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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu December 01, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111201 1133.25 1143.75 1116.25 1128.00 -3.25 95,258 219,419 +534
Mar12 111201 1142.75 1153.00 1126.50 1138.50 -2.50 32,081 96,686 +2,142
May12 111201 1154.00 1162.50 1137.00 1149.00 -2.00 14,624 79,545 +807
Jul12 111201 1163.25 1171.50 1146.75 1158.75 -1.00 14,646 63,023 +2,224
Aug12 111201 1165.50 1165.50 1150.50 1158.50 -0.25 80 686 -10
Sep12 111201 1152.25 1152.25 1151.25 1152.25 +1.00 40 507 -1
Nov12 111201 1151.00 1158.50 1137.00 1149.00 +2.25 3,629 48,987 -245
Total Volume and Open Interest 160,639 522,741 +5,658
Soybean Meal(CBOT)
Dec11 111201 289.70 291.60 283.30 287.20 -3.20 26,113 6,385 -8,879
Jan12 111201 291.50 293.40 285.20 289.00 -3.20 45,482 72,080 +4,396
Mar12 111201 293.90 296.00 288.00 292.10 -2.60 16,453 44,505 +2,252
May12 111201 297.40 298.50 291.40 295.30 -2.40 6,607 28,956 +585
Jul12 111201 300.70 302.30 295.50 299.40 -2.10 2,731 24,749 +396
Aug12 111201 303.10 303.10 297.00 300.70 -2.00 159 4,588 +49
Sep12 111201 303.80 303.80 297.90 301.40 -1.80 159 4,900 +0
Oct12 111201 301.40 301.40 295.90 299.70 -1.00 67 3,247 +11
Total Volume and Open Interest 98,349 209,361 -1,139
Soybean Oil(CBOT)
Dec11 111201 49.60 49.75 48.97 49.52 +0.25 33,103 11,529 -13,162
Jan12 111201 49.55 50.09 49.17 49.70 +0.20 68,415 125,923 +5,638
Mar12 111201 50.07 50.50 49.57 50.11 +0.18 30,106 83,465 +6,899
May12 111201 50.30 50.78 49.91 50.45 +0.21 6,546 40,969 +789
Jul12 111201 50.57 50.97 50.16 50.70 +0.24 3,208 30,010 +181
Aug12 111201 50.68 50.78 50.27 50.78 +0.24 182 3,752 +64
Sep12 111201 50.90 50.90 50.32 50.80 +0.25 199 4,677 -44
Oct12 111201 50.68 50.68 50.14 50.62 +0.27 117 4,622 +85
Total Volume and Open Interest 142,773 320,391 +595
Canola(WCE)
Jan12 111201 506.8 509.8 496.5 499.9 -2.6 7,061 72,769 -1,497
Mar12 111201 506.0 507.5 495.8 499.8 -3.0 7,393 41,538 +2,017
May12 111201 505.5 505.5 496.6 500.2 -3.9 1,863 15,695 +281
Jul12 111201 507.0 507.3 498.6 501.3 -4.8 2,051 11,096 +605
Nov12 111201 483.7 484.7 477.0 479.7 -3.2 1,064 14,181 +738
Total Volume and Open Interest 19,436 155,534 +2,148
Corn(CBOT)
Dec11 111201 602.00 606.00 590.75 594.75 -6.50 178,800 38,832 -72,122
Mar12 111201 608.75 612.50 597.50 601.50 -6.50 210,652 565,736 +24,137
May12 111201 615.25 619.25 605.00 609.25 -6.00 27,239 144,443 +1,110
Jul12 111201 619.25 623.00 609.50 614.25 -4.50 23,811 143,433 +3,150
Sep12 111201 575.00 578.25 570.50 574.75 unch 2,067 35,320 -194
Dec12 111201 551.50 557.00 548.75 554.25 +2.25 12,390 175,249 -163
Total Volume and Open Interest 455,627 1,156,942 -44,065
Wheat(CBOT)
Dec11 111201 598.75 607.50 594.00 602.00 +6.25 23,141 8,882 -11,521
Mar12 111201 614.25 625.00 605.75 614.25 +0.25 63,277 182,763 +2,471
May12 111201 634.00 639.25 620.50 632.00 +2.00 5,863 57,698 -219
Jul12 111201 642.00 650.75 632.25 645.50 +3.50 8,012 63,343 +671
Sep12 111201 662.75 664.75 651.00 664.75 +3.50 632 13,298 +34
Total Volume and Open Interest 104,809 369,175 -8,438
Wheat(KCBT)
Dec11 111201 657.75 666.00 647.75 663.00 +12.00 9,327 2,514 -4,755
Mar12 111201 661.50 672.50 656.25 669.00 +8.00 15,371 72,073 -233
May12 111201 670.50 680.50 665.00 677.25 +7.50 2,194 13,010 +458
Jul12 111201 680.00 689.50 673.25 685.75 +7.25 4,006 35,535 +755
Sep12 111201 702.25 702.25 687.25 699.75 +7.75 437 5,871 +98
Total Volume and Open Interest 31,494 134,769 -3,586
Wheat(MGE)
Dec11 111201 836.25 854.50 836.00 854.50 +18.50 1,081 669 -762
Mar12 111201 823.25 833.75 820.00 832.25 +8.75 3,030 18,905 -160
May12 111201 813.00 815.00 802.25 812.25 +8.75 696 6,917 +50
Jul12 111201 802.25 804.75 795.50 804.50 +6.25 444 8,393 +39
Sep12 111201 782.00 790.00 777.00 788.50 +8.25 155 3,523 +32
Total Volume and Open Interest 5,521 41,728 -729
Oats(CBOT)
Dec11 111201 344.25 344.75 321.00 322.00 -21.75 667 827 -389
Mar12 111201 318.00 322.50 310.00 320.00 unch 1,498 11,680 -100
May12 111201 315.00 317.00 311.00 316.75 -0.25 322 1,289 +19
Jul12 111201 316.75 320.00 316.75 316.75 -3.25 102 104 +52
Total Volume and Open Interest 2,591 14,054 -416
Rough Rice(CBOT)
Jan12 111201 14.80 14.95 14.64 14.77 -0.06 1,445 11,122 -542
Mar12 111201 15.13 15.24 14.94 15.07 -0.06 997 5,724 +772
May12 111201 15.53 15.53 15.26 15.35 -0.06 22 581 +2
Jul12 111201 15.72 15.72 15.59 15.62 -0.05 16 616 +6
Total Volume and Open Interest 2,491 18,229 +243
Live Cattle(CME)
Dec11 111201 121.950 122.450 121.480 121.900 +0.300 8,125 38,702 -2,436
Feb12 111201 123.800 124.180 123.150 123.730 +0.130 13,421 128,329 +734
Apr12 111201 126.785 127.400 126.450 126.850 +0.150 8,029 83,970 -125
Jun12 111201 125.200 126.080 124.950 125.850 +0.565 3,106 45,984 +707
Aug12 111201 125.285 126.000 125.000 125.900 +0.350 684 9,647 +154
Oct12 111201 127.900 128.325 127.650 128.200 +0.015 367 5,638 +14
Total Volume and Open Interest 33,773 316,924 -939
Feeder Cattle(CME)
Jan12 111201 146.450 146.685 145.300 146.100 +0.065 2,059 15,599 -637
Mar12 111201 148.400 148.800 147.685 148.350 +0.165 1,288 6,681 +127
Apr12 111201 149.235 149.800 148.935 149.575 +0.500 127 2,783 +6
May12 111201 150.000 150.735 149.600 150.500 +0.500 123 2,890 +12
Aug12 111201 151.300 151.900 150.985 151.900 +0.415 114 3,247 +16
Sep12 111201 151.750 152.250 151.200 152.250 +0.250 20 455 +10
Oct12 111201 151.900 152.400 151.900 152.100 unch 2 102 +0
Total Volume and Open Interest 3,733 31,760 -466
Lean Hogs(CME)
Dec11 111201 88.180 88.480 87.450 87.580 -0.600 6,249 21,013 -2,378
Feb12 111201 91.750 91.950 90.250 90.285 -1.295 16,013 96,567 +2,190
Apr12 111201 93.650 93.830 92.750 92.800 -0.500 5,575 64,306 +1,294
May12 111201 98.400 98.800 98.300 98.800 -0.350 74 2,322 +16
Jun12 111201 100.330 100.650 99.650 100.035 -0.395 3,652 44,014 +987
Jul12 111201 98.830 98.900 98.350 98.850 -0.380 246 10,318 +64
Aug12 111201 97.600 97.930 96.980 97.300 -0.630 921 14,378 +183
Oct12 111201 85.730 86.100 85.200 85.800 -0.500 577 7,964 +220
Total Volume and Open Interest 33,632 264,231 +2,687
Class III Milk(CME)
Dec11 111201 18.50 18.64 18.41 18.61 +0.18 246 5,902 -33
Jan12 111201 17.27 17.36 17.10 17.34 +0.15 236 4,646 +50
Feb12 111201 16.89 17.15 16.89 17.14 +0.24 117 3,241 +49
Mar12 111201 16.98 17.07 16.93 17.03 +0.10 43 2,771 +8
Apr12 111201 16.90 16.93 16.83 16.93 +0.08 58 2,137 +30
Total Volume and Open Interest 834 35,669 +140
Cocoa(ICE)
Dec11 111201 2164 2177 2077 2079 -83 0 113 -22
Mar12 111201 2305 2324 2275 2287 -18 12,029 81,389 +358
May12 111201 2317 2329 2291 2298 -19 1,430 30,018 +484
Jul12 111201 2328 2337 2310 2314 -17 477 14,637 +31
Sep12 111201 2329 2331 2320 2324 -17 428 12,710 +208
Dec12 111201 2342 2342 2332 2336 -18 254 12,924 +36
Mar13 111201 2353 2356 2351 2351 -17 36 4,120 +7
Total Volume and Open Interest 14,694 158,826 +1,133
Coffee "C"(ICE)
Dec11 111201 233.20 235.70 231.55 233.20 -0.60 128 271 -45
Mar12 111201 236.10 238.95 233.60 235.70 -1.20 8,746 58,762 +203
May12 111201 238.00 240.80 236.00 238.00 -1.15 2,145 20,107 -340
Jul12 111201 238.45 242.55 238.10 239.95 -1.05 624 6,882 -97
Sep12 111201 239.65 243.40 239.65 241.10 -0.90 360 5,793 -53
Dec12 111201 240.95 244.50 240.95 242.40 -0.85 107 6,662 +89
Total Volume and Open Interest 12,123 99,583 -238
Orange Juice(ICE)
Jan12 111201 176.45 178.00 176.05 177.25 +1.15 991 19,843 -621
Mar12 111201 172.80 173.50 172.00 172.70 +0.35 571 6,180 +607
May12 111201 171.80 171.80 171.00 171.75 +0.65 4 1,714 +1
Jul12 111201 171.70 171.95 170.55 171.95 +0.80 0 451 +0
Sep12 111201 171.35 171.35 171.35 171.35 +0.80 0 53 +0
Nov12 111201 171.00 171.00 171.00 171.00 +0.80 0 8 +0
Total Volume and Open Interest 1,566 28,255 -13
Sugar #11(ICE)
Mar12 111201 23.69 23.88 23.44 23.59 -0.10 37,134 214,287 +403
May12 111201 23.36 23.46 23.06 23.28 -0.05 14,822 83,703 +988
Jul12 111201 23.02 23.06 22.70 23.01 +0.05 8,224 85,793 -677
Oct12 111201 23.07 23.16 22.82 23.15 +0.08 5,167 47,082 +823
Mar13 111201 23.31 23.57 23.16 23.54 +0.11 2,280 30,898 -628
Total Volume and Open Interest 75,331 504,829 +2,748
London Cocoa(LCE)
Dec11 111201 1443 1450 1428 1429 -11 3,716 65,884 -900
Mar12 111201 1466 1479 1456 1460 -5 10,740 66,563 +556
May12 111201 1482 1491 1472 1477 -4 2,049 21,421 +313
Jul12 111201 1497 1505 1488 1493 -3 1,721 24,167 +243
Sep12 111201 1509 1520 1501 1505 -3 823 16,981 +197
Dec12 111201 1515 1530 1515 1518 -2 628 12,861 +18
Mar13 111201 1531 1531 1531 1531 -1 219 7,404 -49
Total Volume and Open Interest 20,122 217,890 +449
London Sugar(LCE)
Mar12 111201 610.00 618.80 608.00 617.20 +3.60 3,497 24,196 -76
May12 111201 603.00 610.20 601.20 609.70 +3.10 499 7,046 +62
Aug12 111201 598.10 604.30 596.80 603.20 +2.00 390 8,478 +45
Oct12 111201 597.10 604.80 597.10 603.90 +2.40 216 3,483 +31
Dec12 111201 606.00 608.40 603.40 608.40 +3.00 112 1,337 +43
Total Volume and Open Interest 4,722 45,460 +113
Cotton(ICE)
Dec11 111201 92.00 92.00 90.70 90.70 +0.39 98 434 -78
Mar12 111201 91.02 92.77 90.83 91.30 +0.39 13,568 93,479 +1,747
May12 111201 90.40 92.10 90.30 90.99 +0.60 2,983 17,906 +136
Jul12 111201 90.21 91.30 89.70 90.66 +0.85 881 17,527 -313
Oct12 111201 90.25 90.25 90.25 90.25 +0.77 3 85 +0
Dec12 111201 89.27 89.27 88.00 88.83 +0.40 271 7,502 +147
Total Volume and Open Interest 17,815 138,214 +1,641
Lumber(CME)
Jan12 111201 221.3 226.8 218.7 219.6 +1.4 1,027 6,697 +69
Mar12 111201 240.0 245.1 237.6 241.4 -1.6 532 2,610 +205
May12 111201 256.8 256.8 252.1 252.5 -2.9 253 530 +61
Jul12 111201 269.0 269.0 262.0 262.0 -2.8 3 267 -1
Total Volume and Open Interest 1,816 10,219 +334
Crude Oil(NYM)
Jan12 111201 100.51 101.17 98.87 100.20 -0.16 320,858 309,464 -8,694
Feb12 111201 100.49 101.20 98.96 100.33 -0.13 74,483 105,543 +5,279
Mar12 111201 100.70 101.29 99.03 100.45 -0.10 46,618 105,919 +1,053
Apr12 111201 100.67 101.12 99.05 100.49 -0.07 17,682 44,754 +2,188
May12 111201 100.63 100.88 98.98 100.42 -0.03 14,055 40,554 +1,920
Jun12 111201 100.33 100.84 98.79 100.23 +0.02 38,888 76,886 -88
Jul12 111201 99.62 100.08 98.63 99.97 +0.10 6,844 33,994 +29
Aug12 111201 99.78 99.95 98.40 99.68 +0.19 4,663 25,125 +754
Sep12 111201 98.86 99.40 97.88 99.39 +0.27 7,833 29,985 +497
Oct12 111201 98.87 99.10 97.77 99.10 +0.36 3,791 27,420 +389
Nov12 111201 98.54 98.85 97.53 98.85 +0.45 2,798 27,227 +157
Dec12 111201 98.35 98.77 96.95 98.58 +0.51 36,783 165,892 +1,949
Jan13 111201 98.18 98.18 98.18 98.18 +0.56 1,234 29,603 +396
Feb13 111201 97.75 97.75 97.75 97.75 +0.62 479 11,105 -183
Mar13 111201 97.20 97.34 97.20 97.34 +0.68 695 10,448 +129
Apr13 111201 96.94 96.94 96.94 96.94 +0.72 495 5,666 +136
Total Volume and Open Interest 611,677 1,302,512 +7,062
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111201 100.550 101.150 98.850 100.200 -0.150 9,817 2,279 +164
Feb12 111201 100.625 101.125 99.000 100.325 -0.125 235 356 +34
Mar12 111201 100.800 101.175 99.200 100.450 -0.100 74 204 -2
Apr12 111201 100.175 100.500 99.450 100.500 -0.050 204 225 +203
May12 111201 100.425 100.425 100.425 100.425 -0.025 0 8 +0
Jun12 111201 99.175 100.225 99.025 100.225 +0.025 1 14 +1
Jul12 111201 99.975 99.975 99.975 99.975 +0.100 0 4 +0
Aug12 111201 99.675 99.675 99.675 99.675 +0.175 0 5 +0
Sep12 111201 99.400 99.400 99.400 99.400 +0.275      
Total Volume and Open Interest 10,341 3,326 +410
Heating Oil(NYM)
Jan12 111201 302.51 304.01 296.20 296.95 -5.56 65,516 92,100 +7,348
Feb12 111201 303.90 304.82 297.24 298.14 -5.15 22,678 38,657 +1,485
Mar12 111201 303.08 303.57 297.10 298.14 -4.59 13,014 27,657 -11
Apr12 111201 299.76 301.46 295.52 296.75 -3.78 6,357 17,314 +700
May12 111201 299.05 299.05 294.00 294.71 -3.24 5,264 12,773 -486
Jun12 111201 297.06 298.04 291.91 293.36 -2.87 10,562 30,171 -928
Jul12 111201 295.34 296.46 292.68 293.29 -2.59 572 7,898 -103
Aug12 111201 296.55 296.55 292.10 293.49 -2.45 367 4,326 +15
Sep12 111201 298.24 298.24 292.80 294.19 -2.39 976 6,046 +703
Oct12 111201 296.88 298.19 293.70 295.22 -2.28 230 2,434 +14
Nov12 111201 295.70 296.30 295.57 296.20 -2.17 197 1,562 +33
Dec12 111201 298.93 298.93 295.36 296.96 -2.07 1,184 18,045 +197
Total Volume and Open Interest 160,302 271,199 +602
Gasoline(NYMEX)
Jan12 111201 256.00 261.86 252.64 255.79 -0.05 49,842 87,528 +4,255
Feb12 111201 257.65 261.31 254.19 257.25 -0.19 21,146 29,597 +1,387
Mar12 111201 259.37 262.28 256.28 259.12 -0.27 12,610 30,490 +541
Apr12 111201 275.22 275.98 270.78 273.79 -0.23 5,933 24,568 +412
May12 111201 274.50 275.63 272.27 273.76 -0.25 5,010 18,141 +445
Jun12 111201 272.50 274.38 269.32 272.18 -0.02 4,562 26,647 +536
Jul12 111201 270.30 271.97 269.79 269.96 +0.18 789 7,505 +25
Aug12 111201 267.16 267.60 267.10 267.60 +0.37 401 8,118 -7
Sep12 111201 264.55 264.90 264.42 264.90 +0.40 769 6,160 -381
Oct12 111201 251.90 252.34 251.90 252.34 +0.49 1,000 4,483 -599
Total Volume and Open Interest 132,583 266,266 +207
e-miNY RBOB Gasoline(NYM)
Jan12 111201 255.80 255.80 255.79 255.80 unch 0 1 +0
Feb12 111201 257.30 257.30 257.25 257.30 -0.10 0 1 +0
Mar12 111201 259.10 259.12 259.10 259.10 -0.30      
Apr12 111201 273.80 273.80 273.79 273.80 -0.20      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111201 3.575 3.689 3.541 3.648 +0.098 128,907 290,354 -7,563
Feb12 111201 3.587 3.711 3.572 3.675 +0.097 35,217 97,286 +976
Mar12 111201 3.601 3.711 3.576 3.680 +0.099 34,865 126,204 +1,218
Apr12 111201 3.635 3.740 3.615 3.710 +0.094 22,082 98,169 +1,112
May12 111201 3.676 3.777 3.658 3.746 +0.088 8,270 43,392 +442
Jun12 111201 3.717 3.812 3.700 3.786 +0.084 5,167 22,324 +810
Jul12 111201 3.780 3.868 3.753 3.839 +0.084 4,250 19,070 +84
Aug12 111201 3.796 3.893 3.781 3.869 +0.085 2,186 15,796 -231
Sep12 111201 3.799 3.895 3.783 3.872 +0.086 2,847 14,413 +425
Oct12 111201 3.834 3.933 3.820 3.909 +0.087 8,355 55,447 -140
Nov12 111201 4.000 4.065 3.965 4.046 +0.082 3,237 23,024 +193
Dec12 111201 4.272 4.341 4.250 4.324 +0.072 3,814 24,338 +15
Jan13 111201 4.400 4.468 4.373 4.452 +0.069 7,632 28,807 +152
Feb13 111201 4.396 4.459 4.367 4.437 +0.068 236 6,462 +58
Mar13 111201 4.345 4.384 4.321 4.384 +0.067 609 14,431 +235
Apr13 111201 4.250 4.290 4.225 4.290 +0.063 935 22,944 -451
Total Volume and Open Interest 270,281 955,095 -1,826
Brent Crude Oil(ICE)
Jan12 111201 110.75 111.24 108.18 108.99 -1.53 223,508 157,724 -13,079
Feb12 111201 109.91 110.63 107.89 108.71 -1.27 124,915 144,845 -48
Mar12 111201 109.43 110.07 107.53 108.39 -1.09 79,648 86,922 +5,589
Apr12 111201 109.06 109.62 107.27 108.19 -0.89 42,697 41,084 +2,405
May12 111201 108.45 109.19 107.01 107.97 -0.70 24,558 25,910 +1,776
Jun12 111201 107.99 108.75 106.67 107.71 -0.52 50,696 67,877 -357
Jul12 111201 107.50 108.27 106.39 107.42 -0.40 8,377 19,381 -991
Aug12 111201 107.81 107.81 106.02 107.07 -0.31 5,095 26,826 +359
Sep12 111201 107.29 107.29 105.58 106.65 -0.23 7,225 32,554 +957
Oct12 111201 106.27 106.27 106.27 106.27 -0.15 3,582 13,479 -90
Nov12 111201 105.91 105.91 105.91 105.91 -0.07 2,146 17,788 -65
Dec12 111201 105.44 105.98 104.39 105.50 -0.02 35,824 103,701 +1,500
Jan13 111201 105.12 105.12 105.12 105.12 +0.02 1,684 9,994 +284
Feb13 111201 104.70 104.70 104.70 104.70 +0.05 487 6,117 +79
Total Volume and Open Interest 633,424 914,717 +4,063
Gas Oil(ICE)
Dec11 111201 961.00 968.75 943.50 946.00 -19.25 66,187 103,951 -4,744
Jan12 111201 953.25 959.50 936.00 938.25 -18.25 114,328 114,460 +5,655
Feb12 111201 949.00 953.75 932.00 934.00 -16.75 41,557 49,294 +4,024
Mar12 111201 943.75 948.50 928.50 930.50 -15.50 26,152 42,725 +2
Apr12 111201 939.25 944.00 925.50 927.25 -14.00 12,757 23,442 +944
May12 111201 939.75 939.75 922.25 924.00 -13.25 7,932 26,293 -535
Jun12 111201 932.75 937.75 921.00 922.25 -12.50 17,333 51,075 +512
Jul12 111201 935.00 937.75 921.50 923.00 -12.00 2,978 17,938 +294
Aug12 111201 931.00 931.25 922.75 923.50 -11.50 1,717 12,526 +325
Sep12 111201 931.00 931.00 922.25 923.75 -10.75 1,419 12,316 -101
Total Volume and Open Interest 301,945 546,280 +6,883
Ethanol(CBOT)
Dec11 111201 2.490 2.540 2.490 2.527 +0.043 232 261 -126
Jan12 111201 2.258 2.260 2.225 2.237 -0.021 414 1,438 -37
Feb12 111201 2.195 2.200 2.173 2.176 -0.019 147 1,121 +51
Mar12 111201 2.193 2.195 2.183 2.188 -0.022 55 1,475 +5
Apr12 111201 2.197 2.197 2.187 2.187 -0.015 14 667 -2
May12 111201 2.212 2.212 2.200 2.204 -0.013 14 799 +0
Jun12 111201 2.214 2.222 2.211 2.214 -0.017 11 619 +3
Jul12 111201 2.237 2.237 2.215 2.226 -0.015 4 853 +4
Total Volume and Open Interest 1,236 10,144 -319
WTI Crude Oil(ICE)
Jan12 111201 100.61 101.16 98.88 100.20 -0.16 67,715 69,029 -1,011
Feb12 111201 100.62 101.23 98.98 100.33 -0.13 19,060 47,341 +1,447
Mar12 111201 100.65 101.28 99.11 100.45 -0.10 16,490 34,792 -1,005
Apr12 111201 100.87 101.09 99.25 100.49 -0.07 9,182 20,573 +1,403
May12 111201 100.47 100.96 99.15 100.42 -0.03 6,954 11,592 +1,388
Jun12 111201 100.20 100.84 98.87 100.23 +0.02 18,158 41,510 -545
Jul12 111201 99.33 100.38 98.64 99.97 +0.10 3,154 8,780 +117
Aug12 111201 99.47 100.02 98.31 99.68 +0.19 1,736 6,960 +245
Sep12 111201 99.39 99.66 97.98 99.39 +0.27 2,418 12,039 +165
Oct12 111201 99.10 99.10 99.10 99.10 +0.36 1,047 5,429 +156
Nov12 111201 98.85 98.85 98.85 98.85 +0.45 750 4,583 +169
Dec12 111201 98.29 98.78 97.03 98.58 +0.51 7,207 61,947 +65
Jan13 111201 98.18 98.18 98.18 98.18 +0.56 44 3,210 +20
Feb13 111201 97.75 97.75 97.75 97.75 +0.62 0 640 +0
Mar13 111201 97.34 97.34 97.34 97.34 +0.68 0 1,584 +0
Apr13 111201 96.94 96.94 96.94 96.94 +0.72 0 389 +0
Total Volume and Open Interest 157,990 420,262 +2,752
US Dollar Index(ICE)
Dec11 111201 78.485 78.640 78.145 78.433 -0.057 20,979 57,824 -825
Mar12 111201 78.870 79.005 78.620 78.863 -0.027 164 817 +36
Jun12 111201 79.283 79.283 79.283 79.283 -0.027      
Total Volume and Open Interest 21,143 58,641 -789
Australian Dollar(CME)
Dec11 111201 102.51 102.51 101.32 102.20 -0.19 144,209 117,239 -14,255
Mar12 111201 101.45 101.45 100.33 101.19 -0.20 6,757 7,358 +6,218
Jun12 111201 100.40 100.60 100.40 100.40 -0.20 0 36 +0
Total Volume and Open Interest 150,966 124,760 -8,037
British Pound(CME)
Dec11 111201 156.97 157.53 156.34 156.83 -0.14 90,570 185,034 -5,949
Mar12 111201 156.85 157.25 156.23 156.70 -0.14 3,647 5,679 +3,461
Jun12 111201 156.55 156.71 156.55 156.55 -0.16 5 10 +0
Total Volume and Open Interest 94,222 190,728 -2,488
Canadian Dollar(CME)
Dec11 111201 98.11 98.61 97.78 98.52 +0.51 77,817 127,168 +513
Mar12 111201 97.92 98.40 97.58 98.32 +0.51 6,184 13,117 +5,594
Jun12 111201 97.95 98.25 97.67 98.16 +0.49 133 1,888 +110
Sep12 111201 97.58 98.05 97.54 98.05 +0.51 57 852 +47
Total Volume and Open Interest 84,226 143,231 +6,291
Japanese Yen(CME)
Dec11 111201 128.92 129.10 128.52 128.55 -0.44 81,073 160,574 -2,770
Mar12 111201 129.12 129.30 128.80 128.82 -0.43 5,287 5,661 +4,558
Jun12 111201 129.20 129.51 129.07 129.07 -0.44 10 39 +10
Total Volume and Open Interest 86,370 166,279 +1,798
Swiss Franc(CME)
Dec11 111201 109.47 110.27 108.77 109.12 -0.44 19,089 36,499 +884
Mar12 111201 109.62 110.47 109.04 109.33 -0.40 75 714 +20
Jun12 111201 109.58 110.00 109.58 109.58 -0.42 0 6 +0
Total Volume and Open Interest 19,164 37,224 +904
EuroFX(CME)
Dec11 111201 134.42 135.22 134.17 134.56 +0.20 306,908 266,183 +5,796
Mar12 111201 134.50 135.30 134.33 134.65 +0.18 2,757 10,303 +515
Jun12 111201 134.83 135.18 134.62 134.72 +0.10 6 1,007 +0
Total Volume and Open Interest 309,672 277,511 +6,311
Mexican Peso(CME)
Dec11 111201 733.2 738.0 730.0 736.5 +6.2 35,627 75,325 -425
Jan12 111201 734.8 734.8 728.5 734.8 +6.2 0 95 +0
Total Volume and Open Interest 38,431 120,894 +1,591
Brazilian Real(CME)
Jan12 111201 552.05 556.40 547.95 547.95 +0.25 0 10,199 +0
Feb12 111201 545.65 545.65 545.65 545.65 +1.30      
Mar12 111201 546.50 546.50 543.35 543.35 +1.30 392 3,298 +62
Apr12 111201 541.05 541.05 541.05 541.05 +1.30      
Total Volume and Open Interest 669 31,695 +48
30-Year T-Bonds(CBOT)
Dec11 111201 141~170 142~000 140~060 140~210 -0~310 493,664 88,352 -85,096
Mar12 111201 141~110 141~240 139~270 140~100 -1~020 316,079 569,774 +105,594
Jun12 111201 139~290 140~130 138~260 138~310 -1~030 0 15 +0
Total Volume and Open Interest 809,743 658,141 +20,498
10-Year T-Notes(CBOT)
Dec11 111201 130~040 130~115 129~240 129~315 -0~055 1,398,799 280,726 -349,637
Mar12 111201 129~105 129~175 128~285 129~045 -0~065 857,707 1,275,717 +248,082
Jun12 111201 128~045 128~045 128~045 128~045 -0~065      
Total Volume and Open Interest 2,256,506 1,556,443 -101,555
5-Year T-Notes(CBOT)
Dec11 111201 122~127 123~016 122~110 122~119 -0~010 910,309 222,883 -263,517
Mar12 111201 122~080 122~095 122~059 122~070 -0~012 715,886 1,114,286 +235,623
Jun12 111201 121~094 121~106 121~094 121~094 -0~012      
Total Volume and Open Interest 1,626,195 1,337,169 -27,894
2 Year T-Notes(CBOT)
Dec11 111201 110~025 110~027 110~022 110~023 -0~002 395,005 119,307 -153,327
Mar12 111201 110~031 110~033 110~028 110~029 -0~003 333,394 621,490 +146,609
Jun12 111201 109~125 110~000 109~125 109~125 -0~003      
Total Volume and Open Interest 728,399 740,797 -6,718
Eurodollars(CME)
Dec11 111201 99.467 99.482 99.460 99.473 +0.005 203,125 1,057,815 -3,435
Mar12 111201 99.400 99.435 99.385 99.410 +0.010 293,154 983,799 +994
Jun12 111201 99.360 99.395 99.340 99.355 -0.005 171,625 1,133,969 -11,318
Sep12 111201 99.340 99.380 99.315 99.325 -0.020 144,705 771,691 +823
Dec12 111201 99.330 99.365 99.290 99.305 -0.030 133,453 787,302 -12,584
Mar13 111201 99.325 99.350 99.275 99.290 -0.030 131,116 837,083 +16,560
Jun13 111201 99.270 99.305 99.235 99.250 -0.030 91,404 571,923 +903
Sep13 111201 99.210 99.235 99.170 99.185 -0.035 117,596 476,909 +15,269
Dec13 111201 99.105 99.130 99.070 99.085 -0.035 118,121 483,612 +13,662
Mar14 111201 98.970 98.995 98.940 98.955 -0.035 90,037 347,752 +2,786
Jun14 111201 98.800 98.825 98.760 98.780 -0.040 72,089 283,670 +629
Sep14 111201 98.615 98.645 98.565 98.590 -0.050 72,963 199,422 +3,281
Dec14 111201 98.420 98.455 98.360 98.385 -0.060 44,594 174,455 +3,083
Mar15 111201 98.250 98.285 98.180 98.205 -0.065 44,882 127,134 +7,311
Jun15 111201 6.325 6.365 6.250 6.275 -0.070 25,937 111,249 +293
Sep15 111201 6.145 6.190 6.065 6.095 -0.070 26,394 77,715 -1,477
Dec15 111201 5.965 6.000 5.875 5.905 -0.075 14,149 48,876 +957
Mar16 111201 5.815 5.855 5.720 5.750 -0.080 14,895 46,474 +839
Total Volume and Open Interest 1,842,202 8,721,607 +38,984
30 Day Federal Funds(CBOT)
Dec11 111201 99.910 99.915 99.910 99.910 unch 2,332 72,790 +627
Jan12 111201 99.895 99.905 99.895 99.900 +0.005 2,099 61,983 +723
Feb12 111201 99.890 99.895 99.885 99.890 +0.005 3,465 50,126 +363
Mar12 111201 99.880 99.890 99.875 99.885 +0.005 2,627 32,524 +916
Apr12 111201 99.870 99.885 99.865 99.880 +0.005 1,360 36,205 +256
May12 111201 99.870 99.880 99.865 99.875 +0.005 3,915 45,032 +1,677
Total Volume and Open Interest 29,855 616,393 +5,815
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111201 99.673 99.673 99.673 99.673 +0.007 0 327 +0
Mar12 111201 99.662 99.662 99.662 99.662 +0.007 0 300 +0
Jun12 111201 99.665 99.665 99.665 99.665 +0.007      
Sep12 111201 99.662 99.662 99.662 99.662 +0.007      
Dec12 111201 99.665 99.665 99.665 99.665 +0.005      
Mar13 111201 99.655 99.655 99.655 99.655 +0.005      
Jun13 111201 99.610 99.610 99.610 99.610 +0.005      
Sep13 111201 99.470 99.470 99.470 99.470 +0.005      
Dec13 111201 99.330 99.330 99.330 99.330 +0.005      
Mar14 111201 99.190 99.190 99.190 99.190 +0.005      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111201 99.67 99.67 99.67 99.67 +0.01 0 3,632 +0
Mar12 111201 99.66 99.66 99.66 99.66 +0.01 0 1,937 +0
Jun12 111201 99.67 99.67 99.67 99.67 +0.01 0 1,440 +0
Sep12 111201 99.66 99.66 99.66 99.66 +0.01 0 711 +0
Dec12 111201 99.67 99.67 99.67 99.67 +0.00 0 145 +0
Mar13 111201 99.65 99.65 99.65 99.65 +0.00 0 131 +0
Jun13 111201 99.62 99.64 99.61 99.61 +0.00 0 166 +0
Sep13 111201 99.47 99.47 99.47 99.47 +0.01      
Total Volume and Open Interest 0 8,165 +0
Japanese Gov't Bonds(SGX)
Dec11 111201 141.76 142.01 141.53 141.95 +0.16 5,272 17,681 -1,821
Mar12 111201 141.02 141.33 140.89 141.30 +0.15 153 149 +76
Jun12 111201 139.21 139.21 139.21 139.21 +0.15      
Total Volume and Open Interest 5,425 17,833 -1,745
Euro-Bund(EUREX)
Dec11 111201 133.67 135.21 133.56 134.88 +1.06 823,334 922,447 +7,597
Mar12 111201 133.61 135.24 133.50 134.92 +1.15 40,454 70,976 +13,641
Jun12 111201 134.26 134.26 134.26 134.26 +1.06 2 21 +2
Total Volume and Open Interest 863,790 993,444 +21,240
Euro-Bobl(EUREX)
Dec11 111201 122.54 123.35 122.49 123.13 +0.50 481,629 687,689 -28,677
Mar12 111201 122.63 123.50 122.63 123.30 +0.59 25,302 67,504 +10,534
Jun12 111201 123.28 123.28 123.28 123.28 +0.50 33 0 +0
Total Volume and Open Interest 506,964 755,193 -18,143
3-Mth Euribor(EUREX)
Dec11 111201 98.750 98.780 98.750 98.780 +0.015 206 1,955 +200
Mar12 111201 98.990 99.000 98.935 98.985 -0.005 0 2,247 +0
Jun12 111201 98.985 99.030 98.985 99.030 unch 0 1,132 +0
Total Volume and Open Interest 220 8,748 +209
Long Gilt(LIFFE)
Dec11 111201 130~11 131~07 129~18 130~31 +0~23 27,302 31,324 -15,002
Mar12 111201 113~10 114~08 112~13 113~29 +0~13 158,017 284,515 +8,859
Total Volume and Open Interest 185,319 315,839 -6,143
3-Mth Short Sterling(LIFFE)
Dec11 111201 98.97 98.98 98.94 98.96 unch 32,226 328,683 -7,266
Mar12 111201 98.94 98.97 98.92 98.94 +0.01 40,704 332,335 -3,128
Jun12 111201 98.92 98.95 98.90 98.92 +0.02 35,421 199,135 +1,918
Sep12 111201 98.89 98.93 98.87 98.89 +0.03 30,994 205,663 -3,040
Dec12 111201 98.83 98.87 98.82 98.84 +0.03 25,567 181,435 -1,965
Mar13 111201 98.81 98.85 98.78 98.82 +0.04 17,710 201,225 +2,494
Total Volume and Open Interest 233,168 1,968,553 -11,321
3-Mth Euribor(LIFFE)
Dec11 111201 98.780 98.790 98.735 98.780 +0.015 149,675 632,193 -12,254
Mar12 111201 98.990 99.015 98.920 98.985 -0.005 139,425 521,296 +2,189
Jun12 111201 99.010 99.060 98.960 99.030 unch 102,995 379,912 +2,120
Total Volume and Open Interest 858,526 3,382,584 +19,242
3-Mth Aus T-Bills(SFE)
Dec11 111201 95.51 95.52 95.46 95.49 -0.02 32,319 203,584 +6,237
Mar12 111201 96.35 96.39 96.26 96.29 -0.06 32,466 230,234 +8,039
Jun12 111201 96.63 96.68 96.52 96.54 -0.09 14,651 165,841 +3,094
Sep12 111201 96.64 96.68 96.50 96.53 -0.09 6,818 101,686 +306
Dec12 111201 96.48 96.50 96.35 96.37 -0.08 3,301 63,053 +638
Mar13 111201 96.29 96.30 96.17 96.18 -0.08 1,049 51,995 +584
Jun13 111201 96.13 96.13 96.00 96.01 -0.07 1,152 42,331 +330
Sep13 111201 95.93 95.95 95.88 95.88 -0.07 891 20,112 -95
Dec13 111201 95.80 95.82 95.76 95.76 -0.09 590 4,619 +587
Mar14 111201 95.70 95.70 95.70 95.70 -0.06 105 696 +105
Total Volume and Open Interest 93,342 884,208 +19,825
10-Year Aus T-Bonds(SFE)
Dec11 111201 96.05 96.10 95.93 95.96 -0.08 55,879 375,742 +10,739
Mar12 111201 95.93 95.96 95.93 95.96 -0.08 1 1 +1
Total Volume and Open Interest 55,880 375,743 +10,740
3-Year Aus T-Bonds(SFE)
Dec11 111201 96.85 96.91 96.72 96.74 -0.11 190,336 631,113 +11,254
Mar12 111201 96.84 96.84 96.84 96.84 -0.11 100 100 +100
Total Volume and Open Interest 190,436 631,213 +11,354
Gold(CMX)
Dec11 111201 1747.0 1753.3 1734.5 1735.3 -10.2 64,786 18,158 -21,390
Feb12 111201 1752.5 1758.0 1737.2 1739.8 -10.5 158,257 249,043 +19,512
Apr12 111201 1755.0 1760.6 1741.7 1742.6 -10.5 5,248 30,378 -1,257
Jun12 111201 1758.1 1762.8 1744.4 1745.1 -10.3 4,277 21,795 +192
Aug12 111201 1757.5 1762.6 1747.1 1747.4 -10.2 1,174 13,255 -289
Oct12 111201 1764.3 1764.3 1750.1 1750.1 -10.2 175 7,876 -23
Dec12 111201 1764.1 1768.5 1751.1 1752.8 -10.2 593 20,663 +114
Feb13 111201 1755.8 1755.8 1755.8 1755.8 -10.2 37 3,353 -1
Apr13 111201 1758.6 1758.6 1758.6 1758.6 -10.1 105 845 +51
Jun13 111201 1762.2 1762.2 1762.2 1762.2 -10.1 402 11,124 -72
Aug13 111201 1765.9 1765.9 1765.9 1765.9 -10.1 0 45 +0
Oct13 111201 1769.6 1769.6 1769.6 1769.6 -10.1      
Total Volume and Open Interest 237,179 423,176 -3,004
Silver(CMX)
Dec11 111201 3271.5 3338.0 3249.0 3269.5 -3.6 16,524 2,131 -3,937
Mar12 111201 3286.5 3349.5 3253.0 3275.9 -4.5 34,558 56,411 +3,719
May12 111201 3271.0 3343.5 3261.5 3279.5 -4.4 847 5,439 +43
Jul12 111201 3280.0 3337.5 3278.0 3282.7 -4.4 156 2,671 +1
Sep12 111201 3285.7 3285.7 3285.7 3285.7 -4.2 73 1,847 -51
Dec12 111201 3304.0 3347.0 3289.6 3289.6 -4.0 303 13,720 +40
Mar13 111201 3280.0 3286.4 3280.0 3286.4 -3.8 3 1,123 -1
Total Volume and Open Interest 53,560 98,959 -94
Platinum(NYMEX)
Jan12 111201 1560.9 1574.9 1548.4 1557.2 -3.6 4,655 33,232 -9
Apr12 111201 1578.6 1579.4 1554.2 1563.8 -2.7 393 5,165 +263
Jul12 111201 1570.1 1573.0 1566.3 1566.5 -2.6 30 361 +20
Oct12 111201 1570.4 1570.4 1570.2 1570.4 -2.5 0 59 +0
Total Volume and Open Interest 5,078 38,820 +274
Palladium(NYMEX)
Dec11 111201 616.05 643.80 611.10 627.65 +17.65 2,123 968 -1,267
Mar12 111201 612.65 649.90 608.00 630.20 +17.60 3,837 18,531 +1,329
Jun12 111201 635.50 635.50 631.60 631.60 +17.60 52 246 +47
Total Volume and Open Interest 6,114 19,847 +211
Copper(CMX)
Dec11 111201 355.85 358.15 350.60 352.20 -4.10 14,053 4,617 -3,870
Mar12 111201 356.90 359.95 351.75 353.40 -4.15 37,131 71,502 +1,487
May12 111201 360.15 360.15 353.00 354.40 -4.10 720 16,630 -50
Jul12 111201 357.10 357.55 354.25 355.10 -4.05 192 6,088 +65
Sep12 111201 356.20 357.05 355.60 355.60 -4.00 1 2,469 +1
Total Volume and Open Interest 53,341 112,374 -2,169
DJIA Index(CBOT)
Dec11 111201 12015 12062 11960 12003 -31 214 16,862 -28
Mar12 111201 12004 12004 11900 11932 -31 2 420 +1
Jun12 111201 11865 11896 11865 11865 -31 0 400 +0
Sep12 111201 11802 11833 11802 11802 -31      
Total Volume and Open Interest 216 17,682 -27
E-mini DJIA Index(CBOT)
Dec11 111201 12017 12069 11961 12003 -31 125,534 82,515 +27
Mar12 111201 11932 11999 11900 11932 -31 124 1,341 +9
Jun12 111201 11925 11925 11865 11865 -31 0 6 +0
Sep12 111201 11802 11802 11802 11802 -31 0 13 +0
Total Volume and Open Interest 125,658 83,875 +36
S & P 500(CME)
Dec11 111201 1243.40 1250.70 1236.00 1243.60 -2.40 20,256 274,828 +2,367
Mar12 111201 1237.00 1244.50 1234.00 1237.70 -2.40 1,769 21,006 +923
Jun12 111201 1232.20 1238.50 1228.50 1232.20 -2.30 30 2,818 +40
Sep12 111201 1225.50 1233.20 1223.20 1226.90 -2.30 0 356 +0
Total Volume and Open Interest 22,055 299,108 +3,330
S & P 500 E-Mini(Globex)
Dec11 111201 1243.75 1251.00 1235.75 1243.50 -2.50 2,423,915 2,950,153 -37,462
Mar12 111201 1237.25 1244.25 1229.75 1237.75 -2.25 14,701 62,280 +2,543
Total Volume and Open Interest 2,438,639 3,015,865 -35,167
NASDAQ 100(CME)
Dec11 111201 2295.00 2316.00 2284.50 2309.30 +14.30 749 28,963 -494
Mar12 111201 2304.50 2309.00 2303.50 2304.80 +14.30 0 110 +0
Jun12 111201 2301.80 2302.50 2301.80 2301.80 +14.30      
Total Volume and Open Interest 749 29,073 -494
NASDAQ 100 E-Mini(Globex)
Dec11 111201 2293.30 2315.50 2284.00 2309.30 +14.30 272,608 294,212 -2,301
Mar12 111201 2283.30 2308.80 2280.50 2304.80 +14.30 168 1,402 +33
Total Volume and Open Interest 272,776 295,643 -2,268
S & P Midcap 400(CME)
Dec11 111201 880.20 880.20 879.00 879.00 -4.10 0 6,244 +0
Mar12 111201 876.30 876.30 876.30 876.30 -3.90      
Jun12 111201 874.30 874.30 874.30 874.30 -3.90      
Total Volume and Open Interest 0 6,244 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111201 8640 8675 8565 8595 -45 6,690 27,707 -464
Mar12 111201 8645 8645 8565 8600 -40 551 612 +541
Total Volume and Open Interest 7,241 28,319 +77
Nikkei 225(SGX)
Dec11 111201 8405 8680 8395 8600 +180 96,454 227,751 -6,114
Mar12 111201 8385 8655 8385 8590 +180 5,233 27,405 +3,926
Jun12 111201 8480 8580 8480 8510 +180 0 18 +0
Total Volume and Open Interest 101,691 261,217 -2,188
CAC 40(EURONEXT)
Dec11 111201 3170.0 3172.0 3117.5 3128.0 -23.0 88,976 278,359 +2,555
Jan12 111201 3136.5 3155.0 3118.0 3123.0 -23.5 40 13,346 +27
Feb12 111201 3128.0 3128.0 3128.0 3128.0 -23.0 1 1 +1
Total Volume and Open Interest 89,019 291,860 +2,583
Hang Seng Index(HKFE)
Dec11 111201 19048 19078 18867 18923 +841 77,935 89,392 +8,878
Jan12 111201 19000 19043 18877 18928 +844      
Total Volume and Open Interest 96,642 107,907  
DAX(EUREX)
Dec11 111201 6118.5 6126.5 6017.5 6040.0 -42.5 179,644 175,356 +601
Mar12 111201 6130.0 6134.0 6030.0 6047.5 -43.5 797 9,642 -150
Jun12 111201 6145.0 6145.0 6059.5 6063.5 -43.0 18 3,242 -8
Total Volume and Open Interest 180,459 188,240 +443
FT-SE 100(EURONEXT)
Dec11 111201 5528.00 5558.50 5483.00 5494.50 +1.50 107,849 627,836 -6,719
Mar12 111201 5499.00 5512.50 5448.00 5456.50 +1.50 16,197 21,351 +6,975
Jun12 111201 5459.00 5459.50 5422.00 5422.00 +1.50 10 515 -10
Total Volume and Open Interest 124,056 649,702 +246
SPI 200(SFE)
Dec11 111201 4107.0 4264.0 4084.0 4237.0 +123.0 51,417 233,047 +14,956
Mar12 111201 4065.0 4237.0 4065.0 4217.0 +125.0 128 3,677 +107
Jun12 111201 4223.0 4223.0 4223.0 4223.0 +125.0 135 1,568 +55
Total Volume and Open Interest 51,784 239,636 +15,222
GSCI(CME)
Dec11 111201 657.50 660.75 650.00 654.75 -4.25 113 8,098 +22
Jan12 111201 657.50 660.75 651.00 655.00 -4.00 0 1 +0
Feb12 111201 656.00 660.75 652.00 656.00 -3.00      
Total Volume and Open Interest 113 8,099 +22
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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