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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Tue November 08, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov11 111108 1194.00 1206.50 1192.75 1195.25 +3.00 3,636 4,957 -946
Jan12 111108 1203.25 1217.25 1199.75 1205.00 +3.25 59,001 240,806 -2,351
Mar12 111108 1212.00 1227.00 1209.75 1214.75 +3.25 13,261 81,096 -2,134
May12 111108 1223.50 1236.25 1219.50 1225.00 +3.50 7,328 72,139 +260
Jul12 111108 1233.50 1246.00 1231.75 1234.25 +3.25 8,110 52,004 +242
Aug12 111108 1235.00 1238.25 1230.00 1233.25 +3.25 11 580 -36
Sep12 111108 1226.00 1226.00 1222.50 1226.00 +3.50 13 466 -2
Total Volume and Open Interest 94,325 512,243 -5,753
Soybean Meal(CBOT)
Dec11 111108 309.60 313.00 307.00 307.60 -1.70 22,580 75,108 -3,351
Jan12 111108 311.40 314.80 309.60 309.60 -1.60 8,613 26,875 +918
Mar12 111108 314.30 317.20 312.10 312.10 -1.60 2,983 24,424 +94
May12 111108 316.80 319.60 314.50 314.50 -1.70 1,668 22,779 +322
Jul12 111108 319.90 322.70 310.70 317.40 -1.90 1,777 16,801 -673
Aug12 111108 321.60 323.20 311.30 317.70 -2.10 565 3,345 +117
Sep12 111108 321.70 322.80 317.30 317.30 -2.70 261 3,869 -69
Oct12 111108 319.60 320.50 314.20 314.20 -3.60 42 2,637 -18
Total Volume and Open Interest 39,473 189,645 -2,831
Soybean Oil(CBOT)
Dec11 111108 51.20 51.94 51.01 51.85 +0.65 39,797 106,604 -2,249
Jan12 111108 51.46 52.20 51.27 52.10 +0.64 14,334 72,021 -2,054
Mar12 111108 51.84 52.53 51.61 52.42 +0.62 5,806 46,212 -923
May12 111108 52.20 52.88 52.00 52.78 +0.61 3,118 31,583 +145
Jul12 111108 52.51 53.21 52.46 53.10 +0.62 1,572 22,067 +317
Aug12 111108 53.06 53.22 52.95 53.22 +0.64 88 3,210 +9
Sep12 111108 53.10 53.32 53.00 53.32 +0.64 83 3,489 +16
Oct12 111108 52.92 53.35 52.88 53.30 +0.66 21 3,657 +9
Total Volume and Open Interest 65,608 301,837 -4,719
Canola(WCE)
Nov11 111108 523.3 523.3 523.3 523.3 -2.1 0 10 -27
Jan12 111108 528.5 533.0 525.0 525.3 -2.1 5,538 107,315 -781
Mar12 111108 533.3 538.8 530.6 530.9 -1.8 830 24,859 +159
May12 111108 539.8 542.7 534.7 535.2 -1.8 696 13,977 +194
Jul12 111108 547.5 549.0 540.1 540.9 -2.4 497 5,399 -42
Total Volume and Open Interest 8,143 164,046 -528
Corn(CBOT)
Dec11 111108 653.00 664.00 652.00 660.50 +7.25 155,020 454,247 -19,884
Mar12 111108 665.00 674.75 663.25 671.00 +5.75 71,139 325,168 -3,993
May12 111108 672.00 681.75 671.25 678.25 +5.50 17,303 90,958 -519
Jul12 111108 676.50 685.50 675.00 681.25 +4.50 17,253 122,230 -801
Sep12 111108 633.00 638.25 632.25 636.25 +2.50 1,329 30,922 -403
Dec12 111108 611.50 617.00 610.50 614.25 +2.25 21,407 147,174 +4,005
Total Volume and Open Interest 283,676 1,217,936 -21,799
Wheat(CBOT)
Dec11 111108 638.75 659.25 636.75 657.00 +18.25 52,917 164,302 -5,558
Mar12 111108 665.50 682.00 663.00 679.50 +13.25 26,365 113,985 +1,153
May12 111108 687.75 702.75 685.00 700.25 +12.00 6,906 38,694 +1,716
Jul12 111108 702.75 718.00 699.25 715.25 +11.25 5,890 63,392 -2,565
Sep12 111108 728.00 741.75 724.50 739.00 +9.75 3,574 10,342 +1,010
Total Volume and Open Interest 99,607 429,643 -4,270
Wheat(KCBT)
Dec11 111108 724.00 740.25 720.00 738.50 +14.00 7,275 50,670 -515
Mar12 111108 734.75 749.00 732.00 748.25 +12.75 4,432 53,209 +808
May12 111108 742.00 758.25 741.00 757.00 +12.50 621 9,814 +162
Jul12 111108 751.50 766.25 748.50 766.25 +12.75 2,417 34,317 -624
Sep12 111108 764.25 780.25 764.25 780.25 +11.25 298 3,669 +188
Total Volume and Open Interest 15,226 155,918 +15
Wheat(MGE)
Dec11 111108 929.50 968.00 929.50 946.25 +18.00 329 9,538 +469
Mar12 111108 862.00 885.50 861.25 880.50 +16.75 1,809 17,280 +247
May12 111108 837.75 865.25 837.75 857.00 +20.75 319 5,373 -70
Jul12 111108 828.00 860.75 827.50 850.25 +20.75 373 5,830 +58
Sep12 111108 810.75 841.25 810.75 836.00 +24.25 81 2,971 +15
Total Volume and Open Interest 3,001 42,975 +739
Oats(CBOT)
Dec11 111108 324.50 328.00 322.00 328.00 +3.00 333 7,642 -595
Mar12 111108 332.75 335.00 331.00 333.50 -0.50 123 7,756 +8
May12 111108 340.00 340.50 338.00 340.00 -1.00 0 329 -2
Jul12 111108 346.00 347.00 346.00 346.00 -1.00 0 25 +0
Total Volume and Open Interest 456 15,873 -589
Rough Rice(CBOT)
Nov11 111108 15.88 15.90 15.71 15.71 -0.19 0 115 -120
Jan12 111108 16.12 16.23 15.93 15.94 -0.19 529 10,698 -1,695
Mar12 111108 16.37 16.50 16.23 16.23 -0.19 137 3,711 -19
May12 111108 16.75 16.75 16.51 16.51 -0.18 19 414 -1
Total Volume and Open Interest 685 15,554 -1,968
Live Cattle(CME)
Dec11 111108 123.600 124.080 122.680 122.750 -0.650 31,663 114,570 -4,495
Feb12 111108 125.635 126.200 124.750 124.800 -0.485 23,727 89,023 +96
Apr12 111108 129.000 129.550 128.200 128.250 -0.350 9,655 74,415 +2,980
Jun12 111108 127.080 127.500 126.500 126.730 -0.120 4,024 34,169 +701
Aug12 111108 126.900 127.230 126.400 126.580 -0.150 1,035 7,843 +411
Oct12 111108 128.985 129.500 128.800 129.150 +0.050 183 3,156 -722
Total Volume and Open Interest 70,484 325,072 -1,400
Feeder Cattle(CME)
Nov11 111108 142.285 142.650 141.500 141.550 -0.485 1,259 4,854 -679
Jan12 111108 146.500 147.250 145.485 145.500 -1.285 2,833 15,861 +14
Mar12 111108 147.250 147.985 146.400 146.500 -1.050 1,283 6,214 +196
Apr12 111108 148.700 149.185 147.575 147.700 -0.735 425 2,023 +161
May12 111108 148.880 149.400 148.100 148.130 -0.445 524 2,299 +173
Aug12 111108 149.685 150.130 148.880 149.200 +0.165 306 2,102 +20
Sep12 111108 149.300 149.400 148.900 149.400 -0.500 46 211 +24
Total Volume and Open Interest 6,701 33,583 -79
Lean Hogs(CME)
Dec11 111108 85.730 85.730 85.135 85.230 -0.405 15,789 83,767 -2,674
Feb12 111108 88.535 88.750 87.250 87.330 -1.070 11,855 70,488 +41
Apr12 111108 92.180 92.350 91.000 91.400 -0.800 4,268 52,762 -338
May12 111108 97.650 97.650 96.900 97.400 -0.550 47 1,945 -176
Jun12 111108 99.135 99.450 98.150 98.635 -0.615 2,411 31,610 -2,513
Jul12 111108 98.480 98.600 97.400 98.000 -0.450 212 8,296 -1,025
Aug12 111108 97.480 97.785 96.430 96.930 -0.550 941 9,230 -1,126
Oct12 111108 86.080 86.450 85.300 85.600 -0.700 130 4,633 -211
Total Volume and Open Interest 35,664 264,467 -8,224
Class III Milk(CME)
Nov11 111108 18.90 18.96 18.80 18.87 -0.06 289 5,340 -229
Dec11 111108 18.23 18.43 18.23 18.41 +0.18 524 5,824 -27
Jan12 111108 17.25 17.35 17.23 17.33 +0.10 156 2,975 -20
Feb12 111108 16.70 16.73 16.65 16.70 +0.05 71 2,511 -47
Mar12 111108 16.53 16.54 16.48 16.49 +0.01 30 2,150 -91
Total Volume and Open Interest 1,138 29,399 -6,100
Cocoa(ICE)
Dec11 111108 2729 2739 2643 2663 -65 21,183 50,050 -4,955
Mar12 111108 2748 2760 2665 2689 -61 14,482 77,552 +5,601
May12 111108 2768 2769 2678 2699 -63 3,032 26,932 +1,572
Jul12 111108 2780 2780 2704 2716 -59 577 11,834 +213
Sep12 111108 2766 2766 2714 2727 -57 204 11,888 -40
Dec12 111108 2781 2781 2737 2737 -58 195 11,739 +150
Mar13 111108 2760 2760 2730 2746 -57 71 3,161 +58
Total Volume and Open Interest 39,744 195,756 +2,599
Coffee "C"(ICE)
Dec11 111108 234.90 237.30 228.70 229.60 -3.40 11,895 49,066 -2,154
Mar12 111108 237.50 240.60 231.85 232.85 -3.55 7,168 38,479 -395
May12 111108 240.35 242.55 234.20 234.75 -3.75 1,720 17,420 +180
Jul12 111108 242.05 243.35 235.45 236.20 -3.80 148 4,373 -223
Sep12 111108 242.40 243.60 236.70 236.80 -3.70 105 5,241 -367
Dec12 111108 241.10 243.45 236.60 236.95 -3.15 27 2,723 -114
Total Volume and Open Interest 21,078 118,328 -3,094
Orange Juice(ICE)
Nov11 111108 197.00 199.00 191.80 191.80 -3.00 6 230 -5
Jan12 111108 173.90 175.15 172.65 172.95 -0.20 545 19,902 -85
Mar12 111108 168.00 169.70 167.50 167.75 -0.40 79 4,585 +115
May12 111108 167.60 167.75 166.90 167.30 +0.05 36 1,640 +25
Jul12 111108 167.65 167.65 167.65 167.65 -0.10 0 342 +10
Sep12 111108 166.65 166.65 166.65 166.65 -0.10 0 53 +0
Total Volume and Open Interest 666 26,766 +60
Sugar #11(ICE)
Mar12 111108 25.32 26.18 25.19 25.91 +0.59 25,726 226,995 -6,018
May12 111108 24.72 25.45 24.59 25.23 +0.50 7,949 80,249 -519
Jul12 111108 24.15 24.84 24.04 24.68 +0.50 3,935 72,762 -103
Oct12 111108 23.90 24.50 23.80 24.40 +0.46 994 44,326 +2
Mar13 111108 24.06 24.64 24.02 24.55 +0.44 643 30,358 -225
Total Volume and Open Interest 39,589 486,996 -7,057
London Cocoa(LCE)
Dec11 111108 1692 1693 1643 1652 -37 6,390 80,314 -311
Mar12 111108 1712 1713 1662 1673 -36 12,439 55,416 -816
May12 111108 1727 1727 1680 1688 -37 1,367 18,068 +70
Jul12 111108 1740 1741 1703 1703 -36 226 19,406 -32
Sep12 111108 1753 1753 1708 1708 -44 370 15,220 +174
Dec12 111108 1761 1762 1725 1725 -36 554 12,326 +521
Mar13 111108 1776 1776 1738 1738 -36 47 2,762 +27
Total Volume and Open Interest 21,393 204,419 -367
London Sugar(LCE)
Dec11 111108 674.80 686.20 672.00 685.80 +10.60 2,898 14,211 -1,182
Mar12 111108 648.00 661.00 645.40 660.70 +10.70 2,485 19,700 +417
May12 111108 636.60 647.70 633.60 647.10 +8.50 612 7,193 -45
Aug12 111108 626.80 638.80 625.00 637.80 +8.70 252 4,472 +131
Oct12 111108 622.30 632.20 621.60 632.20 +8.30 143 2,539 +12
Total Volume and Open Interest 6,431 49,907 -627
Cotton(ICE)
Dec11 111108 96.98 97.96 95.96 97.62 +0.86 7,235 70,837 -1,297
Mar12 111108 97.07 97.95 96.30 97.63 +0.75 5,935 60,691 +342
May12 111108 97.68 98.61 96.86 98.31 +0.82 1,339 12,488 +545
Jul12 111108 97.75 98.85 96.96 98.58 +1.08 1,260 13,840 +20
Oct12 111108 99.10 100.41 98.54 100.41 +1.24 18 46 +17
Dec12 111108 96.00 97.66 96.00 97.48 +0.98 270 5,882 +184
Total Volume and Open Interest 16,068 164,873 -184
Lumber(CME)
Nov11 111108 218.8 219.5 216.0 218.0 -2.9 255 879 -51
Jan12 111108 234.2 234.8 230.2 231.3 -2.0 247 6,632 -161
Mar12 111108 252.4 252.5 248.2 248.7 -3.8 80 1,894 +37
May12 111108 264.0 264.0 262.3 263.0 -1.0 2 194 +2
Total Volume and Open Interest 586 9,696 -170
Crude Oil(NYM)
Dec11 111108 95.87 97.08 95.23 96.80 +1.28 295,457 269,084 -12,216
Jan12 111108 95.74 96.97 95.15 96.70 +1.25 86,890 218,166 +8,204
Feb12 111108 95.64 96.86 95.18 96.64 +1.23 31,938 67,199 +58
Mar12 111108 95.50 96.80 95.16 96.59 +1.20 22,979 71,524 +1,764
Apr12 111108 96.00 96.55 95.44 96.51 +1.15 10,286 33,168 -1,950
May12 111108 96.34 96.46 95.46 96.42 +1.09 6,433 27,964 -333
Jun12 111108 95.32 96.43 95.00 96.29 +1.03 19,243 75,727 +514
Jul12 111108 95.48 96.25 95.01 96.15 +0.98 2,919 31,911 +564
Aug12 111108 95.50 96.00 95.05 95.99 +0.92 1,585 22,311 +18
Sep12 111108 95.55 95.83 94.89 95.83 +0.87 2,413 21,513 +89
Oct12 111108 95.20 95.68 94.77 95.68 +0.83 675 23,014 +25
Nov12 111108 95.06 95.57 94.68 95.57 +0.79 1,002 24,304 +251
Dec12 111108 94.71 95.57 94.42 95.46 +0.74 19,981 163,228 -266
Jan13 111108 95.23 95.23 95.23 95.23 +0.71 903 26,838 -82
Feb13 111108 94.59 94.97 94.59 94.97 +0.67 182 10,763 +78
Mar13 111108 94.75 94.75 94.75 94.75 +0.65 147 8,869 +35
Total Volume and Open Interest 517,985 1,347,739 -2,027
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111108 95.650 97.075 95.275 96.800 +1.275 10,202 3,432 +264
Jan12 111108 95.700 96.900 95.200 96.700 +1.250 243 373 +16
Feb12 111108 95.700 96.650 95.600 96.650 +1.250 10 138 -2
Mar12 111108 96.250 96.600 95.800 96.600 +1.200 64 129 +55
Apr12 111108 95.775 96.500 95.775 96.500 +1.150 1 24 +1
May12 111108 95.600 96.425 95.600 96.425 +1.100 0 7 +0
Jun12 111108 95.200 96.300 95.200 96.300 +1.050 0 11 +0
Jul12 111108 96.150 96.150 96.150 96.150 +0.975 0 4 +0
Aug12 111108 96.000 96.000 96.000 96.000 +0.925 0 1 +0
Total Volume and Open Interest 10,520 4,348 +334
Heating Oil(NYM)
Dec11 111108 312.33 315.74 310.36 311.61 -0.37 37,951 87,111 -1,193
Jan12 111108 311.98 315.94 310.79 311.95 +0.03 12,888 56,854 +1,800
Feb12 111108 310.20 314.81 310.20 311.16 +0.55 7,104 32,604 -221
Mar12 111108 308.92 313.06 308.52 309.72 +0.95 4,815 26,024 +609
Apr12 111108 308.34 309.47 305.85 306.70 +1.55 1,916 13,677 +298
May12 111108 304.62 304.77 302.35 303.64 +2.17 2,329 9,396 +205
Jun12 111108 299.68 303.61 299.53 301.98 +2.60 2,892 33,057 +43
Jul12 111108 301.52 302.68 299.42 301.80 +2.71 260 7,715 +36
Aug12 111108 302.21 302.81 301.92 301.95 +2.69 363 4,152 -31
Sep12 111108 301.96 302.35 301.96 302.35 +2.67 95 4,839 -5
Oct12 111108 303.50 303.50 300.20 303.16 +2.68 32 1,973 +14
Nov12 111108 303.97 303.97 303.97 303.97 +2.69 28 1,379 +5
Total Volume and Open Interest 71,736 296,312 +1,602
Gasoline(NYMEX)
Dec11 111108 273.57 275.76 269.11 270.64 -2.18 46,204 79,397 -4,581
Jan12 111108 271.73 273.98 268.38 269.76 -1.49 23,084 48,559 +1,240
Feb12 111108 270.72 273.26 268.36 269.69 -0.93 9,739 23,486 +807
Mar12 111108 271.36 273.50 269.22 270.51 -0.55 4,937 25,011 -50
Apr12 111108 285.50 286.30 283.50 284.40 +0.11 2,238 20,161 +185
May12 111108 283.24 285.78 282.72 284.06 +0.47 1,447 11,209 -508
Jun12 111108 281.80 284.35 280.93 282.35 +0.75 1,941 19,656 +25
Jul12 111108 280.22 280.22 280.22 280.22 +0.89 891 6,364 +341
Aug12 111108 277.90 277.90 277.90 277.90 +1.02 654 6,134 +257
Sep12 111108 275.45 275.45 275.45 275.45 +1.10 82 6,233 +62
Total Volume and Open Interest 91,548 265,481 -2,245
e-miNY RBOB Gasoline(NYM)
Dec11 111108 270.60 270.64 270.60 270.60 -2.20      
Jan12 111108 269.80 269.80 269.76 269.80 -1.50 0 1 +0
Feb12 111108 269.70 269.70 269.69 269.70 -0.90 0 1 +0
Mar12 111108 270.50 270.51 270.50 270.50 -0.60      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111108 3.704 3.769 3.658 3.745 +0.049 112,541 131,254 -10,301
Jan12 111108 3.809 3.865 3.760 3.843 +0.040 51,573 250,815 +2,073
Feb12 111108 3.819 3.881 3.780 3.859 +0.043 19,846 73,864 -3,141
Mar12 111108 3.792 3.852 3.750 3.832 +0.040 24,935 101,744 +4,478
Apr12 111108 3.791 3.851 3.753 3.832 +0.040 16,647 95,369 +3,030
May12 111108 3.828 3.888 3.794 3.869 +0.039 4,031 34,939 -539
Jun12 111108 3.860 3.923 3.831 3.909 +0.039 1,876 17,098 -248
Jul12 111108 3.907 3.969 3.881 3.955 +0.039 1,247 18,283 -471
Aug12 111108 3.925 3.995 3.908 3.983 +0.039 940 12,955 -424
Sep12 111108 3.938 3.999 3.914 3.984 +0.038 721 10,040 -227
Oct12 111108 3.976 4.034 3.941 4.020 +0.038 4,944 54,655 -590
Nov12 111108 4.111 4.172 4.098 4.162 +0.035 1,135 18,194 -30
Dec12 111108 4.376 4.438 4.366 4.427 +0.032 1,422 19,563 -139
Jan13 111108 4.499 4.563 4.489 4.550 +0.028 1,895 29,387 -479
Feb13 111108 4.510 4.550 4.480 4.538 +0.028 112 5,143 -270
Mar13 111108 4.462 4.504 4.444 4.489 +0.027 867 13,191 -124
Total Volume and Open Interest 247,019 961,831 -7,317
Brent Crude Oil(ICE)
Dec11 111108 114.60 116.48 114.20 115.00 +0.44 178,385 143,883 -1,554
Jan12 111108 113.22 115.00 112.81 113.84 +0.68 114,077 167,173 -173
Feb12 111108 112.25 114.06 112.00 113.07 +0.73 45,154 97,597 +5,050
Mar12 111108 111.70 113.33 111.36 112.42 +0.75 27,930 91,684 +3,164
Apr12 111108 111.24 112.74 110.88 111.93 +0.76 12,372 32,466 +494
May12 111108 110.81 112.31 110.51 111.54 +0.78 9,160 16,964 -286
Jun12 111108 110.35 111.90 110.05 111.14 +0.79 23,699 58,370 +205
Jul12 111108 110.50 111.10 110.09 110.72 +0.80 3,800 17,393 +323
Aug12 111108 110.01 110.64 109.76 110.27 +0.80 2,830 17,892 +132
Sep12 111108 109.90 109.90 109.76 109.76 +0.80 3,501 21,478 +589
Oct12 111108 109.28 109.28 109.28 109.28 +0.80 2,261 10,402 -197
Nov12 111108 108.82 108.82 108.82 108.82 +0.79 1,241 14,430 +161
Dec12 111108 107.52 109.10 107.25 108.34 +0.77 20,601 103,116 +1,198
Jan13 111108 107.95 107.95 107.95 107.95 +0.74 616 9,059 +217
Total Volume and Open Interest 456,934 955,560 +10,705
Gas Oil(ICE)
Nov11 111108 985.75 1002.25 984.25 994.50 +10.00 45,776 63,172 -10,770
Dec11 111108 973.75 986.75 970.75 979.50 +8.00 104,061 142,582 +11,053
Jan12 111108 965.75 978.50 964.25 972.25 +7.75 43,199 76,177 +3,628
Feb12 111108 958.75 971.25 957.00 965.50 +7.75 16,494 53,987 +2,062
Mar12 111108 952.50 964.50 951.25 959.25 +7.75 8,282 33,787 +1,080
Apr12 111108 947.50 959.00 946.75 954.25 +8.00 5,709 21,961 +469
May12 111108 943.50 954.75 942.50 950.00 +8.00 4,393 20,989 +856
Jun12 111108 942.00 954.00 940.75 948.00 +8.00 8,143 49,127 +1,288
Jul12 111108 948.00 953.75 943.75 948.50 +7.75 1,872 15,762 -200
Aug12 111108 950.25 954.25 944.25 948.75 +7.25 1,553 11,382 +132
Total Volume and Open Interest 246,067 587,147 +10,842
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111108 2.685 2.685 2.671 2.674 +0.015 45 1,268 +22
Jan12 111108 2.499 2.500 2.490 2.495 +0.022 84 1,869 +32
Feb12 111108 2.428 2.428 2.420 2.424 +0.027 45 1,278 +25
Mar12 111108 2.429 2.430 2.425 2.428 +0.028 161 1,023 -105
Apr12 111108 2.433 2.433 2.433 2.433 +0.027 10 683 -1
May12 111108 2.456 2.456 2.456 2.456 +0.027 0 656 +0
Jun12 111108 2.466 2.476 2.466 2.476 +0.030 5 558 +5
Total Volume and Open Interest 455 10,924 -72
WTI Crude Oil(ICE)
Dec11 111108 95.74 97.07 95.24 96.80 +1.28 64,565 100,015 -555
Jan12 111108 95.50 96.94 95.29 96.70 +1.25 23,928 50,785 +3,467
Feb12 111108 95.50 96.84 95.15 96.64 +1.23 12,819 33,400 +288
Mar12 111108 96.05 96.67 95.46 96.59 +1.20 9,369 18,869 +694
Apr12 111108 95.36 96.59 95.36 96.51 +1.15 5,044 9,194 +97
May12 111108 95.98 96.44 95.27 96.42 +1.09 3,395 8,601 +195
Jun12 111108 95.22 96.41 95.14 96.29 +1.03 6,037 40,455 +318
Jul12 111108 95.51 96.15 95.51 96.15 +0.98 752 7,461 +11
Aug12 111108 95.35 95.99 95.35 95.99 +0.92 444 4,711 -44
Sep12 111108 95.83 95.83 95.83 95.83 +0.87 445 8,014 +20
Oct12 111108 95.68 95.68 95.68 95.68 +0.83 305 2,256 +6
Nov12 111108 95.57 95.57 95.57 95.57 +0.79 279 3,119 +54
Dec12 111108 94.51 95.55 94.46 95.46 +0.74 5,798 55,049 +538
Jan13 111108 95.23 95.23 95.23 95.23 +0.71 0 2,201 +0
Feb13 111108 94.97 94.97 94.97 94.97 +0.67 0 603 +0
Mar13 111108 94.75 94.75 94.75 94.75 +0.65 0 1,476 +0
Total Volume and Open Interest 136,086 442,945 +6,922
US Dollar Index(ICE)
Dec11 111108 77.225 77.360 76.720 76.750 -0.390 33,583 60,431 -1,455
Mar12 111108 77.375 77.490 77.145 77.145 -0.410 6 580 -8
Jun12 111108 77.605 77.605 77.605 77.605 -0.410      
Total Volume and Open Interest 33,589 61,011 -1,463
Australian Dollar(CME)
Dec11 111108 103.28 103.55 102.32 103.41 +0.14 110,289 147,109 +5,082
Mar12 111108 101.75 102.50 101.63 102.40 +0.14 11 729 +19
Jun12 111108 101.58 101.58 101.41 101.58 +0.17 0 19 -16
Total Volume and Open Interest 110,318 148,008 +5,100
British Pound(CME)
Dec11 111108 160.47 161.24 160.29 161.13 +0.63 94,382 152,214 -1,879
Mar12 111108 160.20 161.01 160.17 160.97 +0.62 16 232 -6
Jun12 111108 160.77 160.77 160.17 160.77 +0.60 0 3 +0
Total Volume and Open Interest 94,398 152,454 -1,885
Canadian Dollar(CME)
Dec11 111108 98.59 99.14 98.12 98.95 +0.35 80,710 119,574 +6,877
Mar12 111108 98.55 98.95 98.00 98.78 +0.35 431 3,717 +366
Jun12 111108 98.22 98.80 98.22 98.65 +0.33 37 862 +49
Sep12 111108 98.18 98.54 98.18 98.54 +0.33 1 654 +0
Total Volume and Open Interest 81,180 124,947 +7,304
Japanese Yen(CME)
Dec11 111108 128.18 128.97 128.14 128.78 +0.60 48,715 138,424 +3,628
Mar12 111108 128.43 129.08 128.43 129.03 +0.60 52 900 +0
Jun12 111108 129.30 129.30 128.69 129.30 +0.61 1 22 -3
Total Volume and Open Interest 48,768 139,350 +3,625
Swiss Franc(CME)
Dec11 111108 111.10 112.15 110.35 111.89 +0.86 21,130 24,474 +2,332
Mar12 111108 110.75 112.13 110.75 112.13 +0.85 10 634 -3
Jun12 111108 112.43 112.43 111.61 112.43 +0.82 0 5 +0
Total Volume and Open Interest 21,140 25,117 +2,329
EuroFX(CME)
Dec11 111108 137.66 138.46 137.22 138.40 +0.69 321,864 230,496 -525
Mar12 111108 137.70 138.45 137.30 138.41 +0.69 446 3,878 +100
Jun12 111108 137.92 138.43 137.76 138.43 +0.67 2 866 -1
Total Volume and Open Interest 322,312 235,255 -426
Mexican Peso(CME)
Nov11 111108 748.2 748.2 743.5 748.2 +4.8      
Dec11 111108 743.0 747.5 739.8 746.5 +4.8 37,155 97,705 -1,452
Total Volume and Open Interest 37,161 98,119 -1,446
Brazilian Real(CME)
Dec11 111108 569.90 572.70 569.90 570.90 +2.95 166 4,925 -80
Jan12 111108 567.50 567.50 567.50 567.50 +2.95 0 10,149 +0
Feb12 111108 564.05 564.05 564.05 564.05 +2.95      
Mar12 111108 560.65 560.65 560.65 560.65 +2.95      
Total Volume and Open Interest 166 30,405 -85
30-Year T-Bonds(CBOT)
Dec11 111108 141~050 141~290 140~110 140~240 -1~080 340,636 616,193 +4,384
Mar12 111108 140~290 141~150 139~300 140~100 -1~100 328 5,625 +28
Jun12 111108 139~050 140~150 139~050 139~050 -1~100 0 3 -1
Total Volume and Open Interest 340,964 621,821 +4,411
10-Year T-Notes(CBOT)
Dec11 111108 130~085 130~185 129~275 130~015 -0~160 1,146,045 1,453,820 +15,065
Mar12 111108 129~205 129~260 129~060 129~090 -0~170 6,193 15,239 +387
Jun12 111108 128~090 128~260 128~090 128~090 -0~170      
Total Volume and Open Interest 1,152,238 1,469,059 +15,452
5-Year T-Notes(CBOT)
Dec11 111108 123~006 123~029 122~118 122~126 -0~025 548,576 1,237,022 +15,058
Mar12 111108 122~080 122~101 122~074 122~074 -0~027 2,575 10,203 +1,422
Jun12 111108 121~098 121~125 121~098 121~098 -0~027      
Total Volume and Open Interest 551,151 1,247,225 +16,480
2 Year T-Notes(CBOT)
Dec11 111108 110~026 110~027 110~022 110~025 -0~001 165,747 741,439 +15,402
Mar12 111108 110~028 110~029 110~026 110~027 -0~002 4,276 13,322 +2,452
Jun12 111108 109~119 109~121 109~119 109~119 -0~002      
Total Volume and Open Interest 170,023 754,761 +17,854
Eurodollars(CME)
Dec11 111108 99.470 99.475 99.455 99.465 -0.005 168,798 1,019,082 -12,344
Mar12 111108 99.410 99.410 99.375 99.395 -0.005 176,554 913,960 -18,942
Jun12 111108 99.405 99.410 99.375 99.390 -0.005 170,794 1,093,112 -8,580
Sep12 111108 99.400 99.415 99.375 99.390 -0.005 132,256 738,264 -1,620
Dec12 111108 99.400 99.420 99.380 99.390 -0.010 141,068 777,113 +3,925
Mar13 111108 99.410 99.425 99.380 99.390 -0.015 126,259 877,009 +16,539
Jun13 111108 99.370 99.390 99.345 99.355 -0.020 111,338 568,417 -4,448
Sep13 111108 99.310 99.330 99.280 99.290 -0.025 101,886 471,850 -357
Dec13 111108 99.195 99.215 99.165 99.170 -0.035 107,244 469,656 -683
Mar14 111108 99.075 99.090 99.035 99.040 -0.040 77,484 325,001 -150
Jun14 111108 98.905 98.930 98.860 98.870 -0.050 59,449 287,869 -2,311
Sep14 111108 98.715 98.755 98.680 98.690 -0.060 56,601 181,915 -4,229
Dec14 111108 98.535 98.570 98.485 98.500 -0.065 68,816 197,235 -9,882
Mar15 111108 98.355 98.395 98.300 98.320 -0.070 25,106 125,311 -695
Jun15 111108 6.420 6.465 6.360 6.385 -0.075 20,559 109,638 +1,435
Sep15 111108 6.230 6.285 6.165 6.195 -0.080 19,958 91,046 +884
Dec15 111108 6.035 6.085 5.960 5.995 -0.080 12,180 55,344 -2,149
Mar16 111108 5.865 5.920 5.790 5.825 -0.085 8,531 51,335 +443
Total Volume and Open Interest 1,608,964 8,587,494 -43,990
30 Day Federal Funds(CBOT)
Nov11 111108 99.918 99.920 99.918 99.918 unch 1,943 64,958 -481
Dec11 111108 99.920 99.920 99.915 99.920 unch 1,264 60,602 -1,768
Jan12 111108 99.910 99.910 99.905 99.910 unch 515 55,447 -884
Feb12 111108 99.900 99.905 99.895 99.900 unch 1,719 43,629 -337
Mar12 111108 99.895 99.900 99.895 99.895 unch 379 31,141 -372
Apr12 111108 99.890 99.895 99.890 99.890 unch 368 35,749 -835
Total Volume and Open Interest 13,017 590,022 -3,910
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111108 99.670 99.670 99.670 99.670 unch 0 281 +0
Mar12 111108 99.668 99.668 99.668 99.668 unch 0 300 +0
Jun12 111108 99.670 99.670 99.670 99.670 unch      
Sep12 111108 99.668 99.668 99.668 99.668 unch      
Dec12 111108 99.665 99.665 99.665 99.665 unch      
Mar13 111108 99.665 99.665 99.665 99.665 unch      
Jun13 111108 99.620 99.620 99.620 99.620 unch      
Sep13 111108 99.480 99.480 99.480 99.480 unch      
Dec13 111108 99.340 99.340 99.340 99.340 unch      
Mar14 111108 99.200 99.200 99.200 99.200 unch      
Total Volume and Open Interest 0 581 +0
3-Mth Euro-Yen(SGX)
Dec11 111108 99.67 99.67 99.67 99.67 unch 0 2,481 +0
Mar12 111108 99.67 99.67 99.67 99.67 unch 10 2,178 +0
Jun12 111108 99.67 99.67 99.67 99.67 unch 0 1,470 +0
Sep12 111108 99.67 99.67 99.67 99.67 unch 0 710 +0
Dec12 111108 99.67 99.67 99.67 99.67 unch 0 151 +0
Mar13 111108 99.67 99.67 99.67 99.67 unch 0 1 +0
Jun13 111108 99.62 99.62 99.62 99.62 unch      
Sep13 111108 99.48 99.48 99.48 99.48 unch      
Total Volume and Open Interest 10 6,993 +0
Japanese Gov't Bonds(SGX)
Dec11 111108 142.76 142.87 142.69 142.81 +0.03 3,432 20,059 +1,265
Mar12 111108 142.14 142.14 142.14 142.14 +0.03 0 6 +1
Jun12 111108 140.05 140.05 140.05 140.05 +0.03      
Total Volume and Open Interest 3,432 20,065 +1,266
Euro-Bund(EUREX)
Dec11 111108 137.99 138.24 137.06 138.03 +0.12 741,451 871,630 -13,897
Mar12 111108 138.32 138.49 137.40 138.33 +0.10 569 3,947 +39
Jun12 111108 137.85 137.85 137.85 137.85 +0.12 1 19 +1
Total Volume and Open Interest 742,021 875,596 -13,857
Euro-Bobl(EUREX)
Dec11 111108 123.70 123.80 123.14 123.60 -0.02 404,529 704,007 -7,233
Mar12 111108 123.95 123.95 123.95 123.95 -0.04 1,468 21,101 +1,168
Jun12 111108 123.75 123.75 123.75 123.75 -0.02      
Total Volume and Open Interest 405,997 725,108 -6,065
3-Mth Euribor(EUREX)
Dec11 111108 98.700 98.700 98.660 98.665 -0.045 92 1,926 +0
Mar12 111108 98.885 98.895 98.860 98.865 -0.025 150 2,175 +50
Jun12 111108 98.935 98.935 98.910 98.925 -0.020 50 985 +0
Total Volume and Open Interest 292 8,445 +50
Long Gilt(LIFFE)
Dec11 111108 130~05 130~12 129~18 130~08 +0~08 106,374 304,149 -152
Mar12 111108 113~30 113~32 113~18 113~31 +0~07 5,267 17,775 +3,004
Total Volume and Open Interest 111,641 321,924 +2,852
3-Mth Short Sterling(LIFFE)
Dec11 111108 98.91 98.92 98.89 98.90 -0.02 33,267 350,489 +4,471
Mar12 111108 98.84 98.85 98.79 98.81 -0.04 43,086 351,738 +745
Jun12 111108 98.82 98.83 98.76 98.78 -0.05 33,245 210,388 +2,062
Sep12 111108 98.81 98.82 98.75 98.77 -0.05 36,724 223,256 -2,503
Dec12 111108 98.78 98.79 98.72 98.74 -0.06 30,460 193,287 -2,604
Mar13 111108 98.77 98.78 98.71 98.73 -0.06 38,327 167,966 -2,980
Total Volume and Open Interest 284,286 1,946,322 -6,386
3-Mth Euribor(LIFFE)
Dec11 111108 98.710 98.710 98.650 98.665 -0.045 257,573 751,875 -10,763
Mar12 111108 98.895 98.900 98.820 98.865 -0.025 169,399 533,962 -2,610
Jun12 111108 98.950 98.960 98.870 98.925 -0.020 101,053 379,768 -5,439
Total Volume and Open Interest 991,615 3,513,856 -16,324
3-Mth Aus T-Bills(SFE)
Dec11 111108 95.52 95.56 95.51 95.56 +0.03 14,407 217,356 -564
Mar12 111108 96.00 96.11 96.00 96.10 +0.09 11,686 184,506 -2,905
Jun12 111108 96.16 96.30 96.15 96.29 +0.12 9,650 120,892 +1,355
Sep12 111108 96.15 96.29 96.14 96.29 +0.13 2,319 81,663 +52
Dec12 111108 96.14 96.21 96.06 96.20 +0.12 1,540 50,486 +8
Mar13 111108 96.03 96.12 95.97 96.12 +0.13 1,837 46,474 +221
Jun13 111108 95.98 96.06 95.91 96.06 +0.12 752 33,234 +267
Sep13 111108 95.91 95.99 95.84 95.98 +0.10 1,077 16,290 +414
Dec13 111108 95.78 95.86 95.72 95.86 +0.12 248 3,651 +6
Mar14 111108 95.72 95.75 95.59 95.75 +0.19 191 456 -8
Total Volume and Open Interest 43,714 755,090 -1,149
10-Year Aus T-Bonds(SFE)
Dec11 111108 95.70 95.76 95.68 95.76 +0.06 22,408 378,922 -706
Mar12 111108 95.76 95.76 95.76 95.76 +0.06      
Total Volume and Open Interest 22,408 378,922 -706
3-Year Aus T-Bonds(SFE)
Dec11 111108 96.34 96.43 96.33 96.43 +0.07 88,298 547,694 +16,935
Mar12 111108 96.43 96.43 96.43 96.43 +0.07      
Total Volume and Open Interest 88,298 547,694 +16,935
Gold(CMX)
Dec11 111108 1795.8 1804.4 1778.3 1799.2 +8.1 88,468 262,101 -771
Feb12 111108 1798.1 1806.6 1780.8 1801.7 +8.2 3,595 66,373 +1,137
Apr12 111108 1797.0 1808.0 1784.3 1803.6 +8.3 1,795 17,293 +250
Jun12 111108 1801.5 1808.5 1785.0 1805.5 +8.2 97 20,110 +9
Aug12 111108 1800.0 1807.2 1794.0 1807.2 +8.2 60 8,063 +26
Oct12 111108 1801.9 1809.1 1790.0 1809.1 +8.1 14 5,937 +12
Dec12 111108 1805.1 1815.0 1791.4 1811.1 +8.1 202 16,786 -83
Feb13 111108 1806.8 1813.5 1806.7 1813.5 +8.1 87 3,393 +0
Apr13 111108 1816.2 1816.2 1816.2 1816.2 +8.2 7 471 -2
Jun13 111108 1819.4 1819.4 1819.4 1819.4 +8.3 4 9,221 +0
Aug13 111108 1822.6 1822.6 1822.6 1822.6 +8.4 0 45 +0
Total Volume and Open Interest 94,603 453,378 +542
Silver(CMX)
Dec11 111108 3498.0 3535.0 3450.5 3515.3 +32.5 29,728 52,548 -1,518
Mar12 111108 3492.5 3538.5 3457.5 3521.5 +33.0 4,309 19,515 +1,089
May12 111108 3495.0 3534.0 3489.5 3524.8 +33.1 1,039 4,281 +384
Jul12 111108 3501.5 3527.5 3492.5 3527.5 +33.4 130 3,209 +41
Sep12 111108 3529.6 3529.6 3529.6 3529.6 +33.6 97 1,501 +15
Dec12 111108 3493.5 3547.5 3492.5 3531.7 +33.6 2,000 12,651 +438
Mar13 111108 3526.2 3526.2 3526.2 3526.2 +33.1 0 797 +0
Total Volume and Open Interest 38,890 108,798 +1,437
Platinum(NYMEX)
Jan12 111108 1661.1 1676.2 1646.8 1673.1 +15.1 3,552 34,603 -292
Apr12 111108 1655.5 1676.2 1652.6 1676.2 +14.9 104 3,397 +90
Jul12 111108 1681.0 1681.0 1670.7 1679.6 +14.9 0 94 +0
Oct12 111108 1683.1 1683.5 1677.0 1683.1 +14.9 0 49 +0
Total Volume and Open Interest 3,666 38,155 -192
Palladium(NYMEX)
Dec11 111108 658.45 679.65 657.10 677.25 +15.35 2,883 16,824 -820
Mar12 111108 20.59 23.74 17.74 23.74 +15.40 674 2,351 +559
Jun12 111108 24.89 24.89 24.89 24.89 +15.40 0 5 -1
Total Volume and Open Interest 3,557 19,180 -262
Copper(CMX)
Dec11 111108 358.20 359.00 350.55 353.30 -0.25 37,025 59,993 -1,114
Mar12 111108 359.65 360.45 353.00 355.35 -0.25 6,461 38,168 +315
May12 111108 360.25 360.50 356.30 356.45 -0.20 1,213 11,245 +59
Jul12 111108 359.80 359.80 356.90 357.25 -0.20 326 4,467 +145
Sep12 111108 357.15 357.55 357.15 357.55 -0.20 166 1,893 -3
Total Volume and Open Interest 46,456 126,861 +25
DJIA Index(CBOT)
Dec11 111108 12039 12135 11944 12123 +116 1,213 15,394 -1,062
Mar12 111108 11952 12053 11952 12053 +116 202 400 +200
Jun12 111108 11986 11986 11870 11986 +116 202 400 +200
Sep12 111108 11923 11923 11807 11923 +116      
Total Volume and Open Interest 1,617 16,194 -662
E-mini DJIA Index(CBOT)
Dec11 111108 12005 12144 11940 12123 +116 114,787 84,035 +450
Mar12 111108 11963 12060 11910 12053 +116 16 166 -1
Jun12 111108 11887 11986 11887 11986 +116 0 5 +0
Sep12 111108 11923 11923 11923 11923 +116 0 13 +0
Total Volume and Open Interest 114,803 84,219 +449
S & P 500(CME)
Dec11 111108 1257.00 1275.00 1248.80 1273.20 +15.70 18,985 282,511 -227
Mar12 111108 1250.50 1268.50 1245.50 1267.20 +15.70 148 12,209 +140
Jun12 111108 1262.00 1263.30 1240.30 1262.00 +15.70 0 1,397 +0
Sep12 111108 1256.00 1257.30 1234.30 1256.00 +15.70 1 2 -1
Total Volume and Open Interest 19,134 296,229 -88
S & P 500 E-Mini(Globex)
Dec11 111108 1257.50 1275.25 1248.50 1273.25 +15.75 2,243,027 2,832,228 +33,226
Mar12 111108 1251.00 1268.75 1243.25 1267.25 +15.75 2,226 15,846 +1,026
Total Volume and Open Interest 2,245,259 2,848,366 +34,252
NASDAQ 100(CME)
Dec11 111108 2377.50 2400.00 2355.50 2394.50 +24.70 1,113 30,682 -625
Mar12 111108 2390.00 2392.00 2360.00 2390.00 +24.70      
Jun12 111108 2387.00 2389.00 2387.00 2387.00 +24.70      
Total Volume and Open Interest 1,113 30,682 -625
NASDAQ 100 E-Mini(Globex)
Dec11 111108 2369.00 2399.50 2355.30 2394.50 +24.70 235,043 335,366 +1,393
Mar12 111108 2367.50 2394.30 2361.00 2390.00 +24.70 16 336 -3
Total Volume and Open Interest 235,059 335,715 +1,390
S & P Midcap 400(CME)
Dec11 111108 906.10 907.50 886.00 906.10 +9.40 1 5,657 -1
Mar12 111108 904.10 905.20 904.10 904.10 +9.40      
Jun12 111108 902.10 903.20 902.10 902.10 +9.40      
Total Volume and Open Interest 1 5,657 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111108 8790 8795 8650 8770 -20 4,857 29,039 +234
Mar12 111108 8700 8795 8700 8775 -20 1 19 -1
Total Volume and Open Interest 4,858 29,058 +233
Nikkei 225(SGX)
Dec11 111108 8745 8780 8645 8660 -110 77,028 225,887 +2,563
Mar12 111108 8690 8740 8650 8650 -110 188 8,326 +263
Jun12 111108 8575 8575 8575 8575 -110 0 18 +0
Total Volume and Open Interest 78,036 243,336 +4,211
CAC 40(EURONEXT)
Nov11 111108 3113.5 3195.5 3095.0 3138.0 +39.0 111,572 248,692 -2,646
Dec11 111108 3114.5 3192.5 3097.5 3135.5 +39.5 387 35,253 +93
Jan12 111108 3133.0 3133.0 3133.0 3133.0 +38.5      
Total Volume and Open Interest 111,959 283,953 -2,553
Hang Seng Index(HKFE)
Nov11 111108 19747 19911 19603 19797 +201 95,627 84,846 -95
Dec11 111108 19712 19895 19592 19788 +209 1,299 10,749 -42
Total Volume and Open Interest 97,033 97,483 -139
DAX(EUREX)
Dec11 111108 5955.0 6093.5 5937.5 5974.5 +46.0 186,410 153,608 -2,876
Mar12 111108 5987.0 6102.0 5952.0 5987.0 +46.0 319 7,817 -17
Jun12 111108 5983.0 6125.0 5983.0 6006.5 +47.5 27 1,100 +13
Total Volume and Open Interest 186,756 162,525 -2,880
FT-SE 100(EURONEXT)
Dec11 111108 5540.00 5641.00 5500.50 5564.00 +68.00 122,113 619,431 -3,470
Mar12 111108 5524.50 5564.50 5524.50 5528.50 +67.50 37 1,884 +7
Jun12 111108 5484.50 5495.50 5484.50 5495.50 +72.00 0 430 +0
Total Volume and Open Interest 122,150 621,745 -3,463
SPI 200(SFE)
Dec11 111108 4279.0 4308.0 4224.0 4282.0 unch 30,925 210,389 +3,048
Mar12 111108 4218.0 4263.0 4218.0 4263.0 -1.0 18 2,623 +15
Jun12 111108 4275.0 4275.0 4275.0 4275.0 unch 18 1,281 +17
Total Volume and Open Interest 31,500 217,653 +3,574
GSCI(CME)
Nov11 111108 665.00 667.50 661.25 665.00 +6.00 157 7,876 +40
Dec11 111108 666.00 668.50 662.25 666.10 +5.95 2 79 +0
Jan12 111108 665.00 666.00 665.00 665.00 +6.00      
Total Volume and Open Interest 159 7,955 +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.
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