Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Wed December 14, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111214 1115.25 1119.25 1094.25 1100.00 -18.50 109,597 167,379 -14,440
Mar12 111214 1126.00 1129.75 1104.50 1110.00 -19.00 59,210 149,885 +11,465
May12 111214 1136.25 1140.00 1115.50 1120.75 -19.00 21,078 90,385 -1,691
Jul12 111214 1147.25 1150.75 1126.00 1131.25 -18.75 13,181 76,000 +1,567
Aug12 111214 1139.50 1149.50 1127.00 1130.50 -19.00 116 1,226 +4
Sep12 111214 1140.00 1143.50 1124.00 1124.50 -19.00 67 885 -2
Nov12 111214 1137.00 1142.50 1115.75 1121.50 -20.00 4,719 53,346 +522
Total Volume and Open Interest 208,252 556,510 -2,510
Soybean Meal(CBOT)
Dec11 111214 282.80 282.80 278.00 280.60 -1.60 548 325 -126
Jan12 111214 283.00 283.50 277.80 282.20 -1.20 35,047 66,065 -1,682
Mar12 111214 287.00 287.60 282.00 286.30 -1.60 15,600 54,078 +2,378
May12 111214 290.90 299.20 285.70 290.10 -1.60 4,388 28,773 +225
Jul12 111214 294.10 295.10 289.50 293.90 -1.50 4,747 30,005 +522
Aug12 111214 292.10 296.70 291.10 295.10 -1.60 269 5,020 -6
Sep12 111214 292.50 295.60 292.50 295.60 -1.80 438 5,309 +23
Oct12 111214 290.10 296.20 290.10 293.90 -2.30 113 3,381 +37
Total Volume and Open Interest 63,305 216,136 +2,062
Soybean Oil(CBOT)
Dec11 111214 48.65 48.99 48.25 48.58 -0.41 182 215 -36
Jan12 111214 49.25 49.57 48.34 48.40 -0.85 57,231 95,701 -4,741
Mar12 111214 49.65 49.94 48.71 48.80 -0.83 29,069 110,945 +4,508
May12 111214 50.06 50.30 49.10 49.18 -0.83 7,334 47,450 +614
Jul12 111214 50.42 50.62 49.42 49.50 -0.82 3,638 33,932 +20
Aug12 111214 49.99 50.15 49.56 49.58 -0.81 297 4,340 +38
Sep12 111214 50.19 50.19 49.53 49.60 -0.82 263 5,025 +112
Oct12 111214 50.46 50.51 49.46 49.46 -0.82 359 4,939 +165
Total Volume and Open Interest 99,318 320,713 +770
Canola(WCE)
Jan12 111214 505.3 509.0 501.0 502.0 -4.3 8,637 40,552 -2,169
Mar12 111214 505.8 510.5 501.6 502.7 -4.1 9,468 57,203 +2,164
May12 111214 509.2 512.2 503.5 503.5 -5.8 791 16,163 -310
Jul12 111214 511.3 512.0 505.3 505.5 -6.3 460 13,084 -49
Nov12 111214 485.3 487.0 481.1 482.0 -5.3 274 16,779 +30
Total Volume and Open Interest 19,630 144,250 -334
Corn(CBOT)
Dec11 111214 588.25 590.75 577.00 580.00 -8.50 2,335 2,544 -1,368
Mar12 111214 593.50 598.00 578.50 580.75 -13.75 112,129 559,548 -485
May12 111214 602.25 606.00 587.00 589.25 -14.00 27,064 165,029 +5,195
Jul12 111214 609.25 612.50 595.00 595.75 -13.50 18,201 152,014 +410
Sep12 111214 577.50 578.50 562.00 564.50 -14.00 2,986 38,783 +720
Dec12 111214 553.50 554.00 539.00 540.50 -14.25 11,812 185,876 +121
Total Volume and Open Interest 175,401 1,159,176 +4,758
Wheat(CBOT)
Dec11 111214 583.25 598.00 583.25 588.00 -3.75 87 280 -22
Mar12 111214 600.00 602.75 579.00 580.75 -19.75 37,892 176,246 -352
May12 111214 619.75 622.00 599.75 601.25 -19.00 8,146 66,278 +911
Jul12 111214 631.50 635.00 613.25 615.00 -18.25 10,138 68,754 -299
Sep12 111214 651.50 651.50 632.25 632.75 -18.75 2,666 15,297 +655
Total Volume and Open Interest 62,071 374,295 +1,673
Wheat(KCBT)
Dec11 111214 625.75 625.75 625.75 625.75 -24.00 30 32 -18
Mar12 111214 656.00 658.75 635.00 635.50 -20.50 6,161 71,264 -42
May12 111214 664.25 667.25 644.00 644.25 -20.00 1,512 15,581 +16
Jul12 111214 672.00 675.00 651.75 651.75 -20.75 1,100 38,413 -62
Sep12 111214 689.75 689.75 666.75 666.75 -20.75 433 5,958 +297
Total Volume and Open Interest 9,578 138,017 +332
Wheat(MGE)
Dec11 111214 850.75 850.75 846.00 846.00 -5.50 7 34 -7
Mar12 111214 830.00 831.00 813.50 815.75 -14.25 2,500 17,595 -640
May12 111214 810.00 812.00 794.00 796.00 -14.50 794 7,724 +196
Jul12 111214 793.00 794.00 785.25 788.50 -12.75 584 7,549 -39
Sep12 111214 770.00 770.00 760.00 761.50 -15.00 270 4,163 +41
Total Volume and Open Interest 4,374 39,948 -310
Oats(CBOT)
Dec11 111214 305.00 306.50 305.00 305.00 -1.50 0 1 -2
Mar12 111214 310.00 310.00 297.50 302.25 -7.25 416 11,029 -151
May12 111214 307.50 312.75 301.50 306.25 -6.50 56 1,517 +26
Jul12 111214 309.50 315.50 307.00 308.75 -6.75 0 113 +0
Total Volume and Open Interest 477 12,819 -124
Rough Rice(CBOT)
Jan12 111214 13.88 13.90 13.65 13.65 -0.20 891 7,842 -253
Mar12 111214 14.14 14.19 13.93 13.93 -0.20 536 8,362 +77
May12 111214 14.33 14.39 14.23 14.23 -0.20 50 809 +36
Jul12 111214 14.59 14.59 14.50 14.50 -0.19 0 613 +0
Total Volume and Open Interest 1,477 17,813 -140
Live Cattle(CME)
Dec11 111214 117.900 118.250 117.385 118.180 +0.280 3,975 15,248 -1,894
Feb12 111214 118.650 118.980 118.100 118.785 +0.135 24,691 130,651 -1,271
Apr12 111214 122.800 122.800 121.930 122.430 -0.370 10,512 88,220 -563
Jun12 111214 121.730 121.730 120.650 121.035 -0.695 6,705 53,822 +690
Aug12 111214 122.300 122.300 121.480 122.080 -0.400 2,119 13,516 +383
Oct12 111214 124.930 125.150 124.450 125.080 -0.470 772 7,043 +249
Total Volume and Open Interest 49,029 313,453 -2,367
Feeder Cattle(CME)
Jan12 111214 143.600 144.050 142.685 143.750 -0.150 2,880 10,751 -586
Mar12 111214 145.535 146.200 144.880 145.735 -0.115 2,024 8,773 +242
Apr12 111214 146.750 147.350 146.250 147.000 -0.235 572 3,052 -11
May12 111214 147.130 148.130 146.935 147.825 -0.110 534 3,427 +83
Aug12 111214 149.600 149.750 148.750 149.600 -0.435 242 3,140 -18
Sep12 111214 150.000 150.000 149.300 150.000 -0.500 32 536 +10
Oct12 111214 149.800 150.130 149.400 150.000 -0.750 7 181 +5
Total Volume and Open Interest 6,292 29,880 -274
Lean Hogs(CME)
Dec11 111214 85.750 85.800 85.550 85.700 -0.100 3,687 8,093 -1,284
Feb12 111214 86.300 86.785 85.700 86.330 -0.070 16,598 92,317 -964
Apr12 111214 88.830 89.200 88.100 88.600 -0.300 6,672 62,550 -586
May12 111214 94.800 94.850 93.850 94.680 -0.070 63 2,546 -25
Jun12 111214 95.800 95.980 95.150 95.285 -0.500 4,220 45,851 -535
Jul12 111214 95.250 95.250 94.300 94.400 -1.080 1,979 13,064 +466
Aug12 111214 93.480 93.850 93.000 93.350 -0.630 961 14,181 -18
Oct12 111214 82.700 83.200 82.200 82.750 -0.500 496 8,823 +7
Total Volume and Open Interest 34,828 251,503 -2,897
Class III Milk(CME)
Dec11 111214 18.54 18.57 18.54 18.56 unch 180 5,727 -49
Jan12 111214 16.76 16.77 16.62 16.66 -0.12 504 5,133 -9
Feb12 111214 16.96 17.06 16.94 16.94 -0.05 235 4,089 +122
Mar12 111214 16.95 17.05 16.95 17.01 +0.01 123 3,337 +13
Apr12 111214 16.92 16.95 16.90 16.90 -0.03 50 2,496 +21
Total Volume and Open Interest 1,334 33,297 +159
Cocoa(ICE)
Dec11 111214 2023 2023 2023 2023 -78 5 35 -16
Mar12 111214 2256 2274 2155 2180 -63 33,992 83,890 -325
May12 111214 2262 2285 2173 2200 -60 6,215 35,580 +1,117
Jul12 111214 2289 2295 2200 2219 -58 1,767 15,919 +110
Sep12 111214 2299 2313 2210 2230 -55 977 14,157 +386
Dec12 111214 2309 2323 2222 2244 -50 445 13,931 +270
Mar13 111214 2333 2333 2240 2261 -45 189 4,672 +71
Total Volume and Open Interest 43,739 171,269 +1,702
Coffee "C"(ICE)
Dec11 111214 219.25 219.25 213.50 215.10 -3.55 53 71 +1
Mar12 111214 222.30 222.90 217.25 218.00 -4.95 12,916 57,917 -434
May12 111214 225.70 225.70 220.10 220.80 -4.90 3,138 24,159 +793
Jul12 111214 228.20 228.20 222.75 223.40 -4.80 1,641 6,915 +61
Sep12 111214 228.15 228.15 225.00 225.40 -4.65 790 6,098 +133
Dec12 111214 230.00 230.10 227.05 227.45 -4.30 194 6,669 +56
Total Volume and Open Interest 18,760 103,051 +629
Orange Juice(ICE)
Jan12 111214 167.35 168.00 166.00 167.75 +0.40 3,115 14,495 -1,392
Mar12 111214 163.25 163.95 162.60 163.65 +0.50 1,672 10,748 +510
May12 111214 162.25 162.70 161.85 162.70 +0.45 249 1,946 +57
Jul12 111214 162.00 162.70 162.00 162.70 +0.35 108 752 +97
Sep12 111214 162.35 162.35 162.35 162.35 +0.30 0 58 +0
Nov12 111214 161.35 161.35 161.35 161.35 +0.10 0 13 +0
Total Volume and Open Interest 5,144 28,021 -728
Sugar #11(ICE)
Mar12 111214 23.41 23.53 22.68 22.80 -0.64 27,518 210,816 -641
May12 111214 23.05 23.10 22.30 22.36 -0.69 7,513 91,589 -140
Jul12 111214 22.62 22.71 21.99 22.04 -0.68 5,175 92,768 +289
Oct12 111214 22.85 22.85 22.22 22.33 -0.56 1,462 48,788 +96
Mar13 111214 23.28 23.28 22.66 22.82 -0.50 616 31,101 +236
Total Volume and Open Interest 42,864 523,450 -68
London Cocoa(LCE)
Dec11 111213 1360 1404 1360 1403 +41 8,292 9,899 -5,304
Mar12 111214 1477 1482 1414 1423 -50 29,941 83,728 +4,359
May12 111214 1497 1499 1433 1440 -50 5,267 22,735 -391
Jul12 111214 1515 1515 1450 1458 -50 2,349 27,927 +32
Sep12 111214 1528 1528 1467 1474 -50 1,605 19,556 +150
Dec12 111214 1541 1543 1476 1487 -51 1,044 13,976 +497
Mar13 111214 1535 1535 1498 1498 -52 519 7,967 +186
Total Volume and Open Interest 56,088 183,363 -349
London Sugar(LCE)
Mar12 111214 610.00 610.30 592.60 597.70 -10.90 4,234 25,389 +149
May12 111214 601.50 601.80 586.00 589.80 -11.20 844 7,903 +116
Aug12 111214 594.90 595.60 580.00 583.30 -11.20 340 10,184 +41
Oct12 111214 596.60 596.70 582.50 585.90 -10.50 135 3,835 +20
Dec12 111214 594.20 594.20 589.60 589.60 -10.40 38 1,407 -21
Total Volume and Open Interest 5,620 49,947 +327
Cotton(ICE)
Mar12 111214 87.31 87.42 84.35 85.12 -2.19 12,339 91,295 +996
May12 111214 86.63 87.22 84.23 84.79 -2.38 2,415 22,650 +510
Jul12 111214 86.35 86.92 84.01 84.56 -2.32 1,825 20,088 +637
Oct12 111214 85.26 85.26 85.26 85.26 -2.02 0 84 +0
Dec12 111214 85.09 85.09 83.25 83.72 -1.96 377 8,093 +256
Mar13 111214 84.67 84.67 84.67 84.67 -2.08 17 428 +2
Total Volume and Open Interest 17,004 143,510 +2,390
Lumber(CME)
Jan12 111214 227.1 229.4 219.6 224.7 -4.9 913 5,632 -161
Mar12 111214 242.0 242.4 235.0 237.5 -7.5 646 4,597 -16
May12 111214 258.0 258.0 254.5 255.0 -9.5 63 921 +10
Jul12 111214 269.0 269.0 264.5 264.5 -10.0 10 287 +2
Total Volume and Open Interest 1,633 11,552 -165
Crude Oil(NYM)
Jan12 111214 100.33 100.33 94.21 94.95 -5.19 279,146 159,333 -28,973
Feb12 111214 100.45 100.45 94.43 95.14 -5.18 90,872 185,021 +14,732
Mar12 111214 100.47 100.47 94.65 95.37 -5.11 53,778 127,648 +6,415
Apr12 111214 100.50 100.51 94.90 95.59 -5.06 18,817 61,094 +751
May12 111214 100.58 100.61 95.02 95.72 -5.00 16,038 64,096 +3,159
Jun12 111214 100.63 100.63 95.00 95.68 -4.92 24,516 84,338 +1,809
Jul12 111214 99.67 99.68 94.77 95.52 -4.84 6,212 35,192 -97
Aug12 111214 99.58 99.69 94.99 95.30 -4.77 3,224 28,529 -42
Sep12 111214 98.88 98.88 94.90 95.08 -4.69 4,229 29,973 -564
Oct12 111214 96.73 96.73 94.89 94.89 -4.61 1,534 28,755 -258
Nov12 111214 98.05 98.05 94.45 94.76 -4.53 2,454 30,694 +237
Dec12 111214 98.57 98.82 93.99 94.62 -4.45 21,427 171,157 +1,707
Jan13 111214 94.35 94.35 94.35 94.35 -4.37 1,305 30,822 +48
Feb13 111214 94.04 94.04 94.04 94.04 -4.32 314 12,774 -35
Mar13 111214 94.00 94.00 93.74 93.74 -4.28 814 12,722 +469
Apr13 111214 93.43 93.43 93.43 93.43 -4.25 168 6,061 +81
Total Volume and Open Interest 539,270 1,325,786 +1,039
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111214 100.275 100.300 94.225 94.950 -5.200 6,553 1,828 -299
Feb12 111214 100.425 100.425 94.450 95.150 -5.175 484 490 +26
Mar12 111214 100.200 100.300 94.900 95.375 -5.100 87 244 +28
Apr12 111214 96.275 96.275 95.600 95.600 -5.050 10 226 +9
May12 111214 95.725 95.725 95.725 95.725 -5.000 0 24 +0
Jun12 111214 97.700 97.700 95.675 95.675 -4.925 4 19 +0
Jul12 111214 95.525 95.525 95.525 95.525 -4.825 0 4 +0
Aug12 111214 95.300 95.300 95.300 95.300 -4.775 0 5 +0
Sep12 111214 95.075 95.075 95.075 95.075 -4.700      
Total Volume and Open Interest 7,150 3,054 -247
Heating Oil(NYM)
Jan12 111214 293.15 293.35 281.75 282.99 -9.89 52,060 64,547 -7,432
Feb12 111214 293.91 294.38 282.74 283.86 -10.14 22,466 53,147 +2,316
Mar12 111214 294.63 294.83 283.39 284.38 -10.25 15,420 37,889 -402
Apr12 111214 292.00 292.00 283.35 283.92 -10.39 6,062 23,203 -362
May12 111214 292.20 292.20 282.41 282.94 -10.73 4,309 18,811 +633
Jun12 111214 292.16 292.90 281.50 282.13 -10.96 7,670 34,606 +628
Jul12 111214 287.50 288.48 282.06 282.42 -11.08 954 9,935 -201
Aug12 111214 288.88 288.88 282.41 282.83 -11.12 252 4,531 +33
Sep12 111214 289.20 289.20 283.00 283.53 -11.12 202 6,744 +26
Oct12 111214 292.00 293.06 283.99 284.53 -11.15 91 2,555 +49
Nov12 111214 291.22 291.22 285.00 285.50 -11.13 141 1,902 +45
Dec12 111214 291.26 292.01 285.85 286.22 -11.11 2,462 18,502 -45
Total Volume and Open Interest 112,339 279,211 -4,589
Gasoline(NYMEX)
Jan12 111214 263.00 263.12 248.80 250.37 -12.17 39,741 57,494 -8,004
Feb12 111214 262.94 263.62 250.00 251.44 -12.26 21,503 41,305 +881
Mar12 111214 265.37 265.37 251.69 252.97 -12.35 12,683 40,669 +1,430
Apr12 111214 277.29 277.29 265.18 266.47 -12.29 6,908 30,367 +558
May12 111214 278.38 278.38 265.10 266.39 -12.20 4,567 21,759 +463
Jun12 111214 276.30 276.75 263.77 264.69 -12.07 5,207 30,300 +162
Jul12 111214 273.00 273.00 262.46 262.53 -11.92 1,840 9,106 +433
Aug12 111214 268.00 268.00 260.16 260.19 -11.83 841 8,650 -29
Sep12 111214 264.50 264.50 257.41 257.41 -11.74 378 7,048 +74
Oct12 111214 250.40 250.40 244.48 244.68 -11.70 230 5,348 +8
Total Volume and Open Interest 95,481 271,597 -3,969
e-miNY RBOB Gasoline(NYM)
Jan12 111214 250.40 250.40 250.37 250.40 -12.10 0 1 +0
Feb12 111214 251.40 251.44 251.40 251.40 -12.30 0 1 +0
Mar12 111214 253.00 253.00 252.97 253.00 -12.30      
Apr12 111214 266.50 266.50 266.47 266.50 -12.30      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111214 3.285 3.287 3.126 3.136 -0.143 128,726 175,791 -19,101
Feb12 111214 3.328 3.330 3.175 3.187 -0.134 55,878 110,450 +1,353
Mar12 111214 3.347 3.350 3.210 3.223 -0.120 58,066 179,337 +8,689
Apr12 111214 3.395 3.395 3.268 3.279 -0.113 33,320 107,452 +1,729
May12 111214 3.435 3.435 3.315 3.325 -0.111 11,813 59,059 +2,308
Jun12 111214 3.466 3.466 3.359 3.370 -0.108 5,672 25,607 -332
Jul12 111214 3.485 3.485 3.413 3.423 -0.107 4,638 23,051 +205
Aug12 111214 3.530 3.530 3.437 3.449 -0.106 2,716 14,022 +523
Sep12 111214 3.536 3.536 3.443 3.452 -0.107 3,944 19,321 +1,745
Oct12 111214 3.568 3.568 3.477 3.488 -0.106 10,057 63,353 +1,434
Nov12 111214 3.695 3.695 3.616 3.626 -0.101 3,215 28,287 +642
Dec12 111214 3.958 3.976 3.885 3.899 -0.097 2,479 23,131 -170
Jan13 111214 4.100 4.100 4.010 4.022 -0.095 2,935 33,666 +457
Feb13 111214 4.068 4.068 4.009 4.015 -0.093 399 6,918 +11
Mar13 111214 4.037 4.037 3.972 3.977 -0.090 1,380 16,534 +778
Apr13 111214 3.984 3.984 3.890 3.900 -0.084 2,507 23,218 +156
Total Volume and Open Interest 330,086 973,323 +1,363
Brent Crude Oil(ICE)
Jan12 111214 109.47 109.50 104.36 105.02 -4.48 141,316 67,831 -20,451
Feb12 111214 109.04 109.08 103.61 104.25 -4.83 119,294 174,150 -1,026
Mar12 111214 108.48 108.79 103.34 103.92 -4.87 53,383 135,605 +11,281
Apr12 111214 108.13 108.34 103.14 103.69 -4.90 22,808 43,992 -463
May12 111214 108.05 108.11 103.11 103.48 -4.90 15,360 27,300 +390
Jun12 111214 107.69 108.12 102.75 103.28 -4.88 27,158 73,409 -2,419
Jul12 111214 107.39 107.49 102.72 103.07 -4.85 6,952 18,738 +274
Aug12 111214 107.10 107.20 102.47 102.82 -4.81 5,969 27,818 +1,471
Sep12 111214 106.74 106.85 102.17 102.52 -4.75 5,711 35,490 +821
Oct12 111214 106.06 106.06 102.10 102.26 -4.68 3,247 14,750 +280
Nov12 111214 102.01 102.01 102.01 102.01 -4.62 2,666 16,359 +458
Dec12 111214 105.77 106.14 101.18 101.71 -4.57 18,390 97,443 -1,319
Jan13 111214 101.41 101.41 101.41 101.41 -4.51 779 12,229 +215
Feb13 111214 101.07 101.07 101.07 101.07 -4.46 199 6,485 -21
Total Volume and Open Interest 430,996 910,497 -9,674
Gas Oil(ICE)
Jan12 111214 929.25 930.75 893.50 904.75 -27.75 87,996 140,685 -3,522
Feb12 111214 926.50 928.25 890.50 902.25 -27.25 53,902 77,159 +1,297
Mar12 111214 924.00 925.50 889.75 900.00 -27.00 22,985 53,208 -199
Apr12 111214 921.25 923.25 888.50 898.50 -26.75 13,128 24,718 -543
May12 111214 920.00 922.25 887.00 897.50 -26.50 9,370 27,702 +80
Jun12 111214 920.00 922.25 886.25 897.50 -26.50 13,023 41,273 -1,785
Jul12 111214 921.25 923.50 888.50 899.00 -26.25 3,167 16,911 -59
Aug12 111214 922.00 922.75 889.25 899.75 -26.25 2,252 13,710 +39
Sep12 111214 922.50 924.50 890.00 900.25 -26.00 1,361 14,739 +165
Oct12 111214 924.00 924.00 890.00 900.00 -26.00 894 9,650 +146
Total Volume and Open Interest 216,425 500,974 -19,947
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111214 2.100 2.100 2.055 2.066 -0.045 36 1,210 -4
Feb12 111214 2.070 2.070 2.043 2.053 -0.036 237 1,321 -134
Mar12 111214 2.085 2.085 2.070 2.075 -0.044 70 1,630 -14
Apr12 111214 2.088 2.088 2.088 2.088 -0.044 11 737 -1
May12 111214 2.120 2.120 2.100 2.103 -0.044 62 938 +32
Jun12 111214 2.126 2.130 2.120 2.122 -0.032 75 592 -8
Jul12 111214 2.145 2.145 2.140 2.141 -0.028 45 845 +16
Total Volume and Open Interest 760 10,330 -186
WTI Crude Oil(ICE)
Jan12 111214 99.88 100.07 94.24 94.95 -5.19 52,898 52,123 -4,922
Feb12 111214 100.20 100.25 94.45 95.14 -5.18 19,786 66,372 +3,659
Mar12 111214 100.13 100.39 94.68 95.37 -5.11 13,526 34,387 +1,880
Apr12 111214 100.06 100.07 94.95 95.59 -5.06 4,958 25,634 +773
May12 111214 100.12 100.13 95.08 95.72 -5.00 3,512 15,364 +701
Jun12 111214 100.00 100.01 95.03 95.68 -4.92 7,649 49,699 +793
Jul12 111214 98.91 98.91 95.52 95.52 -4.84 1,526 9,502 +85
Aug12 111214 98.63 98.63 95.30 95.30 -4.77 989 7,146 +93
Sep12 111214 98.33 98.35 94.43 95.08 -4.69 1,080 10,944 -21
Oct12 111214 94.89 94.89 94.89 94.89 -4.61 421 5,203 -10
Nov12 111214 94.76 94.76 94.76 94.76 -4.53 396 4,620 -31
Dec12 111214 98.79 98.83 93.97 94.62 -4.45 6,029 62,950 +609
Jan13 111214 94.35 94.35 94.35 94.35 -4.37 0 3,005 +0
Feb13 111214 94.04 94.04 94.04 94.04 -4.32 0 640 -9
Mar13 111214 93.74 93.74 93.74 93.74 -4.28 0 1,613 +0
Apr13 111214 93.43 93.43 93.43 93.43 -4.25 0 389 +0
Total Volume and Open Interest 115,833 437,448 +3,872
US Dollar Index(ICE)
Dec11 111214 80.290 80.775 80.140 80.622 +0.332 33,591 50,021 -3,531
Mar12 111214 80.980 81.415 80.780 81.290 +0.340 17,713 12,034 +8,532
Jun12 111214 81.790 81.790 81.790 81.790 +0.360 720 504 +500
Total Volume and Open Interest 52,024 62,559 +5,501
Australian Dollar(CME)
Dec11 111214 100.01 100.39 98.78 98.87 -1.31 103,358 84,718 -6,989
Mar12 111214 99.05 99.40 97.82 97.91 -1.29 22,159 66,958 +5,458
Jun12 111214 98.41 98.42 97.16 97.16 -1.26 1 6 +0
Total Volume and Open Interest 125,518 151,800 -1,531
British Pound(CME)
Dec11 111214 154.82 155.31 154.07 154.67 -0.25 100,879 133,594 -12,518
Mar12 111214 154.77 155.17 153.94 154.53 -0.25 30,802 71,338 +22,046
Jun12 111214 154.42 154.66 154.42 154.42 -0.24 0 10 +0
Total Volume and Open Interest 131,681 204,947 +9,528
Canadian Dollar(CME)
Dec11 111214 96.74 96.87 95.92 96.10 -0.77 76,786 97,110 -12,197
Mar12 111214 96.64 96.64 95.73 95.92 -0.76 22,783 60,901 +15,549
Jun12 111214 96.30 96.55 95.70 95.81 -0.74 247 2,202 +162
Sep12 111214 95.85 96.45 95.72 95.74 -0.71 0 1,155 +0
Total Volume and Open Interest 99,816 161,615 +3,514
Japanese Yen(CME)
Dec11 111214 128.21 128.34 127.93 128.08 -0.15 84,576 123,962 -11,863
Mar12 111214 128.52 128.64 128.24 128.39 -0.13 24,567 71,421 +14,791
Jun12 111214 128.66 128.80 128.66 128.69 -0.11 39 72 +20
Total Volume and Open Interest 109,182 195,461 +2,948
Swiss Franc(CME)
Dec11 111214 105.73 106.05 104.84 104.90 -0.84 31,067 37,579 -2,050
Mar12 111214 105.90 106.31 105.12 105.18 -0.81 13,369 16,081 +7,213
Jun12 111214 105.49 106.26 105.49 105.49 -0.77 1 5 +0
Total Volume and Open Interest 44,437 53,670 +5,163
EuroFX(CME)
Dec11 111214 130.33 130.65 129.45 129.75 -0.63 260,451 215,824 -13,863
Mar12 111214 130.47 130.83 129.65 129.94 -0.61 85,459 101,524 +22,493
Jun12 111214 130.45 130.80 129.97 130.11 -0.57 113 1,305 +30
Total Volume and Open Interest 346,034 318,679 +8,660
Mexican Peso(CME)
Dec11 111214 723.5 723.5 715.8 718.0 -5.5 29,793 59,918 -3,241
Jan12 111214 716.2 722.0 716.2 716.2 -5.8 0 95 +0
Total Volume and Open Interest 42,826 124,559 -2,811
Brazilian Real(CME)
Jan12 111214 530.70 532.20 529.20 531.55 -4.30 1 10,740 +0
Feb12 111214 528.20 528.20 528.20 528.20 -4.55      
Mar12 111214 525.50 525.50 524.85 524.85 -4.80 52 2,523 -21
Apr12 111214 522.25 522.25 522.25 522.25 -4.80      
Total Volume and Open Interest 53 28,584 -21
30-Year T-Bonds(CBOT)
Dec11 111214 143~040 144~270 142~310 144~240 +1~110 5,795 10,366 -1,080
Mar12 111214 142~310 144~190 142~170 144~150 +1~120 200,503 580,851 +3,818
Jun12 111214 142~000 143~010 141~210 143~010 +1~120 154 155 -27
Total Volume and Open Interest 206,452 591,372 +2,711
10-Year T-Notes(CBOT)
Dec11 111214 131~075 131~210 131~035 131~195 +0~095 27,423 30,002 -16,077
Mar12 111214 130~145 130~275 130~075 130~260 +0~105 544,443 1,405,518 +15,982
Jun12 111214 129~260 129~260 129~260 129~260 +0~105      
Total Volume and Open Interest 571,866 1,435,520 -95
5-Year T-Notes(CBOT)
Dec11 111214 123~058 123~068 123~014 123~062 -0~001 6,877 47,693 -3,779
Mar12 111214 123~019 123~023 123~004 123~016 -0~002 262,639 1,281,254 +1,395
Jun12 111214 122~040 122~042 122~040 122~040 -0~002      
Total Volume and Open Interest 269,516 1,328,947 -2,384
2 Year T-Notes(CBOT)
Dec11 111214 110~030 110~031 110~027 110~027 -0~004 3,954 28,133 -820
Mar12 111214 110~039 110~040 110~036 110~037 -0~003 111,214 686,784 +9,096
Jun12 111214 110~009 110~012 110~009 110~009 -0~003      
Total Volume and Open Interest 115,168 714,917 +8,276
Eurodollars(CME)
Dec11 111214 99.440 99.440 99.420 99.435 -0.007 98,888 991,861 +7,813
Mar12 111214 99.360 99.360 99.290 99.295 -0.060 146,265 926,011 +8,011
Jun12 111214 99.310 99.310 99.245 99.260 -0.050 132,130 1,072,701 -10,866
Sep12 111214 99.290 99.295 99.235 99.255 -0.040 100,133 791,857 +2,041
Dec12 111214 99.290 99.290 99.240 99.260 -0.030 85,267 777,130 +2,764
Mar13 111214 99.295 99.300 99.255 99.270 -0.030 106,140 757,474 -7,018
Jun13 111214 99.285 99.285 99.245 99.260 -0.030 63,012 592,479 +3,015
Sep13 111214 99.255 99.255 99.215 99.235 -0.025 74,737 466,892 +8,140
Dec13 111214 99.190 99.190 99.150 99.170 -0.020 62,163 542,355 +2,380
Mar14 111214 99.080 99.085 99.050 99.075 -0.010 42,793 376,295 +398
Jun14 111214 98.930 98.930 98.900 98.930 unch 35,844 304,708 +3,172
Sep14 111214 98.755 98.770 98.730 98.765 +0.005 36,870 219,184 +1,031
Dec14 111214 98.575 98.595 98.550 98.595 +0.015 29,194 178,552 +1,206
Mar15 111214 98.410 98.440 98.385 98.440 +0.025 18,296 137,281 +285
Jun15 111214 6.500 6.535 6.470 6.535 +0.035 15,310 110,748 +77
Sep15 111214 6.330 6.375 6.305 6.375 +0.040 17,581 76,937 -492
Dec15 111214 6.145 6.205 6.125 6.205 +0.050 15,645 52,134 +1,897
Mar16 111214 6.000 6.065 5.980 6.065 +0.055 10,904 46,266 -31
Total Volume and Open Interest 1,114,039 8,632,349 +26,307
30 Day Federal Funds(CBOT)
Dec11 111214 99.925 99.925 99.923 99.923 unch 623 67,564 +57
Jan12 111214 99.915 99.920 99.910 99.915 +0.005 642 67,386 +462
Feb12 111214 99.910 99.910 99.900 99.905 unch 1,661 55,233 +610
Mar12 111214 99.900 99.900 99.890 99.895 unch 1,848 34,407 +901
Apr12 111214 99.885 99.890 99.880 99.885 unch 449 38,228 -161
May12 111214 99.880 99.880 99.870 99.875 unch 480 45,246 -42
Total Volume and Open Interest 10,517 570,935 +3,177
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111214 99.673 99.673 99.673 99.673 unch 0 1,126 +300
Mar12 111214 99.665 99.665 99.665 99.665 +0.005 0 40 +0
Jun12 111214 99.668 99.668 99.668 99.668 +0.005      
Sep12 111214 99.662 99.662 99.662 99.662 +0.005      
Dec12 111214 99.670 99.670 99.670 99.670 +0.005      
Mar13 111214 99.660 99.660 99.660 99.660 +0.005      
Jun13 111214 99.630 99.630 99.630 99.630 +0.005      
Sep13 111214 99.630 99.630 99.630 99.630 +0.005      
Dec13 111214 99.490 99.490 99.490 99.490 +0.005      
Mar14 111214 99.350 99.350 99.350 99.350 +0.005      
Total Volume and Open Interest 0 1,166 +300
3-Mth Euro-Yen(SGX)
Mar12 111213 99.67 99.67 99.66 99.66 unch 700 2,537 +600
Jun12 111213 99.66 99.66 99.66 99.66 unch 0 1,440 +0
Sep12 111213 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111213 99.67 99.67 99.67 99.67 unch 20 135 +0
Mar13 111213 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111213 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 111213 99.63 99.63 99.62 99.62 unch 103 105 +103
Dec13 111213 99.49 99.49 99.49 99.49 unch 0 3 +0
Total Volume and Open Interest 824 9,891 +702
Japanese Gov't Bonds(SGX)
Mar12 111213 142.01 142.49 142.01 142.34 +0.36 3,780 15,624 +533
Jun12 111213 140.25 140.25 140.25 140.25 +0.36      
Sep12 111213 138.16 138.16 138.16 138.16 +0.36      
Total Volume and Open Interest 3,780 15,628 +533
Euro-Bund(EUREX)
Mar12 111214 136.76 138.08 136.61 137.86 +1.25 426,276 833,746 +3,234
Jun12 111214 135.70 136.20 135.56 136.18 +1.25 8 159 +6
Sep12 111214 136.18 136.18 136.18 136.18 +1.25      
Total Volume and Open Interest 426,284 833,905 +3,240
Euro-Bobl(EUREX)
Mar12 111214 124.02 124.56 123.84 124.47 +0.53 225,062 633,874 -1,648
Jun12 111214 124.51 124.51 124.51 124.51 +0.53      
Sep12 111214 124.51 124.51 124.51 124.51 +0.53      
Total Volume and Open Interest 225,062 633,874 -1,648
3-Mth Euribor(EUREX)
Dec11 111214 98.580 98.590 98.580 98.585 -0.005 0 2,015 +0
Mar12 111214 98.795 98.795 98.780 98.780 -0.030 1 1,172 -1
Jun12 111214 98.930 98.930 98.905 98.905 -0.035 0 1,127 +0
Total Volume and Open Interest 538 7,565 -299
Long Gilt(LIFFE)
Dec11 111214 132~11 132~24 132~11 132~20 +0~09 1,073 13,254 -839
Mar12 111214 115~21 115~29 115~04 115~24 +0~08 77,787 293,203 -11,891
Total Volume and Open Interest 78,860 306,457 -12,730
3-Mth Short Sterling(LIFFE)
Dec11 111214 98.93 98.94 98.92 98.92 -0.01 33,946 319,736 -7,905
Mar12 111214 98.87 98.90 98.84 98.85 -0.02 54,477 307,440 -1,505
Jun12 111214 98.89 98.91 98.87 98.88 -0.01 47,732 226,899 +7,568
Sep12 111214 98.94 98.95 98.90 98.91 -0.01 40,434 220,890 +4,791
Dec12 111214 98.96 98.97 98.92 98.92 -0.01 44,309 191,950 +7,368
Mar13 111214 98.98 98.99 98.94 98.95 -0.01 45,456 202,766 +6,444
Total Volume and Open Interest 321,584 2,050,634 +22,823
3-Mth Euribor(LIFFE)
Dec11 111214 98.585 98.590 98.580 98.585 -0.005 70,567 658,767 -4,243
Mar12 111214 98.795 98.815 98.755 98.780 -0.030 107,144 505,134 -2,106
Jun12 111214 98.930 98.945 98.885 98.905 -0.035 72,062 398,799 -3,961
Total Volume and Open Interest 563,104 3,531,417 +16,009
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 111214 96.24 96.26 96.21 96.24 -0.01 27,569 240,968 +2,150
Jun12 111214 96.63 96.65 96.57 96.63 -0.01 21,680 179,662 +4,793
Sep12 111214 96.64 96.67 96.57 96.65 unch 12,559 115,444 +2,253
Dec12 111214 96.52 96.53 96.44 96.50 -0.01 3,485 69,460 +758
Mar13 111214 96.33 96.41 96.33 96.38 -0.02 1,363 50,804 -992
Jun13 111214 96.25 96.30 96.24 96.28 -0.01 670 43,951 +373
Sep13 111214 96.14 96.18 96.13 96.15 -0.02 1,825 25,961 +1,292
Dec13 111214 96.03 96.07 96.02 96.04 -0.02 3,441 15,242 +2,271
Mar14 111214 95.95 95.95 95.95 95.95 -0.03 115 1,336 -6
Total Volume and Open Interest 72,715 742,981 +12,880
10-Year Aus T-Bonds(SFE)
Dec11 111214 96.14 96.17 96.08 96.10 -0.05 337,212 410,680 +61,546
Mar12 111214 96.15 96.18 96.10 96.11 -0.05 319,850 266,912 +185,733
Total Volume and Open Interest 657,062 677,592 +247,279
3-Year Aus T-Bonds(SFE)
Dec11 111214 96.89 96.93 96.83 96.85 -0.06 237,622 476,320 +22,126
Mar12 111214 96.99 97.01 96.93 96.94 -0.04 171,956 269,509 +154,258
Total Volume and Open Interest 409,578 745,829 +176,384
Gold(CMX)
Dec11 111214 1636.5 1639.5 1565.8 1584.3 -75.6 894 2,034 +489
Feb12 111214 1631.6 1645.8 1565.7 1586.9 -76.2 165,096 259,956 -1,474
Apr12 111214 1633.3 1646.2 1568.8 1588.8 -76.4 4,029 35,108 +385
Jun12 111214 1635.5 1648.0 1571.0 1590.8 -76.7 4,666 24,778 +1,944
Aug12 111214 1639.1 1650.0 1575.7 1592.9 -76.7 1,101 13,665 +267
Oct12 111214 1637.4 1648.8 1575.6 1595.0 -76.8 104 8,656 +8
Dec12 111214 1639.0 1654.7 1577.5 1597.1 -76.9 859 22,483 +107
Feb13 111214 1654.2 1654.2 1586.0 1599.7 -76.9 26 2,950 +16
Apr13 111214 1602.3 1602.3 1602.3 1602.3 -76.9 1 1,373 -1
Jun13 111214 1605.3 1605.3 1605.3 1605.3 -76.9 55 9,727 +55
Aug13 111214 1608.6 1608.6 1608.6 1608.6 -77.0 0 45 +0
Oct13 111214 1612.1 1612.1 1612.1 1612.1 -77.1      
Total Volume and Open Interest 178,468 426,135 +2,080
Silver(CMX)
Dec11 111214 3098.0 3099.0 2865.0 2888.1 -231.4 219 344 -32
Mar12 111214 3082.5 3107.0 2853.0 2893.5 -232.5 37,744 53,150 +574
May12 111214 3088.5 3103.0 2866.0 2898.9 -232.6 633 8,012 +320
Jul12 111214 3050.0 3050.0 2888.5 2903.3 -232.6 95 2,939 -5
Sep12 111214 3060.0 3060.0 2882.0 2906.8 -232.7 204 2,054 +37
Dec12 111214 3117.5 3117.5 2875.5 2911.2 -232.9 96 13,284 +36
Mar13 111214 2909.9 2909.9 2909.9 2909.9 -232.9 0 1,155 +0
Total Volume and Open Interest 39,745 97,262 +914
Platinum(NYMEX)
Jan12 111214 1474.7 1484.1 1408.5 1426.3 -66.0 7,133 29,027 -1,205
Apr12 111214 1482.3 1490.4 1416.1 1433.3 -66.6 2,028 13,324 +1,031
Jul12 111214 1447.0 1447.0 1430.0 1437.3 -66.6 41 557 +41
Oct12 111214 1450.0 1450.0 1436.0 1442.3 -65.6 0 59 +0
Total Volume and Open Interest 9,202 42,967 -133
Palladium(NYMEX)
Dec11 111214 617.35 617.70 614.00 617.70 -44.45 4 700 +0
Mar12 111214 644.85 649.50 600.50 619.60 +610.81 3,094 16,956 -129
Jun12 111214 631.20 631.20 614.00 620.90 +610.61 19 355 +16
Total Volume and Open Interest 3,118 18,150 -114
Copper(CMX)
Dec11 111214 337.50 340.95 325.20 327.10 -16.15 581 1,777 -121
Mar12 111214 338.65 342.60 325.65 327.85 -16.30 35,326 67,966 -830
May12 111214 340.45 343.20 327.35 329.10 -16.35 3,248 22,946 +1,468
Jul12 111214 338.10 338.10 328.00 329.90 -16.30 1,086 5,502 +44
Sep12 111214 340.00 340.00 328.90 330.50 -16.30 66 3,416 +19
Total Volume and Open Interest 40,857 114,558 +473
DJIA Index(CBOT)
Dec11 111214 11975 12000 11800 11833 -131 2,135 17,623 +458
Mar12 111214 11899 11924 11735 11762 -133 2,161 8,262 +1,850
Jun12 111214 11700 11838 11700 11700 -138 0 400 +0
Sep12 111214 11637 11775 11637 11637 -138      
Total Volume and Open Interest 4,296 26,285 +2,308
E-mini DJIA Index(CBOT)
Dec11 111214 11970 12015 11789 11833 -131 47,911 82,788 -7,524
Mar12 111214 11889 11945 11716 11762 -133 134,117 59,905 +21,825
Jun12 111214 11686 11700 11676 11700 -138 0 23 +0
Sep12 111214 11637 11637 11637 11637 -138 0 9 +0
Total Volume and Open Interest 182,028 142,725 +14,301
S & P 500(CME)
Dec11 111214 1219.50 1224.00 1209.90 1212.60 -13.70 69,271 189,784 -43,257
Mar12 111214 1221.20 1226.30 1203.00 1206.30 -13.90 64,908 141,893 +49,432
Jun12 111214 1200.80 1200.80 1198.20 1200.80 -13.90 21 3,308 -4
Sep12 111214 1195.30 1195.40 1192.90 1195.30 -14.10 0 909 +0
Total Volume and Open Interest 134,200 335,995 +6,171
S & P 500 E-Mini(Globex)
Dec11 111214 1226.00 1232.50 1209.00 1212.50 -13.75 908,998 1,683,342 -364,663
Mar12 111214 1219.75 1226.50 1202.50 1206.25 -14.00 2,578,512 1,669,560 +463,637
Total Volume and Open Interest 3,487,643 3,356,946 +98,988
NASDAQ 100(CME)
Dec11 111214 2256.00 2259.00 2220.00 2232.30 -38.70 3,120 29,175 +262
Mar12 111214 2271.80 2276.00 2216.00 2228.50 -39.00 1,693 2,176 +1,008
Jun12 111214 2225.50 2229.50 2225.50 2225.50 -39.00      
Total Volume and Open Interest 4,813 31,351 +1,270
NASDAQ 100 E-Mini(Globex)
Dec11 111214 2271.00 2279.80 2220.00 2232.30 -38.70 95,705 229,992 -37,826
Mar12 111214 2266.80 2276.50 2216.00 2228.50 -39.00 282,062 149,485 +54,735
Total Volume and Open Interest 377,768 379,505 +16,908
S & P Midcap 400(CME)
Dec11 111214 839.50 847.00 839.50 839.50 -14.30 181 6,110 -89
Mar12 111214 840.50 844.50 836.40 836.40 -14.40 183 214 +72
Jun12 111214 834.40 848.80 834.40 834.40 -14.40      
Total Volume and Open Interest 364 6,324 -17
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111214 8510 8530 8420 8435 -75 3,424 22,621 +295
Jun12 111214 8375 8450 8375 8375 -75 5 4 -1
Total Volume and Open Interest 3,429 22,625 +294
Nikkei 225(SGX)
Dec11 111208 8730 8730 8610 8685 -20 146,620 217,883 +388
Mar12 111214 8510 8520 8425 8505 -60 75,413 173,277 -342
Jun12 111214 8420 8430 8370 8430 -60 3 270 +2
Total Volume and Open Interest 75,509 182,479 -315
CAC 40(EURONEXT)
Dec11 111214 3050.5 3074.5 2974.0 2978.0 -100.5 127,095 307,033 +23,500
Jan12 111214 3045.5 3068.5 2969.5 2972.5 -100.5 43,080 70,862 +31,795
Feb12 111214 2977.0 2977.0 2973.0 2973.5 -100.5 2 13 -2
Total Volume and Open Interest 171,636 379,963 +56,500
Hang Seng Index(HKFE)
Dec11 111214 18315 18471 18250 18258 -181 64,312 85,042 -1,143
Jan12 111214 18315 18470 18250 18258 -183 709 1,436 +117
Total Volume and Open Interest 65,203 90,108 -1,054
DAX(EUREX)
Dec11 111214 5713.0 5772.0 5669.5 5685.5 -84.0 211,600 158,034 -5,146
Mar12 111214 5723.5 5779.5 5678.0 5694.0 -83.5 47,985 47,345 +27,540
Jun12 111214 5741.5 5781.0 5708.0 5708.0 -83.5 4,453 3,415 +300
Total Volume and Open Interest 264,038 208,794 +22,694
FT-SE 100(EURONEXT)
Dec11 111214 5441.50 5472.00 5365.50 5378.50 -108.00 230,567 473,660 -73,267
Mar12 111214 5407.00 5435.00 5328.00 5341.00 -108.00 130,505 203,564 +94,395
Jun12 111214 5296.00 5296.00 5296.00 5296.00 -108.50 0 3,219 +0
Total Volume and Open Interest 361,072 680,443 +21,128
SPI 200(SFE)
Dec11 111214 4183.0 4225.0 4158.0 4179.0 -5.0 157,665 241,871 +17,390
Mar12 111214 4165.0 4211.0 4145.0 4164.0 -5.0 128,914 141,799 +104,212
Jun12 111214 4191.0 4192.0 4168.0 4168.0 -5.0 9 1,718 -3
Total Volume and Open Interest 288,000 389,734 +122,824
GSCI(CME)
Dec11 111214 640.00 640.00 619.00 620.25 -27.95 1,860 2,322 -1,550
Jan12 111214 640.75 641.25 619.75 621.00 -28.00 1,845 6,191 +1,629
Feb12 111214 622.50 622.50 621.00 622.50 -28.00      
Total Volume and Open Interest 3,705 8,513 +79
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.

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php