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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed December 07, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111207 1130.50 1137.00 1123.75 1131.00 +1.50 88,752 201,222 -4,808
Mar12 111207 1139.50 1146.75 1133.50 1141.00 +1.50 31,846 114,549 +5,644
May12 111207 1150.00 1157.00 1143.75 1151.25 +1.50 13,211 82,276 +864
Jul12 111207 1162.00 1166.75 1154.00 1161.00 +1.25 14,235 68,872 +1,366
Aug12 111207 1157.50 1160.75 1157.50 1160.75 +1.00 260 998 +90
Sep12 111207 1157.25 1157.25 1155.75 1157.25 +1.50 41 735 +9
Nov12 111207 1155.25 1161.50 1149.50 1156.00 +1.50 4,677 51,238 +966
Total Volume and Open Interest 154,056 535,273 +4,680
Soybean Meal(CBOT)
Dec11 111207 283.00 284.40 280.90 283.70 +1.50 2,876 1,976 -488
Jan12 111207 284.70 286.40 282.60 285.20 +1.10 30,362 70,884 -770
Mar12 111207 288.50 290.00 286.40 288.90 +1.00 10,597 47,446 +1,129
May12 111207 293.10 294.00 290.30 292.40 +0.50 2,798 29,734 +77
Jul12 111207 297.80 298.20 294.40 296.20 +0.20 2,772 26,249 +190
Aug12 111207 299.00 299.10 296.00 297.70 +0.30 567 4,729 +50
Sep12 111207 299.50 299.60 296.80 298.40 +0.40 128 5,145 +23
Oct12 111207 297.90 297.90 296.20 297.20 +1.00 68 3,235 +6
Total Volume and Open Interest 50,751 210,229 +325
Soybean Oil(CBOT)
Dec11 111207 50.00 50.24 49.85 50.24 +0.26 3,434 2,016 -854
Jan12 111207 50.23 50.50 50.01 50.48 +0.25 44,414 114,756 -2,252
Mar12 111207 50.64 50.91 50.43 50.91 +0.27 14,213 91,545 +936
May12 111207 51.05 51.28 50.80 51.28 +0.27 4,589 42,016 +344
Jul12 111207 51.31 51.60 51.11 51.60 +0.29 4,254 32,002 +933
Aug12 111207 51.29 51.67 51.29 51.67 +0.27 402 4,136 +148
Sep12 111207 51.40 51.69 51.40 51.69 +0.25 52 4,707 +31
Oct12 111207 51.24 51.52 51.17 51.51 +0.26 35 4,588 +30
Total Volume and Open Interest 71,851 312,349 -686
Canola(WCE)
Jan12 111207 503.2 507.6 503.2 507.0 +3.8 4,176 56,215 -2,979
Mar12 111207 502.8 506.6 502.8 506.5 +3.7 4,337 49,007 -1,928
May12 111207 503.1 509.3 503.1 509.1 +5.3 465 15,683 -351
Jul12 111207 508.0 511.7 506.7 510.9 +4.8 371 11,922 +166
Nov12 111207 483.6 491.0 483.6 490.4 +6.5 325 15,421 +49
Total Volume and Open Interest 9,693 148,531 -5,024
Corn(CBOT)
Dec11 111207 586.00 588.75 578.50 582.25 -3.00 8,571 10,462 -3,543
Mar12 111207 596.50 600.00 588.25 592.75 -3.75 124,213 567,101 -1,601
May12 111207 604.50 608.00 596.25 601.25 -3.50 27,698 151,607 +1,829
Jul12 111207 610.75 614.00 601.75 606.75 -4.00 32,705 146,907 +1,694
Sep12 111207 575.75 578.50 566.75 571.50 -4.25 1,335 35,670 -95
Dec12 111207 556.00 558.75 545.50 551.00 -5.00 12,681 180,876 +2,178
Total Volume and Open Interest 207,702 1,146,891 +649
Wheat(CBOT)
Dec11 111207 593.00 598.75 582.00 583.00 -15.75 883 3,713 -432
Mar12 111207 612.50 615.75 598.75 600.50 -12.50 47,552 182,717 -878
May12 111207 632.50 635.25 619.00 621.25 -11.25 11,103 58,222 +27
Jul12 111207 646.25 649.75 634.75 637.25 -10.00 9,572 66,990 +1,179
Sep12 111207 664.75 664.75 654.00 654.75 -9.75 1,837 14,171 +403
Total Volume and Open Interest 73,749 371,632 +738
Wheat(KCBT)
Dec11 111207 652.25 652.25 652.25 652.25 -14.75 498 317 -1,091
Mar12 111207 675.00 677.00 661.00 661.25 -14.75 8,709 72,127 +390
May12 111207 684.00 684.25 670.00 670.25 -14.50 1,934 13,770 +717
Jul12 111207 689.75 692.50 678.00 678.00 -14.75 2,393 38,301 -7
Sep12 111207 704.00 704.00 691.75 691.75 -14.75 315 5,461 -284
Total Volume and Open Interest 14,242 136,121 -389
Wheat(MGE)
Dec11 111207 853.75 854.00 844.00 846.75 -7.50 9 90 -1
Mar12 111207 830.75 832.00 818.50 823.25 -8.75 2,133 18,756 -19
May12 111207 804.00 809.50 800.25 804.25 -8.00 855 7,458 +337
Jul12 111207 799.25 800.50 794.25 795.25 -8.75 530 8,479 +73
Sep12 111207 776.50 783.25 775.00 777.75 -9.25 261 3,744 +72
Total Volume and Open Interest 3,969 41,750 +370
Oats(CBOT)
Dec11 111207 300.00 300.00 294.00 294.25 -5.75 24 40 +4
Mar12 111207 305.00 306.50 296.25 298.00 -5.75 496 11,200 -60
May12 111207 302.50 305.50 299.50 299.75 -5.75 9 1,475 +0
Jul12 111207 305.00 308.25 302.50 302.50 -5.75 4 104 +4
Total Volume and Open Interest 533 12,972 -53
Rough Rice(CBOT)
Jan12 111207 14.73 14.73 14.38 14.39 -0.21 990 9,412 -328
Mar12 111207 15.02 15.02 14.66 14.66 -0.22 701 7,403 +436
May12 111207 15.07 15.11 14.96 14.96 -0.22 28 601 -1
Jul12 111207 15.36 15.36 15.23 15.23 -0.20 0 614 +0
Total Volume and Open Interest 1,719 18,217 +107
Live Cattle(CME)
Dec11 111207 118.900 119.300 118.450 119.150 +0.300 22,308 24,268 -9,963
Feb12 111207 119.550 119.980 118.980 119.785 +0.235 27,543 140,088 +1,578
Apr12 111207 123.500 123.980 122.900 123.680 +0.230 12,215 86,239 +1,194
Jun12 111207 122.930 123.080 122.135 122.600 -0.285 5,165 49,874 +803
Aug12 111207 123.000 123.400 122.285 123.300 +0.370 1,549 11,349 +384
Oct12 111207 126.000 126.000 125.180 125.830 +0.045 660 6,246 +198
Total Volume and Open Interest 69,543 322,974 -5,786
Feeder Cattle(CME)
Jan12 111207 142.325 143.075 141.300 142.735 +0.605 3,414 14,661 -542
Mar12 111207 144.735 145.325 144.000 145.185 +0.485 1,966 7,554 +142
Apr12 111207 146.150 146.630 145.380 146.500 +0.500 462 3,044 +132
May12 111207 146.700 147.300 146.185 147.000 +0.400 581 3,134 +58
Aug12 111207 148.750 149.450 147.900 149.435 +0.835 192 3,397 +18
Sep12 111207 148.450 149.800 148.325 149.800 +1.050 51 514 +11
Oct12 111207 149.300 149.825 149.300 149.300 unch 35 153 +15
Total Volume and Open Interest 6,701 32,475 -166
Lean Hogs(CME)
Dec11 111207 86.450 86.500 85.750 86.000 -0.150 6,392 14,814 -1,518
Feb12 111207 89.135 89.200 88.550 88.800 -0.280 14,116 98,524 -2,078
Apr12 111207 91.750 91.900 91.000 91.050 -0.800 4,592 65,304 -127
May12 111207 97.350 97.400 96.800 97.100 -0.685 30 2,548 +9
Jun12 111207 98.800 98.885 98.000 98.050 -0.900 3,994 46,502 -58
Jul12 111207 97.550 98.050 97.100 97.885 -0.065 296 10,726 -9
Aug12 111207 95.930 96.600 95.480 96.500 +0.300 407 14,585 -6
Oct12 111207 84.700 85.150 84.300 85.050 +0.070 165 8,199 -12
Total Volume and Open Interest 30,119 264,883 -3,774
Class III Milk(CME)
Dec11 111207 18.47 18.55 18.43 18.49 -0.03 108 5,804 -60
Jan12 111207 17.35 17.40 17.20 17.22 -0.15 247 4,878 +65
Feb12 111207 17.15 17.24 17.10 17.13 -0.03 208 3,595 +74
Mar12 111207 17.04 17.10 17.02 17.02 -0.05 164 3,006 +60
Apr12 111207 16.79 16.88 16.74 16.88 +0.01 71 2,297 +44
Total Volume and Open Interest 1,084 31,466 +306
Cocoa(ICE)
Dec11 111207 1974 1974 1974 1974 -26 0 72 -13
Mar12 111207 2178 2211 2137 2142 -26 10,307 82,201 +1,240
May12 111207 2195 2230 2157 2162 -24 2,583 32,590 +635
Jul12 111207 2209 2245 2175 2179 -23 359 15,187 +115
Sep12 111207 2226 2250 2183 2188 -26 267 13,017 +156
Dec12 111207 2238 2260 2197 2197 -26 169 13,286 +110
Mar13 111207 2252 2274 2209 2209 -26 110 4,183 +52
Total Volume and Open Interest 13,830 163,492 +2,330
Coffee "C"(ICE)
Dec11 111207 231.70 231.70 226.75 226.75 -6.10 28 90 -13
Mar12 111207 235.95 236.25 229.15 229.85 -5.90 11,893 58,148 -151
May12 111207 238.95 238.95 231.90 232.60 -5.75 2,123 20,960 +787
Jul12 111207 239.65 239.95 234.20 234.75 -5.60 1,009 6,867 +27
Sep12 111207 241.25 241.45 235.50 236.15 -5.55 85 5,806 +12
Dec12 111207 241.50 241.50 236.90 237.40 -5.55 60 6,639 -72
Total Volume and Open Interest 15,249 99,665 +606
Orange Juice(ICE)
Jan12 111207 176.90 177.45 173.95 174.35 -1.95 1,207 18,914 -442
Mar12 111207 171.35 172.90 169.75 170.10 -1.95 565 7,890 +453
May12 111207 170.60 170.60 168.50 168.70 -2.10 135 1,795 +19
Jul12 111207 170.75 170.75 168.60 168.60 -2.35 61 582 +61
Sep12 111207 168.30 168.30 168.30 168.30 -2.45 0 58 +0
Nov12 111207 167.60 167.60 167.60 167.60 -2.55 0 13 +0
Total Volume and Open Interest 1,968 29,261 +91
Sugar #11(ICE)
Mar12 111207 24.23 24.25 22.99 23.05 -1.13 33,031 213,021 -3,190
May12 111207 23.80 23.81 22.67 22.76 -0.99 9,838 90,742 +1,010
Jul12 111207 23.35 23.38 22.33 22.43 -0.88 7,967 87,654 +1,540
Oct12 111207 23.47 23.47 22.49 22.59 -0.82 3,445 48,801 -127
Mar13 111207 23.75 23.82 22.92 22.99 -0.80 1,703 30,699 +345
Total Volume and Open Interest 58,539 519,135 +519
London Cocoa(LCE)
Dec11 111207 1362 1370 1333 1334 -25 17,903 32,413 -15,119
Mar12 111207 1410 1422 1381 1383 -24 12,650 68,863 +799
May12 111207 1422 1437 1398 1400 -22 3,989 22,926 +656
Jul12 111207 1436 1453 1415 1417 -22 3,106 25,506 -73
Sep12 111207 1452 1466 1430 1431 -21 2,351 18,371 +1,116
Dec12 111207 1461 1477 1440 1441 -23 634 13,143 +299
Mar13 111207 1471 1476 1451 1452 -24 174 7,457 +2
Total Volume and Open Interest 40,828 191,325 -12,312
London Sugar(LCE)
Mar12 111207 628.80 628.80 602.60 603.60 -21.80 1,384 24,532 +88
May12 111207 620.00 620.00 596.50 597.20 -19.50 733 7,427 +190
Aug12 111207 611.00 611.30 590.00 590.60 -17.70 827 9,552 +445
Oct12 111207 610.30 611.50 590.80 591.50 -16.60 174 3,741 +18
Dec12 111207 614.00 614.00 595.50 595.50 -15.90 65 1,419 +42
Total Volume and Open Interest 3,206 47,606 +802
Cotton(ICE)
Dec11 111207 91.60 91.60 91.60 91.60 -1.71 19 228 -141
Mar12 111207 93.48 93.80 91.75 92.31 -1.50 7,206 90,886 -55
May12 111207 92.80 93.42 91.45 92.27 -1.15 1,704 20,796 +1,132
Jul12 111207 92.50 92.60 91.13 92.01 -0.81 546 18,161 +288
Oct12 111207 92.26 92.26 92.26 92.26 -0.81 0 84 +0
Dec12 111207 89.01 89.61 88.66 89.61 -0.56 79 7,597 +11
Total Volume and Open Interest 9,562 139,061 +1,237
Lumber(CME)
Jan12 111207 229.9 235.5 228.0 231.0 +1.0 512 6,972 -94
Mar12 111207 247.4 251.4 243.5 250.0 +4.4 231 4,386 -4
May12 111207 260.9 264.0 259.7 262.0 +1.1 61 636 +7
Jul12 111207 273.4 275.0 273.4 273.4 +3.9 4 264 -1
Total Volume and Open Interest 808 12,373 -92
Crude Oil(NYM)
Jan12 111207 101.11 101.94 99.67 100.49 -0.79 239,380 272,551 -11,238
Feb12 111207 101.27 102.09 99.85 100.68 -0.77 51,715 125,036 +7,162
Mar12 111207 101.60 102.28 100.03 100.86 -0.76 33,854 116,831 +2,426
Apr12 111207 101.98 102.30 100.20 101.03 -0.69 17,515 51,329 +3,149
May12 111207 101.90 102.22 100.11 101.06 -0.61 9,889 43,619 +1,280
Jun12 111207 101.47 102.01 99.91 100.92 -0.55 24,883 78,112 -1,214
Jul12 111207 101.01 101.04 100.04 100.69 -0.50 5,242 35,765 +598
Aug12 111207 100.80 100.80 99.80 100.43 -0.45 4,441 28,002 +1,981
Sep12 111207 100.40 100.48 99.36 100.17 -0.41 2,991 30,876 +100
Oct12 111207 99.44 100.11 99.44 99.92 -0.38 2,061 28,573 +213
Nov12 111207 99.65 99.73 99.65 99.73 -0.34 3,621 31,849 +1,603
Dec12 111207 99.77 100.35 98.38 99.52 -0.30 33,170 170,366 +1,763
Jan13 111207 99.20 99.20 99.20 99.20 -0.24 1,149 29,742 +470
Feb13 111207 98.83 98.83 98.83 98.83 -0.17 350 12,154 +39
Mar13 111207 98.46 98.46 98.46 98.46 -0.11 851 11,125 +344
Apr13 111207 98.09 98.09 98.09 98.09 -0.04 181 5,588 -3
Total Volume and Open Interest 452,704 1,327,334 +10,929
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111207 101.100 101.950 99.700 100.500 -0.775 8,011 2,292 +5
Feb12 111207 101.575 102.025 99.900 100.675 -0.775 321 403 +8
Mar12 111207 101.850 102.175 100.150 100.850 -0.775 176 219 +24
Apr12 111207 102.050 102.050 101.025 101.025 -0.700 9 221 +0
May12 111207 101.050 101.050 101.050 101.050 -0.625 0 7 +0
Jun12 111207 100.925 100.925 100.925 100.925 -0.550 2 17 +0
Jul12 111207 100.700 100.700 100.700 100.700 -0.500 0 4 +0
Aug12 111207 100.425 100.425 100.425 100.425 -0.450 0 5 +0
Sep12 111207 100.175 100.175 100.175 100.175 -0.400      
Total Volume and Open Interest 8,519 3,387 +25
Heating Oil(NYM)
Jan12 111207 302.20 304.09 297.98 298.24 -3.93 54,232 86,967 +863
Feb12 111207 303.60 304.88 299.00 299.27 -3.80 15,737 41,491 -463
Mar12 111207 304.27 304.95 299.50 299.75 -3.43 11,687 30,537 -141
Apr12 111207 302.60 302.60 298.50 298.75 -3.09 5,228 20,207 +165
May12 111207 299.46 300.17 296.84 297.27 -2.88 4,252 15,230 +601
Jun12 111207 300.60 300.62 295.61 296.27 -2.71 5,914 30,074 +45
Jul12 111207 300.30 300.30 295.77 296.39 -2.60 1,811 9,064 +233
Aug12 111207 300.00 300.00 296.19 296.63 -2.54 565 4,183 -34
Sep12 111207 298.95 299.53 297.29 297.29 -2.54 706 6,164 +100
Oct12 111207 300.74 300.74 298.30 298.30 -2.55 137 2,385 -2
Nov12 111207 300.45 300.45 299.26 299.26 -2.55 109 1,637 +43
Dec12 111207 303.45 304.20 299.46 300.01 -2.55 453 18,312 +191
Total Volume and Open Interest 101,160 268,959 +1,464
Gasoline(NYMEX)
Jan12 111207 263.60 264.96 258.15 258.69 -5.85 42,823 80,951 -2,501
Feb12 111207 264.00 265.44 259.26 259.98 -4.96 19,862 35,140 +1,755
Mar12 111207 266.01 267.06 261.40 262.04 -4.53 12,406 32,232 +28
Apr12 111207 279.69 279.93 275.90 276.43 -4.11 7,767 25,800 +495
May12 111207 279.43 279.62 276.21 276.47 -3.86 4,224 20,355 +479
Jun12 111207 278.24 279.40 273.75 274.93 -3.69 5,464 28,445 -102
Jul12 111207 272.72 273.05 272.70 272.87 -3.49 2,030 8,109 -40
Aug12 111207 270.54 270.54 270.54 270.54 -3.23 1,062 8,442 +47
Sep12 111207 269.05 270.30 267.70 267.81 -3.09 1,536 6,385 +426
Oct12 111207 255.00 255.50 255.00 255.19 -2.98 952 5,074 -4
Total Volume and Open Interest 102,065 269,285 +1,138
e-miNY RBOB Gasoline(NYM)
Jan12 111207 258.70 258.70 258.69 258.70 -5.80 0 1 +0
Feb12 111207 260.00 260.00 259.98 260.00 -4.90 0 1 +0
Mar12 111207 262.00 262.04 262.00 262.00 -4.60      
Apr12 111207 276.40 276.43 276.40 276.40 -4.10      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111207 3.497 3.504 3.409 3.421 -0.066 114,253 268,940 -942
Feb12 111207 3.536 3.536 3.451 3.458 -0.065 31,048 98,360 +811
Mar12 111207 3.540 3.546 3.462 3.470 -0.063 36,580 130,553 +3,530
Apr12 111207 3.586 3.589 3.506 3.518 -0.059 32,596 95,916 -1,212
May12 111207 3.628 3.628 3.547 3.560 -0.058 9,718 42,585 -144
Jun12 111207 3.675 3.675 3.588 3.602 -0.058 5,788 23,835 +1,309
Jul12 111207 3.727 3.727 3.647 3.655 -0.058 6,101 20,297 +847
Aug12 111207 3.729 3.731 3.670 3.683 -0.059 2,460 16,421 +9
Sep12 111207 3.748 3.749 3.676 3.688 -0.059 3,350 15,565 +324
Oct12 111207 3.781 3.781 3.714 3.726 -0.059 11,322 57,407 -519
Nov12 111207 3.898 3.898 3.859 3.871 -0.059 3,685 25,399 -11
Dec12 111207 4.230 4.230 4.148 4.161 -0.058 3,050 24,441 -117
Jan13 111207 4.323 4.326 4.282 4.291 -0.058 5,382 31,919 +698
Feb13 111207 4.315 4.325 4.271 4.280 -0.058 155 6,546 -4
Mar13 111207 4.252 4.252 4.232 4.232 -0.057 405 14,641 -15
Apr13 111207 4.187 4.187 4.145 4.155 -0.055 1,066 23,002 -380
Total Volume and Open Interest 267,923 950,156 +4,831
Brent Crude Oil(ICE)
Jan12 111207 110.70 111.49 109.00 109.53 -1.28 145,847 138,596 -11,561
Feb12 111207 110.40 111.14 108.79 109.28 -1.23 85,054 150,014 -3,975
Mar12 111207 110.02 110.70 108.45 108.97 -1.16 44,114 95,697 +4,396
Apr12 111207 109.70 110.36 108.17 108.75 -1.08 20,111 41,208 +778
May12 111207 109.29 109.97 107.86 108.48 -1.00 14,089 25,642 +613
Jun12 111207 108.90 109.56 107.47 108.18 -0.92 25,442 69,446 +262
Jul12 111207 108.49 109.07 107.15 107.85 -0.86 7,386 20,035 +1,203
Aug12 111207 108.05 108.62 106.79 107.48 -0.82 4,199 26,177 -252
Sep12 111207 107.57 108.14 106.30 107.08 -0.77 4,196 33,023 +205
Oct12 111207 106.60 106.72 106.60 106.72 -0.74 1,756 14,455 +361
Nov12 111207 106.39 106.39 106.39 106.39 -0.70 1,858 17,028 +283
Dec12 111207 106.32 106.95 105.21 106.01 -0.68 21,627 99,768 -2,468
Jan13 111207 105.64 105.64 105.64 105.64 -0.65 1,225 12,014 +605
Feb13 111207 105.22 105.22 105.22 105.22 -0.62 522 6,366 +116
Total Volume and Open Interest 391,348 912,851 -10,388
Gas Oil(ICE)
Dec11 111207 964.50 969.00 953.00 957.25 -1.00 49,291 88,219 -10,826
Jan12 111207 955.75 959.75 943.00 947.75 -1.75 96,831 122,728 +579
Feb12 111207 952.00 956.00 939.25 944.25 -1.25 39,601 51,351 -4,130
Mar12 111207 948.00 952.00 935.75 940.75 -0.75 22,093 47,370 +496
Apr12 111207 945.25 949.00 933.75 938.25 unch 11,419 23,663 +323
May12 111207 942.50 944.75 930.75 935.50 unch 6,618 26,410 -118
Jun12 111207 941.50 945.00 929.00 934.25 -0.25 11,650 51,651 -379
Jul12 111207 933.75 934.75 930.00 934.75 -0.25 3,493 16,629 -578
Aug12 111207 932.75 935.00 932.75 935.00 -0.25 1,849 13,350 -62
Sep12 111207 942.00 942.75 933.50 935.00 -0.25 1,898 13,695 +52
Total Volume and Open Interest 252,138 547,992 -14,340
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111207 2.170 2.170 2.119 2.125 -0.056 168 1,353 -19
Feb12 111207 2.134 2.135 2.085 2.091 -0.053 38 1,371 -5
Mar12 111207 2.148 2.150 2.110 2.127 -0.038 72 1,532 +9
Apr12 111207 2.154 2.154 2.131 2.131 -0.038 114 697 +11
May12 111207 2.170 2.170 2.148 2.149 -0.037 111 660 -6
Jun12 111207 2.166 2.166 2.161 2.161 -0.042 66 527 +10
Jul12 111207 2.192 2.192 2.168 2.169 -0.046 16 748 -3
Total Volume and Open Interest 647 9,719 -150
WTI Crude Oil(ICE)
Jan12 111207 101.31 101.94 99.66 100.49 -0.79 47,589 64,628 -2,170
Feb12 111207 101.48 102.06 99.88 100.68 -0.77 12,725 53,273 +2,374
Mar12 111207 101.76 102.27 100.06 100.86 -0.76 8,498 35,507 -551
Apr12 111207 102.30 102.30 100.29 101.03 -0.69 4,064 23,767 -53
May12 111207 102.03 102.06 100.17 101.06 -0.61 3,448 10,071 -383
Jun12 111207 102.00 102.00 99.94 100.92 -0.55 8,573 42,632 -936
Jul12 111207 101.53 101.53 99.76 100.69 -0.50 1,903 9,138 -219
Aug12 111207 101.18 101.23 99.46 100.43 -0.45 1,052 6,997 +179
Sep12 111207 100.49 100.49 99.09 100.17 -0.41 1,128 11,665 -17
Oct12 111207 99.92 99.92 99.92 99.92 -0.38 927 5,378 +251
Nov12 111207 99.73 99.73 99.73 99.73 -0.34 612 5,032 +335
Dec12 111207 100.15 100.20 98.47 99.52 -0.30 6,287 62,714 +28
Jan13 111207 99.20 99.20 99.20 99.20 -0.24 42 3,444 -36
Feb13 111207 98.83 98.83 98.83 98.83 -0.17 0 649 +0
Mar13 111207 98.46 98.46 98.46 98.46 -0.11 0 1,584 +0
Apr13 111207 98.09 98.09 98.09 98.09 -0.04 0 389 +0
Total Volume and Open Interest 100,217 426,624 -1,161
US Dollar Index(ICE)
Dec11 111207 78.575 78.810 78.355 78.552 -0.018 20,669 56,880 +1,898
Mar12 111207 79.035 79.240 78.815 79.033 -0.005 638 1,192 +214
Jun12 111207 79.512 79.512 79.512 79.512 -0.275 0 2 +0
Total Volume and Open Interest 21,307 58,074 +2,112
Australian Dollar(CME)
Dec11 111207 102.26 102.92 102.20 102.66 +0.20 106,918 108,649 -6,656
Mar12 111207 101.33 101.85 101.20 101.65 +0.19 14,056 31,649 +12,150
Jun12 111207 100.86 100.86 100.67 100.86 +0.19 0 33 +0
Total Volume and Open Interest 120,974 140,453 +5,494
British Pound(CME)
Dec11 111207 155.99 157.25 155.86 156.93 +0.90 90,151 178,343 -5,511
Mar12 111207 155.89 157.11 155.82 156.80 +0.91 4,790 25,625 +4,124
Jun12 111207 156.68 156.68 155.77 156.68 +0.91 0 10 +0
Total Volume and Open Interest 94,941 203,983 -1,387
Canadian Dollar(CME)
Dec11 111207 98.99 99.36 98.65 98.90 -0.19 55,329 121,519 -122
Mar12 111207 98.85 99.15 98.45 98.69 -0.20 5,183 22,889 +4,135
Jun12 111207 99.00 99.00 98.35 98.56 -0.21 12 1,966 +5
Sep12 111207 98.43 98.65 98.43 98.43 -0.22 0 1,130 +0
Total Volume and Open Interest 60,524 147,745 +4,018
Japanese Yen(CME)
Dec11 111207 128.68 128.84 128.56 128.78 +0.07 57,783 151,412 -1,533
Mar12 111207 128.96 129.11 128.85 129.04 +0.03 6,418 24,844 +2,651
Jun12 111207 129.30 129.30 129.28 129.30 +0.02 0 40 +0
Total Volume and Open Interest 64,201 176,301 +1,118
Swiss Franc(CME)
Dec11 111207 108.03 108.39 107.66 108.19 +0.16 19,497 39,181 -23
Mar12 111207 108.35 108.50 107.88 108.36 +0.13 707 1,874 +554
Jun12 111207 108.59 108.59 108.48 108.59 +0.11 0 5 +0
Total Volume and Open Interest 20,204 41,065 +531
EuroFX(CME)
Dec11 111207 134.03 134.53 133.50 133.96 -0.14 249,473 249,432 -5,650
Mar12 111207 134.14 134.60 133.57 134.02 -0.16 9,301 26,786 +5,717
Jun12 111207 133.61 134.23 133.41 134.07 -0.16 18 1,087 +16
Total Volume and Open Interest 258,793 277,324 +84
Mexican Peso(CME)
Dec11 111207 742.0 743.5 737.0 738.0 -4.2 31,675 74,994 +2,209
Jan12 111207 736.2 740.5 736.2 736.2 -4.2 0 95 +0
Total Volume and Open Interest 32,580 130,364 +2,472
Brazilian Real(CME)
Jan12 111207 554.15 555.30 551.85 554.15 -0.35 359 10,740 +14
Feb12 111207 551.60 551.60 551.60 551.60 +0.90      
Mar12 111207 549.00 549.00 546.60 549.00 +2.10 44 2,597 -42
Apr12 111207 546.40 546.40 546.40 546.40 +2.10      
Total Volume and Open Interest 403 28,668 -28
30-Year T-Bonds(CBOT)
Dec11 111207 141~020 142~060 140~150 142~040 +1~030 21,069 23,889 -7,261
Mar12 111207 140~250 141~300 140~030 141~280 +1~050 265,684 572,378 -2,116
Jun12 111207 140~000 140~140 139~110 140~140 +1~030 83 79 +1
Total Volume and Open Interest 286,836 596,346 -9,376
10-Year T-Notes(CBOT)
Dec11 111207 130~060 130~260 129~310 130~245 +0~195 66,909 76,898 -23,540
Mar12 111207 129~110 130~010 129~035 129~310 +0~205 770,617 1,328,713 -2,332
Jun12 111207 128~310 128~310 128~105 128~310 +0~205      
Total Volume and Open Interest 837,526 1,405,611 -25,872
5-Year T-Notes(CBOT)
Dec11 111207 123~014 123~054 123~003 123~050 +0~039 23,585 69,609 -4,901
Mar12 111207 122~089 123~009 122~077 123~003 +0~042 410,160 1,167,476 -13,770
Jun12 111207 122~027 122~027 121~113 122~027 +0~042      
Total Volume and Open Interest 433,745 1,237,085 -18,671
2 Year T-Notes(CBOT)
Dec11 111207 110~025 110~030 110~024 110~030 +0~005 25,947 43,601 -12,303
Mar12 111207 110~032 110~039 110~031 110~038 +0~006 110,480 614,433 +2,373
Jun12 111207 110~006 110~006 110~000 110~006 +0~006      
Total Volume and Open Interest 136,427 658,034 -9,930
Eurodollars(CME)
Dec11 111207 99.442 99.457 99.440 99.442 unch 129,408 995,870 -3,396
Mar12 111207 99.375 99.405 99.370 99.380 +0.010 161,875 913,889 -4,073
Jun12 111207 99.340 99.370 99.330 99.345 +0.015 152,132 1,089,880 -7,763
Sep12 111207 99.315 99.355 99.315 99.330 +0.020 141,636 755,883 -2,759
Dec12 111207 99.305 99.340 99.305 99.330 +0.030 107,748 764,423 +658
Mar13 111207 99.300 99.345 99.295 99.340 +0.050 86,365 765,993 -7,876
Jun13 111207 99.275 99.325 99.265 99.320 +0.060 64,158 561,991 -4,033
Sep13 111207 99.220 99.285 99.210 99.280 +0.070 73,564 445,323 -3,377
Dec13 111207 99.125 99.195 99.110 99.195 +0.080 63,272 515,135 +5,278
Mar14 111207 98.995 99.085 98.980 99.080 +0.090 62,737 367,661 -1,297
Jun14 111207 98.825 98.930 98.805 98.920 +0.100 69,151 291,773 -5,566
Sep14 111207 98.640 98.755 98.620 98.745 +0.110 48,290 207,794 -1,559
Dec14 111207 98.450 98.570 98.420 98.560 +0.120 26,986 172,524 -1,174
Mar15 111207 98.275 98.405 98.240 98.395 +0.130 19,702 132,925 -436
Jun15 111207 6.345 6.490 6.310 6.475 +0.135 22,796 109,529 -2,419
Sep15 111207 6.170 6.315 6.130 6.300 +0.135 18,533 77,013 -826
Dec15 111207 5.995 6.130 5.940 6.115 +0.135 13,221 51,166 +465
Mar16 111207 5.840 5.980 5.785 5.965 +0.135 10,880 47,080 +554
Total Volume and Open Interest 1,313,687 8,471,388 -38,002
30 Day Federal Funds(CBOT)
Dec11 111207 99.918 99.918 99.915 99.915 unch 3,934 76,165 +1,886
Jan12 111207 99.910 99.915 99.905 99.905 unch 1,201 64,131 -362
Feb12 111207 99.905 99.910 99.900 99.900 unch 604 52,093 +32
Mar12 111207 99.895 99.895 99.890 99.890 unch 655 31,995 +299
Apr12 111207 99.885 99.885 99.875 99.880 unch 2,140 37,544 +1,582
May12 111207 99.875 99.875 99.865 99.870 unch 1,298 44,161 -613
Total Volume and Open Interest 20,443 560,612 +3,504
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111207 99.673 99.673 99.673 99.673 unch 0 327 +0
Mar12 111207 99.660 99.660 99.660 99.660 unch 0 300 +0
Jun12 111207 99.662 99.662 99.662 99.662 unch      
Sep12 111207 99.660 99.660 99.660 99.660 unch      
Dec12 111207 99.665 99.665 99.665 99.665 unch      
Mar13 111207 99.655 99.655 99.655 99.655 unch      
Jun13 111207 99.625 99.625 99.625 99.625 unch      
Sep13 111207 99.485 99.485 99.485 99.485 unch      
Dec13 111207 99.345 99.345 99.345 99.345 unch      
Mar14 111207 99.205 99.205 99.205 99.205 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111207 99.67 99.67 99.67 99.67 unch 0 4,632 +0
Mar12 111207 99.66 99.66 99.66 99.66 unch 0 1,937 +0
Jun12 111207 99.66 99.66 99.66 99.66 unch 0 1,440 +0
Sep12 111207 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111207 99.67 99.67 99.67 99.67 unch 0 135 +0
Mar13 111207 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111207 99.62 99.62 99.62 99.62 unch 0 207 +0
Sep13 111207 99.49 99.49 99.49 99.49 unch      
Total Volume and Open Interest 0 9,196 +0
Japanese Gov't Bonds(SGX)
Dec11 111207 142.15 142.26 142.10 142.11 -0.05 6,129 16,236 -5
Mar12 111207 141.61 141.66 141.55 141.55 -0.08 4,260 4,259 +3,235
Jun12 111207 139.46 139.46 139.46 139.46 -0.08      
Total Volume and Open Interest 10,389 20,498 +3,230
Euro-Bund(EUREX)
Dec11 111207 134.65 135.92 134.32 135.51 +0.73 1,008,537 519,565 -222,672
Mar12 111207 134.81 136.21 134.54 135.80 +0.78 517,759 448,324 +246,250
Jun12 111207 133.91 135.08 133.85 134.80 +0.68 1 22 +1
Total Volume and Open Interest 1,526,297 967,911 +23,579
Euro-Bobl(EUREX)
Dec11 111207 122.80 123.49 122.68 123.27 +0.34 612,899 408,018 -185,262
Mar12 111207 122.98 123.64 122.83 123.43 +0.35 332,589 330,742 +194,247
Jun12 111207 123.47 123.47 123.47 123.47 +0.35      
Total Volume and Open Interest 945,488 738,760 +8,985
3-Mth Euribor(EUREX)
Dec11 111207 98.705 98.745 98.705 98.720 +0.025 71 2,019 -70
Mar12 111207 98.950 98.965 98.940 98.960 +0.035 107 2,055 -105
Jun12 111207 99.025 99.025 99.020 99.020 +0.040 5 1,127 -5
Total Volume and Open Interest 198 8,713 -190
Long Gilt(LIFFE)
Dec11 111207 131~23 132~17 131~14 131~28 +0~07 2,605 18,763 -974
Mar12 111207 114~08 114~25 113~29 114~11 0~00 81,680 278,571 +2,230
Total Volume and Open Interest 84,285 297,334 +1,256
3-Mth Short Sterling(LIFFE)
Dec11 111207 98.94 98.95 98.93 98.94 +0.01 38,000 330,190 -1,619
Mar12 111207 98.93 98.95 98.92 98.94 +0.02 39,903 312,037 -7,768
Jun12 111207 98.96 98.98 98.95 98.97 +0.03 40,790 215,625 +12,205
Sep12 111207 98.98 99.01 98.96 98.99 +0.03 29,925 199,768 +3,135
Dec12 111207 98.96 99.00 98.95 98.98 +0.04 33,198 178,734 +2,004
Mar13 111207 98.97 99.01 98.95 98.98 +0.04 37,291 191,402 +4,676
Total Volume and Open Interest 302,371 1,982,413 +16,145
3-Mth Euribor(LIFFE)
Dec11 111207 98.700 98.750 98.695 98.720 +0.025 92,376 670,515 +846
Mar12 111207 98.935 98.990 98.920 98.960 +0.035 96,809 508,652 -12,623
Jun12 111207 98.980 99.050 98.970 99.020 +0.040 76,151 385,846 +1,930
Total Volume and Open Interest 581,003 3,455,261 -2,118
3-Mth Aus T-Bills(SFE)
Dec11 111207 95.52 95.53 95.49 95.51 -0.01 54,152 159,711 +1,742
Mar12 111207 96.32 96.33 96.24 96.26 -0.07 37,394 232,105 +1,875
Jun12 111207 96.54 96.54 96.45 96.49 -0.06 15,854 165,591 +964
Sep12 111207 96.54 96.56 96.46 96.50 -0.06 9,983 108,592 +2,251
Dec12 111207 96.42 96.46 96.36 96.39 -0.05 5,069 64,075 +570
Mar13 111207 96.30 96.36 96.25 96.29 -0.04 3,685 54,455 +1,678
Jun13 111207 96.19 96.19 96.12 96.17 -0.03 2,877 43,228 +559
Sep13 111207 96.06 96.14 96.02 96.06 -0.03 1,672 20,970 +843
Dec13 111207 95.99 96.05 95.96 95.98 -0.03 328 5,654 +88
Mar14 111207 95.90 95.97 95.87 95.89 -0.01 53 1,051 +33
Total Volume and Open Interest 131,068 855,490 +10,604
10-Year Aus T-Bonds(SFE)
Dec11 111207 96.03 96.05 95.97 96.00 -0.04 43,246 383,886 -6,306
Mar12 111207 96.05 96.05 95.99 96.01 -0.04 96 164 +3
Total Volume and Open Interest 43,342 384,050 -6,303
3-Year Aus T-Bonds(SFE)
Dec11 111207 96.86 96.89 96.77 96.80 -0.08 152,930 558,563 -796
Mar12 111207 96.97 96.97 96.88 96.88 -0.09 100 703 -170
Total Volume and Open Interest 153,030 559,266 -966
Gold(CMX)
Dec11 111207 1730.6 1741.8 1720.0 1740.9 +13.0 756 1,223 -473
Feb12 111207 1733.0 1747.0 1723.6 1744.8 +13.0 117,520 262,795 -1,367
Apr12 111207 1736.2 1749.3 1727.5 1747.5 +12.9 3,945 33,811 +589
Jun12 111207 1736.2 1750.7 1729.8 1750.1 +13.0 686 23,036 +36
Aug12 111207 1738.9 1754.0 1736.1 1752.5 +12.9 191 13,287 +31
Oct12 111207 1738.2 1756.4 1738.2 1754.9 +12.7 28 7,941 +3
Dec12 111207 1746.5 1759.6 1742.7 1757.5 +12.7 640 21,596 +210
Feb13 111207 1760.3 1761.5 1760.3 1760.3 +12.6 7 2,934 +2
Apr13 111207 1763.2 1763.2 1763.2 1763.2 +12.6 0 1,275 +0
Jun13 111207 1766.4 1766.4 1766.4 1766.4 +12.4 69 8,564 +47
Aug13 111207 1769.8 1769.8 1769.8 1769.8 +12.2 0 45 +0
Oct13 111207 1773.5 1773.5 1773.5 1773.5 +12.2      
Total Volume and Open Interest 125,503 420,391 -677
Silver(CMX)
Dec11 111207 3253.0 3266.5 3236.0 3255.5 -11.7 402 434 -115
Mar12 111207 3274.5 3286.0 3226.5 3262.7 -11.7 30,957 54,909 -594
May12 111207 3271.5 3284.5 3232.5 3267.3 -11.2 605 5,631 +120
Jul12 111207 3272.0 3289.0 3263.0 3270.9 -11.2 49 2,665 +0
Sep12 111207 3274.0 3274.0 3274.0 3274.0 -11.3 60 1,841 +4
Dec12 111207 3275.0 3278.2 3255.0 3278.2 -11.4 74 13,235 -29
Mar13 111207 3276.0 3276.0 3276.0 3276.0 -11.2 0 1,148 +0
Total Volume and Open Interest 32,648 95,479 -601
Platinum(NYMEX)
Jan12 111207 1523.6 1538.4 1510.0 1522.0 -2.0 7,215 33,400 -567
Apr12 111207 1539.5 1544.1 1519.0 1529.4 -1.0 1,221 7,869 +956
Jul12 111207 1529.8 1535.7 1529.8 1533.9 -0.9 121 482 +63
Oct12 111207 1537.9 1537.9 1537.9 1537.9 -0.9 0 59 +0
Total Volume and Open Interest 8,557 41,812 +452
Palladium(NYMEX)
Dec11 111207 680.00 683.20 674.90 683.20 +14.60 49 686 -8
Mar12 111207 18.49 34.64 15.89 30.09 +14.55 2,935 18,548 -282
Jun12 111207 23.04 32.44 23.04 31.29 +14.55 37 299 +22
Total Volume and Open Interest 3,050 19,663 -239
Copper(CMX)
Dec11 111207 356.55 360.20 351.70 354.50 -2.05 659 2,801 -313
Mar12 111207 358.35 361.45 352.15 355.60 -1.95 36,125 70,729 +16
May12 111207 359.50 362.00 354.00 356.75 -1.90 1,881 19,079 -108
Jul12 111207 355.80 357.65 355.30 357.55 -1.85 514 6,390 +118
Sep12 111207 356.85 358.20 356.85 358.15 -1.80 35 2,393 +0
Total Volume and Open Interest 39,624 112,623 -262
DJIA Index(CBOT)
Dec11 111207 12123 12245 12055 12214 +102 473 17,913 -137
Mar12 111207 12075 12153 12075 12146 +103 61 470 +26
Jun12 111207 12079 12079 11976 12079 +103 0 400 +0
Sep12 111207 12016 12016 11913 12016 +103      
Total Volume and Open Interest 534 18,783 -111
E-mini DJIA Index(CBOT)
Dec11 111207 12115 12251 12054 12214 +102 122,508 92,145 +1,703
Mar12 111207 12060 12172 11990 12146 +103 1,143 2,284 +675
Jun12 111207 11950 12079 11950 12079 +103 1 7 -1
Sep12 111207 12016 12016 12016 12016 +103 0 9 +0
Total Volume and Open Interest 123,652 94,445 +2,377
S & P 500(CME)
Dec11 111207 1255.40 1268.00 1244.10 1264.00 +9.10 15,809 284,960 +5,523
Mar12 111207 1247.50 1261.50 1239.00 1258.20 +9.10 3,075 27,518 +1,924
Jun12 111207 1252.70 1254.60 1236.60 1252.70 +9.10 688 3,222 +198
Sep12 111207 1247.50 1249.40 1231.40 1247.50 +9.10 321 767 +299
Total Volume and Open Interest 19,893 316,568 +7,944
S & P 500 E-Mini(Globex)
Dec11 111207 1255.50 1268.00 1244.00 1264.00 +9.00 2,333,966 2,828,861 -14,010
Mar12 111207 1249.25 1262.25 1238.25 1258.25 +9.25 42,777 172,440 +29,684
Total Volume and Open Interest 2,377,323 3,005,517 +16,276
NASDAQ 100(CME)
Dec11 111207 2322.50 2343.50 2292.50 2321.50 unch 334 29,708 -39
Mar12 111207 2295.00 2329.00 2290.00 2317.80 +0.80 11 113 +2
Jun12 111207 2314.80 2314.80 2314.00 2314.80 +0.80      
Total Volume and Open Interest 345 29,821 -37
NASDAQ 100 E-Mini(Globex)
Dec11 111207 2322.00 2343.80 2291.50 2321.50 unch 228,283 309,449 +960
Mar12 111207 2319.80 2339.50 2288.00 2317.80 +0.80 1,417 2,846 +706
Total Volume and Open Interest 229,700 312,323 +1,666
S & P Midcap 400(CME)
Dec11 111207 890.60 890.60 888.00 890.60 +5.30 0 5,972 +0
Mar12 111207 882.50 888.30 882.50 888.30 +5.50      
Jun12 111207 886.30 886.30 886.30 886.30 +5.50      
Total Volume and Open Interest 0 5,972 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111207 8605 8725 8595 8710 +115 11,222 22,468 -4,837
Mar12 111207 8590 8725 8590 8715 +115 6,861 7,559 +5,185
Total Volume and Open Interest 18,083 30,027 +348
Nikkei 225(SGX)
Dec11 111207 8570 8725 8540 8705 +115 81,375 217,495 -4,994
Mar12 111207 8560 8720 8535 8690 +115 10,689 36,629 +6,490
Jun12 111207 8620 8620 8620 8620 +120 2 21 +2
Total Volume and Open Interest 92,603 261,700 +1,781
CAC 40(EURONEXT)
Dec11 111207 3208.0 3244.0 3127.5 3175.0 -3.5 69,861 284,321 -9,550
Jan12 111207 3208.0 3234.0 3144.0 3170.0 -3.0 1,120 25,477 +532
Feb12 111207 3211.0 3211.0 3156.0 3175.5 -6.5 8 16 +8
Total Volume and Open Interest 71,069 310,052 -8,957
Hang Seng Index(HKFE)
Dec11 111207 19080 19267 18982 19189 +165 63,963 86,580 +1,254
Jan12 111207 19098 19266 19008 19196 +171 582 650 +367
Total Volume and Open Interest 64,634 90,507 +1,635
DAX(EUREX)
Dec11 111207 6098.0 6138.5 5919.5 5999.5 -44.0 140,708 162,714 -2,647
Mar12 111207 6109.5 6145.5 5928.0 6007.0 -45.0 1,893 12,568 +876
Jun12 111207 6141.0 6145.0 5943.0 6022.0 -45.0 665 2,866 -456
Total Volume and Open Interest 143,266 178,148 -2,227
FT-SE 100(EURONEXT)
Dec11 111207 5590.50 5633.50 5497.00 5554.50 -25.00 85,328 605,343 -5,989
Mar12 111207 5570.00 5593.00 5458.50 5515.50 -26.00 3,045 30,915 +7,464
Jun12 111207 5534.50 5534.50 5474.50 5474.50 -28.50 125 610 +105
Total Volume and Open Interest 88,498 636,868 +1,580
SPI 200(SFE)
Dec11 111207 4279.0 4324.0 4260.0 4308.0 +40.0 34,543 259,893 +2,113
Mar12 111207 4261.0 4306.0 4253.0 4290.0 +40.0 1,116 4,844 +467
Jun12 111207 4296.0 4296.0 4296.0 4296.0 +40.0 27 1,484 +16
Total Volume and Open Interest 36,757 268,943 +3,542
GSCI(CME)
Dec11 111207 652.00 652.00 651.35 651.35 -8.15 81 8,235 +17
Jan12 111207 652.00 652.00 652.00 652.00 -8.00 2 1 +0
Feb12 111207 653.50 653.50 653.50 653.50 -7.50      
Total Volume and Open Interest 83 8,236 +17
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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