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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 14, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov11 111114 1171.25 1180.00 1168.75 1172.00 +6.00 2,435 1,352 -705
Jan12 111114 1178.00 1193.00 1177.00 1178.25 +2.75 96,644 243,311 +4,120
Mar12 111114 1189.50 1203.25 1187.50 1188.75 +3.00 25,127 85,054 -246
May12 111114 1197.25 1213.75 1197.25 1199.00 +3.00 19,474 76,111 +1,112
Jul12 111114 1208.50 1221.00 1207.00 1207.75 +2.50 11,411 56,230 +1,523
Aug12 111114 1214.25 1214.25 1202.75 1204.25 +1.50 218 623 -6
Sep12 111114 1208.25 1208.25 1195.50 1196.50 +1.00 53 418 -8
Total Volume and Open Interest 159,051 525,211 +5,829
Soybean Meal(CBOT)
Dec11 111114 299.20 302.70 299.00 299.20 -0.30 45,172 69,341 -1,949
Jan12 111114 301.60 304.80 301.00 301.30 -0.30 21,835 38,489 +3,125
Mar12 111114 304.50 307.90 304.10 304.40 -0.40 7,515 29,615 +1,218
May12 111114 307.60 310.60 307.30 307.50 -0.10 5,138 24,896 +1,068
Jul12 111114 311.50 314.90 311.10 311.20 -0.30 4,068 19,056 +833
Aug12 111114 312.00 315.10 311.90 311.90 -0.30 256 3,835 +97
Sep12 111114 313.80 315.10 311.30 311.30 -0.40 336 4,143 +97
Oct12 111114 309.90 311.40 307.30 307.30 -0.90 247 2,754 +148
Total Volume and Open Interest 85,984 207,316 +5,069
Soybean Oil(CBOT)
Dec11 111114 51.03 51.59 50.96 51.22 +0.24 58,822 92,281 -1,044
Jan12 111114 51.24 51.82 51.17 51.43 +0.23 22,900 74,807 +3,570
Mar12 111114 51.56 52.12 51.51 51.76 +0.24 9,481 50,786 -30
May12 111114 51.94 52.47 51.87 52.12 +0.23 5,879 34,135 +823
Jul12 111114 52.26 52.74 52.18 52.44 +0.22 2,747 24,276 +263
Aug12 111114 52.30 52.60 52.28 52.52 +0.20 115 3,429 +15
Sep12 111114 52.67 52.68 52.40 52.58 +0.18 69 3,588 +0
Oct12 111114 52.78 52.78 52.34 52.50 +0.16 171 3,777 +78
Total Volume and Open Interest 100,836 300,413 +3,736
Canola(WCE)
Nov11 111114 517.9 517.9 517.9 517.9 +4.4      
Jan12 111114 519.5 523.5 518.0 519.9 +4.4 6,630 107,261 +484
Mar12 111114 526.2 529.5 526.0 527.0 +4.8 2,084 26,038 +575
May12 111114 532.3 533.5 530.8 531.4 +5.0 364 14,322 +66
Jul12 111114 538.9 539.5 535.8 537.4 +4.9 1,394 6,864 +1,005
Total Volume and Open Interest 11,410 167,618 +2,910
Corn(CBOT)
Dec11 111114 638.00 644.75 630.25 633.50 -5.00 243,308 391,543 -16,142
Mar12 111114 647.50 654.00 639.25 643.25 -4.50 137,985 421,620 +26,216
May12 111114 654.50 661.00 646.00 649.25 -5.25 29,294 119,497 +3,544
Jul12 111114 656.25 663.50 648.25 651.25 -5.00 31,316 135,361 +951
Sep12 111114 603.00 607.25 599.25 600.00 -3.25 3,441 32,920 +1,028
Dec12 111114 574.00 579.50 571.25 573.00 -1.00 21,061 161,198 -1,873
Total Volume and Open Interest 467,726 1,310,792 +14,316
Wheat(CBOT)
Dec11 111114 616.75 622.00 610.25 615.75 -1.00 82,025 124,023 -6,964
Mar12 111114 645.00 650.00 635.00 638.25 -7.75 50,096 132,189 +9,226
May12 111114 666.75 670.00 654.75 657.50 -9.25 13,087 52,560 +1,500
Jul12 111114 679.75 684.25 669.50 672.50 -8.50 10,812 65,363 +680
Sep12 111114 705.00 705.00 693.00 695.00 -9.50 1,750 11,855 +116
Total Volume and Open Interest 163,295 429,187 +5,281
Wheat(KCBT)
Dec11 111114 703.25 707.25 690.00 692.00 -12.00 10,920 40,531 -2,195
Mar12 111114 717.00 718.75 701.25 703.50 -12.00 8,651 59,384 +497
May12 111114 725.50 727.00 710.50 712.50 -12.50 1,727 11,145 +233
Jul12 111114 734.75 735.50 719.25 721.50 -11.00 2,633 34,906 +378
Sep12 111114 743.50 745.00 734.00 735.50 -10.50 150 3,669 +40
Total Volume and Open Interest 24,384 154,052 -1,028
Wheat(MGE)
Dec11 111114 936.50 941.00 927.00 927.50 -6.75 682 8,841 -267
Mar12 111114 880.00 884.00 875.00 875.25 -4.75 2,421 18,762 -377
May12 111114 851.25 856.25 849.00 849.00 -6.25 822 6,063 +146
Jul12 111114 840.00 840.00 830.25 831.75 -6.25 447 8,050 +14
Sep12 111114 812.75 816.25 808.50 811.00 -5.25 238 3,249 +0
Total Volume and Open Interest 4,837 48,028 -448
Oats(CBOT)
Dec11 111114 320.75 322.50 318.50 319.00 -2.50 678 6,672 -113
Mar12 111114 327.50 328.00 324.00 325.00 -2.50 612 9,509 +338
May12 111114 331.00 333.75 331.00 331.00 -2.75 44 1,242 +26
Jul12 111114 337.00 339.50 337.00 337.00 -2.50 0 25 +0
Total Volume and Open Interest 1,334 17,570 +251
Rough Rice(CBOT)
Nov11 111114 15.05 15.05 15.01 15.05 +0.05 4 14 -23
Jan12 111114 15.22 15.47 15.21 15.22 unch 1,508 11,386 +159
Mar12 111114 15.74 15.74 15.51 15.52 unch 533 4,351 +236
May12 111114 16.03 16.07 15.81 15.81 0.00 181 702 -75
Total Volume and Open Interest 2,300 17,063 +288
Live Cattle(CME)
Dec11 111114 120.980 121.150 119.830 120.100 -0.450 36,161 85,609 -9,864
Feb12 111114 123.035 123.180 122.135 122.230 -0.500 29,860 111,321 +7,324
Apr12 111114 127.200 127.200 126.330 126.480 -0.320 8,336 79,853 +1,472
Jun12 111114 125.700 125.830 125.080 125.600 +0.150 3,621 36,647 +355
Aug12 111114 125.500 125.785 124.885 125.600 +0.100 838 7,648 -96
Oct12 111114 128.200 128.200 127.450 127.800 -0.300 342 4,355 -50
Total Volume and Open Interest 79,304 327,523 -760
Feeder Cattle(CME)
Nov11 111114 142.750 142.825 142.300 142.535 +0.385 733 3,981 -164
Jan12 111114 146.000 146.380 145.630 145.800 +0.115 2,638 15,861 +43
Mar12 111114 146.880 147.380 146.575 146.935 +0.305 731 6,027 -50
Apr12 111114 148.250 148.600 147.735 148.000 +0.265 450 2,155 +47
May12 111114 148.985 148.985 148.235 148.450 +0.050 261 2,595 +24
Aug12 111114 149.600 150.000 149.300 149.850 +0.250 231 2,504 +125
Sep12 111114 150.050 150.100 149.650 150.100 -0.135 45 275 +28
Total Volume and Open Interest 5,105 33,437 +65
Lean Hogs(CME)
Dec11 111114 86.600 87.350 86.200 86.580 +0.130 30,693 53,048 -6,785
Feb12 111114 88.000 89.450 87.785 88.900 +1.150 25,244 75,822 +1,517
Apr12 111114 91.050 92.080 90.930 91.580 +0.530 10,168 56,909 +1,324
May12 111114 96.350 97.200 96.350 97.200 +0.400 81 1,940 +8
Jun12 111114 98.200 98.885 97.800 98.580 +0.430 4,549 33,468 -932
Jul12 111114 97.480 97.830 97.000 97.650 +0.170 642 8,747 +40
Aug12 111114 96.580 97.300 96.400 96.930 +0.350 806 11,095 +4
Oct12 111114 86.000 86.500 85.850 86.450 +0.350 724 4,934 +181
Total Volume and Open Interest 73,046 247,807 -4,584
Class III Milk(CME)
Nov11 111114 19.00 19.14 19.00 19.13 +0.13 189 5,331 -31
Dec11 111114 18.75 19.40 18.10 19.32 +0.57 230 6,111 -19
Jan12 111114 17.55 17.77 17.55 17.73 +0.21 108 3,396 +43
Feb12 111114 16.85 17.00 16.82 16.91 +0.09 20 2,581 +9
Mar12 111114 16.59 16.60 16.53 16.57 +0.04 25 2,249 +15
Total Volume and Open Interest 630 30,590 +45
Cocoa(ICE)
Dec11 111114 2500 2521 2405 2444 -45 12,535 13,820 -6,040
Mar12 111114 2581 2585 2515 2555 -4 20,232 79,751 -855
May12 111114 2588 2591 2529 2568 -2 2,681 28,101 +234
Jul12 111114 2585 2595 2546 2583 -2 1,135 13,062 +637
Sep12 111114 2617 2617 2562 2595 -2 238 11,993 +72
Dec12 111114 2632 2632 2583 2607 -5 88 12,443 +29
Mar13 111114 2620 2621 2585 2619 -5 111 3,318 +37
Total Volume and Open Interest 37,179 165,089 -5,892
Coffee "C"(ICE)
Dec11 111114 237.30 238.35 228.10 230.95 -3.00 10,161 36,643 -1,537
Mar12 111114 239.00 241.50 231.00 234.15 -3.15 7,449 47,111 +2,600
May12 111114 242.00 243.25 233.50 236.30 -3.05 1,556 18,320 +298
Jul12 111114 245.00 245.05 235.25 238.15 -3.05 619 5,208 +386
Sep12 111114 245.55 245.55 235.95 238.85 -3.05 109 5,290 +38
Dec12 111114 245.75 245.75 239.40 239.40 -3.05 54 2,775 +66
Total Volume and Open Interest 19,964 116,432 +1,846
Orange Juice(ICE)
Jan12 111114 169.60 169.80 167.70 168.05 -1.55 667 19,801 -145
Mar12 111114 164.30 165.20 164.00 164.35 -1.60 193 4,684 +51
May12 111114 164.30 164.80 163.60 163.60 -1.20 8 1,656 +0
Jul12 111114 165.15 165.25 164.15 164.15 -1.20 0 329 -1
Sep12 111114 163.55 163.55 163.55 163.55 -1.20 0 53 +0
Nov12 111114 163.25 163.25 163.25 163.25 -1.20 0 8 +0
Total Volume and Open Interest 868 26,537 -95
Sugar #11(ICE)
Mar12 111114 25.26 25.45 24.70 24.75 -0.25 23,848 222,377 -2,248
May12 111114 24.50 24.80 24.10 24.13 -0.26 7,557 79,613 +104
Jul12 111114 24.25 24.38 23.75 23.79 -0.23 5,800 79,183 +772
Oct12 111114 24.07 24.25 23.65 23.69 -0.26 2,156 44,737 +149
Mar13 111114 24.50 24.50 23.90 23.95 -0.29 1,350 30,868 +373
Total Volume and Open Interest 41,316 490,740 -364
London Cocoa(LCE)
Dec11 111114 1584 1599 1557 1576 +1 4,971 75,570 -656
Mar12 111114 1608 1619 1577 1599 +3 8,537 56,736 +422
May12 111114 1622 1633 1594 1614 +4 3,060 18,494 -240
Jul12 111114 1646 1649 1610 1629 +4 2,347 20,129 +393
Sep12 111114 1651 1661 1623 1641 +3 988 15,345 +180
Dec12 111114 1671 1671 1635 1654 +3 199 12,356 +101
Mar13 111114 1673 1673 1655 1667 +3 42 3,024 +35
Total Volume and Open Interest 20,144 202,561 +235
London Sugar(LCE)
Mar12 111114 651.60 651.60 637.10 639.50 -0.10 4,263 21,829 +1,031
May12 111114 636.90 637.90 626.80 628.80 +0.30 569 7,379 +57
Aug12 111114 633.20 633.70 619.70 621.60 +0.60 256 5,137 +54
Oct12 111114 630.10 630.70 616.80 617.70 -0.60 99 2,720 +16
Dec12 111114 625.90 626.90 621.50 622.30 -1.30 51 1,005 +26
Total Volume and Open Interest 8,645 48,531 -507
Cotton(ICE)
Dec11 111114 99.88 100.90 97.79 100.79 +1.55 25,569 53,143 -11,293
Mar12 111114 98.02 98.12 96.10 96.62 -1.42 16,779 72,083 +3,149
May12 111114 98.30 98.30 96.70 97.23 -1.23 2,467 13,723 +444
Jul12 111114 98.00 98.00 96.85 97.30 -0.88 2,477 15,324 +799
Oct12 111114 98.05 98.14 98.05 98.14 -0.62 2 82 +0
Dec12 111114 95.33 95.90 95.00 95.36 -0.37 461 6,372 +47
Total Volume and Open Interest 48,073 161,917 -6,755
Lumber(CME)
Nov11 111114 220.2 224.8 217.2 217.5 -2.5 126 358 -111
Jan12 111114 228.4 229.5 225.7 226.8 -2.2 413 7,031 +10
Mar12 111114 247.2 247.2 242.9 243.8 -3.2 41 1,894 -6
May12 111114 256.5 258.0 256.5 256.5 -1.5 5 206 +4
Total Volume and Open Interest 585 9,592 -103
Crude Oil(NYM)
Dec11 111114 99.30 99.69 97.19 98.14 -0.85 347,730 201,927 -21,810
Jan12 111114 99.06 99.57 97.22 98.22 -0.67 119,116 279,702 +16,393
Feb12 111114 99.09 99.30 97.18 98.15 -0.59 35,806 78,495 +956
Mar12 111114 98.74 98.78 97.06 98.10 -0.53 30,424 79,476 +2,824
Apr12 111114 98.50 98.50 96.92 97.99 -0.50 15,240 34,728 +1,619
May12 111114 98.03 98.23 96.87 97.84 -0.49 13,113 34,485 +1,954
Jun12 111114 98.15 98.23 96.49 97.63 -0.49 31,722 82,665 +3,725
Jul12 111114 97.82 97.82 96.44 97.42 -0.47 5,240 31,416 -127
Aug12 111114 97.63 97.63 96.20 97.19 -0.44 3,526 21,156 +249
Sep12 111114 95.75 96.98 95.75 96.95 -0.41 3,871 23,065 +153
Oct12 111114 96.74 96.74 96.74 96.74 -0.37 3,049 24,453 +600
Nov12 111114 96.58 96.58 96.58 96.58 -0.33 2,612 24,212 -231
Dec12 111114 96.73 96.80 95.07 96.44 -0.28 31,320 161,986 +1,431
Jan13 111114 96.17 96.17 96.17 96.17 -0.24 756 28,185 +190
Feb13 111114 95.87 95.87 95.87 95.87 -0.20 474 10,937 -277
Mar13 111114 95.62 95.62 95.62 95.62 -0.16 211 8,949 -93
Total Volume and Open Interest 662,554 1,389,317 +6,862
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111114 99.150 99.675 97.125 98.150 -0.850 11,636 2,991 +192
Jan12 111114 99.175 99.575 97.250 98.225 -0.675 452 562 +51
Feb12 111114 98.675 98.850 97.200 98.150 -0.600 37 106 -5
Mar12 111114 98.350 98.350 97.375 98.100 -0.525 7 63 -1
Apr12 111114 97.200 98.000 97.200 98.000 -0.500 2 25 +1
May12 111114 97.850 97.850 97.850 97.850 -0.475 0 7 +0
Jun12 111114 96.700 97.625 96.700 97.625 -0.500 2 16 +2
Jul12 111114 97.425 97.425 97.425 97.425 -0.475 0 4 +0
Aug12 111114 97.200 97.200 97.200 97.200 -0.425 0 1 +0
Total Volume and Open Interest 12,136 4,004 +240
Heating Oil(NYM)
Dec11 111114 318.62 320.04 315.64 316.22 -0.94 69,303 76,870 -5,754
Jan12 111114 318.85 319.56 315.62 316.20 -0.62 50,074 65,979 +2,822
Feb12 111114 317.20 317.78 314.40 314.84 -0.42 24,916 31,755 +397
Mar12 111114 315.24 316.02 312.40 312.97 -0.28 16,080 27,436 +1,594
Apr12 111114 310.20 311.91 309.40 309.82 -0.26 7,668 16,821 +1,350
May12 111114 309.00 309.27 306.34 306.67 -0.30 3,210 11,655 +551
Jun12 111114 307.50 307.70 303.77 304.75 -0.24 10,800 31,363 +395
Jul12 111114 307.01 307.20 303.50 304.33 -0.18 1,179 7,743 -363
Aug12 111114 306.28 306.28 303.86 304.22 -0.11 1,307 3,918 +11
Sep12 111114 306.33 306.33 303.72 304.35 +0.02 1,375 5,288 +393
Oct12 111114 304.10 304.85 304.10 304.85 +0.09 624 2,182 +205
Nov12 111114 305.47 305.47 305.47 305.47 +0.11 176 1,345 -24
Total Volume and Open Interest 188,299 301,024 +1,616
Gasoline(NYMEX)
Dec11 111114 260.55 261.50 249.40 253.53 -6.85 57,858 73,599 -3,926
Jan12 111114 260.70 262.00 250.70 254.24 -6.46 41,693 72,347 +6,217
Feb12 111114 260.21 263.19 252.50 255.62 -6.11 21,958 26,408 +179
Mar12 111114 263.55 264.49 254.73 257.50 -5.91 14,582 27,704 +1,144
Apr12 111114 278.60 279.55 270.27 272.86 -5.28 10,582 27,069 +1,520
May12 111114 277.77 279.75 270.90 273.06 -4.91 5,892 13,728 +710
Jun12 111114 276.97 277.85 268.92 271.60 -4.72 6,684 20,965 -451
Jul12 111114 270.17 270.69 268.66 269.60 -4.56 1,196 5,817 -50
Aug12 111114 271.10 271.10 264.83 267.44 -4.51 796 5,409 +6
Sep12 111114 264.98 264.98 264.98 264.98 -4.59 927 6,495 +58
Total Volume and Open Interest 164,957 299,297 +5,694
e-miNY RBOB Gasoline(NYM)
Dec11 111114 253.50 253.53 253.50 253.50 -6.90      
Jan12 111114 254.20 254.24 254.20 254.20 -6.50 0 1 +0
Feb12 111114 255.60 255.62 255.60 255.60 -6.10 0 1 +0
Mar12 111114 257.50 257.50 257.50 257.50 -5.90      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111114 3.540 3.553 3.441 3.458 -0.126 101,705 119,971 -6,716
Jan12 111114 3.650 3.664 3.583 3.600 -0.096 46,419 261,141 +3,996
Feb12 111114 3.675 3.678 3.602 3.618 -0.096 13,717 77,397 -330
Mar12 111114 3.644 3.663 3.595 3.604 -0.086 20,213 98,777 -3,333
Apr12 111114 3.661 3.668 3.607 3.619 -0.079 19,596 98,723 +2,408
May12 111114 3.696 3.710 3.661 3.665 -0.074 6,597 38,175 +1,626
Jun12 111114 3.750 3.751 3.702 3.710 -0.071 2,745 18,720 +56
Jul12 111114 3.772 3.790 3.750 3.758 -0.069 2,196 17,577 +164
Aug12 111114 3.800 3.816 3.780 3.785 -0.069 1,086 13,598 +550
Sep12 111114 3.818 3.818 3.779 3.787 -0.068 1,534 10,563 +244
Oct12 111114 3.835 3.856 3.811 3.824 -0.066 9,007 57,299 +2,137
Nov12 111114 3.980 3.990 3.947 3.960 -0.060 3,247 19,393 +1,014
Dec12 111114 4.221 4.258 4.215 4.229 -0.055 1,976 20,553 +729
Jan13 111114 4.345 4.376 4.340 4.353 -0.047 4,709 31,382 +983
Feb13 111114 4.339 4.362 4.339 4.342 -0.047 111 5,620 +36
Mar13 111114 4.320 4.320 4.284 4.297 -0.044 929 13,497 +87
Total Volume and Open Interest 239,114 977,647 +2,339
Brent Crude Oil(ICE)
Dec11 111114 114.63 114.83 111.32 111.89 -2.27 223,750 98,832 -22,894
Jan12 111114 113.50 113.60 110.53 111.28 -1.65 186,914 182,990 +7,215
Feb12 111114 112.61 112.84 110.03 110.77 -1.45 72,402 123,378 +7,136
Mar12 111114 112.01 112.24 109.62 110.32 -1.30 39,093 86,418 -5,479
Apr12 111114 111.89 112.03 109.27 109.98 -1.18 21,370 35,659 +1,580
May12 111114 111.49 111.49 108.92 109.68 -1.12 14,819 19,211 -79
Jun12 111114 111.30 111.30 108.60 109.37 -1.06 35,983 58,974 +784
Jul12 111114 110.61 110.63 108.46 109.06 -0.98 5,691 20,308 -36
Aug12 111114 110.20 110.23 108.13 108.69 -0.93 5,821 20,985 +1,606
Sep12 111114 108.18 108.34 108.14 108.22 -0.89 5,173 26,775 +1,181
Oct12 111114 108.49 108.49 107.78 107.78 -0.85 4,002 13,451 +11
Nov12 111114 107.36 107.36 107.36 107.36 -0.81 3,353 16,777 +930
Dec12 111114 108.09 108.35 106.11 106.90 -0.77 49,534 104,878 +1,301
Jan13 111114 106.48 106.48 106.48 106.48 -0.74 1,286 8,805 -101
Total Volume and Open Interest 695,076 977,146 -5,266
Gas Oil(ICE)
Dec11 111114 1000.00 1001.25 990.00 999.25 unch 127,550 157,753 -11,914
Jan12 111114 989.25 990.50 978.75 987.50 -0.50 101,432 97,236 +4,195
Feb12 111114 979.00 982.00 970.25 978.50 -0.75 40,444 52,238 -2,699
Mar12 111114 972.25 975.25 963.75 971.00 -1.00 23,538 36,464 -1,687
Apr12 111114 966.75 969.75 957.75 965.00 -1.00 11,485 23,012 +788
May12 111114 964.25 964.50 953.25 960.50 -0.50 6,109 22,781 +568
Jun12 111114 962.75 963.50 951.50 959.00 +0.25 17,860 52,275 -1,609
Jul12 111114 963.25 964.25 954.00 959.25 +0.25 1,538 16,162 -344
Aug12 111114 961.50 961.75 953.75 959.50 +0.75 818 11,112 -10
Sep12 111114 957.50 958.25 952.50 958.25 +0.75 704 11,816 -57
Total Volume and Open Interest 342,656 572,762 -21,958
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111114 2.655 2.656 2.641 2.652 +0.006 154 1,261 -6
Jan12 111114 2.465 2.465 2.448 2.459 -0.007 305 1,882 -3
Feb12 111114 2.373 2.374 2.365 2.371 -0.001 184 1,254 -14
Mar12 111114 2.355 2.372 2.355 2.372 -0.002 61 1,068 +22
Apr12 111114 2.383 2.383 2.383 2.383 -0.002 18 696 +12
May12 111114 2.393 2.393 2.393 2.393 -0.007 2 652 +0
Jun12 111114 2.400 2.400 2.400 2.400 -0.008 8 543 +0
Total Volume and Open Interest 1,011 11,060 +101
WTI Crude Oil(ICE)
Dec11 111114 99.45 99.67 97.19 98.14 -0.85 87,157 82,310 -4,712
Jan12 111114 99.35 99.35 97.23 98.22 -0.67 28,035 56,660 +1,249
Feb12 111114 98.75 98.75 97.13 98.15 -0.59 11,010 31,251 +110
Mar12 111114 98.27 98.31 97.32 98.10 -0.53 7,806 20,319 -38
Apr12 111114 98.47 98.47 96.92 97.99 -0.50 4,058 10,962 +581
May12 111114 98.30 98.30 96.74 97.84 -0.49 3,876 10,386 +423
Jun12 111114 98.22 98.24 96.45 97.63 -0.49 12,795 41,135 +231
Jul12 111114 96.22 97.42 96.22 97.42 -0.47 1,431 7,728 +369
Aug12 111114 95.97 97.19 95.97 97.19 -0.44 893 4,568 -42
Sep12 111114 96.95 96.95 96.95 96.95 -0.41 980 8,392 -2
Oct12 111114 96.74 96.74 96.74 96.74 -0.37 723 3,136 +196
Nov12 111114 96.58 96.58 96.58 96.58 -0.33 569 3,670 +111
Dec12 111114 96.70 96.77 95.03 96.44 -0.28 20,303 55,254 +466
Jan13 111114 96.17 96.17 96.17 96.17 -0.24 0 2,201 +0
Feb13 111114 95.87 95.87 95.87 95.87 -0.20 0 603 +0
Mar13 111114 95.62 95.62 95.62 95.62 -0.16 0 1,476 +0
Total Volume and Open Interest 190,960 436,063 -3,924
US Dollar Index(ICE)
Dec11 111114 76.975 77.840 76.925 77.753 +0.623 26,240 57,889 -92
Mar12 111114 77.400 78.168 77.400 78.168 +0.618 49 656 +41
Jun12 111114 78.607 78.607 78.607 78.607 +0.597      
Total Volume and Open Interest 26,289 58,545 -51
Australian Dollar(CME)
Dec11 111114 102.68 102.99 101.18 101.28 -1.16 145,744 141,340 -2,896
Mar12 111114 101.65 101.93 100.30 100.30 -1.21 83 712 +1
Jun12 111114 99.55 100.75 99.55 99.55 -1.20 0 19 +0
Total Volume and Open Interest 84,217 140,622 -4,468
British Pound(CME)
Dec11 111114 160.63 160.90 158.75 158.87 -1.69 115,225 149,689 -237
Mar12 111114 160.00 160.42 158.73 158.73 -1.69 196 343 +117
Jun12 111114 158.58 160.25 158.58 158.58 -1.67 0 3 +0
Total Volume and Open Interest 80,876 146,445 -3,715
Canadian Dollar(CME)
Dec11 111114 98.81 99.03 98.02 98.18 -0.51 88,243 117,383 +887
Mar12 111114 98.75 98.85 97.86 98.01 -0.51 126 3,686 -24
Jun12 111114 97.80 98.41 97.80 97.90 -0.51 40 841 +6
Sep12 111114 97.82 98.34 97.82 97.82 -0.52 8 680 +5
Total Volume and Open Interest 51,671 122,867 +1,020
Japanese Yen(CME)
Dec11 111114 129.61 130.27 129.54 129.75 +0.11 58,010 137,131 +665
Mar12 111114 130.19 130.50 129.92 130.03 +0.11 32 969 +6
Jun12 111114 130.32 130.32 130.21 130.32 +0.11 0 22 +0
Total Volume and Open Interest 55,676 140,643 +3,188
Swiss Franc(CME)
Dec11 111114 111.24 111.64 110.01 110.17 -0.85 22,869 27,522 +1,301
Mar12 111114 111.47 111.47 110.40 110.40 -0.85 7 639 +1
Jun12 111114 110.74 111.57 110.74 110.74 -0.83 0 5 +0
Total Volume and Open Interest 16,594 28,393 +1,525
EuroFX(CME)
Dec11 111114 137.75 137.94 135.90 136.11 -1.37 340,140 244,439 +1,971
Mar12 111114 137.89 137.98 136.00 136.19 -1.35 1,004 4,256 +127
Jun12 111114 137.62 137.62 136.05 136.28 -1.34 25 901 +18
Total Volume and Open Interest 237,313 243,922 -3,573
Mexican Peso(CME)
Nov11 111114 740.0 743.8 740.0 740.0 -3.8      
Dec11 111114 741.0 742.0 734.5 736.2 -5.8 24,676 95,289 -249
Total Volume and Open Interest 36,701 104,099 +1,173
Brazilian Real(CME)
Dec11 111114 564.00 564.00 562.60 564.00 -6.20 111 4,550 -101
Jan12 111114 560.60 560.60 560.60 560.60 -6.20 0 10,149 +0
Feb12 111114 557.15 557.15 557.15 557.15 -6.20      
Mar12 111114 553.75 553.75 553.75 553.75 -6.20      
Total Volume and Open Interest 83 29,944 -182
30-Year T-Bonds(CBOT)
Dec11 111114 140~170 142~020 140~020 141~250 +1~110 407,516 624,222 +727
Mar12 111114 139~260 141~190 139~240 141~130 +1~130 2,033 8,971 +568
Jun12 111114 140~070 140~070 138~260 140~070 +1~130 0 4 +0
Total Volume and Open Interest 42,574 630,033 -1,869
10-Year T-Notes(CBOT)
Dec11 111114 129~250 130~190 129~195 130~145 +0~215 1,104,435 1,466,386 -12,465
Mar12 111114 128~310 129~255 128~310 129~225 +0~225 6,321 28,695 +3,821
Jun12 111114 128~225 128~225 128~000 128~225 +0~225      
Total Volume and Open Interest 160,077 1,491,507 -12,218
5-Year T-Notes(CBOT)
Dec11 111114 122~105 123~021 122~095 123~010 +0~038 549,938 1,250,297 -21,741
Mar12 111114 122~084 122~100 122~049 122~091 +0~042 6,418 15,425 +1,813
Jun12 111114 121~115 121~115 121~073 121~115 +0~042      
Total Volume and Open Interest 64,325 1,260,115 -25,535
2 Year T-Notes(CBOT)
Dec11 111114 110~022 110~030 110~021 110~028 +0~006 155,137 754,223 -21
Mar12 111114 110~030 110~032 110~024 110~031 +0~007 4,829 12,576 -1,246
Jun12 111114 109~127 109~127 109~116 109~127 +0~011      
Total Volume and Open Interest 32,535 765,002 -3,064
Eurodollars(CME)
Dec11 111114 99.425 99.440 99.408 99.412 -0.007 324,360 1,022,176 +9,398
Mar12 111114 99.320 99.350 99.295 99.300 -0.020 305,761 943,640 +1,621
Jun12 111114 99.290 99.335 99.280 99.285 -0.005 294,075 1,115,924 +24,295
Sep12 111114 99.265 99.320 99.260 99.270 +0.010 268,005 758,061 +5,128
Dec12 111114 99.245 99.310 99.240 99.260 +0.015 233,370 783,891 +8,461
Mar13 111114 99.245 99.315 99.240 99.260 +0.015 180,553 858,678 -15,720
Jun13 111114 99.210 99.285 99.210 99.235 +0.015 157,854 571,889 -1,289
Sep13 111114 99.155 99.230 99.155 99.185 +0.020 151,227 479,081 -6,811
Dec13 111114 99.055 99.115 99.040 99.080 +0.025 135,695 472,573 -1,225
Mar14 111114 98.910 98.980 98.900 98.950 +0.030 94,100 321,675 -1,620
Jun14 111114 98.735 98.805 98.725 98.780 +0.035 82,113 282,028 +2,724
Sep14 111114 98.545 98.620 98.540 98.600 +0.040 81,696 184,398 +480
Dec14 111114 98.345 98.430 98.345 98.410 +0.045 118,017 186,752 +2,428
Mar15 111114 98.170 98.265 98.165 98.235 +0.055 54,062 120,618 -650
Jun15 111114 6.235 6.340 6.235 6.310 +0.060 52,852 111,757 +1,552
Sep15 111114 6.065 6.165 6.060 6.130 +0.060 38,348 84,194 -4,004
Dec15 111114 5.880 5.975 5.865 5.945 +0.060 21,715 54,664 -1,557
Mar16 111114 5.715 5.825 5.705 5.795 +0.060 18,431 53,030 -1,196
Total Volume and Open Interest 699,084 8,654,345 +32,871
30 Day Federal Funds(CBOT)
Nov11 111114 99.915 99.918 99.915 99.918 unch 1,846 65,305 +179
Dec11 111114 99.920 99.920 99.915 99.920 unch 4,295 61,468 +40
Jan12 111114 99.910 99.915 99.910 99.910 unch 1,017 55,932 -382
Feb12 111114 99.905 99.910 99.905 99.905 unch 187 43,925 +122
Mar12 111114 99.900 99.905 99.900 99.900 unch 1,303 31,322 -223
Apr12 111114 99.900 99.905 99.895 99.900 unch 776 35,270 +212
Total Volume and Open Interest 3,291 594,169 +6,445
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111114 99.675 99.675 99.675 99.675 unch 0 328 +45
Mar12 111114 99.673 99.673 99.673 99.673 unch 0 300 +0
Jun12 111114 99.675 99.675 99.675 99.675 unch      
Sep12 111114 99.673 99.673 99.673 99.673 unch      
Dec12 111114 99.670 99.670 99.670 99.670 unch      
Mar13 111114 99.670 99.670 99.670 99.670 unch      
Jun13 111114 99.625 99.625 99.625 99.625 unch      
Sep13 111114 99.485 99.485 99.485 99.485 unch      
Dec13 111114 99.345 99.345 99.345 99.345 unch      
Mar14 111114 99.205 99.205 99.205 99.205 unch      
Total Volume and Open Interest 0 628 +45
3-Mth Euro-Yen(SGX)
Dec11 111114 99.68 99.68 99.68 99.68 unch 100 2,534 +45
Mar12 111114 99.67 99.67 99.67 99.67 unch 0 2,178 +0
Jun12 111114 99.68 99.68 99.68 99.68 unch 0 1,470 +0
Sep12 111114 99.67 99.67 99.67 99.67 unch 0 710 +0
Dec12 111114 99.67 99.67 99.67 99.67 unch 0 151 +0
Mar13 111114 99.67 99.67 99.67 99.67 unch 0 1 +0
Jun13 111114 99.62 99.62 99.62 99.62 unch      
Sep13 111114 99.49 99.49 99.49 99.49 unch      
Total Volume and Open Interest 100 7,046 +45
Japanese Gov't Bonds(SGX)
Dec11 111114 142.83 142.88 142.69 142.85 -0.03 3,071 22,892 +1,662
Mar12 111114 142.27 142.27 142.27 142.27 -0.03 3 35 -3
Jun12 111114 140.18 140.18 140.18 140.18 -0.03      
Total Volume and Open Interest 3,074 22,927 +1,659
Euro-Bund(EUREX)
Dec11 111114 137.28 138.70 137.03 138.26 +1.00 862,383 873,755 -907
Mar12 111114 137.33 138.88 137.29 138.48 +1.04 3,355 10,000 +2,810
Jun12 111114 138.06 138.06 138.06 138.06 +1.00 93 18 +0
Total Volume and Open Interest 865,831 883,773 +1,903
Euro-Bobl(EUREX)
Dec11 111114 123.19 123.90 123.10 123.65 +0.47 473,820 728,094 +5,790
Mar12 111114 123.57 124.21 123.53 124.00 +0.51 1,456 21,845 +696
Jun12 111114 123.80 123.80 123.80 123.80 +0.47      
Total Volume and Open Interest 475,276 749,939 +6,486
3-Mth Euribor(EUREX)
Dec11 111114 98.735 98.735 98.735 98.735 +0.045 8 1,868 +4
Mar12 111114 98.925 98.925 98.925 98.925 +0.050 6 2,120 +4
Jun12 111114 98.975 98.975 98.975 98.975 +0.045 7 1,063 +2
Total Volume and Open Interest 39 8,507 +16
Long Gilt(LIFFE)
Dec11 111114 130~07 131~05 130~02 130~28 +0~30 117,346 297,945 -6,107
Mar12 111114 114~02 114~29 113~29 114~20 +0~30 884 17,911 -29
Total Volume and Open Interest 118,230 315,856 -6,136
3-Mth Short Sterling(LIFFE)
Dec11 111114 98.87 98.90 98.87 98.88 +0.02 48,297 354,626 +741
Mar12 111114 98.77 98.80 98.76 98.78 +0.02 63,632 367,345 -2,344
Jun12 111114 98.74 98.78 98.73 98.76 +0.03 55,930 221,547 -6,538
Sep12 111114 98.73 98.77 98.71 98.75 +0.04 52,333 232,990 -1,826
Dec12 111114 98.68 98.74 98.66 98.71 +0.04 43,194 206,369 -1,523
Mar13 111114 98.67 98.73 98.65 98.70 +0.05 41,038 205,403 -1,394
Total Volume and Open Interest 400,102 2,097,206 -5,430
3-Mth Euribor(LIFFE)
Dec11 111114 98.695 98.745 98.695 98.735 +0.045 168,129 742,602 -3,954
Mar12 111114 98.875 98.945 98.875 98.925 +0.050 117,833 523,242 +4,609
Jun12 111114 98.930 99.005 98.930 98.975 +0.045 80,225 364,938 -186
Total Volume and Open Interest 811,661 3,526,356 +5,444
3-Mth Aus T-Bills(SFE)
Dec11 111114 95.59 95.59 95.51 95.53 -0.07 16,030 201,214 -17,176
Mar12 111114 96.28 96.32 96.17 96.22 -0.06 17,664 184,902 -4,812
Jun12 111114 96.54 96.57 96.41 96.47 -0.08 15,311 134,224 +49
Sep12 111114 96.55 96.56 96.44 96.47 -0.07 4,495 88,242 -1,016
Dec12 111114 96.42 96.42 96.32 96.34 -0.07 4,809 52,918 +672
Mar13 111114 96.22 96.22 96.18 96.19 -0.08 1,791 45,886 -49
Jun13 111114 96.13 96.14 96.04 96.06 -0.07 1,638 36,298 +452
Sep13 111114 95.94 95.96 95.94 95.96 -0.06 230 18,612 -85
Dec13 111114 95.82 95.83 95.82 95.83 -0.06 205 3,661 -231
Mar14 111114 95.71 95.72 95.70 95.72 -0.06 2 556 -6
Total Volume and Open Interest 62,175 766,588 -22,242
10-Year Aus T-Bonds(SFE)
Dec11 111114 95.83 95.86 95.76 95.77 -0.07 35,511 366,729 -2,063
Mar12 111114 95.77 95.77 95.77 95.77 -0.07      
Total Volume and Open Interest 35,511 366,729 -2,063
3-Year Aus T-Bonds(SFE)
Dec11 111114 96.55 96.57 96.44 96.47 -0.08 127,232 589,693 +16,621
Mar12 111114 96.47 96.47 96.47 96.47 -0.08      
Total Volume and Open Interest 127,232 589,693 +16,621
Gold(CMX)
Dec11 111114 1789.4 1797.6 1774.2 1778.4 -9.7 172,534 239,151 -4,561
Feb12 111114 1794.2 1799.5 1776.8 1780.9 -9.7 16,565 94,129 +4,100
Apr12 111114 1799.3 1799.8 1780.3 1783.0 -9.7 4,103 19,500 +992
Jun12 111114 1802.3 1802.3 1782.5 1784.8 -9.7 796 19,516 -89
Aug12 111114 1797.8 1804.0 1784.7 1786.6 -9.7 1,199 9,705 +532
Oct12 111114 1806.0 1806.0 1788.2 1788.8 -9.6 710 6,648 +456
Dec12 111114 1807.7 1807.7 1788.7 1791.0 -9.5 412 17,586 +158
Feb13 111114 1793.8 1793.8 1793.5 1793.5 -9.5 5 3,404 +3
Apr13 111114 1796.2 1796.2 1796.2 1796.2 -9.8 0 469 +0
Jun13 111114 1799.6 1799.6 1799.6 1799.6 -9.9 294 10,270 +168
Aug13 111114 1803.1 1803.1 1803.1 1803.1 -10.0 0 45 +0
Total Volume and Open Interest 197,487 464,683 +2,000
Silver(CMX)
Dec11 111114 3471.5 3492.0 3395.0 3402.4 -65.8 46,338 41,156 -2,802
Mar12 111114 3481.0 3495.0 3402.0 3409.2 -65.9 7,098 27,844 +964
May12 111114 3494.5 3494.5 3412.0 3412.5 -66.0 1,442 4,591 -107
Jul12 111114 3472.5 3474.0 3415.6 3415.6 -66.1 221 3,253 +85
Sep12 111114 3418.3 3418.3 3418.3 3418.3 -66.1 134 1,732 -28
Dec12 111114 3505.0 3505.0 3421.0 3421.2 -66.2 398 13,237 -322
Mar13 111114 3415.8 3415.8 3415.8 3415.8 -66.2 70 1,075 +57
Total Volume and Open Interest 56,115 107,527 -2,162
Platinum(NYMEX)
Jan12 111114 1649.1 1667.3 1639.2 1644.1 -2.6 5,174 35,540 -30
Apr12 111114 1655.6 1670.4 1643.9 1647.5 -2.7 63 3,509 +10
Jul12 111114 1651.0 1651.0 1651.0 1651.0 -2.7 5 96 +0
Oct12 111114 1654.6 1654.6 1654.6 1654.6 -2.6 0 53 +0
Total Volume and Open Interest 5,242 39,200 -20
Palladium(NYMEX)
Dec11 111114 662.00 668.40 654.80 664.30 +1.50 5,336 15,182 -975
Mar12 111114 14.04 14.04 1.64 11.14 +1.70 1,458 3,665 +563
Jun12 111114 12.29 12.29 12.29 12.29 +1.70 0 4 +0
Total Volume and Open Interest 6,794 18,851 -412
Copper(CMX)
Dec11 111114 347.40 358.55 347.10 348.80 +2.45 44,449 45,695 -2,809
Mar12 111114 352.70 360.10 349.45 350.70 +2.40 11,764 49,177 +4,484
May12 111114 354.90 360.35 351.90 351.90 +2.40 1,634 14,886 +697
Jul12 111114 352.00 360.20 352.00 352.70 +2.35 455 5,279 +254
Sep12 111114 357.65 357.65 353.05 353.05 +2.35 55 2,137 +17
Total Volume and Open Interest 58,756 128,408 +2,600
DJIA Index(CBOT)
Dec11 111114 12131 12190 12000 12060 -52 203 16,444 -1,001
Mar12 111114 11993 12043 11993 11993 -50 0 403 +0
Jun12 111114 11926 11976 11926 11926 -50 0 400 +0
Sep12 111114 11863 11913 11863 11863 -50      
Total Volume and Open Interest 203 17,247 -1,001
E-mini DJIA Index(CBOT)
Dec11 111114 12129 12203 11985 12060 -52 149,818 83,503 -280
Mar12 111114 12119 12119 11927 11993 -50 33 191 +17
Jun12 111114 11926 11926 11926 11926 -50 2 6 +1
Sep12 111114 11863 11863 11863 11863 -50 0 13 +0
Total Volume and Open Interest 149,853 83,713 -262
S & P 500(CME)
Dec11 111114 1264.00 1270.50 1243.70 1252.40 -9.20 15,870 276,851 +1,588
Mar12 111114 1248.50 1248.50 1239.30 1246.50 -9.10 472 13,806 -42
Jun12 111114 1241.50 1241.50 1234.50 1241.50 -9.00 25 1,589 -22
Sep12 111114 1235.50 1235.50 1228.50 1235.50 -9.00 0 2 +0
Total Volume and Open Interest 16,367 292,358 +1,524
S & P 500 E-Mini(Globex)
Dec11 111114 1264.25 1270.75 1243.50 1252.50 -9.00 2,584,328 2,878,090 -8,040
Mar12 111114 1257.25 1264.75 1237.75 1246.50 -9.00 7,123 26,206 +4,486
Total Volume and Open Interest 2,591,455 2,905,732 -3,554
NASDAQ 100(CME)
Dec11 111114 2366.00 2366.30 2329.00 2343.00 -7.30 1,377 29,379 -997
Mar12 111114 2338.80 2338.80 2335.80 2338.80 -7.00 0 50 +0
Jun12 111114 2335.80 2335.80 2332.80 2335.80 -7.00      
Total Volume and Open Interest 1,377 29,429 -997
NASDAQ 100 E-Mini(Globex)
Dec11 111114 2355.00 2366.50 2329.80 2343.00 -7.30 301,449 324,293 -8,905
Mar12 111114 2355.00 2364.30 2329.80 2338.80 -7.00 20 594 +8
Total Volume and Open Interest 301,469 324,900 -8,897
S & P Midcap 400(CME)
Dec11 111114 884.50 888.00 878.00 884.50 -5.00 4 5,582 -1
Mar12 111114 882.10 882.10 879.60 882.10 -5.00      
Jun12 111114 880.10 880.10 877.60 880.10 -5.00      
Total Volume and Open Interest 4 5,582 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111114 8620 8660 8540 8580 -20 7,283 28,978 -104
Mar12 111114 8560 8605 8560 8585 -20 5 17 -3
Total Volume and Open Interest 7,288 28,995 -107
Nikkei 225(SGX)
Dec11 111114 8485 8665 8460 8625 +125 139,555 236,241 +12,563
Mar12 111114 8460 8645 8460 8615 +125 2,176 12,532 +2,025
Jun12 111114 8495 8540 8495 8540 +125 2 19 +1
Total Volume and Open Interest 148,838 262,541 +18,772
CAC 40(EURONEXT)
Nov11 111114 3163.0 3178.0 3082.0 3109.0 -37.0 120,750 265,847 +5,317
Dec11 111114 3162.0 3174.5 3082.0 3107.0 -37.0 805 37,812 +667
Jan12 111114 3104.5 3104.5 3104.5 3104.5 -36.0      
Total Volume and Open Interest 121,560 303,671 +5,988
Hang Seng Index(HKFE)
Nov11 111114 19593 19663 19489 19506 +435 97,488 80,180 -6,145
Dec11 111114 19600 19640 19480 19506 +448 870 11,312 +2
Total Volume and Open Interest 98,480 93,685 -6,088
DAX(EUREX)
Dec11 111114 6089.0 6135.0 5924.5 6001.0 -47.5 215,081 159,633 +2,638
Mar12 111114 6112.5 6134.0 5940.0 6012.5 -47.5 1,516 7,501 -573
Jun12 111114 6146.0 6146.0 6025.0 6030.5 -48.0 1,005 2,335 +879
Total Volume and Open Interest 217,602 169,469 +2,944
FT-SE 100(EURONEXT)
Dec11 111114 5547.00 5576.50 5467.00 5506.50 -26.50 150,422 631,696 -4,952
Mar12 111114 5516.00 5530.50 5443.00 5472.50 -26.00 64 4,143 +40
Jun12 111114 5435.00 5435.00 5435.00 5435.00 -26.50 15 500 +0
Total Volume and Open Interest 150,501 636,339 -4,912
SPI 200(SFE)
Dec11 111114 4303.0 4385.0 4278.0 4327.0 +18.0 30,400 199,216 -1,484
Mar12 111114 4348.0 4360.0 4309.0 4309.0 +19.0 35 2,858 -3
Jun12 111114 4319.0 4319.0 4319.0 4319.0 +19.0 1 1,347 -82
Total Volume and Open Interest 30,520 206,607 -1,507
GSCI(CME)
Nov11 111114 659.00 661.25 657.50 659.00 -6.25 1,800 1,990 -1,536
Dec11 111114 664.50 664.50 659.00 660.25 -6.00 1,777 6,414 +1,516
Jan12 111114 659.00 659.00 658.50 659.00 -6.25      
Total Volume and Open Interest 3,577 8,404 -20
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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