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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue November 15, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111115 1178.25 1206.25 1178.25 1200.25 +22.00 63,947 240,549 -2,762
Mar12 111115 1188.50 1216.00 1188.50 1210.25 +21.50 18,711 85,983 +929
May12 111115 1199.75 1225.75 1199.75 1219.75 +20.75 14,903 78,898 +2,787
Jul12 111115 1209.25 1233.75 1209.00 1228.25 +20.50 10,758 56,796 +566
Aug12 111115 1216.50 1229.50 1204.25 1224.50 +20.25 60 605 -18
Sep12 111115 1220.00 1220.00 1196.50 1215.50 +19.00 10 418 +0
Nov12 111115 1193.00 1216.00 1193.00 1211.25 +18.25 3,900 49,575 +213
Total Volume and Open Interest 113,824 526,394 +1,183
Soybean Meal(CBOT)
Dec11 111115 299.00 305.10 299.00 301.40 +2.20 36,862 66,299 -3,042
Jan12 111115 301.30 306.90 301.30 303.20 +1.90 18,122 40,945 +2,456
Mar12 111115 304.80 309.90 304.80 306.30 +1.90 7,655 30,665 +1,050
May12 111115 308.10 313.00 308.00 309.40 +1.90 3,710 25,439 +543
Jul12 111115 311.90 316.90 311.70 313.30 +2.10 3,975 19,369 +313
Aug12 111115 315.80 317.20 311.90 314.00 +2.10 228 3,834 -1
Sep12 111115 315.80 317.30 311.30 313.40 +2.10 189 4,231 +88
Oct12 111115 312.30 313.60 307.30 309.40 +2.10 272 2,801 +47
Total Volume and Open Interest 72,230 209,275 +1,959
Soybean Oil(CBOT)
Dec11 111115 51.22 52.65 51.12 52.60 +1.38 32,045 89,133 -3,148
Jan12 111115 51.41 52.90 51.33 52.84 +1.41 12,027 74,332 -475
Mar12 111115 51.75 53.20 51.70 53.20 +1.44 7,327 51,721 +935
May12 111115 52.13 53.53 52.08 53.53 +1.41 3,782 35,412 +1,277
Jul12 111115 52.41 53.83 52.41 53.83 +1.39 2,060 24,387 +111
Aug12 111115 53.00 53.89 53.00 53.89 +1.37 39 3,427 -2
Sep12 111115 53.15 53.90 53.05 53.90 +1.32 41 3,593 +5
Oct12 111115 52.69 53.74 52.69 53.74 +1.24 211 3,801 +24
Total Volume and Open Interest 58,296 299,334 -1,079
Canola(WCE)
Nov11 111114 517.9 517.9 517.9 517.9 +4.4      
Jan12 111115 519.0 531.5 519.0 529.0 +9.1 15,318 107,753 +492
Mar12 111115 531.1 538.6 531.0 536.0 +9.0 2,601 26,836 +798
May12 111115 534.0 542.7 534.0 540.0 +8.6 1,147 14,568 +246
Jul12 111115 537.3 547.5 537.3 545.6 +8.2 1,105 7,367 +503
Total Volume and Open Interest 20,963 170,096 +2,478
Corn(CBOT)
Dec11 111115 633.50 645.75 631.25 645.50 +12.00 192,167 385,165 -6,378
Mar12 111115 643.00 655.25 640.75 654.75 +11.50 113,801 430,013 +8,393
May12 111115 649.25 661.25 646.75 660.50 +11.25 32,820 126,075 +6,578
Jul12 111115 651.50 663.25 649.75 663.00 +11.75 22,095 131,811 -3,550
Sep12 111115 602.00 609.00 600.00 608.50 +8.50 2,166 32,846 -74
Dec12 111115 575.00 583.75 573.00 583.50 +10.50 17,906 160,666 -532
Total Volume and Open Interest 381,678 1,315,639 +4,847
Wheat(CBOT)
Dec11 111115 615.75 634.25 612.25 632.75 +17.00 59,681 117,807 -6,216
Mar12 111115 639.00 650.50 635.00 647.75 +9.50 42,945 138,277 +6,088
May12 111115 659.75 667.75 653.50 664.00 +6.50 11,713 54,927 +2,367
Jul12 111115 672.50 681.75 668.00 678.50 +6.00 7,483 66,223 +860
Sep12 111115 693.25 703.50 690.00 701.00 +6.00 415 11,973 +118
Total Volume and Open Interest 124,934 432,689 +3,502
Wheat(KCBT)
Dec11 111115 693.00 705.50 690.50 705.00 +13.00 10,293 39,285 -1,246
Mar12 111115 704.00 715.50 701.50 715.25 +11.75 9,355 62,209 +2,825
May12 111115 714.25 724.00 710.50 723.75 +11.25 2,747 12,031 +886
Jul12 111115 722.50 732.00 719.00 732.00 +10.50 1,655 34,897 -9
Sep12 111115 735.75 747.00 734.00 747.00 +11.50 86 3,674 +5
Total Volume and Open Interest 24,262 156,523 +2,471
Wheat(MGE)
Dec11 111115 932.50 937.25 928.25 931.25 +3.75 1,178 8,461 -380
Mar12 111115 875.00 885.00 874.00 882.25 +7.00 2,265 18,630 -132
May12 111115 850.50 858.75 849.50 854.00 +5.00 267 6,139 +76
Jul12 111115 832.50 841.50 832.50 837.00 +5.25 146 8,022 -28
Sep12 111115 811.25 819.00 811.25 814.50 +3.50 105 3,257 +8
Total Volume and Open Interest 4,102 47,582 -446
Oats(CBOT)
Dec11 111115 318.50 322.50 316.75 322.00 +3.00 670 6,605 -67
Mar12 111115 324.50 327.50 321.50 327.00 +2.00 475 9,659 +150
May12 111115 329.00 333.00 329.00 333.00 +2.00 12 1,243 +1
Jul12 111115 335.00 339.00 335.00 339.00 +2.00 0 25 +0
Total Volume and Open Interest 1,157 17,654 +84
Rough Rice(CBOT)
Nov11 111114 15.05 15.05 15.01 15.05 +0.05 4 14 -23
Jan12 111115 15.23 15.23 15.11 15.23 +0.01 633 11,376 -10
Mar12 111115 15.51 15.52 15.45 15.52 unch 137 4,397 +46
May12 111115 15.81 15.82 15.78 15.81 unch 216 570 -132
Total Volume and Open Interest 1,220 17,104 +41
Live Cattle(CME)
Dec11 111115 120.600 122.000 119.900 121.730 +1.630 26,194 78,497 -7,112
Feb12 111115 122.680 124.450 122.135 124.050 +1.820 22,013 117,795 +6,474
Apr12 111115 126.785 128.450 126.450 128.250 +1.770 9,002 81,294 +1,441
Jun12 111115 125.600 127.250 125.550 127.200 +1.600 5,063 37,305 +658
Aug12 111115 125.580 127.500 125.580 127.450 +1.850 847 7,699 +51
Oct12 111115 128.075 129.650 127.850 129.600 +1.800 411 4,449 +94
Total Volume and Open Interest 63,897 329,461 +1,938
Feeder Cattle(CME)
Nov11 111115 142.685 143.500 142.685 143.500 +0.965 868 3,643 -338
Jan12 111115 145.900 148.500 145.900 148.380 +2.580 1,917 15,885 +24
Mar12 111115 147.235 149.485 147.150 149.400 +2.465 675 5,967 -60
Apr12 111115 148.350 150.400 148.350 150.400 +2.400 366 2,152 -3
May12 111115 148.935 150.900 148.935 150.850 +2.400 260 2,551 -44
Aug12 111115 149.950 152.100 149.950 152.075 +2.225 258 2,648 +144
Sep12 111115 150.150 152.500 150.150 152.500 +2.400 27 283 +8
Total Volume and Open Interest 4,379 33,172 -265
Lean Hogs(CME)
Dec11 111115 87.000 87.285 85.500 86.450 -0.130 19,671 49,049 -3,999
Feb12 111115 89.250 89.850 88.230 89.800 +0.900 18,353 78,903 +3,081
Apr12 111115 91.930 92.580 91.230 92.450 +0.870 6,336 58,399 +1,490
May12 111115 96.550 98.150 96.550 98.150 +0.950 34 1,960 +20
Jun12 111115 98.730 99.800 97.980 99.700 +1.120 4,040 33,923 +455
Jul12 111115 97.250 98.700 96.950 98.650 +1.000 658 8,808 +61
Aug12 111115 97.135 97.700 96.400 97.650 +0.720 852 11,272 +177
Oct12 111115 86.500 86.850 85.900 86.550 +0.100 554 5,131 +197
Total Volume and Open Interest 50,635 249,308 +1,501
Class III Milk(CME)
Nov11 111115 19.14 19.17 19.10 19.16 +0.03 213 5,452 +121
Dec11 111115 19.27 19.78 19.24 19.54 +0.22 477 6,151 +40
Jan12 111115 17.68 17.96 17.63 17.93 +0.20 139 3,426 +30
Feb12 111115 16.90 17.00 16.88 16.99 +0.08 50 2,599 +18
Mar12 111115 16.59 16.61 16.58 16.61 +0.04 27 2,263 +14
Total Volume and Open Interest 1,000 30,841 +251
Cocoa(ICE)
Dec11 111115 2442 2448 2227 2253 -191 9,094 8,754 -5,066
Mar12 111115 2567 2580 2520 2537 -18 14,532 81,347 +1,596
May12 111115 2561 2593 2535 2550 -18 2,236 28,834 +733
Jul12 111115 2572 2603 2548 2562 -21 1,204 13,646 +584
Sep12 111115 2581 2610 2565 2574 -21 284 11,963 -30
Dec12 111115 2580 2624 2578 2586 -21 170 12,524 +81
Mar13 111115 2603 2627 2598 2598 -21 223 3,478 +160
Total Volume and Open Interest 27,770 163,147 -1,942
Coffee "C"(ICE)
Dec11 111115 233.15 240.00 230.40 239.50 +8.55 21,170 22,313 -14,330
Mar12 111115 235.45 243.30 233.60 242.70 +8.55 10,028 48,789 +1,678
May12 111115 236.50 245.30 235.95 244.85 +8.55 1,691 18,456 +136
Jul12 111115 238.25 247.15 238.25 246.70 +8.55 716 5,521 +313
Sep12 111115 239.25 247.75 239.10 247.25 +8.40 204 5,288 -2
Dec12 111115 239.45 248.25 239.45 247.80 +8.40 3,672 6,262 +3,487
Total Volume and Open Interest 37,510 107,701 -8,731
Orange Juice(ICE)
Jan12 111115 168.00 169.75 167.15 169.00 +0.95 1,081 19,265 -536
Mar12 111115 164.35 165.95 163.75 165.50 +1.15 461 4,988 +304
May12 111115 163.40 164.95 163.40 164.75 +1.15 33 1,655 -1
Jul12 111115 165.65 165.65 165.30 165.30 +1.15 52 376 +47
Sep12 111115 164.70 164.70 164.70 164.70 +1.15 0 53 +0
Nov12 111115 164.40 164.40 164.40 164.40 +1.15 0 8 +0
Total Volume and Open Interest 1,627 26,351 -186
Sugar #11(ICE)
Mar12 111115 24.90 25.00 24.50 24.81 +0.06 42,605 219,018 -3,359
May12 111115 24.37 24.37 23.90 24.16 +0.03 12,667 79,880 +267
Jul12 111115 23.98 23.98 23.51 23.75 -0.04 8,324 80,424 +1,241
Oct12 111115 23.79 23.79 23.42 23.65 -0.04 3,182 45,356 +619
Mar13 111115 23.96 24.07 23.74 23.97 +0.02 1,271 30,820 -48
Total Volume and Open Interest 68,780 489,646 -1,094
London Cocoa(LCE)
Dec11 111115 1575 1580 1552 1579 +3 5,717 74,340 -1,230
Mar12 111115 1601 1611 1579 1610 +11 8,673 58,235 +1,499
May12 111115 1610 1625 1594 1625 +11 1,647 18,523 +29
Jul12 111115 1629 1642 1609 1641 +12 1,057 20,210 +81
Sep12 111115 1644 1652 1623 1652 +11 817 15,178 -167
Dec12 111115 1651 1662 1630 1662 +8 340 12,313 -43
Mar13 111115 1678 1678 1678 1678 +11 28 3,020 -4
Total Volume and Open Interest 18,283 202,726 +165
London Sugar(LCE)
Mar12 111115 638.30 641.90 632.00 640.90 +1.40 4,945 22,232 +403
May12 111115 628.70 631.00 622.30 629.70 +0.90 393 7,338 -41
Aug12 111115 621.30 623.20 614.30 621.80 +0.20 287 5,320 +183
Oct12 111115 618.90 619.40 613.20 619.00 +1.30 94 2,767 +47
Dec12 111115 626.40 626.40 618.00 622.00 -0.30 9 1,005 +0
Total Volume and Open Interest 12,658 46,629 -1,902
Cotton(ICE)
Dec11 111115 100.11 104.69 100.11 102.66 +1.87 19,615 33,825 -19,318
Mar12 111115 96.65 100.62 96.57 100.62 +4.00 11,119 74,271 +2,188
May12 111115 97.33 100.67 97.21 100.57 +3.34 1,686 14,113 +390
Jul12 111115 97.34 100.03 97.30 100.03 +2.73 867 15,421 +97
Oct12 111115 99.51 99.51 99.51 99.51 +1.37 0 82 +0
Dec12 111115 95.50 96.51 95.10 96.51 +1.15 52 6,391 +19
Total Volume and Open Interest 33,364 145,304 -16,613
Lumber(CME)
Nov11 111115 221.0 221.0 214.0 219.6 +2.1 128 273 -85
Jan12 111115 226.8 228.4 225.2 227.8 +1.0 609 6,985 -46
Mar12 111115 243.8 245.5 242.5 245.3 +1.5 56 1,911 +17
May12 111115 257.1 257.1 257.0 257.1 +0.6 1 207 +1
Total Volume and Open Interest 794 9,479 -113
Crude Oil(NYM)
Dec11 111115 98.04 99.84 97.51 99.37 +1.23 282,786 189,100 -12,827
Jan12 111115 98.11 99.86 97.61 99.43 +1.21 132,019 292,616 +12,914
Feb12 111115 98.11 99.73 97.65 99.35 +1.20 51,346 85,773 +7,278
Mar12 111115 98.05 99.62 97.60 99.27 +1.17 36,252 84,593 +5,117
Apr12 111115 98.08 99.38 97.68 99.12 +1.13 14,785 36,571 +1,843
May12 111115 97.50 99.15 97.50 98.93 +1.09 10,827 34,996 +511
Jun12 111115 97.83 99.07 97.23 98.69 +1.06 29,251 81,918 -747
Jul12 111115 98.30 98.69 97.98 98.45 +1.03 4,679 31,650 +234
Aug12 111115 97.85 98.42 97.85 98.19 +1.00 4,019 21,436 +280
Sep12 111115 96.86 98.18 96.86 97.93 +0.98 4,729 23,668 +603
Oct12 111115 97.47 98.00 97.37 97.71 +0.97 3,028 24,796 +343
Nov12 111115 97.80 97.80 97.54 97.54 +0.96 2,498 24,569 +357
Dec12 111115 96.55 97.81 96.04 97.39 +0.95 24,392 162,749 +763
Jan13 111115 97.32 97.32 97.11 97.11 +0.94 369 28,278 +93
Feb13 111115 97.00 97.00 96.80 96.80 +0.93 239 11,011 +74
Mar13 111115 96.52 96.52 96.52 96.52 +0.90 152 8,886 -63
Total Volume and Open Interest 613,848 1,408,101 +18,784
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111115 98.050 99.825 97.525 99.375 +1.225 7,087 2,935 -56
Jan12 111115 97.825 99.850 97.650 99.425 +1.200 624 666 +104
Feb12 111115 97.850 99.650 97.725 99.350 +1.200 54 103 -3
Mar12 111115 98.350 99.600 98.350 99.275 +1.175 4 63 +0
Apr12 111115 99.125 99.125 99.125 99.125 +1.125 5 24 -1
May12 111115 98.925 98.925 98.925 98.925 +1.075 0 7 +0
Jun12 111115 98.475 98.900 98.475 98.700 +1.075 2 16 +0
Jul12 111115 98.450 98.450 98.450 98.450 +1.025 0 4 +0
Aug12 111115 98.200 98.200 98.200 98.200 +1.000 0 1 +0
Total Volume and Open Interest 7,776 4,048 +44
Heating Oil(NYM)
Dec11 111115 316.45 319.25 315.27 317.13 +0.91 49,930 76,148 -722
Jan12 111115 316.75 319.00 315.57 317.40 +1.20 29,201 68,206 +2,227
Feb12 111115 316.10 317.53 314.52 316.32 +1.48 15,354 31,755 +0
Mar12 111115 313.31 315.54 312.99 314.63 +1.66 12,368 27,305 -131
Apr12 111115 311.56 312.40 310.03 311.68 +1.86 9,368 15,499 -1,322
May12 111115 308.75 309.50 307.15 308.74 +2.07 4,908 11,666 +11
Jun12 111115 304.22 307.69 304.22 307.04 +2.29 9,243 30,645 -718
Jul12 111115 306.00 307.39 304.99 306.75 +2.42 1,647 7,683 -60
Aug12 111115 305.99 307.32 304.92 306.73 +2.51 699 4,148 +230
Sep12 111115 306.10 306.96 305.03 306.96 +2.61 357 5,186 -102
Oct12 111115 306.62 307.50 305.70 307.50 +2.65 362 2,193 +11
Nov12 111115 307.08 308.14 307.08 308.14 +2.67 560 1,529 +184
Total Volume and Open Interest 136,522 300,652 -372
Gasoline(NYMEX)
Dec11 111115 253.33 259.85 251.66 258.57 +5.04 57,530 70,157 -3,442
Jan12 111115 253.74 260.49 252.92 259.21 +4.97 39,581 72,507 +160
Feb12 111115 255.09 261.52 255.05 260.36 +4.74 15,230 26,085 -323
Mar12 111115 257.50 263.20 257.50 262.07 +4.57 11,338 28,538 +834
Apr12 111115 272.92 278.08 271.39 277.05 +4.19 7,901 28,770 +1,701
May12 111115 272.39 277.62 271.73 277.05 +3.99 5,315 13,384 -344
Jun12 111115 271.59 276.52 270.34 275.34 +3.74 7,182 21,217 +252
Jul12 111115 269.65 273.21 269.30 273.21 +3.61 947 5,848 +31
Aug12 111115 270.16 271.00 269.78 270.86 +3.42 1,050 5,687 +278
Sep12 111115 267.36 268.46 266.67 268.25 +3.27 616 6,522 +27
Total Volume and Open Interest 151,169 299,279 -18
e-miNY RBOB Gasoline(NYM)
Dec11 111115 258.60 258.60 258.57 258.60 +5.10      
Jan12 111115 259.20 259.21 259.20 259.20 +5.00 0 1 +0
Feb12 111115 260.40 260.40 260.36 260.40 +4.80 0 1 +0
Mar12 111115 262.10 262.10 262.07 262.10 +4.60      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111115 3.445 3.483 3.390 3.404 -0.054 101,195 118,591 -1,380
Jan12 111115 3.586 3.613 3.529 3.542 -0.058 67,309 262,254 +1,113
Feb12 111115 3.605 3.627 3.545 3.558 -0.060 26,534 80,099 +2,702
Mar12 111115 3.584 3.607 3.532 3.545 -0.059 20,144 97,969 -808
Apr12 111115 3.601 3.624 3.546 3.561 -0.058 18,963 99,191 +468
May12 111115 3.630 3.669 3.593 3.607 -0.058 9,151 41,327 +3,152
Jun12 111115 3.686 3.711 3.642 3.653 -0.057 3,441 19,152 +432
Jul12 111115 3.738 3.754 3.693 3.702 -0.056 1,566 17,455 -122
Aug12 111115 3.750 3.783 3.722 3.731 -0.054 1,363 13,617 +19
Sep12 111115 3.769 3.781 3.728 3.732 -0.055 1,703 11,168 +605
Oct12 111115 3.807 3.825 3.755 3.769 -0.055 8,097 57,126 -173
Nov12 111115 3.940 3.962 3.915 3.915 -0.045 2,532 20,219 +826
Dec12 111115 4.215 4.231 4.177 4.194 -0.035 2,056 20,597 +44
Jan13 111115 4.320 4.366 4.313 4.324 -0.029 4,238 31,446 +64
Feb13 111115 4.350 4.351 4.311 4.311 -0.031 142 5,718 +98
Mar13 111115 4.268 4.309 4.268 4.268 -0.029 1,060 14,112 +615
Total Volume and Open Interest 270,933 985,657 +8,010
Brent Crude Oil(ICE)
Dec11 111115 112.03 113.14 111.62 112.39 +0.50 132,503 77,116 -21,716
Jan12 111115 111.36 112.70 111.05 112.18 +0.90 143,787 191,473 +8,483
Feb12 111115 110.72 112.14 110.63 111.75 +0.98 59,378 132,761 +9,383
Mar12 111115 110.30 111.70 110.21 111.32 +1.00 28,919 89,582 +3,164
Apr12 111115 109.92 111.31 109.85 110.95 +0.97 14,473 36,951 +1,292
May12 111115 109.59 110.98 109.51 110.61 +0.93 10,166 19,800 +589
Jun12 111115 109.24 110.68 109.16 110.27 +0.90 26,389 58,202 -772
Jul12 111115 108.90 110.04 108.80 109.92 +0.86 4,605 20,421 +113
Aug12 111115 109.21 109.67 108.69 109.54 +0.85 4,610 21,995 +1,010
Sep12 111115 109.07 109.07 109.07 109.07 +0.85 3,510 26,922 +147
Oct12 111115 108.41 108.64 108.41 108.64 +0.86 3,096 13,605 +154
Nov12 111115 108.24 108.24 108.24 108.24 +0.88 2,462 16,847 +70
Dec12 111115 107.05 108.16 106.67 107.78 +0.88 25,060 104,054 -824
Jan13 111115 107.35 107.35 107.35 107.35 +0.87 509 8,777 -28
Total Volume and Open Interest 474,380 980,556 +3,410
Gas Oil(ICE)
Dec11 111115 994.00 1001.50 990.75 993.75 -5.50 86,143 147,940 -9,813
Jan12 111115 982.50 990.25 981.00 984.00 -3.50 78,559 101,383 +4,147
Feb12 111115 975.50 981.25 973.25 976.50 -2.00 39,800 51,330 -908
Mar12 111115 968.75 974.50 967.75 970.00 -1.00 27,221 37,292 +828
Apr12 111115 963.50 969.25 962.25 964.75 -0.25 14,575 21,808 -1,204
May12 111115 962.50 965.75 958.25 960.50 unch 7,104 23,714 +933
Jun12 111115 960.00 965.25 957.00 959.25 +0.25 14,987 53,077 +802
Jul12 111115 961.50 966.00 958.75 959.75 +0.50 1,841 16,457 +295
Aug12 111115 961.75 966.25 959.00 960.00 +0.50 870 11,261 +149
Sep12 111115 959.25 961.25 957.00 959.00 +0.75 1,261 11,698 -118
Total Volume and Open Interest 282,914 568,387 -4,375
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111115 2.685 2.687 2.657 2.680 +0.028 163 1,291 +30
Jan12 111115 2.475 2.487 2.470 2.481 +0.022 128 1,845 -37
Feb12 111115 2.390 2.395 2.380 2.392 +0.021 105 1,220 -34
Mar12 111115 2.385 2.397 2.370 2.393 +0.021 154 1,182 +114
Apr12 111115 2.385 2.402 2.385 2.402 +0.019 35 697 +1
May12 111115 2.412 2.412 2.412 2.412 +0.019 24 668 +16
Jun12 111115 2.368 2.424 2.368 2.415 +0.015 10 550 +7
Total Volume and Open Interest 815 11,166 +106
WTI Crude Oil(ICE)
Dec11 111115 98.21 99.84 97.51 99.37 +1.23 70,920 75,570 -6,740
Jan12 111115 98.29 99.85 97.61 99.43 +1.21 28,728 59,924 +3,264
Feb12 111115 98.14 99.74 97.64 99.35 +1.20 13,981 33,290 +2,039
Mar12 111115 97.80 99.65 97.63 99.27 +1.17 11,029 22,751 +2,432
Apr12 111115 97.70 99.48 97.50 99.12 +1.13 6,771 11,414 +452
May12 111115 97.67 99.05 97.67 98.93 +1.09 6,274 10,917 +531
Jun12 111115 97.47 99.06 97.47 98.69 +1.06 10,055 40,756 -379
Jul12 111115 97.50 98.48 97.47 98.45 +1.03 2,398 8,123 +395
Aug12 111115 97.27 98.23 97.24 98.19 +1.00 977 4,607 +39
Sep12 111115 97.93 97.93 97.93 97.93 +0.98 1,050 8,412 +20
Oct12 111115 97.71 97.71 97.71 97.71 +0.97 887 3,427 +291
Nov12 111115 97.54 97.54 97.54 97.54 +0.96 697 3,686 +16
Dec12 111115 96.28 97.81 96.28 97.39 +0.95 11,860 53,079 -2,175
Jan13 111115 97.11 97.11 97.11 97.11 +0.94 0 2,201 +0
Feb13 111115 96.80 96.80 96.80 96.80 +0.93 0 603 +0
Mar13 111115 96.52 96.52 96.52 96.52 +0.90 200 1,526 +50
Total Volume and Open Interest 170,257 436,305 +242
US Dollar Index(ICE)
Dec11 111115 77.660 78.315 77.620 78.062 +0.310 17,019 57,950 +61
Mar12 111115 78.355 78.530 78.350 78.463 +0.295 53 666 +10
Jun12 111115 78.902 78.902 78.902 78.902 +0.295      
Total Volume and Open Interest 17,072 58,616 +71
Australian Dollar(CME)
Dec11 111115 101.61 101.86 100.71 101.51 +0.23 84,060 139,753 -1,587
Mar12 111115 100.65 100.72 99.92 100.53 +0.23 157 726 +14
Jun12 111115 99.78 99.78 99.55 99.78 +0.23 0 19 +0
Total Volume and Open Interest 84,217 140,622 +0
British Pound(CME)
Dec11 111115 158.95 159.27 157.93 158.27 -0.60 80,812 146,088 -3,601
Mar12 111115 158.24 158.73 157.81 158.14 -0.59 64 349 +6
Jun12 111115 157.98 158.58 157.98 157.98 -0.60 0 3 +0
Total Volume and Open Interest 80,876 146,445 +0
Canadian Dollar(CME)
Dec11 111115 98.29 98.36 97.35 97.96 -0.22 51,463 117,603 +220
Mar12 111115 97.85 98.01 97.25 97.80 -0.21 171 3,611 -75
Jun12 111115 97.49 97.90 97.44 97.71 -0.19 3 841 +0
Sep12 111115 97.51 97.82 97.36 97.65 -0.17 0 680 +0
Total Volume and Open Interest 51,671 122,867 +0
Japanese Yen(CME)
Dec11 111115 129.80 130.11 128.85 129.89 +0.14 55,635 139,634 +2,503
Mar12 111115 129.79 130.34 129.16 130.19 +0.16 41 983 +14
Jun12 111115 130.53 130.53 130.32 130.53 +0.21 0 22 +0
Total Volume and Open Interest 55,676 140,643 +0
Swiss Franc(CME)
Dec11 111115 110.15 110.17 108.76 109.33 -0.84 16,589 27,746 +224
Mar12 111115 110.03 110.40 109.10 109.57 -0.83 5 638 -1
Jun12 111115 109.91 110.74 109.91 109.91 -0.83 0 5 +0
Total Volume and Open Interest 16,594 28,393 +0
EuroFX(CME)
Dec11 111115 136.22 136.40 134.95 135.42 -0.69 236,711 238,602 -5,837
Mar12 111115 136.26 136.30 135.09 135.53 -0.66 591 4,393 +137
Jun12 111115 136.41 136.41 135.12 135.64 -0.64 11 912 +11
Total Volume and Open Interest 237,313 243,922 +0
Mexican Peso(CME)
Nov11 111114 740.0 743.8 740.0 740.0 -3.8      
Dec11 111115 738.5 740.2 732.0 735.2 -1.0 36,701 95,711 +422
Total Volume and Open Interest 36,701 104,099 +0
Brazilian Real(CME)
Dec11 111115 558.00 563.80 558.00 563.80 -0.20 83 4,469 -81
Jan12 111115 560.40 560.40 560.40 560.40 -0.20 0 10,149 +0
Feb12 111115 556.95 556.95 556.95 556.95 -0.20      
Mar12 111115 553.55 553.55 553.55 553.55 -0.20      
Total Volume and Open Interest 83 29,944 +0
30-Year T-Bonds(CBOT)
Dec11 111115 141~170 142~210 141~070 141~160 -0~090 42,064 621,032 -3,190
Mar12 111115 141~080 142~070 140~300 141~050 -0~080 508 8,995 +24
Jun12 111115 139~310 140~070 139~310 139~310 -0~080 2 6 +2
Total Volume and Open Interest 42,574 630,033 +0
10-Year T-Notes(CBOT)
Dec11 111115 130~125 130~270 130~070 130~105 -0~040 158,529 1,461,857 -4,529
Mar12 111115 129~240 130~020 129~160 129~190 -0~035 1,548 29,650 +955
Jun12 111115 128~190 128~225 128~190 128~190 -0~035      
Total Volume and Open Interest 160,077 1,491,507 +0
5-Year T-Notes(CBOT)
Dec11 111115 123~006 123~029 122~122 123~002 -0~008 64,122 1,244,714 -5,583
Mar12 111115 122~092 122~101 122~082 122~084 -0~007 203 15,401 -24
Jun12 111115 121~108 121~115 121~108 121~108 -0~007      
Total Volume and Open Interest 64,325 1,260,115 +0
2 Year T-Notes(CBOT)
Dec11 111115 110~028 110~030 110~024 110~025 -0~003 32,518 752,431 -1,792
Mar12 111115 110~032 110~032 110~027 110~028 -0~003 17 12,571 -5
Jun12 111115 109~124 109~127 109~124 109~124 -0~003      
Total Volume and Open Interest 32,535 765,002 +0
Eurodollars(CME)
Dec11 111115 99.415 99.425 99.393 99.402 -0.010 84,705 1,045,866 +23,690
Mar12 111115 99.300 99.315 99.260 99.275 -0.025 79,477 944,924 +1,284
Jun12 111115 99.285 99.305 99.255 99.270 -0.015 103,110 1,129,180 +13,256
Sep12 111115 99.275 99.295 99.260 99.270 unch 88,376 752,579 -5,482
Dec12 111115 99.265 99.290 99.260 99.270 +0.010 73,361 782,414 -1,477
Mar13 111115 99.265 99.295 99.260 99.265 +0.005 80,474 838,500 -20,178
Jun13 111115 99.240 99.270 99.230 99.240 +0.005 34,502 570,450 -1,439
Sep13 111115 99.195 99.220 99.180 99.190 +0.005 32,664 473,157 -5,924
Dec13 111115 99.090 99.115 99.080 99.085 +0.005 39,066 483,544 +10,971
Mar14 111115 98.955 98.995 98.945 98.960 +0.010 15,376 322,415 +740
Jun14 111115 98.775 98.825 98.775 98.790 +0.010 9,307 282,151 +123
Sep14 111115 98.590 98.645 98.590 98.610 +0.010 6,476 183,741 -657
Dec14 111115 98.405 98.460 98.395 98.415 +0.005 29,289 181,418 -5,334
Mar15 111115 98.230 98.290 98.220 98.235 unch 3,715 120,549 -69
Jun15 111115 6.310 6.370 6.290 6.305 -0.005 4,098 111,667 -90
Sep15 111115 6.135 6.200 6.110 6.125 -0.005 3,860 84,191 -3
Dec15 111115 5.950 6.020 5.920 5.935 -0.010 3,162 55,034 +370
Mar16 111115 5.795 5.865 5.765 5.780 -0.015 1,182 52,936 -94
Total Volume and Open Interest 699,084 8,654,345 +0
30 Day Federal Funds(CBOT)
Nov11 111115 99.918 99.918 99.915 99.918 unch 339 65,193 -112
Dec11 111115 99.915 99.920 99.915 99.920 unch 617 61,484 +16
Jan12 111115 99.910 99.915 99.905 99.910 unch 373 55,874 -58
Feb12 111115 99.900 99.905 99.900 99.905 unch 160 43,919 -6
Mar12 111115 99.900 99.900 99.895 99.900 unch 175 31,280 -42
Apr12 111115 99.895 99.900 99.895 99.900 unch 166 35,305 +35
Total Volume and Open Interest 3,291 594,169 +0
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111115 99.603 99.750 99.603 99.675 unch 0 328 +0
Mar12 111115 99.673 99.673 99.673 99.673 unch 0 300 +0
Jun12 111115 99.675 99.675 99.675 99.675 unch      
Sep12 111115 99.673 99.673 99.673 99.673 unch      
Dec12 111115 99.670 99.670 99.670 99.670 unch      
Mar13 111115 99.670 99.670 99.670 99.670 unch      
Jun13 111115 99.625 99.625 99.625 99.625 unch      
Sep13 111115 99.485 99.485 99.485 99.485 unch      
Dec13 111115 99.345 99.345 99.345 99.345 unch      
Mar14 111115 99.205 99.205 99.205 99.205 unch      
Total Volume and Open Interest 0 628 +0
3-Mth Euro-Yen(SGX)
Dec11 111115 99.68 99.68 99.68 99.68 unch 183 2,477 -57
Mar12 111115 99.67 99.67 99.67 99.67 unch 271 1,954 -224
Jun12 111115 99.68 99.68 99.68 99.68 unch 0 1,470 +0
Sep12 111115 99.67 99.67 99.67 99.67 unch 0 710 +0
Dec12 111115 99.67 99.67 99.67 99.67 unch 0 151 +0
Mar13 111115 99.67 99.67 99.67 99.67 unch 0 1 +0
Jun13 111115 99.62 99.62 99.62 99.62 unch      
Sep13 111115 99.49 99.49 99.49 99.49 unch      
Total Volume and Open Interest 454 6,765 -281
Japanese Gov't Bonds(SGX)
Dec11 111115 142.89 142.94 142.80 142.86 +0.01 1,173 23,354 +462
Mar12 111115 142.28 142.28 142.28 142.28 +0.01 0 35 +0
Jun12 111115 140.19 140.19 140.19 140.19 +0.01      
Total Volume and Open Interest 1,173 23,389 +462
Euro-Bund(EUREX)
Dec11 111115 138.60 139.07 138.23 138.71 +0.45 548,663 863,652 -10,103
Mar12 111115 138.77 139.33 138.44 138.97 +0.49 1,267 10,374 +374
Jun12 111115 138.51 138.51 138.51 138.51 +0.45 0 18 +0
Total Volume and Open Interest 549,930 874,044 -9,729
Euro-Bobl(EUREX)
Dec11 111115 123.86 124.09 123.69 123.91 +0.26 288,443 727,865 -229
Mar12 111115 124.20 124.41 124.16 124.30 +0.30 136 21,862 +17
Jun12 111115 124.06 124.06 124.06 124.06 +0.26      
Total Volume and Open Interest 288,579 749,727 -212
3-Mth Euribor(EUREX)
Dec11 111115 98.730 98.735 98.730 98.735 unch 0 1,868 +0
Mar12 111115 98.930 98.935 98.930 98.935 +0.010 100 2,220 +100
Jun12 111115 98.985 98.990 98.985 98.990 +0.015 30 1,063 +0
Total Volume and Open Interest 330 8,492 -15
Long Gilt(LIFFE)
Dec11 111115 131~04 131~24 130~28 131~13 +0~18 67,827 295,081 -2,864
Mar12 111115 114~29 115~14 114~27 115~06 +0~18 613 18,012 +101
Total Volume and Open Interest 68,440 313,093 -2,763
3-Mth Short Sterling(LIFFE)
Dec11 111115 98.89 98.89 98.86 98.87 -0.01 29,288 353,854 -772
Mar12 111115 98.78 98.79 98.74 98.75 -0.03 37,595 370,320 +2,975
Jun12 111115 98.77 98.78 98.71 98.73 -0.03 29,628 219,415 -2,132
Sep12 111115 98.76 98.76 98.69 98.72 -0.03 26,340 231,746 -1,244
Dec12 111115 98.72 98.73 98.66 98.69 -0.02 24,856 202,358 -4,011
Mar13 111115 98.71 98.73 98.65 98.68 -0.02 34,916 207,021 +1,618
Total Volume and Open Interest 266,193 2,090,745 -6,461
3-Mth Euribor(LIFFE)
Dec11 111115 98.735 98.745 98.720 98.735 unch 76,160 742,894 +292
Mar12 111115 98.930 98.950 98.920 98.935 +0.010 62,208 526,739 +3,497
Jun12 111115 98.980 99.005 98.970 98.990 +0.015 41,802 368,490 +3,552
Total Volume and Open Interest 411,319 3,523,282 -3,074
3-Mth Aus T-Bills(SFE)
Dec11 111115 95.54 95.56 95.48 95.54 +0.01 11,146 192,869 -8,345
Mar12 111115 96.22 96.31 96.21 96.28 +0.06 12,236 189,335 +4,433
Jun12 111115 96.47 96.57 96.46 96.55 +0.08 8,425 137,695 +3,471
Sep12 111115 96.46 96.59 96.46 96.56 +0.09 2,706 87,151 -1,091
Dec12 111115 96.36 96.46 96.35 96.43 +0.09 1,619 53,463 +545
Mar13 111115 96.20 96.29 96.20 96.28 +0.09 1,020 46,295 +409
Jun13 111115 96.07 96.16 96.06 96.14 +0.08 2,146 36,992 +694
Sep13 111115 95.95 96.05 95.95 96.04 +0.08 533 18,348 -264
Dec13 111115 95.82 95.91 95.82 95.91 +0.08 1 3,660 -1
Mar14 111115 95.79 95.79 95.79 95.79 +0.07 7 554 -2
Total Volume and Open Interest 39,839 766,437 -151
10-Year Aus T-Bonds(SFE)
Dec11 111115 95.77 95.91 95.77 95.90 +0.13 17,808 360,348 -6,381
Mar12 111115 95.90 95.90 95.90 95.90 +0.13      
Total Volume and Open Interest 17,808 360,348 -6,381
3-Year Aus T-Bonds(SFE)
Dec11 111115 96.46 96.63 96.45 96.60 +0.13 69,444 550,400 -39,293
Mar12 111115 96.60 96.60 96.60 96.60 +0.13      
Total Volume and Open Interest 69,444 550,400 -39,293
Gold(CMX)
Dec11 111115 1782.0 1787.8 1760.9 1782.2 +3.8 106,879 233,241 -5,910
Feb12 111115 1784.0 1790.0 1763.5 1784.7 +3.8 13,773 97,974 +3,845
Apr12 111115 1788.0 1791.5 1767.7 1786.9 +3.9 2,035 20,195 +695
Jun12 111115 1789.3 1791.9 1768.5 1788.7 +3.9 720 19,677 +161
Aug12 111115 1774.7 1791.4 1774.7 1790.6 +4.0 1,026 10,565 +860
Oct12 111115 1780.1 1793.5 1779.9 1793.1 +4.3 96 6,708 +60
Dec12 111115 1795.6 1799.5 1775.7 1795.7 +4.7 502 17,783 +197
Feb13 111115 1791.1 1798.3 1791.1 1798.3 +4.8 0 3,404 +0
Apr13 111115 1801.1 1801.1 1801.1 1801.1 +4.9 0 469 +0
Jun13 111115 1804.6 1804.6 1804.6 1804.6 +5.0 80 10,299 +29
Aug13 111115 1808.2 1808.2 1808.2 1808.2 +5.1 0 45 +0
Total Volume and Open Interest 125,269 464,610 -73
Silver(CMX)
Dec11 111115 3424.0 3483.5 3375.0 3445.6 +43.2 37,626 40,535 -621
Mar12 111115 3438.0 3487.5 3382.5 3452.6 +43.4 11,281 31,336 +3,492
May12 111115 3409.5 3469.0 3409.5 3456.0 +43.5 1,067 4,963 +372
Jul12 111115 3459.3 3459.3 3459.3 3459.3 +43.7 367 3,213 -40
Sep12 111115 3462.5 3462.5 3462.1 3462.1 +43.8 18 1,729 -3
Dec12 111115 3417.0 3483.0 3417.0 3465.0 +43.8 435 13,331 +94
Mar13 111115 3459.7 3459.7 3459.6 3459.7 +43.9 12 1,087 +12
Total Volume and Open Interest 51,199 110,897 +3,370
Platinum(NYMEX)
Jan12 111115 1644.2 1657.0 1623.1 1642.7 -1.4 3,891 35,374 -166
Apr12 111115 1659.0 1659.0 1631.1 1645.9 -1.6 389 3,732 +223
Jul12 111115 1649.8 1649.8 1648.6 1649.4 -1.6 67 145 +49
Oct12 111115 1657.8 1657.8 1653.0 1653.0 -1.6 1 53 +0
Total Volume and Open Interest 4,356 39,311 +111
Palladium(NYMEX)
Dec11 111115 663.45 670.80 656.80 667.05 +2.75 2,583 13,937 -1,245
Mar12 111115 10.14 17.49 3.64 13.74 +2.60 1,007 4,708 +1,043
Jun12 111115 14.99 14.99 14.99 14.99 +2.70 0 4 +0
Total Volume and Open Interest 3,590 18,649 -202
Copper(CMX)
Dec11 111115 348.90 352.15 345.40 350.15 +1.35 41,296 41,596 -4,099
Mar12 111115 350.70 354.05 347.35 352.00 +1.30 14,768 54,606 +5,429
May12 111115 351.90 353.30 351.90 353.15 +1.25 1,426 15,542 +656
Jul12 111115 354.00 354.00 354.00 354.00 +1.30 569 5,657 +378
Sep12 111115 354.35 354.35 354.35 354.35 +1.30 134 2,219 +82
Total Volume and Open Interest 59,095 131,167 +2,759
DJIA Index(CBOT)
Dec11 111115 12055 12120 11918 12038 -22 171 16,407 -37
Mar12 111115 11971 11993 11971 11971 -22 1 403 +0
Jun12 111115 11904 11926 11904 11904 -22 0 400 +0
Sep12 111115 11841 11863 11841 11841 -22      
Total Volume and Open Interest 172 17,210 -37
E-mini DJIA Index(CBOT)
Dec11 111115 12054 12129 11916 12038 -22 104,052 89,026 +5,523
Mar12 111115 11980 12010 11872 11971 -22 13 198 +7
Jun12 111115 12039 12039 11904 11904 -22 0 6 +0
Sep12 111115 11841 11841 11841 11841 -22 0 13 +0
Total Volume and Open Interest 104,065 89,243 +5,530
S & P 500(CME)
Dec11 111115 1251.70 1262.00 1234.00 1254.10 +1.70 14,458 282,727 +5,876
Mar12 111115 1245.00 1254.50 1236.50 1248.10 +1.60 128 13,855 +49
Jun12 111115 1243.10 1249.50 1231.50 1243.10 +1.60 0 1,589 +0
Sep12 111115 1237.80 1243.50 1225.50 1237.80 +2.30 0 2 +0
Total Volume and Open Interest 14,586 298,283 +5,925
S & P 500 E-Mini(Globex)
Dec11 111115 1251.50 1262.25 1234.00 1254.00 +1.50 1,603,127 2,910,203 +32,113
Mar12 111115 1245.50 1255.50 1228.75 1248.00 +1.50 3,545 27,589 +1,383
Total Volume and Open Interest 1,606,675 2,939,229 +33,497
NASDAQ 100(CME)
Dec11 111115 2343.00 2374.00 2310.30 2359.80 +16.80 2,294 31,441 +2,062
Mar12 111115 2355.50 2365.00 2330.00 2355.50 +16.70 0 50 +0
Jun12 111115 2352.50 2356.80 2352.50 2352.50 +16.70      
Total Volume and Open Interest 2,294 31,491 +2,062
NASDAQ 100 E-Mini(Globex)
Dec11 111115 2343.30 2374.00 2310.00 2359.80 +16.80 187,760 328,212 +3,919
Mar12 111115 2340.50 2369.00 2310.00 2355.50 +16.70 8 594 +0
Total Volume and Open Interest 187,768 328,819 +3,919
S & P Midcap 400(CME)
Dec11 111115 888.00 893.00 876.00 888.00 +3.50 291 5,473 -109
Mar12 111115 885.60 890.60 885.60 885.60 +3.50      
Jun12 111115 883.60 888.60 883.60 883.60 +3.50      
Total Volume and Open Interest 291 5,473 -109
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111115 8550 8595 8500 8540 -40 4,596 28,968 -10
Mar12 111115 8560 8585 8545 8545 -40 43 57 +40
Total Volume and Open Interest 4,639 29,025 +30
Nikkei 225(SGX)
Dec11 111115 8630 8645 8535 8555 -70 112,343 231,935 -4,306
Mar12 111115 8620 8620 8530 8540 -75 3,872 16,208 +3,676
Jun12 111115 8465 8465 8465 8465 -75 0 19 +0
Total Volume and Open Interest 116,290 253,430 -9,111
CAC 40(EURONEXT)
Nov11 111115 3086.0 3097.5 3028.0 3049.0 -60.0 76,073 258,088 -7,759
Dec11 111115 3086.0 3094.0 3028.5 3047.0 -60.0 1,543 38,722 +910
Jan12 111115 3043.5 3043.5 3043.5 3043.5 -61.0      
Total Volume and Open Interest 77,616 296,822 -6,849
Hang Seng Index(HKFE)
Nov11 111115 19380 19398 19193 19295 -211 77,094 79,904 -276
Dec11 111115 19438 19438 19188 19286 -220 1,292 11,666 +354
Total Volume and Open Interest 78,773 93,747 +62
DAX(EUREX)
Dec11 111115 5928.0 6018.0 5817.5 5949.5 -51.5 150,396 161,062 +1,429
Mar12 111115 5941.0 6018.0 5830.0 5960.5 -52.0 261 7,587 +86
Jun12 111115 5982.0 6024.5 5850.0 5978.0 -52.5 20 2,331 -4
Total Volume and Open Interest 150,677 170,980 +1,511
FT-SE 100(EURONEXT)
Dec11 111115 5501.00 5563.00 5415.50 5523.00 +16.50 96,165 627,491 -4,205
Mar12 111115 5471.00 5505.00 5397.00 5489.00 +16.50 79 4,187 +44
Jun12 111115 5452.00 5452.00 5452.00 5452.00 +17.00 0 500 +0
Total Volume and Open Interest 96,244 632,178 -4,161
SPI 200(SFE)
Dec11 111115 4323.0 4334.0 4273.0 4307.0 -20.0 35,917 205,044 +5,828
Mar12 111115 4287.0 4290.0 4281.0 4290.0 -19.0 34 2,882 +24
Jun12 111115 4297.0 4297.0 4297.0 4297.0 -22.0 51 1,370 +23
Total Volume and Open Interest 36,627 213,002 +6,395
GSCI(CME)
Dec11 111115 661.50 668.00 661.00 667.50 +7.25 1,774 7,985 +1,571
Jan12 111115 666.50 666.50 658.95 666.50 +7.50      
Feb12 111115 666.50 666.50 666.50 666.50        
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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