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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue December 13, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111213 1112.00 1127.00 1106.25 1118.50 +6.50 154,898 181,819 -4,149
Mar12 111213 1122.00 1137.25 1117.75 1129.00 +6.75 80,597 138,420 +6,761
May12 111213 1133.00 1147.75 1127.00 1139.75 +7.00 24,347 92,076 +4,083
Jul12 111213 1142.25 1158.00 1138.25 1150.00 +7.00 20,517 74,433 +3,253
Aug12 111213 1148.00 1149.75 1142.50 1149.50 +7.00 188 1,222 +86
Sep12 111213 1150.00 1152.00 1138.00 1143.50 +5.50 116 887 +1
Nov12 111213 1136.00 1152.25 1134.75 1141.50 +4.50 6,236 52,824 +775
Total Volume and Open Interest 287,704 559,020 +10,692
Soybean Meal(CBOT)
Dec11 111213 278.80 286.00 277.60 282.20 +4.10 915 451 -491
Jan12 111213 280.00 284.70 277.90 283.40 +3.90 40,181 67,747 -135
Mar12 111213 284.40 289.40 282.50 287.90 +3.70 15,185 51,700 +2,326
May12 111213 288.20 293.20 287.30 291.70 +3.80 6,595 28,548 -510
Jul12 111213 291.70 296.90 290.20 295.40 +3.80 5,643 29,483 +1,159
Aug12 111213 295.00 296.90 293.90 296.70 +3.70 797 5,026 +138
Sep12 111213 295.20 298.00 293.90 297.40 +3.50 571 5,286 +47
Oct12 111213 295.00 296.20 293.50 296.20 +2.70 344 3,344 +46
Total Volume and Open Interest 72,491 214,074 +3,855
Soybean Oil(CBOT)
Dec11 111213 49.00 49.45 48.99 48.99 -0.07 178 251 -230
Jan12 111213 49.34 49.80 49.20 49.25 -0.07 64,473 100,442 -5,273
Mar12 111213 49.71 50.16 49.58 49.63 -0.09 31,720 106,437 +5,290
May12 111213 50.16 50.53 50.00 50.01 -0.09 8,416 46,836 +1,872
Jul12 111213 50.36 50.84 50.32 50.32 -0.08 4,372 33,912 +484
Aug12 111213 50.50 50.80 50.39 50.39 -0.08 224 4,302 +117
Sep12 111213 50.48 50.88 50.42 50.42 -0.05 80 4,913 +8
Oct12 111213 50.67 50.73 50.28 50.28 -0.12 58 4,774 +4
Total Volume and Open Interest 110,462 319,943 +2,501
Canola(WCE)
Jan12 111213 502.5 506.5 501.0 506.3 +5.4 12,028 42,721 -1,829
Mar12 111213 503.5 507.9 502.0 506.8 +5.4 6,590 55,039 +2,857
May12 111213 506.8 510.4 504.2 509.3 +5.1 1,547 16,473 +542
Jul12 111213 507.9 512.6 507.2 511.8 +4.8 867 13,133 +210
Nov12 111213 487.1 488.0 485.8 487.3 +1.9 620 16,749 +300
Total Volume and Open Interest 21,667 144,584 +2,079
Corn(CBOT)
Dec11 111213 585.75 592.00 583.50 588.50 +3.00 2,341 3,912 -1,307
Mar12 111213 594.00 601.50 591.50 594.50 +0.50 155,744 560,033 -175
May12 111213 602.75 609.75 600.25 603.25 +0.75 40,840 159,834 +1,421
Jul12 111213 609.25 615.25 606.25 609.25 +0.75 26,207 151,604 +2,401
Sep12 111213 574.75 580.00 572.00 578.50 +4.25 3,532 38,063 +1,120
Dec12 111213 549.00 554.75 546.25 554.75 +6.75 17,462 185,755 +1,696
Total Volume and Open Interest 246,899 1,154,418 +5,280
Wheat(CBOT)
Dec11 111213 577.75 597.00 574.25 591.75 +16.25 1,054 302 -727
Mar12 111213 594.25 609.00 593.25 600.50 +6.25 49,793 176,598 -2,245
May12 111213 613.25 627.25 613.25 620.25 +6.25 13,611 65,367 +3,266
Jul12 111213 626.25 640.50 625.25 633.25 +6.25 10,283 69,053 -318
Sep12 111213 645.00 657.25 643.50 651.50 +5.75 1,797 14,642 +465
Total Volume and Open Interest 79,608 372,622 +360
Wheat(KCBT)
Dec11 111213 652.00 652.00 649.75 649.75 +7.00 4 50 -3
Mar12 111213 653.25 664.00 651.75 656.00 +3.75 9,814 71,306 +328
May12 111213 661.75 670.75 660.75 664.25 +3.50 2,316 15,565 +395
Jul12 111213 669.00 680.25 668.00 672.50 +4.00 2,189 38,475 -139
Sep12 111213 683.75 693.50 683.50 687.50 +4.00 206 5,661 +37
Total Volume and Open Interest 14,805 137,685 +516
Wheat(MGE)
Dec11 111213 857.00 857.00 851.50 851.50 +6.75 17 41 -17
Mar12 111213 823.50 837.25 822.00 830.00 +6.50 2,342 18,235 +28
May12 111213 810.00 821.00 810.00 810.50 +2.50 581 7,528 -69
Jul12 111213 806.00 812.25 799.75 801.25 +2.00 268 7,588 -62
Sep12 111213 776.00 785.00 774.75 776.50 +1.75 111 4,122 -21
Total Volume and Open Interest 3,440 40,258 -147
Oats(CBOT)
Dec11 111213 305.00 306.50 300.00 306.50 +6.50 1 3 -1
Mar12 111213 308.25 311.50 305.50 309.50 +2.75 308 11,180 -52
May12 111213 312.00 313.75 308.50 312.75 +4.25 22 1,491 +2
Jul12 111213 314.00 315.50 312.00 315.50 +3.50 2 113 +1
Total Volume and Open Interest 334 12,943 -50
Rough Rice(CBOT)
Jan12 111213 13.85 13.95 13.78 13.85 +0.06 582 8,095 -160
Mar12 111213 14.13 14.23 14.06 14.13 +0.06 491 8,285 +196
May12 111213 14.41 14.44 14.37 14.43 +0.06 17 773 +7
Jul12 111213 14.69 14.69 14.64 14.69 +0.05 1 613 -4
Total Volume and Open Interest 1,091 17,953 +36
Live Cattle(CME)
Dec11 111213 118.500 119.000 117.785 117.900 -0.550 3,843 17,142 -2,481
Feb12 111213 118.750 119.430 118.400 118.650 unch 16,168 131,922 -565
Apr12 111213 122.730 123.535 122.535 122.800 +0.070 9,234 88,783 +1,788
Jun12 111213 121.600 122.300 121.400 121.730 +0.250 5,814 53,132 +345
Aug12 111213 122.330 123.100 122.200 122.480 +0.030 1,820 13,133 +238
Oct12 111213 125.100 125.930 125.050 125.550 +0.470 397 6,794 +84
Total Volume and Open Interest 37,388 315,820 -606
Feeder Cattle(CME)
Jan12 111213 143.130 144.550 143.000 143.900 +0.900 2,640 11,337 -376
Mar12 111213 145.200 146.400 145.000 145.850 +1.025 1,930 8,531 +374
Apr12 111213 146.400 147.750 146.400 147.235 +0.855 532 3,063 -100
May12 111213 147.035 148.435 146.950 147.935 +0.900 557 3,344 +123
Aug12 111213 149.285 150.100 148.880 150.035 +0.750 121 3,158 -12
Sep12 111213 150.250 150.500 149.700 150.500 +1.000 26 526 +9
Oct12 111213 150.075 150.750 150.050 150.750 +1.450 3 176 +0
Total Volume and Open Interest 5,809 30,154 +18
Lean Hogs(CME)
Dec11 111213 86.100 86.150 85.635 85.800 -0.430 3,630 9,377 -978
Feb12 111213 86.700 86.700 86.000 86.400 -0.200 16,395 93,281 -217
Apr12 111213 88.730 88.980 88.100 88.900 +0.200 7,616 63,136 +459
May12 111213 94.500 94.785 94.300 94.750 -0.650 55 2,571 +10
Jun12 111213 95.600 95.950 95.150 95.785 +0.085 6,625 46,386 +129
Jul12 111213 95.300 95.580 94.885 95.480 -0.220 2,424 12,598 +553
Aug12 111213 93.680 94.035 93.430 93.980 -0.070 1,230 14,199 +20
Oct12 111213 83.285 83.350 82.800 83.250 -0.400 460 8,816 -34
Total Volume and Open Interest 38,627 254,400 -69
Class III Milk(CME)
Dec11 111213 18.58 18.58 18.54 18.56 unch 265 5,776 -13
Jan12 111213 16.75 16.79 16.60 16.78 +0.03 478 5,142 -12
Feb12 111213 16.88 17.04 16.85 16.99 +0.11 318 3,967 +145
Mar12 111213 16.85 17.00 16.85 17.00 +0.13 125 3,324 +41
Apr12 111213 16.90 16.99 16.82 16.93 +0.11 72 2,475 +27
Total Volume and Open Interest 1,425 33,138 +251
Cocoa(ICE)
Dec11 111213 2143 2143 2101 2101 +80 25 51 -15
Mar12 111213 2182 2265 2175 2243 +62 10,048 84,215 +419
May12 111213 2200 2279 2190 2260 +67 2,029 34,463 +204
Jul12 111213 2231 2292 2227 2277 +67 418 15,809 +251
Sep12 111213 2228 2300 2228 2285 +68 194 13,771 +80
Dec12 111213 2275 2312 2275 2294 +68 83 13,661 -21
Mar13 111213 2290 2320 2290 2306 +64 13 4,601 +11
Total Volume and Open Interest 12,810 169,567 +929
Coffee "C"(ICE)
Dec11 111213 221.00 221.00 218.65 218.65 +0.15 14 70 -10
Mar12 111213 221.10 224.50 220.60 222.95 +1.90 9,544 58,351 +1,123
May12 111213 224.50 227.15 223.50 225.70 +1.85 1,695 23,366 +171
Jul12 111213 227.60 229.40 226.15 228.20 +1.75 523 6,854 +87
Sep12 111213 229.60 231.00 228.10 230.05 +1.75 262 5,965 +51
Dec12 111213 232.15 232.15 229.85 231.75 +1.70 154 6,613 +23
Total Volume and Open Interest 12,229 102,422 +1,454
Orange Juice(ICE)
Jan12 111213 166.45 168.85 164.65 167.35 +1.10 1,659 15,887 -919
Mar12 111213 162.80 165.00 160.75 163.15 +0.75 630 10,238 +410
May12 111213 163.80 164.00 160.30 162.25 +0.55 84 1,889 +71
Jul12 111213 161.50 162.35 160.35 162.35 +0.35 15 655 +14
Sep12 111213 162.05 162.05 162.05 162.05 +0.35 0 58 +0
Nov12 111213 161.25 161.25 161.25 161.25 +0.35 0 13 +0
Total Volume and Open Interest 2,388 28,749 -424
Sugar #11(ICE)
Mar12 111213 23.25 23.60 23.20 23.44 +0.15 42,720 211,457 -199
May12 111213 22.77 23.13 22.77 23.05 +0.17 12,007 91,729 -1,038
Jul12 111213 22.45 22.77 22.45 22.72 +0.23 6,555 92,479 -562
Oct12 111213 22.71 22.92 22.66 22.89 +0.28 2,983 48,692 -170
Mar13 111213 23.12 23.35 23.08 23.32 +0.30 1,884 30,865 -24
Total Volume and Open Interest 67,436 523,518 -2,200
London Cocoa(LCE)
Dec11 111213 1360 1404 1360 1403 +41 8,292 9,899 -5,304
Mar12 111213 1435 1485 1418 1473 +54 15,503 79,369 -397
May12 111213 1449 1495 1432 1490 +56 1,668 23,126 +255
Jul12 111213 1470 1513 1449 1508 +57 2,474 27,895 +1,960
Sep12 111213 1466 1535 1466 1524 +57 864 19,406 +177
Dec12 111213 1486 1540 1485 1538 +57 433 13,479 +123
Mar13 111213 1512 1555 1512 1550 +57 244 7,781 +177
Total Volume and Open Interest 29,487 183,712 -3,000
London Sugar(LCE)
Mar12 111213 605.70 612.50 603.80 608.60 +2.30 3,697 25,240 -91
May12 111213 597.40 603.80 596.50 601.00 +3.10 464 7,787 -7
Aug12 111213 590.00 595.20 590.00 594.50 +3.10 262 10,143 -9
Oct12 111213 597.50 597.50 592.10 596.40 +4.00 93 3,815 +12
Dec12 111213 601.50 601.50 596.20 600.00 +5.00 35 1,428 -4
Total Volume and Open Interest 4,613 49,620 -49
Cotton(ICE)
Mar12 111213 87.16 88.22 86.63 87.31 +0.15 8,266 90,299 +143
May12 111213 87.40 87.80 86.50 87.17 +0.11 1,673 22,140 -147
Jul12 111213 86.97 87.25 86.45 86.88 -0.01 661 19,451 -97
Oct12 111213 87.28 87.28 87.28 87.28 -0.18 0 84 +0
Dec12 111213 85.75 86.19 85.35 85.68 -0.37 189 7,837 +101
Mar13 111213 86.75 86.75 86.75 86.75 -0.43 0 426 +0
Total Volume and Open Interest 10,794 141,120 +0
Lumber(CME)
Jan12 111213 228.9 232.7 225.7 229.6 -0.1 1,052 5,793 -573
Mar12 111213 242.8 246.5 240.2 245.0 +2.2 602 4,613 +82
May12 111213 260.1 264.5 257.4 264.5 +2.5 222 911 +136
Jul12 111213 271.7 274.5 270.5 274.5 +3.8 29 285 +21
Total Volume and Open Interest 1,905 11,717 -334
Crude Oil(NYM)
Jan12 111213 97.85 101.25 97.64 100.14 +2.37 318,767 188,306 -24,865
Feb12 111213 98.06 101.45 97.86 100.32 +2.33 104,880 170,289 +15,858
Mar12 111213 98.21 101.60 98.03 100.48 +2.30 55,664 121,233 +2,287
Apr12 111213 98.56 101.66 98.29 100.65 +2.28 22,700 60,343 -355
May12 111213 98.50 101.69 98.50 100.72 +2.24 19,149 60,937 +3,272
Jun12 111213 98.29 101.56 98.28 100.60 +2.18 27,408 82,529 +2,112
Jul12 111213 98.53 101.30 98.53 100.36 +2.10 5,073 35,289 -181
Aug12 111213 98.63 100.62 98.63 100.07 +2.03 4,175 28,571 +432
Sep12 111213 98.15 99.98 98.11 99.77 +1.95 8,378 30,537 -813
Oct12 111213 98.02 100.41 98.02 99.50 +1.88 4,256 29,013 -396
Nov12 111213 100.20 100.20 99.26 99.29 +1.82 3,643 30,457 -353
Dec12 111213 97.29 100.21 97.25 99.07 +1.78 35,081 169,450 -422
Jan13 111213 98.72 98.72 98.72 98.72 +1.75 1,758 30,774 +666
Feb13 111213 98.36 98.36 98.36 98.36 +1.71 593 12,809 +125
Mar13 111213 98.02 98.02 98.02 98.02 +1.67 547 12,253 -78
Apr13 111213 97.68 97.68 97.68 97.68 +1.63 344 5,980 -36
Total Volume and Open Interest 639,563 1,324,747 -2,607
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111213 97.850 101.250 97.625 100.150 +2.375 8,681 2,127 -22
Feb12 111213 98.000 101.475 97.850 100.325 +2.325 427 464 +19
Mar12 111213 98.250 101.025 98.200 100.475 +2.300 54 216 -8
Apr12 111213 100.650 100.650 100.650 100.650 +2.275 3 217 -1
May12 111213 100.725 100.725 100.725 100.725 +2.250 0 24 +0
Jun12 111213 100.650 100.650 100.600 100.600 +2.175 0 19 +0
Jul12 111213 100.350 100.350 100.350 100.350 +2.100 0 4 +0
Aug12 111213 100.075 100.075 100.075 100.075 +2.025 0 5 +0
Sep12 111213 99.775 99.775 99.775 99.775 +1.950      
Total Volume and Open Interest 9,175 3,301 -2
Heating Oil(NYM)
Jan12 111213 289.05 298.29 288.92 292.88 +3.27 62,986 71,979 -6,822
Feb12 111213 290.16 299.06 289.82 294.00 +3.45 28,724 50,831 +2,833
Mar12 111213 290.45 299.29 290.45 294.63 +3.59 19,177 38,291 +1,246
Apr12 111213 289.88 298.43 289.88 294.31 +3.70 9,317 23,565 +540
May12 111213 289.35 297.61 289.35 293.67 +3.59 7,801 18,178 +999
Jun12 111213 288.65 296.97 288.30 293.09 +3.53 12,356 33,978 -128
Jul12 111213 296.43 296.43 292.80 293.50 +3.60 1,460 10,136 +167
Aug12 111213 290.56 297.59 290.56 293.95 +3.65 1,471 4,498 +28
Sep12 111213 297.80 297.80 294.00 294.65 +3.70 1,045 6,718 +203
Oct12 111213 293.25 296.58 292.60 295.68 +3.73 363 2,506 +88
Nov12 111213 292.55 298.26 292.55 296.63 +3.78 240 1,857 +55
Dec12 111213 292.38 300.35 292.30 297.33 +3.78 2,702 18,547 +156
Total Volume and Open Interest 147,754 283,800 -581
Gasoline(NYMEX)
Jan12 111213 256.45 267.54 256.45 262.54 +6.18 47,258 65,498 -2,364
Feb12 111213 258.18 268.17 258.18 263.70 +5.94 26,921 40,424 +3,420
Mar12 111213 260.69 269.87 260.67 265.32 +5.61 17,531 39,239 +1,562
Apr12 111213 274.73 283.46 274.68 278.76 +5.17 7,729 29,809 -5
May12 111213 274.36 282.25 274.36 278.59 +5.05 4,397 21,296 +772
Jun12 111213 272.90 281.43 272.20 276.76 +4.95 4,809 30,138 +243
Jul12 111213 271.41 275.10 271.37 274.45 +4.85 1,585 8,673 +155
Aug12 111213 272.54 272.54 271.19 272.02 +4.73 1,458 8,679 +33
Sep12 111213 267.00 269.15 267.00 269.15 +4.61 1,281 6,974 -30
Oct12 111213 256.50 256.50 256.11 256.38 +4.54 604 5,340 -135
Total Volume and Open Interest 114,517 275,566 +3,702
e-miNY RBOB Gasoline(NYM)
Jan12 111213 262.50 262.54 262.50 262.50 +6.10 0 1 +0
Feb12 111213 263.70 263.70 263.70 263.70 +5.90 0 1 +0
Mar12 111213 265.30 265.32 265.30 265.30 +5.60      
Apr12 111213 278.80 278.80 278.76 278.80 +5.20      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111213 3.247 3.299 3.231 3.279 +0.025 173,353 194,892 -6,767
Feb12 111213 3.294 3.337 3.270 3.321 +0.027 71,062 109,097 +8,394
Mar12 111213 3.310 3.356 3.291 3.343 +0.033 73,185 170,648 +13,509
Apr12 111213 3.354 3.402 3.337 3.392 +0.038 41,354 105,723 +492
May12 111213 3.430 3.444 3.380 3.436 +0.037 14,577 56,751 +2,774
Jun12 111213 3.453 3.485 3.422 3.478 +0.037 7,877 25,939 +95
Jul12 111213 3.503 3.537 3.475 3.530 +0.038 5,563 22,846 +560
Aug12 111213 3.530 3.562 3.501 3.555 +0.037 2,729 13,499 +355
Sep12 111213 3.522 3.568 3.504 3.559 +0.037 4,120 17,576 +1,088
Oct12 111213 3.556 3.601 3.540 3.594 +0.036 16,863 61,919 +821
Nov12 111213 3.728 3.734 3.677 3.727 +0.031 6,203 27,645 +745
Dec12 111213 3.995 4.004 3.950 3.996 +0.023 6,492 23,301 -795
Jan13 111213 4.107 4.127 4.075 4.117 +0.019 7,934 33,209 +898
Feb13 111213 4.100 4.111 4.070 4.108 +0.018 316 6,907 -19
Mar13 111213 4.026 4.073 4.026 4.067 +0.019 1,355 15,756 +866
Apr13 111213 3.975 3.991 3.945 3.984 +0.017 2,092 23,062 +275
Total Volume and Open Interest 438,541 971,960 +25,612
Brent Crude Oil(ICE)
Jan12 111213 107.23 111.10 107.07 109.50 +2.24 159,306 88,282 -18,425
Feb12 111213 107.15 110.77 106.90 109.08 +2.00 100,545 175,176 +7,640
Mar12 111213 106.90 110.37 106.76 108.79 +1.90 51,727 124,324 +8,805
Apr12 111213 106.79 110.13 106.65 108.59 +1.85 19,193 44,455 +354
May12 111213 106.51 109.90 106.51 108.38 +1.85 12,787 26,910 +212
Jun12 111213 106.43 109.65 106.38 108.16 +1.84 25,995 75,828 +506
Jul12 111213 106.48 109.15 106.44 107.92 +1.82 4,670 18,464 -246
Aug12 111213 106.22 108.86 106.18 107.63 +1.78 4,233 26,347 +541
Sep12 111213 105.85 108.50 105.80 107.27 +1.73 4,140 34,669 -303
Oct12 111213 106.75 106.94 106.64 106.94 +1.68 2,535 14,470 -338
Nov12 111213 106.63 106.63 106.63 106.63 +1.63 2,632 15,901 -839
Dec12 111213 104.76 107.75 104.66 106.28 +1.60 26,281 98,762 +797
Jan13 111213 105.92 105.92 105.92 105.92 +1.56 1,488 12,014 -44
Feb13 111213 105.53 105.53 105.53 105.53 +1.53 642 6,506 -39
Total Volume and Open Interest 432,247 920,171 -3,319
Gas Oil(ICE)
Jan12 111213 917.50 946.00 917.00 932.50 +9.50 120,418 144,207 +8,395
Feb12 111213 915.25 941.75 914.25 929.50 +9.75 51,195 75,862 +3,470
Mar12 111213 911.25 939.75 911.25 927.00 +10.00 25,749 53,407 +704
Apr12 111213 911.25 936.00 910.75 925.25 +10.00 16,361 25,261 +15
May12 111213 910.25 931.75 909.75 924.00 +9.75 10,436 27,622 +138
Jun12 111213 911.00 935.25 909.50 924.00 +9.75 18,839 43,058 -4,662
Jul12 111213 912.75 932.75 911.75 925.25 +9.50 2,788 16,970 +560
Aug12 111213 913.75 934.25 912.75 926.00 +9.00 1,947 13,671 +91
Sep12 111213 914.50 934.50 913.25 926.25 +8.50 2,008 14,574 +228
Oct12 111213 914.25 934.00 913.00 926.00 +8.25 1,438 9,504 +200
Total Volume and Open Interest 311,528 520,921 -14,775
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111213 2.120 2.129 2.102 2.111 -0.003 64 1,214 -17
Feb12 111213 2.110 2.110 2.082 2.089 +0.002 95 1,455 +39
Mar12 111213 2.136 2.136 2.106 2.119 +0.005 89 1,644 -9
Apr12 111213 2.140 2.147 2.127 2.132 +0.004 80 738 +1
May12 111213 2.167 2.167 2.143 2.147 +0.003 89 906 -22
Jun12 111213 2.170 2.170 2.145 2.154 +0.003 37 600 +4
Jul12 111213 2.162 2.173 2.162 2.169 +0.002 20 829 +20
Total Volume and Open Interest 603 10,516 +42
WTI Crude Oil(ICE)
Jan12 111213 97.86 101.26 97.66 100.14 +2.37 61,877 57,045 -88
Feb12 111213 98.10 101.44 97.91 100.32 +2.33 19,372 62,713 +2,899
Mar12 111213 98.22 101.54 98.09 100.48 +2.30 12,815 32,507 +196
Apr12 111213 99.04 101.41 99.00 100.65 +2.28 5,713 24,861 -203
May12 111213 99.26 101.49 99.26 100.72 +2.24 4,938 14,663 +1,536
Jun12 111213 98.52 101.63 98.52 100.60 +2.18 10,302 48,906 +387
Jul12 111213 98.87 101.12 98.87 100.36 +2.10 1,694 9,417 -91
Aug12 111213 98.62 100.33 98.54 100.07 +2.03 980 7,053 +21
Sep12 111213 98.35 100.21 98.25 99.77 +1.95 1,308 10,965 -72
Oct12 111213 99.50 99.50 99.50 99.50 +1.88 571 5,213 -158
Nov12 111213 99.29 99.29 99.29 99.29 +1.82 421 4,651 +71
Dec12 111213 97.11 100.20 97.11 99.07 +1.78 7,252 62,341 +367
Jan13 111213 98.72 98.72 98.72 98.72 +1.75 68 3,005 -47
Feb13 111213 98.36 98.36 98.36 98.36 +1.71 0 649 +0
Mar13 111213 98.02 98.02 98.02 98.02 +1.67 0 1,613 +0
Apr13 111213 97.68 97.68 97.68 97.68 +1.63 0 389 +0
Total Volume and Open Interest 130,876 433,576 +4,570
US Dollar Index(ICE)
Dec11 111213 79.635 80.455 79.350 80.290 +0.710 14,953 53,552 -552
Mar12 111213 80.285 81.105 80.000 80.950 +0.727 3,710 3,502 +1,282
Jun12 111213 80.710 81.430 80.710 81.430 +0.707 0 4 +0
Total Volume and Open Interest 18,663 57,058 +730
Australian Dollar(CME)
Dec11 111213 100.55 101.57 99.72 100.18 -0.38 137,529 91,707 -4,208
Mar12 111213 99.60 100.57 98.75 99.20 -0.37 18,932 61,500 +8,844
Jun12 111213 99.37 99.37 98.42 98.42 -0.38 2 6 -16
Total Volume and Open Interest 156,463 153,331 +4,617
British Pound(CME)
Dec11 111213 155.83 156.28 154.50 154.92 -0.88 91,127 146,112 -12,023
Mar12 111213 155.66 156.14 154.35 154.78 -0.88 11,638 49,292 +7,053
Jun12 111213 154.75 155.52 154.50 154.66 -0.86 0 10 +0
Total Volume and Open Interest 102,765 195,419 -4,970
Canadian Dollar(CME)
Dec11 111213 97.33 97.73 96.60 96.87 -0.54 78,870 109,307 -3,201
Mar12 111213 97.17 97.52 96.43 96.68 -0.53 10,700 45,352 +5,888
Jun12 111213 97.25 97.25 96.50 96.55 -0.52 255 2,040 +146
Sep12 111213 96.45 96.98 96.45 96.45 -0.53 3 1,155 +0
Total Volume and Open Interest 89,833 158,101 +2,833
Japanese Yen(CME)
Dec11 111213 128.31 128.81 128.17 128.23 -0.14 65,954 135,825 -6,849
Mar12 111213 128.65 129.10 128.47 128.52 -0.15 14,909 56,630 +9,375
Jun12 111213 128.80 128.95 128.80 128.80 -0.15 12 52 +12
Total Volume and Open Interest 80,875 192,513 +2,538
Swiss Franc(CME)
Dec11 111213 106.49 107.06 105.50 105.74 -1.01 23,957 39,629 -515
Mar12 111213 106.81 107.29 105.76 105.99 -0.97 2,874 8,868 +1,845
Jun12 111213 106.60 107.21 106.26 106.26 -0.95 0 5 +0
Total Volume and Open Interest 26,831 48,507 +1,330
EuroFX(CME)
Dec11 111213 131.73 132.37 130.09 130.38 -1.48 295,942 229,687 -20,152
Mar12 111213 131.86 132.54 130.25 130.55 -1.45 39,658 79,031 +21,324
Jun12 111213 132.12 132.51 130.68 130.68 -1.41 129 1,275 +57
Total Volume and Open Interest 335,735 310,019 +1,233
Mexican Peso(CME)
Dec11 111213 721.2 728.0 718.8 723.5 +1.5 49,653 63,159 -9,315
Jan12 111213 722.0 722.0 720.2 722.0 +1.8 0 95 +0
Total Volume and Open Interest 68,377 127,370 -3,848
Brazilian Real(CME)
Jan12 111213 535.85 535.85 535.85 535.85 -4.95 0 10,740 +0
Feb12 111213 532.75 532.75 532.75 532.75 -5.10      
Mar12 111213 529.65 529.65 529.65 529.65 -5.20 40 2,544 +20
Apr12 111213 527.05 527.05 527.05 527.05 -5.20      
Total Volume and Open Interest 40 28,605 +10
30-Year T-Bonds(CBOT)
Dec11 111213 142~040 143~190 141~230 143~130 +0~310 6,077 11,446 -2,027
Mar12 111213 141~310 143~090 141~100 143~030 +0~310 277,234 577,033 -1,729
Jun12 111213 140~030 141~250 140~030 141~210 +0~310 139 182 +38
Total Volume and Open Interest 283,450 588,661 -3,718
10-Year T-Notes(CBOT)
Dec11 111213 131~010 131~135 130~240 131~100 +0~090 18,484 46,079 -3,357
Mar12 111213 130~035 130~190 129~275 130~155 +0~090 778,149 1,389,536 -6,952
Jun12 111213 129~155 129~155 129~065 129~155 +0~090      
Total Volume and Open Interest 796,633 1,435,615 -10,309
5-Year T-Notes(CBOT)
Dec11 111213 123~055 123~075 123~046 123~063 +0~001 13,684 51,472 -4,771
Mar12 111213 123~012 123~030 122~123 123~018 +0~001 350,264 1,279,859 +16,193
Jun12 111213 122~042 122~042 122~041 122~042 +0~001      
Total Volume and Open Interest 363,948 1,331,331 +11,422
2 Year T-Notes(CBOT)
Dec11 111213 110~032 110~035 110~030 110~031 -0~002 4,862 28,953 +858
Mar12 111213 110~043 110~045 110~039 110~040 -0~003 143,565 677,688 +8,525
Jun12 111213 110~012 110~015 110~012 110~012 -0~003      
Total Volume and Open Interest 148,427 706,641 +9,383
Eurodollars(CME)
Dec11 111213 99.448 99.448 99.438 99.442 -0.005 95,283 984,048 +543
Mar12 111213 99.375 99.380 99.345 99.355 -0.015 148,300 918,000 +5,489
Jun12 111213 99.335 99.340 99.305 99.310 -0.015 155,975 1,083,567 -7,968
Sep12 111213 99.325 99.330 99.290 99.295 -0.015 163,676 789,816 +9,992
Dec12 111213 99.325 99.330 99.285 99.290 -0.020 147,360 774,366 +13,342
Mar13 111213 99.330 99.340 99.295 99.300 -0.020 119,972 764,492 -6,440
Jun13 111213 99.320 99.330 99.275 99.290 -0.020 105,879 589,464 +11,507
Sep13 111213 99.290 99.295 99.240 99.260 -0.020 111,367 458,752 +9,151
Dec13 111213 99.210 99.215 99.160 99.190 -0.020 106,379 539,975 +13,302
Mar14 111213 99.095 99.100 99.045 99.085 -0.015 66,978 375,897 +3,610
Jun14 111213 98.935 98.945 98.885 98.930 -0.015 51,684 301,536 +264
Sep14 111213 98.755 98.770 98.710 98.760 -0.010 48,173 218,153 +2,268
Dec14 111213 98.570 98.590 98.520 98.580 -0.005 28,787 177,346 -216
Mar15 111213 98.405 98.425 98.350 98.415 unch 19,464 136,996 +1,880
Jun15 111213 6.470 6.515 6.430 6.500 +0.010 19,414 110,671 -2,011
Sep15 111213 6.290 6.345 6.255 6.335 +0.020 16,141 77,429 +1,278
Dec15 111213 6.110 6.170 6.065 6.155 +0.025 10,356 50,237 +1,161
Mar16 111213 5.955 6.025 5.910 6.010 +0.035 8,136 46,297 +271
Total Volume and Open Interest 1,441,285 8,606,042 +58,725
30 Day Federal Funds(CBOT)
Dec11 111213 99.920 99.925 99.920 99.923 +0.003 4,551 67,507 -1,742
Jan12 111213 99.910 99.915 99.910 99.910 unch 2,767 66,924 +1,315
Feb12 111213 99.905 99.910 99.900 99.905 unch 1,091 54,623 +625
Mar12 111213 99.890 99.900 99.890 99.895 unch 1,112 33,506 +665
Apr12 111213 99.885 99.890 99.885 99.885 unch 650 38,389 -100
May12 111213 99.880 99.880 99.875 99.875 unch 242 45,288 -80
Total Volume and Open Interest 18,793 567,758 +1,730
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111213 99.673 99.673 99.673 99.673 unch 500 826 +499
Mar12 111213 99.660 99.660 99.660 99.660 unch 0 40 -260
Jun12 111213 99.662 99.662 99.662 99.662 unch      
Sep12 111213 99.658 99.658 99.658 99.658 unch      
Dec12 111213 99.665 99.665 99.665 99.665 unch      
Mar13 111213 99.655 99.655 99.655 99.655 unch      
Jun13 111213 99.625 99.625 99.625 99.625 unch      
Sep13 111213 99.625 99.625 99.625 99.625 unch      
Dec13 111213 99.485 99.485 99.485 99.485 unch      
Mar14 111213 99.345 99.345 99.345 99.345 unch      
Total Volume and Open Interest 500 866 +239
3-Mth Euro-Yen(SGX)
Mar12 111212 99.66 99.66 99.66 99.66 unch 0 1,937 +0
Jun12 111212 99.66 99.66 99.66 99.66 unch 0 1,440 +0
Sep12 111212 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111212 99.67 99.67 99.67 99.67 unch 0 135 +0
Mar13 111212 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111212 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 111212 99.62 99.62 99.62 99.62 unch 2 2 +2
Dec13 111212 99.49 99.49 99.49 99.49 unch 0 3 +0
Total Volume and Open Interest 2 9,189 -8
Japanese Gov't Bonds(SGX)
Mar12 111212 142.00 142.06 141.78 141.98 -0.06 2,118 15,091 +1,590
Jun12 111212 139.89 139.89 139.89 139.89 -0.06      
Sep12 111212 137.80 137.80 137.80 137.80 -0.06      
Total Volume and Open Interest 3,233 15,095 -10,775
Euro-Bund(EUREX)
Mar12 111213 136.62 136.91 135.97 136.61 +0.07 514,028 830,512 -11,778
Jun12 111213 134.50 134.95 134.50 134.93 +0.05 81 153 +29
Sep12 111213 134.93 134.93 134.93 134.93 +0.05      
Total Volume and Open Interest 514,109 830,665 -11,749
Euro-Bobl(EUREX)
Mar12 111213 123.97 124.08 123.71 123.94 -0.03 279,860 635,522 -11,430
Jun12 111213 123.98 123.98 123.98 123.98 -0.03      
Sep12 111213 123.98 123.98 123.98 123.98 -0.03      
Total Volume and Open Interest 279,860 635,522 -11,430
3-Mth Euribor(EUREX)
Dec11 111213 98.590 98.590 98.590 98.590 +0.005 491 2,015 +411
Mar12 111213 98.795 98.810 98.795 98.810 -0.010 489 1,173 -801
Jun12 111213 98.940 98.940 98.940 98.940 -0.020 0 1,127 +0
Total Volume and Open Interest 997 7,864 -390
Long Gilt(LIFFE)
Dec11 111213 132~23 132~28 132~01 132~11 -0~12 3,503 14,093 -2,808
Mar12 111213 115~16 116~00 115~00 115~17 -0~05 84,486 305,094 +7,696
Total Volume and Open Interest 87,989 319,187 +4,888
3-Mth Short Sterling(LIFFE)
Dec11 111213 98.94 98.94 98.93 98.93 unch 25,470 327,641 +3,897
Mar12 111213 98.87 98.89 98.86 98.87 unch 35,014 308,945 -4,551
Jun12 111213 98.89 98.92 98.88 98.89 -0.01 44,483 219,331 +1,052
Sep12 111213 98.93 98.96 98.91 98.92 -0.01 50,519 216,099 +3,411
Dec12 111213 98.94 98.98 98.92 98.93 -0.01 58,742 184,582 -2,911
Mar13 111213 98.98 99.01 98.95 98.96 -0.01 42,362 196,322 +7,950
Total Volume and Open Interest 350,061 2,027,811 +17,875
3-Mth Euribor(LIFFE)
Dec11 111213 98.585 98.590 98.580 98.590 +0.005 160,118 663,010 -8,797
Mar12 111213 98.810 98.815 98.790 98.810 -0.010 225,201 507,240 -10,736
Jun12 111213 98.940 98.950 98.920 98.940 -0.020 132,772 402,760 +9,227
Total Volume and Open Interest 1,016,523 3,515,408 +8,379
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 111213 96.22 96.27 96.22 96.25 +0.03 19,439 238,818 -3,384
Jun12 111213 96.56 96.68 96.54 96.64 +0.08 14,468 174,869 +488
Sep12 111213 96.55 96.70 96.53 96.65 +0.09 8,148 113,191 +565
Dec12 111213 96.44 96.56 96.42 96.51 +0.07 4,138 68,702 +2,550
Mar13 111213 96.35 96.43 96.33 96.40 +0.06 1,913 51,796 -994
Jun13 111213 96.26 96.32 96.23 96.29 +0.05 903 43,578 -438
Sep13 111213 96.17 96.20 96.09 96.17 +0.04 1,461 24,669 +593
Dec13 111213 95.97 96.09 95.97 96.06 +0.05 1,641 12,971 +814
Mar14 111213 95.85 95.99 95.85 95.98 +0.05 35 1,342 +15
Total Volume and Open Interest 52,186 730,101 +208
10-Year Aus T-Bonds(SFE)
Dec11 111213 96.07 96.18 96.05 96.15 +0.08 101,188 349,134 -25,936
Mar12 111213 96.08 96.19 96.08 96.16 +0.07 83,766 81,179 +58,438
Total Volume and Open Interest 184,954 430,313 +32,502
3-Year Aus T-Bonds(SFE)
Dec11 111213 96.84 96.96 96.82 96.90 +0.06 194,513 454,194 -62,287
Mar12 111213 96.92 97.05 96.92 96.99 +0.06 123,726 115,251 +104,117
Total Volume and Open Interest 318,239 569,445 +41,830
Gold(CMX)
Dec11 111213 1654.7 1671.8 1628.0 1659.9 -4.3 568 1,545 +189
Feb12 111213 1668.0 1681.7 1625.5 1663.1 -5.1 105,584 261,430 -865
Apr12 111213 1670.2 1683.6 1628.2 1665.2 -5.2 3,497 34,723 +292
Jun12 111213 1675.8 1680.3 1632.5 1667.5 -5.2 1,423 22,834 -201
Aug12 111213 1664.7 1676.6 1635.3 1669.6 -5.3 616 13,398 -169
Oct12 111213 1667.4 1671.8 1637.7 1671.8 -5.4 23 8,648 +0
Dec12 111213 1680.1 1691.0 1640.6 1674.0 -5.5 479 22,376 +310
Feb13 111213 1683.2 1684.7 1676.6 1676.6 -5.5 7 2,934 +4
Apr13 111213 1679.2 1679.2 1679.2 1679.2 -5.5 0 1,374 -5
Jun13 111213 1682.2 1682.2 1682.2 1682.2 -5.4 106 9,672 +106
Aug13 111213 1685.6 1685.6 1685.6 1685.6 -5.3 0 45 +0
Oct13 111213 1689.2 1689.2 1689.2 1689.2 -5.2      
Total Volume and Open Interest 113,304 424,055 -187
Silver(CMX)
Dec11 111213 3127.5 3140.0 3045.0 3119.5 +26.0 109 376 -15
Mar12 111213 3134.0 3203.5 3045.5 3126.0 +25.8 30,861 52,576 -1,524
May12 111213 3142.0 3205.0 3070.5 3131.5 +26.1 1,923 7,692 +716
Jul12 111213 3157.0 3157.0 3074.0 3135.9 +26.2 164 2,944 -10
Sep12 111213 3141.0 3141.0 3080.0 3139.5 +26.3 164 2,017 +65
Dec12 111213 3157.0 3157.0 3069.0 3144.1 +26.5 924 13,248 +65
Mar13 111213 3115.5 3142.8 3085.5 3142.8 +26.8 1 1,155 -2
Total Volume and Open Interest 35,454 96,348 -413
Platinum(NYMEX)
Jan12 111213 1487.0 1506.0 1470.1 1492.3 +5.4 9,504 30,232 -1,983
Apr12 111213 1493.0 1512.0 1477.6 1499.9 +5.7 2,996 12,293 +2,306
Jul12 111213 1508.6 1511.0 1503.9 1503.9 +5.3 26 516 +12
Oct12 111213 1507.9 1507.9 1507.9 1507.9 +5.3 0 59 +0
Total Volume and Open Interest 12,528 43,100 +333
Palladium(NYMEX)
Dec11 111213 663.70 663.70 662.15 662.15 +1.15 32 700 -24
Mar12 111213 6.99 19.04 640.20 8.79 +1.15 4,918 17,085 -703
Jun12 111213 10.29 10.29 652.00 10.29 +1.15 7 339 +2
Total Volume and Open Interest 4,967 18,264 -715
Copper(CMX)
Dec11 111213 344.30 347.60 337.95 343.25 -2.20 327 1,898 -285
Mar12 111213 345.30 349.45 337.80 344.15 -2.25 38,109 68,796 -494
May12 111213 346.20 350.15 340.00 345.45 -2.20 2,730 21,478 +1,345
Jul12 111213 347.15 350.10 341.70 346.20 -2.25 839 5,458 +12
Sep12 111213 348.90 348.95 343.80 346.80 -2.20 10 3,397 +10
Total Volume and Open Interest 44,039 114,085 +1,479
DJIA Index(CBOT)
Dec11 111213 12057 12131 11920 11964 -47 5,304 17,165 -359
Mar12 111213 11951 12063 11830 11895 -48 3,570 6,412 +1,932
Jun12 111213 11838 11876 11838 11838 -38 0 400 +0
Sep12 111213 11775 11813 11775 11775 -38      
Total Volume and Open Interest 8,874 23,977 +1,573
E-mini DJIA Index(CBOT)
Dec11 111213 12012 12144 11900 11964 -47 76,114 90,312 +1,716
Mar12 111213 11941 12075 11829 11895 -48 131,226 38,080 +15,738
Jun12 111213 11885 11970 11838 11838 -38 4 23 +1
Sep12 111213 11775 11775 11775 11775 -38 0 9 +0
Total Volume and Open Interest 207,344 128,424 +17,455
S & P 500(CME)
Dec11 111213 1242.50 1249.30 1219.50 1226.30 -8.90 50,079 233,041 -30,060
Mar12 111213 1229.00 1243.50 1213.00 1220.20 -9.10 47,666 92,461 +22,311
Jun12 111213 1214.70 1237.80 1208.80 1214.70 -9.10 25 3,312 -27
Sep12 111213 1209.40 1232.50 1203.50 1209.40 -9.10 0 909 -4
Total Volume and Open Interest 97,770 329,824 -7,780
S & P 500 E-Mini(Globex)
Dec11 111213 1235.00 1249.75 1218.50 1226.25 -9.00 1,143,695 2,048,005 -340,213
Mar12 111213 1229.25 1244.00 1212.50 1220.25 -9.00 2,410,241 1,205,923 +374,447
Total Volume and Open Interest 3,554,003 3,257,958 +34,159
NASDAQ 100(CME)
Dec11 111213 2310.00 2317.00 2259.00 2271.00 -23.00 1,447 28,913 -182
Mar12 111213 2292.30 2315.00 2255.00 2267.50 -23.00 658 1,168 +404
Jun12 111213 2264.50 2265.00 2264.50 2264.50 -23.00      
Total Volume and Open Interest 2,105 30,081 +222
NASDAQ 100 E-Mini(Globex)
Dec11 111213 2294.30 2318.00 2258.30 2271.00 -23.00 124,579 267,818 -26,516
Mar12 111213 2291.50 2314.80 2255.00 2267.50 -23.00 234,510 94,750 +51,547
Total Volume and Open Interest 359,089 362,597 +25,031
S & P Midcap 400(CME)
Dec11 111213 879.00 879.00 853.80 853.80 -17.50 448 6,199 -9
Mar12 111213 850.80 850.80 845.00 850.80 -17.80 175 142 +135
Jun12 111213 848.80 848.80 848.80 848.80 -17.80      
Total Volume and Open Interest 623 6,341 +126
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111213 8580 8620 8460 8510 -45 3,023 22,326 +363
Jun12 111213 8560 8560 8450 8450 -45 10 5 +5
Total Volume and Open Interest 3,033 22,331 -13,470
Nikkei 225(SGX)
Dec11 111208 8730 8730 8610 8685 -20 146,620 217,883 +388
Mar12 111213 8570 8610 8555 8565 -50 108,755 173,619 +5,006
Jun12 111213 8450 8490 8450 8490 -50 256 268 +254
Total Volume and Open Interest 109,480 182,794 -163,969
CAC 40(EURONEXT)
Dec11 111213 3102.5 3112.5 3032.5 3078.5 -11.0 105,582 283,533 -5,778
Jan12 111213 3097.0 3106.5 3030.0 3073.0 -11.0 11,181 39,067 +8,424
Feb12 111213 3106.5 3106.5 3074.0 3074.0 -13.5 3 15 +1
Total Volume and Open Interest 116,840 323,463 +2,699
Hang Seng Index(HKFE)
Dec11 111213 18347 18483 18264 18439 -50 81,311 86,185 +1,794
Jan12 111213 18375 18474 18270 18441 -39 910 1,319 +143
Total Volume and Open Interest 82,433 91,162 +1,971
DAX(EUREX)
Dec11 111213 5819.0 5854.5 5700.0 5769.5 -28.0 191,434 163,180 +1,885
Mar12 111213 5816.5 5862.0 5708.0 5777.5 -28.0 8,136 19,805 +3,392
Jun12 111213 5842.5 5865.0 5745.0 5791.5 -29.0 1,516 3,115 +103
Total Volume and Open Interest 201,086 186,100 +5,380
FT-SE 100(EURONEXT)
Dec11 111213 5441.50 5527.50 5413.00 5486.50 +46.00 159,825 546,927 -35,451
Mar12 111213 5404.50 5490.50 5377.00 5449.00 +46.50 52,098 109,169 +41,418
Jun12 111213 5397.50 5404.50 5397.50 5404.50 +46.00 1,500 3,219 +1,378
Total Volume and Open Interest 213,423 659,315 +7,345
SPI 200(SFE)
Dec11 111213 4258.0 4261.0 4171.0 4184.0 -76.0 68,975 224,481 -9,237
Mar12 111213 4243.0 4243.0 4161.0 4169.0 -75.0 39,183 37,587 +30,648
Jun12 111213 4173.0 4173.0 4173.0 4173.0 -79.0 33 1,721 +17
Total Volume and Open Interest 108,226 266,910 +21,414
GSCI(CME)
Dec11 111213 641.30 652.00 638.95 648.20 +9.20 2,117 3,872 -1,644
Jan12 111213 642.00 652.75 639.70 649.00 +9.25 2,058 4,562 +1,802
Feb12 111213 650.50 654.00 641.20 650.50 +9.25      
Total Volume and Open Interest 4,175 8,434 +158
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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