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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri December 09, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111209 1131.25 1133.50 1100.25 1107.00 -25.50 88,796 192,039 -6,197
Mar12 111209 1139.50 1142.25 1110.25 1116.50 -25.75 45,590 127,133 +7,657
May12 111209 1151.25 1152.25 1120.50 1127.00 -25.50 16,983 85,745 +1,659
Jul12 111209 1159.00 1162.75 1130.50 1137.00 -25.25 9,558 70,334 +145
Aug12 111209 1143.75 1161.50 1134.25 1137.50 -24.00 147 1,113 +94
Sep12 111209 1140.00 1158.00 1135.00 1135.00 -23.00 136 883 +76
Nov12 111209 1153.00 1156.00 1130.25 1135.25 -21.75 4,773 51,299 -467
Total Volume and Open Interest 167,045 544,896 +3,526
Soybean Meal(CBOT)
Dec11 111209 282.50 283.50 274.90 275.50 -7.20 1,177 1,158 -494
Jan12 111209 284.40 285.30 275.50 276.90 -7.40 26,721 67,362 -1,199
Mar12 111209 288.00 288.90 280.20 281.20 -6.80 10,443 48,113 +1,376
May12 111209 291.00 292.10 284.20 285.30 -6.20 3,696 29,096 -152
Jul12 111209 295.30 296.40 288.20 289.40 -5.90 3,535 27,541 +835
Aug12 111209 295.00 295.00 289.90 290.90 -5.70 98 4,902 +4
Sep12 111209 297.20 297.20 291.60 291.90 -5.30 127 5,235 +26
Oct12 111209 295.20 295.90 291.60 292.00 -3.90 54 3,261 +9
Total Volume and Open Interest 46,978 207,886 +840
Soybean Oil(CBOT)
Dec11 111209 50.10 50.20 49.04 49.34 -0.86 644 610 -996
Jan12 111209 50.49 50.49 49.21 49.60 -0.85 42,542 108,815 -4,842
Mar12 111209 50.90 50.90 49.62 49.98 -0.90 17,966 97,067 +3,322
May12 111209 51.27 51.27 50.00 50.35 -0.90 5,976 44,252 +1,238
Jul12 111209 51.43 51.54 50.30 50.64 -0.93 2,591 33,170 +188
Aug12 111209 50.50 50.80 50.45 50.69 -0.93 255 4,140 -51
Sep12 111209 50.50 51.62 50.50 50.72 -0.90 50 4,775 +7
Oct12 111209 51.20 51.42 50.39 50.52 -0.90 55 4,679 +23
Total Volume and Open Interest 70,851 314,594 -972
Canola(WCE)
Jan12 111209 510.6 511.5 498.5 499.5 -11.1 5,233 45,571 -1,778
Mar12 111209 510.9 511.1 500.0 500.6 -9.9 3,652 51,394 +995
May12 111209 507.6 509.4 503.0 504.3 -9.0 874 15,784 -137
Jul12 111209 510.8 510.8 506.0 507.4 -8.3 590 12,485 +213
Nov12 111209 491.3 491.3 486.0 487.2 -7.5 522 15,865 +243
Total Volume and Open Interest 10,929 141,440 -406
Corn(CBOT)
Dec11 111209 589.00 593.00 577.00 585.50 -4.50 3,382 6,607 -1,257
Mar12 111209 600.00 603.25 585.25 594.25 -6.00 105,879 560,975 -3,216
May12 111209 608.50 611.50 593.75 603.00 -5.75 28,170 156,263 +2,037
Jul12 111209 614.00 617.25 600.00 609.00 -5.50 19,885 147,685 +223
Sep12 111209 581.00 581.00 566.00 575.00 -6.25 2,651 36,255 +177
Dec12 111209 559.75 560.50 548.25 551.75 -9.25 12,553 183,680 +1,080
Total Volume and Open Interest 173,749 1,146,288 -618
Wheat(CBOT)
Dec11 111209 573.50 575.75 567.75 573.50 -3.25 586 2,105 -747
Mar12 111209 595.25 599.50 584.00 596.00 -1.00 39,674 183,067 -135
May12 111209 617.00 620.25 605.25 617.75 -1.00 7,719 60,638 +1,300
Jul12 111209 633.75 637.00 622.00 633.25 -2.00 5,671 69,702 +1,138
Sep12 111209 651.00 654.75 640.50 651.75 -1.25 1,289 14,069 -106
Total Volume and Open Interest 56,975 375,982 +1,775
Wheat(KCBT)
Dec11 111209 653.75 653.75 653.75 653.75 +3.25 0 138 -167
Mar12 111209 656.50 663.75 649.50 661.50 +3.00 8,039 70,758 -1,381
May12 111209 666.50 672.25 658.00 670.25 +2.75 1,266 14,872 +604
Jul12 111209 672.25 679.50 665.75 678.00 +3.75 804 38,492 +307
Sep12 111209 688.00 693.00 680.50 691.50 +2.50 182 5,553 +0
Total Volume and Open Interest 10,641 136,206 -429
Wheat(MGE)
Dec11 111209 842.50 843.00 839.00 843.00 -1.75 14 72 +0
Mar12 111209 820.00 832.25 814.75 827.25 +6.00 1,862 18,420 -1
May12 111209 800.00 812.50 796.25 809.00 +6.25 261 7,451 +47
Jul12 111209 787.00 803.25 787.00 798.25 +1.00 157 8,398 -13
Sep12 111209 768.75 776.75 762.50 772.25 +5.00 133 3,902 +51
Total Volume and Open Interest 2,493 41,463 +94
Oats(CBOT)
Dec11 111209 300.00 300.00 295.00 300.00 +5.00 31 60 +5
Mar12 111209 304.00 304.00 296.50 302.00 unch 409 11,157 +10
May12 111209 301.50 304.00 300.50 304.00 unch 9 1,481 -4
Jul12 111209 306.00 307.50 306.00 307.00 -0.50 5 109 +3
Total Volume and Open Interest 457 12,963 +17
Rough Rice(CBOT)
Jan12 111209 14.21 14.35 14.01 14.01 -0.21 525 8,365 -219
Mar12 111209 14.56 14.59 14.28 14.28 -0.22 371 8,080 +20
May12 111209 14.80 14.85 14.58 14.58 -0.22 186 763 +94
Jul12 111209 14.98 15.09 14.85 14.85 -0.21 0 614 +0
Total Volume and Open Interest 1,082 18,009 -105
Live Cattle(CME)
Dec11 111209 118.700 118.900 118.100 118.300 -1.130 2,581 20,764 -780
Feb12 111209 119.200 119.450 118.400 118.450 -1.150 16,385 133,953 -2,257
Apr12 111209 123.480 123.480 122.580 122.700 -1.250 5,838 86,946 +37
Jun12 111209 122.080 122.080 121.385 121.400 -1.000 5,102 51,460 +269
Aug12 111209 122.535 122.535 121.900 122.050 -1.030 2,678 12,287 +451
Oct12 111209 125.385 125.385 124.500 124.750 -0.600 443 6,565 +181
Total Volume and Open Interest 33,177 316,897 -2,142
Feeder Cattle(CME)
Jan12 111209 142.535 142.685 141.535 142.100 -0.385 3,900 12,199 -783
Mar12 111209 144.650 144.800 143.650 144.150 -0.550 2,468 7,929 +255
Apr12 111209 145.550 145.850 144.985 145.600 -0.400 860 3,281 -41
May12 111209 146.300 146.600 145.750 146.200 -0.500 576 3,182 -11
Aug12 111209 148.250 148.500 147.950 148.400 -0.450 247 3,178 -113
Sep12 111209 148.750 148.800 148.500 148.800 -0.700 34 512 -1
Oct12 111209 149.000 149.300 148.850 149.300 unch 2 158 +0
Total Volume and Open Interest 8,087 30,458 -694
Lean Hogs(CME)
Dec11 111209 85.300 85.650 85.200 85.400 +0.570 5,102 12,147 -1,431
Feb12 111209 87.330 87.730 86.350 86.430 -0.820 12,114 95,050 -1,711
Apr12 111209 89.830 90.035 88.600 88.750 -0.850 5,748 63,306 -1,274
May12 111209 95.550 95.635 94.500 94.650 -1.235 24 2,560 +12
Jun12 111209 96.800 96.800 95.430 95.480 -0.905 4,759 46,176 -411
Jul12 111209 96.330 96.430 95.150 95.400 -0.985 2,419 11,326 +519
Aug12 111209 94.680 94.800 93.680 94.050 -0.800 1,078 14,133 -71
Oct12 111209 83.980 83.980 83.000 83.650 -0.700 927 8,637 +320
Total Volume and Open Interest 32,225 257,187 -4,031
Class III Milk(CME)
Dec11 111209 18.51 18.61 18.51 18.59 +0.05 127 5,747 -19
Jan12 111209 17.19 17.25 16.82 16.86 -0.39 336 5,046 +61
Feb12 111209 17.11 17.18 16.82 16.86 -0.32 165 3,792 +71
Mar12 111209 16.99 17.07 16.77 16.83 -0.24 99 3,185 +45
Apr12 111209 16.76 16.81 16.72 16.75 -0.06 67 2,419 +36
Total Volume and Open Interest 1,070 32,469 +380
Cocoa(ICE)
Dec11 111209 1920 1947 1898 1936 -32 0 71 +0
Mar12 111209 2128 2154 2053 2067 -64 11,375 81,771 +283
May12 111209 2148 2167 2075 2086 -62 3,451 33,624 +450
Jul12 111209 2166 2166 2094 2104 -62 886 15,422 +141
Sep12 111209 2180 2184 2103 2116 -64 299 13,148 +100
Dec12 111209 2186 2192 2122 2123 -63 268 13,599 +184
Mar13 111209 2125 2136 2125 2136 -63 376 4,572 +253
Total Volume and Open Interest 16,735 165,190 +1,438
Coffee "C"(ICE)
Dec11 111209 225.50 226.00 224.65 224.65 -1.05 23 84 -5
Mar12 111209 229.00 232.00 225.85 227.75 -0.90 11,223 57,905 -257
May12 111209 231.70 234.50 228.60 230.50 -0.90 2,711 23,157 +1,464
Jul12 111209 233.85 236.15 231.00 232.80 -0.85 436 7,120 +108
Sep12 111209 236.75 238.15 233.45 234.45 -0.90 71 5,856 +7
Dec12 111209 238.35 238.55 235.05 235.85 -0.90 32 6,619 +0
Total Volume and Open Interest 14,508 101,929 +1,327
Orange Juice(ICE)
Jan12 111209 171.80 172.35 169.55 169.95 -2.55 1,907 17,344 -908
Mar12 111209 166.50 166.80 165.20 165.65 -2.45 999 9,369 +857
May12 111209 166.05 166.05 164.40 164.95 -2.00 24 1,821 +14
Jul12 111209 166.50 166.50 165.00 165.10 -1.60 12 621 +11
Sep12 111209 164.80 164.80 164.80 164.80 -1.60 0 58 +0
Nov12 111209 164.00 164.00 164.00 164.00 -1.60 0 13 +0
Total Volume and Open Interest 2,942 29,235 -26
Sugar #11(ICE)
Mar12 111209 23.95 24.13 23.16 23.40 -0.73 60,249 217,652 +7,682
May12 111209 23.55 23.69 22.79 22.96 -0.73 14,776 92,872 +1,216
Jul12 111209 23.18 23.29 22.40 22.54 -0.76 12,050 91,160 +2,365
Oct12 111209 23.36 23.38 22.56 22.65 -0.75 3,684 48,041 -612
Mar13 111209 23.56 23.74 22.97 23.06 -0.73 2,087 30,944 +326
Total Volume and Open Interest 94,246 529,203 +11,236
London Cocoa(LCE)
Dec11 111209 1315 1328 1279 1281 -36 9,969 27,729 -2,839
Mar12 111209 1368 1383 1336 1338 -31 9,105 69,837 -64
May12 111209 1386 1396 1351 1352 -33 1,935 22,912 -104
Jul12 111209 1406 1412 1371 1371 -32 392 25,564 -13
Sep12 111209 1417 1428 1387 1387 -30 1,228 19,045 +703
Dec12 111209 1428 1441 1400 1401 -29 394 13,253 +83
Mar13 111209 1447 1448 1410 1411 -29 139 7,563 +82
Total Volume and Open Interest 23,178 188,577 -2,136
London Sugar(LCE)
Mar12 111209 620.50 624.40 605.00 605.20 -18.20 4,378 25,276 +538
May12 111209 614.80 617.00 596.70 597.20 -19.80 981 7,708 +221
Aug12 111209 607.20 608.10 589.00 589.30 -20.40 753 10,096 +341
Oct12 111209 605.80 607.20 590.00 590.20 -19.80 238 3,770 +14
Dec12 111209 611.00 611.00 593.70 594.10 -19.50 97 1,420 -26
Total Volume and Open Interest 6,649 49,386 +1,215
Cotton(ICE)
Mar12 111209 91.95 92.75 90.15 90.43 -1.62 6,375 90,631 +66
May12 111209 92.36 92.60 89.95 90.05 -1.94 1,923 21,915 +495
Jul12 111209 92.00 92.20 89.70 89.83 -1.85 463 18,842 +235
Oct12 111209 90.38 90.38 90.38 90.38 -1.66 0 84 +0
Dec12 111209 89.30 89.30 87.40 87.83 -1.43 94 7,733 +91
Mar13 111209 88.76 88.76 88.76 88.76 -1.58 0 426 +0
Total Volume and Open Interest 8,855 140,515 +694
Lumber(CME)
Jan12 111209 232.3 241.1 231.1 239.6 +7.2 892 6,467 -456
Mar12 111209 247.1 255.7 247.1 252.0 +5.4 622 4,532 +143
May12 111209 265.2 272.7 264.5 272.0 +9.2 29 698 +23
Jul12 111209 275.5 280.1 272.0 278.5 +6.5 0 264 +0
Total Volume and Open Interest 1,543 12,076 -290
Crude Oil(NYM)
Jan12 111209 98.08 99.91 97.36 99.41 +1.07 330,533 233,067 -27,787
Feb12 111209 98.23 100.08 97.57 99.60 +1.06 111,896 139,875 +6,296
Mar12 111209 98.47 100.20 97.78 99.75 +1.01 90,191 118,126 +1,221
Apr12 111209 98.76 100.19 98.00 99.89 +0.96 48,891 57,730 +3,551
May12 111209 98.29 100.12 98.10 99.93 +0.88 32,013 52,743 +6,548
Jun12 111209 99.09 100.08 98.07 99.80 +0.79 36,853 77,999 -798
Jul12 111209 98.50 99.85 98.22 99.57 +0.71 6,085 35,663 -114
Aug12 111209 98.13 99.60 98.13 99.30 +0.63 4,268 28,138 +400
Sep12 111209 98.24 99.08 97.76 99.04 +0.57 6,458 30,415 -55
Oct12 111209 97.55 98.82 97.55 98.80 +0.52 2,905 29,160 +347
Nov12 111209 97.99 98.61 97.99 98.61 +0.47 3,211 30,782 -867
Dec12 111209 97.79 98.59 97.22 98.39 +0.41 40,862 170,253 -1,951
Jan13 111209 98.04 98.04 98.04 98.04 +0.34 1,721 30,305 +113
Feb13 111209 97.67 97.67 97.67 97.67 +0.29 831 12,729 +92
Mar13 111209 97.31 97.31 97.31 97.31 +0.24 730 12,404 +41
Apr13 111209 96.95 96.95 96.95 96.95 +0.19 169 5,991 +47
Total Volume and Open Interest 752,889 1,320,886 -11,658
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111209 98.075 99.900 97.375 99.400 +1.050 9,507 2,231 -69
Feb12 111209 98.300 100.100 97.600 99.600 +1.050 472 431 +23
Mar12 111209 98.700 99.975 97.900 99.750 +1.000 30 225 +8
Apr12 111209 98.425 99.900 98.425 99.900 +0.975 5 222 +1
May12 111209 99.925 99.925 99.925 99.925 +0.875 0 6 -1
Jun12 111209 99.800 99.800 99.800 99.800 +0.800 0 17 +0
Jul12 111209 99.575 99.575 99.575 99.575 +0.725 0 4 +0
Aug12 111209 99.300 99.300 99.300 99.300 +0.625 0 5 +0
Sep12 111209 99.050 99.050 99.050 99.050 +0.575      
Total Volume and Open Interest 10,016 3,358 -40
Heating Oil(NYM)
Jan12 111209 291.85 295.40 289.58 291.25 -1.73 55,375 81,793 -4,769
Feb12 111209 292.64 296.39 290.92 292.47 -1.54 25,933 44,684 +2,141
Mar12 111209 293.70 296.50 291.96 293.29 -1.21 24,006 33,843 +2,430
Apr12 111209 292.96 294.80 291.80 292.99 -0.73 12,906 22,504 +1,631
May12 111209 291.74 294.61 291.00 292.62 -0.03 7,717 16,131 +461
Jun12 111209 291.27 295.00 289.88 292.21 +0.25 11,632 33,772 +1,730
Jul12 111209 293.74 293.74 291.34 292.62 +0.36 1,489 9,757 +412
Aug12 111209 294.10 294.14 291.82 293.06 +0.46 696 4,291 +78
Sep12 111209 294.89 295.26 292.16 293.76 +0.50 1,054 6,455 +262
Oct12 111209 295.19 295.97 293.80 294.81 +0.60 39 2,403 +0
Nov12 111209 296.22 296.22 295.20 295.81 +0.69 49 1,726 -4
Dec12 111209 294.99 298.90 294.18 296.61 +0.78 2,013 18,312 +89
Total Volume and Open Interest 143,073 278,335 +4,402
Gasoline(NYMEX)
Jan12 111209 255.95 261.31 254.76 259.61 +2.95 55,932 73,996 -4,384
Feb12 111209 258.50 262.25 256.34 260.92 +2.85 31,082 36,156 -448
Mar12 111209 259.31 264.23 258.06 262.87 +2.75 25,081 35,555 +3,442
Apr12 111209 273.94 278.06 273.44 276.85 +2.57 12,870 28,722 +2,119
May12 111209 273.59 277.65 273.59 276.81 +2.46 7,583 22,190 +1,457
Jun12 111209 273.04 275.95 271.55 275.09 +2.26 7,147 29,279 +1,179
Jul12 111209 268.88 273.33 268.88 272.94 +2.15 2,219 8,338 +85
Aug12 111209 268.91 271.50 268.91 270.63 +2.15 2,119 8,531 +33
Sep12 111209 265.90 268.24 264.60 267.87 +2.11 2,034 6,794 +72
Oct12 111209 253.58 255.23 253.49 255.23 +2.10 980 5,624 +262
Total Volume and Open Interest 150,759 274,457 +4,058
e-miNY RBOB Gasoline(NYM)
Jan12 111209 259.60 259.61 259.60 259.60 +2.90 0 1 +0
Feb12 111209 260.90 260.92 260.90 260.90 +2.80 0 1 +0
Mar12 111209 262.90 262.90 262.87 262.90 +2.80      
Apr12 111209 276.90 276.90 276.85 276.90 +2.60      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111209 3.435 3.441 3.309 3.317 -0.140 138,854 229,792 -24,049
Feb12 111209 3.462 3.471 3.343 3.353 -0.133 63,192 98,045 +606
Mar12 111209 3.470 3.479 3.356 3.367 -0.126 73,779 144,266 +9,787
Apr12 111209 3.510 3.523 3.400 3.411 -0.125 36,157 102,633 +4,641
May12 111209 3.561 3.561 3.446 3.455 -0.121 11,301 45,545 +1,881
Jun12 111209 3.606 3.606 3.490 3.497 -0.120 3,919 26,041 +461
Jul12 111209 3.651 3.651 3.539 3.547 -0.119 3,058 21,760 +583
Aug12 111209 3.674 3.674 3.563 3.573 -0.118 1,819 15,878 +241
Sep12 111209 3.676 3.676 3.569 3.577 -0.119 2,846 15,649 -179
Oct12 111209 3.714 3.714 3.604 3.613 -0.121 8,570 58,108 +1,194
Nov12 111209 3.850 3.850 3.741 3.750 -0.122 2,853 25,328 -173
Dec12 111209 4.144 4.144 4.019 4.027 -0.125 2,333 23,835 -319
Jan13 111209 4.245 4.245 4.142 4.150 -0.126 3,204 32,821 +620
Feb13 111209 4.219 4.221 4.137 4.141 -0.124 151 6,860 +39
Mar13 111209 4.172 4.172 4.090 4.094 -0.119 303 14,698 +40
Apr13 111209 4.110 4.110 4.009 4.013 -0.119 463 22,862 +50
Total Volume and Open Interest 353,333 939,199 -4,450
Brent Crude Oil(ICE)
Jan12 111209 107.66 108.99 107.11 108.62 +0.51 167,441 110,162 -17,106
Feb12 111209 107.50 108.88 106.98 108.47 +0.53 120,281 166,281 +9,413
Mar12 111209 107.27 108.74 106.77 108.32 +0.62 53,993 111,543 +8,558
Apr12 111209 107.44 108.50 106.64 108.17 +0.66 23,726 44,415 -250
May12 111209 106.95 108.35 106.48 107.96 +0.66 16,626 26,677 +314
Jun12 111209 106.78 108.12 106.30 107.71 +0.64 31,880 72,341 +1,499
Jul12 111209 106.52 107.75 106.07 107.46 +0.64 9,802 19,483 -163
Aug12 111209 106.20 107.42 105.76 107.19 +0.66 4,866 26,423 +47
Sep12 111209 105.84 107.09 105.59 106.85 +0.66 6,629 34,230 +1,029
Oct12 111209 105.60 106.60 105.60 106.53 +0.65 2,449 14,873 +264
Nov12 111209 106.22 106.22 106.22 106.22 +0.64 2,223 17,234 +168
Dec12 111209 104.71 106.20 104.58 105.86 +0.63 24,593 98,463 -1,366
Jan13 111209 105.51 105.51 105.51 105.51 +0.60 275 11,960 +59
Feb13 111209 105.10 105.10 105.10 105.10 +0.56 203 6,407 +36
Total Volume and Open Interest 482,369 922,185 +1,292
Gas Oil(ICE)
Dec11 111209 941.50 944.75 927.00 932.00 -16.25 46,818 56,996 -16,887
Jan12 111209 929.50 937.75 919.25 925.00 -13.75 92,803 134,952 +6,621
Feb12 111209 926.50 934.25 916.75 922.75 -12.25 34,685 61,221 +4,379
Mar12 111209 922.75 931.75 915.00 921.00 -10.75 17,094 50,302 -201
Apr12 111209 922.50 930.25 915.25 919.75 -10.00 6,746 24,939 +423
May12 111209 921.00 929.00 914.50 919.00 -8.75 4,606 27,498 +670
Jun12 111209 921.00 929.25 914.00 919.00 -8.25 10,106 51,428 +1,044
Jul12 111209 919.25 930.50 917.50 920.50 -7.50 960 16,466 +81
Aug12 111209 919.25 931.50 918.25 921.75 -6.75 429 13,378 -63
Sep12 111209 920.00 932.00 918.25 922.50 -6.25 1,082 13,665 +16
Total Volume and Open Interest 219,585 543,903 -4,079
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111209 2.136 2.136 2.104 2.115 -0.018 195 1,257 -102
Feb12 111209 2.091 2.092 2.082 2.088 -0.016 259 1,284 -81
Mar12 111209 2.136 2.136 2.109 2.113 -0.018 192 1,518 -15
Apr12 111209 2.154 2.154 2.119 2.133 -0.002 41 732 -10
May12 111209 2.156 2.156 2.129 2.145 -0.011 63 776 +60
Jun12 111209 2.145 2.155 2.145 2.155 -0.009 13 566 +1
Jul12 111209 2.160 2.165 2.160 2.164 -0.009 72 792 -40
Total Volume and Open Interest 1,189 9,972 -100
WTI Crude Oil(ICE)
Jan12 111209 98.19 99.90 97.37 99.41 +1.07 60,867 56,147 -6,468
Feb12 111209 98.52 100.06 97.59 99.60 +1.06 24,856 60,348 +5,091
Mar12 111209 98.48 100.12 97.80 99.75 +1.01 19,089 32,859 -1,509
Apr12 111209 98.43 100.27 98.43 99.89 +0.96 10,111 25,950 +1,527
May12 111209 98.81 100.30 98.09 99.93 +0.88 5,265 11,191 +1,271
Jun12 111209 98.89 100.16 98.10 99.80 +0.79 12,567 44,778 +329
Jul12 111209 98.23 99.57 98.23 99.57 +0.71 1,936 9,084 -73
Aug12 111209 98.65 99.30 98.05 99.30 +0.63 1,474 7,243 +272
Sep12 111209 98.46 99.07 98.18 99.04 +0.57 1,872 11,295 -212
Oct12 111209 98.80 98.80 98.80 98.80 +0.52 415 5,355 +31
Nov12 111209 98.61 98.61 98.61 98.61 +0.47 962 4,554 -590
Dec12 111209 97.92 98.64 97.31 98.39 +0.41 11,411 60,659 -1,697
Jan13 111209 98.04 98.04 98.04 98.04 +0.34 7 3,444 +1
Feb13 111209 97.67 97.67 97.67 97.67 +0.29 0 649 +0
Mar13 111209 97.31 97.31 97.31 97.31 +0.24 0 1,613 +0
Apr13 111209 96.95 96.95 96.95 96.95 +0.19 0 389 +0
Total Volume and Open Interest 159,943 423,656 -3,733
US Dollar Index(ICE)
Dec11 111209 78.875 79.185 78.485 78.680 -0.232 15,682 54,610 -836
Mar12 111209 79.370 79.660 78.975 79.170 -0.225 380 2,028 +104
Jun12 111209 79.670 79.670 79.670 79.670 -0.205 0 2 +0
Total Volume and Open Interest 16,062 56,640 -732
Australian Dollar(CME)
Dec11 111209 101.57 102.19 100.39 102.07 +0.46 96,938 98,926 -8,082
Mar12 111209 100.59 101.15 99.45 101.07 +0.47 14,717 46,412 +10,768
Jun12 111209 99.83 100.28 99.83 100.28 +0.45 0 22 -11
Total Volume and Open Interest 111,655 145,481 +2,674
British Pound(CME)
Dec11 111209 156.25 157.34 155.84 156.61 +0.20 99,923 161,521 -15,298
Mar12 111209 156.22 157.20 155.72 156.47 +0.19 8,077 39,121 +6,441
Jun12 111209 156.33 156.33 156.15 156.33 +0.18 0 10 +0
Total Volume and Open Interest 108,000 200,657 -8,857
Canadian Dollar(CME)
Dec11 111209 97.68 98.31 97.42 98.18 +0.21 70,022 113,326 -5,549
Mar12 111209 97.50 98.10 97.23 97.98 +0.21 12,182 35,163 +7,089
Jun12 111209 97.35 97.86 97.15 97.82 +0.19 61 2,010 +4
Sep12 111209 97.74 97.74 97.52 97.74 +0.22 0 1,130 +0
Total Volume and Open Interest 82,265 151,868 +1,542
Japanese Yen(CME)
Dec11 111209 128.81 129.07 128.57 129.01 +0.25 47,870 144,616 -3,843
Mar12 111209 129.06 129.35 128.88 129.31 +0.26 8,734 34,164 +4,043
Jun12 111209 129.15 129.53 129.15 129.53 +0.22 0 40 +0
Total Volume and Open Interest 56,605 178,826 +201
Swiss Franc(CME)
Dec11 111209 107.96 108.93 107.71 108.19 +0.31 22,664 38,795 -530
Mar12 111209 108.08 109.15 107.97 108.40 +0.32 2,059 4,609 +1,396
Jun12 111209 108.66 108.66 108.32 108.66 +0.34 0 5 +0
Total Volume and Open Interest 24,723 43,414 +866
EuroFX(CME)
Dec11 111209 133.50 134.34 132.81 133.71 +0.35 259,934 254,776 +3,988
Mar12 111209 133.56 134.47 132.91 133.81 +0.37 15,824 41,108 +9,712
Jun12 111209 134.10 134.10 133.50 133.89 +0.39 11 1,110 +8
Total Volume and Open Interest 275,774 297,017 +13,708
Mexican Peso(CME)
Dec11 111209 729.5 737.2 726.0 735.2 +4.2 27,354 70,911 -3,233
Jan12 111209 733.5 733.5 729.2 733.5 +4.2 0 95 +0
Total Volume and Open Interest 34,976 127,866 -2,365
Brazilian Real(CME)
Jan12 111209 549.80 552.60 547.00 549.80 +2.70 0 10,740 +0
Feb12 111209 546.40 546.40 546.40 546.40 +2.05      
Mar12 111209 543.00 543.05 541.30 543.00 +1.40 15 2,539 -1
Apr12 111209 540.40 540.40 540.40 540.40 +1.40      
Total Volume and Open Interest 15 28,610 -1
30-Year T-Bonds(CBOT)
Dec11 111209 143~010 143~010 141~100 141~160 -1~110 12,787 16,357 -3,924
Mar12 111209 142~210 142~260 140~280 141~050 -1~140 284,527 576,711 +5,306
Jun12 111209 141~070 141~070 139~220 139~230 -1~140 134 129 -46
Total Volume and Open Interest 297,448 593,197 +1,336
10-Year T-Notes(CBOT)
Dec11 111209 131~010 131~080 130~170 130~205 -0~170 30,651 55,901 -5,560
Mar12 111209 130~115 130~155 129~225 129~270 -0~170 845,656 1,375,931 +30,492
Jun12 111209 128~270 129~120 128~270 128~270 -0~170      
Total Volume and Open Interest 876,307 1,431,832 +24,932
5-Year T-Notes(CBOT)
Dec11 111209 123~063 123~076 123~046 123~051 -0~022 16,732 61,919 -4,346
Mar12 111209 123~026 123~035 122~124 123~004 -0~023 470,616 1,230,565 +52,469
Jun12 111209 122~028 122~051 122~028 122~028 -0~023      
Total Volume and Open Interest 487,348 1,292,484 +48,123
2 Year T-Notes(CBOT)
Dec11 111209 110~033 110~035 110~031 110~031 -0~002 19,314 29,231 -8,688
Mar12 111209 110~042 110~045 110~040 110~041 -0~001 157,750 658,386 +26,939
Jun12 111209 110~013 110~014 110~013 110~013 -0~001      
Total Volume and Open Interest 177,064 687,617 +18,251
Eurodollars(CME)
Dec11 111209 99.435 99.450 99.435 99.448 unch 163,205 973,289 -15,101
Mar12 111209 99.390 99.395 99.370 99.390 unch 236,703 906,333 -1,793
Jun12 111209 99.360 99.370 99.340 99.355 -0.005 169,961 1,092,429 -6,695
Sep12 111209 99.355 99.370 99.330 99.345 -0.005 160,977 779,396 +12,466
Dec12 111209 99.360 99.365 99.335 99.345 -0.005 137,551 758,081 -2,234
Mar13 111209 99.365 99.375 99.340 99.355 -0.005 124,471 770,612 -7,149
Jun13 111209 99.350 99.355 99.325 99.340 -0.005 95,404 569,078 +8,241
Sep13 111209 99.315 99.320 99.290 99.305 -0.010 81,986 445,338 +490
Dec13 111209 99.235 99.245 99.210 99.225 -0.015 82,980 521,817 +377
Mar14 111209 99.120 99.135 99.090 99.110 -0.020 57,821 365,495 +4,350
Jun14 111209 98.970 98.980 98.920 98.945 -0.030 57,909 304,308 +6,933
Sep14 111209 98.795 98.805 98.740 98.760 -0.045 42,154 214,183 +3,472
Dec14 111209 98.610 98.625 98.550 98.565 -0.055 39,700 175,200 +2,881
Mar15 111209 98.440 98.455 98.375 98.385 -0.065 18,940 134,154 +1,311
Jun15 111209 6.515 6.530 6.445 6.455 -0.075 23,061 112,532 +1,408
Sep15 111209 6.335 6.355 6.260 6.270 -0.085 18,860 76,107 -1,122
Dec15 111209 6.150 6.165 6.065 6.080 -0.085 15,871 49,431 -1,731
Mar16 111209 5.995 6.010 5.910 5.925 -0.085 11,717 45,665 -1,149
Total Volume and Open Interest 1,563,226 8,500,523 +5,044
30 Day Federal Funds(CBOT)
Dec11 111209 99.918 99.920 99.918 99.920 +0.002 4,099 72,384 -309
Jan12 111209 99.910 99.915 99.910 99.910 unch 3,671 65,719 +904
Feb12 111209 99.900 99.910 99.900 99.905 +0.005 3,541 53,591 +1,832
Mar12 111209 99.895 99.895 99.890 99.895 +0.005 2,550 32,527 +762
Apr12 111209 99.880 99.885 99.880 99.885 +0.005 1,650 39,273 +422
May12 111209 99.875 99.880 99.875 99.875 unch 4,125 45,882 +1,711
Total Volume and Open Interest 35,228 568,024 +8,071
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111209 99.673 99.673 99.673 99.673 unch 0 327 +0
Mar12 111209 99.660 99.660 99.660 99.660 unch 0 300 +0
Jun12 111209 99.662 99.662 99.662 99.662 unch      
Sep12 111209 99.658 99.658 99.658 99.658 unch      
Dec12 111209 99.665 99.665 99.665 99.665 unch      
Mar13 111209 99.655 99.655 99.655 99.655 unch      
Jun13 111209 99.625 99.625 99.625 99.625 unch      
Sep13 111209 99.625 99.625 99.625 99.625 +0.025      
Dec13 111209 99.485 99.485 99.485 99.485 +0.025      
Mar14 111209 99.345 99.345 99.345 99.345 +0.025      
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 111209 137.10 137.12 135.30 135.37 -1.54 867,431 845,828 +37,538
Jun12 111209 135.27 135.27 133.70 133.71 -1.84 8 30 +5
Total Volume and Open Interest 1,288,438 858,311 -232,133
Euro-Bobl(EUREX)
Dec11 111208 123.35 123.55 123.25 123.51 +0.24 782,610 216,151 -191,867
Mar12 111209 124.08 124.09 123.38 123.41 -0.63 648,371 638,218 +31,027
Jun12 111209 123.45 123.45 123.45 123.45 -0.63      
Total Volume and Open Interest 970,842 656,487 -166,855
3-Mth Euribor(EUREX)
Dec11 111209 98.580 98.585 98.580 98.585 -0.030 225 1,704 -215
Mar12 111209 98.835 98.850 98.825 98.825 -0.095 49 2,017 -88
Jun12 111209 98.940 98.940 98.940 98.940 -0.070 5 1,127 +0
Total Volume and Open Interest 284 8,390 -304
Long Gilt(LIFFE)
Dec11 111209 132~04 132~20 132~00 132~00 -0~12 6,653 17,729 -612
Mar12 111209 115~20 115~26 114~30 115~02 -0~11 157,220 291,247 -9,355
Total Volume and Open Interest 163,873 308,976 -9,967
3-Mth Short Sterling(LIFFE)
Dec11 111209 98.94 98.94 98.92 98.93 -0.01 24,250 317,691 -9,967
Mar12 111209 98.93 98.93 98.89 98.90 -0.03 48,707 316,657 +2,059
Jun12 111209 98.97 98.97 98.92 98.93 -0.04 49,894 218,327 -1,817
Sep12 111209 99.00 99.01 98.94 98.96 -0.04 46,281 203,044 +6,289
Dec12 111209 99.00 99.01 98.93 98.96 -0.04 49,772 182,474 +3,394
Mar13 111209 99.01 99.03 98.94 98.97 -0.04 57,010 183,303 +751
Total Volume and Open Interest 358,245 1,989,260 +8,748
3-Mth Euribor(LIFFE)
Dec11 111209 98.615 98.620 98.575 98.585 -0.030 170,951 685,972 +12,171
Mar12 111209 98.890 98.900 98.815 98.825 -0.095 143,414 516,980 +8,615
Jun12 111209 98.985 98.995 98.920 98.945 -0.065 109,355 392,819 +5,998
Total Volume and Open Interest 884,258 3,526,427 +53,529
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 111209 96.26 96.30 96.22 96.27 unch 38,545 238,824 +5,891
Jun12 111209 96.55 96.64 96.50 96.63 +0.07 21,492 167,964 +3,452
Sep12 111209 96.55 96.63 96.49 96.62 +0.06 9,041 109,958 +1,045
Dec12 111209 96.43 96.51 96.39 96.51 +0.06 4,465 65,603 +1,400
Mar13 111209 96.31 96.42 96.28 96.41 +0.07 5,982 54,417 +4
Jun13 111209 96.18 96.32 96.17 96.32 +0.09 1,099 43,247 -8
Sep13 111209 96.11 96.21 96.06 96.21 +0.09 2,553 21,412 +1,187
Dec13 111209 96.01 96.13 96.01 96.13 +0.09 4,556 9,761 +3,451
Mar14 111209 95.95 96.07 95.95 96.07 +0.12 24 1,132 -8
Total Volume and Open Interest 106,137 714,570 -69,983
10-Year Aus T-Bonds(SFE)
Dec11 111209 96.04 96.16 96.00 96.16 +0.12 44,886 363,381 -17,738
Mar12 111209 96.05 96.18 96.01 96.18 +0.13 5,917 11,395 +5,707
Total Volume and Open Interest 50,803 374,776 -12,031
3-Year Aus T-Bonds(SFE)
Dec11 111209 96.84 96.93 96.79 96.92 +0.08 145,205 512,811 -53,200
Mar12 111209 96.87 97.01 96.87 97.00 +0.08 659 4,204 +389
Total Volume and Open Interest 145,864 517,015 -52,811
Gold(CMX)
Dec11 111209 1713.3 1720.7 1705.7 1712.8 +3.0 300 860 -235
Feb12 111209 1708.9 1727.9 1704.9 1716.8 +3.4 105,726 262,297 -810
Apr12 111209 1716.9 1729.9 1710.6 1719.2 +3.3 2,830 34,426 -130
Jun12 111209 1718.0 1730.6 1710.0 1721.7 +3.3 1,466 23,100 +1
Aug12 111209 1721.9 1727.9 1721.9 1724.2 +3.4 626 13,524 +66
Oct12 111209 1721.6 1726.6 1721.2 1726.6 +3.5 144 8,260 -8
Dec12 111209 1728.8 1739.9 1721.1 1729.1 +3.5 389 22,061 +118
Feb13 111209 1730.8 1733.0 1730.8 1731.8 +3.5 14 2,939 +3
Apr13 111209 1734.5 1734.5 1734.5 1734.5 +3.5 1 1,379 +0
Jun13 111209 1736.9 1737.5 1736.9 1737.5 +3.5 27 8,899 +2
Aug13 111209 1740.9 1740.9 1740.9 1740.9 +3.6 0 45 +0
Oct13 111209 1744.5 1744.5 1744.5 1744.5 +3.6      
Total Volume and Open Interest 112,554 422,092 -864
Silver(CMX)
Dec11 111209 3197.0 3225.5 3183.0 3217.3 +70.6 209 414 -5
Mar12 111209 3161.0 3239.5 3150.5 3225.3 +71.5 30,969 53,683 -970
May12 111209 3177.0 3237.5 3160.0 3230.6 +72.0 1,084 6,215 +320
Jul12 111209 3235.0 3237.5 3235.0 3235.1 +72.5 357 2,714 +40
Sep12 111209 3238.7 3238.7 3238.7 3238.7 +72.9 43 1,828 -8
Dec12 111209 3195.5 3245.0 3195.0 3243.3 +73.3 299 13,038 -78
Mar13 111209 3241.7 3241.7 3241.7 3241.7 +73.7 10 1,155 +5
Total Volume and Open Interest 34,030 94,999 -685
Platinum(NYMEX)
Jan12 111209 1497.0 1517.8 1488.6 1515.8 +21.4 9,283 32,531 -297
Apr12 111209 1513.6 1525.0 1496.5 1523.3 +21.5 1,859 9,344 +822
Jul12 111209 1512.3 1527.5 1512.3 1527.2 +20.7 11 491 +9
Oct12 111209 1531.2 1531.2 1531.2 1531.2 +20.7 0 59 +0
Total Volume and Open Interest 11,153 42,427 +534
Palladium(NYMEX)
Dec11 111209 684.65 684.65 684.65 684.65 +11.45 37 721 +17
Mar12 111209 19.59 33.34 4.64 31.14 +11.20 6,159 17,727 -884
Jun12 111209 19.79 32.44 17.99 32.44 +11.30 6 333 +4
Total Volume and Open Interest 6,202 18,911 -863
Copper(CMX)
Dec11 111209 347.20 356.30 347.20 354.70 +5.75 641 2,374 -120
Mar12 111209 348.95 359.50 347.55 355.75 +5.75 36,345 70,179 +83
May12 111209 350.40 360.10 350.25 357.00 +5.80 3,257 19,379 -409
Jul12 111209 352.85 360.35 350.60 357.75 +5.80 326 5,504 +35
Sep12 111209 358.30 358.30 358.30 358.30 +5.75 117 3,377 +5
Total Volume and Open Interest 42,664 112,315 -937
DJIA Index(CBOT)
Dec11 111209 11964 12210 11942 12210 +198 1,955 17,683 -47
Mar12 111209 11940 12143 11924 12143 +199 1,747 2,112 +1,522
Jun12 111209 12076 12076 11877 12076 +199 0 400 +0
Sep12 111209 12013 12013 11814 12013 +199      
Total Volume and Open Interest 3,702 20,195 +1,475
E-mini DJIA Index(CBOT)
Dec11 111209 12008 12218 11957 12210 +198 139,165 89,425 -3,548
Mar12 111209 11934 12150 11890 12143 +199 9,176 10,248 +7,191
Jun12 111209 11875 12076 11875 12076 +199 40 20 +13
Sep12 111209 12013 12013 12013 12013 +199 0 9 +0
Total Volume and Open Interest 148,381 99,702 +3,656
S & P 500(CME)
Dec11 111209 1240.00 1260.70 1238.50 1258.80 +22.80 33,766 283,888 +8
Mar12 111209 1229.60 1254.00 1223.00 1253.00 +22.80 14,666 45,936 +10,319
Jun12 111209 1247.50 1247.50 1246.70 1247.50 +22.80 105 3,273 +61
Sep12 111209 1242.20 1242.20 1241.40 1242.20 +22.80 0 770 +0
Total Volume and Open Interest 48,537 333,968 +10,388
S & P 500 E-Mini(Globex)
Dec11 111209 1235.50 1260.50 1228.50 1258.75 +22.75 2,724,649 2,654,178 -135,160
Mar12 111209 1229.75 1254.75 1222.75 1253.00 +22.75 280,631 413,410 +189,927
Total Volume and Open Interest 3,005,442 3,071,918 +54,854
NASDAQ 100(CME)
Dec11 111209 2314.00 2326.00 2314.00 2322.00 +36.70 859 29,490 -84
Mar12 111209 2278.80 2323.00 2265.50 2318.50 +37.00 37 316 +2
Jun12 111209 2315.50 2317.50 2315.50 2315.50 +37.00      
Total Volume and Open Interest 896 29,806 -82
NASDAQ 100 E-Mini(Globex)
Dec11 111209 2284.30 2327.00 2269.00 2322.00 +36.70 265,639 314,362 -1,462
Mar12 111209 2280.80 2323.00 2265.00 2318.50 +37.00 15,446 16,310 +10,560
Total Volume and Open Interest 281,087 330,701 +9,099
S & P Midcap 400(CME)
Dec11 111209 887.10 887.10 887.10 887.10 +21.00 294 6,152 +180
Mar12 111209 884.60 884.60 884.60 884.60 +21.10 5 0 +0
Jun12 111209 882.60 882.60 882.60 882.60 +21.10      
Total Volume and Open Interest 299 6,152 +180
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111209 8535 8670 8515 8665 +125 7,595 24,890 +9,918
Jun12 111209 8605 8610 8540 8610 +70      
Total Volume and Open Interest 17,893 44,921 +14,245
Nikkei 225(SGX)
Dec11 111208 8730 8730 8610 8685 -20 146,620 217,883 +388
Mar12 111209 8495 8630 8490 8520 -150 72,945 134,294 +37,992
Jun12 111209 8455 8455 8445 8445 -150 0 18 -3
Total Volume and Open Interest 223,336 342,686 +20,798
CAC 40(EURONEXT)
Dec11 111209 3063.5 3184.5 3050.0 3171.0 +80.0 122,847 285,969 -5,242
Jan12 111209 3060.0 3178.0 3047.5 3165.5 +79.5 12,515 29,295 +3,254
Feb12 111209 3107.5 3173.5 3107.5 3173.5 +84.0 3 12 -8
Total Volume and Open Interest 135,991 315,984 -1,557
Hang Seng Index(HKFE)
Dec11 111209 18688 18819 18465 18544 -556 59,842 85,586 -1,060
Jan12 111209 18690 18820 18470 18547 -556 754 1,102 +359
Total Volume and Open Interest 61,048 90,190 -573
DAX(EUREX)
Dec11 111209 5798.0 6029.0 5770.0 5990.0 +111.0 173,109 161,407 -1,496
Mar12 111209 5837.5 6030.0 5783.0 5998.0 +111.0 2,638 14,284 +997
Jun12 111209 5842.0 6025.0 5812.0 6013.5 +111.0 170 2,914 +28
Total Volume and Open Interest 175,917 178,605 -471
FT-SE 100(EURONEXT)
Dec11 111209 5474.00 5560.50 5416.00 5535.50 +42.50 135,625 591,580 -8,201
Mar12 111209 5401.50 5520.00 5380.00 5497.50 +43.50 19,734 56,209 +17,703
Jun12 111209 5453.50 5453.50 5453.50 5453.50 +42.00 1,954 1,841 +524
Total Volume and Open Interest 157,313 649,630 +10,026
SPI 200(SFE)
Dec11 111209 4286.0 4312.0 4186.0 4189.0 -94.0 34,800 229,291 +1,520
Mar12 111209 4271.0 4294.0 4171.0 4172.0 -93.0 2,079 4,985 -401
Jun12 111209 4194.0 4194.0 4178.0 4178.0 -93.0 51 1,529 +48
Total Volume and Open Interest 37,620 238,747 +320
GSCI(CME)
Dec11 111209 643.00 646.00 640.00 646.00 +1.00 1,617 6,862 -1,378
Jan12 111209 643.80 646.95 640.70 646.95 +1.20 1,526 1,450 +1,449
Feb12 111209 648.25 648.25 643.00 648.25 +1.25      
Total Volume and Open Interest 3,143 8,312 +71
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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