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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu December 08, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111208 1131.50 1136.50 1121.00 1132.50 +1.50 82,019 198,236 -2,986
Mar12 111208 1140.50 1146.00 1130.75 1142.25 +1.25 33,960 119,476 +4,927
May12 111208 1150.75 1156.00 1141.00 1152.50 +1.25 15,241 84,086 +1,810
Jul12 111208 1161.50 1165.50 1151.00 1162.25 +1.25 15,746 70,189 +1,317
Aug12 111208 1155.50 1161.50 1155.50 1161.50 +0.75 170 1,019 +21
Sep12 111208 1156.50 1158.00 1156.50 1158.00 +0.75 213 807 +72
Nov12 111208 1154.75 1161.50 1146.00 1157.00 +1.00 5,794 51,766 +528
Total Volume and Open Interest 154,872 541,370 +6,097
Soybean Meal(CBOT)
Dec11 111208 283.10 284.90 281.50 282.70 -1.00 1,656 1,652 -324
Jan12 111208 285.00 286.60 282.70 284.30 -0.90 33,132 68,561 -2,323
Mar12 111208 288.90 290.20 286.30 288.00 -0.90 11,748 46,737 -709
May12 111208 291.90 293.30 289.90 291.50 -0.90 4,081 29,248 -486
Jul12 111208 295.40 297.30 293.80 295.30 -0.90 4,136 26,706 +457
Aug12 111208 296.00 298.00 296.00 296.60 -1.10 506 4,898 +169
Sep12 111208 297.70 299.10 297.00 297.20 -1.20 300 5,209 +64
Oct12 111208 296.80 298.50 295.90 295.90 -1.30 113 3,252 +17
Total Volume and Open Interest 56,805 207,046 -3,183
Soybean Oil(CBOT)
Dec11 111208 49.75 50.24 49.70 50.20 -0.04 2,808 1,606 -410
Jan12 111208 50.42 50.54 49.80 50.45 -0.03 38,685 113,657 -1,099
Mar12 111208 50.88 50.96 50.24 50.88 -0.03 12,779 93,745 +2,200
May12 111208 51.14 51.33 50.61 51.25 -0.03 5,210 43,014 +998
Jul12 111208 51.49 51.63 50.91 51.57 -0.03 4,282 32,982 +980
Aug12 111208 51.24 51.70 51.20 51.62 -0.05 77 4,191 +55
Sep12 111208 51.24 51.69 51.24 51.62 -0.07 170 4,768 +61
Oct12 111208 51.14 51.55 51.10 51.42 -0.09 105 4,656 +68
Total Volume and Open Interest 65,747 315,566 +3,217
Canola(WCE)
Jan12 111208 506.0 511.0 504.3 510.6 +3.6 7,004 47,349 -8,866
Mar12 111208 505.1 511.2 503.1 510.5 +4.0 5,622 50,399 +1,392
May12 111208 506.7 513.5 505.7 513.3 +4.2 1,048 15,921 +238
Jul12 111208 508.1 516.0 507.3 515.7 +4.8 496 12,272 +350
Nov12 111208 483.2 495.0 483.2 494.7 +4.3 294 15,622 +201
Total Volume and Open Interest 14,464 141,846 -6,685
Corn(CBOT)
Dec11 111208 582.00 591.50 575.00 590.00 +7.75 7,532 7,864 -2,598
Mar12 111208 591.75 602.00 585.00 600.25 +7.50 168,419 564,191 -2,910
May12 111208 600.50 610.25 593.25 608.75 +7.50 45,684 154,226 +2,619
Jul12 111208 605.75 616.00 595.50 614.50 +7.75 36,952 147,462 +555
Sep12 111208 569.75 581.25 566.00 581.25 +9.75 3,807 36,078 +408
Dec12 111208 550.00 561.50 546.50 561.00 +10.00 14,314 182,600 +1,724
Total Volume and Open Interest 277,479 1,146,906 +15
Wheat(CBOT)
Dec11 111208 583.00 583.50 575.50 576.75 -6.25 1,724 2,852 -861
Mar12 111208 600.25 603.00 590.75 597.00 -3.50 48,773 183,202 +485
May12 111208 621.25 623.75 612.00 618.75 -2.50 12,207 59,338 +1,116
Jul12 111208 636.75 640.75 628.50 635.25 -2.00 7,230 68,564 +1,574
Sep12 111208 653.50 657.75 647.00 653.00 -1.75 1,324 14,175 +4
Total Volume and Open Interest 72,973 374,207 +2,575
Wheat(KCBT)
Dec11 111208 651.25 653.50 650.50 650.50 -1.75 37 305 -12
Mar12 111208 662.00 666.25 653.50 658.50 -2.75 5,611 72,139 +12
May12 111208 670.50 674.50 664.75 667.50 -2.75 1,086 14,268 +498
Jul12 111208 679.00 682.00 671.00 674.25 -3.75 1,095 38,185 -116
Sep12 111208 692.50 693.75 687.00 689.00 -2.75 135 5,553 +92
Total Volume and Open Interest 8,093 136,635 +514
Wheat(MGE)
Dec11 111208 843.00 847.00 840.00 844.75 -2.00 17 72 -18
Mar12 111208 823.00 828.00 816.75 821.25 -2.00 1,605 18,421 -335
May12 111208 801.00 807.00 798.25 802.75 -1.50 543 7,404 -54
Jul12 111208 792.00 798.75 790.00 797.25 +2.00 326 8,411 -68
Sep12 111208 776.50 779.50 765.00 767.25 -10.50 281 3,851 +107
Total Volume and Open Interest 2,903 41,369 -381
Oats(CBOT)
Dec11 111208 295.00 295.00 294.25 295.00 +0.75 23 55 +15
Mar12 111208 298.00 303.00 296.50 302.00 +4.00 772 11,147 -53
May12 111208 302.75 304.00 299.75 304.00 +4.25 18 1,485 +10
Jul12 111208 306.00 307.50 302.50 307.50 +5.00 5 106 +2
Total Volume and Open Interest 818 12,946 -26
Rough Rice(CBOT)
Jan12 111208 14.38 14.59 14.21 14.22 -0.16 1,335 8,584 -828
Mar12 111208 14.65 14.86 14.48 14.50 -0.16 1,091 8,060 +657
May12 111208 14.98 15.02 14.80 14.80 -0.16 142 669 +68
Jul12 111208 15.25 15.25 15.06 15.06 -0.16 0 614 +0
Total Volume and Open Interest 2,568 18,114 -103
Live Cattle(CME)
Dec11 111208 119.050 119.535 118.730 119.430 +0.280 8,485 21,544 -2,724
Feb12 111208 119.700 120.200 119.230 119.600 -0.185 28,521 136,210 -3,878
Apr12 111208 123.700 124.150 123.350 123.950 +0.270 11,548 86,909 +670
Jun12 111208 122.600 122.930 122.050 122.400 -0.200 7,351 51,191 +1,317
Aug12 111208 123.050 123.350 122.500 123.080 -0.220 1,721 11,836 +487
Oct12 111208 125.635 125.785 125.300 125.350 -0.480 596 6,384 +138
Total Volume and Open Interest 58,350 319,039 -3,935
Feeder Cattle(CME)
Jan12 111208 143.000 143.735 142.350 142.485 -0.250 5,816 12,982 -1,679
Mar12 111208 145.250 145.735 144.325 144.700 -0.485 2,558 7,674 +120
Apr12 111208 146.435 147.035 145.785 146.000 -0.500 1,063 3,322 +278
May12 111208 147.285 147.685 146.435 146.700 -0.300 986 3,193 +59
Aug12 111208 149.250 149.535 148.485 148.850 -0.585 292 3,291 -106
Sep12 111208 149.735 149.800 149.075 149.500 -0.300 32 513 -1
Oct12 111208 150.000 150.000 149.300 149.300 unch 12 158 +5
Total Volume and Open Interest 10,760 31,152 -1,323
Lean Hogs(CME)
Dec11 111208 85.750 85.950 84.750 84.830 -1.170 8,113 13,578 -1,236
Feb12 111208 88.650 88.930 87.200 87.250 -1.550 18,302 96,761 -1,763
Apr12 111208 90.885 91.230 89.500 89.600 -1.450 5,093 64,580 -724
May12 111208 96.800 96.800 95.400 95.885 -1.215 44 2,548 +0
Jun12 111208 98.050 98.100 96.350 96.385 -1.665 4,689 46,587 +85
Jul12 111208 97.535 97.600 96.135 96.385 -1.500 726 10,807 +81
Aug12 111208 95.900 95.950 94.600 94.850 -1.650 1,587 14,204 -381
Oct12 111208 84.800 85.000 83.900 84.350 -0.700 518 8,317 +118
Total Volume and Open Interest 39,474 261,218 -3,665
Class III Milk(CME)
Dec11 111208 18.49 18.57 18.45 18.54 +0.05 314 5,766 -38
Jan12 111208 17.22 17.40 17.16 17.25 +0.03 375 4,985 +107
Feb12 111208 17.18 17.22 17.11 17.18 +0.05 235 3,721 +126
Mar12 111208 17.01 17.10 16.98 17.07 +0.05 180 3,140 +134
Apr12 111208 16.83 16.83 16.77 16.81 -0.07 111 2,383 +86
Total Volume and Open Interest 1,545 32,089 +623
Cocoa(ICE)
Dec11 111208 1968 1968 1968 1968 -6 1 71 -1
Mar12 111208 2140 2154 2078 2131 -11 10,926 81,488 -713
May12 111208 2161 2169 2100 2148 -14 3,250 33,174 +584
Jul12 111208 2169 2179 2124 2166 -13 688 15,281 +94
Sep12 111208 2175 2191 2139 2180 -8 229 13,048 +31
Dec12 111208 2166 2199 2143 2186 -11 143 13,415 +129
Mar13 111208 2197 2202 2197 2199 -10 137 4,319 +136
Total Volume and Open Interest 15,374 163,752 +260
Coffee "C"(ICE)
Dec11 111208 226.40 227.35 225.40 225.70 -1.05 28 89 -1
Mar12 111208 230.00 232.30 227.20 228.65 -1.20 8,226 58,162 +14
May12 111208 232.45 234.90 229.90 231.40 -1.20 1,994 21,693 +733
Jul12 111208 235.25 236.00 232.30 233.65 -1.10 548 7,012 +145
Sep12 111208 236.75 236.75 234.60 235.35 -0.80 144 5,849 +43
Dec12 111208 238.00 238.00 236.25 236.75 -0.65 128 6,619 -20
Total Volume and Open Interest 11,111 100,602 +937
Orange Juice(ICE)
Jan12 111208 174.35 174.60 171.45 172.50 -1.85 1,535 18,252 -662
Mar12 111208 170.00 170.00 167.10 168.10 -2.00 728 8,512 +622
May12 111208 166.80 166.95 166.30 166.95 -1.75 38 1,807 +12
Jul12 111208 167.50 167.50 166.50 166.70 -1.90 28 610 +28
Sep12 111208 166.40 166.40 166.40 166.40 -1.90 0 58 +0
Nov12 111208 165.60 165.60 165.60 165.60 -2.00 0 13 +0
Total Volume and Open Interest 2,329 29,261 +0
Sugar #11(ICE)
Mar12 111208 23.15 24.22 23.15 24.13 +1.08 29,080 209,970 -3,051
May12 111208 22.93 23.84 22.86 23.69 +0.93 8,462 91,656 +914
Jul12 111208 22.57 23.41 22.55 23.30 +0.87 5,541 88,795 +1,141
Oct12 111208 22.83 23.52 22.69 23.40 +0.81 1,680 48,653 -148
Mar13 111208 23.18 23.87 23.14 23.79 +0.80 982 30,618 -81
Total Volume and Open Interest 46,472 517,967 -1,168
London Cocoa(LCE)
Dec11 111208 1330 1337 1294 1317 -17 3,915 30,568 -1,845
Mar12 111208 1383 1389 1347 1369 -14 12,301 69,901 +1,038
May12 111208 1399 1404 1366 1385 -15 1,818 23,016 +90
Jul12 111208 1415 1421 1385 1403 -14 564 25,577 +71
Sep12 111208 1429 1429 1399 1417 -14 842 18,342 -29
Dec12 111208 1440 1442 1414 1430 -11 176 13,170 +27
Mar13 111208 1451 1451 1422 1440 -12 67 7,481 +24
Total Volume and Open Interest 19,695 190,713 -612
London Sugar(LCE)
Mar12 111208 605.80 625.40 605.80 623.40 +19.80 2,400 24,738 +206
May12 111208 602.60 617.90 600.00 617.00 +19.80 229 7,487 +60
Aug12 111208 593.50 610.40 593.10 609.70 +19.10 290 9,755 +203
Oct12 111208 593.60 610.70 593.60 610.00 +18.50 44 3,756 +15
Dec12 111208 601.40 614.00 600.40 613.60 +18.10 37 1,446 +27
Total Volume and Open Interest 3,060 48,171 +565
Cotton(ICE)
Dec11 111207 91.60 91.60 91.60 91.60 -1.71 19 228 -141
Mar12 111208 92.59 92.99 91.66 92.05 -0.26 9,583 90,565 -321
May12 111208 92.23 92.70 91.47 91.99 -0.28 1,384 21,420 +624
Jul12 111208 91.85 92.36 91.10 91.68 -0.33 825 18,607 +446
Oct12 111208 91.95 92.04 91.95 92.04 -0.22 1 84 +0
Dec12 111208 89.66 89.66 88.75 89.26 -0.35 88 7,642 +45
Total Volume and Open Interest 11,898 139,821 +760
Lumber(CME)
Jan12 111208 231.1 235.3 229.5 232.4 +1.4 538 6,923 -49
Mar12 111208 248.7 249.7 246.0 246.6 -3.4 143 4,389 +3
May12 111208 262.8 262.8 262.4 262.8 +0.8 85 675 +39
Jul12 111208 272.3 272.3 272.0 272.0 -1.4 0 264 +0
Total Volume and Open Interest 766 12,366 -7
Crude Oil(NYM)
Jan12 111208 100.84 101.73 97.71 98.34 -2.15 217,029 260,854 -11,697
Feb12 111208 100.99 101.88 97.91 98.54 -2.14 61,846 133,579 +8,543
Mar12 111208 101.14 102.02 98.10 98.74 -2.12 36,848 116,905 +74
Apr12 111208 101.21 102.13 98.50 98.93 -2.10 17,340 54,179 +2,850
May12 111208 100.81 102.13 98.50 99.05 -2.01 14,000 46,195 +2,576
Jun12 111208 100.86 101.99 98.43 99.01 -1.91 24,176 78,797 +685
Jul12 111208 100.98 100.98 98.29 98.86 -1.83 3,722 35,777 +12
Aug12 111208 100.90 100.90 98.67 98.67 -1.76 2,765 27,738 -264
Sep12 111208 101.20 101.20 98.33 98.47 -1.70 5,032 30,470 -406
Oct12 111208 98.81 98.81 98.25 98.28 -1.64 2,597 28,813 +240
Nov12 111208 98.14 98.14 97.80 98.14 -1.59 2,376 31,649 -200
Dec12 111208 99.30 100.67 97.45 97.98 -1.54 27,160 172,204 +1,838
Jan13 111208 97.70 97.70 97.70 97.70 -1.50 1,373 30,192 +450
Feb13 111208 97.38 97.38 97.38 97.38 -1.45 1,588 12,637 +483
Mar13 111208 97.07 97.07 97.07 97.07 -1.39 2,868 12,363 +1,238
Apr13 111208 96.76 96.76 96.76 96.76 -1.33 1,520 5,944 +356
Total Volume and Open Interest 446,498 1,332,544 +5,210
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111208 100.800 101.700 97.700 98.350 -2.150 6,774 2,300 +8
Feb12 111208 100.725 101.850 97.950 98.550 -2.125 310 408 +5
Mar12 111208 100.925 102.000 98.200 98.750 -2.100 30 217 -2
Apr12 111208 98.925 98.925 98.925 98.925 -2.100 2 221 +0
May12 111208 99.050 99.050 99.050 99.050 -2.000 0 7 +0
Jun12 111208 99.000 99.000 99.000 99.000 -1.925 0 17 +0
Jul12 111208 98.850 98.850 98.850 98.850 -1.850 0 4 +0
Aug12 111208 98.675 98.675 98.675 98.675 -1.750 0 5 +0
Sep12 111208 98.475 98.475 98.475 98.475 -1.700      
Total Volume and Open Interest 7,116 3,398 +11
Heating Oil(NYM)
Jan12 111208 298.60 302.27 291.07 292.98 -5.26 44,872 86,562 -405
Feb12 111208 299.67 303.12 292.28 294.01 -5.26 18,475 42,543 +1,052
Mar12 111208 301.68 303.30 292.97 294.50 -5.25 14,513 31,413 +876
Apr12 111208 298.65 298.90 292.65 293.72 -5.03 5,658 20,873 +666
May12 111208 299.59 299.59 291.63 292.65 -4.62 3,617 15,670 +440
Jun12 111208 297.26 299.82 290.20 291.96 -4.31 7,565 32,042 +1,968
Jul12 111208 298.25 298.52 291.22 292.26 -4.13 686 9,345 +281
Aug12 111208 296.05 296.06 291.60 292.60 -4.03 240 4,213 +30
Sep12 111208 299.64 299.64 292.34 293.26 -4.03 409 6,193 +29
Oct12 111208 297.44 297.44 294.21 294.21 -4.09 88 2,403 +18
Nov12 111208 297.90 297.90 295.12 295.12 -4.14 231 1,730 +93
Dec12 111208 298.69 298.69 295.83 295.83 -4.18 1,440 18,223 -89
Total Volume and Open Interest 98,066 273,933 +4,974
Gasoline(NYMEX)
Jan12 111208 259.61 261.83 254.96 256.66 -2.03 42,591 78,380 -2,571
Feb12 111208 261.00 263.15 256.47 258.07 -1.91 18,851 36,604 +1,464
Mar12 111208 263.50 264.96 258.76 260.12 -1.92 11,039 32,113 -119
Apr12 111208 276.78 278.61 273.35 274.28 -2.15 5,125 26,603 +803
May12 111208 277.05 278.61 273.30 274.35 -2.12 3,869 20,733 +378
Jun12 111208 275.09 277.50 271.69 272.83 -2.10 4,841 28,100 -345
Jul12 111208 274.18 274.18 269.50 270.79 -2.08 876 8,253 +144
Aug12 111208 268.65 268.71 266.85 268.48 -2.06 484 8,498 +56
Sep12 111208 266.16 266.43 264.00 265.76 -2.05 943 6,722 +337
Oct12 111208 253.39 253.57 251.50 253.13 -2.06 743 5,362 +288
Total Volume and Open Interest 93,044 270,399 +1,114
e-miNY RBOB Gasoline(NYM)
Jan12 111208 256.70 256.70 256.66 256.70 -2.00 0 1 +0
Feb12 111208 258.10 258.10 258.07 258.10 -1.90 0 1 +0
Mar12 111208 260.10 260.12 260.10 260.10 -1.90      
Apr12 111208 274.30 274.30 274.28 274.30 -2.10      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111208 3.422 3.545 3.410 3.457 +0.036 122,829 253,841 -15,099
Feb12 111208 3.458 3.574 3.449 3.486 +0.028 46,201 97,439 -921
Mar12 111208 3.470 3.578 3.462 3.493 +0.023 43,439 134,479 +3,926
Apr12 111208 3.525 3.616 3.518 3.536 +0.018 30,363 97,992 +2,076
May12 111208 3.562 3.651 3.557 3.576 +0.016 10,355 43,664 +1,079
Jun12 111208 3.607 3.686 3.601 3.617 +0.015 5,916 25,580 +1,745
Jul12 111208 3.651 3.736 3.651 3.666 +0.011 5,508 21,177 +880
Aug12 111208 3.701 3.755 3.676 3.691 +0.008 4,563 15,637 -784
Sep12 111208 3.706 3.743 3.683 3.696 +0.008 2,018 15,828 +263
Oct12 111208 3.726 3.803 3.726 3.734 +0.008 8,974 56,914 -493
Nov12 111208 3.880 3.937 3.866 3.872 +0.001 3,084 25,501 +102
Dec12 111208 4.164 4.217 4.138 4.152 -0.009 3,377 24,154 -287
Jan13 111208 4.287 4.350 4.269 4.276 -0.015 6,036 32,201 +282
Feb13 111208 4.285 4.319 4.265 4.265 -0.015 520 6,821 +275
Mar13 111208 4.248 4.248 4.211 4.213 -0.019 390 14,658 +17
Apr13 111208 4.170 4.213 4.125 4.132 -0.023 620 22,812 -190
Total Volume and Open Interest 295,463 943,649 -6,507
Brent Crude Oil(ICE)
Jan12 111208 109.60 110.67 107.28 108.11 -1.42 135,048 127,268 -11,328
Feb12 111208 109.41 110.50 107.11 107.94 -1.34 79,539 156,868 +6,854
Mar12 111208 109.03 110.24 106.87 107.70 -1.27 44,212 102,985 +7,288
Apr12 111208 108.78 109.89 106.69 107.51 -1.24 19,507 44,665 +3,457
May12 111208 108.50 109.55 106.56 107.30 -1.18 13,240 26,363 +721
Jun12 111208 108.18 109.53 106.29 107.07 -1.11 21,142 70,842 +1,396
Jul12 111208 108.55 109.24 106.50 106.82 -1.03 4,523 19,646 -389
Aug12 111208 108.06 108.92 106.26 106.53 -0.95 3,067 26,376 +199
Sep12 111208 107.65 108.53 105.69 106.19 -0.89 3,263 33,201 +178
Oct12 111208 105.80 105.88 105.80 105.88 -0.84 2,101 14,609 +154
Nov12 111208 105.58 105.58 105.58 105.58 -0.81 2,002 17,066 +38
Dec12 111208 106.29 107.50 104.50 105.23 -0.78 15,455 99,829 +61
Jan13 111208 104.91 104.91 104.91 104.91 -0.73 892 11,901 -113
Feb13 111208 104.54 104.54 104.54 104.54 -0.68 1,151 6,371 +5
Total Volume and Open Interest 356,825 920,893 +8,042
Gas Oil(ICE)
Dec11 111208 954.75 965.50 935.00 948.25 -9.00 42,222 73,883 -14,336
Jan12 111208 948.00 956.00 925.25 938.75 -9.00 82,303 128,331 +5,603
Feb12 111208 942.75 952.25 922.25 935.00 -9.25 32,773 56,842 +5,491
Mar12 111208 938.75 948.75 919.50 931.75 -9.00 20,780 50,503 +3,133
Apr12 111208 940.75 944.00 920.25 929.75 -8.50 9,612 24,516 +853
May12 111208 938.75 941.50 918.75 927.75 -7.75 5,864 26,828 +418
Jun12 111208 933.00 942.50 914.75 927.25 -7.00 8,819 50,384 -1,267
Jul12 111208 937.75 938.25 916.00 928.00 -6.75 2,072 16,385 -244
Aug12 111208 938.00 938.00 917.25 928.50 -6.50 826 13,441 +91
Sep12 111208 938.00 938.00 925.00 928.75 -6.25 870 13,649 -46
Total Volume and Open Interest 209,603 547,982 -10
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111208 2.118 2.139 2.086 2.133 +0.008 223 1,359 +6
Feb12 111208 2.075 2.122 2.075 2.104 +0.013 151 1,365 -6
Mar12 111208 2.105 2.132 2.100 2.131 +0.004 191 1,533 +1
Apr12 111208 2.125 2.145 2.125 2.135 +0.004 79 742 +45
May12 111208 2.138 2.160 2.138 2.156 +0.007 141 716 +56
Jun12 111208 2.150 2.170 2.148 2.164 +0.003 76 565 +38
Jul12 111208 2.150 2.175 2.150 2.173 +0.004 117 832 +84
Total Volume and Open Interest 1,260 10,072 +353
WTI Crude Oil(ICE)
Jan12 111208 100.94 101.73 97.71 98.34 -2.15 44,657 62,615 -2,013
Feb12 111208 101.10 101.88 97.98 98.54 -2.14 13,556 55,257 +1,984
Mar12 111208 101.25 102.02 98.15 98.74 -2.12 11,939 34,368 -1,139
Apr12 111208 101.37 101.83 98.35 98.93 -2.10 5,365 24,423 +656
May12 111208 101.37 101.85 98.47 99.05 -2.01 2,586 9,920 -151
Jun12 111208 101.20 101.97 98.44 99.01 -1.91 7,279 44,449 +1,817
Jul12 111208 101.51 101.51 98.36 98.86 -1.83 950 9,157 +19
Aug12 111208 99.02 99.09 98.17 98.67 -1.76 665 6,971 -26
Sep12 111208 100.99 100.99 97.97 98.47 -1.70 1,160 11,507 -158
Oct12 111208 98.28 98.28 98.28 98.28 -1.64 490 5,324 -54
Nov12 111208 98.14 98.14 98.14 98.14 -1.59 387 5,144 +112
Dec12 111208 99.59 100.64 97.48 97.98 -1.54 6,087 62,356 -358
Jan13 111208 97.70 97.70 97.70 97.70 -1.50 11 3,443 -1
Feb13 111208 97.38 97.38 97.38 97.38 -1.45 0 649 +0
Mar13 111208 97.07 97.07 97.07 97.07 -1.39 100 1,613 +29
Apr13 111208 96.76 96.76 96.76 96.76 -1.33 0 389 +0
Total Volume and Open Interest 97,889 427,389 +765
US Dollar Index(ICE)
Dec11 111208 78.490 79.090 78.150 78.912 +0.360 16,645 55,446 -1,434
Mar12 111208 78.995 79.545 78.625 79.395 +0.362 1,043 1,924 +732
Jun12 111208 79.550 79.875 79.375 79.875 +0.363 0 2 +0
Total Volume and Open Interest 17,688 57,372 -702
Australian Dollar(CME)
Dec11 111208 102.78 103.70 101.34 101.61 -1.05 96,850 107,008 -1,641
Mar12 111208 101.75 102.68 100.36 100.60 -1.05 5,554 35,644 +3,995
Jun12 111208 99.83 100.86 99.83 99.83 -1.03 2 33 +0
Total Volume and Open Interest 102,406 142,807 +2,354
British Pound(CME)
Dec11 111208 157.06 157.69 156.08 156.41 -0.52 94,502 176,819 -1,524
Mar12 111208 156.89 157.53 155.96 156.28 -0.52 8,120 32,680 +7,055
Jun12 111208 156.15 156.68 156.15 156.15 -0.53 0 10 +0
Total Volume and Open Interest 102,622 209,514 +5,531
Canadian Dollar(CME)
Dec11 111208 99.06 99.45 97.68 97.97 -0.93 76,174 118,875 -2,644
Mar12 111208 98.90 99.23 97.48 97.77 -0.92 6,728 28,074 +5,185
Jun12 111208 98.61 99.00 97.37 97.63 -0.93 59 2,006 +40
Sep12 111208 97.80 98.43 97.52 97.52 -0.91 1 1,130 +0
Total Volume and Open Interest 82,966 150,326 +2,581
Japanese Yen(CME)
Dec11 111208 128.78 129.69 128.53 128.76 -0.02 60,210 148,459 -2,953
Mar12 111208 129.07 130.13 128.82 129.05 +0.01 7,181 30,121 +5,277
Jun12 111208 129.31 129.31 129.30 129.31 +0.01 0 40 +0
Total Volume and Open Interest 67,391 178,625 +2,324
Swiss Franc(CME)
Dec11 111208 108.26 108.98 107.64 107.88 -0.31 23,323 39,325 +144
Mar12 111208 108.36 109.15 107.84 108.08 -0.28 1,644 3,213 +1,339
Jun12 111208 108.32 108.59 108.32 108.32 -0.27 0 5 +0
Total Volume and Open Interest 24,968 42,548 +1,483
EuroFX(CME)
Dec11 111208 134.15 134.61 132.88 133.36 -0.60 231,102 250,788 +1,356
Mar12 111208 134.19 134.68 132.96 133.44 -0.58 8,759 31,396 +4,610
Jun12 111208 134.06 134.40 133.30 133.50 -0.57 22 1,102 +15
Total Volume and Open Interest 239,887 283,309 +5,985
Mexican Peso(CME)
Dec11 111208 739.0 743.2 727.5 731.0 -7.0 25,236 74,144 -850
Jan12 111208 729.2 736.2 729.2 729.2 -7.0 0 95 +0
Total Volume and Open Interest 28,731 130,231 -133
Brazilian Real(CME)
Jan12 111208 546.40 557.05 544.85 547.10 -7.05 177 10,740 +0
Feb12 111208 544.35 544.35 544.10 544.35 -7.25      
Mar12 111208 544.55 544.55 541.60 541.60 -7.40 63 2,540 -57
Apr12 111208 539.00 539.00 538.45 539.00 -7.40      
Total Volume and Open Interest 240 28,611 -57
30-Year T-Bonds(CBOT)
Dec11 111208 141~260 142~310 140~250 142~270 +0~230 14,787 20,281 -3,608
Mar12 111208 141~190 142~250 140~140 142~190 +0~230 251,456 571,405 -973
Jun12 111208 139~170 141~110 139~170 141~050 +0~230 144 175 +96
Total Volume and Open Interest 266,387 591,861 -4,485
10-Year T-Notes(CBOT)
Dec11 111208 130~210 131~065 130~070 131~055 +0~130 56,262 61,461 -15,437
Mar12 111208 129~270 130~135 129~125 130~120 +0~130 742,751 1,345,439 +16,726
Jun12 111208 129~120 129~120 128~310 129~120 +0~130      
Total Volume and Open Interest 799,013 1,406,900 +1,289
5-Year T-Notes(CBOT)
Dec11 111208 123~040 123~076 123~020 123~073 +0~023 19,212 66,265 -3,344
Mar12 111208 122~124 123~031 122~099 123~027 +0~024 382,402 1,178,096 +10,620
Jun12 111208 122~051 122~051 122~027 122~051 +0~024      
Total Volume and Open Interest 401,614 1,244,361 +7,276
2 Year T-Notes(CBOT)
Dec11 111208 110~028 110~033 110~026 110~033 +0~003 13,137 37,919 -5,682
Mar12 111208 110~037 110~042 110~034 110~042 +0~004 109,748 631,447 +17,014
Jun12 111208 110~014 110~014 110~006 110~014 +0~008      
Total Volume and Open Interest 122,885 669,366 +11,332
Eurodollars(CME)
Dec11 111208 99.442 99.465 99.435 99.448 +0.005 129,860 988,390 -7,480
Mar12 111208 99.385 99.420 99.365 99.390 +0.010 171,973 908,126 -5,763
Jun12 111208 99.350 99.390 99.325 99.360 +0.015 136,308 1,099,124 +9,244
Sep12 111208 99.335 99.375 99.315 99.350 +0.020 179,371 766,930 +11,047
Dec12 111208 99.335 99.375 99.320 99.350 +0.020 145,570 760,315 -4,108
Mar13 111208 99.340 99.375 99.325 99.360 +0.020 127,161 777,761 +11,768
Jun13 111208 99.320 99.355 99.310 99.345 +0.025 67,353 560,837 -1,154
Sep13 111208 99.280 99.320 99.265 99.315 +0.035 70,846 444,848 -475
Dec13 111208 99.185 99.245 99.175 99.240 +0.045 72,089 521,440 +6,305
Mar14 111208 99.070 99.135 99.045 99.130 +0.050 64,101 361,145 -6,516
Jun14 111208 98.910 98.985 98.880 98.975 +0.055 65,568 297,375 +5,602
Sep14 111208 98.725 98.810 98.700 98.805 +0.060 48,150 210,711 +2,917
Dec14 111208 98.540 98.625 98.510 98.620 +0.060 27,039 172,319 -205
Mar15 111208 98.360 98.460 98.335 98.450 +0.055 15,740 132,843 -82
Jun15 111208 6.440 6.535 6.410 6.530 +0.055 18,245 111,124 +1,595
Sep15 111208 6.265 6.360 6.230 6.355 +0.055 13,417 77,229 +216
Dec15 111208 6.085 6.170 6.035 6.165 +0.050 11,901 51,162 -4
Mar16 111208 5.930 6.020 5.880 6.010 +0.045 8,152 46,814 -266
Total Volume and Open Interest 1,399,961 8,495,479 +24,091
30 Day Federal Funds(CBOT)
Dec11 111208 99.918 99.920 99.915 99.918 +0.003 6,944 72,693 -3,472
Jan12 111208 99.910 99.915 99.905 99.910 +0.005 3,978 64,815 +684
Feb12 111208 99.905 99.910 99.900 99.900 unch 5,250 51,759 -334
Mar12 111208 99.895 99.895 99.890 99.890 unch 2,906 31,765 -230
Apr12 111208 99.885 99.890 99.880 99.880 unch 2,655 38,851 +1,307
May12 111208 99.875 99.880 99.870 99.875 +0.005 932 44,171 +10
Total Volume and Open Interest 28,695 559,953 -659
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111208 99.673 99.673 99.673 99.673 unch 0 327 +0
Mar12 111208 99.660 99.660 99.660 99.660 unch 0 300 +0
Jun12 111208 99.662 99.662 99.662 99.662 unch      
Sep12 111208 99.658 99.658 99.658 99.658 -0.003      
Dec12 111208 99.665 99.665 99.665 99.665 unch      
Mar13 111208 99.655 99.655 99.655 99.655 unch      
Jun13 111208 99.625 99.625 99.625 99.625 unch      
Sep13 111208 99.600 99.600 99.600 99.600 +0.115      
Dec13 111208 99.460 99.460 99.460 99.460 +0.115      
Mar14 111208 99.320 99.320 99.320 99.320 +0.115      
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)
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      
Sep12 111207 137.37 137.37 137.37 137.37 -0.08      
Total Volume and Open Interest 10,389 20,498 +3,230
Euro-Bund(EUREX)
Dec11 111208 135.52 135.73 135.23 135.54 +0.03 1,163,064 282,129 -237,436
Mar12 111208 135.74 137.00 135.18 136.91 +1.11 733,136 808,290 +359,966
Jun12 111208 134.75 135.55 134.50 135.55 +0.75 7 25 +3
Total Volume and Open Interest 1,896,207 1,090,444 +122,533
Euro-Bobl(EUREX)
Dec11 111208 123.35 123.55 123.25 123.51 +0.24 782,610 216,151 -191,867
Mar12 111208 123.50 124.06 123.34 124.04 +0.61 497,284 607,191 +276,449
Jun12 111208 124.08 124.08 124.08 124.08 +0.61      
Total Volume and Open Interest 1,279,894 823,342 +84,582
3-Mth Euribor(EUREX)
Dec11 111208 98.720 98.735 98.615 98.615 -0.105 101 1,919 -100
Mar12 111208 98.945 98.950 98.920 98.920 -0.040 100 2,105 +50
Jun12 111208 99.025 99.025 99.010 99.010 -0.010 0 1,127 +0
Total Volume and Open Interest 286 8,694 -19
Long Gilt(LIFFE)
Dec11 111208 132~00 132~13 131~18 132~12 +0~16 486 18,341 -422
Mar12 111208 114~15 115~20 114~07 115~13 +1~03 137,215 300,602 +22,031
Total Volume and Open Interest 137,701 318,943 +21,609
3-Mth Short Sterling(LIFFE)
Dec11 111208 98.95 98.97 98.93 98.94 unch 29,417 327,658 -2,532
Mar12 111208 98.94 98.99 98.92 98.93 -0.01 60,631 314,598 +2,561
Jun12 111208 98.99 99.02 98.95 98.97 unch 52,438 220,144 +4,519
Sep12 111208 99.02 99.05 98.97 99.00 +0.01 53,310 196,755 -3,013
Dec12 111208 99.00 99.04 98.97 99.00 +0.02 40,283 179,080 +346
Mar13 111208 99.01 99.04 98.98 99.01 +0.03 51,052 182,552 -8,850
Total Volume and Open Interest 378,237 1,980,512 -1,901
3-Mth Euribor(LIFFE)
Dec11 111208 98.720 98.740 98.610 98.615 -0.105 91,612 673,801 +3,286
Mar12 111208 98.960 99.005 98.880 98.920 -0.040 92,626 508,365 -287
Jun12 111208 99.035 99.090 98.975 99.010 -0.010 60,404 386,821 +975
Total Volume and Open Interest 617,819 3,472,898 +17,637
3-Mth Aus T-Bills(SFE)
Dec11 111208 95.51 95.56 95.49 95.52 +0.01 54,705 88,552 -71,159
Mar12 111208 96.25 96.33 96.20 96.27 +0.01 29,389 232,933 +828
Jun12 111208 96.48 96.59 96.42 96.56 +0.07 15,021 164,512 -1,079
Sep12 111208 96.49 96.59 96.42 96.56 +0.06 11,789 108,913 +321
Dec12 111208 96.37 96.48 96.31 96.45 +0.06 3,443 64,203 +128
Mar13 111208 96.26 96.37 96.24 96.34 +0.05 1,358 54,413 -42
Jun13 111208 96.14 96.25 96.13 96.23 +0.06 777 43,255 +27
Sep13 111208 96.07 96.15 96.01 96.12 +0.06 715 20,225 -745
Dec13 111208 95.99 96.06 95.91 96.04 +0.06 951 6,310 +656
Mar14 111208 95.90 95.95 95.82 95.95 +0.06 99 1,140 +89
Total Volume and Open Interest 118,287 784,553 -70,937
10-Year Aus T-Bonds(SFE)
Dec11 111208 96.00 96.08 95.94 96.04 +0.04 41,311 381,119 -2,767
Mar12 111208 95.98 96.09 95.96 96.05 +0.04 5,627 5,688 +5,524
Total Volume and Open Interest 46,938 386,807 +2,757
3-Year Aus T-Bonds(SFE)
Dec11 111208 96.79 96.89 96.72 96.84 +0.04 142,451 566,011 +7,448
Mar12 111208 96.88 96.97 96.88 96.92 +0.04 3,331 3,815 +3,112
Total Volume and Open Interest 145,782 569,826 +10,560
Gold(CMX)
Dec11 111208 1742.0 1752.3 1705.4 1709.8 -31.1 648 1,095 -128
Feb12 111208 1746.8 1760.5 1707.8 1713.4 -31.4 133,426 263,107 +312
Apr12 111208 1748.8 1762.6 1711.0 1715.9 -31.6 4,632 34,556 +745
Jun12 111208 1746.0 1764.2 1715.0 1718.4 -31.7 2,035 23,099 +63
Aug12 111208 1753.1 1766.1 1720.8 1720.8 -31.7 818 13,458 +171
Oct12 111208 1755.3 1755.3 1723.1 1723.1 -31.8 512 8,268 +327
Dec12 111208 1759.4 1764.7 1721.5 1725.6 -31.9 1,091 21,943 +347
Feb13 111208 1728.3 1728.3 1728.3 1728.3 -32.0 4 2,936 +2
Apr13 111208 1731.0 1731.0 1731.0 1731.0 -32.2 138 1,379 +104
Jun13 111208 1774.0 1774.0 1734.0 1734.0 -32.4 483 8,897 +333
Aug13 111208 1737.3 1737.3 1737.3 1737.3 -32.5 0 45 +0
Oct13 111208 1740.9 1740.9 1740.9 1740.9 -32.6      
Total Volume and Open Interest 145,868 422,956 +2,565
Silver(CMX)
Dec11 111208 3258.0 3315.0 3146.0 3146.7 -108.8 192 419 -15
Mar12 111208 3260.5 3330.0 3142.5 3153.8 -108.9 37,193 54,653 -256
May12 111208 3270.5 3328.0 3150.0 3158.6 -108.7 674 5,895 +264
Jul12 111208 3212.0 3212.0 3162.6 3162.6 -108.3 125 2,674 +9
Sep12 111208 3165.8 3165.8 3165.8 3165.8 -108.2 176 1,836 -5
Dec12 111208 3283.5 3336.5 3163.0 3170.0 -108.2 275 13,116 -119
Mar13 111208 3168.0 3168.0 3168.0 3168.0 -108.0 10 1,150 +2
Total Volume and Open Interest 40,012 95,684 +205
Platinum(NYMEX)
Jan12 111208 1528.2 1537.5 1491.0 1494.4 -27.6 9,064 32,828 -572
Apr12 111208 1524.8 1541.3 1500.0 1501.8 -27.6 1,952 8,522 +653
Jul12 111208 1529.4 1532.5 1506.5 1506.5 -27.4 0 482 +0
Oct12 111208 1510.5 1510.5 1510.5 1510.5 -27.4 0 59 +0
Total Volume and Open Interest 11,016 41,893 +81
Palladium(NYMEX)
Dec11 111208 668.55 673.20 668.55 673.20 -10.00 47 704 +18
Mar12 111208 26.69 28.59 5.14 19.94 -10.15 5,131 18,611 +63
Jun12 111208 22.99 22.99 12.69 21.14 -10.15 55 329 +30
Total Volume and Open Interest 5,233 19,774 +111
Copper(CMX)
Dec11 111208 355.00 359.10 347.60 348.95 -5.55 723 2,494 -307
Mar12 111208 355.85 360.45 347.90 350.00 -5.60 37,445 70,096 -633
May12 111208 355.80 360.90 350.60 351.20 -5.55 3,227 19,788 +709
Jul12 111208 358.75 360.75 351.60 351.95 -5.60 1,981 5,469 -921
Sep12 111208 352.65 352.65 352.55 352.55 -5.60 1,158 3,372 +979
Total Volume and Open Interest 46,352 113,252 +629
DJIA Index(CBOT)
Dec11 111208 12215 12282 11980 12012 -202 575 17,730 -183
Mar12 111208 12200 12200 11935 11944 -202 148 590 +120
Jun12 111208 11877 12079 11877 11877 -202 0 400 +0
Sep12 111208 11814 12016 11814 11814 -202      
Total Volume and Open Interest 723 18,720 -63
E-mini DJIA Index(CBOT)
Dec11 111208 12211 12293 11957 12012 -202 116,937 92,973 +828
Mar12 111208 12143 12226 11890 11944 -202 1,548 3,057 +773
Jun12 111208 12030 12124 11877 11877 -202 9 7 +0
Sep12 111208 11814 11814 11814 11814 -202 0 9 +0
Total Volume and Open Interest 118,494 96,046 +1,601
S & P 500(CME)
Dec11 111208 1263.80 1271.70 1230.50 1236.00 -28.00 28,563 283,880 -1,080
Mar12 111208 1247.00 1249.50 1225.00 1230.20 -28.00 10,293 35,617 +8,099
Jun12 111208 1224.70 1224.70 1222.70 1224.70 -28.00 0 3,212 -10
Sep12 111208 1223.20 1223.20 1217.50 1219.40 -28.10 8 770 +3
Total Volume and Open Interest 38,864 323,580 +7,012
S & P 500 E-Mini(Globex)
Dec11 111208 1263.75 1272.00 1230.75 1236.00 -28.00 2,187,368 2,789,338 -39,523
Mar12 111208 1257.75 1266.00 1224.75 1230.25 -28.00 71,529 223,483 +51,043
Total Volume and Open Interest 2,258,908 3,017,064 +11,547
NASDAQ 100(CME)
Dec11 111208 2322.50 2340.50 2277.00 2285.30 -36.20 1,545 29,574 -134
Mar12 111208 2306.00 2320.00 2275.00 2281.50 -36.30 111 314 +201
Jun12 111208 2278.50 2278.50 2275.80 2278.50 -36.30      
Total Volume and Open Interest 1,656 29,888 +67
NASDAQ 100 E-Mini(Globex)
Dec11 111208 2322.80 2341.00 2277.80 2285.30 -36.20 212,669 315,824 +6,375
Mar12 111208 2318.50 2337.00 2274.30 2281.50 -36.30 4,619 5,750 +2,904
Total Volume and Open Interest 217,292 321,602 +9,279
S & P Midcap 400(CME)
Dec11 111208 866.10 866.10 865.00 866.10 -24.50 0 5,972 +0
Mar12 111208 863.50 863.50 863.00 863.50 -24.80      
Jun12 111208 861.50 861.50 861.00 861.50 -24.80      
Total Volume and Open Interest 0 5,972 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11 111208 8710 8710 8505 8530 -180 12,950 15,704 -6,764
Mar12 111208 8720 8720 8515 8540 -175 9,402 14,972 +7,413
Total Volume and Open Interest 22,352 30,676 +649
Nikkei 225(SGX)
Dec11 111208 8730 8730 8610 8685 -20 146,620 217,883 +388
Mar12 111208 8670 8690 8555 8670 -20 78,925 96,302 +59,673
Jun12 111208 8605 8605 8590 8595 -25 0 21 +0
Total Volume and Open Interest 225,870 321,888 +60,188
CAC 40(EURONEXT)
Dec11 111208 3214.5 3221.5 3065.5 3091.0 -84.0 75,793 291,211 +6,890
Jan12 111208 3208.5 3212.0 3060.5 3086.0 -84.0 731 26,041 +564
Feb12 111208 3164.5 3164.5 3089.0 3089.5 -86.0 13 20 +4
Total Volume and Open Interest 76,568 317,541 +7,489
Hang Seng Index(HKFE)
Dec11 111208 19102 19165 18939 19100 -89 63,469 86,646 +66
Jan12 111208 19111 19162 18944 19103 -93 544 743 +93
Total Volume and Open Interest 64,244 90,763 +256
DAX(EUREX)
Dec11 111208 6070.0 6080.5 5815.5 5879.0 -120.5 139,078 162,903 +189
Mar12 111208 6077.0 6086.5 5827.0 5887.0 -120.0 1,433 13,287 +719
Jun12 111208 6076.0 6089.0 5850.0 5902.5 -119.5 38 2,886 +20
Total Volume and Open Interest 140,549 179,076 +928
FT-SE 100(EURONEXT)
Dec11 111208 5570.00 5600.50 5442.00 5493.00 -61.50 95,573 599,781 -5,562
Mar12 111208 5550.00 5558.00 5426.50 5454.00 -61.50 1,880 38,506 +7,591
Jun12 111208 5447.00 5447.00 5411.50 5411.50 -63.00 1,042 1,317 +707
Total Volume and Open Interest 98,495 639,604 +2,736
SPI 200(SFE)
Dec11 111208 4300.0 4334.0 4259.0 4283.0 -25.0 32,607 227,771 -32,122
Mar12 111208 4316.0 4316.0 4244.0 4265.0 -25.0 1,249 5,386 +542
Jun12 111208 4271.0 4271.0 4271.0 4271.0 -25.0 3 1,481 -3
Total Volume and Open Interest 35,303 238,427 -30,516
GSCI(CME)
Dec11 111208 655.00 656.00 645.00 645.00 -6.35 48 8,240 +5
Jan12 111208 655.75 656.50 645.75 645.75 -6.25 0 1 +0
Feb12 111208 647.00 657.50 647.00 647.00 -6.50      
Total Volume and Open Interest 48 8,241 +5
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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