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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue November 29, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111129 1124.25 1138.50 1115.00 1125.00 +4.00 70,938 223,251 -2,432
Mar12 111129 1133.50 1148.00 1125.00 1135.00 +4.00 17,610 91,578 +1,535
May12 111129 1143.75 1157.25 1134.50 1144.75 +4.00 10,596 77,855 +907
Jul12 111129 1152.50 1166.75 1143.25 1154.00 +4.00 11,261 60,298 +947
Aug12 111129 1160.00 1163.25 1149.00 1153.00 +4.00 169 709 +35
Sep12 111129 1145.50 1145.50 1141.00 1145.50 +4.50 239 509 +87
Nov12 111129 1138.00 1153.75 1130.00 1141.00 +5.00 3,645 49,240 +87
Total Volume and Open Interest 114,752 517,072 +1,333
Soybean Meal(CBOT)
Dec11 111129 287.00 289.70 284.80 286.10 -1.70 23,955 25,204 -5,031
Jan12 111129 288.70 291.70 286.50 288.00 -1.20 22,870 63,271 +2,507
Mar12 111129 290.90 300.00 288.90 290.50 -1.10 6,465 39,438 +734
May12 111129 294.30 297.20 291.70 293.30 -1.30 3,015 28,536 +83
Jul12 111129 298.00 301.00 295.50 297.10 -1.30 3,235 24,333 +539
Aug12 111129 299.50 302.10 297.30 298.20 -1.30 91 4,476 +19
Sep12 111129 299.80 302.50 297.50 298.50 -1.30 255 4,852 +81
Oct12 111129 294.30 299.60 294.30 295.50 -1.30 84 3,217 +50
Total Volume and Open Interest 61,555 213,061 -436
Soybean Oil(CBOT)
Dec11 111129 48.93 49.73 48.45 49.18 +0.27 38,130 43,477 -905
Jan12 111129 49.16 49.99 48.68 49.43 +0.28 42,701 116,773 +7,297
Mar12 111129 49.58 50.43 49.11 49.86 +0.28 16,215 73,475 +2,136
May12 111129 49.92 50.76 49.45 50.19 +0.29 7,093 39,642 +553
Jul12 111129 49.78 50.99 49.76 50.45 +0.31 4,746 30,281 +747
Aug12 111129 50.50 51.00 50.50 50.50 +0.30 636 3,677 +141
Sep12 111129 50.54 51.00 50.52 50.53 +0.31 421 4,675 +196
Oct12 111129 50.35 50.70 50.35 50.35 +0.33 219 4,425 +69
Total Volume and Open Interest 111,140 331,463 +10,419
Canola(WCE)
Jan12 111129 504.0 510.8 503.1 507.2 +3.8 7,263 78,384 -944
Mar12 111129 507.9 512.5 506.0 509.0 +2.6 3,873 39,652 -319
May12 111129 506.2 513.4 506.2 509.2 +1.8 2,005 14,854 -512
Jul12 111129 509.9 516.7 509.3 510.6 +0.8 1,374 10,401 +69
Nov12 111129 486.0 492.0 486.0 487.6 +1.0 1,017 13,366 +694
Total Volume and Open Interest 15,566 156,851 -978
Corn(CBOT)
Dec11 111129 591.75 605.50 588.25 598.00 +6.25 103,202 203,945 -13,377
Mar12 111129 598.25 612.50 595.00 605.50 +7.00 100,716 520,287 +6,372
May12 111129 605.50 619.25 601.75 612.50 +7.00 17,076 143,596 +911
Jul12 111129 609.25 623.00 605.25 615.75 +6.75 13,176 138,022 +828
Sep12 111129 566.00 577.50 564.50 572.75 +6.75 1,043 35,484 +93
Dec12 111129 546.00 556.50 543.75 550.00 +4.50 10,233 174,025 +2,775
Total Volume and Open Interest 246,827 1,268,774 -1,609
Wheat(CBOT)
Dec11 111129 574.75 599.25 572.50 594.50 +19.75 20,635 37,609 -16,651
Mar12 111129 591.50 619.00 591.25 616.00 +23.00 27,607 175,944 +5,582
May12 111129 609.75 635.25 607.75 631.75 +21.50 4,479 57,396 -724
Jul12 111129 621.50 647.00 620.75 643.75 +21.50 2,273 63,009 +145
Sep12 111129 640.75 663.50 639.75 661.25 +20.50 337 13,189 +97
Total Volume and Open Interest 56,295 390,499 -11,470
Wheat(KCBT)
Dec11 111129 641.50 660.00 640.00 656.00 +14.75 5,145 13,908 -3,603
Mar12 111129 653.00 673.00 650.75 670.00 +17.50 6,906 69,861 +1,266
May12 111129 660.00 681.00 660.00 678.75 +18.75 592 12,671 +116
Jul12 111129 666.50 688.25 666.00 687.00 +19.75 933 34,985 +287
Sep12 111129 682.50 701.00 680.00 701.00 +19.25 177 5,726 +107
Total Volume and Open Interest 13,831 142,768 -1,794
Wheat(MGE)
Dec11 111129 827.75 842.00 825.00 838.75 +7.75 1,278 2,821 -184
Mar12 111129 814.75 840.00 812.75 833.50 +18.00 1,601 18,765 +71
May12 111129 796.00 820.50 796.00 814.50 +17.75 387 6,897 +54
Jul12 111129 790.00 813.50 790.00 808.25 +19.75 304 8,349 +174
Sep12 111129 771.50 792.75 771.50 792.00 +21.50 200 3,439 +82
Total Volume and Open Interest 3,846 43,464 +223
Oats(CBOT)
Dec11 111129 297.25 317.50 297.25 317.50 +20.50 421 3,236 -142
Mar12 111129 294.25 307.50 293.75 307.50 +13.50 686 11,454 +145
May12 111129 298.25 309.50 298.25 309.50 +11.00 131 1,256 +1
Jul12 111129 302.25 313.25 301.00 313.25 +10.25 0 50 +0
Total Volume and Open Interest 1,239 16,148 +5
Rough Rice(CBOT)
Jan12 111129 14.14 14.42 14.09 14.37 +0.22 986 11,640 -169
Mar12 111129 14.47 14.69 14.38 14.66 +0.22 364 5,140 +195
May12 111129 14.78 14.94 14.72 14.94 +0.20 4 577 -3
Jul12 111129 14.91 15.19 14.91 15.19 +0.18 0 594 +0
Total Volume and Open Interest 1,354 18,132 +23
Live Cattle(CME)
Dec11 111129 121.000 121.350 120.430 120.580 -0.370 9,714 44,752 -2,409
Feb12 111129 122.385 122.885 122.135 122.450 -0.100 14,344 126,141 +995
Apr12 111129 125.900 126.150 125.285 125.450 -0.450 4,270 83,433 -627
Jun12 111129 124.400 124.930 124.100 124.285 -0.215 3,189 45,239 +809
Aug12 111129 124.750 125.000 124.330 124.650 -0.330 397 9,430 +35
Oct12 111129 127.500 127.650 127.035 127.385 -0.315 125 5,597 +26
Total Volume and Open Interest 32,108 319,239 -1,168
Feeder Cattle(CME)
Jan12 111129 145.035 145.380 144.550 144.825 +0.090 2,423 15,814 -551
Mar12 111129 147.685 147.785 146.825 147.250 -0.100 623 6,458 +89
Apr12 111129 148.685 148.900 148.100 148.450 -0.250 115 2,802 +52
May12 111129 149.100 149.325 148.685 149.035 -0.165 41 2,882 +5
Aug12 111129 150.600 150.650 150.100 150.600 -0.135 43 3,235 -6
Sep12 111129 150.650 151.000 150.600 151.000 unch 13 436 +6
Oct12 111129 150.950 151.500 150.950 151.500 unch 0 99 +0
Total Volume and Open Interest 3,258 31,729 -405
Lean Hogs(CME)
Dec11 111129 87.700 88.080 87.400 88.000 +0.450 4,548 24,921 -1,094
Feb12 111129 90.730 91.500 90.330 91.200 +0.620 11,638 92,339 +2,034
Apr12 111129 92.800 93.580 92.650 93.200 +0.220 3,644 62,332 +903
May12 111129 98.050 99.250 98.000 98.980 -0.120 45 2,291 +10
Jun12 111129 99.135 100.350 99.035 100.180 +0.895 2,528 42,438 +437
Jul12 111129 97.900 99.050 97.900 99.035 +0.835 215 10,187 +60
Aug12 111129 97.150 97.900 96.885 97.885 +0.735 483 13,870 +182
Oct12 111129 85.400 86.400 85.400 86.250 +0.600 299 7,476 +141
Total Volume and Open Interest 23,586 259,041 +2,826
Class III Milk(CME)
Nov11 111129 19.08 19.11 19.08 19.11 unch 0 5,749 -3
Dec11 111129 18.78 18.87 18.63 18.80 +0.03 0 5,948 -3
Jan12 111129 17.50 17.58 17.35 17.52 +0.02 0 4,598 +0
Feb12 111129 16.90 17.05 16.90 17.02 +0.12 0 3,171 +0
Mar12 111129 16.85 16.95 16.84 16.87 +0.05 0 2,769 +2
Total Volume and Open Interest 0 35,156 -4
Cocoa(ICE)
Dec11 111129 2177 2177 2177 2177 -44 1 164 -10
Mar12 111129 2356 2366 2287 2320 -44 4,566 80,303 +914
May12 111129 2372 2372 2303 2332 -42 492 29,581 +63
Jul12 111129 2382 2387 2323 2346 -43 252 14,508 +41
Sep12 111129 2391 2391 2333 2354 -43 250 12,400 +88
Dec12 111129 2400 2404 2340 2366 -45 44 12,876 +35
Mar13 111129 2411 2411 2371 2378 -44 261 4,112 +248
Total Volume and Open Interest 5,881 156,828 +1,392
Coffee "C"(ICE)
Dec11 111129 226.00 228.50 224.20 225.25 +0.55 107 345 -76
Mar12 111129 228.50 232.05 227.30 227.55 -0.25 5,356 57,492 +432
May12 111129 231.50 233.95 229.60 229.85 -0.25 1,015 20,343 -369
Jul12 111129 231.75 235.70 231.50 231.80 -0.15 760 6,856 +81
Sep12 111129 233.15 236.25 232.45 232.80 +0.10 173 5,665 -2
Dec12 111129 233.30 236.25 233.30 233.80 +0.50 72 6,519 +0
Total Volume and Open Interest 7,518 98,319 +47
Orange Juice(ICE)
Jan12 111129 180.05 180.50 175.60 176.45 -2.60 327 20,538 +138
Mar12 111129 174.95 175.30 171.75 172.60 -1.75 56 5,374 +14
May12 111129 172.40 172.40 170.75 171.50 -1.35 1 1,702 +0
Jul12 111129 171.25 171.25 171.25 171.25 -1.70 0 439 +0
Sep12 111129 170.65 170.65 170.65 170.65 -1.70 0 53 +0
Nov12 111129 170.30 170.30 170.30 170.30 -1.70 0 8 +0
Total Volume and Open Interest 384 28,120 +152
Sugar #11(ICE)
Mar12 111129 23.15 23.64 22.89 23.49 +0.37 28,066 211,388 +3,400
May12 111129 22.90 23.20 22.54 23.06 +0.26 10,354 83,016 -2,022
Jul12 111129 22.54 22.82 22.27 22.70 +0.16 5,635 86,561 +645
Oct12 111129 22.61 22.95 22.40 22.80 +0.18 2,927 46,167 +542
Mar13 111129 22.87 23.30 22.86 23.14 +0.15 718 31,580 +90
Total Volume and Open Interest 48,635 499,465 +3,168
London Cocoa(LCE)
Dec11 111129 1484 1490 1449 1460 -28 1,658 66,617 -623
Mar12 111129 1508 1516 1473 1483 -33 4,787 65,081 +1,218
May12 111129 1530 1532 1490 1499 -33 1,609 20,796 +400
Jul12 111129 1539 1548 1506 1514 -34 645 23,808 -5
Sep12 111129 1550 1556 1519 1527 -32 404 16,564 +76
Dec12 111129 1562 1567 1537 1540 -30 255 12,571 +46
Mar13 111129 1578 1578 1550 1553 -27 339 7,463 +75
Total Volume and Open Interest 9,719 215,414 +1,209
London Sugar(LCE)
Mar12 111129 598.50 607.80 594.00 604.20 +3.10 1,590 23,939 +0
May12 111129 590.20 599.40 587.40 596.70 +3.00 688 6,856 -201
Aug12 111129 587.00 594.80 583.30 592.80 +3.30 658 8,217 +105
Oct12 111129 587.00 595.90 585.30 594.40 +3.50 386 3,415 +57
Dec12 111129 592.00 600.90 590.20 599.10 +3.30 46 1,233 +5
Total Volume and Open Interest 3,368 44,574 -34
Cotton(ICE)
Dec11 111129 91.24 92.73 88.39 92.69 +1.39 44 555 -47
Mar12 111129 91.34 92.94 88.50 92.75 +1.40 6,473 91,870 +440
May12 111129 90.25 91.88 87.80 91.78 +1.33 994 17,848 -287
Jul12 111129 89.88 91.16 87.54 90.96 +0.92 676 18,055 -72
Oct12 111129 89.00 90.93 88.73 90.93 +0.50 1 85 +0
Dec12 111129 87.73 89.26 86.17 89.03 +0.89 157 7,317 +120
Total Volume and Open Interest 8,349 137,009 +151
Lumber(CME)
Jan12 111129 231.7 232.6 223.0 223.0 -8.6 290 6,486 +61
Mar12 111129 250.9 250.9 241.9 241.9 -10.0 65 2,319 +16
May12 111129 260.9 260.9 255.2 255.6 -8.4 0 445 +0
Jul12 111129 271.0 271.0 265.0 265.0 -7.0 0 267 +0
Total Volume and Open Interest 355 9,632 +77
Crude Oil(NYM)
Jan12 111129 97.75 100.15 97.23 99.79 +1.58 185,841 326,170 -2,525
Feb12 111129 97.84 100.20 97.39 99.88 +1.55 40,697 94,322 +2,215
Mar12 111129 98.05 100.25 97.54 99.95 +1.52 28,180 102,793 +2,873
Apr12 111129 98.33 100.05 97.67 99.91 +1.46 10,794 42,260 +1,304
May12 111129 98.29 99.79 97.78 99.76 +1.39 7,753 37,600 +357
Jun12 111129 97.50 99.73 97.47 99.48 +1.30 15,669 78,451 +68
Jul12 111129 97.64 99.34 97.44 99.11 +1.19 3,659 34,314 -457
Aug12 111129 98.50 98.84 98.25 98.69 +1.09 2,825 24,124 +178
Sep12 111129 97.68 98.33 97.68 98.27 +0.98 2,803 28,756 -3
Oct12 111129 97.13 98.20 97.13 97.86 +0.87 1,983 26,379 +26
Nov12 111129 97.62 97.62 97.39 97.50 +0.76 1,702 26,753 +82
Dec12 111129 95.79 97.58 95.68 97.14 +0.66 10,230 164,562 +163
Jan13 111129 96.21 97.00 96.21 96.68 +0.58 138 28,944 -23
Feb13 111129 96.19 96.19 96.19 96.19 +0.50 71 11,108 -2
Mar13 111129 95.71 95.71 95.71 95.71 +0.44 1 10,159 +1
Apr13 111129 95.25 95.25 95.25 95.25 +0.37 1 5,530 +1
Total Volume and Open Interest 316,448 1,292,989 +3,910
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 111129 97.700 100.150 97.225 99.800 +1.600 7,770 1,965 +197
Feb12 111129 98.025 100.225 97.400 99.875 +1.550 191 339 -4
Mar12 111129 97.950 100.200 97.775 99.950 +1.525 58 190 +2
Apr12 111129 99.200 99.900 99.150 99.900 +1.450 0 22 +0
May12 111129 99.750 99.750 99.750 99.750 +1.375 0 8 +0
Jun12 111129 99.575 99.575 99.475 99.475 +1.300 0 14 +0
Jul12 111129 99.100 99.100 99.100 99.100 +1.175 0 4 +0
Aug12 111129 98.700 98.700 98.700 98.700 +1.100 0 5 +0
Total Volume and Open Interest 8,019 2,768 +195
Heating Oil(NYM)
Dec11 111129 296.30 303.44 296.21 302.11 +5.12 16,511 28,388 -3,447
Jan12 111129 297.40 304.64 297.10 303.36 +5.09 31,753 83,838 -317
Feb12 111129 298.05 304.84 297.72 303.70 +5.20 10,364 36,782 -896
Mar12 111129 296.54 303.94 296.48 302.83 +5.18 4,748 27,815 +372
Apr12 111129 294.66 301.05 294.66 300.16 +4.95 1,380 16,320 -57
May12 111129 292.55 297.62 292.55 297.24 +4.67 978 13,213 +172
Jun12 111129 290.10 296.59 290.10 295.33 +4.38 1,142 31,385 +75
Jul12 111129 294.35 294.84 294.35 294.84 +4.22 95 8,223 -24
Aug12 111129 294.77 294.79 294.33 294.79 +4.12 124 4,275 -46
Sep12 111129 295.22 296.10 294.91 295.32 +4.05 147 5,202 +59
Oct12 111129 295.64 296.09 295.55 296.09 +4.07 65 2,381 +1
Nov12 111129 296.36 296.85 296.36 296.85 +4.08 111 1,535 -12
Total Volume and Open Interest 68,251 279,506 -4,110
Gasoline(NYMEX)
Dec11 111129 250.75 256.45 250.50 253.91 +2.10 10,628 22,927 -4,399
Jan12 111129 250.80 256.42 250.40 253.98 +2.21 26,806 84,251 -1,963
Feb12 111129 252.16 257.77 251.84 255.68 +2.58 7,818 28,826 +14
Mar12 111129 253.56 259.56 253.49 257.69 +2.79 4,216 29,022 +547
Apr12 111129 268.07 273.78 268.07 272.33 +3.11 1,556 23,538 -30
May12 111129 271.01 273.58 270.87 272.29 +3.07 1,309 17,677 +151
Jun12 111129 265.74 271.39 265.74 270.39 +3.12 1,360 26,030 +168
Jul12 111129 267.40 268.10 267.33 267.88 +3.03 398 7,437 +145
Aug12 111129 265.23 265.23 265.23 265.23 +2.96 144 8,159 +1
Sep12 111129 262.43 262.43 262.43 262.43 +2.86 68 6,571 +39
Total Volume and Open Interest 54,589 276,285 -5,191
e-miNY RBOB Gasoline(NYM)
Dec11 111129 253.90 253.91 253.90 253.90 +2.10      
Jan12 111129 254.00 254.00 253.98 254.00 +2.20 0 1 +0
Feb12 111129 255.70 255.70 255.68 255.70 +2.60 0 1 +0
Mar12 111129 257.70 257.70 257.69 257.70 +2.80      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111129 3.552 3.640 3.525 3.633 +0.108 54,634 304,117 +1,211
Feb12 111129 3.578 3.658 3.552 3.653 +0.098 10,764 94,670 +1,376
Mar12 111129 3.584 3.658 3.555 3.653 +0.093 11,297 125,130 +3,359
Apr12 111129 3.615 3.686 3.590 3.681 +0.084 4,961 98,538 +19
May12 111129 3.679 3.726 3.635 3.721 +0.079 1,782 43,736 +183
Jun12 111129 3.709 3.766 3.709 3.764 +0.075 1,080 21,240 +40
Jul12 111129 3.749 3.818 3.736 3.815 +0.073 610 18,751 +15
Aug12 111129 3.808 3.848 3.799 3.843 +0.072 440 15,900 -24
Sep12 111129 3.767 3.845 3.767 3.844 +0.072 378 13,967 +81
Oct12 111129 3.819 3.883 3.801 3.879 +0.072 2,928 56,184 +259
Nov12 111129 4.001 4.019 3.973 4.018 +0.071 502 22,768 +9
Dec12 111129 4.240 4.296 4.240 4.296 +0.071 813 24,102 -8
Jan13 111129 4.359 4.432 4.359 4.429 +0.070 2,069 29,093 -122
Feb13 111129 4.340 4.414 4.340 4.414 +0.070 137 6,378 +59
Mar13 111129 4.332 4.366 4.325 4.361 +0.070 68 14,101 +38
Apr13 111129 4.242 4.271 4.231 4.264 +0.067 137 23,148 -17
Total Volume and Open Interest 107,340 976,038 +953
Brent Crude Oil(ICE)
Jan12 111129 108.52 111.00 108.39 110.82 +1.82 128,579 174,937 +3,353
Feb12 111129 107.52 110.00 107.41 109.86 +1.84 67,652 147,374 -1,132
Mar12 111129 106.67 109.16 106.57 109.04 +1.85 37,050 85,891 +1,062
Apr12 111129 106.09 108.57 105.97 108.43 +1.81 16,796 36,895 -637
May12 111129 105.63 108.08 105.63 107.90 +1.70 10,191 24,175 +1,157
Jun12 111129 105.29 107.61 105.29 107.42 +1.58 16,672 69,573 -262
Jul12 111129 104.97 107.15 104.97 106.98 +1.46 3,085 20,126 +220
Aug12 111129 104.61 106.65 104.61 106.53 +1.38 2,663 25,615 +387
Sep12 111129 104.18 106.18 104.18 106.01 +1.30 2,960 29,696 +282
Oct12 111129 105.53 105.53 105.53 105.53 +1.21 1,898 13,066 +120
Nov12 111129 104.45 105.08 104.45 105.08 +1.12 1,569 17,919 +301
Dec12 111129 103.09 105.30 103.05 104.61 +1.03 11,168 102,113 +1,081
Jan13 111129 104.18 104.18 104.18 104.18 +0.94 280 9,851 -35
Feb13 111129 103.71 103.71 103.71 103.71 +0.85 57 6,012 +44
Total Volume and Open Interest 305,010 918,750 +6,793
Gas Oil(ICE)
Dec11 111129 946.75 966.00 946.50 962.00 +12.00 33,472 117,813 -4,115
Jan12 111129 935.75 957.00 935.75 952.50 +12.50 49,588 107,969 -966
Feb12 111129 930.50 950.50 930.50 946.00 +13.00 18,926 45,080 -1,702
Mar12 111129 927.75 944.75 926.00 940.25 +13.00 10,043 41,849 +1,842
Apr12 111129 920.00 938.50 920.00 934.75 +12.75 5,452 21,965 -72
May12 111129 915.75 934.25 915.75 930.25 +12.25 3,973 26,731 -192
Jun12 111129 913.75 932.50 913.50 927.75 +11.75 6,737 49,501 -428
Jul12 111129 914.50 932.00 914.25 928.00 +11.50 1,110 18,063 +91
Aug12 111129 914.50 931.75 914.25 928.00 +11.25 708 12,281 +160
Sep12 111129 914.00 930.75 913.50 927.00 +10.75 681 12,490 -68
Total Volume and Open Interest 134,873 544,715 -5,401
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111129 2.490 2.510 2.476 2.485 +0.007 18 495 +7
Jan12 111129 2.273 2.276 2.240 2.266 +0.020 45 1,446 +16
Feb12 111129 2.189 2.205 2.180 2.197 +0.026 46 1,093 +15
Mar12 111129 2.179 2.210 2.179 2.208 +0.029 21 1,464 +4
Apr12 111129 2.196 2.208 2.196 2.208 +0.030 4 682 -2
May12 111129 2.200 2.214 2.200 2.213 +0.019 2 805 +1
Jun12 111129 2.220 2.220 2.216 2.218 +0.022 3 626 +0
Total Volume and Open Interest 196 10,543 +63
WTI Crude Oil(ICE)
Jan12 111129 97.64 100.14 97.25 99.79 +1.58 33,255 69,875 +2,329
Feb12 111129 97.77 100.20 97.51 99.88 +1.55 11,261 46,538 +1,601
Mar12 111129 98.18 100.23 97.70 99.95 +1.52 8,704 35,379 +358
Apr12 111129 98.26 99.98 98.26 99.91 +1.46 3,178 18,846 +87
May12 111129 97.79 99.83 97.79 99.76 +1.39 2,158 9,829 -5
Jun12 111129 97.79 99.65 97.57 99.48 +1.30 5,095 43,792 -476
Jul12 111129 97.98 99.12 97.98 99.11 +1.19 1,140 8,804 -144
Aug12 111129 98.02 98.72 97.92 98.69 +1.09 650 6,245 +26
Sep12 111129 97.35 98.34 97.35 98.27 +0.98 886 11,705 -23
Oct12 111129 97.86 97.86 97.86 97.86 +0.87 479 5,273 +58
Nov12 111129 97.50 97.50 97.50 97.50 +0.76 433 4,455 -7
Dec12 111129 97.24 97.59 96.39 97.14 +0.66 2,838 61,928 +176
Jan13 111129 96.68 96.68 96.68 96.68 +0.58 9 3,147 +0
Feb13 111129 96.19 96.19 96.19 96.19 +0.50 0 640 +0
Mar13 111129 95.71 95.71 95.71 95.71 +0.44 0 1,564 +0
Apr13 111129 95.25 95.25 95.25 95.25 +0.37 0 389 +0
Total Volume and Open Interest 71,224 418,231 +4,060
US Dollar Index(ICE)
Dec11 111129 79.460 79.530 78.695 79.150 -0.285 14,688 55,844 -581
Mar12 111129 79.875 79.875 79.100 79.530 -0.285 41 735 +3
Jun12 111129 79.940 79.940 79.940 79.940 -0.305      
Total Volume and Open Interest 14,729 56,579 -578
Australian Dollar(CME)
Dec11 111129 98.76 100.55 98.40 100.01 +1.39 117,141 135,398 +1,392
Mar12 111129 97.77 99.50 97.57 99.05 +1.37 260 1,017 +34
Jun12 111129 98.33 98.33 97.01 98.33 +1.32 0 37 +0
Total Volume and Open Interest 117,401 136,579 +1,426
British Pound(CME)
Dec11 111129 155.03 156.56 154.67 156.02 +1.12 83,526 184,251 +4,356
Mar12 111129 154.80 156.33 154.52 155.89 +1.12 378 606 +121
Jun12 111129 155.79 155.79 154.67 155.79 +1.12 53 7 +4
Total Volume and Open Interest 83,957 184,869 +4,481
Canadian Dollar(CME)
Dec11 111129 96.57 97.42 96.44 97.02 +0.59 63,274 127,061 +248
Mar12 111129 96.48 97.22 96.26 96.84 +0.58 1,654 6,574 +789
Jun12 111129 96.75 97.00 96.17 96.73 +0.56 681 1,769 +382
Sep12 111129 96.66 96.66 96.08 96.66 +0.58 98 803 +29
Total Volume and Open Interest 65,719 136,376 +1,454
Japanese Yen(CME)
Dec11 111129 128.23 128.87 127.78 128.38 +0.11 105,250 164,729 +9,022
Mar12 111129 128.48 129.20 128.12 128.71 +0.10 568 1,093 +26
Jun12 111129 129.10 129.10 128.98 129.05 +0.07 3 29 +3
Total Volume and Open Interest 105,821 165,856 +9,051
Swiss Franc(CME)
Dec11 111129 108.37 109.46 108.21 108.71 +0.39 29,977 35,982 +3,088
Mar12 111129 108.54 109.69 108.54 109.03 +0.41 150 680 +19
Jun12 111129 109.36 109.36 108.91 109.36 +0.45 0 5 +0
Total Volume and Open Interest 30,127 36,672 +3,107
EuroFX(CME)
Dec11 111129 133.12 134.44 132.86 133.30 +0.27 305,688 265,046 +4,218
Mar12 111129 133.42 134.64 133.11 133.54 +0.29 3,392 9,148 +778
Jun12 111129 133.50 134.00 133.41 133.75 +0.34 4 986 -2
Total Volume and Open Interest 309,084 275,198 +4,994
Mexican Peso(CME)
Dec11 111129 712.5 726.8 710.2 715.5 +5.2 28,662 74,843 +1,604
Jan12 111129 714.0 714.0 708.8 714.0 +5.2 0 95 +0
Total Volume and Open Interest 31,492 118,351 +3,622
Brazilian Real(CME)
Dec11 111129 543.30 543.30 540.15 541.75 +4.35 410 4,138 -57
Jan12 111129 538.50 538.50 538.50 538.50 +4.35 50 10,199 +50
Feb12 111129 535.20 535.20 535.20 535.20 +4.35      
Mar12 111129 530.10 531.95 530.10 531.95 +4.35 348 1,775 +304
Total Volume and Open Interest 808 31,443 +297
30-Year T-Bonds(CBOT)
Dec11 111129 143~210 143~290 142~150 143~090 -0~230 331,033 362,729 -99,432
Mar12 111129 143~150 143~250 142~090 143~040 -0~230 171,252 281,271 +84,626
Jun12 111129 141~210 142~120 141~210 141~210 -0~230 0 6 +0
Total Volume and Open Interest 502,285 644,006 -14,806
10-Year T-Notes(CBOT)
Dec11 111129 130~190 130~220 130~015 130~150 -0~080 933,243 1,077,187 -106,280
Mar12 111129 129~290 129~310 129~100 129~235 -0~090 372,049 556,752 +167,949
Jun12 111129 128~235 128~235 128~235 128~235 -0~090      
Total Volume and Open Interest 1,305,292 1,633,939 +61,669
5-Year T-Notes(CBOT)
Dec11 111129 123~012 123~036 122~109 123~010 -0~010 525,634 953,606 -58,292
Mar12 111129 122~100 122~105 122~065 122~094 -0~013 262,639 401,919 +117,689
Jun12 111129 121~118 122~003 121~118 121~118 -0~013      
Total Volume and Open Interest 788,273 1,355,525 +59,397
2 Year T-Notes(CBOT)
Dec11 111129 110~025 110~027 110~022 110~024 -0~002 218,266 487,237 -105,609
Mar12 111129 110~033 110~034 110~030 110~032 -0~001 163,741 248,383 +90,106
Jun12 111129 110~000 110~001 110~000 110~000 -0~001      
Total Volume and Open Interest 382,007 735,620 -15,503
Eurodollars(CME)
Dec11 111129 99.385 99.410 99.380 99.395 +0.010 143,961 1,066,355 -4,051
Mar12 111129 99.210 99.255 99.205 99.240 +0.035 153,330 976,325 -699
Jun12 111129 99.165 99.210 99.165 99.195 +0.035 102,307 1,152,509 -120
Sep12 111129 99.160 99.205 99.150 99.190 +0.035 73,893 763,416 -76
Dec12 111129 99.165 99.210 99.155 99.195 +0.035 63,991 797,187 +2,324
Mar13 111129 99.165 99.210 99.155 99.200 +0.035 66,873 815,769 -9,711
Jun13 111129 99.150 99.195 99.135 99.185 +0.035 43,602 564,552 +1,502
Sep13 111129 99.105 99.155 99.095 99.145 +0.030 52,273 457,067 -1,386
Dec13 111129 99.030 99.075 99.010 99.060 +0.025 42,666 465,157 -4,557
Mar14 111129 98.920 98.965 98.905 98.950 +0.015 39,174 340,531 +2,924
Jun14 111129 98.775 98.810 98.750 98.795 +0.005 26,445 286,388 +971
Sep14 111129 98.605 98.645 98.575 98.625 -0.005 23,286 189,069 +3,034
Dec14 111129 98.430 98.465 98.390 98.445 -0.015 19,581 173,735 +2,186
Mar15 111129 98.260 98.305 98.215 98.285 -0.015 11,359 119,956 +1,161
Jun15 111129 6.365 6.400 6.305 6.375 -0.015 10,636 111,310 +723
Sep15 111129 6.185 6.235 6.130 6.210 -0.010 8,358 79,534 -308
Dec15 111129 6.015 6.065 5.950 6.040 -0.005 5,551 47,396 +753
Mar16 111129 5.875 5.925 5.800 5.900 unch 6,940 46,748 -324
Total Volume and Open Interest 905,489 8,650,662 -4,884
30 Day Federal Funds(CBOT)
Nov11 111129 99.920 99.920 99.918 99.918 unch 2,346 64,492 -1,211
Dec11 111129 99.910 99.915 99.905 99.910 +0.005 6,947 69,573 +4,202
Jan12 111129 99.885 99.895 99.885 99.885 unch 2,395 59,788 -135
Feb12 111129 99.880 99.890 99.875 99.880 unch 3,079 48,507 +1,097
Mar12 111129 99.875 99.880 99.870 99.875 +0.005 2,014 30,706 -138
Apr12 111129 99.870 99.880 99.870 99.875 +0.005 1,731 36,261 -2
Total Volume and Open Interest 26,638 603,712 +3,319
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111129 99.665 99.665 99.665 99.665 unch 0 327 +0
Mar12 111129 99.655 99.655 99.655 99.655 -0.003 0 300 +0
Jun12 111129 99.658 99.658 99.658 99.658 -0.003      
Sep12 111129 99.655 99.655 99.655 99.655 -0.003      
Dec12 111129 99.660 99.660 99.660 99.660 unch      
Mar13 111129 99.650 99.650 99.650 99.650 unch      
Jun13 111129 99.605 99.605 99.605 99.605 unch      
Sep13 111129 99.465 99.465 99.465 99.465 unch      
Dec13 111129 99.325 99.325 99.325 99.325 unch      
Mar14 111129 99.185 99.185 99.185 99.185 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111129 99.67 99.67 99.67 99.67 unch 0 3,632 -800
Mar12 111129 99.65 99.65 99.65 99.65 0.00 0 1,937 +0
Jun12 111129 99.66 99.66 99.66 99.66 0.00 0 1,490 +20
Sep12 111129 99.65 99.65 99.65 99.65 0.00 0 711 +0
Dec12 111129 99.66 99.66 99.66 99.66 unch 0 171 +0
Mar13 111129 99.65 99.65 99.65 99.65 unch 0 101 +0
Jun13 111129 99.61 99.61 99.61 99.61 unch 0 156 +0
Sep13 111129 99.46 99.46 99.46 99.46 unch      
Total Volume and Open Interest 0 8,201 -780
Japanese Gov't Bonds(SGX)
Dec11 111129 141.62 141.95 141.58 141.74 +0.02 8,183 21,180 -2,255
Mar12 111129 140.90 141.11 140.90 141.11 +0.01 20 80 +17
Jun12 111129 139.02 139.02 139.02 139.02 +0.01      
Total Volume and Open Interest 8,203 21,263 -2,238
Euro-Bund(EUREX)
Dec11 111129 133.94 134.37 132.99 133.39 -0.49 561,242 910,787 -1,485
Mar12 111129 133.81 134.35 132.87 133.28 -0.53 14,678 48,952 +4,880
Jun12 111129 133.24 133.24 133.24 133.24 -0.44 2 19 +1
Total Volume and Open Interest 575,922 959,758 +3,396
Euro-Bobl(EUREX)
Dec11 111129 122.02 122.20 121.61 121.85 -0.15 339,092 720,528 -1,555
Mar12 111129 122.21 122.31 121.66 121.89 -0.23 18,733 35,877 +7,253
Jun12 111129 122.00 122.00 122.00 122.00 -0.15      
Total Volume and Open Interest 357,825 756,405 +5,698
3-Mth Euribor(EUREX)
Dec11 111129 98.630 98.675 98.630 98.670 +0.045 2 1,546 +0
Mar12 111129 98.865 98.865 98.865 98.865 +0.065 0 2,247 +0
Jun12 111129 98.895 98.895 98.895 98.895 +0.065 0 1,232 +0
Total Volume and Open Interest 2 8,470 +0
Long Gilt(LIFFE)
Dec11 111129 130~21 131~04 130~17 130~20 +0~09 230,399 89,231 -77,060
Mar12 111129 114~08 114~17 113~29 114~06 +0~11 152,438 242,654 +72,073
Total Volume and Open Interest 382,837 331,885 -4,987
3-Mth Short Sterling(LIFFE)
Dec11 111129 98.90 98.93 98.90 98.92 +0.02 16,071 331,726 -5,264
Mar12 111129 98.82 98.86 98.82 98.85 +0.03 21,983 335,689 -2,539
Jun12 111129 98.80 98.84 98.80 98.82 +0.02 29,179 196,559 -2,840
Sep12 111129 98.79 98.82 98.77 98.80 +0.02 23,452 207,978 +2,984
Dec12 111129 98.75 98.79 98.73 98.76 +0.02 25,869 188,274 -319
Mar13 111129 98.75 98.77 98.72 98.74 +0.02 21,032 198,675 -1,541
Total Volume and Open Interest 234,412 1,978,314 -6,287
3-Mth Euribor(LIFFE)
Dec11 111129 98.635 98.700 98.625 98.670 +0.045 97,826 650,210 -12,079
Mar12 111129 98.805 98.915 98.795 98.865 +0.065 107,267 526,180 -4,691
Jun12 111129 98.835 98.950 98.820 98.895 +0.065 66,180 377,130 +3,175
Total Volume and Open Interest 538,182 3,346,053 -9,884
3-Mth Aus T-Bills(SFE)
Dec11 111129 95.51 95.52 95.49 95.51 -0.01 22,405 181,156 -15,340
Mar12 111129 96.43 96.44 96.36 96.36 -0.08 17,097 206,178 +1,134
Jun12 111129 96.72 96.73 96.64 96.65 -0.08 11,916 157,548 +1,325
Sep12 111129 96.72 96.73 96.63 96.65 -0.08 5,202 99,340 +2,392
Dec12 111129 96.59 96.59 96.47 96.49 -0.09 3,401 61,150 +1,135
Mar13 111129 96.37 96.37 96.30 96.31 -0.09 1,568 51,390 +599
Jun13 111129 96.12 96.19 96.12 96.14 -0.09 539 41,577 +242
Sep13 111129 96.08 96.08 95.98 96.01 -0.10 1,546 19,933 -328
Dec13 111129 95.96 95.96 95.89 95.90 -0.08 401 3,907 +252
Mar14 111129 95.81 95.81 95.81 95.81 -0.07 0 591 +0
Total Volume and Open Interest 64,075 822,827 -8,589
10-Year Aus T-Bonds(SFE)
Dec11 111129 96.08 96.09 95.99 96.00 -0.09 41,129 354,135 -16,447
Mar12 111129 96.01 96.01 96.01 96.01 -0.08      
Total Volume and Open Interest 41,129 354,135 -16,447
3-Year Aus T-Bonds(SFE)
Dec11 111129 96.92 96.93 96.84 96.86 -0.07 108,383 574,239 +8,893
Mar12 111129 96.96 96.96 96.96 96.96 +0.03      
Total Volume and Open Interest 108,383 574,239 +8,893
Gold(CMX)
Dec11 111129 1711.3 1718.4 1704.0 1713.4 +2.6 139,442 97,458 -23,165
Feb12 111129 1715.3 1724.1 1707.2 1718.9 +4.4 64,868 186,848 +16,189
Apr12 111129 1716.4 1726.9 1710.8 1721.8 +4.1 4,518 30,050 +1,226
Jun12 111129 1722.0 1729.1 1713.8 1724.2 +3.9 1,061 21,280 +188
Aug12 111129 1719.4 1730.7 1719.4 1726.5 +3.9 1,206 13,029 +892
Oct12 111129 1727.0 1730.4 1722.7 1729.3 +3.9 283 7,809 +215
Dec12 111129 1732.0 1734.8 1725.8 1732.2 +3.9 534 20,420 +301
Feb13 111129 1735.2 1735.2 1735.2 1735.2 +3.9 172 3,296 -147
Apr13 111129 1738.2 1738.2 1738.2 1738.2 +3.9 30 794 +25
Jun13 111129 1742.1 1742.1 1742.1 1742.1 +3.6 0 11,246 +0
Aug13 111129 1745.9 1745.9 1745.9 1745.9 +3.5 0 45 +0
Oct13 111129 1749.8 1749.8 1749.8 1749.8        
Silver(CMX)
Dec11 111129 3200.0 3214.5 3144.0 3185.3 -30.8 45,578 14,857 -4,087
Mar12 111129 3212.0 3224.0 3153.0 3195.0 -29.2 26,827 48,835 +3,660
May12 111129 3215.0 3222.5 3169.5 3198.6 -29.2 1,113 5,784 -55
Jul12 111129 3212.0 3218.5 3199.0 3202.1 -29.2 70 2,577 +21
Sep12 111129 3209.5 3209.5 3205.2 3205.2 -29.2 15 1,899 +0
Dec12 111129 3225.5 3229.0 3182.0 3209.1 -29.1 150 13,677 -15
Mar13 111129 3205.8 3205.8 3205.8 3205.8 -28.6 0 1,123 +0
Total Volume and Open Interest 75,182 104,191 -498
Platinum(NYMEX)
Jan12 111129 1546.0 1551.6 1533.4 1540.7 +1.2 6,537 33,572 +466
Apr12 111129 1552.3 1554.8 1540.0 1546.2 +1.9 197 4,744 -7
Jul12 111129 1548.9 1548.9 1542.7 1548.6 +1.6 6 340 +0
Oct12 111129 1552.4 1552.4 1552.4 1552.4 +1.6 0 55 +0
Total Volume and Open Interest 6,750 38,724 +469
Palladium(NYMEX)
Dec11 111129 579.00 587.90 577.00 581.75 +3.40 3,499 4,281 -1,101
Mar12 111129 581.55 590.95 580.20 584.25 +2.70 3,377 15,165 +1,228
Jun12 111129 583.25 590.30 583.25 585.65 +2.75 24 191 +24
Total Volume and Open Interest 6,900 19,637 +151
Copper(CMX)
Dec11 111129 335.40 340.20 333.40 337.60 +1.55 45,743 17,219 -2,603
Mar12 111129 336.50 341.40 334.55 339.05 +1.90 16,344 67,111 +1,348
May12 111129 337.55 342.00 335.80 340.05 +1.85 330 16,644 +20
Jul12 111129 339.90 340.95 339.90 340.80 +1.80 51 6,019 -1
Sep12 111129 341.35 341.35 341.35 341.35 +1.80 44 2,426 +38
Total Volume and Open Interest 63,103 121,344 -1,288
DJIA Index(CBOT)
Dec11 111129 11490 11606 11454 11565 +67 189 16,880 +27
Mar12 111129 11500 11515 11460 11494 +67 0 409 +0
Jun12 111129 11427 11427 11360 11427 +67 0 400 +0
Sep12 111129 11364 11364 11297 11364 +67      
Total Volume and Open Interest 189 17,689 +27
E-mini DJIA Index(CBOT)
Dec11 111129 11497 11615 11454 11565 +67 67,934 86,111 -955
Mar12 111129 11404 11536 11400 11494 +67 63 991 +44
Jun12 111129 11427 11427 11427 11427 +67 0 6 +0
Sep12 111129 11364 11364 11364 11364 +67 0 13 +0
Total Volume and Open Interest 67,997 87,121 -911
S & P 500(CME)
Dec11 111129 1190.30 1206.00 1186.40 1196.50 +5.40 12,044 269,932 -593
Mar12 111129 1189.30 1196.50 1186.00 1190.60 +5.40 13 19,400 +14
Jun12 111129 1185.30 1192.00 1179.00 1185.30 +5.30 6 1,710 +1
Sep12 111129 1180.30 1187.00 1174.00 1180.30 +5.30 0 7 +0
Total Volume and Open Interest 12,063 291,149 -578
S & P 500 E-Mini(Globex)
Dec11 111129 1190.75 1206.00 1186.25 1196.50 +5.50 1,518,196 2,989,734 -4,436
Mar12 111129 1184.50 1200.00 1181.00 1190.50 +5.25 8,165 56,189 +2,652
Total Volume and Open Interest 1,526,442 3,047,800 -1,713
NASDAQ 100(CME)
Dec11 111129 2221.00 2244.80 2205.00 2212.50 -8.50 510 29,751 -240
Mar12 111129 2207.80 2222.00 2203.00 2207.80 -9.00 0 110 +0
Jun12 111129 2204.80 2207.30 2204.80 2204.80 -9.00      
Total Volume and Open Interest 510 29,861 -240
NASDAQ 100 E-Mini(Globex)
Dec11 111129 2221.00 2245.00 2205.30 2212.50 -8.50 162,261 304,863 -5,221
Mar12 111129 2208.30 2239.00 2203.00 2207.80 -9.00 146 1,241 +14
Total Volume and Open Interest 162,408 306,133 -5,208
S & P Midcap 400(CME)
Dec11 111129 843.40 844.00 838.00 843.40 +2.20 184 6,243 +181
Mar12 111129 841.10 841.10 841.10 841.10 +2.30      
Jun12 111129 839.10 839.10 839.10 839.10 +2.30      
Total Volume and Open Interest 184 6,243 +181
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111129 8385 8500 8355 8445 +55 5,924 29,736 -1
Mar12 111129 8465 8480 8390 8450 +60 41 73 +10
Total Volume and Open Interest 5,965 29,809 +9
Nikkei 225(SGX)
Dec11 111129 8295 8480 8290 8480 +180 80,334 235,717 +5,204
Mar12 111129 8290 8465 8290 8465 +180 643 21,217 +953
Jun12 111129 8390 8390 8390 8390 +180 0 18 -1
Total Volume and Open Interest 81,039 262,767 +6,148
CAC 40(EURONEXT)
Dec11 111129 3010.5 3047.0 2970.0 3024.5 +15.5 73,837 267,895 -71
Jan12 111129 3006.5 3041.0 2999.5 3020.0 +16.0 55 13,274 +32
Feb12 111129 3004.0 3024.5 3004.0 3024.5 +18.5      
Total Volume and Open Interest 74,007 281,296 +74
Hang Seng Index(HKFE)
Nov11 111129 18185 18236 18054 18206 +186 93,133 59,840 -13,590
Dec11 111129 18133 18360 18013 18107 +109 38,548 53,772 +24,499
Total Volume and Open Interest 131,931 116,261 +11,052
DAX(EUREX)
Dec11 111129 5757.0 5829.0 5692.0 5796.0 +57.5 140,265 177,580 +5,323
Mar12 111129 5770.0 5832.5 5703.0 5804.0 +57.0 2,100 9,357 +961
Jun12 111129 5725.0 5840.0 5725.0 5821.5 +56.5 46 3,091 +5
Total Volume and Open Interest 142,411 190,028 +6,289
FT-SE 100(EURONEXT)
Dec11 111129 5305.00 5343.00 5275.00 5327.50 +15.00 92,774 638,299 +4,286
Mar12 111129 5290.00 5304.00 5241.50 5290.00 +13.50 3,283 14,680 +731
Jun12 111129 5222.00 5253.50 5222.00 5253.50 +14.00 5 525 -5
Total Volume and Open Interest 96,062 653,504 +5,012
SPI 200(SFE)
Dec11 111129 4090.0 4135.0 4047.0 4134.0 +56.0 36,037 210,349 -4,590
Mar12 111129 4054.0 4112.0 4050.0 4112.0 +56.0 159 3,303 -189
Jun12 111129 4118.0 4118.0 4118.0 4118.0 +58.0 32 1,488 +32
Total Volume and Open Interest 36,228 216,380 -4,760
GSCI(CME)
Dec11 111129 653.00 655.50 642.25 655.50 +12.25 113 8,077 -21
Jan12 111129 655.50 655.50 642.20 655.50 +13.25 0 1 +0
Feb12 111129 655.50 655.50 642.20 655.50 +13.25      
Total Volume and Open Interest 113 8,078 -21
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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