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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri December 16, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111216 1112.25 1132.00 1111.50 1130.00 +18.25 130,074 143,443 -11,816
Mar12 111216 1121.00 1142.00 1121.00 1139.50 +18.25 83,324 164,980 +4,724
May12 111216 1132.25 1151.50 1132.25 1150.25 +18.50 26,484 93,671 +1,119
Jul12 111216 1142.00 1160.50 1142.00 1159.75 +17.50 25,876 77,741 +821
Aug12 111216 1150.00 1158.00 1141.00 1158.00 +17.00 78 1,165 -11
Sep12 111216 1145.75 1153.00 1134.00 1153.00 +19.00 89 900 +16
Nov12 111216 1130.00 1150.50 1130.00 1150.50 +20.25 5,800 54,181 +404
Total Volume and Open Interest 271,984 553,571 -4,707
Soybean Meal(CBOT)
Jan12 111216 282.90 290.50 282.90 290.30 +7.40 37,587 55,756 -4,138
Mar12 111216 286.00 293.50 286.00 293.50 +7.20 20,643 59,730 +2,363
May12 111216 290.40 297.00 290.20 297.00 +7.00 3,839 28,677 -147
Jul12 111216 294.40 300.90 294.10 300.90 +7.00 3,268 29,501 -240
Aug12 111216 296.80 302.10 296.80 302.10 +7.00 242 5,142 +57
Sep12 111216 297.70 302.40 296.90 302.40 +7.30 240 5,368 +66
Oct12 111216 296.10 300.70 295.00 300.70 +7.90 64 3,384 +25
Dec12 111216 294.20 301.40 294.20 301.40 +8.50 861 18,217 +343
Total Volume and Open Interest 66,765 211,298 -1,844
Soybean Oil(CBOT)
Jan12 111216 48.98 49.61 48.92 49.55 +0.57 57,054 75,625 -7,515
Mar12 111216 49.36 49.97 49.29 49.93 +0.57 30,109 118,807 +2,071
May12 111216 49.69 50.32 49.69 50.31 +0.56 5,041 48,896 +803
Jul12 111216 50.00 50.62 50.00 50.62 +0.56 3,807 34,970 +874
Aug12 111216 50.52 50.68 50.25 50.68 +0.54 104 4,380 +17
Sep12 111216 50.32 50.71 50.32 50.71 +0.55 162 5,013 +1
Oct12 111216 50.11 50.56 50.11 50.56 +0.54 337 5,073 +63
Dec12 111216 49.97 50.41 49.89 50.41 +0.61 1,666 18,063 +296
Total Volume and Open Interest 98,287 311,350 -3,518
Canola(WCE)
Jan12 111216 502.4 508.1 502.4 506.3 +5.2 5,664 34,550 -3,895
Mar12 111216 505.0 509.4 503.8 507.7 +4.1 10,502 59,333 +1,848
May12 111216 504.9 511.8 504.9 510.5 +6.9 1,513 15,555 -578
Jul12 111216 507.3 513.6 507.3 512.4 +6.9 469 13,204 +179
Nov12 111216 484.0 493.4 484.0 491.6 +9.1 500 16,443 -352
Total Volume and Open Interest 18,665 139,571 -2,781
Corn(CBOT)
Mar12 111216 578.50 587.50 577.50 583.00 +4.00 140,087 561,444 -2,971
May12 111216 587.25 596.00 586.50 591.75 +4.00 19,718 169,271 +3,644
Jul12 111216 594.25 602.50 593.00 598.50 +4.25 17,214 156,235 +1,560
Sep12 111216 564.75 571.75 564.75 569.25 +5.00 1,538 39,628 +112
Dec12 111216 542.75 551.25 541.50 548.00 +4.75 15,428 187,298 +1,412
Mar13 111216 556.00 563.25 556.00 560.25 +3.75 1,165 34,991 +239
Total Volume and Open Interest 195,832 1,169,864 +3,709
Wheat(CBOT)
Mar12 111216 578.75 587.50 577.25 583.75 +4.50 47,018 174,818 -1,277
May12 111216 598.75 606.50 597.50 603.50 +4.25 9,098 67,357 +285
Jul12 111216 614.00 621.25 613.00 620.00 +5.00 7,280 68,523 -456
Sep12 111216 635.00 640.50 633.25 639.50 +5.00 2,382 15,400 +213
Dec12 111216 657.50 663.00 655.00 662.00 +4.50 2,336 42,415 +104
Total Volume and Open Interest 68,329 374,308 -1,208
Wheat(KCBT)
Mar12 111216 637.25 647.00 635.75 639.50 +2.00 9,897 71,021 +347
May12 111216 647.00 654.75 644.00 648.00 +2.00 2,161 15,704 +232
Jul12 111216 654.00 662.25 652.00 655.25 +1.50 3,912 38,071 -439
Sep12 111216 668.75 676.50 666.50 670.25 +1.50 1,001 6,463 +368
Dec12 111216 690.25 698.50 689.25 691.75 +1.50 1,022 7,062 +460
Total Volume and Open Interest 18,028 138,777 +993
Wheat(MGE)
Dec11 111214 850.75 850.75 846.00 846.00 -5.50 7 34 -7
Mar12 111216 817.50 820.25 811.00 811.25 -4.50 1,740 17,702 +13
May12 111216 797.50 799.25 790.00 793.75 -2.25 761 7,906 +56
Jul12 111216 792.00 792.00 777.75 783.50 -3.50 697 7,794 +219
Sep12 111216 767.50 770.75 754.00 757.00 -4.00 287 4,197 +39
Total Volume and Open Interest 3,795 40,655 +471
Oats(CBOT)
Mar12 111216 299.00 307.00 298.75 301.25 +2.25 400 11,012 -2
May12 111216 304.75 310.00 303.00 305.25 +2.25 38 1,521 +6
Jul12 111216 312.00 312.00 308.25 310.25 +2.00 6 116 +3
Sep12 111216 316.00 316.00 314.00 316.00 +2.00 0 7 +0
Total Volume and Open Interest 447 12,808 +7
Rough Rice(CBOT)
Jan12 111216 13.73 13.88 13.56 13.69 +0.02 526 7,086 -294
Mar12 111216 14.00 14.15 13.84 13.94 +0.00 300 8,809 +94
May12 111216 14.38 14.38 14.13 14.23 0.00 22 903 +13
Jul12 111216 14.69 14.69 14.45 14.49 -0.01 2 611 -2
Total Volume and Open Interest 851 17,597 -188
Live Cattle(CME)
Dec11 111216 118.330 118.430 117.230 118.150 -0.600 3,221 12,622 -1,540
Feb12 111216 118.885 118.980 117.550 118.500 -0.650 15,584 130,088 +811
Apr12 111216 122.750 122.885 121.550 122.230 -0.750 7,539 87,653 -215
Jun12 111216 120.885 121.300 120.230 120.900 -0.500 5,336 53,468 -233
Aug12 111216 121.680 122.100 121.150 122.050 -0.300 1,513 14,119 +14
Oct12 111216 124.500 124.800 124.080 124.650 -0.200 684 7,206 +106
Total Volume and Open Interest 33,980 310,123 -1,071
Feeder Cattle(CME)
Jan12 111216 143.880 143.880 142.500 143.050 -0.935 1,763 10,072 -185
Mar12 111216 146.000 146.000 144.825 145.700 -0.450 1,331 9,403 +193
Apr12 111216 147.130 147.150 146.130 146.800 -0.685 340 2,988 -65
May12 111216 148.000 148.075 146.850 147.535 -0.715 384 3,604 +59
Aug12 111216 149.600 149.600 148.500 149.100 -0.900 171 3,195 -21
Sep12 111216 149.150 149.150 148.750 149.075 -0.925 40 578 +19
Oct12 111216 149.100 150.000 148.900 150.000 unch 14 189 +3
Total Volume and Open Interest 4,043 30,051 +3
Lean Hogs(CME)
Feb12 111216 85.450 85.480 82.635 83.150 -2.280 12,013 90,924 -379
Apr12 111216 87.930 88.000 85.450 85.900 -2.235 5,126 62,662 +201
May12 111216 93.650 93.980 91.385 92.100 -1.850 65 2,563 +11
Jun12 111216 94.550 94.600 92.350 92.550 -2.150 2,850 46,537 +335
Jul12 111216 93.750 93.900 91.700 91.785 -2.195 1,731 13,336 +71
Aug12 111216 92.385 92.500 90.550 90.930 -1.770 776 13,929 -293
Oct12 111216 82.000 82.150 80.350 80.850 -1.500 718 8,970 +117
Dec12 111216 77.450 77.550 76.330 76.850 -1.285 60 3,503 +20
Total Volume and Open Interest 23,346 243,092 -6,619
Class III Milk(CME)
Dec11 111216 18.57 18.70 18.56 18.66 +0.10 229 5,746 -5
Jan12 111216 16.68 17.12 16.63 17.09 +0.42 397 5,036 -64
Feb12 111216 17.03 17.35 17.02 17.26 +0.23 162 4,176 +26
Mar12 111216 17.08 17.17 17.05 17.12 +0.04 149 3,407 +46
Apr12 111216 16.96 17.00 16.89 16.97 +0.01 46 2,523 +20
Total Volume and Open Interest 1,074 33,465 +57
Cocoa(ICE)
Dec11 111214 2023 2023 2023 2023 -78 5 35 -16
Mar12 111216 2157 2177 2095 2101 -50 12,033 80,777 -445
May12 111216 2173 2191 2115 2121 -51 2,126 35,510 +47
Jul12 111216 2199 2203 2128 2135 -53 669 16,418 +217
Sep12 111216 2195 2213 2141 2148 -50 1,020 14,352 +97
Dec12 111216 2211 2230 2160 2165 -48 355 14,026 +81
Mar13 111216 2240 2240 2179 2181 -51 345 4,770 +97
Total Volume and Open Interest 16,641 169,002 +156
Coffee "C"(ICE)
Dec11 111216 213.40 214.25 210.95 210.95 -2.80 8 57 -5
Mar12 111216 217.75 219.05 214.20 215.10 -2.65 10,954 56,907 -406
May12 111216 220.60 221.30 217.10 217.85 -2.70 1,969 24,867 +297
Jul12 111216 222.95 223.70 219.65 220.45 -2.70 774 7,185 +206
Sep12 111216 225.60 225.80 221.75 222.55 -2.65 262 6,202 +14
Dec12 111216 227.50 227.90 224.00 224.80 -2.65 313 6,899 +165
Total Volume and Open Interest 14,307 103,363 +281
Orange Juice(ICE)
Jan12 111216 166.40 169.75 165.30 167.05 +0.65 1,325 12,795 -427
Mar12 111216 162.80 166.20 162.00 163.65 +0.85 669 11,589 +317
May12 111216 163.00 165.00 162.00 162.75 +0.80 159 1,776 -153
Jul12 111216 162.00 162.65 162.00 162.65 +0.75 2 757 -1
Sep12 111216 162.30 162.30 162.30 162.30 +0.75 0 58 +0
Nov12 111216 160.65 160.65 160.65 160.65 +0.75 0 13 +0
Total Volume and Open Interest 2,155 26,997 -264
Sugar #11(ICE)
Mar12 111216 23.10 23.14 22.76 23.08 +0.33 47,924 216,959 +4,750
May12 111216 22.50 22.74 22.41 22.69 +0.29 17,787 89,717 -1,501
Jul12 111216 22.25 22.45 22.17 22.41 +0.28 10,309 93,687 +661
Oct12 111216 22.57 22.76 22.45 22.71 +0.26 4,419 50,594 +1,493
Mar13 111216 22.95 23.24 22.92 23.20 +0.26 1,617 31,699 +392
Total Volume and Open Interest 83,267 532,009 +6,246
London Cocoa(LCE)
Mar12 111216 1407 1407 1364 1369 -25 11,019 81,762 +289
May12 111216 1412 1425 1382 1387 -25 1,866 22,607 +184
Jul12 111216 1428 1442 1401 1404 -33 1,139 28,402 +42
Sep12 111216 1458 1458 1415 1418 -34 1,077 19,990 +281
Dec12 111216 1471 1471 1425 1428 -37 517 14,567 +172
Mar13 111216 1470 1480 1439 1439 -35 34 8,466 +25
May13 111216 1479 1479 1448 1448 -33 5 2,025 +0
Total Volume and Open Interest 15,657 178,863 +993
London Sugar(LCE)
Mar12 111216 603.00 603.20 595.10 599.70 +3.40 6,658 24,743 -918
May12 111216 594.00 594.00 587.30 591.00 +2.80 1,224 7,956 -115
Aug12 111216 587.70 587.70 581.50 584.90 +2.80 630 10,285 +108
Oct12 111216 587.80 589.00 584.40 587.80 +3.40 431 3,926 +66
Dec12 111216 591.80 593.40 590.90 591.90 +3.30 118 1,486 +80
Total Volume and Open Interest 9,085 49,686 -768
Cotton(ICE)
Mar12 111216 86.80 88.29 85.58 86.29 unch 10,647 92,989 +687
May12 111216 85.75 87.94 85.27 85.93 +0.07 1,410 23,592 -989
Jul12 111216 86.00 87.73 85.27 85.78 +0.11 820 20,339 +264
Oct12 111216 87.00 87.00 86.28 86.28 +0.26 0 84 +0
Dec12 111216 84.95 86.00 84.00 84.51 -0.08 225 8,139 -2,782
Mar13 111216 86.22 86.22 85.54 85.54 -0.08 0 426 +0
Total Volume and Open Interest 13,106 146,435 -2,820
Lumber(CME)
Jan12 111216 232.1 242.0 232.1 235.2 +3.2 771 4,654 -202
Mar12 111216 245.2 253.4 245.1 245.8 +2.4 475 4,599 +60
May12 111216 261.9 270.6 261.9 263.0 +0.5 91 1,372 -10
Jul12 111216 279.0 279.0 272.1 274.2 +0.1 13 293 +2
Total Volume and Open Interest 1,350 11,033 -150
Crude Oil(NYM)
Jan12 111216 93.42 94.79 92.52 93.53 -0.34 377,475 108,125 -23,615
Feb12 111216 93.63 94.97 92.70 93.75 -0.32 154,950 222,579 +15,875
Mar12 111216 94.02 95.15 92.95 93.98 -0.33 65,621 136,607 -1,772
Apr12 111216 94.26 95.22 93.28 94.22 -0.33 31,202 74,378 +6,929
May12 111216 94.97 95.29 93.52 94.39 -0.32 17,604 69,642 +550
Jun12 111216 94.49 95.62 93.50 94.43 -0.29 33,358 86,897 +1,468
Jul12 111216 94.97 95.17 93.45 94.33 -0.28 4,359 35,458 -182
Aug12 111216 94.77 94.93 93.46 94.14 -0.28 2,989 29,257 -277
Sep12 111216 94.57 95.01 93.45 93.92 -0.29 4,970 28,775 +458
Oct12 111216 94.23 94.86 93.00 93.74 -0.30 2,463 28,929 +165
Nov12 111216 93.79 94.30 93.21 93.63 -0.30 2,745 31,388 +627
Dec12 111216 93.65 94.65 92.65 93.51 -0.30 30,621 170,826 +51
Jan13 111216 93.27 93.27 93.27 93.27 -0.27 1,874 31,259 +333
Feb13 111216 92.99 92.99 92.99 92.99 -0.24 548 12,659 +233
Mar13 111216 92.73 92.73 92.73 92.73 -0.21 324 13,778 -8
Apr13 111216 92.46 92.46 92.46 92.46 -0.18 183 6,294 +10
Total Volume and Open Interest 759,946 1,348,048 +1,553
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 7,409 2,981 +164
Jan12 111216 93.475 94.800 92.525 93.525 -0.350 13,478 1,758 -90
Feb12 111216 93.725 94.950 92.725 93.750 -0.325 1,363 725 +135
Mar12 111216 94.125 94.900 93.125 93.975 -0.325 191 264 -2
Apr12 111216 94.600 94.600 94.225 94.225 -0.325 2 226 +0
May12 111216 94.400 94.400 94.400 94.400 -0.300 0 24 +0
Jun12 111216 94.425 94.425 94.425 94.425 -0.300 1 18 -1
Jul12 111216 94.325 94.325 94.325 94.325 -0.275 0 4 +0
Aug12 111216 94.150 94.150 94.150 94.150 -0.275 0 5 +0
Sep12 111216 93.925 93.925 93.925 93.925 -0.275      
Total Volume and Open Interest 15,035 3,246 +42
Heating Oil(NYM)
Jan12 111216 281.73 285.06 279.75 280.05 -2.20 61,297 57,297 -1,179
Feb12 111216 282.89 285.99 280.70 281.06 -2.14 27,253 58,533 +1,790
Mar12 111216 282.81 285.56 280.59 280.88 -2.43 19,087 40,623 +422
Apr12 111216 284.00 284.20 279.36 279.46 -2.99 10,724 24,837 +1,381
May12 111216 281.88 282.53 277.96 278.07 -3.10 6,376 18,642 -346
Jun12 111216 281.06 281.75 276.97 277.14 -3.06 12,001 34,517 +203
Jul12 111216 281.45 281.50 277.33 277.43 -3.04 1,146 10,124 +59
Aug12 111216 282.50 282.50 277.79 277.96 -3.01 763 4,507 -37
Sep12 111216 283.50 283.50 278.81 278.81 -2.93 702 6,735 +0
Oct12 111216 284.41 284.42 279.64 279.84 -2.97 607 2,853 +258
Nov12 111216 285.74 285.75 280.83 280.83 -3.01 205 1,924 +30
Dec12 111216 284.62 285.44 281.29 281.54 -3.08 1,994 17,932 -794
Total Volume and Open Interest 142,276 281,534 +1,810
Gasoline(NYMEX)
Jan12 111216 248.87 252.74 247.33 248.70 -0.07 51,487 50,137 -4,314
Feb12 111216 250.48 253.41 247.95 249.49 -0.12 32,658 49,930 +5,075
Mar12 111216 251.75 254.04 249.09 250.73 -0.26 16,914 43,085 +534
Apr12 111216 266.51 267.27 262.43 263.91 -0.45 13,074 31,799 +796
May12 111216 266.08 266.08 262.30 263.85 -0.43 7,119 22,784 +829
Jun12 111216 263.84 265.37 260.38 262.23 -0.38 9,783 29,121 -532
Jul12 111216 262.00 262.00 260.01 260.15 -0.30 1,521 9,166 +317
Aug12 111216 259.02 259.02 257.75 257.75 -0.34 795 8,748 +57
Sep12 111216 256.50 256.55 253.19 254.92 -0.36 614 7,343 +147
Oct12 111216 242.27 242.27 242.27 242.27 -0.41 758 5,260 -98
Total Volume and Open Interest 135,468 276,987 +2,887
e-miNY RBOB Gasoline(NYM)
Jan12 111216 248.70 248.70 248.70 248.70 -0.10 0 1 +0
Feb12 111216 249.50 249.50 249.49 249.50 -0.10 0 1 +0
Mar12 111216 250.70 250.73 250.70 250.70 -0.30      
Apr12 111216 263.90 263.91 263.90 263.90 -0.50      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111216 3.124 3.173 3.084 3.127 unch 145,439 146,928 -8,332
Feb12 111216 3.176 3.220 3.137 3.174 -0.003 59,490 123,677 +6,576
Mar12 111216 3.209 3.249 3.172 3.204 -0.004 44,566 198,447 +4,081
Apr12 111216 3.280 3.300 3.230 3.263 -0.003 39,197 110,857 -297
May12 111216 3.324 3.343 3.276 3.308 -0.003 14,637 60,549 +510
Jun12 111216 3.349 3.385 3.321 3.353 -0.003 8,346 27,212 +1,160
Jul12 111216 3.425 3.443 3.377 3.407 -0.002 4,016 23,668 -230
Aug12 111216 3.410 3.463 3.403 3.434 -0.002 2,291 14,543 +326
Sep12 111216 3.421 3.470 3.410 3.437 -0.003 2,826 20,903 +1,035
Oct12 111216 3.490 3.500 3.440 3.471 -0.003 11,579 65,723 +1,050
Nov12 111216 3.590 3.632 3.575 3.608 -0.001 2,299 28,391 -481
Dec12 111216 3.867 3.898 3.845 3.881 +0.004 1,944 23,380 +0
Jan13 111216 3.990 4.020 3.962 4.003 +0.006 6,074 35,948 +463
Feb13 111216 3.988 4.013 3.966 3.999 +0.007 403 7,122 +37
Mar13 111216 3.940 3.983 3.940 3.964 +0.008 1,213 17,251 +277
Apr13 111216 3.866 3.902 3.866 3.888 +0.010 1,770 24,169 -215
Total Volume and Open Interest 348,174 994,809 +6,594
Brent Crude Oil(ICE)
Feb12 111216 103.51 104.56 102.46 103.35 -0.25 206,311 178,051 +77
Mar12 111216 103.25 104.10 102.03 102.85 -0.37 65,705 146,637 +709
Apr12 111216 103.00 103.79 101.75 102.54 -0.45 25,926 44,799 +266
May12 111216 102.79 103.53 101.60 102.33 -0.48 12,095 26,112 -666
Jun12 111216 102.84 103.35 101.35 102.13 -0.50 32,577 75,679 +2,601
Jul12 111216 102.80 102.90 101.19 101.92 -0.51 5,398 18,893 -81
Aug12 111216 102.40 102.63 100.93 101.67 -0.51 4,570 28,570 +594
Sep12 111216 101.93 102.50 100.62 101.36 -0.51 5,755 36,110 +483
Oct12 111216 101.67 102.23 100.63 101.10 -0.51 4,061 14,901 +42
Nov12 111216 100.88 100.88 100.88 100.88 -0.49 2,789 16,448 +201
Dec12 111216 101.26 101.69 99.87 100.61 -0.48 25,580 98,572 +1,918
Jan13 111216 100.33 100.33 100.33 100.33 -0.47 831 12,404 -48
Feb13 111216 100.00 100.00 100.00 100.00 -0.46 587 6,513 +37
Mar13 111216 99.65 99.65 99.65 99.65 -0.44 313 4,119 +54
Total Volume and Open Interest 507,181 889,577 -12,463
Gas Oil(ICE)
Jan12 111216 893.25 900.50 885.50 894.25 -4.00 64,711 133,031 -4,758
Feb12 111216 890.50 897.25 882.75 891.25 -4.00 44,115 87,664 +1,518
Mar12 111216 890.00 894.00 879.75 888.25 -4.25 13,922 53,781 -97
Apr12 111216 887.50 891.00 876.75 885.25 -5.25 7,698 25,923 -167
May12 111216 885.75 888.50 874.50 882.75 -6.00 6,781 28,998 +380
Jun12 111216 885.25 887.75 873.50 881.75 -6.25 11,800 40,885 -1,087
Jul12 111216 886.25 887.50 875.25 882.75 -6.50 3,126 16,884 +81
Aug12 111216 887.00 888.25 876.50 883.50 -6.50 1,003 13,822 +19
Sep12 111216 887.75 889.50 877.50 884.25 -6.25 1,398 14,628 -44
Oct12 111216 887.50 888.75 878.00 884.25 -6.00 1,183 10,168 +210
Total Volume and Open Interest 162,437 507,052 -3,667
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111216 2.070 2.088 2.060 2.075 +0.013 224 1,079 +4
Feb12 111216 2.070 2.075 2.068 2.069 +0.014 42 1,241 -3
Mar12 111216 2.099 2.104 2.085 2.087 +0.008 74 1,600 -30
Apr12 111216 2.106 2.110 2.097 2.098 +0.008 12 732 -12
May12 111216 2.115 2.123 2.106 2.117 +0.016 95 915 -37
Jun12 111216 2.139 2.140 2.128 2.133 +0.016 56 591 -6
Jul12 111216 2.153 2.165 2.144 2.151 +0.016 34 867 +18
Total Volume and Open Interest 834 10,166 +28
WTI Crude Oil(ICE)
Jan12 111216 93.72 94.78 92.53 93.53 -0.34 67,222 42,226 -3,550
Feb12 111216 93.95 94.96 92.71 93.75 -0.32 30,376 70,888 +1,759
Mar12 111216 94.38 95.13 93.01 93.98 -0.33 20,670 32,195 -477
Apr12 111216 94.83 94.98 93.58 94.22 -0.33 10,859 28,308 +2,682
May12 111216 94.73 95.17 93.77 94.39 -0.32 6,117 17,627 +189
Jun12 111216 94.76 95.63 93.50 94.43 -0.29 12,212 50,742 +2,077
Jul12 111216 94.85 94.89 93.80 94.33 -0.28 1,536 9,554 +21
Aug12 111216 94.49 94.85 94.00 94.14 -0.28 943 7,976 +104
Sep12 111216 94.45 94.62 93.41 93.92 -0.29 1,581 11,470 +436
Oct12 111216 93.74 93.74 93.74 93.74 -0.30 612 5,247 +130
Nov12 111216 93.63 93.63 93.63 93.63 -0.30 584 4,583 +30
Dec12 111216 93.76 94.68 92.65 93.51 -0.30 8,113 63,810 +1,054
Jan13 111216 93.27 93.27 93.27 93.27 -0.27 24 3,021 +18
Feb13 111216 92.99 92.99 92.99 92.99 -0.24 100 740 +100
Mar13 111216 92.73 92.73 92.73 92.73 -0.21 0 1,613 +0
Apr13 111216 92.46 92.46 92.46 92.46 -0.18 0 389 +0
Total Volume and Open Interest 164,734 438,525 +4,712
US Dollar Index(ICE)
Dec11 111216 80.175 80.395 79.935 80.250 -0.090 36,532 29,528 -10,769
Mar12 111216 80.840 81.025 80.595 80.840 -0.153 30,169 40,966 +15,226
Jun12 111216 81.375 81.440 81.375 81.440 -0.052 0 503 +0
Total Volume and Open Interest 66,701 70,997 +4,457
Australian Dollar(CME)
Dec11 111216 99.31 100.28 99.14 99.58 +0.44 126,230 54,730 -15,525
Mar12 111216 98.28 99.28 98.20 98.58 +0.43 61,147 95,064 +12,146
Jun12 111216 97.92 97.92 97.41 97.82 +0.41 5 6 +1
Total Volume and Open Interest 187,382 149,918 -3,378
British Pound(CME)
Dec11 111216 155.17 155.62 154.85 154.98 -0.04 124,576 87,745 -20,224
Mar12 111216 155.00 155.45 154.69 154.85 -0.04 76,864 155,993 +45,781
Jun12 111216 155.37 155.37 154.72 154.72 -0.06 10 10 -7
Total Volume and Open Interest 201,452 243,753 +25,550
Canadian Dollar(CME)
Dec11 111216 96.66 97.10 96.10 96.31 -0.22 80,568 72,092 -12,232
Mar12 111216 96.48 96.92 95.89 96.12 -0.23 45,750 95,821 +10,329
Jun12 111216 96.60 96.75 95.86 96.02 -0.21 254 2,415 +207
Sep12 111216 95.85 96.14 95.85 95.92 -0.22 20 1,163 +8
Total Volume and Open Interest 126,619 171,760 -1,669
Japanese Yen(CME)
Dec11 111216 128.37 128.85 128.27 128.42 +0.05 85,432 102,934 -11,102
Mar12 111216 128.68 129.12 128.55 128.70 +0.03 46,358 117,866 +27,162
Jun12 111216 128.98 128.98 128.98 128.98 unch 7 72 +0
Total Volume and Open Interest 131,797 220,878 +16,060
Swiss Franc(CME)
Dec11 111216 106.38 107.03 106.22 106.70 +0.37 32,290 31,223 -2,554
Mar12 111216 106.64 107.16 106.44 106.91 +0.36 18,245 27,781 +5,467
Jun12 111216 107.20 107.20 106.84 107.20 +0.36 0 6 +0
Total Volume and Open Interest 50,535 59,015 +2,913
EuroFX(CME)
Dec11 111216 130.19 130.85 129.95 130.26 +0.14 273,640 138,097 -23,282
Mar12 111216 130.31 130.96 130.06 130.37 +0.12 131,473 211,277 +46,277
Jun12 111216 130.62 131.10 130.26 130.48 +0.09 155 1,377 +41
Total Volume and Open Interest 405,268 350,776 +23,036
Mexican Peso(CME)
Dec11 111216 718.5 725.2 718.5 720.0 +0.8 59,343 39,472 -10,904
Jan12 111216 718.2 718.2 717.5 718.2 +0.8 0 95 +0
Total Volume and Open Interest 113,080 141,623 +15,790
Brazilian Real(CME)
Jan12 111216 536.55 540.20 535.15 536.55 +1.15 3 10,742 +2
Feb12 111216 533.30 533.30 533.30 533.30 +1.15      
Mar12 111216 530.05 534.50 530.05 530.05 +1.20 27 2,585 +22
Apr12 111216 527.45 527.45 527.45 527.45 +1.20      
Total Volume and Open Interest 30 28,648 +24
30-Year T-Bonds(CBOT)
Dec11 111216 144~190 145~270 144~090 145~180 +1~030 4,134 7,164 -644
Mar12 111216 144~050 145~190 143~250 145~090 +1~040 350,500 606,775 +13,036
Jun12 111216 142~250 144~030 142~230 143~270 +1~040 5 166 +3
Total Volume and Open Interest 354,639 614,105 +12,395
10-Year T-Notes(CBOT)
Dec11 111216 131~175 132~030 131~110 131~305 +0~150 18,550 13,125 -7,551
Mar12 111216 130~225 131~110 130~175 131~055 +0~145 872,092 1,482,770 +50,456
Jun12 111216 130~055 130~055 129~230 130~055 +0~145      
Total Volume and Open Interest 890,642 1,495,895 +42,905
5-Year T-Notes(CBOT)
Dec11 111216 123~069 123~094 123~057 123~085 +0~024 2,664 41,746 -1,613
Mar12 111216 123~016 123~050 123~007 123~040 +0~025 433,978 1,232,720 -38,427
Jun12 111216 122~064 122~064 122~039 122~064 +0~025      
Total Volume and Open Interest 436,642 1,274,466 -40,040
2 Year T-Notes(CBOT)
Dec11 111216 110~029 110~033 110~028 110~031 +0~003 1,947 25,972 -941
Mar12 111216 110~038 110~044 110~037 110~041 +0~003 124,977 685,300 -8,758
Jun12 111216 110~013 110~013 110~010 110~013 +0~003      
Total Volume and Open Interest 126,924 711,272 -9,699
Eurodollars(CME)
Dec11 111216 99.430 99.435 99.427 99.430 unch 190,794 966,260 -22,533
Mar12 111216 99.325 99.345 99.315 99.330 +0.010 341,798 960,636 +30,398
Jun12 111216 99.285 99.295 99.260 99.275 unch 245,821 1,065,376 +3,017
Sep12 111216 99.275 99.290 99.235 99.255 -0.010 205,250 808,684 +7,668
Dec12 111216 99.275 99.295 99.225 99.245 -0.020 163,184 805,706 +9,659
Mar13 111216 99.280 99.310 99.235 99.255 -0.015 132,343 750,474 -2,474
Jun13 111216 99.265 99.295 99.235 99.250 -0.005 97,999 596,673 +2,707
Sep13 111216 99.230 99.270 99.220 99.235 +0.010 111,392 479,218 +318
Dec13 111216 99.165 99.205 99.155 99.185 +0.030 84,756 559,233 +15,792
Mar14 111216 99.065 99.110 99.050 99.095 +0.040 51,240 376,958 +2,357
Jun14 111216 98.915 98.965 98.900 98.960 +0.050 33,837 310,259 +2,468
Sep14 111216 98.755 98.810 98.735 98.800 +0.055 33,392 217,266 -580
Dec14 111216 98.580 98.635 98.555 98.630 +0.060 26,392 184,553 +1,253
Mar15 111216 98.420 98.490 98.400 98.480 +0.065 19,576 138,524 +900
Jun15 111216 6.530 0.031 6.490 0.026 -6.484 16,143 111,922 +910
Sep15 111216 6.365 6.425 6.325 6.420 +0.070 20,140 80,189 +3,416
Dec15 111216 6.200 6.255 6.150 6.250 +0.070 15,300 55,663 -319
Mar16 111216 6.040 6.125 6.010 6.115 +0.075 15,683 48,712 +1,327
Total Volume and Open Interest 1,846,927 8,741,145 +64,019
30 Day Federal Funds(CBOT)
Dec11 111216 99.925 99.927 99.923 99.925 +0.003 940 67,994 -329
Jan12 111216 99.915 99.920 99.915 99.920 +0.005 4,512 67,099 -1,387
Feb12 111216 99.910 99.915 99.905 99.910 +0.005 2,408 55,991 +83
Mar12 111216 99.900 99.900 99.895 99.895 unch 787 35,345 +421
Apr12 111216 99.890 99.895 99.885 99.890 unch 1,528 39,252 +412
May12 111216 99.885 99.885 99.880 99.880 unch 1,116 45,005 -95
Total Volume and Open Interest 18,525 572,291 -1,127
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111216 99.670 99.670 99.670 99.670 -0.003 0 1,122 +0
Mar12 111216 99.662 99.662 99.662 99.662 -0.003 0 40 +0
Jun12 111216 99.665 99.665 99.665 99.665 -0.003      
Sep12 111216 99.660 99.660 99.660 99.660 -0.002      
Dec12 111216 99.665 99.665 99.665 99.665 -0.005      
Mar13 111216 99.655 99.655 99.655 99.655 -0.005      
Jun13 111216 99.625 99.625 99.625 99.625 -0.005      
Sep13 111216 99.625 99.625 99.625 99.625 -0.005      
Dec13 111216 99.525 99.525 99.525 99.525 -0.005      
Mar14 111216 99.385 99.385 99.385 99.385 -0.005      
Total Volume and Open Interest 0 1,162 +0
3-Mth Euro-Yen(SGX)
Mar12 111215 99.67 99.67 99.67 99.67 unch 87 2,190 -87
Jun12 111215 99.67 99.67 99.67 99.67 unch 0 1,440 +0
Sep12 111215 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111215 99.64 99.67 99.64 99.67 unch 0 115 -20
Mar13 111215 99.66 99.66 99.66 99.66 unch 0 131 +0
Jun13 111215 99.63 99.63 99.63 99.63 unch 0 208 +0
Sep13 111215 99.63 99.63 99.63 99.63 unch 220 325 +220
Dec13 111215 99.53 99.53 99.53 99.53 +0.04 0 3 +0
Total Volume and Open Interest 307 9,744 +113
Japanese Gov't Bonds(SGX)
Mar12 111215 142.29 142.49 142.25 142.27 -0.02 2,311 16,751 +1,115
Jun12 111215 140.18 140.18 140.18 140.18 -0.02      
Sep12 111215 138.09 138.09 138.09 138.09 -0.02      
Total Volume and Open Interest 2,311 16,755 +1,115
Euro-Bund(EUREX)
Mar12 111216 137.77 138.86 137.60 138.58 +0.95 505,610 836,145 +23,391
Jun12 111216 136.68 137.09 136.68 136.88 +0.95 63 168 +6
Sep12 111216 136.88 136.88 136.88 136.88 +0.95      
Total Volume and Open Interest 505,673 836,313 +23,397
Euro-Bobl(EUREX)
Mar12 111216 124.46 124.82 124.36 124.78 +0.42 255,644 632,502 -1,128
Jun12 111216 124.82 124.82 124.82 124.82 +0.42      
Sep12 111216 124.82 124.82 124.82 124.82 +0.42      
Total Volume and Open Interest 255,644 632,502 -1,128
3-Mth Euribor(EUREX)
Dec11 111216 98.585 98.585 98.585 98.585 -0.005 908 1,265 -750
Mar12 111216 98.845 98.875 98.845 98.865 +0.030 50 1,221 +50
Jun12 111216 98.995 98.995 98.995 98.995 +0.040 50 1,127 +0
Total Volume and Open Interest 1,335 6,830 -624
Long Gilt(LIFFE)
Dec11 111216 132~20 133~06 132~20 133~04 +0~20 30 7,232 -28
Mar12 111216 115~28 116~12 115~14 116~07 +0~20 113,110 296,470 +3,636
Total Volume and Open Interest 113,140 303,702 +3,608
3-Mth Short Sterling(LIFFE)
Dec11 111216 98.93 98.93 98.92 98.93 unch 22,462 315,316 -2,722
Mar12 111216 98.89 98.91 98.88 98.90 +0.03 40,264 300,321 -3,084
Jun12 111216 98.91 98.93 98.89 98.92 +0.03 42,627 226,467 +6,629
Sep12 111216 98.93 98.96 98.92 98.95 +0.03 46,931 239,464 +8,377
Dec12 111216 98.93 98.97 98.92 98.96 +0.04 41,618 202,706 +5,258
Mar13 111216 98.96 98.99 98.93 98.98 +0.04 27,541 213,377 +3,757
Total Volume and Open Interest 270,593 2,085,082 +24,638
3-Mth Euribor(LIFFE)
Dec11 111216 98.590 98.590 98.585 98.585 -0.005 75,426 625,277 -16,143
Mar12 111216 98.850 98.880 98.840 98.865 +0.030 121,175 496,127 -2,657
Jun12 111216 98.970 99.005 98.965 98.995 +0.040 90,910 393,982 -847
Total Volume and Open Interest 640,909 3,518,263 -15,002
3-Mth Aus T-Bills(SFE)
Mar12 111216 96.27 96.28 96.24 96.26 -0.01 24,258 235,080 -4,366
Jun12 111216 96.71 96.72 96.65 96.67 -0.03 16,326 177,189 -1,157
Sep12 111216 96.73 96.75 96.67 96.68 -0.06 11,274 115,999 +1,962
Dec12 111216 96.62 96.64 96.54 96.56 -0.06 5,625 71,216 +1,191
Mar13 111216 96.51 96.51 96.42 96.46 -0.04 638 51,436 +165
Jun13 111216 96.38 96.39 96.34 96.36 -0.03 546 44,193 -147
Sep13 111216 96.27 96.32 96.22 96.24 -0.03 366 25,717 +220
Dec13 111216 96.16 96.21 96.09 96.09 -0.06 952 15,944 +471
Mar14 111216 96.07 96.13 96.00 96.00 -0.06 6 1,287 -2
Jun14 111216 95.96 96.03 95.91 95.91 -0.06 0 78 +0
Total Volume and Open Interest 59,991 738,214 -1,663
10-Year Aus T-Bonds(SFE)
Mar12 111216 96.23 96.25 96.17 96.18 -0.06 58,359 335,811 +6,486
Jun12 111216 96.18 96.18 96.18 96.18        
3-Year Aus T-Bonds(SFE)
Mar12 111216 97.05 97.06 96.98 97.00 -0.04 127,571 389,387 +24,819
Jun12 111216 97.00 97.00 97.00 97.00        
Gold(CMX)
Dec11 111216 1587.4 1595.9 1586.0 1595.6 +21.0 890 2,327 +517
Feb12 111216 1573.3 1603.5 1572.1 1597.9 +20.7 283,563 261,629 +2,175
Apr12 111216 1576.3 1604.6 1576.3 1599.9 +20.8 11,035 39,251 +3,127
Jun12 111216 1579.0 1605.9 1578.0 1602.0 +20.8 2,990 24,968 -275
Aug12 111216 1594.4 1607.7 1594.4 1604.1 +20.9 554 13,710 +19
Oct12 111216 1587.1 1610.1 1587.1 1606.2 +20.9 739 8,970 +287
Dec12 111216 1588.8 1612.1 1588.8 1608.4 +21.0 2,183 23,910 +879
Feb13 111216 1611.0 1611.0 1611.0 1611.0 +21.0 62 2,969 +13
Apr13 111216 1613.6 1613.6 1613.6 1613.6 +21.1 300 1,677 +300
Jun13 111216 1613.3 1616.6 1613.3 1616.6 +21.2 1,122 9,775 +311
Aug13 111216 1619.9 1619.9 1619.9 1619.9 +21.3 0 45 +0
Oct13 111216 1623.4 1623.4 1623.4 1623.4 +21.4      
Total Volume and Open Interest 306,684 435,998 +8,299
Silver(CMX)
Dec11 111216 2975.0 2975.0 2947.5 2961.5 +39.0 90 269 -100
Mar12 111216 2928.0 2993.0 2912.0 2967.1 +39.7 80,388 57,037 +3,266
May12 111216 2934.5 2987.0 2932.0 2972.7 +39.6 2,181 8,698 +364
Jul12 111216 2960.0 2981.0 2954.5 2976.9 +39.3 913 3,470 +515
Sep12 111216 2980.1 2980.1 2980.1 2980.1 +38.8 194 2,130 +68
Dec12 111216 2970.0 3004.0 2958.0 2984.6 +38.8 304 13,436 +136
Mar13 111216 2983.3 2983.3 2983.3 2983.3 +38.8 5 1,155 +0
Total Volume and Open Interest 85,866 102,578 +4,267
Platinum(NYMEX)
Jan12 111216 1401.7 1432.0 1400.5 1417.3 +10.3 15,389 25,110 -2,829
Apr12 111216 1414.9 1436.3 1408.0 1424.1 +9.9 2,792 17,066 +2,021
Jul12 111216 1427.6 1429.0 1426.0 1428.1 +10.1 24 550 -7
Oct12 111216 1432.1 1432.1 1432.1 1432.1 +9.1 15 63 +4
Total Volume and Open Interest 18,221 42,790 -810
Palladium(NYMEX)
Dec11 111216 622.60 623.65 622.30 623.65 +4.80 15 710 +11
Mar12 111216 620.00 630.50 618.05 625.50 +4.85 7,883 17,312 +81
Jun12 111216 626.90 626.90 626.90 626.90 +4.85 13 362 +1
Total Volume and Open Interest 7,913 18,523 +93
Copper(CMX)
Dec11 111216 328.75 335.00 328.75 332.40 +6.45 475 1,580 -92
Mar12 111216 326.80 337.75 326.80 333.10 +6.40 61,191 68,280 -53
May12 111216 328.30 336.50 328.30 334.20 +6.35 877 23,692 +168
Jul12 111216 337.15 337.25 334.25 334.80 +6.35 1,016 5,934 +6
Sep12 111216 337.85 338.30 335.25 335.25 +6.25 225 3,537 +106
Total Volume and Open Interest 65,527 116,803 +810
DJIA Index(CBOT)
Mar12 111216 11872 11896 11750 11778 -44 2,164 9,978 +1,214
Jun12 111216 11714 11758 11714 11714 -44 0 400 +0
Sep12 111216 11651 11695 11651 11651 -44      
Dec12 111216 11574 11663 11574 11574        
E-mini DJIA Index(CBOT)
Dec11 111216 11896 11988 11895 11949 +50 22,203 78,058 -4,463
Mar12 111216 11820 11909 11746 11778 -44 148,958 84,166 +8,020
Jun12 111216 11730 11730 11714 11714 -44 8 25 -1
Sep12 111216 11651 11651 11651 11651 -44 0 9 +0
Total Volume and Open Interest 171,169 162,258 +3,556
S & P 500(CME)
Mar12 111216 1212.10 1224.80 1208.50 1210.90 -0.80 46,744 204,803 +21,818
Jun12 111216 1205.50 1219.30 1202.30 1205.50 -0.80 53 3,407 +83
Sep12 111216 1200.30 1214.10 1197.10 1200.30 -0.80 170 809 -100
Dec12 111216 1194.60 1208.40 1191.40 1194.60 -0.80 0 101 +0
Total Volume and Open Interest 95,877 346,926 +4,759
S & P 500 E-Mini(Globex)
Mar12 111216 1212.25 1225.00 1208.25 1211.00 -0.75 2,855,128 2,371,298 +257,803
Jun12 111216 1210.00 1218.50 1203.75 1205.50 -0.75 586 4,510 +456
Total Volume and Open Interest 3,449,392 3,425,258 +19,172
NASDAQ 100(CME)
Mar12 111216 2226.80 2264.00 2222.30 2232.80 +9.50 1,133 3,107 +62
Jun12 111216 2229.80 2240.00 2229.80 2229.80 +9.50      
Sep12 111216 2227.30 2228.80 2227.30 2227.30 +9.50      
Total Volume and Open Interest 2,055 31,936 +66
NASDAQ 100 E-Mini(Globex)
Mar12 111216 2223.30 2264.30 2221.80 2232.80 +9.50 341,733 246,099 +32,087
Jun12 111216 2234.30 2252.80 2229.80 2229.80 +9.50 5 25 -1
Total Volume and Open Interest 421,818 427,646 +14,933
S & P Midcap 400(CME)
Mar12 111216 854.50 864.00 850.00 851.20 +7.20 31 333 +16
Jun12 111216 849.20 852.00 849.20 849.20 +7.20      
Sep12 111216 847.20 850.00 847.20 847.20 +7.20      
Total Volume and Open Interest 342 6,456 +278
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111216 8415 8455 8360 8375 -40 3,817 22,043 -505
Jun12 111216 8380 8380 8320 8320 -40 0 4 +0
Total Volume and Open Interest 3,817 22,047 -505
Nikkei 225(SGX)
Mar12 111216 8420 8445 8350 8420 +55 68,624 177,376 +2,832
Jun12 111216 8325 8340 8290 8340 +50 5 273 +3
Sep12 111216 8340 8340 8340 8340 +55 0 30 +0
Total Volume and Open Interest 68,957 186,969 +2,829
CAC 40(EURONEXT)
Dec11 111216 3016.0 3023.0 2975.5 2982.0 -16.5 220,333 244,794 -58,029
Jan12 111216 3012.0 3018.5 2943.5 2968.0 -26.0 113,672 203,918 +74,413
Feb12 111216 2989.5 3001.0 2946.0 2969.0 -26.0 101 111 +100
Total Volume and Open Interest 341,317 469,101 +22,689
Hang Seng Index(HKFE)
Dec11 111216 17963 18397 17963 18260 +300 58,606 84,596 -135
Jan12 111216 18007 18392 18007 18266 +304 1,151 2,562 +507
Total Volume and Open Interest 59,981 90,938 +413
DAX(EUREX)
Dec11 111216 5783.0 5789.5 5714.5 5727.5 -20.0 219,442 98,018 -35,014
Mar12 111216 5791.5 5798.0 5659.0 5720.0 -36.0 82,018 110,439 +39,254
Jun12 111216 5806.0 5811.0 5675.0 5734.5 -35.5 10,201 4,939 +873
Total Volume and Open Interest 311,661 213,396 +5,113
FT-SE 100(EURONEXT)
Dec11 111216 5425.50 5444.50 5412.00 5428.00 +17.00 262,662 168,504 -125,033
Mar12 111216 5388.50 5416.00 5311.50 5363.50 -10.50 182,138 539,553 +126,758
Jun12 111216 5338.50 5338.50 5304.50 5318.00 -10.50 0 3,208 +0
Total Volume and Open Interest 444,800 711,265 +1,725
SPI 200(SFE)
Mar12 111216 4107.0 4162.0 4105.0 4134.0 +18.0 40,247 189,112 +6,828
Jun12 111216 4139.0 4139.0 4139.0 4139.0 +17.0 12 1,715 +2
Sep12 111216 4103.0 4103.0 4103.0 4103.0 +17.0 7 1,205 -37
Total Volume and Open Interest 51,400 276,355 -59,648
GSCI(CME)
Jan12 111216 620.50 620.50 618.25 618.25 +0.25 289 7,910 +103
Feb12 111216 619.75 619.75 619.75 619.75 +0.75      
Mar12 111216 622.50 622.50 622.50 622.50 +0.50      
Total Volume and Open Interest 479 8,593  
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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