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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed November 16, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111116 1199.75 1203.00 1182.75 1187.75 -12.50 67,925 241,264 +715
Mar12 111116 1210.00 1212.00 1192.75 1198.00 -12.25 18,733 85,988 +5
May12 111116 1219.75 1221.75 1202.50 1207.75 -12.00 15,242 79,035 +137
Jul12 111116 1228.25 1229.50 1211.50 1217.00 -11.25 11,703 59,189 +2,393
Aug12 111116 1218.75 1224.50 1210.75 1213.00 -11.50 98 606 +1
Sep12 111116 1211.50 1215.50 1205.00 1205.00 -10.50 47 424 +6
Nov12 111116 1211.00 1212.00 1195.00 1201.75 -9.50 4,207 49,644 +69
Total Volume and Open Interest 118,163 529,062 +2,668
Soybean Meal(CBOT)
Dec11 111116 301.50 302.00 296.00 296.40 -5.00 27,315 62,876 -3,423
Jan12 111116 303.70 303.70 298.00 298.30 -4.90 9,710 41,432 +487
Mar12 111116 306.50 306.70 301.30 301.50 -4.80 5,413 30,364 -301
May12 111116 309.30 309.70 300.00 304.70 -4.70 2,485 25,164 -275
Jul12 111116 313.40 313.70 307.50 308.60 -4.70 2,181 19,788 +419
Aug12 111116 312.10 312.70 309.30 309.30 -4.70 133 3,835 +1
Sep12 111116 312.30 312.80 308.80 308.80 -4.60 110 4,245 +14
Oct12 111116 309.40 309.80 304.90 304.90 -4.50 94 2,806 +5
Total Volume and Open Interest 48,819 206,484 -2,791
Soybean Oil(CBOT)
Dec11 111116 52.55 52.65 51.89 52.48 -0.12 51,756 85,307 -3,826
Jan12 111116 52.78 52.87 52.13 52.75 -0.09 25,133 74,943 +611
Mar12 111116 53.11 53.25 52.07 53.13 -0.07 10,003 51,892 +171
May12 111116 53.48 53.51 52.80 53.46 -0.07 3,002 35,441 +29
Jul12 111116 53.75 53.84 53.11 53.75 -0.08 2,378 24,381 -6
Aug12 111116 53.67 53.89 53.34 53.81 -0.08 107 3,434 +7
Sep12 111116 53.70 53.90 53.37 53.81 -0.09 76 3,604 +11
Oct12 111116 53.09 53.74 53.09 53.59 -0.15 94 3,736 -65
Total Volume and Open Interest 93,738 296,330 -3,004
Canola(WCE)
Nov11 111114 517.9 517.9 517.9 517.9 +4.4      
Jan12 111116 527.0 530.0 525.2 526.8 -2.2 7,881 97,777 -9,976
Mar12 111116 533.7 536.9 532.2 533.9 -2.1 1,409 26,586 -250
May12 111116 540.0 541.3 536.2 538.0 -2.0 1,023 14,190 -378
Jul12 111116 545.9 547.0 542.8 544.3 -1.3 283 7,396 +29
Total Volume and Open Interest 10,860 159,493 -10,603
Corn(CBOT)
Dec11 111116 644.25 648.00 636.75 642.75 -2.75 191,854 370,745 -14,420
Mar12 111116 653.50 657.00 646.25 652.00 -2.75 128,497 443,712 +13,699
May12 111116 660.00 665.00 652.00 658.00 -2.50 27,105 129,501 +3,426
Jul12 111116 661.75 664.50 654.50 660.50 -2.50 24,404 131,084 -727
Sep12 111116 608.25 609.00 601.25 607.75 -0.75 1,915 32,977 +131
Dec12 111116 582.00 583.00 575.50 581.25 -2.25 10,468 162,086 +1,420
Total Volume and Open Interest 384,693 1,319,196 +3,557
Wheat(CBOT)
Dec11 111116 631.75 639.75 615.00 616.75 -16.00 44,505 107,289 -10,518
Mar12 111116 646.75 652.75 635.00 637.75 -10.00 35,659 137,152 -1,125
May12 111116 662.25 669.25 653.50 657.00 -7.00 7,420 56,771 +1,844
Jul12 111116 677.75 683.00 667.25 672.25 -6.25 3,788 66,379 +156
Sep12 111116 699.00 704.50 688.75 692.50 -8.50 301 11,925 -48
Total Volume and Open Interest 93,621 423,092 -9,597
Wheat(KCBT)
Dec11 111116 703.00 708.75 686.75 687.00 -18.00 7,349 37,591 -1,694
Mar12 111116 712.75 718.50 699.25 699.75 -15.50 7,267 63,398 +1,189
May12 111116 718.00 726.50 708.25 708.25 -15.50 1,546 12,047 +16
Jul12 111116 728.00 734.75 716.75 717.00 -15.00 793 35,100 +203
Sep12 111116 741.50 748.50 731.75 731.75 -15.25 109 3,757 +83
Total Volume and Open Interest 17,124 156,283 -240
Wheat(MGE)
Dec11 111116 931.25 935.75 925.25 933.50 +2.25 494 8,176 -285
Mar12 111116 882.00 891.75 879.00 890.00 +7.75 1,465 18,479 -151
May12 111116 854.00 858.25 852.50 858.25 +4.25 180 6,130 -9
Jul12 111116 836.00 841.50 832.50 839.50 +2.50 152 8,023 +1
Sep12 111116 811.00 816.25 806.00 811.75 -2.75 209 3,220 -37
Total Volume and Open Interest 2,697 47,050 -532
Oats(CBOT)
Dec11 111116 321.00 321.75 316.25 318.00 -4.00 590 6,622 +17
Mar12 111116 327.00 327.00 321.50 323.50 -3.50 265 9,762 +103
May12 111116 330.75 333.00 329.50 329.50 -3.50 1 1,243 +0
Jul12 111116 335.50 339.00 335.50 335.50 -3.50 0 25 +0
Total Volume and Open Interest 857 17,775 +121
Rough Rice(CBOT)
Nov11 111114 15.05 15.05 15.01 15.05 +0.05 4 14 -23
Jan12 111116 15.23 15.27 14.85 14.95 -0.27 459 11,698 +322
Mar12 111116 15.52 15.52 15.15 15.25 -0.27 98 4,418 +21
May12 111116 15.65 15.81 15.48 15.55 -0.27 5 573 +3
Total Volume and Open Interest 564 17,443 +339
Live Cattle(CME)
Dec11 111116 121.500 122.250 120.850 122.050 +0.320 19,398 75,027 -3,470
Feb12 111116 124.000 124.600 123.500 124.300 +0.250 20,391 119,397 +1,602
Apr12 111116 128.185 128.600 127.480 128.350 +0.100 9,032 81,530 +236
Jun12 111116 127.000 127.300 126.250 127.285 +0.085 4,627 38,770 +1,465
Aug12 111116 126.930 127.550 126.550 127.450 unch 866 7,787 +88
Oct12 111116 129.400 129.700 128.850 129.575 -0.025 286 4,384 -65
Total Volume and Open Interest 54,758 329,403 -58
Feeder Cattle(CME)
Nov11 111116 143.500 143.500 143.000 143.400 -0.100 793 3,353 -290
Jan12 111116 148.100 149.035 147.380 148.880 +0.500 1,695 16,227 +342
Mar12 111116 149.150 150.000 148.400 149.950 +0.550 565 5,887 -80
Apr12 111116 150.050 151.050 149.450 151.050 +0.650 410 2,172 +20
May12 111116 150.450 151.535 150.050 151.535 +0.685 151 2,548 -3
Aug12 111116 151.900 152.850 151.300 152.850 +0.775 60 2,655 +7
Sep12 111116 152.050 153.050 151.550 153.050 +0.550 16 291 +8
Total Volume and Open Interest 3,705 33,188 +16
Lean Hogs(CME)
Dec11 111116 86.400 86.400 85.300 85.550 -0.900 14,859 44,409 -4,640
Feb12 111116 89.650 89.800 88.785 88.930 -0.870 13,873 80,765 +1,862
Apr12 111116 92.150 92.580 91.800 92.050 -0.400 3,624 58,413 +14
May12 111116 97.700 98.000 97.535 98.000 -0.150 36 2,110 +150
Jun12 111116 99.350 99.785 99.000 99.500 -0.200 3,789 34,502 +579
Jul12 111116 98.635 98.800 97.850 98.550 -0.100 841 9,533 +725
Aug12 111116 97.300 97.700 96.850 97.500 -0.150 767 11,489 +217
Oct12 111116 86.200 86.350 85.750 86.350 -0.200 479 5,335 +204
Total Volume and Open Interest 38,325 248,549 -759
Class III Milk(CME)
Nov11 111116 19.12 19.16 19.06 19.09 -0.07 160 5,505 +53
Dec11 111116 19.42 19.59 18.79 18.98 -0.56 633 6,197 +46
Jan12 111116 17.94 17.98 17.50 17.69 -0.24 259 3,526 +100
Feb12 111116 17.00 17.03 16.82 16.87 -0.12 82 2,710 +111
Mar12 111116 16.64 16.64 16.58 16.62 +0.01 52 2,379 +116
Total Volume and Open Interest 1,346 31,932 +1,091
Cocoa(ICE)
Dec11 111116 2257 2327 2190 2291 +38 6,101 5,826 -2,928
Mar12 111116 2536 2551 2505 2536 -1 13,287 81,406 +59
May12 111116 2552 2558 2516 2542 -8 1,811 29,025 +191
Jul12 111116 2560 2567 2530 2556 -6 775 13,853 +207
Sep12 111116 2574 2575 2556 2569 -5 601 11,973 +10
Dec12 111116 2571 2591 2564 2582 -4 124 12,559 +35
Mar13 111116 2585 2593 2570 2593 -5 153 3,568 +90
Total Volume and Open Interest 22,875 160,820 -2,327
Coffee "C"(ICE)
Dec11 111116 237.55 238.50 235.10 235.75 -3.75 15,073 18,552 -3,761
Mar12 111116 240.40 241.95 238.30 239.05 -3.65 12,132 49,912 +1,123
May12 111116 242.10 243.90 240.55 241.20 -3.65 1,813 18,942 +486
Jul12 111116 244.00 245.35 242.40 243.10 -3.60 361 5,595 +74
Sep12 111116 244.30 245.85 243.10 243.80 -3.45 43 5,296 +8
Dec12 111116 245.00 246.15 243.60 244.40 -3.40 25 6,276 +14
Total Volume and Open Interest 29,456 105,648 -2,053
Orange Juice(ICE)
Jan12 111116 169.00 169.65 167.90 168.85 -0.15 534 19,147 -118
Mar12 111116 165.50 165.70 164.35 165.40 -0.10 74 5,022 +34
May12 111116 164.40 165.05 164.40 165.05 +0.30 8 1,655 +0
Jul12 111116 165.60 165.60 165.60 165.60 +0.30 14 388 +12
Sep12 111116 165.00 165.00 165.00 165.00 +0.30 0 53 +0
Nov12 111116 164.70 164.70 164.70 164.70 +0.30 0 8 +0
Total Volume and Open Interest 630 26,279 -72
Sugar #11(ICE)
Mar12 111116 24.73 24.81 24.45 24.52 -0.29 28,031 218,685 -333
May12 111116 24.02 24.18 23.89 23.98 -0.18 6,297 79,891 +11
Jul12 111116 23.65 23.78 23.48 23.59 -0.16 3,654 80,550 +126
Oct12 111116 23.56 23.70 23.39 23.57 -0.08 1,228 45,543 +187
Mar13 111116 23.87 24.00 23.68 23.94 -0.03 507 30,781 -39
Total Volume and Open Interest 40,196 489,713 +67
London Cocoa(LCE)
Dec11 111116 1579 1582 1561 1578 -1 2,971 74,148 -192
Mar12 111116 1610 1614 1591 1608 -2 6,388 58,777 +542
May12 111116 1628 1628 1606 1622 -3 1,715 18,947 +424
Jul12 111116 1643 1643 1622 1637 -4 975 20,650 +440
Sep12 111116 1653 1654 1633 1649 -3 885 14,871 -307
Dec12 111116 1657 1659 1640 1658 -4 354 12,530 +217
Mar13 111116 1659 1674 1659 1674 -4 9 3,029 +9
Total Volume and Open Interest 13,297 203,859 +1,133
London Sugar(LCE)
Mar12 111116 635.50 639.00 632.90 635.60 -5.30 3,829 22,183 -49
May12 111116 626.10 627.70 622.10 625.50 -4.20 478 7,169 -169
Aug12 111116 617.00 619.90 613.90 618.60 -3.20 426 5,504 +184
Oct12 111116 614.60 616.70 610.90 615.20 -3.80 94 2,830 +63
Dec12 111116 616.10 619.50 615.50 618.60 -3.40 21 1,008 +3
Total Volume and Open Interest 8,460 44,340 -2,289
Cotton(ICE)
Dec11 111116 102.50 104.36 102.07 103.50 +0.84 14,840 27,000 -6,825
Mar12 111116 99.70 100.88 98.45 100.48 -0.14 17,483 79,391 +5,120
May12 111116 99.60 100.68 98.50 100.48 -0.09 4,206 15,933 +1,820
Jul12 111116 98.25 100.29 98.25 100.13 +0.10 1,957 16,887 +1,466
Oct12 111116 99.01 99.83 99.00 99.83 +0.32 1 82 +0
Dec12 111116 95.25 96.60 95.25 96.38 -0.13 71 6,404 +13
Total Volume and Open Interest 38,590 146,914 +1,610
Lumber(CME)
Jan12 111116 227.4 235.0 224.5 231.7 +3.9 200 6,983 -2
Mar12 111116 245.3 252.9 242.1 250.0 +4.7 46 1,926 +15
May12 111116 257.4 262.0 255.3 262.0 +4.9 0 201 -6
Jul12 111116 266.1 274.7 265.0 274.0 +1.9 0 88 +1
Total Volume and Open Interest 358 9,367 -112
Crude Oil(NYM)
Dec11 111116 99.33 102.89 98.39 102.59 +3.22 351,523 150,312 -38,788
Jan12 111116 99.30 102.91 98.43 102.60 +3.17 159,897 312,363 +19,747
Feb12 111116 99.20 102.73 98.35 102.48 +3.13 47,449 85,489 -284
Mar12 111116 98.99 102.60 98.28 102.38 +3.11 34,837 84,922 +329
Apr12 111116 98.67 102.22 98.29 102.22 +3.10 11,878 37,134 +563
May12 111116 98.09 102.13 98.09 102.03 +3.10 11,223 37,027 +2,031
Jun12 111116 98.28 102.00 97.75 101.78 +3.09 28,975 79,749 -2,169
Jul12 111116 97.69 101.60 97.69 101.47 +3.02 5,242 32,085 +435
Aug12 111116 97.39 101.10 97.39 101.10 +2.91 3,364 21,660 +224
Sep12 111116 98.37 100.73 98.37 100.73 +2.80 4,026 23,634 -34
Oct12 111116 99.66 100.39 99.50 100.39 +2.68 2,635 24,294 -502
Nov12 111116 99.46 100.09 99.20 100.09 +2.55 3,346 24,488 -81
Dec12 111116 96.65 100.01 96.42 99.79 +2.40 29,107 164,134 +1,385
Jan13 111116 99.30 99.48 99.30 99.37 +2.26 1,151 28,893 +615
Feb13 111116 98.85 98.92 98.85 98.92 +2.12 229 11,041 +30
Mar13 111116 98.50 98.50 97.60 98.50 +1.98 159 8,574 -312
Total Volume and Open Interest 710,085 1,383,704 -24,397
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111116 99.275 102.875 98.425 102.600 +3.225 8,210 2,817 -118
Jan12 111116 99.350 102.900 98.450 102.600 +3.175 880 677 +11
Feb12 111116 98.475 102.475 98.400 102.475 +3.125 73 110 +7
Mar12 111116 98.350 102.375 98.325 102.375 +3.100 24 65 +2
Apr12 111116 101.950 102.225 101.450 102.225 +3.100 2 23 -1
May12 111116 102.025 102.025 102.025 102.025 +3.100 0 7 +0
Jun12 111116 99.450 101.775 99.450 101.775 +3.075 1 17 +1
Jul12 111116 101.475 101.475 101.475 101.475 +3.025 0 4 +0
Aug12 111116 101.100 101.100 101.100 101.100 +2.900 0 1 +0
Total Volume and Open Interest 9,190 3,950 -98
Heating Oil(NYM)
Dec11 111116 317.95 317.98 310.83 313.46 -3.67 47,593 72,989 -3,159
Jan12 111116 317.83 318.12 311.50 314.09 -3.31 25,433 69,598 +1,392
Feb12 111116 316.65 316.81 311.00 313.39 -2.93 10,784 31,952 +197
Mar12 111116 313.71 315.00 309.36 311.84 -2.79 6,350 27,351 +46
Apr12 111116 308.82 311.16 306.38 308.97 -2.71 3,529 15,742 +243
May12 111116 305.68 308.04 303.60 306.08 -2.66 2,523 12,244 +578
Jun12 111116 306.18 307.10 301.80 304.41 -2.63 7,558 31,108 +463
Jul12 111116 306.64 306.72 301.85 304.15 -2.60 338 7,639 -44
Aug12 111116 306.59 306.59 302.84 304.17 -2.56 210 4,149 +1
Sep12 111116 303.22 307.01 302.53 304.45 -2.51 246 5,133 -53
Oct12 111116 305.92 307.34 303.35 305.10 -2.40 62 2,181 -12
Nov12 111116 304.79 305.79 304.33 305.79 -2.35 67 1,527 -2
Total Volume and Open Interest 106,491 300,603 -49
Gasoline(NYMEX)
Dec11 111116 259.02 263.26 256.15 262.73 +4.16 69,497 63,827 -6,330
Jan12 111116 259.80 263.59 256.56 263.19 +3.98 49,155 73,954 +1,447
Feb12 111116 260.99 264.10 257.56 263.97 +3.61 23,263 28,172 +2,087
Mar12 111116 261.06 265.38 259.28 265.24 +3.17 22,166 30,070 +1,532
Apr12 111116 276.95 279.84 273.91 279.73 +2.68 13,925 27,654 -1,116
May12 111116 277.45 279.55 273.59 279.51 +2.46 10,791 15,340 +1,956
Jun12 111116 274.20 277.81 272.21 277.52 +2.18 11,683 22,236 +1,019
Jul12 111116 273.72 275.25 273.52 275.17 +1.96 5,150 6,104 +256
Aug12 111116 268.73 272.64 268.73 272.64 +1.78 5,449 7,481 +1,794
Sep12 111116 267.10 269.90 266.55 269.90 +1.65 1,808 6,587 +65
Total Volume and Open Interest 216,578 302,075 +2,796
e-miNY RBOB Gasoline(NYM)
Dec11 111116 262.70 262.73 262.70 262.70 +4.10      
Jan12 111116 263.20 263.20 263.19 263.20 +4.00 0 1 +0
Feb12 111116 264.00 264.00 263.97 264.00 +3.60 0 1 +0
Mar12 111116 265.20 265.24 265.20 265.20 +3.10      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111116 3.407 3.439 3.326 3.344 -0.060 127,730 111,772 -6,819
Jan12 111116 3.545 3.576 3.469 3.483 -0.059 76,053 266,459 +4,205
Feb12 111116 3.562 3.592 3.491 3.502 -0.056 24,907 83,427 +3,328
Mar12 111116 3.547 3.575 3.474 3.489 -0.056 23,539 98,563 +594
Apr12 111116 3.557 3.586 3.494 3.507 -0.054 25,237 101,219 +2,028
May12 111116 3.613 3.624 3.543 3.553 -0.054 9,175 43,394 +2,067
Jun12 111116 3.645 3.668 3.587 3.599 -0.054 5,658 19,875 +723
Jul12 111116 3.694 3.720 3.637 3.648 -0.054 2,914 17,809 +354
Aug12 111116 3.715 3.749 3.673 3.678 -0.053 2,692 14,010 +393
Sep12 111116 3.731 3.751 3.670 3.679 -0.053 3,061 11,851 +683
Oct12 111116 3.753 3.789 3.705 3.716 -0.053 10,634 56,945 -181
Nov12 111116 3.910 3.927 3.860 3.868 -0.047 3,344 20,549 +330
Dec12 111116 4.186 4.212 4.144 4.157 -0.037 2,755 21,361 +764
Jan13 111116 4.327 4.341 4.278 4.290 -0.034 3,691 31,813 +367
Feb13 111116 4.306 4.325 4.264 4.279 -0.032 87 5,911 +193
Mar13 111116 4.282 4.282 4.229 4.237 -0.031 334 14,044 -68
Total Volume and Open Interest 324,587 993,785 +8,128
Brent Crude Oil(ICE)
Jan12 111116 112.20 112.50 110.14 111.88 -0.30 222,217 206,021 +14,548
Feb12 111116 111.81 112.05 109.63 111.51 -0.24 70,074 139,100 +6,339
Mar12 111116 110.92 111.65 109.22 111.11 -0.21 45,236 90,843 +1,261
Apr12 111116 110.34 111.31 108.84 110.76 -0.19 21,105 35,421 -1,530
May12 111116 110.14 111.00 108.47 110.42 -0.19 15,271 19,278 -522
Jun12 111116 109.69 110.68 108.08 110.06 -0.21 40,140 56,768 -1,434
Jul12 111116 109.59 110.18 107.75 109.72 -0.20 10,355 18,490 -1,931
Aug12 111116 109.21 109.83 107.37 109.34 -0.20 7,262 22,844 +849
Sep12 111116 108.74 109.39 106.90 108.86 -0.21 6,732 27,897 +975
Oct12 111116 108.43 108.43 108.43 108.43 -0.21 4,337 13,152 -453
Nov12 111116 108.01 108.01 108.01 108.01 -0.23 3,802 18,293 +1,446
Dec12 111116 107.32 108.18 105.53 107.54 -0.24 30,105 101,846 -2,208
Jan13 111116 107.14 107.14 107.14 107.14 -0.21 988 8,787 +10
Feb13 111116 106.68 106.68 106.68 106.68 -0.18 318 4,769 -31
Total Volume and Open Interest 614,032 952,557 -27,999
Gas Oil(ICE)
Dec11 111116 996.50 997.75 980.00 994.25 +0.50 70,681 143,963 -3,977
Jan12 111116 987.00 987.75 970.00 983.25 -0.75 61,713 99,690 -1,693
Feb12 111116 979.50 980.00 962.25 975.25 -1.25 25,948 50,773 -557
Mar12 111116 970.50 973.00 955.75 968.50 -1.50 15,059 37,423 +131
Apr12 111116 965.25 967.75 951.00 963.25 -1.50 5,980 22,149 +341
May12 111116 961.75 963.00 946.75 959.25 -1.25 4,086 24,473 +759
Jun12 111116 960.50 962.50 945.50 958.00 -1.25 10,986 53,084 +7
Jul12 111116 962.75 963.00 951.25 958.50 -1.25 1,320 16,224 -233
Aug12 111116 963.00 964.00 951.75 958.75 -1.25 959 11,299 +38
Sep12 111116 961.00 962.50 948.00 957.75 -1.25 760 11,842 +144
Total Volume and Open Interest 202,565 564,566 -3,821
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111116 2.690 2.705 2.671 2.695 +0.015 247 1,194 -97
Jan12 111116 2.474 2.484 2.468 2.471 -0.010 127 1,837 -8
Feb12 111116 2.384 2.395 2.367 2.370 -0.022 93 1,247 +27
Mar12 111116 2.391 2.392 2.373 2.374 -0.019 17 1,192 +10
Apr12 111116 2.389 2.390 2.370 2.375 -0.027 0 697 +0
May12 111116 2.395 2.405 2.385 2.385 -0.027 47 712 +44
Jun12 111116 2.400 2.410 2.388 2.388 -0.027 2 552 +2
Total Volume and Open Interest 654 11,143 -23
WTI Crude Oil(ICE)
Dec11 111116 99.29 102.90 98.40 102.59 +3.22 79,484 64,609 -10,961
Jan12 111116 99.34 102.92 98.43 102.60 +3.17 50,888 66,593 +6,669
Feb12 111116 98.98 102.58 98.34 102.48 +3.13 22,787 35,863 +2,573
Mar12 111116 98.57 102.44 98.36 102.38 +3.11 12,189 25,072 +2,321
Apr12 111116 98.18 102.22 98.18 102.22 +3.10 3,872 11,722 +308
May12 111116 98.18 102.06 97.97 102.03 +3.10 4,915 11,862 +945
Jun12 111116 97.91 101.87 97.72 101.78 +3.09 10,470 40,195 -561
Jul12 111116 97.49 101.47 97.48 101.47 +3.02 1,482 8,246 +123
Aug12 111116 97.22 101.10 97.22 101.10 +2.91 928 4,648 +41
Sep12 111116 100.73 100.73 100.73 100.73 +2.80 731 8,429 +17
Oct12 111116 99.75 100.39 99.75 100.39 +2.68 836 3,306 -121
Nov12 111116 100.09 100.09 100.09 100.09 +2.55 605 3,619 -67
Dec12 111116 96.68 99.89 96.41 99.79 +2.40 12,452 52,434 -645
Jan13 111116 99.37 99.37 99.37 99.37 +2.26 0 2,201 +0
Feb13 111116 98.92 98.92 98.92 98.92 +2.12 0 603 +0
Mar13 111116 98.50 98.50 98.50 98.50 +1.98 0 1,526 +0
Total Volume and Open Interest 204,639 436,759 +454
US Dollar Index(ICE)
Dec11 111116 78.175 78.605 78.040 78.205 +0.143 19,166 56,939 -1,011
Mar12 111116 78.875 78.905 78.520 78.595 +0.132 7 667 +1
Jun12 111116 79.035 79.035 79.035 79.035 +0.133      
Total Volume and Open Interest 19,173 57,606 -1,010
Australian Dollar(CME)
Dec11 111116 101.31 101.51 100.20 101.10 -0.41 90,086 137,024 -2,729
Mar12 111116 99.89 100.53 99.37 100.14 -0.39 104 697 -29
Jun12 111116 99.43 99.78 99.43 99.43 -0.35 0 19 +0
Total Volume and Open Interest 90,190 137,864 -2,758
British Pound(CME)
Dec11 111116 158.10 158.17 157.16 157.69 -0.58 81,017 148,968 +2,880
Mar12 111116 157.75 158.14 157.30 157.56 -0.58 7 345 -4
Jun12 111116 157.44 157.98 157.44 157.44 -0.54 0 3 +0
Total Volume and Open Interest 81,024 149,321 +2,876
Canadian Dollar(CME)
Dec11 111116 97.87 98.23 97.11 98.00 +0.04 46,718 117,456 -147
Mar12 111116 97.47 98.05 96.97 97.84 +0.04 89 3,619 +8
Jun12 111116 97.25 97.74 97.05 97.74 +0.03 17 838 -3
Sep12 111116 97.05 97.70 97.05 97.70 +0.05 0 680 +0
Total Volume and Open Interest 46,824 122,725 -142
Japanese Yen(CME)
Dec11 111116 129.89 130.19 129.71 130.05 +0.16 53,726 141,106 +1,472
Mar12 111116 130.10 130.47 130.03 130.38 +0.19 42 986 +3
Jun12 111116 130.69 130.76 130.53 130.76 +0.23 0 22 +0
Total Volume and Open Interest 53,768 142,118 +1,475
Swiss Franc(CME)
Dec11 111116 109.22 109.47 108.45 109.10 -0.23 19,345 28,688 +942
Mar12 111116 109.02 109.57 108.99 109.34 -0.23 28 655 +17
Jun12 111116 109.68 109.91 109.68 109.68 -0.23 0 5 +0
Total Volume and Open Interest 19,373 29,352 +959
EuroFX(CME)
Dec11 111116 135.27 135.58 134.28 135.11 -0.31 229,167 237,132 -1,470
Mar12 111116 135.16 135.63 134.50 135.23 -0.30 320 4,416 +23
Jun12 111116 134.75 135.64 134.75 135.34 -0.30 20 920 +8
Total Volume and Open Interest 229,507 242,483 -1,439
Mexican Peso(CME)
Dec11 111116 734.5 738.0 729.8 734.8 -0.5 20,881 97,681 +1,970
Jan12 111116 733.0 733.5 733.0 733.0 -0.5 0 95 +0
Total Volume and Open Interest 20,881 106,071 +1,972
Brazilian Real(CME)
Dec11 111116 560.00 563.00 558.55 562.10 -1.70 120 4,322 -147
Jan12 111116 558.70 558.70 558.70 558.70 -1.70 0 10,149 +0
Feb12 111116 555.25 555.25 555.25 555.25 -1.70      
Mar12 111116 551.85 551.85 551.85 551.85 -1.70 33 33 +33
Total Volume and Open Interest 153 29,830 -114
30-Year T-Bonds(CBOT)
Dec11 111116 141~210 142~170 141~160 142~040 +0~200 251,296 624,058 +3,026
Mar12 111116 141~170 142~070 141~080 141~260 +0~210 4,983 11,455 +2,460
Jun12 111116 140~200 140~200 139~310 140~200 +0~210 0 6 +0
Total Volume and Open Interest 256,279 635,519 +5,486
10-Year T-Notes(CBOT)
Dec11 111116 130~130 130~245 130~085 130~160 +0~055 753,242 1,458,767 -3,090
Mar12 111116 129~220 130~010 129~190 129~250 +0~060 5,472 31,545 +1,895
Jun12 111116 128~250 128~250 128~190 128~250 +0~060      
Total Volume and Open Interest 758,714 1,490,312 -1,195
5-Year T-Notes(CBOT)
Dec11 111116 123~004 123~025 122~125 123~007 +0~005 386,388 1,258,548 +13,834
Mar12 111116 122~093 122~102 122~084 122~090 +0~006 4,266 18,184 +2,783
Jun12 111116 121~114 121~114 121~108 121~114 +0~006      
Total Volume and Open Interest 390,654 1,276,732 +16,617
2 Year T-Notes(CBOT)
Dec11 111116 110~025 110~027 110~022 110~022 -0~003 134,708 749,738 -2,693
Mar12 111116 110~027 110~029 110~025 110~025 -0~003 6,422 12,561 -10
Jun12 111116 109~121 109~124 109~121 109~121 -0~003      
Total Volume and Open Interest 141,130 762,299 -2,703
Eurodollars(CME)
Dec11 111116 99.400 99.400 99.342 99.357 -0.045 193,816 1,063,935 +18,069
Mar12 111116 99.275 99.280 99.200 99.225 -0.050 191,642 938,095 -6,829
Jun12 111116 99.270 99.275 99.195 99.215 -0.055 193,898 1,127,197 -1,983
Sep12 111116 99.270 99.275 99.200 99.215 -0.055 208,265 770,005 +17,426
Dec12 111116 99.270 99.275 99.205 99.220 -0.050 245,663 799,297 +16,883
Mar13 111116 99.270 99.270 99.210 99.225 -0.040 214,718 825,024 -13,476
Jun13 111116 99.245 99.245 99.195 99.205 -0.035 127,987 564,325 -6,125
Sep13 111116 99.190 99.195 99.155 99.165 -0.025 109,723 470,016 -3,141
Dec13 111116 99.090 99.105 99.070 99.075 -0.010 112,075 486,190 +2,646
Mar14 111116 98.970 98.985 98.950 98.965 +0.005 64,174 323,966 +1,551
Jun14 111116 98.795 98.825 98.780 98.810 +0.020 55,287 280,474 -1,677
Sep14 111116 98.610 98.660 98.595 98.640 +0.030 62,221 182,325 -1,416
Dec14 111116 98.420 98.480 98.405 98.455 +0.040 55,987 170,502 -10,916
Mar15 111116 98.235 98.310 98.225 98.285 +0.050 30,915 120,123 -426
Jun15 111116 6.320 6.390 6.295 6.365 +0.060 26,017 113,101 +1,434
Sep15 111116 6.120 6.210 6.115 6.190 +0.065 22,074 84,173 -18
Dec15 111116 5.940 6.025 5.930 6.005 +0.070 19,944 51,425 -3,609
Mar16 111116 5.805 5.870 5.785 5.850 +0.070 17,143 50,351 -2,585
Total Volume and Open Interest 1,994,208 8,609,738 -44,607
30 Day Federal Funds(CBOT)
Nov11 111116 99.915 99.918 99.912 99.915 -0.003 3,637 64,133 -1,060
Dec11 111116 99.915 99.920 99.915 99.920 unch 2,815 62,394 +910
Jan12 111116 99.910 99.915 99.905 99.910 unch 3,169 57,070 +1,196
Feb12 111116 99.905 99.910 99.900 99.905 unch 1,565 44,573 +654
Mar12 111116 99.900 99.900 99.895 99.900 unch 1,262 30,889 -391
Apr12 111116 99.900 99.900 99.890 99.900 unch 2,158 33,949 -1,356
Total Volume and Open Interest 28,238 596,469 +2,300
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111116 99.675 99.675 99.675 99.675 unch 0 328 +0
Mar12 111116 99.670 99.670 99.670 99.670 -0.003 0 300 +0
Jun12 111116 99.673 99.673 99.673 99.673 -0.003      
Sep12 111116 99.670 99.670 99.670 99.670 -0.003      
Dec12 111116 99.670 99.670 99.670 99.670 unch      
Mar13 111116 99.670 99.670 99.670 99.670 unch      
Jun13 111116 99.625 99.625 99.625 99.625 unch      
Sep13 111116 99.485 99.485 99.485 99.485 unch      
Dec13 111116 99.345 99.345 99.345 99.345 unch      
Mar14 111116 99.205 99.205 99.205 99.205 unch      
Total Volume and Open Interest 0 628 +0
3-Mth Euro-Yen(SGX)
Dec11 111116 99.67 99.67 99.67 99.67 0.00 0 2,477 +0
Mar12 111116 99.67 99.67 99.67 99.67 0.00 0 1,954 +0
Jun12 111116 99.67 99.67 99.67 99.67 0.00 0 1,470 +0
Sep12 111116 99.67 99.67 99.67 99.67 0.00 0 710 +0
Dec12 111116 99.67 99.67 99.67 99.67 unch 0 151 +0
Mar13 111116 99.67 99.67 99.67 99.67 unch 0 1 +0
Jun13 111116 99.62 99.62 99.62 99.62 unch      
Sep13 111116 99.49 99.49 99.49 99.49 unch      
Total Volume and Open Interest 0 6,765 +0
Japanese Gov't Bonds(SGX)
Dec11 111116 142.90 143.03 142.84 142.96 +0.10 2,904 24,014 +660
Mar12 111116 142.34 142.39 142.34 142.39 +0.11 0 35 +0
Jun12 111116 140.30 140.30 140.30 140.30 +0.11      
Total Volume and Open Interest 2,904 24,049 +660
Euro-Bund(EUREX)
Dec11 111116 138.91 139.00 137.92 138.15 -0.56 667,546 874,137 +10,485
Mar12 111116 139.15 139.15 138.20 138.40 -0.57 3,552 13,619 +3,245
Jun12 111116 137.95 137.95 137.95 137.95 -0.56 0 18 +0
Total Volume and Open Interest 671,098 887,774 +13,730
Euro-Bobl(EUREX)
Dec11 111116 124.05 124.08 123.42 123.53 -0.38 363,013 722,776 -5,089
Mar12 111116 124.35 124.35 123.80 123.87 -0.43 375 22,069 +207
Jun12 111116 123.68 123.68 123.68 123.68 -0.38      
Total Volume and Open Interest 363,388 744,845 -4,882
3-Mth Euribor(EUREX)
Dec11 111116 98.685 98.685 98.675 98.675 -0.060 0 1,868 +0
Mar12 111116 98.890 98.890 98.880 98.880 -0.055 0 2,220 +0
Jun12 111116 98.945 98.945 98.930 98.930 -0.060 0 1,063 +0
Total Volume and Open Interest 0 8,492 +0
Long Gilt(LIFFE)
Dec11 111116 131~10 131~25 130~28 131~07 -0~06 90,850 301,251 +6,170
Mar12 111116 114~24 115~15 114~24 114~30 -0~07 3,168 20,530 +2,518
Total Volume and Open Interest 94,018 321,781 +8,688
3-Mth Short Sterling(LIFFE)
Dec11 111116 98.87 98.89 98.86 98.89 +0.02 31,922 348,040 -5,814
Mar12 111116 98.74 98.80 98.74 98.77 +0.02 52,336 374,918 +4,598
Jun12 111116 98.72 98.79 98.71 98.74 +0.01 30,972 218,421 -994
Sep12 111116 98.71 98.78 98.70 98.72 unch 43,631 230,684 -1,062
Dec12 111116 98.67 98.74 98.65 98.69 unch 36,120 201,902 -456
Mar13 111116 98.65 98.74 98.64 98.68 unch 32,512 205,934 -1,087
Total Volume and Open Interest 328,093 2,088,126 -2,619
3-Mth Euribor(LIFFE)
Dec11 111116 98.730 98.730 98.665 98.675 -0.060 177,743 746,363 +3,469
Mar12 111116 98.930 98.945 98.860 98.880 -0.055 102,528 536,876 +10,137
Jun12 111116 98.985 99.000 98.910 98.930 -0.060 86,399 372,329 +3,839
Total Volume and Open Interest 796,960 3,496,687 -26,595
3-Mth Aus T-Bills(SFE)
Dec11 111116 95.54 95.57 95.51 95.57 +0.03 23,803 193,889 +1,020
Mar12 111116 96.28 96.33 96.22 96.33 +0.05 19,680 192,406 +3,071
Jun12 111116 96.55 96.62 96.49 96.61 +0.06 9,820 141,008 +3,313
Sep12 111116 96.56 96.63 96.52 96.62 +0.06 6,642 90,719 +3,568
Dec12 111116 96.46 96.50 96.40 96.48 +0.05 2,958 53,683 +220
Mar13 111116 96.31 96.34 96.24 96.32 +0.04 1,029 46,240 -55
Jun13 111116 96.19 96.20 96.14 96.19 +0.05 892 37,234 +242
Sep13 111116 96.07 96.10 96.03 96.08 +0.04 667 18,650 +302
Dec13 111116 95.94 95.96 95.93 95.96 +0.05 77 3,701 +41
Mar14 111116 95.81 95.83 95.80 95.83 +0.04 0 547 -7
Total Volume and Open Interest 65,568 778,152 +11,715
10-Year Aus T-Bonds(SFE)
Dec11 111116 95.90 95.97 95.84 95.97 +0.07 26,926 365,267 +4,919
Mar12 111116 95.97 95.97 95.97 95.97 +0.07      
Total Volume and Open Interest 26,926 365,267 +4,919
3-Year Aus T-Bonds(SFE)
Dec11 111116 96.60 96.70 96.55 96.69 +0.09 82,896 541,934 -8,466
Mar12 111116 96.69 96.69 96.69 96.69 +0.09      
Total Volume and Open Interest 82,896 541,934 -8,466
Gold(CMX)
Dec11 111116 1782.3 1784.8 1753.9 1774.3 -7.9 87,588 231,587 -1,654
Feb12 111116 1785.1 1787.1 1756.9 1776.9 -7.8 7,670 101,062 +3,088
Apr12 111116 1785.0 1789.2 1760.9 1779.2 -7.7 886 20,692 +497
Jun12 111116 1788.9 1788.9 1763.4 1781.1 -7.6 302 19,693 +16
Aug12 111116 1781.4 1783.1 1765.0 1783.1 -7.5 173 10,651 +86
Oct12 111116 1785.6 1785.6 1785.6 1785.6 -7.5 514 6,877 +169
Dec12 111116 1795.4 1795.4 1770.8 1788.2 -7.5 537 17,796 +13
Feb13 111116 1790.9 1790.9 1790.9 1790.9 -7.4 197 3,397 -7
Apr13 111116 1793.8 1793.8 1793.8 1793.8 -7.3 0 469 +0
Jun13 111116 1797.4 1797.4 1797.4 1797.4 -7.2 244 10,412 +113
Aug13 111116 1801.0 1801.0 1801.0 1801.0 -7.2 0 45 +0
Total Volume and Open Interest 98,835 467,177 +2,567
Silver(CMX)
Dec11 111116 3458.0 3463.0 3357.0 3382.2 -63.4 34,009 39,154 -1,381
Mar12 111116 3462.5 3468.5 3370.0 3389.4 -63.2 7,959 32,953 +1,617
May12 111116 3420.0 3465.0 3385.0 3393.1 -62.9 1,233 4,936 -27
Jul12 111116 3432.0 3432.0 3381.0 3396.3 -63.0 52 3,210 -3
Sep12 111116 3399.2 3399.2 3399.2 3399.2 -62.9 4 1,729 +0
Dec12 111116 3450.0 3450.0 3399.5 3402.5 -62.5 177 13,384 +53
Mar13 111116 3397.4 3397.4 3397.4 3397.4 -62.3 0 1,086 -1
Total Volume and Open Interest 43,720 111,163 +266
Platinum(NYMEX)
Jan12 111116 1643.1 1649.0 1613.0 1631.2 -11.5 4,299 34,774 -600
Apr12 111116 1634.3 1639.1 1625.1 1634.6 -11.3 244 3,741 +9
Jul12 111116 1626.0 1640.0 1626.0 1637.9 -11.5 28 172 +27
Oct12 111116 1647.4 1647.4 1641.5 1641.5 -11.5 0 53 +0
Total Volume and Open Interest 4,571 38,742 -569
Palladium(NYMEX)
Dec11 111116 664.70 667.95 645.65 654.45 -12.60 4,149 12,836 -1,101
Mar12 111116 15.64 15.64 648.30 1.19 -12.55 1,427 5,860 +1,152
Jun12 111116 2.44 2.44 2.44 2.44 -12.55 0 4 +0
Total Volume and Open Interest 5,576 18,700 +51
Copper(CMX)
Dec11 111116 350.05 353.80 343.00 348.45 -1.70 39,819 39,023 -2,573
Mar12 111116 352.85 355.40 344.90 350.30 -1.70 6,067 56,290 +1,684
May12 111116 349.30 353.65 349.30 351.45 -1.70 400 15,572 +30
Jul12 111116 351.25 353.15 348.30 352.25 -1.75 129 5,663 +6
Sep12 111116 352.60 352.60 352.60 352.60 -1.75 23 2,208 -11
Total Volume and Open Interest 46,942 130,331 -836
DJIA Index(CBOT)
Dec11 111116 12042 12080 11845 11845 -193 238 19,461 +3,054
Mar12 111116 11775 11971 11775 11775 -196 0 403 +0
Jun12 111116 11708 11904 11708 11708 -196 0 400 +0
Sep12 111116 11645 11841 11645 11645 -196      
Total Volume and Open Interest 238 20,264 +3,054
E-mini DJIA Index(CBOT)
Dec11 111116 12041 12083 11842 11845 -193 109,923 91,183 +2,157
Mar12 111116 11972 11980 11775 11775 -196 46 212 +14
Jun12 111116 11708 11708 11708 11708 -196 0 5 -1
Sep12 111116 11645 11645 11645 11645 -196 0 13 +0
Total Volume and Open Interest 109,969 91,413 +2,170
S & P 500(CME)
Dec11 111116 1254.70 1258.60 1230.70 1231.00 -23.10 11,684 280,546 -2,181
Mar12 111116 1225.00 1249.10 1225.00 1225.00 -23.10 1,036 14,474 +619
Jun12 111116 1220.00 1244.10 1220.00 1220.00 -23.10 255 1,753 +164
Sep12 111116 1214.70 1238.80 1214.70 1214.70 -23.10 0 2 +0
Total Volume and Open Interest 12,975 296,885 -1,398
S & P 500 E-Mini(Globex)
Dec11 111116 1254.50 1258.75 1230.50 1231.00 -23.00 1,889,071 2,924,794 +14,591
Mar12 111116 1248.50 1251.75 1224.75 1225.00 -23.00 9,279 34,968 +7,379
Total Volume and Open Interest 1,898,355 2,961,188 +21,959
NASDAQ 100(CME)
Dec11 111116 2353.00 2370.80 2312.00 2313.80 -46.00 1,307 31,424 -17
Mar12 111116 2326.00 2360.00 2309.50 2309.50 -46.00 20 70 +20
Jun12 111116 2306.50 2309.50 2306.50 2306.50 -46.00      
Total Volume and Open Interest 1,327 31,494 +3
NASDAQ 100 E-Mini(Globex)
Dec11 111116 2361.50 2371.50 2312.30 2313.80 -46.00 184,831 328,515 +303
Mar12 111116 2356.50 2358.30 2309.50 2309.50 -46.00 646 1,160 +566
Total Volume and Open Interest 185,479 329,688 +869
S & P Midcap 400(CME)
Dec11 111116 876.50 895.00 874.70 874.70 -13.30 143 5,614 +141
Mar12 111116 872.30 872.30 872.30 872.30 -13.30      
Jun12 111116 870.30 870.30 870.30 870.30 -13.30      
Total Volume and Open Interest 143 5,614 +141
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111116 8560 8575 8390 8390 -150 5,000 29,301 +333
Mar12 111116 8460 8490 8395 8395 -150 2 59 +2
Total Volume and Open Interest 5,002 29,360 +335
Nikkei 225(SGX)
Dec11 111116 8455 8530 8455 8455 -100 79,570 231,562 -373
Mar12 111116 8460 8500 8440 8440 -100 2,631 18,589 +2,381
Jun12 111116 8365 8365 8365 8365 -100 1 19 +0
Total Volume and Open Interest 82,283 255,488 +2,058
CAC 40(EURONEXT)
Nov11 111116 3022.0 3102.5 3015.5 3063.5 +14.5 122,568 267,636 +9,548
Dec11 111116 3020.0 3099.0 3016.0 3061.5 +14.5 24,838 60,139 +21,417
Jan12 111116 3040.0 3058.0 3040.0 3058.0 +14.5      
Total Volume and Open Interest 147,408 327,787 +30,965
Hang Seng Index(HKFE)
Nov11 111116 19436 19446 18709 18888 -407 62,482 80,616 +712
Dec11 111116 19419 19426 18700 18877 -409 1,003 11,899 +233
Total Volume and Open Interest 63,791 94,913 +1,166
DAX(EUREX)
Dec11 111116 5849.0 6036.0 5835.0 5925.5 -24.0 165,732 157,909 -3,153
Mar12 111116 5867.5 6029.5 5849.0 5936.0 -24.5 397 7,551 -36
Jun12 111116 5870.0 5980.0 5870.0 5954.5 -23.5 37 2,340 +9
Total Volume and Open Interest 166,166 167,800 -3,180
FT-SE 100(EURONEXT)
Dec11 111116 5531.50 5560.50 5443.50 5510.00 -13.00 104,502 620,686 -6,805
Mar12 111116 5450.00 5525.00 5446.00 5475.50 -13.50 41 7,204 +3,017
Jun12 111116 5439.00 5439.00 5439.00 5439.00 -13.00 0 500 +0
Total Volume and Open Interest 104,543 628,390 -3,788
SPI 200(SFE)
Dec11 111116 4311.0 4326.0 4252.0 4268.0 -39.0 29,936 206,047 +1,003
Mar12 111116 4252.0 4252.0 4252.0 4252.0 -38.0 3 2,882 +0
Jun12 111116 4258.0 4258.0 4258.0 4258.0 -39.0 4 1,370 +0
Total Volume and Open Interest 30,443 214,469 +1,467
GSCI(CME)
Dec11 111116 668.00 672.00 668.00 672.00 +4.50 99 8,025 +40
Jan12 111116 671.00 671.00 671.00 671.00 +4.50      
Feb12 111116 671.00 671.00 671.00 671.00 +4.50      
Total Volume and Open Interest 189 8,860  
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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