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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 23, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111123 1155.00 1158.50 1120.50 1122.50 -30.50 84,219 236,630 -52
Mar12 111123 1164.50 1167.25 1130.00 1131.50 -31.25 20,918 86,169 +1,325
May12 111123 1175.50 1175.75 1138.50 1140.25 -31.75 10,275 78,893 +296
Jul12 111123 1184.25 1185.25 1146.75 1148.25 -32.50 8,435 58,841 +554
Aug12 111123 1161.75 1180.00 1147.25 1147.25 -32.75 102 688 +48
Sep12 111123 1175.00 1175.00 1140.25 1141.00 -31.50 5 419 +2
Nov12 111123 1170.00 1173.00 1136.50 1138.50 -30.50 3,317 49,565 -245
Total Volume and Open Interest 127,495 524,359 +1,994
Soybean Meal(CBOT)
Dec11 111123 291.50 292.20 282.30 282.50 -9.50 39,053 41,722 -5,720
Jan12 111123 292.60 292.90 282.90 282.90 -10.10 26,759 55,668 +5,309
Mar12 111123 295.60 295.60 285.50 285.50 -10.30 11,046 35,679 +1,052
May12 111123 299.00 299.00 288.50 288.50 -10.30 4,029 27,796 +1,004
Jul12 111123 303.00 303.00 292.40 292.40 -10.40 2,418 22,494 +582
Aug12 111123 304.00 304.00 293.50 293.50 -10.30 198 4,308 +22
Sep12 111123 304.00 304.00 293.80 293.80 -10.00 213 4,618 +77
Oct12 111123 300.00 300.00 290.80 290.80 -9.20 87 2,991 +31
Total Volume and Open Interest 84,748 213,138 +2,661
Soybean Oil(CBOT)
Dec11 111123 50.64 50.77 49.14 49.32 -1.46 59,255 58,269 -2,851
Jan12 111123 50.90 51.03 49.40 49.58 -1.45 46,055 94,091 +8,331
Mar12 111123 51.39 51.43 49.81 50.00 -1.43 15,178 61,643 +886
May12 111123 51.70 51.77 50.14 50.32 -1.44 4,804 36,881 +321
Jul12 111123 51.94 52.03 50.42 50.60 -1.46 3,163 26,347 +264
Aug12 111123 50.97 51.11 50.54 50.70 -1.46 226 3,420 +22
Sep12 111123 51.46 51.48 50.56 50.70 -1.48 429 3,961 +25
Oct12 111123 51.37 51.37 50.36 50.55 -1.45 286 4,064 +187
Total Volume and Open Interest 130,598 303,227 +7,445
Canola(WCE)
Jan12 111123 514.0 514.0 504.6 505.8 -7.8 8,777 85,233 -3,330
Mar12 111123 515.8 517.5 508.2 509.3 -9.2 4,076 34,699 +2,230
May12 111123 519.4 519.7 511.6 512.3 -9.8 1,232 14,626 -113
Jul12 111123 517.4 525.0 516.0 516.8 -10.4 1,240 9,011 +399
Nov12 111123 500.7 504.3 495.4 496.4 -8.9 640 12,623 -108
Total Volume and Open Interest 15,965 156,344 -922
Corn(CBOT)
Dec11 111123 600.00 601.25 584.25 588.75 -10.25 167,109 305,962 -15,160
Mar12 111123 607.00 608.00 591.00 595.50 -10.25 114,486 482,991 +2,198
May12 111123 613.50 614.50 597.75 602.50 -9.75 24,981 139,728 +3,329
Jul12 111123 616.50 617.00 601.25 605.75 -10.00 24,544 137,322 +1,055
Sep12 111123 570.25 572.50 560.00 565.00 -4.75 2,919 35,135 +1,040
Dec12 111123 550.50 551.50 537.75 542.25 -6.75 15,465 166,189 +2,128
Total Volume and Open Interest 352,209 1,318,773 -4,096
Wheat(CBOT)
Dec11 111123 594.50 595.50 577.25 579.25 -14.75 27,397 68,713 -5,290
Mar12 111123 603.00 606.50 588.00 594.25 -8.75 29,765 158,344 +2,083
May12 111123 620.75 622.50 605.25 612.00 -9.25 5,475 57,465 -140
Jul12 111123 635.75 636.00 619.50 625.25 -10.00 4,680 61,943 +131
Sep12 111123 649.25 649.25 640.00 645.25 -9.25 585 12,868 +201
Total Volume and Open Interest 70,643 402,458 -2,911
Wheat(KCBT)
Dec11 111123 660.00 664.00 648.00 649.00 -12.00 6,557 25,281 -3,054
Mar12 111123 670.50 673.50 656.00 659.50 -10.50 5,870 66,707 -567
May12 111123 677.75 678.25 664.75 666.75 -11.25 1,143 12,351 -89
Jul12 111123 684.00 686.00 671.50 673.25 -11.25 1,852 34,539 -573
Sep12 111123 700.75 701.00 686.50 687.75 -11.00 331 5,253 +193
Total Volume and Open Interest 16,097 149,611 -3,931
Wheat(MGE)
Dec11 111123 860.25 860.25 832.50 835.75 -24.50 1,518 4,387 -1,228
Mar12 111123 838.75 840.25 813.50 816.50 -20.75 2,847 18,427 -161
May12 111123 816.25 816.25 792.00 793.50 -22.75 420 6,219 +47
Jul12 111123 807.50 807.50 782.50 783.50 -20.00 275 8,043 +41
Sep12 111123 785.00 787.50 770.00 771.25 -8.75 180 3,288 +42
Total Volume and Open Interest 5,395 43,544 -1,216
Oats(CBOT)
Dec11 111123 302.00 302.50 288.75 292.50 -11.00 1,585 4,337 -1,142
Mar12 111123 293.25 297.00 284.75 287.00 -7.50 1,018 11,018 +274
May12 111123 295.00 298.50 290.00 292.00 -6.50 40 1,319 -12
Jul12 111123 299.00 303.50 296.25 297.00 -6.50 16 50 +6
Total Volume and Open Interest 2,685 16,866 -855
Rough Rice(CBOT)
Jan12 111123 14.31 14.58 14.10 14.55 +0.24 448 11,733 +52
Mar12 111123 14.60 14.86 14.40 14.85 +0.25 95 4,611 +27
May12 111123 14.79 15.13 14.69 15.13 +0.25 0 583 +0
Jul12 111123 15.03 15.39 15.03 15.39 +0.24 0 594 +0
Total Volume and Open Interest 546 17,701 +82
Live Cattle(CME)
Dec11 111123 121.285 122.200 120.050 121.400 -0.050 18,995 55,039 -6,237
Feb12 111123 123.200 123.750 121.900 122.750 -0.550 22,960 124,168 -1,587
Apr12 111123 126.885 127.400 125.480 126.350 -0.650 12,674 84,003 +1,140
Jun12 111123 125.750 126.035 124.300 124.600 -1.350 6,260 42,964 +720
Aug12 111123 125.830 125.950 124.900 125.650 -0.680 854 9,017 +103
Oct12 111123 128.400 128.535 127.500 128.050 -0.650 661 5,234 +296
Total Volume and Open Interest 62,531 324,370 -5,484
Feeder Cattle(CME)
Jan12 111123 147.050 147.130 145.630 145.800 -1.235 3,444 17,264 -879
Mar12 111123 148.900 149.035 147.700 148.235 -0.590 1,223 6,291 -60
Apr12 111123 149.850 150.000 148.800 149.235 -0.715 441 2,614 -74
May12 111123 150.150 150.450 149.380 149.485 -0.815 325 2,854 -3
Aug12 111123 151.500 152.000 150.750 151.250 -0.600 235 3,088 -6
Sep12 111123 151.500 152.000 151.130 151.300 -0.700 41 420 +9
Oct12 111123 151.000 152.000 151.000 151.500 -0.300 2 91 +2
Total Volume and Open Interest 5,711 32,622 -1,011
Lean Hogs(CME)
Dec11 111123 87.830 88.150 87.135 88.050 +0.220 7,138 29,972 -1,496
Feb12 111123 91.080 91.680 90.550 91.450 +0.350 13,038 88,108 +1,017
Apr12 111123 93.950 94.080 93.330 93.400 -0.600 4,008 60,237 +455
May12 111123 99.000 99.300 98.180 99.300 unch 60 2,186 +11
Jun12 111123 100.650 100.800 99.850 99.980 -0.770 4,661 39,742 +1,243
Jul12 111123 98.900 99.330 98.300 98.650 -0.485 267 10,092 +86
Aug12 111123 97.450 98.035 96.885 97.330 -0.500 1,464 12,721 +360
Oct12 111123 85.800 86.330 85.400 85.785 -0.215 445 6,448 +194
Total Volume and Open Interest 31,338 252,114 +2,029
Class III Milk(CME)
Nov11 111123 19.11 19.11 19.10 19.11 unch 250 5,739 +4
Dec11 111123 18.23 18.40 17.96 18.13 -0.19 604 6,011 -163
Jan12 111123 17.27 17.33 16.83 16.98 -0.33 559 4,443 +222
Feb12 111123 16.86 16.93 16.67 16.71 -0.12 127 2,959 +33
Mar12 111123 16.77 16.83 16.71 16.77 -0.01 90 2,627 +31
Total Volume and Open Interest 1,901 34,031 +298
Cocoa(ICE)
Dec11 111123 2250 2260 2246 2246 -4 24 192 -24
Mar12 111123 2405 2439 2398 2404 -17 8,611 80,084 +177
May12 111123 2416 2442 2408 2412 -17 1,896 29,439 -184
Jul12 111123 2431 2455 2423 2424 -19 537 14,597 +181
Sep12 111123 2440 2457 2432 2432 -19 201 12,280 +38
Dec12 111123 2457 2457 2443 2445 -19 159 12,819 +47
Mar13 111123 2473 2473 2458 2460 -16 64 3,697 +30
Total Volume and Open Interest 11,541 155,992 +302
Coffee "C"(ICE)
Dec11 111123 231.20 236.60 230.25 231.60 -1.30 694 878 -1,026
Mar12 111123 235.80 240.50 234.75 235.40 -1.50 6,783 56,940 +35
May12 111123 237.20 242.60 237.10 237.65 -1.45 1,614 20,823 +44
Jul12 111123 239.90 244.55 239.25 239.40 -1.55 282 6,228 +38
Sep12 111123 240.60 245.00 239.50 239.95 -1.65 105 5,446 +54
Dec12 111123 241.45 244.85 240.00 240.20 -1.70 16 6,399 -9
Total Volume and Open Interest 9,503 97,793 -869
Orange Juice(ICE)
Jan12 111123 179.80 179.90 174.80 176.85 -2.95 1,136 20,160 +348
Mar12 111123 173.30 173.65 169.75 171.30 -2.25 346 5,492 +160
May12 111123 171.50 171.50 168.90 170.20 -2.25 18 1,688 -1
Jul12 111123 171.50 171.50 169.05 170.20 -2.25 17 407 +16
Sep12 111123 169.60 169.60 169.60 169.60 -2.25 0 53 +0
Nov12 111123 169.25 169.25 169.25 169.25 -2.25 0 8 +0
Total Volume and Open Interest 1,517 27,814 +523
Sugar #11(ICE)
Mar12 111123 23.44 23.52 23.01 23.09 -0.35 29,295 215,480 -967
May12 111123 23.10 23.10 22.68 22.70 -0.32 7,394 85,162 -136
Jul12 111123 22.64 22.77 22.44 22.46 -0.23 3,761 84,098 +543
Oct12 111123 22.98 22.98 22.54 22.56 -0.21 1,381 45,097 +17
Mar13 111123 23.20 23.20 22.93 22.93 -0.21 1,037 31,075 +370
Total Volume and Open Interest 43,200 498,924 -189
London Cocoa(LCE)
Dec11 111123 1509 1529 1508 1516 +6 2,811 69,421 -806
Mar12 111123 1545 1560 1536 1544 +4 6,964 63,190 +439
May12 111123 1559 1572 1551 1558 +4 1,337 19,994 +386
Jul12 111123 1569 1578 1567 1574 +5 451 23,682 +66
Sep12 111123 1579 1592 1578 1585 +6 810 16,226 +282
Dec12 111123 1591 1602 1591 1596 +3 311 12,371 +114
Mar13 111123 1604 1617 1604 1611 +3 1,073 6,811 +1,018
Total Volume and Open Interest 13,757 214,108 +1,499
London Sugar(LCE)
Mar12 111123 610.00 613.00 604.10 605.40 -8.50 2,511 22,527 +133
May12 111123 601.00 602.70 595.50 596.20 -7.90 592 6,951 -23
Aug12 111123 595.10 596.30 588.50 589.70 -6.80 360 6,960 +231
Oct12 111123 595.10 596.30 589.50 590.90 -5.20 163 3,116 +28
Dec12 111123 601.00 601.10 593.90 595.10 -5.70 53 1,065 +30
Total Volume and Open Interest 3,683 41,522 +399
Cotton(ICE)
Dec11 111123 90.25 91.70 89.22 90.71 +0.76 6,631 2,999 -4,069
Mar12 111123 91.60 91.91 90.10 90.91 -0.21 18,213 91,498 +2,768
May12 111123 92.02 92.20 90.06 90.75 -0.87 4,245 17,214 +217
Jul12 111123 92.60 92.60 90.02 90.57 -1.46 1,619 17,617 +60
Oct12 111123 91.24 91.24 91.24 91.24 -1.89 4 86 -1
Dec12 111123 91.07 91.35 88.85 88.94 -1.75 368 6,529 +47
Total Volume and Open Interest 31,128 137,209 -951
Lumber(CME)
Jan12 111123 242.4 242.4 235.6 236.3 -5.3 452 6,430 -118
Mar12 111123 258.0 259.4 253.4 255.4 -4.4 236 2,260 +67
May12 111123 266.0 266.0 265.0 265.0 -3.9 117 437 +42
Jul12 111123 273.5 274.0 273.5 273.5 -2.5 73 265 +45
Total Volume and Open Interest 893 9,507 +51
Crude Oil(NYM)
Jan12 111123 97.79 97.87 95.35 96.17 -1.84 279,104 339,048 +7,445
Feb12 111123 97.92 97.95 95.54 96.37 -1.82 65,027 82,756 +3,928
Mar12 111123 98.00 98.04 95.74 96.56 -1.80 42,017 95,850 +370
Apr12 111123 97.35 97.51 96.04 96.70 -1.76 20,576 41,215 +1,900
May12 111123 97.42 97.63 96.12 96.78 -1.73 13,734 36,580 +167
Jun12 111123 97.84 97.84 95.96 96.77 -1.70 26,150 74,334 +1,140
Jul12 111123 96.82 97.19 95.98 96.66 -1.67 6,254 35,564 +560
Aug12 111123 96.87 96.91 95.90 96.49 -1.65 4,220 23,697 +361
Sep12 111123 96.15 96.29 96.13 96.29 -1.65 4,471 28,139 +768
Oct12 111123 96.59 96.59 95.58 96.10 -1.64 2,775 25,087 +368
Nov12 111123 95.94 95.94 95.94 95.94 -1.64 2,644 25,655 +80
Dec12 111123 96.92 96.92 95.08 95.77 -1.63 21,426 163,082 -610
Jan13 111123 95.48 95.48 95.48 95.48 -1.61 1,477 29,271 -339
Feb13 111123 95.46 95.46 95.16 95.16 -1.58 480 11,275 +3
Mar13 111123 94.84 94.84 94.84 94.84 -1.55 649 9,482 +334
Apr13 111123 94.54 94.54 94.54 94.54 -1.53 192 5,323 +74
Total Volume and Open Interest 510,015 1,276,616 +16,489
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 111123 97.800 97.850 95.325 96.175 -1.825 9,612 1,643 -278
Feb12 111123 97.850 97.850 95.575 96.375 -1.825 307 299 +59
Mar12 111123 97.825 97.825 96.175 96.550 -1.800 74 139 +27
Apr12 111123 96.700 96.700 96.700 96.700 -1.750 0 23 +0
May12 111123 96.775 96.775 96.775 96.775 -1.725 0 6 +0
Jun12 111123 96.775 96.775 96.775 96.775 -1.700 8 19 +0
Jul12 111123 96.650 96.650 96.650 96.650 -1.675 0 4 +0
Aug12 111123 96.500 96.500 96.500 96.500 -1.650 0 5 +0
Total Volume and Open Interest 10,001 2,361 -192
Heating Oil(NYM)
Dec11 111123 303.00 303.00 295.47 295.91 -7.55 43,183 43,938 -6,809
Jan12 111123 303.88 304.06 296.73 297.14 -7.51 61,467 83,775 +2,015
Feb12 111123 303.38 303.80 297.14 297.55 -7.36 25,998 35,781 +1,321
Mar12 111123 301.24 301.59 296.79 297.13 -6.95 12,543 27,676 -665
Apr12 111123 298.28 298.42 294.93 294.99 -6.88 5,702 15,948 -128
May12 111123 294.95 296.19 292.38 292.74 -6.85 5,302 13,184 +353
Jun12 111123 296.00 296.15 291.23 291.62 -6.83 10,873 31,502 +157
Jul12 111123 293.95 294.40 291.59 291.59 -6.83 771 8,205 +171
Aug12 111123 293.95 294.64 291.77 291.77 -6.80 312 4,356 -59
Sep12 111123 295.28 295.28 292.40 292.40 -6.72 438 4,940 -138
Oct12 111123 296.18 296.27 293.22 293.22 -6.68 127 2,360 -4
Nov12 111123 297.12 297.12 294.02 294.02 -6.65 85 1,547 +11
Total Volume and Open Interest 168,706 293,411 -3,717
Gasoline(NYMEX)
Dec11 111123 253.13 254.50 249.70 251.77 -4.41 27,252 39,866 -3,616
Jan12 111123 253.30 255.11 249.95 252.05 -4.45 36,402 84,392 +2,077
Feb12 111123 254.49 255.45 251.11 253.20 -4.16 12,489 27,982 +1,779
Mar12 111123 255.87 257.05 253.03 254.86 -4.02 9,380 27,092 -886
Apr12 111123 271.47 271.47 267.38 269.02 -3.91 6,609 23,081 +357
May12 111123 269.60 269.74 267.85 268.79 -3.95 5,742 16,128 +330
Jun12 111123 267.08 268.39 265.53 266.70 -3.96 5,633 23,961 +1,397
Jul12 111123 264.00 264.50 263.20 264.13 -3.94 383 7,159 +115
Aug12 111123 261.25 261.83 261.11 261.48 -3.91 75 8,168 -29
Sep12 111123 259.25 259.50 258.00 258.76 -3.96 50 6,922 +0
Total Volume and Open Interest 104,765 285,650 +1,612
e-miNY RBOB Gasoline(NYM)
Dec11 111123 251.80 251.80 251.77 251.80 -4.40      
Jan12 111123 252.10 252.10 252.05 252.10 -4.40 0 1 +0
Feb12 111123 253.20 253.20 253.20 253.20 -4.20 0 1 +0
Mar12 111123 254.90 254.90 254.86 254.90 -4.00      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111123 3.408 3.483 3.352 3.460 +0.045 146,589 48,647 -27,058
Jan12 111123 3.552 3.637 3.490 3.608 +0.047 102,997 296,960 +4,791
Feb12 111123 3.580 3.658 3.510 3.632 +0.054 40,588 92,221 +6,909
Mar12 111123 3.564 3.655 3.501 3.628 +0.057 44,161 114,461 +7,031
Apr12 111123 3.581 3.682 3.538 3.660 +0.053 31,092 99,220 -2,405
May12 111123 3.615 3.727 3.585 3.704 +0.051 7,032 44,098 +272
Jun12 111123 3.690 3.770 3.638 3.748 +0.048 6,657 21,460 +1,069
Jul12 111123 3.736 3.820 3.688 3.799 +0.048 3,321 18,712 -178
Aug12 111123 3.727 3.829 3.716 3.825 +0.048 3,147 15,795 -129
Sep12 111123 3.729 3.835 3.715 3.825 +0.048 2,629 12,601 +266
Oct12 111123 3.769 3.871 3.749 3.860 +0.048 10,002 55,116 -705
Nov12 111123 3.944 4.015 3.880 3.992 +0.045 4,270 22,480 +69
Dec12 111123 4.219 4.277 4.158 4.263 +0.038 4,085 23,818 +476
Jan13 111123 4.309 4.405 4.285 4.393 +0.039 3,154 29,229 -624
Feb13 111123 4.282 4.378 4.277 4.378 +0.036 130 6,238 +46
Mar13 111123 4.237 4.328 4.236 4.328 +0.032 298 13,700 +27
Total Volume and Open Interest 411,506 991,623 -9,998
Brent Crude Oil(ICE)
Jan12 111123 108.61 108.85 106.82 107.02 -2.01 183,497 181,716 -10,698
Feb12 111123 108.30 108.35 106.50 106.70 -1.95 77,672 156,751 -432
Mar12 111123 107.54 107.96 106.13 106.36 -1.91 37,025 92,281 -2,883
Apr12 111123 107.19 107.71 105.93 106.12 -1.87 17,773 37,382 -811
May12 111123 106.91 107.52 105.75 105.90 -1.87 14,253 22,483 +420
Jun12 111123 106.55 107.30 105.46 105.66 -1.86 25,437 68,341 +905
Jul12 111123 106.63 106.93 105.27 105.43 -1.84 4,022 20,052 -24
Aug12 111123 106.05 106.66 105.00 105.15 -1.84 2,940 24,905 +822
Sep12 111123 105.67 106.28 104.62 104.77 -1.84 4,070 28,790 +769
Oct12 111123 105.16 105.16 104.41 104.41 -1.84 2,409 12,761 -42
Nov12 111123 104.07 104.07 104.07 104.07 -1.83 2,426 18,220 +353
Dec12 111123 104.73 105.24 103.48 103.69 -1.83 20,909 97,154 -833
Jan13 111123 103.38 103.38 103.38 103.38 -1.82 787 9,793 +151
Feb13 111123 103.02 103.02 103.02 103.02 -1.81 628 5,695 +459
Total Volume and Open Interest 405,835 932,943 -12,322
Gas Oil(ICE)
Dec11 111123 959.25 960.50 940.75 946.00 -6.00 74,585 125,803 -2,586
Jan12 111123 951.50 953.00 932.75 938.25 -6.00 77,355 107,252 -76
Feb12 111123 943.00 946.50 927.00 932.50 -6.25 28,957 48,419 +1,289
Mar12 111123 937.50 937.50 922.50 928.25 -6.25 14,434 39,414 +157
Apr12 111123 937.00 937.00 919.00 924.75 -6.25 6,122 22,266 -192
May12 111123 933.75 933.75 916.75 922.50 -6.00 5,166 23,748 +130
Jun12 111123 933.75 933.75 916.50 922.25 -6.00 13,171 53,001 +54
Jul12 111123 932.25 932.25 919.00 923.25 -6.00 1,637 16,848 +305
Aug12 111123 933.00 933.00 919.75 924.00 -6.00 830 12,278 +176
Sep12 111123 932.75 933.25 918.00 923.75 -6.00 1,659 12,211 +123
Total Volume and Open Interest 231,510 551,616 -1,603
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111123 2.520 2.525 2.486 2.497 -0.059 136 613 -46
Jan12 111123 2.266 2.270 2.237 2.256 -0.049 763 1,438 -463
Feb12 111123 2.170 2.193 2.157 2.164 -0.045 224 1,154 -65
Mar12 111123 2.167 2.195 2.165 2.174 -0.039 113 1,200 -42
Apr12 111123 2.175 2.185 2.165 2.169 -0.045 157 679 +16
May12 111123 2.171 2.194 2.170 2.178 -0.046 64 786 +33
Jun12 111123 2.178 2.198 2.170 2.196 -0.041 51 630 +33
Total Volume and Open Interest 1,700 10,400 -483
WTI Crude Oil(ICE)
Jan12 111123 97.69 97.69 95.35 96.17 -1.84 66,833 67,986 +723
Feb12 111123 97.48 97.48 95.55 96.37 -1.82 20,224 46,580 -115
Mar12 111123 97.68 97.68 95.78 96.56 -1.80 16,769 29,305 -1,797
Apr12 111123 97.42 97.42 95.97 96.70 -1.76 8,202 17,900 +790
May12 111123 97.01 97.50 96.05 96.78 -1.73 5,184 9,994 -311
Jun12 111123 97.59 97.60 96.04 96.77 -1.70 11,082 43,361 +932
Jul12 111123 96.84 97.13 96.05 96.66 -1.67 2,287 9,359 +50
Aug12 111123 96.97 96.97 96.05 96.49 -1.65 1,762 5,894 +83
Sep12 111123 96.43 96.47 95.86 96.29 -1.65 1,235 10,946 +81
Oct12 111123 96.10 96.10 96.10 96.10 -1.64 876 4,833 +156
Nov12 111123 95.94 95.94 95.94 95.94 -1.64 747 4,262 +240
Dec12 111123 96.32 96.54 95.14 95.77 -1.63 8,224 60,416 +922
Jan13 111123 95.48 95.48 95.48 95.48 -1.61 154 2,555 +117
Feb13 111123 95.16 95.16 95.16 95.16 -1.58 0 640 +0
Mar13 111123 94.84 94.84 94.84 94.84 -1.55 0 1,564 +0
Apr13 111123 94.54 94.54 94.54 94.54 -1.53 0 389 +0
Total Volume and Open Interest 145,874 408,781 +706
US Dollar Index(ICE)
Dec11 111123 78.330 79.400 78.330 79.350 +0.915 21,501 54,305 +501
Mar12 111123 79.000 79.800 78.975 79.730 +0.915 19 694 +6
Jun12 111123 80.150 80.150 80.150 80.150 +0.915      
Total Volume and Open Interest 21,520 54,999 +507
Australian Dollar(CME)
Dec11 111123 98.12 98.26 96.33 96.52 -1.56 124,679 129,552 -2,835
Mar12 111123 97.24 97.24 95.60 95.61 -1.54 240 1,020 +21
Jun12 111123 95.05 96.46 94.96 94.96 -1.50 0 35 +0
Total Volume and Open Interest 124,919 130,734 -2,814
British Pound(CME)
Dec11 111123 156.39 156.52 154.91 155.05 -1.16 84,107 160,189 +3,316
Mar12 111123 155.91 156.06 154.84 154.91 -1.15 40 380 +3
Jun12 111123 154.78 155.91 154.78 154.78 -1.13 0 3 +0
Total Volume and Open Interest 84,147 160,577 +3,319
Canadian Dollar(CME)
Dec11 111123 96.27 96.33 95.20 95.35 -1.00 72,166 122,655 +1,623
Mar12 111123 96.00 96.20 95.05 95.20 -1.00 611 4,389 +163
Jun12 111123 95.72 96.13 95.03 95.14 -0.99 156 1,214 +82
Sep12 111123 95.35 96.11 95.00 95.11 -1.00 72 743 +29
Total Volume and Open Interest 73,041 129,145 +1,908
Japanese Yen(CME)
Dec11 111123 130.00 130.05 128.94 129.35 -0.62 58,041 148,433 +1,673
Mar12 111123 130.28 130.32 129.52 129.70 -0.62 99 1,056 -7
Jun12 111123 130.11 130.72 130.11 130.11 -0.61 0 25 +0
Total Volume and Open Interest 58,140 149,519 +1,666
Swiss Franc(CME)
Dec11 111123 109.40 109.59 108.47 108.65 -0.70 19,739 29,929 -353
Mar12 111123 109.80 109.80 108.75 108.87 -0.71 17 642 -1
Jun12 111123 109.19 109.90 109.19 109.19 -0.71 0 5 +0
Total Volume and Open Interest 19,756 30,580 -354
EuroFX(CME)
Dec11 111123 135.15 135.31 133.19 133.28 -1.78 272,027 251,748 -1,942
Mar12 111123 135.33 135.45 133.43 133.46 -1.76 1,206 7,245 +398
Jun12 111123 134.10 135.33 133.43 133.60 -1.73 4 977 +4
Total Volume and Open Interest 273,237 259,988 -1,540
Mexican Peso(CME)
Dec11 111123 714.0 715.0 701.2 704.2 -10.8 35,685 72,725 -2,327
Jan12 111123 702.8 713.5 702.8 702.8 -10.8 0 95 +0
Total Volume and Open Interest 35,807 114,768 -2,228
Brazilian Real(CME)
Dec11 111123 536.20 539.90 533.20 538.35 -14.65 427 3,893 -238
Jan12 111123 535.00 535.00 535.00 535.00 -14.60 0 10,149 +0
Feb12 111123 531.60 531.60 531.60 531.60 -14.55      
Mar12 111123 532.30 532.30 528.25 528.25 -14.50 536 568 +534
Total Volume and Open Interest 963 29,941 +296
30-Year T-Bonds(CBOT)
Dec11 111123 144~130 145~140 143~280 145~110 +1~080 315,114 566,437 -49,986
Mar12 111123 144~060 145~080 143~230 145~060 +1~090 79,296 75,396 +50,076
Jun12 111123 144~000 144~000 142~230 144~000 +1~090 1 6 +0
Total Volume and Open Interest 394,411 641,839 +90
10-Year T-Notes(CBOT)
Dec11 111123 130~270 131~095 130~065 131~070 +0~135 770,172 1,396,793 -21,994
Mar12 111123 130~055 130~200 129~280 130~180 +0~140 79,323 98,216 +52,261
Jun12 111123 129~180 129~180 129~040 129~180 +0~140      
Total Volume and Open Interest 849,495 1,495,009 +30,267
5-Year T-Notes(CBOT)
Dec11 111123 123~022 123~040 123~004 123~036 +0~016 434,361 1,204,371 -33,367
Mar12 111123 122~103 122~123 122~087 122~121 +0~019 39,959 50,303 +25,503
Jun12 111123 122~017 122~017 121~126 122~017 +0~019      
Total Volume and Open Interest 474,320 1,254,674 -7,864
2 Year T-Notes(CBOT)
Dec11 111123 110~025 110~027 110~021 110~023 -0~002 264,418 714,765 +3,335
Mar12 111123 110~028 110~031 110~024 110~029 unch 67,214 53,012 +30,115
Jun12 111123 109~125 109~125 109~125 109~125 unch      
Total Volume and Open Interest 331,632 767,777 +33,450
Eurodollars(CME)
Dec11 111123 99.363 99.368 99.342 99.355 -0.010 134,199 1,072,830 +5,566
Mar12 111123 99.210 99.210 99.165 99.180 -0.025 155,241 965,060 +983
Jun12 111123 99.180 99.180 99.135 99.150 -0.025 136,731 1,165,294 -937
Sep12 111123 99.180 99.185 99.135 99.150 -0.030 134,181 760,006 +724
Dec12 111123 99.195 99.200 99.140 99.155 -0.035 110,274 800,142 +769
Mar13 111123 99.205 99.205 99.145 99.160 -0.040 120,186 815,101 +8,800
Jun13 111123 99.190 99.195 99.135 99.150 -0.035 72,986 567,788 -709
Sep13 111123 99.150 99.160 99.110 99.120 -0.025 74,746 453,404 -4,319
Dec13 111123 99.065 99.080 99.035 99.050 -0.010 53,952 476,720 -5,504
Mar14 111123 98.965 98.980 98.930 98.955 unch 45,811 336,957 +58
Jun14 111123 98.815 98.835 98.785 98.820 +0.010 56,161 284,565 -5,507
Sep14 111123 98.655 98.685 98.625 98.670 +0.015 34,112 184,735 -900
Dec14 111123 98.485 98.515 98.455 98.505 +0.020 21,808 173,103 +870
Mar15 111123 98.330 98.360 98.295 98.350 +0.025 12,131 117,271 -364
Jun15 111123 6.440 6.450 6.380 6.440 +0.025 11,130 110,218 -193
Sep15 111123 6.270 6.285 6.205 6.275 +0.025 9,976 79,705 -1,125
Dec15 111123 6.085 6.110 6.025 6.100 +0.030 5,724 47,481 -522
Mar16 111123 5.955 5.970 5.875 5.955 +0.030 6,448 46,837 +153
Total Volume and Open Interest 1,210,618 8,651,679 -1,283
30 Day Federal Funds(CBOT)
Nov11 111123 99.918 99.918 99.915 99.915 unch 353 65,719 -116
Dec11 111123 99.910 99.915 99.905 99.910 unch 3,049 61,636 -445
Jan12 111123 99.895 99.900 99.890 99.895 unch 1,252 59,698 -127
Feb12 111123 99.885 99.890 99.880 99.890 unch 803 46,921 -188
Mar12 111123 99.885 99.890 99.880 99.885 unch 1,281 31,246 +500
Apr12 111123 99.885 99.885 99.875 99.880 unch 585 36,559 +39
Total Volume and Open Interest 15,382 595,736 -1,354
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111123 99.665 99.665 99.665 99.665 unch 0 327 +0
Mar12 111123 99.658 99.658 99.658 99.658 unch 0 300 +0
Jun12 111123 99.660 99.660 99.660 99.660 unch      
Sep12 111123 99.658 99.658 99.658 99.658 unch      
Dec12 111123 99.660 99.660 99.660 99.660 unch      
Mar13 111123 99.660 99.660 99.660 99.660 unch      
Jun13 111123 99.615 99.615 99.615 99.615 unch      
Sep13 111123 99.475 99.475 99.475 99.475 unch      
Dec13 111123 99.335 99.335 99.335 99.335 unch      
Mar14 111123 99.195 99.195 99.195 99.195 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111123 99.67 99.67 99.67 99.67 unch 0 4,445 +0
Mar12 111123 99.66 99.66 99.66 99.66 unch 400 1,937 +0
Jun12 111123 99.66 99.66 99.66 99.66 unch 0 1,470 +0
Sep12 111123 99.66 99.66 99.66 99.66 unch 200 711 +0
Dec12 111123 99.66 99.66 99.66 99.66 unch 0 171 +0
Mar13 111123 99.66 99.66 99.66 99.66 unch 0 101 +0
Jun13 111123 99.61 99.61 99.61 99.61 unch      
Sep13 111123 99.47 99.47 99.47 99.47 unch      
Total Volume and Open Interest 600 8,838 +0
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 111123 137.50 137.79 135.27 135.81 -1.44 599,258 890,290 +1,204
Mar12 111123 137.48 137.93 135.36 135.91 -1.50 8,135 30,504 +5,018
Jun12 111123 135.50 135.61 135.50 135.61 -1.44 0 18 +0
Total Volume and Open Interest 607,393 920,812 +6,222
Euro-Bobl(EUREX)
Dec11 111123 123.41 123.61 122.59 122.80 -0.52 315,427 752,308 +7,032
Mar12 111123 123.82 123.82 122.82 123.02 -0.57 2,260 24,591 +1,453
Jun12 111123 122.95 122.95 122.95 122.95 -0.52      
Total Volume and Open Interest 317,687 776,899 +8,485
3-Mth Euribor(EUREX)
Dec11 111123 98.595 98.595 98.595 98.595 -0.020 2 1,595 +0
Mar12 111123 98.755 98.755 98.755 98.755 -0.020 81 2,295 +28
Jun12 111123 98.815 98.815 98.790 98.800 -0.030 1 1,053 +0
Total Volume and Open Interest 96 8,276 +29
Long Gilt(LIFFE)
Dec11 111123 131~10 131~18 130~16 131~04 +0~06 100,652 300,518 -1,738
Mar12 111123 115~09 115~16 114~17 115~05 +0~08 9,424 27,732 +5,435
Total Volume and Open Interest 110,076 328,250 +3,697
3-Mth Short Sterling(LIFFE)
Dec11 111123 98.90 98.91 98.88 98.89 unch 25,943 333,829 -3,286
Mar12 111123 98.77 98.79 98.76 98.77 unch 34,122 350,398 -7,005
Jun12 111123 98.72 98.75 98.71 98.72 unch 31,765 201,930 -1,237
Sep12 111123 98.70 98.73 98.68 98.69 unch 29,462 208,818 -3,634
Dec12 111123 98.66 98.69 98.64 98.65 unch 20,711 196,165 +835
Mar13 111123 98.66 98.70 98.63 98.65 unch 20,122 189,746 -859
Total Volume and Open Interest 211,977 1,981,458 -21,095
3-Mth Euribor(LIFFE)
Dec11 111123 98.615 98.630 98.580 98.595 -0.020 78,855 678,459 -5,472
Mar12 111123 98.785 98.805 98.735 98.755 -0.020 75,871 500,756 -12,066
Jun12 111123 98.835 98.860 98.785 98.800 -0.030 60,090 367,431 -199
Total Volume and Open Interest 483,325 3,353,684 -31,612
3-Mth Aus T-Bills(SFE)
Dec11 111123 95.51 95.55 95.49 95.54 +0.02 20,647 185,425 +2,514
Mar12 111123 96.37 96.44 96.34 96.43 +0.05 18,728 199,547 +1,568
Jun12 111123 96.65 96.71 96.61 96.70 +0.05 9,976 148,298 +2,548
Sep12 111123 96.65 96.71 96.63 96.70 +0.04 6,206 95,637 -1,118
Dec12 111123 96.53 96.58 96.50 96.57 +0.04 4,676 56,959 +1,493
Mar13 111123 96.37 96.42 96.34 96.40 +0.03 1,585 49,025 +748
Jun13 111123 96.19 96.26 96.19 96.25 +0.03 2,126 39,925 +1,530
Sep13 111123 96.11 96.14 96.09 96.13 +0.02 737 20,089 +429
Dec13 111123 96.02 96.03 96.01 96.02 +0.03 321 3,742 -32
Mar14 111123 95.90 95.93 95.90 95.92 +0.04 134 693 +34
Total Volume and Open Interest 65,140 799,401 +9,718
10-Year Aus T-Bonds(SFE)
Dec11 111123 96.01 96.09 95.98 96.07 +0.05 54,168 379,119 +16,550
Mar12 111123 96.07 96.07 96.07 96.07 +0.05      
Total Volume and Open Interest 54,168 379,119 +16,550
3-Year Aus T-Bonds(SFE)
Dec11 111123 96.86 96.96 96.83 96.93 +0.06 168,265 563,921 -2,925
Mar12 111123 96.93 96.93 96.93 96.93 +0.06      
Total Volume and Open Interest 168,265 563,921 -2,925
Gold(CMX)
Dec11 111123 1699.9 1710.8 1677.1 1695.9 -6.5 209,402 166,545 -11,819
Feb12 111123 1703.2 1713.8 1680.1 1698.8 -6.7 27,799 147,747 +6,685
Apr12 111123 1704.2 1715.5 1684.0 1702.0 -6.6 6,395 26,392 +2,660
Jun12 111123 1706.0 1718.4 1687.1 1704.3 -6.5 3,318 21,085 +635
Aug12 111123 1717.5 1717.8 1701.6 1706.5 -6.4 671 11,580 +376
Oct12 111123 1709.3 1709.3 1709.3 1709.3 -6.3 147 7,323 +90
Dec12 111123 1713.5 1725.4 1694.8 1712.2 -6.4 950 18,884 +109
Feb13 111123 1715.1 1715.1 1715.1 1715.1 -6.3 43 3,417 +2
Apr13 111123 1718.1 1718.1 1718.1 1718.1 -6.2 0 669 +0
Jun13 111123 1728.0 1728.0 1722.1 1722.1 -6.0 238 10,968 +236
Aug13 111123 1725.9 1725.9 1725.9 1725.9 -5.9 0 45 +0
Total Volume and Open Interest 249,611 460,387 -814
Silver(CMX)
Dec11 111123 3278.5 3287.0 3122.0 3188.4 -106.7 53,532 33,585 +997
Mar12 111123 3282.0 3292.5 3131.0 3196.4 -106.7 13,631 40,472 +3,231
May12 111123 3278.0 3298.0 3140.0 3200.2 -106.7 521 5,131 +112
Jul12 111123 3274.0 3274.0 3193.5 3203.7 -106.7 137 2,732 -79
Sep12 111123 3206.7 3206.7 3206.6 3206.7 -106.6 23 1,912 +2
Dec12 111123 3202.0 3220.5 3164.5 3210.5 -106.5 258 13,953 +30
Mar13 111123 3207.1 3207.1 3207.1 3207.1 -106.4 2 1,098 +0
Total Volume and Open Interest 68,803 114,020 +4,405
Platinum(NYMEX)
Jan12 111123 1574.2 1574.7 1539.2 1558.3 -12.7 7,686 33,804 -49
Apr12 111123 1569.5 1570.0 1547.0 1562.6 -12.6 189 4,701 +112
Jul12 111123 1557.2 1565.9 1551.8 1565.9 -13.1 22 341 +17
Oct12 111123 1569.7 1569.7 1569.7 1569.7 -13.1 1 56 +0
Total Volume and Open Interest 7,898 38,904 +80
Palladium(NYMEX)
Dec11 111123 605.20 608.80 580.65 589.85 -11.30 5,455 10,044 -1,130
Mar12 111123 607.60 607.60 582.80 592.30 -11.10 1,873 9,954 +1,209
Jun12 111123 591.00 593.60 590.95 593.60 -11.05 20 164 +20
Total Volume and Open Interest 7,348 20,164 +95
Copper(CMX)
Dec11 111123 331.00 336.70 323.40 327.90 -5.40 46,115 27,209 -2,829
Mar12 111123 332.60 338.10 324.80 329.25 -5.55 13,417 62,218 +1,765
May12 111123 339.20 339.20 326.25 330.35 -5.60 337 16,359 +70
Jul12 111123 327.50 331.25 327.00 331.20 -5.55 225 5,805 +43
Sep12 111123 327.65 331.60 327.65 331.60 -5.60 49 2,276 -2
Total Volume and Open Interest 61,335 125,477 -1,439
DJIA Index(CBOT)
Dec11 111123 11407 11407 11225 11234 -213 465 17,350 -119
Mar12 111123 11164 11377 11164 11164 -213 0 408 +0
Jun12 111123 11097 11310 11097 11097 -213 0 400 +0
Sep12 111123 11034 11247 11034 11034 -213      
Total Volume and Open Interest 465 18,158 -119
E-mini DJIA Index(CBOT)
Dec11 111123 11450 11467 11215 11234 -213 153,397 88,452 +890
Mar12 111123 11365 11375 11149 11164 -213 335 689 +251
Jun12 111123 11097 11097 11097 11097 -213 0 6 +0
Sep12 111123 11034 11034 11034 11034 -213 0 13 +0
Total Volume and Open Interest 153,732 89,160 +1,141
S & P 500(CME)
Dec11 111123 1182.60 1185.00 1159.00 1159.90 -22.90 16,753 276,584 +3,010
Mar12 111123 1169.50 1169.50 1153.00 1154.00 -22.90 947 17,757 +512
Jun12 111123 1156.00 1157.70 1147.70 1148.90 -22.80 107 1,729 +20
Sep12 111123 1155.00 1155.00 1142.40 1143.60 -22.80 0 4 +0
Total Volume and Open Interest 17,807 296,174 +3,542
S & P 500 E-Mini(Globex)
Dec11 111123 1182.75 1185.00 1158.50 1160.00 -22.75 2,401,770 2,949,110 +905
Mar12 111123 1177.00 1180.00 1152.50 1154.00 -23.00 6,387 49,112 +2,214
Total Volume and Open Interest 2,408,168 2,999,920 +3,120
NASDAQ 100(CME)
Dec11 111123 2208.00 2215.50 2160.00 2161.00 -53.30 1,119 30,953 -343
Mar12 111123 2156.80 2160.00 2156.80 2156.80 -53.20 0 110 +0
Jun12 111123 2153.80 2157.00 2153.80 2153.80 -53.20      
Total Volume and Open Interest 1,119 31,063 -343
NASDAQ 100 E-Mini(Globex)
Dec11 111123 2214.00 2216.80 2161.00 2161.00 -53.30 300,992 324,872 -3,069
Mar12 111123 2204.00 2214.80 2156.80 2156.80 -53.20 89 1,193 +7
Total Volume and Open Interest 301,081 326,079 -3,062
S & P Midcap 400(CME)
Dec11 111123 813.00 819.00 813.00 814.90 -20.70 0 5,683 +0
Mar12 111123 812.50 812.50 811.10 812.50 -20.70      
Jun12 111123 810.50 810.50 809.10 810.50 -20.70      
Total Volume and Open Interest 0 5,683 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111123 8270 8295 8140 8155 -110 5,373 30,752 +228
Mar12 111123 8195 8195 8155 8155 -110 22 62 +5
Total Volume and Open Interest 5,395 30,814 +233
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 111123 2838.0 2879.5 2812.0 2818.0 -52.0 104,174 248,484 +2,354
Jan12 111123 2844.5 2870.0 2810.0 2813.0 -52.5 4,647 4,126 +4,096
Feb12 111123 2813.5 2813.5 2813.5 2813.5 -52.5      
Total Volume and Open Interest 108,821 252,622 +6,450
Hang Seng Index(HKFE)
Nov11 111123 17900 17962 17789 17803 -367 71,729 81,284 +794
Dec11 111123 17925 17950 17780 17790 -375 2,365 13,903 +283
Total Volume and Open Interest 74,531 97,494 +1,153
DAX(EUREX)
Dec11 111123 5483.5 5592.5 5453.0 5479.5 -78.0 176,653 167,429 +4,683
Mar12 111123 5500.0 5595.0 5467.5 5489.5 -78.5 499 7,714 +141
Jun12 111123 5508.5 5581.0 5503.0 5507.5 -78.5 88 2,513 +18
Total Volume and Open Interest 177,240 177,656 +4,842
FT-SE 100(EURONEXT)
Dec11 111123 5217.00 5226.00 5114.50 5149.50 -60.00 116,224 628,509 +2,846
Mar12 111123 5150.00 5150.00 5100.00 5114.00 -60.00 3,792 8,344 +11
Jun12 111123 5104.50 5104.50 5077.00 5077.00 -60.00 10 530 +10
Total Volume and Open Interest 120,026 637,383 +2,867
SPI 200(SFE)
Dec11 111123 4153.0 4159.0 4058.0 4064.0 -88.0 35,740 200,738 -87
Mar12 111123 4100.0 4118.0 4042.0 4043.0 -88.0 64 3,169 +10
Jun12 111123 4048.0 4048.0 4048.0 4048.0 -88.0 0 1,422 +0
Total Volume and Open Interest 35,849 206,573 -32
GSCI(CME)
Dec11 111123 636.00 648.05 635.00 638.00 -10.00 205 8,086 -38
Jan12 111123 636.00 648.05 635.00 638.00 -10.00      
Feb12 111123 638.00 648.55 635.25 638.00 -10.50      
Total Volume and Open Interest 205 8,086 -38
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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