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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 22, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111122 1147.50 1155.75 1141.00 1153.00 +5.00 81,760 236,682 -2,686
Mar12 111122 1157.50 1165.50 1150.75 1162.75 +4.75 17,115 84,844 +727
May12 111122 1167.75 1174.75 1161.25 1172.00 +4.25 12,889 78,597 +1,050
Jul12 111122 1177.25 1183.75 1169.50 1180.75 +4.00 8,667 58,287 +158
Aug12 111122 1181.75 1181.75 1172.00 1180.00 +4.00 113 640 +36
Sep12 111122 1169.00 1172.50 1167.75 1172.50 +4.75 52 417 +1
Nov12 111122 1163.25 1171.00 1158.00 1169.00 +4.75 3,410 49,810 +102
Total Volume and Open Interest 124,089 522,365 -574
Soybean Meal(CBOT)
Dec11 111122 290.40 292.40 288.60 292.00 +2.40 36,131 47,442 -5,384
Jan12 111122 291.80 294.10 289.60 293.00 +1.70 26,073 50,359 +3,261
Mar12 111122 294.90 297.20 292.70 295.80 +1.40 9,547 34,627 +1,719
May12 111122 298.00 300.20 295.90 298.80 +1.30 6,119 26,792 +25
Jul12 111122 304.20 304.20 300.00 302.80 +1.30 3,619 21,912 +372
Aug12 111122 303.60 304.40 301.40 303.80 +1.30 602 4,286 +69
Sep12 111122 303.00 304.50 302.30 303.80 +1.10 277 4,541 +116
Oct12 111122 301.10 302.10 299.20 300.00 +0.80 99 2,960 +27
Total Volume and Open Interest 83,359 210,477 +395
Soybean Oil(CBOT)
Dec11 111122 49.96 50.78 49.63 50.78 +0.89 61,591 61,120 -3,681
Jan12 111122 50.13 51.05 49.87 51.03 +0.90 42,438 85,760 +1,883
Mar12 111122 50.54 51.43 50.27 51.43 +0.92 11,592 60,757 +1,791
May12 111122 50.86 51.76 50.59 51.76 +0.91 5,625 36,560 +381
Jul12 111122 51.16 52.06 50.95 52.06 +0.91 4,373 26,083 +741
Aug12 111122 51.45 52.16 51.40 52.16 +0.93 181 3,398 +51
Sep12 111122 51.25 52.18 51.25 52.18 +0.93 267 3,936 +116
Oct12 111122 51.46 52.00 51.17 52.00 +0.93 154 3,877 +77
Total Volume and Open Interest 127,506 295,782 +1,380
Canola(WCE)
Nov11 111114 517.9 517.9 517.9 517.9 +4.4      
Jan12 111122 514.0 519.9 512.5 513.6 +1.1 7,951 88,563 -1,149
Mar12 111122 518.1 523.5 517.7 518.5 +0.4 2,819 32,469 +289
May12 111122 521.6 526.5 521.0 522.1 +0.7 1,712 14,739 +13
Jul12 111122 527.0 531.9 525.5 527.2 +0.1 1,663 8,612 +73
Total Volume and Open Interest 15,240 157,266 -1,189
Corn(CBOT)
Dec11 111122 598.25 601.50 594.25 599.00 +1.25 189,169 321,122 -22,345
Mar12 111122 605.25 608.50 601.50 605.75 +0.75 128,193 480,793 +10,127
May12 111122 612.50 615.00 608.25 612.25 +0.75 25,154 136,399 +2,544
Jul12 111122 615.50 618.75 611.75 615.75 +0.25 26,431 136,267 +3,540
Sep12 111122 571.00 573.00 568.00 569.75 +0.75 1,675 34,095 +283
Dec12 111122 550.00 553.50 546.50 549.00 -1.00 18,691 164,061 -703
Total Volume and Open Interest 390,515 1,322,869 -5,911
Wheat(CBOT)
Dec11 111122 592.25 597.00 586.00 594.00 +2.50 37,746 74,003 -7,780
Mar12 111122 609.00 613.25 601.00 603.00 -6.00 35,659 156,261 +5,706
May12 111122 627.50 632.00 619.50 621.25 -6.25 9,011 57,605 +464
Jul12 111122 641.25 645.75 632.75 635.25 -6.25 6,702 61,812 -194
Sep12 111122 659.75 664.75 653.00 654.50 -5.25 1,334 12,667 +283
Total Volume and Open Interest 94,130 405,369 -667
Wheat(KCBT)
Dec11 111122 666.75 671.00 654.75 661.00 -6.00 6,928 28,335 -2,640
Mar12 111122 678.00 682.25 665.75 670.00 -8.00 8,295 67,274 +800
May12 111122 689.25 690.50 674.75 678.00 -7.50 1,486 12,440 +129
Jul12 111122 694.00 698.25 682.50 684.50 -8.25 1,954 35,112 -206
Sep12 111122 710.75 712.00 697.75 698.75 -8.25 718 5,060 +414
Total Volume and Open Interest 20,139 153,542 -1,147
Wheat(MGE)
Dec11 111122 895.25 900.00 856.00 860.25 -36.25 1,237 5,615 -1,168
Mar12 111122 862.00 862.50 835.00 837.25 -25.25 3,393 18,588 -367
May12 111122 834.25 834.25 813.25 816.25 -18.00 813 6,172 -217
Jul12 111122 816.75 820.00 801.25 803.50 -14.75 558 8,002 -129
Sep12 111122 790.25 795.50 780.00 780.00 -13.50 324 3,246 +29
Total Volume and Open Interest 6,560 44,760 -1,796
Oats(CBOT)
Dec11 111122 300.25 305.00 300.25 303.50 +3.50 1,879 5,479 -953
Mar12 111122 297.50 301.00 291.75 294.50 -0.50 1,336 10,744 +497
May12 111122 300.00 300.50 296.75 298.50 -1.00 53 1,331 +17
Jul12 111122 301.00 305.00 298.50 303.50 -1.50 6 44 +3
Total Volume and Open Interest 3,274 17,721 -436
Rough Rice(CBOT)
Jan12 111122 14.45 14.57 14.22 14.31 -0.14 715 11,681 +93
Mar12 111122 14.82 14.87 14.50 14.60 -0.15 179 4,584 +64
May12 111122 15.03 15.03 14.85 14.88 -0.16 8 583 -2
Jul12 111122 15.31 15.31 15.12 15.15 -0.16 2 594 +1
Total Volume and Open Interest 904 17,619 +156
Live Cattle(CME)
Dec11 111122 120.180 121.500 120.000 121.450 +1.470 16,717 61,276 -2,367
Feb12 111122 122.000 123.400 121.785 123.300 +1.500 22,005 125,755 -1,628
Apr12 111122 126.230 127.200 125.885 127.000 +0.950 8,609 82,863 +1,194
Jun12 111122 125.135 126.100 124.900 125.950 +0.665 4,173 42,244 +699
Aug12 111122 125.180 126.350 125.135 126.330 +0.780 554 8,914 +139
Oct12 111122 127.535 128.700 127.535 128.700 +0.600 431 4,938 +40
Total Volume and Open Interest 52,571 329,854 -1,920
Feeder Cattle(CME)
Jan12 111122 146.185 147.450 146.000 147.035 +0.850 3,643 18,143 -131
Mar12 111122 148.100 149.200 147.735 148.825 +0.825 805 6,351 +85
Apr12 111122 149.235 150.200 149.235 149.950 +0.850 428 2,688 +100
May12 111122 149.200 150.450 149.200 150.300 +1.000 262 2,857 +24
Aug12 111122 150.500 151.850 150.350 151.850 +1.100 158 3,094 +29
Sep12 111122 150.550 152.000 150.500 152.000 +1.000 15 411 -1
Oct12 111122 151.500 151.985 151.500 151.800 +1.000 0 89 +0
Total Volume and Open Interest 5,311 33,633 +106
Lean Hogs(CME)
Dec11 111122 87.680 88.080 87.500 87.830 -0.120 10,177 31,468 -2,482
Feb12 111122 90.885 91.580 90.730 91.100 +0.100 14,123 87,091 +2,693
Apr12 111122 94.050 94.500 93.750 94.000 -0.050 4,061 59,782 +313
May12 111122 99.285 99.450 98.600 99.300 -0.100 33 2,175 +17
Jun12 111122 100.700 101.300 100.500 100.750 -0.285 5,497 38,499 +1,300
Jul12 111122 99.250 99.750 98.885 99.135 -0.165 383 10,006 +228
Aug12 111122 97.730 98.200 97.550 97.830 -0.100 1,040 12,361 +432
Oct12 111122 86.000 86.700 85.830 86.000 unch 397 6,254 +218
Total Volume and Open Interest 35,943 250,085 +2,854
Class III Milk(CME)
Nov11 111122 19.10 19.12 19.07 19.11 -0.01 124 5,735 +166
Dec11 111122 18.60 18.65 18.22 18.32 -0.33 564 6,174 -85
Jan12 111122 17.49 17.65 17.20 17.31 -0.21 438 4,221 +119
Feb12 111122 16.90 17.00 16.75 16.83 -0.07 94 2,926 +40
Mar12 111122 16.89 16.89 16.78 16.78 -0.02 68 2,596 +36
Total Volume and Open Interest 1,483 33,733 +434
Cocoa(ICE)
Dec11 111122 2278 2314 2250 2250 -14 86 216 -52
Mar12 111122 2418 2466 2395 2421 +7 9,891 79,907 +81
May12 111122 2427 2474 2403 2429 +9 909 29,623 +107
Jul12 111122 2438 2485 2414 2443 +12 398 14,416 +115
Sep12 111122 2447 2492 2425 2451 +13 488 12,242 +42
Dec12 111122 2463 2500 2442 2464 +10 83 12,772 +14
Mar13 111122 2480 2494 2476 2476 +8 102 3,667 +13
Total Volume and Open Interest 12,242 155,690 +518
Coffee "C"(ICE)
Dec11 111122 233.50 233.80 230.85 232.90 +0.70 6,987 1,904 -3,908
Mar12 111122 237.10 237.90 234.60 236.90 -0.10 10,688 56,905 +1,385
May12 111122 239.85 240.05 237.00 239.10 -0.25 2,598 20,779 +320
Jul12 111122 241.95 241.95 239.10 240.95 -0.20 363 6,190 -2
Sep12 111122 242.20 242.20 239.85 241.60 -0.15 175 5,392 +50
Dec12 111122 242.50 242.50 240.85 241.90 -0.20 124 6,408 +4
Total Volume and Open Interest 20,983 98,662 -2,166
Orange Juice(ICE)
Jan12 111122 179.25 181.00 178.10 179.80 +1.25 1,370 19,812 +466
Mar12 111122 174.05 174.50 172.90 173.55 +1.10 340 5,332 +15
May12 111122 173.25 173.25 172.45 172.45 +1.15 25 1,689 +3
Jul12 111122 172.05 173.30 172.05 172.45 +0.95 17 391 +3
Sep12 111122 171.85 171.85 171.85 171.85 +0.95 0 53 +0
Nov12 111122 171.50 171.50 171.50 171.50 +0.95 0 8 +0
Total Volume and Open Interest 1,752 27,291 +487
Sugar #11(ICE)
Mar12 111122 24.28 24.28 23.33 23.44 -0.65 35,510 216,447 +3,692
May12 111122 23.79 23.79 22.96 23.02 -0.56 10,954 85,298 +133
Jul12 111122 23.26 23.33 22.63 22.69 -0.50 6,718 83,555 +39
Oct12 111122 23.30 23.30 22.71 22.77 -0.43 3,597 45,080 -99
Mar13 111122 23.61 23.62 23.05 23.14 -0.40 1,154 30,705 -64
Total Volume and Open Interest 59,067 499,113 +4,542
London Cocoa(LCE)
Dec11 111122 1516 1541 1496 1510 -4 1,835 70,227 -763
Mar12 111122 1540 1572 1525 1540 -1 9,595 62,751 +1,470
May12 111122 1555 1587 1541 1554 -3 1,144 19,608 +83
Jul12 111122 1569 1599 1557 1569 -2 419 23,616 +18
Sep12 111122 1580 1606 1566 1579 -3 719 15,944 +251
Dec12 111122 1588 1611 1580 1593 +2 276 12,257 +6
Mar13 111122 1601 1626 1591 1608 +6 3,288 5,793 +2,637
Total Volume and Open Interest 17,792 212,609 +4,208
London Sugar(LCE)
Mar12 111122 628.00 629.90 610.30 613.90 -10.80 3,411 22,394 +739
May12 111122 617.80 618.20 600.50 604.10 -9.70 830 6,974 -188
Aug12 111122 609.80 609.80 593.20 596.50 -9.70 1,524 6,729 +886
Oct12 111122 607.80 607.80 593.10 596.10 -8.90 630 3,088 +95
Dec12 111122 607.10 610.10 596.30 600.80 -7.40 96 1,035 +9
Total Volume and Open Interest 6,492 41,123 +1,541
Cotton(ICE)
Dec11 111122 90.70 90.75 87.50 89.95 -0.86 5,294 7,068 -3,088
Mar12 111122 90.76 92.10 89.33 91.12 +0.71 16,397 88,730 +2,024
May12 111122 91.50 92.40 89.85 91.62 +0.92 2,674 16,997 -138
Jul12 111122 91.74 92.84 90.40 92.03 +1.10 1,184 17,557 -99
Oct12 111122 91.00 93.13 91.00 93.13 +1.05 2 87 +2
Dec12 111122 90.30 91.50 89.00 90.69 +1.06 128 6,482 +50
Total Volume and Open Interest 25,679 138,160 -1,249
Lumber(CME)
Jan12 111122 244.5 246.0 238.8 241.6 -4.9 871 6,548 -271
Mar12 111122 260.3 263.7 256.2 259.8 -4.1 434 2,193 +167
May12 111122 270.3 273.3 267.0 268.9 -5.1 320 395 +137
Jul12 111122 274.5 276.0 274.5 276.0 -3.0 169 220 +86
Total Volume and Open Interest 1,858 9,456 +180
Crude Oil(NYM)
Dec11 111118 98.61 100.15 96.64 97.41 -1.41 379,612 81,174 -28,056
Jan12 111122 97.20 98.70 96.55 98.01 +1.09 341,638 331,603 -2,535
Feb12 111122 97.10 98.82 96.63 98.19 +1.20 71,851 78,828 -2,481
Mar12 111122 97.01 98.91 96.95 98.36 +1.30 44,239 95,480 -114
Apr12 111122 97.01 98.88 96.80 98.46 +1.37 18,204 39,315 +287
May12 111122 97.40 98.98 97.27 98.51 +1.43 15,556 36,413 +625
Jun12 111122 97.39 98.86 96.86 98.47 +1.47 45,191 73,194 -1,752
Jul12 111122 97.32 98.50 97.13 98.33 +1.48 12,701 35,004 -393
Aug12 111122 98.15 98.15 97.80 98.14 +1.49 6,529 23,336 +447
Sep12 111122 97.45 98.20 97.45 97.94 +1.50 7,223 27,371 -200
Oct12 111122 96.91 97.74 96.91 97.74 +1.49 4,347 24,719 -218
Nov12 111122 97.32 97.58 97.32 97.58 +1.48 3,679 25,575 -170
Dec12 111122 96.24 97.80 95.60 97.40 +1.47 33,838 163,692 -1,388
Jan13 111122 97.09 97.09 97.09 97.09 +1.47 1,597 29,610 -272
Feb13 111122 96.74 96.74 96.74 96.74 +1.47 759 11,272 -86
Mar13 111122 96.39 96.39 96.39 96.39 +1.47 1,241 9,148 +343
Total Volume and Open Interest 637,590 1,260,127 -47,389
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 111122 97.125 98.700 96.525 98.000 +1.075 11,106 1,921 +236
Feb12 111122 96.825 98.775 96.750 98.200 +1.200 280 240 +27
Mar12 111122 96.975 98.725 96.975 98.350 +1.300 134 112 +10
Apr12 111122 98.450 98.450 98.450 98.450 +1.350 5 23 +0
May12 111122 98.500 98.500 98.500 98.500 +1.425 4 6 -1
Jun12 111122 98.475 98.475 98.475 98.475 +1.475 9 19 +5
Jul12 111122 98.325 98.325 98.325 98.325 +1.475 0 4 +0
Aug12 111122 98.150 98.150 98.150 98.150 +1.500 0 5 +0
Total Volume and Open Interest 11,538 2,553 +277
Heating Oil(NYM)
Dec11 111122 298.43 303.80 297.40 303.46 +4.03 48,111 50,747 -6,530
Jan12 111122 299.39 304.94 298.45 304.65 +4.22 46,909 81,760 +3,668
Feb12 111122 300.04 305.17 299.37 304.91 +4.41 17,668 34,460 +956
Mar12 111122 299.00 304.18 298.72 304.08 +4.59 10,440 28,341 +464
Apr12 111122 297.25 301.89 297.25 301.87 +4.71 5,885 16,076 -501
May12 111122 293.77 299.59 293.77 299.59 +4.88 3,549 12,831 -154
Jun12 111122 292.59 298.57 292.59 298.45 +4.86 10,001 31,345 -120
Jul12 111122 294.86 298.42 294.11 298.42 +4.86 1,174 8,034 -37
Aug12 111122 295.12 298.57 294.73 298.57 +4.86 565 4,415 +115
Sep12 111122 297.77 299.12 297.36 299.12 +4.87 537 5,078 -59
Oct12 111122 299.90 299.90 299.52 299.90 +4.86 507 2,364 -66
Nov12 111122 300.67 300.67 300.67 300.67 +4.82 91 1,536 -17
Total Volume and Open Interest 147,198 297,128 -2,319
Gasoline(NYMEX)
Dec11 111122 249.30 256.50 248.50 256.18 +7.28 35,473 43,482 -5,102
Jan12 111122 250.41 256.81 249.26 256.50 +6.63 41,641 82,315 +2,192
Feb12 111122 250.57 257.55 250.57 257.36 +6.40 14,446 26,203 -41
Mar12 111122 253.88 259.11 253.88 258.88 +6.21 9,860 27,978 -53
Apr12 111122 266.48 273.03 266.48 272.93 +5.69 8,191 22,724 -90
May12 111122 269.69 272.74 268.48 272.74 +5.60 5,927 15,798 +573
Jun12 111122 264.20 271.14 264.20 270.66 +5.46 5,611 22,564 +1,101
Jul12 111122 267.38 268.07 265.50 268.07 +5.27 2,218 7,044 +717
Aug12 111122 264.14 265.39 264.00 265.39 +5.10 1,113 8,197 +60
Sep12 111122 261.00 262.72 261.00 262.72 +5.07 640 6,922 +54
Total Volume and Open Interest 126,355 284,038 -737
e-miNY RBOB Gasoline(NYM)
Dec11 111122 256.20 256.20 256.18 256.20 +7.30      
Jan12 111122 256.50 256.50 256.50 256.50 +6.60 0 1 +0
Feb12 111122 257.40 257.40 257.36 257.40 +6.40 0 1 +0
Mar12 111122 258.90 258.90 258.88 258.90 +6.20      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111122 3.404 3.455 3.362 3.415 +0.016 148,707 75,705 -5,379
Jan12 111122 3.568 3.600 3.510 3.561 +0.003 98,591 292,169 -1,364
Feb12 111122 3.576 3.614 3.534 3.578 +0.005 33,653 85,312 -874
Mar12 111122 3.576 3.607 3.531 3.571 +0.004 26,830 107,430 +2,069
Apr12 111122 3.608 3.645 3.562 3.607 +0.003 27,239 101,625 +659
May12 111122 3.647 3.686 3.620 3.653 +0.005 7,976 43,826 +50
Jun12 111122 3.694 3.721 3.664 3.700 +0.005 6,810 20,391 +35
Jul12 111122 3.773 3.775 3.718 3.751 +0.006 3,068 18,890 +98
Aug12 111122 3.794 3.800 3.744 3.777 +0.006 2,168 15,924 -180
Sep12 111122 3.794 3.805 3.750 3.777 +0.006 1,913 12,335 +218
Oct12 111122 3.800 3.850 3.773 3.812 +0.006 9,291 55,821 +215
Nov12 111122 3.953 3.964 3.922 3.947 +0.001 3,185 22,411 +40
Dec12 111122 4.227 4.255 4.200 4.225 -0.006 3,250 23,342 +345
Jan13 111122 4.362 4.376 4.327 4.354 -0.008 4,471 29,853 -106
Feb13 111122 4.341 4.343 4.324 4.342 -0.008 123 6,192 +50
Mar13 111122 4.293 4.299 4.279 4.296 -0.008 861 13,673 +76
Total Volume and Open Interest 381,947 1,001,621 -2,994
Brent Crude Oil(ICE)
Jan12 111122 106.62 109.45 106.62 109.03 +2.15 207,453 192,414 -4,834
Feb12 111122 106.50 109.11 106.50 108.65 +1.99 76,455 157,183 -3,828
Mar12 111122 106.21 108.71 106.21 108.27 +1.89 43,706 95,164 -810
Apr12 111122 106.00 108.46 106.00 107.99 +1.83 22,976 38,193 +48
May12 111122 105.95 108.24 105.94 107.77 +1.84 14,337 22,063 -170
Jun12 111122 105.70 107.99 105.65 107.52 +1.86 30,528 67,436 -1,562
Jul12 111122 105.85 107.75 105.62 107.27 +1.86 7,367 20,076 +771
Aug12 111122 105.57 107.48 105.34 106.99 +1.84 3,781 24,083 -504
Sep12 111122 105.21 107.10 104.96 106.61 +1.83 4,223 28,021 -381
Oct12 111122 106.25 106.25 106.25 106.25 +1.81 3,376 12,803 +103
Nov12 111122 105.90 105.90 105.90 105.90 +1.80 3,393 17,867 -732
Dec12 111122 103.73 106.03 103.70 105.52 +1.79 29,184 97,987 -3,538
Jan13 111122 105.20 105.20 105.20 105.20 +1.77 1,003 9,642 -10
Feb13 111122 104.83 104.83 104.83 104.83 +1.76 444 5,236 +75
Total Volume and Open Interest 461,544 945,265 -15,673
Gas Oil(ICE)
Dec11 111122 947.25 964.00 944.75 952.00 +2.50 72,055 128,389 -1,557
Jan12 111122 938.75 956.25 936.50 944.25 +3.50 72,532 107,328 +1,114
Feb12 111122 932.75 950.50 931.75 938.75 +4.50 23,990 47,130 -1,567
Mar12 111122 927.75 945.75 927.75 934.50 +5.50 13,188 39,257 +580
Apr12 111122 924.50 941.25 924.50 931.00 +6.25 8,916 22,458 +671
May12 111122 922.25 939.00 922.25 928.50 +6.50 6,334 23,618 -153
Jun12 111122 922.25 940.00 922.25 928.25 +6.75 13,626 52,947 -1,363
Jul12 111122 929.25 939.25 927.50 929.25 +7.00 3,614 16,543 -107
Aug12 111122 931.00 938.50 928.25 930.00 +7.00 1,848 12,102 +324
Sep12 111122 930.50 939.50 928.00 929.75 +7.25 1,334 12,088 +100
Total Volume and Open Interest 227,438 553,219 -3,398
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111122 2.555 2.570 2.548 2.556 +0.012 186 659 +93
Jan12 111122 2.307 2.310 2.300 2.305 +0.003 212 1,901 -12
Feb12 111122 2.214 2.226 2.205 2.209 -0.005 304 1,219 -33
Mar12 111122 2.210 2.215 2.205 2.213 -0.001 467 1,242 -54
Apr12 111122 2.210 2.217 2.210 2.214 -0.007 174 663 -50
May12 111122 2.231 2.231 2.224 2.224 -0.007 7 753 +7
Jun12 111122 2.237 2.237 2.237 2.237 +0.004 41 597 +18
Total Volume and Open Interest 1,603 10,883 +53
WTI Crude Oil(ICE)
Jan12 111122 96.94 98.70 96.54 98.01 +1.09 79,539 67,263 -1,772
Feb12 111122 97.13 98.82 96.75 98.19 +1.20 17,532 46,695 +2,039
Mar12 111122 97.18 98.91 96.94 98.36 +1.30 15,366 31,102 -1,294
Apr12 111122 98.28 98.89 97.33 98.46 +1.37 8,575 17,110 +2,581
May12 111122 98.03 98.93 97.45 98.51 +1.43 7,020 10,305 -173
Jun12 111122 97.48 98.86 97.24 98.47 +1.47 15,832 42,429 +361
Jul12 111122 97.55 98.48 97.55 98.33 +1.48 4,214 9,309 -252
Aug12 111122 97.33 98.29 97.09 98.14 +1.49 2,113 5,811 -154
Sep12 111122 98.06 98.13 96.90 97.94 +1.50 1,504 10,865 +29
Oct12 111122 97.74 97.74 97.74 97.74 +1.49 1,115 4,677 +181
Nov12 111122 97.58 97.58 97.58 97.58 +1.48 876 4,022 +164
Dec12 111122 95.61 97.76 95.54 97.40 +1.47 13,301 59,494 +2,704
Jan13 111122 97.09 97.09 97.09 97.09 +1.47 232 2,438 +219
Feb13 111122 96.74 96.74 96.74 96.74 +1.47 2 640 -1
Mar13 111122 96.39 96.39 96.39 96.39 +1.47 0 1,564 +0
Apr13 111122 96.07 96.07 96.07 96.07 +1.48 0 389 +0
Total Volume and Open Interest 172,346 408,075 +4,072
US Dollar Index(ICE)
Dec11 111122 78.460 78.610 78.160 78.435 -0.028 25,826 53,804 -872
Mar12 111122 78.980 78.980 78.545 78.815 -0.027 14 688 +4
Jun12 111122 79.235 79.235 79.235 79.235 -0.027      
Total Volume and Open Interest 25,840 54,492 -868
Australian Dollar(CME)
Dec11 111122 98.05 98.69 97.82 98.08 +0.08 114,669 132,387 -643
Mar12 111122 97.33 97.65 96.98 97.15 +0.09 78 999 +1
Jun12 111122 96.46 96.46 96.42 96.46 +0.04 0 35 +0
Total Volume and Open Interest 114,747 133,548 -642
British Pound(CME)
Dec11 111122 156.42 156.88 155.77 156.21 -0.20 78,187 156,873 -76
Mar12 111122 156.20 156.47 155.61 156.06 -0.20 75 377 -3
Jun12 111122 155.91 156.13 155.91 155.91 -0.22 0 3 +0
Total Volume and Open Interest 78,262 157,258 -79
Canadian Dollar(CME)
Dec11 111122 96.18 96.59 95.97 96.35 +0.10 66,544 121,032 +441
Mar12 111122 96.03 96.42 95.87 96.20 +0.10 221 4,226 +58
Jun12 111122 96.06 96.26 95.80 96.13 +0.09 4 1,132 +1
Sep12 111122 95.80 96.28 95.80 96.11 +0.11 5 714 +0
Total Volume and Open Interest 66,774 127,237 +500
Japanese Yen(CME)
Dec11 111122 130.09 130.20 129.34 129.97 -0.07 80,848 146,760 +3,244
Mar12 111122 130.33 130.51 129.87 130.32 -0.10 109 1,063 +29
Jun12 111122 130.72 130.83 130.72 130.72 -0.11 0 25 +0
Total Volume and Open Interest 80,958 147,853 +3,274
Swiss Franc(CME)
Dec11 111122 109.09 109.83 108.90 109.35 +0.23 23,355 30,282 +466
Mar12 111122 109.58 109.58 109.37 109.58 +0.21 16 643 -2
Jun12 111122 109.90 109.90 109.70 109.90 +0.20 0 5 +0
Total Volume and Open Interest 23,371 30,934 +464
EuroFX(CME)
Dec11 111122 134.88 135.69 134.68 135.06 +0.10 288,299 253,690 +5,810
Mar12 111122 135.08 135.76 134.91 135.22 +0.10 771 6,847 +258
Jun12 111122 135.16 135.43 135.01 135.33 +0.09 14 973 +13
Total Volume and Open Interest 289,084 261,528 +6,081
Mexican Peso(CME)
Dec11 111122 711.8 717.2 708.2 715.0 +3.0 37,084 75,052 -7,730
Jan12 111122 713.5 713.5 710.5 713.5 +3.0 0 95 +0
Total Volume and Open Interest 50,784 116,996 +5,470
Brazilian Real(CME)
Dec11 111122 552.95 553.55 546.20 553.00 +2.00 41 4,131 -3
Jan12 111122 549.60 549.60 549.60 549.60 +2.00 0 10,149 +0
Feb12 111122 546.15 546.15 546.15 546.15 +2.00      
Mar12 111122 542.75 542.75 542.75 542.75 +2.00 0 34 +0
Total Volume and Open Interest 41 29,645 -3
30-Year T-Bonds(CBOT)
Dec11 111122 143~200 144~150 143~010 144~030 +0~160 291,572 616,423 -9,999
Mar12 111122 143~150 144~100 142~280 143~290 +0~170 17,975 25,320 +7,983
Jun12 111122 142~230 142~230 142~060 142~230 +0~170 0 6 +0
Total Volume and Open Interest 309,547 641,749 -2,016
10-Year T-Notes(CBOT)
Dec11 111122 130~210 130~280 130~105 130~255 +0~070 870,981 1,418,787 -38,672
Mar12 111122 130~000 130~065 129~220 130~040 +0~075 9,493 45,955 +3,736
Jun12 111122 129~040 129~040 128~285 129~040 +0~075      
Total Volume and Open Interest 880,474 1,464,742 -34,936
5-Year T-Notes(CBOT)
Dec11 111122 123~008 123~124 122~120 123~020 +0~018 426,725 1,237,738 -27,186
Mar12 111122 122~090 122~105 122~075 122~102 +0~016 3,733 24,800 +679
Jun12 111122 121~126 121~126 121~110 121~126 +0~016      
Total Volume and Open Interest 430,458 1,262,538 -26,507
2 Year T-Notes(CBOT)
Dec11 111122 110~022 110~026 110~021 110~025 +0~005 186,688 711,430 -13,247
Mar12 111122 110~026 110~030 110~024 110~029 +0~005 8,699 22,897 +4,522
Jun12 111122 109~125 109~125 109~120 109~125 +0~005      
Total Volume and Open Interest 195,387 734,327 -8,725
Eurodollars(CME)
Dec11 111122 99.332 99.382 99.330 99.365 +0.040 263,628 1,067,264 -15,749
Mar12 111122 99.190 99.240 99.180 99.205 +0.030 350,468 964,077 -19,081
Jun12 111122 99.175 99.205 99.155 99.175 +0.025 307,351 1,166,231 -2,474
Sep12 111122 99.170 99.200 99.155 99.180 +0.030 229,024 759,282 +1,550
Dec12 111122 99.175 99.200 99.165 99.190 +0.030 185,183 799,373 -8,699
Mar13 111122 99.180 99.205 99.170 99.200 +0.035 178,447 806,301 +12,759
Jun13 111122 99.160 99.195 99.155 99.185 +0.035 125,356 568,497 -3,837
Sep13 111122 99.125 99.160 99.115 99.145 +0.035 116,950 457,723 -3,261
Dec13 111122 99.040 99.075 99.030 99.060 +0.030 91,793 482,224 -1,074
Mar14 111122 98.935 98.975 98.920 98.955 +0.030 73,410 336,899 +63
Jun14 111122 98.790 98.830 98.770 98.810 +0.025 73,025 290,072 +8,012
Sep14 111122 98.630 98.670 98.610 98.655 +0.025 45,209 185,635 -1,090
Dec14 111122 98.465 98.500 98.440 98.485 +0.020 25,254 172,233 +672
Mar15 111122 98.305 98.340 98.280 98.325 +0.015 18,220 117,635 +197
Jun15 111122 6.395 6.435 6.370 6.415 +0.015 18,016 110,411 +1,401
Sep15 111122 6.235 6.270 6.200 6.250 +0.015 16,067 80,830 +153
Dec15 111122 6.045 6.095 6.015 6.070 +0.015 7,922 48,003 +182
Mar16 111122 5.905 5.955 5.865 5.925 +0.015 8,401 46,684 +870
Total Volume and Open Interest 2,148,501 8,652,962 -28,852
30 Day Federal Funds(CBOT)
Nov11 111122 99.918 99.918 99.915 99.915 unch 830 65,835 -16
Dec11 111122 99.905 99.910 99.905 99.910 unch 8,710 62,081 -611
Jan12 111122 99.895 99.895 99.890 99.895 unch 2,770 59,825 +642
Feb12 111122 99.885 99.890 99.880 99.890 unch 1,196 47,109 -174
Mar12 111122 99.880 99.885 99.870 99.885 +0.005 2,017 30,746 +173
Apr12 111122 99.875 99.880 99.870 99.880 unch 1,988 36,520 -177
Total Volume and Open Interest 38,781 597,090 -1,879
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111122 99.665 99.665 99.665 99.665 unch 0 327 +0
Mar12 111122 99.658 99.658 99.658 99.658 unch 0 300 +0
Jun12 111122 99.660 99.660 99.660 99.660 unch      
Sep12 111122 99.658 99.658 99.658 99.658 unch      
Dec12 111122 99.660 99.660 99.660 99.660 unch      
Mar13 111122 99.660 99.660 99.660 99.660 unch      
Jun13 111122 99.615 99.615 99.615 99.615 unch      
Sep13 111122 99.475 99.475 99.475 99.475 unch      
Dec13 111122 99.335 99.335 99.335 99.335 unch      
Mar14 111122 99.195 99.195 99.195 99.195 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111122 99.67 99.67 99.67 99.67 unch 570 4,445 -3
Mar12 111122 99.66 99.66 99.66 99.66 unch 570 1,937 -17
Jun12 111122 99.66 99.66 99.66 99.66 unch 80 1,470 +0
Sep12 111122 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111122 99.66 99.66 99.66 99.66 unch 42 171 +20
Mar13 111122 99.66 99.66 99.66 99.66 unch 100 101 +100
Jun13 111122 99.64 99.64 99.61 99.61 unch      
Sep13 111122 99.47 99.47 99.47 99.47 unch      
Total Volume and Open Interest 1,362 8,838 +100
Japanese Gov't Bonds(SGX)
Dec11 111122 143.11 143.16 142.93 142.97 -0.10 1,820 24,424 +212
Mar12 111122 142.42 142.43 142.40 142.40 -0.10 0 30 +0
Jun12 111122 140.31 140.31 140.31 140.31 -0.10      
Total Volume and Open Interest 1,820 24,454 +212
Euro-Bund(EUREX)
Dec11 111122 137.15 137.48 136.73 137.25 +0.10 812,651 889,086 +29,583
Mar12 111122 137.35 137.62 136.98 137.41 +0.07 6,300 25,486 +785
Jun12 111122 137.05 137.05 137.05 137.05 +0.10 0 18 +0
Total Volume and Open Interest 818,951 914,590 +30,368
Euro-Bobl(EUREX)
Dec11 111122 123.10 123.44 122.93 123.32 +0.20 398,280 745,276 +8,049
Mar12 111122 123.26 123.62 123.26 123.59 +0.19 753 23,138 +500
Jun12 111122 123.47 123.47 123.47 123.47 +0.20      
Total Volume and Open Interest 399,033 768,414 +8,549
3-Mth Euribor(EUREX)
Dec11 111122 98.610 98.625 98.610 98.615 -0.005 0 1,595 +0
Mar12 111122 98.780 98.785 98.775 98.775 +0.010 3 2,267 -1
Jun12 111122 98.825 98.830 98.825 98.830 +0.020 0 1,053 +0
Total Volume and Open Interest 3 8,247 -1
Long Gilt(LIFFE)
Dec11 111122 130~16 131~06 130~08 130~30 +0~06 117,297 302,256 -2,785
Mar12 111122 114~12 115~06 114~05 114~28 +0~09 2,939 22,297 -344
Total Volume and Open Interest 120,236 324,553 -3,129
3-Mth Short Sterling(LIFFE)
Dec11 111122 98.89 98.90 98.88 98.89 -0.01 38,742 337,115 -8,510
Mar12 111122 98.76 98.79 98.75 98.77 +0.01 77,650 357,403 -8,178
Jun12 111122 98.71 98.74 98.69 98.72 +0.01 67,460 203,167 -5,405
Sep12 111122 98.67 98.71 98.64 98.69 +0.02 82,758 212,452 -1,066
Dec12 111122 98.62 98.67 98.59 98.65 +0.03 61,307 195,330 -1,296
Mar13 111122 98.60 98.67 98.58 98.65 +0.04 56,147 190,605 -9,455
Total Volume and Open Interest 515,796 2,002,553 -44,299
3-Mth Euribor(LIFFE)
Dec11 111122 98.615 98.630 98.605 98.615 -0.005 194,813 683,931 -17,964
Mar12 111122 98.770 98.790 98.750 98.775 +0.010 183,128 512,822 -3,037
Jun12 111122 98.815 98.845 98.790 98.830 +0.020 151,566 367,630 -2,789
Total Volume and Open Interest 1,068,931 3,385,296 -64,436
3-Mth Aus T-Bills(SFE)
Dec11 111122 95.50 95.54 95.50 95.52 +0.01 15,732 182,911 -3,377
Mar12 111122 96.35 96.45 96.34 96.38 +0.03 14,527 197,979 +3,025
Jun12 111122 96.62 96.74 96.61 96.65 +0.03 11,465 145,750 +2,059
Sep12 111122 96.62 96.75 96.62 96.66 +0.03 4,389 96,755 +1,232
Dec12 111122 96.51 96.64 96.49 96.53 +0.03 1,704 55,466 -224
Mar13 111122 96.36 96.49 96.33 96.37 +0.03 1,008 48,277 +275
Jun13 111122 96.22 96.31 96.18 96.22 +0.02 334 38,395 -501
Sep13 111122 96.10 96.19 96.08 96.11 +0.03 353 19,660 -408
Dec13 111122 96.03 96.05 95.96 95.99 +0.03 100 3,774 +0
Mar14 111122 95.89 95.89 95.83 95.88 +0.07 100 659 +80
Total Volume and Open Interest 49,712 789,683 +2,161
10-Year Aus T-Bonds(SFE)
Dec11 111122 95.96 96.06 95.95 96.02 +0.06 31,861 362,569 -12,581
Mar12 111122 96.02 96.02 96.02 96.02 +0.06      
Total Volume and Open Interest 31,861 362,569 -12,581
3-Year Aus T-Bonds(SFE)
Dec11 111122 96.79 96.93 96.79 96.87 +0.07 143,468 566,846 -7,636
Mar12 111122 96.87 96.87 96.87 96.87 +0.07      
Total Volume and Open Interest 143,468 566,846 -7,636
Gold(CMX)
Dec11 111122 1678.5 1706.4 1667.5 1702.4 +23.8 147,927 178,364 -12,554
Feb12 111122 1681.6 1709.3 1676.0 1705.5 +23.9 16,550 141,062 +7,272
Apr12 111122 1685.6 1710.2 1680.8 1708.6 +24.1 1,369 23,732 +152
Jun12 111122 1685.6 1714.2 1683.6 1710.8 +24.2 362 20,450 +3
Aug12 111122 1695.0 1715.0 1695.0 1712.9 +24.3 46 11,204 +10
Oct12 111122 1712.7 1715.6 1712.7 1715.6 +24.3 26 7,233 +20
Dec12 111122 1689.3 1721.9 1689.3 1718.6 +24.5 296 18,775 +46
Feb13 111122 1719.0 1721.4 1719.0 1721.4 +24.6 4 3,415 +0
Apr13 111122 1724.3 1724.3 1724.3 1724.3 +24.6 300 669 +200
Jun13 111122 1722.9 1728.1 1722.9 1728.1 +24.7 2 10,732 -3
Aug13 111122 1731.8 1731.8 1731.8 1731.8 +24.8 25 45 +0
Total Volume and Open Interest 167,215 461,201 -4,867
Silver(CMX)
Dec11 111122 3157.5 3304.0 3116.0 3295.1 +183.5 60,207 32,588 -1,711
Mar12 111122 3159.5 3312.0 3125.0 3303.1 +184.4 15,027 37,241 +1,352
May12 111122 3160.0 3306.9 3157.5 3306.9 +184.7 1,204 5,019 +71
Jul12 111122 3184.0 3310.4 3184.0 3310.4 +184.8 376 2,811 +174
Sep12 111122 3313.3 3313.3 3313.3 3313.3 +185.0 21 1,910 +9
Dec12 111122 3173.0 3317.0 3168.0 3317.0 +184.8 1,593 13,923 -280
Mar13 111122 3313.5 3313.5 3313.5 3313.5 +185.6 0 1,098 +0
Total Volume and Open Interest 78,878 109,615 -387
Platinum(NYMEX)
Jan12 111122 1553.9 1574.0 1542.0 1571.0 +27.2 6,110 33,853 -532
Apr12 111122 1560.5 1577.5 1559.5 1575.2 +27.4 191 4,589 +177
Jul12 111122 1577.5 1579.0 1577.5 1579.0 +28.1 3 324 +0
Oct12 111122 1582.8 1582.8 1581.9 1582.8 +28.1 1 56 +0
Total Volume and Open Interest 6,305 38,824 -355
Palladium(NYMEX)
Dec11 111122 585.80 610.15 584.95 601.15 +15.35 4,921 11,174 -369
Mar12 111122 588.55 610.55 587.75 603.40 +15.50 1,192 8,745 +839
Jun12 111122 604.65 604.65 604.65 604.65 +15.50 1 144 +0
Total Volume and Open Interest 6,114 20,069 +420
Copper(CMX)
Dec11 111122 330.75 337.35 329.35 333.30 +3.00 39,246 30,038 -2,093
Mar12 111122 332.10 338.75 331.40 334.80 +2.85 7,425 60,453 +201
May12 111122 332.75 338.70 332.75 335.95 +2.90 1,751 16,289 +886
Jul12 111122 334.60 339.15 334.60 336.75 +2.90 281 5,762 +28
Sep12 111122 340.80 341.05 335.70 337.20 +2.90 35 2,278 -25
Total Volume and Open Interest 49,356 126,916 -975
DJIA Index(CBOT)
Dec11 111122 11492 11579 11420 11447 -78 1,320 17,469 +1,017
Mar12 111122 11380 11380 11377 11377 -78 2 408 +2
Jun12 111122 11310 11388 11310 11310 -78 0 400 +0
Sep12 111122 11247 11325 11247 11247 -78      
Total Volume and Open Interest 1,322 18,277 +1,019
E-mini DJIA Index(CBOT)
Dec11 111122 11528 11583 11405 11447 -78 114,426 87,562 -133
Mar12 111122 11425 11507 11354 11377 -78 259 438 +222
Jun12 111122 11310 11310 11310 11310 -78 0 6 +0
Sep12 111122 11247 11247 11247 11247 -78 0 13 +0
Total Volume and Open Interest 114,685 88,019 +89
S & P 500(CME)
Dec11 111122 1189.00 1198.90 1179.50 1182.80 -7.90 15,987 273,574 +1,274
Mar12 111122 1182.00 1187.90 1174.40 1176.90 -8.00 3,033 17,245 +1,178
Jun12 111122 1171.70 1183.80 1169.30 1171.70 -8.10 670 1,709 +60
Sep12 111122 1166.40 1178.50 1164.00 1166.40 -8.10 0 4 -15
Total Volume and Open Interest 19,690 292,632 +2,497
S & P 500 E-Mini(Globex)
Dec11 111122 1190.75 1199.00 1179.25 1182.75 -8.00 2,178,618 2,948,205 -7,916
Mar12 111122 1184.00 1192.75 1173.50 1177.00 -8.00 8,664 46,898 +1,384
Total Volume and Open Interest 2,187,286 2,996,800 -6,353
NASDAQ 100(CME)
Dec11 111122 2214.80 2226.00 2190.50 2214.30 +0.80 1,514 31,296 -860
Mar12 111122 2210.00 2218.00 2193.00 2210.00 +0.70 0 110 +0
Jun12 111122 2207.00 2209.00 2207.00 2207.00 +0.70      
Total Volume and Open Interest 1,514 31,406 -860
NASDAQ 100 E-Mini(Globex)
Dec11 111122 2215.30 2226.80 2190.80 2214.30 +0.80 257,930 327,941 -2,570
Mar12 111122 2209.00 2224.00 2192.00 2210.00 +0.70 46 1,186 +6
Total Volume and Open Interest 257,980 329,141 -2,564
S & P Midcap 400(CME)
Dec11 111122 832.00 839.00 832.00 835.60 -7.30 1 5,683 +0
Mar12 111122 833.20 833.20 832.60 833.20 -7.30      
Jun12 111122 831.20 831.20 830.60 831.20 -7.30      
Total Volume and Open Interest 1 5,683 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111122 8280 8355 8250 8265 unch 4,973 30,524 +198
Mar12 111122 8335 8335 8265 8265 -5 0 57 +0
Total Volume and Open Interest 4,973 30,581 +198
Nikkei 225(SGX)
Dec11 111122 8360 8365 8225 8315 -35 85,843 234,601 +1,474
Mar12 111122 8300 8330 8225 8305 -30 84 18,799 +24
Jun12 111122 8230 8230 8230 8230 -30 0 19 +0
Total Volume and Open Interest 86,197 259,142 +1,748
CAC 40(EURONEXT)
Dec11 111122 2923.0 2940.0 2862.0 2870.0 -24.0 95,716 246,130 +19,917
Jan12 111122 2918.0 2928.5 2861.0 2865.5 -24.0 42 30 +29
Feb12 111122 2866.0 2866.0 2866.0 2866.0 -24.0      
Total Volume and Open Interest 95,762 246,172  
Hang Seng Index(HKFE)
Nov11 111122 18100 18345 17967 18170 +60 70,455 80,490 +1,343
Dec11 111122 18017 18327 17964 18165 +65 2,200 13,620 +621
Total Volume and Open Interest 73,204 96,341 +1,800
DAX(EUREX)
Dec11 111122 5656.5 5685.0 5535.5 5557.5 -64.5 165,706 162,746 -1,045
Mar12 111122 5673.0 5695.5 5550.0 5568.0 -64.0 247 7,573 +45
Jun12 111122 5674.0 5714.5 5576.0 5586.0 -64.5 74 2,495 +57
Total Volume and Open Interest 166,027 172,814 -943
FT-SE 100(EURONEXT)
Dec11 111122 5248.50 5277.00 5193.00 5209.50 -17.50 121,398 625,663 -3,566
Mar12 111122 5220.00 5240.00 5173.00 5174.00 -18.50 9 8,333 +0
Jun12 111122 5136.50 5137.00 5136.50 5137.00 -18.00 20 520 +20
Total Volume and Open Interest 121,427 634,516 -3,546
SPI 200(SFE)
Dec11 111122 4183.0 4190.0 4097.0 4152.0 -34.0 30,376 200,825 -11,727
Mar12 111122 4160.0 4160.0 4100.0 4131.0 -36.0 128 3,159 +51
Jun12 111122 4136.0 4136.0 4136.0 4136.0 -38.0 6 1,422 -15
Total Volume and Open Interest 30,521 206,605 -14,212
GSCI(CME)
Dec11 111122 645.00 648.00 642.25 648.00 +6.00 301 8,124 -53
Jan12 111122 648.00 648.00 641.75 648.00 +6.00 2 0 +0
Feb12 111122 648.50 648.50 642.25 648.50 +6.00      
Total Volume and Open Interest 303 8,124 -53
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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