914 -738
Sep14 111118 98.655 98.680 98.605 98.640 -0.010 52,473 185,326 +1,418
Dec14 111118 98.495 98.505 98.430 98.465 -0.015 36,239 171,190 -680
Mar15 111118 98.340 98.355 98.270 98.300 -0.025 20,106 118,823 -1,557
Jun15 111118 6.425 6.450 6.355 6.385 -0.030 18,285 110,636 -1,615
Sep15 111118 6.255 6.285 6.190 6.215 -0.035 16,999 81,808 -1,630
Dec15 111118 6.090 6.110 6.010 6.035 -0.040 13,822 48,800 -1,386
Mar16 111118 5.930 5.960 5.865 5.885 -0.045 10,653 46,650 -1,436
Total Volume and Open Interest 2,190,601 8,692,562 +72,020
30 Day Federal Funds(CBOT)
Nov11 111118 99.915 99.918 99.915 99.915 unch 5,832 65,768 +762
Dec11 111118 99.910 99.920 99.905 99.910 -0.010 4,527 62,023 -125
Jan12 111118 99.890 99.900 99.890 99.895 -0.005 2,574 58,427 +136
Feb12 111118 99.885 99.895 99.880 99.890 -0.005 1,009 45,294 +312
Mar12 111118 99.885 99.890 99.875 99.880 -0.010 652 30,351 -118
Apr12 111118 99.880 99.885 99.870 99.880 -0.005 6,738 36,618 +2,675
Total Volume and Open Interest 31,679 601,941 +3,006
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111118 99.665 99.665 99.665 99.665 -0.005 0 328 -1
Mar12 111118 99.662 99.662 99.662 99.662 -0.005 0 300 +0
Jun12 111118 99.665 99.665 99.665 99.665 -0.005      
Sep12 111118 99.662 99.662 99.662 99.662 -0.005      
Dec12 111118 99.665 99.665 99.665 99.665 -0.005      
Mar13 111118 99.665 99.665 99.665 99.665 -0.005      
Jun13 111118 99.620 99.620 99.620 99.620 -0.005      
Sep13 111118 99.480 99.480 99.480 99.480 -0.005      
Dec13 111118 99.340 99.340 99.340 99.340 -0.005      
Mar14 111118 99.200 99.200 99.200 99.200 -0.005      
Total Volume and Open Interest 0 628 -1
3-Mth Euro-Yen(SGX)
Dec11 111118 99.67 99.67 99.67 99.67 0.00 4 2,477 +0
Mar12 111118 99.64 99.66 99.64 99.66 -0.01 0 1,954 +0
Jun12 111118 99.62 99.67 99.62 99.67 0.00 0 1,470 +0
Sep12 111118 99.66 99.66 99.66 99.66 -0.01 0 710 +0
Dec12 111118 99.62 99.67 99.62 99.67 0.00 0 151 +0
Mar13 111118 99.64 99.67 99.64 99.67 0.00 0 1 +0
Jun13 111118 99.62 99.62 99.62 99.62 0.00      
Sep13 111118 99.48 99.48 99.48 99.48 0.00      
Total Volume and Open Interest 4 6,765 +0
Japanese Gov't Bonds(SGX)
Dec11 111118 143.04 143.19 142.89 143.12 +0.07 1,829 23,993 +117
Mar12 111118 142.55 142.55 142.55 142.55 +0.07 6 30 +0
Jun12 111118 140.46 140.46 140.46 140.46 +0.07      
Total Volume and Open Interest 1,835 24,023 +117
Euro-Bund(EUREX)
Dec11 111118 138.00 138.03 136.19 136.50 -0.82 828,774 862,995 -14,325
Mar12 111118 138.07 138.07 136.39 136.65 -0.88 10,764 21,977 +7,754
Jun12 111118 136.30 136.30 136.30 136.30 -0.82 0 18 +0
Total Volume and Open Interest 839,538 884,990 -6,571
Euro-Bobl(EUREX)
Dec11 111118 123.41 123.42 122.63 122.77 -0.35 442,159 744,033 +5,290
Mar12 111118 123.66 123.66 123.01 123.02 -0.41 1,576 22,703 +1,180
Jun12 111118 122.92 122.92 122.92 122.92 -0.35      
Total Volume and Open Interest 443,735 766,736 +6,470
3-Mth Euribor(EUREX)
Dec11 111118 98.620 98.620 98.620 98.620 +0.015 44 1,889 +17
Mar12 111118 98.700 98.760 98.700 98.755 +0.010 32 2,199 -25
Jun12 111118 98.795 98.795 98.795 98.795 +0.005 29 1,056 -7
Total Volume and Open Interest 126 8,482 -22
Long Gilt(LIFFE)
Dec11 111118 130~27 131~09 129~29 130~08 -0~11 146,845 306,511 +4,563
Mar12 111118 114~26 114~31 113~28 114~01 -0~09 6,354 22,174 +2,586
Total Volume and Open Interest 153,199 328,685 +7,149
3-Mth Short Sterling(LIFFE)
Dec11 111118 98.85 98.89 98.83 98.88 +0.02 31,570 343,946 -2,488
Mar12 111118 98.69 98.77 98.67 98.76 +0.04 43,404 368,960 -3,635
Jun12 111118 98.62 98.73 98.59 98.71 +0.05 54,538 212,754 -5,512
Sep12 111118 98.60 98.70 98.55 98.66 +0.04 51,327 219,138 -8,902
Dec12 111118 98.52 98.64 98.51 98.60 +0.02 46,418 198,286 +2,619
Mar13 111118 98.51 98.62 98.49 98.58 +0.01 31,394 203,568 -4,058
Total Volume and Open Interest 349,589 2,062,213 -22,296
3-Mth Euribor(LIFFE)
Dec11 111118 98.610 98.650 98.580 98.620 +0.015 208,456 733,180 -26,631
Mar12 111118 98.755 98.785 98.670 98.755 +0.010 132,754 517,091 -9,791
Jun12 111118 98.790 98.825 98.705 98.795 +0.005 94,813 375,057 +4,726
Total Volume and Open Interest 832,600 3,486,899 -24,047
3-Mth Aus T-Bills(SFE)
Dec11 111118 95.54 95.56 95.52 95.54 -0.01 15,589 187,740 -1,882
Mar12 111118 96.32 96.37 96.30 96.36 +0.03 23,108 192,783 +1,780
Jun12 111118 96.58 96.67 96.58 96.64 +0.03 15,827 141,277 -1,770
Sep12 111118 96.59 96.67 96.59 96.65 +0.03 5,382 93,357 +1,229
Dec12 111118 96.50 96.53 96.46 96.52 +0.04 3,933 55,269 +783
Mar13 111118 96.33 96.37 96.30 96.37 +0.05 1,128 47,674 -19
Jun13 111118 96.18 96.22 96.15 96.22 +0.05 601 37,983 +177
Sep13 111118 96.06 96.10 96.04 96.10 +0.05 102 19,223 -59
Dec13 111118 95.94 95.99 95.92 95.99 +0.05 38 3,658 -212
Mar14 111118 95.78 95.84 95.78 95.84 +0.03 1 555 +1
Total Volume and Open Interest 65,709 779,594 +28
10-Year Aus T-Bonds(SFE)
Dec11 111118 95.90 95.99 95.88 95.99 +0.08 60,918 379,154 +4,839
Mar12 111118 95.99 95.99 95.99 95.99 +0.08      
Total Volume and Open Interest 60,918 379,154 +4,839
3-Year Aus T-Bonds(SFE)
Dec11 111118 96.67 96.78 96.65 96.78 +0.10 163,380 585,264 +29,963
Mar12 111118 96.78 96.78 96.78 96.78 +0.10      
Total Volume and Open Interest 163,380 585,264 +29,963
Gold(CMX)
Dec11 111118 1721.5 1738.5 1711.4 1725.1 +4.9 172,664 211,893 -14,213
Feb12 111118 1722.9 1741.2 1715.2 1727.9 +5.0 28,609 118,385 +9,947
Apr12 111118 1728.8 1743.6 1719.1 1730.5 +5.1 2,381 22,424 +854
Jun12 111118 1724.6 1742.8 1719.8 1732.6 +5.1 1,565 19,629 +162
Aug12 111118 1729.5 1736.2 1729.5 1734.7 +5.2 311 11,118 +34
Oct12 111118 1736.6 1744.5 1736.6 1737.5 +5.3 61 6,945 +49
Dec12 111118 1738.7 1747.2 1727.0 1740.3 +5.4 604 18,319 +447
Feb13 111118 1743.0 1743.0 1743.0 1743.0 +5.3 0 3,415 -24
Apr13 111118 1745.9 1745.9 1745.9 1745.9 +5.2 0 469 +0
Jun13 111118 1749.7 1749.7 1749.7 1749.7 +5.2 431 10,637 +210
Aug13 111118 1753.3 1753.3 1753.3 1753.3 +5.1 0 45 +0
Total Volume and Open Interest 207,631 468,305 -2,185
Silver(CMX)
Dec11 111118 3168.0 3260.0 3092.5 3241.7 +92.0 47,858 34,826 -2,330
Mar12 111118 3180.0 3265.5 3100.0 3248.9 +92.0 11,822 34,702 +764
May12 111118 3149.0 3255.5 3149.0 3252.5 +91.9 4,756 4,925 +16
Jul12 111118 3166.0 3264.5 3149.5 3255.8 +91.9 1,899 2,362 -1,030
Sep12 111118 3258.6 3258.6 3258.6 3258.6 +91.8 380 1,871 +132
Dec12 111118 3199.0 3263.5 3175.0 3262.2 +91.9 2,093 14,032 +584
Mar13 111118 3257.4 3257.4 3257.4 3257.4 +91.9 12 1,098 +12
Total Volume and Open Interest 69,362 108,846 -1,667
Platinum(NYMEX)
Jan12 111118 1585.9 1605.0 1570.0 1588.7 +7.6 6,202 34,731 +165
Apr12 111118 1577.8 1605.5 1577.8 1592.1 +7.6 92 3,684 +61
Jul12 111118 1592.0 1595.3 1592.0 1595.3 +7.5 21 319 +13
Oct12 111118 1602.6 1602.6 1599.1 1599.1 +7.7 1 56 +1
Total Volume and Open Interest 6,316 38,792 +240
Palladium(NYMEX)
Dec11 111118 610.00 615.65 597.00 605.15 +1.45 3,738 11,565 -877
Mar12 111118 612.50 616.00 599.10 607.35 +1.55 1,019 7,059 +798
Jun12 111118 613.00 613.00 608.55 608.55 +1.50 0 144 +0
Total Volume and Open Interest 4,761 18,772 -75
Copper(CMX)
Dec11 111118 336.80 344.05 333.10 340.20 +1.95 42,432 35,185 -2,179
Mar12 111118 339.35 345.90 335.00 342.05 +1.95 8,468 58,249 +601
May12 111118 342.80 345.70 341.40 343.10 +1.85 166 15,505 +3
Jul12 111118 340.10 347.45 339.95 343.85 +1.80 69 5,684 -25
Sep12 111118 344.25 344.25 344.25 344.25 +1.75 20 2,214 +0
Total Volume and Open Interest 51,605 128,448 -1,543
DJIA Index(CBOT)
Dec11 111118 11745 11851 11710 11767 +28 351 16,438 +16
Mar12 111118 11685 11696 11685 11696 +27 0 403 +0
Jun12 111118 11629 11629 11602 11629 +27 0 400 +0
Sep12 111118 11566 11566 11539 11566 +27      
Total Volume and Open Interest 351 17,241 +16
E-mini DJIA Index(CBOT)
Dec11 111118 11741 11859 11696 11767 +28 151,392 88,224 -2,580
Mar12 111118 11685 11790 11648 11696 +27 51 216 +3
Jun12 111118 11629 11629 11629 11629 +27 0 6 +0
Sep12 111118 11566 11566 11566 11566 +27 0 13 +0
Total Volume and Open Interest 151,443 88,459 -2,577
S & P 500(CME)
Dec11 111118 1215.60 1229.70 1209.00 1213.90 -0.90 16,625 280,500 -7,606
Mar12 111118 1214.50 1214.50 1204.90 1208.10 -0.80 313 15,639 +269
Jun12 111118 1203.00 1209.40 1199.90 1203.00 -0.90 121 1,787 -2
Sep12 111118 1197.70 1204.10 1194.60 1197.70 -0.90 0 19 +17
Total Volume and Open Interest 17,061 298,045 -7,324
S & P 500 E-Mini(Globex)
Dec11 111118 1215.00 1229.75 1208.75 1214.00 -0.75 2,711,882 2,945,937 +21,032
Mar12 111118 1209.75 1224.00 1203.00 1208.00 -1.00 2,887 36,921 +674
Total Volume and Open Interest 2,714,859 2,984,375 +21,796
NASDAQ 100(CME)
Dec11 111118 2267.80 2289.50 2248.00 2249.80 -18.50 2,235 32,200 -361
Mar12 111118 2245.50 2248.00 2245.50 2245.50 -18.50 0 110 +0
Jun12 111118 2242.50 2245.00 2242.50 2242.50 -18.50      
Total Volume and Open Interest 2,235 32,310 -361
NASDAQ 100 E-Mini(Globex)
Dec11 111118 2270.00 2290.00 2249.00 2249.80 -18.50 285,487 336,664 -8,813
Mar12 111118 2266.00 2280.50 2245.50 2245.50 -18.50 52 1,162 -1
Total Volume and Open Interest 285,540 337,839 -8,814
S & P Midcap 400(CME)
Dec11 111118 863.50 863.50 857.00 859.90 unch 5 5,773 -369
Mar12 111118 857.50 857.50 856.60 857.50 unch      
Jun12 111118 855.50 855.50 854.60 855.50 unch      
Total Volume and Open Interest 5 5,773 -369
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111118 8400 8460 8365 8400 +10 6,291 30,352 +369
Mar12 111118 8400 8400 8390 8400 +10 15 61 +3
Total Volume and Open Interest 6,306 30,413 +372
Nikkei 225(SGX)
Dec11 111118 8475 8480 8360 8390 -75 87,424 231,645 +3,828
Mar12 111118 8460 8460 8355 8380 -75 170 18,747 +140
Jun12 111118 8305 8305 8305 8305 -75 0 19 +0
Total Volume and Open Interest 87,755 255,878 +4,103
CAC 40(EURONEXT)
Nov11 111118 2967.0 3027.5 2966.5 2989.0 -18.0 207,857 266,022 -27,567
Dec11 111118 2970.0 3024.5 2966.5 2994.5 -10.0 122,683 206,966 +89,762
Jan12 111118 3005.0 3005.0 2976.0 2990.0 -8.5 1 1 +1
Total Volume and Open Interest 330,543 473,001 +62,196
Hang Seng Index(HKFE)
Nov11 111118 18450 18502 18335 18439 -434 103,559 80,970 +1,526
Dec11 111118 18430 18485 18340 18433 -431 2,018 12,736 +564
Total Volume and Open Interest 105,783 96,101 +1,975
DAX(EUREX)
Dec11 111118 5758.0 5904.0 5755.0 5820.0 -29.0 193,455 159,908 +2,329
Mar12 111118 5782.0 5911.5 5782.0 5830.5 -29.5 285 7,528 +55
Jun12 111118 5817.0 5928.5 5813.0 5849.5 -29.0 30 2,350 +12
Total Volume and Open Interest 193,770 169,786 +2,396
FT-SE 100(EURONEXT)
Dec11 111118 5363.50 5414.00 5333.00 5369.50 -43.50 134,891 622,288 +284
Mar12 111118 5361.00 5361.00 5310.00 5335.00 -43.50 1,074 8,336 +948
Jun12 111118 5295.00 5297.50 5295.00 5297.50 -44.00 0 500 +0
Total Volume and Open Interest 135,965 631,124 +1,232
SPI 200(SFE)
Dec11 111118 4263.0 4273.0 4177.0 4181.0 -78.0 40,499 214,102 +5,361
Mar12 111118 4203.0 4203.0 4161.0 4161.0 -78.0 145 3,099 +47
Jun12 111118 4188.0 4188.0 4169.0 4169.0 -79.0 52 1,420 +25
Total Volume and Open Interest 40,843 222,554 +2,770
GSCI(CME)
Dec11 111118 659.00 659.00 645.00 648.50 -3.30 81 8,117 +22
Jan12 111118 658.70 658.70 644.75 648.00 -3.50      
Feb12 111118 648.25 658.00 645.50 648.25 -3.25      
Total Volume and Open Interest 81 8,117 +22
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.

Copyright © 2024 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Phone: 541-525-0521