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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon December 12, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111212 1108.00 1115.00 1095.00 1112.00 +5.00 115,642 185,968 -6,071
Mar12 111212 1116.50 1124.75 1104.75 1122.25 +5.75 61,484 131,659 +4,526
May12 111212 1130.25 1135.50 1115.75 1132.75 +5.75 19,425 87,993 +2,248
Jul12 111212 1139.00 1145.50 1125.50 1143.00 +6.00 11,641 71,180 +846
Aug12 111212 1138.00 1142.50 1137.50 1142.50 +5.00 75 1,136 +23
Sep12 111212 1125.00 1138.00 1125.00 1138.00 +3.00 11 886 +3
Nov12 111212 1135.25 1141.00 1123.00 1137.00 +1.75 6,647 52,049 +750
Total Volume and Open Interest 216,249 548,328 +3,432
Soybean Meal(CBOT)
Dec11 111212 276.20 278.60 273.50 278.10 +2.60 671 942 -216
Jan12 111212 277.40 280.40 275.40 279.50 +2.60 26,698 67,882 +520
Mar12 111212 281.70 285.00 279.50 284.20 +3.00 9,646 49,374 +1,261
May12 111212 285.80 289.00 284.10 287.90 +2.60 5,653 29,058 -38
Jul12 111212 289.90 293.00 288.20 291.60 +2.20 3,869 28,324 +783
Aug12 111212 291.40 293.70 290.40 293.00 +2.10 112 4,888 -14
Sep12 111212 294.10 297.00 293.30 293.90 +2.00 101 5,239 +4
Oct12 111212 293.70 296.00 293.10 293.50 +1.50 82 3,298 +37
Total Volume and Open Interest 47,418 210,219 +2,333
Soybean Oil(CBOT)
Dec11 111212 49.30 49.30 48.49 49.06 -0.28 650 481 -129
Jan12 111212 49.66 49.77 48.71 49.32 -0.28 46,430 105,715 -3,100
Mar12 111212 49.97 50.14 49.09 49.72 -0.26 18,878 101,147 +4,080
May12 111212 50.25 50.50 49.49 50.10 -0.25 5,002 44,964 +712
Jul12 111212 50.64 50.82 49.78 50.40 -0.24 3,946 33,428 +258
Aug12 111212 50.17 50.56 49.86 50.47 -0.22 272 4,185 +45
Sep12 111212 50.81 50.81 50.00 50.47 -0.25 242 4,905 +130
Oct12 111212 50.11 50.41 50.05 50.40 -0.12 204 4,770 +91
Total Volume and Open Interest 77,611 317,442 +2,848
Canola(WCE)
Jan12 111212 500.0 503.1 496.5 500.9 +1.4 13,176 44,550 -1,021
Mar12 111212 502.1 504.1 497.0 501.4 +0.8 9,379 52,182 +788
May12 111212 505.9 507.0 500.4 504.2 -0.1 848 15,931 +147
Jul12 111212 505.0 509.9 504.9 507.0 -0.4 1,076 12,923 +438
Nov12 111212 482.1 488.5 482.0 485.4 -1.8 1,092 16,449 +584
Total Volume and Open Interest 25,700 142,505 +1,065
Corn(CBOT)
Dec11 111212 584.00 588.50 576.50 585.50 unch 2,776 5,219 -1,388
Mar12 111212 592.75 597.25 585.00 594.00 -0.25 132,958 560,208 -767
May12 111212 600.75 605.50 593.75 602.50 -0.50 24,065 158,413 +2,150
Jul12 111212 607.25 611.00 599.50 608.50 -0.50 23,134 149,203 +1,518
Sep12 111212 574.25 575.00 565.50 574.25 -0.75 3,126 36,943 +688
Dec12 111212 550.00 553.25 545.00 548.00 -3.75 17,619 184,059 +379
Total Volume and Open Interest 204,485 1,149,138 +2,850
Wheat(CBOT)
Dec11 111212 574.00 579.00 572.00 575.50 +2.00 1,337 1,029 -1,076
Mar12 111212 594.75 601.75 587.25 594.25 -1.75 44,663 178,843 -4,224
May12 111212 617.25 620.50 608.50 614.00 -3.75 9,003 62,101 +1,463
Jul12 111212 631.50 634.50 623.00 627.00 -6.25 10,561 69,371 -331
Sep12 111212 651.75 652.00 641.00 645.75 -6.00 1,442 14,177 +108
Total Volume and Open Interest 69,893 372,262 -3,720
Wheat(KCBT)
Dec11 111212 644.75 646.50 642.75 642.75 -11.00 10 53 -85
Mar12 111212 659.00 663.00 650.00 652.25 -9.25 9,128 70,978 +220
May12 111212 669.00 671.50 659.25 660.75 -9.50 1,351 15,170 +298
Jul12 111212 675.75 678.50 667.50 668.50 -9.50 3,953 38,614 +122
Sep12 111212 693.75 693.75 682.25 683.50 -8.00 392 5,624 +71
Total Volume and Open Interest 15,789 137,169 +963
Wheat(MGE)
Dec11 111212 843.00 846.25 843.00 844.75 +1.75 16 58 -14
Mar12 111212 827.00 828.00 821.00 823.50 -3.75 1,720 18,207 -213
May12 111212 809.00 814.00 805.00 808.00 -1.00 411 7,597 +146
Jul12 111212 796.25 808.25 795.00 799.25 +1.00 843 7,650 -748
Sep12 111212 774.50 787.00 771.25 774.75 +2.50 564 4,143 +241
Total Volume and Open Interest 4,280 40,405 -1,058
Oats(CBOT)
Dec11 111212 300.00 300.00 300.00 300.00 unch 2 4 -56
Mar12 111212 302.50 309.75 298.75 306.75 +4.75 399 11,232 +75
May12 111212 308.00 312.50 304.00 308.50 +4.50 11 1,489 +8
Jul12 111212 312.00 312.00 307.00 312.00 +5.00 3 112 +3
Total Volume and Open Interest 415 12,993 +30
Rough Rice(CBOT)
Jan12 111212 14.03 14.19 13.77 13.80 -0.22 467 8,255 -110
Mar12 111212 14.34 14.38 14.05 14.07 -0.21 239 8,089 +9
May12 111212 14.43 14.58 14.37 14.37 -0.21 11 766 +3
Jul12 111212 14.72 14.72 14.64 14.64 -0.21 5 617 +3
Total Volume and Open Interest 727 17,917 -92
Live Cattle(CME)
Dec11 111212 118.000 118.535 116.580 118.450 +0.150 2,975 19,623 -1,141
Feb12 111212 117.980 118.950 116.850 118.650 +0.200 17,228 132,487 -1,466
Apr12 111212 122.430 122.950 121.035 122.730 +0.030 10,084 86,995 +49
Jun12 111212 121.250 121.700 119.930 121.480 +0.080 6,474 52,787 +1,327
Aug12 111212 121.400 122.500 120.450 122.450 +0.400 2,587 12,895 +608
Oct12 111212 124.000 125.100 123.080 125.080 +0.330 603 6,710 +145
Total Volume and Open Interest 40,143 316,426 -471
Feeder Cattle(CME)
Jan12 111212 141.785 143.150 140.900 143.000 +0.900 2,188 11,713 -486
Mar12 111212 143.950 145.130 142.935 144.825 +0.675 1,997 8,157 +228
Apr12 111212 145.100 146.500 144.350 146.380 +0.780 665 3,163 -118
May12 111212 145.825 147.250 145.130 147.035 +0.835 543 3,221 +39
Aug12 111212 147.935 149.300 147.035 149.285 +0.885 136 3,170 -8
Sep12 111212 148.000 149.500 147.380 149.500 +0.700 25 517 +5
Oct12 111212 148.750 149.300 148.100 149.300 unch 27 176 +18
Total Volume and Open Interest 5,581 30,136 -322
Lean Hogs(CME)
Dec11 111212 85.750 86.250 85.700 86.230 +0.830 5,571 10,355 -1,792
Feb12 111212 86.430 87.230 85.700 86.600 +0.170 16,864 93,498 -1,552
Apr12 111212 88.750 89.300 88.100 88.700 -0.050 6,073 62,677 -629
May12 111212 94.550 95.400 94.250 95.400 +0.750 82 2,561 +1
Jun12 111212 95.600 96.080 95.080 95.700 +0.220 6,334 46,257 +81
Jul12 111212 95.250 95.800 94.750 95.700 +0.300 2,462 12,045 +719
Aug12 111212 94.000 94.135 93.350 94.050 unch 1,710 14,179 +46
Oct12 111212 82.830 83.800 82.700 83.650 unch 887 8,850 +213
Total Volume and Open Interest 40,539 254,469 -2,718
Class III Milk(CME)
Dec11 111212 18.59 18.60 18.55 18.56 -0.03 261 5,789 +42
Jan12 111212 16.85 16.89 16.56 16.75 -0.11 358 5,154 +108
Feb12 111212 16.88 16.95 16.70 16.88 +0.02 133 3,822 +30
Mar12 111212 16.83 16.87 16.70 16.87 +0.04 170 3,283 +98
Apr12 111212 16.75 16.89 16.68 16.82 +0.07 62 2,448 +29
Total Volume and Open Interest 1,190 32,887 +418
Cocoa(ICE)
Dec11 111212 1947 2021 1947 2021 +85 8 66 -5
Mar12 111212 2057 2246 1983 2181 +114 12,354 83,796 +2,025
May12 111212 2086 2259 2005 2193 +107 2,664 34,259 +635
Jul12 111212 2067 2274 2027 2210 +106 1,246 15,558 +136
Sep12 111212 2113 2260 2038 2217 +101 676 13,691 +543
Dec12 111212 2119 2289 2064 2226 +103 188 13,682 +83
Mar13 111212 2129 2300 2057 2242 +106 30 4,590 +18
Total Volume and Open Interest 17,180 168,638 +3,448
Coffee "C"(ICE)
Dec11 111212 224.00 224.00 218.00 218.50 -6.15 10 80 -4
Mar12 111212 227.15 227.60 220.20 221.05 -6.70 7,214 57,228 -677
May12 111212 229.55 229.95 223.05 223.85 -6.65 1,183 23,195 +38
Jul12 111212 230.90 230.90 225.65 226.45 -6.35 882 6,767 -353
Sep12 111212 231.65 231.65 228.25 228.30 -6.15 543 5,914 +58
Dec12 111212 230.10 231.95 230.00 230.05 -5.80 57 6,590 -29
Total Volume and Open Interest 9,901 100,968 -961
Orange Juice(ICE)
Jan12 111212 170.00 170.35 163.50 166.25 -3.70 1,821 16,806 -538
Mar12 111212 166.75 166.75 160.00 162.40 -3.25 645 9,828 +459
May12 111212 164.35 164.35 160.00 161.70 -3.25 9 1,818 -3
Jul12 111212 163.70 163.70 160.75 162.00 -3.10 20 641 +20
Sep12 111212 161.70 161.70 161.70 161.70 -3.10 0 58 +0
Nov12 111212 160.90 160.90 160.90 160.90 -3.10 0 13 +0
Total Volume and Open Interest 2,495 29,173 -62
Sugar #11(ICE)
Mar12 111212 23.46 23.89 23.17 23.29 -0.11 55,063 211,656 -5,996
May12 111212 23.11 23.41 22.73 22.88 -0.08 14,408 92,767 -105
Jul12 111212 22.53 22.96 22.32 22.49 -0.05 9,993 93,041 +1,881
Oct12 111212 22.66 23.03 22.44 22.61 -0.04 4,581 48,862 +821
Mar13 111212 23.04 23.39 22.85 23.02 -0.04 1,745 30,889 -55
Total Volume and Open Interest 87,927 525,718 -3,485
London Cocoa(LCE)
Dec11 111212 1281 1383 1232 1362 +81 26,236 15,203 -12,526
Mar12 111212 1330 1464 1287 1419 +81 31,924 79,766 +9,929
May12 111212 1350 1467 1304 1434 +82 3,558 22,871 -41
Jul12 111212 1364 1483 1323 1451 +80 2,127 25,935 +371
Sep12 111212 1382 1493 1339 1467 +80 1,198 19,229 +184
Dec12 111212 1400 1510 1352 1481 +80 426 13,356 +103
Mar13 111212 1403 1500 1361 1493 +82 188 7,604 +41
Total Volume and Open Interest 65,796 186,712 -1,865
London Sugar(LCE)
Mar12 111212 607.00 618.60 605.00 606.30 +1.10 3,759 25,331 +55
May12 111212 598.60 609.70 596.40 597.90 +0.70 433 7,794 +86
Aug12 111212 593.70 599.70 588.00 591.40 +2.10 397 10,152 +56
Oct12 111212 595.50 598.10 589.50 592.40 +2.20 248 3,803 +33
Dec12 111212 598.50 601.00 592.60 595.00 +0.90 37 1,432 +12
Total Volume and Open Interest 4,952 49,669 +283
Cotton(ICE)
Mar12 111212 90.45 90.84 87.06 87.16 -3.27 4,321 90,156 -475
May12 111212 90.25 90.50 86.81 87.06 -2.99 1,146 22,287 +372
Jul12 111212 90.60 90.60 86.40 86.89 -2.94 1,230 19,548 +706
Oct12 111212 87.46 87.46 87.46 87.46 -2.92 2 84 +0
Dec12 111212 87.10 87.15 85.63 86.05 -1.78 20 7,736 +3
Mar13 111212 87.92 87.93 87.18 87.18 -1.58 1 426 +0
Total Volume and Open Interest 6,723 141,120 +605
Lumber(CME)
Jan12 111212 238.2 241.1 229.6 229.7 -9.9 536 6,366 -101
Mar12 111212 255.0 255.0 242.3 242.8 -9.2 292 4,531 -1
May12 111212 268.6 268.6 262.0 262.0 -10.0 161 775 +77
Jul12 111212 274.0 274.6 270.7 270.7 -7.8 4 264 +0
Total Volume and Open Interest 993 12,051 -25
Crude Oil(NYM)
Jan12 111212 99.58 99.68 97.54 97.77 -1.64 340,677 213,171 -19,896
Feb12 111212 99.76 99.87 97.74 97.99 -1.61 90,135 154,431 +14,556
Mar12 111212 99.90 99.92 97.99 98.18 -1.57 56,258 118,946 +820
Apr12 111212 100.02 100.02 98.19 98.37 -1.52 30,037 60,698 +2,968
May12 111212 99.83 99.83 98.24 98.48 -1.45 23,219 57,665 +4,922
Jun12 111212 99.62 99.80 98.13 98.42 -1.38 32,380 80,417 +2,418
Jul12 111212 99.30 99.30 98.05 98.26 -1.31 5,257 35,470 -193
Aug12 111212 99.12 99.12 97.85 98.04 -1.26 2,581 28,139 +1
Sep12 111212 98.00 98.30 97.49 97.82 -1.22 4,915 31,350 +935
Oct12 111212 97.58 97.75 97.30 97.62 -1.18 1,986 29,409 +249
Nov12 111212 98.20 98.20 97.47 97.47 -1.14 1,625 30,810 +28
Dec12 111212 98.44 98.44 96.89 97.29 -1.10 28,947 169,872 -381
Jan13 111212 96.97 96.97 96.97 96.97 -1.07 1,414 30,108 -197
Feb13 111212 96.65 96.65 96.65 96.65 -1.02 250 12,684 -45
Mar13 111212 96.35 96.35 96.35 96.35 -0.96 295 12,331 -73
Apr13 111212 96.05 96.05 96.05 96.05 -0.90 268 6,016 +25
Total Volume and Open Interest 647,193 1,327,354 +6,468
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111212 99.725 99.725 97.525 97.775 -1.625 10,539 2,149 -82
Feb12 111212 99.725 99.850 97.775 98.000 -1.600 615 445 +14
Mar12 111212 99.650 99.650 98.000 98.175 -1.575 162 224 -1
Apr12 111212 98.775 98.775 98.325 98.375 -1.525 4 218 -4
May12 111212 98.475 98.475 98.475 98.475 -1.450 18 24 +18
Jun12 111212 98.450 98.450 98.425 98.425 -1.375 2 19 +2
Jul12 111212 98.250 98.250 98.250 98.250 -1.325 0 4 +0
Aug12 111212 98.050 98.050 98.050 98.050 -1.250 0 5 +0
Sep12 111212 97.825 97.825 97.825 97.825 -1.225      
Total Volume and Open Interest 11,342 3,303 -55
Heating Oil(NYM)
Jan12 111212 291.03 291.77 288.35 289.61 -1.64 63,286 78,801 -2,992
Feb12 111212 291.85 292.70 289.54 290.55 -1.92 25,879 47,998 +3,314
Mar12 111212 293.18 293.32 290.37 291.04 -2.25 20,137 37,045 +3,202
Apr12 111212 290.07 292.48 290.00 290.61 -2.38 9,419 23,025 +521
May12 111212 291.60 291.80 289.69 290.08 -2.54 6,621 17,179 +1,048
Jun12 111212 290.70 291.94 289.10 289.56 -2.65 10,114 34,106 +334
Jul12 111212 289.76 291.28 289.40 289.90 -2.72 1,162 9,969 +212
Aug12 111212 291.05 291.68 289.90 290.30 -2.76 949 4,470 +179
Sep12 111212 292.67 292.75 290.95 290.95 -2.81 895 6,515 +60
Oct12 111212 292.51 293.26 291.95 291.95 -2.86 495 2,418 +15
Nov12 111212 293.57 294.69 292.85 292.85 -2.96 429 1,802 +76
Dec12 111212 294.30 295.40 293.45 293.55 -3.06 1,487 18,391 +79
Total Volume and Open Interest 140,908 284,381 +6,046
Gasoline(NYMEX)
Jan12 111212 259.95 261.51 256.00 256.36 -3.25 45,504 67,862 -6,134
Feb12 111212 260.95 262.41 257.45 257.76 -3.16 22,461 37,004 +848
Mar12 111212 262.14 262.81 259.41 259.71 -3.16 17,272 37,677 +2,122
Apr12 111212 275.92 277.08 273.48 273.59 -3.26 10,368 29,814 +1,092
May12 111212 276.54 277.33 273.32 273.54 -3.27 9,776 20,524 -1,666
Jun12 111212 274.92 275.91 271.57 271.81 -3.28 7,039 29,895 +616
Jul12 111212 272.67 272.67 269.39 269.60 -3.34 2,279 8,518 +180
Aug12 111212 267.90 269.00 267.29 267.29 -3.34 2,072 8,646 +115
Sep12 111212 266.09 266.20 264.54 264.54 -3.33 1,690 7,004 +210
Oct12 111212 253.46 253.46 251.84 251.84 -3.39 535 5,475 -149
Total Volume and Open Interest 122,274 271,864 -2,593
e-miNY RBOB Gasoline(NYM)
Jan12 111212 256.40 256.40 256.36 256.40 -3.20 0 1 +0
Feb12 111212 257.80 257.80 257.76 257.80 -3.10 0 1 +0
Mar12 111212 259.70 259.71 259.70 259.70 -3.20      
Apr12 111212 273.60 273.60 273.59 273.60 -3.30      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111212 3.253 3.271 3.217 3.254 -0.063 171,867 201,659 -28,133
Feb12 111212 3.299 3.305 3.255 3.294 -0.059 72,198 100,703 +2,658
Mar12 111212 3.320 3.322 3.272 3.310 -0.057 84,850 157,139 +12,873
Apr12 111212 3.370 3.370 3.310 3.354 -0.057 43,140 105,231 +2,598
May12 111212 3.410 3.410 3.360 3.399 -0.056 20,986 53,977 +8,432
Jun12 111212 3.467 3.467 3.407 3.441 -0.056 7,440 25,844 -197
Jul12 111212 3.510 3.510 3.458 3.492 -0.055 6,029 22,286 +526
Aug12 111212 3.510 3.532 3.482 3.518 -0.055 9,002 13,144 -2,734
Sep12 111212 3.510 3.536 3.489 3.522 -0.055 5,050 16,488 +839
Oct12 111212 3.584 3.584 3.528 3.558 -0.055 15,471 61,098 +2,990
Nov12 111212 3.739 3.739 3.675 3.696 -0.054 5,339 26,900 +1,572
Dec12 111212 4.010 4.010 3.948 3.973 -0.054 4,498 24,096 +261
Jan13 111212 4.125 4.125 4.069 4.098 -0.052 6,845 32,311 -510
Feb13 111212 4.082 4.105 4.068 4.090 -0.051 686 6,926 +66
Mar13 111212 4.049 4.057 4.017 4.048 -0.046 870 14,890 +192
Apr13 111212 3.961 3.985 3.941 3.967 -0.046 1,576 22,787 -75
Total Volume and Open Interest 462,039 946,348 +7,149
Brent Crude Oil(ICE)
Jan12 111212 108.65 108.75 107.00 107.26 -1.36 172,097 106,707 -3,455
Feb12 111212 108.51 108.55 106.93 107.08 -1.39 122,191 167,536 +1,255
Mar12 111212 108.35 108.39 106.79 106.89 -1.43 62,393 115,519 +3,976
Apr12 111212 108.23 108.24 106.65 106.74 -1.43 27,957 44,101 -314
May12 111212 108.03 108.03 106.43 106.53 -1.43 16,976 26,698 +21
Jun12 111212 107.77 107.87 106.21 106.32 -1.39 40,954 75,322 +2,981
Jul12 111212 107.54 107.56 106.01 106.10 -1.36 6,670 18,710 -773
Aug12 111212 106.84 106.94 105.74 105.85 -1.34 6,674 25,806 -617
Sep12 111212 106.50 106.99 105.39 105.54 -1.31 8,158 34,972 +742
Oct12 111212 105.25 105.26 105.25 105.26 -1.27 3,950 14,808 -65
Nov12 111212 105.00 105.00 105.00 105.00 -1.22 3,092 16,740 -494
Dec12 111212 105.52 106.12 104.47 104.68 -1.18 29,404 97,965 -498
Jan13 111212 104.36 104.36 104.36 104.36 -1.15 696 12,058 +98
Feb13 111212 104.00 104.00 104.00 104.00 -1.10 516 6,545 +138
Total Volume and Open Interest 520,597 923,490 +1,305
Gas Oil(ICE)
Dec11 111212 931.25 932.00 922.00 932.00 unch 43,237 37,344 -19,652
Jan12 111212 925.75 926.25 915.00 923.00 -2.00 104,046 135,812 +860
Feb12 111212 923.00 924.00 913.00 919.75 -3.00 49,595 72,392 +11,171
Mar12 111212 921.50 922.25 911.75 917.00 -4.00 27,528 52,703 +2,401
Apr12 111212 919.50 920.00 910.75 915.25 -4.50 13,266 25,246 +307
May12 111212 919.00 919.50 910.50 914.25 -4.75 5,253 27,484 -14
Jun12 111212 919.50 920.00 910.00 914.25 -4.75 13,933 47,720 -3,708
Jul12 111212 919.50 920.75 912.00 915.75 -4.75 1,723 16,410 -56
Aug12 111212 920.50 922.25 913.25 917.00 -4.75 1,973 13,580 +202
Sep12 111212 921.25 921.25 914.00 917.75 -4.75 1,819 14,346 +681
Total Volume and Open Interest 269,658 535,696 -8,207
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111212 2.106 2.122 2.106 2.114 -0.001 106 1,231 -26
Feb12 111212 2.080 2.095 2.080 2.087 -0.001 203 1,416 +132
Mar12 111212 2.111 2.115 2.102 2.114 +0.001 193 1,653 +135
Apr12 111212 2.128 2.128 2.128 2.128 -0.005 33 737 +5
May12 111212 2.128 2.145 2.128 2.144 -0.001 241 928 +152
Jun12 111212 2.140 2.151 2.138 2.151 -0.004 89 596 +30
Jul12 111212 2.149 2.167 2.149 2.167 +0.003 47 809 +17
Total Volume and Open Interest 1,248 10,474 +502
WTI Crude Oil(ICE)
Jan12 111212 99.54 99.63 97.54 97.77 -1.64 59,966 57,133 +986
Feb12 111212 99.35 99.68 97.74 97.99 -1.61 16,330 59,814 -534
Mar12 111212 99.68 99.68 97.98 98.18 -1.57 14,706 32,311 -548
Apr12 111212 98.68 98.90 98.20 98.37 -1.52 8,104 25,064 -886
May12 111212 99.74 99.74 98.43 98.48 -1.45 6,456 13,127 +1,936
Jun12 111212 98.91 99.34 98.21 98.42 -1.38 14,319 48,519 +3,741
Jul12 111212 98.13 98.54 98.03 98.26 -1.31 1,789 9,508 +424
Aug12 111212 98.20 98.34 97.78 98.04 -1.26 711 7,032 -211
Sep12 111212 97.67 98.08 97.54 97.82 -1.22 1,027 11,037 -258
Oct12 111212 97.62 97.62 97.62 97.62 -1.18 376 5,371 +16
Nov12 111212 97.47 97.47 97.47 97.47 -1.14 192 4,580 +26
Dec12 111212 98.20 98.20 96.90 97.29 -1.10 8,903 61,974 +1,315
Jan13 111212 96.97 96.97 96.97 96.97 -1.07 400 3,052 -392
Feb13 111212 96.65 96.65 96.65 96.65 -1.02 0 649 +0
Mar13 111212 96.35 96.35 96.35 96.35 -0.96 0 1,613 +0
Apr13 111212 96.05 96.05 96.05 96.05 -0.90 0 389 +0
Total Volume and Open Interest 137,368 429,006 +5,350
US Dollar Index(ICE)
Dec11 111212 78.780 79.705 78.690 79.580 +0.900 22,613 54,104 -506
Mar12 111212 79.360 80.360 79.210 80.223 +1.053 3,856 2,220 +192
Jun12 111212 80.723 80.723 80.723 80.723 +1.053 3 4 +2
Total Volume and Open Interest 26,472 56,328 -312
Australian Dollar(CME)
Dec11 111212 101.82 102.07 100.43 100.56 -1.51 171,573 95,915 -3,011
Mar12 111212 100.87 101.00 99.44 99.57 -1.50 13,718 52,656 +6,244
Jun12 111212 99.06 100.28 98.80 98.80 -1.48 0 22 +0
Total Volume and Open Interest 185,291 148,714 +3,233
British Pound(CME)
Dec11 111212 156.46 156.61 155.36 155.80 -0.81 103,543 158,135 -3,386
Mar12 111212 156.36 156.47 155.24 155.66 -0.81 5,744 42,239 +3,118
Jun12 111212 155.52 156.33 155.52 155.52 -0.81 0 10 +0
Total Volume and Open Interest 109,287 200,389 -268
Canadian Dollar(CME)
Dec11 111212 98.02 98.18 97.21 97.41 -0.77 96,012 112,508 -818
Mar12 111212 97.87 97.98 97.02 97.21 -0.77 9,668 39,464 +4,301
Jun12 111212 97.25 97.82 96.90 97.07 -0.75 298 1,894 -116
Sep12 111212 96.98 97.74 96.98 96.98 -0.76 39 1,155 +25
Total Volume and Open Interest 106,027 155,268 +3,400
Japanese Yen(CME)
Dec11 111212 128.84 129.01 128.19 128.37 -0.64 106,935 142,674 -1,942
Mar12 111212 129.09 129.31 128.49 128.67 -0.64 19,726 47,255 +13,091
Jun12 111212 129.00 129.53 128.95 128.95 -0.58 0 40 +0
Total Volume and Open Interest 126,663 189,975 +11,149
Swiss Franc(CME)
Dec11 111212 107.96 108.19 106.52 106.75 -1.44 37,584 40,144 +1,349
Mar12 111212 108.15 108.40 106.69 106.96 -1.44 4,074 7,023 +2,414
Jun12 111212 107.32 108.66 107.21 107.21 -1.45 0 5 +0
Total Volume and Open Interest 41,658 47,177 +3,763
EuroFX(CME)
Dec11 111212 133.61 133.77 131.63 131.86 -1.85 366,724 249,839 -4,937
Mar12 111212 133.70 133.86 131.77 132.00 -1.81 32,736 57,707 +16,599
Jun12 111212 132.76 133.89 131.95 132.09 -1.80 348 1,218 +108
Total Volume and Open Interest 399,808 308,786 +11,769
Mexican Peso(CME)
Dec11 111212 737.8 737.8 719.8 722.0 -13.2 43,601 72,474 +1,563
Jan12 111212 720.2 733.5 720.2 720.2 -13.2 0 95 +0
Total Volume and Open Interest 51,272 131,218 +3,352
Brazilian Real(CME)
Jan12 111212 540.75 540.80 540.75 540.80 -9.00 1 10,740 +0
Feb12 111212 537.85 537.85 537.85 537.85 -8.55      
Mar12 111212 534.85 534.85 534.85 534.85 -8.15 59 2,524 -15
Apr12 111212 532.25 532.25 532.25 532.25 -8.15      
Total Volume and Open Interest 60 28,595 -15
30-Year T-Bonds(CBOT)
Dec11 111212 141~100 142~220 141~080 142~140 +0~300 9,526 13,473 -2,884
Mar12 111212 141~020 142~140 140~250 142~040 +0~310 325,738 578,762 +2,051
Jun12 111212 140~230 140~230 139~230 140~220 +0~310 273 144 +15
Total Volume and Open Interest 335,537 592,379 -818
10-Year T-Notes(CBOT)
Dec11 111212 130~160 131~040 130~160 131~010 +0~125 20,372 49,436 -6,465
Mar12 111212 129~250 130~110 129~210 130~065 +0~115 1,025,848 1,396,488 +20,557
Jun12 111212 129~065 129~065 128~270 129~065 +0~115      
Total Volume and Open Interest 1,046,220 1,445,924 +14,092
5-Year T-Notes(CBOT)
Dec11 111212 123~042 123~069 123~042 123~062 +0~011 15,535 56,243 -5,676
Mar12 111212 123~000 123~028 122~119 123~017 +0~013 492,838 1,263,666 +33,101
Jun12 111212 122~041 122~041 122~028 122~041 +0~013      
Total Volume and Open Interest 508,373 1,319,909 +27,425
2 Year T-Notes(CBOT)
Dec11 111212 110~032 110~034 110~031 110~033 +0~002 4,235 28,095 -1,136
Mar12 111212 110~042 110~044 110~040 110~043 +0~002 147,634 669,163 +10,777
Jun12 111212 110~015 110~015 110~013 110~015 +0~002      
Total Volume and Open Interest 151,869 697,258 +9,641
Eurodollars(CME)
Dec11 111212 99.445 99.450 99.438 99.448 unch 161,691 983,505 +10,216
Mar12 111212 99.385 99.390 99.360 99.370 -0.020 216,232 912,511 +6,178
Jun12 111212 99.350 99.360 99.320 99.325 -0.030 209,180 1,091,535 -894
Sep12 111212 99.345 99.350 99.305 99.310 -0.035 153,187 779,824 +428
Dec12 111212 99.345 99.350 99.305 99.310 -0.035 142,889 761,024 +2,943
Mar13 111212 99.355 99.360 99.315 99.320 -0.035 142,555 770,932 +320
Jun13 111212 99.320 99.340 99.305 99.310 -0.030 122,372 577,957 +8,879
Sep13 111212 99.290 99.310 99.275 99.280 -0.025 93,003 449,601 +4,263
Dec13 111212 99.220 99.235 99.200 99.210 -0.015 92,781 526,673 +4,856
Mar14 111212 99.105 99.120 99.090 99.100 -0.010 73,083 372,287 +6,792
Jun14 111212 98.940 98.965 98.930 98.945 unch 62,401 301,272 -3,036
Sep14 111212 98.755 98.795 98.750 98.770 +0.010 60,202 215,885 +1,702
Dec14 111212 98.555 98.605 98.555 98.585 +0.020 48,830 177,562 +2,362
Mar15 111212 98.380 98.435 98.370 98.415 +0.030 27,298 135,116 +962
Jun15 111212 6.450 6.510 6.435 6.490 +0.035 20,331 112,682 +150
Sep15 111212 6.270 6.330 6.245 6.315 +0.045 18,787 76,151 +44
Dec15 111212 6.075 6.140 6.050 6.130 +0.050 11,954 49,076 -355
Mar16 111212 5.920 5.985 5.915 5.975 +0.050 10,284 46,026 +361
Total Volume and Open Interest 1,693,434 8,547,317 +46,794
30 Day Federal Funds(CBOT)
Dec11 111212 99.920 99.925 99.920 99.920 unch 6,380 69,249 -3,135
Jan12 111212 99.915 99.915 99.910 99.910 unch 2,084 65,609 -110
Feb12 111212 99.905 99.910 99.905 99.905 unch 994 53,998 +407
Mar12 111212 99.895 99.905 99.895 99.895 unch 873 32,841 +314
Apr12 111212 99.890 99.890 99.885 99.885 unch 1,859 38,489 -784
May12 111212 99.880 99.880 99.875 99.875 unch 1,826 45,368 -514
Total Volume and Open Interest 24,346 566,028 -1,996
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111212 99.673 99.673 99.673 99.673 unch 0 327 +0
Mar12 111212 99.660 99.660 99.660 99.660 unch 0 300 +0
Jun12 111212 99.662 99.662 99.662 99.662 unch      
Sep12 111212 99.658 99.658 99.658 99.658 unch      
Dec12 111212 99.665 99.665 99.665 99.665 unch      
Mar13 111212 99.655 99.655 99.655 99.655 unch      
Jun13 111212 99.625 99.625 99.625 99.625 unch      
Sep13 111212 99.625 99.625 99.625 99.625 unch      
Dec13 111212 99.485 99.485 99.485 99.485 unch      
Mar14 111212 99.345 99.345 99.345 99.345 unch      
Total Volume and Open Interest 0 627 +0
3-Mth Euro-Yen(SGX)
Dec11 111209 99.67 99.67 99.67 99.67 unch 10 4,632 +0
Mar12 111209 99.67 99.67 99.66 99.66 unch 10 1,937 +0
Jun12 111209 99.66 99.66 99.66 99.66 unch 0 1,440 +0
Sep12 111209 99.66 99.66 99.66 99.66 0.00 0 711 +0
Dec12 111209 99.67 99.67 99.67 99.67 unch 0 135 +0
Mar13 111209 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111209 99.62 99.62 99.62 99.62 unch 1 208 +1
Sep13 111209 99.63 99.63 99.62 99.62 +0.14      
Total Volume and Open Interest 21 9,197 +1
Japanese Gov't Bonds(SGX)
Mar12 111209 141.73 142.09 141.70 142.04 +0.49 11,692 13,501 +9,242
Jun12 111209 139.95 139.95 139.95 139.95 +0.49      
Sep12 111209 137.86 137.86 137.86 137.86 +0.49      
Total Volume and Open Interest 24,477 25,870 +5,372
Euro-Bund(EUREX)
Dec11 111208 135.52 135.73 135.23 135.54 +0.03 1,163,064 282,129 -237,436
Mar12 111212 135.22 136.83 135.22 136.54 +1.17 673,339 842,290 -3,538
Jun12 111212 134.18 135.13 134.18 134.88 +1.17 113 124 +94
Total Volume and Open Interest 703,999 842,414 -15,897
Euro-Bobl(EUREX)
Dec11 111208 123.35 123.55 123.25 123.51 +0.24 782,610 216,151 -191,867
Mar12 111212 123.40 124.12 123.40 123.97 +0.56 476,183 646,952 +8,734
Jun12 111212 124.01 124.01 124.01 124.01 +0.56      
Total Volume and Open Interest 497,705 646,952 -9,535
3-Mth Euribor(EUREX)
Dec11 111212 98.585 98.585 98.585 98.585 unch 108 1,604 -100
Mar12 111212 98.825 98.825 98.820 98.820 -0.005 1,158 1,974 -43
Jun12 111212 98.960 98.960 98.960 98.960 +0.020 0 1,127 +0
Total Volume and Open Interest 1,285 8,254 -136
Long Gilt(LIFFE)
Dec11 111212 132~19 132~26 132~13 132~23 +0~23 1,732 16,901 -828
Mar12 111212 115~16 116~00 115~12 115~22 +0~20 131,426 297,398 +6,151
Total Volume and Open Interest 133,158 314,299 +5,323
3-Mth Short Sterling(LIFFE)
Dec11 111212 98.94 98.94 98.92 98.93 unch 33,843 323,744 +6,053
Mar12 111212 98.90 98.92 98.86 98.87 -0.03 62,124 313,496 -3,161
Jun12 111212 98.93 98.96 98.89 98.90 -0.03 64,982 218,279 -48
Sep12 111212 98.97 99.00 98.93 98.93 -0.03 87,325 212,688 +9,644
Dec12 111212 98.98 99.01 98.94 98.94 -0.02 83,637 187,493 +5,019
Mar13 111212 98.98 99.03 98.96 98.97 unch 61,707 188,372 +5,069
Total Volume and Open Interest 506,036 2,009,936 +20,676
3-Mth Euribor(LIFFE)
Dec11 111212 98.585 98.595 98.575 98.585 unch 383,353 671,807 -14,165
Mar12 111212 98.825 98.845 98.800 98.820 -0.005 278,453 517,976 +996
Jun12 111212 98.950 98.985 98.935 98.960 +0.015 172,623 393,533 +714
Total Volume and Open Interest 1,545,269 3,507,029 -19,398
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 111212 96.27 96.29 96.21 96.22 -0.05 31,168 242,202 +3,378
Jun12 111212 96.63 96.65 96.55 96.56 -0.07 23,209 174,381 +6,417
Sep12 111212 96.62 96.63 96.55 96.56 -0.06 10,402 112,626 +2,668
Dec12 111212 96.51 96.51 96.43 96.44 -0.07 4,106 66,152 +549
Mar13 111212 96.41 96.42 96.34 96.34 -0.07 4,263 52,790 -1,627
Jun13 111212 96.31 96.32 96.23 96.24 -0.08 2,221 44,016 +769
Sep13 111212 96.17 96.18 96.13 96.13 -0.08 3,247 24,076 +2,664
Dec13 111212 96.08 96.09 96.01 96.01 -0.12 2,785 12,157 +2,396
Mar14 111212 96.00 96.00 95.93 95.93 -0.14 209 1,327 +195
Total Volume and Open Interest 81,694 729,893 +15,323
10-Year Aus T-Bonds(SFE)
Dec11 111212 96.16 96.17 96.07 96.07 -0.09 51,071 375,070 +11,689
Mar12 111212 96.18 96.18 96.06 96.09 -0.09 16,341 22,741 +11,346
Total Volume and Open Interest 67,412 397,811 +23,035
3-Year Aus T-Bonds(SFE)
Dec11 111212 96.91 96.93 96.83 96.85 -0.07 143,669 516,481 +3,670
Mar12 111212 97.00 97.00 96.92 96.93 -0.07 8,383 11,134 +6,930
Total Volume and Open Interest 152,052 527,615 +10,600
Gold(CMX)
Dec11 111212 1707.5 1708.2 1659.5 1664.2 -48.6 942 1,356 +496
Feb12 111212 1716.8 1718.6 1660.3 1668.2 -48.6 173,374 262,295 -2
Apr12 111212 1718.8 1719.7 1664.0 1670.4 -48.8 6,779 34,431 +5
Jun12 111212 1720.4 1723.3 1666.9 1672.7 -49.0 3,430 23,035 -65
Aug12 111212 1706.8 1706.8 1668.0 1674.9 -49.3 588 13,567 +43
Oct12 111212 1711.2 1712.9 1672.6 1677.2 -49.4 699 8,648 +388
Dec12 111212 1725.0 1725.0 1673.0 1679.5 -49.6 454 22,066 +5
Feb13 111212 1686.4 1686.4 1681.5 1682.1 -49.7 21 2,930 -9
Apr13 111212 1687.9 1687.9 1684.7 1684.7 -49.8 0 1,379 +0
Jun13 111212 1687.6 1687.6 1687.6 1687.6 -49.9 781 9,566 +667
Aug13 111212 1690.9 1690.9 1690.9 1690.9 -50.0 0 45 +0
Oct13 111212 1694.4 1694.4 1694.4 1694.4 -50.1      
Total Volume and Open Interest 190,009 424,242 +2,150
Silver(CMX)
Dec11 111212 3175.5 3175.5 3093.5 3093.5 -123.8 161 391 -23
Mar12 111212 3225.0 3230.0 3092.0 3100.2 -125.1 51,194 54,100 +417
May12 111212 3195.5 3195.5 3100.0 3105.4 -125.2 1,957 6,976 +761
Jul12 111212 3120.5 3120.5 3109.0 3109.7 -125.4 633 2,954 +240
Sep12 111212 3135.0 3135.0 3110.0 3113.2 -125.5 232 1,952 +124
Dec12 111212 3154.5 3154.5 3115.0 3117.6 -125.7 345 13,183 +145
Mar13 111212 3116.0 3116.0 3116.0 3116.0 -125.7 25 1,157 +2
Total Volume and Open Interest 56,186 96,761 +1,762
Platinum(NYMEX)
Jan12 111212 1513.1 1520.0 1483.4 1486.9 -28.9 9,587 32,215 -316
Apr12 111212 1521.7 1525.1 1490.8 1494.2 -29.1 977 9,987 +643
Jul12 111212 1498.5 1499.5 1498.1 1498.6 -28.6 16 504 +13
Oct12 111212 1502.6 1502.6 1502.1 1502.6 -28.6 0 59 +0
Total Volume and Open Interest 10,580 42,767 +340
Palladium(NYMEX)
Dec11 111212 655.60 661.00 655.60 661.00 -23.65 10 724 +3
Mar12 111212 29.49 29.54 653.25 7.64 -23.50 3,852 17,788 +61
Jun12 111212 10.64 10.64 2.79 9.14 -23.30 14 337 +4
Total Volume and Open Interest 3,876 18,979 +68
Copper(CMX)
Dec11 111212 350.45 350.45 343.80 345.45 -9.25 894 2,183 -191
Mar12 111212 356.70 357.15 343.50 346.40 -9.35 47,224 69,290 -889
May12 111212 357.60 357.60 344.75 347.65 -9.35 1,300 20,133 +754
Jul12 111212 348.90 349.65 347.70 348.45 -9.30 330 5,446 -58
Sep12 111212 349.60 349.60 348.10 349.00 -9.30 13 3,387 +10
Total Volume and Open Interest 51,146 112,606 +291
DJIA Index(CBOT)
Dec11 111212 12170 12170 11940 12011 -199 2,404 17,524 -159
Mar12 111212 12143 12143 11870 11943 -200 2,203 4,480 +2,368
Jun12 111212 11876 12076 11876 11876 -200 0 400 +0
Sep12 111212 11813 12013 11813 11813 -200      
Total Volume and Open Interest 4,607 22,404 +2,209
E-mini DJIA Index(CBOT)
Dec11 111212 12194 12220 11932 12011 -199 135,583 88,596 -829
Mar12 111212 12129 12153 11864 11943 -200 51,706 22,342 +12,094
Jun12 111212 11876 11876 11876 11876 -200 7 22 +2
Sep12 111212 11813 11813 11813 11813 -200 0 9 +0
Total Volume and Open Interest 187,296 110,969 +11,267
S & P 500(CME)
Dec11 111212 1244.00 1244.00 1227.00 1235.20 -23.60 38,740 263,101 -20,787
Mar12 111212 1250.70 1254.30 1220.80 1229.30 -23.70 39,500 70,150 +24,214
Jun12 111212 1223.80 1223.80 1215.50 1223.80 -23.70 470 3,339 +66
Sep12 111212 1218.50 1218.50 1210.20 1218.50 -23.70 254 913 +143
Total Volume and Open Interest 78,964 337,604 +3,636
S & P 500 E-Mini(Globex)
Dec11 111212 1256.00 1260.50 1226.00 1235.25 -23.50 2,442,801 2,388,218 -265,960
Mar12 111212 1250.25 1254.50 1220.00 1229.25 -23.75 1,282,789 831,476 +418,066
Total Volume and Open Interest 3,725,698 3,223,799 +151,881
NASDAQ 100(CME)
Dec11 111212 2296.00 2296.00 2275.00 2294.00 -28.00 1,015 29,095 -395
Mar12 111212 2317.00 2321.30 2270.00 2290.50 -28.00 810 764 +448
Jun12 111212 2287.50 2290.50 2287.50 2287.50 -28.00      
Total Volume and Open Interest 1,825 29,859 +53
NASDAQ 100 E-Mini(Globex)
Dec11 111212 2321.50 2325.50 2273.30 2294.00 -28.00 215,994 294,334 -20,028
Mar12 111212 2316.00 2322.00 2270.30 2290.50 -28.00 105,370 43,203 +26,893
Total Volume and Open Interest 321,364 337,566 +6,865
S & P Midcap 400(CME)
Dec11 111212 865.50 871.30 865.50 871.30 -15.80 97 6,208 +56
Mar12 111212 861.00 868.60 860.50 868.60 -16.00 7 7 +7
Jun12 111212 866.60 866.60 866.60 866.60 -16.00      
Total Volume and Open Interest 104 6,215 +63
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111212 8670 8685 8505 8555 -110 6,783 21,963 -2,927
Jun12 111212 8510 8510 8475 8495 -115      
Total Volume and Open Interest 11,292 35,801 -9,120
Nikkei 225(SGX)
Dec11 111208 8730 8730 8610 8685 -20 146,620 217,883 +388
Mar12 111212 8600 8615 8505 8615 +95 97,875 168,613 +34,319
Jun12 111212 8560 8560 8540 8540 +95 12 14 -4
Total Volume and Open Interest 221,912 346,763 +4,077
CAC 40(EURONEXT)
Dec11 111212 3169.5 3169.5 3075.0 3089.5 -81.5 128,213 289,311 +3,342
Jan12 111212 3163.5 3163.5 3070.0 3084.0 -81.5 1,931 30,643 +1,348
Feb12 111212 3134.0 3134.0 3087.5 3087.5 -86.0 5 14 +2
Total Volume and Open Interest 130,385 320,764 +4,780
Hang Seng Index(HKFE)
Dec11 111212 18899 18925 18465 18489 -55 64,549 84,391 -1,195
Jan12 111212 18881 18923 18470 18480 -67 520 1,176 +74
Total Volume and Open Interest 65,302 89,191 -999
DAX(EUREX)
Dec11 111212 6001.5 6010.0 5759.0 5797.5 -192.5 209,350 161,295 -112
Mar12 111212 6014.5 6014.5 5767.0 5805.5 -192.5 5,149 16,413 +2,129
Jun12 111212 6025.5 6025.5 5795.0 5820.5 -193.0 884 3,012 +98
Total Volume and Open Interest 215,383 180,720 +2,115
FT-SE 100(EURONEXT)
Dec11 111212 5546.00 5548.00 5406.00 5440.50 -95.00 141,238 582,378 -9,202
Mar12 111212 5507.50 5508.00 5369.00 5402.50 -95.00 19,001 67,751 +11,542
Jun12 111212 5358.50 5358.50 5358.50 5358.50 -95.00 500 1,841 +0
Total Volume and Open Interest 160,739 651,970 +2,340
SPI 200(SFE)
Dec11 111212 4188.0 4278.0 4169.0 4260.0 +71.0 48,198 233,718 +4,427
Mar12 111212 4207.0 4262.0 4154.0 4244.0 +72.0 3,725 6,939 +1,954
Jun12 111212 4252.0 4252.0 4252.0 4252.0 +74.0 176 1,704 +175
Total Volume and Open Interest 52,547 245,496 +6,749
GSCI(CME)
Dec11 111212 640.00 640.00 639.00 639.00 -7.00 1,424 5,516 -1,346
Jan12 111212 640.80 640.80 639.75 639.75 -7.20 1,341 2,760 +1,310
Feb12 111212 641.25 641.25 641.25 641.25 -7.00      
Total Volume and Open Interest 2,765 8,276 -36
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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