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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue December 06, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111206 1126.00 1131.75 1120.00 1129.50 +3.25 86,445 206,030 -1,418
Mar12 111206 1136.00 1141.50 1130.00 1139.50 +3.00 33,437 108,905 +1,932
May12 111206 1147.00 1152.00 1141.00 1149.75 +2.75 19,401 81,412 +176
Jul12 111206 1155.75 1162.25 1150.75 1159.75 +3.00 17,632 67,506 +1,047
Aug12 111206 1158.50 1159.75 1151.75 1159.75 +3.00 239 908 +107
Sep12 111206 1147.25 1155.75 1147.25 1155.75 +4.25 130 726 +48
Nov12 111206 1149.00 1155.00 1143.75 1154.50 +5.00 6,980 50,272 +367
Total Volume and Open Interest 166,182 530,593 +3,004
Soybean Meal(CBOT)
Dec11 111206 281.40 283.00 279.10 282.20 +1.10 5,208 2,464 -1,242
Jan12 111206 283.00 285.20 281.00 284.10 +1.10 32,992 71,654 -400
Mar12 111206 286.40 289.10 285.00 287.90 +1.30 10,890 46,317 -316
May12 111206 290.90 293.50 289.10 291.90 +1.30 3,436 29,657 +312
Jul12 111206 295.10 297.60 293.90 296.00 +1.20 3,722 26,059 +368
Aug12 111206 296.10 299.00 295.20 297.40 +1.20 405 4,679 -14
Sep12 111206 296.80 300.00 296.60 298.00 +1.10 128 5,122 +19
Oct12 111206 294.80 297.20 294.70 296.20 +1.10 323 3,229 -56
Total Volume and Open Interest 58,086 209,904 -1,209
Soybean Oil(CBOT)
Dec11 111206 49.81 50.07 49.72 49.98 -0.09 4,953 2,870 -826
Jan12 111206 50.25 50.29 49.90 50.23 -0.06 45,404 117,008 -788
Mar12 111206 50.62 50.65 50.30 50.64 -0.06 19,615 90,609 +681
May12 111206 51.06 51.06 50.66 51.01 -0.05 4,876 41,672 -279
Jul12 111206 51.37 51.37 51.01 51.31 -0.06 4,161 31,069 +527
Aug12 111206 51.15 51.44 51.11 51.40 -0.04 287 3,988 +55
Sep12 111206 51.14 51.44 51.10 51.44 -0.02 96 4,676 -11
Oct12 111206 50.95 51.26 50.95 51.25 -0.01 364 4,558 -125
Total Volume and Open Interest 80,635 313,035 -456
Canola(WCE)
Jan12 111206 504.0 506.9 502.1 503.2 +0.2 6,917 59,194 -3,289
Mar12 111206 503.0 506.0 501.0 502.8 +0.1 5,461 50,935 +1,873
May12 111206 503.9 505.8 502.5 503.8 -0.1 580 16,034 -97
Jul12 111206 506.3 509.0 505.6 506.1 +0.1 1,402 11,756 +451
Nov12 111206 487.0 487.0 482.7 483.9 -0.1 856 15,372 +212
Total Volume and Open Interest 15,216 153,555 -850
Corn(CBOT)
Dec11 111206 580.25 586.00 570.00 585.25 +5.00 15,518 14,005 -6,242
Mar12 111206 591.00 597.00 580.00 596.50 +5.50 138,262 568,702 -986
May12 111206 599.25 605.00 588.00 604.75 +5.50 21,111 149,778 +1,857
Jul12 111206 606.00 611.00 595.00 610.75 +4.75 32,910 145,213 +923
Sep12 111206 570.00 575.75 560.75 575.75 +4.75 2,076 35,765 +55
Dec12 111206 553.50 556.00 544.25 556.00 +2.25 18,725 178,698 +1,597
Total Volume and Open Interest 229,349 1,146,242 -2,523
Wheat(CBOT)
Dec11 111206 603.00 603.00 588.25 598.75 unch 1,394 4,145 -332
Mar12 111206 613.25 617.00 600.25 613.00 +1.50 52,852 183,595 -665
May12 111206 630.00 636.25 618.25 632.50 +3.50 8,182 58,195 -523
Jul12 111206 643.50 650.00 632.75 647.25 +5.00 7,660 65,811 +747
Sep12 111206 657.50 667.50 651.50 664.50 +4.75 922 13,768 +149
Total Volume and Open Interest 74,797 370,894 +384
Wheat(KCBT)
Dec11 111206 661.50 668.00 661.50 667.00 +0.50 408 1,408 -184
Mar12 111206 672.25 678.25 662.00 676.00 +3.50 9,855 71,737 -172
May12 111206 681.50 687.00 671.25 684.75 +3.50 2,498 13,053 +264
Jul12 111206 690.00 695.25 679.75 692.75 +3.50 4,337 38,308 +910
Sep12 111206 702.25 708.00 693.25 706.50 +5.00 452 5,745 -81
Total Volume and Open Interest 18,097 136,510 +881
Wheat(MGE)
Dec11 111206 845.75 854.25 845.75 854.25 +6.00 18 91 -106
Mar12 111206 832.75 838.00 823.00 832.00 +1.25 1,701 18,775 +254
May12 111206 812.00 819.50 802.50 812.25 +2.75 324 7,121 +10
Jul12 111206 803.00 810.25 795.00 804.00 +3.00 208 8,406 -40
Sep12 111206 789.00 793.00 778.50 787.00 +0.75 127 3,672 +33
Total Volume and Open Interest 2,542 41,380 +156
Oats(CBOT)
Dec11 111206 294.25 300.00 294.00 300.00 unch 41 36 -5
Mar12 111206 307.25 307.50 298.00 303.75 -3.25 284 11,260 -91
May12 111206 304.50 309.50 302.50 305.50 -4.00 94 1,475 +37
Jul12 111206 307.00 312.00 307.00 308.25 -3.75 2 100 +0
Total Volume and Open Interest 421 13,025 -59
Rough Rice(CBOT)
Jan12 111206 14.45 14.76 14.31 14.60 +0.21 1,094 9,740 -575
Mar12 111206 14.75 15.03 14.60 14.88 +0.20 802 6,967 +234
May12 111206 14.89 15.30 14.89 15.18 +0.22 9 602 +3
Jul12 111206 15.19 15.52 15.19 15.43 +0.19 0 614 +0
Total Volume and Open Interest 1,906 18,110 -337
Live Cattle(CME)
Dec11 111206 119.330 119.600 118.480 118.850 -0.050 15,448 34,231 +758
Feb12 111206 120.500 120.785 119.135 119.550 -0.700 22,012 138,510 +3,220
Apr12 111206 124.500 124.700 123.000 123.450 -0.600 8,186 85,045 +21
Jun12 111206 123.980 124.000 122.450 122.885 -0.695 7,016 49,071 +490
Aug12 111206 123.700 123.950 122.635 122.930 -1.070 1,555 10,965 +591
Oct12 111206 126.600 126.600 125.035 125.785 -0.815 627 6,048 +302
Total Volume and Open Interest 55,029 328,760 +5,481
Feeder Cattle(CME)
Jan12 111206 144.600 144.800 141.800 142.130 -2.170 2,595 15,203 +230
Mar12 111206 146.750 147.000 144.285 144.700 -1.750 1,341 7,412 +275
Apr12 111206 147.950 148.100 145.700 146.000 -1.450 431 2,912 +128
May12 111206 148.600 148.825 146.300 146.600 -1.850 449 3,076 +100
Aug12 111206 150.000 150.130 147.950 148.600 -1.400 137 3,379 +79
Sep12 111206 149.500 149.750 148.685 148.750 -1.650 27 503 +3
Oct12 111206 149.800 149.800 149.035 149.300 -1.700 13 138 +12
Total Volume and Open Interest 4,998 32,641 +832
Lean Hogs(CME)
Dec11 111206 85.200 86.700 85.035 86.150 +0.850 6,857 16,332 -1,409
Feb12 111206 88.000 89.400 87.785 89.080 +0.945 15,095 100,602 -278
Apr12 111206 91.035 91.950 90.750 91.850 +0.600 4,975 65,431 -994
May12 111206 96.980 97.980 96.700 97.785 +0.185 29 2,539 +14
Jun12 111206 98.330 99.035 97.950 98.950 +0.300 3,274 46,560 +329
Jul12 111206 97.400 98.050 96.900 97.950 +0.350 533 10,735 +7
Aug12 111206 96.035 96.250 95.450 96.200 unch 432 14,591 +24
Oct12 111206 84.600 85.000 84.300 84.980 -0.120 550 8,211 +140
Total Volume and Open Interest 31,882 268,657 -2,115
Class III Milk(CME)
Dec11 111206 18.65 18.69 18.45 18.52 -0.17 126 5,864 -5
Jan12 111206 17.40 17.52 17.35 17.37 -0.11 333 4,813 +29
Feb12 111206 17.29 17.35 17.15 17.16 -0.12 187 3,521 +68
Mar12 111206 17.21 17.23 17.05 17.07 -0.14 108 2,946 +60
Apr12 111206 17.00 17.05 16.87 16.87 -0.18 86 2,253 +41
Total Volume and Open Interest 1,393 31,160 -5,479
Cocoa(ICE)
Dec11 111206 2000 2000 2000 2000 -35 15 85 -18
Mar12 111206 2200 2216 2161 2168 -38 13,631 80,961 -1,029
May12 111206 2218 2225 2179 2186 -35 3,076 31,955 +851
Jul12 111206 2237 2237 2197 2202 -35 1,280 15,072 +320
Sep12 111206 2250 2250 2209 2214 -33 311 12,861 +68
Dec12 111206 2259 2259 2222 2223 -35 343 13,176 +276
Mar13 111206 2273 2273 2235 2235 -37 13 4,131 +11
Total Volume and Open Interest 18,686 161,162 +484
Coffee "C"(ICE)
Dec11 111206 232.25 233.70 230.10 232.85 -1.10 10 103 -43
Mar12 111206 234.60 237.30 232.35 235.75 -0.65 15,340 58,299 -697
May12 111206 237.55 239.50 234.90 238.35 -0.60 1,946 20,173 +227
Jul12 111206 239.70 241.30 238.00 240.35 -0.65 686 6,840 +45
Sep12 111206 240.95 241.80 240.00 241.70 -0.65 213 5,794 -61
Dec12 111206 242.20 243.50 241.40 242.95 -0.80 58 6,711 +14
Total Volume and Open Interest 18,275 99,059 -504
Orange Juice(ICE)
Jan12 111206 178.40 178.50 175.65 176.30 -2.00 1,253 19,356 -121
Mar12 111206 173.35 173.35 171.35 172.05 -1.25 977 7,437 +416
May12 111206 171.50 171.50 170.55 170.80 -1.50 82 1,776 +40
Jul12 111206 171.25 171.25 170.35 170.95 -1.10 11 521 +11
Sep12 111206 170.75 170.75 170.75 170.75 -0.70 5 58 +5
Nov12 111206 170.15 170.15 170.15 170.15 -0.85 5 13 +5
Total Volume and Open Interest 2,336 29,170 +359
Sugar #11(ICE)
Mar12 111206 24.05 24.25 23.86 24.18 +0.10 31,694 216,211 +2,065
May12 111206 23.73 23.80 23.45 23.75 +0.05 9,654 89,732 +1,675
Jul12 111206 23.21 23.35 23.05 23.31 -0.01 7,545 86,114 +305
Oct12 111206 23.29 23.46 23.18 23.41 -0.01 3,117 48,928 +1,243
Mar13 111206 23.63 23.82 23.60 23.79 unch 542 30,354 -92
Total Volume and Open Interest 53,224 518,616 +5,522
London Cocoa(LCE)
Dec11 111206 1380 1387 1352 1359 -21 2,533 47,532 -635
Mar12 111206 1419 1433 1398 1407 -13 6,622 68,064 +623
May12 111206 1437 1450 1413 1422 -15 2,042 22,270 +407
Jul12 111206 1456 1467 1436 1439 -15 1,698 25,579 +1,103
Sep12 111206 1468 1480 1449 1452 -15 716 17,255 +236
Dec12 111206 1471 1494 1463 1464 -16 344 12,844 -64
Mar13 111206 1487 1489 1475 1476 -16 184 7,455 +35
Total Volume and Open Interest 14,156 203,637 +1,722
London Sugar(LCE)
Mar12 111206 624.60 627.80 620.00 625.40 +1.00 2,182 24,444 +210
May12 111206 615.10 619.00 612.50 616.70 +0.80 621 7,237 +92
Aug12 111206 608.10 610.80 605.20 608.30 +0.30 344 9,107 +37
Oct12 111206 609.10 610.70 605.90 608.10 +0.40 56 3,723 -2
Dec12 111206 611.00 614.00 611.00 611.40 +1.40 3 1,377 +2
Total Volume and Open Interest 3,206 46,804 +339
Cotton(ICE)
Dec11 111206 91.93 93.65 91.93 93.31 +1.80 24 369 -19
Mar12 111206 92.75 93.93 91.51 93.81 +1.59 5,637 90,941 +54
May12 111206 92.44 93.54 91.79 93.42 +1.39 1,380 19,664 +509
Jul12 111206 91.97 92.85 91.50 92.82 +1.15 367 17,873 +119
Oct12 111206 93.07 93.07 93.07 93.07 +1.49 0 84 +0
Dec12 111206 89.56 90.34 89.56 90.17 +0.42 47 7,586 +9
Total Volume and Open Interest 7,468 137,824 +679
Lumber(CME)
Jan12 111206 232.8 233.4 225.9 230.0 -2.8 482 7,066 -8
Mar12 111206 247.1 249.4 242.3 245.6 -1.4 233 4,390 -29
May12 111206 257.0 261.4 257.0 260.9 -1.8 12 629 +7
Jul12 111206 269.5 269.5 269.5 269.5 -2.7 0 265 +0
Total Volume and Open Interest 727 12,465 -30
Crude Oil(NYM)
Jan12 111206 100.45 101.42 100.20 101.28 +0.29 245,915 283,789 -9,569
Feb12 111206 100.60 101.56 100.37 101.45 +0.32 54,240 117,874 +3,244
Mar12 111206 100.70 101.72 100.53 101.62 +0.35 35,852 114,405 +4,731
Apr12 111206 100.97 101.80 100.64 101.72 +0.38 17,933 48,180 +2,365
May12 111206 100.63 101.67 100.57 101.67 +0.39 11,672 42,339 +173
Jun12 111206 100.53 101.54 100.39 101.47 +0.39 31,825 79,326 +2,038
Jul12 111206 100.48 101.23 100.16 101.19 +0.38 6,285 35,167 +747
Aug12 111206 99.90 100.88 99.88 100.88 +0.38 4,449 26,021 +584
Sep12 111206 99.80 100.63 99.80 100.58 +0.39 4,310 30,776 +115
Oct12 111206 99.64 100.30 99.64 100.30 +0.40 3,024 28,360 +398
Nov12 111206 99.24 100.07 99.24 100.07 +0.42 3,934 30,246 +803
Dec12 111206 98.85 99.90 98.71 99.82 +0.45 24,810 168,603 -593
Jan13 111206 99.44 99.44 99.44 99.44 +0.46 1,534 29,272 +23
Feb13 111206 99.00 99.00 99.00 99.00 +0.45 975 12,115 +269
Mar13 111206 98.57 98.57 98.57 98.57 +0.44 892 10,781 +91
Apr13 111206 98.13 98.13 98.13 98.13 +0.42 149 5,591 -84
Total Volume and Open Interest 465,228 1,316,405 +5,658
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111206 100.475 101.400 100.200 101.275 +0.275 8,904 2,287 -50
Feb12 111206 100.600 101.450 100.375 101.450 +0.325 352 395 +2
Mar12 111206 100.875 101.625 100.700 101.625 +0.350 80 195 -5
Apr12 111206 100.925 101.725 100.925 101.725 +0.375 4 221 +0
May12 111206 101.675 101.675 101.675 101.675 +0.400 0 7 +0
Jun12 111206 101.475 101.475 101.475 101.475 +0.400 1 17 +1
Jul12 111206 101.200 101.200 101.200 101.200 +0.400 0 4 +0
Aug12 111206 100.875 100.875 100.875 100.875 +0.375 0 5 +0
Sep12 111206 100.575 100.575 100.575 100.575 +0.375      
Total Volume and Open Interest 9,341 3,362 -52
Heating Oil(NYM)
Jan12 111206 298.87 302.46 298.00 302.17 +2.93 53,262 86,104 -1,770
Feb12 111206 299.30 303.25 299.10 303.07 +2.91 21,533 41,954 +425
Mar12 111206 299.50 303.32 299.50 303.18 +3.08 15,073 30,678 -1,204
Apr12 111206 299.13 301.95 298.88 301.84 +3.10 7,965 20,042 -31
May12 111206 295.80 300.22 295.80 300.15 +3.06 5,194 14,629 +1,538
Jun12 111206 294.82 299.04 294.41 298.98 +3.00 7,334 30,029 +77
Jul12 111206 297.74 299.03 297.74 298.99 +3.03 865 8,831 +309
Aug12 111206 298.49 299.17 297.83 299.17 +3.02 156 4,217 -18
Sep12 111206 298.57 299.83 298.46 299.83 +3.01 447 6,064 -30
Oct12 111206 299.58 300.85 298.26 300.85 +3.03 176 2,387 +8
Nov12 111206 299.18 301.81 299.18 301.81 +3.05 88 1,594 +0
Dec12 111206 300.80 302.56 298.60 302.56 +3.08 744 18,121 -383
Total Volume and Open Interest 112,858 267,495 -1,059
Gasoline(NYMEX)
Jan12 111206 260.31 264.86 259.42 264.54 +3.17 54,337 83,452 -3,797
Feb12 111206 260.38 265.25 260.08 264.94 +2.92 25,076 33,385 +798
Mar12 111206 262.59 266.71 262.32 266.57 +2.92 19,260 32,204 +1,789
Apr12 111206 276.87 280.60 276.87 280.54 +2.77 12,251 25,305 +1,121
May12 111206 278.74 280.33 277.77 280.33 +2.76 8,724 19,876 +555
Jun12 111206 274.89 278.84 273.93 278.62 +2.74 11,638 28,547 +1,510
Jul12 111206 274.47 276.70 273.98 276.36 +2.75 3,279 8,149 +333
Aug12 111206 273.77 273.77 273.77 273.77 +2.69 1,601 8,395 +185
Sep12 111206 270.37 270.90 269.60 270.90 +2.65 1,278 5,959 -245
Oct12 111206 256.31 258.17 256.31 258.17 +2.63 1,305 5,078 +345
Total Volume and Open Interest 142,652 268,147 +2,848
e-miNY RBOB Gasoline(NYM)
Jan12 111206 264.50 264.54 264.50 264.50 +3.10 0 1 +0
Feb12 111206 264.90 264.94 264.90 264.90 +2.90 0 1 +0
Mar12 111206 266.60 266.60 266.57 266.60 +2.90      
Apr12 111206 280.50 280.54 280.50 280.50 +2.70      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111206 3.463 3.507 3.405 3.487 +0.026 84,298 269,882 -3,064
Feb12 111206 3.484 3.535 3.435 3.523 +0.033 20,911 97,549 +491
Mar12 111206 3.500 3.544 3.449 3.533 +0.033 29,891 127,023 -1,974
Apr12 111206 3.530 3.585 3.491 3.577 +0.035 29,091 97,128 -1,240
May12 111206 3.585 3.624 3.538 3.618 +0.033 6,766 42,729 -734
Jun12 111206 3.631 3.665 3.584 3.660 +0.030 3,062 22,526 -60
Jul12 111206 3.657 3.720 3.639 3.713 +0.028 2,624 19,450 +24
Aug12 111206 3.700 3.749 3.693 3.742 +0.027 1,508 16,412 -158
Sep12 111206 3.700 3.752 3.700 3.747 +0.027 2,256 15,241 +142
Oct12 111206 3.711 3.790 3.711 3.785 +0.027 7,633 57,926 +670
Nov12 111206 3.865 3.934 3.865 3.930 +0.020 3,596 25,410 +297
Dec12 111206 4.204 4.225 4.159 4.219 +0.013 2,694 24,558 +126
Jan13 111206 4.300 4.358 4.298 4.349 +0.004 4,228 31,221 +998
Feb13 111206 4.290 4.338 4.290 4.338 +0.003 259 6,550 +168
Mar13 111206 4.240 4.294 4.240 4.289 +0.001 500 14,656 +124
Apr13 111206 4.199 4.221 4.175 4.210 -0.002 891 23,382 +235
Total Volume and Open Interest 201,499 945,325 -2,778
Brent Crude Oil(ICE)
Jan12 111206 109.19 110.96 109.04 110.81 +1.00 156,649 150,157 +112
Feb12 111206 108.92 110.64 108.77 110.51 +0.98 91,052 153,989 +3,332
Mar12 111206 108.50 110.20 108.50 110.13 +0.93 44,339 91,301 +281
Apr12 111206 107.75 109.89 107.75 109.83 +0.89 16,836 40,430 +217
May12 111206 107.95 109.54 107.91 109.48 +0.85 11,735 25,029 +450
Jun12 111206 107.72 109.16 107.54 109.10 +0.80 26,734 69,184 +447
Jul12 111206 107.24 108.71 107.19 108.71 +0.76 6,826 18,832 +558
Aug12 111206 107.17 108.30 106.99 108.30 +0.73 6,692 26,429 +129
Sep12 111206 106.75 107.85 106.57 107.85 +0.70 4,678 32,818 -182
Oct12 111206 106.51 107.46 106.51 107.46 +0.68 3,290 14,094 +196
Nov12 111206 107.09 107.09 107.09 107.09 +0.66 3,415 16,745 -363
Dec12 111206 105.49 106.77 105.35 106.69 +0.65 21,774 102,236 -1,633
Jan13 111206 106.29 106.29 106.29 106.29 +0.64 1,200 11,409 +349
Feb13 111206 105.84 105.84 105.84 105.84 +0.63 315 6,250 -62
Total Volume and Open Interest 405,263 923,239 +2,818
Gas Oil(ICE)
Dec11 111206 952.50 964.00 951.50 958.25 -6.25 35,402 99,045 -373
Jan12 111206 944.00 955.50 942.25 949.50 -6.25 83,533 122,149 -422
Feb12 111206 939.00 951.00 938.50 945.50 -5.75 30,789 55,481 +2,823
Mar12 111206 935.25 947.25 934.75 941.50 -5.50 12,863 46,874 -720
Apr12 111206 932.25 944.50 931.75 938.25 -5.50 7,533 23,340 +263
May12 111206 929.75 941.25 929.25 935.50 -5.00 6,163 26,528 -518
Jun12 111206 929.00 940.50 928.00 934.50 -4.50 11,226 52,030 +2,230
Jul12 111206 928.25 938.75 928.25 935.00 -4.00 2,409 17,207 -438
Aug12 111206 932.75 940.50 932.50 935.25 -3.75 1,303 13,412 +5
Sep12 111206 928.25 940.50 928.25 935.25 -3.75 1,444 13,643 +502
Total Volume and Open Interest 196,028 562,332 +3,522
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111206 2.185 2.200 2.173 2.181 -0.023 197 1,372 -50
Feb12 111206 2.162 2.162 2.136 2.144 -0.017 135 1,376 +67
Mar12 111206 2.143 2.170 2.143 2.165 -0.011 124 1,523 +17
Apr12 111206 2.172 2.182 2.167 2.169 -0.005 69 686 +24
May12 111206 2.182 2.196 2.180 2.186 -0.010 42 666 -35
Jun12 111206 2.201 2.210 2.194 2.203 -0.007 14 517 +13
Jul12 111206 2.203 2.217 2.196 2.215 -0.006 45 751 -9
Total Volume and Open Interest 928 9,869 -16
WTI Crude Oil(ICE)
Jan12 111206 100.55 101.43 100.21 101.28 +0.29 48,945 66,798 -2,384
Feb12 111206 100.60 101.56 100.39 101.45 +0.32 12,543 50,899 +289
Mar12 111206 100.84 101.62 100.64 101.62 +0.35 6,800 36,058 +374
Apr12 111206 101.09 101.72 100.79 101.72 +0.38 4,785 23,820 -603
May12 111206 101.01 101.67 100.78 101.67 +0.39 5,424 10,454 -1,159
Jun12 111206 100.79 101.47 100.52 101.47 +0.39 13,934 43,568 -831
Jul12 111206 100.59 101.19 100.59 101.19 +0.38 3,374 9,357 -406
Aug12 111206 100.27 100.88 100.27 100.88 +0.38 2,228 6,818 -555
Sep12 111206 99.96 100.58 99.96 100.58 +0.39 1,188 11,682 -87
Oct12 111206 100.30 100.30 100.30 100.30 +0.40 621 5,127 -167
Nov12 111206 100.07 100.07 100.07 100.07 +0.42 372 4,697 +35
Dec12 111206 99.45 99.91 98.74 99.82 +0.45 5,453 62,686 -392
Jan13 111206 99.44 99.44 99.44 99.44 +0.46 225 3,480 +201
Feb13 111206 99.00 99.00 99.00 99.00 +0.45 0 649 +9
Mar13 111206 98.57 98.57 98.57 98.57 +0.44 0 1,584 +0
Apr13 111206 98.13 98.13 98.13 98.13 +0.42 0 389 +0
Total Volume and Open Interest 107,512 427,785 -5,723
US Dollar Index(ICE)
Dec11 111206 78.690 78.975 78.520 78.570 -0.100 20,893 54,982 +683
Mar12 111206 79.225 79.410 78.950 79.037 -0.062 346 978 +171
Jun12 111206 79.787 79.787 79.787 79.787 +0.247 0 2 +0
Total Volume and Open Interest 21,239 55,962 +854
Australian Dollar(CME)
Dec11 111206 102.46 102.64 101.41 102.46 -0.18 114,665 115,305 +618
Mar12 111206 101.46 101.51 100.43 101.46 -0.17 3,292 19,499 +2,133
Jun12 111206 100.23 100.83 100.23 100.67 -0.16 3 33 -3
Total Volume and Open Interest 117,960 134,959 +2,748
British Pound(CME)
Dec11 111206 156.43 156.64 155.60 156.03 -0.40 83,475 183,854 -1,278
Mar12 111206 156.34 156.47 155.47 155.89 -0.41 6,153 21,501 +5,887
Jun12 111206 155.77 156.16 155.77 155.77 -0.39 0 10 +0
Total Volume and Open Interest 89,628 205,370 +4,609
Canadian Dollar(CME)
Dec11 111206 98.31 99.14 97.93 99.09 +0.80 80,187 121,641 -515
Mar12 111206 98.10 98.93 97.75 98.89 +0.79 1,543 18,754 +229
Jun12 111206 98.01 98.77 97.80 98.77 +0.81 26 1,961 +18
Sep12 111206 98.29 98.65 97.87 98.65 +0.78 1 1,130 +0
Total Volume and Open Interest 81,757 143,727 -268
Japanese Yen(CME)
Dec11 111206 128.49 128.83 128.46 128.71 +0.10 63,697 152,945 -1,012
Mar12 111206 128.79 129.08 128.79 129.01 +0.08 4,874 22,193 +3,384
Jun12 111206 129.28 129.28 129.20 129.28 +0.08 0 40 +0
Total Volume and Open Interest 68,571 175,183 +2,372
Swiss Franc(CME)
Dec11 111206 108.62 108.67 107.55 108.03 -0.64 18,697 39,204 +655
Mar12 111206 108.88 108.88 107.94 108.23 -0.65 150 1,320 +31
Jun12 111206 108.48 109.13 108.48 108.48 -0.65 0 5 +0
Total Volume and Open Interest 18,848 40,534 +686
EuroFX(CME)
Dec11 111206 133.95 134.29 133.33 134.10 +0.10 281,905 255,082 -4,508
Mar12 111206 134.04 134.35 133.43 134.18 +0.08 11,049 21,069 +6,587
Jun12 111206 134.10 134.23 133.91 134.23 +0.08 4 1,071 +2
Total Volume and Open Interest 292,959 277,240 +2,081
Mexican Peso(CME)
Dec11 111206 738.2 744.0 737.0 742.2 +4.0 31,349 72,785 -999
Jan12 111206 740.5 740.5 736.5 740.5 +4.0 0 95 +0
Total Volume and Open Interest 36,221 127,892 +3,227
Brazilian Real(CME)
Jan12 111206 555.00 555.00 552.90 554.50 -2.50 5 10,726 +5
Feb12 111206 550.70 550.70 550.70 550.70 -3.10      
Mar12 111206 546.90 546.90 546.90 546.90 -3.65 609 2,639 -579
Apr12 111206 544.30 544.30 544.30 544.30 -3.70      
Total Volume and Open Interest 614 28,696 -574
30-Year T-Bonds(CBOT)
Dec11 111206 141~220 142~060 141~000 141~010 -0~250 27,324 31,150 -5,667
Mar12 111206 141~200 141~310 140~210 140~230 -0~260 324,270 574,494 +6,655
Jun12 111206 139~220 140~050 139~110 139~110 -0~260 178 78 -46
Total Volume and Open Interest 351,772 605,722 +942
10-Year T-Notes(CBOT)
Dec11 111206 130~115 130~170 130~030 130~050 -0~080 94,385 100,438 -24,832
Mar12 111206 129~170 129~225 129~075 129~105 -0~075 949,700 1,331,045 +20,924
Jun12 111206 128~105 128~180 128~105 128~105 -0~075      
Total Volume and Open Interest 1,044,085 1,431,483 -3,908
5-Year T-Notes(CBOT)
Dec11 111206 123~004 123~021 122~126 123~011 -0~002 54,576 74,510 -20,209
Mar12 111206 122~086 122~101 122~074 122~089 -0~003 551,609 1,181,246 +11,713
Jun12 111206 121~113 121~116 121~113 121~113 -0~003      
Total Volume and Open Interest 606,185 1,255,756 -8,496
2 Year T-Notes(CBOT)
Dec11 111206 110~023 110~026 110~023 110~025 +0~002 14,478 55,904 -7,403
Mar12 111206 110~030 110~033 110~029 110~032 +0~002 162,062 612,060 -705
Jun12 111206 110~000 110~000 109~126 110~000 +0~002      
Total Volume and Open Interest 176,540 667,964 -8,108
Eurodollars(CME)
Dec11 111206 99.450 99.452 99.430 99.442 -0.013 227,765 999,266 -8,439
Mar12 111206 99.380 99.390 99.350 99.370 -0.015 321,049 917,962 -9,568
Jun12 111206 99.335 99.350 99.310 99.330 -0.005 224,031 1,097,643 -3,601
Sep12 111206 99.310 99.330 99.295 99.310 unch 244,497 758,642 +12,962
Dec12 111206 99.295 99.320 99.285 99.300 +0.005 178,583 763,765 +3,865
Mar13 111206 99.285 99.310 99.275 99.290 +0.005 153,071 773,869 -39
Jun13 111206 99.245 99.280 99.240 99.260 +0.010 101,331 566,024 +862
Sep13 111206 99.180 99.230 99.180 99.210 +0.020 105,035 448,700 -6,903
Dec13 111206 99.090 99.135 99.080 99.115 +0.025 108,903 509,857 +10,912
Mar14 111206 98.965 99.010 98.950 98.990 +0.025 83,659 368,958 +6,494
Jun14 111206 98.795 98.840 98.780 98.820 +0.020 73,217 297,339 +1,397
Sep14 111206 98.660 98.660 98.600 98.635 +0.015 66,373 209,353 +444
Dec14 111206 98.440 98.465 98.410 98.440 +0.010 39,833 173,698 +353
Mar15 111206 98.270 98.295 98.240 98.265 unch 33,184 133,361 +2,099
Jun15 111206 6.345 6.380 6.320 6.340 -0.010 23,720 111,948 +910
Sep15 111206 6.185 6.210 6.150 6.165 -0.015 20,818 77,839 +41
Dec15 111206 6.015 6.025 5.970 5.980 -0.025 13,779 50,701 -229
Mar16 111206 5.870 5.880 5.820 5.830 -0.030 10,251 46,526 -360
Total Volume and Open Interest 2,060,865 8,509,390 +13,746
30 Day Federal Funds(CBOT)
Dec11 111206 99.915 99.918 99.912 99.915 +0.003 1,749 74,279 -200
Jan12 111206 99.905 99.910 99.900 99.905 +0.005 2,854 64,493 +946
Feb12 111206 99.895 99.905 99.890 99.900 +0.010 1,861 52,061 +81
Mar12 111206 99.890 99.895 99.885 99.890 +0.005 3,330 31,696 -1,118
Apr12 111206 99.880 99.885 99.875 99.880 unch 2,001 35,962 +240
May12 111206 99.875 99.875 99.870 99.870 unch 1,906 44,774 -100
Total Volume and Open Interest 20,181 557,108 -358
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111206 99.673 99.673 99.673 99.673 unch 0 327 +0
Mar12 111206 99.660 99.660 99.660 99.660 -0.002 0 300 +0
Jun12 111206 99.662 99.662 99.662 99.662 -0.003      
Sep12 111206 99.660 99.660 99.660 99.660 -0.002      
Dec12 111206 99.665 99.665 99.665 99.665 unch      
Mar13 111206 99.655 99.655 99.655 99.655 unch      
Jun13 111206 99.625 99.625 99.625 99.625 +0.015      
Sep13 111206 99.485 99.485 99.485 99.485 +0.015      
Dec13 111206 99.345 99.345 99.345 99.345 +0.015      
Mar14 111206 99.205 99.205 99.205 99.205 +0.015      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111206 99.67 99.67 99.67 99.67 unch 0 4,632 +0
Mar12 111206 99.66 99.66 99.66 99.66 0.00 0 1,937 +0
Jun12 111206 99.66 99.66 99.66 99.66 0.00 0 1,440 +0
Sep12 111206 99.66 99.66 99.66 99.66 0.00 0 711 +0
Dec12 111206 99.67 99.67 99.67 99.67 unch 0 135 +0
Mar13 111206 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111206 99.64 99.64 99.62 99.62 +0.01 22 207 +22
Sep13 111206 99.49 99.49 99.49 99.49 +0.01      
Total Volume and Open Interest 22 9,196 +22
Japanese Gov't Bonds(SGX)
Dec11 111206 142.14 142.27 142.08 142.16 -0.01 3,391 16,241 -1,384
Mar12 111206 141.57 141.74 141.50 141.63 +0.03 1,455 1,024 +574
Jun12 111206 139.54 139.54 139.54 139.54 +0.03      
Total Volume and Open Interest 4,846 17,268 -810
Euro-Bund(EUREX)
Dec11 111206 134.37 134.98 134.04 134.78 -0.04 717,736 742,237 -65,701
Mar12 111206 134.50 135.18 134.15 135.02 +0.10 131,503 202,074 +62,102
Jun12 111206 133.76 134.14 133.76 134.12 -0.18 138 21 +0
Total Volume and Open Interest 849,377 944,332 -3,599
Euro-Bobl(EUREX)
Dec11 111206 122.83 123.01 122.67 122.93 -0.10 404,199 593,280 -40,426
Mar12 111206 123.06 123.20 122.87 123.08 -0.15 75,056 136,495 +37,031
Jun12 111206 123.12 123.12 123.12 123.12 -0.10      
Total Volume and Open Interest 479,255 729,775 -3,395
3-Mth Euribor(EUREX)
Dec11 111206 98.695 98.695 98.695 98.695 -0.005 290 2,089 -1
Mar12 111206 98.915 98.925 98.915 98.925 +0.010 527 2,160 -209
Jun12 111206 98.980 98.980 98.980 98.980 +0.005 0 1,132 +0
Total Volume and Open Interest 917 8,903 -110
Long Gilt(LIFFE)
Dec11 111206 130~19 131~22 130~19 131~20 +1~04 3,368 19,737 -4,376
Mar12 111206 113~09 114~14 113~07 114~11 +1~00 98,547 276,341 -9,054
Total Volume and Open Interest 101,915 296,078 -13,430
3-Mth Short Sterling(LIFFE)
Dec11 111206 98.94 98.95 98.93 98.93 -0.01 42,120 331,809 +3,398
Mar12 111206 98.94 98.94 98.90 98.92 unch 50,677 319,805 -3,141
Jun12 111206 98.93 98.95 98.90 98.94 +0.04 52,389 203,420 +3,874
Sep12 111206 98.93 98.97 98.91 98.96 +0.06 49,335 196,633 +1,862
Dec12 111206 98.91 98.96 98.90 98.94 +0.06 45,350 176,730 -466
Mar13 111206 98.90 98.96 98.89 98.94 +0.07 45,718 186,726 -9,729
Total Volume and Open Interest 371,332 1,966,268 +14,256
3-Mth Euribor(LIFFE)
Dec11 111206 98.710 98.720 98.660 98.695 -0.005 200,803 669,669 +10,642
Mar12 111206 98.915 98.930 98.900 98.925 +0.010 139,250 521,275 -3,615
Jun12 111206 98.975 98.990 98.960 98.980 +0.005 73,041 383,916 +472
Total Volume and Open Interest 847,111 3,457,379 +14,709
3-Mth Aus T-Bills(SFE)
Dec11 111206 95.46 95.54 95.42 95.52 +0.06 17,615 157,969 -10,396
Mar12 111206 96.24 96.37 96.19 96.33 +0.09 17,652 230,230 +3,195
Jun12 111206 96.48 96.61 96.41 96.55 +0.08 9,206 164,627 +2,447
Sep12 111206 96.47 96.61 96.41 96.56 +0.09 5,238 106,341 +2,853
Dec12 111206 96.35 96.48 96.30 96.44 +0.11 2,593 63,505 +169
Mar13 111206 96.14 96.34 96.14 96.33 +0.15 1,145 52,777 -209
Jun13 111206 96.01 96.22 96.00 96.20 +0.17 1,273 42,669 -127
Sep13 111206 95.91 96.10 95.88 96.09 +0.18 292 20,127 +140
Dec13 111206 95.83 96.01 95.83 96.01 +0.22 3 5,566 -1
Mar14 111206 95.76 95.92 95.76 95.90 +0.20 21 1,018 +21
Total Volume and Open Interest 55,038 844,886 -1,908
10-Year Aus T-Bonds(SFE)
Dec11 111206 96.00 96.06 95.92 96.04 +0.04 39,871 390,192 +13,617
Mar12 111206 96.05 96.05 96.05 96.05 +0.05 55 161 +45
Total Volume and Open Interest 39,926 390,353 +13,662
3-Year Aus T-Bonds(SFE)
Dec11 111206 96.75 96.89 96.70 96.88 +0.13 93,742 559,359 -8,611
Mar12 111206 96.81 96.97 96.81 96.97 +0.13 478 873 +478
Total Volume and Open Interest 94,220 560,232 -8,133
Gold(CMX)
Dec11 111206 1722.1 1731.8 1703.0 1727.9 -2.8 1,067 1,696 -2,138
Feb12 111206 1727.2 1736.9 1705.7 1731.8 -2.7 107,014 264,162 +1,907
Apr12 111206 1729.8 1739.6 1708.5 1734.6 -2.7 2,188 33,222 +25
Jun12 111206 1733.0 1742.2 1712.0 1737.1 -2.8 2,493 23,000 -76
Aug12 111206 1731.5 1740.4 1713.7 1739.6 -2.8 1,164 13,256 -232
Oct12 111206 1723.9 1746.9 1721.7 1742.2 -2.9 6 7,938 +0
Dec12 111206 1739.5 1749.4 1718.6 1744.8 -3.0 820 21,386 +474
Feb13 111206 1730.8 1747.7 1730.8 1747.7 -3.1 48 2,932 +11
Apr13 111206 1750.6 1750.6 1750.6 1750.6 -3.1 355 1,275 +305
Jun13 111206 1754.0 1754.0 1754.0 1754.0 -3.2 3,508 8,517 -2,715
Aug13 111206 1757.6 1757.6 1757.6 1757.6 -3.3 0 45 +0
Oct13 111206 1761.3 1761.3 1761.3 1761.3 -3.3      
Total Volume and Open Interest 123,158 421,068 -5,459
Silver(CMX)
Dec11 111206 3209.0 3267.2 3170.0 3267.2 +36.6 297 549 -70
Mar12 111206 3212.0 3294.5 3165.0 3274.4 +37.2 33,546 55,503 -633
May12 111206 3210.0 3291.0 3171.0 3278.5 +37.4 1,046 5,511 -8
Jul12 111206 3204.5 3300.0 3204.5 3282.1 +37.4 40 2,665 +2
Sep12 111206 3285.3 3285.3 3285.3 3285.3 +37.4 161 1,837 -5
Dec12 111206 3211.5 3303.5 3185.5 3289.6 +37.4 295 13,264 +126
Mar13 111206 3287.2 3287.2 3287.2 3287.2 +37.5 3 1,148 +0
Total Volume and Open Interest 35,882 96,080 -597
Platinum(NYMEX)
Jan12 111206 1522.0 1528.8 1500.6 1524.0 -8.5 7,314 33,967 +29
Apr12 111206 1527.2 1534.2 1507.3 1530.4 -9.0 999 6,913 +767
Jul12 111206 1534.8 1534.9 1534.8 1534.8 -9.0 50 419 +49
Oct12 111206 1538.8 1538.9 1538.8 1538.8 -9.0 0 59 +0
Total Volume and Open Interest 8,363 41,360 +845
Palladium(NYMEX)
Dec11 111206 642.10 668.60 642.10 668.60 +24.10 15 694 -6
Mar12 111206 635.00 18.34 630.05 15.54 -630.96 3,823 18,830 +68
Jun12 111206 635.30 18.34 635.30 16.74 -631.16 4 277 +0
Total Volume and Open Interest 3,848 19,902 +62
Copper(CMX)
Dec11 111206 354.00 358.50 351.35 356.55 -3.85 705 3,114 -326
Mar12 111206 355.20 360.70 352.50 357.55 -4.00 39,535 70,713 +235
May12 111206 356.65 361.00 353.80 358.65 -4.00 985 19,187 +249
Jul12 111206 359.40 361.80 359.30 359.40 -4.00 244 6,272 +33
Sep12 111206 359.95 359.95 359.95 359.95 -3.95 11 2,393 +0
Total Volume and Open Interest 42,398 112,885 +140
DJIA Index(CBOT)
Dec11 111206 12064 12200 12000 12112 +46 144 18,050 -41
Mar12 111206 12022 12045 12010 12043 +45 1 444 +1
Jun12 111206 11976 11976 11931 11976 +45 0 400 +0
Sep12 111206 11913 11913 11868 11913 +45      
Total Volume and Open Interest 145 18,894 -40
E-mini DJIA Index(CBOT)
Dec11 111206 12056 12206 11999 12112 +46 105,275 90,442 +758
Mar12 111206 11990 12137 11934 12043 +45 430 1,609 +119
Jun12 111206 12000 12050 11976 11976 +45 1 8 +1
Sep12 111206 11913 11913 11913 11913 +45 0 9 +0
Total Volume and Open Interest 105,706 92,068 +878
S & P 500(CME)
Dec11 111206 1253.50 1265.30 1245.30 1254.90 -0.10 18,542 279,437 +2,806
Mar12 111206 1250.50 1259.00 1247.10 1249.10 unch 2,397 25,594 +1,967
Jun12 111206 1243.60 1252.60 1241.60 1243.60 unch 108 3,024 +114
Sep12 111206 1241.50 1247.40 1236.40 1238.40 unch 37 468 +4
Total Volume and Open Interest 21,084 308,624 +4,891
S & P 500 E-Mini(Globex)
Dec11 111206 1253.25 1265.75 1245.25 1255.00 unch 2,179,603 2,842,871 -36,156
Mar12 111206 1247.75 1259.75 1239.50 1249.00 unch 52,313 142,756 +40,400
Total Volume and Open Interest 2,232,563 2,989,241 +4,594
NASDAQ 100(CME)
Dec11 111206 2324.00 2341.00 2313.50 2321.50 -3.50 235 29,747 -38
Mar12 111206 2324.50 2328.00 2309.00 2317.00 -3.50 12 111 -4
Jun12 111206 2314.00 2316.00 2314.00 2314.00 -3.50      
Total Volume and Open Interest 247 29,858 -42
NASDAQ 100 E-Mini(Globex)
Dec11 111206 2320.00 2341.50 2312.80 2321.50 -3.50 201,365 308,489 +2,490
Mar12 111206 2319.00 2335.00 2308.30 2317.00 -3.50 854 2,140 +431
Total Volume and Open Interest 202,220 310,657 +2,921
S & P Midcap 400(CME)
Dec11 111206 885.30 891.00 885.30 885.30 -5.30 0 5,972 +0
Mar12 111206 882.80 882.80 882.80 882.80 -5.20      
Jun12 111206 880.80 880.80 880.80 880.80 -5.20      
Total Volume and Open Interest 0 5,972 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111206 8620 8670 8550 8595 -75 5,699 27,305 -682
Mar12 111206 8665 8675 8560 8600 -75 1,314 2,374 +985
Total Volume and Open Interest 7,013 29,679 +303
Nikkei 225(SGX)
Dec11 111206 8690 8730 8570 8590 -90 80,982 222,489 -16,832
Mar12 111206 8685 8720 8560 8575 -95 3,042 30,139 +1,540
Jun12 111206 8500 8500 8500 8500 -95 0 19 +0
Total Volume and Open Interest 84,749 259,919 -14,675
CAC 40(EURONEXT)
Dec11 111206 3174.0 3207.5 3162.5 3178.5 -20.5 81,379 293,871 -3,561
Jan12 111206 3165.0 3202.5 3164.5 3173.0 -21.0 43 24,945 +51
Feb12 111206 3171.0 3201.0 3171.0 3182.0 -9.0 0 8 +0
Total Volume and Open Interest 81,456 319,009 -3,486
Hang Seng Index(HKFE)
Dec11 111206 18987 19040 18785 19024 -77 62,973 85,326 -5,458
Jan12 111206 19209 19209 18795 19025 -73 331 283 +103
Total Volume and Open Interest 64,051 88,872 -4,880
DAX(EUREX)
Dec11 111206 6049.0 6098.0 6007.0 6043.5 -71.0 148,634 165,361 -2,053
Mar12 111206 6064.0 6105.0 6020.5 6052.0 -71.5 789 11,692 +18
Jun12 111206 6076.5 6111.0 6046.5 6067.0 -72.0 99 3,322 +3
Total Volume and Open Interest 149,522 180,375 -2,032
FT-SE 100(EURONEXT)
Dec11 111206 5528.50 5591.00 5508.50 5579.50 +4.50 117,588 611,332 -5,459
Mar12 111206 5486.00 5552.50 5480.00 5541.50 +5.00 2,625 23,451 +964
Jun12 111206 5500.00 5503.00 5497.00 5503.00 +3.00 20 505 -10
Total Volume and Open Interest 120,233 635,288 -4,505
SPI 200(SFE)
Dec11 111206 4315.0 4361.0 4259.0 4268.0 -50.0 42,024 257,780 +8,702
Mar12 111206 4311.0 4334.0 4243.0 4250.0 -48.0 115 4,377 -156
Jun12 111206 4256.0 4256.0 4256.0 4256.0 -50.0 35 1,468 +35
Total Volume and Open Interest 42,744 265,401 +9,105
GSCI(CME)
Dec11 111206 659.50 659.50 653.50 659.50 +2.90 108 8,218 +9
Jan12 111206 660.00 660.00 654.00 660.00 +3.10 0 1 +0
Feb12 111206 661.00 661.00 655.00 661.00 +3.50      
Total Volume and Open Interest 108 8,219 +9
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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