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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon November 21, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111121 1171.00 1174.25 1145.00 1148.00 -20.25 99,484 239,368 +1,421
Mar12 111121 1181.00 1183.75 1155.25 1158.00 -20.25 32,411 84,117 -1,820
May12 111121 1192.50 1193.00 1165.25 1167.75 -20.25 17,136 77,547 -111
Jul12 111121 1201.75 1201.75 1174.00 1176.75 -20.25 11,487 58,129 -587
Aug12 111121 1180.25 1195.50 1175.00 1176.00 -19.50 316 604 +18
Sep12 111121 1170.00 1186.50 1167.75 1167.75 -18.75 48 416 -8
Nov12 111121 1182.75 1186.50 1162.00 1164.25 -17.25 5,078 49,708 -544
Total Volume and Open Interest 166,205 522,939 -1,639
Soybean Meal(CBOT)
Dec11 111121 297.10 297.50 289.50 289.60 -8.80 35,640 52,826 -4,676
Jan12 111121 298.90 299.40 291.00 291.30 -9.00 26,272 47,098 +2,834
Mar12 111121 302.10 302.50 294.40 294.40 -9.20 11,821 32,908 +608
May12 111121 305.60 305.60 297.50 297.50 -9.40 3,923 26,767 +298
Jul12 111121 309.50 309.70 301.50 301.50 -9.30 2,975 21,540 +423
Aug12 111121 306.50 307.30 302.50 302.50 -9.20 318 4,217 +116
Sep12 111121 307.00 308.20 302.70 302.70 -8.90 288 4,425 +82
Oct12 111121 304.60 305.50 299.20 299.20 -8.70 178 2,933 +96
Total Volume and Open Interest 83,304 210,082 +309
Soybean Oil(CBOT)
Dec11 111121 50.88 51.00 49.51 49.89 -0.99 56,736 64,801 -5,881
Jan12 111121 51.12 51.24 49.71 50.13 -0.99 37,465 83,877 +3,416
Mar12 111121 51.50 51.60 50.07 50.51 -0.97 14,312 58,966 +1,034
May12 111121 51.90 51.90 50.40 50.85 -0.97 5,518 36,179 +720
Jul12 111121 52.11 52.22 50.71 51.15 -0.96 3,678 25,342 -387
Aug12 111121 51.63 51.63 50.90 51.23 -0.95 70 3,347 +4
Sep12 111121 52.26 52.26 50.90 51.25 -0.95 118 3,820 +9
Oct12 111121 50.83 51.42 50.82 51.07 -0.97 52 3,800 +27
Total Volume and Open Interest 118,893 294,402 -962
Canola(WCE)
Nov11 111114 517.9 517.9 517.9 517.9 +4.4      
Jan12 111121 520.0 520.1 512.0 512.5 -6.2 13,236 89,712 -4,524
Mar12 111121 525.8 525.9 517.7 518.1 -6.6 6,641 32,180 +3,889
May12 111121 528.3 528.9 520.8 521.4 -6.1 1,285 14,726 +24
Jul12 111121 533.1 535.0 526.5 527.1 -6.2 1,381 8,539 +376
Total Volume and Open Interest 23,548 158,455 -431
Corn(CBOT)
Dec11 111121 610.00 611.25 593.25 597.75 -12.50 202,446 343,467 -3,130
Mar12 111121 617.75 618.75 600.50 605.00 -13.00 125,406 470,666 +6,312
May12 111121 624.50 625.00 607.50 611.50 -13.00 26,079 133,855 +992
Jul12 111121 628.00 628.75 611.25 615.50 -12.50 26,287 132,727 +701
Sep12 111121 583.00 583.00 568.00 569.00 -14.00 2,936 33,812 +365
Dec12 111121 559.50 560.25 547.25 550.00 -9.00 24,038 164,764 +2,455
Total Volume and Open Interest 408,177 1,328,780 +7,871
Wheat(CBOT)
Dec11 111121 597.75 602.00 584.50 591.50 -6.75 52,299 81,783 -5,505
Mar12 111121 614.75 618.25 600.50 609.00 -5.75 43,384 150,555 +5,658
May12 111121 633.25 633.25 619.00 627.50 -6.00 9,249 57,141 +301
Jul12 111121 646.75 648.75 632.00 641.50 -4.50 8,200 62,006 -1,408
Sep12 111121 665.00 665.00 651.50 659.75 -4.25 1,663 12,384 +563
Total Volume and Open Interest 119,008 406,036 -734
Wheat(KCBT)
Dec11 111121 668.00 670.75 658.50 667.00 -1.50 7,979 30,975 -2,184
Mar12 111121 679.25 681.50 669.25 678.00 -1.25 9,154 66,474 +288
May12 111121 681.75 688.50 676.75 685.50 -1.25 1,952 12,311 +82
Jul12 111121 694.75 695.25 684.00 692.75 -0.75 2,315 35,318 +155
Sep12 111121 707.25 708.75 698.50 707.00 -0.50 883 4,646 +644
Total Volume and Open Interest 23,376 154,689 -675
Wheat(MGE)
Dec11 111121 915.25 916.25 895.00 896.50 -20.75 969 6,783 -419
Mar12 111121 873.00 875.50 859.00 862.50 -12.75 2,747 18,955 +62
May12 111121 843.00 843.00 830.25 834.25 -8.75 586 6,389 +261
Jul12 111121 824.75 824.75 815.50 818.25 -6.50 723 8,131 +110
Sep12 111121 798.50 798.50 790.00 793.50 -5.25 546 3,217 +3
Total Volume and Open Interest 6,145 46,556 +52
Oats(CBOT)
Dec11 111121 304.50 307.00 298.50 300.00 -4.00 1,494 6,432 +31
Mar12 111121 305.50 305.75 294.00 295.00 -9.00 813 10,247 +298
May12 111121 306.75 309.50 299.50 299.50 -10.00 18 1,314 +5
Jul12 111121 310.75 315.50 305.00 305.00 -10.50 12 41 +11
Total Volume and Open Interest 2,337 18,157 +345
Rough Rice(CBOT)
Nov11 111114 15.05 15.05 15.01 15.05 +0.05 4 14 -23
Jan12 111121 14.68 14.81 14.45 14.45 -0.23 912 11,588 -125
Mar12 111121 14.97 15.08 14.75 14.75 -0.22 342 4,520 +22
May12 111121 15.16 15.16 15.04 15.04 -0.20 15 585 +0
Total Volume and Open Interest 1,297 17,463 -93
Live Cattle(CME)
Dec11 111121 119.800 120.330 118.450 119.980 +0.280 18,369 63,643 -3,974
Feb12 111121 121.700 122.350 120.180 121.800 +0.015 19,434 127,383 +2,598
Apr12 111121 125.535 126.500 124.100 126.050 +0.265 6,518 81,669 +674
Jun12 111121 124.730 125.350 123.535 125.285 +0.435 3,813 41,545 +573
Aug12 111121 125.000 125.550 123.930 125.550 +0.220 1,171 8,775 +366
Oct12 111121 127.400 128.100 126.450 128.100 +0.300 710 4,898 +14
Total Volume and Open Interest 50,625 331,774 +575
Feeder Cattle(CME)
Jan12 111121 147.435 147.630 145.535 146.185 -1.250 3,521 18,274 +1,128
Mar12 111121 148.485 148.735 146.850 148.000 -0.700 863 6,266 +155
Apr12 111121 149.800 149.800 148.100 149.100 -0.835 622 2,588 +176
May12 111121 150.000 150.000 148.600 149.300 -0.950 392 2,833 +113
Aug12 111121 150.750 151.000 149.600 150.750 -0.800 226 3,065 +141
Sep12 111121 150.435 151.000 149.880 151.000 -0.800 53 412 +27
Oct12 111121 150.075 150.800 150.075 150.800 -1.200 17 89 +12
Total Volume and Open Interest 5,694 33,527 -945
Lean Hogs(CME)
Dec11 111121 87.480 88.000 87.150 87.950 +0.470 16,180 33,950 -3,162
Feb12 111121 90.980 91.500 90.400 91.000 +0.020 15,339 84,398 +458
Apr12 111121 93.750 94.330 93.300 94.050 +0.500 5,280 59,469 +542
May12 111121 98.850 99.400 98.500 99.400 +0.800 56 2,158 +32
Jun12 111121 100.150 101.050 99.930 101.035 +0.785 5,903 37,199 +812
Jul12 111121 98.750 99.400 98.330 99.300 +0.400 534 9,778 +96
Aug12 111121 97.200 98.000 96.930 97.930 +0.480 1,066 11,929 +280
Oct12 111121 85.800 86.050 85.300 86.000 +0.200 587 6,036 +449
Total Volume and Open Interest 45,207 247,231 -361
Class III Milk(CME)
Nov11 111121 19.07 19.12 19.04 19.12 +0.03 79 5,569 -11
Dec11 111121 18.30 18.85 18.07 18.65 +0.38 759 6,259 -129
Jan12 111121 17.30 17.74 17.22 17.52 +0.25 608 4,102 +300
Feb12 111121 16.94 17.00 16.75 16.90 +0.15 221 2,886 +79
Mar12 111121 16.75 16.90 16.66 16.80 +0.14 203 2,560 +134
Total Volume and Open Interest 2,162 33,299 +532
Cocoa(ICE)
Dec11 111121 2295 2295 2240 2264 -44 246 268 -383
Mar12 111121 2440 2440 2403 2414 -44 12,781 79,826 -413
May12 111121 2441 2441 2412 2420 -44 2,140 29,516 +479
Jul12 111121 2443 2447 2428 2431 -48 542 14,301 +7
Sep12 111121 2469 2469 2438 2438 -53 162 12,200 +38
Dec12 111121 2485 2485 2454 2454 -53 55 12,758 +29
Mar13 111121 2513 2513 2468 2468 -53 6 3,654 +6
Total Volume and Open Interest 15,978 155,172 -208
Coffee "C"(ICE)
Dec11 111121 233.70 234.50 231.95 232.20 -2.00 9,336 5,812 -5,015
Mar12 111121 238.25 238.55 236.10 237.00 -1.85 12,298 55,520 +1,939
May12 111121 240.10 240.40 238.50 239.35 -1.70 1,898 20,459 +306
Jul12 111121 242.10 242.20 240.85 241.15 -1.65 403 6,192 +22
Sep12 111121 242.85 242.90 241.30 241.75 -1.75 148 5,342 -15
Dec12 111121 243.15 243.15 241.60 242.10 -1.85 90 6,404 +43
Total Volume and Open Interest 24,232 100,828 -2,703
Orange Juice(ICE)
Jan12 111121 176.90 180.00 176.90 178.55 +1.65 1,185 19,346 +386
Mar12 111121 171.65 173.75 171.65 172.45 +0.80 263 5,317 +96
May12 111121 170.55 172.00 170.55 171.30 +0.85 17 1,686 -1
Jul12 111121 172.25 172.75 171.50 171.50 +0.75 0 388 +0
Sep12 111121 170.90 170.90 170.90 170.90 +0.75 0 53 +0
Nov12 111121 170.55 170.55 170.55 170.55 +0.70 0 8 +0
Total Volume and Open Interest 1,465 26,804 +481
Sugar #11(ICE)
Mar12 111121 24.06 24.32 23.86 24.09 +0.12 49,691 212,755 -474
May12 111121 23.69 23.80 23.41 23.58 +0.09 11,115 85,165 +2,573
Jul12 111121 23.22 23.43 23.04 23.19 +0.09 7,244 83,516 +947
Oct12 111121 23.09 23.45 23.06 23.20 +0.07 3,438 45,179 -193
Mar13 111121 23.47 23.78 23.40 23.54 +0.05 2,307 30,769 +30
Total Volume and Open Interest 77,268 494,571 +4,644
London Cocoa(LCE)
Dec11 111121 1533 1534 1510 1514 -23 2,486 70,990 -52
Mar12 111121 1561 1562 1536 1541 -24 8,489 61,281 +852
May12 111121 1578 1578 1552 1557 -24 814 19,525 +136
Jul12 111121 1593 1593 1568 1571 -25 868 23,598 +99
Sep12 111121 1603 1603 1579 1582 -24 436 15,693 +234
Dec12 111121 1617 1617 1591 1591 -32 96 12,251 +15
Mar13 111121 1635 1635 1602 1602 -33 2 3,156 +2
Total Volume and Open Interest 13,191 208,401 +1,286
London Sugar(LCE)
Mar12 111121 623.00 632.60 620.70 624.70 +1.70 3,042 21,655 +179
May12 111121 614.40 621.70 609.30 613.80 +1.40 569 7,162 -67
Aug12 111121 610.10 610.20 602.70 606.20 +1.10 407 5,843 +184
Oct12 111121 609.10 609.20 601.20 605.00 unch 286 2,993 +62
Dec12 111121 610.20 610.20 605.70 608.20 +0.20 76 1,026 +22
Total Volume and Open Interest 4,390 39,582 +380
Cotton(ICE)
Dec11 111121 95.16 95.78 90.81 90.81 -4.00 5,723 10,156 -2,986
Mar12 111121 93.44 93.71 90.16 90.41 -2.86 13,715 86,706 +2,163
May12 111121 93.40 93.51 90.25 90.70 -2.72 1,604 17,135 +111
Jul12 111121 93.00 93.64 90.35 90.93 -2.66 766 17,656 -18
Oct12 111121 91.80 92.20 91.80 92.08 -1.81 0 85 +0
Dec12 111121 91.32 91.32 89.11 89.63 -1.37 90 6,432 +23
Total Volume and Open Interest 21,952 139,409 -686
Lumber(CME)
Jan12 111121 248.5 254.0 244.0 246.5 -1.0 861 6,819 -348
Mar12 111121 267.0 270.2 261.2 263.9 -0.6 286 2,026 +26
May12 111121 275.0 279.5 271.3 274.0 unch 110 258 +56
Jul12 111121 284.8 285.0 277.4 279.0 -1.0 63 134 +44
Total Volume and Open Interest 1,352 9,276 -199
Crude Oil(NYM)
Dec11 111118 98.61 100.15 96.64 97.41 -1.41 379,612 81,174 -28,056
Jan12 111121 97.54 97.86 95.24 96.92 -0.75 420,238 334,138 +6,042
Feb12 111121 97.32 97.83 95.31 96.99 -0.64 58,205 81,309 -791
Mar12 111121 97.30 97.83 95.40 97.06 -0.56 44,347 95,594 +1,999
Apr12 111121 97.52 97.80 95.51 97.09 -0.52 20,307 39,028 -34
May12 111121 96.77 97.53 95.45 97.08 -0.49 17,669 35,788 -625
Jun12 111121 97.00 97.72 95.44 97.00 -0.46 44,403 74,946 -2,709
Jul12 111121 96.86 97.26 95.38 96.85 -0.43 9,772 35,397 +1,192
Aug12 111121 96.02 96.65 95.50 96.65 -0.42 8,654 22,889 -518
Sep12 111121 96.44 96.44 96.44 96.44 -0.41 7,545 27,571 +467
Oct12 111121 96.11 96.25 96.11 96.25 -0.40 5,399 24,937 +664
Nov12 111121 95.20 96.10 95.20 96.10 -0.38 5,088 25,745 +438
Dec12 111121 96.26 96.58 94.46 95.93 -0.36 45,165 165,080 -6,822
Jan13 111121 94.89 95.62 94.55 95.62 -0.35 1,758 29,882 +385
Feb13 111121 95.27 95.27 95.27 95.27 -0.34 385 11,358 +60
Mar13 111121 94.92 94.92 94.92 94.92 -0.34 177 8,805 +10
Total Volume and Open Interest 919,012 1,307,516 -44,224
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 111121 97.525 97.875 95.225 96.925 -0.750 13,351 1,685 +323
Feb12 111121 97.650 97.725 95.450 97.000 -0.625 205 213 +43
Mar12 111121 97.100 97.300 96.075 97.050 -0.575 49 102 +31
Apr12 111121 97.100 97.100 97.100 97.100 -0.500 2 23 +2
May12 111121 97.075 97.075 97.075 97.075 -0.500 1 7 +0
Jun12 111121 95.650 97.000 95.650 97.000 -0.450 7 14 -2
Jul12 111121 96.850 96.850 96.850 96.850 -0.425 0 4 +0
Aug12 111121 96.650 96.650 96.650 96.650 -0.425 12 5 +4
Total Volume and Open Interest 13,643 2,276 -2,701
Heating Oil(NYM)
Dec11 111121 304.91 305.90 296.83 299.43 -3.82 60,358 57,277 -7,348
Jan12 111121 305.74 306.74 297.78 300.43 -3.70 53,400 78,092 +4,173
Feb12 111121 304.36 305.61 297.79 300.50 -3.21 25,091 33,504 +2,082
Mar12 111121 302.66 303.43 296.54 299.49 -2.75 19,081 27,877 +1,128
Apr12 111121 299.94 300.62 294.78 297.16 -2.48 8,113 16,577 +999
May12 111121 297.36 297.92 291.91 294.71 -2.28 4,286 12,985 +103
Jun12 111121 295.59 297.40 290.59 293.59 -2.00 12,251 31,465 +420
Jul12 111121 295.33 295.33 292.00 293.56 -1.85 1,478 8,071 +197
Aug12 111121 295.54 295.54 290.85 293.71 -1.74 1,154 4,300 +458
Sep12 111121 296.12 296.12 292.04 294.25 -1.68 1,190 5,137 +91
Oct12 111121 297.20 297.20 293.30 295.04 -1.65 820 2,430 +230
Nov12 111121 297.96 297.97 294.10 295.85 -1.62 188 1,553 +9
Total Volume and Open Interest 190,501 299,447 +3,119
Gasoline(NYMEX)
Dec11 111121 248.98 250.64 245.27 248.90 +1.06 46,307 48,584 -6,917
Jan12 111121 249.48 251.26 246.13 249.87 +1.07 50,571 80,123 +3,849
Feb12 111121 251.01 252.00 247.27 250.96 +0.94 18,374 26,244 +987
Mar12 111121 252.90 253.59 249.10 252.67 +0.82 12,705 28,031 -772
Apr12 111121 266.20 267.94 264.08 267.24 +0.61 9,154 22,814 -523
May12 111121 267.39 267.70 263.83 267.14 +0.57 5,805 15,225 +661
Jun12 111121 263.97 265.84 261.95 265.20 +0.55 7,148 21,463 +173
Jul12 111121 263.10 263.10 261.00 262.80 +0.47 1,354 6,327 +83
Aug12 111121 258.32 260.29 257.81 260.29 +0.43 874 8,137 +225
Sep12 111121 258.00 258.00 257.65 257.65 +0.41 750 6,868 +112
Total Volume and Open Interest 154,217 284,775 -2,184
e-miNY RBOB Gasoline(NYM)
Dec11 111121 248.90 248.90 248.90 248.90 +1.10      
Jan12 111121 249.90 249.90 249.87 249.90 +1.10 0 1 -1
Feb12 111121 251.00 251.00 250.96 251.00 +1.00 0 1 -1
Mar12 111121 252.70 252.70 252.67 252.70 +0.80      
Total Volume and Open Interest 0 2 -2
Natural Gas(NYM)
Dec11 111121 3.329 3.440 3.285 3.399 +0.083 169,142 81,084 -12,275
Jan12 111121 3.505 3.589 3.461 3.558 +0.062 90,217 293,533 +5,644
Feb12 111121 3.511 3.602 3.478 3.573 +0.061 24,516 86,186 +3,153
Mar12 111121 3.505 3.587 3.470 3.567 +0.066 23,389 105,361 +1,966
Apr12 111121 3.529 3.624 3.493 3.604 +0.077 26,418 100,966 -242
May12 111121 3.525 3.665 3.525 3.648 +0.076 7,192 43,776 +357
Jun12 111121 3.615 3.708 3.603 3.695 +0.077 3,924 20,356 +275
Jul12 111121 3.664 3.758 3.658 3.745 +0.076 3,021 18,792 +232
Aug12 111121 3.661 3.788 3.661 3.771 +0.075 2,704 16,104 +132
Sep12 111121 3.680 3.784 3.677 3.771 +0.075 2,163 12,117 +504
Oct12 111121 3.715 3.821 3.705 3.806 +0.074 9,700 55,606 +807
Nov12 111121 3.857 3.960 3.853 3.946 +0.071 4,648 22,371 +633
Dec12 111121 4.135 4.244 4.135 4.231 +0.064 2,784 22,997 +376
Jan13 111121 4.288 4.375 4.275 4.362 +0.062 7,682 29,959 -1,926
Feb13 111121 4.270 4.362 4.266 4.350 +0.062 449 6,142 +223
Mar13 111121 4.223 4.315 4.223 4.304 +0.061 458 13,597 +74
Total Volume and Open Interest 382,896 1,004,615 +394
Brent Crude Oil(ICE)
Jan12 111121 107.46 107.74 105.65 106.88 -0.68 269,899 197,248 -1,243
Feb12 111121 107.31 107.52 105.47 106.66 -0.74 129,094 161,011 +10,166
Mar12 111121 107.00 107.18 105.23 106.38 -0.70 78,900 95,974 +7,286
Apr12 111121 106.46 106.89 105.01 106.16 -0.64 35,468 38,145 +2,451
May12 111121 106.40 106.59 104.77 105.93 -0.58 26,253 22,233 +2,237
Jun12 111121 106.07 106.27 104.50 105.66 -0.53 58,586 68,998 +6,492
Jul12 111121 105.77 106.02 104.29 105.41 -0.49 12,102 19,305 +871
Aug12 111121 105.46 105.70 104.01 105.15 -0.44 7,384 24,587 +736
Sep12 111121 105.07 105.37 103.65 104.78 -0.41 7,377 28,402 +459
Oct12 111121 104.44 104.44 104.44 104.44 -0.39 2,886 12,700 +371
Nov12 111121 104.10 104.10 104.10 104.10 -0.38 3,064 18,599 -318
Dec12 111121 103.99 104.32 102.60 103.73 -0.38 43,722 101,525 -1,033
Jan13 111121 103.43 103.43 103.43 103.43 -0.35 1,924 9,652 +502
Feb13 111121 103.07 103.07 103.07 103.07 -0.33 474 5,161 +2
Total Volume and Open Interest 703,878 960,938 +29,418
Gas Oil(ICE)
Dec11 111121 958.00 962.25 941.50 949.50 -23.50 95,303 129,946 -6,176
Jan12 111121 949.50 953.75 932.75 940.75 -23.00 110,424 106,214 +4,839
Feb12 111121 942.25 946.75 926.25 934.25 -22.50 39,800 48,697 -2,483
Mar12 111121 937.00 941.00 921.50 929.00 -21.75 26,258 38,677 +556
Apr12 111121 933.00 937.00 918.50 924.75 -21.50 12,040 21,787 -284
May12 111121 930.25 934.00 915.25 922.00 -20.75 9,205 23,771 -794
Jun12 111121 929.50 933.50 915.00 921.50 -20.25 17,927 54,310 -907
Jul12 111121 930.75 934.25 918.00 922.25 -20.25 2,083 16,650 +127
Aug12 111121 931.25 934.75 918.75 923.00 -19.75 1,872 11,778 +412
Sep12 111121 930.25 934.00 918.25 922.50 -19.25 2,084 11,988 -59
Total Volume and Open Interest 330,199 556,617 -4,483
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111121 2.580 2.580 2.530 2.544 -0.056 127 566 -333
Jan12 111121 2.339 2.339 2.290 2.302 -0.055 142 1,913 -111
Feb12 111121 2.237 2.237 2.202 2.214 -0.044 111 1,252 -5
Mar12 111121 2.217 2.220 2.206 2.214 -0.045 101 1,296 -47
Apr12 111121 2.229 2.230 2.215 2.221 -0.039 111 713 -91
May12 111121 2.224 2.235 2.224 2.231 -0.039 13 746 +3
Jun12 111121 2.235 2.250 2.225 2.233 -0.054 44 579 -4
Total Volume and Open Interest 803 10,830 -523
WTI Crude Oil(ICE)
Dec11 111117 102.30 103.38 98.41 98.82 -3.77 61,140 58,670 -5,939
Jan12 111121 97.46 97.86 95.23 96.92 -0.75 124,740 69,035 -3,906
Feb12 111121 97.53 97.67 95.31 96.99 -0.64 27,535 44,656 +1,041
Mar12 111121 97.16 97.67 95.35 97.06 -0.56 23,742 32,396 +1,813
Apr12 111121 97.06 97.39 95.51 97.09 -0.52 10,321 14,529 +1,184
May12 111121 97.21 97.32 95.48 97.08 -0.49 9,535 10,478 -465
Jun12 111121 97.01 97.51 95.36 97.00 -0.46 25,429 42,068 +1,201
Jul12 111121 96.30 96.85 95.37 96.85 -0.43 4,815 9,561 +775
Aug12 111121 95.69 96.65 95.16 96.65 -0.42 3,190 5,965 +722
Sep12 111121 95.78 96.44 94.98 96.44 -0.41 2,327 10,836 +125
Oct12 111121 96.25 96.25 96.25 96.25 -0.40 1,070 4,496 +44
Nov12 111121 96.10 96.10 96.10 96.10 -0.38 804 3,858 +7
Dec12 111121 96.30 96.51 94.45 95.93 -0.36 23,867 56,790 +1,167
Jan13 111121 95.62 95.62 95.62 95.62 -0.35 57 2,219 +0
Feb13 111121 95.27 95.27 95.27 95.27 -0.34 0 641 +0
Mar13 111121 94.92 94.92 94.92 94.92 -0.34 0 1,564 +0
Total Volume and Open Interest 266,130 404,003 -46,808
US Dollar Index(ICE)
Dec11 111121 78.230 78.710 78.145 78.463 +0.208 23,037 54,676 -879
Mar12 111121 78.610 78.995 78.610 78.842 +0.217 19 684 +6
Jun12 111121 79.262 79.262 79.262 79.262 +0.197      
Total Volume and Open Interest 23,056 55,360 -873
Australian Dollar(CME)
Dec11 111121 99.64 99.65 97.76 98.00 -1.71 145,525 133,030 -1,756
Mar12 111121 98.35 98.75 96.85 97.06 -1.69 287 998 +172
Jun12 111121 96.42 98.05 96.42 96.42 -1.63 0 35 +0
Total Volume and Open Interest 145,812 134,190 -1,584
British Pound(CME)
Dec11 111121 157.83 157.87 156.07 156.41 -1.39 91,834 156,949 +2,634
Mar12 111121 157.37 157.66 155.96 156.26 -1.40 107 380 +24
Jun12 111121 156.13 157.51 156.13 156.13 -1.38 0 3 +0
Total Volume and Open Interest 91,941 157,337 +2,658
Canadian Dollar(CME)
Dec11 111121 97.24 97.26 95.92 96.25 -1.08 81,618 120,591 +2,058
Mar12 111121 97.00 97.17 95.77 96.10 -1.07 595 4,168 +165
Jun12 111121 96.90 97.09 95.74 96.04 -1.05 17 1,131 +11
Sep12 111121 96.61 97.04 95.75 96.00 -1.04 16 714 +5
Total Volume and Open Interest 82,246 126,737 +2,239
Japanese Yen(CME)
Dec11 111121 130.05 130.34 129.94 130.04 +0.04 53,534 143,516 +1,677
Mar12 111121 130.40 130.60 130.32 130.42 +0.05 44 1,034 -4
Jun12 111121 130.83 130.83 130.76 130.83 +0.07 0 25 +0
Total Volume and Open Interest 53,578 144,579 +1,673
Swiss Franc(CME)
Dec11 111121 109.07 109.45 108.63 109.12 +0.11 26,321 29,816 +137
Mar12 111121 108.91 109.66 108.91 109.37 +0.11 10 645 +2
Jun12 111121 109.70 109.70 109.57 109.70 +0.13 0 5 +0
Total Volume and Open Interest 26,331 30,470 +139
EuroFX(CME)
Dec11 111121 135.22 135.43 134.30 134.96 -0.17 324,009 247,880 +7,651
Mar12 111121 135.34 135.56 134.50 135.12 -0.14 1,920 6,589 +687
Jun12 111121 134.85 135.36 134.85 135.24 -0.12 25 960 +11
Total Volume and Open Interest 325,954 255,447 +8,349
Mexican Peso(CME)
Dec11 111121 725.2 726.2 709.8 712.0 -14.2 57,436 82,782 -14,041
Jan12 111121 710.5 724.8 710.5 710.5 -14.2 0 95 +0
Total Volume and Open Interest 75,688 111,526 +4,309
Brazilian Real(CME)
Dec11 111121 551.00 552.65 548.85 551.00 -7.75 106 4,134 -49
Jan12 111121 547.60 547.60 547.60 547.60 -7.75 0 10,149 +0
Feb12 111121 544.15 544.15 544.15 544.15 -7.75      
Mar12 111121 540.75 540.75 540.75 540.75 -7.75 0 34 +0
Total Volume and Open Interest 106 29,648 -49
30-Year T-Bonds(CBOT)
Dec11 111121 142~260 143~300 142~260 143~190 +0~260 393,745 626,422 +9,649
Mar12 111121 142~310 143~240 142~190 143~120 +0~250 7,785 17,337 +1,968
Jun12 111121 142~080 142~080 141~130 142~060 +0~250 0 6 +0
Total Volume and Open Interest 401,530 643,765 +11,617
10-Year T-Notes(CBOT)
Dec11 111121 130~115 130~240 130~110 130~185 +0~090 1,277,088 1,457,459 +14,992
Mar12 111121 129~230 130~020 129~230 129~285 +0~095 18,167 42,219 +4,404
Jun12 111121 128~285 128~285 128~190 128~285 +0~095      
Total Volume and Open Interest 1,295,255 1,499,678 +19,396
5-Year T-Notes(CBOT)
Dec11 111121 122~122 123~016 122~122 123~002 +0~010 674,277 1,264,924 +11,072
Mar12 111121 122~094 122~101 122~081 122~086 +0~010 9,217 24,121 +4,457
Jun12 111121 121~110 121~110 121~110 121~110 +0~010      
Total Volume and Open Interest 683,494 1,289,045 +15,529
2 Year T-Notes(CBOT)
Dec11 111121 110~017 110~023 110~014 110~020 +0~005 245,639 724,677 -18,682
Mar12 111121 110~019 110~027 110~019 110~024 +0~005 7,234 18,375 +2,108
Jun12 111121 109~120 109~120 109~115 109~120 +0~005      
Total Volume and Open Interest 252,873 743,052 -16,574
Eurodollars(CME)
Dec11 111121 99.340 99.342 99.320 99.325 -0.015 436,533 1,083,013 -2,735
Mar12 111121 99.205 99.205 99.165 99.175 -0.025 500,551 983,158 +35,907
Jun12 111121 99.190 99.195 99.145 99.150 -0.035 378,657 1,168,705 +18,443
Sep12 111121 99.190 99.195 99.145 99.150 -0.035 369,783 757,732 -9,965
Dec12 111121 99.195 99.205 99.155 99.160 -0.030 364,971 808,072 -10,782
Mar13 111121 99.200 99.205 99.160 99.165 -0.030 316,291 793,542 -28,405
Jun13 111121 99.185 99.185 99.140 99.150 -0.025 185,336 572,334 -2,497
Sep13 111121 99.130 99.150 99.105 99.110 -0.025 177,837 460,984 -7,212
Dec13 111121 99.045 99.070 99.020 99.030 -0.020 117,918 483,298 -5,611
Mar14 111121 98.935 98.975 98.915 98.925 -0.020 93,846 336,836 +5,737
Jun14 111121 98.800 98.830 98.775 98.785 -0.015 73,085 282,060 -1,854
Sep14 111121 98.640 98.670 98.620 98.630 -0.010 65,633 186,725 +1,399
Dec14 111121 98.460 98.500 98.450 98.465 unch 40,448 171,561 +371
Mar15 111121 98.285 98.345 98.285 98.310 +0.010 30,352 117,438 -1,385
Jun15 111121 6.375 6.435 6.375 6.400 +0.015 27,953 109,010 -1,626
Sep15 111121 6.230 6.270 6.220 6.235 +0.020 23,281 80,677 -1,131
Dec15 111121 6.050 6.095 6.040 6.055 +0.020 17,440 47,821 -979
Mar16 111121 5.920 5.950 5.895 5.910 +0.025 15,254 45,814 -836
Total Volume and Open Interest 3,270,636 8,681,814 -10,748
30 Day Federal Funds(CBOT)
Nov11 111121 99.915 99.918 99.915 99.915 unch 5,968 65,851 +83
Dec11 111121 99.905 99.915 99.905 99.910 unch 10,339 62,692 +669
Jan12 111121 99.895 99.895 99.890 99.895 unch 6,513 59,183 +756
Feb12 111121 99.885 99.890 99.875 99.890 unch 4,504 47,283 +1,989
Mar12 111121 99.880 99.880 99.870 99.880 unch 1,728 30,573 +222
Apr12 111121 99.880 99.880 99.870 99.880 unch 1,545 36,697 +79
Total Volume and Open Interest 41,870 598,969 -2,972
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111121 99.665 99.665 99.665 99.665 unch 0 327 -1
Mar12 111121 99.658 99.658 99.658 99.658 -0.005 0 300 +0
Jun12 111121 99.660 99.660 99.660 99.660 -0.005      
Sep12 111121 99.658 99.658 99.658 99.658 -0.005      
Dec12 111121 99.660 99.660 99.660 99.660 -0.005      
Mar13 111121 99.660 99.660 99.660 99.660 -0.005      
Jun13 111121 99.615 99.615 99.615 99.615 -0.005      
Sep13 111121 99.475 99.475 99.475 99.475 -0.005      
Dec13 111121 99.335 99.335 99.335 99.335 -0.005      
Mar14 111121 99.195 99.195 99.195 99.195 -0.005      
Total Volume and Open Interest 0 627 -1
3-Mth Euro-Yen(SGX)
Dec11 111121 99.67 99.67 99.67 99.67 unch 2,000 4,448 +1,971
Mar12 111121 99.69 99.69 99.66 99.66 0.00 50 1,954 +0
Jun12 111121 99.66 99.66 99.66 99.66 0.00 0 1,470 +0
Sep12 111121 99.69 99.69 99.66 99.66 0.00 1 711 +1
Dec12 111121 99.66 99.66 99.66 99.66 0.00 0 151 +0
Mar13 111121 99.66 99.66 99.66 99.66 0.00 0 1 +0
Jun13 111121 99.61 99.61 99.61 99.61 -0.01      
Sep13 111121 99.47 99.47 99.47 99.47 -0.01      
Total Volume and Open Interest 2,052 8,738 +1,973
Japanese Gov't Bonds(SGX)
Dec11 111121 143.07 143.09 142.93 143.07 -0.05 2,383 24,212 +219
Mar12 111121 142.50 142.50 142.50 142.50 -0.05 18 30 +0
Jun12 111121 140.41 140.41 140.41 140.41 -0.05      
Total Volume and Open Interest 2,401 24,242 +219
Euro-Bund(EUREX)
Dec11 111121 136.84 137.70 136.68 137.15 +0.65 933,174 859,503 -3,492
Mar12 111121 137.00 137.85 136.91 137.34 +0.69 5,732 24,701 +2,724
Jun12 111121 136.95 136.95 136.95 136.95 +0.65 0 18 +0
Total Volume and Open Interest 938,906 884,222 -768
Euro-Bobl(EUREX)
Dec11 111121 122.88 123.35 122.83 123.12 +0.35 513,927 737,227 -6,806
Mar12 111121 123.10 123.60 123.10 123.40 +0.38 806 22,638 -65
Jun12 111121 123.27 123.27 123.27 123.27 +0.35      
Total Volume and Open Interest 514,733 759,865 -6,871
3-Mth Euribor(EUREX)
Dec11 111121 98.630 98.630 98.620 98.620 unch 292 1,595 -294
Mar12 111121 98.785 98.795 98.765 98.765 +0.010 327 2,268 +69
Jun12 111121 98.810 98.810 98.810 98.810 +0.015 25 1,053 -3
Total Volume and Open Interest 697 8,248 -234
Long Gilt(LIFFE)
Dec11 111121 130~19 131~06 130~18 130~24 +0~16 132,018 305,041 -1,470
Mar12 111121 114~16 114~32 114~16 114~20 +0~19 3,284 22,641 +467
Total Volume and Open Interest 135,302 327,682 -1,003
3-Mth Short Sterling(LIFFE)
Dec11 111121 98.88 98.90 98.87 98.90 +0.02 39,414 345,625 +1,679
Mar12 111121 98.75 98.77 98.73 98.76 unch 60,458 365,581 -3,379
Jun12 111121 98.70 98.72 98.67 98.71 unch 72,106 208,572 -4,182
Sep12 111121 98.66 98.68 98.63 98.67 +0.01 67,036 213,518 -5,620
Dec12 111121 98.60 98.64 98.57 98.62 +0.02 70,959 196,626 -1,660
Mar13 111121 98.58 98.64 98.56 98.61 +0.03 59,549 200,060 -3,508
Total Volume and Open Interest 497,483 2,046,852 -15,361
3-Mth Euribor(LIFFE)
Dec11 111121 98.620 98.640 98.610 98.620 unch 313,175 701,895 -31,285
Mar12 111121 98.755 98.800 98.720 98.765 +0.010 342,357 515,859 -1,232
Jun12 111121 98.795 98.855 98.780 98.810 +0.015 184,565 370,419 -4,638
Total Volume and Open Interest 1,496,373 3,449,732 -37,167
3-Mth Aus T-Bills(SFE)
Dec11 111121 95.54 95.55 95.47 95.51 -0.03 16,585 186,288 -1,452
Mar12 111121 96.35 96.37 96.28 96.35 -0.01 13,086 194,954 +2,171
Jun12 111121 96.65 96.65 96.55 96.62 -0.02 12,129 143,691 +2,414
Sep12 111121 96.66 96.67 96.56 96.63 -0.02 8,552 95,523 +2,166
Dec12 111121 96.53 96.54 96.42 96.50 -0.02 3,390 55,690 +421
Mar13 111121 96.38 96.38 96.30 96.34 -0.03 1,431 48,002 +328
Jun13 111121 96.18 96.22 96.17 96.20 -0.02 1,453 38,896 +913
Sep13 111121 96.06 96.08 96.05 96.08 -0.02 1,138 20,068 +845
Dec13 111121 95.96 95.96 95.96 95.96 -0.03 145 3,774 +116
Mar14 111121 95.81 95.81 95.81 95.81 -0.03 24 579 +24
Total Volume and Open Interest 57,935 787,522 +7,928
10-Year Aus T-Bonds(SFE)
Dec11 111121 95.98 95.99 95.86 95.96 -0.03 41,471 375,150 -4,004
Mar12 111121 95.96 95.96 95.96 95.96 -0.03      
Total Volume and Open Interest 41,471 375,150 -4,004
3-Year Aus T-Bonds(SFE)
Dec11 111121 96.78 96.84 96.65 96.80 +0.02 106,688 574,482 -10,782
Mar12 111121 96.80 96.80 96.80 96.80 +0.02      
Total Volume and Open Interest 106,688 574,482 -10,782
Gold(CMX)
Dec11 111121 1725.1 1727.4 1667.1 1678.6 -46.5 229,938 190,918 -20,975
Feb12 111121 1729.0 1729.0 1670.5 1681.6 -46.3 32,076 133,790 +15,405
Apr12 111121 1725.2 1731.1 1677.1 1684.5 -46.0 2,640 23,580 +1,156
Jun12 111121 1727.1 1731.6 1678.2 1686.6 -46.0 2,671 20,447 +818
Aug12 111121 1727.7 1727.7 1681.3 1688.6 -46.1 398 11,194 +76
Oct12 111121 1691.3 1691.3 1691.3 1691.3 -46.2 495 7,213 +268
Dec12 111121 1736.0 1739.8 1683.4 1694.1 -46.2 873 18,729 +410
Feb13 111121 1696.8 1696.8 1696.8 1696.8 -46.2 0 3,415 +0
Apr13 111121 1699.7 1699.7 1699.7 1699.7 -46.2 0 469 +0
Jun13 111121 1700.0 1703.4 1699.8 1703.4 -46.3 321 10,735 +98
Aug13 111121 1707.0 1707.0 1707.0 1707.0 -46.3 0 45 +0
Total Volume and Open Interest 270,433 466,068 -2,237
Silver(CMX)
Dec11 111121 3240.0 3241.5 3065.0 3111.6 -130.1 71,571 34,299 -527
Mar12 111121 3225.0 3230.5 3074.0 3118.7 -130.2 11,085 35,889 +1,187
May12 111121 3220.0 3222.0 3098.5 3122.2 -130.3 1,278 4,948 +23
Jul12 111121 3136.0 3136.0 3100.0 3125.6 -130.2 932 2,637 +275
Sep12 111121 3150.0 3155.5 3128.3 3128.3 -130.3 69 1,901 +30
Dec12 111121 3241.0 3241.0 3099.0 3132.2 -130.0 1,117 14,203 +171
Mar13 111121 3127.9 3127.9 3127.9 3127.9 -129.5 0 1,098 +0
Total Volume and Open Interest 86,527 110,002 +1,156
Platinum(NYMEX)
Jan12 111121 1591.1 1593.0 1538.5 1543.8 -44.9 8,481 34,385 -346
Apr12 111121 1583.5 1595.3 1543.5 1547.8 -44.3 789 4,412 +728
Jul12 111121 1570.2 1570.2 1550.9 1550.9 -44.4 7 324 +5
Oct12 111121 1588.0 1588.0 1554.7 1554.7 -44.4 0 56 +0
Total Volume and Open Interest 9,312 39,179 +387
Palladium(NYMEX)
Dec11 111121 600.35 605.25 582.20 585.80 -19.35 6,645 11,543 -22
Mar12 111121 602.45 602.45 585.00 587.90 -19.45 1,375 7,906 +847
Jun12 111121 589.15 589.15 589.15 589.15 -19.40 0 144 +0
Total Volume and Open Interest 8,073 19,649 +877
Copper(CMX)
Dec11 111121 339.85 340.95 327.20 330.30 -9.90 52,912 32,131 -3,054
Mar12 111121 342.55 342.55 328.85 331.95 -10.10 14,809 60,252 +2,003
May12 111121 339.80 340.25 330.00 333.05 -10.05 620 15,403 -102
Jul12 111121 341.15 341.15 333.30 333.85 -10.00 201 5,734 +50
Sep12 111121 337.55 337.65 333.75 334.30 -9.95 148 2,303 +89
Total Volume and Open Interest 70,115 127,891 -557
DJIA Index(CBOT)
Dec11 111121 11740 11740 11427 11525 -242 346 16,452 +14
Mar12 111121 11455 11696 11455 11455 -241 5 406 +3
Jun12 111121 11388 11629 11388 11388 -241 0 400 +0
Sep12 111121 11325 11566 11325 11325 -241      
Total Volume and Open Interest 351 17,258 +17
E-mini DJIA Index(CBOT)
Dec11 111121 11721 11725 11420 11525 -242 175,347 87,695 -529
Mar12 111121 11622 11630 11360 11455 -241 33 216 +0
Jun12 111121 11388 11388 11388 11388 -241 0 6 +0
Sep12 111121 11325 11325 11325 11325 -241 0 13 +0
Total Volume and Open Interest 175,380 87,930 -529
S & P 500(CME)
Dec11 111121 1209.00 1209.00 1181.00 1190.70 -23.20 25,193 272,300 -8,200
Mar12 111121 1185.00 1190.50 1176.00 1184.90 -23.20 498 16,067 +428
Jun12 111121 1179.80 1179.80 1171.00 1179.80 -23.20 585 1,649 -138
Sep12 111121 1174.50 1174.50 1165.70 1174.50 -23.20 0 19 +0
Total Volume and Open Interest 26,276 290,135 -7,910
S & P 500 E-Mini(Globex)
Dec11 111121 1208.00 1209.00 1180.75 1190.75 -23.25 3,096,973 2,956,121 +10,184
Mar12 111121 1203.50 1203.50 1175.00 1185.00 -23.00 17,084 45,514 +8,593
Total Volume and Open Interest 3,114,067 3,003,153 +18,778
NASDAQ 100(CME)
Dec11 111121 2248.00 2248.00 2186.00 2213.50 -36.30 2,732 32,156 -44
Mar12 111121 2209.30 2210.00 2183.00 2209.30 -36.20 0 110 +0
Jun12 111121 2206.30 2207.00 2206.30 2206.30 -36.20      
Total Volume and Open Interest 2,732 32,266 -44
NASDAQ 100 E-Mini(Globex)
Dec11 111121 2244.00 2244.00 2187.00 2213.50 -36.30 369,831 330,511 -6,153
Mar12 111121 2243.50 2243.50 2186.30 2209.30 -36.20 114 1,180 +18
Total Volume and Open Interest 369,947 331,705 -6,134
S & P Midcap 400(CME)
Dec11 111121 842.90 842.90 834.00 842.90 -17.00 0 5,683 -90
Mar12 111121 840.50 840.50 840.50 840.50 -17.00      
Jun12 111121 838.50 838.50 838.50 838.50 -17.00      
Total Volume and Open Interest 0 5,683 -90
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111121 8390 8400 8230 8265 -135 8,153 30,326 -26
Mar12 111121 8345 8400 8245 8270 -130 18 57 -4
Total Volume and Open Interest 8,171 30,383 -30
Nikkei 225(SGX)
Dec11 111121 8395 8455 8345 8350 -40 90,143 233,127 +1,482
Mar12 111121 8390 8420 8335 8335 -45 187 18,775 +28
Jun12 111121 8300 8300 8260 8260 -45 0 19 +0
Total Volume and Open Interest 90,360 257,394 +1,516
CAC 40(EURONEXT)
Dec11 111121 2971.5 2985.0 2885.0 2894.0 -100.5 62,333 226,213 +19,247
Jan12 111121 2969.0 2973.0 2889.5 2889.5 -100.5 0 1 +0
Feb12 111121 2890.0 2890.0 2890.0 2890.0        
Hang Seng Index(HKFE)
Nov11 111121 18160 18273 18005 18110 -329 80,732 79,147 -1,823
Dec11 111121 18233 18263 17999 18100 -333 1,495 12,999 +263
Total Volume and Open Interest 82,346 94,541 -1,560
DAX(EUREX)
Dec11 111121 5750.0 5783.5 5590.0 5622.0 -198.0 212,335 163,791 +3,883
Mar12 111121 5776.0 5789.0 5610.0 5632.0 -198.5 546 7,528 +0
Jun12 111121 5791.0 5793.0 5636.0 5650.5 -199.0 116 2,438 +88
Total Volume and Open Interest 212,997 173,757 +3,971
FT-SE 100(EURONEXT)
Dec11 111121 5322.50 5331.50 5200.00 5227.00 -142.50 155,944 629,229 +6,941
Mar12 111121 5286.50 5286.50 5168.00 5192.50 -142.50 201 8,333 -3
Jun12 111121 5175.50 5175.50 5155.00 5155.00 -142.50 0 500 +0
Total Volume and Open Interest 156,145 638,062 +6,938
SPI 200(SFE)
Dec11 111121 4180.0 4227.0 4151.0 4186.0 +5.0 34,483 212,552 -1,550
Mar12 111121 4183.0 4183.0 4134.0 4167.0 +6.0 50 3,108 +9
Jun12 111121 4150.0 4174.0 4150.0 4174.0 +5.0 32 1,437 +17
Total Volume and Open Interest 34,565 220,817 -1,737
GSCI(CME)
Dec11 111121 642.00 648.55 637.00 642.00 -6.50 179 8,177 +60
Jan12 111121 642.00 648.05 637.00 642.00 -6.00 2 0 +0
Feb12 111121 642.50 648.30 637.50 642.50 -5.75      
Total Volume and Open Interest 181 8,177 +60
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.

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