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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon December 05, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111205 1140.00 1148.50 1122.00 1126.25 -9.50 110,277 207,448 -4,781
Mar12 111205 1150.00 1158.75 1132.50 1136.50 -9.75 50,321 106,973 +2,930
May12 111205 1160.25 1168.25 1143.00 1147.00 -9.25 21,933 81,236 +982
Jul12 111205 1172.00 1178.25 1152.75 1156.75 -9.50 21,507 66,459 +2,151
Aug12 111205 1171.25 1172.00 1152.75 1156.75 -9.25 272 801 +114
Sep12 111205 1170.00 1170.00 1149.00 1151.50 -7.50 200 678 +164
Nov12 111205 1157.50 1168.50 1145.25 1149.50 -6.00 9,138 49,905 +590
Total Volume and Open Interest 213,881 527,589 +2,305
Soybean Meal(CBOT)
Dec11 111205 288.30 288.50 280.60 281.10 -5.30 6,220 3,706 -1,233
Jan12 111205 289.70 290.50 282.40 283.00 -5.30 44,280 72,054 +562
Mar12 111205 293.50 294.20 286.00 286.60 -5.40 14,992 46,633 +1,170
May12 111205 297.20 297.80 290.10 290.60 -5.00 4,687 29,345 +518
Jul12 111205 301.20 302.00 294.30 294.80 -4.90 3,171 25,691 +385
Aug12 111205 302.30 302.60 295.70 296.20 -4.80 618 4,693 +8
Sep12 111205 303.10 303.40 296.90 296.90 -4.70 180 5,103 +71
Oct12 111205 300.90 300.90 295.10 295.10 -4.20 103 3,285 +24
Total Volume and Open Interest 75,648 211,113 +2,085
Soybean Oil(CBOT)
Dec11 111205 50.04 50.63 49.85 50.07 +0.02 6,170 3,696 -5,190
Jan12 111205 50.27 50.84 50.01 50.29 +0.04 59,974 117,796 -2,895
Mar12 111205 50.65 51.23 50.41 50.70 +0.05 29,194 89,928 +198
May12 111205 50.99 51.58 50.80 51.06 +0.07 6,905 41,951 -31
Jul12 111205 51.29 51.88 51.09 51.37 +0.08 4,747 30,542 +601
Aug12 111205 51.51 51.80 51.15 51.44 +0.10 246 3,933 +78
Sep12 111205 51.75 51.75 51.25 51.46 +0.10 183 4,687 +10
Oct12 111205 51.58 51.68 51.26 51.26 +0.05 54 4,683 +28
Total Volume and Open Interest 109,277 313,491 -6,546
Canola(WCE)
Jan12 111205 502.3 508.5 502.2 503.0 +0.7 12,413 62,483 -7,708
Mar12 111205 502.2 508.1 502.2 502.7 +0.5 10,243 49,062 +4,604
May12 111205 506.0 508.0 502.7 503.9 +0.7 558 16,131 +50
Jul12 111205 507.5 508.8 506.0 506.0 +2.0 1,067 11,305 -33
Nov12 111205 485.0 487.2 481.0 484.0 +1.4 869 15,160 +453
Total Volume and Open Interest 25,150 154,405 -2,634
Corn(CBOT)
Dec11 111205 588.25 593.50 580.00 580.25 -6.25 19,065 20,247 -6,645
Mar12 111205 597.50 602.75 589.50 591.00 -4.25 132,332 569,688 +254
May12 111205 604.75 610.50 597.75 599.25 -3.75 32,879 147,921 +546
Jul12 111205 610.75 617.00 604.25 606.00 -2.75 36,757 144,290 -1,430
Sep12 111205 574.50 578.75 568.75 571.00 -0.75 1,399 35,710 +224
Dec12 111205 555.25 562.00 551.00 553.75 +0.50 18,140 177,101 +1,612
Total Volume and Open Interest 241,557 1,148,765 -5,376
Wheat(CBOT)
Dec11 111205 612.75 617.25 597.75 598.75 -13.50 2,304 4,477 -1,202
Mar12 111205 627.50 631.75 607.50 611.50 -14.00 49,880 184,260 +456
May12 111205 642.25 646.75 623.25 629.00 -12.25 10,432 58,718 +451
Jul12 111205 659.00 659.00 634.00 642.25 -11.75 6,877 65,064 +1,328
Sep12 111205 666.75 674.00 651.50 659.75 -12.25 677 13,619 +26
Total Volume and Open Interest 72,996 370,510 +1,686
Wheat(KCBT)
Dec11 111205 678.25 678.25 660.75 666.50 -9.50 761 1,592 -482
Mar12 111205 682.50 689.00 665.50 672.50 -9.00 10,134 71,909 +479
May12 111205 689.75 694.75 674.75 681.25 -7.75 3,158 12,789 -242
Jul12 111205 700.00 704.00 682.50 689.25 -8.75 3,976 37,398 +1,272
Sep12 111205 715.00 717.00 695.25 701.50 -10.00 356 5,826 -94
Total Volume and Open Interest 18,984 135,629 +1,230
Wheat(MGE)
Dec11 111205 850.00 850.00 848.25 848.25 -7.75 140 197 -127
Mar12 111205 843.75 851.50 823.00 830.75 -13.75 2,294 18,521 +1
May12 111205 825.25 829.75 802.00 809.50 -15.50 373 7,111 +60
Jul12 111205 814.50 820.75 792.50 801.00 -13.50 184 8,446 -36
Sep12 111205 800.00 804.00 779.75 786.25 -11.25 147 3,639 +98
Total Volume and Open Interest 3,225 41,224 -57
Oats(CBOT)
Dec11 111205 324.50 326.25 300.00 300.00 -18.00 74 41 -176
Mar12 111205 316.00 320.50 306.25 307.00 -8.00 594 11,351 -200
May12 111205 319.00 320.00 309.50 309.50 -5.50 128 1,438 +62
Jul12 111205 317.00 317.00 312.00 312.00 -4.25 1 100 +0
Total Volume and Open Interest 797 13,084 -314
Rough Rice(CBOT)
Jan12 111205 14.46 14.46 14.31 14.39 -0.07 2,281 10,315 -790
Mar12 111205 14.77 14.77 14.60 14.68 -0.07 1,820 6,733 +562
May12 111205 15.02 15.02 14.90 14.97 -0.07 19 599 -8
Jul12 111205 15.19 15.24 15.19 15.24 -0.07 2 614 +0
Total Volume and Open Interest 4,122 18,447 -236
Live Cattle(CME)
Dec11 111205 121.850 122.135 118.900 118.900 -3.000 10,341 33,473 -3,166
Feb12 111205 123.250 123.430 120.250 120.250 -3.000 21,187 135,290 +3,127
Apr12 111205 127.135 127.180 124.000 124.050 -2.850 6,459 85,024 +577
Jun12 111205 125.900 126.035 123.385 123.580 -2.470 4,887 48,581 +1,606
Aug12 111205 125.700 126.000 123.580 124.000 -2.035 1,734 10,374 +599
Oct12 111205 128.300 128.535 126.100 126.600 -1.900 632 5,746 +39
Total Volume and Open Interest 45,442 323,279 +2,846
Feeder Cattle(CME)
Jan12 111205 146.700 147.200 144.235 144.300 -2.775 2,150 14,973 -371
Mar12 111205 149.100 149.300 146.435 146.450 -2.800 1,624 7,137 +331
Apr12 111205 149.950 150.285 147.435 147.450 -2.625 536 2,784 +92
May12 111205 151.150 151.150 148.300 148.450 -2.850 390 2,976 +9
Aug12 111205 152.500 152.500 149.700 150.000 -2.450 106 3,300 +11
Sep12 111205 152.380 152.380 150.185 150.400 -2.300 36 500 +10
Oct12 111205 152.900 152.900 150.500 151.000 -1.100 16 126 +11
Total Volume and Open Interest 4,859 31,809 +94
Lean Hogs(CME)
Dec11 111205 86.350 86.400 84.800 85.300 -0.950 5,091 17,741 -1,594
Feb12 111205 89.200 89.200 87.850 88.135 -1.095 19,457 100,880 -268
Apr12 111205 92.000 92.000 90.950 91.250 -0.785 5,482 66,425 +745
May12 111205 97.800 97.800 96.900 97.600 -0.800 53 2,525 +37
Jun12 111205 99.100 99.100 98.200 98.650 -0.680 4,801 46,231 +1,567
Jul12 111205 98.400 98.400 97.330 97.600 -0.950 592 10,728 +228
Aug12 111205 96.600 96.600 95.650 96.200 -0.700 421 14,567 +18
Oct12 111205 85.100 85.150 84.600 85.100 -0.600 412 8,071 +50
Total Volume and Open Interest 36,534 270,772 +930
Class III Milk(CME)
Dec11 111205 18.72 18.73 18.66 18.69 +0.03 120 5,869 +24
Jan12 111205 17.24 17.50 17.24 17.48 +0.17 283 4,784 +34
Feb12 111205 17.21 17.36 17.19 17.28 +0.07 271 3,453 +125
Mar12 111205 17.17 17.22 17.10 17.21 +0.06 151 2,886 +65
Apr12 111205 17.02 17.05 17.01 17.05 +0.01 84 2,212 +36
Total Volume and Open Interest 1,386 36,639 +615
Cocoa(ICE)
Dec11 111205 2035 2035 2035 2035 +5 23 103 -10
Mar12 111205 2228 2249 2196 2206 -22 10,153 81,990 +291
May12 111205 2240 2259 2214 2221 -22 2,336 31,104 +581
Jul12 111205 2255 2268 2234 2237 -21 277 14,752 +58
Sep12 111205 2265 2277 2244 2247 -22 93 12,793 +7
Dec12 111205 2288 2289 2251 2258 -22 120 12,900 -21
Mar13 111205 2280 2299 2272 2272 -23 43 4,120 +2
Total Volume and Open Interest 13,060 160,678 +911
Coffee "C"(ICE)
Dec11 111205 229.40 235.20 228.50 233.95 +6.80 78 146 -41
Mar12 111205 229.95 237.70 229.75 236.40 +6.85 9,764 58,996 -586
May12 111205 233.15 240.00 232.85 238.95 +6.95 1,933 19,946 -251
Jul12 111205 236.35 241.75 235.15 241.00 +6.90 571 6,795 -42
Sep12 111205 237.70 242.85 236.55 242.35 +6.80 131 5,855 +46
Dec12 111205 238.95 243.80 238.00 243.75 +7.00 110 6,697 -29
Total Volume and Open Interest 12,628 99,563 -886
Orange Juice(ICE)
Jan12 111205 177.60 179.70 177.30 178.30 +0.70 1,425 19,477 -69
Mar12 111205 172.00 174.10 171.35 173.30 +0.50 691 7,021 +477
May12 111205 172.00 173.00 171.75 172.30 +0.35 34 1,736 +7
Jul12 111205 172.55 172.55 171.95 172.05 +0.15 18 510 +14
Sep12 111205 171.45 171.45 171.45 171.45 unch 0 53 +0
Nov12 111205 171.00 171.00 171.00 171.00 -0.15 0 8 +0
Total Volume and Open Interest 2,168 28,811 +429
Sugar #11(ICE)
Mar12 111205 23.51 24.18 23.51 24.08 +0.63 32,092 214,146 -1,564
May12 111205 23.17 23.73 23.17 23.70 +0.61 10,128 88,057 +1,274
Jul12 111205 22.80 23.33 22.79 23.32 +0.54 6,385 85,809 +511
Oct12 111205 23.00 23.44 22.95 23.42 +0.47 3,088 47,685 +682
Mar13 111205 23.35 23.80 23.35 23.79 +0.43 1,091 30,446 -381
Total Volume and Open Interest 55,058 513,094 +1,172
London Cocoa(LCE)
Dec11 111205 1387 1398 1379 1380 -22 5,543 48,167 -1,951
Mar12 111205 1415 1432 1414 1420 -15 7,303 67,441 -1,534
May12 111205 1440 1448 1431 1437 -15 2,348 21,863 +429
Jul12 111205 1450 1464 1449 1454 -14 725 24,476 +45
Sep12 111205 1471 1477 1463 1467 -15 1,146 17,019 +117
Dec12 111205 1490 1491 1480 1480 -15 126 12,908 -62
Mar13 111205 1499 1501 1492 1492 -15 0 7,420 +0
Total Volume and Open Interest 17,191 201,915 -2,956
London Sugar(LCE)
Mar12 111205 616.00 626.30 615.70 624.40 +10.80 2,942 24,234 +432
May12 111205 608.20 617.90 607.80 615.90 +10.30 588 7,145 +115
Aug12 111205 601.30 610.50 600.80 608.00 +9.50 658 9,070 +500
Oct12 111205 603.60 608.60 603.60 607.70 +7.50 445 3,725 +237
Dec12 111205 610.00 613.30 608.80 610.00 +5.50 98 1,375 +35
Total Volume and Open Interest 4,741 46,465 +1,312
Cotton(ICE)
Dec11 111205 92.50 92.59 90.93 91.51 +0.16 28 388 -28
Mar12 111205 91.84 92.80 91.54 92.22 +0.38 10,039 90,887 -1,178
May12 111205 91.50 92.38 91.44 92.03 +0.57 2,195 19,155 +594
Jul12 111205 91.00 91.91 90.81 91.67 +0.74 1,467 17,754 +8
Oct12 111205 91.58 91.58 91.58 91.58 +1.05 0 84 -1
Dec12 111205 89.46 89.88 89.05 89.75 +0.82 101 7,577 +6
Total Volume and Open Interest 13,843 137,145 -596
Lumber(CME)
Jan12 111205 228.4 236.2 228.0 232.8 +5.8 1,691 7,074 +574
Mar12 111205 244.0 251.5 244.0 247.0 +4.5 1,111 4,419 +768
May12 111205 261.9 263.0 261.4 262.7 +4.7 13 622 +0
Jul12 111205 272.2 272.2 272.2 272.2 +6.1 1 265 +0
Total Volume and Open Interest 2,816 12,495 +1,342
Crude Oil(NYM)
Jan12 111205 101.23 102.44 100.24 100.99 +0.03 275,858 293,358 -10,727
Feb12 111205 101.30 102.56 100.38 101.13 +0.04 72,214 114,630 +4,772
Mar12 111205 101.60 102.68 100.58 101.27 +0.05 41,723 109,674 +2,597
Apr12 111205 101.88 102.55 100.58 101.34 +0.09 21,652 45,815 +618
May12 111205 101.46 102.45 100.72 101.28 +0.13 13,364 42,166 +748
Jun12 111205 101.18 102.30 100.30 101.08 +0.16 40,335 77,288 +0
Jul12 111205 101.00 101.71 100.81 100.81 +0.18 7,419 34,420 +464
Aug12 111205 100.90 101.48 99.91 100.50 +0.20 4,461 25,437 +190
Sep12 111205 100.80 101.06 100.19 100.19 +0.21 5,393 30,661 -133
Oct12 111205 100.20 100.40 99.11 99.90 +0.23 3,857 27,962 +755
Nov12 111205 99.94 100.15 99.65 99.65 +0.24 4,817 29,443 +2,649
Dec12 111205 99.65 100.30 98.59 99.37 +0.24 29,881 169,196 +3,579
Jan13 111205 99.40 99.40 98.98 98.98 +0.24 2,150 29,249 -372
Feb13 111205 98.55 98.55 98.55 98.55 +0.23 958 11,846 +511
Mar13 111205 98.13 98.13 98.13 98.13 +0.21 584 10,690 +187
Apr13 111205 97.71 97.71 97.71 97.71 +0.19 60 5,675 -18
Total Volume and Open Interest 544,164 1,310,747 +7,257
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111205 101.500 102.425 100.250 101.000 +0.050 8,847 2,337 -104
Feb12 111205 101.500 102.550 100.650 101.125 +0.025 336 393 +22
Mar12 111205 101.700 102.600 100.575 101.275 +0.050 191 200 -2
Apr12 111205 102.475 102.475 100.625 101.350 +0.100 17 221 -5
May12 111205 101.275 101.275 101.275 101.275 +0.125 0 7 +0
Jun12 111205 101.925 101.925 101.075 101.075 +0.150 2 16 +2
Jul12 111205 100.800 100.800 100.800 100.800 +0.175 0 4 +0
Aug12 111205 100.500 100.500 100.500 100.500 +0.200 0 5 +0
Sep12 111205 100.200 100.200 100.200 100.200 +0.225      
Total Volume and Open Interest 9,393 3,414 -87
Heating Oil(NYM)
Jan12 111205 299.05 308.07 298.33 299.24 +0.24 82,973 87,874 -6,228
Feb12 111205 300.36 308.68 299.29 300.16 +0.17 37,734 41,529 +3,322
Mar12 111205 301.54 308.02 299.76 300.10 +0.26 24,652 31,882 +2,049
Apr12 111205 301.98 306.12 298.02 298.74 +0.30 14,802 20,073 +1,011
May12 111205 299.39 304.03 296.53 297.09 +0.42 7,369 13,091 +67
Jun12 111205 296.29 302.23 295.32 295.98 +0.51 17,435 29,952 +240
Jul12 111205 297.36 302.41 295.32 295.96 +0.51 2,554 8,522 +544
Aug12 111205 299.89 300.22 295.52 296.15 +0.50 916 4,235 -145
Sep12 111205 300.87 300.87 296.70 296.82 +0.50 1,204 6,094 -259
Oct12 111205 299.51 300.17 297.82 297.82 +0.49 367 2,379 +32
Nov12 111205 298.76 298.76 298.76 298.76 +0.48 242 1,594 +22
Dec12 111205 300.33 300.33 299.48 299.48 +0.46 3,116 18,504 -43
Total Volume and Open Interest 193,666 268,554 +645
Gasoline(NYMEX)
Jan12 111205 263.13 267.77 259.83 261.37 -0.25 45,256 87,249 -3,940
Feb12 111205 265.40 268.00 260.60 262.02 -0.22 25,740 32,587 +1,773
Mar12 111205 266.43 269.18 263.05 263.65 -0.12 18,165 30,415 +897
Apr12 111205 280.59 282.93 277.00 277.77 -0.19 9,842 24,184 +200
May12 111205 280.43 280.49 277.28 277.57 -0.27 8,087 19,321 +598
Jun12 111205 278.64 281.38 275.49 275.88 -0.35 9,180 27,037 -62
Jul12 111205 275.80 275.96 273.05 273.61 -0.37 2,824 7,816 +260
Aug12 111205 270.50 271.08 270.50 271.08 -0.49 1,372 8,210 +65
Sep12 111205 267.60 268.25 267.60 268.25 -0.62 989 6,204 +21
Oct12 111205 257.85 257.85 255.54 255.54 -0.71 749 4,733 +267
Total Volume and Open Interest 124,250 265,299 +256
e-miNY RBOB Gasoline(NYM)
Jan12 111205 261.40 261.40 261.37 261.40 -0.20 0 1 +0
Feb12 111205 262.00 262.02 262.00 262.00 -0.20 0 1 +0
Mar12 111205 263.70 263.70 263.65 263.70 -0.10      
Apr12 111205 277.80 277.80 277.77 277.80 -0.20      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111205 3.570 3.572 3.444 3.461 -0.123 175,649 272,946 -13,705
Feb12 111205 3.600 3.600 3.475 3.490 -0.123 45,433 97,058 -182
Mar12 111205 3.604 3.607 3.487 3.500 -0.121 51,935 128,997 +1,639
Apr12 111205 3.636 3.638 3.531 3.542 -0.118 42,798 98,368 +1,108
May12 111205 3.681 3.681 3.575 3.585 -0.114 14,755 43,463 -1,023
Jun12 111205 3.734 3.734 3.622 3.630 -0.112 7,405 22,586 -78
Jul12 111205 3.790 3.790 3.678 3.685 -0.111 5,663 19,426 +258
Aug12 111205 3.794 3.794 3.707 3.715 -0.111 3,655 16,570 +688
Sep12 111205 3.797 3.797 3.710 3.720 -0.110 2,798 15,099 +18
Oct12 111205 3.841 3.841 3.749 3.758 -0.109 15,301 57,256 +1,893
Nov12 111205 3.982 3.994 3.903 3.910 -0.101 5,177 25,113 +1,130
Dec12 111205 4.254 4.255 4.198 4.206 -0.091 3,449 24,432 +66
Jan13 111205 4.388 4.395 4.331 4.345 -0.083 8,292 30,223 +925
Feb13 111205 4.364 4.368 4.333 4.335 -0.078 176 6,382 +120
Mar13 111205 4.325 4.325 4.286 4.288 -0.074 896 14,532 +176
Apr13 111205 4.228 4.236 4.206 4.212 -0.064 1,189 23,147 +97
Total Volume and Open Interest 385,957 948,103 -6,302
Brent Crude Oil(ICE)
Jan12 111205 110.55 111.62 109.20 109.81 -0.13 187,086 150,045 -378
Feb12 111205 110.21 111.25 108.90 109.53 -0.15 106,090 150,657 -635
Mar12 111205 109.86 110.80 108.60 109.20 -0.15 63,832 91,020 +1,079
Apr12 111205 109.58 110.42 108.48 108.94 -0.14 28,036 40,213 -1,415
May12 111205 109.49 109.95 108.21 108.63 -0.15 17,342 24,579 -1,183
Jun12 111205 109.03 109.82 107.86 108.30 -0.16 34,403 68,737 -1,879
Jul12 111205 108.66 109.45 107.51 107.95 -0.17 6,730 18,274 -279
Aug12 111205 108.27 109.04 107.13 107.57 -0.18 4,760 26,300 -380
Sep12 111205 107.83 108.57 106.70 107.15 -0.18 4,739 33,000 +56
Oct12 111205 107.27 107.30 106.78 106.78 -0.17 2,490 13,898 -162
Nov12 111205 106.43 106.43 106.43 106.43 -0.16 2,825 17,108 -549
Dec12 111205 106.61 107.32 105.55 106.04 -0.16 28,254 103,869 +2,207
Jan13 111205 106.47 106.47 105.65 105.65 -0.17 875 11,060 +393
Feb13 111205 105.21 105.21 105.21 105.21 -0.18 527 6,312 +163
Total Volume and Open Interest 505,656 920,421 -1,201
Gas Oil(ICE)
Dec11 111205 957.00 979.25 952.75 964.50 +13.25 62,101 99,418 +2,819
Jan12 111205 946.00 970.00 944.00 955.75 +12.75 122,665 122,571 +5,227
Feb12 111205 945.75 965.50 940.00 951.25 +12.25 48,113 52,658 +3,640
Mar12 111205 941.00 961.00 937.00 947.00 +11.50 32,755 47,594 +2,971
Apr12 111205 938.00 955.25 934.25 943.75 +11.25 14,948 23,077 +32
May12 111205 935.00 953.75 932.00 940.50 +10.75 8,256 27,046 +218
Jun12 111205 933.75 952.75 931.00 939.00 +10.25 19,819 49,800 -332
Jul12 111205 941.50 947.75 931.75 939.00 +9.75 2,324 17,645 -262
Aug12 111205 941.50 947.25 932.00 939.00 +9.25 1,544 13,407 +525
Sep12 111205 940.25 946.75 932.00 939.00 +9.00 1,741 13,141 +600
Total Volume and Open Interest 322,661 558,810 +15,261
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111205 2.218 2.250 2.192 2.204 -0.012 188 1,422 +19
Feb12 111205 2.165 2.190 2.150 2.161 -0.004 133 1,309 +72
Mar12 111205 2.177 2.180 2.169 2.176 -0.006 51 1,506 -29
Apr12 111205 2.184 2.189 2.173 2.174 -0.010 29 662 -8
May12 111205 2.197 2.197 2.190 2.196 -0.005 92 701 -94
Jun12 111205 2.229 2.229 2.208 2.210 +0.001 103 504 -127
Jul12 111205 2.215 2.221 2.214 2.221 -0.001 154 760 -103
Total Volume and Open Interest 1,785 9,885 -470
WTI Crude Oil(ICE)
Jan12 111205 101.36 102.44 100.23 100.99 +0.03 59,754 69,182 -1,193
Feb12 111205 101.37 102.53 100.41 101.13 +0.04 23,747 50,610 +2,992
Mar12 111205 101.49 102.65 100.77 101.27 +0.05 15,361 35,684 +699
Apr12 111205 101.64 102.57 101.13 101.34 +0.09 8,181 24,423 +2,386
May12 111205 101.53 102.30 101.01 101.28 +0.13 6,730 11,613 -386
Jun12 111205 101.35 102.15 100.58 101.08 +0.16 18,631 44,399 +1,776
Jul12 111205 100.98 100.98 100.81 100.81 +0.18 2,120 9,763 +148
Aug12 111205 101.02 101.02 100.50 100.50 +0.20 1,609 7,373 +414
Sep12 111205 100.29 100.94 100.19 100.19 +0.21 2,296 11,769 +207
Oct12 111205 99.90 99.90 99.90 99.90 +0.23 744 5,294 +19
Nov12 111205 99.65 99.65 99.65 99.65 +0.24 583 4,662 +37
Dec12 111205 99.45 100.20 98.57 99.37 +0.24 8,499 63,078 +1,081
Jan13 111205 98.98 98.98 98.98 98.98 +0.24 121 3,279 +30
Feb13 111205 98.55 98.55 98.55 98.55 +0.23 0 640 +0
Mar13 111205 98.13 98.13 98.13 98.13 +0.21 0 1,584 +0
Apr13 111205 97.71 97.71 97.71 97.71 +0.19 0 389 +0
Total Volume and Open Interest 151,867 433,508 +8,005
US Dollar Index(ICE)
Dec11 111205 78.735 78.780 78.265 78.670 -0.060 21,204 54,299 -289
Mar12 111205 79.050 79.195 78.725 79.100 -0.060 146 807 +34
Jun12 111205 79.540 79.540 79.540 79.540 -0.060 0 2 +0
Total Volume and Open Interest 21,350 55,108 -255
Australian Dollar(CME)
Dec11 111205 102.16 102.88 101.83 102.64 +0.51 129,811 114,687 -1,814
Mar12 111205 101.30 101.82 100.82 101.63 +0.51 7,405 17,366 +5,271
Jun12 111205 100.83 100.83 100.34 100.83 +0.49 0 36 +0
Total Volume and Open Interest 137,221 132,211 +3,457
British Pound(CME)
Dec11 111205 155.99 157.21 155.86 156.43 +0.50 106,331 185,132 +4,930
Mar12 111205 155.98 157.07 155.77 156.30 +0.51 10,093 15,614 +9,688
Jun12 111205 156.16 156.16 155.66 156.16 +0.50 0 10 +0
Total Volume and Open Interest 116,424 200,761 +14,618
Canadian Dollar(CME)
Dec11 111205 98.14 98.77 98.06 98.29 +0.09 93,408 122,156 -2,956
Mar12 111205 98.10 98.55 97.90 98.10 +0.10 6,799 18,525 +4,866
Jun12 111205 98.35 98.35 97.81 97.96 +0.10 39 1,943 -4
Sep12 111205 97.87 97.87 97.76 97.87 +0.11 11 1,130 +5
Total Volume and Open Interest 100,293 143,995 +1,935
Japanese Yen(CME)
Dec11 111205 128.14 128.74 128.07 128.61 +0.47 75,803 153,957 +254
Mar12 111205 128.40 129.05 128.38 128.93 +0.47 7,458 18,809 +4,940
Jun12 111205 129.20 129.20 128.74 129.20 +0.46 1 40 +1
Total Volume and Open Interest 83,262 172,811 +5,195
Swiss Franc(CME)
Dec11 111205 108.51 109.13 108.35 108.67 +0.08 27,584 38,549 +976
Mar12 111205 109.05 109.26 108.69 108.88 +0.06 439 1,289 +366
Jun12 111205 109.13 109.13 109.04 109.13 +0.09 0 5 +0
Total Volume and Open Interest 28,023 39,848 +1,342
EuroFX(CME)
Dec11 111205 134.07 134.87 133.73 134.00 -0.04 280,158 259,590 -9,676
Mar12 111205 134.29 134.96 133.85 134.10 -0.04 6,715 14,482 +3,389
Jun12 111205 134.43 134.67 133.99 134.15 -0.05 3 1,069 +3
Total Volume and Open Interest 286,876 275,159 -6,284
Mexican Peso(CME)
Dec11 111205 733.0 742.8 733.0 738.2 unch 29,778 73,784 -423
Jan12 111205 736.5 736.5 736.5 736.5 unch 0 95 +0
Total Volume and Open Interest 35,200 124,665 +4,767
Brazilian Real(CME)
Jan12 111205 558.60 558.60 554.50 557.00 +4.00 12 10,721 -3
Feb12 111205 553.80 553.80 550.15 553.80 +3.65      
Mar12 111205 550.55 550.55 547.30 550.55 +3.25 90 3,218 -86
Apr12 111205 548.00 548.00 545.00 548.00 +3.00      
Total Volume and Open Interest 102 29,270 -89
30-Year T-Bonds(CBOT)
Dec11 111205 142~010 142~110 140~300 141~260 -0~080 64,036 36,817 -18,949
Mar12 111205 141~250 142~040 140~200 141~170 -0~090 353,262 567,839 -5,306
Jun12 111205 139~160 140~140 139~160 140~050 -0~090 208 124 +114
Total Volume and Open Interest 417,506 604,780 -24,141
10-Year T-Notes(CBOT)
Dec11 111205 130~145 130~180 129~310 130~130 -0~030 149,141 125,270 -47,800
Mar12 111205 129~200 129~235 129~035 129~180 -0~035 1,048,162 1,310,121 -5,608
Jun12 111205 128~180 128~215 128~180 128~180 -0~035      
Total Volume and Open Interest 1,197,303 1,435,391 -53,408
5-Year T-Notes(CBOT)
Dec11 111205 123~020 123~020 122~117 123~013 -0~005 134,036 94,719 -43,755
Mar12 111205 122~101 122~101 122~065 122~092 -0~009 627,194 1,169,533 +17,915
Jun12 111205 121~116 121~125 121~116 121~116 -0~009      
Total Volume and Open Interest 761,230 1,264,252 -25,840
2 Year T-Notes(CBOT)
Dec11 111205 110~026 110~027 110~022 110~023 -0~002 52,760 63,307 -11,878
Mar12 111205 110~033 110~034 110~027 110~030 -0~002 193,182 612,765 -16,452
Jun12 111205 109~126 110~000 109~126 109~126 -0~002      
Total Volume and Open Interest 245,942 676,072 -28,330
Eurodollars(CME)
Dec11 111205 99.457 99.463 99.450 99.455 unch 284,789 1,007,705 -21,298
Mar12 111205 99.385 99.400 99.370 99.385 +0.015 462,306 927,530 -39,291
Jun12 111205 99.335 99.355 99.325 99.335 +0.015 301,076 1,101,244 +637
Sep12 111205 99.305 99.330 99.300 99.310 +0.015 291,010 745,680 -17,878
Dec12 111205 99.285 99.325 99.280 99.295 +0.015 210,033 759,900 -3,933
Mar13 111205 99.265 99.305 99.265 99.285 +0.020 203,376 773,908 -24,805
Jun13 111205 99.225 99.265 99.225 99.250 +0.020 136,231 565,162 -4,372
Sep13 111205 99.175 99.205 99.160 99.190 +0.020 140,221 455,603 +5,165
Dec13 111205 99.080 99.105 99.055 99.090 +0.015 117,715 498,945 +12,522
Mar14 111205 98.950 98.975 98.925 98.965 +0.015 91,407 362,464 +5,864
Jun14 111205 98.775 98.810 98.750 98.800 +0.020 79,739 295,942 +6,193
Sep14 111205 98.595 98.635 98.565 98.620 +0.025 76,600 208,909 +7,467
Dec14 111205 98.405 98.445 98.365 98.430 +0.025 37,568 173,345 -1,528
Mar15 111205 98.225 98.280 98.190 98.265 +0.030 27,679 131,262 +2,465
Jun15 111205 6.305 6.365 6.270 6.350 +0.030 21,173 111,038 +621
Sep15 111205 6.145 6.200 6.095 6.180 +0.030 19,861 77,798 +586
Dec15 111205 5.965 6.025 5.915 6.005 +0.030 14,542 50,930 +861
Mar16 111205 5.815 5.880 5.770 5.860 +0.025 11,430 46,886 -497
Total Volume and Open Interest 2,555,552 8,495,644 -68,825
30 Day Federal Funds(CBOT)
Dec11 111205 99.912 99.915 99.910 99.912 +0.002 3,093 74,479 +1,326
Jan12 111205 99.905 99.905 99.900 99.900 unch 4,626 63,547 +717
Feb12 111205 99.900 99.900 99.890 99.890 unch 2,625 51,980 -388
Mar12 111205 99.890 99.890 99.885 99.885 unch 3,293 32,814 -704
Apr12 111205 99.885 99.885 99.875 99.880 unch 2,142 35,722 -407
May12 111205 99.875 99.880 99.865 99.870 -0.005 4,730 44,874 +221
Total Volume and Open Interest 32,318 557,466 -63,147
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111205 99.673 99.673 99.673 99.673 unch 0 327 +0
Mar12 111205 99.662 99.662 99.662 99.662 unch 0 300 +0
Jun12 111205 99.665 99.665 99.665 99.665 unch      
Sep12 111205 99.662 99.662 99.662 99.662 unch      
Dec12 111205 99.665 99.665 99.665 99.665 unch      
Mar13 111205 99.655 99.655 99.655 99.655 unch      
Jun13 111205 99.610 99.610 99.610 99.610 unch      
Sep13 111205 99.470 99.470 99.470 99.470 unch      
Dec13 111205 99.330 99.330 99.330 99.330 unch      
Mar14 111205 99.190 99.190 99.190 99.190 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111205 99.67 99.67 99.67 99.67 unch 2,000 4,632 +999
Mar12 111205 99.66 99.66 99.66 99.66 unch 0 1,937 +0
Jun12 111205 99.67 99.67 99.67 99.67 unch 0 1,440 +0
Sep12 111205 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111205 99.67 99.67 99.67 99.67 unch 0 135 +0
Mar13 111205 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111205 99.61 99.61 99.61 99.61 unch 19 185 +19
Sep13 111205 99.47 99.47 99.47 99.47 unch      
Total Volume and Open Interest 2,019 9,174 +1,018
Japanese Gov't Bonds(SGX)
Dec11 111205 141.97 142.31 141.93 142.17 +0.21 6,780 17,625 +641
Mar12 111205 141.30 141.75 141.30 141.60 +0.27 681 450 +289
Jun12 111205 139.51 139.51 139.51 139.51 +0.27      
Total Volume and Open Interest 7,461 18,078 +930
Euro-Bund(EUREX)
Dec11 111205 135.35 135.40 134.06 134.82 -0.69 874,828 807,938 -39,711
Mar12 111205 135.48 135.48 134.13 134.92 -0.69 127,953 139,972 +46,715
Jun12 111205 134.40 134.40 134.30 134.30 -0.69 0 21 +0
Total Volume and Open Interest 1,002,781 947,931 +7,004
Euro-Bobl(EUREX)
Dec11 111205 123.26 123.29 122.70 123.03 -0.26 501,520 633,706 -39,181
Mar12 111205 123.45 123.45 122.88 123.23 -0.22 70,616 99,464 +21,828
Jun12 111205 123.22 123.22 123.22 123.22 -0.22      
Total Volume and Open Interest 572,136 733,170 -17,353
3-Mth Euribor(EUREX)
Dec11 111205 98.710 98.715 98.695 98.700 -0.010 151 2,090 -952
Mar12 111205 98.915 98.915 98.900 98.915 -0.015 309 2,369 +22
Jun12 111205 98.970 98.975 98.970 98.975 -0.015 202 1,132 +0
Total Volume and Open Interest 662 9,013 -930
Long Gilt(LIFFE)
Dec11 111205 130~31 131~02 130~15 130~17 -0~07 9,602 24,113 -448
Mar12 111205 113~23 113~31 113~04 113~11 -0~13 170,986 285,395 -2,100
Total Volume and Open Interest 180,588 309,508 -2,548
3-Mth Short Sterling(LIFFE)
Dec11 111205 98.95 98.95 98.93 98.94 -0.01 45,303 328,411 +5,715
Mar12 111205 98.94 98.94 98.92 98.92 -0.01 80,452 322,946 -1,896
Jun12 111205 98.93 98.94 98.90 98.90 -0.02 70,647 199,546 +3,602
Sep12 111205 98.93 98.94 98.90 98.90 -0.02 54,693 194,771 -608
Dec12 111205 98.90 98.92 98.87 98.88 -0.01 51,612 177,196 +930
Mar13 111205 98.88 98.92 98.85 98.87 -0.01 55,426 196,455 +57
Total Volume and Open Interest 479,346 1,952,012 +15,580
3-Mth Euribor(LIFFE)
Dec11 111205 98.715 98.715 98.675 98.700 -0.010 187,521 659,027 +14,124
Mar12 111205 98.930 98.935 98.880 98.915 -0.015 154,184 524,890 -4,867
Jun12 111205 98.985 98.990 98.955 98.975 -0.015 124,322 383,444 -2,642
Total Volume and Open Interest 897,209 3,442,670 +4,551
3-Mth Aus T-Bills(SFE)
Dec11 111205 95.47 95.48 95.44 95.46 -0.02 15,337 168,365 -36,233
Mar12 111205 96.25 96.29 96.21 96.24 -0.02 15,125 227,035 -13,873
Jun12 111205 96.49 96.53 96.42 96.47 -0.02 10,025 162,180 -6,119
Sep12 111205 96.45 96.49 96.40 96.47 unch 4,282 103,488 +330
Dec12 111205 96.31 96.36 96.27 96.33 +0.01 1,309 63,336 -154
Mar13 111205 96.15 96.20 96.10 96.18 +0.03 1,507 52,986 +472
Jun13 111205 95.94 96.04 95.94 96.03 +0.04 2,314 42,796 +406
Sep13 111205 95.85 95.91 95.85 95.91 +0.04 628 19,987 -166
Dec13 111205 95.80 95.80 95.79 95.79 +0.03 1,046 5,567 +179
Mar14 111205 95.71 95.72 95.70 95.70 +0.01 1 997 +1
Total Volume and Open Interest 51,574 846,794 -55,157
10-Year Aus T-Bonds(SFE)
Dec11 111205 95.96 96.01 95.89 96.00 +0.03 43,725 376,575 -13,064
Mar12 111205 95.93 96.01 95.93 96.00 +0.03 30 116 +15
Total Volume and Open Interest 43,755 376,691 -13,049
3-Year Aus T-Bonds(SFE)
Dec11 111205 96.72 96.76 96.67 96.75 +0.01 123,988 567,970 -108,113
Mar12 111205 96.81 96.85 96.81 96.84 -0.01 295 395 +295
Total Volume and Open Interest 124,283 568,365 -107,818
Gold(CMX)
Dec11 111205 1748.9 1752.6 1718.7 1730.7 -16.3 1,350 3,834 -2,981
Feb12 111205 1751.0 1758.8 1721.1 1734.5 -16.8 113,555 262,255 -1,984
Apr12 111205 1753.9 1761.6 1725.4 1737.3 -16.9 3,629 33,197 +363
Jun12 111205 1761.0 1763.3 1728.6 1739.9 -16.9 2,178 23,076 +247
Aug12 111205 1762.3 1762.3 1733.5 1742.4 -17.0 526 13,488 +286
Oct12 111205 1762.8 1763.0 1737.7 1745.1 -17.0 56 7,938 +13
Dec12 111205 1770.1 1770.7 1737.0 1747.8 -17.1 589 20,912 +145
Feb13 111205 1740.4 1750.8 1740.4 1750.8 -17.1 34 2,921 -3
Apr13 111205 1753.7 1753.7 1753.7 1753.7 -17.1 154 970 +150
Jun13 111205 1757.2 1757.2 1757.2 1757.2 -17.2 234 11,232 +104
Aug13 111205 1760.9 1760.9 1760.9 1760.9 -17.3 0 45 +0
Oct13 111205 1764.6 1764.6 1764.6 1764.6 -17.4      
Total Volume and Open Interest 123,457 426,527 -3,591
Silver(CMX)
Dec11 111205 3273.5 3296.0 3185.0 3230.6 -31.5 629 619 -425
Mar12 111205 3267.0 3308.5 3191.5 3237.2 -31.4 32,523 56,136 -1,191
May12 111205 3271.0 3306.0 3200.0 3241.1 -31.4 373 5,519 +105
Jul12 111205 3311.5 3311.5 3200.0 3244.7 -31.2 39 2,663 -3
Sep12 111205 3287.0 3287.0 3247.9 3247.9 -31.2 5 1,842 +5
Dec12 111205 3279.5 3288.0 3252.2 3252.2 -31.2 231 13,138 +48
Mar13 111205 3249.7 3249.7 3249.7 3249.7 -31.1 27 1,148 +25
Total Volume and Open Interest 34,472 96,677 -1,391
Platinum(NYMEX)
Jan12 111205 1552.5 1560.0 1520.1 1532.5 -16.0 8,754 33,938 -1,103
Apr12 111205 1564.9 1564.9 1528.0 1539.4 -15.9 1,216 6,146 +838
Jul12 111205 1545.1 1550.5 1541.6 1543.8 -14.7 5 370 +5
Oct12 111205 1547.8 1547.8 1547.8 1547.8 -14.6 0 59 +0
Total Volume and Open Interest 9,975 40,515 -260
Palladium(NYMEX)
Dec11 111205 645.35 649.45 638.10 644.50 +0.90 128 700 -133
Mar12 111205 648.10 654.45 633.00 646.50 +0.65 5,394 18,762 -278
Jun12 111205 648.70 648.70 634.85 647.90 +0.65 2 277 +2
Total Volume and Open Interest 5,539 19,840 -411
Copper(CMX)
Dec11 111205 360.00 361.95 353.80 360.40 +3.15 1,795 3,440 -981
Mar12 111205 358.55 363.60 354.35 361.55 +3.10 40,703 70,478 -3,125
May12 111205 361.25 363.75 356.00 362.65 +3.15 2,718 18,938 +1,807
Jul12 111205 359.00 363.70 357.45 363.40 +3.20 216 6,239 +97
Sep12 111205 363.90 363.90 363.90 363.90 +3.20 54 2,393 +0
Total Volume and Open Interest 47,284 112,745 -2,299
DJIA Index(CBOT)
Dec11 111205 12045 12180 12045 12066 +66 355 18,091 +93
Mar12 111205 12000 12100 11980 11998 +68 8 443 +1
Jun12 111205 11931 11931 11863 11931 +68 0 400 +0
Sep12 111205 11868 11868 11800 11868 +68      
Total Volume and Open Interest 363 18,934 +94
E-mini DJIA Index(CBOT)
Dec11 111205 12035 12183 12017 12066 +66 101,458 89,684 -1,061
Mar12 111205 11980 12109 11949 11998 +68 187 1,490 +42
Jun12 111205 11980 11980 11931 11931 +68 1 7 +1
Sep12 111205 11868 11868 11868 11868 +68 0 9 +0
Total Volume and Open Interest 101,646 91,190 -1,018
S & P 500(CME)
Dec11 111205 1249.80 1266.00 1249.00 1255.00 +11.50 17,729 276,631 -5,050
Mar12 111205 1257.00 1260.00 1243.50 1249.10 +11.50 106 23,627 +319
Jun12 111205 1250.00 1254.10 1238.30 1243.60 +11.50 27 2,910 +5
Sep12 111205 1249.00 1249.00 1233.00 1238.40 +11.60 21 464 +0
Total Volume and Open Interest 17,885 303,733 -4,725
S & P 500 E-Mini(Globex)
Dec11 111205 1248.00 1266.25 1248.00 1255.00 +11.50 2,110,759 2,879,027 -93,912
Mar12 111205 1243.00 1260.25 1243.00 1249.00 +11.50 16,684 102,356 +6,210
Total Volume and Open Interest 2,127,453 2,984,647 -87,704
NASDAQ 100(CME)
Dec11 111205 2315.30 2343.00 2312.00 2325.00 +21.70 531 29,785 +44
Mar12 111205 2323.00 2335.50 2316.00 2320.50 +21.70 31 115 +5
Jun12 111205 2317.50 2324.00 2317.50 2317.50 +21.70      
Total Volume and Open Interest 562 29,900 +49
NASDAQ 100 E-Mini(Globex)
Dec11 111205 2309.00 2343.80 2309.00 2325.00 +21.70 226,157 305,999 +5,965
Mar12 111205 2308.30 2338.00 2308.30 2320.50 +21.70 974 1,709 +97
Total Volume and Open Interest 227,134 307,736 +6,062
S & P Midcap 400(CME)
Dec11 111205 890.60 891.00 890.60 890.60 +11.00 2 5,972 +2
Mar12 111205 888.00 888.20 888.00 888.00 +11.20      
Jun12 111205 886.00 886.20 886.00 886.00 +11.20      
Total Volume and Open Interest 2 5,972 +2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111205 8660 8730 8650 8670 +15 5,853 27,987 -80
Mar12 111205 8645 8730 8645 8675 +20 1,069 1,389 +674
Total Volume and Open Interest 6,922 29,376 +594
Nikkei 225(SGX)
Dec11 111205 8650 8755 8650 8680 +30 134,346 239,321 +9,073
Mar12 111205 8650 8735 8650 8670 +35 2,102 28,599 +1,103
Jun12 111205 8640 8640 8595 8595 +35 2 19 +1
Total Volume and Open Interest 136,908 274,594 +10,573
CAC 40(EURONEXT)
Dec11 111205 3180.0 3215.0 3173.0 3199.0 +35.5 110,270 297,432 +453
Jan12 111205 3175.0 3209.0 3172.0 3194.0 +35.5 13,037 24,894 +10,983
Feb12 111205 3175.5 3200.0 3175.0 3191.0 +31.5 0 8 +0
Total Volume and Open Interest 123,311 322,495 +11,438
Hang Seng Index(HKFE)
Dec11 111205 19115 19190 18955 19101 -93 86,201 90,784 +6,819
Jan12 111205 19107 19182 18961 19098 -92 384 180 +47
Total Volume and Open Interest 86,745 93,752 +6,900
DAX(EUREX)
Dec11 111205 6115.5 6175.0 6053.5 6114.5 +36.5 165,924 167,414 -7,506
Mar12 111205 6130.0 6180.0 6064.5 6123.5 +37.5 4,968 11,674 +2,096
Jun12 111205 6136.5 6186.0 6080.0 6139.0 +37.5 283 3,319 +162
Total Volume and Open Interest 171,175 182,407 -5,248
FT-SE 100(EURONEXT)
Dec11 111205 5550.00 5605.00 5550.00 5575.00 +24.50 142,280 616,791 -12,094
Mar12 111205 5528.00 5563.50 5512.00 5536.50 +25.00 3,782 22,487 +1,454
Jun12 111205 5521.00 5521.00 5500.00 5500.00 +25.00 3 515 +0
Total Volume and Open Interest 146,065 639,793 -10,640
SPI 200(SFE)
Dec11 111205 4297.0 4352.0 4291.0 4318.0 +20.0 42,785 249,078 +6,372
Mar12 111205 4294.0 4324.0 4294.0 4298.0 +20.0 559 4,533 +414
Jun12 111205 4306.0 4306.0 4306.0 4306.0 +22.0 10 1,433 -142
Total Volume and Open Interest 43,365 256,296 +6,440
GSCI(CME)
Dec11 111205 667.50 667.80 654.00 656.60 -1.80 151 8,209 +27
Jan12 111205 667.50 667.80 654.50 656.90 -1.80 2 1 +0
Feb12 111205 657.50 667.00 655.50 657.50 -1.90      
Total Volume and Open Interest 153 8,210 +27
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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