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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed January 11, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 120111 1221.50 1221.50 1195.00 1197.50 -26.25 3,239 1,951 -1,004
Mar12 120111 1228.00 1232.00 1200.50 1203.00 -29.00 111,715 201,886 -2,887
May12 120111 1237.25 1241.00 1210.50 1212.50 -28.50 29,495 92,193 +297
Jul12 120111 1247.75 1250.00 1220.00 1222.25 -28.00 27,331 79,079 +1,001
Aug12 120111 1228.00 1244.25 1218.25 1219.00 -25.25 276 1,800 +94
Sep12 120111 1217.25 1231.75 1210.00 1210.75 -21.00 96 1,658 -12
Nov12 120111 1220.00 1222.00 1201.75 1204.50 -18.00 10,670 60,294 +773
Jan13 120111 1230.00 1230.00 1210.25 1213.25 -17.75 170 14,948 -77
Mar13 120111 1230.00 1237.75 1218.50 1220.00 -17.75 236 1,114 -3
May13 120111 1220.50 1238.00 1220.50 1220.50 -17.50 60 294 +9
Jul13 120111 1226.00 1239.50 1220.50 1222.50 -17.00 64 722 -7
Aug13 120111 1218.75 1233.75 1218.75 1218.75 -15.00 0 2 +0
Sep13 120111 1201.00 1217.00 1201.00 1201.00 -16.00      
Nov13 120111 1203.00 1203.00 1186.00 1188.00 -15.00 40 2,327 +1
Total Volume and Open Interest 183,404 458,618 -1,815
Soybean Meal(CBOT)
Jan12 120111 316.00 316.00 308.90 310.00 -9.00 736 1,009 -317
Mar12 120111 321.40 322.70 311.60 312.80 -9.70 39,951 82,718 +71
May12 120111 324.20 325.20 314.50 315.60 -9.50 9,267 31,985 +352
Jul12 120111 327.40 328.00 316.50 318.70 -9.30 5,690 29,410 -538
Aug12 120111 321.10 327.00 318.00 318.90 -8.10 365 6,249 -36
Sep12 120111 323.80 323.80 317.90 318.50 -6.70 315 5,520 -57
Oct12 120111 318.40 320.60 314.90 316.00 -4.60 353 3,371 -59
Dec12 120111 318.40 319.70 314.50 316.30 -3.40 2,920 15,996 -380
Jan13 120111 317.80 321.20 317.80 317.80 -3.40 112 1,659 +26
Mar13 120111 321.80 324.30 320.40 320.90 -3.40 37 2,139 -3
Total Volume and Open Interest 59,774 182,340 -932
Soybean Oil(CBOT)
Jan12 120111 51.58 51.68 51.44 51.59 -0.61 419 448 -661
Mar12 120111 52.35 52.45 51.61 51.89 -0.61 56,674 146,558 -2,084
May12 120111 52.83 52.83 52.02 52.27 -0.61 9,199 52,464 +578
Jul12 120111 53.14 53.15 52.33 52.61 -0.61 9,781 37,488 +1,468
Aug12 120111 52.70 52.77 52.46 52.62 -0.65 1,056 5,596 +245
Sep12 120111 52.51 52.75 52.50 52.62 -0.67 752 5,398 +58
Oct12 120111 52.92 52.92 52.32 52.52 -0.69 515 5,698 -56
Dec12 120111 53.12 53.12 52.30 52.52 -0.69 2,275 22,129 +206
Jan13 120111 52.67 53.36 52.67 52.67 -0.69 8 104 +7
Mar13 120111 52.92 53.61 52.92 52.92 -0.69 0 253 +0
Total Volume and Open Interest 80,712 276,946 -222
Canola(WCE)
Jan12 120111 516.9 516.9 516.9 516.9 -7.0      
Mar12 120111 530.9 531.0 523.2 523.9 -7.0 14,031 81,534 +2,492
May12 120111 535.5 535.9 527.3 527.7 -8.4 3,157 24,536 +1,270
Jul12 120111 540.0 540.0 531.0 531.4 -9.2 2,739 15,007 +483
Nov12 120111 514.1 514.1 508.5 509.1 -9.3 2,150 22,231 +1,716
Total Volume and Open Interest 22,286 144,608 +6,130
Corn(CBOT)
Mar12 120111 651.50 655.50 646.00 651.50 -0.50 178,662 507,577 +1,088
May12 120111 658.50 662.50 653.25 658.25 -1.00 36,632 216,143 +2,447
Jul12 120111 664.00 667.75 658.50 663.25 -1.25 38,598 186,089 +1,416
Sep12 120111 611.75 615.50 608.00 611.50 -1.50 6,016 47,279 +354
Dec12 120111 585.00 588.75 580.25 582.50 -4.00 23,924 195,162 +2,294
Mar13 120111 596.50 600.25 592.00 592.00 -6.50 815 37,445 +167
May13 120111 607.25 607.25 599.00 599.00 -6.75 99 1,790 +2
Jul13 120111 609.50 610.50 603.75 603.75 -6.75 38 2,478 +27
Sep13 120111 577.50 580.25 575.75 575.75 -4.50 4 559 +1
Dec13 120111 564.00 565.75 556.25 558.50 -5.25 357 15,916 +99
Total Volume and Open Interest 285,177 1,212,551 +7,912
Wheat(CBOT)
Mar12 120111 639.00 644.00 632.25 641.00 +1.25 59,877 184,180 +4,594
May12 120111 659.00 663.50 651.75 660.25 +1.25 9,959 70,125 +636
Jul12 120111 675.50 681.00 668.50 678.00 +2.50 10,145 82,069 +1,593
Sep12 120111 693.00 699.50 688.00 696.50 +1.75 3,006 17,974 +1,178
Dec12 120111 711.50 718.25 707.00 715.25 +1.00 1,803 46,182 +210
Mar13 120111 723.00 729.25 723.00 727.25 +0.25 195 2,516 +62
Total Volume and Open Interest 85,099 407,304 +8,302
Wheat(KCBT)
Mar12 120111 697.50 704.25 690.75 701.75 +3.75 8,204 63,884 +655
May12 120111 705.75 712.50 699.75 710.00 +3.75 1,859 18,521 +544
Jul12 120111 713.50 720.75 707.25 718.50 +4.00 2,603 40,750 +972
Sep12 120111 725.25 735.00 723.75 733.00 +5.25 263 7,181 -3
Dec12 120111 747.50 755.25 741.25 752.50 +5.50 506 9,973 +83
Mar13 120111 758.00 765.50 758.00 765.50 +6.50 28 236 -14
Total Volume and Open Interest 13,474 140,861 +2,244
Wheat(MGE)
Mar12 120111 812.00 829.75 810.00 816.50 +4.25 2,605 15,167 +180
May12 120111 805.00 817.75 802.50 806.25 +2.25 1,139 7,726 +300
Jul12 120111 798.75 810.00 797.00 798.50 unch 521 7,611 +138
Sep12 120111 787.25 794.50 783.25 784.75 -3.75 283 5,116 +87
Dec12 120111 792.50 797.25 788.00 789.25 -5.50 286 3,656 +51
Total Volume and Open Interest 4,847 39,460 +761
Oats(CBOT)
Mar12 120111 299.00 302.25 296.25 298.50 -0.75 519 10,476 -141
May12 120111 302.25 305.75 300.25 302.00 -0.75 107 2,032 +82
Jul12 120111 308.00 308.50 304.00 306.00 -2.00 3 239 +3
Sep12 120111 309.50 309.50 309.50 309.50 unch 0 32 +0
Total Volume and Open Interest 633 12,944 -56
Rough Rice(CBOT)
Jan12 120111 14.50 14.58 14.50 14.58 +0.02 11 30 -137
Mar12 120111 14.72 14.83 14.65 14.80 +0.03 505 12,220 -110
May12 120111 14.93 15.09 14.93 15.07 +0.03 43 1,081 +24
Jul12 120111 15.29 15.33 15.29 15.33 +0.02 0 617 +0
Total Volume and Open Interest 571 14,182 -211
Live Cattle(CME)
Feb12 120111 121.350 122.000 120.385 121.330 +0.130 27,400 113,746 -6,954
Apr12 120111 125.400 126.150 124.535 125.300 -0.150 23,592 102,925 +1,515
Jun12 120111 125.250 125.450 124.350 124.950 -0.230 9,041 73,018 +2,477
Aug12 120111 126.635 127.080 126.050 126.750 -0.150 3,551 23,341 +953
Oct12 120111 129.300 129.785 128.850 129.650 -0.085 1,247 10,088 +51
Dec12 120111 130.000 130.500 129.575 130.500 +0.200 531 5,609 +159
Total Volume and Open Interest 65,470 330,198 -1,727
Feeder Cattle(CME)
Jan12 120111 149.150 149.235 148.435 148.685 -0.165 918 4,844 -162
Mar12 120111 151.380 151.735 150.575 150.880 -0.555 2,788 16,609 +223
Apr12 120111 152.785 153.150 152.130 152.500 -0.235 973 4,571 +59
May12 120111 153.550 153.900 153.035 153.435 -0.165 785 5,529 -5
Aug12 120111 154.850 155.200 154.250 154.700 -0.200 398 4,820 +20
Sep12 120111 154.450 155.000 154.200 154.800 -0.185 61 875 +17
Oct12 120111 155.000 155.035 154.300 155.000 -0.100 21 318 +7
Total Volume and Open Interest 5,952 37,662 +161
Lean Hogs(CME)
Feb12 120111 83.900 84.000 82.785 82.900 -1.400 25,490 71,764 -5,799
Apr12 120111 87.000 87.150 85.700 85.800 -1.550 17,157 69,150 +1,628
May12 120111 94.180 94.400 93.400 94.000 -0.850 20 2,363 -5
Jun12 120111 95.680 95.730 94.650 94.950 -1.200 7,232 50,979 +264
Jul12 120111 95.100 95.150 94.300 94.930 -0.400 2,452 12,921 -344
Aug12 120111 95.300 95.350 94.230 95.080 -0.670 3,230 15,803 +576
Oct12 120111 85.550 85.550 84.580 85.385 -0.595 2,424 10,814 +754
Dec12 120111 81.200 81.650 80.750 81.650 -0.250 541 4,468 +256
Total Volume and Open Interest 58,595 239,140 -2,647
Class III Milk(CME)
Jan12 120111 17.12 17.14 17.10 17.14 +0.02 347 4,585 -54
Feb12 120111 17.41 17.50 17.34 17.48 +0.14 649 5,410 +92
Mar12 120111 17.66 17.87 17.59 17.85 +0.16 371 4,467 +186
Apr12 120111 17.63 17.76 17.60 17.73 +0.08 166 3,067 +91
May12 120111 17.50 17.60 17.50 17.59 +0.09 70 2,795 +9
Total Volume and Open Interest 1,838 31,725 +411
Cocoa(ICE)
Mar12 120111 2350 2388 2240 2350 +17 17,387 81,088 -1,636
May12 120111 2363 2406 2263 2368 +17 3,441 37,239 +311
Jul12 120111 2369 2421 2281 2386 +17 1,537 19,775 -87
Sep12 120111 2340 2410 2298 2402 +16 120 14,923 -32
Dec12 120111 2450 2450 2316 2420 +17 76 15,277 +34
Mar13 120111 2460 2460 2333 2434 +16 33 5,346 -4
May13 120111 2444 2444 2444 2444 +16 4 2,458 +0
Total Volume and Open Interest 22,612 176,885 -1,417
Coffee "C"(ICE)
Mar12 120111 225.25 235.20 224.15 234.90 +8.95 9,768 57,739 -648
May12 120111 227.95 237.90 227.05 237.55 +8.75 1,763 26,183 +130
Jul12 120111 230.60 240.50 230.35 240.15 +8.70 1,010 11,171 +174
Sep12 120111 233.40 242.35 232.60 241.90 +8.60 298 6,581 -27
Dec12 120111 235.75 244.00 234.65 243.65 +8.35 97 7,074 +63
Mar13 120111 237.80 245.85 236.75 245.60 +8.15 19 878 +4
Total Volume and Open Interest 12,955 110,116 -311
Orange Juice(ICE)
Jan12 120110 195.00 212.75 195.00 212.75 +18.80 7 1,154 -7
Mar12 120111 205.00 205.00 187.75 188.10 -19.65 1,929 23,601 +604
May12 120111 203.50 203.50 184.60 184.60 -20.00 590 3,015 +148
Jul12 120111 191.00 192.75 183.60 183.60 -20.00 44 1,011 +13
Sep12 120111 182.50 182.50 182.50 182.50 -19.75 0 266 +0
Nov12 120111 180.00 180.00 177.35 177.35 -19.55 3 92 +1
Total Volume and Open Interest 2,605 29,112 +730
Sugar #11(ICE)
Mar12 120111 23.41 23.75 23.03 23.69 +0.37 47,246 220,595 +3,076
May12 120111 23.00 23.30 22.66 23.26 +0.35 15,678 97,992 +542
Jul12 120111 22.76 23.04 22.43 23.00 +0.34 9,574 113,179 +2,654
Oct12 120111 22.99 23.33 22.74 23.28 +0.31 3,348 58,116 +1,266
Mar13 120111 23.34 23.76 23.20 23.74 +0.31 2,299 37,131 +630
Total Volume and Open Interest 79,168 580,348 +8,195
London Cocoa(LCE)
Mar12 120111 1576 1579 1479 1562 +18 11,653 78,855 -1,594
May12 120111 1590 1592 1489 1570 +13 3,689 21,799 +62
Jul12 120111 1603 1606 1507 1584 +14 2,353 31,001 +259
Sep12 120111 1616 1618 1527 1598 +16 1,048 22,286 +178
Dec12 120111 1615 1618 1542 1610 +13 186 16,192 +62
Mar13 120111 1608 1629 1585 1619 +16 181 10,493 +46
May13 120111 1618 1624 1617 1624 +18 0 2,443 +0
Total Volume and Open Interest 19,110 184,164 -987
London Sugar(LCE)
Mar12 120111 611.80 619.20 608.40 618.20 +6.70 7,201 28,924 +591
May12 120111 592.50 600.30 590.80 598.20 +6.70 3,443 12,156 +1,065
Aug12 120111 584.50 591.10 582.80 589.20 +6.40 1,461 12,799 +463
Oct12 120111 586.50 592.80 584.80 591.10 +6.60 583 4,247 +106
Dec12 120111 593.60 597.10 592.00 596.00 +7.30 347 1,777 +69
Total Volume and Open Interest 13,292 61,424 +2,301
Cotton(ICE)
Mar12 120111 96.96 97.28 95.20 96.87 -0.09 17,813 80,694 -2,550
May12 120111 96.33 96.70 94.72 96.43 -0.09 6,717 28,149 +275
Jul12 120111 96.40 96.65 94.84 96.41 -0.14 2,860 24,196 +1,192
Oct12 120111 95.88 95.88 95.88 95.88 -0.32 2 87 -1
Dec12 120111 92.50 93.00 91.19 92.84 -0.19 32,877 12,081 +732
Mar13 120111 92.00 93.56 92.00 93.56 -0.19 5 455 +3
Total Volume and Open Interest 60,311 146,554 -331
Lumber(CME)
Jan12 120111 248.6 253.4 245.2 246.6 -3.3 139 235 -63
Mar12 120111 249.8 250.5 241.6 243.4 -7.5 568 5,773 +245
May12 120111 265.0 265.5 258.0 260.3 -5.8 109 1,877 +22
Jul12 120111 275.0 275.0 269.0 270.0 -8.0 23 645 +7
Total Volume and Open Interest 844 8,816 +210
Crude Oil(NYM)
Feb12 120111 102.20 102.46 100.55 100.87 -1.37 311,866 197,297 -18,239
Mar12 120111 102.43 102.64 100.78 101.09 -1.35 118,320 207,894 +5,481
Apr12 120111 102.59 102.80 101.03 101.33 -1.31 52,224 96,747 +304
May12 120111 102.40 103.02 101.30 101.57 -1.28 28,879 88,465 -2,472
Jun12 120111 102.98 103.21 101.50 101.76 -1.24 43,309 95,553 -4,496
Jul12 120111 102.57 103.01 101.66 101.85 -1.18 11,272 46,315 +454
Aug12 120111 102.25 102.59 101.74 101.78 -1.13 9,401 37,118 +2,519
Sep12 120111 102.20 102.65 101.26 101.63 -1.07 8,329 35,419 -528
Oct12 120111 101.91 102.14 101.44 101.45 -1.02 4,173 31,648 +345
Nov12 120111 101.42 101.46 101.29 101.29 -0.98 3,565 30,749 +170
Dec12 120111 102.00 102.30 100.81 101.16 -0.95 39,404 178,979 +3,820
Jan13 120111 100.88 100.88 100.88 100.88 -0.91 6,573 29,990 -930
Feb13 120111 100.59 100.59 100.59 100.59 -0.88 2,766 14,973 +1,109
Mar13 120111 100.30 100.30 100.30 100.30 -0.85 413 14,224 +48
Apr13 120111 100.01 100.01 100.01 100.01 -0.83 81 6,348 +24
May13 120111 99.72 99.72 99.72 99.72 -0.81 74 6,882 +2
Total Volume and Open Interest 656,555 1,393,728 -9,681
e-miNY Crude Oil(NYM)
Jan12 111219 93.625 94.400 92.575 93.875 +0.350 8,502 1,304 -454
Feb12 120111 102.225 102.450 100.575 100.875 -1.375 7,396 2,305 +288
Mar12 120111 102.425 102.625 100.800 101.100 -1.350 241 557 +1
Apr12 120111 102.025 102.775 101.125 101.325 -1.325 48 204 +0
May12 120111 102.125 102.925 101.425 101.575 -1.275 1 40 +1
Jun12 120111 102.050 103.050 101.750 101.750 -1.250 1 15 +1
Jul12 120111 101.850 103.050 101.850 101.850 -1.175 6 12 +5
Aug12 120111 101.775 101.775 101.775 101.775 -1.125 0 5 +0
Sep12 120111 101.625 101.625 101.625 101.625 -1.075 0 1 +0
Oct12 120111 101.450 101.450 101.450 101.450 -1.025 0 9 +0
Total Volume and Open Interest 7,703 3,367 +296
Heating Oil(NYM)
Feb12 120111 311.20 312.31 306.18 306.46 -3.68 55,441 72,643 -1,669
Mar12 120111 310.35 311.45 305.74 305.93 -3.46 26,335 59,605 +579
Apr12 120111 308.31 309.29 303.90 304.09 -3.37 19,979 26,787 +1,687
May12 120111 305.15 306.52 301.86 301.95 -3.29 9,663 22,368 +1,286
Jun12 120111 303.81 305.23 300.69 300.90 -3.01 16,335 37,717 +400
Jul12 120111 303.42 303.59 300.81 300.90 -2.85 4,174 10,771 +117
Aug12 120111 303.52 303.70 301.17 301.17 -2.85 2,535 4,622 -904
Sep12 120111 303.51 304.34 301.70 301.70 -2.94 1,260 8,850 -70
Oct12 120111 304.42 304.50 302.37 302.37 -2.97 699 3,037 -4
Nov12 120111 304.68 304.68 303.05 303.05 -2.99 369 2,001 -51
Dec12 120111 307.37 307.52 303.43 303.58 -2.96 3,045 18,407 -387
Jan13 120111 305.60 305.60 303.87 303.87 -2.92 65 2,849 +0
Total Volume and Open Interest 139,947 270,743 +1,017
Gasoline(NYMEX)
Feb12 120111 278.60 279.38 273.28 276.33 -0.95 44,933 77,046 +262
Mar12 120111 279.10 280.03 274.04 277.03 -0.89 25,697 58,654 +4,316
Apr12 120111 290.47 292.00 286.85 289.54 -0.88 15,981 38,284 -816
May12 120111 289.10 290.48 286.65 289.05 -0.88 8,514 32,811 +730
Jun12 120111 288.75 289.50 284.47 287.06 -0.86 6,023 30,206 +638
Jul12 120111 285.24 286.26 281.74 284.42 -0.83 3,414 14,399 +913
Aug12 120111 282.05 282.05 281.60 281.60 -0.87 1,358 10,698 +16
Sep12 120111 279.10 279.10 276.01 278.53 -0.92 1,451 8,846 +330
Oct12 120111 265.97 267.28 263.57 265.68 -1.00 700 6,004 +284
Nov12 120111 262.77 262.77 262.77 262.77 -1.04 776 3,023 +39
Total Volume and Open Interest 110,796 299,283 +7,004
e-miNY RBOB Gasoline(NYM)
Feb12 120111 276.30 276.33 276.30 276.30 -1.00 0 2 +0
Mar12 120111 277.00 277.03 277.00 277.00 -0.90      
Apr12 120111 289.50 289.54 289.50 289.50 -0.90      
May12 120111 289.10 289.10 289.05 289.10 -0.80      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Feb12 120111 2.923 2.929 2.741 2.774 -0.167 107,254 159,476 -6,241
Mar12 120111 2.955 2.961 2.768 2.803 -0.167 69,765 270,731 +5,852
Apr12 120111 3.027 3.035 2.845 2.883 -0.159 42,647 139,128 +7,026
May12 120111 3.093 3.094 2.909 2.949 -0.154 22,454 82,037 +1,072
Jun12 120111 3.153 3.153 2.965 3.004 -0.154 9,879 31,917 +1,513
Jul12 120111 3.206 3.207 3.017 3.060 -0.154 9,892 29,575 +2,191
Aug12 120111 3.232 3.232 3.044 3.086 -0.154 4,872 16,325 +677
Sep12 120111 3.235 3.235 3.046 3.091 -0.153 5,226 30,577 +1,892
Oct12 120111 3.271 3.271 3.089 3.131 -0.150 9,906 76,694 -1,093
Nov12 120111 3.424 3.424 3.257 3.295 -0.135 3,327 31,388 +304
Dec12 120111 3.689 3.689 3.542 3.580 -0.116 4,184 27,842 +830
Jan13 120111 3.786 3.794 3.682 3.717 -0.108 6,438 47,320 +98
Feb13 120111 3.763 3.763 3.691 3.715 -0.109 951 9,232 +370
Mar13 120111 3.750 3.750 3.665 3.691 -0.106 1,383 21,260 -566
Apr13 120111 3.700 3.700 3.632 3.658 -0.106 768 27,478 +113
May13 120111 3.700 3.705 3.665 3.680 -0.106 63 4,252 +48
Total Volume and Open Interest 300,816 1,079,161 +14,860
Brent Crude Oil(ICE)
Feb12 120111 113.12 113.76 112.11 112.24 -1.04 203,382 99,366 -23,944
Mar12 120111 112.90 113.38 111.75 112.06 -0.90 164,328 223,002 +3,931
Apr12 120111 112.69 113.13 111.46 111.80 -0.91 76,253 93,959 +9,008
May12 120111 112.30 112.86 111.14 111.57 -0.90 42,959 46,132 +5,355
Jun12 120111 111.83 112.54 110.77 111.27 -0.87 50,944 85,391 -997
Jul12 120111 111.50 112.15 110.44 110.95 -0.84 10,225 24,998 -239
Aug12 120111 111.51 111.75 110.08 110.58 -0.82 6,319 31,287 +195
Sep12 120111 111.05 111.17 109.51 110.11 -0.80 7,402 41,152 -179
Oct12 120111 110.60 110.73 109.01 109.67 -0.80 4,861 18,524 +602
Nov12 120111 109.24 109.24 109.24 109.24 -0.80 2,821 15,253 -301
Dec12 120111 109.26 110.01 108.15 108.80 -0.81 34,458 107,279 +1,075
Jan13 120111 108.37 108.37 108.37 108.37 -0.81 1,405 12,979 +75
Feb13 120111 107.93 107.93 107.93 107.93 -0.81 771 7,812 +35
Mar13 120111 107.47 107.47 107.47 107.47 -0.81 204 4,840 +4
Total Volume and Open Interest 621,886 971,969 -2,163
Gas Oil(ICE)
Jan12 120111 971.00 977.00 960.00 971.00 -3.00 38,903 26,487 -15,911
Feb12 120111 972.50 977.50 960.50 971.25 -2.75 95,382 128,618 +7,858
Mar12 120111 968.75 973.00 957.25 967.75 -2.50 53,006 75,629 +11,048
Apr12 120111 963.00 968.00 953.50 963.25 -2.50 21,279 41,887 -129
May12 120111 961.50 963.75 951.50 958.75 -2.75 11,359 35,916 -1,278
Jun12 120111 956.00 960.50 947.00 955.50 -3.25 15,470 35,933 -627
Jul12 120111 957.25 957.25 947.75 954.25 -3.75 2,495 19,233 -389
Aug12 120111 956.00 956.25 946.75 953.25 -4.00 1,288 15,631 -249
Sep12 120111 955.00 955.25 945.75 952.00 -4.50 2,154 15,691 +59
Oct12 120111 956.00 956.00 944.25 950.50 -4.50 508 11,514 +89
Total Volume and Open Interest 250,585 491,763 +2,684
Ethanol(CBOT)
Jan12 120105 2.195 2.195 2.185 2.185 -0.043 48 65 -37
Feb12 120111 2.241 2.275 2.241 2.267 +0.004 173 943 -22
Mar12 120111 2.273 2.290 2.270 2.287 +0.003 125 1,500 +24
Apr12 120111 2.292 2.309 2.291 2.308 +0.005 68 847 +37
May12 120111 2.310 2.325 2.310 2.324 +0.002 108 960 -38
Jun12 120111 2.331 2.340 2.331 2.339 unch 46 851 +4
Jul12 120111 2.332 2.351 2.330 2.347 -0.005 43 1,244 +25
Aug12 120111 2.333 2.346 2.331 2.344 -0.008 100 906 -40
Total Volume and Open Interest 726 10,287 +5
WTI Crude Oil(ICE)
Feb12 120111 102.00 102.47 100.56 100.87 -1.37 61,680 50,129 -3,737
Mar12 120111 102.18 102.65 100.81 101.09 -1.35 25,692 43,636 +254
Apr12 120111 102.38 102.85 101.03 101.33 -1.31 9,956 26,661 +1,150
May12 120111 102.58 102.80 101.57 101.57 -1.28 8,553 18,503 -3,579
Jun12 120111 102.73 103.02 101.52 101.76 -1.24 14,002 42,695 -4,111
Jul12 120111 102.95 102.95 101.80 101.85 -1.18 4,121 11,734 -493
Aug12 120111 102.27 102.69 101.75 101.78 -1.13 3,982 9,289 +813
Sep12 120111 102.21 102.64 101.63 101.63 -1.07 2,470 12,399 -430
Oct12 120111 102.42 102.42 101.42 101.45 -1.02 1,266 6,498 -178
Nov12 120111 101.29 101.29 101.29 101.29 -0.98 1,066 7,118 +619
Dec12 120111 101.67 102.29 100.84 101.16 -0.95 9,131 55,589 -660
Jan13 120111 100.88 100.88 100.88 100.88 -0.91 448 4,113 +318
Feb13 120111 100.59 100.59 100.59 100.59 -0.88 60 963 -60
Mar13 120111 100.30 100.30 100.30 100.30 -0.85 0 1,617 +0
Apr13 120111 100.01 100.01 100.01 100.01 -0.83 0 389 -4
May13 120111 99.72 99.72 99.72 99.72 -0.81 0 574 +0
Total Volume and Open Interest 145,451 379,564 -9,946
US Dollar Index(ICE)
Mar12 120111 81.295 81.785 81.100 81.615 +0.515 16,302 70,077 +3,196
Jun12 120111 82.175 82.175 82.110 82.110 +0.515 0 524 +0
Sep12 120111 82.710 82.710 82.710 82.710 +0.515      
Total Volume and Open Interest 16,302 70,601 +3,196
Australian Dollar(CME)
Mar12 120111 102.29 102.51 101.85 102.27 -0.22 84,221 121,316 +610
Jun12 120111 101.11 101.57 101.08 101.34 -0.23 3 83 +0
Sep12 120111 100.53 100.76 100.53 100.53 -0.23 0 110 +0
Total Volume and Open Interest 84,224 121,517 +610
British Pound(CME)
Mar12 120111 154.74 154.79 153.00 153.06 -1.70 49,997 203,248 +1,820
Jun12 120111 154.23 154.61 152.89 152.92 -1.69 5 49 +1
Sep12 120111 152.77 154.45 152.77 152.77 -1.68 0 3 +0
Total Volume and Open Interest 50,002 203,303 +1,821
Canadian Dollar(CME)
Mar12 120111 98.21 98.47 97.78 97.92 -0.38 62,981 113,654 +151
Jun12 120111 97.85 98.25 97.65 97.72 -0.39 272 2,932 +178
Sep12 120111 97.82 97.96 97.56 97.56 -0.40 25 1,400 +17
Dec12 120111 97.45 97.83 97.39 97.43 -0.40 14 369 +6
Total Volume and Open Interest 63,306 118,387 +359
Japanese Yen(CME)
Mar12 120111 130.23 130.31 129.91 130.20 -0.11 33,661 164,373 -1,281
Jun12 120111 130.33 130.50 130.15 130.38 -0.12 1 327 +0
Sep12 120111 130.59 130.73 130.59 130.59 -0.14 0 12 +0
Total Volume and Open Interest 33,662 164,713 -1,281
Swiss Franc(CME)
Mar12 120111 105.42 105.58 104.64 104.81 -0.75 23,167 41,699 -260
Jun12 120111 105.02 105.79 105.02 105.02 -0.77 3 21 +3
Sep12 120111 105.50 106.06 105.28 105.28 -0.78 0 5 +0
Total Volume and Open Interest 23,170 41,726 -257
EuroFX(CME)
Mar12 120111 127.78 127.95 126.64 127.00 -0.95 186,645 288,544 -2,999
Jun12 120111 127.70 128.05 126.84 127.09 -0.96 373 1,840 +28
Sep12 120111 127.22 128.20 127.22 127.22 -0.98 1 34 +1
Total Volume and Open Interest 187,019 290,436 -2,970
Mexican Peso(CME)
Jan12 120111 732.5 733.8 732.5 732.5 -1.2 0 95 +0
Feb12 120111 730.8 731.8 730.8 730.8 -1.0 0 4,000 +0
Total Volume and Open Interest 13,552 123,768 +62
Brazilian Real(CME)
Feb12 120111 551.60 552.85 549.40 551.60 -0.50 0 734 +0
Mar12 120111 548.10 551.50 547.25 547.90 -0.60 304 4,498 -157
Apr12 120111 544.65 544.65 544.65 544.65 -0.60      
May12 120111 541.45 541.45 541.45 541.45 -0.60      
Total Volume and Open Interest 304 18,848 -157
30-Year T-Bonds(CBOT)
Mar12 120111 142~270 144~060 142~220 144~000 +1~050 178,799 585,463 -521
Jun12 120111 141~220 142~200 141~130 142~180 +1~050 4 179 +0
Sep12 120111 141~040 141~040 139~310 141~040 +1~050      
Total Volume and Open Interest 178,803 585,642 -521
10-Year T-Notes(CBOT)
Mar12 120111 130~230 131~100 130~220 131~065 +0~155 526,956 1,554,598 +25,866
Jun12 120111 130~195 130~295 130~195 130~295 +0~170 0 149 +0
Sep12 120111 130~025 130~025 130~025 130~025 +0~170      
Total Volume and Open Interest 526,956 1,554,747 +25,866
5-Year T-Notes(CBOT)
Mar12 120111 123~031 123~059 123~031 123~054 +0~023 276,760 1,303,626 +24,822
Jun12 120111 123~028 123~028 123~005 123~028 +0~023 56 56 +46
Sep12 120111 122~052 122~052 122~029 122~052 +0~023      
Total Volume and Open Interest 276,816 1,303,682 +24,868
2 Year T-Notes(CBOT)
Mar12 120111 110~037 110~043 110~036 110~041 +0~005 109,580 671,823 -847
Jun12 120111 110~032 110~032 110~028 110~032 +0~004      
Sep12 120111 109~098 109~098 109~094 109~098 +0~004      
Total Volume and Open Interest 109,580 671,823 -847
Eurodollars(CME)
Mar12 120111 99.445 99.485 99.430 99.475 +0.030 206,264 938,079 -4,573
Jun12 120111 99.405 99.450 99.395 99.440 +0.035 227,728 944,008 -1,108
Sep12 120111 99.375 99.420 99.365 99.410 +0.035 187,787 721,707 -2,694
Dec12 120111 99.365 99.400 99.355 99.390 +0.035 151,622 753,514 +15,552
Mar13 120111 99.365 99.400 99.360 99.390 +0.030 148,899 753,465 -10,078
Jun13 120111 99.345 99.375 99.340 99.370 +0.030 119,640 592,040 +4,671
Sep13 120111 99.305 99.340 99.300 99.330 +0.030 92,554 501,991 +6,913
Dec13 120111 99.230 99.280 99.230 99.265 +0.035 90,368 500,016 +11,181
Mar14 120111 99.140 99.190 99.135 99.180 +0.045 72,277 378,802 +276
Jun14 120111 99.010 99.065 99.010 99.055 +0.050 61,093 320,316 -4,606
Sep14 120111 98.865 98.925 98.860 98.910 +0.055 44,898 200,033 -6,979
Dec14 120111 98.695 98.760 98.690 98.750 +0.060 43,609 229,328 -4,100
Mar15 120111 98.540 98.610 98.540 98.600 +0.065 30,031 165,102 -700
Jun15 120111 0.076 0.146 0.076 0.131 +0.065 25,835 106,548 -3,267
Sep15 120111 6.455 6.530 6.455 6.515 +0.065 14,896 74,772 +790
Dec15 120111 6.270 6.350 6.270 6.335 +0.065 13,157 61,599 +1,093
Mar16 120111 6.125 6.195 6.125 6.180 +0.060 7,565 50,980 -540
Jun16 120111 5.980 6.045 5.980 6.030 +0.060 6,661 40,861 +208
Total Volume and Open Interest 1,584,214 7,593,633 +10,221
30 Day Federal Funds(CBOT)
Jan12 120111 99.925 99.927 99.923 99.925 -0.002 1,410 68,882 -36
Feb12 120111 99.920 99.925 99.920 99.920 unch 2,413 54,001 -615
Mar12 120111 99.915 99.920 99.915 99.915 unch 366 34,579 +93
Apr12 120111 99.915 99.915 99.910 99.910 unch 305 36,650 +22
May12 120111 99.910 99.910 99.905 99.905 unch 218 44,057 +71
Jun12 120111 99.910 99.910 99.905 99.905 unch 681 33,249 +485
Total Volume and Open Interest 12,477 517,134 +589
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 120111 99.655 99.655 99.655 99.655 unch 0 40 +0
Jun12 120111 99.662 99.662 99.662 99.662 +0.005      
Sep12 120111 99.660 99.660 99.660 99.660 +0.008      
Dec12 120111 99.658 99.658 99.658 99.658 unch      
Mar13 120111 99.650 99.650 99.650 99.650 unch      
Jun13 120111 99.620 99.620 99.620 99.620 unch      
Sep13 120111 99.620 99.620 99.620 99.620 unch      
Dec13 120111 99.535 99.535 99.535 99.535 unch      
Mar14 120111 99.395 99.395 99.395 99.395 unch      
Jun14 120111 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 120111 99.68 99.68 99.65 99.65 unch 0 1,949 +0
Jun12 120111 99.68 99.68 99.66 99.66 +0.00 0 1,440 +0
Sep12 120111 99.67 99.67 99.66 99.66 +0.01 0 711 +0
Dec12 120111 99.68 99.68 99.66 99.66 unch 0 115 +0
Mar13 120111 99.68 99.68 99.65 99.65 unch 0 131 +0
Jun13 120111 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 120111 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 120111 99.54 99.54 99.54 99.54 unch 0 3 +0
Total Volume and Open Interest 0 4,882 +0
Japanese Gov't Bonds(SGX)
Mar12 120111 142.39 142.56 142.37 142.44 +0.02 1,480 24,028 -301
Jun12 120111 141.10 141.10 141.10 141.10 +0.10 0 2 +0
Sep12 120111 139.01 139.01 139.01 139.01 +0.10 0 5 +0
Total Volume and Open Interest 1,480 24,039 -301
Euro-Bund(EUREX)
Mar12 120111 138.73 139.44 138.50 139.35 +0.63 346,760 877,361 -264
Jun12 120111 137.01 137.70 136.83 137.63 +0.62 71 233 +10
Sep12 120111 137.65 137.65 137.65 137.65 +0.64      
Total Volume and Open Interest 346,831 877,594 -254
Euro-Bobl(EUREX)
Mar12 120111 124.85 125.32 124.76 125.26 +0.43 219,243 654,777 +3,123
Jun12 120111 123.66 123.66 123.66 123.66 +0.43      
Sep12 120111 123.66 123.66 123.66 123.66 +0.43      
Total Volume and Open Interest 219,243 654,777 +3,123
3-Mth Euribor(EUREX)
Mar12 120111 98.955 98.985 98.955 98.985 +0.020 0 1,259 +0
Jun12 120111 99.055 99.095 99.055 99.095 +0.030 0 1,451 +0
Sep12 120111 99.135 99.135 99.135 99.135 +0.035 0 928 +0
Total Volume and Open Interest 104 5,869 -104
Long Gilt(LIFFE)
Mar12 120111 116~03 116~30 115~28 116~22 +0~18 61,879 305,570 -2,616
Jun12 120111 115~24 115~24 115~24 115~24 +0~18 0 89 +0
Total Volume and Open Interest 61,879 305,659 -2,616
3-Mth Short Sterling(LIFFE)
Mar12 120111 98.89 98.94 98.88 98.92 +0.03 84,036 326,736 +20,178
Jun12 120111 98.93 98.99 98.93 98.97 +0.03 104,053 209,307 -5,648
Sep12 120111 98.98 99.03 98.96 99.01 +0.04 121,167 269,013 +11,315
Dec12 120111 98.97 99.05 98.97 99.03 +0.06 57,144 216,174 +7,038
Mar13 120111 98.99 99.06 98.97 99.05 +0.07 68,127 249,146 +11,772
Jun13 120111 98.98 99.05 98.96 99.03 +0.07 41,512 203,651 +8,307
Total Volume and Open Interest 547,631 1,927,386 +55,669
3-Mth Euribor(LIFFE)
Mar12 120111 98.965 98.995 98.945 98.985 +0.020 73,741 522,361 -15,923
Jun12 120111 99.070 99.110 99.055 99.095 +0.030 49,483 416,053 -4,446
Sep12 120111 99.100 99.150 99.090 99.135 +0.035 51,499 440,920 +2,695
Total Volume and Open Interest 353,071 3,144,592 +2,446
3-Mth Aus T-Bills(SFE)
Mar12 120111 95.88 95.91 95.86 95.89 unch 23,278 223,928 +6,225
Jun12 120111 96.26 96.30 96.22 96.27 unch 22,457 170,773 +3,051
Sep12 120111 96.37 96.41 96.32 96.38 unch 12,979 116,955 +1,586
Dec12 120111 96.30 96.36 96.26 96.31 +0.01 6,227 72,550 +982
Mar13 120111 96.22 96.29 96.18 96.24 +0.01 3,441 52,726 +943
Jun13 120111 96.12 96.19 96.12 96.17 +0.02 1,802 49,700 +659
Sep13 120111 96.03 96.11 96.03 96.09 +0.01 1,681 29,561 +1,107
Dec13 120111 95.95 96.04 95.95 96.03 +0.01 2,272 22,822 +1,497
Mar14 120111 95.88 95.99 95.88 95.96 +0.01 200 2,204 +200
Jun14 120111 95.80 95.88 95.80 95.88 unch 0 626 -1
Total Volume and Open Interest 74,337 741,969 +16,249
10-Year Aus T-Bonds(SFE)
Mar12 120111 96.14 96.18 96.13 96.16 unch 35,244 351,514 +5,347
Jun12 120111 96.16 96.16 96.16 96.16 unch      
Total Volume and Open Interest 35,244 351,514 +5,347
3-Year Aus T-Bonds(SFE)
Mar12 120111 96.82 96.86 96.79 96.83 -0.01 76,383 389,496 +15,680
Jun12 120111 96.83 96.83 96.83 96.83 -0.01      
Total Volume and Open Interest 76,383 389,496 +15,680
Gold(CMX)
Feb12 120111 1632.4 1648.0 1630.8 1639.6 +8.1 134,386 203,070 -12,082
Apr12 120111 1635.0 1650.4 1634.9 1642.6 +8.2 19,820 53,341 +5,708
Jun12 120111 1639.5 1653.1 1638.9 1645.6 +8.3 4,259 37,052 +304
Aug12 120111 1654.5 1654.5 1646.9 1647.9 +8.3 876 15,247 +42
Oct12 120111 1642.6 1657.5 1642.6 1650.2 +8.3 954 11,549 +461
Dec12 120111 1648.5 1660.3 1647.9 1652.8 +8.2 3,570 29,869 +1,826
Feb13 120111 1655.0 1655.0 1655.0 1655.0 +8.2 46 4,373 -14
Apr13 120111 1657.2 1657.2 1657.2 1657.2 +8.1 0 2,316 +0
Jun13 120111 1660.0 1660.0 1660.0 1660.0 +7.9 25 10,537 +0
Aug13 120111 1663.1 1663.1 1663.1 1663.1 +7.7 0 145 +0
Oct13 120111 1666.4 1666.4 1666.4 1666.4 +7.6      
Dec13 120111 1666.0 1672.0 1666.0 1669.8 +7.5 77 10,744 -27
Total Volume and Open Interest 164,234 414,044 -3,820
Silver(CMX)
Mar12 120111 2988.5 3023.5 2954.5 2989.0 +7.5 30,254 56,872 -896
May12 120111 2995.0 3027.0 2965.0 2993.8 +7.7 1,477 10,111 -280
Jul12 120111 3015.0 3018.0 2978.0 2997.8 +7.8 442 4,653 +60
Sep12 120111 2998.5 3000.0 2998.5 3000.0 +7.8 139 2,714 -17
Dec12 120111 3001.0 3023.0 2975.0 3003.1 +7.6 1,072 13,287 -613
Mar13 120111 3002.2 3002.2 3002.2 3002.2 +7.5 1 1,194 +0
May13 120111 3000.6 3000.6 3000.6 3000.6 +7.5 0 1,085 +0
Total Volume and Open Interest 33,576 104,745 -1,781
Platinum(NYMEX)
Jan12 120111 1463.6 1496.6 1463.6 1496.6 +34.2 40 139 +0
Apr12 120111 1466.6 1501.5 1463.5 1497.7 +33.1 5,176 42,594 +905
Jul12 120111 1487.6 1501.9 1487.6 1501.3 +32.9 77 997 +16
Oct12 120111 1505.0 1505.0 1505.0 1505.0 +32.9 0 124 +0
Total Volume and Open Interest 5,293 43,855 +921
Palladium(NYMEX)
Mar12 120111 637.40 649.00 632.00 645.65 +10.45 2,153 16,980 +287
Jun12 120111 647.10 647.10 647.10 647.10 +10.45 26 540 +15
Sep12 120111 648.30 648.30 648.30 648.30 +10.45 5 138 +0
Total Volume and Open Interest 2,184 17,658 +302
Copper(CMX)
Mar12 120111 350.00 355.65 347.05 354.60 +3.30 34,685 71,544 +420
May12 120111 350.75 356.55 349.15 355.70 +3.30 3,084 23,568 -691
Jul12 120111 350.75 357.30 350.70 356.60 +3.35 1,749 9,735 +1,062
Sep12 120111 357.05 357.70 353.15 357.25 +3.50 1,503 4,148 -648
Dec12 120111 357.45 357.85 356.35 357.85 +3.60 1,584 3,915 +997
Total Volume and Open Interest 42,930 123,090 +1,044
DJIA Index(CBOT)
Mar12 120111 12370 12406 12339 12388 -2 244 11,298 +9
Jun12 120111 12319 12320 12319 12319 -1 100 304 -100
Sep12 120111 12256 12257 12256 12256 -1      
Dec12 120111 12179 12180 12179 12179 -1      
Total Volume and Open Interest 344 11,602 -91
E-mini DJIA Index(CBOT)
Mar12 120111 12386 12409 12338 12388 -2 88,483 101,217 +1,911
Jun12 120111 12269 12336 12269 12319 -1 1 62 +0
Sep12 120111 12231 12256 12221 12256 -1 2 9 +0
Dec12 120111 12179 12179 12179 12179 -1      
Total Volume and Open Interest 88,486 101,288 +1,911
S & P 500(CME)
Mar12 120111 1286.40 1289.20 1279.30 1288.20 +2.10 7,694 232,004 +2,670
Jun12 120111 1282.60 1283.60 1276.60 1282.60 +2.00 251 2,674 -85
Sep12 120111 1277.00 1278.20 1271.20 1277.00 +1.80 0 965 +0
Dec12 120111 1271.40 1272.60 1265.60 1271.40 +1.80 0 201 +0
Total Volume and Open Interest 7,945 235,844 +2,585
S & P 500 E-Mini(Globex)
Mar12 120111 1286.00 1289.50 1279.25 1288.25 +2.25 1,438,170 2,579,341 +8,158
Jun12 120111 1279.50 1283.25 1274.50 1282.50 +2.00 1,589 13,104 +828
Total Volume and Open Interest 1,439,760 2,592,654 +8,987
NASDAQ 100(CME)
Mar12 120111 2357.00 2375.00 2352.30 2367.00 +3.50 595 9,150 +421
Jun12 120111 2363.00 2363.00 2362.50 2363.00 +3.50      
Sep12 120111 2360.50 2360.50 2360.00 2360.50 +3.50      
Total Volume and Open Interest 595 9,150 +421
NASDAQ 100 E-Mini(Globex)
Mar12 120111 2363.30 2373.30 2352.50 2367.00 +3.50 152,188 294,258 +3,335
Jun12 120111 2355.30 2363.00 2355.30 2363.00 +3.50 3 72 +0
Total Volume and Open Interest 152,191 294,333 +3,335
S & P Midcap 400(CME)
Mar12 120111 908.60 908.60 902.00 908.60 +4.00 182 1,023 +0
Jun12 120111 906.60 906.60 906.60 906.60 +4.00      
Sep12 120111 904.60 904.60 904.60 904.60 +4.00      
Total Volume and Open Interest 182 1,023 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 120111 8450 8460 8415 8450 +5 2,684 23,310 +90
Jun12 120111 8395 8395 8390 8395 +5 4 28 +2
Total Volume and Open Interest 2,688 23,338 +92
Nikkei 225(SGX)
Mar12 120111 8420 8475 8405 8435 +10 103,221 204,408 +11,935
Jun12 120111 8355 8355 8355 8355 +10 2 337 -2
Sep12 120111 8355 8355 8355 8355 +10 0 30 +0
Total Volume and Open Interest 103,631 215,655 +11,851
CAC 40(EURONEXT)
Jan12 120111 3200.0 3237.0 3180.5 3204.5 -7.0 56,459 266,876 -8,185
Feb12 120111 3199.0 3235.0 3188.0 3204.5 -7.0 43 1,097 +29
Mar12 120111 3199.0 3232.0 3183.0 3204.0 -8.0 428 20,452 +110
Total Volume and Open Interest 56,930 288,475 -8,046
Hang Seng Index(HKFE)
Jan12 120111 19048 19192 18959 19168 +161 84,906 86,009 +1,265
Feb12 120111 19000 19185 18980 19177 +167 424 1,150 -15
Mar12 120111 18951 19130 18906 19118 +162 2,409 4,267 +465
Total Volume and Open Interest 87,949 93,395 +1,774
DAX(EUREX)
Mar12 120111 6138.5 6187.0 6110.5 6147.0 -22.5 133,871 154,503 -36
Jun12 120111 6156.5 6195.0 6135.0 6159.5 -23.0 911 6,048 +248
Sep12 120111 6189.0 6190.0 6140.0 6167.5 -23.0 6 520 +0
Total Volume and Open Interest 134,788 161,071 +212
FT-SE 100(EURONEXT)
Mar12 120111 5644.50 5659.00 5602.00 5615.50 -51.50 80,926 615,596 -3,879
Jun12 120111 5612.00 5612.00 5569.50 5569.50 -52.00 50 3,710 +0
Sep12 120111 5537.50 5537.50 5537.50 5537.50 -52.50 0 10 +0
Total Volume and Open Interest 80,976 619,316 -3,879
SPI 200(SFE)
Mar12 120111 4126.0 4177.0 4117.0 4169.0 +47.0 30,071 203,039 +6,317
Jun12 120111 4160.0 4182.0 4160.0 4178.0 +48.0 153 2,240 +110
Sep12 120111 4140.0 4140.0 4140.0 4140.0 +48.0 1 1,084 -1
Total Volume and Open Interest 30,587 209,305 +6,361
GSCI(CME)
Jan12 120111 665.50 665.50 662.50 663.50 -5.00 2,612 7,165 -2,038
Feb12 120111 666.70 666.70 663.70 665.00 -4.50 2,273 2,180 +2,078
Mar12 120111 667.50 667.50 667.50 667.50 -4.50 1 1 +0
Total Volume and Open Interest 4,886 9,346 +40
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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Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!