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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon November 28, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111128 1114.50 1127.25 1114.00 1121.00 +14.50 109,881 225,683 -8,798
Mar12 111128 1122.50 1136.00 1122.50 1131.00 +15.25 40,172 90,043 +3,044
May12 111128 1133.75 1145.25 1132.75 1140.75 +16.25 19,028 76,948 -1,282
Jul12 111128 1142.50 1155.25 1141.00 1150.00 +17.00 18,206 59,351 +237
Aug12 111128 1141.75 1150.50 1131.75 1149.00 +17.25 170 674 -22
Sep12 111128 1141.00 1141.00 1124.25 1141.00 +16.75 178 422 +3
Nov12 111128 1123.50 1141.00 1123.50 1136.00 +16.50 3,948 49,153 -262
Total Volume and Open Interest 191,915 515,739 -6,871
Soybean Meal(CBOT)
Dec11 111128 283.90 287.80 283.90 287.80 +5.10 32,020 30,235 -3,882
Jan12 111128 284.30 289.50 284.30 289.20 +6.20 29,985 60,764 +2,573
Mar12 111128 287.00 291.60 286.40 291.60 +6.10 12,291 38,704 +2,530
May12 111128 290.30 294.60 289.50 294.60 +6.10 4,994 28,453 +299
Jul12 111128 294.10 298.40 293.50 298.40 +6.00 4,076 23,794 +902
Aug12 111128 297.80 299.50 296.70 299.50 +6.00 297 4,457 +70
Sep12 111128 298.00 299.80 297.30 299.80 +6.10 440 4,771 +113
Oct12 111128 296.30 296.80 290.70 296.80 +6.10 206 3,167 +97
Total Volume and Open Interest 86,330 213,497 +3,790
Soybean Oil(CBOT)
Dec11 111128 48.71 49.16 48.50 48.91 +0.68 46,003 44,382 -5,018
Jan12 111128 48.91 49.36 48.66 49.15 +0.71 58,334 109,476 +8,241
Mar12 111128 49.23 49.75 49.12 49.58 +0.71 25,921 71,339 +4,289
May12 111128 49.57 50.05 49.53 49.90 +0.71 7,634 39,089 +1,566
Jul12 111128 49.86 50.33 49.79 50.14 +0.67 5,195 29,534 +1,758
Aug12 111128 50.33 50.33 49.98 50.20 +0.63 300 3,536 +38
Sep12 111128 50.23 50.40 49.96 50.22 +0.65 973 4,479 +535
Oct12 111128 50.09 50.20 49.42 50.02 +0.60 393 4,356 +223
Total Volume and Open Interest 145,687 321,044 +11,928
Canola(WCE)
Jan12 111128 503.7 506.4 503.0 503.4 +0.2 5,974 79,328 -831
Mar12 111128 507.0 508.7 505.9 506.4 +2.7 4,401 39,971 +253
May12 111128 510.8 510.8 506.1 507.4 +3.7 2,860 15,366 +636
Jul12 111128 508.7 511.0 507.6 509.8 +4.3 1,476 10,332 +109
Nov12 111128 483.1 488.1 481.0 486.6 +3.1 218 12,672 +109
Total Volume and Open Interest 14,929 157,829 +276
Corn(CBOT)
Dec11 111128 586.00 596.25 586.00 591.75 +9.25 167,576 217,322 -49,793
Mar12 111128 593.25 603.00 593.00 598.50 +8.50 152,598 513,915 +18,807
May12 111128 599.75 609.75 599.75 605.50 +8.25 30,979 142,685 +873
Jul12 111128 603.50 613.00 603.25 609.00 +9.75 26,177 137,194 -994
Sep12 111128 564.00 569.75 563.00 566.00 +8.50 1,606 35,391 -25
Dec12 111128 539.00 548.75 538.25 545.50 +10.00 15,724 171,250 +2,252
Total Volume and Open Interest 396,046 1,270,383 -28,325
Wheat(CBOT)
Dec11 111128 578.50 585.75 573.50 574.75 +0.25 30,447 54,260 -5,897
Mar12 111128 594.50 603.50 590.00 593.00 +4.00 43,087 170,362 +2,803
May12 111128 612.00 619.50 605.50 610.25 +4.75 8,755 58,120 +352
Jul12 111128 623.00 631.25 621.50 622.25 +4.50 4,455 62,864 +773
Sep12 111128 643.00 648.75 638.25 640.75 +2.50 694 13,092 +334
Total Volume and Open Interest 89,028 401,969 -1,503
Wheat(KCBT)
Dec11 111128 648.50 657.50 641.25 641.25 -2.25 8,306 17,511 -3,620
Mar12 111128 658.25 668.00 652.50 652.50 -1.50 7,894 68,595 +472
May12 111128 667.25 674.25 660.00 660.00 -1.25 833 12,555 +69
Jul12 111128 670.50 680.75 667.00 667.25 -1.25 1,291 34,698 +144
Sep12 111128 685.25 695.50 681.25 681.75 +0.25 373 5,619 +175
Total Volume and Open Interest 18,861 144,562 -2,779
Wheat(MGE)
Dec11 111128 827.00 835.00 820.00 831.00 +3.75 1,012 3,005 -837
Mar12 111128 811.50 819.00 803.75 815.50 +8.00 3,508 18,694 +137
May12 111128 788.00 798.00 785.00 796.75 +8.00 1,231 6,843 +73
Jul12 111128 781.25 794.50 779.50 788.50 +6.00 821 8,175 +97
Sep12 111128 770.25 779.00 765.75 770.50 +2.75 348 3,357 +82
Total Volume and Open Interest 7,203 43,241 -463
Oats(CBOT)
Dec11 111128 296.25 300.25 292.00 297.00 +5.00 1,267 3,378 -595
Mar12 111128 291.50 297.75 290.00 294.00 +7.00 1,334 11,309 +16
May12 111128 298.50 299.50 291.50 298.50 +7.00 113 1,255 -55
Jul12 111128 303.50 304.00 296.50 303.00 +6.50 12 50 -1
Total Volume and Open Interest 2,735 16,143 -635
Rough Rice(CBOT)
Jan12 111128 14.26 14.44 14.13 14.15 -0.09 1,129 11,809 -21
Mar12 111128 14.68 14.73 14.43 14.44 -0.09 585 4,945 +325
May12 111128 15.02 15.02 14.73 14.73 -0.09 79 580 -1
Jul12 111128 15.20 15.30 15.01 15.01 -0.09 10 594 +0
Total Volume and Open Interest 1,804 18,109 +304
Live Cattle(CME)
Dec11 111128 121.900 122.135 120.830 120.950 -0.150 19,917 47,161 -4,664
Feb12 111128 123.100 123.400 122.135 122.550 +0.250 20,177 125,146 +960
Apr12 111128 126.550 126.885 125.700 125.900 +0.200 8,474 84,060 -390
Jun12 111128 125.200 125.550 124.150 124.500 +0.200 4,691 44,430 +1,237
Aug12 111128 126.000 126.000 124.580 124.980 +0.080 1,143 9,395 +431
Oct12 111128 128.000 128.500 127.135 127.700 +0.350 711 5,571 +259
Total Volume and Open Interest 55,645 320,407 -1,832
Feeder Cattle(CME)
Jan12 111128 145.200 145.700 144.650 144.735 +0.105 3,109 16,365 -743
Mar12 111128 147.950 148.450 147.185 147.350 -0.100 1,421 6,369 +78
Apr12 111128 148.550 149.380 148.285 148.700 +0.320 574 2,750 +119
May12 111128 149.550 149.825 148.735 149.200 +0.375 304 2,877 +78
Aug12 111128 150.825 151.350 150.285 150.735 +0.185 378 3,241 +88
Sep12 111128 151.150 151.150 150.400 151.000 unch 107 430 +3
Oct12 111128 151.100 151.500 150.850 151.500 unch 8 99 +5
Total Volume and Open Interest 5,902 32,134 -371
Lean Hogs(CME)
Dec11 111128 88.385 88.430 87.430 87.550 -0.750 7,170 26,015 -1,511
Feb12 111128 92.000 92.200 90.500 90.580 -1.220 14,593 90,305 +858
Apr12 111128 94.330 94.480 92.900 92.980 -1.270 4,360 61,429 +701
May12 111128 98.635 99.100 98.150 99.100 -0.500 107 2,281 +47
Jun12 111128 100.400 100.700 99.200 99.285 -1.215 3,754 42,001 +1,425
Jul12 111128 98.930 99.150 97.885 98.200 -0.730 469 10,127 -129
Aug12 111128 97.430 97.650 96.430 97.150 -0.280 1,313 13,688 +534
Oct12 111128 85.750 86.000 85.050 85.650 -0.330 1,138 7,335 +524
Total Volume and Open Interest 33,181 256,215 +2,606
Class III Milk(CME)
Nov11 111128 19.08 19.12 19.07 19.11 unch 9 5,752 -1
Dec11 111128 18.26 18.86 18.14 18.77 +0.64 244 5,951 -1
Jan12 111128 16.99 17.59 16.99 17.50 +0.52 416 4,598 +90
Feb12 111128 16.77 17.00 16.77 16.90 +0.19 241 3,171 +106
Mar12 111128 16.82 16.90 16.82 16.82 +0.05 106 2,767 +80
Total Volume and Open Interest 1,508 35,160 +680
Cocoa(ICE)
Dec11 111128 2256 2271 2221 2221 -17 7 174 -8
Mar12 111128 2385 2429 2351 2364 -17 7,048 79,389 +21
May12 111128 2403 2429 2362 2374 -14 1,308 29,518 +187
Jul12 111128 2447 2447 2377 2389 -14 423 14,467 +147
Sep12 111128 2445 2445 2390 2397 -14 200 12,312 -12
Dec12 111128 2458 2458 2404 2411 -13 66 12,841 +7
Mar13 111128 2453 2453 2422 2422 -12 126 3,864 +107
Total Volume and Open Interest 9,311 155,436 +434
Coffee "C"(ICE)
Dec11 111128 231.20 234.00 224.40 224.70 -4.90 112 421 -116
Mar12 111128 232.55 238.40 227.35 227.80 -4.75 10,536 57,060 +311
May12 111128 235.15 240.20 229.70 230.10 -4.60 2,180 20,712 -239
Jul12 111128 236.80 241.35 231.75 231.95 -4.50 1,603 6,775 +499
Sep12 111128 237.55 242.00 232.55 232.70 -4.60 452 5,667 +195
Dec12 111128 238.05 242.20 233.05 233.30 -4.45 158 6,519 +90
Total Volume and Open Interest 15,075 98,272 +777
Orange Juice(ICE)
Jan12 111128 177.80 180.30 176.00 179.05 +1.45 1,143 20,400 -6
Mar12 111128 171.40 175.10 171.10 174.35 +2.50 186 5,360 -3
May12 111128 172.25 172.85 171.85 172.85 +2.30 44 1,702 +21
Jul12 111128 172.00 172.95 172.00 172.95 +2.40 21 439 +21
Sep12 111128 172.35 172.35 172.35 172.35 +2.40 0 53 +0
Nov12 111128 172.00 172.00 172.00 172.00 +2.40 0 8 +0
Total Volume and Open Interest 1,394 27,968 +33
Sugar #11(ICE)
Mar12 111128 23.00 23.41 22.97 23.12 +0.22 53,060 207,988 -7,967
May12 111128 22.75 23.03 22.63 22.80 +0.27 11,430 85,038 -853
Jul12 111128 22.40 22.74 22.40 22.54 +0.25 6,952 85,916 +158
Oct12 111128 22.35 22.79 22.35 22.62 +0.27 3,021 45,625 +397
Mar13 111128 22.99 23.16 22.91 22.99 +0.27 1,459 31,490 -30
Total Volume and Open Interest 78,866 496,297 -7,405
London Cocoa(LCE)
Dec11 111128 1517 1521 1485 1488 -21 1,394 67,240 -637
Mar12 111128 1547 1550 1513 1516 -20 2,275 63,863 +436
May12 111128 1555 1562 1530 1532 -19 798 20,396 +213
Jul12 111128 1571 1577 1546 1548 -20 355 23,813 +8
Sep12 111128 1584 1586 1559 1559 -19 293 16,488 +135
Dec12 111128 1591 1597 1569 1570 -20 129 12,525 -35
Mar13 111128 1605 1605 1580 1580 -22 0 7,388 +0
Total Volume and Open Interest 5,253 214,205 -301
London Sugar(LCE)
Mar12 111128 602.80 606.40 600.30 601.10 +2.90 1,268 23,939 +478
May12 111128 596.20 598.30 592.50 593.70 +2.80 168 7,057 +42
Aug12 111128 589.60 592.50 587.00 589.50 +3.70 177 8,112 +47
Oct12 111128 588.10 593.50 587.60 590.90 +4.20 60 3,358 -21
Dec12 111128 593.00 598.20 592.50 595.80 +4.20 13 1,228 -6
Total Volume and Open Interest 1,686 44,608 +540
Cotton(ICE)
Dec11 111128 92.10 92.10 91.10 91.30 +0.48 210 602 -291
Mar12 111128 91.10 92.81 90.85 91.35 +0.48 10,232 91,430 -352
May12 111128 90.25 91.50 89.96 90.45 +0.32 2,257 18,135 +1
Jul12 111128 89.90 90.83 89.51 90.04 +0.12 1,173 18,127 +199
Oct12 111128 91.60 91.60 90.43 90.43 +0.26 3 85 +0
Dec12 111128 88.60 89.14 88.00 88.14 +0.22 290 7,197 +195
Total Volume and Open Interest 14,169 136,858 -248
Lumber(CME)
Jan12 111128 235.8 237.5 231.5 231.6 -3.7 396 6,425 +1
Mar12 111128 254.8 255.2 249.4 251.9 -3.3 147 2,303 +34
May12 111128 264.1 265.9 262.0 264.0 -2.0 14 445 -3
Jul12 111128 272.0 272.0 272.0 272.0 -2.5 3 267 +2
Total Volume and Open Interest 562 9,555 +34
Crude Oil(NYM)
Jan12 111128 97.50 100.74 97.13 98.21 +1.44 283,449 328,695 -6,952
Feb12 111128 97.50 100.80 97.30 98.33 +1.42 69,041 92,107 +2,487
Mar12 111128 97.72 100.89 97.37 98.43 +1.40 43,709 99,920 -394
Apr12 111128 98.15 100.41 97.47 98.45 +1.40 16,266 40,956 -2,220
May12 111128 98.83 100.55 97.38 98.37 +1.39 11,023 37,243 +480
Jun12 111128 97.29 100.24 97.17 98.18 +1.38 28,571 78,383 +842
Jul12 111128 97.89 99.92 97.16 97.92 +1.33 6,763 34,771 -1,166
Aug12 111128 98.84 98.84 96.63 97.60 +1.29 3,075 23,946 +21
Sep12 111128 97.78 97.80 97.18 97.29 +1.28 3,453 28,759 +144
Oct12 111128 97.60 97.60 96.99 96.99 +1.25 2,693 26,353 +249
Nov12 111128 96.74 96.74 96.74 96.74 +1.24 3,277 26,671 -363
Dec12 111128 95.94 98.31 95.60 96.48 +1.22 21,991 164,399 +892
Jan13 111128 96.10 96.10 96.10 96.10 +1.20 2,221 28,967 -400
Feb13 111128 95.69 95.69 95.69 95.69 +1.17 385 11,110 -95
Mar13 111128 95.27 95.27 95.27 95.27 +1.13 603 10,158 +293
Apr13 111128 94.88 94.88 94.88 94.88 +1.10 385 5,529 +206
Total Volume and Open Interest 512,740 1,289,079 -6,539
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 111128 97.425 100.725 97.125 98.200 +1.425 11,203 1,768 +155
Feb12 111128 97.975 100.775 97.350 98.325 +1.425 209 343 +12
Mar12 111128 98.025 100.600 97.400 98.425 +1.400 75 188 +11
Apr12 111128 98.775 99.800 98.450 98.450 +1.400 2 22 +0
May12 111128 98.375 98.375 98.375 98.375 +1.400 2 8 +0
Jun12 111128 98.575 98.575 98.175 98.175 +1.375 10 14 +0
Jul12 111128 97.925 97.925 97.925 97.925 +1.325 0 4 +0
Aug12 111128 97.600 97.600 97.600 97.600 +1.300 0 5 +0
Total Volume and Open Interest 11,505 2,573 +174
Heating Oil(NYM)
Dec11 111128 294.95 299.66 294.22 296.99 +4.26 30,452 31,835 -3,787
Jan12 111128 294.86 301.00 294.86 298.27 +4.22 56,917 84,155 -1,253
Feb12 111128 295.50 301.18 295.33 298.50 +3.88 18,801 37,678 +215
Mar12 111128 296.23 300.42 295.61 297.65 +3.42 10,378 27,443 +629
Apr12 111128 295.58 297.98 294.30 295.21 +3.17 4,483 16,377 +431
May12 111128 291.25 295.36 291.25 292.57 +2.88 4,118 13,041 +522
Jun12 111128 288.80 293.81 288.07 290.95 +2.58 7,420 31,310 +15
Jul12 111128 293.45 293.45 287.74 290.62 +2.39 619 8,247 -6
Aug12 111128 292.65 293.48 290.46 290.67 +2.34 209 4,321 -17
Sep12 111128 293.45 293.45 291.05 291.27 +2.34 452 5,143 +58
Oct12 111128 292.95 292.95 291.86 292.02 +2.34 42 2,380 +19
Nov12 111128 292.77 292.77 289.89 292.77 +2.34 31 1,547 -1
Total Volume and Open Interest 135,335 283,616 -3,132
Gasoline(NYMEX)
Dec11 111128 247.61 254.71 247.02 251.81 +6.92 27,797 27,326 -5,946
Jan12 111128 247.85 254.66 247.34 251.77 +6.35 47,828 86,214 -1,693
Feb12 111128 249.28 255.74 249.28 253.10 +5.57 17,886 28,812 +148
Mar12 111128 253.08 257.33 251.83 254.90 +5.57 11,089 28,475 +908
Apr12 111128 265.14 271.35 265.14 269.22 +5.49 6,559 23,568 +324
May12 111128 268.35 269.89 266.42 269.22 +5.39 4,953 17,526 +794
Jun12 111128 266.49 268.95 264.19 267.27 +5.29 4,924 25,862 +663
Jul12 111128 263.55 264.85 263.00 264.85 +5.14 1,465 7,292 +55
Aug12 111128 260.60 262.27 260.60 262.27 +5.04 902 8,158 -5
Sep12 111128 260.00 260.00 259.57 259.57 +5.01 1,441 6,532 -286
Total Volume and Open Interest 126,675 281,476 -4,293
e-miNY RBOB Gasoline(NYM)
Dec11 111128 251.80 251.81 251.80 251.80 +6.90      
Jan12 111128 251.80 251.80 251.77 251.80 +6.40 0 1 +0
Feb12 111128 253.10 253.10 253.10 253.10 +5.60 0 1 +0
Mar12 111128 254.90 254.90 254.90 254.90 +5.60      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec11 111128 3.529 3.580 3.350 3.364 -0.178 116,332 15,699 -19,154
Jan12 111128 3.659 3.720 3.521 3.525 -0.140 103,893 302,906 +2,287
Feb12 111128 3.681 3.741 3.549 3.555 -0.138 30,984 93,294 -1,144
Mar12 111128 3.673 3.741 3.553 3.560 -0.133 26,820 121,771 +1,463
Apr12 111128 3.700 3.766 3.591 3.597 -0.124 18,262 98,519 -93
May12 111128 3.774 3.804 3.638 3.642 -0.122 7,145 43,553 +87
Jun12 111128 3.820 3.851 3.680 3.689 -0.119 3,738 21,200 +321
Jul12 111128 3.872 3.901 3.732 3.742 -0.117 2,130 18,736 +48
Aug12 111128 3.897 3.927 3.760 3.771 -0.115 1,679 15,924 -17
Sep12 111128 3.925 3.925 3.764 3.772 -0.115 1,881 13,886 +367
Oct12 111128 3.960 3.965 3.799 3.807 -0.116 7,916 55,925 +230
Nov12 111128 4.077 4.095 3.938 3.947 -0.108 3,749 22,759 +126
Dec12 111128 4.350 4.355 4.209 4.225 -0.095 2,728 24,110 +159
Jan13 111128 4.482 4.482 4.340 4.359 -0.089 5,022 29,215 -1,204
Feb13 111128 4.432 4.470 4.327 4.344 -0.089 96 6,319 +10
Mar13 111128 4.376 4.385 4.274 4.291 -0.090 951 14,063 +309
Total Volume and Open Interest 335,494 975,085 -15,953
Brent Crude Oil(ICE)
Jan12 111128 107.40 109.49 106.63 109.00 +2.60 66,692 171,584 +6,228
Feb12 111128 106.71 108.60 105.98 108.02 +2.26 40,740 148,506 +2,192
Mar12 111128 106.11 107.82 105.41 107.19 +2.00 16,903 84,829 -492
Apr12 111128 105.81 107.34 105.05 106.62 +1.80 5,729 37,532 -84
May12 111128 105.84 106.99 104.75 106.20 +1.66 4,811 23,018 -737
Jun12 111128 105.55 106.72 104.41 105.84 +1.58 6,343 69,835 +61
Jul12 111128 105.30 106.36 104.78 105.52 +1.50 1,098 19,906 -105
Aug12 111128 105.32 106.02 104.44 105.15 +1.41 724 25,228 +76
Sep12 111128 105.01 105.59 103.66 104.71 +1.35 1,276 29,414 +236
Oct12 111128 103.92 104.32 103.92 104.32 +1.31 539 12,946 -152
Nov12 111128 103.96 103.96 103.96 103.96 +1.28 461 17,618 +139
Dec12 111128 103.90 104.45 102.19 103.58 +1.27 4,075 101,032 -633
Jan13 111128 103.24 103.24 103.24 103.24 +1.23 99 9,886 +16
Feb13 111128 102.86 102.86 102.86 102.86 +1.20 26 5,968 +12
Total Volume and Open Interest 150,384 911,957 +6,280
Gas Oil(ICE)
Dec11 111128 945.00 958.00 936.50 950.00 +11.25 21,896 121,928 -2,860
Jan12 111128 933.50 947.75 927.50 940.00 +10.25 25,815 108,935 -1,918
Feb12 111128 927.00 940.75 923.25 933.00 +9.50 9,863 46,782 -1,278
Mar12 111128 922.25 934.50 921.50 927.25 +9.00 6,203 40,007 +295
Apr12 111128 920.50 929.50 918.00 922.00 +7.75 4,591 22,037 +265
May12 111128 918.25 924.75 913.75 918.00 +7.00 4,860 26,923 +1,511
Jun12 111128 917.25 925.00 911.75 916.00 +6.00 5,698 49,929 -901
Jul12 111128 922.00 924.25 914.00 916.50 +5.50 1,452 17,972 +483
Aug12 111128 921.50 924.50 915.00 916.75 +5.00 391 12,121 +81
Sep12 111128 922.25 922.25 914.50 916.25 +4.75 440 12,558 -67
Total Volume and Open Interest 83,075 550,116 -4,378
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111128 2.510 2.530 2.466 2.478 +0.044 149 488 -62
Jan12 111128 2.247 2.274 2.231 2.246 +0.023 223 1,430 +10
Feb12 111128 2.168 2.176 2.165 2.171 +0.042 532 1,078 -70
Mar12 111128 2.174 2.180 2.174 2.179 +0.040 502 1,460 +262
Apr12 111128 2.180 2.180 2.175 2.178 +0.040 50 684 +0
May12 111128 2.194 2.194 2.176 2.194 +0.027 73 804 +17
Jun12 111128 2.199 2.199 2.195 2.196 +0.009 33 626 -6
Total Volume and Open Interest 1,764 10,480 +172
WTI Crude Oil(ICE)
Jan12 111128 98.29 100.73 97.15 98.21 +1.44 7,875 67,546 +260
Feb12 111128 98.21 100.76 97.31 98.33 +1.42 1,917 44,937 +646
Mar12 111128 98.64 100.86 97.46 98.43 +1.40 2,164 35,021 +861
Apr12 111128 99.05 100.80 97.75 98.45 +1.40 1,150 18,759 -22
May12 111128 99.48 100.45 97.55 98.37 +1.39 669 9,834 -198
Jun12 111128 98.70 100.37 97.30 98.18 +1.38 1,222 44,268 -104
Jul12 111128 99.62 100.02 97.21 97.92 +1.33 490 8,948 -42
Aug12 111128 98.96 99.63 96.89 97.60 +1.29 382 6,219 -20
Sep12 111128 98.58 99.28 96.50 97.29 +1.28 318 11,728 +65
Oct12 111128 96.99 96.99 96.99 96.99 +1.25 106 5,215 -26
Nov12 111128 96.74 96.74 96.74 96.74 +1.24 106 4,462 -63
Dec12 111128 97.30 98.29 95.77 96.48 +1.22 929 61,752 -326
Jan13 111128 96.10 96.10 96.10 96.10 +1.20 1 3,147 +0
Feb13 111128 95.69 95.69 95.69 95.69 +1.17 0 640 +0
Mar13 111128 95.27 95.27 95.27 95.27 +1.13 0 1,564 +0
Apr13 111128 94.88 94.88 94.88 94.88 +1.10 0 389 +0
Total Volume and Open Interest 17,429 414,171 +955
US Dollar Index(ICE)
Dec11 111128 79.450 79.580 78.950 79.435 -0.395 7,649 56,425 +2,688
Mar12 111128 79.935 79.950 79.330 79.815 -0.445 23 732 +27
Jun12 111128 80.245 80.245 80.245 80.245 -0.465      
Total Volume and Open Interest 7,672 57,157 +2,715
Australian Dollar(CME)
Dec11 111128 97.78 99.51 97.75 98.62 +1.85 148,972 134,006 +6,996
Mar12 111128 96.78 98.51 95.85 97.68 +1.83 408 983 -37
Jun12 111128 96.00 97.01 95.21 97.01 +1.80 2 37 +2
Total Volume and Open Interest 149,382 135,153 +6,961
British Pound(CME)
Dec11 111128 154.89 155.92 154.32 154.90 +0.58 106,859 179,895 +20,042
Mar12 111128 154.70 155.66 154.19 154.77 +0.58 125 485 +59
Jun12 111128 155.28 155.28 154.09 154.67 +0.58 0 3 +0
Total Volume and Open Interest 106,984 180,388 +20,101
Canadian Dollar(CME)
Dec11 111128 95.66 96.99 95.23 96.43 +1.20 79,568 126,813 +4,291
Mar12 111128 95.42 96.80 95.08 96.26 +1.18 2,277 5,785 +1,313
Jun12 111128 95.88 96.67 95.00 96.17 +1.17 249 1,387 +139
Sep12 111128 96.50 96.50 94.94 96.08 +1.14 46 774 +23
Total Volume and Open Interest 82,151 134,922 +5,771
Japanese Yen(CME)
Dec11 111128 129.09 129.15 127.85 128.27 -0.46 67,130 155,707 +7,249
Mar12 111128 129.22 129.33 128.26 128.61 -0.50 337 1,067 -15
Jun12 111128 128.98 129.51 128.98 128.98 -0.53 1 26 +0
Total Volume and Open Interest 67,468 156,805 +7,234
Swiss Franc(CME)
Dec11 111128 107.69 109.05 107.48 108.32 +0.77 21,893 32,894 +2,524
Mar12 111128 108.03 109.25 107.80 108.62 +0.82 36 661 +19
Jun12 111128 109.32 109.32 108.11 108.91 +0.80 0 5 +0
Total Volume and Open Interest 21,930 33,565 +2,543
EuroFX(CME)
Dec11 111128 133.15 134.01 132.73 133.03 +0.64 319,717 260,828 +9,818
Mar12 111128 133.27 134.18 132.59 133.25 +0.66 1,984 8,370 +314
Jun12 111128 133.90 134.00 132.78 133.41 +0.63 11 988 +8
Total Volume and Open Interest 321,712 270,204 +10,140
Mexican Peso(CME)
Dec11 111128 702.8 715.2 698.8 710.2 +11.5 30,137 73,239 -1,134
Jan12 111128 708.8 708.8 697.2 708.8 +11.5 0 95 +0
Total Volume and Open Interest 31,634 114,729 -1,806
Brazilian Real(CME)
Dec11 111128 536.70 539.60 535.20 537.40 +8.10 894 4,195 -120
Jan12 111128 534.15 534.15 534.15 534.15 +8.10 0 10,149 +0
Feb12 111128 530.85 530.85 530.85 530.85 +8.10      
Mar12 111128 522.00 529.70 522.00 527.60 +8.10 910 1,471 +856
Total Volume and Open Interest 1,804 31,146 +736
30-Year T-Bonds(CBOT)
Dec11 111128 143~070 144~030 141~250 144~000 +0~050 461,045 462,161 -64,319
Mar12 111128 143~030 143~310 141~170 143~270 +0~060 148,525 196,645 +72,173
Jun12 111128 141~080 142~150 141~080 142~120 -0~030 0 6 +0
Total Volume and Open Interest 609,570 658,812 +7,854
10-Year T-Notes(CBOT)
Dec11 111128 130~085 130~245 129~250 130~230 +0~020 1,513,855 1,183,467 -145,977
Mar12 111128 129~205 130~015 129~025 130~005 +0~005 377,200 388,803 +196,209
Jun12 111128 129~005 129~005 129~000 129~005 +0~005      
Total Volume and Open Interest 1,891,055 1,572,270 +50,232
5-Year T-Notes(CBOT)
Dec11 111128 122~125 123~023 122~093 123~020 +0~012 811,116 1,011,898 -137,712
Mar12 111128 122~087 122~108 122~050 122~107 +0~013 281,167 284,230 +149,093
Jun12 111128 122~003 122~003 121~118 122~003 +0~013      
Total Volume and Open Interest 1,092,383 1,296,128 +11,381
2 Year T-Notes(CBOT)
Dec11 111128 110~020 110~027 110~016 110~026 +0~005 336,767 592,846 -85,117
Mar12 111128 110~026 110~034 110~022 110~033 +0~006 154,776 158,277 +80,862
Jun12 111128 110~001 110~001 109~123 110~001 +0~006      
Total Volume and Open Interest 491,543 751,123 -4,255
Eurodollars(CME)
Dec11 111128 99.372 99.390 99.368 99.385 +0.018 180,224 1,070,406 -1,220
Mar12 111128 99.185 99.230 99.180 99.205 +0.025 189,423 977,024 +4,840
Jun12 111128 99.130 99.190 99.130 99.160 +0.015 117,377 1,152,629 +5,941
Sep12 111128 99.130 99.185 99.130 99.155 +0.015 131,878 763,492 +3,717
Dec12 111128 99.140 99.185 99.130 99.160 +0.015 125,440 794,863 -4,575
Mar13 111128 99.145 99.185 99.135 99.165 +0.015 152,764 825,480 +2,590
Jun13 111128 99.140 99.170 99.120 99.150 +0.010 87,620 563,050 -1,692
Sep13 111128 99.090 99.130 99.085 99.115 +0.010 87,286 458,453 +7,045
Dec13 111128 99.015 99.040 98.995 99.035 +0.005 69,028 469,714 -5,023
Mar14 111128 98.910 98.935 98.880 98.935 +0.005 51,336 337,607 +1,837
Jun14 111128 98.765 98.790 98.720 98.790 unch 43,408 285,417 +505
Sep14 111128 98.615 98.630 98.550 98.630 -0.005 40,836 186,035 +1,157
Dec14 111128 98.420 98.460 98.370 98.460 -0.005 27,230 171,549 -1,169
Mar15 111128 98.270 98.300 98.195 98.300 -0.005 21,951 118,795 +1,040
Jun15 111128 6.350 6.390 6.275 6.390 unch 18,543 110,587 +6
Sep15 111128 6.160 6.225 6.100 6.220 unch 17,005 79,842 -505
Dec15 111128 5.985 6.050 5.910 6.045 +0.005 13,414 46,643 -1,128
Mar16 111128 5.845 5.905 5.760 5.900 +0.005 12,748 47,072 -157
Total Volume and Open Interest 1,424,003 8,655,546 +14,086
30 Day Federal Funds(CBOT)
Nov11 111128 99.918 99.920 99.915 99.918 +0.003 1,044 65,703 +39
Dec11 111128 99.900 99.910 99.900 99.905 unch 3,044 65,371 +1,703
Jan12 111128 99.885 99.890 99.880 99.885 unch 1,254 59,923 -34
Feb12 111128 99.870 99.885 99.870 99.880 +0.005 1,067 47,410 -126
Mar12 111128 99.865 99.875 99.860 99.870 unch 698 30,844 -133
Apr12 111128 99.865 99.875 99.860 99.870 +0.005 505 36,263 -148
Total Volume and Open Interest 16,134 600,393 +2,878
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111128 99.665 99.665 99.665 99.665 unch 0 327 +0
Mar12 111128 99.658 99.658 99.658 99.658 unch 0 300 +0
Jun12 111128 99.660 99.660 99.660 99.660 unch      
Sep12 111128 99.658 99.658 99.658 99.658 unch      
Dec12 111128 99.660 99.660 99.660 99.660 unch      
Mar13 111128 99.650 99.650 99.650 99.650 -0.010      
Jun13 111128 99.605 99.605 99.605 99.605 -0.010      
Sep13 111128 99.465 99.465 99.465 99.465 -0.010      
Dec13 111128 99.325 99.325 99.325 99.325 -0.010      
Mar14 111128 99.185 99.185 99.185 99.185 -0.010      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111128 99.67 99.67 99.67 99.67 unch 0 4,432 +0
Mar12 111128 99.65 99.66 99.65 99.66 unch 0 1,937 +0
Jun12 111128 99.66 99.66 99.66 99.66 unch 0 1,470 +0
Sep12 111128 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111128 99.64 99.66 99.64 99.66 unch 0 171 +0
Mar13 111128 99.65 99.65 99.65 99.65 -0.01 0 101 +0
Jun13 111128 99.62 99.62 99.61 99.61 -0.01 0 156 +0
Sep13 111128 99.46 99.46 99.46 99.46 -0.01      
Total Volume and Open Interest 0 8,981 +0
Japanese Gov't Bonds(SGX)
Dec11 111128 142.16 142.16 141.68 141.72 -0.80 2,886 23,435 +15
Mar12 111128 141.37 141.47 141.10 141.10 -0.84 41 63 +33
Jun12 111128 139.01 139.01 139.01 139.01 -0.84      
Total Volume and Open Interest 2,930 23,501 +51
Euro-Bund(EUREX)
Dec11 111128 134.03 134.52 133.36 133.88 -0.24 628,464 912,272 -17,767
Mar12 111128 134.10 134.48 133.26 133.81 -0.29 14,290 44,072 +6,193
Jun12 111128 133.68 133.68 133.68 133.68 -0.24 700 18 +0
Total Volume and Open Interest 643,454 956,362 -11,574
Euro-Bobl(EUREX)
Dec11 111128 122.05 122.41 121.80 122.00 -0.14 391,946 722,083 -19,578
Mar12 111128 122.26 122.47 121.94 122.12 -0.17 8,939 28,624 -5,300
Jun12 111128 122.15 122.15 122.15 122.15 -0.14      
Total Volume and Open Interest 400,885 750,707 -24,878
3-Mth Euribor(EUREX)
Dec11 111128 98.600 98.625 98.600 98.625 +0.010 180 1,546 +0
Mar12 111128 98.800 98.800 98.800 98.800 +0.005 0 2,247 +0
Jun12 111128 98.830 98.830 98.830 98.830 +0.005 200 1,232 +0
Total Volume and Open Interest 380 8,470 +0
Long Gilt(LIFFE)
Dec11 111128 129~27 130~20 129~01 130~12 +0~21 134,147 166,291 -34,873
Mar12 111128 113~20 114~01 112~27 113~28 +0~10 68,103 170,581 +40,383
Total Volume and Open Interest 202,250 336,872 +5,510
3-Mth Short Sterling(LIFFE)
Dec11 111128 98.89 98.91 98.88 98.90 +0.01 28,012 336,990 -517
Mar12 111128 98.79 98.84 98.79 98.82 +0.03 40,912 338,228 -5,538
Jun12 111128 98.75 98.81 98.75 98.80 +0.05 30,696 199,399 -4,679
Sep12 111128 98.72 98.79 98.72 98.78 +0.06 26,782 204,994 -6,416
Dec12 111128 98.70 98.75 98.68 98.74 +0.06 28,521 188,593 -6,900
Mar13 111128 98.69 98.74 98.66 98.72 +0.05 29,213 200,216 -1,131
Total Volume and Open Interest 248,682 1,984,601 -27,957
3-Mth Euribor(LIFFE)
Dec11 111128 98.620 98.645 98.595 98.625 +0.010 127,962 662,289 +1,058
Mar12 111128 98.795 98.820 98.755 98.800 +0.005 126,782 530,871 +13,447
Jun12 111128 98.835 98.855 98.800 98.830 +0.005 69,488 373,955 +4,287
Total Volume and Open Interest 622,246 3,355,937 +21,916
3-Mth Aus T-Bills(SFE)
Dec11 111128 95.53 95.56 95.47 95.52 -0.02 15,020 196,496 +6,999
Mar12 111128 96.45 96.46 96.37 96.44 -0.02 12,516 205,044 +1,943
Jun12 111128 96.76 96.76 96.66 96.73 -0.03 8,330 156,223 +2,593
Sep12 111128 96.76 96.78 96.66 96.73 -0.04 3,515 96,948 +802
Dec12 111128 96.62 96.64 96.53 96.58 -0.05 2,833 60,015 +805
Mar13 111128 96.44 96.47 96.38 96.40 -0.06 1,282 50,791 +237
Jun13 111128 96.29 96.31 96.21 96.23 -0.06 1,775 41,335 +802
Sep13 111128 96.16 96.18 96.09 96.11 -0.05 249 20,261 +101
Dec13 111128 96.04 96.04 95.98 95.98 -0.08 222 3,655 +12
Mar14 111128 95.88 95.88 95.88 95.88 -0.09 18 591 +12
Total Volume and Open Interest 45,760 831,416 +14,306
10-Year Aus T-Bonds(SFE)
Dec11 111128 96.12 96.13 96.00 96.09 -0.03 25,571 370,582 -13,735
Mar12 111128 96.09 96.09 96.09 96.09 -0.03      
Total Volume and Open Interest 25,571 370,582 -13,735
3-Year Aus T-Bonds(SFE)
Dec11 111128 96.97 96.99 96.85 96.93 -0.05 87,794 565,346 +12,348
Mar12 111128 96.93 96.93 96.93 96.93 -0.05      
Total Volume and Open Interest 87,794 565,346 +12,348
Gold(CMX)
Dec11 111128 1685.4 1722.4 1684.0 1710.8 +25.1 173,328 120,623 -30,584
Feb12 111128 1687.3 1724.9 1686.7 1714.5 +26.0 63,630 170,659 +15,337
Apr12 111128 1693.9 1725.5 1693.9 1717.7 +26.0 6,991 28,824 +1,824
Jun12 111128 1700.6 1728.4 1700.6 1720.3 +26.2 2,264 21,092 -158
Aug12 111128 1717.9 1730.4 1717.9 1722.6 +26.2 1,066 12,137 +347
Oct12 111128 1725.4 1725.4 1725.4 1725.4 +26.2 492 7,594 +219
Dec12 111128 1712.3 1736.9 1712.3 1728.3 +26.2 855 20,119 +239
Feb13 111128 1731.3 1731.3 1731.3 1731.3 +26.2 25 3,443 -1,682
Apr13 111128 1734.3 1734.3 1734.3 1734.3 +26.1 133 769 +0
Jun13 111128 1740.0 1740.0 1738.5 1738.5 +26.2 353 11,246 +254
Aug13 111128 1742.4 1742.4 1742.4 1742.4 +26.3 0 45 +0
Total Volume and Open Interest 250,426 442,641 -14,429
Silver(CMX)
Dec11 111128 3126.0 3228.5 3124.5 3216.1 +114.7 64,910 18,944 -7,035
Mar12 111128 3124.0 3236.5 3124.0 3224.2 +115.0 31,026 45,175 +2,636
May12 111128 3177.0 3232.0 3177.0 3227.8 +115.0 1,566 5,839 +150
Jul12 111128 3181.0 3234.5 3181.0 3231.3 +115.0 174 2,556 +24
Sep12 111128 3242.0 3242.0 3228.0 3234.4 +115.0 183 1,899 +5
Dec12 111128 3196.0 3242.5 3155.0 3238.2 +115.0 234 13,692 +60
Mar13 111128 3234.4 3234.4 3234.4 3234.4 +114.4 81 1,123 +0
Total Volume and Open Interest 99,284 104,689 -3,859
Platinum(NYMEX)
Jan12 111128 1537.1 1567.5 1536.0 1539.5 +6.4 5,837 33,106 -582
Apr12 111128 1550.0 1568.6 1543.1 1544.3 +6.8 59 4,751 +32
Jul12 111128 1562.6 1562.6 1547.0 1547.0 +6.4 11 340 -2
Oct12 111128 1567.5 1567.5 1550.8 1550.8 +6.4 0 55 +0
Total Volume and Open Interest 5,909 38,255 -552
Palladium(NYMEX)
Dec11 111128 565.60 595.00 565.60 578.35 +8.25 6,105 5,382 -2,773
Mar12 111128 565.50 597.50 565.50 581.55 +9.35 4,331 13,937 +2,463
Jun12 111128 595.75 595.75 582.90 582.90 +9.35 3 167 +3
Total Volume and Open Interest 10,439 19,486 -307
Copper(CMX)
Dec11 111128 331.00 340.25 330.30 336.05 +9.05 46,539 19,822 -4,041
Mar12 111128 330.55 341.55 330.55 337.15 +8.75 17,328 65,763 +1,904
May12 111128 333.00 341.95 333.00 338.20 +8.70 609 16,624 +36
Jul12 111128 339.05 339.05 338.90 339.00 +8.75 465 6,020 +209
Sep12 111128 339.55 340.50 338.15 339.55 +8.85 125 2,388 +90
Total Volume and Open Interest 65,985 122,632 -1,557
DJIA Index(CBOT)
Dec11 111128 11333 11540 11317 11498 +311 262 16,853 +11
Mar12 111128 11445 11445 11427 11427 +310 1 409 +0
Jun12 111128 11360 11360 11050 11360 +310 0 400 +0
Sep12 111128 11297 11297 10987 11297 +310      
Total Volume and Open Interest 263 17,662 +11
E-mini DJIA Index(CBOT)
Dec11 111128 11356 11541 11311 11498 +311 126,739 87,066 +49
Mar12 111128 11278 11463 11260 11427 +310 89 947 +10
Jun12 111128 11360 11360 11360 11360 +310 0 6 +0
Sep12 111128 11297 11297 11297 11297 +310 0 13 +0
Total Volume and Open Interest 126,828 88,032 +59
S & P 500(CME)
Dec11 111128 1172.00 1196.00 1170.00 1191.10 +37.70 18,473 270,525 -2,716
Mar12 111128 1183.00 1189.00 1178.40 1185.20 +37.80 157 19,386 -36
Jun12 111128 1180.00 1184.30 1180.00 1180.00 +37.70 72 1,709 +0
Sep12 111128 1177.00 1179.00 1168.00 1175.00 +38.00 3 7 +3
Total Volume and Open Interest 18,705 291,727 -2,749
S & P 500 E-Mini(Globex)
Dec11 111128 1172.00 1196.25 1169.25 1191.00 +37.50 2,325,948 2,994,170 +12,298
Mar12 111128 1165.50 1190.00 1164.00 1185.25 +37.75 6,810 53,537 +1,690
Total Volume and Open Interest 2,332,786 3,049,513 +13,992
NASDAQ 100(CME)
Dec11 111128 2173.80 2227.00 2173.80 2221.00 +73.50 1,373 29,991 -543
Mar12 111128 2207.00 2224.00 2205.00 2216.80 +73.50 0 110 +0
Jun12 111128 2213.80 2215.30 2213.80 2213.80 +73.50      
Total Volume and Open Interest 1,373 30,101 -543
NASDAQ 100 E-Mini(Globex)
Dec11 111128 2183.00 2228.00 2178.30 2221.00 +73.50 252,323 310,084 -9,047
Mar12 111128 2169.30 2222.50 2169.30 2216.80 +73.50 303 1,227 +5
Total Volume and Open Interest 252,680 311,341 -9,027
S & P Midcap 400(CME)
Dec11 111128 841.50 843.00 841.20 841.20 +31.40 474 6,062 +197
Mar12 111128 838.80 838.80 838.80 838.80 +31.40      
Jun12 111128 836.80 836.80 836.80 836.80 +31.40      
Total Volume and Open Interest 474 6,062 +197
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111128 8205 8415 8200 8390 +260 6,223 29,737 -776
Mar12 111128 8220 8405 8220 8390 +260 20 63 +4
Total Volume and Open Interest 6,243 29,800 -772
Nikkei 225(SGX)
Dec11 111128 8295 8415 8290 8300 +145 34,524 230,513 -6,496
Mar12 111128 8290 8395 8285 8285 +140 43 20,264 +276
Jun12 111128 8210 8210 8210 8210 +145 0 19 +0
Total Volume and Open Interest 34,567 256,619 -6,220
CAC 40(EURONEXT)
Dec11 111128 2893.0 3010.5 2886.5 3009.0 +155.0 80,808 267,966 +2,444
Jan12 111128 2903.0 3004.0 2890.0 3004.0 +155.0 50 13,242 +35
Feb12 111128 3006.0 3006.0 3006.0 3006.0 +155.0      
Total Volume and Open Interest 80,863 281,222 +2,481
Hang Seng Index(HKFE)
Nov11 111128 18088 18102 17937 18020 +375 92,558 73,430 -7,131
Dec11 111128 18043 18085 17923 17998 +367 14,582 29,273 +7,183
Total Volume and Open Interest 107,189 105,209 +49
DAX(EUREX)
Dec11 111128 5595.5 5757.5 5567.0 5738.5 +250.5 117,370 172,257 +2,996
Mar12 111128 5606.5 5765.0 5585.0 5747.0 +250.5 1,163 8,396 +116
Jun12 111128 5600.0 5769.5 5600.0 5765.0 +251.0 65 3,086 +35
Total Volume and Open Interest 118,598 183,739 +3,147
FT-SE 100(EURONEXT)
Dec11 111128 5204.50 5327.00 5193.50 5312.50 +148.50 73,866 634,013 +2,338
Mar12 111128 5189.00 5290.00 5161.50 5276.50 +149.00 32 13,949 +17
Jun12 111128 5162.50 5239.50 5162.50 5239.50 +149.00 10 530 +0
Total Volume and Open Interest 73,908 648,492 +2,355
SPI 200(SFE)
Dec11 111128 3997.0 4082.0 3977.0 4078.0 +75.0 31,006 214,939 +6,075
Mar12 111128 3979.0 4056.0 3979.0 4056.0 +75.0 344 3,492 +84
Jun12 111128 4060.0 4060.0 4060.0 4060.0 +73.0 42 1,456 +40
Total Volume and Open Interest 31,418 221,140 +6,212
GSCI(CME)
Dec11 111128 649.00 649.00 640.50 643.25 +9.25 115 8,098 -1
Jan12 111128 642.25 649.00 642.25 642.25 +8.25 4 1 +1
Feb12 111128 642.25 649.00 642.25 642.25 +8.25      
Total Volume and Open Interest 119 8,099 +0
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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