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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri December 02, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111202 1130.25 1144.50 1128.25 1135.75 +7.75 114,768 212,229 -7,190
Mar12 111202 1140.00 1154.75 1138.75 1146.25 +7.75 39,384 104,043 +7,357
May12 111202 1152.25 1165.00 1149.50 1156.25 +7.25 14,721 80,254 +709
Jul12 111202 1160.00 1175.00 1159.75 1166.25 +7.50 14,921 64,308 +1,285
Aug12 111202 1165.00 1172.50 1158.50 1166.00 +7.50 101 687 +1
Sep12 111202 1156.25 1159.00 1152.25 1159.00 +6.75 51 514 +7
Nov12 111202 1152.00 1165.50 1151.75 1155.50 +6.50 3,481 49,315 +328
Total Volume and Open Interest 187,545 525,284 +2,543
Soybean Meal(CBOT)
Dec11 111202 287.10 290.10 285.70 286.40 -0.80 8,787 4,939 -1,446
Jan12 111202 289.00 291.90 287.30 288.30 -0.70 42,884 71,492 -588
Mar12 111202 292.00 295.00 290.30 292.00 -0.10 12,565 45,463 +958
May12 111202 295.30 298.40 293.70 295.60 +0.30 2,934 28,827 -129
Jul12 111202 299.00 302.30 298.10 299.70 +0.30 2,205 25,306 +557
Aug12 111202 300.50 303.30 299.50 301.00 +0.30 183 4,685 +97
Sep12 111202 301.00 303.80 300.80 301.60 +0.20 175 5,032 +132
Oct12 111202 299.70 301.50 299.30 299.30 -0.40 15 3,261 +14
Total Volume and Open Interest 70,010 209,028 -333
Soybean Oil(CBOT)
Dec11 111202 49.60 50.05 49.52 50.05 +0.53 9,981 8,886 -2,643
Jan12 111202 49.70 50.35 49.65 50.25 +0.55 71,924 120,691 -5,232
Mar12 111202 50.18 50.76 50.05 50.65 +0.54 23,447 89,730 +6,265
May12 111202 50.52 51.09 50.46 50.99 +0.54 6,001 41,982 +1,013
Jul12 111202 50.74 51.38 50.66 51.29 +0.59 2,867 29,941 -69
Aug12 111202 51.10 51.36 51.00 51.34 +0.56 457 3,855 +103
Sep12 111202 51.27 51.36 50.80 51.36 +0.56 59 4,677 +0
Oct12 111202 50.95 51.21 50.89 51.21 +0.59 56 4,655 +33
Total Volume and Open Interest 115,248 320,037 -354
Canola(WCE)
Jan12 111202 500.0 504.4 496.2 502.3 +2.4 12,015 70,191 -2,578
Mar12 111202 499.9 504.0 496.5 502.2 +2.4 13,395 44,458 +2,920
May12 111202 499.5 505.0 499.1 503.2 +3.0 2,057 16,081 +386
Jul12 111202 500.1 507.9 499.3 504.0 +2.7 1,429 11,338 +242
Nov12 111202 479.6 487.3 478.8 482.6 +2.9 997 14,707 +526
Total Volume and Open Interest 29,902 157,039 +1,505
Corn(CBOT)
Dec11 111202 595.50 598.00 585.25 586.50 -8.25 50,378 26,892 -11,940
Mar12 111202 602.00 605.75 593.75 595.25 -6.25 162,674 569,434 +3,698
May12 111202 609.50 613.00 601.75 603.00 -6.25 24,471 147,375 +2,932
Jul12 111202 614.50 618.50 607.00 608.75 -5.50 22,598 145,720 +2,287
Sep12 111202 575.00 579.25 571.50 571.75 -3.00 2,051 35,486 +166
Dec12 111202 555.50 561.00 552.25 553.25 -1.00 13,518 175,489 +240
Total Volume and Open Interest 277,074 1,154,141 -2,801
Wheat(CBOT)
Dec11 111202 600.25 620.00 600.25 612.25 +10.25 5,131 5,679 -3,203
Mar12 111202 615.75 632.00 611.50 625.50 +11.25 58,504 183,804 +1,041
May12 111202 633.50 648.25 629.75 641.25 +9.25 8,509 58,267 +569
Jul12 111202 647.50 661.50 642.50 654.00 +8.50 7,130 63,736 +393
Sep12 111202 666.50 679.00 662.00 672.00 +7.25 1,019 13,593 +295
Total Volume and Open Interest 82,916 368,824 -351
Wheat(KCBT)
Dec11 111202 665.00 683.00 665.00 676.00 +13.00 965 2,074 -440
Mar12 111202 669.25 688.75 665.00 681.50 +12.50 10,137 71,430 -643
May12 111202 682.00 697.50 675.25 689.00 +11.75 1,741 13,031 +21
Jul12 111202 688.00 706.25 683.00 698.00 +12.25 2,707 36,126 +591
Sep12 111202 703.00 718.75 697.00 711.50 +11.75 154 5,920 +49
Total Volume and Open Interest 15,907 134,399 -370
Wheat(MGE)
Dec11 111202 853.00 868.00 853.00 856.00 +1.50 627 324 -345
Mar12 111202 831.00 849.00 830.50 844.50 +12.25 1,828 18,520 -385
May12 111202 818.00 830.00 813.75 825.00 +12.75 564 7,051 +134
Jul12 111202 809.25 821.00 809.25 814.50 +10.00 347 8,482 +89
Sep12 111202 789.75 807.00 789.75 797.50 +9.00 268 3,541 +18
Total Volume and Open Interest 3,869 41,281 -447
Oats(CBOT)
Dec11 111202 316.00 322.00 310.25 318.00 -4.00 638 217 -610
Mar12 111202 319.75 320.00 312.75 315.00 -5.00 895 11,551 -129
May12 111202 313.50 318.00 313.00 315.00 -1.75 220 1,376 +87
Jul12 111202 314.25 316.75 314.25 316.25 -0.50 12 100 -4
Total Volume and Open Interest 1,765 13,398 -656
Rough Rice(CBOT)
Jan12 111202 14.84 14.88 14.42 14.45 -0.32 1,434 11,105 -17
Mar12 111202 15.05 15.14 14.72 14.74 -0.32 755 6,171 +447
May12 111202 15.10 15.25 15.03 15.03 -0.31 57 607 +26
Jul12 111202 15.53 15.53 15.31 15.31 -0.31 19 614 -2
Total Volume and Open Interest 2,274 18,683 +454
Live Cattle(CME)
Dec11 111202 122.400 122.980 121.700 121.900 unch 8,467 36,639 -2,063
Feb12 111202 124.200 124.680 123.050 123.250 -0.480 21,235 132,163 +3,834
Apr12 111202 127.350 127.800 126.750 126.900 +0.050 6,292 84,447 +477
Jun12 111202 126.080 126.300 125.600 126.050 +0.200 4,708 46,975 +991
Aug12 111202 125.900 126.200 125.550 126.035 +0.135 524 9,775 +128
Oct12 111202 128.350 128.750 128.150 128.500 +0.300 263 5,707 +69
Total Volume and Open Interest 41,597 320,433 +3,509
Feeder Cattle(CME)
Jan12 111202 146.130 147.380 146.130 147.075 +0.975 2,210 15,344 -255
Mar12 111202 148.600 149.285 148.435 149.250 +0.900 1,103 6,806 +125
Apr12 111202 149.800 150.300 149.600 150.075 +0.500 610 2,692 -91
May12 111202 150.600 151.300 150.535 151.300 +0.800 445 2,967 +77
Aug12 111202 151.880 152.450 151.700 152.450 +0.550 174 3,289 +42
Sep12 111202 152.300 152.700 152.130 152.700 +0.450 66 490 +35
Oct12 111202 152.380 152.550 152.100 152.100 unch 25 115 +13
Total Volume and Open Interest 4,642 31,715 -45
Lean Hogs(CME)
Dec11 111202 87.600 87.730 86.200 86.250 -1.330 7,082 19,335 -1,678
Feb12 111202 90.480 90.800 89.100 89.230 -1.055 18,563 101,148 +4,581
Apr12 111202 93.285 93.285 91.850 92.035 -0.765 6,726 65,680 +1,374
May12 111202 98.750 98.750 98.050 98.400 -0.400 273 2,488 +166
Jun12 111202 100.000 100.000 98.950 99.330 -0.705 4,178 44,664 +650
Jul12 111202 98.650 98.750 97.980 98.550 -0.300 440 10,500 +182
Aug12 111202 97.430 97.430 96.500 96.900 -0.400 682 14,549 +171
Oct12 111202 85.800 85.800 85.100 85.700 -0.100 330 8,021 +57
Total Volume and Open Interest 38,484 269,842 +5,611
Class III Milk(CME)
Dec11 111202 18.63 18.71 18.47 18.66 +0.05 252 5,845 -57
Jan12 111202 17.34 17.42 17.20 17.31 -0.03 391 4,750 +104
Feb12 111202 17.09 17.30 17.09 17.21 +0.07 251 3,328 +87
Mar12 111202 17.05 17.17 17.03 17.15 +0.12 132 2,821 +50
Apr12 111202 16.93 17.05 16.93 17.04 +0.11 68 2,176 +39
Total Volume and Open Interest 1,349 36,024 +355
Cocoa(ICE)
Dec11 111202 2157 2166 2030 2030 -49 0 113 +0
Mar12 111202 2295 2311 2218 2228 -59 11,733 81,699 +310
May12 111202 2307 2316 2233 2243 -55 2,329 30,523 +505
Jul12 111202 2335 2335 2250 2258 -56 445 14,694 +57
Sep12 111202 2312 2313 2262 2269 -55 337 12,786 +76
Dec12 111202 2307 2307 2277 2280 -56 16 12,921 -3
Mar13 111202 2350 2350 2294 2295 -56 17 4,118 -2
Total Volume and Open Interest 14,879 159,767 +941
Coffee "C"(ICE)
Dec11 111202 234.00 234.00 223.90 227.15 -6.05 83 187 -84
Mar12 111202 235.70 238.40 225.50 229.55 -6.15 14,823 59,582 +820
May12 111202 237.00 240.75 228.00 232.00 -6.00 1,722 20,197 +90
Jul12 111202 240.85 242.10 230.00 234.10 -5.85 445 6,837 -45
Sep12 111202 242.00 242.75 232.00 235.55 -5.55 217 5,809 +16
Dec12 111202 243.45 243.90 233.75 236.75 -5.65 104 6,726 +64
Total Volume and Open Interest 17,407 100,449 +866
Orange Juice(ICE)
Jan12 111202 178.00 178.00 175.15 177.60 +0.35 1,009 19,546 -297
Mar12 111202 172.05 172.80 169.85 172.80 +0.10 421 6,544 +364
May12 111202 171.05 171.95 169.75 171.95 +0.20 79 1,729 +15
Jul12 111202 171.10 171.90 170.00 171.90 -0.05 50 496 +45
Sep12 111202 170.25 171.45 170.25 171.45 +0.10 0 53 +0
Nov12 111202 170.25 171.15 170.25 171.15 +0.15 0 8 +0
Total Volume and Open Interest 1,559 28,382 +127
Sugar #11(ICE)
Mar12 111202 23.60 23.94 23.40 23.45 -0.14 44,441 215,710 +1,423
May12 111202 23.42 23.51 23.06 23.09 -0.19 14,480 86,783 +3,080
Jul12 111202 23.02 23.11 22.74 22.78 -0.23 7,227 85,298 -495
Oct12 111202 23.14 23.22 22.92 22.95 -0.20 4,084 47,003 -79
Mar13 111202 23.52 23.61 23.31 23.36 -0.18 1,848 30,827 -71
Total Volume and Open Interest 80,181 511,922 +7,093
London Cocoa(LCE)
Dec11 111202 1431 1443 1399 1402 -27 5,530 50,118 -15,766
Mar12 111202 1462 1473 1429 1435 -25 12,408 68,975 +2,412
May12 111202 1477 1490 1448 1452 -25 1,358 21,434 +13
Jul12 111202 1490 1506 1464 1468 -25 930 24,431 +264
Sep12 111202 1507 1520 1478 1482 -23 433 16,902 -79
Dec12 111202 1530 1534 1490 1495 -23 188 12,970 +109
Mar13 111202 1538 1539 1502 1507 -24 56 7,420 +16
Total Volume and Open Interest 20,915 204,871 -13,019
London Sugar(LCE)
Mar12 111202 616.40 623.10 612.50 613.60 -3.60 4,697 23,802 -394
May12 111202 609.20 612.80 605.00 605.60 -4.10 849 7,030 -16
Aug12 111202 600.90 606.60 598.50 598.50 -4.70 292 8,570 +92
Oct12 111202 607.50 607.50 600.20 600.20 -3.70 69 3,488 +5
Dec12 111202 609.00 609.00 604.50 604.50 -3.90 37 1,340 +3
Total Volume and Open Interest 5,955 45,153 -307
Cotton(ICE)
Dec11 111202 91.28 91.74 90.90 91.35 +0.65 13 416 -18
Mar12 111202 91.24 92.27 90.92 91.84 +0.54 11,125 92,065 -1,414
May12 111202 90.66 91.60 90.59 91.46 +0.47 2,407 18,561 +655
Jul12 111202 90.00 91.15 90.00 90.93 +0.27 946 17,746 +219
Oct12 111202 90.53 90.53 90.53 90.53 +0.28 0 85 +0
Dec12 111202 88.50 88.94 88.42 88.93 +0.10 181 7,571 +69
Total Volume and Open Interest 14,730 137,741 -473
Lumber(CME)
Jan12 111202 224.2 228.0 222.0 227.0 +7.4 2,903 6,500 -197
Mar12 111202 242.0 245.5 241.0 242.5 +1.1 1,905 3,651 +1,041
May12 111202 255.6 258.0 255.6 258.0 +5.5 206 622 +92
Jul12 111202 266.1 266.1 266.1 266.1 +4.1 5 265 -2
Total Volume and Open Interest 5,019 11,153 +934
Crude Oil(NYM)
Jan12 111202 100.00 101.56 99.76 100.96 +0.76 302,863 304,085 -5,379
Feb12 111202 100.10 101.68 99.89 101.09 +0.76 71,561 109,858 +4,315
Mar12 111202 100.25 101.78 100.05 101.22 +0.77 44,314 107,077 +1,158
Apr12 111202 100.62 101.74 100.07 101.25 +0.76 23,090 45,197 +443
May12 111202 100.20 101.59 99.97 101.15 +0.73 18,406 41,418 +864
Jun12 111202 100.02 101.35 99.88 100.92 +0.69 42,796 77,288 +402
Jul12 111202 99.95 101.00 99.61 100.63 +0.66 10,172 33,956 -38
Aug12 111202 100.42 100.42 99.20 100.30 +0.62 6,601 25,247 +122
Sep12 111202 99.48 100.20 99.06 99.98 +0.59 8,004 30,794 +809
Oct12 111202 98.72 99.68 98.72 99.67 +0.57 3,378 27,207 -213
Nov12 111202 99.50 99.50 99.41 99.41 +0.56 3,127 26,794 -433
Dec12 111202 98.24 99.55 97.99 99.13 +0.55 38,482 165,617 -275
Jan13 111202 98.65 98.74 98.65 98.74 +0.56 1,703 29,621 +18
Feb13 111202 98.32 98.32 98.32 98.32 +0.57 778 11,335 +230
Mar13 111202 97.92 97.92 97.92 97.92 +0.58 348 10,503 +55
Apr13 111202 97.52 97.52 97.52 97.52 +0.58 90 5,693 +27
Total Volume and Open Interest 619,621 1,303,490 +978
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111202 100.000 101.525 99.750 100.950 +0.750 10,266 2,441 +162
Feb12 111202 100.225 101.500 99.950 101.100 +0.775 420 371 +15
Mar12 111202 100.400 101.625 100.350 101.225 +0.775 71 202 -2
Apr12 111202 101.075 101.250 101.075 101.250 +0.750 2 226 +1
May12 111202 101.150 101.150 101.150 101.150 +0.725 1 7 -1
Jun12 111202 100.650 100.925 100.650 100.925 +0.700 0 14 +0
Jul12 111202 100.625 100.625 100.625 100.625 +0.650 0 4 +0
Aug12 111202 100.300 100.300 100.300 100.300 +0.625 0 5 +0
Sep12 111202 99.975 99.975 99.975 99.975 +0.575      
Total Volume and Open Interest 10,772 3,501 +175
Heating Oil(NYM)
Jan12 111202 300.00 302.86 296.79 299.00 +2.05 69,945 94,102 +2,002
Feb12 111202 300.60 303.48 297.75 299.99 +1.85 27,152 38,207 -450
Mar12 111202 299.68 302.66 297.67 299.84 +1.70 20,099 29,833 +2,176
Apr12 111202 300.25 300.63 295.97 298.44 +1.69 9,054 19,062 +1,748
May12 111202 295.78 298.41 295.78 296.67 +1.96 4,665 13,024 +251
Jun12 111202 294.41 297.02 292.78 295.47 +2.11 9,901 29,712 -459
Jul12 111202 295.15 296.43 295.15 295.45 +2.16 747 7,978 +80
Aug12 111202 295.25 295.65 295.25 295.65 +2.16 211 4,380 +54
Sep12 111202 296.05 296.35 295.94 296.32 +2.13 796 6,353 +307
Oct12 111202 296.21 297.33 296.21 297.33 +2.11 182 2,347 -87
Nov12 111202 297.53 298.28 296.56 298.28 +2.08 150 1,572 +10
Dec12 111202 297.85 299.04 297.01 299.02 +2.06 1,513 18,547 +502
Total Volume and Open Interest 144,459 267,909 -3,290
Gasoline(NYMEX)
Jan12 111202 260.44 265.00 258.23 261.62 +5.83 46,321 91,189 +3,661
Feb12 111202 260.21 264.78 258.96 262.24 +4.99 23,844 30,814 +1,217
Mar12 111202 261.67 266.00 260.57 263.77 +4.65 15,010 29,518 -972
Apr12 111202 277.78 279.95 274.78 277.96 +4.17 7,411 23,984 -584
May12 111202 274.91 279.72 274.91 277.84 +4.08 3,641 18,723 +582
Jun12 111202 272.38 278.27 272.22 276.23 +4.05 3,043 27,099 +452
Jul12 111202 272.38 274.07 272.31 273.98 +4.02 317 7,556 +51
Aug12 111202 269.66 271.57 269.61 271.57 +3.97 215 8,145 +27
Sep12 111202 267.24 268.87 266.82 268.87 +3.97 268 6,183 +23
Oct12 111202 256.25 256.25 256.23 256.25 +3.91 210 4,466 -17
Total Volume and Open Interest 100,605 265,043 -1,223
e-miNY RBOB Gasoline(NYM)
Jan12 111202 261.60 261.62 261.60 261.60 +5.80 0 1 +0
Feb12 111202 262.20 262.24 262.20 262.20 +4.90 0 1 +0
Mar12 111202 263.80 263.80 263.77 263.80 +4.70      
Apr12 111202 278.00 278.00 277.96 278.00 +4.20      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111202 3.644 3.663 3.568 3.584 -0.064 126,796 286,651 -3,703
Feb12 111202 3.678 3.688 3.600 3.613 -0.062 33,793 97,240 -46
Mar12 111202 3.689 3.694 3.607 3.621 -0.059 36,494 127,358 +1,154
Apr12 111202 3.710 3.712 3.646 3.660 -0.050 25,109 97,260 -909
May12 111202 3.718 3.735 3.688 3.699 -0.047 8,670 44,486 +1,094
Jun12 111202 3.786 3.786 3.730 3.742 -0.044 3,899 22,664 +340
Jul12 111202 3.809 3.830 3.789 3.796 -0.043 2,797 19,168 +98
Aug12 111202 3.845 3.858 3.810 3.826 -0.043 1,925 15,882 +86
Sep12 111202 3.860 3.860 3.825 3.830 -0.042 2,275 15,081 +668
Oct12 111202 3.883 3.898 3.861 3.867 -0.042 11,470 55,363 -84
Nov12 111202 4.036 4.036 4.000 4.011 -0.035 5,417 23,983 +959
Dec12 111202 4.327 4.333 4.289 4.297 -0.027 3,886 24,366 +28
Jan13 111202 4.427 4.445 4.417 4.428 -0.024 5,430 29,298 +491
Feb13 111202 4.403 4.420 4.403 4.413 -0.024 296 6,262 -200
Mar13 111202 4.359 4.362 4.359 4.362 -0.022 1,208 14,356 -75
Apr13 111202 4.270 4.278 4.258 4.276 -0.014 1,137 23,050 +106
Total Volume and Open Interest 272,645 954,405 -690
Brent Crude Oil(ICE)
Jan12 111202 109.09 110.41 108.62 109.94 +0.95 231,067 150,423 -7,301
Feb12 111202 108.82 110.07 108.35 109.68 +0.97 143,670 151,292 +6,447
Mar12 111202 108.50 109.74 108.05 109.35 +0.96 76,801 89,941 +3,019
Apr12 111202 108.27 109.49 107.82 109.08 +0.89 40,216 41,628 +544
May12 111202 108.02 109.20 107.57 108.78 +0.81 22,523 25,762 -148
Jun12 111202 107.72 108.89 107.25 108.46 +0.75 45,028 70,616 +2,739
Jul12 111202 108.10 108.42 106.94 108.12 +0.70 9,040 18,553 -828
Aug12 111202 107.73 108.06 106.57 107.75 +0.68 6,152 26,680 -146
Sep12 111202 107.31 107.62 106.14 107.33 +0.68 6,265 32,944 +390
Oct12 111202 106.55 106.95 106.55 106.95 +0.68 2,930 14,060 +581
Nov12 111202 106.59 106.59 106.59 106.59 +0.68 2,148 17,657 -131
Dec12 111202 105.63 106.61 104.97 106.20 +0.70 40,298 101,662 -2,039
Jan13 111202 105.82 105.82 105.82 105.82 +0.70 2,644 10,667 +673
Feb13 111202 105.39 105.39 105.39 105.39 +0.69 1,157 6,149 +32
Total Volume and Open Interest 654,240 921,622 +6,905
Gas Oil(ICE)
Dec11 111202 952.00 961.75 946.00 951.25 +5.25 54,504 96,599 -7,352
Jan12 111202 943.75 953.00 937.75 943.00 +4.75 99,584 117,344 +2,884
Feb12 111202 938.50 949.00 933.75 939.00 +5.00 32,065 49,018 -276
Mar12 111202 935.50 944.25 930.25 935.50 +5.00 21,394 44,623 +1,898
Apr12 111202 931.75 940.75 927.00 932.50 +5.25 9,906 23,045 -397
May12 111202 928.50 938.00 924.25 929.75 +5.75 7,306 26,828 +535
Jun12 111202 926.75 936.25 923.25 928.75 +6.50 13,667 50,132 -943
Jul12 111202 927.25 936.75 927.25 929.25 +6.25 2,543 17,907 -31
Aug12 111202 927.75 937.25 927.75 929.75 +6.25 2,383 12,882 +356
Sep12 111202 928.00 937.50 927.75 930.00 +6.25 1,862 12,541 +225
Total Volume and Open Interest 253,849 543,549 -2,731
Ethanol(CBOT)
Dec11 111202 2.510 2.555 2.500 2.503 -0.024 78 233 -28
Jan12 111202 2.230 2.255 2.202 2.216 -0.021 359 1,403 -35
Feb12 111202 2.181 2.189 2.159 2.165 -0.011 159 1,237 +116
Mar12 111202 2.195 2.207 2.177 2.182 -0.006 175 1,535 +60
Apr12 111202 2.201 2.211 2.180 2.184 -0.003 56 670 +3
May12 111202 2.206 2.217 2.201 2.201 -0.003 138 795 -4
Jun12 111202 2.226 2.226 2.209 2.209 -0.005 64 631 +12
Jul12 111202 2.214 2.236 2.214 2.222 -0.004 19 863 +10
Total Volume and Open Interest 1,178 10,355 +211
WTI Crude Oil(ICE)
Jan12 111202 100.06 101.55 99.76 100.96 +0.76 65,396 70,375 +1,346
Feb12 111202 100.18 101.61 99.91 101.09 +0.76 20,105 47,618 +277
Mar12 111202 100.32 101.66 100.04 101.22 +0.77 11,664 34,985 +193
Apr12 111202 100.83 101.68 100.35 101.25 +0.76 7,315 22,037 +1,464
May12 111202 101.38 101.38 100.28 101.15 +0.73 5,794 11,999 +407
Jun12 111202 100.77 101.37 99.85 100.92 +0.69 17,671 42,623 +1,113
Jul12 111202 100.21 100.63 100.04 100.63 +0.66 3,436 9,615 +835
Aug12 111202 99.90 100.50 99.72 100.30 +0.62 1,615 6,959 -1
Sep12 111202 99.60 99.98 99.31 99.98 +0.59 2,063 11,562 -477
Oct12 111202 99.67 99.67 99.67 99.67 +0.57 839 5,275 -154
Nov12 111202 99.41 99.41 99.41 99.41 +0.56 635 4,625 +42
Dec12 111202 99.24 99.57 98.08 99.13 +0.55 12,787 61,997 +50
Jan13 111202 98.74 98.74 98.74 98.74 +0.56 99 3,249 +39
Feb13 111202 98.32 98.32 98.32 98.32 +0.57 0 640 +0
Mar13 111202 97.92 97.92 97.92 97.92 +0.58 0 1,584 +0
Apr13 111202 97.52 97.52 97.52 97.52 +0.58 0 389 +0
Total Volume and Open Interest 153,191 425,503 +5,241
US Dollar Index(ICE)
Dec11 111202 78.295 78.890 78.060 78.730 +0.298 30,418 54,588 -3,236
Mar12 111202 78.850 79.315 78.520 79.160 +0.298 946 773 -44
Jun12 111202 79.600 79.600 79.600 79.600 +0.317 2 2 +2
Total Volume and Open Interest 31,366 55,363 -3,278
Australian Dollar(CME)
Dec11 111202 102.01 103.08 101.78 102.13 -0.07 199,709 116,501 -738
Mar12 111202 100.98 102.05 100.78 101.12 -0.07 6,585 12,095 +4,737
Jun12 111202 100.55 100.55 100.34 100.34 -0.06 0 36 +0
Total Volume and Open Interest 206,299 128,754 +3,994
British Pound(CME)
Dec11 111202 156.87 157.27 155.74 155.93 -0.90 142,802 180,202 -4,832
Mar12 111202 156.69 157.00 155.62 155.79 -0.91 757 5,926 +247
Jun12 111202 155.66 156.55 155.66 155.66 -0.89 0 10 +0
Total Volume and Open Interest 143,559 186,143 -4,585
Canadian Dollar(CME)
Dec11 111202 98.58 99.17 98.02 98.20 -0.32 118,420 125,112 -2,056
Mar12 111202 98.32 98.95 97.85 98.00 -0.32 3,178 13,659 +542
Jun12 111202 98.50 98.70 97.85 97.86 -0.30 150 1,947 +59
Sep12 111202 98.20 98.20 97.76 97.76 -0.29 280 1,125 +273
Total Volume and Open Interest 122,063 142,060 -1,171
Japanese Yen(CME)
Dec11 111202 128.71 128.71 128.09 128.14 -0.41 110,291 153,703 -6,871
Mar12 111202 128.85 128.91 128.41 128.46 -0.36 10,158 13,869 +8,208
Jun12 111202 128.74 129.07 128.74 128.74 -0.33 0 39 +0
Total Volume and Open Interest 120,449 167,616 +1,337
Swiss Franc(CME)
Dec11 111202 109.18 109.79 108.21 108.59 -0.53 39,075 37,573 +1,074
Mar12 111202 109.41 109.90 108.50 108.82 -0.51 571 923 +209
Jun12 111202 109.04 109.58 109.04 109.04 -0.54 1 5 -1
Total Volume and Open Interest 39,647 38,506 +1,282
EuroFX(CME)
Dec11 111202 134.60 135.50 133.62 134.04 -0.52 441,324 269,266 +3,083
Mar12 111202 134.76 135.50 133.75 134.14 -0.51 8,449 11,093 +790
Jun12 111202 135.22 135.55 133.83 134.20 -0.52 61 1,066 +59
Total Volume and Open Interest 449,834 281,443 +3,932
Mexican Peso(CME)
Dec11 111202 734.2 742.5 731.5 738.2 +1.8 49,274 74,207 -1,118
Jan12 111202 736.5 736.5 734.8 736.5 +1.8 0 95 +0
Total Volume and Open Interest 49,503 119,898 -996
Brazilian Real(CME)
Jan12 111202 553.00 557.80 553.00 553.00 +5.05 539 10,724 +525
Feb12 111202 550.15 550.15 550.15 550.15 +4.50      
Mar12 111202 547.30 547.30 547.30 547.30 +3.95 46 3,304 +6
Apr12 111202 545.00 545.00 545.00 545.00 +3.95      
Total Volume and Open Interest 585 29,359 -2,336
30-Year T-Bonds(CBOT)
Dec11 111202 141~060 142~080 140~030 142~020 +1~130 142,329 55,766 -32,586
Mar12 111202 140~240 142~020 139~240 141~260 +1~160 477,597 573,145 +3,371
Jun12 111202 140~040 140~140 138~310 140~140 +1~150 18 10 -5
Total Volume and Open Interest 619,944 628,921 -29,220
10-Year T-Notes(CBOT)
Dec11 111202 130~035 130~195 129~160 130~160 +0~165 448,830 173,070 -107,656
Mar12 111202 129~075 129~250 128~200 129~215 +0~170 1,385,647 1,315,729 +40,012
Jun12 111202 128~215 128~215 128~045 128~215 +0~170      
Total Volume and Open Interest 1,834,477 1,488,799 -67,644
5-Year T-Notes(CBOT)
Dec11 111202 122~127 123~023 122~088 123~018 +0~027 299,136 138,474 -84,409
Mar12 111202 122~073 122~106 122~034 122~101 +0~031 824,491 1,151,618 +37,332
Jun12 111202 121~125 121~125 121~094 121~125 +0~031      
Total Volume and Open Interest 1,123,627 1,290,092 -47,077
2 Year T-Notes(CBOT)
Dec11 111202 110~023 110~026 110~017 110~025 +0~002 155,556 75,185 -44,122
Mar12 111202 110~030 110~033 110~022 110~032 +0~003 303,344 629,217 +7,727
Jun12 111202 110~000 110~000 109~125 110~000 +0~003      
Total Volume and Open Interest 458,900 704,402 -36,395
Eurodollars(CME)
Dec11 111202 99.470 99.475 99.442 99.455 -0.018 457,303 1,029,003 -28,812
Mar12 111202 99.400 99.410 99.345 99.370 -0.040 591,545 966,821 -16,978
Jun12 111202 99.350 99.365 99.295 99.320 -0.035 439,944 1,100,607 -33,362
Sep12 111202 99.315 99.340 99.270 99.295 -0.030 415,538 763,558 -8,133
Dec12 111202 99.295 99.320 99.255 99.280 -0.025 367,472 763,833 -23,469
Mar13 111202 99.275 99.305 99.240 99.265 -0.025 281,404 798,713 -38,370
Jun13 111202 99.235 99.260 99.195 99.230 -0.020 203,225 569,534 -2,389
Sep13 111202 99.180 99.195 99.120 99.170 -0.015 197,065 450,438 -26,471
Dec13 111202 99.070 99.090 99.010 99.075 -0.010 153,382 486,423 +2,811
Mar14 111202 98.940 98.960 98.870 98.950 -0.005 111,438 356,600 +8,848
Jun14 111202 98.770 98.790 98.695 98.780 unch 93,472 289,749 +6,079
Sep14 111202 98.585 98.610 98.500 98.595 +0.005 80,016 201,442 +2,020
Dec14 111202 98.380 98.425 98.295 98.405 +0.020 43,634 174,873 +418
Mar15 111202 98.200 98.260 98.115 98.235 +0.030 31,293 128,797 +1,663
Jun15 111202 6.275 6.345 6.180 6.320 +0.045 25,940 110,417 -832
Sep15 111202 6.090 6.175 5.995 6.150 +0.055 24,033 77,212 -503
Dec15 111202 5.910 6.000 5.835 5.975 +0.070 19,345 50,069 +1,193
Mar16 111202 5.750 5.855 5.695 5.835 +0.085 16,739 47,383 +909
Total Volume and Open Interest 3,590,265 8,564,469 -157,138
30 Day Federal Funds(CBOT)
Dec11 111202 99.915 99.915 99.910 99.910 unch 1,667 73,153 +363
Jan12 111202 99.900 99.910 99.900 99.900 unch 6,306 62,830 +847
Feb12 111202 99.895 99.900 99.890 99.890 unch 5,199 52,368 +2,242
Mar12 111202 99.885 99.895 99.885 99.885 unch 3,120 33,518 +994
Apr12 111202 99.880 99.890 99.875 99.880 unch 2,661 36,129 -76
May12 111202 99.875 99.880 99.870 99.875 unch 4,718 44,653 -379
Total Volume and Open Interest 37,741 620,613 +4,220
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111202 99.673 99.673 99.673 99.673 unch 0 327 +0
Mar12 111202 99.662 99.662 99.662 99.662 unch 0 300 +0
Jun12 111202 99.665 99.665 99.665 99.665 unch      
Sep12 111202 99.662 99.662 99.662 99.662 unch      
Dec12 111202 99.665 99.665 99.665 99.665 unch      
Mar13 111202 99.655 99.655 99.655 99.655 unch      
Jun13 111202 99.610 99.610 99.610 99.610 unch      
Sep13 111202 99.470 99.470 99.470 99.470 unch      
Dec13 111202 99.330 99.330 99.330 99.330 unch      
Mar14 111202 99.190 99.190 99.190 99.190 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111202 99.67 99.67 99.67 99.67 unch 1 3,633 +1
Mar12 111202 99.66 99.66 99.66 99.66 unch 0 1,937 +0
Jun12 111202 99.67 99.67 99.67 99.67 unch 0 1,440 +0
Sep12 111202 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111202 99.67 99.67 99.67 99.67 unch 0 135 -10
Mar13 111202 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111202 99.64 99.64 99.61 99.61 unch 0 166 +0
Sep13 111202 99.47 99.47 99.47 99.47 unch      
Total Volume and Open Interest 1 8,156 -9
Japanese Gov't Bonds(SGX)
Dec11 111202 141.86 142.14 141.68 141.96 +0.01 3,611 16,984 -697
Mar12 111202 141.22 141.48 141.07 141.33 +0.03 37 161 +12
Jun12 111202 139.24 139.24 139.24 139.24 +0.03      
Total Volume and Open Interest 3,648 17,148 -685
Euro-Bund(EUREX)
Dec11 111202 134.90 135.62 134.53 135.51 +0.63 1,001,653 847,649 -74,798
Mar12 111202 134.88 135.71 134.57 135.61 +0.69 59,606 93,257 +22,281
Jun12 111202 134.99 134.99 134.99 134.99 +0.73 1 21 +0
Total Volume and Open Interest 1,061,260 940,927 -52,517
Euro-Bobl(EUREX)
Dec11 111202 123.26 123.34 122.90 123.29 +0.16 673,005 672,887 -14,802
Mar12 111202 123.38 123.52 123.04 123.45 +0.15 40,795 77,636 +10,132
Jun12 111202 123.44 123.44 123.44 123.44 +0.16      
Total Volume and Open Interest 713,800 750,523 -4,670
3-Mth Euribor(EUREX)
Dec11 111202 98.770 98.770 98.710 98.710 -0.070 1,607 3,042 +1,087
Mar12 111202 98.940 98.950 98.930 98.930 -0.055 239 2,347 +100
Jun12 111202 98.990 98.990 98.990 98.990 -0.040 0 1,132 +0
Total Volume and Open Interest 1,864 9,943 +1,195
Long Gilt(LIFFE)
Dec11 111202 130~27 131~07 130~16 130~24 -0~07 10,282 24,561 -6,763
Mar12 111202 113~25 114~06 113~06 113~23 -0~05 172,048 287,495 +2,980
Total Volume and Open Interest 182,330 312,056 -3,783
3-Mth Short Sterling(LIFFE)
Dec11 111202 98.96 98.97 98.94 98.95 -0.01 54,519 322,696 -5,987
Mar12 111202 98.96 98.96 98.91 98.93 -0.01 79,655 324,842 -7,493
Jun12 111202 98.93 98.95 98.89 98.92 unch 77,780 195,944 -3,191
Sep12 111202 98.91 98.94 98.88 98.92 +0.03 70,651 195,379 -10,284
Dec12 111202 98.86 98.90 98.84 98.89 +0.05 68,677 176,266 -5,169
Mar13 111202 98.82 98.89 98.82 98.88 +0.06 40,925 196,398 -4,827
Total Volume and Open Interest 489,447 1,936,432 -32,121
3-Mth Euribor(LIFFE)
Dec11 111202 98.770 98.785 98.705 98.710 -0.070 269,415 644,903 +12,710
Mar12 111202 98.990 99.005 98.915 98.930 -0.055 251,206 529,757 +8,461
Jun12 111202 99.040 99.055 98.970 98.990 -0.040 189,512 386,086 +6,174
Total Volume and Open Interest 1,366,069 3,438,119 +55,535
3-Mth Aus T-Bills(SFE)
Dec11 111202 95.49 95.49 95.45 95.48 -0.01 30,029 204,598 +1,014
Mar12 111202 96.29 96.30 96.24 96.26 -0.03 30,561 240,908 +10,674
Jun12 111202 96.54 96.56 96.47 96.49 -0.05 15,885 168,299 +2,458
Sep12 111202 96.53 96.54 96.45 96.47 -0.06 6,503 103,158 +1,472
Dec12 111202 96.39 96.39 96.31 96.32 -0.05 2,576 63,490 +437
Mar13 111202 96.21 96.21 96.13 96.15 -0.03 2,231 52,514 +519
Jun13 111202 96.02 96.02 95.98 95.99 -0.02 760 42,390 +59
Sep13 111202 95.89 95.89 95.85 95.87 -0.01 1,427 20,153 +41
Dec13 111202 95.76 95.77 95.74 95.76 unch 781 5,388 +769
Mar14 111202 95.65 95.69 95.65 95.69 -0.01 300 996 +300
Total Volume and Open Interest 91,053 901,951 +17,743
10-Year Aus T-Bonds(SFE)
Dec11 111202 95.96 95.99 95.88 95.97 +0.01 58,697 389,639 +13,897
Mar12 111202 95.94 95.97 95.94 95.97 +0.01 100 101 +100
Total Volume and Open Interest 58,797 389,740 +13,997
3-Year Aus T-Bonds(SFE)
Dec11 111202 96.74 96.78 96.68 96.74 unch 209,241 676,083 +44,970
Mar12 111202 96.81 96.85 96.81 96.85 +0.01 0 100 +0
Total Volume and Open Interest 209,241 676,183 +44,970
Gold(CMX)
Dec11 111202 1744.8 1762.9 1741.6 1747.0 +11.7 15,463 6,815 -11,343
Feb12 111202 1748.5 1767.1 1741.7 1751.3 +11.5 187,239 264,239 +15,196
Apr12 111202 1748.4 1769.7 1747.5 1754.2 +11.6 5,806 32,834 +2,456
Jun12 111202 1754.9 1772.0 1747.6 1756.8 +11.7 4,035 22,829 +1,034
Aug12 111202 1756.9 1762.5 1754.0 1759.4 +12.0 470 13,202 -53
Oct12 111202 1757.7 1765.1 1757.7 1762.1 +12.0 446 7,925 +49
Dec12 111202 1757.7 1780.5 1756.7 1764.9 +12.1 791 20,767 +104
Feb13 111202 1767.9 1767.9 1767.9 1767.9 +12.1 511 2,924 -429
Apr13 111202 1770.8 1770.8 1770.8 1770.8 +12.2 50 820 -25
Jun13 111202 1774.4 1774.4 1774.4 1774.4 +12.2 6 11,128 +4
Aug13 111202 1778.2 1778.2 1778.2 1778.2 +12.3 0 45 +0
Oct13 111202 1782.0 1782.0 1782.0 1782.0 +12.4      
Total Volume and Open Interest 216,335 430,118 +6,942
Silver(CMX)
Dec11 111202 3281.5 3355.5 3238.0 3262.1 -7.4 2,427 1,044 -1,087
Mar12 111202 3286.0 3374.0 3236.5 3268.6 -7.3 49,804 57,327 +916
May12 111202 3277.0 3366.5 3260.0 3272.5 -7.0 841 5,414 -25
Jul12 111202 3350.5 3352.0 3275.9 3275.9 -6.8 95 2,666 -5
Sep12 111202 3277.0 3279.1 3277.0 3279.1 -6.6 49 1,837 -10
Dec12 111202 3335.5 3380.0 3276.5 3283.4 -6.2 1,005 13,090 -630
Mar13 111202 3331.0 3345.0 3280.8 3280.8 -5.6 36 1,123 +0
Total Volume and Open Interest 55,395 98,068 -891
Platinum(NYMEX)
Jan12 111202 1562.3 1573.0 1546.0 1548.5 -8.7 12,794 35,041 +1,809
Apr12 111202 1565.0 1577.2 1554.9 1555.3 -8.5 783 5,308 +143
Jul12 111202 1561.0 1561.0 1558.5 1558.5 -8.0 15 365 +4
Oct12 111202 1562.4 1562.4 1562.4 1562.4 -8.0 0 59 +0
Total Volume and Open Interest 13,592 40,775 +1,955
Palladium(NYMEX)
Dec11 111202 638.80 660.70 638.80 643.60 +15.95 217 833 -135
Mar12 111202 631.05 7.64 630.10 645.85 +15.65 6,472 19,040 +509
Jun12 111202 655.30 655.30 647.25 647.25 +15.65 35 275 +29
Total Volume and Open Interest 6,727 20,251 +404
Copper(CMX)
Dec11 111202 353.15 360.85 352.00 357.25 +5.05 5,184 4,421 -196
Mar12 111202 354.10 363.35 352.75 358.45 +5.05 64,580 73,603 +2,101
May12 111202 354.60 363.15 354.50 359.50 +5.10 2,834 17,131 +501
Jul12 111202 355.55 361.00 354.70 360.20 +5.10 691 6,142 +54
Sep12 111202 361.85 361.95 359.90 360.70 +5.10 212 2,393 -76
Total Volume and Open Interest 75,436 115,044 +2,670
DJIA Index(CBOT)
Dec11 111202 12044 12170 12000 12000 -3 1,666 17,998 +1,136
Mar12 111202 12020 12020 11930 11930 -2 46 442 +22
Jun12 111202 11863 11865 11863 11863 -2 0 400 +0
Sep12 111202 11800 11802 11800 11800 -2 4 0 +0
Total Volume and Open Interest 1,716 18,840 +1,158
E-mini DJIA Index(CBOT)
Dec11 111202 12001 12178 11992 12000 -3 157,013 90,745 +8,230
Mar12 111202 11951 12129 11930 11930 -2 278 1,448 +107
Jun12 111202 11940 11940 11863 11863 -2 0 6 +0
Sep12 111202 11800 11800 11800 11800 -2 6 9 -4
Total Volume and Open Interest 157,297 92,208 +8,333
S & P 500(CME)
Dec11 111202 1243.30 1262.70 1242.40 1243.50 -0.10 32,665 281,681 +6,853
Mar12 111202 1250.50 1253.00 1237.50 1237.60 -0.10 3,180 23,308 +2,302
Jun12 111202 1232.10 1247.20 1231.70 1232.10 -0.10 467 2,905 +87
Sep12 111202 1241.00 1241.90 1226.40 1226.80 -0.10 119 464 +108
Total Volume and Open Interest 36,431 308,458 +9,350
S & P 500 E-Mini(Globex)
Dec11 111202 1243.50 1262.75 1242.00 1243.50 unch 3,298,494 2,972,939 +22,786
Mar12 111202 1237.25 1257.00 1234.25 1237.50 -0.25 50,882 96,146 +33,866
Total Volume and Open Interest 3,349,880 3,072,351 +56,486
NASDAQ 100(CME)
Dec11 111202 2309.30 2344.30 2300.00 2303.30 -6.00 2,204 29,741 +778
Mar12 111202 2305.50 2324.00 2296.00 2298.80 -6.00 0 110 +0
Jun12 111202 2295.80 2301.80 2295.80 2295.80 -6.00      
Total Volume and Open Interest 2,204 29,851 +778
NASDAQ 100 E-Mini(Globex)
Dec11 111202 2309.30 2344.80 2300.80 2303.30 -6.00 296,698 300,034 +5,822
Mar12 111202 2311.00 2339.30 2297.30 2298.80 -6.00 642 1,612 +210
Total Volume and Open Interest 297,343 301,674 +6,031
S & P Midcap 400(CME)
Dec11 111202 879.60 891.00 879.60 879.60 +0.60 364 5,970 -274
Mar12 111202 876.80 876.80 876.30 876.80 +0.50      
Jun12 111202 874.80 874.80 874.30 874.80 +0.50      
Total Volume and Open Interest 364 5,970 -274
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111202 8610 8750 8595 8655 +60 10,676 28,067 +360
Mar12 111202 8620 8755 8600 8655 +55 363 715 +103
Total Volume and Open Interest 11,039 28,782 +463
Nikkei 225(SGX)
Dec11 111202 8600 8660 8560 8650 +50 94,185 230,248 +2,497
Mar12 111202 8585 8645 8555 8635 +45 289 27,496 +91
Jun12 111202 8560 8560 8560 8560 +50 0 18 +0
Total Volume and Open Interest 94,703 264,021 +2,804
CAC 40(EURONEXT)
Dec11 111202 3157.0 3201.5 3143.0 3163.5 +35.5 143,990 296,979 +18,620
Jan12 111202 3156.0 3191.5 3148.0 3158.5 +35.5 615 13,911 +565
Feb12 111202 3159.5 3159.5 3159.5 3159.5 +31.5 7 8 +7
Total Volume and Open Interest 144,659 311,057 +19,197
Hang Seng Index(HKFE)
Dec11 111202 19020 19199 18882 19194 +271 84,678 83,965 -5,427
Jan12 111202 19013 19190 18889 19190 +262 333 133 +133
Total Volume and Open Interest 85,175 86,852 -21,055
DAX(EUREX)
Dec11 111202 6090.0 6175.0 6046.5 6078.0 +38.0 261,312 174,920 -436
Mar12 111202 6103.5 6175.5 6059.5 6086.0 +38.5 1,084 9,578 -64
Jun12 111202 6146.0 6180.0 6094.0 6101.5 +38.0 163 3,157 -85
Total Volume and Open Interest 262,559 187,655 -585
FT-SE 100(EURONEXT)
Dec11 111202 5505.00 5598.50 5503.00 5550.50 +56.00 215,930 628,885 +1,049
Mar12 111202 5476.00 5551.50 5476.00 5511.50 +55.00 2,723 21,033 -318
Jun12 111202 5479.50 5507.00 5473.50 5475.00 +53.00 0 515 +0
Total Volume and Open Interest 218,653 650,433 +731
SPI 200(SFE)
Dec11 111202 4236.0 4303.0 4205.0 4298.0 +61.0 51,007 242,706 +9,659
Mar12 111202 4215.0 4278.0 4190.0 4278.0 +61.0 1,137 4,119 +442
Jun12 111202 4284.0 4284.0 4284.0 4284.0 +61.0 37 1,575 +7
Total Volume and Open Interest 52,326 249,856 +10,220
GSCI(CME)
Dec11 111202 656.50 659.00 654.50 658.40 +3.65 557 8,182 +84
Jan12 111202 658.70 659.00 654.50 658.70 +3.70 0 1 +0
Feb12 111202 659.40 660.00 655.50 659.40 +3.40      
Total Volume and Open Interest 557 8,183 +84
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
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