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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed November 30, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111130 1122.75 1146.00 1111.50 1131.25 +6.25 85,002 218,885 -4,366
Mar12 111130 1132.50 1155.25 1121.50 1141.00 +6.00 28,329 94,544 +2,966
May12 111130 1143.75 1164.50 1131.00 1151.00 +6.25 15,700 78,738 +883
Jul12 111130 1153.25 1173.75 1139.75 1159.75 +5.75 14,295 60,799 +501
Aug12 111130 1150.50 1171.50 1145.75 1158.75 +5.75 87 696 -13
Sep12 111130 1164.50 1165.00 1151.25 1151.25 +5.75 66 508 -1
Nov12 111130 1141.00 1161.50 1127.50 1146.75 +5.75 2,778 49,232 -8
Total Volume and Open Interest 146,407 517,083 +11
Soybean Meal(CBOT)
Dec11 111130 286.10 291.10 284.00 290.40 +4.30 24,038 15,264 -9,940
Jan12 111130 288.00 293.00 285.30 292.20 +4.20 34,104 67,684 +4,413
Mar12 111130 290.00 295.00 287.70 294.70 +4.20 13,738 42,253 +2,815
May12 111130 293.00 298.00 290.70 297.70 +4.40 5,475 28,371 -165
Jul12 111130 297.50 301.50 294.70 301.50 +4.40 3,318 24,353 +20
Aug12 111130 302.00 303.00 299.50 302.70 +4.50 306 4,539 +63
Sep12 111130 302.20 303.50 299.80 303.20 +4.70 206 4,900 +48
Oct12 111130 300.00 300.70 298.50 300.70 +5.20 102 3,236 +19
Total Volume and Open Interest 82,109 210,500 -2,561
Soybean Oil(CBOT)
Dec11 111130 49.18 50.01 48.49 49.27 +0.09 32,634 24,691 -18,786
Jan12 111130 49.36 50.25 48.57 49.50 +0.07 57,280 120,285 +3,512
Mar12 111130 49.84 50.67 49.00 49.93 +0.07 27,059 76,566 +3,091
May12 111130 50.08 50.99 49.36 50.24 +0.05 6,574 40,180 +538
Jul12 111130 50.39 51.22 49.56 50.46 +0.01 3,845 29,829 -452
Aug12 111130 50.17 51.20 50.17 50.54 +0.04 139 3,688 +11
Sep12 111130 49.98 51.00 49.98 50.55 +0.02 210 4,721 +46
Oct12 111130 49.79 50.82 49.79 50.35 unch 267 4,537 +112
Total Volume and Open Interest 128,876 319,796 -11,667
Canola(WCE)
Jan12 111130 508.5 513.8 500.6 502.5 -4.7 6,244 74,266 -4,118
Mar12 111130 507.8 513.8 501.0 502.8 -6.2 4,395 39,521 -131
May12 111130 507.3 514.2 502.5 504.1 -5.1 1,994 15,414 +560
Jul12 111130 507.9 515.5 504.2 506.1 -4.5 982 10,491 +90
Nov12 111130 488.0 491.8 481.0 482.9 -4.7 840 13,443 +77
Total Volume and Open Interest 14,512 153,386 -3,465
Corn(CBOT)
Dec11 111130 597.75 609.75 588.25 601.25 +3.25 180,763 110,954 -92,991
Mar12 111130 604.75 616.00 595.00 608.00 +2.50 179,178 541,599 +21,312
May12 111130 611.25 622.50 602.00 615.25 +2.75 27,931 143,333 -263
Jul12 111130 615.25 625.75 605.50 618.75 +3.00 27,184 140,283 +2,261
Sep12 111130 572.25 581.75 564.00 574.75 +2.00 1,435 35,514 +30
Dec12 111130 549.50 560.00 542.00 552.00 +2.00 12,431 175,412 +1,387
Total Volume and Open Interest 430,439 1,201,007 -67,767
Wheat(CBOT)
Dec11 111130 592.00 609.50 588.50 595.75 +1.25 24,248 20,403 -17,206
Mar12 111130 613.75 629.25 607.00 614.00 -2.00 43,806 180,292 +4,348
May12 111130 631.50 644.50 622.50 630.00 -1.75 4,778 57,917 +521
Jul12 111130 642.00 656.50 634.75 642.00 -1.75 3,995 62,672 -337
Sep12 111130 665.25 673.75 653.00 661.25 unch 504 13,264 +75
Total Volume and Open Interest 79,649 377,613 -12,886
Wheat(KCBT)
Dec11 111130 656.00 668.00 651.00 651.00 -5.00 9,176 7,269 -6,639
Mar12 111130 668.00 680.00 660.50 661.00 -9.00 11,890 72,306 +2,445
May12 111130 675.50 688.50 669.75 669.75 -9.00 2,112 12,552 -119
Jul12 111130 685.00 696.25 678.50 678.50 -8.50 1,861 34,780 -205
Sep12 111130 699.25 709.75 692.00 692.00 -9.00 392 5,773 +47
Total Volume and Open Interest 25,696 138,355 -4,413
Wheat(MGE)
Dec11 111130 841.00 855.75 836.00 836.00 -2.75 1,745 1,431 -1,390
Mar12 111130 833.50 850.00 819.75 823.50 -10.00 2,316 19,065 +300
May12 111130 821.00 823.50 801.25 803.50 -11.00 347 6,867 -30
Jul12 111130 811.00 821.75 795.00 798.25 -10.00 258 8,354 +5
Sep12 111130 793.75 805.50 778.25 780.25 -11.75 254 3,491 +52
Total Volume and Open Interest 5,051 42,457 -1,007
Oats(CBOT)
Dec11 111130 316.00 343.75 316.00 343.75 +26.25 2,207 1,216 -2,020
Mar12 111130 306.75 320.00 300.25 320.00 +12.50 1,078 11,780 +326
May12 111130 305.00 317.00 305.00 317.00 +7.50 84 1,270 +14
Jul12 111130 316.00 320.00 313.25 320.00 +6.75 15 52 +2
Total Volume and Open Interest 3,384 14,470 -1,678
Rough Rice(CBOT)
Jan12 111130 14.32 14.85 14.26 14.84 +0.47 684 11,664 +24
Mar12 111130 14.64 15.14 14.56 15.13 +0.47 196 4,952 -188
May12 111130 14.92 15.41 14.90 15.41 +0.47 16 579 +2
Jul12 111130 15.39 15.66 15.39 15.66 +0.47 17 610 +16
Total Volume and Open Interest 913 17,986 -146
Live Cattle(CME)
Dec11 111130 121.135 122.100 120.900 121.600 +1.020 10,178 41,138 -3,614
Feb12 111130 122.850 124.000 122.600 123.600 +1.150 15,020 127,595 +1,454
Apr12 111130 125.785 127.050 125.680 126.700 +1.250 4,757 84,095 +662
Jun12 111130 124.500 125.700 124.500 125.285 +1.000 3,184 45,277 +38
Aug12 111130 125.050 125.900 125.035 125.550 +0.900 518 9,493 +63
Oct12 111130 127.750 128.500 127.750 128.185 +0.800 215 5,624 +27
Total Volume and Open Interest 33,953 317,863 -1,376
Feeder Cattle(CME)
Jan12 111130 145.200 146.750 144.575 146.035 +1.210 3,214 16,236 +422
Mar12 111130 147.630 148.950 146.985 148.185 +0.935 932 6,554 +96
Apr12 111130 148.450 150.100 148.450 149.075 +0.625 231 2,777 -25
May12 111130 149.500 150.500 149.200 150.000 +0.965 161 2,878 -4
Aug12 111130 151.000 152.000 150.250 151.485 +0.885 68 3,231 -4
Sep12 111130 151.900 152.325 151.750 152.000 +1.000 24 445 +9
Oct12 111130 152.100 152.350 151.825 152.100 +0.600 3 102 +3
Total Volume and Open Interest 4,633 32,226 +497
Lean Hogs(CME)
Dec11 111130 87.930 88.700 87.730 88.180 +0.180 5,794 23,391 -1,530
Feb12 111130 91.135 92.385 90.900 91.580 +0.380 15,688 94,377 +2,038
Apr12 111130 93.200 94.100 93.050 93.300 +0.100 5,171 63,012 +680
May12 111130 99.000 99.230 98.800 99.150 +0.170 60 2,306 +15
Jun12 111130 99.950 100.550 99.830 100.430 +0.250 3,555 43,027 +589
Jul12 111130 99.000 99.250 98.700 99.230 +0.195 282 10,254 +67
Aug12 111130 97.830 98.000 97.480 97.930 +0.045 1,278 14,195 +325
Oct12 111130 85.885 86.300 85.750 86.300 +0.050 504 7,744 +268
Total Volume and Open Interest 32,416 261,544 +2,503
Class III Milk(CME)
Nov11 111130 19.10 19.11 19.10 19.10 -0.01 33 6,005 +256
Dec11 111130 18.75 18.80 18.29 18.43 -0.37 429 5,935 -13
Jan12 111130 17.55 17.55 16.90 17.19 -0.33 228 4,596 -2
Feb12 111130 17.02 17.03 16.79 16.90 -0.12 128 3,192 +21
Mar12 111130 16.88 16.96 16.78 16.93 +0.06 33 2,763 -6
Total Volume and Open Interest 1,044 35,529 +373
Cocoa(ICE)
Dec11 111130 2162 2162 2162 2162 -15 45 135 -29
Mar12 111130 2320 2358 2259 2305 -15 8,340 81,031 +728
May12 111130 2331 2366 2271 2317 -15 1,050 29,534 -47
Jul12 111130 2349 2374 2288 2331 -15 336 14,606 +98
Sep12 111130 2336 2388 2295 2341 -13 188 12,502 +102
Dec12 111130 2325 2355 2325 2354 -12 44 12,888 +12
Mar13 111130 2400 2400 2350 2368 -10 25 4,113 +1
Total Volume and Open Interest 10,030 157,693 +865
Coffee "C"(ICE)
Dec11 111130 225.00 233.80 225.00 233.80 +8.55 83 316 -29
Mar12 111130 227.15 237.55 226.75 236.90 +9.35 13,571 58,559 +1,067
May12 111130 229.60 239.75 229.00 239.15 +9.30 2,232 20,447 +104
Jul12 111130 231.50 241.10 231.05 241.00 +9.20 1,020 6,979 +123
Sep12 111130 232.00 242.00 232.00 242.00 +9.20 489 5,846 +181
Dec12 111130 234.20 243.25 234.20 243.25 +9.45 236 6,573 +54
Total Volume and Open Interest 17,662 99,821 +1,502
Orange Juice(ICE)
Jan12 111130 176.60 178.15 175.60 176.10 -0.35 1,114 20,464 -74
Mar12 111130 172.40 173.90 172.00 172.35 -0.25 349 5,573 +199
May12 111130 172.00 172.00 170.80 171.10 -0.40 18 1,713 +11
Jul12 111130 172.00 172.30 171.00 171.15 -0.10 12 451 +12
Sep12 111130 170.55 170.55 170.55 170.55 -0.10 0 53 +0
Nov12 111130 170.20 170.20 170.20 170.20 -0.10 0 8 +0
Total Volume and Open Interest 1,493 28,268 +148
Sugar #11(ICE)
Mar12 111130 23.49 23.95 23.15 23.69 +0.20 29,850 213,884 +2,496
May12 111130 23.12 23.48 22.72 23.33 +0.27 7,589 82,715 -301
Jul12 111130 22.69 23.05 22.39 22.96 +0.26 4,071 86,470 -91
Oct12 111130 22.80 23.15 22.52 23.07 +0.27 1,790 46,259 +92
Mar13 111130 22.89 23.50 22.88 23.43 +0.29 470 31,526 -54
Total Volume and Open Interest 46,072 502,081 +2,616
London Cocoa(LCE)
Dec11 111130 1462 1465 1420 1440 -20 1,902 66,784 +167
Mar12 111130 1487 1489 1445 1465 -18 5,380 66,007 +926
May12 111130 1496 1505 1461 1481 -18 1,162 21,108 +312
Jul12 111130 1514 1518 1479 1496 -18 782 23,924 +116
Sep12 111130 1531 1531 1494 1508 -19 353 16,784 +220
Dec12 111130 1532 1532 1515 1520 -20 469 12,843 +272
Mar13 111130 1521 1535 1521 1532 -21 30 7,453 -10
Total Volume and Open Interest 10,102 217,441 +2,027
London Sugar(LCE)
Mar12 111130 602.00 617.80 599.30 613.60 +9.40 3,279 24,272 +333
May12 111130 593.90 609.60 591.60 606.60 +9.90 602 6,984 +128
Aug12 111130 590.60 603.20 587.60 601.20 +8.40 345 8,433 +216
Oct12 111130 592.40 603.80 590.70 601.50 +7.10 95 3,452 +37
Dec12 111130 603.00 607.80 603.00 605.40 +6.30 80 1,294 +61
Total Volume and Open Interest 4,407 45,347 +773
Cotton(ICE)
Dec11 111130 93.46 93.50 90.31 90.31 -2.38 28 512 -43
Mar12 111130 92.75 93.67 90.70 90.91 -1.84 7,878 91,732 -138
May12 111130 91.59 92.85 90.19 90.39 -1.39 2,052 17,770 -78
Jul12 111130 90.81 92.01 89.25 89.81 -1.15 765 17,840 -215
Oct12 111130 89.48 89.48 89.48 89.48 -1.45 1 85 +0
Dec12 111130 88.75 90.09 88.00 88.43 -0.60 54 7,355 +38
Total Volume and Open Interest 10,778 136,573 -436
Lumber(CME)
Jan12 111130 225.0 225.1 217.6 218.2 -4.8 652 6,628 +142
Mar12 111130 241.5 243.0 234.2 243.0 +1.1 357 2,405 +86
May12 111130 251.7 256.5 249.1 255.4 -0.2 198 469 +24
Jul12 111130 265.0 265.0 264.8 264.8 -0.2 1 268 +1
Total Volume and Open Interest 1,210 9,885 +253
Crude Oil(NYM)
Jan12 111130 99.48 101.75 98.92 100.36 +0.57 311,735 318,158 -8,012
Feb12 111130 99.72 101.81 99.06 100.46 +0.58 68,451 100,264 +5,942
Mar12 111130 99.46 101.86 99.15 100.55 +0.60 41,501 104,866 +2,073
Apr12 111130 99.36 101.82 99.27 100.56 +0.65 18,237 42,566 +306
May12 111130 99.51 101.56 99.06 100.45 +0.69 13,584 38,634 +1,034
Jun12 111130 99.02 101.34 98.71 100.21 +0.73 32,139 76,974 -1,477
Jul12 111130 99.67 100.83 99.66 99.87 +0.76 8,542 33,965 -349
Aug12 111130 100.00 100.35 99.27 99.49 +0.80 4,587 24,371 +247
Sep12 111130 99.00 99.86 98.92 99.12 +0.85 6,433 29,488 +732
Oct12 111130 99.38 99.38 98.74 98.74 +0.88 4,936 27,031 +652
Nov12 111130 99.25 99.25 98.40 98.40 +0.90 4,081 27,070 +317
Dec12 111130 96.74 98.92 96.50 98.07 +0.93 23,612 163,943 -619
Jan13 111130 97.62 97.62 97.62 97.62 +0.94 2,683 29,207 +263
Feb13 111130 97.70 97.70 97.13 97.13 +0.94 953 11,288 +180
Mar13 111130 96.66 96.66 96.66 96.66 +0.95 681 10,319 +160
Apr13 111130 96.22 96.22 96.22 96.22 +0.97 465 5,530 +0
Total Volume and Open Interest 565,619 1,295,450 +2,461
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 111130 99.500 101.725 98.950 100.350 +0.550 8,820 2,115 +150
Feb12 111130 99.650 101.800 99.100 100.450 +0.575 196 322 -17
Mar12 111130 99.400 101.500 99.350 100.550 +0.600 47 206 +16
Apr12 111130 101.375 101.375 100.550 100.550 +0.650 6 22 +0
May12 111130 100.675 100.675 100.450 100.450 +0.700 0 8 +0
Jun12 111130 100.200 100.200 100.200 100.200 +0.725 1 13 -1
Jul12 111130 99.875 99.875 99.875 99.875 +0.775 0 4 +0
Aug12 111130 99.500 99.500 99.500 99.500 +0.800 0 5 +0
Total Volume and Open Interest 9,070 2,916 +148
Heating Oil(NYM)
Dec11 111130 300.40 305.36 299.83 302.14 +0.03 35,219 17,822 -10,566
Jan12 111130 302.00 306.85 301.00 302.51 -0.85 65,721 84,752 +914
Feb12 111130 303.06 307.34 301.50 303.29 -0.41 20,964 37,172 +390
Mar12 111130 302.00 306.69 301.36 302.73 -0.10 11,120 27,668 -147
Apr12 111130 300.18 303.95 300.18 300.53 +0.37 5,715 16,614 +294
May12 111130 298.99 300.67 297.52 297.95 +0.71 3,739 13,259 +46
Jun12 111130 294.80 299.50 293.90 296.23 +0.90 8,210 31,099 -286
Jul12 111130 298.47 298.47 295.88 295.88 +1.04 712 8,001 -222
Aug12 111130 297.51 298.62 295.94 295.94 +1.15 246 4,311 +36
Sep12 111130 296.05 298.24 296.05 296.58 +1.26 400 5,343 +141
Oct12 111130 299.99 300.34 297.50 297.50 +1.41 97 2,420 +39
Nov12 111130 301.00 301.00 298.37 298.37 +1.52 74 1,529 -6
Total Volume and Open Interest 153,361 270,597 -8,909
Gasoline(NYMEX)
Dec11 111130 254.64 259.15 252.90 256.77 +2.86 30,385 12,887 -10,040
Jan12 111130 253.52 260.24 252.50 255.84 +1.86 48,752 83,273 -978
Feb12 111130 255.75 261.67 254.66 257.44 +1.76 17,939 28,210 -616
Mar12 111130 258.51 263.29 258.45 259.39 +1.70 11,018 29,949 +927
Apr12 111130 272.41 277.57 272.41 274.02 +1.69 5,320 24,156 +618
May12 111130 276.35 277.39 273.74 274.01 +1.72 3,340 17,696 +19
Jun12 111130 270.80 275.42 269.46 272.20 +1.81 3,889 26,111 +81
Jul12 111130 268.19 271.10 267.71 269.78 +1.90 547 7,480 +43
Aug12 111130 269.01 269.04 267.23 267.23 +2.00 197 8,125 -34
Sep12 111130 264.50 264.50 264.50 264.50 +2.07 135 6,541 -30
Total Volume and Open Interest 122,964 266,059 -10,226
e-miNY RBOB Gasoline(NYM)
Jan12 111130 255.80 255.84 255.80 255.80 +1.80 0 1 +0
Feb12 111130 257.40 257.44 257.40 257.40 +1.70 0 1 +0
Mar12 111130 259.40 259.40 259.39 259.40 +1.70      
Apr12 111130 274.00 274.02 274.00 274.00 +1.70      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111130 3.627 3.639 3.540 3.550 -0.083 135,540 297,917 -6,200
Feb12 111130 3.648 3.657 3.565 3.578 -0.075 32,923 96,310 +1,640
Mar12 111130 3.643 3.660 3.569 3.581 -0.072 30,284 124,986 -144
Apr12 111130 3.675 3.693 3.603 3.616 -0.065 20,200 97,057 -1,481
May12 111130 3.711 3.722 3.646 3.658 -0.063 6,067 42,950 -786
Jun12 111130 3.764 3.765 3.695 3.702 -0.062 3,169 21,514 +274
Jul12 111130 3.814 3.814 3.739 3.755 -0.060 2,467 18,986 +235
Aug12 111130 3.838 3.849 3.768 3.784 -0.059 1,379 16,027 +127
Sep12 111130 3.830 3.844 3.779 3.786 -0.058 1,438 13,988 +21
Oct12 111130 3.888 3.888 3.806 3.822 -0.057 7,726 55,587 -597
Nov12 111130 4.011 4.022 3.956 3.964 -0.054 3,089 22,831 +63
Dec12 111130 4.298 4.305 4.238 4.252 -0.044 3,187 24,323 +221
Jan13 111130 4.429 4.435 4.379 4.383 -0.046 6,232 28,655 -438
Feb13 111130 4.369 4.423 4.369 4.369 -0.045 133 6,404 +26
Mar13 111130 4.344 4.347 4.315 4.317 -0.044 430 14,196 +95
Apr13 111130 4.250 4.250 4.225 4.227 -0.037 1,147 23,395 +247
Total Volume and Open Interest 261,460 956,921 -19,117
Brent Crude Oil(ICE)
Jan12 111130 110.80 112.03 109.65 110.52 -0.30 209,068 170,803 -4,134
Feb12 111130 109.83 111.33 108.90 109.98 +0.12 129,495 144,893 -2,481
Mar12 111130 108.90 110.72 108.24 109.48 +0.44 74,928 81,333 -4,558
Apr12 111130 108.63 110.21 107.68 109.08 +0.65 35,845 38,679 +1,784
May12 111130 108.06 109.73 107.20 108.67 +0.77 19,826 24,134 -41
Jun12 111130 107.60 109.26 106.75 108.23 +0.81 34,009 68,234 -1,339
Jul12 111130 107.17 108.74 106.62 107.82 +0.84 6,450 20,372 +246
Aug12 111130 106.17 108.27 106.17 107.38 +0.85 5,134 26,467 +852
Sep12 111130 105.66 107.75 105.66 106.88 +0.87 6,745 31,597 +1,901
Oct12 111130 105.42 106.42 105.42 106.42 +0.89 3,170 13,569 +503
Nov12 111130 105.98 105.98 105.98 105.98 +0.90 2,571 17,853 -66
Dec12 111130 104.32 106.44 103.94 105.52 +0.91 21,546 102,201 +88
Jan13 111130 105.10 105.10 105.10 105.10 +0.92 764 9,710 -141
Feb13 111130 104.65 104.65 104.65 104.65 +0.94 167 6,038 +26
Total Volume and Open Interest 561,416 910,654 -8,096
Gas Oil(ICE)
Dec11 111130 963.00 975.00 956.75 965.25 +3.25 57,010 108,695 -9,118
Jan12 111130 952.00 966.25 947.75 956.50 +4.00 96,953 108,805 +836
Feb12 111130 946.25 959.75 941.50 950.75 +4.75 37,581 45,270 +190
Mar12 111130 941.50 954.50 936.25 946.00 +5.75 18,613 42,723 +874
Apr12 111130 933.00 949.00 931.25 941.25 +6.50 7,461 22,498 +533
May12 111130 930.00 944.75 926.75 937.25 +7.00 4,229 26,828 +97
Jun12 111130 925.00 942.75 924.00 934.75 +7.00 10,027 50,563 +1,062
Jul12 111130 926.25 942.00 926.00 935.00 +7.00 1,189 17,644 -419
Aug12 111130 925.00 943.25 925.00 935.00 +7.00 524 12,201 -80
Sep12 111130 924.25 942.50 923.25 934.50 +7.50 1,100 12,417 -73
Total Volume and Open Interest 242,360 539,397 -5,318
Ethanol(CBOT)
Nov11 111103 2.806 2.845 2.790 2.790 +0.004 130 244 -76
Dec11 111130 2.525 2.525 2.465 2.484 -0.001 157 387 -108
Jan12 111130 2.288 2.295 2.238 2.258 -0.008 201 1,475 +29
Feb12 111130 2.216 2.235 2.185 2.195 -0.002 135 1,070 -23
Mar12 111130 2.180 2.240 2.180 2.210 +0.002 49 1,470 +6
Apr12 111130 2.231 2.231 2.196 2.202 -0.006 47 669 -13
May12 111130 2.239 2.239 2.212 2.217 +0.004 71 799 -6
Jun12 111130 2.232 2.235 2.230 2.231 +0.013 12 616 -10
Total Volume and Open Interest 783 10,463 -80
WTI Crude Oil(ICE)
Jan12 111130 99.62 101.75 98.92 100.36 +0.57 71,076 70,040 +165
Feb12 111130 99.80 101.78 99.07 100.46 +0.58 16,695 45,894 -644
Mar12 111130 99.66 101.83 99.18 100.55 +0.60 12,240 35,797 +418
Apr12 111130 99.44 101.79 99.38 100.56 +0.65 5,936 19,170 +324
May12 111130 99.38 101.63 99.31 100.45 +0.69 4,791 10,204 +375
Jun12 111130 99.15 101.32 98.98 100.21 +0.73 12,497 42,055 -1,737
Jul12 111130 99.87 100.77 99.87 99.87 +0.76 2,071 8,663 -141
Aug12 111130 98.37 100.46 98.37 99.49 +0.80 1,812 6,715 +470
Sep12 111130 97.88 100.01 97.88 99.12 +0.85 1,273 11,874 +169
Oct12 111130 98.74 98.74 98.74 98.74 +0.88 563 5,273 +0
Nov12 111130 98.40 98.40 98.40 98.40 +0.90 317 4,414 -41
Dec12 111130 97.03 98.90 96.45 98.07 +0.93 7,135 61,882 -46
Jan13 111130 97.62 97.62 97.62 97.62 +0.94 122 3,190 +43
Feb13 111130 97.13 97.13 97.13 97.13 +0.94 0 640 +0
Mar13 111130 96.66 96.66 96.66 96.66 +0.95 25 1,584 +20
Apr13 111130 96.22 96.22 96.22 96.22 +0.97 0 389 +0
Total Volume and Open Interest 139,393 417,510 -721
US Dollar Index(ICE)
Dec11 111130 79.185 79.515 78.010 78.490 -0.660 24,504 58,649 +2,805
Mar12 111130 79.440 79.875 78.255 78.890 -0.640 186 781 +46
Jun12 111130 79.875 79.875 79.310 79.310 -0.630      
Total Volume and Open Interest 24,690 59,430 +2,851
Australian Dollar(CME)
Dec11 111130 100.13 103.15 99.21 102.39 +2.38 117,295 131,494 -3,904
Mar12 111130 99.13 102.05 98.28 101.39 +2.34 850 1,140 +123
Jun12 111130 100.60 100.60 98.33 100.60 +2.27 2 36 -1
Total Volume and Open Interest 118,147 132,797 -3,782
British Pound(CME)
Dec11 111130 156.07 157.80 155.23 156.97 +0.95 79,246 190,983 +6,732
Mar12 111130 155.86 157.58 155.15 156.84 +0.95 1,757 2,218 +1,612
Jun12 111130 156.71 156.71 155.79 156.71 +0.92 3 10 +3
Total Volume and Open Interest 81,006 193,216 +8,347
Canadian Dollar(CME)
Dec11 111130 97.00 98.74 96.45 98.01 +0.99 66,221 126,655 -406
Mar12 111130 96.87 98.50 96.35 97.81 +0.97 1,621 7,523 +949
Jun12 111130 96.47 98.10 96.25 97.67 +0.94 52 1,778 +9
Sep12 111130 98.00 98.12 96.66 97.54 +0.88 7 805 +2
Total Volume and Open Interest 67,911 136,940 +564
Japanese Yen(CME)
Dec11 111130 128.33 129.41 127.99 128.99 +0.61 74,477 163,344 -1,385
Mar12 111130 128.58 129.63 128.31 129.25 +0.54 347 1,103 +10
Jun12 111130 129.51 129.51 129.05 129.51 +0.46 0 29 +0
Total Volume and Open Interest 74,824 164,481 -1,375
Swiss Franc(CME)
Dec11 111130 108.72 110.35 108.13 109.56 +0.85 20,505 35,615 -367
Mar12 111130 108.49 110.58 108.49 109.73 +0.70 86 694 +14
Jun12 111130 108.97 110.00 108.97 110.00 +0.64 1 6 +1
Total Volume and Open Interest 20,592 36,320 -352
EuroFX(CME)
Dec11 111130 133.32 135.35 132.60 134.36 +1.06 246,194 260,387 -4,659
Mar12 111130 133.57 135.48 132.88 134.47 +0.93 2,297 9,788 +640
Jun12 111130 133.55 135.00 133.55 134.62 +0.87 49 1,007 +21
Total Volume and Open Interest 248,540 271,200 -3,998
Mexican Peso(CME)
Dec11 111130 722.8 739.2 715.5 730.2 +14.8 29,636 75,750 +907
Jan12 111130 728.5 728.5 714.0 728.5 +14.5 0 95 +0
Total Volume and Open Interest 29,878 119,303 +952
Brazilian Real(CME)
Dec11 111130 546.00 552.20 546.00 552.20 +10.45 997 2,881 -1,257
Jan12 111130 550.00 550.10 542.40 547.70 +9.20 0 10,199 +0
Feb12 111130 544.35 544.35 544.35 544.35 +9.15      
Mar12 111130 541.50 545.20 540.00 542.05 +10.10 1,481 3,236 +1,461
Total Volume and Open Interest 2,528 31,647 +204
30-Year T-Bonds(CBOT)
Dec11 111130 143~130 143~190 141~070 141~200 -1~210 630,066 173,448 -189,281
Mar12 111130 143~060 143~140 140~310 141~120 -1~240 400,209 464,180 +182,909
Jun12 111130 141~230 141~230 139~220 140~020 -1~190 18 15 +9
Total Volume and Open Interest 1,030,293 637,643 -6,363
10-Year T-Notes(CBOT)
Dec11 111130 130~190 130~225 129~220 130~050 -0~100 1,853,668 630,363 -446,824
Mar12 111130 129~260 129~305 128~280 129~110 -0~125 1,063,988 1,027,635 +470,883
Jun12 111130 128~110 128~235 128~110 128~110 -0~125      
Total Volume and Open Interest 2,917,656 1,657,998 +24,059
5-Year T-Notes(CBOT)
Dec11 111130 123~013 123~024 122~092 123~001 -0~009 1,338,024 486,400 -467,206
Mar12 111130 122~095 122~107 122~040 122~082 -0~012 994,139 878,663 +476,744
Jun12 111130 121~106 121~118 121~106 121~106 -0~012      
Total Volume and Open Interest 2,332,163 1,365,063 +9,538
2 Year T-Notes(CBOT)
Dec11 111130 110~023 110~026 110~019 110~025 +0~001 581,149 272,634 -214,603
Mar12 111130 110~032 110~034 110~026 110~032 unch 443,807 474,881 +226,498
Jun12 111130 110~000 110~000 110~000 110~000 unch      
Total Volume and Open Interest 1,024,956 747,515 +11,895
Eurodollars(CME)
Dec11 111130 99.387 99.555 99.387 99.467 +0.073 139,423 1,061,250 -5,105
Mar12 111130 99.240 99.445 99.230 99.400 +0.160 168,635 982,805 +6,480
Jun12 111130 99.190 99.385 99.185 99.360 +0.165 132,737 1,145,287 -7,222
Sep12 111130 99.190 99.360 99.180 99.345 +0.155 111,552 770,868 +7,452
Dec12 111130 99.195 99.355 99.185 99.335 +0.140 103,159 799,886 +2,699
Mar13 111130 99.195 99.345 99.190 99.320 +0.120 129,789 820,523 +4,754
Jun13 111130 99.165 99.310 99.165 99.280 +0.095 100,925 571,020 +6,468
Sep13 111130 99.140 99.260 99.135 99.220 +0.075 88,706 461,640 +4,573
Dec13 111130 99.065 99.160 99.055 99.120 +0.060 76,775 469,950 +4,793
Mar14 111130 98.960 99.035 98.945 98.990 +0.040 63,406 344,966 +4,435
Jun14 111130 98.805 98.870 98.775 98.820 +0.025 55,215 283,041 -3,347
Sep14 111130 98.640 98.685 98.590 98.640 +0.015 53,928 196,141 +7,072
Dec14 111130 98.460 98.495 98.390 98.445 unch 38,605 171,372 -2,363
Mar15 111130 98.295 98.330 98.215 98.270 -0.015 22,462 119,823 -133
Jun15 111130 6.380 6.410 6.295 6.345 -0.030 21,750 110,956 -354
Sep15 111130 6.220 6.240 6.115 6.165 -0.045 18,379 79,192 -342
Dec15 111130 6.035 6.065 5.930 5.980 -0.060 15,618 47,919 +523
Mar16 111130 5.900 5.925 5.780 5.830 -0.070 13,842 45,635 -1,113
Total Volume and Open Interest 1,382,853 8,682,623 +31,961
30 Day Federal Funds(CBOT)
Nov11 111130 99.918 99.920 99.918 99.918 unch 3,975 66,112 +1,620
Dec11 111130 99.910 99.915 99.905 99.910 unch 3,967 72,163 +2,590
Jan12 111130 99.890 99.900 99.885 99.895 +0.010 5,294 61,260 +1,472
Feb12 111130 99.880 99.895 99.880 99.885 +0.005 3,060 49,763 +1,256
Mar12 111130 99.875 99.890 99.870 99.880 +0.005 2,042 31,608 +902
Apr12 111130 99.875 99.885 99.870 99.875 unch 1,377 35,949 -312
Total Volume and Open Interest 30,739 610,578 +6,866
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111130 99.665 99.665 99.665 99.665 unch 0 327 +0
Mar12 111130 99.655 99.655 99.655 99.655 unch 0 300 +0
Jun12 111130 99.658 99.658 99.658 99.658 unch      
Sep12 111130 99.655 99.655 99.655 99.655 unch      
Dec12 111130 99.660 99.660 99.660 99.660 unch      
Mar13 111130 99.650 99.650 99.650 99.650 unch      
Jun13 111130 99.605 99.605 99.605 99.605 unch      
Sep13 111130 99.465 99.465 99.465 99.465 unch      
Dec13 111130 99.325 99.325 99.325 99.325 unch      
Mar14 111130 99.185 99.185 99.185 99.185 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111130 99.66 99.67 99.66 99.67 unch 0 3,632 +0
Mar12 111130 99.65 99.65 99.65 99.65 unch 26 1,937 +0
Jun12 111130 99.66 99.66 99.66 99.66 unch 0 1,440 -50
Sep12 111130 99.65 99.65 99.65 99.65 unch 0 711 +0
Dec12 111130 99.66 99.66 99.66 99.66 unch 41 145 -26
Mar13 111130 99.65 99.65 99.65 99.65 unch 31 131 +30
Jun13 111130 99.61 99.61 99.61 99.61 unch 10 166 +10
Sep13 111130 99.46 99.46 99.46 99.46 unch      
Total Volume and Open Interest 108 8,165 -36
Japanese Gov't Bonds(SGX)
Dec11 111130 141.68 141.87 141.51 141.79 +0.05 7,329 19,502 -1,678
Mar12 111130 141.04 141.19 140.85 141.15 +0.04 20 73 -7
Jun12 111130 139.06 139.06 139.06 139.06 +0.04      
Total Volume and Open Interest 7,349 19,578 -1,685
Euro-Bund(EUREX)
Dec11 111130 133.89 134.50 133.36 133.82 +0.43 642,884 914,850 +4,063
Mar12 111130 133.81 134.47 133.33 133.77 +0.49 22,669 57,335 +8,383
Jun12 111130 133.03 133.20 133.03 133.20 -0.04 53 19 +0
Total Volume and Open Interest 665,606 972,204 +12,446
Euro-Bobl(EUREX)
Dec11 111130 122.13 122.86 121.97 122.63 +0.78 431,483 716,366 -4,162
Mar12 111130 122.11 122.99 122.09 122.71 +0.82 42,605 56,970 +21,093
Jun12 111130 122.78 122.78 122.78 122.78 +0.78      
Total Volume and Open Interest 474,088 773,336 +16,931
3-Mth Euribor(EUREX)
Dec11 111130 98.695 98.785 98.695 98.765 +0.095 300 1,755 +209
Mar12 111130 98.910 99.010 98.910 98.990 +0.125 0 2,247 +0
Jun12 111130 99.030 99.030 99.030 99.030 +0.135 0 1,132 -100
Total Volume and Open Interest 400 8,539 +69
Long Gilt(LIFFE)
Dec11 111130 131~04 131~23 130~06 130~08 -0~12 159,361 46,326 -42,905
Mar12 111130 114~13 115~03 113~12 113~16 -0~22 143,898 275,656 +33,002
Total Volume and Open Interest 303,259 321,982 -9,903
3-Mth Short Sterling(LIFFE)
Dec11 111130 98.92 98.99 98.92 98.96 +0.04 21,128 335,949 +4,223
Mar12 111130 98.86 98.97 98.85 98.93 +0.08 30,434 335,463 -226
Jun12 111130 98.84 98.95 98.84 98.90 +0.08 26,751 197,217 +658
Sep12 111130 98.83 98.92 98.82 98.86 +0.06 31,174 208,703 +725
Dec12 111130 98.79 98.87 98.79 98.81 +0.05 31,670 183,400 -4,874
Mar13 111130 98.77 98.84 98.77 98.78 +0.04 21,362 198,731 +56
Total Volume and Open Interest 231,503 1,979,874 +1,560
3-Mth Euribor(LIFFE)
Dec11 111130 98.690 98.840 98.685 98.765 +0.095 102,547 644,447 -5,763
Mar12 111130 98.900 99.025 98.885 98.990 +0.125 92,807 519,107 -7,073
Jun12 111130 98.935 99.060 98.915 99.030 +0.135 68,633 377,792 +662
Total Volume and Open Interest 593,370 3,363,342 +17,289
3-Mth Aus T-Bills(SFE)
Dec11 111130 95.50 95.52 95.48 95.51 unch 30,378 197,347 +16,191
Mar12 111130 96.36 96.36 96.29 96.35 -0.01 23,845 222,195 +16,017
Jun12 111130 96.64 96.66 96.56 96.63 -0.02 11,068 162,747 +5,199
Sep12 111130 96.61 96.65 96.56 96.62 -0.03 4,931 101,380 +2,040
Dec12 111130 96.44 96.49 96.40 96.45 -0.04 3,808 62,415 +1,265
Mar13 111130 96.27 96.30 96.21 96.26 -0.05 1,046 51,411 +21
Jun13 111130 96.13 96.14 96.05 96.08 -0.06 873 42,001 +424
Sep13 111130 95.96 95.96 95.94 95.95 -0.06 464 20,207 +274
Dec13 111130 95.86 95.86 95.84 95.85 -0.05 128 4,032 +125
Mar14 111130 95.76 95.76 95.76 95.76 -0.05 0 591 +0
Total Volume and Open Interest 76,541 864,383 +41,556
10-Year Aus T-Bonds(SFE)
Dec11 111130 96.00 96.05 95.94 96.04 +0.04 37,277 365,003 +10,868
Mar12 111130 95.94 96.04 95.94 96.04 +0.03      
Total Volume and Open Interest 37,277 365,003 +10,868
3-Year Aus T-Bonds(SFE)
Dec11 111130 96.85 96.86 96.76 96.85 -0.01 123,483 619,859 +45,620
Mar12 111130 96.95 96.95 96.95 96.95 -0.01      
Total Volume and Open Interest 123,483 619,859 +45,620
Gold(CMX)
Dec11 111130 1714.0 1749.2 1699.9 1745.5 +32.1 175,525 39,548 -57,910
Feb12 111130 1722.7 1754.7 1704.3 1750.3 +31.4 145,559 229,531 +42,683
Apr12 111130 1721.5 1756.2 1708.1 1753.1 +31.3 6,488 31,635 +1,585
Jun12 111130 1723.9 1758.3 1709.8 1755.4 +31.2 1,881 21,603 +323
Aug12 111130 1726.1 1759.8 1726.1 1757.6 +31.1 1,128 13,544 +515
Oct12 111130 1716.0 1760.4 1716.0 1760.3 +31.0 187 7,899 +90
Dec12 111130 1735.0 1766.1 1718.3 1763.0 +30.8 787 20,549 +129
Feb13 111130 1766.0 1766.0 1766.0 1766.0 +30.8 486 3,354 +58
Apr13 111130 1768.7 1768.7 1768.7 1768.7 +30.5 26 794 +0
Jun13 111130 1772.3 1772.3 1772.3 1772.3 +30.2 51 11,196 -50
Aug13 111130 1776.0 1776.0 1776.0 1776.0 +30.1 0 45 +0
Oct13 111130 1779.7 1779.7 1779.7 1779.7 +29.9      
Total Volume and Open Interest 333,295 426,180  
Silver(CMX)
Dec11 111130 3189.5 3291.5 3113.5 3273.1 +87.8 41,025 6,068 -8,789
Mar12 111130 3199.0 3299.5 3112.0 3280.4 +85.4 31,185 52,692 +3,857
May12 111130 3214.0 3298.0 3117.0 3283.9 +85.3 2,020 5,396 -388
Jul12 111130 3215.0 3287.1 3215.0 3287.1 +85.0 197 2,670 +93
Sep12 111130 3289.9 3289.9 3289.9 3289.9 +84.7 18 1,898 -1
Dec12 111130 3228.0 3304.0 3143.0 3293.6 +84.5 141 13,680 +3
Mar13 111130 3290.2 3290.2 3290.2 3290.2 +84.4 5 1,124 +1
Total Volume and Open Interest 75,789 99,053 -5,138
Platinum(NYMEX)
Jan12 111130 1538.2 1563.4 1513.0 1560.8 +20.1 5,011 33,241 -331
Apr12 111130 1550.4 1568.6 1518.8 1566.5 +20.3 264 4,902 +158
Jul12 111130 1542.0 1569.1 1521.0 1569.1 +20.5 6 341 +1
Oct12 111130 1572.9 1572.9 1572.9 1572.9 +20.5 8 59 +4
Total Volume and Open Interest 5,289 38,546 -178
Palladium(NYMEX)
Dec11 111130 587.00 624.90 573.30 610.00 +28.25 3,873 2,235 -2,046
Mar12 111130 591.45 628.00 571.00 612.60 +28.35 6,145 17,202 +2,037
Jun12 111130 613.35 614.00 613.35 614.00 +28.35 8 199 +8
Total Volume and Open Interest 10,026 19,636 -1
Copper(CMX)
Dec11 111130 337.95 362.00 329.60 356.30 +18.70 46,873 8,487 -8,732
Mar12 111130 338.90 363.50 330.50 357.55 +18.50 25,761 70,015 +2,904
May12 111130 338.00 364.10 332.60 358.50 +18.45 502 16,680 +36
Jul12 111130 335.35 363.30 335.30 359.15 +18.35 153 6,023 +4
Sep12 111130 360.65 361.20 359.60 359.60 +18.25 91 2,468 +42
Total Volume and Open Interest 75,780 114,543 -6,801
DJIA Index(CBOT)
Dec11 111130 11427 12035 11427 12034 +469 324 16,890 +10
Mar12 111130 11450 11964 11450 11963 +469 14 419 +10
Jun12 111130 11896 11897 11427 11896 +469 0 400 +0
Sep12 111130 11550 11834 11364 11833 +469      
Total Volume and Open Interest 338 17,709 +20
E-mini DJIA Index(CBOT)
Dec11 111130 11555 12036 11451 12034 +469 127,043 82,488 -3,623
Mar12 111130 11468 11964 11387 11963 +469 475 1,332 +341
Jun12 111130 11896 11897 11896 11896 +469 0 6 +0
Sep12 111130 11550 11834 11550 11833 +469 0 13 +0
Total Volume and Open Interest 127,518 83,839 -3,282
S & P 500(CME)
Dec11 111130 1193.30 1246.50 1183.30 1246.00 +49.50 17,394 272,461 +2,529
Mar12 111130 1221.50 1241.00 1221.50 1240.10 +49.50 1,289 20,083 +683
Jun12 111130 1234.50 1234.50 1234.30 1234.50 +49.20 1,334 2,778 +1,068
Sep12 111130 1213.00 1229.30 1211.00 1229.20 +48.90 360 356 +349
Total Volume and Open Interest 20,377 295,778 +4,629
S & P 500 E-Mini(Globex)
Dec11 111130 1195.00 1246.75 1183.00 1246.00 +49.50 2,362,657 2,987,615 -2,119
Mar12 111130 1188.00 1240.50 1177.25 1240.00 +49.50 8,510 59,737 +3,548
Total Volume and Open Interest 2,372,140 3,051,032 +3,232
NASDAQ 100(CME)
Dec11 111130 2202.00 2298.00 2196.80 2295.00 +82.50 812 29,457 -294
Mar12 111130 2290.50 2290.50 2290.00 2290.50 +82.70 13 110 +0
Jun12 111130 2287.50 2287.80 2287.50 2287.50 +82.70      
Total Volume and Open Interest 825 29,567 -294
NASDAQ 100 E-Mini(Globex)
Dec11 111130 2212.00 2296.50 2196.30 2295.00 +82.50 288,245 296,513 -8,350
Mar12 111130 2195.80 2291.50 2190.30 2290.50 +82.70 367 1,369 +128
Total Volume and Open Interest 288,613 297,911 -8,222
S & P Midcap 400(CME)
Dec11 111130 883.10 883.10 883.10 883.10 +39.70 1 6,244 +1
Mar12 111130 880.20 880.70 880.20 880.20 +39.10      
Jun12 111130 878.20 878.70 878.20 878.20 +39.10      
Total Volume and Open Interest 1 6,244 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111130 8445 8665 8370 8640 +195 6,598 28,171 -1,565
Mar12 111130 8415 8665 8400 8640 +190 30 71 -2
Total Volume and Open Interest 6,628 28,242 -1,567
Nikkei 225(SGX)
Dec11 111130 8465 8500 8360 8420 -60 97,027 233,865 -1,852
Mar12 111130 8440 8470 8350 8410 -55 2,543 23,479 +2,262
Jun12 111130 8330 8330 8330 8330 -60 0 18 +0
Total Volume and Open Interest 100,139 263,405 +638
CAC 40(EURONEXT)
Dec11 111130 2991.0 3173.0 2975.0 3151.0 +126.5 97,742 275,804 +7,909
Jan12 111130 2991.0 3161.0 2991.0 3146.5 +126.5 90 13,319 +45
Feb12 111130 3020.0 3155.0 3020.0 3151.0 +126.5      
Total Volume and Open Interest 97,861 289,277 +7,981
Hang Seng Index(HKFE)
Nov11 111129 18185 18236 18054 18206 +186 93,133 59,840 -13,590
Dec11 111130 18161 18163 17818 18082 -25 58,420 80,514 +26,742
Jan12 111130 18157 18157 17821 18084        
DAX(EUREX)
Dec11 111130 5739.0 6134.5 5704.5 6082.5 +286.5 168,712 174,755 -2,825
Mar12 111130 5750.0 6137.5 5721.0 6091.0 +287.0 1,158 9,792 +435
Jun12 111130 5765.0 6145.0 5756.5 6106.5 +285.0 204 3,250 +159
Total Volume and Open Interest 170,074 187,797 -2,231
FT-SE 100(EURONEXT)
Dec11 111130 5315.50 5542.00 5275.00 5493.00 +165.50 108,471 634,555 -3,744
Mar12 111130 5250.50 5501.00 5238.00 5455.00 +165.00 626 14,376 -304
Jun12 111130 5420.50 5420.50 5420.50 5420.50 +167.00 15 525 +0
Total Volume and Open Interest 109,112 649,456 -4,048
SPI 200(SFE)
Dec11 111130 4138.0 4156.0 4086.0 4114.0 -20.0 38,101 218,091 +7,742
Mar12 111130 4099.0 4112.0 4068.0 4092.0 -20.0 287 3,570 +267
Jun12 111130 4098.0 4098.0 4098.0 4098.0 -20.0 25 1,513 +25
Total Volume and Open Interest 38,413 224,414 +8,034
GSCI(CME)
Dec11 111130 661.50 664.25 658.50 659.00 +3.50 79 8,076 -1
Jan12 111130 659.00 659.00 659.00 659.00 +3.50 0 1 +0
Feb12 111130 659.00 659.00 659.00 659.00 +3.50      
Total Volume and Open Interest 79 8,077 -1
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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