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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri November 25, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111125 1120.50 1125.75 1102.75 1106.50 -16.00 96,590 234,481 -2,149
Mar12 111125 1127.50 1135.00 1111.75 1115.75 -15.75 24,582 86,999 +830
May12 111125 1136.50 1143.50 1121.75 1124.50 -15.75 11,839 78,230 -663
Jul12 111125 1146.75 1151.75 1129.75 1133.00 -15.25 8,660 59,114 +273
Aug12 111125 1138.00 1147.25 1131.75 1131.75 -15.50 27 696 +8
Sep12 111125 1133.00 1141.00 1124.25 1124.25 -16.75 6 419 +0
Nov12 111125 1134.25 1141.75 1119.50 1119.50 -19.00 3,085 49,415 -150
Total Volume and Open Interest 144,984 522,610 -1,749
Soybean Meal(CBOT)
Dec11 111125 283.70 285.50 280.60 282.70 +0.20 46,334 34,117 -7,605
Jan12 111125 283.80 285.90 280.80 283.00 +0.10 36,511 58,191 +2,523
Mar12 111125 286.10 288.50 283.40 285.50 unch 14,720 36,174 +495
May12 111125 290.00 291.50 286.70 288.50 unch 4,195 28,154 +358
Jul12 111125 294.10 295.50 290.70 292.40 unch 3,230 22,892 +398
Aug12 111125 295.00 295.10 293.00 293.50 unch 187 4,387 +79
Sep12 111125 295.00 296.00 293.00 293.70 -0.10 108 4,658 +40
Oct12 111125 293.00 293.90 290.70 290.70 -0.10 110 3,070 +79
Total Volume and Open Interest 106,158 209,707 -3,431
Soybean Oil(CBOT)
Dec11 111125 49.13 49.25 48.11 48.23 -1.09 61,695 49,400 -8,869
Jan12 111125 49.39 49.48 48.35 48.44 -1.14 50,788 101,235 +7,144
Mar12 111125 49.81 49.90 48.78 48.87 -1.13 18,695 67,050 +5,407
May12 111125 50.06 50.23 49.17 49.19 -1.13 5,424 37,523 +642
Jul12 111125 50.37 50.50 49.42 49.47 -1.13 6,098 27,776 +1,429
Aug12 111125 50.00 50.36 49.57 49.57 -1.13 345 3,498 +78
Sep12 111125 50.50 50.52 49.57 49.57 -1.13 336 3,944 -17
Oct12 111125 50.38 50.55 49.42 49.42 -1.13 121 4,133 +69
Total Volume and Open Interest 144,041 309,116 +5,889
Canola(WCE)
Jan12 111125 498.0 504.3 496.1 503.2 +3.4 12,427 80,159 -4,991
Mar12 111125 499.8 505.1 498.6 503.7 +3.2 5,568 39,718 +3,828
May12 111125 500.5 506.8 498.3 503.7 +3.2 2,101 14,730 +417
Jul12 111125 502.5 508.6 501.0 505.5 +1.8 1,997 10,223 +795
Nov12 111125 479.0 486.9 479.0 483.5 +2.8 670 12,563 -55
Total Volume and Open Interest 22,776 157,553 +2
Corn(CBOT)
Dec11 111125 588.00 594.50 580.50 582.50 -6.25 185,101 267,115 -38,847
Mar12 111125 595.00 600.75 587.00 590.00 -5.50 129,569 495,108 +12,117
May12 111125 601.50 607.75 595.00 597.25 -5.25 18,541 141,812 +2,084
Jul12 111125 605.00 611.00 598.50 599.25 -6.50 18,892 138,188 +866
Sep12 111125 561.75 568.25 557.50 557.50 -7.50 1,721 35,416 +281
Dec12 111125 540.75 545.50 535.00 535.50 -6.75 12,632 168,998 +2,809
Total Volume and Open Interest 367,756 1,298,708 -20,065
Wheat(CBOT)
Dec11 111125 578.50 586.25 572.25 574.50 -4.75 31,348 60,157 -8,556
Mar12 111125 594.50 598.00 586.00 589.00 -5.25 43,410 167,559 +9,215
May12 111125 612.75 614.50 604.25 605.50 -6.50 5,555 57,768 +303
Jul12 111125 625.00 627.75 616.50 617.75 -7.50 4,024 62,091 +148
Sep12 111125 639.25 646.50 635.00 638.25 -7.00 601 12,758 -110
Total Volume and Open Interest 85,892 403,472 +1,014
Wheat(KCBT)
Dec11 111125 649.75 650.75 639.50 643.50 -5.50 8,781 21,131 -4,150
Mar12 111125 660.00 660.00 649.50 654.00 -5.50 9,962 68,123 +1,416
May12 111125 666.75 667.00 657.75 661.25 -5.50 1,413 12,486 +135
Jul12 111125 674.25 674.50 665.00 668.50 -4.75 1,159 34,554 +15
Sep12 111125 687.00 689.25 680.00 681.50 -6.25 278 5,444 +191
Total Volume and Open Interest 21,814 147,341 -2,270
Wheat(MGE)
Dec11 111125 830.00 837.50 825.25 827.25 -8.50 1,230 3,842 -545
Mar12 111125 815.25 816.00 803.50 807.50 -9.00 4,499 18,557 +130
May12 111125 795.00 795.75 785.00 788.75 -4.75 1,300 6,770 +551
Jul12 111125 782.50 784.75 778.00 782.50 -1.00 723 8,078 +35
Sep12 111125 771.00 774.25 765.00 767.75 -3.50 315 3,275 -13
Total Volume and Open Interest 8,330 43,704 +160
Oats(CBOT)
Dec11 111125 292.75 298.00 289.00 292.00 -0.50 818 3,973 -364
Mar12 111125 287.75 290.75 285.00 287.00 unch 943 11,293 +275
May12 111125 292.00 293.50 290.00 291.50 -0.50 64 1,310 -9
Jul12 111125 296.50 297.00 296.50 296.50 -0.50 23 51 +1
Total Volume and Open Interest 1,865 16,778 -88
Rough Rice(CBOT)
Jan12 111125 14.56 14.57 14.17 14.23 -0.32 729 11,830 +97
Mar12 111125 14.85 14.85 14.46 14.53 -0.32 273 4,620 +9
May12 111125 14.81 15.13 14.81 14.82 -0.31 2 581 -2
Jul12 111125 15.09 15.39 15.09 15.10 -0.29 0 594 +0
Total Volume and Open Interest 1,005 17,805 +104
Live Cattle(CME)
Dec11 111125 121.400 121.900 121.000 121.100 -0.300 12,160 51,825 -3,214
Feb12 111125 122.680 123.180 122.250 122.300 -0.450 14,838 124,186 +18
Apr12 111125 126.230 126.730 125.650 125.700 -0.650 5,895 84,450 +447
Jun12 111125 124.650 125.250 124.250 124.300 -0.300 2,591 43,193 +229
Aug12 111125 124.750 125.535 124.600 124.900 -0.750 1,130 8,964 -53
Oct12 111125 127.850 127.930 127.300 127.350 -0.700 769 5,312 +78
Total Volume and Open Interest 37,952 322,239 -2,131
Feeder Cattle(CME)
Jan12 111125 145.750 146.075 144.600 144.630 -1.170 1,529 17,108 -156
Mar12 111125 148.200 148.450 147.300 147.450 -0.785 842 6,291 +0
Apr12 111125 148.900 149.185 148.285 148.380 -0.855 298 2,631 +17
May12 111125 149.285 149.700 148.825 148.825 -0.660 473 2,799 -55
Aug12 111125 151.150 151.435 150.350 150.550 -0.700 280 3,153 +65
Sep12 111125 151.235 151.235 150.550 151.000 -0.300 41 427 +7
Oct12 111125 151.500 151.500 151.500 151.500 unch 4 94 +3
Total Volume and Open Interest 3,469 32,505 -117
Lean Hogs(CME)
Dec11 111125 88.250 88.400 87.900 88.300 +0.250 7,678 27,526 -2,446
Feb12 111125 91.980 92.250 91.480 91.800 +0.350 10,148 89,447 +1,339
Apr12 111125 93.785 94.400 93.580 94.250 +0.850 4,241 60,728 +491
May12 111125 98.900 99.600 98.900 99.600 +0.300 71 2,234 +48
Jun12 111125 100.135 100.700 100.035 100.500 +0.520 3,459 40,576 +834
Jul12 111125 98.650 99.050 98.650 98.930 +0.280 440 10,256 +164
Aug12 111125 97.200 97.600 97.150 97.430 +0.100 1,268 13,154 +433
Oct12 111125 85.500 86.200 85.400 85.980 +0.195 609 6,811 +363
Total Volume and Open Interest 28,527 253,609 +1,495
Class III Milk(CME)
Nov11 111125 19.11 19.11 19.11 19.11 unch 87 5,753 +14
Dec11 111125 18.13 18.13 18.13 18.13 unch 311 5,952 -59
Jan12 111125 16.98 16.98 16.98 16.98 unch 258 4,508 +65
Feb12 111125 16.71 16.71 16.71 16.71 unch 216 3,065 +106
Mar12 111125 16.77 16.77 16.77 16.77 unch 81 2,687 +60
Total Volume and Open Interest 1,294 34,480 +449
Cocoa(ICE)
Dec11 111125 2238 2256 2238 2238 -8 22 182 -10
Mar12 111125 2406 2411 2378 2381 -23 13,508 79,368 -716
May12 111125 2417 2418 2387 2388 -24 2,306 29,331 -108
Jul12 111125 2412 2425 2402 2403 -21 1,483 14,320 -277
Sep12 111125 2420 2423 2410 2411 -21 254 12,324 +44
Dec12 111125 2436 2436 2424 2424 -21 76 12,834 +15
Mar13 111125 2465 2465 2427 2434 -26 70 3,757 +60
Total Volume and Open Interest 17,726 155,002 -990
Coffee "C"(ICE)
Dec11 111125 231.00 231.45 229.50 229.60 -2.00 195 537 -341
Mar12 111125 235.40 236.35 232.10 232.55 -2.85 8,326 56,749 -191
May12 111125 238.00 238.00 234.40 234.70 -2.95 1,548 20,951 +128
Jul12 111125 238.55 238.55 236.30 236.45 -2.95 230 6,276 +48
Sep12 111125 239.15 239.40 237.20 237.30 -2.65 87 5,472 +26
Dec12 111125 239.10 239.35 237.50 237.75 -2.45 45 6,429 +30
Total Volume and Open Interest 10,435 97,495 -298
Orange Juice(ICE)
Jan12 111125 176.30 179.00 175.45 177.60 +0.75 677 20,406 +246
Mar12 111125 171.00 173.00 171.00 171.85 +0.55 217 5,363 -129
May12 111125 170.60 170.60 170.55 170.55 +0.35 27 1,681 -7
Jul12 111125 170.55 170.55 170.55 170.55 +0.35 14 418 +11
Sep12 111125 169.95 169.95 169.95 169.95 +0.35 0 53 +0
Nov12 111125 169.60 169.60 169.60 169.60 +0.35 0 8 +0
Total Volume and Open Interest 935 27,935 +121
Sugar #11(ICE)
Mar12 111125 23.08 23.16 22.71 22.90 -0.19 44,693 215,955 +475
May12 111125 22.80 22.80 22.43 22.53 -0.17 10,071 85,891 +729
Jul12 111125 22.47 22.55 22.25 22.29 -0.17 7,889 85,758 +1,660
Oct12 111125 22.50 22.62 22.32 22.35 -0.21 3,288 45,228 +131
Mar13 111125 22.88 22.96 22.70 22.72 -0.21 1,996 31,520 +445
Total Volume and Open Interest 70,374 503,702 +4,778
London Cocoa(LCE)
Dec11 111125 1518 1518 1504 1509 -9 1,884 67,877 -429
Mar12 111125 1545 1546 1530 1536 -9 4,610 63,427 +707
May12 111125 1558 1558 1545 1551 -9 389 20,183 -201
Jul12 111125 1573 1573 1562 1568 -8 257 23,805 +131
Sep12 111125 1585 1585 1572 1578 -9 387 16,353 +87
Dec12 111125 1594 1594 1582 1590 -9 300 12,560 +210
Mar13 111125 1607 1607 1592 1602 -7 120 7,388 +59
Total Volume and Open Interest 8,447 214,506 +1,064
London Sugar(LCE)
Mar12 111125 601.20 606.50 598.00 598.20 -4.40 3,785 23,461 +535
May12 111125 592.80 598.50 590.00 590.90 -3.70 859 7,015 +159
Aug12 111125 586.00 592.20 583.90 585.80 -1.80 753 8,065 +522
Oct12 111125 584.80 592.40 584.80 586.70 -1.30 272 3,379 +176
Dec12 111125 590.00 595.90 590.00 591.60 -0.40 201 1,234 +104
Total Volume and Open Interest 5,892 44,068 +1,506
Cotton(ICE)
Dec11 111125 91.55 91.55 90.40 90.82 +0.11 4,051 893 -2,106
Mar12 111125 90.80 91.89 90.01 90.87 -0.04 14,588 91,782 +284
May12 111125 90.70 91.65 89.62 90.13 -0.62 3,248 18,134 +920
Jul12 111125 90.60 91.60 89.60 89.92 -0.65 1,149 17,928 +311
Oct12 111125 90.49 90.49 90.17 90.17 -1.07 3 85 -1
Dec12 111125 89.40 89.40 87.85 87.92 -1.02 764 7,002 +473
Total Volume and Open Interest 23,835 137,106 -103
Lumber(CME)
Jan12 111125 235.9 239.8 233.7 235.3 -1.0 521 6,424 -6
Mar12 111125 253.5 256.5 251.0 255.2 -0.2 149 2,269 +9
May12 111125 266.0 266.0 263.0 266.0 +1.0 14 448 +11
Jul12 111125 274.5 274.5 273.5 274.5 +1.0 1 265 +0
Total Volume and Open Interest 685 9,521 +14
Crude Oil(NYM)
Jan12 111125 96.27 97.55 94.99 96.77 +0.60 319,245 335,647 -3,401
Feb12 111125 96.52 97.60 95.16 96.91 +0.54 77,128 89,620 +6,864
Mar12 111125 96.72 97.71 95.30 97.03 +0.47 52,570 100,314 +4,464
Apr12 111125 97.10 97.74 95.56 97.05 +0.35 18,373 43,176 +1,961
May12 111125 97.28 97.68 95.87 96.98 +0.20 11,660 36,763 +183
Jun12 111125 97.36 97.51 95.50 96.80 +0.03 35,573 77,541 +3,207
Jul12 111125 96.68 97.15 95.85 96.59 -0.07 8,380 35,937 +373
Aug12 111125 96.21 96.76 95.50 96.31 -0.18 4,467 23,925 +228
Sep12 111125 96.86 96.88 95.76 96.01 -0.28 6,338 28,615 +476
Oct12 111125 95.40 96.44 95.40 95.74 -0.36 2,916 26,104 +1,017
Nov12 111125 95.50 95.50 95.50 95.50 -0.44 2,861 27,034 +1,379
Dec12 111125 95.89 96.36 94.41 95.26 -0.51 27,730 163,507 +425
Jan13 111125 94.90 94.90 94.90 94.90 -0.58 1,423 29,367 +96
Feb13 111125 94.52 94.52 94.52 94.52 -0.64 289 11,205 -70
Mar13 111125 94.14 94.14 94.14 94.14 -0.70 657 9,865 +383
Apr13 111125 93.78 93.78 93.78 93.78 -0.76 33 5,323 +0
Total Volume and Open Interest 589,348 1,295,618 +19,002
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 111125 96.300 97.775 95.000 96.775 +0.600 10,122 1,613 -30
Feb12 111125 96.425 97.475 95.150 96.900 +0.525 222 331 +32
Mar12 111125 96.925 97.600 95.625 97.025 +0.475 115 177 +38
Apr12 111125 97.050 97.050 97.050 97.050 +0.350 2 22 -1
May12 111125 96.975 96.975 96.975 96.975 +0.200 2 8 +2
Jun12 111125 96.800 96.800 96.800 96.800 +0.025 10 14 -5
Jul12 111125 96.600 96.600 96.600 96.600 -0.050 0 4 +0
Aug12 111125 96.300 96.300 96.300 96.300 -0.200 0 5 +0
Total Volume and Open Interest 10,475 2,399 +38
Heating Oil(NYM)
Dec11 111125 296.76 299.22 291.75 292.73 -3.18 44,008 35,622 -8,316
Jan12 111125 298.05 300.35 292.88 294.05 -3.09 65,599 85,408 +1,633
Feb12 111125 298.21 300.74 293.34 294.62 -2.93 22,735 37,463 +1,682
Mar12 111125 297.90 300.01 293.24 294.23 -2.90 12,707 26,814 -862
Apr12 111125 295.21 297.30 290.88 292.04 -2.95 6,274 15,946 -2
May12 111125 293.18 293.87 289.69 289.69 -3.05 5,226 12,519 -665
Jun12 111125 292.42 293.56 287.29 288.37 -3.25 10,396 31,295 -207
Jul12 111125 291.97 291.97 288.23 288.23 -3.36 666 8,253 +48
Aug12 111125 290.54 290.54 288.33 288.33 -3.44 152 4,338 -18
Sep12 111125 288.93 288.93 288.93 288.93 -3.47 699 5,085 +145
Oct12 111125 289.68 289.68 289.68 289.68 -3.54 57 2,361 +1
Nov12 111125 290.00 290.43 290.00 290.43 -3.59 63 1,548 +1
Total Volume and Open Interest 170,151 286,748 -6,663
Gasoline(NYMEX)
Dec11 111125 253.43 255.18 244.40 244.89 -6.88 37,717 33,272 -6,594
Jan12 111125 253.64 255.49 244.80 245.42 -6.63 44,849 87,907 +3,515
Feb12 111125 255.92 255.92 246.77 247.53 -5.67 14,449 28,664 +682
Mar12 111125 257.47 257.47 248.46 249.33 -5.53 10,123 27,567 +475
Apr12 111125 269.30 270.40 263.50 263.73 -5.29 7,900 23,244 +163
May12 111125 268.80 268.80 263.61 263.83 -4.96 5,096 16,732 +604
Jun12 111125 268.48 269.10 261.98 261.98 -4.72 5,208 25,199 +1,238
Jul12 111125 262.25 262.75 259.02 259.71 -4.42 1,125 7,237 +78
Aug12 111125 257.23 257.23 257.23 257.23 -4.25 477 8,163 -5
Sep12 111125 258.00 258.00 254.56 254.56 -4.20 240 6,818 -104
Total Volume and Open Interest 128,132 285,769 +119
e-miNY RBOB Gasoline(NYM)
Dec11 111125 244.90 244.90 244.89 244.90 -6.90      
Jan12 111125 245.40 245.42 245.40 245.40 -6.70 0 1 +0
Feb12 111125 247.50 247.53 247.50 247.50 -5.70 0 1 +0
Mar12 111125 249.30 249.33 249.30 249.30 -5.60      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111125 3.461 3.549 3.415 3.542 +0.082 100,397 34,853 -13,794
Jan12 111125 3.618 3.675 3.554 3.665 +0.057 79,545 300,619 +3,659
Feb12 111125 3.642 3.699 3.585 3.693 +0.061 27,598 94,438 +2,217
Mar12 111125 3.637 3.696 3.582 3.693 +0.065 30,179 120,308 +5,847
Apr12 111125 3.665 3.722 3.611 3.721 +0.061 21,402 98,612 -608
May12 111125 3.713 3.766 3.713 3.764 +0.060 5,600 43,466 -632
Jun12 111125 3.721 3.810 3.716 3.808 +0.060 3,054 20,879 -581
Jul12 111125 3.823 3.859 3.823 3.859 +0.060 2,003 18,688 -24
Aug12 111125 3.833 3.886 3.833 3.886 +0.061 1,572 15,941 +146
Sep12 111125 3.799 3.887 3.799 3.887 +0.062 2,493 13,519 +918
Oct12 111125 3.825 3.926 3.825 3.923 +0.063 7,195 55,695 +579
Nov12 111125 4.036 4.055 4.028 4.055 +0.063 1,537 22,633 +153
Dec12 111125 4.245 4.320 4.219 4.320 +0.057 1,668 23,951 +133
Jan13 111125 4.350 4.451 4.350 4.448 +0.055 3,000 30,419 +1,190
Feb13 111125 4.416 4.433 4.416 4.433 +0.055 194 6,309 +71
Mar13 111125 4.366 4.381 4.366 4.381 +0.053 590 13,754 +54
Total Volume and Open Interest 289,013 991,038 -585
Brent Crude Oil(ICE)
Jan12 111125 107.50 107.79 105.85 106.40 -1.38 193,006 165,356 -1,180
Feb12 111125 107.05 107.29 105.24 105.76 -1.54 93,356 146,314 -6,390
Mar12 111125 106.46 106.80 104.69 105.19 -1.64 55,992 85,321 -2,613
Apr12 111125 106.25 106.45 104.34 104.82 -1.68 24,929 37,616 +905
May12 111125 105.99 106.19 104.07 104.54 -1.69 14,335 23,755 +969
Jun12 111125 105.75 105.93 103.80 104.26 -1.70 27,904 69,774 +142
Jul12 111125 105.36 105.62 103.66 104.02 -1.70 5,214 20,011 -377
Aug12 111125 105.11 105.11 103.41 103.74 -1.69 3,044 25,152 -90
Sep12 111125 104.73 104.73 103.04 103.36 -1.68 3,716 29,178 -418
Oct12 111125 103.73 103.73 103.01 103.01 -1.67 1,680 13,098 +95
Nov12 111125 102.68 102.68 102.68 102.68 -1.66 2,091 17,479 -349
Dec12 111125 103.70 103.97 102.00 102.31 -1.65 20,978 101,665 +3,103
Jan13 111125 102.01 102.01 102.01 102.01 -1.63 1,691 9,870 +183
Feb13 111125 101.66 101.66 101.66 101.66 -1.61 552 5,956 +18
Total Volume and Open Interest 458,034 905,677 -6,892
Gas Oil(ICE)
Dec11 111125 947.00 949.25 931.50 938.75 -10.75 53,913 124,788 -843
Jan12 111125 938.25 940.50 922.50 929.75 -11.00 83,954 110,853 -197
Feb12 111125 931.00 934.75 916.75 923.50 -11.25 23,039 48,060 +1,088
Mar12 111125 927.75 929.75 911.50 918.25 -11.75 12,512 39,712 -593
Apr12 111125 926.00 926.00 908.25 914.25 -12.00 8,270 21,772 -527
May12 111125 923.50 923.50 904.75 911.00 -12.50 8,967 25,412 +1,478
Jun12 111125 922.00 922.75 903.75 910.00 -12.75 16,047 50,830 -1,626
Jul12 111125 914.50 916.00 904.75 911.00 -13.00 3,263 17,489 +674
Aug12 111125 915.25 915.25 905.50 911.75 -13.00 784 12,040 +127
Sep12 111125 918.50 918.50 905.25 911.50 -12.75 1,588 12,625 +451
Total Volume and Open Interest 218,202 554,494 +599
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111125 2.494 2.494 2.431 2.434 -0.063 120 550 -63
Jan12 111125 2.264 2.264 2.201 2.223 -0.033 275 1,420 -18
Feb12 111125 2.157 2.157 2.121 2.129 -0.035 139 1,148 -6
Mar12 111125 2.161 2.161 2.139 2.139 -0.035 47 1,198 -2
Apr12 111125 2.130 2.138 2.130 2.138 -0.031 14 684 +5
May12 111125 2.168 2.168 2.165 2.167 -0.011 1 787 +1
Jun12 111125 2.187 2.187 2.187 2.187 -0.009 2 632 +2
Total Volume and Open Interest 725 10,308 -92
WTI Crude Oil(ICE)
Jan12 111125 96.36 97.53 95.00 96.77 -0.37 69,360 67,286 -239
Feb12 111125 96.67 97.63 95.14 96.91 -0.38 19,835 44,291 -1,678
Mar12 111125 96.66 97.72 95.41 97.03 -0.40 15,202 34,160 +1,171
Apr12 111125 96.27 97.65 95.55 97.05 -0.46 7,671 18,781 -333
May12 111125 96.33 97.30 95.61 96.98 -0.57 4,644 10,032 +246
Jun12 111125 96.39 97.63 95.58 96.80 -0.69 10,990 44,372 +982
Jul12 111125 96.17 97.42 95.95 96.59 -0.74 2,418 8,990 -354
Aug12 111125 95.99 96.83 95.28 96.31 -0.80 1,726 6,239 +316
Sep12 111125 95.79 96.92 95.59 96.01 -0.87 1,617 11,663 +313
Oct12 111125 95.74 95.74 95.74 95.74 -0.90 885 5,241 +178
Nov12 111125 95.50 95.50 95.50 95.50 -0.93 668 4,525 +110
Dec12 111125 95.87 96.28 94.63 95.26 -0.97 9,561 62,078 +352
Jan13 111125 94.90 94.90 94.90 94.90 -1.04 635 3,147 +73
Feb13 111125 94.52 94.52 94.52 94.52 -1.10 0 640 +0
Mar13 111125 94.14 94.14 94.14 94.14 -1.16 1 1,564 +0
Apr13 111125 93.78 93.78 93.78 93.78 -1.21 0 389 +0
Total Volume and Open Interest 150,095 413,216 -936
US Dollar Index(ICE)
Dec11 111125 79.390 79.875 79.330 79.830 +0.480 22,876 53,737 -568
Mar12 111125 79.875 80.325 79.875 80.260 +0.530 28 705 +11
Jun12 111125 80.710 80.710 80.710 80.710 +0.560      
Total Volume and Open Interest 22,904 54,442 -557
Australian Dollar(CME)
Dec11 111125 96.88 97.60 96.42 96.77 +0.25 116,660 127,010 -2,542
Mar12 111125 95.92 96.64 95.48 95.85 +0.24 408 1,020 +0
Jun12 111125 95.21 95.21 94.96 95.21 +0.25 0 35 +0
Total Volume and Open Interest 117,068 128,192 -2,542
British Pound(CME)
Dec11 111125 155.41 155.63 154.20 154.32 -0.73 73,460 159,853 -336
Mar12 111125 155.25 155.35 154.15 154.19 -0.72 213 426 +46
Jun12 111125 155.00 155.00 154.09 154.09 -0.69 0 3 +0
Total Volume and Open Interest 73,673 160,287 -290
Canadian Dollar(CME)
Dec11 111125 95.39 95.74 94.97 95.23 -0.12 67,695 122,522 -133
Mar12 111125 95.49 95.59 94.85 95.08 -0.12 425 4,472 +83
Jun12 111125 95.34 95.34 94.84 95.00 -0.14 78 1,248 +34
Sep12 111125 94.80 95.11 94.80 94.94 -0.17 43 751 +8
Total Volume and Open Interest 68,267 129,151 +6
Japanese Yen(CME)
Dec11 111125 129.68 129.92 128.58 128.73 -0.62 68,980 148,458 +25
Mar12 111125 130.14 130.22 129.02 129.11 -0.59 203 1,082 +26
Jun12 111125 130.28 130.54 129.51 129.51 -0.60 1 26 +1
Total Volume and Open Interest 69,184 149,571 +52
Swiss Franc(CME)
Dec11 111125 108.81 109.27 107.05 107.55 -1.10 18,363 30,370 +441
Mar12 111125 109.23 109.23 107.38 107.80 -1.07 0 642 +0
Jun12 111125 108.11 109.19 108.11 108.11 -1.08 0 5 +0
Total Volume and Open Interest 18,364 31,022 +442
EuroFX(CME)
Dec11 111125 133.59 134.12 132.12 132.39 -0.89 270,548 251,010 -738
Mar12 111125 133.78 134.29 132.37 132.59 -0.87 1,637 8,056 +811
Jun12 111125 134.17 134.17 132.60 132.78 -0.82 5 980 +3
Total Volume and Open Interest 272,190 260,064 +76
Mexican Peso(CME)
Dec11 111125 706.0 710.5 697.2 698.8 -5.5 41,104 74,373 +1,648
Jan12 111125 697.2 702.8 697.2 697.2 -5.5 0 95 +0
Total Volume and Open Interest 41,356 116,535 +1,767
Brazilian Real(CME)
Dec11 111125 530.00 530.00 527.00 529.30 -9.05 70 4,315 +422
Jan12 111125 526.05 535.00 526.05 526.05 -8.95 0 10,149 +0
Feb12 111125 522.75 531.60 522.75 522.75 -8.85      
Mar12 111125 519.50 528.25 519.50 519.50 -8.75 48 615 +47
Total Volume and Open Interest 118 30,410 +469
30-Year T-Bonds(CBOT)
Dec11 111125 144~280 145~060 143~240 143~270 -1~160 396,472 526,480 -39,957
Mar12 111125 144~230 145~000 143~190 143~210 -1~170 84,143 124,472 +49,076
Jun12 111125 142~150 142~150 142~150 142~150 -1~170 0 6 +0
Total Volume and Open Interest 480,615 650,958 +9,119
10-Year T-Notes(CBOT)
Dec11 111125 130~310 131~050 130~140 130~210 -0~180 1,117,491 1,329,444 -67,349
Mar12 111125 130~095 130~180 129~245 130~000 -0~180 175,244 192,594 +94,378
Jun12 111125 129~000 129~180 129~000 129~000 -0~180      
Total Volume and Open Interest 1,292,735 1,522,038 +27,029
5-Year T-Notes(CBOT)
Dec11 111125 123~022 123~033 123~001 123~008 -0~028 656,643 1,149,610 -54,761
Mar12 111125 122~105 122~121 122~085 122~094 -0~027 126,080 135,137 +84,834
Jun12 111125 121~118 122~017 121~118 121~118 -0~027      
Total Volume and Open Interest 782,723 1,284,747 +30,073
2 Year T-Notes(CBOT)
Dec11 111125 110~023 110~026 110~019 110~021 -0~002 194,658 677,963 -36,802
Mar12 111125 110~028 110~032 110~025 110~027 -0~002 58,316 77,415 +24,403
Jun12 111125 109~123 109~123 109~123 109~123 -0~002      
Total Volume and Open Interest 252,974 755,378 -12,399
Eurodollars(CME)
Dec11 111125 99.360 99.375 99.335 99.368 +0.012 281,717 1,071,626 -1,204
Mar12 111125 99.180 99.215 99.150 99.180 unch 251,816 972,184 +7,124
Jun12 111125 99.155 99.190 99.120 99.145 -0.005 214,848 1,146,688 -18,606
Sep12 111125 99.150 99.190 99.120 99.140 -0.010 149,211 759,775 -231
Dec12 111125 99.155 99.190 99.130 99.145 -0.010 140,327 799,438 -704
Mar13 111125 99.160 99.190 99.140 99.150 -0.010 169,054 822,890 +7,789
Jun13 111125 99.150 99.175 99.125 99.140 -0.010 116,292 564,742 -3,046
Sep13 111125 99.120 99.135 99.095 99.105 -0.015 109,254 451,408 -1,996
Dec13 111125 99.050 99.060 99.015 99.030 -0.020 84,741 474,737 -1,983
Mar14 111125 98.955 98.965 98.915 98.930 -0.025 85,180 335,770 -1,187
Jun14 111125 98.820 98.820 98.770 98.790 -0.030 77,611 284,912 +347
Sep14 111125 98.660 98.675 98.610 98.635 -0.035 55,632 184,878 +143
Dec14 111125 98.495 98.510 98.435 98.465 -0.040 29,880 172,718 -385
Mar15 111125 98.335 98.340 98.270 98.305 -0.045 17,041 117,755 +484
Jun15 111125 6.420 6.445 6.355 6.390 -0.050 15,036 110,581 +363
Sep15 111125 6.220 6.275 6.185 6.220 -0.055 14,286 80,347 +642
Dec15 111125 6.050 6.095 6.010 6.040 -0.060 10,331 47,771 +290
Mar16 111125 5.925 5.955 5.865 5.895 -0.060 9,685 47,229 +392
Total Volume and Open Interest 1,858,941 8,641,460 -10,219
30 Day Federal Funds(CBOT)
Nov11 111125 99.918 99.918 99.915 99.915 unch 970 65,664 -55
Dec11 111125 99.905 99.915 99.900 99.905 -0.005 3,146 63,668 +2,032
Jan12 111125 99.895 99.900 99.880 99.885 -0.010 1,164 59,957 +259
Feb12 111125 99.885 99.890 99.870 99.875 -0.015 1,750 47,536 +615
Mar12 111125 99.880 99.885 99.865 99.870 -0.015 1,002 30,977 -269
Apr12 111125 99.875 99.880 99.860 99.865 -0.015 642 36,411 -148
Total Volume and Open Interest 15,240 597,515 +1,779
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111125 99.665 99.665 99.665 99.665 unch 0 327 +0
Mar12 111125 99.658 99.658 99.658 99.658 unch 0 300 +0
Jun12 111125 99.660 99.660 99.660 99.660 unch      
Sep12 111125 99.658 99.658 99.658 99.658 unch      
Dec12 111125 99.660 99.660 99.660 99.660 unch      
Mar13 111125 99.660 99.660 99.660 99.660 unch      
Jun13 111125 99.615 99.615 99.615 99.615 unch      
Sep13 111125 99.475 99.475 99.475 99.475 unch      
Dec13 111125 99.335 99.335 99.335 99.335 unch      
Mar14 111125 99.195 99.195 99.195 99.195 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111124 99.67 99.67 99.67 99.67 unch 0 4,432 -13
Mar12 111124 99.66 99.66 99.66 99.66 unch 0 1,937 +0
Jun12 111124 99.65 99.66 99.65 99.66 unch 0 1,470 +0
Sep12 111124 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111124 99.66 99.66 99.66 99.66 unch 0 171 +0
Mar13 111124 99.66 99.66 99.66 99.66 unch 0 101 +0
Jun13 111124 99.61 99.61 99.61 99.61 unch 156 156 +156
Sep13 111124 99.47 99.47 99.47 99.47 unch      
Total Volume and Open Interest 156 8,981 +143
Japanese Gov't Bonds(SGX)
Dec11 111124 142.96 143.06 142.47 142.52 -0.45 2,786 23,420 -1,004
Mar12 111124 142.35 142.35 141.94 141.94 -0.46 0 30 +0
Jun12 111124 139.85 139.85 139.85 139.85 -0.46      
Total Volume and Open Interest 2,786 23,450 -1,004
Euro-Bund(EUREX)
Dec11 111125 134.80 135.40 134.06 134.12 -0.93 1,045,742 930,039 +18,752
Mar12 111125 134.91 135.39 134.09 134.10 -0.99 13,652 37,879 +4,214
Jun12 111125 134.12 134.12 133.92 133.92 -0.93 419 18 +0
Total Volume and Open Interest 1,059,813 967,936 +22,966
Euro-Bobl(EUREX)
Dec11 111125 122.30 122.57 122.10 122.14 -0.22 531,871 741,661 -14,501
Mar12 111125 122.75 122.75 122.26 122.29 -0.26 14,046 33,924 +6,280
Jun12 111125 122.29 122.29 122.29 122.29 -0.22      
Total Volume and Open Interest 545,917 775,585 -8,221
3-Mth Euribor(EUREX)
Dec11 111125 98.635 98.635 98.615 98.615 unch 0 1,546 +0
Mar12 111125 98.795 98.795 98.795 98.795 +0.015 0 2,247 +0
Jun12 111125 98.825 98.825 98.825 98.825 +0.015 102 1,232 +0
Total Volume and Open Interest 128 8,470 +16
Long Gilt(LIFFE)
Dec11 111125 131~02 131~05 129~13 129~23 -1~07 254,370 201,164 -74,895
Mar12 111125 115~03 115~06 113~10 113~18 -1~13 116,561 130,198 +67,768
Total Volume and Open Interest 370,931 331,362 -7,127
3-Mth Short Sterling(LIFFE)
Dec11 111125 98.88 98.90 98.88 98.89 unch 33,702 337,507 +11,673
Mar12 111125 98.80 98.82 98.77 98.79 -0.02 41,447 343,766 +8,715
Jun12 111125 98.77 98.79 98.73 98.75 -0.02 28,001 204,078 +6,350
Sep12 111125 98.74 98.76 98.71 98.72 -0.02 41,005 211,410 +13,816
Dec12 111125 98.70 98.72 98.67 98.68 -0.02 46,504 195,493 +10,207
Mar13 111125 98.70 98.72 98.65 98.67 -0.02 46,496 201,347 +11,507
Total Volume and Open Interest 332,194 2,012,558 +76,307
3-Mth Euribor(LIFFE)
Dec11 111125 98.620 98.645 98.600 98.615 unch 117,803 661,231 +10,158
Mar12 111125 98.780 98.825 98.780 98.795 +0.015 118,776 517,424 +3,771
Jun12 111125 98.800 98.860 98.800 98.825 +0.015 79,738 369,668 -564
Total Volume and Open Interest 685,229 3,334,021 -309
3-Mth Aus T-Bills(SFE)
Dec11 111125 95.53 95.56 95.52 95.54 unch 12,187 189,497 -8,069
Mar12 111125 96.45 96.47 96.40 96.46 +0.02 16,348 203,101 -514
Jun12 111125 96.72 96.78 96.69 96.76 +0.04 9,119 153,630 +804
Sep12 111125 96.71 96.77 96.69 96.77 +0.04 3,886 96,146 -1,272
Dec12 111125 96.58 96.64 96.57 96.63 +0.03 3,190 59,210 +1,522
Mar13 111125 96.40 96.46 96.39 96.46 +0.03 2,242 50,554 +194
Jun13 111125 96.24 96.29 96.23 96.29 +0.02 1,090 40,533 +244
Sep13 111125 96.12 96.16 96.11 96.16 +0.01 313 20,160 -26
Dec13 111125 95.99 96.06 95.99 96.06 unch 33 3,643 +1
Mar14 111125 95.88 95.97 95.88 95.97 -0.01 31 579 +2
Total Volume and Open Interest 48,439 817,110 -7,114
10-Year Aus T-Bonds(SFE)
Dec11 111125 96.10 96.13 96.03 96.12 +0.01 47,350 384,317 -1,593
Mar12 111125 96.12 96.12 96.12 96.12 +0.01      
Total Volume and Open Interest 47,350 384,317 -1,593
3-Year Aus T-Bonds(SFE)
Dec11 111125 96.95 96.99 96.89 96.98 +0.03 83,507 552,998 -33,520
Mar12 111125 96.98 96.98 96.98 96.98 +0.03      
Total Volume and Open Interest 83,507 552,998 -33,520
Gold(CMX)
Dec11 111125 1693.9 1702.7 1672.6 1685.7 -10.2 182,848 151,207 -15,338
Feb12 111125 1697.4 1705.5 1675.4 1688.5 -10.3 30,236 155,322 +7,575
Apr12 111125 1701.3 1706.2 1679.3 1691.7 -10.3 4,319 27,000 +608
Jun12 111125 1703.7 1707.0 1685.1 1694.1 -10.2 1,112 21,250 +165
Aug12 111125 1708.5 1708.5 1693.0 1696.4 -10.1 418 11,790 +210
Oct12 111125 1699.2 1699.2 1699.2 1699.2 -10.1 142 7,375 +52
Dec12 111125 1714.2 1718.0 1690.0 1702.1 -10.1 1,532 19,880 +996
Feb13 111125 1705.1 1705.1 1705.1 1705.1 -10.0 55 5,125 +1,708
Apr13 111125 1708.2 1708.2 1708.2 1708.2 -9.9 133 769 +100
Jun13 111125 1712.3 1712.3 1712.3 1712.3 -9.8 26 10,992 +24
Aug13 111125 1716.1 1716.1 1716.1 1716.1 -9.8 0 45 +0
Total Volume and Open Interest 222,689 457,070 -3,317
Silver(CMX)
Dec11 111125 3177.0 3222.0 3093.5 3101.4 -87.0 60,917 25,979 -7,606
Mar12 111125 3184.0 3229.5 3101.5 3109.2 -87.2 20,284 42,539 +2,067
May12 111125 3212.0 3214.5 3112.0 3112.8 -87.4 2,540 5,689 +558
Jul12 111125 3130.0 3182.0 3116.0 3116.3 -87.4 1,520 2,532 -200
Sep12 111125 3119.4 3119.4 3119.4 3119.4 -87.3 81 1,894 -18
Dec12 111125 3236.5 3236.5 3123.2 3123.2 -87.3 810 13,632 -321
Mar13 111125 3120.0 3120.0 3120.0 3120.0 -87.1 81 1,123 +25
Total Volume and Open Interest 86,712 108,548 -5,472
Platinum(NYMEX)
Jan12 111125 1547.7 1565.8 1526.1 1533.1 -25.2 5,929 33,688 -116
Apr12 111125 1558.0 1560.4 1532.7 1537.5 -25.1 139 4,719 +18
Jul12 111125 1550.5 1551.7 1536.3 1540.6 -25.3 4 342 +1
Oct12 111125 1544.4 1544.4 1544.4 1544.4 -25.3 0 55 -1
Total Volume and Open Interest 6,076 38,807 -97
Palladium(NYMEX)
Dec11 111125 584.55 590.00 566.65 570.10 -19.75 5,502 8,155 -1,889
Mar12 111125 587.65 592.25 567.20 572.20 -20.10 2,649 11,474 +1,520
Jun12 111125 573.55 573.55 573.50 573.55 -20.05 0 164 +0
Total Volume and Open Interest 8,151 19,793 -371
Copper(CMX)
Dec11 111125 328.00 331.80 320.40 327.00 -0.90 43,336 23,863 -3,346
Mar12 111125 329.90 333.20 321.85 328.40 -0.85 10,168 63,859 +1,641
May12 111125 330.90 334.20 323.95 329.50 -0.85 528 16,588 +229
Jul12 111125 333.25 335.00 327.00 330.25 -0.95 388 5,811 +6
Sep12 111125 332.35 332.35 327.00 330.70 -0.90 53 2,298 +22
Total Volume and Open Interest 55,516 124,189 -1,288
DJIA Index(CBOT)
Dec11 111125 11251 11340 11132 11187 -47 758 16,842 -508
Mar12 111125 11117 11117 11117 11117 -47 1 409 +1
Jun12 111125 11050 11050 11050 11050 -47 0 400 +0
Sep12 111125 10987 10987 10987 10987 -47      
Total Volume and Open Interest 759 17,651 -507
E-mini DJIA Index(CBOT)
Dec11 111125 11259 11349 11128 11187 -47 124,353 87,017 -1,435
Mar12 111125 11222 11222 11077 11117 -47 384 937 +248
Jun12 111125 11050 11050 11050 11050 -47 0 6 +0
Sep12 111125 10987 10987 10987 10987 -47 0 13 +0
Total Volume and Open Interest 124,737 87,973 -1,187
S & P 500(CME)
Dec11 111125 1161.30 1173.70 1147.50 1153.40 -6.50 16,837 273,241 -3,343
Mar12 111125 1159.50 1164.80 1147.40 1147.40 -6.60 2,269 19,422 +1,665
Jun12 111125 1158.50 1159.70 1142.30 1142.30 -6.60 155 1,709 -20
Sep12 111125 1137.00 1154.40 1137.00 1137.00 -6.60 0 4 +0
Total Volume and Open Interest 19,261 294,476 -1,698
S & P 500 E-Mini(Globex)
Dec11 111125 1162.50 1173.75 1147.50 1153.50 -6.50 2,306,860 2,981,872 +32,762
Mar12 111125 1157.25 1167.75 1141.75 1147.50 -6.50 7,775 51,847 +2,735
Total Volume and Open Interest 2,314,644 3,035,521 +35,601
NASDAQ 100(CME)
Dec11 111125 2170.00 2183.00 2136.00 2147.50 -13.50 926 30,534 -419
Mar12 111125 2143.30 2180.00 2143.30 2143.30 -13.50 0 110 +0
Jun12 111125 2140.30 2141.80 2140.30 2140.30 -13.50      
Total Volume and Open Interest 926 30,644 -419
NASDAQ 100 E-Mini(Globex)
Dec11 111125 2169.00 2184.50 2135.80 2147.50 -13.50 264,163 319,131 -5,741
Mar12 111125 2170.30 2182.80 2135.00 2143.30 -13.50 116 1,222 +29
Total Volume and Open Interest 264,281 320,368 -5,711
S & P Midcap 400(CME)
Dec11 111125 811.50 820.00 809.80 809.80 -5.10 186 5,865 +182
Mar12 111125 807.40 807.40 807.40 807.40 -5.10      
Jun12 111125 805.40 805.40 805.40 805.40 -5.10      
Total Volume and Open Interest 186 5,865 +182
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111125 8165 8220 8105 8130 -25 5,099 30,513 -239
Mar12 111125 8190 8205 8110 8130 -25 4 59 -3
Total Volume and Open Interest 5,103 30,572 -242
Nikkei 225(SGX)
Dec11 111125 8165 8205 8110 8155 +15 100,016 237,009 +3,826
Mar12 111125 8155 8190 8105 8145 +15 1,887 19,988 +1,121
Jun12 111125 8065 8065 8065 8065 +10 0 19 +0
Total Volume and Open Interest 102,003 262,839 +5,047
CAC 40(EURONEXT)
Dec11 111125 2815.0 2870.0 2789.5 2854.0 +35.0 112,299 265,522 +13,551
Jan12 111125 2824.5 2858.5 2793.0 2849.0 +34.5 11,978 13,207 +9,046
Feb12 111125 2851.0 2851.0 2851.0 2851.0 +36.5      
Total Volume and Open Interest 124,277 278,741 +22,597
Hang Seng Index(HKFE)
Nov11 111125 17602 17828 17568 17645 -223 78,895 80,561 -2,574
Dec11 111125 17560 17808 17554 17631 -224 10,519 22,090 +6,828
Total Volume and Open Interest 89,663 105,160 +4,435
DAX(EUREX)
Dec11 111125 5435.0 5532.0 5366.0 5488.0 +47.0 189,102 169,261 +2,519
Mar12 111125 5464.5 5537.0 5382.0 5496.5 +46.0 1,506 8,280 +586
Jun12 111125 5409.0 5525.0 5409.0 5514.0 +46.0 555 3,051 +524
Total Volume and Open Interest 191,163 180,592 +3,629
FT-SE 100(EURONEXT)
Dec11 111125 5110.00 5200.00 5071.50 5164.00 +27.50 112,442 631,675 +2,036
Mar12 111125 5068.00 5162.00 5040.00 5127.50 +26.50 15 13,932 +13
Jun12 111125 5118.00 5118.00 5090.50 5090.50 +26.50 10 530 +10
Total Volume and Open Interest 112,467 646,137 +2,059
SPI 200(SFE)
Dec11 111125 4044.0 4067.0 3981.0 4003.0 -45.0 40,431 208,864 +5,912
Mar12 111125 4016.0 4016.0 3963.0 3981.0 -46.0 90 3,408 +40
Jun12 111125 3987.0 3987.0 3987.0 3987.0 -46.0 10 1,416 -240
Total Volume and Open Interest 40,531 214,928 +5,712
GSCI(CME)
Dec11 111125 632.00 638.00 631.00 634.00 -4.00 164 8,099 +13
Jan12 111125 634.00 638.05 631.00 634.00 -4.00      
Feb12 111125 634.00 638.05 631.00 634.00 -4.00      
Total Volume and Open Interest 164 8,099 +13
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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