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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu November 17, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111117 1186.75 1192.00 1162.00 1168.25 -19.50 112,669 241,894 +630
Mar12 111117 1196.25 1202.25 1172.25 1178.50 -19.50 23,831 86,368 +380
May12 111117 1207.25 1211.75 1182.50 1188.00 -19.75 12,268 78,575 -460
Jul12 111117 1215.50 1222.00 1191.00 1196.50 -20.50 12,828 59,018 -171
Aug12 111117 1192.00 1213.00 1189.25 1194.50 -18.50 74 580 -26
Sep12 111117 1185.00 1205.00 1185.00 1185.00 -20.00 23 425 +1
Nov12 111117 1200.00 1208.00 1177.00 1179.50 -22.25 4,483 49,627 -17
Total Volume and Open Interest 166,233 529,417 +355
Soybean Meal(CBOT)
Dec11 111117 296.60 297.90 290.20 294.50 -1.90 39,694 60,152 -2,724
Jan12 111117 298.80 299.90 292.10 296.60 -1.70 19,498 42,549 +1,117
Mar12 111117 302.40 302.80 295.40 300.10 -1.40 7,794 31,053 +689
May12 111117 304.90 306.00 298.60 303.30 -1.40 4,102 25,604 +440
Jul12 111117 308.90 310.10 302.50 307.20 -1.40 3,839 20,450 +662
Aug12 111117 309.30 309.40 303.90 308.00 -1.30 99 3,889 +54
Sep12 111117 309.00 310.50 304.40 307.70 -1.10 80 4,271 +26
Oct12 111117 306.00 306.00 301.50 304.10 -0.80 43 2,817 +11
Total Volume and Open Interest 76,640 207,010 +526
Soybean Oil(CBOT)
Dec11 111117 52.36 52.52 51.15 51.40 -1.08 63,559 77,584 -7,723
Jan12 111117 52.65 52.75 51.44 51.68 -1.07 29,304 77,868 +2,925
Mar12 111117 52.94 53.05 51.78 52.05 -1.08 12,608 53,128 +1,236
May12 111117 53.30 53.40 52.14 52.37 -1.09 5,930 35,266 -175
Jul12 111117 53.58 53.75 52.45 52.67 -1.08 6,806 25,186 +805
Aug12 111117 53.39 53.55 52.56 52.73 -1.08 473 3,353 -81
Sep12 111117 53.33 53.60 52.57 52.73 -1.08 567 3,790 +186
Oct12 111117 52.86 53.40 52.47 52.54 -1.05 213 3,759 +23
Total Volume and Open Interest 120,980 293,991 -2,339
Canola(WCE)
Nov11 111114 517.9 517.9 517.9 517.9 +4.4      
Jan12 111117 526.8 529.5 520.0 521.8 -5.0 16,895 96,253 -1,524
Mar12 111117 534.9 536.5 526.2 527.8 -6.1 4,153 28,080 +1,494
May12 111117 538.0 541.0 528.8 530.8 -7.2 1,681 14,484 +294
Jul12 111117 542.8 547.4 533.6 536.6 -7.7 1,112 8,057 +661
Total Volume and Open Interest 24,368 160,458 +965
Corn(CBOT)
Dec11 111117 641.00 641.75 610.25 614.50 -28.25 188,177 354,048 -16,697
Mar12 111117 650.75 651.00 619.00 623.25 -28.75 117,239 455,899 +12,187
May12 111117 656.00 656.25 626.00 630.00 -28.00 21,201 131,174 +1,673
Jul12 111117 658.00 659.50 629.50 633.50 -27.00 22,474 132,710 +1,626
Sep12 111117 605.50 605.50 581.75 584.25 -23.50 3,314 33,236 +259
Dec12 111117 580.75 580.75 558.00 560.25 -21.00 13,841 162,352 +266
Total Volume and Open Interest 366,425 1,318,579 -617
Wheat(CBOT)
Dec11 111117 616.25 618.00 590.25 592.50 -24.25 63,912 93,738 -13,551
Mar12 111117 636.50 637.25 609.00 612.00 -25.75 44,217 142,795 +5,643
May12 111117 655.00 656.25 629.00 631.50 -25.50 8,839 57,266 +495
Jul12 111117 670.50 672.25 644.00 645.75 -26.50 7,043 65,651 -728
Sep12 111117 687.00 692.50 664.00 665.25 -27.25 503 11,877 -48
Total Volume and Open Interest 129,660 414,093 -8,999
Wheat(KCBT)
Dec11 111117 689.00 690.00 663.00 666.50 -20.50 10,365 35,567 -2,024
Mar12 111117 700.25 701.50 674.00 677.25 -22.50 7,091 65,393 +1,995
May12 111117 709.00 709.50 683.25 686.00 -22.25 1,871 12,329 +282
Jul12 111117 717.25 717.50 691.50 693.50 -23.50 1,887 35,267 +167
Sep12 111117 732.00 732.00 707.25 708.25 -23.50 360 3,915 +158
Total Volume and Open Interest 22,363 157,129 +846
Wheat(MGE)
Dec11 111117 932.25 932.50 917.25 925.00 -8.50 527 7,795 -381
Mar12 111117 887.00 889.00 875.00 881.50 -8.50 1,800 18,885 +406
May12 111117 854.50 856.00 843.50 850.00 -8.25 333 6,170 +40
Jul12 111117 834.00 837.00 825.25 832.50 -7.00 237 8,081 +58
Sep12 111117 810.00 810.00 798.50 802.25 -9.50 83 3,224 +4
Total Volume and Open Interest 3,109 47,209 +159
Oats(CBOT)
Dec11 111117 317.00 318.00 298.00 300.00 -18.00 961 6,640 +18
Mar12 111117 323.50 323.50 303.50 305.00 -18.50 535 9,815 +53
May12 111117 319.00 329.50 309.50 311.00 -18.50 31 1,259 +16
Jul12 111117 327.50 335.50 315.50 317.00 -18.50 5 30 +5
Total Volume and Open Interest 1,532 17,867 +92
Rough Rice(CBOT)
Nov11 111114 15.05 15.05 15.01 15.05 +0.05 4 14 -23
Jan12 111117 14.95 15.00 14.53 14.72 -0.24 618 11,706 +8
Mar12 111117 15.25 15.30 14.82 15.01 -0.24 111 4,461 +43
May12 111117 15.46 15.55 15.19 15.30 -0.24 12 585 +12
Total Volume and Open Interest 741 17,506 +63
Live Cattle(CME)
Dec11 111117 121.850 122.500 120.480 121.000 -1.050 19,061 70,960 -4,067
Feb12 111117 124.135 125.000 123.100 123.600 -0.700 16,280 121,214 +1,817
Apr12 111117 127.950 128.685 127.000 127.385 -0.965 6,400 81,577 +47
Jun12 111117 126.535 127.285 125.885 126.350 -0.935 4,630 39,848 +1,078
Aug12 111117 126.730 127.450 126.150 126.635 -0.815 1,502 8,181 +394
Oct12 111117 129.250 129.685 128.535 128.750 -0.825 846 4,765 +381
Total Volume and Open Interest 49,345 329,560 +157
Feeder Cattle(CME)
Nov11 111117 143.250 143.400 143.100 143.130 -0.270 898 3,051 -302
Jan12 111117 148.535 149.950 147.300 149.575 +0.695 2,761 16,633 +406
Mar12 111117 149.550 150.880 148.500 150.500 +0.550 940 5,971 +84
Apr12 111117 150.035 152.000 149.450 151.400 +0.350 599 2,398 +226
May12 111117 151.075 152.300 150.035 151.750 +0.215 504 2,663 +115
Aug12 111117 152.150 153.300 151.250 152.850 unch 557 2,805 +150
Sep12 111117 152.900 153.450 152.850 153.100 +0.050 109 367 +76
Total Volume and Open Interest 6,391 33,959 +771
Lean Hogs(CME)
Dec11 111117 85.580 87.635 85.350 87.450 +1.900 19,733 40,572 -3,837
Feb12 111117 89.180 90.730 88.930 90.430 +1.500 15,518 84,074 +3,309
Apr12 111117 92.285 93.500 91.900 93.150 +1.100 5,864 59,303 +890
May12 111117 97.500 98.600 97.500 98.450 +0.450 34 2,119 +9
Jun12 111117 99.350 100.100 98.850 100.050 +0.550 2,767 34,862 +360
Jul12 111117 98.430 99.000 97.980 98.850 +0.300 395 9,545 +12
Aug12 111117 97.000 97.700 96.800 97.600 +0.100 650 11,637 +148
Oct12 111117 86.000 86.500 85.450 85.800 -0.550 281 5,490 +155
Total Volume and Open Interest 45,392 249,630 +1,081
Class III Milk(CME)
Nov11 111117 19.09 19.10 19.06 19.08 -0.01 187 5,571 +66
Dec11 111117 18.95 19.04 18.23 18.23 -0.75 669 6,313 +116
Jan12 111117 17.69 17.79 16.96 17.12 -0.57 369 3,685 +159
Feb12 111117 16.87 16.90 16.33 16.53 -0.34 84 2,755 +45
Mar12 111117 16.57 16.65 16.37 16.47 -0.15 29 2,395 +16
Total Volume and Open Interest 1,425 32,389 +457
Cocoa(ICE)
Dec11 111117 2298 2374 2268 2374 +83 6,512 1,406 -4,420
Mar12 111117 2535 2540 2490 2505 -31 19,364 79,271 -2,135
May12 111117 2543 2547 2497 2511 -31 4,068 29,212 +187
Jul12 111117 2557 2561 2510 2526 -30 1,639 14,291 +438
Sep12 111117 2570 2570 2523 2540 -29 323 12,093 +120
Dec12 111117 2586 2587 2550 2555 -27 188 12,677 +118
Mar13 111117 2568 2568 2567 2567 -26 60 3,602 +34
Total Volume and Open Interest 32,154 155,162 -5,658
Coffee "C"(ICE)
Dec11 111117 235.00 236.25 231.30 232.15 -3.60 13,473 14,369 -4,183
Mar12 111117 237.90 239.80 235.25 236.10 -2.95 15,500 52,093 +2,181
May12 111117 241.00 241.85 238.00 238.40 -2.80 2,133 19,471 +529
Jul12 111117 242.25 243.90 239.90 240.35 -2.75 435 5,732 +137
Sep12 111117 243.10 244.60 240.65 241.20 -2.60 186 5,342 +46
Dec12 111117 245.00 245.00 241.75 241.85 -2.55 95 6,328 +52
Total Volume and Open Interest 31,870 104,414 -1,234
Orange Juice(ICE)
Jan12 111117 169.00 174.00 168.95 171.85 +3.00 907 18,993 -154
Mar12 111117 165.55 169.50 165.45 167.90 +2.50 145 5,130 +108
May12 111117 168.95 168.95 167.20 167.20 +2.15 3 1,671 +16
Jul12 111117 167.65 167.65 167.65 167.65 +2.05 2 388 +0
Sep12 111117 167.05 167.05 167.05 167.05 +2.05 0 53 +0
Nov12 111117 166.75 166.75 166.75 166.75 +2.05 0 8 +0
Total Volume and Open Interest 1,057 26,249 -30
Sugar #11(ICE)
Mar12 111117 24.46 24.51 24.00 24.04 -0.48 29,923 215,925 -2,760
May12 111117 23.98 23.98 23.54 23.58 -0.40 7,383 80,068 +177
Jul12 111117 23.50 23.53 23.19 23.25 -0.34 6,228 80,754 +204
Oct12 111117 23.50 23.50 23.22 23.29 -0.28 3,085 45,580 +37
Mar13 111117 23.81 23.85 23.58 23.63 -0.31 1,225 30,724 -57
Total Volume and Open Interest 49,927 488,004 -1,709
London Cocoa(LCE)
Dec11 111117 1579 1579 1558 1577 -1 6,353 73,962 -186
Mar12 111117 1610 1610 1588 1604 -4 11,867 58,690 -87
May12 111117 1622 1622 1603 1618 -4 3,672 18,985 +38
Jul12 111117 1636 1637 1619 1632 -5 3,634 22,017 +1,367
Sep12 111117 1648 1648 1631 1645 -4 1,314 15,169 +298
Dec12 111117 1646 1657 1642 1657 -1 497 12,774 +244
Mar13 111117 1660 1672 1660 1672 -2 0 3,029 +0
Total Volume and Open Interest 27,337 205,533 +1,674
London Sugar(LCE)
Mar12 111117 632.00 633.40 625.60 629.00 -6.60 3,473 21,646 -537
May12 111117 622.00 623.30 615.60 618.10 -7.40 281 7,132 -37
Aug12 111117 615.50 616.00 608.30 612.00 -6.60 109 5,560 +56
Oct12 111117 614.00 614.00 607.20 609.50 -5.70 39 2,855 +25
Dec12 111117 615.00 617.00 611.90 613.00 -5.60 21 1,004 -4
Total Volume and Open Interest 3,923 39,108 -5,232
Cotton(ICE)
Dec11 111117 103.06 103.96 99.50 99.50 -4.00 35,212 19,172 -7,828
Mar12 111117 100.48 100.85 96.48 96.48 -4.00 15,858 82,623 +3,232
May12 111117 100.38 100.55 96.52 96.72 -3.76 1,993 16,440 +507
Jul12 111117 100.13 100.15 96.40 96.65 -3.48 1,927 17,306 +419
Oct12 111117 96.64 96.64 96.64 96.64 -3.19 0 84 +2
Dec12 111117 95.90 95.90 93.51 93.64 -2.74 364 6,417 +13
Total Volume and Open Interest 55,366 143,259 -3,655
Lumber(CME)
Jan12 111117 233.7 241.7 232.4 241.7 +10.0 318 7,087 +104
Mar12 111117 251.7 260.0 250.5 258.3 +8.3 86 1,897 -29
May12 111117 265.8 272.0 265.8 270.6 +8.6 0 201 +0
Jul12 111117 274.8 283.9 274.8 279.0 +5.0 0 88 +0
Total Volume and Open Interest 404 9,289 -78
Crude Oil(NYM)
Dec11 111117 101.76 103.37 98.28 98.82 -3.77 353,319 109,230 -41,082
Jan12 111117 101.74 103.37 98.34 98.93 -3.67 153,152 321,163 +8,800
Feb12 111117 101.62 103.28 98.35 98.90 -3.58 61,299 84,562 -927
Mar12 111117 101.80 103.20 98.33 98.89 -3.49 41,837 89,125 +4,203
Apr12 111117 102.00 103.08 98.58 98.84 -3.38 13,245 37,869 +735
May12 111117 101.58 102.80 98.29 98.74 -3.29 9,882 36,849 -178
Jun12 111117 101.17 102.55 98.06 98.56 -3.22 28,895 80,265 +516
Jul12 111117 101.37 101.37 97.85 98.32 -3.15 4,943 32,539 +454
Aug12 111117 100.76 101.58 97.70 98.02 -3.08 3,958 22,168 +508
Sep12 111117 99.97 99.97 97.19 97.71 -3.02 5,502 23,285 -349
Oct12 111117 99.21 99.64 96.94 97.42 -2.97 3,691 24,097 -197
Nov12 111117 98.43 98.47 97.17 97.17 -2.92 2,716 24,760 +272
Dec12 111117 99.18 100.62 96.33 96.92 -2.87 31,761 164,596 +462
Jan13 111117 97.00 97.00 96.52 96.52 -2.85 1,833 29,216 +323
Feb13 111117 97.50 97.50 96.10 96.10 -2.82 459 11,136 +95
Mar13 111117 95.70 95.70 95.70 95.70 -2.80 296 8,644 +70
Total Volume and Open Interest 743,768 1,357,125 -26,579
e-miNY Crude Oil(NYM)
Nov11 111019 88.200 89.500 86.100 86.100 -2.250 5,853 2,683 -142
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111117 101.675 103.375 98.400 98.925 -3.675 1,701 821 +144
Feb12 111117 101.675 103.000 98.375 98.900 -3.575 133 159 +49
Mar12 111117 101.500 101.500 98.900 98.900 -3.475 3 67 +2
Apr12 111117 100.200 100.200 98.850 98.850 -3.375 0 23 +0
May12 111117 101.825 101.825 98.750 98.750 -3.275 0 7 +0
Jun12 111117 100.400 100.400 98.550 98.550 -3.225 2 16 -1
Jul12 111117 98.325 98.325 98.325 98.325 -3.150 0 4 +0
Aug12 111117 97.700 98.025 97.700 98.025 -3.075 0 1 +0
Total Volume and Open Interest 9,248 4,308 +358
Heating Oil(NYM)
Dec11 111117 311.50 314.75 307.46 308.32 -5.14 52,775 68,883 -4,106
Jan12 111117 312.29 315.42 308.14 309.01 -5.08 33,814 70,879 +1,281
Feb12 111117 312.94 313.84 307.55 308.28 -5.11 17,053 30,640 -1,312
Mar12 111117 311.12 312.96 306.08 306.63 -5.21 13,277 27,571 +220
Apr12 111117 308.48 308.48 303.30 303.86 -5.11 5,067 15,931 +189
May12 111117 300.78 304.19 299.30 301.16 -4.92 2,514 12,513 +269
Jun12 111117 303.75 305.20 298.61 299.77 -4.64 6,301 31,020 -88
Jul12 111117 301.82 301.82 298.93 299.58 -4.57 402 7,663 +24
Aug12 111117 300.49 302.44 299.24 299.65 -4.52 196 4,134 -15
Sep12 111117 301.20 302.90 299.50 300.15 -4.30 186 5,197 +64
Oct12 111117 302.48 303.63 300.74 300.97 -4.13 119 2,196 +15
Nov12 111117 303.16 303.16 301.44 301.79 -4.00 94 1,529 +2
Total Volume and Open Interest 133,172 297,574 -3,029
Gasoline(NYMEX)
Dec11 111117 260.14 261.95 249.70 250.71 -12.02 43,907 59,081 -4,746
Jan12 111117 260.42 262.64 250.60 251.56 -11.63 33,417 74,011 +57
Feb12 111117 260.97 262.00 251.79 252.72 -11.25 16,305 27,389 -783
Mar12 111117 262.21 263.31 253.59 254.42 -10.82 13,379 31,373 +1,303
Apr12 111117 277.52 278.81 268.44 269.01 -10.72 8,848 26,514 -1,140
May12 111117 275.69 275.69 268.35 268.91 -10.60 5,802 15,422 +82
Jun12 111117 275.03 277.01 266.40 266.97 -10.55 5,797 22,075 -161
Jul12 111117 273.02 273.51 264.35 264.69 -10.48 2,354 6,208 +104
Aug12 111117 266.55 266.55 262.26 262.26 -10.38 1,357 7,550 +69
Sep12 111117 263.54 264.97 259.16 259.65 -10.25 1,459 7,026 +439
Total Volume and Open Interest 134,358 297,549 -4,526
e-miNY RBOB Gasoline(NYM)
Dec11 111117 250.70 250.71 250.70 250.70 -12.00      
Jan12 111117 251.60 251.60 251.56 251.60 -11.60 0 1 +0
Feb12 111117 252.70 252.72 252.70 252.70 -11.30 0 1 +0
Mar12 111117 254.40 254.42 254.40 254.40 -10.80      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111117 3.343 3.479 3.325 3.410 +0.066 136,952 102,761 -9,011
Jan12 111117 3.481 3.609 3.470 3.546 +0.063 92,921 276,320 +9,861
Feb12 111117 3.490 3.623 3.490 3.562 +0.060 25,625 82,254 -1,173
Mar12 111117 3.475 3.605 3.475 3.547 +0.058 25,997 101,169 +2,606
Apr12 111117 3.495 3.621 3.495 3.566 +0.059 30,091 100,761 -458
May12 111117 3.557 3.658 3.556 3.610 +0.057 6,528 43,684 +290
Jun12 111117 3.586 3.705 3.585 3.655 +0.056 2,657 20,007 +132
Jul12 111117 3.694 3.754 3.653 3.703 +0.055 2,360 18,169 +360
Aug12 111117 3.725 3.783 3.682 3.730 +0.052 5,523 16,208 +2,198
Sep12 111117 3.715 3.782 3.699 3.730 +0.051 2,162 11,843 -8
Oct12 111117 3.758 3.819 3.717 3.766 +0.050 15,429 54,749 -2,196
Nov12 111117 3.899 3.961 3.860 3.906 +0.038 4,538 20,468 -81
Dec12 111117 4.136 4.246 4.136 4.192 +0.035 2,435 21,897 +536
Jan13 111117 4.273 4.375 4.273 4.321 +0.031 3,945 32,006 +193
Feb13 111117 4.300 4.346 4.300 4.309 +0.030 116 5,918 +7
Mar13 111117 4.268 4.290 4.255 4.266 +0.029 1,412 13,591 -453
Total Volume and Open Interest 359,763 996,935 +3,150
Brent Crude Oil(ICE)
Jan12 111117 110.85 111.98 107.56 108.22 -3.66 196,617 208,165 +2,144
Feb12 111117 110.52 111.64 107.50 108.09 -3.42 85,085 142,757 +3,657
Mar12 111117 110.17 111.29 107.30 107.82 -3.29 44,219 87,789 -3,054
Apr12 111117 109.96 110.96 107.06 107.59 -3.17 20,396 35,746 +325
May12 111117 109.59 110.66 106.77 107.32 -3.10 14,319 18,908 -370
Jun12 111117 109.27 110.34 106.48 107.04 -3.02 35,541 58,973 +2,205
Jul12 111117 108.97 110.04 106.26 106.79 -2.93 9,039 18,602 +112
Aug12 111117 108.41 109.66 105.98 106.51 -2.83 8,099 23,109 +265
Sep12 111117 109.04 109.24 105.61 106.13 -2.73 9,331 27,302 -595
Oct12 111117 108.38 108.38 105.79 105.79 -2.64 5,625 13,228 +76
Nov12 111117 105.45 105.45 105.45 105.45 -2.56 4,154 19,109 +816
Dec12 111117 107.26 107.98 104.57 105.07 -2.47 24,943 100,524 -1,322
Jan13 111117 104.74 104.74 104.74 104.74 -2.40 1,486 8,883 +96
Feb13 111117 104.35 104.35 104.35 104.35 -2.33 960 5,052 +283
Total Volume and Open Interest 474,713 927,249 -25,308
Gas Oil(ICE)
Dec11 111117 980.50 992.25 968.00 973.00 -21.25 82,472 136,679 -7,284
Jan12 111117 970.00 982.25 958.75 964.25 -19.00 85,329 99,577 -113
Feb12 111117 967.50 973.75 951.75 957.75 -17.50 36,066 52,249 +1,476
Mar12 111117 962.25 968.25 946.00 952.50 -16.00 19,008 38,558 +1,135
Apr12 111117 956.00 961.25 942.75 948.25 -15.00 9,574 22,575 +426
May12 111117 954.75 956.75 938.75 945.00 -14.25 5,274 24,012 -461
Jun12 111117 951.75 956.00 938.50 944.25 -13.75 14,599 55,166 +2,082
Jul12 111117 955.50 956.50 939.75 945.00 -13.50 2,329 16,553 +329
Aug12 111117 955.75 956.75 940.25 945.50 -13.25 1,823 11,461 +162
Sep12 111117 949.75 950.25 939.50 944.75 -13.00 1,985 12,104 +262
Total Volume and Open Interest 268,655 562,742 -1,824
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111117 2.700 2.710 2.600 2.627 -0.068 302 995 -199
Jan12 111117 2.437 2.440 2.370 2.383 -0.088 195 1,952 +115
Feb12 111117 2.345 2.345 2.274 2.279 -0.091 102 1,224 -23
Mar12 111117 2.345 2.345 2.278 2.284 -0.090 275 1,284 +92
Apr12 111117 2.285 2.285 2.284 2.285 -0.090 52 744 +47
May12 111117 2.295 2.295 2.295 2.295 -0.090 4 714 +2
Jun12 111117 2.340 2.340 2.293 2.293 -0.095 15 560 +8
Total Volume and Open Interest 1,044 11,148 +5
WTI Crude Oil(ICE)
Dec11 111117 102.30 103.38 98.41 98.82 -3.77 61,140 58,670 -5,939
Jan12 111117 101.91 103.38 98.36 98.93 -3.67 52,687 70,638 +4,045
Feb12 111117 101.77 103.23 98.37 98.90 -3.58 19,742 37,458 +1,595
Mar12 111117 102.00 103.17 98.43 98.89 -3.49 11,832 26,363 +1,291
Apr12 111117 102.47 103.02 98.47 98.84 -3.38 5,018 11,718 -4
May12 111117 102.29 102.35 98.38 98.74 -3.29 4,545 12,063 +201
Jun12 111117 101.86 102.18 98.20 98.56 -3.22 10,827 39,157 -1,038
Jul12 111117 101.77 101.77 97.97 98.32 -3.15 2,659 8,513 +267
Aug12 111117 101.38 101.38 97.67 98.02 -3.08 1,429 4,657 +9
Sep12 111117 97.71 97.71 97.71 97.71 -3.02 1,012 8,373 -56
Oct12 111117 98.75 98.79 97.42 97.42 -2.97 681 3,199 -107
Nov12 111117 97.17 97.17 97.17 97.17 -2.92 523 3,521 -98
Dec12 111117 99.40 100.10 96.46 96.92 -2.87 9,814 53,648 +1,214
Jan13 111117 96.52 96.52 96.52 96.52 -2.85 100 2,201 +0
Feb13 111117 96.10 96.10 96.10 96.10 -2.82 100 603 +0
Mar13 111117 95.70 95.70 95.70 95.70 -2.80 0 1,526 +0
Total Volume and Open Interest 186,622 438,956 +2,197
US Dollar Index(ICE)
Dec11 111117 78.580 78.690 78.135 78.490 +0.285 25,208 56,644 -295
Mar12 111117 79.000 79.000 78.545 78.880 +0.285 17 661 -6
Jun12 111117 79.320 79.320 79.320 79.320 +0.285      
Total Volume and Open Interest 25,225 57,305 -301
Australian Dollar(CME)
Dec11 111117 100.38 101.10 99.38 99.47 -1.63 92,123 135,597 -1,427
Mar12 111117 99.36 100.14 98.50 98.53 -1.61 151 725 +28
Jun12 111117 97.85 99.43 97.85 97.85 -1.58 0 19 +0
Total Volume and Open Interest 92,274 136,465 -1,399
British Pound(CME)
Dec11 111117 157.23 158.10 156.86 157.51 -0.18 81,318 150,350 +1,382
Mar12 111117 157.00 157.92 157.00 157.38 -0.18 31 344 -1
Jun12 111117 157.27 157.44 157.27 157.27 -0.17 0 3 +0
Total Volume and Open Interest 81,349 150,702 +1,381
Canadian Dollar(CME)
Dec11 111117 97.59 98.00 97.06 97.19 -0.81 63,340 118,220 +764
Mar12 111117 97.30 97.84 96.95 97.03 -0.81 807 3,962 +343
Jun12 111117 97.43 97.74 96.95 96.95 -0.79 193 945 +107
Sep12 111117 97.39 97.70 96.90 96.90 -0.80 32 707 +27
Total Volume and Open Interest 64,373 123,967 +1,242
Japanese Yen(CME)
Dec11 111117 129.88 130.10 129.79 130.03 -0.02 65,001 141,226 +120
Mar12 111117 130.14 130.38 130.14 130.38 unch 251 981 -5
Jun12 111117 130.80 130.80 130.76 130.80 +0.04 0 22 +0
Total Volume and Open Interest 65,252 142,233 +115
Swiss Franc(CME)
Dec11 111117 108.74 109.31 108.30 108.73 -0.37 20,705 29,545 +857
Mar12 111117 108.75 109.54 108.69 108.98 -0.36 20 652 -3
Jun12 111117 109.32 109.68 109.32 109.32 -0.36 0 5 +0
Total Volume and Open Interest 20,725 30,206 +854
EuroFX(CME)
Dec11 111117 134.57 135.40 134.20 134.64 -0.47 260,681 238,375 +1,243
Mar12 111117 134.40 135.48 134.40 134.78 -0.45 1,520 5,220 +804
Jun12 111117 135.50 135.55 134.65 134.89 -0.45 32 942 +22
Total Volume and Open Interest 262,233 244,552 +2,069
Mexican Peso(CME)
Dec11 111117 731.5 734.8 725.5 727.0 -7.8 23,069 97,304 -377
Jan12 111117 725.5 733.0 725.5 725.5 -7.5 0 95 +0
Total Volume and Open Interest 23,071 105,696 -375
Brazilian Real(CME)
Dec11 111117 561.70 563.40 557.25 559.60 -2.50 62 4,275 -47
Jan12 111117 556.20 556.20 556.20 556.20 -2.50 0 10,149 +0
Feb12 111117 552.75 552.75 552.75 552.75 -2.50      
Mar12 111117 549.35 549.35 549.35 549.35 -2.50 63 33 +0
Total Volume and Open Interest 125 29,783 -47
30-Year T-Bonds(CBOT)
Dec11 111117 142~160 143~210 141~260 143~110 +1~070 314,568 620,582 -3,476
Mar12 111117 142~110 143~120 141~180 143~040 +1~100 5,522 13,828 +2,373
Jun12 111117 141~300 141~300 140~200 141~300 +1~100 0 6 +0
Total Volume and Open Interest 320,090 634,416 -1,103
10-Year T-Notes(CBOT)
Dec11 111117 130~225 130~310 130~085 130~265 +0~105 945,368 1,445,090 -13,677
Mar12 111117 129~315 130~085 129~180 130~045 +0~115 5,924 35,278 +3,733
Jun12 111117 129~045 129~045 128~250 129~045 +0~115      
Total Volume and Open Interest 951,292 1,480,368 -9,944
5-Year T-Notes(CBOT)
Dec11 111117 123~019 123~030 122~112 123~023 +0~016 487,290 1,244,916 -13,632
Mar12 111117 122~100 122~112 122~073 122~109 +0~019 3,791 19,250 +1,066
Jun12 111117 122~005 122~005 121~114 122~005 +0~019      
Total Volume and Open Interest 491,081 1,264,166 -12,566
2 Year T-Notes(CBOT)
Dec11 111117 110~024 110~029 110~016 110~020 -0~002 115,798 745,800 -3,938
Mar12 111117 110~028 110~031 110~021 110~024 -0~001 1,641 13,153 +592
Jun12 111117 109~120 109~121 109~120 109~120 -0~001      
Total Volume and Open Interest 117,439 758,953 -3,346
Eurodollars(CME)
Dec11 111117 99.350 99.368 99.300 99.308 -0.050 208,517 1,066,933 +2,998
Mar12 111117 99.205 99.230 99.160 99.170 -0.055 261,099 931,102 -6,993
Jun12 111117 99.200 99.225 99.140 99.155 -0.060 209,587 1,130,492 +3,295
Sep12 111117 99.205 99.230 99.135 99.155 -0.060 215,571 766,406 -3,599
Dec12 111117 99.210 99.235 99.145 99.165 -0.055 222,622 808,393 +9,096
Mar13 111117 99.220 99.235 99.155 99.175 -0.050 169,467 824,617 -407
Jun13 111117 99.200 99.220 99.135 99.160 -0.045 112,930 568,540 +4,215
Sep13 111117 99.165 99.180 99.095 99.125 -0.040 102,417 463,697 -6,319
Dec13 111117 99.085 99.095 99.015 99.045 -0.030 100,394 490,173 +3,983
Mar14 111117 98.975 98.985 98.910 98.945 -0.020 62,747 325,404 +1,438
Jun14 111117 98.820 98.840 98.765 98.805 -0.005 53,187 284,652 +4,178
Sep14 111117 98.655 98.675 98.605 98.650 +0.010 51,170 183,908 +1,583
Dec14 111117 98.480 98.495 98.425 98.480 +0.025 40,193 171,870 +1,368
Mar15 111117 98.310 98.340 98.250 98.325 +0.040 24,357 120,380 +257
Jun15 111117 6.380 6.435 6.330 6.415 +0.050 21,269 112,251 -850
Sep15 111117 6.210 6.270 6.155 6.250 +0.060 17,049 83,438 -735
Dec15 111117 6.020 6.095 5.970 6.075 +0.070 12,917 50,186 -1,239
Mar16 111117 5.870 5.950 5.820 5.930 +0.080 11,576 48,086 -2,265
Total Volume and Open Interest 1,926,818 8,620,542 +10,804
30 Day Federal Funds(CBOT)
Nov11 111117 99.915 99.918 99.915 99.915 unch 2,859 65,006 +873
Dec11 111117 99.920 99.920 99.905 99.920 unch 1,324 62,148 -246
Jan12 111117 99.905 99.910 99.890 99.900 -0.010 1,795 58,291 +1,221
Feb12 111117 99.900 99.905 99.880 99.895 -0.010 1,034 44,982 +409
Mar12 111117 99.895 99.900 99.880 99.890 -0.010 1,100 30,469 -420
Apr12 111117 99.890 99.900 99.875 99.885 -0.015 372 33,943 -6
Total Volume and Open Interest 17,045 598,935 +2,466
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111117 99.670 99.670 99.670 99.670 -0.005 4 329 +1
Mar12 111117 99.668 99.668 99.668 99.668 -0.002 0 300 +0
Jun12 111117 99.670 99.670 99.670 99.670 -0.003      
Sep12 111117 99.668 99.668 99.668 99.668 -0.002      
Dec12 111117 99.670 99.670 99.670 99.670 unch      
Mar13 111117 99.670 99.670 99.670 99.670 unch      
Jun13 111117 99.625 99.625 99.625 99.625 unch      
Sep13 111117 99.485 99.485 99.485 99.485 unch      
Dec13 111117 99.345 99.345 99.345 99.345 unch      
Mar14 111117 99.205 99.205 99.205 99.205 unch      
Total Volume and Open Interest 4 629 +1
3-Mth Euro-Yen(SGX)
Dec11 111117 99.67 99.67 99.67 99.67 0.00 0 2,477 +0
Mar12 111117 99.65 99.67 99.65 99.67 0.00 0 1,954 +0
Jun12 111117 99.67 99.67 99.67 99.67 0.00 0 1,470 +0
Sep12 111117 99.66 99.67 99.66 99.67 0.00 0 710 +0
Dec12 111117 99.67 99.67 99.67 99.67 unch 0 151 +0
Mar13 111117 99.67 99.67 99.67 99.67 unch 0 1 +0
Jun13 111117 99.62 99.62 99.62 99.62 unch      
Sep13 111117 99.49 99.49 99.49 99.49 unch      
Total Volume and Open Interest 0 6,765 +0
Japanese Gov't Bonds(SGX)
Dec11 111117 143.00 143.14 142.81 143.05 +0.09 2,364 23,876 -138
Mar12 111117 142.43 142.48 142.43 142.48 +0.09 5 30 -5
Jun12 111117 140.39 140.39 140.39 140.39 +0.09      
Total Volume and Open Interest 2,369 23,906 -143
Euro-Bund(EUREX)
Dec11 111117 138.23 138.79 137.19 137.32 -0.83 759,033 877,320 +3,183
Mar12 111117 138.53 139.04 137.48 137.53 -0.87 4,348 14,223 +604
Jun12 111117 137.12 137.12 137.12 137.12 -0.83 162 18 +0
Total Volume and Open Interest 763,543 891,561 +3,787
Euro-Bobl(EUREX)
Dec11 111117 123.56 123.82 123.00 123.12 -0.41 347,923 738,743 +15,967
Mar12 111117 123.83 124.15 123.43 123.43 -0.44 646 21,523 -546
Jun12 111117 123.27 123.27 123.27 123.27 -0.41      
Total Volume and Open Interest 348,569 760,266 +15,421
3-Mth Euribor(EUREX)
Dec11 111117 98.630 98.630 98.605 98.605 -0.070 7 1,872 +4
Mar12 111117 98.840 98.840 98.745 98.745 -0.135 4 2,224 +4
Jun12 111117 98.860 98.860 98.790 98.790 -0.140 4 1,063 +0
Total Volume and Open Interest 27 8,504 +12
Long Gilt(LIFFE)
Dec11 111117 131~13 131~26 130~16 130~18 -0~21 116,623 301,948 +697
Mar12 111117 115~07 115~14 114~10 114~10 -0~21 2,342 19,588 -942
Total Volume and Open Interest 118,965 321,536 -245
3-Mth Short Sterling(LIFFE)
Dec11 111117 98.88 98.89 98.84 98.86 -0.03 32,617 346,434 -1,606
Mar12 111117 98.75 98.76 98.70 98.72 -0.05 30,451 372,595 -2,323
Jun12 111117 98.71 98.73 98.65 98.66 -0.08 35,959 218,266 -155
Sep12 111117 98.70 98.71 98.61 98.62 -0.10 35,718 228,040 -2,644
Dec12 111117 98.66 98.68 98.57 98.58 -0.11 45,230 195,667 -6,235
Mar13 111117 98.66 98.68 98.56 98.57 -0.11 30,386 207,626 +1,692
Total Volume and Open Interest 296,843 2,084,509 -3,617
3-Mth Euribor(LIFFE)
Dec11 111117 98.665 98.670 98.590 98.605 -0.070 154,852 759,811 +13,448
Mar12 111117 98.870 98.875 98.730 98.745 -0.135 99,349 526,882 -9,994
Jun12 111117 98.930 98.935 98.770 98.790 -0.140 65,464 370,331 -1,998
Total Volume and Open Interest 632,898 3,510,946 +14,259
3-Mth Aus T-Bills(SFE)
Dec11 111117 95.57 95.60 95.53 95.55 -0.02 10,557 189,622 -4,267
Mar12 111117 96.33 96.43 96.30 96.33 unch 14,368 191,003 -1,403
Jun12 111117 96.63 96.71 96.57 96.61 unch 12,813 143,047 +2,039
Sep12 111117 96.64 96.73 96.58 96.62 unch 5,603 92,128 +1,409
Dec12 111117 96.51 96.56 96.44 96.48 unch 2,847 54,486 +803
Mar13 111117 96.37 96.39 96.30 96.32 unch 2,359 47,693 +1,453
Jun13 111117 96.25 96.25 96.16 96.17 -0.02 723 37,806 +572
Sep13 111117 96.15 96.15 96.04 96.05 -0.03 653 19,282 +632
Dec13 111117 96.00 96.00 95.92 95.94 -0.02 209 3,870 +169
Mar14 111117 95.91 95.91 95.81 95.81 -0.02 7 554 +7
Total Volume and Open Interest 50,139 779,566 +1,414
10-Year Aus T-Bonds(SFE)
Dec11 111117 95.98 96.00 95.87 95.91 -0.06 41,407 374,315 +9,048
Mar12 111117 95.91 95.91 95.91 95.91 -0.06      
Total Volume and Open Interest 41,407 374,315 +9,048
3-Year Aus T-Bonds(SFE)
Dec11 111117 96.69 96.78 96.62 96.68 -0.01 135,923 555,301 +13,367
Mar12 111117 96.68 96.68 96.68 96.68 -0.01      
Total Volume and Open Interest 135,923 555,301 +13,367
Gold(CMX)
Dec11 111117 1764.7 1768.0 1711.0 1720.2 -54.1 132,676 226,106 -5,481
Feb12 111117 1765.2 1770.5 1714.2 1722.9 -54.0 15,958 108,438 +7,376
Apr12 111117 1763.5 1772.7 1720.5 1725.4 -53.8 1,322 21,570 +878
Jun12 111117 1771.5 1772.9 1720.0 1727.5 -53.6 951 19,467 -226
Aug12 111117 1765.1 1765.1 1729.5 1729.5 -53.6 737 11,084 +433
Oct12 111117 1778.5 1778.5 1729.7 1732.2 -53.4 59 6,896 +19
Dec12 111117 1772.0 1781.1 1727.7 1734.9 -53.3 900 17,872 +76
Feb13 111117 1737.7 1737.7 1737.7 1737.7 -53.2 72 3,439 +42
Apr13 111117 1740.7 1740.7 1740.7 1740.7 -53.1 0 469 +0
Jun13 111117 1786.9 1787.0 1744.5 1744.5 -52.9 185 10,427 +15
Aug13 111117 1748.2 1748.2 1748.2 1748.2 -52.8 0 45 +0
Total Volume and Open Interest 153,857 470,490 +3,313
Silver(CMX)
Dec11 111117 3370.0 3398.0 3104.0 3149.7 -232.5 43,674 37,156 -1,998
Mar12 111117 3368.0 3400.5 3116.5 3156.9 -232.5 8,138 33,938 +985
May12 111117 3380.5 3384.5 3140.5 3160.6 -232.5 796 4,909 -27
Jul12 111117 3373.0 3373.0 3120.5 3163.9 -232.4 274 3,392 +182
Sep12 111117 3167.5 3167.5 3139.0 3166.8 -232.4 195 1,739 +10
Dec12 111117 3326.0 3335.0 3144.5 3170.3 -232.2 442 13,448 +64
Mar13 111117 3165.5 3165.5 3165.5 3165.5 -231.9 0 1,086 +0
Total Volume and Open Interest 54,179 110,513 -650
Platinum(NYMEX)
Jan12 111117 1627.9 1628.3 1579.0 1581.1 -50.1 5,031 34,566 -208
Apr12 111117 1616.4 1616.4 1584.5 1584.5 -50.1 160 3,623 -118
Jul12 111117 1628.6 1628.6 1587.8 1587.8 -50.1 144 306 +134
Oct12 111117 1591.4 1591.4 1591.4 1591.4 -50.1 2 55 +2
Total Volume and Open Interest 5,337 38,552 -190
Palladium(NYMEX)
Dec11 111117 647.25 651.00 601.25 603.70 -50.75 2,299 12,442 -394
Mar12 111117 647.60 648.50 604.00 605.80 +604.61 917 6,261 +401
Jun12 111117 607.05 607.05 607.05 607.05 +604.61 140 144 +140
Total Volume and Open Interest 3,356 18,847 +147
Copper(CMX)
Dec11 111117 346.70 349.20 335.70 338.25 -10.20 38,961 37,364 -1,659
Mar12 111117 348.85 350.90 337.60 340.10 -10.20 7,073 57,648 +1,358
May12 111117 350.45 350.45 339.00 341.25 -10.20 366 15,502 -70
Jul12 111117 346.60 346.60 339.50 342.05 -10.20 999 5,709 +46
Sep12 111117 342.50 342.50 342.50 342.50 -10.10 33 2,214 +6
Total Volume and Open Interest 48,851 129,991 -340
DJIA Index(CBOT)
Dec11 111117 11835 11922 11652 11739 -106 266 16,422 -3,039
Mar12 111117 11640 11669 11640 11669 -106 0 403 +0
Jun12 111117 11602 11708 11602 11602 -106 0 400 +0
Sep12 111117 11539 11645 11539 11539 -106      
Total Volume and Open Interest 266 17,225 -3,039
E-mini DJIA Index(CBOT)
Dec11 111117 11849 11931 11643 11739 -106 119,079 90,804 -379
Mar12 111117 11745 11788 11592 11669 -106 16 213 +1
Jun12 111117 11602 11602 11602 11602 -106 1 6 +1
Sep12 111117 11539 11539 11539 11539 -106 0 13 +0
Total Volume and Open Interest 119,096 91,036 -377
S & P 500(CME)
Dec11 111117 1230.90 1241.60 1206.50 1214.80 -16.20 17,004 288,106 +7,560
Mar12 111117 1223.70 1228.00 1201.00 1208.90 -16.10 1,258 15,370 +896
Jun12 111117 1203.90 1223.00 1196.00 1203.90 -16.10 51 1,789 +36
Sep12 111117 1198.60 1217.70 1190.70 1198.60 -16.10 0 2 +0
Total Volume and Open Interest 18,321 305,369 +8,484
S & P 500 E-Mini(Globex)
Dec11 111117 1231.25 1241.75 1206.50 1214.75 -16.25 2,243,400 2,924,905 +111
Mar12 111117 1225.75 1235.50 1201.25 1209.00 -16.00 2,567 36,247 +1,279
Total Volume and Open Interest 2,245,970 2,962,579 +1,391
NASDAQ 100(CME)
Dec11 111117 2310.00 2332.30 2255.00 2268.30 -45.50 1,422 32,561 +1,137
Mar12 111117 2264.00 2266.00 2255.00 2264.00 -45.50 40 110 +40
Jun12 111117 2261.00 2263.00 2261.00 2261.00 -45.50      
Total Volume and Open Interest 1,462 32,671 +1,177
NASDAQ 100 E-Mini(Globex)
Dec11 111117 2314.30 2332.80 2256.00 2268.30 -45.50 257,276 345,477 +16,962
Mar12 111117 2304.00 2328.80 2254.00 2264.00 -45.50 40 1,163 +3
Total Volume and Open Interest 257,316 346,653 +16,965
S & P Midcap 400(CME)
Dec11 111117 859.90 877.00 859.90 859.90 -14.80 419 6,142 +528
Mar12 111117 857.50 857.50 857.50 857.50 -14.80      
Jun12 111117 855.50 855.50 855.50 855.50 -14.80      
Total Volume and Open Interest 419 6,142 +528
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111117 8410 8490 8365 8390 unch 5,072 29,983 +682
Mar12 111117 8495 8495 8385 8390 -5 1 58 -1
Total Volume and Open Interest 5,073 30,041 +681
Nikkei 225(SGX)
Dec11 111117 8455 8530 8405 8465 +10 74,249 227,817 -3,745
Mar12 111117 8460 8500 8400 8455 +15 100 18,607 +18
Jun12 111117 8380 8380 8380 8380 +15 0 19 +0
Total Volume and Open Interest 74,363 251,775 -3,713
CAC 40(EURONEXT)
Nov11 111117 3040.5 3065.0 2965.0 3007.0 -56.5 183,409 293,589 +25,953
Dec11 111117 3038.0 3062.5 2963.0 3004.5 -57.0 76,811 117,204 +57,065
Jan12 111117 2998.5 2998.5 2998.5 2998.5 -59.5      
Total Volume and Open Interest 260,221 410,805 +83,018
Hang Seng Index(HKFE)
Nov11 111117 18511 18919 18511 18873 -15 63,595 79,444 -1,172
Dec11 111117 18512 18909 18510 18864 -13 1,625 12,172 +273
Total Volume and Open Interest 65,653 94,126 -787
DAX(EUREX)
Dec11 111117 5870.0 5927.0 5760.0 5849.0 -76.5 202,978 157,579 -330
Mar12 111117 5889.5 5935.0 5775.0 5860.0 -76.0 283 7,473 -78
Jun12 111117 5914.0 5929.5 5818.0 5878.5 -76.0 37 2,338 -2
Total Volume and Open Interest 203,298 167,390 -410
FT-SE 100(EURONEXT)
Dec11 111117 5439.50 5500.00 5337.50 5413.00 -97.00 142,244 622,004 +1,318
Mar12 111117 5445.00 5445.00 5359.50 5378.50 -97.00 585 7,388 +184
Jun12 111117 5341.50 5341.50 5341.50 5341.50 -97.50 0 500 +0
Total Volume and Open Interest 142,829 629,892 +1,502
SPI 200(SFE)
Dec11 111117 4257.0 4321.0 4239.0 4259.0 -9.0 39,559 208,741 +2,694
Mar12 111117 4256.0 4303.0 4239.0 4239.0 -13.0 182 3,052 +170
Jun12 111117 4248.0 4248.0 4248.0 4248.0 -10.0 89 1,395 +25
Total Volume and Open Interest 42,896 219,784 +5,315
GSCI(CME)
Dec11 111117 664.00 667.00 651.30 651.80 -20.20 195 8,095 +70
Jan12 111117 664.50 664.50 651.50 651.50 -19.50 2 0 +0
Feb12 111117 651.50 651.50 651.50 651.50 -19.50      
Total Volume and Open Interest 197 8,095 -765
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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